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Complex Analysis
Version 1.3
Matthias Beck, Gerald Marchesi,
Dennis Pixton, Lucas Sabalka
Department of Mathematics Department of Mathematical Sciences
San Francisco State University Binghamton University (SUNY)
San Francisco, CA 94132 Binghamton, NY 139026000
beck@math.sfsu.edu marchesi@math.binghamton.edu
dennis@math.binghamton.edu
sabalka@math.binghamton.edu
Copyright 2002–2010 by the authors. All rights reserved. The most current version of this book is
available at the websites
http://www.math.binghamton.edu/dennis/complex.pdf
http://math.sfsu.edu/beck/complex.html.
This book may be freely reproduced and distributed, provided that it is reproduced in its entirety
from the most recent version. This book may not be altered in any way, except for changes in
format required for printing or other distribution, without the permission of the authors.
2
These are the lecture notes of a onesemester undergraduate course which we have taught several
times at Binghamton University (SUNY) and San Francisco State University. For many of our
students, complex analysis is their ﬁrst rigorous analysis (if not mathematics) class they take,
and these notes reﬂect this very much. We tried to rely on as few concepts from real analysis as
possible. In particular, series and sequences are treated “from scratch.” This also has the (maybe
disadvantageous) consequence that power series are introduced very late in the course.
We thank our students who made many suggestions for and found errors in the text. Special
thanks go to Joshua Palmatier, Collin Bleak and Sharma Pallekonda at Binghamton University
(SUNY) for comments after teaching from this book.
Contents
1 Complex Numbers 1
1.0 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.1 Deﬁnition and Algebraic Properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 Geometric Properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.3 Elementary Topology of the Plane . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.4 Theorems from Calculus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
2 Diﬀerentiation 14
2.1 First Steps . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
2.2 Diﬀerentiability and Holomorphicity . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
2.3 The Cauchy–Riemann Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
2.4 Constant Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
3 Examples of Functions 25
3.1 M¨obius Transformations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
3.2 Inﬁnity and the Cross Ratio . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
3.3 Stereographic Projection . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
3.4 Exponential and Trigonometric Functions . . . . . . . . . . . . . . . . . . . . . . . . 33
3.5 The Logarithm and Complex Exponentials . . . . . . . . . . . . . . . . . . . . . . . 36
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
4 Integration 42
4.1 Deﬁnition and Basic Properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42
4.2 Cauchy’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45
4.3 Cauchy’s Integral Formula . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
5 Consequences of Cauchy’s Theorem 53
5.1 Extensions of Cauchy’s Formula . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53
5.2 Taking Cauchy’s Formula to the Limit . . . . . . . . . . . . . . . . . . . . . . . . . . 55
5.3 Antiderivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 58
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 60
3
CONTENTS 4
6 Harmonic Functions 63
6.1 Deﬁnition and Basic Properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63
6.2 MeanValue and Maximum/Minimum Principle . . . . . . . . . . . . . . . . . . . . . 65
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67
7 Power Series 68
7.1 Sequences and Completeness . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68
7.2 Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70
7.3 Sequences and Series of Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 72
7.4 Region of Convergence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 75
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 78
8 Taylor and Laurent Series 82
8.1 Power Series and Holomorphic Functions . . . . . . . . . . . . . . . . . . . . . . . . . 82
8.2 Classiﬁcation of Zeros and the Identity Principle . . . . . . . . . . . . . . . . . . . . 85
8.3 Laurent Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 87
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 90
9 Isolated Singularities and the Residue Theorem 93
9.1 Classiﬁcation of Singularities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93
9.2 Residues . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97
9.3 Argument Principle and Rouch´e’s Theorem . . . . . . . . . . . . . . . . . . . . . . . 99
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101
10 Discrete Applications of the Residue Theorem 104
10.1 Inﬁnite Sums . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 104
10.2 Binomial Coeﬃcients . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 105
10.3 Fibonacci Numbers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 105
10.4 The ‘CoinExchange Problem’ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 106
10.5 Dedekind sums . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 107
Solutions to Selected Exercises 109
Index 112
Chapter 1
Complex Numbers
Die ganzen Zahlen hat der liebe Gott geschaﬀen, alles andere ist Menschenwerk.
(God created the integers, everything else is made by humans.)
Leopold Kronecker (1823–1891)
1.0 Introduction
The real numbers have nice properties. There are operations such as addition, subtraction, mul
tiplication as well as division by any real number except zero. There are useful laws that govern
these operations such as the commutative and distributive laws. You can also take limits and do
calculus. But you cannot take the square root of −1. Equivalently, you cannot ﬁnd a root of the
equation
x
2
+ 1 = 0. (1.1)
Most of you have heard that there is a “new” number i that is a root of the Equation (1.1).
That is, i
2
+ 1 = 0 or i
2
= −1. We will show that when the real numbers are enlarged to a new
system called the complex numbers that includes i, not only do we gain a number with interesting
properties, but we do not lose any of the nice properties that we had before.
Speciﬁcally, the complex numbers, like the real numbers, will have the operations of addition,
subtraction, multiplication as well as division by any complex number except zero. These operations
will follow all the laws that we are used to such as the commutative and distributive laws. We will
also be able to take limits and do calculus. And, there will be a root of Equation (1.1).
In the next section we show exactly how the complex numbers are set up and in the rest
of this chapter we will explore the properties of the complex numbers. These properties will be
both algebraic properties (such as the commutative and distributive properties mentioned already)
and also geometric properties. You will see, for example, that multiplication can be described
geometrically. In the rest of the book, the calculus of complex numbers will be built on the
propeties that we develop in this chapter.
1.1 Deﬁnition and Algebraic Properties
The complex numbers can be deﬁned as pairs of real numbers,
C = {(x, y) : x, y ∈ R} ,
1
CHAPTER 1. COMPLEX NUMBERS 2
equipped with the addition
(x, y) + (a, b) = (x +a, y +b)
and the multiplication
(x, y) · (a, b) = (xa −yb, xb +ya) .
One reason to believe that the deﬁnitions of these binary operations are “good” is that C is an
extension of R, in the sense that the complex numbers of the form (x, 0) behave just like real
numbers; that is, (x, 0) + (y, 0) = (x + y, 0) and (x, 0) · (y, 0) = (x · y, 0). So we can think of the
real numbers being embedded in C as those complex numbers whose second coordinate is zero.
The following basic theorem states the algebraic structure that we established with our deﬁni
tions. Its proof is straightforward but nevertheless a good exercise.
Theorem 1.1. (C, +, ·) is a ﬁeld; that is:
∀ (x, y), (a, b) ∈ C : (x, y) + (a, b) ∈ C (1.2)
∀ (x, y), (a, b), (c, d) ∈ C :
(x, y) + (a, b)
+ (c, d) = (x, y) +
(a, b) + (c, d)
(1.3)
∀ (x, y), (a, b) ∈ C : (x, y) + (a, b) = (a, b) + (x, y) (1.4)
∀ (x, y) ∈ C : (x, y) + (0, 0) = (x, y) (1.5)
∀ (x, y) ∈ C : (x, y) + (−x, −y) = (0, 0) (1.6)
∀ (x, y), (a, b), (c, d) ∈ C : (x, y) ·
(a, b) + (c, d)
= (x, y) · (a, b) + (x, y) · (c, d)
(1.7)
∀ (x, y), (a, b) ∈ C : (x, y) · (a, b) ∈ C (1.8)
∀ (x, y), (a, b), (c, d) ∈ C :
(x, y) · (a, b)
· (c, d) = (x, y) ·
(a, b) · (c, d)
(1.9)
∀ (x, y), (a, b) ∈ C : (x, y) · (a, b) = (a, b) · (x, y) (1.10)
∀ (x, y) ∈ C : (x, y) · (1, 0) = (x, y) (1.11)
∀ (x, y) ∈ C \ {(0, 0)} : (x, y) ·
x
x
2
+y
2
,
−y
x
2
+y
2
= (1, 0) (1.12)
Remark. What we are stating here can be compressed in the language of algebra: equations (1.2)–
(1.6) say that (C, +) is an Abelian group with unit element (0, 0), equations (1.8)–(1.12) that
(C \ {(0, 0)}, ·) is an abelian group with unit element (1, 0). (If you don’t know what these terms
mean—don’t worry, we will not have to deal with them.)
The deﬁnition of our multiplication implies the innocent looking statement
(0, 1) · (0, 1) = (−1, 0) . (1.13)
This identity together with the fact that
(a, 0) · (x, y) = (ax, ay)
allows an alternative notation for complex numbers. The latter implies that we can write
(x, y) = (x, 0) + (0, y) = (x, 0) · (1, 0) + (y, 0) · (0, 1) .
If we think—in the spirit of our remark on the embedding of R in C—of (x, 0) and (y, 0) as the
real numbers x and y, then this means that we can write any complex number (x, y) as a linear
CHAPTER 1. COMPLEX NUMBERS 3
combination of (1, 0) and (0, 1), with the real coeﬃcients x and y. (1, 0), in turn, can be thought
of as the real number 1. So if we give (0, 1) a special name, say i, then the complex number that
we used to call (x, y) can be written as x · 1 +y · i, or in short,
x +iy .
The number x is called the real part and y the imaginary part
1
of the complex number x+iy, often
denoted as Re(x +iy) = x and Im(x +iy) = y. The identity (1.13) then reads
i
2
= −1 .
We invite the reader to check that the deﬁnitions of our binary operations and Theorem 1.1 are
coherent with the usual real arithmetic rules if we think of complex numbers as given in the form
x +iy.
1.2 Geometric Properties
Although we just introduced a new way of writing complex numbers, let’s for a moment return to
the (x, y)notation. It suggests that one can think of a complex number as a twodimensional real
vector. When plotting these vectors in the plane R
2
, we will call the xaxis the real axis and the
yaxis the imaginary axis. The addition that we deﬁned for complex numbers resembles vector
addition. The analogy stops at multiplication: there is no “usual” multiplication of two vectors
that gives another vector—much less so if we additionally demand our deﬁnition of the product of
two complex numbers.
DD
W
W
W
W
W
W
W
W
W
W
W
W
kk
/
/
/
/
/
/
/
/
/
/
/
/
/
WW
z
1
z
2
z
1
+z
2
Figure 1.1: Addition of complex numbers.
Any vector in R
2
is deﬁned by its two coordinates. On the other hand, it is also determined
by its length and the angle it encloses with, say, the positive real axis; let’s deﬁne these concepts
thoroughly. The absolute value (sometimes also called the modulus) of x +iy is
r = x +iy =
x
2
+y
2
,
and an argument of x +iy is a number φ such that
x = r cos φ and y = r sin φ.
1
The name has historical reasons: people thought of complex numbers as unreal, imagined.
CHAPTER 1. COMPLEX NUMBERS 4
This means, naturally, that any complex number has many arguments; more precisely, all of them
diﬀer by a multiple of 2π.
The absolute value of the diﬀerence of two vectors has a nice geometric interpretation: it is
the distance of the (end points of the) two vectors (see Figure 1.2). It is very useful to keep this
geometric interpretation in mind when thinking about the absolute value of the diﬀerence of two
complex numbers.
DD
W
W
W
W
W
W
W
W
W
W
W
W
kk
j
j
j
j
j
j
j
j
j
j
j
j
j
j
j
j
j
j
j
44
z
1
z
2
z
1
−z
2
Figure 1.2: Geometry behind the “distance” between two complex numbers.
The ﬁrst hint that absolute value and argument of a complex number are useful concepts
is the fact that they allow us to give a geometric interpretation for the multiplication of two
complex numbers. Let’s say we have two complex numbers, x
1
+ iy
1
with absolute value r
1
and
argument φ
1
, and x
2
+ iy
2
with absolute value r
2
and argument φ
2
. This means, we can write
x
1
+iy
1
= (r
1
cos φ
1
) +i(r
1
sin φ
1
) and x
2
+iy
2
= (r
2
cos φ
2
) +i(r
2
sin φ
2
) To compute the product,
we make use of some classic trigonometric identities:
(x
1
+iy
1
)(x
2
+iy
2
) =
(r
1
cos φ
1
) +i(r
1
sin φ
1
)
(r
2
cos φ
2
) +i(r
2
sin φ
2
)
= (r
1
r
2
cos φ
1
cos φ
2
−r
1
r
2
sin φ
1
sin φ
2
) +i(r
1
r
2
cos φ
1
sin φ
2
+r
1
r
2
sin φ
1
cos φ
2
)
= r
1
r
2
(cos φ
1
cos φ
2
−sin φ
1
sin φ
2
) +i(cos φ
1
sin φ
2
+ sin φ
1
cos φ
2
)
= r
1
r
2
cos(φ
1
+φ
2
) +i sin(φ
1
+φ
2
)
.
So the absolute value of the product is r
1
r
2
and (one of) its argument is φ
1
+φ
2
. Geometrically, we
are multiplying the lengths of the two vectors representing our two complex numbers, and adding
their angles measured with respect to the positive xaxis.
2
In view of the above calculation, it should come as no surprise that we will have to deal with
quantities of the form cos φ + i sin φ (where φ is some real number) quite a bit. To save space,
bytes, ink, etc., (and because “Mathematics is for lazy people”
3
) we introduce a shortcut notation
and deﬁne
e
iφ
= cos φ +i sin φ.
At this point, this exponential notation is indeed purely a notation. We will later see that it has
an intimate connection to the complex exponential function. For now, we motivate this maybe
strangeseeming deﬁnition by collecting some of its properties. The reader is encouraged to prove
them.
2
One should convince oneself that there is no problem with the fact that there are many possible arguments for
complex numbers, as both cosine and sine are periodic functions with period 2π.
3
Peter Hilton (Invited address, Hudson River Undergraduate Mathematics Conference 2000)
CHAPTER 1. COMPLEX NUMBERS 5
FF M
M
M
M
M
M
M
M
ff
r
r
r
r
r
r
r
r
r
r
r
r
r
r
r
r
r
xx
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.
z
1
z
2
z
1
z
2
φ
1
φ
2
φ
1
+φ
2
Figure 1.3: Multiplication of complex numbers.
Lemma 1.2. For any φ, φ
1
, φ
2
∈ R,
(a) e
iφ
1
e
iφ
2
= e
i(φ
1
+φ
2
)
(b) 1/e
iφ
= e
−iφ
(c) e
i(φ+2π)
= e
iφ
(d)
e
iφ
= 1
(e)
d
dφ
e
iφ
= i e
iφ
.
With this notation, the sentence “The complex number x+iy has absolute value r and argument
φ” now becomes the identity
x +iy = re
iφ
.
The lefthand side is often called the rectangular form, the righthand side the polar form of this
complex number.
From very basic geometric properties of triangles, we get the inequalities
−z ≤ Re z ≤ z and −z ≤ Imz ≤ z . (1.14)
The square of the absolute value has the nice property
x +iy
2
= x
2
+y
2
= (x +iy)(x −iy) .
This is one of many reasons to give the process of passing from x + iy to x − iy a special name:
x −iy is called the (complex) conjugate of x +iy. We denote the conjugate by
x +iy = x −iy .
Geometrically, conjugating z means reﬂecting the vector corresponding to z with respect to the
real axis. The following collects some basic properties of the conjugate. Their easy proofs are left
for the exercises.
Lemma 1.3. For any z, z
1
, z
2
∈ C,
(a) z
1
±z
2
= z
1
±z
2
CHAPTER 1. COMPLEX NUMBERS 6
(b) z
1
· z
2
= z
1
· z
2
(c)
z
1
z
2
=
z
1
z
2
(d) z = z
(e) z = z
(f) z
2
= zz
(g) Re z =
1
2
(z +z)
(h) Imz =
1
2i
(z −z)
(i) e
iφ
= e
−iφ
.
From part (f) we have a neat formula for the inverse of a nonzero complex number:
z
−1
=
1
z
=
z
z
2
.
A famous geometric inequality (which holds for vectors in R
n
) is the triangle inequality
z
1
+z
2
 ≤ z
1
 +z
2
 .
By drawing a picture in the complex plane, you should be able to come up with a geometric proof
of this inequality. To prove it algebraically, we make extensive use of Lemma 1.3:
z
1
+z
2

2
= (z
1
+z
2
) (z
1
+z
2
)
= (z
1
+z
2
) (z
1
+z
2
)
= z
1
z
1
+z
1
z
2
+z
2
z
1
+z
2
z
2
= z
1

2
+z
1
z
2
+z
1
z
2
+z
2

2
= z
1

2
+ 2 Re (z
1
z
2
) +z
2

2
.
Finally by (1.14)
z
1
+z
2

2
≤ z
1

2
+ 2 z
1
z
2
 +z
2

2
= z
1

2
+ 2 z
1
 z
2
 +z
2

2
= z
1

2
+ 2 z
1
 z
2
 +z
2

2
= (z
1
 +z
2
)
2
,
which is equivalent to our claim.
For future reference we list several variants of the triangle inequality:
Lemma 1.4. For z
1
, z
2
, · · · ∈ C, we have the following identities:
(a) The triangle inequality: ±z
1
±z
2
 ≤ z
1
 +z
2
.
CHAPTER 1. COMPLEX NUMBERS 7
(b) The reverse triangle inequality: ±z
1
±z
2
 ≥ z
1
 −z
2
.
(c) The triangle inequality for sums:
n
¸
k=1
z
k
≤
n
¸
k=1
z
k
.
The ﬁrst inequality is just a rewrite of the original triangle inequality, using the fact that
±z = z, and the last follows by induction. The reverse triangle inequality is proved in Exercise 21.
1.3 Elementary Topology of the Plane
In Section 1.2 we saw that the complex numbers C, which were initially deﬁned algebraically, can
be identiﬁed with the points in the Euclidean plane R
2
. In this section we collect some deﬁnitions
and results concerning the topology of the plane. While the deﬁnitions are essential and will be
used frequently, we will need the following theorems only at a limited number of places in the
remainder of the book; the reader who is willing to accept the topological arguments in later proofs
on faith may skip the theorems in this section.
Recall that if z, w ∈ C, then z −w is the distance between z and w as points in the plane. So
if we ﬁx a complex number a and a positive real number r then the set of z satisfying z −a = r
is the set of points at distance r from a; that is, this is the circle with center a and radius r. The
inside of this circle is called the open disk with center a and radius r, and is written D
r
(a). That
is, D
r
(a) = {z ∈ C : z −a < r}. Notice that this does not include the circle itself.
We need some terminology for talking about subsets of C.
Deﬁnition 1.5. Suppose E is any subset of C.
(a) A point a is an interior point of E if some open disk with center a lies in E.
(b) A point b is a boundary point of E if every open disk centered at b contains a point in E and
also a point that is not in E.
(c) A point c is an accumulation point of E if every open disk centered at c contains a point of E
diﬀerent from c.
(d) A point d is an isolated point of E if it lies in E and some open disk centered at d contains no
point of E other than d.
The idea is that if you don’t move too far from an interior point of E then you remain in E;
but at a boundary point you can make an arbitrarily small move and get to a point inside E and
you can also make an arbitrarily small move and get to a point outside E.
Deﬁnition 1.6. A set is open if all its points are interior points. A set is closed if it contains all
its boundary points.
Example 1.7. For R > 0 and z
0
∈ C, {z ∈ C : z −z
0
 < R} and {z ∈ C : z −z
0
 > R} are open.
{z ∈ C : z −z
0
 ≤ R} is closed.
Example 1.8. C and the empty set ∅ are open. They are also closed!
CHAPTER 1. COMPLEX NUMBERS 8
Deﬁnition 1.9. The boundary of a set E, written ∂E, is the set of all boundary points of E. The
interior of E is the set of all interior points of E. The closure of E, written E, is the set of points
in E together with all boundary points of E.
Example 1.10. If G is the open disk {z ∈ C : z −z
0
 < R} then
G = {z ∈ C : z −z
0
 ≤ R} and ∂G = {z ∈ C : z −z
0
 = R} .
That is, G is a closed disk and ∂G is a circle.
One notion that is somewhat subtle in the complex domain is the idea of connectedness. Intu
itively, a set is connected if it is “in one piece.” In the reals a set is connected if and only if it is an
interval, so there is little reason to discuss the matter. However, in the plane there is a vast variety
of connected subsets, so a deﬁnition is necessary.
Deﬁnition 1.11. Two sets X, Y ⊆ C are separated if there are disjoint open sets A and B so that
X ⊆ A and Y ⊆ B. A set W ⊆ C is connected if it is impossible to ﬁnd two separated nonempty
sets whose union is equal to W. A region is a connected open set.
The idea of separation is that the two open sets A and B ensure that X and Y cannot just
“stick together.” It is usually easy to check that a set is not connected. For example, the intervals
X = [0, 1) and Y = (1, 2] on the real axis are separated: There are inﬁnitely many choices for A and
B that work; one choice is A = D
1
(0) (the open disk with center 0 and radius 1) and B = D
1
(2)
(the open disk with center 2 and radius 1). Hence their union, which is [0, 2] \{1}, is not connected.
On the other hand, it is hard to use the deﬁnition to show that a set is connected, since we have
to rule out any possible separation.
One type of connected set that we will use frequently is a curve.
Deﬁnition 1.12. A path or curve in C is the image of a continuous function γ : [a, b] →C, where
[a, b] is a closed interval in R. The path γ is smooth if γ is diﬀerentiable.
We say that the curve is parametrized by γ. It is a customary and practical abuse of notation
to use the same letter for the curve and its parametrization. We emphasize that a curve must have
a parametrization, and that the parametrization must be deﬁned and continuous on a closed and
bounded interval [a, b].
Since we may regard C as identiﬁed with R
2
, a path can be speciﬁed by giving two continuous
realvalued functions of a real variable, x(t) and y(t), and setting γ(t) = x(t) + y(t)i. A curve is
closed if γ(a) = γ(b) and is a simple closed curve if γ(s) = γ(t) implies s = a and t = b or s = b
and t = a, that is, the curve does not cross itself.
The following seems intuitively clear, but its proof requires more preparation in topology:
Proposition 1.13. Any curve is connected.
The next theorem gives an easy way to check whether an open set is connected, and also gives
a very useful property of open connected sets.
Theorem 1.14. If W is a subset of C that has the property that any two points in W can be
connected by a curve in W then W is connected. On the other hand, if G is a connected open
subset of C then any two points of G may be connected by a curve in G; in fact, we can connect
any two points of G by a chain of horizontal and vertical segments lying in G.
CHAPTER 1. COMPLEX NUMBERS 9
A chain of segments in G means the following: there are points z
0
, z
1
, . . . , z
n
so that, for each
k, z
k
and z
k+1
are the endpoints of a horizontal or vertical segment which lies entirely in G. (It is
not hard to parametrize such a chain, so it determines is a curve.)
As an example, let G be the open disk with center 0 and radius 2. Then any two points in G can
be connected by a chain of at most 2 segments in G, so G is connected. Now let G
0
= G\ {0}; this
is the punctured disk obtained by removing the center from G. Then G is open and it is connected,
but now you may need more than two segments to connect points. For example, you need three
segments to connect −1 to 1 since you cannot go through 0.
Warning: The second part of Theorem 1.14 is not generally true if G is not open. For example,
circles are connected but there is no way to connect two distinct points of a circle by a chain of
segments which are subsets of the circle. A more extreme example, discussed in topology texts, is
the “topologist’s sine curve,” which is a connected set S ⊂ C that contains points that cannot be
connected by a curve of any sort inside S.
The reader may skip the following proof. It is included to illustrate some common techniques
in dealing with connected sets.
Proof of Theorem 1.14. Suppose, ﬁrst, that any two points of G may be connected by a path that
lies in G. If G is not connected then we can write it as a union of two nonempty separated subsets
X and Y . So there are disjoint open sets A and B so that X ⊆ A and Y ⊆ B. Since X and Y are
disjoint we can ﬁnd a ∈ X and b ∈ G. Let γ be a path in G that connects a to b. Then X
γ
= X∩γ
and Y
γ
= Y ∩ γ are disjoint and nonempty, their union is γ, and they are separated by A and B.
But this means that γ is not connected, and this contradicts Proposition 1.13.
Now suppose that G is a connected open set. Choose a point z
0
∈ G and deﬁne two sets: A is
the set of all points a so that there is a chain of segments in G connecting z
0
to a, and B is the set
of points in G that are not in A.
Suppose a is in A. Since a ∈ G there is an open disk D with center a that is contained in G.
We can connect z
0
to any point z in D by following a chain of segments from z
0
to a, and then
adding at most two segments in D that connect a to z. That is, each point of D is in A, so we
have shown that A is open.
Now suppose b is in B. Since b ∈ G there is an open disk D centered at b that lies in G. If z
0
could be connected to any point in D by a chain of segments in G then, extending this chain by at
most two more segments, we could connect z
0
to b, and this is impossible. Hence z
0
cannot connect
to any point of D by a chain of segments in G, so D ⊆ B. So we have shown that B is open.
Now G is the disjoint union of the two open sets A and B. If these are both nonempty then
they form a separation of G, which is impossible. But z
0
is in A so A is not empty, and so B must
be empty. That is, G = A, so z
0
can be connected to any point of G by a sequence of segments in
G. Since z
0
could be any point in G, this ﬁnishes the proof.
1.4 Theorems from Calculus
Here are a few theorems from real calculus that we will make use of in the course of the text.
Theorem 1.15 (ExtremeValue Theorem). Any continuous realvalued function deﬁned on a closed
and bounded subset of R
n
has a minimum value and a maximum value.
CHAPTER 1. COMPLEX NUMBERS 10
Theorem 1.16 (MeanValue Theorem). Suppose I ⊆ R is an interval, f : I →R is diﬀerentiable,
and x, x + ∆x ∈ I. Then there is 0 < a < 1 such that
f(x + ∆x) −f(x)
∆x
= f
(x +a∆x) .
Many of the most important results of analysis concern combinations of limit operations. The
most important of all calculus theorems combines diﬀerentiation and integration (in two ways):
Theorem 1.17 (Fundamental Theorem of Calculus). Suppose f : [a, b] →R is continuous. Then
(a) If F is deﬁned by F(x) =
x
a
f(t) dt then F is diﬀerentiable and F
(x) = f(x).
(b) If F is any antiderivative of f (that is, F
= f) then
b
a
f(x) dx = F(b) −F(a).
For functions of several variables we can perform diﬀerentiation operations, or integration op
erations, in any order, if we have suﬃcient continuity:
Theorem 1.18 (Equality of mixed partials). If the mixed partials
∂
2
f
∂x∂y
and
∂
2
f
∂y∂x
are deﬁned on
an open set G and are continuous at a point (x
0
, y
0
) in G then they are equal at (x
0
, y
0
).
Theorem 1.19 (Equality of iterated integrals). If f is continuous on the rectangle given by a ≤
x ≤ b and c ≤ y ≤ d then the iterated integrals
b
a
d
c
f(x, y) dy dx and
d
c
b
a
f(x, y) dxdy are equal.
Finally, we can apply diﬀerentiation and integration with respect to diﬀerent variables in either
order:
Theorem 1.20 (Leibniz’s
4
Rule). Suppose f is continuous on the rectangle R given by a ≤ x ≤ b
and c ≤ y ≤ d, and suppose the partial derivative
∂f
∂x
exists and is continuous on R. Then
d
dx
d
c
f(x, y) dy =
d
c
∂f
∂x
(x, y) dy .
Exercises
1. Let z = 1 + 2i and w = 2 −i. Compute:
(a) z + 3w.
(b) w −z.
(c) z
3
.
(d) Re(w
2
+w).
(e) z
2
+z +i.
2. Find the real and imaginary parts of each of the following:
(a)
z−a
z+a
(a ∈ R).
4
Named after Gottfried Wilhelm Leibniz (1646–1716). For more information about Leibnitz, see
http://wwwgroups.dcs.stand.ac.uk/∼history/Biographies/Leibnitz.html.
CHAPTER 1. COMPLEX NUMBERS 11
(b)
3+5i
7i+1
.
(c)
−1+i
√
3
2
3
.
(d) i
n
for any n ∈ Z.
3. Find the absolute value and conjugate of each of the following:
(a) −2 +i.
(b) (2 +i)(4 + 3i).
(c)
3−i
√
2+3i
.
(d) (1 +i)
6
.
4. Write in polar form:
(a) 2i.
(b) 1 +i.
(c) −3 +
√
3i.
(d) −i.
(e) (2 −i)
2
.
(f) 3 −4i.
(g)
√
5 −i.
(h)
1−i
√
3
4
5. Write in rectangular form:
(a)
√
2 e
i3π/4
.
(b) 34 e
iπ/2
.
(c) −e
i250π
.
(d) 2e
4πi
.
6. Prove the quadratic formula works for complex numbers, regardless of whether the discrimi
nant is negative. That is, prove, the roots of the equation az
2
+bz +c = 0, where a, b, c ∈ C,
are
−b±
√
b
2
−4ac
2a
as long as a = 0.
7. Use the quadratic formula to solve the following equations:
(a) z
2
+ 25 = 0.
(b) 2x
2
+ 2z + 5 = 0.
(c) 5z
2
+ 4z + 1 = 0.
(d) z
2
−z = 1.
(e) z
2
= 2z.
CHAPTER 1. COMPLEX NUMBERS 12
8. Fix A ∈ C and B ∈ R. Show that the equation z
2
 + Re(Az) + B = 0 has a solution if and
only if A
2
 ≥ 4B. When solutions exist, show the solution set is a circle. , show the solution
9. Find all solutions to the following equations:
(a) z
6
= 1.
(b) z
4
= −16.
(c) z
6
= −9.
(d) z
6
−z
3
−2 = 0.
10. Show that z = 1 if and only if
1
z
= z.
11. Show that
(a) z is a real number if and only if z = z;
(b) z is either real or purely imaginary if and only if (z)
2
= z
2
.
12. Find all solutions of the equation z
2
+ 2z + (1 −i) = 0.
13. Prove Theorem 1.1.
14. Show that if z
1
z
2
= 0 then z
1
= 0 or z
2
= 0.
15. Prove Lemma 1.2.
16. Use Lemma 1.2 to derive the triple angle formulas:
(a) cos 3θ = cos
3
θ −3 cos θ sin
2
θ.
(b) sin 3θ = 3 cos
2
θ sin θ −sin
3
θ.
17. Prove Lemma 1.3.
18. Sketch the following sets in the complex plane:
(a) {z ∈ C : z −1 +i = 2} .
(b) {z ∈ C : z −1 +i ≤ 2} .
(c) {z ∈ C : Re(z + 2 −2i) = 3} .
(d) {z ∈ C : z −i +z +i = 3} .
(e) {z ∈ C : z = z + 1} .
19. Show the equation 2z = z +i describes a circle.
20. Suppose p is a polynomial with real coeﬃcients. Prove that
(a) p(z) = p (z).
(b) p(z) = 0 if and only if p (z) = 0.
21. Prove the reverse triangle inequality z
1
−z
2
 ≥ z
1
 −z
2
.
CHAPTER 1. COMPLEX NUMBERS 13
22. Use the previous exercise to show that
1
z
2
−1
≤
1
3
for every z on the circle z = 2e
iθ
.
23. Sketch the following sets and determine whether they are open, closed, or neither; bounded;
connected.
(a) z + 3 < 2.
(b) Imz < 1.
(c) 0 < z −1 < 2.
(d) z −1 +z + 1 = 2.
(e) z −1 +z + 1 < 3.
24. What are the boundaries of the sets in the previous exercise?
25. The set E is the set of points z in C satisfying either z is real and −2 < z < −1, or z < 1,
or z = 1 or z = 2.
(a) Sketch the set E, being careful to indicate exactly the points that are in E.
(b) Determine the interior points of E.
(c) Determine the boundary points of E.
(d) Determine the isolated points of E.
26. The set E in the previous exercise can be written in three diﬀerent ways as the union of two
disjoint nonempty separated subsets. Describe them, and in each case say brieﬂy why the
subsets are separated.
27. Show that the union of two regions with nonempty intersection is itself a region.
28. Show that if A ⊂ B and B is closed, then ∂A ⊂ B. Similarly, if A ⊂ B and A is open, show
A is contained in the interior of B.
29. Let G be the annulus determined by the conditions 2 < z < 3. This is a connected open
set. Find the maximum number of horizontal and vertical segments in G needed to connect
two points of G.
30. Prove Leibniz’s Rule: Deﬁne F(x) =
d
c
f(x, y) dy, get an expression for F(x) − F(a) as an
iterated integral by writing f(x, y) − f(a, y) as the integral of
∂f
∂x
, interchange the order of
integrations, and then diﬀerentiate using the Fundamental Theorem of Calculus.
Chapter 2
Diﬀerentiation
Mathematical study and research are very suggestive of mountaineering. Whymper made several
eﬀorts before he climbed the Matterhorn in the 1860’s and even then it cost the life of four of
his party. Now, however, any tourist can be hauled up for a small cost, and perhaps does not
appreciate the diﬃculty of the original ascent. So in mathematics, it may be found hard to
realise the great initial diﬃculty of making a little step which now seems so natural and obvious,
and it may not be surprising if such a step has been found and lost again.
Louis Joel Mordell (1888–1972)
2.1 First Steps
A (complex) function f is a mapping from a subset G ⊆ C to C (in this situation we will write
f : G → C and call G the domain of f). This means that each element z ∈ G gets mapped to
exactly one complex number, called the image of z and usually denoted by f(z). So far there is
nothing that makes complex functions any more special than, say, functions from R
m
to R
n
. In
fact, we can construct many familiar looking functions from the standard calculus repertoire, such
as f(z) = z (the identity map), f(z) = 2z + i, f(z) = z
3
, or f(z) =
1
z
. The former three could be
deﬁned on all of C, whereas for the latter we have to exclude the origin z = 0. On the other hand,
we could construct some functions which make use of a certain representation of z, for example,
f(x, y) = x −2iy, f(x, y) = y
2
−ix, or f(r, φ) = 2re
i(φ+π)
.
Maybe the fundamental principle of analysis is that of a limit. The philosophy of the following
deﬁnition is not restricted to complex functions, but for sake of simplicity we only state it for those
functions.
Deﬁnition 2.1. Suppose f is a complex function with domain G and z
0
is an accumulation point
of G. Suppose there is a complex number w
0
such that for every > 0, we can ﬁnd δ > 0 so that
for all z ∈ G satisfying 0 < z −z
0
 < δ we have f(z) −w
0
 < . Then w
0
is the limit of f as z
approaches z
0
, in short
lim
z→z
0
f(z) = w
0
.
This deﬁnition is the same as is found in most calculus texts. The reason we require that z
0
is
an accumulation point of the domain is just that we need to be sure that there are points z of the
domain which are arbitrarily close to z
0
. Just as in the real case, the deﬁnition does not require
14
CHAPTER 2. DIFFERENTIATION 15
that z
0
is in the domain of f and, if z
0
is in the domain of f, the deﬁnition explicitly ignores the
value of f(z
0
). That is why we require 0 < z −z
0
.
Just as in the real case the limit w
0
is unique if it exists. It is often useful to investigate limits
by restricting the way the point z “approaches” z
0
. The following is a easy consequence of the
deﬁnition.
Lemma 2.2. Suppose lim
z→z
0
f(z) exists and has the value w
0
, as above. Suppose G
0
⊆ G, and
suppose z
0
is an accumulation point of G
0
. If f
0
is the restriction of f to G
0
then lim
z→z
0
f
0
(z)
exists and has the value w
0
.
The deﬁnition of limit in the complex domain has to be treated with a little more care than its
real companion; this is illustrated by the following example.
Example 2.3. lim
z→0
¯ z
z
does not exist.
To see this, we try to compute this “limit” as z →0 on the real and on the imaginary axis. In the
ﬁrst case, we can write z = x ∈ R, and hence
lim
z→0
z
z
= lim
x→0
x
x
= lim
x→0
x
x
= 1 .
In the second case, we write z = iy where y ∈ R, and then
lim
z→0
z
z
= lim
y→0
iy
iy
= lim
y→0
−iy
iy
= −1 .
So we get a diﬀerent “limit” depending on the direction from which we approach 0. Lemma 2.2
then implies that lim
z→0
¯ z
z
does not exist.
On the other hand, the following “usual” limit rules are valid for complex functions; the proofs
of these rules are everything but trivial and make for nice exercises.
Lemma 2.4. Let f and g be complex functions and c, z
0
∈ C. If lim
z→z
0
f(z) and lim
z→z
0
g(z)
exist, then:
(a) lim
z→z
0
f(z) +c lim
z→z
0
g(z) = lim
z→z
0
(f(z) +c g(z))
(b) lim
z→z
0
f(z) · lim
z→z
0
g(z) = lim
z→z
0
(f(z) · g(z))
(c) lim
z→z
0
f(z)/ lim
z→z
0
g(z) = lim
z→z
0
(f(z)/g(z)) ;
In the last identity we also require that lim
z→z
0
g(z) = 0.
Because the deﬁnition of the limit is somewhat elaborate, the following fundamental deﬁnition
looks almost trivial.
Deﬁnition 2.5. Suppose f is a complex function. If z
0
is in the domain of the function and either
z
0
is an isolated point of the domain or
lim
z→z
0
f(z) = f(z
0
)
then f is continuous at z
0
. More generally, f is continuous on G ⊆ C if f is continuous at every
z ∈ G.
CHAPTER 2. DIFFERENTIATION 16
Just as in the real case, we can “take the limit inside” a continuous function:
Lemma 2.6. If f is continuous at w
0
and lim
z→z
0
g(z) = w
0
then lim
z→z
0
f(g(z)) = f(w
0
). In
other words,
lim
z→z
0
f(g(z)) = f
lim
z→z
0
g(z)
.
2.2 Diﬀerentiability and Holomorphicity
The fact that limits such as lim
z→0
¯ z
z
do not exist points to something special about complex
numbers which has no parallel in the reals—we can express a function in a very compact way in
one variable, yet it shows some peculiar behavior “in the limit.” We will repeatedly notice this kind
of behavior; one reason is that when trying to compute a limit of a function as, say, z →0, we have
to allow z to approach the point 0 in any way. On the real line there are only two directions to
approach 0—from the left or from the right (or some combination of those two). In the complex
plane, we have an additional dimension to play with. This means that the statement “A complex
function has a limit...” is in many senses stronger than the statement “A real function has a limit...”
This diﬀerence becomes apparent most baldly when studying derivatives.
Deﬁnition 2.7. Suppose f : G → C is a complex function and z
0
is an interior point of G. The
derivative of f at z
0
is deﬁned as
f
(z
0
) = lim
z→z
0
f(z) −f(z
0
)
z −z
0
,
provided this limit exists. In this case, f is called diﬀerentiable at z
0
. If f is diﬀerentiable for
all points in an open disk centered at z
0
then f is called holomorphic at z
0
. The function f is
holomorphic on the open set G ⊆ C if it is diﬀerentiable (and hence holomorphic) at every point in
G. Functions which are diﬀerentiable (and hence holomorphic) in the whole complex plane C are
called entire.
The diﬀerence quotient limit which deﬁnes f
(z
0
) can be rewritten as
f
(z
0
) = lim
h→0
f(z
0
+h) −f(z
0
)
h
.
This equivalent deﬁnition is sometimes easier to handle. Note that h is not a real number but can
rather approach zero from anywhere in the complex plane.
The fact that the notions of diﬀerentiability and holomorphicity are actually diﬀerent is seen in
the following examples.
Example 2.8. The function f(z) = z
3
is entire, that is, holomorphic in C: For any z
0
∈ C,
lim
z→z
0
f(z) −f(z
0
)
z −z
0
= lim
z→z
0
z
3
−z
3
0
z −z
0
= lim
z→z
0
(z
2
+zz
0
+z
2
0
)(z −z
0
)
z −z
0
= lim
z→z
0
z
2
+zz
0
+z
2
0
= 3z
2
0
.
CHAPTER 2. DIFFERENTIATION 17
Example 2.9. The function f(z) = z
2
is diﬀerentiable at 0 and nowhere else (in particular, f is
not holomorphic at 0): Let’s write z = z
0
+re
iφ
. Then
z
2
−z
0
2
z −z
0
=
z
0
+re
iφ
2
−z
0
2
z
0
+re
iφ
−z
0
=
z
0
+re
−iφ
2
−z
0
2
re
iφ
=
z
0
2
+ 2z
0
re
−iφ
+r
2
e
−2iφ
−z
0
2
re
iφ
=
2z
0
re
−iφ
+r
2
e
−2iφ
re
iφ
= 2z
0
e
−2iφ
+re
−3iφ
.
If z
0
= 0 then the limit of the righthand side as z → z
0
does not exist since r → 0 and we get
diﬀerent answers for horizontal approach (φ = 0) and for vertical approach (φ = π/2). (A more
entertaining way to see this is to use, for example, z(t) = z
0
+
1
t
e
it
, which approaches z
0
as t →∞.)
On the other hand, if z
0
= 0 then the righthand side equals re
−3iφ
= ze
−3iφ
. Hence
lim
z→0
z
2
z
= lim
z→0
ze
−3iφ
= lim
z→0
z = 0 ,
which implies that
lim
z→0
z
2
z
= 0 .
Example 2.10. The function f(z) = z is nowhere diﬀerentiable:
lim
z→z
0
z −z
0
z −z
0
= lim
z→z
0
z −z
0
z −z
0
= lim
z→0
z
z
does not exist, as discussed earlier.
The basic properties for derivatives are similar to those we know from real calculus. In fact, one
should convince oneself that the following rules follow mostly from properties of the limit. (The
‘chain rule’ needs a little care to be worked out.)
Lemma 2.11. Suppose f and g are diﬀerentiable at z ∈ C, and that c ∈ C, n ∈ Z, and h is
diﬀerentiable at g(z).
(a)
f(z) +c g(z)
= f
(z) +c g
(z)
(b)
f(z) · g(z)
= f
(z)g(z) +f(z)g
(z)
(c)
f(z)/g(z)
=
f
(z)g(z) −f(z)g
(z)
g(z)
2
(d)
z
n
= nz
n−1
(e)
h(g(z))
= h
(g(z))g
(z) .
In the third identity we have to be aware of division by zero.
CHAPTER 2. DIFFERENTIATION 18
We end this section with yet another diﬀerentiation rule, that for inverse functions. As in the
real case, this rule is only deﬁned for functions which are bijections. A function f : G → H is
onetoone if for every image w ∈ H there is a unique z ∈ G such that f(z) = w. The function is
onto if every w ∈ H has a preimage z ∈ G (that is, there exists a z ∈ G such that f(z) = w). A
bijection is a function which is both onetoone and onto. If f : G →H is a bijection then g is the
inverse of f if for all z ∈ H, f(g(z)) = z.
Lemma 2.12. Suppose G and H are open sets in C, f : G → H is a bijection, g : H → G is the
inverse function of f, and z
0
∈ H. If f is diﬀerentiable at g(z
0
), f
(g(z
0
)) = 0, and g is continuous
at z
0
then g is diﬀerentiable at z
0
with
g
(z
0
) =
1
f
(g(z
0
))
.
Proof. We have:
g
(z
0
) = lim
z→z
0
g(z) −g(z
0
)
z −z
0
= lim
z→z
0
g(z) −g(z
0
)
f(g(z)) −f(g(z
0
))
= lim
z→z
0
1
f(g(z)) −f(g(z
0
))
g(z) −g(z
0
)
.
Because g(z) →g(z
0
) as z →z
0
, we obtain:
g
(z
0
) = lim
g(z)→g(z
0
)
1
f(g(z)) −f(g(z
0
))
g(z) −g(z
0
)
.
Finally, as the denominator of this last term is continuous at z
0
, by Lemma 2.6 we have:
g
(z
0
) =
1
lim
g(z)→g(z
0
)
f(g(z)) −f(g(z
0
))
g(z) −g(z
0
)
=
1
f
(g(z
0
)
.
2.3 The Cauchy–Riemann Equations
When considering realvalued functions f(x, y) : R
2
→ R of two variables, there is no notion of
‘the’ derivative of a function. For such functions, we instead only have partial derivatives f
x
(x, y)
and f
y
(x, y) (and also directional derivatives) which depend on the way in which we approach a
point (x, y) ∈ R
2
. For a complexvalued function f(z) = f(x, y) : C → R, we now have a new
concept of derivative, f
(z), which by deﬁnition cannot depend on the way in which we approach
a point (x, y) ∈ C. It is logical, then, that there should be a relationship between the complex
derivative f
(z) and the partial derivatives
∂f
∂x
(z) and
∂f
∂y
(z) (deﬁned exactly as in the realvalued
case). The relationship between the complex derivative and partial derivatives is very strong and
is a powerful computational tool. It is described by the Cauchy–Riemann Equations, named after
Augustin Louis Cauchy (1789–1857)
1
and Georg Friedrich Bernhard Riemann (1826–1866)
2
.:
1
For more information about Cauchy, see
http://wwwgroups.dcs.stand.ac.uk/∼history/Biographies/Cauchy.html.
2
For more information about Riemann, see
http://wwwgroups.dcs.stand.ac.uk/∼history/Biographies/Riemann.html.
CHAPTER 2. DIFFERENTIATION 19
Theorem 2.13. (a) Suppose f is diﬀerentiable at z
0
= x
0
+iy
0
. Then the partial derivatives of f
satisfy
∂f
∂x
(z
0
) = −i
∂f
∂y
(z
0
) . (2.1)
(b) Suppose f is a complex function such that the partial derivatives f
x
and f
y
exist in an open
disk centered at z
0
and are continuous at z
0
. If these partial derivatives satisfy (2.1) then f is
diﬀerentiable at z
0
.
In both cases (a) and (b), f
is given by
f
(z
0
) =
∂f
∂x
(z
0
) .
Remarks. 1. It is traditional, and often convenient, to write the function f in terms of its real and
imaginary parts. That is, we write f(z) = f(x, y) = u(x, y) +iv(x, y) where u is the real part of f
and v is the imaginary part. Then f
x
= u
x
+ iv
x
and −if
y
= −i(u
y
+ iv
y
) = v
y
− iu
y
. Using this
terminology we can rewrite the equation (2.1) equivalently as the following pair of equations:
u
x
(x
0
, y
0
) = v
y
(x
0
, y
0
)
u
y
(x
0
, y
0
) = −v
x
(x
0
, y
0
) .
(2.2)
2. As stated, (a) and (b) are not quite converse statements. However, we will later show that if f
is holomorphic at z
0
= x
0
+ iy
0
then u and v have continuous partials (of any order) at z
0
. That
is, later we will prove that f = u +iv is holomorphic in an open set G if and only if u and v have
continuous partials that satisfy (2.2) in G.
3. If u and v satisfy (2.2) and their second partials are also continuous then we obtain
u
xx
(x
0
, y
0
) = v
yx
(x
0
, y
0
) = v
xy
(x
0
, y
0
) = −u
yy
(x
0
, y
0
) ,
that is,
u
xx
(x
0
, y
0
) +u
yy
(x
0
, y
0
) = 0
and an analogous identity for v. Functions with continuous second partials satisfying this partial
diﬀerential equation are called harmonic; we will study such functions in Chapter 6. Again, as we
will see later, if f is holomorphic in an open set G then the partials of any order of u and v exist;
hence we will show that the real and imaginary part of a function which is holomorphic on an open
set are harmonic on that set.
Proof of Theorem 2.13. (a) If f is diﬀerentiable at z
0
= (x
0
, y
0
) then
f
(z
0
) = lim
∆z→0
f(z
0
+ ∆z) −f(z
0
)
∆z
.
As we saw in the last section we must get the same result if we restrict ∆z to be on the real axis
and if we restrict it to be on the imaginary axis. In the ﬁrst case we have ∆z = ∆x and
f
(z
0
) = lim
∆x→0
f(z
0
+ ∆x) −f(z
0
)
∆x
= lim
∆x→0
f(x
0
+ ∆x, y
0
) −f(x
0
, y
0
)
∆x
=
∂f
∂x
(x
0
, y
0
).
CHAPTER 2. DIFFERENTIATION 20
In the second case we have ∆z = i∆y and
f
(z
0
) = lim
i∆y→0
f(z
0
+i∆y) −f(z
0
)
i∆y
= lim
∆y→0
1
i
f(x
0
, y
0
+ ∆y) −f(x
0
, y
0
)
∆y
= −i
∂f
∂y
(x
0
, y
0
)
(using
1
i
= −i). Thus we have shown that f
(z
0
) = f
x
(z
0
) = −if
y
(z
0
).
(b) To prove the statement in (b), “all we need to do” is prove that f
(z
0
) = f
x
(z
0
), assuming the
Cauchy–Riemann equations and continuity of the partials. We ﬁrst rearrange a diﬀerence quotient
for f
(z
0
), writing ∆z = ∆x +i∆y:
f(z
0
+ ∆z) −f(z
0
)
∆z
=
f(z
0
+ ∆z) −f(z
0
+ ∆x) +f(z
0
+ ∆x) −f(z
0
)
∆z
=
f(z
0
+ ∆x +i∆y) −f(z
0
+ ∆x)
∆z
+
f(z
0
+ ∆x) −f(z
0
)
∆z
=
∆y
∆z
·
f(z
0
+ ∆x +i∆y) −f(z
0
+ ∆x)
∆y
+
∆x
∆z
·
f(z
0
+ ∆x) −f(z
0
)
∆x
.
Now we rearrange f
x
(z
0
):
f
x
(z
0
) =
∆z
∆z
· f
x
(z
0
) =
i∆y + ∆x
∆z
· f
x
(z
0
) =
∆y
∆z
· if
x
(z
0
) +
∆x
∆z
· f
x
(z
0
)
=
∆y
∆z
· f
y
(z
0
) +
∆x
∆z
· f
x
(z
0
) ,
where we used equation (2.1) in the last step to convert if
x
to i(−if
y
) = f
y
. Now we subtract our
two rearrangements and take a limit:
lim
∆z→0
f(z
0
+ ∆z) −f(z
0
)
∆z
−f
x
(z
0
)
= lim
∆z→0
¸
∆y
∆z
f(z
0
+ ∆x +i∆y) −f(z
0
+ ∆x)
∆y
−f
y
(z
0
)
(2.3)
+ lim
∆z→0
¸
∆x
∆z
f(z
0
+ ∆x) −f(z
0
)
∆x
−f
x
(z
0
)
.
We need to show that these limits are both 0. The fractions ∆x/∆z and ∆y/∆z are bounded by
1 in modulus so we just need to see that the limits of the expressions in parentheses are 0. The
second term in (2.3) has a limit of 0 since, by deﬁnition,
f
x
(z
0
) = lim
∆x→0
f(z
0
+ ∆x) −f(z
0
)
∆x
and taking the limit as ∆z → 0 is the same as taking the limit as ∆x → 0. We can’t do this for
the ﬁrst expression since both ∆x and ∆y are involved, and both change as ∆z →0.
For the ﬁrst term in (2.3) we apply Theorem 1.16, the real meanvalue theorem, to the real and
imaginary parts of f. This gives us real numbers a and b, with 0 < a, b < 1, so that
u(x
0
+ ∆x, y
0
+ ∆y) −u(x
0
+ ∆x, y
0
)
∆y
= u
y
(x
0
+ ∆x, y
0
+a∆y)
v(x
0
+ ∆x, y
0
+ ∆y) −v(x
0
+ ∆x, y
0
)
∆y
= v
y
(x
0
+ ∆x, y
0
+b∆y) .
CHAPTER 2. DIFFERENTIATION 21
Using these expressions, we have
f(z
0
+ ∆x +i∆y) −f(z
0
+ ∆x)
∆y
−f
y
(z
0
)
= u
y
(x
0
+ ∆x, y
0
+a∆y) +iv
y
(x
0
+ ∆x, y
0
+b∆y) −(u
y
(x
0
, y
0
) +iv
y
(x
0
, y
0
))
= (u
y
(x
0
+ ∆x, y
0
+a∆y) −u
y
(x
0
, y
0
)) +i (v
y
(x
0
+ ∆x, y
0
+a∆y) −v
y
(x
0
, y
0
)) .
Finally, the two diﬀerences in parentheses have zero limit as ∆z → 0 because u
y
and v
y
are
continuous at (x
0
, y
0
).
2.4 Constant Functions
As an example application of the CauchyRiemann Equations, we consider functions which have a
derivative of 0. One of the ﬁrst applications of the MeanValue Theorem for realvalued functions,
Theorem 1.16, is to show that if a function has zero derivative everywhere on an interval then it
must be constant.
Lemma 2.14. If f : I →R is a realvalued function with f
(x) deﬁned and equal to 0 for all x ∈ I,
then there is a constant c ∈ R such that f(x) = c for all x ∈ I.
Proof. The proof is easy: The MeanValue Theorem says that for any x, y ∈ I,
f(y) −f(x) = f
(x +a(y −x))(y −x)
for some 0 < a < 1. If we know that f
is always zero then we know that f
(x + a(y −x)) = 0, so
the above equation yields f(y) = f(x). Since this is true for any x, y ∈ I, f must be constant.
There is a complex version of the MeanValue Theorem, but we defer its statement to another
course. Instead, we will use a diﬀerent argument to prove that complex functions with derivative
that are always 0 must be constant.
Lemma 2.14 required two key features of the function f, both of which are somewhat obviously
necessary. The ﬁrst is that f be diﬀerentiable everywhere in its domain. In fact, if f is not
diﬀerentiable everywhere, we can construct functions which have zero derivative ‘almost’ everywhere
but which have inﬁnitely many values in their range.
The second key feature is that the interval I is connected. It is certainly important for the
domain to be connected in both the real and complex cases. For instance, if we deﬁne
f(z) =
1 if Re z > 0,
−1 if Re z < 0,
then f
(z) = 0 for all z in the domain of f but f is not constant. This may seem like a silly example,
but it illustrates a pitfall to proving a function is constant that we must be careful of.
Recall that a region of C is an open connected subset.
Theorem 2.15. If the domain of f is a region G ⊆ C and f
(z) = 0 for all z in G then f is a
constant.
CHAPTER 2. DIFFERENTIATION 22
Proof. We will show that f is constant along horizontal segments and along vertical segments in G.
Then, if x and y are two points in G which can be connected by horizontal and vertical segments,
we have that f(x) = f(y). But any two points of a region may be connected by ﬁnitely many such
segments by Theorem 1.14, so f has the same value at any two points of G, proving the theorem.
To see that f is constant along horizontal segments, suppose that H is a horizontal line segment
in G. Since H is a horizontal segment, there is some value y
0
∈ R so that the imaginary part of
any z ∈ H is Im(z) = y
0
. Consider the real part u(z) of the function f. Since Im(z) is constant on
H, we can consider u(z) to be just a function of x, the real part of z = x + iy
0
. By assumption,
f
(z) = 0, so for z ∈ H we have u
x
(z) = Re(f
(z)) = 0. Thus, by Lemma 2.14, u(z) is constant on
H. We can argue the same way to see that the imaginary part v(z) of f(z) is constant on H, since
v
x
(z) = Im(f
(z)) = 0. Since both the real and imaginary parts of f are constant on H, f itself is
constant on H.
This same argument works for vertical segments, interchanging the roles of the real and imagi
nary parts, so we’re done.
There are a number of surprising applications of this basic theorem; see Exercises 14 and 15 for
a start.
Exercises
1. Use the deﬁnition of limit to show that lim
z→z
0
(az +b) = az
0
+b.
2. Evaluate the following limits or explain why they don’t exist.
(a) lim
z→i
iz
3
−1
z+i
.
(b) lim
z→1−i
x +i(2x +y).
3. Prove Lemma 2.4.
4. Prove Lemma 2.4 by using the formula for f
given in Theorem 2.13.
5. Apply the deﬁnition of the derivative to give a direct proof that f
(z) = −
1
z
2
when f(z) =
1
z
.
6. Show that if f is diﬀerentiable at z then f is continuous at z.
7. Prove Lemma 2.6.
8. Prove Lemma 2.11.
9. If u(x, y) and v(x, y) are continuous (respectively diﬀerentiable) does it follow that f(z) =
u(x, y) +iv(x, y) is continuous (resp. diﬀerentiable)? If not, provide a counterexample.
10. Where are the following functions diﬀerentiable? Where are they holomorphic? Determine
their derivatives at points where they are diﬀerentiable.
(a) f(z) = e
−x
e
−iy
.
(b) f(z) = 2x +ixy
2
.
CHAPTER 2. DIFFERENTIATION 23
(c) f(z) = x
2
+iy
2
.
(d) f(z) = e
x
e
−iy
.
(e) f(z) = cos xcosh y −i sin xsinh y.
(f) f(z) = Imz.
(g) f(z) = z
2
= x
2
+y
2
.
(h) f(z) = z Imz.
(i) f(z) =
ix+1
y
.
(j) f(z) = 4(Re z)(Imz) −i(z)
2
.
(k) f(z) = 2xy −i(x +y)
2
.
(l) f(z) = z
2
−z
2
.
11. Find the derivative of the function T(z) :=
az+b
cz+d
, where a, b, c, d ∈ C and ad −bc = 0. When
is T
(z) = 0?
12. Prove that if f(z) is given by a polynomial in z then f is entire. What can you say if f(z) is
given by a polynomial in x = Re z and y = Imz?
13. Consider the function
f(z) =
xy(x +iy)
x
2
+y
2
if z = 0,
0 if z = 0.
(As always, z = x + iy.) Show that f satisﬁes the Cauchy–Riemann equations at the origin
z = 0, yet f is not diﬀerentiable at the origin. Why doesn’t this contradict Theorem 2.13
(b)?
14. Prove: If f is holomorphic in the region G ⊆ C and always real valued, then f is constant in
G. (Hint: Use the Cauchy–Riemann equations to show that f
= 0.)
15. Prove: If f(z) and f(z) are both holomorphic in the region G ⊆ C then f(z) is constant in
G.
16. Suppose that f = u +iv is analytic. Find v given u:
(a) u = x
2
+y
2
(b) u = cosh y sin x
(c) u = 2x
2
+x + 1 −2y
2
(d) u =
x
x
2
+y
2
17. Suppose f(z) is entire, with real and imaginary parts u(z) and v(z) satisfying u(z)v(z) = 3
for all z. Show that f is constant.
18. Is
x
x
2
+y
2
harmonic? What about
x
2
x
2
+y
2
?
CHAPTER 2. DIFFERENTIATION 24
19. The general real homogeneous quadratic function of (x, y) is
u(x, y) = ax
2
+bxy +cy
2
,
where a, b and c are real constants.
(a) Show that u is harmonic if and only if a = −c.
(b) If u is harmonic then show that it is the real part of a function of the form f(z) = Az
2
,
where A is a complex constant. Give a formula for A in terms of the constants a, b
and c.
Chapter 3
Examples of Functions
Obvious is the most dangerous word in mathematics.
E. T. Bell
3.1 M¨obius Transformations
The ﬁrst class of functions that we will discuss in some detail are built from linear polynomials.
Deﬁnition 3.1. A linear fractional transformation is a function of the form
f(z) =
az +b
cz +d
,
where a, b, c, d ∈ C. If ad −bc = 0 then f is called a M¨obius
1
transformation.
Exercise 12 of the previous chapter states that any polynomial (in z) is an entire function.
From this fact we can conclude that a linear fractional transformation f(z) =
az+b
cz+d
is holomorphic
in C \
¸
−
d
c
¸
(unless c = 0, in which case f is entire).
One property of M¨obius transformations, which is quite special for complex functions, is the
following.
Lemma 3.2. M¨obius transformations are bijections. In fact, if f(z) =
az+b
cz+d
then the inverse
function of f is given by
f
−1
(z) =
dz −b
−cz +a
.
Remark. Notice that the inverse of a M¨obius transformation is another M¨obius transformation.
Proof. Note that f : C \ {−
d
c
} →C \ {
a
c
}. Suppose f(z
1
) = f(z
2
), that is,
az
1
+b
cz
1
+d
=
az
2
+b
cz
2
+d
.
As the denominators are nonzero, this is equivalent to
(az
1
+b)(cz
2
+d) = (az
2
+b)(cz
1
+d) ,
1
Named after August Ferdinand M¨ obius (1790–1868). For more information about M¨ obius, see
http://wwwgroups.dcs.stand.ac.uk/∼history/Biographies/Mobius.html.
25
CHAPTER 3. EXAMPLES OF FUNCTIONS 26
which can be rearranged to
(ad −bc)(z
1
−z
2
) = 0 .
Since ad − bc = 0 this implies that z
1
= z
2
, which means that f is onetoone. The formula for
f
−1
: C\ {
a
c
} →C\ {−
d
c
} can be checked easily. Just like f, f
−1
is onetoone, which implies that
f is onto.
Aside from being prime examples of onetoone functions, M¨obius transformations possess fas
cinating geometric properties. En route to an example of such, we introduce some terminology.
Special cases of M¨obius transformations are translations f(z) = z +b, dilations f(z) = az, and in
versions f(z) =
1
z
. The next result says that if we understand those three special transformations,
we understand them all.
Proposition 3.3. Suppose f(z) =
az+b
cz+d
is a linear fractional transformation. If c = 0 then
f(z) =
a
d
z +
b
d
,
if c = 0 then
f(z) =
bc −ad
c
2
1
z +
d
c
+
a
c
.
In particular, every linear fractional transformation is a composition of translations, dilations, and
inversions.
Proof. Simplify.
With the last result at hand, we can tackle the promised theorem about the following geometric
property of M¨obius transformations.
Theorem 3.4. M¨obius transformations map circles and lines into circles and lines.
Proof. Translations and dilations certainly map circles and lines into circles and lines, so by the
last proposition, we only have to prove the theorem for the inversion f(z) =
1
z
.
Before going on we ﬁnd a standard form for the equation of a straight line. Starting with
ax + by = c (where z = x + iy), let α = a + bi. Then αz = ax + by + i(ay − bx) so αz + αz =
αz +αz = 2 Re(αz) = 2ax + 2by. Hence our standard equation for a line becomes
αz +αz = 2c, or Re(αz) = c. (3.1)
Circle case: Given a circle centered at z
0
with radius r, we can modify its deﬁning equation
z −z
0
 = r as follows:
z −z
0

2
= r
2
(z −z
0
)(z −z
0
) = r
2
zz −z
0
z −zz
0
+z
0
z
0
= r
2
z
2
−z
0
z −zz
0
+z
0

2
−r
2
= 0 .
CHAPTER 3. EXAMPLES OF FUNCTIONS 27
Now we want to transform this into an equation in terms of w, where w =
1
z
. If we solve w =
1
z
for
z we get z =
1
w
, so we make this substitution in our equation:
1
w
2
−z
0
1
w
−z
0
1
w
+z
0

2
−r
2
= 0
1 −z
0
w −z
0
w +w
2
z
0

2
−r
2
= 0 .
(To get the second line we multiply by w
2
= ww and simplify.) Now if r happens to be equal to
z
0

2
then this equation becomes 1 −z
0
w −z
0
w = 0, which is of the form (3.1) with α = z
0
, so we
have a straight line in terms of w. Otherwise z
0

2
− r
2
is nonzero so we can divide our equation
by it. We obtain
w
2
−
z
0
z
0

2
−r
2
w −
z
0
z
0

2
−r
2
w +
1
z
0

2
−r
2
= 0 .
We deﬁne
w
0
=
z
0
z
0

2
−r
2
, s
2
= w
0

2
−
1
z
0

2
−r
2
=
z
0

2
(z
0

2
−r
2
)
2
−
z
0

2
−r
2
(z
0

2
−r
2
)
2
=
r
2
(z
0

2
−r
2
)
2
.
Then we can rewrite our equation as
w
2
−w
0
w −w
0
w +w
0

2
−s
2
= 0
ww −w
0
w −ww
0
+w
0
w
0
= s
2
(w −w
0
)(w −w
0
) = s
2
w −w
0

2
= s
2
.
This is the equation of a circle in terms of w, with center w
0
and radius s.
Line case: We start with the equation of a line in the form (3.1) and rewrite it in terms of w,
as above, by substituting z =
1
w
and simplifying. We get
z
0
w +z
0
w = 2cww.
If c = 0, this describes a line in the form (3.1) in terms of w. Otherwise we can divide by 2c:
ww −
z
0
2c
w −
z
0
2c
w = 0
w −
z
0
2c
w −
z
0
2c
−
z
0

2
4c
2
= 0
w −
z
0
2c
2
=
z
0

2
4c
2
.
This is the equation of a circle with center
z
0
2c
and radius
z
0

2c
.
There is one fact about M¨obius transformations that is very helpful to understanding their
geometry. In fact, it is much more generally useful:
CHAPTER 3. EXAMPLES OF FUNCTIONS 28
Lemma 3.5. Suppose f is holomorphic at a with f
(a) = 0 and suppose γ
1
and γ
2
are two smooth
curves which pass through a, making an angle of θ with each other. Then f transforms γ
1
and γ
2
into smooth curves which meet at f(a), and the transformed curves make an angle of θ with each
other.
In brief, an holomorphic function with nonzero derivative preserves angles. Functions which
preserve angles in this way are also called conformal.
Proof. For k = 1, 2 we write γ
k
parametrically, as z
k
(t) = x
k
(t) + iy
k
(t), so that z
k
(0) = a. The
complex number z
k
(0), considered as a vector, is the tangent vector to γ
k
at the point a. Then f
transforms the curve γ
k
to the curve f(γ
k
), parameterized as f(z
k
(t)). If we diﬀerentiate f(z
k
(t))
at t = 0 and use the chain rule we see that the tangent vector to the transformed curve at the
point f(a) is f
(a)z
k
(0). Since f
(a) = 0 the transformation from z
1
(0) and z
2
(0) to f
(a)z
1
(0) and
f
(a)z
2
(0) is a dilation. A dilation is the composition of a scale change and a rotation and both of
these preserve the angles between vectors.
3.2 Inﬁnity and the Cross Ratio
Inﬁnity is not a number—this is true whether we use the complex numbers or stay in the reals.
However, for many purposes we can work with inﬁnity in the complexes much more naturally and
simply than in the reals.
In the complex sense there is only one inﬁnity, written ∞. In the real sense there is also a
“negative inﬁnity”, but −∞= ∞ in the complex sense. In order to deal correctly with inﬁnity we
have to realize that we are always talking about a limit, and complex numbers have inﬁnite limits
if they can become larger in magnitude than any preassigned limit. For completeness we repeat
the usual deﬁnitions:
Deﬁnition 3.6. Suppose G is a set of complex numbers and f is a function from G to C.
(a) lim
z→z
0
f(z) = ∞ means that for every M > 0 we can ﬁnd δ > 0 so that, for all z ∈ G satisfying
0 < z −z
0
 < δ, we have f(z) > M.
(b) lim
z→∞
f(z) = L means that for every > 0 we can ﬁnd N > 0 so that, for all z ∈ G satisfying
z > N, we have f(z) −L < .
(c) lim
z→∞
f(z) = ∞ means that for every M > 0 we can ﬁnd N > 0 so that, for all z ∈ G satisfying
z > N we have f(z) > M.
In the ﬁrst deﬁnition we require that z
0
is an accumulation point of G while in the second and third
we require that ∞ is an “extended accumulation point” of G, in the sense that for every B > 0
there is some z ∈ G with z > B.
The usual rules for working with inﬁnite limits are still valid in the complex numbers. In fact, it
is a good idea to make inﬁnity an honorary complex number so that we can more easily manipulate
inﬁnite limits. We then deﬁne algebraic rules for dealing with our new point, ∞, based on the usual
laws of limits. For example, if lim
z→z
0
f(z) = ∞ and lim
z→z
0
g(z) = a is ﬁnite then the usual “limit of
CHAPTER 3. EXAMPLES OF FUNCTIONS 29
sum = sum of limits” rule gives lim
z→z
0
(f(z) +g(z)) = ∞. This leads us to want the rule ∞+a = ∞.
We do this by deﬁning a new set,
ˆ
C:
Deﬁnition 3.7. The extended complex plane is the set
ˆ
C := C∪{∞}, together with the following
algebraic properties: For any a ∈ C,
(1) ∞+a = a +∞= ∞
(2) if a = 0 then ∞· a = a · ∞= ∞· ∞= ∞
(3) if a = 0 then
a
∞
= 0 and
a
0
= ∞
The extended complex plane is also called the Riemann sphere (or, in a more advanced course, the
complex projective line, denoted CP
1
).
If a calculation involving inﬁnity is not covered by the rules above then we must investigate the
limit more carefully. For example, it may seem strange that ∞+∞ is not deﬁned, but if we take
the limit of z +(−z) = 0 as z →∞we will get 0, but the individual limits of z and −z are both ∞.
Now we reconsider M¨obius transformations with inﬁnity in mind. For example, f(z) =
1
z
is
now deﬁned for z = 0 and z = ∞, with f(0) = ∞ and f(∞) = 0, so the proper domain for
f(z) is actually
ˆ
C. Let’s consider the other basic types of M¨obius transformations. A translation
f(z) = z + b is now deﬁned for z = ∞, with f(∞) = ∞+ b = ∞, and a dilation f(z) = az (with
a = 0) is also deﬁned for z = ∞, with f(∞) = a · ∞ = ∞. Since every M¨obius transformation
can be expressed as a composition of translations, dilations and the inversion f(z) =
1
z
we see that
every M¨obius transformation may be interpreted as a transformation of
ˆ
C onto
ˆ
C. The general
case is summarized below:
Lemma 3.8. Let f be the M¨obius transformation
f(z) =
az +b
cz +d
.
Then f is deﬁned for all z ∈
ˆ
C. If c = 0 then f(∞) = ∞, and, otherwise,
f(∞) =
a
c
and f
−
d
c
= ∞.
With this interpretation in mind we can add some insight to Theorem 3.4. Recall that f(z) =
1
z
transforms circles that pass through the origin to straight lines, but the point z = 0 must be excluded
from the circle. However, now we can put it back, so f transforms circles that pass through the
origin to straight lines plus ∞. If we remember that ∞ corresponds to being arbitrarily far away
from the origin we can visualize a line plus inﬁnity as a circle passing through ∞. If we make
this a deﬁnition then Theorem 3.4 can be expressed very simply: any M¨obius transformation of
ˆ
C
transforms circles to circles. For example, the transformation
f(z) =
z +i
z −i
transforms −i to 0, i to ∞, and 1 to i. The three points −i, i and 1 determine a circle—the unit
circle z = 1—and the three image points 0, ∞ and i also determine a circle—the imaginary axis
CHAPTER 3. EXAMPLES OF FUNCTIONS 30
plus the point at inﬁnity. Hence f transforms the unit circle onto the imaginary axis plus the point
at inﬁnity.
This example relied on the idea that three distinct points in
ˆ
C determine uniquely a circle
passing through them. If the three points are on a straight line or if one of the points is ∞ then
the circle is a straight line plus ∞. Conversely, if we know where three distinct points in
ˆ
C are
transformed by a M¨obius transformation then we should be able to ﬁgure out everything about the
transformation. There is a computational device that makes this easier to see.
Deﬁnition 3.9. If z, z
1
, z
2
, and z
3
are any four points in
ˆ
C with z
1
, z
2
, and z
3
distinct, then their
crossratio is deﬁned by
[z, z
1
, z
2
, z
3
] =
(z −z
1
)(z
2
−z
3
)
(z −z
3
)(z
2
−z
1
)
.
Here if z = z
3
, the result is inﬁnity, and if one of z, z
1
, z
2
, or z
3
is inﬁnity, then the two terms on
the right containing it are canceled.
Lemma 3.10. If f is deﬁned by f(z) = [z, z
1
, z
2
, z
3
] then f is a M¨obius transformation which
satisﬁes
f(z
1
) = 0, f(z
2
) = 1, f(z
3
) = ∞.
Moreover, if g is any M¨obius transformation which transforms z
1
, z
2
and z
3
as above then g(z) =
f(z) for all z.
Proof. Everything should be clear except the ﬁnal uniqueness statement. By Lemma 3.2 the inverse
f
−1
is a M¨obius transformation and, by Exercise 7 in this chapter, the composition h = g ◦ f
−1
is a M¨obius transformation. Notice that h(0) = g(f
−1
(0)) = g(z
1
) = 0. Similarly, h(1) = 1 and
h(∞) = ∞. If we write h(z) =
az+b
cz+d
then
0 = h(0) =
b
d
=⇒ b = 0
∞= h(∞) =
a
c
=⇒ c = 0
1 = h(1) =
a +b
c +d
=
a + 0
0 +d
=
a
d
=⇒ a = d ,
so h(z) =
az+b
cz+d
=
az+0
0+d
=
a
d
z = z. But since h(z) = z for all z we have h(f(z)) = f(z) and so
g(z) = g ◦ (f
−1
◦ f)(z) = (g ◦ f
−1
) ◦ f(z) = h(f(z)) = f(z).
So if we want to map three given points of
ˆ
C to 0, 1 and ∞ by a M¨obius transformation then
the crossratio gives us the only way to do it. What if we have three points z
1
, z
2
and z
3
and we
want to map them to three other points, w
1
, w
2
and w
3
?
Theorem 3.11. Suppose z
1
, z
2
and z
3
are distinct points in
ˆ
C and w
1
, w
2
and w
3
are distinct
points in
ˆ
C. Then there is a unique M¨obius transformation h satisfying h(z
1
) = w
1
, h(z
2
) = w
2
and h(z
3
) = w
3
.
Proof. Let h = g
−1
◦ f where f(z) = [z, z
1
, z
2
, z
3
] and g(w) = [w, w
1
, w
2
, w
3
]. Uniqueness follows
as in the proof of Lemma 3.10.
This theorem gives an explicit way to determine h from the points z
j
and w
j
but, in practice, it
is often easier to determine h directly from the conditions f(z
k
) = w
k
(by solving for a, b, c and d).
CHAPTER 3. EXAMPLES OF FUNCTIONS 31
3.3 Stereographic Projection
The addition of ∞to the complex plane C gives the plane a very useful structure. This structure is
revealed by a famous function called stereographic projection. Stereographic projection also gives
us a way of visualizing the extended complex plane – that is, the point at inﬁnity – in R
3
, as the
unit sphere. It also provides a way of ‘seeing’ that a line in the extended complex plane is really a
circle, and of visualizing M¨obius functions.
To begin, think of C as the xyplane in R
3
= {(x, y, z)}, C = {(x, y, 0) ∈ R
3
}. To describe
stereographic projection, we will be less concerned with actual complex numbers x + iy and more
with their coordinates. Consider the unit sphere S
2
:= {(x, y, z) ∈ R
3
x
2
+ y
2
+ z
2
= 1}. Then
the sphere and the complex plane intersect in the set {(x, y, 0)x
2
+y
2
= 1}, corresponding to the
equator on the sphere and the unit circle on the complex plane. Let N denote the North Pole
(0, 0, 1) of S
2
, and let S denote the South Pole (0, 0, −1).
Deﬁnition 3.12. The stereographic projection of S
2
to
ˆ
C from N is the map φ S
2
→
ˆ
C deﬁned as
follows. For any point P ∈ S
2
−{N}, as the zcoordinate of P is strictly less than 1, the line
←→
NP
intersects C in exactly one point, Q. Deﬁne φ(P) := Q. We also declare that φ(N) = ∞∈ C.
Proposition 3.13. The map φ is the bijection
φ(x, y, z) =
x
1 −z
,
y
1 −z
, 0
,
with inverse map
φ
−1
(p, q, 0) =
2p
p
2
+q
2
+ 1
,
2q
p
2
+q
2
+ 1
,
p
2
+q
2
−1
p
2
+q
2
+ 1
,
where we declare φ(0, 0, 1) = ∞ and φ
−1
(∞) = (0, 0, 1).
Proof. That φ is a bijection follows from the existence of the inverse function, and is left as an
exercise. For P = (x, y, z) ∈ S
2
− {N}, the straight line
←→
NP through N and P is given by, for
t ∈ ∞,
r(t) = N +t(P −N) = (0, 0, 1) +t[(x, y, z) −(0, 0, 1)] = (tx, ty, 1 +t(z −1)).
When r(t) hits C, the third coordinate is 0, so it must be that t =
1
1−z
. Plugging this value of t
into the formula for r yields φ as stated.
To see the formula for the inverse map φ
−1
, we begin with a point Q = (p, q, 0) ∈ C, and solve for
a point P = (x, y, z) ∈ S
2
so that φ(P) = Q. The point P satisﬁes the equation x
2
+ y
2
+ z
2
= 0.
The equation φ(P) = Q tells us that
x
1−z
= p and
y
1−z
= q. Thus, we solve 3 equations for 3
unknowns. The latter two equations yield
p
2
+q
2
=
x
2
+y
2
(1 −z)
2
=
1 −z
2
(1 −z)
2
=
1 +z
1 −z
.
Solving p
2
+q
2
=
1+z
1−z
for z, and then plugging this into the identities x = p(1−z) and y = q(1−z)
proves the desired formula. It is easy to check that φ ◦ φ
−1
and φ
−1
◦ φ are now both the identity;
we leave these as exercises. This proves the proposition.
CHAPTER 3. EXAMPLES OF FUNCTIONS 32
We use the formulas above to prove the following.
Theorem 3.14. The stereographic projection φ takes the set of circles in S
2
bijectively to the set
of circles in
ˆ
C, where for a circle γ ⊂ S
2
we have that ∞∈ φ(γ) – that is, φ(γ) is a line in C – if
and only if N ∈ γ.
Proof. A circle in S
2
is the intersection of S
2
with some plane P. If we have a normal vector
(x
0
, y
0
, z
0
) to P, then there is a unique real number k so that the plane P is given by
P = {(x, y, z) ∈ R
3
(x, y, z) · (x
0
, y
0
, z
0
) = k} = {(x, y, z) ∈ R
3
xx
0
+yy
0
+zz
0
= k}.
Without loss of generality, we can assume that (x
0
, y
0
, z
0
) ∈ S
2
by possibly changing k. We may
also assume without loss of generality that 0 ≤ k ≤ 1, since if k < 0 we can replace (x
0
, y
0
, z
0
) with
−(x
0
, y
0
, z
0
), and if k > 1 then P ∩ S
2
= ∅.
Consider the circle of intersection P ∩ S
2
. A point (p, q, 0) in the complex plane lies on the
image of this circle under φ if and only if φ
−1
(p, q, 0) satisﬁes the deﬁning equation for P. Using
the equations from Proposition 3.13 for φ
−1
(p, q, 0), we see that
(z
0
−k)p
2
+ (2x
0
)p + (z
0
−k)q
2
+ (2y
0
)q = z
0
+k.
If z
0
−k = 0, this is a straight line in the pqplane. Moreover, every line in the pqplane can be
obtained in this way. Notice that z
0
= k if and only if N ∈ P, which is if and only if the image
under φ is a straight line.
If z
0
−k = 0, then completing the square yields
p +
x
0
z
0
−k
2
+
q +
y
0
z
0
−k
2
=
1 −k
2
(z
0
−k)
2
.
Depending on whether the right hand side of this equation is positive, 0, or negative, this is the
equation of a circle, point, or the empty set in the pqplane, respectively. These three cases happen
when k < 1, k = 1, and k > 1, respectively. Only the ﬁrst case corresponds to a circle in S
2
. It is
an exercise to verify that every circle in the pqplane arises in this manner.
We can now think of the extended complex plane as a sphere in R
3
, called the Riemann sphere.
It is particularly nice to think about the basic M¨obius transformations via their eﬀect on the
Riemann sphere. We will describe inversion. It is worth thinking about, though beyond the scope
of these notes, how other basic M¨obius functions behave. For instance, a rotation f(z) = e
iθ
z,
composed with φ
−1
, can be seen to be a rotation of S
2
. We encourage the reader to verify this
to themselves, and consider the harder problems of visualizing a real dilation f(z) = rz or a
translation, f(z) = z +b. We give the hint that a real dilation is in some sense ‘dual’ to a rotation,
in that each moves points ‘along’ perpendicular sets of circles. Translations can also be visualized
via how they move points ‘along’ sets of circles.
We now use stereographic projection to take another look at f(z) = 1/z. We want to know
what this function does to the sphere S
2
. We will take an (x, y, z) on S
2
, project it to the plane by
stereographic projection φ, apply f to the point that results, and then pull this point back to S
2
by φ
−1
.
We know φ(x, y, z) = (x/(1 −z), y/(1 −z)) which we now regard as the complex number
x
1 −z
+i
y
1 −z
.
CHAPTER 3. EXAMPLES OF FUNCTIONS 33
We use
1
p +qi
=
p −qi
p
2
+q
2
.
We know from a previous calculation that p
2
+q
2
= (1 +z)/(1 −z). This gives
f
x
1 −z
+i
y
1 −z
=
x
1 −z
−i
y
1 −z
1 −z
1 +z
=
x
1 +z
+i
−y
1 +z
.
Rather than plug this result into the formulas for φ
−1
, we can just ask what triple of numbers will
go to this particular pair using the formulas φ(x, y, z) = (x/(1−z), y/(1−z)). The answer is clearly
(x, −y, −z).
Thus we have shown that the eﬀect of f(z) = 1/z on S
2
is to take (x, y, z) to (x, −y, −z). This
is a rotation around the xaxis by 180 degrees.
We now have a second argument that f(z) = 1/z takes circles and lines to circles and lines. A
circle or line in C is taken to a circle on S
2
by φ
−1
. Then 1/z rotates the sphere which certainly
takes circles to circles. Now φ takes circles back to circles and lines. We can also say that the circles
that go to lines under f(z) = 1/z are the circles though 0. This is because 0 goes to (0, 0, −1)
under φ
−1
so a circle through 0 in C goes to a circle through the south pole in S
2
. Now 180 rotation
about the xaxis takes the south pole to the north pole, and our circle is now passing through N.
But we know that φ will take this circle to a line in C.
We end by mentioning that there is in fact a way of putting the complex metric on S
2
. It is
certainly not the (ﬁnite) distance function induced by R
3
. Indeed, the origin in the complex plane
corresponds to the South Pole S of S
2
. We have to be able to get arbitrarily far away from the
origin in C, so the complex distance function has to increase greatly with the z coordinate. The
closer points are to the North Pole N (corresponding to ∞ in
ˆ
C), the larger their distance to the
origin, and to each other! In this light, a ‘line’ in the Riemann sphere S
2
corresponds to a circle
in S
2
through N. In the regular sphere, the circle has ﬁnite length, but as a line on the Riemann
sphere with the complex metric, it has inﬁnite length.
3.4 Exponential and Trigonometric Functions
To deﬁne the complex exponential function, we once more borrow concepts from calculus, namely
the real exponential function
2
and the real sine and cosine, and—in addition—ﬁnally make sense
of the notation e
it
= cos t +i sin t.
Deﬁnition 3.15. The (complex) exponential function is deﬁned for z = x +iy as
exp(z) = e
x
(cos y +i sin y) = e
x
e
iy
.
This deﬁnition seems a bit arbitrary, to say the least. Its ﬁrst justiﬁcation is that all exponential
rules which we are used to from real numbers carry over to the complex case. They mainly follow
from Lemma 1.2 and are collected in the following.
2
It is a nontrivial question how to deﬁne the real exponential function. Our preferred way to do this is through a
power series: e
x
=
k≥0
x
k
/k!. In light of this deﬁnition, the reader might think we should have simply deﬁned the
complex exponential function through a complex power series. In fact, this is possible (and an elegant deﬁnition);
however, one of the promises of these lecture notes is to introduce complex power series as late as possible. We agree
with those readers who think that we are “cheating” at this point, as we borrow the concept of a (real) power series
to deﬁne the real exponential function.
CHAPTER 3. EXAMPLES OF FUNCTIONS 34
Lemma 3.16. For all z, z
1
, z
2
∈ C,
(a) exp (z
1
) exp (z
2
) = exp (z
1
+z
2
)
(b)
1
exp(z)
= exp (−z)
(c) exp (z + 2πi) = exp (z)
(d) exp (z) = exp (Re z)
(e) exp(z) = 0
(f)
d
dz
exp (z) = exp (z) .
Remarks. 1. The third identity is a very special one and has no counterpart for the real exponential
function. It says that the complex exponential function is periodic with period 2πi. This has many
interesting consequences; one that may not seem too pleasant at ﬁrst sight is the fact that the
complex exponential function is not onetoone.
2. The last identity is not only remarkable, but we invite the reader to meditate on its proof. When
proving this identity through the Cauchy–Riemann equations for the exponential function, one can
get another strong reason why Deﬁnition 3.15 is reasonable. Finally, note that the last identity
also says that exp is entire.
We should make sure that the complex exponential function specializes to the real exponential
function for real arguments: if z = x ∈ R then
exp(x) = e
x
(cos 0 +i sin 0) = e
x
.
//
exp
−
5π
6
−
π
3
0
π
3
5π
6
−1 0 1 2
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
Figure 3.1: Image properties of the exponential function.
The trigonometric functions—sine, cosine, tangent, cotangent, etc.—have their complex ana
logues, however, they don’t play the same prominent role as in the real case. In fact, we can deﬁne
them as merely being special combinations of the exponential function.
CHAPTER 3. EXAMPLES OF FUNCTIONS 35
Deﬁnition 3.17. The (complex) sine and cosine are deﬁned as
sin z =
1
2i
(exp(iz) −exp(−iz)) and cos z =
1
2
(exp(iz) + exp(−iz)) ,
respectively. The tangent and cotangent are deﬁned as
tan z =
sin z
cos z
= −i
exp(2iz) −1
exp(2iz) + 1
and cot z =
cos z
sin z
= i
exp(2iz) + 1
exp(2iz) −1
,
respectively.
Note that to write tangent and cotangent in terms of the exponential function, we used the fact
that exp(z) exp(−z) = exp(0) = 1. Because exp is entire, so are sin and cos.
As with the exponential function, we should ﬁrst make sure that we’re not redeﬁning the real
sine and cosine: if z = x ∈ R then
sin z =
1
2i
(exp(ix) −exp(−ix)) =
1
2i
(cos x +i sin x −(cos(−x) +i sin(−x))) = sin x.
A similar calculation holds for the cosine. Not too surprisingly, the following properties follow
mostly from Lemma 3.16.
Lemma 3.18. For all z, z
1
, z
2
∈ C,
sin(−z) = −sin z cos(−z) = cos z
sin(z + 2π) = sin z cos(z + 2π) = cos z
tan(z +π) = tan z cot(z +π) = cot z
sin(z +π/2) = cos z cos(z +π/2) = −sin z
sin (z
1
+z
2
) = sin z
1
cos z
2
+ cos z
1
sin z
2
cos (z
1
+z
2
) = cos z
1
cos z
2
−sin z
1
sin z
2
cos
2
z + sin
2
z = 1 cos
2
z −sin
2
z = cos(2z)
sin
z = cos z cos
z = −sin z .
Finally, one word of caution: unlike in the real case, the complex sine and cosine are not
bounded—consider, for example, sin(iy) as y →±∞.
We end this section with a remark on hyperbolic trig functions. The hyperbolic sine, cosine,
tangent, and cotangent are deﬁned as in the real case:
Deﬁnition 3.19.
sinh z =
1
2
(exp(z) −exp(−z)) cosh z =
1
2
(exp(z) + exp(−z))
tanh z =
sinh z
cosh z
=
exp(2z) −1
exp(2z) + 1
coth z =
cosh z
sinh z
=
exp(2z) + 1
exp(2z) −1
.
As such, they are not only yet more special combinations of the exponential function, but they
are also related with the trigonometric functions via
sinh(iz) = i sin z and cosh(iz) = cos z .
CHAPTER 3. EXAMPLES OF FUNCTIONS 36
3.5 The Logarithm and Complex Exponentials
The complex logarithm is the ﬁrst function we’ll encounter that is of a somewhat tricky nature. It
is motivated as being the inverse function to the exponential function, that is, we’re looking for a
function Log such that
exp(Log z) = z = Log(exp z) .
As we will see shortly, this is too much to hope for. Let’s write, as usual, z = r e
iφ
, and suppose
that Log z = u(z) +iv(z). Then for the ﬁrst equation to hold, we need
exp(Log z) = e
u
e
iv
= r e
iφ
= z ,
that is, e
u
= r = z ⇐⇒ u = ln z (where ln denotes the real natural logarithm; in particular we
need to demand that z = 0), and e
iv
= e
iφ
⇐⇒v = φ+2πk for some k ∈ Z. A reasonable deﬁnition
of a logarithm function Log would hence be to set Log z = ln z + i Arg z where Arg z gives the
argument for the complex number z according to some convention—for example, we could agree
that the argument is always in (−π, π], or in [0, 2π), etc. The problem is that we need to stick to
this convention. On the other hand, as we saw, we could just use a diﬀerent argument convention
and get another reasonable ‘logarithm.’ Even worse, by deﬁning the multivalued map
arg z = {φ : φ is a possible argument of z}
and deﬁning the multivalued logarithm as
log z = ln z +i arg z ,
we get something that’s not a function, yet it satisﬁes
exp(log z) = z .
We invite the reader to check this thoroughly; in particular, one should note how the periodicity
of the exponential function takes care of the multivaluedness of our ‘logarithm’ log.
log is, of course, not a function, and hence we can’t even consider it to be our soughtafter
inverse of the exponential function. Let’s try to make things well deﬁned.
Deﬁnition 3.20. Any function Log : C \ {0} → C which satisﬁes exp(Log z) = z is a branch of
the logarithm. Let Arg z denote that argument of z which is in (−π, π] (the principal argument of
z). Then the principal logarithm is deﬁned as
Log z = ln z +i Arg z .
The paragraph preceding this deﬁnition ensures that the principal logarithm is indeed a branch
of the logarithm. Even better, the evaluation of any branch of the logarithm at z can only diﬀer
from Log z by a multiple of 2πi; the reason for this is once more the periodicity of the exponential
function.
So what about the other equation Log(exp z) = z? Let’s try the principal logarithm: Suppose
z = x +iy, then
Log(exp z) = Log
e
x
e
iy
= ln
e
x
e
iy
+i Arg
e
x
e
iy
= ln e
x
+i Arg
e
iy
= x +i Arg
e
iy
.
CHAPTER 3. EXAMPLES OF FUNCTIONS 37
The righthand side is equal to z = x + iy only if y ∈ (−π, π]. The same happens with any
other branch of the logarithm Log—there will always be some (in fact, many) yvalues for which
Log(exp z) = z.
To end our discussion of the logarithm on a happy note, we prove that any branch of the
logarithm has the same derivative; one just has to be cautious about where each logarithm is
holomorphic.
Theorem 3.21. Suppose Log is a branch of the logarithm. Then Log is diﬀerentiable wherever it
is continuous and
Log
z =
1
z
.
Proof. The idea is to apply Lemma 2.12 to exp and Log, but we need to be careful about the
domains of these functions, so that we get actual inverse functions. Suppose Log maps C\{0} to G
(this is typically a halfopen strip; you might want to think about what it looks like if Log = Log).
We apply Lemma 2.12 with f : G → C \ {0} , f(z) = exp(z) and g : C \ {0} → G, g(z) = Log: if
Log is continuous at z then
Log
z =
1
exp
(Log z)
=
1
exp(Log z)
=
1
z
.
We ﬁnish this section by deﬁning complex exponentials. For two complex numbers a and b, the
natural deﬁnition a
b
= exp(b log a) (which is a concept borrowed from calculus) would in general
yield more than one value (Exercise 42), so it is not always useful. We turn instead to the principal
logarithm and deﬁne the principal value of a
b
as
a
b
= exp(b Log a) .
A note about e. In calculus one proves the equivalence of the real exponential function (as given,
for example, through a power series) and the function f(x) = e
x
where e is Euler’s
3
number and
can be deﬁned, for example, as e = lim
n→∞
1 +
1
n
n
. With our deﬁnition of a
b
, we can now make
a similar remark about the complex exponential function. Because e is a positive real number and
hence Arg e = 0, we obtain
e
z
= exp(z Log e) = exp (z (ln e +i Arg e)) = exp (z ln e) = exp (z) .
A word of caution: this only works out this nicely because we carefully deﬁned a
b
for complex
numbers. Diﬀerent deﬁnitions might lead to diﬀerent outcomes of e
z
versus exp z!
Exercises
1. Show that if f(z) =
az+b
cz+d
is a M¨obius transformation then f
−1
(z) =
dz−b
−cz+a
.
2. Show that the derivative of a M¨obius transformation is never zero.
3. Prove that any M¨obius transformation diﬀerent from the identity map can have at most two
ﬁxed points. (A ﬁxed point of a function f is a number z such that f(z) = z.)
3
Named after Leonard Euler (1707–1783). For more information about Euler, see
http://wwwgroups.dcs.stand.ac.uk/∼history/Biographies/Euler.html.
CHAPTER 3. EXAMPLES OF FUNCTIONS 38
4. Prove Proposition 3.3.
5. Show that the M¨obius transformation f(z) =
1+z
1−z
maps the unit circle (minus the point z = 1)
onto the imaginary axis.
6. Suppose that f is holomorphic on the region G and f(G) is a subset of the unit circle. Show
that f is constant. (Hint: Consider the function
1+f(z)
1−f(z)
and use Exercise 5 and a variation of
Exercise 14 in Chapter 2.)
7. Suppose A =
¸
a b
c d
is a 2 × 2 matrix of complex numbers whose determinant ad − bc is
nonzero. Then we can deﬁne a corresponding M¨obius transformation T
A
by T
A
(z) =
az+b
cz+d
.
Show that T
A
◦T
B
= T
A·B
. (Here ◦ denotes composition and · denotes matrix multiplication.)
8. Let f(z) =
2z
z+2
. Draw two graphs, one showing the following six sets in the z plane and the
other showing their images in the w plane. Label the sets. (You should only need to calculate
the images of 0, ±2, ∞ and −1 −i; remember that M¨obius transformations preserve angles.)
(a) The xaxis, plus ∞.
(b) The yaxis, plus ∞.
(c) The line x = y, plus ∞.
(d) The circle with radius 2 centered at 0.
(e) The circle with radius 1 centered at 1.
(f) The circle with radius 1 centered at −1.
9. Find M¨obius transformations satisfying each of the following. Write your answers in standard
form, as
az+b
cz+d
.
(a) 1 →0, 2 →1, 3 →∞. (Use the crossratio.)
(b) 1 →0, 1 +i →1, 2 →∞. (Use the crossratio.)
(c) 0 →i, 1 →1, ∞→−i.
10. Let C be the circle with center 1+i and radius 1. Using the crossratio, with diﬀerent choices
of z
k
, ﬁnd two diﬀerent M¨obius transformations that transform C onto the real axis plus
inﬁnity. In each case, ﬁnd the image of the center of the circle.
11. Let C be the circle with center 0 and radius 1. Find a M¨obius transformation which transforms
C onto C and transforms 0 to
1
2
.
12. Describe the image of the region under the transformation:
(a) The disk z < 1 under w =
iz−i
z+1
.
(b) The quadrant x > 0, y > 0 under w =
z−i
z+i
.
(c) The strip 0 < x < 1 under w =
z
z−1
.
CHAPTER 3. EXAMPLES OF FUNCTIONS 39
13. The Jacobian of a transformation u = u(x, y), v = v(x, y) is the determinant of the matrix
¸
∂u
∂x
∂u
∂y
∂v
∂x
∂v
∂y
¸
. Show that if f = u +iv is holomorphic then the Jacobian equals f
(z)
2
.
14. Find the ﬁxed points in
ˆ
C of f(z) =
z
2
−1
2z+1
.
15. Find the M¨obius transformation f:
(a) f maps 0 →1, 1 →∞, ∞→0.
(b) f maps 1 →1, −1 →i, −i →−1.
(c) f maps xaxis to y = x, yaxis to y = −x, and the unit circle to itself.
16. Show that the image of the line y = a under inversion is the circle with center
−i
2a
and radius
1
2a
.
17. Suppose z
1
, z
2
and z
3
are distinct points in
ˆ
C. Show that z is on the circle passing through
z
1
, z
2
and z
3
if and only if [z, z
1
, z
2
, z
3
] is real or inﬁnite.
18. Find the image under the stereographic projection φ of the following points:
(0, 0, −1), (0, 0, 1), (1, 0, 0), (0, 1, 0), (1, 1, 0).
19. Prove that the stereographic projection of Proposition 3.13 is a bijection by verifying that
that φ ◦ φ
−1
and φ
−1
◦ φ are the identity.
20. Consider the plane P determined by x + y − z = 0. What is a unit normal vector to P?
Compute the image of P ∩ S
2
under the stereographic projection φ.
21. Prove that every circle in the extended complex plane is the image of some circle in S
2
under
the stereographic projection φ.
22. Describe the eﬀect of the basic M¨obius transformations rotation, real dilation, and translation
on the Riemann sphere. hint: for the ﬁrst two, consider all circles in S
2
centered on the NS
axis, and all circles through both N and S. For translation, consider two families of circles
through N, ‘orthogonal’ to and ‘perpendicular’ to the translation.
23. Evaluate the value(s) of the following expressions, giving your answers in the form x +iy.
(a) e
iπ
(b) e
π
(c) i
i
(d) e
sin i
(e) exp(Log(3 + 4i))
(f)
√
1 +i
(g)
√
31 −i
(h)
i+1
√
2
4
CHAPTER 3. EXAMPLES OF FUNCTIONS 40
24. Prove that sin(z) = sin(z) and cos(z) = cos(z).
25. Prove that sin(x+iy) = sin xcosh y+i cos xsinh y, and cos(x+iy) = cos xcosh y−i sin xsinh y.
26. Prove that the zeros of sin z are all realvalued.
27. Describe the images of the following sets under the exponential function exp(z):
(a) the line segment deﬁned by z = iy, 0 ≤ y ≤ 2π.
(b) the line segment deﬁned by z = 1 +iy, 0 ≤ y ≤ 2π.
(c) the rectangle {z = x +iy ∈ C : 0 ≤ x ≤ 1, 0 ≤ y ≤ 2π}.
28. Prove Lemma 3.16.
29. Prove Lemma 3.18.
30. Let z = x +iy and show that
(a) sin z = sin xcosh y +i cos xsinh y.
(b) cos z = cos xcosh y −i sin xsinh y.
31. Let z = x +iy and show that
(a) sin z
2
= sin
2
x + sinh
2
y = cosh
2
y −cos
2
x.
(b) cos z
2
= cos
2
x + sinh
2
y = cosh
2
y −sin
2
x.
(c) If cos x = 0 then cot z
2
=
cosh
2
y−1
cosh
2
y
≤ 1.
(d) If y ≥ 1 then cot z
2
≤
sinh
2
y+1
sinh
2
y
= 1 +
1
sinh
2
y
≤ 1 +
1
sinh
2
1
≤ 2.
32. Show that tan(iz) = i tanh z.
33. Find the principal values of
(a) log i.
(b) (−1)
i
.
(c) log(1 +i).
34. Determine the image of the strip {z ∈ C : −π/2 < Re z < π/2} under the function f(z) =
sin z.
35. Is arg(z) = −arg(z) true for the multiplevalued argument? What about Arg(z) = −Arg(z)
for the principal branch?
36. Is there a diﬀerence between the set of all values of log
z
2
and the set of all values of 2 log z?
(Try some ﬁxed numbers for z.)
37. For each of the following functions, determine all complex numbers for which the function is
holomorphic. If you run into a logarithm, use the principal value (unless stated otherwise).
(a) z
2
.
CHAPTER 3. EXAMPLES OF FUNCTIONS 41
(b)
sin z
z
3
+1
.
(c) Log(z −2i + 1) where Log(z) = ln z +i Arg(z) with 0 ≤ Arg(z) < 2π.
(d) exp(z).
(e) (z −3)
i
.
(f) i
z−3
.
38. Find all solutions to the following equations:
(a) Log(z) =
π
2
i.
(b) Log(z) =
3π
2
i.
(c) exp(z) = πi.
(d) sin z = cosh 4.
(e) cos z = 0.
(f) sinh z = 0.
(g) exp(iz) = exp(iz).
(h) z
1/2
= 1 +i.
39. Find the image of the annulus 1 < z < e under the principal value of the logarithm.
40. Show that a
z
 = a
Re z
if a is a positive real constant.
41. Fix c ∈ C \ {0}. Find the derivative of f(z) = z
c
.
42. Prove that exp(b log a) is singlevalued if and only if b is an integer. (Note that this means
that complex exponentials don’t clash with monomials z
n
.) What can you say if b is rational?
43. Describe the image under exp of the line with equation y = x. To do this you should ﬁnd
an equation (at least parametrically) for the image (you can start with the parametric form
x = t, y = t), plot it reasonably carefully, and explain what happens in the limits as t → ∞
and t →−∞.
44. For this problem, f(z) = z
2
.
(a) Show that the image of a circle centered at the origin is a circle centered at the origin.
(b) Show that the image of a ray starting at the origin is a ray starting at the origin.
(c) Let T be the ﬁgure formed by the horizontal segment from 0 to 2, the circular arc from
2 to 2i, and then the vertical segment from 2i to 0. Draw T and f(T).
(d) Is the right angle at the origin in part (c) preserved? Is something wrong here?
(Hint: Use polar coordinates.)
45. As in the previous problem, let f(z) = z
2
. Let Q be the square with vertices at 0, 2, 2 + 2i
and 2i. Draw f(Q) and identify the types of image curves corresponding to the segments
from 2 to 2 + 2i and from 2 + 2i to 2i. They are not parts of either straight lines or circles.
(Hint: You can write the vertical segment parametrically as z(t) = 2 + it. Eliminate the
parameter in u +iv = f(z(t)) to get a (u, v) equation for the image curve.)
Chapter 4
Integration
Everybody knows that mathematics is about miracles, only mathematicians have a name for
them: theorems.
Roger Howe
4.1 Deﬁnition and Basic Properties
At ﬁrst sight, complex integration is not really anything diﬀerent from real integration. For a
continuous complexvalued function φ : [a, b] ⊂ R →C, we deﬁne
b
a
φ(t) dt =
b
a
Re φ(t) dt +i
b
a
Imφ(t) dt . (4.1)
For a function which takes complex numbers as arguments, we integrate over a curve γ (instead
of a real interval). Suppose this curve is parametrized by γ(t), a ≤ t ≤ b. If one meditates about
the substitution rule for real integrals, the following deﬁnition, which is based on (4.1) should come
as no surprise.
Deﬁnition 4.1. Suppose γ is a smooth curve parametrized by γ(t), a ≤ t ≤ b, and f is a complex
function which is continuous on γ. Then we deﬁne the integral of f on γ as
γ
f =
γ
f(z) dz =
b
a
f(γ(t))γ
(t) dt .
This deﬁnition can be naturally extended to piecewise smooth curves, that is, those curves γ
whose parametrization γ(t), a ≤ t ≤ b, is only piecewise diﬀerentiable, say γ(t) is diﬀerentiable on
the intervals [a, c
1
], [c
1
, c
2
], . . . , [c
n−1
, c
n
], [c
n
, b]. In this case we simply deﬁne
γ
f =
c
1
a
f(γ(t))γ
(t) dt +
c
2
c
1
f(γ(t))γ
(t) dt +· · · +
b
cn
f(γ(t))γ
(t) dt .
In what follows, we’ll usually state our results for smooth curves, bearing in mind that practically
all can be extended to piecewise smooth curves.
Example 4.2. As our ﬁrst example of the application of this deﬁnition we will compute the integral
of the function f(z) = z
2
=
x
2
−y
2
−i(2xy) over several curves from the point z = 0 to the point
z = 1 +i.
42
CHAPTER 4. INTEGRATION 43
(a) Let γ be the line segment from z = 0 to z = 1 + i. A parametrization of this curve is
γ(t) = t +it, 0 ≤ t ≤ 1. We have γ
(t) = 1 +i and f(γ(t)) = (t −it)
2
, and hence
γ
f =
1
0
(t −it)
2
(1 +i) dt = (1 +i)
1
0
t
2
−2it
2
−t
2
dt = −2i(1 +i)/3 =
2
3
(1 −i) .
(b) Let γ be the arc of the parabola y = x
2
from z = 0 to z = 1 + i. A parametrization of this
curve is γ(t) = t +it
2
, 0 ≤ t ≤ 1. Now we have γ
(t) = 1 + 2it and
f(γ(t)) =
t
2
−
t
2
2
−i 2t · t
2
= t
2
−t
4
−2it
3
,
whence
γ
f =
1
0
t
2
−t
4
−2it
3
(1 + 2it) dt =
1
0
t
2
+ 3t
4
−2it
5
dt =
1
3
+ 3
1
5
−2i
1
6
=
14
15
−
i
3
.
(c) Let γ be the union of the two line segments γ
1
from z = 0 to z = 1 and γ
2
from z = 1 to
z = 1 +i. Parameterizations are γ
1
(t) = t, 0 ≤ t ≤ 1 and γ
2
(t) = 1 +it, 0 ≤ t ≤ 1. Hence
γ
f =
γ
1
f +
γ
2
f =
1
0
t
2
· 1 dt +
1
0
(1 −it)
2
i dt =
1
3
+i
1
0
1 −2it −t
2
dt
=
1
3
+i
1 −2i
1
2
−
1
3
=
4
3
+
2
3
i .
The complex integral has some standard properties, most of which follow from their real siblings
in a straightforward way. To state some of its properties, we ﬁrst deﬁne the useful concept of the
length of a curve.
Deﬁnition 4.3. The length of a smooth curve γ is
length(γ) :=
b
a
γ
(t)
dt
for any parametrization γ(t), a ≤ t ≤ b, of γ.
The deﬁnition of length is with respect to any parametrization of γ because, as we will see, the
length of a curve is independent of the parametrization. We invite the reader to use some familiar
curves to see that this deﬁnition gives what one would expect to be the length of a curve.
Proposition 4.4. Suppose γ is a smooth curve, f and g are complex functions which are continuous
on γ, and c ∈ C.
(a)
γ
(f +cg) =
γ
f + c
γ
g .
(b) If γ is parametrized by γ(t), a ≤ t ≤ b, deﬁne the curve −γ through −γ(t) = γ(a +b −t), a ≤
t ≤ b. Then
−γ
f = −
γ
f .
(c) If γ
1
and γ
2
are curves so that γ
2
starts where γ
1
ends then deﬁne the curve γ
1
γ
2
by following
γ
1
to its end, and then continuing on γ
2
to its end. Then
γ
1
γ
2
f =
γ
1
f +
γ
2
f .
CHAPTER 4. INTEGRATION 44
(d)
γ
f
≤ max
z∈γ
f(z) · length(γ) .
The curve −γ deﬁned in (b) is the curve that we obtain by traveling through γ in the opposite
direction.
Proof.
(a) This follows directly from the deﬁnition of the integral and the properties of real integrals.
(b) This follows with an easy real change of variables s = a +b −t:
−γ
f =
b
a
f (γ(a +b −t)) (γ(a +b −t))
dt = −
b
a
f (γ(a +b −t)) γ
(a +b −t) dt
=
a
b
f (γ(s)) γ
(s) ds = −
b
a
f (γ(s)) γ
(s) ds = −
γ
f .
(c) We need a suitable parameterization γ(t) for γ
1
γ
2
. If γ
1
has domain [a
1
, b
1
] and γ
2
has domain
[a
2
, b
2
] then we can use
γ(t) =
γ
1
(t) for a
1
≤ t ≤ b
1
,
γ
2
(t −b
1
+a
2
) for b
1
≤ t ≤ b
1
+b
2
−a
2
.
The fact that γ
1
(b
1
) = γ
2
(a
2
) is necessary to make sure that this parameterization is piecewise
smooth. Now we break the integral over γ
1
γ
2
into two pieces and apply the simple change of
variables s = t −b
1
+a
2
:
γ
1
γ
2
f =
b
1
+b
2
−a
2
a
1
f(γ(t))γ
(t) dt
=
b
1
a
1
f(γ(t))γ
(t) dt +
b
1
+b
2
−a
2
b
1
f(γ(t))γ
(t) dt
=
b
1
a
1
f(γ
1
(t))γ
1
(t) dt +
b
1
+b
2
−a
2
b
1
f(γ
2
(t −b
1
+a
2
))γ
2
(t −b
1
+a
2
) dt
=
b
1
a
1
f(γ
1
(t))γ
1
(t) dt +
b
2
a
2
f(γ
2
(s))γ
2
(s) ds
=
γ
1
f +
γ
2
f.
(d) To prove (d), let φ = Arg
γ
f. Then
γ
f
= e
−iφ
γ
f
= Re
e
−iφ
b
a
f(γ(t))γ
(t) dt
=
b
a
Re
f(γ(t))e
−iφ
γ
(t)
dt
≤
b
a
f(γ(t))e
−iφ
γ
(t)
dt =
b
a
f(γ(t))
γ
(t)
dt
≤ max
a≤t≤b
f(γ(t))
b
a
γ
(t)
dt = max
z∈γ
f(z) · length(γ) .
CHAPTER 4. INTEGRATION 45
4.2 Cauchy’s Theorem
We now turn to the central theorem of complex analysis. It is based on the following concept.
Deﬁnition 4.5. A curve γ ⊂ C is closed if its endpoints coincide, i.e. for any parametrization
γ(t), a ≤ t ≤ b, we have that γ(a) = γ(b).
Suppose γ
0
and γ
1
are closed curves in the open set G ⊆ C, parametrized by γ
0
(t), 0 ≤ t ≤ 1
and γ
1
(t), 0 ≤ t ≤ 1, respectively. Then γ
0
is Ghomotopic to γ
1
, in symbols γ
0
∼
G
γ
1
, if there is
a continuous function h : [0, 1]
2
→G such that
h(t, 0) = γ
0
(t) ,
h(t, 1) = γ
1
(t) ,
h(0, s) = h(1, s) .
The function h(t, s) is called a homotopy and represents a curve for each ﬁxed s, which is
continuously transformed from γ
0
to γ
1
. The last condition simply says that each of the curves
h(t, s), 0 ≤ t ≤ 1 is closed. An example is depicted in Figure 4.1.
Figure 4.1: This square and the circle are (C \ {0})homotopic.
Here is the theorem on which most of what will follow is based.
Theorem 4.6 (Cauchy’s Theorem). Suppose G ⊆ C is open, f is holomorphic in G, and γ
0
∼
G
γ
1
via a homotopy with continuous second partials. Then
γ
0
f =
γ
1
f .
Remarks. 1. The condition on the smoothness of the homotopy can be omitted, however, then the
proof becomes too advanced for the scope of these notes. In all the examples and exercises that
we’ll have to deal with here, the homotopies will be ‘nice enough’ to satisfy the condition of this
theorem.
CHAPTER 4. INTEGRATION 46
2. It is assumed that Johann Carl Friedrich Gauß (1777–1855)
1
knew a version of this theorem in
1811 but only published it in 1831. Cauchy published his version in 1825, Weierstraß
2
his in 1842.
Cauchy’s theorem is often called the Cauchy–Goursat Theorem, since Cauchy assumed that the
derivative of f was continuous, a condition which was ﬁrst removed by Goursat
3
.
An important special case is the one where a curve γ is Ghomotopic to a point, that is, a
constant curve (see Figure 4.2 for an example). In this case we simply say γ is Gcontractible, in
symbols γ ∼
G
0.
Figure 4.2: This ellipse is (C \ R)contractible.
The fact that an integral over a point is zero has the following immediate consequence.
Corollary 4.7. Suppose G ⊆ C is open, f is holomorphic in G, and γ ∼
G
0 via a homotopy with
continuous second partials. Then
γ
f = 0 .
The fact that any closed curve is Ccontractible (Exercise 17a) yields the following special case
of the previous specialcase corollary.
Corollary 4.8. If f is entire and γ is any smooth closed curve then
γ
f = 0 .
There are many proofs of Cauchy’s Theorem. A particularly nice one follows from the complex
Green’s Theorem. We will use the (real) Second Fundamental Theorem of Calculus. We note that
with more work, Cauchy’s Theorem can be derived ‘from scratch’, and does not require any other
major theorems.
Proof of Theorem 4.6. Suppose h is the given homotopy from γ
0
to γ
1
. For 0 ≤ s ≤ 1, let γ
s
be
the curve parametrized by h(t, s), 0 ≤ t ≤ 1. Consider the function
I(s) =
γs
f
1
For more information about Gauß, see
http://wwwgroups.dcs.stand.ac.uk/∼history/Biographies/Gauss.html.
2
For more information about Karl Theodor Wilhelm Weierstraß (1815–1897), see
http://wwwgroups.dcs.stand.ac.uk/∼history/Biographies/Weierstrass.html.
3
For more information about Edouard JeanBaptiste Goursat (1858–1936), see
http://wwwgroups.dcs.stand.ac.uk/∼history/Biographies/Goursat.html.
CHAPTER 4. INTEGRATION 47
as a function in s (so I(0) =
γ
0
f and I(1) =
γ
0
f). We will show that I is constant with respect
to s, and hence the statement of the theorem follows with I(0) = I(1). Consider the derivative of
I. By Leibniz’s Rule,
d
ds
I(s) =
d
ds
1
0
f (h(t, s))
∂h
∂t
dt =
1
0
∂
∂s
f (h(t, s))
∂h
∂t
dt.
By the product rule, the chain rule, and equality of mixed partials,
d
ds
I(s) =
1
0
f
(h(t, s))
∂h
∂s
∂h
∂t
+f (h(t, s))
∂
2
h
∂s∂t
dt
=
1
0
f
(h(t, s))
∂h
∂t
∂h
∂s
+f (h(t, s))
∂
2
h
∂t∂s
dt
=
1
0
∂
∂t
f (h(t, s))
∂h
∂s
dt
Finally, by the Fundamental Theorem of Calculus (applied separately to the real and imaginary
parts of the above integral), we have:
d
dx
I(s) = f(h(1, s))
∂h
∂s
(1, s) −f(h(0, s))
∂h
∂s
(0, s) = 0 .
4.3 Cauchy’s Integral Formula
Cauchy’s Theorem 4.6 yields almost immediately the following helpful result.
Theorem 4.9 (Cauchy’s Integral Formula for a Circle). Let C
R
be the counterclockwise circle with
radius R centered at w and suppose f is holomorphic at each point of the closed disk D bounded by
C
R
. Then
f(w) =
1
2πi
C
R
f(z)
z −w
dz .
Proof. All circles C
r
with center w and radius r are homotopic in D \ {w}, and the function
f(z)/(z −w) is holomorphic in an open set containing D \ {w}. So Cauchy’s Theorem 4.6, gives
C
R
f(z)
z −w
dz =
Cr
f(z)
z −w
dz
Now by Exercise 14,
Cr
1
z −w
dz = 2πi ,
and we obtain with Proposition 4.4(d)
C
R
f(z)
z −w
dz −2πif(w)
=
Cr
f(z)
z −w
dz −f(w)
Cr
1
z −w
dz
=
Cr
f(z) −f(w)
z −w
dz
≤ max
z∈Cr
f(z) −f(w)
z −w
length (C
r
) = max
z∈Cr
f(z) −f(w)
r
2πr
= 2π max
z∈Cr
f(z) −f(w) .
CHAPTER 4. INTEGRATION 48
On the righthand side, we can now take r as small as we want, and—because f is continuous
at w—this means we can make f(z) −f(w) as small as we like. Hence the lefthand side has no
choice but to be zero, which is what we claimed.
This is a useful theorem by itself, but it can be made more generally useful. For example, it
will be important to have Cauchy’s integral formula when w is anywhere inside C
R
, not just at the
center of C
R
. In fact, in many cases in which a point w is inside a simple closed curve γ we can see
a homotopy from γ to a small circle around w so that the homotopy misses w and remains in the
region where f is holomorphic. In that case the theorem remains true, since, by Cauchy’s theorem,
the integral of f(z)/(z − w) around γ is the same as the integral of f(z)/(z − w) around a small
circle centered at w, and Theorem 4.9 then applies to evaluate the integral. In this discussion we
need to be sure that the orientation of the curve γ and the circle match. In general, we say a simple
closed curve γ is positively oriented if it is parameterized so that the inside is on the left of γ. For
a circle this corresponds to a counterclockwise orientation.
Here’s the general form:
Theorem 4.10 (Cauchy’s Integral Formula). Suppose f is holomorphic on the region G, w ∈ G,
and γ is a positively oriented, simple, closed, smooth, Gcontractible curve such that w is inside γ.
Then
f(w) =
1
2πi
γ
f(z)
z −w
dz .
We have already indicated how to prove this, by combining Cauchy’s theorem and the special
case, Theorem 4.9. All we need is to ﬁnd a homotopy in G \ {w} between γ and a small circle
with center at w. In all practical cases we can see immediately how to construct such a homotopy,
but it is not at all clear how to do so in complete generality; in fact, it is not even clear how to
make sense of the “inside” of γ in general. The justiﬁcation for this is one of the ﬁrst substantial
theorems ever proved in topology. We can state it as follows:
Theorem 4.11 (Jordan Curve Theorem). If γ is a positively oriented, simple, closed curve in C
then C \ γ consists of two connected open sets, the inside and the outside of γ. If a closed disk D
centered at w lies inside γ then there is a homotopy γ
s
from γ to the positively oriented boundary
of D, and, for 0 < s < 1, γ
s
is inside γ and outside of D.
Remarks. 1. The Jordan Curve Theorem is named after French mathematician Camille Jordan
(18381922)
4
(the Jordan of Jordan normal form and Jordan matrix, but not GaussJordan elimi
nation). It is so named because Jordan claimed a proof in the late 1800s, although his proof was
later seen to be incorrect. It was ﬁrst correctly proved by Oswald Veblen
5
.
This theorem, although “intuitively obvious,” is surprisingly diﬃcult to prove. The usual state
ment of the Jordan curve theorem does not contain the homotopy information; we have borrowed
this from a companion theorem to the Jordan curve theorem which is sometimes called the “annulus
theorem.” If you want to explore this kind of mathematics you should take a course in topology.
4
For more information on C. Jordan, see
http://en.wikipedia.org/wiki/Camille Jordan .
5
For more information on Veblen, see
http://en.wikipedia.org/wiki/Oswald Veblen .
CHAPTER 4. INTEGRATION 49
A nice special case of Cauchy’s formula is obtained when γ is a circle centered at w, parametrized
by, say, z = w +re
it
, 0 ≤ t ≤ 2π. Theorem 4.10 gives (if the conditions are met)
f(w) =
1
2πi
2π
0
f
w +re
it
w +re
it
−w
ire
it
dt =
1
2π
2π
0
f
w +re
it
dt .
Even better, we automatically get similar formulas for the real and imaginary part of f, simply
by taking real and imaginary parts on both sides. These identities have the ﬂavor of mean values.
Let’s summarize them in the following statement, which is often called a meanvalue theorem.
Corollary 4.12. Suppose f is holomorphic on and inside the circle z = w + re
it
, 0 ≤ t ≤ 2π.
Then
f(w) =
1
2π
2π
0
f
w +re
it
dt .
Furthermore, if f = u +iv,
u(w) =
1
2π
2π
0
u
w +re
it
dt and v(w) =
1
2π
2π
0
v
w +re
it
dt .
Exercises
1. Integrate the function f(z) = z over the three curves given in Example 4.2.
2. Evaluate
γ
1
z
dz where γ(t) = sin t +i cos t, 0 ≤ t ≤ 2π.
3. Integrate the following functions over the circle z = 2, oriented counterclockwise:
(a) z +z.
(b) z
2
−2z + 3.
(c) 1/z
4
.
(d) xy.
4. Evaluate the integrals
γ
xdz,
γ
y dz,
γ
z dz and
γ
z dz along each of the following paths.
Note that you can get the second two integrals very easily after you calculate the ﬁrst two,
by writing z and z as x ±iy.
(a) γ is the line segment form 0 to 1 −i.
(b) γ is the counterclockwise circle z = 1.
(c) γ is the counterclockwise circle z −a = r. Use γ(t) = a +re
it
.
5. Evaluate
γ
e
3z
dz for each of the following paths:
(a) The straight line segment from 1 to i.
(b) The circle z = 3.
(c) The parabola y = x
2
from x = 0 to x = 1.
6. Evaluate
γ
z
2
dz where γ is the parabola with parametric equation γ(t) = t+it
2
, 0 ≤ t ≤ 1.
CHAPTER 4. INTEGRATION 50
7. Compute
γ
z where γ is the semicircle from 1 through i to −1.
8. Compute
γ
e
z
where γ is the line segment from 0 to z
0
.
9. Find
γ
z
2
where γ is the line segment from 2 to 3 +i.
10. Compute
γ
z +
1
z
where γ is parametrized by γ(t), 0 ≤ t ≤ 1, and satisﬁes Imγ(t) > 0,
γ(0) = −4 +i, and γ(1) = 6 + 2i.
11. Find
γ
sin z where γ is parametrized by γ(t), 0 ≤ t ≤ 1, and satisﬁes γ(0) = i and γ(1) = π.
12. Show that
1
2π
2π
0
e
ikθ
dθ is 1 if k = 0 and 0 otherwise.
13. Evaluate
γ
z
1
2
dz where γ is the unit circle and z
1
2
is the principal branch. You can use the
parameterization γ(θ) = e
iθ
for −π ≤ θ ≤ π, and remember that the principal branch is
deﬁned by z
1
2
=
√
re
iθ/2
if z = re
iθ
for −π ≤ θ ≤ π.
14. Let γ be the circle with radius r centered at w, oriented counterclockwise. You can parame
terize this curve as z(t) = w +re
it
for 0 ≤ t ≤ 2π. Show that
γ
dz
z −w
= 2πi .
15. Suppose a smooth curve is parametrized by both γ(t), a ≤ t ≤ b and σ(t), c ≤ t ≤ d, and let
τ : [c, d] →[a, b] be the map which “takes γ to σ,” that is, σ = γ ◦ τ. Show that
d
c
f(σ(t))σ
(t) dt =
b
a
f(γ(t))γ
(t) dt .
(In other words, our deﬁnition of the integral
γ
f is independent of the parametrization of γ.)
16. Prove that ∼
G
is an equivalence relation.
17. (a) Prove that any closed curve is Ccontractible.
(b) Prove that any two closed curves are Chomotopic.
18. Show that
γ
z
n
dz = 0 for any closed smooth γ and any integer n = −1. [If n is negative,
assume that γ does not pass through the origin, since otherwise the integral is not deﬁned.]
19. Exercise 18 excluded n = −1 for a very good reason: Exercises 2 and 14 (with w = 0) give
counterexamples. Generalizing these, if m is any integer then ﬁnd a closed curve γ so that
γ
z
−1
dz = 2mπi. (Hint: Follow the counterclockwise unit circle through m complete cycles
(for m > 0). What should you do if m < 0? What if m = 0?)
20. Let γ
r
be the circle centered at 2i with radius r, oriented counterclockwise. Compute
γr
dz
z
2
+ 1
.
(This integral depends on r.)
CHAPTER 4. INTEGRATION 51
21. Suppose p is a polynomial and γ is a closed smooth path in C. Show that
γ
p = 0 .
22. Compute the real integral
2π
0
dθ
2 + sin θ
by writing the sine function in terms of the exponential function and making the substitution
z = e
iθ
to turn the real into a complex integral.
23. Show that F(z) =
i
2
Log(z + i) −
i
2
Log(z − i) is a primitive of
1
1+z
2
for Re(z) > 0. Is
F(z) = arctan z?
24. Prove the following integration by parts statement. Let f and g be holomorphic in G, and
suppose γ ⊂ G is a smooth curve from a to b. Then
γ
fg
= f(γ(b))g(γ(b)) −f(γ(a))g(γ(a)) −
γ
f
g .
25. Suppose f and g are holomorphic on the region G, γ is a closed, smooth, Gcontractible curve,
and f(z) = g(z) for all z ∈ γ. Prove that f(z) = g(z) for all z inside γ.
26. This exercise gives an alternative proof of Cauchy’s integral formula (Theorem 4.10), which
does not depend on Cauchy’s Theorem 4.6. Suppose f is holomorphic on the region G, w ∈ G,
and γ is a positively oriented, simple, closed, smooth, Gcontractible curve such that w is
inside γ.
(a) Consider the function g : [0, 1] →C, g(t) =
γ
f(w+t(z−w))
z−w
dz. Show that g
= 0. (Hint:
Use Theorem 1.20 (Leibniz’s rule) and then ﬁnd a primitive for
∂f
∂t
(z +t(w −z)).)
(b) Prove Theorem 4.10 by evaluating g(0) and g(1).
27. Prove Corollary 4.7 using Theorem 4.10.
28. Suppose a is a complex number and γ
0
and γ
1
are two counterclockwise circles (traversed just
once) so that a is inside both of them. Explain geometrically why γ
0
and γ
1
are homotopic
in C \ {a} .
29. Let γ
r
be the counterclockwise circle with center at 0 and radius r. Find
γr
dz
z−a
. You should
get diﬀerent answers for r < a and r > a. (Hint: In one case γ
r
is contractible in C \ {a}.
In the other you can combine Exercises 14 and 28.)
30. Let γ
r
be the counterclockwise circle with center at 0 and radius r. Find
γr
dz
z
2
−2z−8
for r = 1,
r = 3 and r = 5. (Hint: Since z
2
− 2z − 8 = (z − 4)(z + 2) you can ﬁnd a partial fraction
decomposition of the form
1
z
2
−2z−8
=
A
z−4
+
B
z+2
. Now use Exercise 29.)
CHAPTER 4. INTEGRATION 52
31. Use the Cauchy integral formula to evaluate the integral in Exercise 30 when r = 3. (Hint:
The integrand can be written in each of following ways:
1
z
2
−2z −8
=
1
(z −4)(z + 2)
=
1/(z −4)
z + 2
=
1/(z + 2)
z −4
.
Which of these forms corresponds to the Cauchy integral formula for the curve γ
3
?)
32. Evaluate
z=2
e
z
z(z−3)
and
z=4
e
z
z(z−3)
.
33. Find
z+1=2
z
2
4−z
z
.
34. What is
z=1
sin z
z
?
Chapter 5
Consequences of Cauchy’s Theorem
If things are nice there is probably a good reason why they are nice: and if you do not know at
least one reason for this good fortune, then you still have work to do.
Richard Askey
5.1 Extensions of Cauchy’s Formula
We now derive formulas for f
and f
which resemble Cauchy’s formula (Theorem 4.10).
Theorem 5.1. Suppose f is holomorphic on the region G, w ∈ G, and γ is a positively oriented,
simple, closed, smooth, Gcontractible curve such that w is inside γ. Then
f
(w) =
1
2πi
γ
f(z)
(z −w)
2
dz
and
f
(w) =
1
πi
γ
f(z)
(z −w)
3
dz .
This innocentlooking theorem has a very powerful consequence: just from knowing that f
is holomorphic we know of the existence of f
, that is, f
is also holomorphic in G. Repeating
this argument for f
, then for f
, f
, etc., gives the following statement, which has no analog
whatsoever in the reals.
Corollary 5.2. If f is diﬀerentiable in the region G then f is inﬁnitely diﬀerentiable in G.
Proof of Theorem 5.1. The idea of the proof is very similar to the proof of Cauchy’s integral formula
(Theorem 4.10). We will study the following diﬀerence quotient, which we can rewrite as follows
by Theorem 4.10.
f(w + ∆w) −f(w)
∆w
=
1
∆w
1
2πi
γ
f(z)
z −(w + ∆w)
dz −
1
2πi
γ
f(z)
z −w
dz
=
1
2πi
γ
f(z)
(z −w −∆w)(z −w)
dz .
53
CHAPTER 5. CONSEQUENCES OF CAUCHY’S THEOREM 54
Hence we will have to show that the following expression gets arbitrarily small as ∆w →0:
f(w + ∆w) −f(w)
∆w
−
1
2πi
γ
f(z)
(z −w)
2
dz =
1
2πi
γ
f(z)
(z −w −∆w)(z −w)
−
f(z)
(z −w)
2
dz
= ∆w
1
2πi
γ
f(z)
(z −w −∆w)(z −w)
2
dz .
This can be made arbitrarily small if we can show that the integral stays bounded as ∆w → 0.
In fact, by Proposition 4.4(d), it suﬃces to show that the integrand stays bounded as ∆w → 0
(because γ and hence length(γ) are ﬁxed). Let M = max
z∈γ
f(z) and N = max
z∈γ
z −w. Since
γ is a closed set, there is some positive δ so that the open disk of radius δ around w does not
intersect γ; that is, z −w ≥ δ for all z on γ. By the reverse triangle inequality we have for all
z ∈ γ
f(z)
(z −w −∆w)(z −w)
2
≤
f(z)
(z −w −∆w)z −w
2
≤
M
(δ −∆w)N
2
,
which certainly stays bounded as ∆w →0. The proof of the formula for f
is very similar and will
be left for the exercises (see Exercise 2).
Remarks. 1. Theorem 5.1 suggests that there are similar formulas for the higher derivatives of f.
This is in fact true, and theoretically one could obtain them one by one with the methods of the
proof of Theorem 5.1. However, once we start studying power series for holomorphic functions,
we will obtain such a result much more easily; so we save the derivation of formulas for higher
derivatives of f for later (see Corollary 8.6).
2. Theorem 5.1 can also be used to compute certain integrals. We give some examples of this
application next.
Example 5.3.
z=1
sin(z)
z
2
dz = 2πi
d
dz
sin(z)
z=0
= 2πi cos(0) = 2πi .
Example 5.4. To compute the integral
z=2
dz
z
2
(z −1)
,
we ﬁrst split up the integration path as illustrated in Figure 5.1: Introduce an additional path which
separates 0 and 1. If we integrate on these two new closed paths (γ
1
and γ
2
) counterclockwise, the
two contributions along the new path will cancel each other. The eﬀect is that we transformed an
integral, for which two singularities where inside the integration path, into a sum of two integrals,
each of which has only one singularity inside the integration path; these new integrals we know
CHAPTER 5. CONSEQUENCES OF CAUCHY’S THEOREM 55
0
1
1
2
Figure 5.1: Example 5.4
how to deal with.
z=2
dz
z
2
(z −1)
=
γ
1
dz
z
2
(z −1)
+
γ
2
dz
z
2
(z −1)
=
γ
1
1
z−1
z
2
dz +
γ
2
1
z
2
z −1
dz
= 2πi
d
dz
1
z −1
z=0
+ 2πi
1
1
2
= 2πi
−
1
(−1)
2
+ 2πi
= 0 .
Example 5.5.
z=1
cos(z)
z
3
dz = πi
d
2
dz
2
cos(z)
z=0
= πi (−cos(0)) = −πi .
5.2 Taking Cauchy’s Formula to the Limit
Many beautiful applications of Cauchy’s formula arise from considerations of the limiting behavior
of the formula as the curve gets arbitrarily large. We shall look at a few applications along these
lines in this section, but this will be a recurring theme throughout the rest of the book.
The ﬁrst application is understanding the roots of polynomials. As a preparation we prove
the following inequality, which is generally quite useful. It simply says that for large enough z, a
polynomial of degree d looks almost like a constant times z
d
.
Lemma 5.6. Suppose p(z) is a polynomial of degree d with leading coeﬃcient a
d
. Then there is
real number R
0
so that
1
2
a
d
 z
d
≤ p(z) ≤ 2 a
d
 z
d
for all z satisfying z ≥ R
0
.
CHAPTER 5. CONSEQUENCES OF CAUCHY’S THEOREM 56
Proof. Since p(z) has degree d its leading coeﬃcient a
d
is not zero, and we can factor out a
d
z
d
:
p(z) =
a
d
z
d
+a
d−1
z
d−1
+a
d−2
z
d−2
+· · · +a
1
z +a
0
= a
d
 z
d
1 +
a
d−1
a
d
z
+
a
d−2
a
d
z
2
+· · · +
a
1
a
d
z
d−1
+
a
0
a
d
z
d
.
Then the sum inside the last factor has limit 1 as z →∞ so its modulus is between
1
2
and 2 for all
large enough z.
Theorem 5.7 (Fundamental Theorem of Algebra
1
). Every nonconstant polynomial has a root
in C.
Proof.
2
Suppose (by way of contradiction) that p does not have any roots, that is, p(z) = 0 for all
z ∈ C. Then Cauchy’s formula gives us
1
p(0)
=
1
2πi
C
R
1/p(z)
z
dz
where C
R
is the circle of radius R around the origin. Notice that the value of the integral does not
depend on R, so we have
1
p(0)
= lim
R→∞
1
2πi
C
R
dz
z p(z)
. (∗)
But now we can see that the limit of the integral is 0: By Lemma 5.6 we have z p(z) ≥
1
2
a
d
 z
d+1
for all large z, where d is the degree of p(z) and a
d
is the leading coeﬃcient of p(z). Hence, using
Proposition 4.4(d) and the formula for the circumference of a circle we see that the integral can be
bounded as
1
2πi
C
R
dz
zp(z)
≤
1
2π
·
2
a
d
 R
d+1
· (2πR) =
2
a
d
 R
d
and this has limit 0 as R → ∞. But, plugging into (∗), we have shown that
1
p(0)
= 0, which is
impossible.
Remarks. 1. This statement implies that any polynomial p can be factored into linear terms of
the form z −a where a is a root of p, as we can apply the corollary, after getting a root a, to
p(z)
z−a
(which is again a polynomial by the division algorithm), etc. (see also Exercise 11).
2. A compact reformulation of the Fundamental Theorem of Algebra is to say that C is algebraically
closed. Thus, R is not algebraically closed.
Example 5.8. The polynomial p(x) = 2x
4
+ 5x
2
+ 3 is such that all of its coeﬃcients are real.
However, p has no roots in R. The Fundamental Theorem of Algebra states that p must have one
(in fact, 4) roots in C:
p(x) = (x
2
+ 1)(2x
2
+ 3) = (x +i)(x −i)(
√
2x +
√
3i)(
√
2x −
√
3i).
1
The Fundamental Theorem of Algebra was ﬁrst proved by Gauß (in his doctoral dissertation), although its
statement had been assumed to be correct long before Gauß’s time.
2
It is amusing that such an important algebraic result can be proved ‘purely analytically.’ There are proofs of the
Fundamental Theorem of Algebra which do not use complex analysis. On the other hand, as far as we are aware, all
proofs use some analysis (such as the intermediatevalue theorem).
CHAPTER 5. CONSEQUENCES OF CAUCHY’S THEOREM 57
A powerful consequence of (the ﬁrst half of) Theorem 5.1 is the following.
Corollary 5.9 (Liouville’s
3
Theorem
4
). Every bounded entire function is constant.
Proof. Suppose f(z) ≤ M for all z ∈ C. Given any w ∈ C, we apply Theorem 5.1 with the circle
C
R
of radius R centered at w. Note that we can choose any R because f is entire. Now we apply
Proposition 4.4 (d), remembering that C
R
has circumference 2πR and z −w = R for all z on C
R
:
f
(w)
=
1
2πi
C
R
f(z)
(z −w)
2
dz
≤
1
2π
max
z∈γ
R
f(z)
(z −w)
2
· 2πR =
1
2π
max
z∈γ
R
f(z)
R
2
2πR = max
z∈γ
f(z)
R
≤
M
R
.
The righthand side can be made arbitrary small, as we are allowed to make R as large as we want.
This implies that f
= 0, and hence, by Theorem 2.15, f is constant.
As an example of the usefulness of Liouville’s theorem we give another proof of the fundamental
theorem of algebra, which is close to Gauß’s original proof:
Another proof of the fundamental theorem of algebra. Suppose (by way of contradiction) that p
does not have any roots, that is, p(z) = 0 for all z ∈ C. Then, because p is entire, the func
tion f(z) =
1
p(z)
is entire. But f →0 as z becomes large as a consequence of Lemma 5.6; that is,
f is also bounded (Exercise 10). Now apply Corollary 5.9 to deduce that f is constant. Hence p is
constant, which contradicts our assumptions.
As one more example of this theme of getting results from Cauchy’s formula by taking the limit
as a path goes to inﬁnity, we compute an improper integral.
Example 5.10. Let σ be the counterclockwise semicircle formed by the segment S of the real axis
from −R to R, followed by the circular arc T of radius R in the upper half plane from R to −R,
where R > 1. We shall integrate the function
f(z) =
1
z
2
+ 1
=
1/(z +i)
z −i
=
g(z)
z −i
, where g(z) =
1
z +i
Since g(z) is holomorphic inside and on σ and i is inside σ, we can apply Cauchy’s formula:
1
2πi
σ
dz
z
2
+ 1
=
1
2πi
σ
g(z)
z −i
dz = g(i) =
1
i +i
=
1
2i
,
and so
S
dz
z
2
+ 1
+
T
dz
z
2
+ 1
=
σ
dz
z
2
+ 1
= 2πi ·
1
2i
= π. (∗∗)
Now this formula holds for all R > 1, so we can take the limit as R → ∞. First,
z
2
+ 1
≥
1
2
z
2
for large enough z by Lemma 5.6, so we can bound the integral over T using Proposition 4.4(d):
T
dz
z
2
+ 1
≤
2
R
2
· πR =
2
R
3
For more information about Joseph Liouville (1809–1882), see
http://wwwgroups.dcs.stand.ac.uk/∼history/Biographies/Liouville.html.
4
This theorem is for historical reasons erroneously attributed to Liouville. It was published earlier by Cauchy; in
fact, Gauß may well have known about it before Cauchy.
CHAPTER 5. CONSEQUENCES OF CAUCHY’S THEOREM 58
and this has limit 0 as R →∞. On the other hand, we can parameterize the integral over S using
z = t, −R ≤ t ≤ R, obtaining
S
dz
z
2
+ 1
=
R
−R
dt
1 +t
2
.
As R → ∞ this approaches an improper integral. Making these observations in the limit of the
formula (∗∗) as R →∞ now produces
∞
−∞
dt
t
2
+ 1
= π.
Of course this integral can be evaluated almost as easily using standard formulas from calculus.
However, just a slight modiﬁcation of this example leads to an improper integral which is far beyond
the scope of basic calculus; see Exercise 14.
5.3 Antiderivatives
We begin this section with a familiar deﬁnition from real calculus:
Deﬁnition 5.11. Let G be a region of C. For any functions f, F : G →C, if F is holomorphic on
G and F
(z) = f(z) for all z ∈ G, then F is an antiderivative of f on G, also known as a primitive
of f on G.
In short, an antiderivative of f is a function with F
= f.
Example 5.12. We have already seen that F(z) = z
2
is entire, and has derivative f(z) = 2z.
Thus, F is an antiderivative of f on any region G.
Just like in the real case, there are complex versions of the Fundamental Theorems of Calculus.
the Fundamental Theorems of Calculus makes a number of important claims: that continuous func
tions are integrable, their antiderivatives are continuous and diﬀerentiable, and that antiderivatives
provide easy ways to compute values of deﬁnite integrals. The diﬀerence between the real case
and the complex case is that for the complex case, we need to think about integrals over arbitrary
curves and 2dimensional regions.
To state the ﬁrst Fundamental Theorem, we need some topological deﬁnitions:
Deﬁnition 5.13. A region G ⊂ C is simply connected if every simply closed curve in G is G
contractible. That is, for any simple closed curve γ ⊂ G, the interior of γ in C is also completely
contained in G.
Loosely, simply connected means G has no ‘holes’.
Theorem 5.14. [The First Fundamental Theorem of Calculus] Suppose G ⊆ C is a simply
connected region, and ﬁx some basepoint z
0
∈ G. For each point z ∈ G, let γ
z
denote a smooth curve
in G from z
0
to z. Let f : G → C be a holomorphic function. Then the function F(z) : G → C
deﬁned by
F(z) :=
γz
f
is holomorphic on G with F
(z) = f(z).
CHAPTER 5. CONSEQUENCES OF CAUCHY’S THEOREM 59
In short, every holomorphic function on a simplyconnected region has a primitive.
Proof. We leave this to the exercises, Exercise 15.
Theorem 5.15. [The Second Fundamental Theorem of Calculus] Suppose G ⊆ C is a simply
connected region. Let γ ⊂ G be a smooth curve with parametrization γ(t), a ≤ t ≤ b. If f : G →C
is holomorphic on G and F is any primitive of f on G, then
γ
f = F (γ(b)) −F (γ(a)) .
Remarks. 1. Actually, more is true. The assumptions that G is simply connected and f is holo
morphic are both unnecessary.
Proof. The antiderivative F prescribed by the First Fundamental Theorem of Calculus satisﬁes the
desired equation by deﬁnition. For any other antiderivative G of f, we have that F
(z) = G
(z) for
z ∈ G, so the function H(z) := F(z) −G(z) is holomorphic with derivative 0, so is constant. Thus,
G(z) = F(z) +c for some constant c ∈ C. Then
G(γ(b)) −G(γ(a)) = F(γ(b)) −F(γ(a)) =
γ
f,
as desired.
There are many interesting consequences of the Fundamental Theorems. We begin with two
consequences of the First Fundamental Theorem. Because the primitive F of a function f on a
region G is by deﬁnition diﬀerentiable on G, the primitive F itself has a primitive on G, which
also has a primitive, which also has a primitive, etc. Thus, we may go ‘in the other direction’ from
Corollary 5.2:
Corollary 5.16. If f is diﬀerentiable in the region G then f is inﬁnitely integrable in G.
Another consequence comes from the proof of Theorem 5.14: we will not really need the fact
that every closed curve in G is contractible, just that every closed curve gives a zero integral for f.
This fact can be exploited to give a sort of converse statement to Corollary 4.7.
Corollary 5.17 (Morera’s
5
Theorem). Suppose f is continuous in the region G and
γ
f = 0
for all smooth closed paths γ ⊂ G. Then f is holomorphic in G.
Proof. As in the proof of Theorem 5.14, we ﬁx an a ∈ G and deﬁne
F(z) =
γz
f ,
where γ
z
is any smooth curve in G from a to z. As above, this is a welldeﬁned function because
all closed paths give a zero integral for f; and exactly as in Exercise 15 we can show that F is a
primitive for f in G. Because F is holomorphic on G, Corollary 5.2 gives that f is also holomorphic
on G.
5
For more information about Giancinto Morera (1856–1907), see
http://wwwgroups.dcs.stand.ac.uk/∼history/Biographies/Morera.html.
CHAPTER 5. CONSEQUENCES OF CAUCHY’S THEOREM 60
We now mention two interesting corollaries of the Second Fundamental Theorem.
Corollary 5.18. If f is holomorphic on G, then an antiderivative of f exists on G, and
γ
f is
independent of the path γ ⊂ G between γ(a) and γ(b).
If f is holomorphic on G, we say
γ
f is pathindependent.
Example 4.2 shows that a pathindependent integral is quite special; it also says that the
function z
2
does not have an antiderivative in, for example, the region {z ∈ C : z < 2}. (Actually,
the function z
2
does not have an antiderivative in any nonempty region—prove it!)
In the special case that γ is closed (that is, γ(a) = γ(b)), we immediately get the following nice
consequence (which also follows from Cauchy’s Integral Formula).
Corollary 5.19. Suppose G ⊆ C is open, γ is a smooth closed curve in G, and f is holomorphic
on G and has an antiderivative on G. Then
γ
f = 0 .
Exercises
1. Compute the following integrals, where C is the boundary of the square with corners at
±4 ±4i:
(a)
C
e
z
z
3
dz.
(b)
C
e
z
(z −πi)
2
dz.
(c)
C
sin(2z)
(z −π)
2
dz.
(d)
C
e
z
cos(z)
(z −π)
3
dz.
2. Prove the formula for f
in Theorem 5.1.
3. Integrate the following functions over the circle z = 3, oriented counterclockwise:
(a) Log(z −4i).
(b)
1
z−
1
2
.
(c)
1
z
2
−4
.
(d)
exp z
z
3
.
(e)
cos z
z
2
.
(f) i
z−3
.
(g)
sin z
(z
2
+
1
2
)
2
.
(h)
exp z
(z−w)
2
, where w is any ﬁxed complex number with w = 3.
CHAPTER 5. CONSEQUENCES OF CAUCHY’S THEOREM 61
(i)
1
(z+4)(z
2
+1)
.
4. Compute
z=1
dz
z
p
for an arbitrary integer p, by using the change of variables w =
1
z
when
appropriate.
5. Evaluate
z=3
e
2z
dz
(z−1)
2
(z−2)
.
6. Prove that
γ
z exp
z
2
dz = 0 for any closed curve γ.
7. Show that exp(sin z) has an antiderivative on C.
8. Find a (maximal size) set on which f(z) = exp
1
z
has an antiderivative. (How does this
compare with the real function f(x) = e
1/x
?)
9. Compute the following integrals; use the principal value of z
i
. (Hint: one of these integrals
is considerably easier than the other.)
(a)
γ
1
z
i
dz where γ
1
(t) = e
it
, −
π
2
≤ t ≤
π
2
.
(b)
γ
2
z
i
dz where γ
2
(t) = e
it
,
π
2
≤ t ≤
3π
2
.
10. Suppose f is continuous on C and lim
z→∞
f(z) = 0. Show that f is bounded. (Hint: From
the deﬁnition of limit at inﬁnity (with = 1) there is R > 0 so that f(z) −0 = f (z) < 1
if z > R. Is f bounded for z ≤ R?)
11. Let p be a polynomial of degree n > 0. Prove that there exist complex numbers c, z
1
, z
2
, . . . , z
k
and positive integers j
1
, . . . , j
k
such that
p(z) = c (z −z
1
)
j
1
(z −z
2
)
j
2
· · · (z −z
k
)
j
k
,
where j
1
+· · · +j
k
= n.
12. Show that a polynomial of odd degree with real coeﬃcients must have a real zero. (Hint:
Exercise 20b in Chapter 1.)
13. Suppose f is entire and there exist constants a, b such that f(z) ≤ az + b for all z ∈ C.
Prove that f is a linear polynomial (that is, of degree ≤ 1).
14. In this problem F(z) =
e
iz
z
2
+1
and R > 1. Modify the example at the end of Section 5.2:
(a) Show that
σ
F(z) dz =
π
e
if σ is the counterclockwise semicircle formed by the segment
S of the real axis from −R to R, followed by the circular arc T of radius R in the upper
half plane from R to −R.
(b) Show that
e
iz
≤ 1 for z in the upper half plane, and conclude that F(z) ≤
2
z
2
for z
large enough.
(c) Show that lim
R→∞
T
F(z) dz = 0, and hence lim
R→∞
S
F(z) dz =
π
e
.
(d) Conclude, by parameterizing the integral over S in terms of t and just considering the
real part, that
∞
−∞
cos(t)
t
2
+1
dx =
π
e
.
CHAPTER 5. CONSEQUENCES OF CAUCHY’S THEOREM 62
15. Prove Theorem 5.14, as follows.
(a) Use Cauchy’s Theorem to show that, for a given z ∈ G, the value of F(z) is independent
of the choice of γ
z
.
(b) Fix z, z
∈ G such that the straight line γ connecting z to z
is contained in G. Again
using Cauchy’s Theorem, show that
F(z
) −F(z) =
γ
f.
(c) Use the fact that f is continuous to show that for any ﬁxed z ∈ C and any > 0, there
is a ∆z ∈ C such that
F(z) −F(z + ∆z)
∆z
−f(z)
< .
(d) Conclude that F
(z) = f(z).
Chapter 6
Harmonic Functions
The shortest route between two truths in the real domain passes through the complex domain.
J. Hadamard
6.1 Deﬁnition and Basic Properties
We will now spend a chapter on certain functions deﬁned on subsets of the complex plane which
are real valued. The main motivation for studying them is that the partial diﬀerential equation
they satisfy is very common in the physical sciences.
Recall from Section 2.3 the deﬁnition of a harmonic function:
Deﬁnition 6.1. Let G ⊆ C be a region. A function u : G →R is harmonic in G if it has continuous
second partials in G and satisﬁes the Laplace
1
equation
u
xx
+u
yy
= 0
in G.
There are (at least) two reasons why harmonic functions are part of the study of complex
analysis, and they can be found in the next two theorems.
Proposition 6.2. Suppose f = u+iv is holomorphic in the region G. Then u and v are harmonic
in G.
Proof. First, by Corollary 5.2, f is inﬁnitely diﬀerentiable, and hence so are u and v. In particular,
u and v have continuous second partials. By Theorem 2.13, u and v satisfy the Cauchy–Riemann
equations
u
x
= v
y
and u
y
= −v
x
in G. Hence
u
xx
+u
yy
= (u
x
)
x
+ (u
y
)
y
= (v
y
)
x
+ (−v
x
)
y
= v
yx
−v
xy
= 0
in G. Note that in the last step we used the fact that v has continuous second partials. The proof
that v satisﬁes the Laplace equation is completely analogous.
1
For more information about PierreSimon Laplace (1749–1827), see
http://wwwgroups.dcs.stand.ac.uk/∼history/Biographies/Laplace.html.
63
CHAPTER 6. HARMONIC FUNCTIONS 64
Proposition 6.2 shouts for a converse theorem. There are, however, functions which are harmonic
in a region G but not the real part (say) of an holomorphic function in G (Exercise 3). We do
obtain a converse of Proposition 6.2 if we restrict ourselves to simply connected regions.
Theorem 6.3. Suppose u is harmonic on the simply connected region G. Then there exists a
harmonic function v such that f = u +iv is holomorphic in G.
Remark. The function v is called a harmonic conjugate of u.
Proof. We will explicitly construct the holomorphic function f (and thus v = Imf). First, let
g = u
x
−iu
y
.
The plan is to prove that g is holomorphic, and then to construct an antiderivative of g, which will
be almost the function f that we’re after. To prove that g is holomorphic, we use Theorem 2.13:
ﬁrst because u is harmonic, Re g = u
x
and Img = −u
y
have continuous partials. Moreover, again
because u is harmonic, they satisfy the Cauchy–Riemann equations:
(Re g)
x
= u
xx
= −u
yy
= (Img)
y
and
(Re g)
y
= u
xy
= u
yx
= −(Img)
x
.
Now that we know that g is holomorphic in G, we can use Theorem 5.14 to obtain a primitive
h of g on G. (Note that for the application of this theorem we need the fact that G is simply
connected.) Suppose we decompose h into its real and imaginary parts as h = a +ib. Then, again
using Theorem 2.13,
g = h
= a
x
+ib
x
= a
x
−ia
y
.
(The second equation follows with the Cauchy–Riemann equations.) But the real part of g is u
x
,
so that we obtain u
x
= a
x
or u(x, y) = a(x, y) + c(y) for some function c which only depends
on y. On the other hand, comparing the imaginary parts of g and h
yields −u
y
= −a
y
or
u(x, y) = a(x, y) +c(x), and c depends only on x. Hence c has to be constant, and u = a +c. But
then
f = h −c
is a function holomorphic in G whose real part is u, as promised.
Remark. In hindsight, it should not be surprising that the function g which we ﬁrst constructed is
the derivative of the soughtafter function f. Namely, by Theorem 2.13 such a function f = u +iv
must satisfy
f
= u
x
+iv
x
= u
x
−iu
y
.
(The second equation follows with the Cauchy–Riemann equations.) It is also worth mentioning
that the proof shows that if u is harmonic in G then u
x
is the real part of a function holomorphic
in G regardless whether G is simply connected or not.
As one might imagine, the two theorems we’ve just proved allow for a powerful interplay between
harmonic and holomorphic functions. In that spirit, the following theorem might appear not too
surprising. It is, however, a very strong result, which one might appreciate better when looking
back at the simple deﬁnition of harmonic functions.
CHAPTER 6. HARMONIC FUNCTIONS 65
Corollary 6.4. A harmonic function is inﬁnitely diﬀerentiable.
Proof. Suppose u is harmonic in G. Fix z
0
∈ G and r > 0 such that the disk
D = {z ∈ C : z −z
0
 < r}
is contained in G. D is simply connected, so by the last theorem, there exists a function f holo
morphic in D such that u = Re f on D. By Corollary 5.2, f is inﬁnitely diﬀerentiable on D, and
hence so is its real part u. Because z
0
∈ D, we showed that u is inﬁnitely diﬀerentiable at z
0
, and
because z
0
was chosen arbitrarily, we proved the statement.
Remark. This is the ﬁrst in a series of proofs which uses the fact that the property of being harmonic
is a local property—it is a property at each point of a certain region. Note that we did not construct
a function f which is holomorphic in G but we only constructed such a function on the disk D.
This f might very well diﬀer from one disk to the next.
6.2 MeanValue and Maximum/Minimum Principle
The following identity is the harmonic analog of Cauchy’s integral formula, Theorem 4.10.
Theorem 6.5. Suppose u is harmonic in the region G, and {z ∈ C : z −w ≤ r} ⊂ G. Then
u(w) =
1
2π
2π
0
u
w +re
it
dt .
Proof. The disk D = {z ∈ C : z − w ≤ r} is simply connected, so by Theorem 6.3 there is a
function f holomorphic on D such that u = Re f on D. Now we apply Corollary 4.12 to f:
f(w) =
1
2π
2π
0
f
w +re
it
dt .
The statement follows by taking the real part on both sides.
Theorem 6.5 states that harmonic functions have the meanvalue property. The following result
is a fairly straightforward consequence of this property. The function u : G ⊂ C →R has a strong
relative maximum at w if there exists a disk D = {z ∈ C : z −w < R} ⊂ G such that u(z) ≤ u(w)
for all z ∈ D and u(z
0
) < u(w) for some z
0
∈ D. The deﬁnition of a strong relative minimum is
completely analogous.
Theorem 6.6. If u is harmonic in the region G, then it does not have a strong relative maximum
or minimum in G.
Proof. Assume (by way of contradiction) that w is a strong local maximum of u in G. Then there
is a disk in G centered at w containing a point z
0
with u(z
0
) < u(w). Suppose z
0
−w = r; we
apply Theorem 6.5 with this r:
u(w) =
1
2π
2π
0
u
w +re
it
dt .
CHAPTER 6. HARMONIC FUNCTIONS 66
Figure 6.1: Proof of Theorem 6.6.
Intuitively, this cannot hold, because some of the function values we’re integrating are smaller than
u(w), contradicting the meanvalue property. To make this into a thorough argument, suppose
that z
0
= w + re
it
0
for 0 ≤ t
0
< 2π. Because u(z
0
) < u(w) and u is continuous, there is a whole
interval of parameters, say t
0
≤ t < t
1
, such that u
w +re
it
< u(w).
Now we split up the meanvalue integral:
u(w) =
1
2π
2π
0
u
w +re
it
dt
=
1
2π
t
0
0
u
w +re
it
dt +
t
1
t
0
u
w +re
it
dt +
2π
t
1
u
w +re
it
dt
All the integrands can be bounded by u(w), for the middle integral we get a strict inequality. Hence
u(w) <
1
2π
t
0
0
u(w) dt +
t
1
t
0
u(w) dt +
2π
t
1
u(w) dt
= u(w) ,
a contradiction. The same argument works if we assume that u has a relative minimum. But in this
case there’s actually a short cut: if u has a strong relative minimum then the harmonic function
−u has a strong relative maximum, which we just showed cannot exist.
A look into the (not so distant) future. We will see in Corollary 8.11 a variation of this theorem for
a weak relative maximum w, in the sense that there exists a disk D = {z ∈ C : z −w < R} ⊂ G
such that all z ∈ D satisfy u(z) ≤ u(w). Corollary 8.11 says that if u is harmonic in the region
G, then it does not have a weak relative maximum or minimum in G. A special yet important
case of the above maximum/minimum principle is obtained when considering bounded regions.
Corollary 8.11 implies that if u is harmonic in the closure of the bounded region G then
max
z∈G
u(z) = max
z∈∂G
u(z) and min
z∈G
u(z) = min
z∈∂G
u(z) .
(Here ∂G denotes the boundary of G.) We’ll exploit this fact in the next two corollaries.
Corollary 6.7. Suppose u is harmonic in the closure of the bounded region G. If u is zero on ∂G
then u is zero in G.
CHAPTER 6. HARMONIC FUNCTIONS 67
Proof. By the remark we just made
u(z) ≤ max
z∈G
u(z) = max
z∈∂G
u(z) = max
z∈∂G
0 = 0
and
u(z) ≥ min
z∈G
u(z) = min
z∈∂G
u(z) = min
z∈∂G
0 = 0 ,
so u has to be zero in G.
Corollary 6.8. If two harmonic functions agree on the boundary of a bounded region then they
agree in the region.
Proof. Suppose u and v are harmonic in G∪∂G and they agree on ∂G. Then u−v is also harmonic
in G∪ ∂G (Exercise 2) and u −v is zero on ∂G. Now apply the previous corollary.
The last corollary states that if we know a harmonic function on the boundary of some region
then we know it inside the region. One should remark, however, that this result is of a completely
theoretical nature: it says nothing about how to extend a function given on the boundary of a
region to the full region. This problem is called the Dirichlet
2
problem and has a solution for all
simplyconnected regions. There is a fairly simple formula (involving the socalled Poisson
3
kernel )
if the region in question is a disk; for other regions one needs to ﬁnd a conformal map to the unit
disk. All of this is beyond the scope of these notes, we just remark that Corollary 6.8 says that the
solution to the Dirichlet problem is unique.
Exercises
1. Show that all partial derivatives of a harmonic function are harmonic.
2. Suppose u and v are harmonic, and c ∈ R. Prove that u +cv is also harmonic.
3. Consider u(z) = u(x, y) = ln
x
2
+y
2
.
(a) Show that u is harmonic in C \ {0}.
(b) Prove that u is not the real part of a function which is holomorphic in C \ {0}.
4. Let u(x, y) = e
x
sin y.
(a) Show that u is harmonic on C.
(b) Find an entire function f such that Re(f) = u.
5. Is it possible to ﬁnd a real function v so that x
3
+y
3
+iv is holomorphic?
2
For more information about Johann Peter Gustav Dirichlet (1805–1859), see
http://wwwgroups.dcs.stand.ac.uk/∼history/Biographies/Dirichlet.html.
3
For more information about Sim´eon Denis Poisson (1781–1840), see
http://wwwgroups.dcs.stand.ac.uk/∼history/Biographies/Poisson.html.
Chapter 7
Power Series
It is a pain to think about convergence but sometimes you really have to.
Sinai Robins
7.1 Sequences and Completeness
As in the real case (and there will be no surprises in this chapter of the nature ‘real versus complex’),
a (complex) sequence is a function from the positive (sometimes the nonnegative) integers to the
complex numbers. Its values are usually denoted by a
n
(as opposed to, say, a(n)) and we commonly
denote the sequence by (a
n
)
∞
n=1
, (a
n
)
n≥1
, or simply (a
n
). The notion of convergence of a sequence
is based on the following sibling of Deﬁnition 2.1.
Deﬁnition 7.1. Suppose (a
n
) is a sequence and a ∈ C such that for all > 0, there is an integer
N such that for all n ≥ N, we have a
n
−a < . Then the sequence (a
n
) is convergent and a is its
limit, in symbols
lim
n→∞
a
n
= a .
If no such a exists then the sequence (a
n
) is divergent.
Example 7.2. lim
n→∞
i
n
n
= 0: Given > 0, choose N > 1/. Then for any n ≥ N,
i
n
n
−0
=
i
n
n
=
i
n
n
=
1
n
≤
1
N
< .
Example 7.3. The sequence (a
n
= i
n
) diverges: Given a ∈ C, choose = 1/2. We consider two
cases: If Re a ≥ 0, then for any N, choose n ≥ N such that a
n
= −1. (This is always possible since
a
4k+2
= i
4k+2
= −1 for any k ≥ 0.) Then
a −a
n
 = a + 1 ≥ 1 >
1
2
.
If Re a < 0, then for any N, choose n ≥ N such that a
n
= 1. (This is always possible since
a
4k
= i
4k
= 1 for any k > 0.) Then
a −a
n
 = a −1 ≥ 1 >
1
2
.
68
CHAPTER 7. POWER SERIES 69
The following limit laws are the relatives of the identities stated in Lemma 2.4.
Lemma 7.4. Let (a
n
) and (b
n
) be convergent sequences and c ∈ C.
(a) lim
n→∞
a
n
+c lim
n→∞
b
n
= lim
n→∞
(a
n
+c b
n
) .
(b) lim
n→∞
a
n
· lim
n→∞
b
n
= lim
n→∞
(a
n
· b
n
) .
(c)
lim
n→∞
a
n
lim
n→∞
b
n
= lim
n→∞
a
n
b
n
.
In the quotient law we have to make sure we do not divide by zero. Moreover, if f is continuous at
a then
lim
n→∞
f(a
n
) = f(a) if lim
n→∞
a
n
= a ,
where we require that a
n
be in the domain of f.
The most important property of the real number system is that we can, in many cases, determine
that a sequence converges without knowing the value of the limit. In this sense we can use the
sequence to deﬁne a real number.
Deﬁnition 7.5. A Cauchy sequence is a sequence (a
n
) such that
lim
n→∞
a
n+1
−a
n
 = 0.
We say a metric space X (which for us means Z, Q, R, or C) is complete if, for any Cauchy sequence
(a
n
) in X, there is some a ∈ X such that lim
n→∞
a
n
= a.
In other words, completeness means Cauchy sequences are guaranteed to converge. For example,
the rational numbers are not complete: we can take a Cauchy sequence of rational numbers getting
arbitrarily close to
√
2, which is not a rational number. However, each of Z, R, and C is complete.
It is the completeness of the reals that allows us to know sequences converge without knowing their
limits.
We will assume that the reals are complete as an axiom. There are many equivalent ways of
formulating the completeness property for the reals, including:
Axiom (Monotone Sequence Property). Any bounded monotone sequence converges.
Remember that a sequence is monotone if it is either nondecreasing (x
n+1
≥ x
n
) or non
increasing (x
n+1
≤ x
n
).
Example 7.6. If 0 ≤ r < 1 then lim
n→∞
r
n
= 0: First, the sequence converges because it
is decreasing and bounded below by 0. If the limit is L then, using the laws of limits, we get
L = lim
n→∞
r
n
= lim
n→∞
r
n+1
= r lim
n→∞
r
n
= rL. From L = rL we get (1 −r)L = 0, so L = 0
since 1 −r = 0
The following is a consequence of the monotone sequence property, although it is often listed
as a separate axiom:
Theorem 7.7 (Archimedean Property). If x is any real number than there is an integer N which
is greater than x.
CHAPTER 7. POWER SERIES 70
This essentially says that there are no inﬁnities in the reals. Notice that this was already
used in Example 7.2. For a proof see Exercise 4. It is interesting to see that the Archimedean
principle underlies the construction of an inﬁnite decimal expansion for any real number, while the
monotone sequence property shows that any such inﬁnite decimal expansion actually converges to
a real number.
We close this discussion of limits with a pair of standard limits. The ﬁrst of these can be
established by calculus methods (like L’Hospital’s rule, by treating n as the variable); both of them
can be proved by more elementary considerations.
Lemma 7.8. (a) Exponentials beat polynomials: for any polynomial p(n) and any b ∈ R with
b > 1, lim
n→∞
p(n)
b
n
= 0.
(b) Factorials beat exponentials: for any a ∈ R, lim
n→∞
a
n
n!
= 0.
Note this lemma also works for a, b ∈ C.
7.2 Series
A series is a sequence (a
n
) whose members are of the form a
n
=
¸
n
k=1
b
k
(or a
n
=
¸
n
k=0
b
k
); here
(b
k
) is the sequence of terms of the series. The a
n
=
¸
n
k=1
b
k
(or a
n
=
¸
n
k=0
b
k
) are the partial
sums of the series. If we wanted to be lazy we would for convergence of a series simply refer to
convergence of the partial sums of the series, after all, we just deﬁned series through sequences.
However, there are some convergence features which take on special appearances for series, so we
should mention them here explicitly. For starters, a series converges to the limit (or sum) a by
deﬁnition if
lim
n→∞
a
n
= lim
n→∞
n
¸
k=1
b
k
= a .
To express this in terms of Deﬁnition 7.1, for any > 0 we have to ﬁnd an N such that for all
n ≥ N
n
¸
k=1
b
k
−a
< .
In the case of a convergent series, we usually express its limit as a =
¸
∞
k=1
b
k
or a =
¸
k≥1
b
k
.
Example 7.9. Occasionally we can ﬁnd the limit of a sequence by manipulating the partial sums:
¸
k≥1
1
k(k + 1)
= lim
n→∞
n
¸
k=1
1
k
−
1
k + 1
= lim
n→∞
¸
1 −
1
2
+
1
2
−
1
3
+
1
3
−
1
4
+· · · +
1
n
−
1
n + 1
= lim
n→∞
¸
1 −
1
2
+
1
2
−
1
3
+
1
3
−
1
4
+· · · +
1
n
−
1
n + 1
= lim
n→∞
¸
1 −
1
n + 1
= 1.
A series where most of the terms cancel like this is called a telescoping series.
CHAPTER 7. POWER SERIES 71
Most of the time we need to use the completeness property to check convergence of a series,
and it is fortunate that the monotone sequence property has a very convenient translation into the
language of series of real numbers. The partial sums of a series form a nondecreasing sequence if
the terms of the series are nonnegative, and this observation immediately yields:
Lemma 7.10. If b
k
are nonnegative real numbers then
¸
∞
k=1
b
k
converges if and only if the partial
sums are bounded.
If b
k
are nonnegative real numbers and the partial sums of the series
¸
∞
k=1
b
k
are unbounded
then the partial sums “converge” to inﬁnity, so we can write
¸
∞
k=1
b
k
= ∞. Using this terminology,
we can rephrase Lemma 7.10 to say:
¸
∞
k=1
b
k
converges in the reals if and only if it is ﬁnite.
We have already used the simple fact that convergence of a sequence (a
n
) is equivalent to the
convergence of (a
n−1
), and both of these sequences have the same limit. If a
n
is the n
th
partial
sum of the series
¸
k≥1
b
k
then a
n
= a
n−1
+b
n
. From this we conclude:
Lemma 7.11. If
¸
k≥1
b
k
converges then lim
n→∞
b
n
= 0.
A common mistake is to try to use the converse of this result, but the converse is false:
Example 7.12. The harmonic series
¸
k≥1
1
k
diverges (even though the limit of the general term
is 0): If we assume the series converges, say to L, then we have
L = 1 +
1
2
+
1
3
+
1
4
+. . .
=
1 +
1
3
+
1
5
+. . .
+
1
2
+
1
4
+
1
6
+. . .
>
1
2
+
1
4
+
1
6
+. . .
+
1
2
+
1
4
+
1
6
+. . .
=
1
2
1 +
1
2
+
1
3
+
1
4
+. . .
+
1
2
1 +
1
2
+
1
3
+
1
4
+. . .
=
1
2
L +
1
2
L = L.
Here the inequality comes from
1
k
>
1
k+1
applied to each term in the ﬁrst sum in parentheses.
But now we have L > L, which is impossible.
There is one notion of convergence that’s special to series: we say that
¸
k≥1
c
k
converges
absolutely if
¸
k≥1
c
k
 < ∞. Be careful: We are deﬁning the phrase “converges absolutely,” but
this deﬁnition does not say anything about convergence of the series
¸
k≥1
c
k
; we need a proof:
Theorem 7.13. If a series converges absolutely then it converges.
Proof. First consider the case when the terms c
k
are real. Deﬁne c
+
k
to be c
k
if c
k
≥ 0, or 0 if
c
k
< 0. Then c
+
k
≥ 0 and
¸
k≥1
c
+
k
≤
¸
k≥1
c
k
 < ∞ so
¸
k≥1
c
+
k
converges; let P be its limit.
Similarly, deﬁne c
−
k
to be −c
k
if c
k
≤ 0, or 0 if c
k
> 0. Then c
−
k
≥ 0 and
¸
k≥1
c
−
k
≤
¸
k≥1
c
k
 < ∞
so
¸
k≥1
c
−
k
converges; let N be its limit. Since c
k
= c
+
k
− c
−
k
we see that
¸
k≥1
c
k
converges to
P −N.
In case c
k
is complex, write c
k
= a
k
+ib
k
where a
k
and b
k
are real. Then
¸
k≥1
a
k
 ≤
¸
k≥1
c
k
 <
∞ and
¸
k≥1
b
k
 ≤
¸
k≥1
c
k
 < ∞. By what we just proved, both
¸
k≥1
a
k
and
¸
k≥1
b
k
converge
to real numbers, say, A and B. But then
¸
k≥1
c
k
converges to A+iB.
CHAPTER 7. POWER SERIES 72
Another common mistake is to try to use the converse of this result, but the converse is false:
Example 7.14. The alternating harmonic series
¸
k≥1
(−1)
k+1
k
converges, but not absolutely: This
series does not converge absolutely, according to the previous example. To see that it does converge,
rewrite it as follows:
¸
k≥1
(−1)
k+1
k
= 1 −
1
2
+
1
3
−
1
4
+
1
5
−
1
6
+. . .
=
1 −
1
2
+
1
3
−
1
4
+
1
5
−
1
6
+. . .
(Technically, there is a small detail to be checked here, since we are eﬀectively ignoring half the
partial sums of the original series. See Exercise 13.) The reader can verify the inequality 2k(2k−1) ≥
k(k + 1) for k > 1, so the general term satisﬁes
1
2k −1
−
1
2k
=
1
2k(2k −1)
≤
1
k(k + 1)
,
so the series converges by comparison with the telescoping series of Example 7.9.
For the rest of this book we shall be concerned almost exclusively with series which converge
absolutely. Hence checking convergence of a series is usually a matter of verifying that a series
of nonnegative reals is ﬁnite. We have already used the technique of comparing a series to a
series which is known to converge; this is often called a “comparison test.” Some variants of the
comparison test will appear when we look at power series. One handy test is the following:
Lemma 7.15 (Integral Test). Suppose f is a nonincreasing, positive function deﬁned on [1, ∞).
Then
∞
1
f(t) dt ≤
∞
¸
k=1
f(k) ≤ f(1) +
∞
1
f(t) dt
This is immediate from a picture: the integral of f(t) on the interval [k, k + 1] is bounded
between f(k) and f(k +1). Adding the pieces gives the inequalities above for the N
th
partial sum
versus the integrals from 1 to N and from 1 to N + 1, and the inequality persists in the limit.
Example 7.16.
¸
k≥1
1
k
p
converges if p > 1 and diverges if p ≤ 1.
7.3 Sequences and Series of Functions
The fun starts when one studies sequences (f
n
) of functions f
n
. We say that such a sequence
converges at z
0
if the sequence (of complex numbers) (f
n
(z
0
)) converges. If a sequence of functions,
(f
n
), converges at all z in some subset G ⊆ C then we say that (f
n
) converges pointwise on G. So
far nothing new; but this notion of convergence does not really catch the spirit of the function as
a whole.
Deﬁnition 7.17. Suppose (f
n
) and f are functions deﬁned on G ⊆ C. If for all > 0 there is an
N such that for all z ∈ G and for all n ≥ N we have
f
n
(z) −f(z) <
then (f
n
) converges uniformly in G to f.
CHAPTER 7. POWER SERIES 73
What’s the big deal about uniform versus pointwise convergence? It is easiest to describe
the diﬀerence with the use of quantiﬁers, namely ∀ denoting “for all” and ∃ denoting “there is.”
Pointwise convergence on G means
(∀ > 0) (∀ z ∈ G) (∃ N : n ≥ N ⇒ f
n
(z) −f(z) < ) ,
whereas uniform convergence on G translates into
(∀ > 0) (∃ N : (∀ z ∈ G) n ≥ N ⇒ f
n
(z) −f(z) < ) .
No big deal—we only exchanged two of the quantiﬁers. In the ﬁrst case, N may well depend on
z, in the second case we need to ﬁnd an N which works for all z ∈ G. And this can make all the
diﬀerence . . .
The ﬁrst example illustrating this diﬀerence says in essence that if we have a sequence of
functions (f
n
) which converges uniformly on G then for all z
0
∈ G
lim
n→∞
lim
z→z
0
f
n
(z) = lim
z→z
0
lim
n→∞
f
n
(z) .
We will need similar interchanges of limits constantly.
Proposition 7.18. Suppose (f
n
) is a sequence of continuous functions on the region G converging
uniformly to f on G. Then f is continuous on G.
Proof. Let z
0
∈ G; we will prove that f is continuous at z
0
. By uniform convergence, given > 0,
there is an N such that for all z ∈ G and all n ≥ N
f
n
(z) −f(z) <
3
.
Now we make use of the continuity of the f
n
’s. This means that given (the same) > 0, there is a
δ > 0 such that whenever z −z
0
 < δ we have
f
n
(z) −f
n
(z
0
) <
3
.
All that’s left is putting those two inequalities together: by the triangle inequality
f(z) −f(z
0
) = f(z) −f
n
(z) +f
n
(z) −f
n
(z
0
) +f
n
(z
0
) −f(z
0
)
≤ f(z) −f
n
(z) +f
n
(z) −f
n
(z
0
) +f
n
(z
0
) −f(z
0
)
< ,
that is, f is continuous at z
0
.
Once we know the above result about continuity, we can ask about integration of series of
functions. The next theorem should come as no surprise, however, its consequences (which we will
only see in the next chapter) are wide ranging.
Proposition 7.19. Suppose f
n
are continuous on the smooth curve γ and converge uniformly on
γ to f. Then
lim
n→∞
γ
f
n
=
γ
f .
CHAPTER 7. POWER SERIES 74
Proof. By Proposition 4.4(d), we can estimate
γ
f
n
−
γ
f
=
γ
f
n
−f
≤ max
z∈γ
f
n
(z) −f(z) length(γ) .
But f
n
→f uniformly on γ, and we can make max
z∈γ
f
n
(z) −f(z) as small as we like.
Since uniform convergence is often of critical importance, we give two practical tests: one
arguing for uniformity and the other against. They are formulated for sequences that converge to
0. If a sequence g
n
converges to a function g then we can usually apply these tests to f
n
= g −g
n
,
which does converge to 0.
Lemma 7.20. If f
n
is a sequence of functions and M
n
is a sequence of constants so that M
n
converges to 0 and f
n
(z) ≤ M
n
for all z in the set G f
n
converges uniformly to 0 on G.
For example, z
n
 ≤ r
n
if z is in the closed disk
¯
D
r
(0), and r
n
→0 if r < 1, so z
n
→0 uniformly
in
¯
D
r
(0) if r < 1.
Lemma 7.21. If f
n
is a sequence of functions which converges uniformly to 0 on a set G and z
n
is any sequence in G then the sequence f
n
(z
n
) converges to 0.
This is most often used to prove nonuniform convergence. For example, let f
n
(z) = z
n
and let
G be the open unit disk D
1
(0). Then z < 1 if z is in G, so z
n
→0, and so z
n
→0. However, let
z
n
= exp(−
1
n
). Then z
n
is in G but f
n
(z
n
) = e
−1
so f
n
(z
n
) does not converge to 0. Therefore z
n
does not converge uniformly to 0 on D
1
(0).
All of these notions for sequences of functions go verbatim for series of functions. Here we also
have a notion of absolute convergence (which can be combined with uniform convergence). There
is an important result about series of functions, often called the Weierstraß Mtest.
Proposition 7.22. Suppose (f
k
) are continuous on the region G, f
k
(z) ≤ M
k
for all z ∈ G, and
¸
k≥1
M
k
converges. Then
¸
k≥1
f
k
converges absolutely and uniformly in G.
Proof. For each ﬁxed z we have
¸
k≥1
f
k
(z) ≤
¸
k≥1
M
k
< ∞, so
¸
k≥1
f
k
(z) converges; call the
limit f(z). This deﬁnes a function f on G. To see that f
n
converges uniformly to f, suppose > 0.
Since
¸
k≥1
M
k
converges there is N so that
¸
k>n
M
k
=
∞
¸
k=1
M
k
−
n
¸
k=1
M
k
<
for all n > N. Then, for any z in G, if n ≥ N then
f(z) −
n
¸
k=1
f
k
(z)
=
¸
k>n
f
n
(z)
≤
¸
k>n
f
n
(z) ≤
¸
k>n
M
k
<
and this satisﬁes the deﬁnition of uniform convergence.
We end this section by noting that everything we’ve developed here could have been done in
greater generality  for instance, for functions from R
n
or C
n
to R
m
or C
m
.
CHAPTER 7. POWER SERIES 75
7.4 Region of Convergence
For the remainder of this chapter (indeed, these lecture notes) we concentrate on some very special
series of functions.
Deﬁnition 7.23. A power series centered at z
0
is a series of functions of the form
¸
k≥0
c
k
(z −z
0
)
k
.
The fundamental example of a power series is the geometric series, for which all c
k
= 1.
Lemma 7.24. The geometric series
¸
k≥0
z
k
converges absolutely for z < 1 to the function
1/(1 −z). The convergence is uniform on any set of the form { z ∈ C : z ≤ r } for any r < 1.
Proof. Fix an r < 1, and let D = { z ∈ C : z ≤ r }. We will use Proposition 7.22 with f
k
(z) = z
k
and M
k
= r
k
. Hence the uniform convergence on D of the geometric series will follow if we can
show that
¸
k≥0
r
k
converges. But this is straightforward: the partial sums of this series can be
written as
n
¸
k=0
r
k
= 1 +r +· · · +r
n−1
+r
n
=
1 −r
n+1
1 −r
,
whose limit as n → ∞ exists because r < 1. Hence, by Proposition 7.22, the geometric series
converges absolutely and uniformly on any set of the form {z ∈ C : z ≤ r} with r < 1. Since r
can be chosen arbitrarily close to 1, we have absolute convergence for z < 1. It remains to show
that for those z the limit function is 1/(1 −z), which follows by
¸
k≥0
z
k
= lim
n→∞
n
¸
k=0
z
k
= lim
n→∞
1 −z
n+1
1 −z
=
1
1 −z
.
By comparing a general power series to a geometric series we can give a complete description
of its region of convergence.
Theorem 7.25. Any power series
¸
k≥0
c
k
(z − z
0
)
k
has a radius of convergence R. By this we
mean that R is a nonnegative real number, or ∞, satisfying the following.
(a) If r < R then
¸
k≥0
c
k
(z − z
0
)
k
converges absolutely and uniformly on the closed disk
¯
D
r
(z
0
)
of radius r centered at z
0
.
(b) If z −z
0
 > R then the sequence of terms c
k
(z −z
0
)
k
is unbounded, so
¸
k≥0
c
k
(z −z
0
)
k
does
not converge.
The open disk D
R
(z
0
) in which the power series converges absolutely is the region of convergence.
(If R = ∞ then D
R
(z
0
) is the entire complex plane, and if R = 0 then D
R
(z
0
) is the empty set.)
By way of Proposition 7.18, this theorem immediately implies the following.
Corollary 7.26. Suppose the power series
¸
k≥0
c
k
(z −z
0
)
k
has radius of convergence R. Then
the series represents a function which is continuous on D
R
(z
0
).
While we’re at it, we might as well state what Proposition 7.19 implies for power series.
CHAPTER 7. POWER SERIES 76
Corollary 7.27. Suppose the power series
¸
k≥0
c
k
(z −z
0
)
k
has radius of convergence R and γ is
a smooth curve in D
R
(z
0
). Then
γ
¸
k≥0
c
k
(z −z
0
)
k
dz =
¸
k≥0
c
k
γ
(z −z
0
)
k
dz .
In particular, if γ is closed then
γ
¸
k≥0
c
k
(z −z
0
)
k
dz = 0.
Proof of Theorem 7.25. Deﬁne C to be the set of positive real numbers for which the series
¸
k≥0
c
k
t
k
converges, and deﬁne D to be the set of positive real numbers for which it diverges. Clearly every
positive real number is in either C or D, and these sets are disjoint. First we establish three facts
about these sets.
(∗) If t ∈ C and r < t then r ∈ C, and
¸
k≥0
c
k
(z − z
0
)
k
converges absolutely and uniformly
on
¯
D
r
(z
0
). To prove this, note that
¸
k≥0
c
k
t
k
converges so c
k
t
k
→ 0 as k → ∞. In particular,
this sequence is bounded, so c
k
 t
k
≤ M for some constant M. Now if z ∈
¯
D
r
(z
0
) we have
c
k
(z −z
0
)
k
≤ c
k
 r
k
and
¸
k≥0
c
k
 r
k
=
¸
k≥0
c
k
 t
k
r
t
k
≤
¸
k≥0
M
r
t
k
= M
¸
k≥0
r
t
k
=
M
1 −r/t
< ∞.
At the last step we recognized the geometric series, which converges since 0 ≤ r < t, and so
0 ≤ r/t < 1. This shows that r ∈ C, and uniform and absolute convergence on
¯
D
r
(z
0
) follows from
the Weierstraß Mtest.
(∗∗) If t ∈ D and r > t then r ∈ D, and
¸
k≥0
c
k
(z −z
0
)
k
diverges on the complement of D
r
(z
0
)
 that is, for z −z
0
 ≥ r. To prove this, assume that c
k
r
k
is bounded, so c
k
 r
k
≤ M for some
constant M. But now exactly the same argument as in (∗), but interchanging r and t, shows that
¸
k≥0
c
k
t
k
converges, contradicting the assumption that t is in D.
(∗ ∗ ∗) There is an extended real number R, satisfying 0 ≤ R ≤ ∞, so that 0 < r < R implies
r ∈ C and R < r < ∞ implies r ∈ D. Notice that R = 0 works if C is empty, and R = ∞ works if
D is empty; so we assume neither is empty and we start with a
0
in C and b
0
in D. It is immediate
from (∗) or (∗∗) that a
0
< b
0
. We shall deﬁne sequences a
n
in C and b
n
in D which “zero in” on
R. First, let m
0
be the midpoint of the segment [a
0
, b
0
], so m
0
= (a
0
+b
0
)/2. If m
0
lies in C then
we deﬁne a
1
= m
0
and b
1
= b
0
; but if m
0
lies in D then we deﬁne a
1
= a
0
and b
1
= m
0
. Note that,
in either case, we have a
0
≤ a
1
< b
1
≤ b
0
, a
1
is in C, and b
1
is in D. Moreover, a
1
and b
1
are closer
together than a
0
and b
0
; in fact, b
1
−a
1
= (b
0
−a
0
)/2. We repeat this procedure to deﬁne a
2
and
b
2
within the interval [a
1
, b
1
], and so on. Summarizing, we have
a
n
≤ a
n+1
a
n
∈ C
b
n
≥ b
n+1
b
n
∈ D
a
n
< b
n
b
n
−a
n
= (b
0
−a
0
)/2
n
The sequences a
n
and b
n
are monotone and bounded (by a
0
and b
0
) so they have limits, and these
limits are the same since lim
n→∞
(b
n
−a
n
) = lim
n→∞
(b
0
−a
0
)/2
n
= 0. We deﬁne R to be this limit.
If 0 < r < R then r < a
n
for all suﬃciently large n, since a
n
converges to R, so r is in C by (∗).
CHAPTER 7. POWER SERIES 77
On the other hand, if R < r then b
n
< r for all suﬃciently large n, so r is in D by (∗∗). Thus R
veriﬁes the statement (∗ ∗ ∗).
To prove Theorem 7.25, ﬁrst assume r < R and choose t so that r < t < R. Then t ∈ C by
(∗ ∗ ∗), so part (a) of 7.25 follows from (∗). Similarly, if r = z −z
0
 > R then choose t so that
R < t < r. Then t ∈ D by (∗ ∗ ∗), so part (b) of 7.25 follows from (∗∗).
It is worth mentioning the following corollary, which reduces the calculation of the radius of
convergence to examining the limiting behavior of the terms of the series.
Corollary 7.28. c
k
 r
k
→0 for 0 ≤ r < R but c
k
 r
k
is unbounded for r > R.
Warning: Neither Theorem 7.25 nor Corollary 7.28 says anything about convergence on the
circle z −z
0
 = R .
Example 7.29. Consider the function f(z) = exp(z). You may recall from calculus that the real
deﬁned, realvalued function e
x
has an expansion as the power series
¸
k≥0
x
k
k!
. In fact, a similar
expression holds for the complexdeﬁned, complexvalued f(z). Let g(z) =
¸
k≥0
x
k
k!
. Then
g
(z) =
d
dz
¸
k≥0
z
k
k!
=
¸
k≥0
d
dz
x
k
k!
=
¸
k≥1
x
k−1
(k −1)!
=
¸
k≥0
x
k
k!
= g(z).
Thus, g(z) has the correct derivative. The question still remains whether f(z) = g(z) or not. To
see that f(z) = g(z), ﬁrst note that
1
f(z)
=
1
exp(z)
= exp(−z) = f(−z).
Thus, the function f(−z)g(z) has 0 derivative:
d
dz
[f(−z)g(z)] = −f
(−z)g(z) +f(−z)g
(z) = −f(−z)g(z) +f(−z)g(z) = 0.
This means that
g(z)
f(z)
= f(−z)g(z) = c for some constant c ∈ C. Evaluating at z = 0, we see c = 1,
so g(z) = f(z) as desired.
We use the Ratio Test to determine the radius of convergence. Since
x
k+1
(k + 1)!
·
k!
x
k
=
x
k + 1
=
x
k + 1
→0
as k → ∞, the power series converges absolutely for all x. The radius of convergence is R = ∞.
The region of convergence is all of C, the ”disk of radius inﬁnity” about the origin (the center of
the series).
There are many operations we may perform on series. We may add constants and polynomials to
power series. We may rearrange the terms of a series in the case that the series converges absolutely.
That absolute convergence is both necessary and suﬃcient for rearrangement is left as an exercise.
Thus, we may add two power series together on a common region of convergence and rearrange
their sum to collect coeﬃcients of the same degree together, as the next example demonstrates.
We have seen that we may diﬀerentiate and integrate power series. We may also multiply series by
constants, or multiply power series by polynomials. In fact, we may multiply power series together
on their common region of convergence. We leave it as an exercise to determine a formula for
multiplying power series together.
CHAPTER 7. POWER SERIES 78
Example 7.30. We can use the power series expansion for exp(z) to ﬁnd a power series expansion
of the trigonometric functions. For instance, consider f(z) = sin(z). Then
f(z) = sin z =
1
2i
e
iz
−e
−iz
=
1
2i
¸
¸
k≥0
(iz)
k
k!
−
¸
k≥0
(−iz)
k
k!
¸
=
1
2i
¸
k≥0
1
k!
(iz)
k
−(−1)
k
(iz)
k
=
1
2i
¸
k≥0,k odd
2i
k
z
k
k!
=
1
2i
¸
l≥0
2i
2l+1
z
2l+1
(2l + 1)!
=
¸
l≥0
i
2l+2
z
2l+1
(2l + 1)!
=
¸
l≥0
(−1)
l+1
z
2l+1
(2l + 1)!
= z −
z
3
3!
+
z
5
5!
−
z
7
7!
+. . . .
Note that we are allowed to rearrange the terms of the two added sums because the corresponding
series have inﬁnite radius of convergence.
Exercises
1. For each of the sequences, prove convergence/divergence. If the sequence converges, ﬁnd the
limit.
(a) a
n
= e
iπn/4
.
(b)
(−1)
n
n
.
(c) cos n.
(d) 2 −
in
2
2n
2
+1
.
(e) sin
1
n
.
2. Determine whether each of the following series converges or diverges.
(a)
¸
k≥1
1+i
√
3
n
(b)
¸
k≥1
n
i
n
(c)
¸
k≥1
1+2i
√
5
n
CHAPTER 7. POWER SERIES 79
(d)
¸
k≥1
1
n
3
+i
n
3. Show that the limit of a convergent sequence is unique.
4. Derive the Archimedean Property from the monotone sequence property.
5. Prove:
(a) lim
n→∞
a
n
= a =⇒ lim
n→∞
a
n
 = a.
(b) lim
n→∞
a
n
= 0 ⇐⇒ lim
n→∞
a
n
 = 0.
6. Prove Lemma 7.8.
7. Prove: (c
n
) converges if and only if (Re c
n
) and (Imc
n
) converge.
8. Prove Lemma 7.4.
9. Prove that Z is complete.
10. Use the fact that R is complete to prove that C is complete.
11. Suppose a
n
≤ b
n
≤ c
n
for all n and lim
n→∞
a
n
= L = lim
n→∞
c
n
. Prove that lim
n→∞
b
n
= L.
State and prove a similar theorem for series.
12. Find sup
¸
Re
e
2πit
: t ∈ Q\ Z
¸
.
13. Suppose that the terms c
n
converge to zero, and show that
¸
∞
n=0
c
n
converges if and only if
¸
∞
k=0
(c
2k
+ c
2k+1
) converges. Moreover, if the two series converge then they have the same
limit. Also, give an example where c
n
does not converge to 0 and one series diverges while
the other converges.
14. Prove that the series
¸
k≥1
b
k
converges if and only if lim
n→∞
¸
∞
k=n
b
k
= 0 .
15. (a) Show that
¸
k≥1
1
2
k
= 1. One way to do this is to write
1
2
k
as a diﬀerence of powers of
2 so that you get a telescoping series.
(b) Show that
¸
k≥1
k
k
2
+1
diverges. (Hint: compare the general term to
1
2k
.)
(c) Show that
¸
k≥1
k
k
3
+1
converges. (Hint: compare the general term to
1
k
2
.)
16. Discuss the convergence of
¸
k≥0
z
k
for z = 1.
17. Prove Lemma 7.20.
18. Prove Lemma 7.21.
19. Discuss pointwise and uniform convergence for the following sequences
(a) (nz
n
) .
(b)
z
n
n
for n > 0.
(c)
1
1+nz
, deﬁned on {z ∈ C : Re z ≥ 0}.
CHAPTER 7. POWER SERIES 80
20. Let f
n
(x) = n
2
xe
−nx
.
(a) Show that lim
n→∞
f
n
(x) = 0 for all x ≥ 0. Treat x = 0 as a special case; for x > 0 you
can use L’Hospital’s rule—but remember that n is the variable, not x.
(b) Find lim
n→∞
1
0
f
n
(x) dx. (Hint: the answer is not 0.)
(c) Why doesn’t your answer to part (b) violate Proposition 7.19?
21. Prove that absolute convergence is a suﬃceint and necessary condition to be able to arbitrarily
rearrange the terms of a series without changing the sum.
22. Derive a formula for the product of two power series.
23. Find a power series (and determine its radius of convergence) of the following functions.
(a)
1
1+4z
.
(b)
1
3−
z
2
.
(c)
z
2
(4−z)
2
for z < 4
24. Find a power series representation about the origin of each of the following functions.
(a) cos z
(b) cos(z
2
)
(c) z
2
sin z
(d) (sin z)
2
25. (a) Suppose that the sequence c
k
is bounded and show that the radius of convergence of
¸
k≥0
c
k
(z −z
0
)
k
is at least 1.
(b) Suppose that the sequence c
k
does not converge to 0 and show that the radius of con
vergence of
¸
k≥0
c
k
(z −z
0
)
k
is at most 1.
26. Find the power series centered at 1 for the following functions, and compute their radius of
convergence:
(a)
1
z
.
(b) Log z.
27. Use the Weierstraß Mtest to show that each of the following series converges uniformly on
the given domain:
(a)
¸
k≥1
z
k
k
2
on
¯
D
1
(0).
(b)
¸
k≥0
1
z
k
on {z : z ≥ 2}.
(c)
¸
k≥0
z
k
z
k
+ 1
on
¯
D
r
(0), where 0 ≤ r < 1.
CHAPTER 7. POWER SERIES 81
28. Suppose L = lim
k→∞
c
k

1/k
exists. Show that
1
L
is the radius of convergence of
¸
k≥0
c
k
(z −z
0
)
k
.
(Use the natural interpretations if L = 0 or L = ∞.)
29. Find the radius of convergence for each of the following series.
(a)
¸
k≥0
a
k
2
z
k
, a ∈ C.
(b)
¸
k≥0
k
n
z
k
, n ∈ Z.
(c)
¸
k≥0
z
k!
.
(d)
¸
k≥1
(−1)
k
k
z
k(k+1)
.
(e)
¸
k≥1
z
k
k
k
.
(f)
¸
k≥0
cos(k)z
k
.
(g)
¸
k≥0
4
k
(z −2)
k
.
30. Find a function in ”closed form” (i.e. not a power series) representing each of the following
series.
(a)
¸
k≥0
z
2k
k!
(b)
¸
k≥1
k(z −1)
k−1
(c)
¸
k≥2
k(k −1)z
k
31. Deﬁne the functions f
n
(t) =
1
n
e
−t/n
for n > 0 and 0 ≤ t < ∞.
(a) Show that the maximum of f
n
(t) is
1
n
.
(b) Show that f
n
(t) converges uniformly to 0 as n →∞.
(c) Show that
∞
0
f
n
(t) dt does not converge to 0 as n →∞
(d) Why doesn’t this contradict the theorem that “the integral of a uniform limit is the limit
of the integrals”?
Chapter 8
Taylor and Laurent Series
We think in generalities, but we live in details.
A. N. Whitehead
8.1 Power Series and Holomorphic Functions
We will see in this section that power series and holomorphic functions are intimately related. In
fact, the two cornerstone theorems of this section are that any power series represents a holomorphic
function, and conversely, any holomorphic function can be represented by a power series.
We begin by showing a power series represents a holomorphic function, and consider some of
the consequences of this:
Theorem 8.1. Suppose f(z) =
¸
k≥0
c
k
(z −z
0
)
k
has radius of convergence R. Then f is holo
morphic in {z ∈ C : z −z
0
 < R}.
Proof. Given any closed curve γ ⊂ {z ∈ C : z −z
0
 < R}, we have by Corollary 7.27
γ
¸
k≥0
c
k
(z −z
0
)
k
dz = 0 .
On the other hand, Corollary 7.26 says that f is continuous. Now apply Morera’s theorem (Corol
lary 5.17).
A special case of the last result concerns power series with inﬁnite radius of convergence: those
represent entire functions.
Now that we know that power series are holomorphic (i.e., diﬀerentiable) on their regions of
convergence we can ask how to ﬁnd their derivatives. The next result says that we can simply
diﬀerentiate the series “term by term.”
Theorem 8.2. Suppose f(z) =
¸
k≥0
c
k
(z −z
0
)
k
has radius of convergence R. Then
f
(z) =
¸
k≥1
k c
k
(z −z
0
)
k−1
,
and the radius of convergence of this power series is also R.
82
CHAPTER 8. TAYLOR AND LAURENT SERIES 83
Proof. Let f(z) =
¸
k≥0
c
k
(z −z
0
)
k
. Since we know that f is holomorphic in its region of conver
gence we can use Theorem 5.1. Let γ be any simple closed curve in {z ∈ C : z −z
0
 < R}. Note
that the power series of f converges uniformly on γ, so that we are free to interchange integral and
inﬁnite sum. And then we use Theorem 5.1 again, but applied to the function (z −z
0
)
k
. Here are
the details:
f
(z) =
1
2πi
γ
f(w)
(w −z)
2
dw
=
1
2πi
γ
¸
k≥0
c
k
(w −z
0
)
k
(w −z)
2
dw
=
¸
k≥0
c
k
·
1
2πi
γ
(w −z
0
)
k
(w −z)
2
dw
=
¸
k≥0
c
k
·
d
dw
(w −z
0
)
k
w=z
=
¸
k≥0
k c
k
(z −z
0
)
k−1
.
The last statement of the theorem is easy to show: the radius of convergence R of f
(z) is at least
R (since we have shown that the series converges whenever z −z
0
 < R), and it cannot be larger
than R by comparison to the series for f(z), since the coeﬃcients for (z −z
0
)f
(z) are bigger than
the corresponding ones for f(z).
Naturally, the last theorem can be repeatedly applied to f
, then to f
, and so on. The various
derivatives of a power series can also be seen as ingredients of the series itself. This is the statement
of the following Taylor
1
series expansion.
Corollary 8.3. Suppose f(z) =
¸
k≥0
c
k
(z −z
0
)
k
has a positive radius of convergence. Then
c
k
=
f
(k)
(z
0
)
k!
.
Proof. For starters, f(z
0
) = c
0
. Theorem 8.2 gives f
(z
0
) = c
1
. Applying the same theorem to f
gives
f
(z) =
¸
k≥2
k(k −1)c
k
(z −z
0
)
k−2
and f
(z
0
) = 2c
2
. We can play the same game for f
(z
0
), f
(z
0
), etc.
Taylor’s formulas show that the coeﬃcients of any power series which converges to f on an
open disk D centered at z
0
can be determined from the the function f restricted to D. It follows
immediately that the coeﬃcients of a power series are unique:
Corollary 8.4 (Uniqueness of power series). If
¸
k≥0
c
k
(z − z
0
)
k
and
¸
k≥0
c
k
(z − z
0
)
k
are two
power series which both converge to the same function f(z) on an open disk centered at a then
c
k
= c
k
for all k.
1
For more information about Brook Taylor (1685–1731), see
http://wwwgroups.dcs.stand.ac.uk/∼history/Biographies/Taylor.html.
CHAPTER 8. TAYLOR AND LAURENT SERIES 84
We now turn to the second cornerstone result, that a holomorphic function can be represented
by a power series, and its implications.
Theorem 8.5. Suppose f is a function which is holomorphic in D = {z ∈ C : z −z
0
 < R}. Then
f can be represented in D as a power series centered at z
0
(with a radius of convergence at least
R):
f(z) =
¸
k≥0
c
k
(z −z
0
)
k
with c
k
=
1
2πi
γ
f(w)
(w −z
0
)
k+1
dw.
Here γ is any positively oriented, simple, closed, smooth curve in D for which z
0
is inside γ.
Proof. Let g(z) = f(z +z
0
); so g is a function holomorphic in {z ∈ C : z < R}. Fix r < R, denote
the circle centered at the origin with radius r by γ
r
, and suppose that z < r. Then by Cauchy’s
integral formula (Theorem 4.10),
g(z) =
1
2πi
γr
g(w)
w −z
dw.
The factor 1/(w−z) in this integral can be extended into a geometric series (note that w ∈ γ
r
and
so
z
w
< 1)
1
w −z
=
1
w
1
1 −
z
w
=
1
w
¸
k≥0
z
w
k
which converges uniformly in the variable w ∈ γ
r
(by Lemma 7.24). Hence Proposition 7.19 applies:
g(z) =
1
2πi
γr
g(w)
w −z
dw =
1
2πi
γr
g(w)
1
w
¸
k≥0
z
w
k
dw =
¸
k≥0
1
2πi
γr
g(w)
w
k+1
dwz
k
.
Now, since f(z) = g(z −z
0
), we apply an easy change of variables to obtain
f(z) =
¸
k≥0
1
2πi
Γr
f(w)
(w −z
0
)
k+1
dw(z −z
0
)
k
,
where Γ
r
is a circle centered at z
0
with radius r. The only diﬀerence of this righthand side to the
statement of the theorem are the curves we’re integrating over. However, Γ
r
∼
G\{z
0
}
γ, and we can
apply Cauchy’s Theorem 4.6:
Γr
f(w)
(w −z
0
)
k+1
dw =
γ
f(w)
(w −z
0
)
k+1
dw.
If we compare the coeﬃcients of the power series obtained in Theorem 8.5 with those in Corol
lary 8.3, we arrive at the longpromised extension of Theorem 5.1 (which in itself extended Cauchy’s
integral formula, Theorem 4.10).
Corollary 8.6. Suppose f is holomorphic on the region G, w ∈ G, and γ is a positively oriented,
simple, closed, smooth, Gcontractible curve such that w is inside γ. Then
f
(k)
(w) =
k!
2πi
γ
f(z)
(z −w)
k+1
dz .
CHAPTER 8. TAYLOR AND LAURENT SERIES 85
Corollary 8.6 combined with our oftenused Proposition 4.4(d) gives an inequality which is often
called Cauchy’s Estimate:
Corollary 8.7. Suppose f is holomorphic in {z ∈ C : z −w < R} and f ≤ M. Then
f
(k)
(w)
≤
k!M
R
k
.
Proof. Let γ be a circle centered at w with radius r < R. Then Corollary 8.6 applies, and we can
estimate using Proposition 4.4(d):
f
(k)
(w)
=
k!
2πi
γ
f(z)
(z −w)
k+1
dz
≤
k!
2π
max
z∈γ
f(z)
(z −w)
k+1
length(γ) ≤
k!
2π
M
r
k+1
2πr =
k!M
r
k
.
The statement now follows since r can be chosen arbitrarily close to R.
8.2 Classiﬁcation of Zeros and the Identity Principle
Basic algebra shows that if a polynomial p(z) of positive degree d has a a zero at a (in other words,
if p(a) = 0) then p(z) has z −a as a factor. That is, p(z) = (z −a)q(z) where q(z) is a polynomial
of degree d − 1. We can then ask whether q(z) itself has a zero at a and, if so, we can factor out
another factor of z −a. continuing in this way we see that we can factor p(z) as p(z) = (z −a)
m
g(z)
where m is a positive integer, not bigger than d, and g(z) is a polynomial which does not have a
zero at a. The integer m is called the multiplicity of the zero a of p(z).
Almost exactly the same thing happens for holomorphic functions:
Theorem 8.8 (Classiﬁcation of Zeros). Suppose f is an holomorphic function deﬁned on an open
set G and suppose f has a zero at a point a in G. Then there are exactly two possibilities:
(a) Either: f is identically zero on some open disk D centered at a (that is, f(z) = 0 for all z in
D);
(b) or: there is a positive integer m and a holomorphic function g, deﬁned on G, satisfying f(z) =
(z −a)
m
g(z) for all z in G, with g(a) = 0
The integer m in the second case is uniquely determined by f and a and is called the multiplicity
of the zero at a.
Proof. We have a power series expansion for f(z) in some disk D
r
(a) of radius r around a, so
f(z) =
¸
k≥0
c
k
(z − a)
k
, and c
0
= f(0) is zero since a is a zero of f. There are now exactly two
possibilities:
(a) Either c
k
= 0 for all k;
(b) or there is some positive integer m so that c
k
= 0 for all k < m but c
m
= 0.
The ﬁrst case clearly gives us f(z) = 0 for all z in D = D
r
(a). So now consider the second case.
Notice that
f(z) = c
m
(z −a)
m
+c
m+1
(z −a)
m+1
+· · · = (z −a)
m
(c
m
+c
m+1
(z −a) +· · · )
= (z −a)
m
¸
k≥0
c
k+m
(z −a)
k
.
CHAPTER 8. TAYLOR AND LAURENT SERIES 86
Then we can deﬁne a function g on G by
g(z) =
¸
k≥0
c
k+m
(z −a)
k
if z −a < r
f(z)
(z −a)
m
if z ∈ G\ {a}
According to our calculations above, the two deﬁnitions give the same value when both are appli
cable. The function g is holomorphic at a by the ﬁrst deﬁnition; and g is holomorphic at other
points of G by the second deﬁnition. Finally, g(a) = c
m
= 0.
Clearly m is unique, since it is deﬁned in terms of the power series expansion of f at a, which
is unique.
To start using the intimate connection of holomorphic functions and power series, we apply
Theorem 8.8 to obtain the following result, which is sometimes also called the uniqueness theorem.
Theorem 8.9 (Identity Principle). Suppose f and g are holomorphic in the region G and f(z
k
) =
g(z
k
) at a sequence which converges to w ∈ G with z
k
= w for all k. Then f(z) = g(z) for all z in
G.
Proof. We start by deﬁning h = f − g. Then h is holomorphic on G, h(z
n
) = 0, and we will be
ﬁnished if we can deduce that h is identically zero on G. Now notice the following: If b is in G then
exactly one of the following occurs:
(a) Either there is an open disk D centered at b so that h(z) = 0 for all z in D;
(b) or there is an open disk D centered at b so that h(z) = 0 for all z in D \ {b}.
To see this, suppose that h(b) = 0. Then, by continuity, there is an open disk D centered at
b so that h(z) = 0 for all z ∈ D, so b satisﬁes the second condition. If h(b) = 0 then, by the
classiﬁcation of zeros, either h(z) = 0 for all z in some open disk D centered at b, so b satisﬁes the
ﬁrst condition; or h(z) = (z −b)
m
φ(z) for all z in G, where φ is holomorphic and φ(b) = 0. Then,
since φ is continuous, there is an open disk D centered at b so that φ(z) = 0 for all z in D. Then
h(z) = (z −b)
m
φ(z) = 0 for all z in D except z = b, so b satisﬁes the second condition.
Now deﬁne two sets X, Y ⊆ G, so that b ∈ X if b satisﬁes the ﬁrst condition above, and b ∈ Y
if b satisﬁes the second condition. If b ∈ X and D is an open disk centered at b as in the ﬁrst
condition then it is clear that D ⊆ X. If b ∈ Y and D is an open disk centered at b as in the second
condition then D ⊆ Y , since if z ∈ D \ {b} then h(z) = 0, and we saw that this means z satisﬁes
the second condition.
Finally, we check that our original point w lies in X. To see this, suppose w ∈ Y , and let
D be an open disk centered at w so that h(z) = 0 for all z in D except z = b. But, since the
sequence z
k
converges to w, there is some k so that z
k
is in D, so h(z
k
) = 0. Since z
k
= w, this is
a contradiction.
Now we ﬁnish the proof using the deﬁnition of connectedness. X and Y are disjoint open sets
whose union is G, so one of them must be empty. Since a is in X, we must have Y = ∅ and X = G.
But X = G implies that every z in G satisﬁes the ﬁrst condition above, so h(z) = 0.
Using the identity principle, we can prove yet another important property of holomorphic
functions.
CHAPTER 8. TAYLOR AND LAURENT SERIES 87
Theorem 8.10 (MaximumModulus Theorem). Suppose f is holomorphic and not constant in the
region G. Then f does not attain a weak relative maximum in G.
There are many reformulations of this theorem, such as: If G is a bounded region and f is
holomorphic in the closure of G, then the maximum of f is attained on the boundary of G.
Proof. Suppose there is a point a in G and an open disk D
0
centered at a so that f(a) ≥ f(z)
for all z in D
0
. If f(a) = 0 then f(z) = 0 for all z in D
0
, so f is identically zero, by the
identity principle. So we assume f(a) = 0. In this case we can deﬁne an holomorphic function
g(z) = f(z)/f(a), and we have the condition g(z) ≤ g(a) = 1 for all z in D
0
. Since g(a) = 1
we can ﬁnd, using continuity, a smaller open disk D centered at a so that g(z) has positive real
part for all z in D. Thus the function h = Log ◦g is deﬁned and holomorphic on D, and we have
h(a) = Log(g(a)) = Log(1) = 0 and Re h(z) = Re Log(g(z)) = ln(g(z)) ≤ ln(1) = 0.
We now refer to Exercise 27, which shows that h must be identically zero in D. Hence g(z) =
e
h(z)
must be equal to e
0
= 1 for all z in D, and so f(z) = f(a)g(z) must have the constant value
f(a) for all z in D. Hence, by the identity principle, f(z) has the constant value f(a) for all z
in G.
Theorem 8.10 can be used to give a proof of the analogous theorem for harmonic functions,
Theorem 6.6, in the process strengthening that theorem to cover weak maxima and weak minima.
Corollary 8.11. If u is harmonic in the region G, then it does not have a weak relative maximum
or minimum in G.
Since the last corollary also covers minima of harmonic functions, we should not be too surprised
to ﬁnd the following result whose proof we leave for the exercises.
Corollary 8.12 (MinimumModulus Theorem). Suppose f is holomorphic and not constant in the
region G. Then f does not attain a weak relative minimum at a in G unless f(a) = 0.
8.3 Laurent Series
Theorem 8.5 gives a powerful way of describing holomorphic functions. It is, however, not as general
as it could be. It is natural, for example, to think about representing exp
1
z
as
exp
1
z
=
¸
k≥0
1
k!
1
z
k
=
¸
k≥0
1
k!
z
−k
,
a “power series” with negative exponents. To make sense of expressions like the above, we introduce
the concept of a double series
¸
k∈Z
a
k
=
¸
k≥0
a
k
+
¸
k≥1
a
−k
.
Here a
k
∈ C are terms indexed by the integers. A double series converges if both its deﬁning series
do. Absolute and uniform convergence are deﬁned analogously. Equipped with this, we can now
state the following central deﬁnition.
CHAPTER 8. TAYLOR AND LAURENT SERIES 88
Deﬁnition 8.13. A Laurent
2
series centered at z
0
is a double series of the form
¸
k∈Z
c
k
(z −z
0
)
k
.
Example 8.14. The series which started this section is the Laurent series of exp
1
z
centered at
0.
Example 8.15. Any power series is a Laurent series (with c
k
= 0 for k < 0).
We should pause for a minute and ask for which z such a Laurent series can possibly converge.
By deﬁnition
¸
k∈Z
c
k
(z −z
0
)
k
=
¸
k≥0
c
k
(z −z
0
)
k
+
¸
k≥1
c
−k
(z −z
0
)
−k
.
The ﬁrst of the series on the righthand side is a power series with some radius of convergence
R
2
, that is, it converges in {z ∈ C : z −z
0
 < R
2
}. The second we can view as a “power series in
1
z−z
0
,” it will converge for
1
z−z
0

<
1
R
1

for some R
1
, that is, in {z ∈ C : z −z
0
 > R
1
}. For the
convergence of our Laurent series, we need to combine those two notions, whence the Laurent series
converges on the annulus {z ∈ C : R
1
< z −z
0
 < R
2
} (if R
1
< R
2
). Even better, Theorem 7.25
implies that the convergence is uniform on a set of the form {z ∈ C : r
1
≤ z −z
0
 ≤ r
2
} for any
R
1
< r
1
< r
2
< R
2
. Theorem 8.1 says that the Laurent series represents a function which
is holomorphic on {z ∈ C : R
1
< z −z
0
 < R
2
}. The fact that we can conversely represent any
function holomorphic in such an annulus by a Laurent series is the substance of the next theorem.
Theorem 8.16. Suppose f is a function which is holomorphic in A = {z ∈ C : R
1
< z −z
0
 < R
2
}.
Then f can be represented in A as a Laurent series centered at z
0
:
f(z) =
¸
k∈Z
c
k
(z −z
0
)
k
with c
k
=
1
2πi
γ
f(w)
(w −z
0
)
k+1
dw.
Here γ is any circle in A centered at z
0
.
Remark. Naturally, by Cauchy’s Theorem 4.6 we can replace the circle in the formula for the
Laurent series by any closed, smooth path that is Ahomotopic to the circle.
Proof. Let g(z) = f(z + z
0
); so g is a function holomorphic in {z ∈ C : R
1
< z < R
2
}. Fix
R
1
< r
1
< z < r
2
< R
2
, and let γ
1
and γ
2
be positively oriented circles centered at 0 with radii
r
1
and r
2
, respectively. By introducing an “extra piece” (see Figure 8.1), we can apply Cauchy’s
integral formula (Theorem 4.10) to the path γ
2
−γ
1
:
g(z) =
1
2πi
γ
2
−γ
1
g(w)
w −z
dw =
1
2πi
γ
2
g(w)
w −z
dw −
1
2πi
γ
1
g(w)
w −z
dw. (8.1)
For the integral over γ
2
we play exactly the same game as in Theorem 8.5. The factor 1/(w−z) in
this integral can be expanded into a geometric series (note that w ∈ γ
2
and so
z
w
< 1)
1
w −z
=
1
w
1
1 −
z
w
=
1
w
¸
k≥0
z
w
k
,
2
For more information about Pierre Alphonse Laurent (1813–1854), see
http://wwwgroups.dcs.stand.ac.uk/∼history/Biographies/Laurent Pierre.html.
CHAPTER 8. TAYLOR AND LAURENT SERIES 89
Figure 8.1: Proof of Theorem 8.16.
which converges uniformly in the variable w ∈ γ
2
(by Lemma 7.24). Hence Proposition 7.19 applies:
γ
2
g(w)
w −z
dw =
γ
2
g(w)
1
w
¸
k≥0
z
w
k
dw =
¸
k≥0
γ
2
g(w)
w
k+1
dwz
k
.
The integral over γ
1
is computed in a similar fashion; now we expand the factor 1/(w−z) into the
following geometric series (note that w ∈ γ
1
and so
w
z
< 1)
1
w −z
= −
1
z
1
1 −
w
z
= −
1
z
¸
k≥0
w
z
k
,
which converges uniformly in the variable w ∈ γ
1
(by Lemma 7.24). Again Proposition 7.19 applies:
γ
1
g(w)
w −z
dw = −
γ
1
g(w)
1
z
¸
k≥0
w
z
k
dw = −
¸
k≥0
γ
1
g(w)w
k
dwz
−k−1
= −
¸
k≤−1
γ
1
g(w)
w
k+1
dwz
k
.
Putting everything back into (8.1) gives
g(z) =
1
2πi
¸
k≥0
γ
2
g(w)
w
k+1
dwz
k
+
¸
k≤−1
γ
1
g(w)
w
k+1
dwz
k
.
We can now change both integration paths to a circle γ centered at 0 with a radius between R
1
and R
2
(by Cauchy’s Theorem 4.6), which ﬁnally gives
g(z) =
1
2πi
¸
k∈Z
γ
g(w)
w
k+1
dwz
k
.
The statement follows now with f(z) = g(z −z
0
) and an easy change of variables.
CHAPTER 8. TAYLOR AND LAURENT SERIES 90
We ﬁnish this chapter with a consequence of the above theorem: because the coeﬃcients of a
Laurent series are given by integrals, we immediately obtain the following:
Corollary 8.17. The coeﬃcients of a Laurent series are unique.
This result seems a bit artiﬁcial; what it says is simply the following: if we expand a function
(that is holomorphic in some annulus) into a Laurent series, there is only one possible outcome.
Exercises
1. For each of the following series, determine where the series converges absolutely/uniformly:
(a)
¸
k≥2
k(k −1) z
k−2
.
(b)
¸
k≥0
1
(2k + 1)!
z
2k+1
.
(c)
¸
k≥0
1
z −3
k
.
2. What functions are represented by the series in the previous exercise?
3. Find the power series centered at 1 for exp z.
4. Prove Lemma 3.16 using the power series of exp z centered at 0.
5. By integrating a series for
1
1+z
2
term by term, ﬁnd a power series for arctan(z). What is its
radius of convergence?
6. Find the terms through third order and the radius of convergence of the power series for each
following functions, centered at z
0
. Do not ﬁnd the general form for the coeﬃcients.
(a) f(z) =
1
1+z
2
, z
0
= 1.
(b) f(z) =
1
e
z
+1
, z
0
= 0.
(c) f(z) =
√
1 +z, z
0
= 0 (use the principal branch).
(d) f(z) = e
z
2
, z
0
= i.
7. Prove the following generalization of Theorem 8.1: Suppose f
n
are holomorphic on the region
G and converge uniformly to f on G. Then f is holomorphic in G. (This result is called the
Weierstraß convergence theorem.)
8. Use the previous exercise and Corollary 8.7 to prove the following: Suppose f
n
are holomorphic
on the region G and converge uniformly to f on G. Then for any k ∈ N, the k
th
derivatives
f
(k)
n
converge (pointwise) to f
(k)
.
9. Prove the minimummodulus theorem (Corollary 8.12).
CHAPTER 8. TAYLOR AND LAURENT SERIES 91
10. Find the maximum and minimum of f(z) on the unit disc {z ∈ C : z ≤ 1}, where
f(z) = z
2
−2.
11. Give another proof of the fundamental theorem of algebra (Theorem 5.7), using the mini
mummodulus theorem (Corollary 8.12). (Hint: Use Lemma 5.6 to show that a polynomial
does not achieve its minimum modulus on a large circle; then use the minimummodulus
theorem to deduce that the polynomial has a zero.)
12. Find a Laurent series for
1
(z−1)(z+1)
centered at z = 1 and specify the region in which it
converges.
13. Find a Laurent series for
1
z(z−2)
2
centered at z = 2 and specify the region in which it converges.
14. Find a Laurent series for
z−2
z+1
centered at z = −1 and specify the region in which it converges.
15. Find the ﬁrst ﬁve terms in the Laurent series for
1
sin z
centered at z = 0.
16. Find the ﬁrst 4 nonzero terms in the power series expansion of tan z centered at the origin.
What is the radius of convergence?
17. (a) Find the power series representation for e
az
centered at 0, where a is any constant.
(b) Show that e
z
cos(z) =
1
2
e
(1+i)z
+e
(1−i)z
.
(c) Find the power series expansion for e
z
cos(z) centered at 0.
18. Show that
z−1
z−2
=
¸
k≥0
1
(z−1)
k
for z −1 > 1.
19. Prove: If f is entire and Im(f) is constant on the unit disc {z ∈ C : z ≤ 1} then f is
constant.
20. (a) Find the Laurent series for
cos z
z
2
centered at z = 0.
(b) Prove that
f(z) =
cos z−1
z
2
if z = 0,
−
1
2
if z = 0
is entire.
21. Find the Laurent series for sec z centered at the origin.
22. Suppose that f(z
0
) = 0 and f
(z
0
) = 0. Show that f has a zero of multiplicity 1 at z
0
.
23. Find the multiplicities of the zeros:
(a) f(z) = e
z
−1, z
0
= 2kπi, where k is any integer.
(b) f(z) = sin(z) −tan(z), z
0
= 0.
(c) f(z) = cos(z) −1 +
1
2
sin
2
(z), z
0
= 0.
24. Find the zeros of the following, and determine their multiplicities:
(a) (1 +z
2
)
4
.
CHAPTER 8. TAYLOR AND LAURENT SERIES 92
(b) sin
2
z.
(c) 1 +e
z
.
(d) z
3
cos z.
25. Find the three Laurent series of f(z) =
1
(1−z)(z+2)
, centered at 0, but which are deﬁned on
the three domains z < 1, 1 < z < 2, and 2 < z, respectively. Hint: Use Theorem 8.16.
26. Suppose that f(z) has exactly one zero, at a, inside the circle γ, and that it has multiplicity 1.
Show that a =
1
2πi
γ
zf
(z)
f(z)
dz.
27. Suppose f is holomorphic and not identically zero on an open disk D centered at a, and
suppose f(a) = 0. Follow the following outline to show that Re f(z) > 0 for some z in D.
(a) Why can you write f(z) = (z −a)
m
g(z) where m > 0, g is holomorphic, and g(a) = 0?
(b) Write g(a) in polar form as g(a) = c e
iα
and deﬁne G(z) = e
−iα
g(z). Why is Re G(a) > 0?
(c) Why is there a positive constant δ so that Re G(z) > 0 for all z in the open disk D
δ
(a)?
(d) Write z = a +re
iθ
for 0 < r < δ. Show that f(z) = r
m
e
imθ
e
iα
G(z).
(e) Find a value of θ so that f(z) has positive real part.
28. Suppose c
n
 ≥ 2
n
for all n. What can you say about the radius of convergence of
¸
k≥0
c
k
z
k
?
29. Suppose the radius of convergence of
¸
k≥0
c
k
z
k
is R. What is the radius of convergence of
each of the following?
(a)
¸
k≥0
k
2
c
k
z
k
.
(b)
¸
k≥0
c
k
z
2k
.
(c)
¸
k≥0
c
k
z
k+5
.
(d)
¸
k≥0
3
k
c
k
z
k
.
(e)
¸
k≥0
c
2
k
z
k
.
Chapter 9
Isolated Singularities and the Residue
Theorem
1/r
2
has a nasty singularity at r = 0, but it did not bother Newton—the moon is far enough.
Edward Witten
9.1 Classiﬁcation of Singularities
What is the diﬀerence between the functions
sin z
z
,
1
z
4
, and exp
1
z
? All of them are not deﬁned at
0, but the singularities are of a very diﬀerent nature. For complex functions there are three types
of singularities, which are classiﬁed as follows.
Deﬁnition 9.1. If f is holomorphic in the punctured disk {z ∈ C : 0 < z −z
0
 < R} for some
R > 0 but not at z = z
0
then z
0
is an isolated singularity of f. The singularity z
0
is called
(a) removable if there is a function g holomorphic in {z ∈ C : z −z
0
 < R} such that f = g in
{z ∈ C : 0 < z −z
0
 < R},
(b) a pole if lim
z→z
0
f(z) = ∞,
(c) essential if z
0
is neither removable nor a pole.
Example 9.2. The function
sin z
z
has a removable singularity at 0, as for z = 0
sin z
z
=
1
z
¸
k≥0
(−1)
k
(2k + 1)!
z
2k+1
=
¸
k≥0
(−1)
k
(2k + 1)!
z
2k
.
and the power series on the righthand side represents an entire function (you may meditate on the
fact why it has to be entire).
Example 9.3. The function
1
z
4
has a pole at 0, as
lim
z→0
1
z
4
= ∞.
93
CHAPTER 9. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM 94
Example 9.4. The function exp
1
z
does not have a removable singularity (consider, for example,
lim
x→0
+ exp
1
x
= ∞). On the other hand, exp
1
z
approaches 0 as z approaches 0 from the
negative real axis. Hence lim
z→0
exp
1
z
= ∞, that is, exp
1
z
has an essential singularity at 0.
To get a feel for the diﬀerent types of singularities, we start with the following results.
Proposition 9.5. Suppose z
0
is a isolated singularity of f. Then
(a) z
0
is removable if and only if lim
z→z
0
(z −z
0
) f(z) = 0;
(b) if z
0
is a pole then lim
z→z
0
(z −z
0
)
n+1
f(z) = 0 for some positive integer n.
Remark. The smallest possible n in (b) is the order of the pole. We will see in the proof that “near
the pole z
0
” we can write f(z) as
h(z)
(z−z
0
)
n
for some function h which is holomorphic (and not zero)
at z
0
. This is very similar to the game we played with zeros in Chapter 8: f has a zero of order (or
multiplicity) m at z
0
if we can write f(z) = (z − z
0
)
m
h(z), where h is holomorphic and not zero
at z
0
. We will make use of the notions of zeros and poles of certain orders quite extensively in this
chapter.
Proof. (a) Suppose z
0
is removable, and g is holomorphic on D
R
(z
0
), the open disk with radius R
centered at z
0
such that f = g for z = z
0
. Then we can make use of the fact that g is continuous
at z
0
:
lim
z→z
0
(z −z
0
) f(z) = lim
z→z
0
(z −z
0
) g(z) = g(z
0
) lim
z→z
0
(z −z
0
) = 0 .
Conversely, suppose that lim
z→z
0
(z −z
0
) f(z) = 0, and f is holomorphic on the punctured disk
ˆ
D
R
(z
0
) = D
R
(z
0
) \ {z
0
}. Then deﬁne
g(z) =
(z −z
0
)
2
f(z) if z = z
0
,
0 if z = z
0
.
Clearly g is holomorphic for z = z
0
, and it is also diﬀerentiable at z
0
, since we can calculate
g
(z
0
) = lim
z→z
0
g(z) −g(z
0
)
z −z
0
= lim
z→z
0
(z −z
0
)
2
f(z)
z −z
0
= lim
z→z
0
(z −z
0
)f(z) = 0
So g is holomorphic in D
R
(z
0
) with g(z
0
) = 0 and g
(z
0
) = 0, so it has a power series expansion
g(z) =
¸
k≥0
c
k
(z −z
0
)
k
with c
0
= c
1
= 0. Hence we can factor (z −z
0
)
2
from the series, so
g(z) = (z −z
0
)
2
¸
k≥0
c
k+2
(z −z
0
)
k
= (z −z
0
)
2
f(z).
Hence, for z = z
0
, f(z) =
¸
k≥0
c
k+2
(z − z
0
)
k
, and this series deﬁnes an holomorphic function in
D
R
(z
0
).
(b) Suppose that z
0
is a pole of f. Then there is some R > 0 so that f(z) > 1 in the punctured
disk
ˆ
D
R
(z
0
), and
lim
z→z
0
1
f(z)
= 0 .
CHAPTER 9. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM 95
So, if we deﬁne g(z) by
g(z) =
1
f(z)
if z ∈
ˆ
D
R
(z
0
),
0 if z = z
0
,
then g is holomorphic in D
R
(z
0
) (as in part (a)). By the classiﬁcation of zeros, g(z) = (z −z
0
)
n
φ(z)
where φ is holomorphic in D
R
(z
0
) and φ(z
0
) = 0. In fact, φ(z) = 0 for all z in D
R
(z
0
) since g(z) = 0
for z ∈
ˆ
D
R
(z
0
). Hence h =
1
φ
is an holomorphic function in D
R
(z
0
) and
f(z) =
1
g(z)
=
1
(z −z
0
)
n
φ(z)
=
h(z)
(z −z
0
)
n
.
But then, since h is continuous at z
0
,
lim
z→z
0
(z −z
0
)
n+1
f(z) = lim
z→z
0
(z −z
0
)h(z) = h(z
0
) lim
z→z
0
(z −z
0
) = 0 .
The reader might have noticed that the previous proposition did not include any result on
essential singularities. Not only does the next theorem make up for this but it also nicely illustrates
the strangeness of essential singularities. To appreciate the following result, we suggest meditating
about its statement for a couple of minutes over a good cup of coﬀee.
Theorem 9.6 (Casorati
1
Weierstraß). If z
0
is an essential singularity of f and D = {z ∈ C : 0 <
z − z
0
 < R} for some R > 0, then any w ∈ C is arbitrarily close to a point in f(D), that is, for
any w ∈ C and any > 0 there exists z ∈ D such that w −f(z) < .
Remarks. 1. In the language of topology, the CasoratiWeierstraß theorem says that the image of
any punctured disc centered at an essential singularity is dense in C.
2. There is a much stronger theorem, which is beyond the scope of this book, and which implies
the CasoratiWeierstraß theorem. It is due to Charles Emile Picard (1856–1941)
2
and says that the
image of any punctured disc centered at an essential singularity misses at most one point of C. (It
is worth meditating about coming up with examples of functions which do not miss any point in C
and functions which miss exactly one point. Try it!)
Proof. Suppose (by way of contradiction) that there is a w ∈ C and an > 0 such that for all z in
the punctured disc D (centered at z
0
)
w −f(z) ≥ .
Then the function g(z) =
1
(f(z)−w)
stays bounded as z →z
0
, and so
lim
z→z
0
(z −z
0
)g(z) = lim
z→z
0
z −z
0
f(z) −w
= 0 .
(The previous proposition tells us that g has a removable singularity at z
0
.) Hence
lim
z→z
0
f(z) −w
z −z
0
= ∞.
But this implies that f has a pole or a removable singularity at z
0
, which is a contradiction.
1
For more information about Felice Casorati (1835–1890), see
http://wwwgroups.dcs.stand.ac.uk/∼history/Biographies/Casorati.html.
2
For more information about Picard, see
http://wwwgroups.dcs.stand.ac.uk/∼history/Biographies/Picard Emile.html.
CHAPTER 9. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM 96
Deﬁnition 9.1 is not always handy. The following classiﬁes singularities according to their
Laurent series.
Proposition 9.7. Suppose z
0
is an isolated singularity of f with Laurent series
f(z) =
¸
k∈Z
c
k
(z −z
0
)
k
(valid in {z ∈ C : 0 < z −z
0
 < R} for some R > 0). Then
(a) z
0
is removable if and only if there are no negative exponents (that is, the Laurent series is a
power series);
(b) z
0
is a pole if and only if there are ﬁnitely many negative exponents;
(c) z
0
is essential if and only if there are inﬁnitely many negative exponents.
Proof. (a) Suppose z
0
is removable, and g is holomorphic on {z ∈ C : z −z
0
 < R} such that f = g
in {z ∈ C : 0 < z −z
0
 < R}. Then the Laurent series of g in this region is a power series, and by
Corollary 8.17 (uniqueness theorem for Laurent series) it has to coincide with the Laurent series of
f. Conversely, if the Laurent series of f at z
0
has only nonnegative powers, we can use it to deﬁne
a function which is holomorphic at z
0
.
(b) Suppose z
0
is a pole of order n. Then by Proposition 9.5, the function (z −z
0
)
n
f(z) has a
removable singularity at z
0
. By part (a), we can hence expand
(z −z
0
)
n
f(z) =
¸
k≥0
c
k
(z −z
0
)
k
,
that is,
f(z) =
¸
k≥0
c
k
(z −z
0
)
k−n
=
¸
k≥−n
c
k
(z −z
0
)
k
.
Conversely, suppose that
f(z) =
¸
k≥−n
c
k
(z −z
0
)
k
= (z −z
0
)
−n
¸
k≥−n
c
k
(z −z
0
)
k+n
= (z −z
0
)
−n
¸
k≥0
c
k−n
(z −z
0
)
k
,
where c
−n
= 0. Deﬁne
g(z) =
¸
k≥0
c
k−n
(z −z
0
)
k
.
Then since g(z
0
) = c
−n
= 0,
lim
z→z
0
f(z) = lim
z→z
0
g(z)
(z −z
0
)
n
= ∞.
(c) This follows by deﬁnition: an essential singularity is neither removable nor a pole.
CHAPTER 9. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM 97
9.2 Residues
Suppose z
0
is an isolated singularity of f, γ is a positively oriented, simple, closed, smooth path
around z
0
, which lies in the domain of the Laurent series of f at z
0
with domain a punctured
disk {z0 < z − z
0
 < R} for some radius R > 0. Then—essentially by Proposition 7.19—we can
integrate term by term:
γ
f =
γ
¸
k∈Z
c
k
(z −z
0
)
k
dz =
¸
k∈Z
c
k
γ
(z −z
0
)
k
dz .
The integrals inside the summation are easy: for nonnegative powers k the integral
γ
(z − z
0
)
k
is
0 (because (z − z
0
)
k
is entire), and the same holds for k ≤ −2 (because (z − z
0
)
k
has a primitive
on C \ {z
0
}, or alternatively because applying the change of variables w =
1
z−z
0
yields the integral
γ
w
−k−2
dw, where −k −2 ≥ 0). Finally, for k = −1, we can use Exercise 14 of Chapter 4. Because
all the other terms give a zero integral, c
−1
is the only term of the series which survives:
γ
f =
¸
k∈Z
c
k
γ
(z −z
0
)
k
dz = 2πi c
−1
.
(One might also notice that Theorem 8.16 gives the same identity.) Reason enough to give the
c
−1
coeﬃcient of a Laurent series a special name.
Deﬁnition 9.8. Suppose z
0
is an isolated singularity of f with Laurent series
¸
k∈Z
c
k
(z − z
0
)
k
in a punctured disk about z
0
. Then c
−1
is the residue of f at z
0
, denoted by Res
z=z
0
(f(z)) or
Res(f(z), z = z
0
).
The following theorem generalizes the discussion at the beginning of this section.
Theorem 9.9 (Residue Theorem). Suppose f is holomorphic in the region G, except for isolated
singularities, and γ is a positively oriented, simple, closed, smooth, Gcontractible curve which
avoids the singularities of f. Then
γ
f = 2πi
¸
k
Res
z=z
k
(f(z)) ,
where the sum is taken over all singularities z
k
inside γ.
Proof. Draw two circles around each isolated singularity inside γ, one with positive, and one with
negative orientation, as pictured in Figure 9.1. Each of these pairs cancel each other when we
integrate over them. Now connect the circles with negative orientation with γ. This gives a curve
which is contractible in the region of holomorphicity of f. But this means that we can replace
γ by the positively oriented circles; now all we need to do is described at the beginning of this
section.
Computing integrals is as easy (or hard!) as computing residues. The following two lemmas
start the range of tricks one can use when computing residues.
CHAPTER 9. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM 98
Figure 9.1: Proof of Theorem 9.9.
Lemma 9.10. Suppose f and g are holomorphic in a region containing z
0
, which is a zero of g of
multiplicity 1, and f(z
0
) = 0. Then
f
g
has a pole of order 1 at z
0
and
Res
z=z
0
f(z)
g(z)
=
f(z
0
)
g
(z
0
)
.
Proof. The functions f and g have power series centered at z
0
; the one for g has by assumption no
constant term:
g(z) =
¸
k≥1
c
k
(z −z
0
)
k
= (z −z
0
)
¸
k≥1
c
k
(z −z
0
)
k−1
.
The series on the right represents an holomorphic function, call it h; note that h(z
0
) = c
1
= 0.
Hence
f(z)
g(z)
=
f(z)
(z −z
0
)h(z)
,
and the function
f
h
is holomorphic at z
0
. Even more, the residue of
f
g
equals the constant term of
the power series of
f
h
(that’s how we get the (−1)st term of
f
g
). But this constant term is computed,
as always, by
f(z
0
)
h(z
0
)
. But h(z
0
), in turn, is the constant term of h or the second term of g, which by
Taylor’s formula (Corollary 8.3) equals g
(z
0
).
Lemma 9.11. Suppose z
0
is a pole of f of order n. Then
Res
z=z
0
(f(z)) =
1
(n −1)!
lim
z→z
0
d
n−1
dz
n−1
(z −z
0
)
n
f(z)
.
CHAPTER 9. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM 99
Proof. We know by Proposition 9.7 that the Laurent series at z
0
looks like
f(z) =
¸
k≥−n
c
k
(z −z
0
)
k
.
But then
(z −z
0
)
n
f(z) =
¸
k≥−n
c
k
(z −z
0
)
k+n
represents a power series, and we can use Taylor’s formula (Corollary 8.3) to compute c
−1
.
9.3 Argument Principle and Rouch´e’s Theorem
There are many situations where we want to restrict ourselves to functions which are holomorphic
in some region except possibly for poles. Such functions are called meromorphic. In this section,
we will study these functions, especially with respect to their zeros and poles, which—as the reader
might have guessed already—can be thought of as siblings.
Suppose we have a diﬀerentiable function f. Diﬀerentiating Log f (where Log is a branch of the
logarithm) gives
f
f
, which is one good reason why this quotient is called the logarithmic derivative
of f. It has some remarkable properties, one of which we would like to discuss here.
Let’s say we have two functions f and g holomorphic in some region. Then the logarithmic
derivative of their product behaves very nicely:
(fg)
fg
=
f
g +fg
fg
=
f
f
+
g
g
.
We can apply this fact to the following situation: Suppose that f is holomorphic on the region G,
and f has the (ﬁnitely many) zeros z
1
, . . . , z
j
of order n
1
, . . . , n
j
, respectively. Then we can express
f as
f(z) = (z −z
1
)
n
1
· · · (z −z
j
)
n
j
g(z) ,
where g is also holomorphic in G and never zero. Let’s compute the logarithmic derivative of f
and play the same remarkable cancellation game as above:
f
(z)
f(z)
=
n
1
(z −z
1
)
n
1
−1
(z −z
2
)
n
2
· · · (z −z
j
)
n
j
g(z) +· · · + (z −z
1
)
n
1
· · · (z −z
j
)
n
j
g
(z)
(z −z
1
)
n
1
· · · (z −z
j
)
n
j
g(z)
=
n
1
z −z
1
+
n
2
z −z
2
+. . .
n
j
z −z
j
+
g
(z)
g(z)
.
Something similar happens to the poles of f. We invite the reader to prove that if p
1
, . . . , p
k
are
all the poles of f in G with order m
1
, . . . , m
k
, respectively, then the logarithmic derivative of f can
be expressed as
f
(z)
f(z)
= −
m
1
z −p
1
−
m
2
z −p
2
−· · · −
m
k
z −p
k
+
g
(z)
g(z)
, (9.1)
where g is a function without poles in G. Naturally, we can combine the expressions we got for
zeros and poles, which is the starting point of the following theorem.
CHAPTER 9. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM 100
Theorem 9.12 (Argument Principle). Suppose f is meromorphic in the region G and γ is a
positively oriented, simple, closed, smooth, Gcontractible curve, which does not pass through any
zero or pole of f. Denote by Z(f, γ) the number of zeros of f inside γ—counted according to
multiplicity—and by P(f, γ) the number of poles of f inside γ, again counted according to order.
Then
1
2πi
γ
f
f
= Z(f, γ) −P(f, γ) .
Proof. Suppose the zeros of f inside γ are z
1
, . . . , z
j
of multiplicity n
1
, . . . , n
j
, respectively, and
the poles inside γ are p
1
, . . . , p
k
with order m
1
, . . . , m
k
, respectively. (You may meditate about the
fact why there can only be ﬁnitely many zeros and poles inside γ.) In fact, we may shrink G, if
necessary, so that these are the only zeros and poles in G. Our discussion before the statement of
the theorem yielded that the logarithmic derivative of f can be expressed as
f
(z)
f(z)
=
n
1
z −z
1
+· · · +
n
j
z −z
j
−
m
1
z −p
1
−· · · −
m
k
z −p
k
+
g
(z)
g(z)
,
where g is a function which is holomorphic in G (in particular, without poles) and never zero.
Thanks to Exercise 14 of Chapter 4, the integral is easy:
γ
f
f
= n
1
γ
dz
z −z
1
+ · · · + n
j
γ
dz
z −z
j
− m
1
γ
dz
z −p
1
− · · · − m
k
γ
dz
z −p
k
+
γ
g
g
= 2πi (n
1
+· · · +n
j
−m
1
−· · · −m
k
) +
γ
g
g
.
Finally,
g
g
is holomorphic in G (recall that g is never zero in G), so that Corollary 4.7 (to Cauchy’s
Theorem 4.6) gives that
γ
g
g
= 0 .
As a nice application of the argument principle, we present a famous theorem due to Eugene
Rouch´e (1832–1910)
3
.
Theorem 9.13 (Rouch´e’s Theorem). Suppose f and g are holomorphic in a region G, and γ is
a positively oriented, simple, closed, smooth, Gcontractible curve such that for all z ∈ γ, f(z) >
g(z). Then
Z(f +g, γ) = Z(f, γ) .
This theorem is of surprising practicality. It allows us to locate the zeros of a function fairly
precisely. As an illustration, we prove:
Example 9.14. All the roots of the polynomial p(z) = z
5
+ z
4
+ z
3
+ z
2
+ z + 1 have absolute
value less than two.
4
To see this, let f(z) = z
5
and g(z) = z
4
+ z
3
+ z
2
+ z + 1, and let γ denote
3
For more information about Rouch´e, see
http://wwwgroups.dcs.stand.ac.uk/∼history/Biographies/Rouche.html.
4
The fundamental theorem of algebra (Theorem 5.7) asserts that p has ﬁve roots in C. What’s special about the
statement of Example 9.14 is that they all have absolute value < 2. Note also that there is no general formula for
computing roots of a polynomial of degree 5. (Although for this p it’s not hard to ﬁnd one root—and therefore all of
them.)
CHAPTER 9. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM 101
the circle centered at the origin with radius 2. Then for z ∈ γ
g(z) ≤ z
4
+z
3
+z
2
+z + 1 = 16 + 8 + 4 + 2 + 1 = 31 < 32 = z
5
= f(z) .
So g and f satisfy the condition of the Theorem 9.13. But f has just a root of order 5 at the origin,
whence
Z(p, γ) = Z(f +g, γ) = Z(f, γ) = 5 .
Proof of Theorem 9.13. By our analysis in the beginning of this section and by the argument prin
ciple (Theorem 9.12)
Z(f +g, γ) =
1
2πi
γ
(f +g)
f +g
=
1
2πi
γ
f
1 +
g
f
f
1 +
g
f
=
1
2πi
γ
¸
¸
f
f
+
1 +
g
f
1 +
g
f
¸
= Z(f, γ) +
1
2πi
γ
1 +
g
f
1 +
g
f
.
We are assuming that
g
f
< 1 on γ, which means that the function 1 +
g
f
evaluated on γ stays
away from the nonpositive real axis. But then Log
1 +
g
f
is a well deﬁned holomorphic function
on γ. Its derivative is
1 +
g
f
1 +
g
f
, which implies by Corollary 5.19 that
1
2πi
γ
1 +
g
f
1 +
g
f
= 0 .
Exercises
1. Prove (9.1).
2. Suppose that f(z) has a zero of multiplicity m at a. Explain why
1
f(z)
has a pole of order m
at a.
3. Find the poles of the following, and determine their orders:
(a) (z
2
+ 1)
−3
(z −1)
−4
.
(b) z cot(z).
(c) z
−5
sin(z).
(d)
1
1−e
z
.
(e)
z
1−e
z
.
4. Show that if f has an essential singularity at z
0
then
1
f
also has an essential singularity at z
0
.
5. Suppose f is a nonconstant entire function. Prove that any complex number is arbitrarily
close to a number in f(C). (Hint: If f is not a polynomial, use Theorem 9.6 for f
1
z
.)
CHAPTER 9. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM 102
6. Suppose f is meromorphic in the region G, g is holomorphic in G, and γ is a positively
oriented, simple, closed, Gcontractible curve, which does not pass through any zero or pole
of f. Denote the zeros and poles of f inside γ by z
1
, . . . , z
j
and p
1
, . . . , p
k
, respectively,
counted according to multiplicity. Prove that
1
2πi
γ
g
f
f
=
j
¸
m=1
g(z
m
) −
k
¸
n=1
g(p
n
) .
7. Find the number of zeros of
(a) 3 exp z −z in {z ∈ C : z ≤ 1} ;
(b)
1
3
exp z −z in {z ∈ C : z ≤ 1} ;
(c) z
4
−5z + 1 in {z ∈ C : 1 ≤ z ≤ 2} .
8. Give another proof of the fundamental theorem of algebra (Theorem 5.7), using Rouch´e’s
Theorem 9.13. (Hint: If p(z) = a
n
z
n
+ a
n−1
z
n−1
+ · · · + a
1
z + 1, let f(z) = a
n
z
n
and
g(z) = a
n−1
z
n−1
+ a
n−2
z
n−2
+ · · · + a
1
z + 1, and choose as γ a circle which is large enough
to make the condition of Rouch´e’s theorem work. You might want to ﬁrst apply Lemma 5.6
to g(z).)
9. (a) Find a Laurent series for
1
(z
2
−4)(z−2)
centered at z = 2 and specify the region in which
it converges.
(b) Compute
γ
dz
(z
2
−4)(z−2)
, where γ is the positively oriented circle centered at 2 of radius 1.
10. Evaluate the following integrals for γ(t) = 3 e
it
, 0 ≤ t ≤ 2π.
(a)
γ
cot z dz
(b)
γ
z
3
cos
3
z
dz
(c)
γ
dz
(z + 4)(z
2
+ 1)
(d)
γ
z
2
exp
1
z
dz
(e)
γ
exp z
sinh z
dz
(f)
γ
i
z+4
(z
2
+ 16)
2
dz
11. (a) Find the power series of exp z centered at z = −1.
(b) Find
γ
exp z
(z+1)
34
dz, where γ is the circle z + 2 = 2, positively oriented.
12. Suppose f has a simple pole (i.e., a pole of order 1) at z
0
and g is holomorphic at z
0
. Prove
that
Res
z=z
0
f(z)g(z)
= g(z
0
) · Res
z=z
0
f(z)
.
CHAPTER 9. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM 103
13. Find the residue of each function at 0:
(a) z
−3
cos(z).
(b) csc(z).
(c)
z
2
+ 4z + 5
z
2
+z
.
(d) e
1−
1
z
.
(e)
e
4z
−1
sin
2
z
.
14. Use residues to evaluate the following:
(a)
γ
dz
z
4
+ 4
, where γ is the circle z + 1 −i = 1.
(b)
γ
dz
z(z
2
+z −2)
, where γ is the circle z −i = 2.
(c)
γ
e
z
dz
z
3
+z
, where γ is the circle z = 2.
(d)
γ
dz
z
2
sin z
, where γ is the circle z = 1.
15. Suppose f has an isolated singularity at z
0
.
(a) Show that f
also has an isolated singularity at z
0
.
(b) Find Res
z=z
0
(f
).
16. Given R > 0, let γ
R
be the half circle deﬁned by γ
R
(t) = Re
it
, 0 ≤ t ≤ π, and Γ
R
be the
closed curve composed of γ
R
and the line segment [−R, R].
(a) Compute
Γ
R
dz
(1+z
2
)
2
.
(b) Prove that lim
R→∞
γ
R
dz
(1+z
2
)
2
= 0 .
(c) Combine (a) and (b) to evaluate the real integral
∞
−∞
dx
(1+x
2
)
2
.
17. Suppose f is entire, and a, b ∈ C with a, b < R. Let γ be the circle centered at 0 with
radius R. Evaluate
γ
f(z)
(z −a)(z −b)
dz ,
and use this to give an alternate proof of Liouville’s Theorem 5.9. (Hint: Show that if f is
bounded then the above integral goes to zero as R increases.)
Chapter 10
Discrete Applications of the Residue
Theorem
All means (even continuous) sanctify the discrete end.
Doron Zeilberger
On the surface, this chapter is just a collection of exercises. They are more involved than any of
the ones we’ve given so far at the end of each chapter, which is one reason why we lead the reader
through each of the following ones step by step. On the other hand, these sections should really
be thought of as a continuation of the lecture notes, just in a diﬀerent format. All of the following
‘problems’ are of a discrete mathematical nature, and we invite the reader to solve them using
continuous methods—namely, complex integration. It might be that there is no other result which
so intimately combines discrete and continuous mathematics as does the Residue Theorem 9.9.
10.1 Inﬁnite Sums
In this exercise, we evaluate—as an example—the sums
¸
k≥1
1
k
2
and
¸
k≥1
(−1)
k
k
2
. We hope the
idea how to compute such sums in general will become clear.
1. Consider the function f(z) =
π cot(πz)
z
2
. Compute the residues at all the singularities of f.
2. Let N be a positive integer and γ
N
be the rectangular curve from N+1/2−iN to N+1/2+iN
to −N −1/2 +iN to −N −1/2 −iN back to N + 1/2 −iN.
(a) Show that for all z ∈ γ
N
,  cot(πz) < 2. (Use Exercise 31 in Chapter 3.)
(b) Show that lim
N→∞
γ
N
f = 0.
3. Use the Residue Theorem 9.9 to arrive at an identity for
¸
k∈Z\{0}
1
k
2
.
4. Evaluate
¸
k≥1
1
k
2
.
5. Repeat the exercise with the function f(z) =
π
z
2
sin(πz)
to arrive at an evaluation of
¸
k≥1
(−1)
k
k
2
.
104
CHAPTER 10. DISCRETE APPLICATIONS OF THE RESIDUE THEOREM 105
(Hint: To bound this function, you may use the fact that 1/ sin
2
z = 1 + cot
2
z.)
6. Evaluate
¸
k≥1
1
k
4
and
¸
k≥1
(−1)
k
k
4
.
10.2 Binomial Coeﬃcients
The binomial coeﬃcient
n
k
is a natural candidate for being explored analytically, as the binomial
theorem
1
tells us that
n
k
is the coeﬃcient of z
k
in (1 +z)
n
. As an example, we outline a proof of
the identity (for −1/4 < x < 1/4)
¸
k≥0
2k
k
x
k
=
1
√
1 −4x
.
1. Convince yourself that
2k
k
=
1
2πi
γ
(1 +w)
2k
w
k+1
dw,
where γ is any simple closed curve such that 0 is inside γ.
2. Suppose x < 1/4. Find a simple closed curve γ surrounding the origin such that
¸
k≥0
(1 +w)
2
w
x
k
converges uniformly on γ (as a function in w). Evaluate this sum.
3. Convince yourself that
¸
k≥0
2k
k
x
k
=
1
2πi
¸
k≥0
γ
(1 +w)
2k
w
k
x
k
dw
w
,
use 2. to interchange summation and integral, and use the Residue Theorem 9.9 to evaluate
the integral.
10.3 Fibonacci Numbers
The Fibonacci
2
numbers are a sequence of integers deﬁned recursively as:
f
0
= 1,
f
1
= 1,
f
n
= f
n−1
+f
n−2
for n ≥ 2.
Let F(z) =
¸
k≥0
f
n
z
n
.
1
The binomial theorem says that for x, y ∈ C and n ∈ N, (x + y)
n
=
n
k=0
n
k
x
k
y
n−k
.
2
For more information about Leonardo Pisano Fibonacci (1170–1250), see
http://wwwgroups.dcs.stand.ac.uk/∼history/Biographies/Fibonacci.html.
CHAPTER 10. DISCRETE APPLICATIONS OF THE RESIDUE THEOREM 106
1. Show that F has a positive radius of convergence.
2. Show that the recurrence relation among the f
n
implies that F(z) =
1
1−z−z
2
. (Hint: Write
down the power series of zF(z) and z
2
F(z) and rearrange both so that you can easily add.)
3. Verify that Res
z=0
1
z
n+1
(1−z−z
2
)
= f
n
.
4. Use the Residue Theorem 9.9 to derive an identity for f
n
. (Hint: Integrate
1
z
n+1
(1−z−z
2
)
around a circle with center 0 and radius R, and show that this integral vanishes as R →∞.)
5. Generalize to other recurrence relations.
10.4 The ‘CoinExchange Problem’
In this exercise, we will solve and extend a classical problem of Ferdinand Georg Frobenius (1849–
1917)
3
. Suppose a and b are relatively prime
4
positive integers, and t is a positive integer. Consider
the function
f(z) =
1
(1 −z
a
) (1 −z
b
) z
t+1
.
1. Compute the residues at all nonzero poles of f.
2. Verify that Res
z=0
(f) = N(t), where
N(t) = #{(m, n) ∈ Z : m, n ≥ 0, ma +nb = t} .
3. Use the Residue Theorem 9.9 to derive an identity for N(t). (Hint: Integrate f around a
circle with center 0 and radius R, and show that this integral vanishes as R →∞.)
4. Use the following three steps to simplify this identity to
N(t) =
t
ab
−
b
−1
t
a
−
a
−1
t
b
+ 1 .
Here, {x} denotes the fractional part
5
of x, and a
−1
a ≡ 1 (mod b)
6
, and b
−1
b ≡ 1 (mod a).
(a) Verify that for b = 1,
N(t) = #{(m, n) ∈ Z : m, n ≥ 0, ma +n = t} = #{m ∈ Z : m ≥ 0, ma ≤ t}
= #
¸
0,
t
a
∩ Z
=
t
a
−
t
a
+ 1 .
3
For more information about Frobenius, see
http://wwwgroups.dcs.stand.ac.uk/∼history/Biographies/Frobenius.html.
4
this means that the integers don’t have any common factor
5
The fractional part of a real number x is, loosely speaking, the “part after the decimal point.” More thoroughly,
the greatest integer function of x, denoted by x, is the greatest integer not exceeding x. The fractional part is then
{x} = x − x.
6
This means that a
−1
is an integer such that a
−1
a = 1 + kb for some k ∈ Z.
CHAPTER 10. DISCRETE APPLICATIONS OF THE RESIDUE THEOREM 107
(b) Use this together with the identity found in 3. to obtain
1
a
a−1
¸
k=1
1
(1 −e
2πik/a
)e
2πikt/a
= −
t
a
+
1
2
−
1
2a
.
(c) Verify that
a−1
¸
k=1
1
(1 −e
2πikb/a
)e
2πikt/a
=
a−1
¸
k=1
1
(1 −e
2πik/a
)e
2πikb
−1
t/a
.
5. Prove that N(ab −a −b) = 0, and N(t) > 0 for all t > ab −a −b.
6. More generally, prove that, if k is a nonnegative integer, N ((k + 1)ab −a −b) = k, and
N(t) > k for all t > (k + 1)ab −a −b.
Historical remark. Given relatively prime positive integers a
1
, . . . , a
n
, let’s call an integer t repre
sentable if there exist nonnegative integers m
1
, . . . , m
n
such that
t =
n
¸
j=1
m
j
a
j
.
In the late 19th century, Frobenius raised the problem of ﬁnding the largest integer which is
not representable. We call this largest integer the Frobenius number g(a
1
, . . . , a
n
). It is well
known (probably at least since the 1880’s, when James Joseph Sylvester (1814–1897)
7
studied the
Frobenius problem) that g(a
1
, a
2
) = a
1
a
2
− a
1
− a
2
. We veriﬁed this result in 5. For n > 2, there
is no known closed formula for g(a
1
, . . . , a
n
). The formula in 4. is due to Popoviciu. The notion of
an integer being representable k times and the respective formula obtained in 6. can only be found
in the most recent literature.
10.5 Dedekind sums
This exercise outlines yet another nontraditional application of the Residue Theorem 9.9. Given
two positive, relatively prime integers a and b, let
f(z) = cot(πaz) cot(πbz) cot(πz) .
1. Choose an > 0 such that the rectangular path γ
R
from 1 − −iR to 1 − +iR to − +iR
to − −iR back to 1 − −iR does not pass through any of the poles of f.
(a) Compute the residues for the poles of f inside γ
R
.
Hint: use the periodicity of the cotangent and the fact that
cot z =
1
z
−
1
3
z + higherorder terms .
7
For more information about Sylvester, see
http://wwwgroups.dcs.stand.ac.uk/∼history/Biographies/Sylvester.html.
CHAPTER 10. DISCRETE APPLICATIONS OF THE RESIDUE THEOREM 108
(b) Prove that lim
R→∞
γ
R
f = −2i and deduce that for any R > 0
γ
R
f = −2i .
2. Deﬁne
s(a, b) =
1
4b
b−1
¸
k=1
cot
πka
b
cot
πk
b
. (10.1)
Use the Residue Theorem 9.9 to show that
s(a, b) +s(b, a) = −
1
4
+
1
12
a
b
+
1
ab
+
b
a
. (10.2)
3. Can you generalize (10.1) and (10.2)?
Historical remark. The sum (10.1) is called a Dedekind
8
sum. It ﬁrst appeared in the study of the
Dedekind ηfunction
η(z) = exp
πiz
12
¸
k≥1
(1 −exp(2πikz))
in the 1870’s and has since intrigued mathematicians from such diﬀerent areas as topology, number
theory, and discrete geometry. The reciprocity law (10.2) is the most important and famous identity
of the Dedekind sum. The proof that is outlined here is due to Hans Rademacher (1892–1969)
9
.
8
For more information about Julius Wilhelm Richard Dedekind (1831–1916), see
http://wwwgroups.dcs.stand.ac.uk/∼history/Biographies/Dedekind.html.
9
For more information about Rademacher, see
http://wwwgroups.dcs.stand.ac.uk/∼history/Biographies/Rademacher.html.
Solutions to Selected Exercises
Chapter 1
2. (b)
19
25
−
8
25
i
(c) 1
(d) 1 if n = 4k, k ∈ Z; i if n = 1 + 4k, k ∈ Z; −1 if n = 2 + 4k, k ∈ Z; −i if n = 3 + 4k, k ∈ Z.
3. (a)
√
5, −2 −i
(b) 5
√
5, 5 −10i
(c)
10
11
,
3
1
1(
√
2 −1) +
i
11
(
√
2 + 9)
(d) 8, 8i
4. (a) 2e
i
π
2
(b)
√
2e
i
π
4
(c) 2
√
3e
i
5π
6
5. (a) −1 +i
(b) 34i
(c) −1
9. (a) z = e
i
π
3
k
, k = 0, 1, . . . , 5
(b) z = 2e
i
π
4
+
π
2
k
, k = 0, 1, 2, 3
12. z = e
i
π
4
−1 and z = e
i
5π
4
−1
Chapter 2
2. (a) 0
(b) 1 +i
10. (a) diﬀerentiable and holomorphic in C with derivative −e
−x
e
−iy
(b) nowhere diﬀerentiable or holomorphic
(c) diﬀerentiable on {x +iy ∈ C : x = y} with derivative 2x, nowhere holomorphic
(d) nowhere diﬀerentiable or holomorphic
(e) diﬀerentiable and holomorphic in C with derivative −sin xcosh y −i cos xsinh y
(f) diﬀerentiable at 0 with derivative 0, nowhere holomorphic
(g) diﬀerentiable at 0 with derivative 0, nowhere holomorphic
(h) diﬀerentiable at 0 with derivative 0, nowhere holomorphic
(i) diﬀerentiable and holomorphic in C with derivative 2(z −z)
Chapter 3
37. (a) diﬀerentiable at 0, nowhere holomorphic
109
SOLUTIONS TO SELECTED EXERCISES 110
(b) diﬀerentiable and holomorphic on C \
−1, e
i
π
3
, e
−i
π
3
¸
(c) diﬀerentiable and holomorphic on C \ {x +iy ∈ C : x ≥ −1, y = 2}
(d) nowhere diﬀerentiable or holomorphic
(e) diﬀerentiable and holomorphic on C \ {x +iy ∈ C : x ≤ 3, y = 0}
(f) diﬀerentiable and holomorphic in C (i.e. entire)
38. (a) z = i
(b) There is no solution.
(c) z = ln π +i
π
2
+ 2πk
, k ∈ Z
(d) z =
π
2
+ 2πk ±4i, k ∈ Z
(e) z =
π
2
+πk, k ∈ Z
(f) z = πk, k ∈ Z
(g) z = 2i
41. f
(z) = c z
c−1
Chapter 4
2. −2πi
3. (a) 8πi
(b) 0
(c) 0
(d) 0
20. 0
22.
2π
√
3
29 0 for r < a; 2πi for r > a
30 0 for r = 1; −
πi
3
for r = 3; 0 for r = 5
Chapter 5
3. (a) 0
(b) 2πi
(c) 0
(d) πi
(e) 0
(f) 0
8. Any simply connected set which does not contain the origin, for example, C \ (−∞, 0].
Chapter 7
1. (a) divergent
(b) convergent (limit 0)
(c) divergent
(d) convergent (limit 2 −
i
2
)
(e) convergent (limit 0)
23. (a)
¸
k≥0
(−4)
k
z
k
(b)
¸
k≥0
1
3·6
k
z
k
SOLUTIONS TO SELECTED EXERCISES 111
26. (a)
¸
k≥0
(−1)
k
(z −1)
k
(b)
¸
k≥1
(−1)
k−1
k
(z −1)
k
29. (a) ∞ if a < 1, 1 if a = 1, and 0 if a > 1.
(b) 1
(c) 1 (careful reasoning!)
(d) 1 (careful reasoning!)
Chapter 8
1. (a) {z ∈ C : z < 1}, {z ∈ C : z ≤ r} for any r < 1
(b) C, {z ∈ C : z ≤ r} for any r
(c) {z ∈ C : z −3 > 1}, {z ∈ C : r ≤ z −3 ≤ R} for any 1 < r ≤ R
3.
¸
k≥0
e
k!
(z −1)
k
10. The maximum is 3 (attained at z = ±i), and the minimum is 1 (attained at z = ±1).
12. One Laurent series is
¸
k≥0
(−2)
k
(z −1)
−k−2
, converging for z −1 > 2.
13. One Laurent series is
¸
k≥0
(−2)
k
(z −2)
−k−3
, converging for z −2 > 2.
14. One Laurent series is −3(z + 1)
−1
+ 1, converging for z = −1.
15.
1
sin z
= z
−1
+
1
6
z +
7
360
z
3
+. . .
20. (a)
¸
k≥0
(−1)
k
(2k)!
z
2k−2
Chapter 9
7. (a) 0
(b) 1
(c) 4
9. (a) One Laurent series is
¸
k≥−2
(−1)
k
4
k+3
(z −2)
k
, converging for 0 < z −2 < 4.
(b) −
πi
8
10. (a) 2πi
(b)
27πi
4
(c) −
2πi
1
7
(d)
πi
3
(e) 2πi
(f) 0
11. (a)
¸
k≥0
1
e k!
(z + 1)
k
(b)
2πi
e 33!
16. (c)
π
2
Index
absolute convergence, 71
absolute value, 3
addition, 2
antiderivative, 58
Arg, 36
arg, 36
argument, 3
axis
imaginary, 3
real, 3
bijection, 18
binomial coeﬃcient, 105
boundary, 66
branch of the logarithm, 36
CasoratiWeierstraß theorem, 95
Cauchy’s estimate, 85
Cauchy’s integral formula, 47, 51
extensions of, 53, 84
Cauchy’s theorem, 45
Cauchy–Riemann equations, 18
chain rule, 17
closed
algebraically, 56
curve, 8
closed set, 7
coﬀee, 95
conjugate, 5
connected, 8
continuous, 15
contractible, 46
convergent
sequence, 68
series, 70
cosine, 34
cotangent, 34
curve, 8
closed, 45
Dedekind sum, 107
dense, 95
derivative, 16
diﬀerence quotient, 16
diﬀerentiable, 16
diﬀerentiation rule, 18
dilation, 26
Dirichlet problem, 67
distance
of numbers, 4, 7
divergent, 68
domain, 14
double series, 87
e, 37
embedding of R in C, 2
entire, 16, 57, 61
essential singularity, 93
exponential function, 33
exponential rules, 33
Fibonacci numbers, 105
ﬁeld, 2
Frobenius problem, 106
function, 14
fundamental theorem
of algebra, 56, 91, 100, 102
of calculus, 10, 58
geometric series, 75
group, 2
abelian, 2
harmonic, 19, 63
harmonic conjugate, 64
holomorphic, 16
homotopic, 45
112
INDEX 113
homotopy, 45
hyperbolic trig functions, 35
i, 3
identity map, 14
image, 14
imaginary part, 3
integral, 42
integration by parts, 51
inverse function, 18
inversion, 26
isolated singularity, 93
Laplace equation, 63
Laurent series, 88
Leibniz’s rule, 10
length, 43
limit
of a function, 14, 16
of a sequence, 68
of a series, 70
linear fractional transformation, 25
Log, 36
log, 36
logarithm, 36
logarithmic derivative, 99
max/min property for harmonic functions, 65,
87
maximum
strong relative, 65
weak relative, 66, 87
maximummodulus theorem, 87
meanvalue theorem
for harmonic functions, 65
for holomorphic functions, 49
for real functions, 10
meromorphic, 99
minimum
strong relative, 65
weak relative, 87
minimummodulus theorem, 90
M¨obius transformation, 25
modulus, 3
Morera’s theorem, 59
multiplication, 2
obvious, 14, 25
onetoone, 18
onto, 18
open set, 7
order
of a pole, 94
parametrization, 42
path, 8
path independent, 60
periodic, 34
Picard’s theorem, 95
piecewise smooth, 42
pointwise convergence, 72
polar form, 5
pole, 93
polynomial, 12, 23, 56, 61
power series, 75
diﬀerentiation of, 82
integration of, 76
principal argument, 36
principal logarithm, 36
principal value of a
b
, 37
real part, 3
rectangular form, 5
region, 8
region of convergence, 75
removable singularity, 93
residue, 97
residue theorem, 97
reverse triangle inequality, 12
Rouch´e’s theorem, 100
separated, 8
sequence, 68
series, 70
simple closed curve, 8
sine, 34
singularity, 93
smooth, 8
tangent, 34
Taylor series expansion, 83
topology, 7
translation, 26
INDEX 114
triangle inequality, 6
trigonometric functions, 34
trivial, 15
uniform convergence, 72
uniqueness theorem, 86
Weierstraß Mtest, 74
Weierstraß convergence theorem, 90
2
These are the lecture notes of a onesemester undergraduate course which we have taught several times at Binghamton University (SUNY) and San Francisco State University. For many of our students, complex analysis is their ﬁrst rigorous analysis (if not mathematics) class they take, and these notes reﬂect this very much. We tried to rely on as few concepts from real analysis as possible. In particular, series and sequences are treated “from scratch.” This also has the (maybe disadvantageous) consequence that power series are introduced very late in the course. We thank our students who made many suggestions for and found errors in the text. Special thanks go to Joshua Palmatier, Collin Bleak and Sharma Pallekonda at Binghamton University (SUNY) for comments after teaching from this book.
Contents
1 Complex Numbers 1.0 Introduction . . . . . . . . . . . . . 1.1 Deﬁnition and Algebraic Properties 1.2 Geometric Properties . . . . . . . . 1.3 Elementary Topology of the Plane 1.4 Theorems from Calculus . . . . . . Exercises . . . . . . . . . . . . . . . . . 1 1 1 3 7 9 10 14 14 16 18 21 22 25 25 28 31 33 36 37 42 42 45 47 49 53 53 55 58 60
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2 Diﬀerentiation 2.1 First Steps . . . . . . . . . . . . . . 2.2 Diﬀerentiability and Holomorphicity 2.3 The Cauchy–Riemann Equations . . 2.4 Constant Functions . . . . . . . . . . Exercises . . . . . . . . . . . . . . . . . .
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3 Examples of Functions 3.1 M¨bius Transformations . . . . . . . . . . . o 3.2 Inﬁnity and the Cross Ratio . . . . . . . . . 3.3 Stereographic Projection . . . . . . . . . . . 3.4 Exponential and Trigonometric Functions . 3.5 The Logarithm and Complex Exponentials Exercises . . . . . . . . . . . . . . . . . . . . . . 4 Integration 4.1 Deﬁnition and Basic Properties 4.2 Cauchy’s Theorem . . . . . . . 4.3 Cauchy’s Integral Formula . . . Exercises . . . . . . . . . . . . . . .
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5 Consequences of Cauchy’s Theorem 5.1 Extensions of Cauchy’s Formula . . . . 5.2 Taking Cauchy’s Formula to the Limit 5.3 Antiderivatives . . . . . . . . . . . . . Exercises . . . . . . . . . . . . . . . . . . .
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3
CONTENTS 6 Harmonic Functions 6.1 Deﬁnition and Basic Properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6.2 MeanValue and Maximum/Minimum Principle . . . . . . . . . . . . . . . . . . . . . Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7 Power Series 7.1 Sequences and Completeness . . . 7.2 Series . . . . . . . . . . . . . . . . 7.3 Sequences and Series of Functions 7.4 Region of Convergence . . . . . . . Exercises . . . . . . . . . . . . . . . . .
4 63 63 65 67 68 68 70 72 75 78 82 82 85 87 90 93 93 97 99 101 104 104 105 105 106 107 109 112
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8 Taylor and Laurent Series 8.1 Power Series and Holomorphic Functions . . . . . 8.2 Classiﬁcation of Zeros and the Identity Principle 8.3 Laurent Series . . . . . . . . . . . . . . . . . . . . Exercises . . . . . . . . . . . . . . . . . . . . . . . . . 9 Isolated Singularities and the Residue Theorem 9.1 Classiﬁcation of Singularities . . . . . . . . . . . 9.2 Residues . . . . . . . . . . . . . . . . . . . . . . . 9.3 Argument Principle and Rouch´’s Theorem . . . e Exercises . . . . . . . . . . . . . . . . . . . . . . . . . 10 Discrete Applications of the Residue 10.1 Inﬁnite Sums . . . . . . . . . . . . . 10.2 Binomial Coeﬃcients . . . . . . . . . 10.3 Fibonacci Numbers . . . . . . . . . . 10.4 The ‘CoinExchange Problem’ . . . . 10.5 Dedekind sums . . . . . . . . . . . . Solutions to Selected Exercises Index Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
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Chapter 1
Complex Numbers
Die ganzen Zahlen hat der liebe Gott geschaﬀen, alles andere ist Menschenwerk. (God created the integers, everything else is made by humans.) Leopold Kronecker (1823–1891)
1.0
Introduction
The real numbers have nice properties. There are operations such as addition, subtraction, multiplication as well as division by any real number except zero. There are useful laws that govern these operations such as the commutative and distributive laws. You can also take limits and do calculus. But you cannot take the square root of −1. Equivalently, you cannot ﬁnd a root of the equation x2 + 1 = 0. (1.1) Most of you have heard that there is a “new” number i that is a root of the Equation (1.1). That is, i2 + 1 = 0 or i2 = −1. We will show that when the real numbers are enlarged to a new system called the complex numbers that includes i, not only do we gain a number with interesting properties, but we do not lose any of the nice properties that we had before. Speciﬁcally, the complex numbers, like the real numbers, will have the operations of addition, subtraction, multiplication as well as division by any complex number except zero. These operations will follow all the laws that we are used to such as the commutative and distributive laws. We will also be able to take limits and do calculus. And, there will be a root of Equation (1.1). In the next section we show exactly how the complex numbers are set up and in the rest of this chapter we will explore the properties of the complex numbers. These properties will be both algebraic properties (such as the commutative and distributive properties mentioned already) and also geometric properties. You will see, for example, that multiplication can be described geometrically. In the rest of the book, the calculus of complex numbers will be built on the propeties that we develop in this chapter.
1.1
Deﬁnition and Algebraic Properties
C = {(x, y) : x, y ∈ R} , 1
The complex numbers can be deﬁned as pairs of real numbers,
CHAPTER 1. COMPLEX NUMBERS equipped with the addition (x, y) + (a, b) = (x + a, y + b) and the multiplication (x, y) · (a, b) = (xa − yb, xb + ya) .
2
One reason to believe that the deﬁnitions of these binary operations are “good” is that C is an extension of R, in the sense that the complex numbers of the form (x, 0) behave just like real numbers; that is, (x, 0) + (y, 0) = (x + y, 0) and (x, 0) · (y, 0) = (x · y, 0). So we can think of the real numbers being embedded in C as those complex numbers whose second coordinate is zero. The following basic theorem states the algebraic structure that we established with our deﬁnitions. Its proof is straightforward but nevertheless a good exercise. Theorem 1.1. (C, +, ·) is a ﬁeld; that is: ∀ (x, y), (a, b) ∈ C : (x, y) + (a, b) ∈ C ∀ (x, y), (a, b), (c, d) ∈ C : (x, y) + (a, b) + (c, d) = (x, y) + (a, b) + (c, d) ∀ (x, y), (a, b) ∈ C : (x, y) + (a, b) = (a, b) + (x, y) ∀ (x, y) ∈ C : (x, y) + (0, 0) = (x, y) ∀ (x, y) ∈ C : (x, y) + (−x, −y) = (0, 0) ∀ (x, y), (a, b), (c, d) ∈ C : (x, y) · (a, b) + (c, d) = (x, y) · (a, b) + (x, y) · (c, d) ∀ (x, y), (a, b) ∈ C : (x, y) · (a, b) ∈ C ∀ (x, y), (a, b), (c, d) ∈ C : (x, y) · (a, b) · (c, d) = (x, y) · (a, b) · (c, d) ∀ (x, y), (a, b) ∈ C : (x, y) · (a, b) = (a, b) · (x, y) ∀ (x, y) ∈ C : (x, y) · (1, 0) = (x, y) ∀ (x, y) ∈ C \ {(0, 0)} : (x, y) ·
x , −y x2 +y 2 x2 +y 2
(1.2) (1.3) (1.4) (1.5) (1.6) (1.7) (1.8) (1.9) (1.10) (1.11) = (1, 0) (1.12)
Remark. What we are stating here can be compressed in the language of algebra: equations (1.2)– (1.6) say that (C, +) is an Abelian group with unit element (0, 0), equations (1.8)–(1.12) that (C \ {(0, 0)}, ·) is an abelian group with unit element (1, 0). (If you don’t know what these terms mean—don’t worry, we will not have to deal with them.) The deﬁnition of our multiplication implies the innocent looking statement (0, 1) · (0, 1) = (−1, 0) . This identity together with the fact that (a, 0) · (x, y) = (ax, ay) allows an alternative notation for complex numbers. The latter implies that we can write (x, y) = (x, 0) + (0, y) = (x, 0) · (1, 0) + (y, 0) · (0, 1) . If we think—in the spirit of our remark on the embedding of R in C—of (x, 0) and (y, 0) as the real numbers x and y, then this means that we can write any complex number (x, y) as a linear (1.13)
it is also determined by its length and the angle it encloses with. It suggests that one can think of a complex number as a twodimensional real vector. 1). let’s deﬁne these concepts thoroughly. The addition that we deﬁned for complex numbers resembles vector addition. say i. then the complex number that we used to call (x. we will call the xaxis the real axis and the yaxis the imaginary axis. . 0). can be thought of as the real number 1.2 Geometric Properties Although we just introduced a new way of writing complex numbers. The absolute value (sometimes also called the modulus) of x + iy is r = x + iy = and an argument of x + iy is a number φ such that x = r cos φ 1 x2 + y 2 . the positive real axis. (1. The number x is called the real part and y the imaginary part1 of the complex number x + iy. COMPLEX NUMBERS 3 combination of (1. y) can be written as x · 1 + y · i. Any vector in R2 is deﬁned by its two coordinates. 1. let’s for a moment return to the (x. imagined. or in short. 0) and (0.1 are coherent with the usual real arithmetic rules if we think of complex numbers as given in the form x + iy. We invite the reader to check that the deﬁnitions of our binary operations and Theorem 1. often denoted as Re(x + iy) = x and Im(x + iy) = y.CHAPTER 1. in turn.13) then reads i2 = −1 . On the other hand. So if we give (0. 1) a special name. The name has historical reasons: people thought of complex numbers as unreal. The analogy stops at multiplication: there is no “usual” multiplication of two vectors that gives another vector—much less so if we additionally demand our deﬁnition of the product of two complex numbers. say. // z1 // D // // // z2 kWWWWW WWWWW // WW z1 +/ z2 W Figure 1. y)notation. x + iy . The identity (1.1: Addition of complex numbers. with the real coeﬃcients x and y. and y = r sin φ . When plotting these vectors in the plane R2 .
we motivate this maybe strangeseeming deﬁnition by collecting some of its properties. We will later see that it has an intimate connection to the complex exponential function. this exponential notation is indeed purely a notation. At this point. all of them diﬀer by a multiple of 2π. (and because “Mathematics is for lazy people”3 ) we introduce a shortcut notation and deﬁne eiφ = cos φ + i sin φ . One should convince oneself that there is no problem with the fact that there are many possible arguments for complex numbers. etc.. It is very useful to keep this geometric interpretation in mind when thinking about the absolute value of the diﬀerence of two complex numbers. it should come as no surprise that we will have to deal with quantities of the form cos φ + i sin φ (where φ is some real number) quite a bit. 3 Peter Hilton (Invited address. we make use of some classic trigonometric identities: (x1 + iy1 )(x2 + iy2 ) = (r1 cos φ1 ) + i(r1 sin φ1 ) (r2 cos φ2 ) + i(r2 sin φ2 ) = (r1 r2 cos φ1 cos φ2 − r1 r2 sin φ1 sin φ2 ) + i(r1 r2 cos φ1 sin φ2 + r1 r2 sin φ1 cos φ2 ) = r1 r2 (cos φ1 cos φ2 − sin φ1 sin φ2 ) + i(cos φ1 sin φ2 + sin φ1 cos φ2 ) = r1 r2 cos(φ1 + φ2 ) + i sin(φ1 + φ2 ) . COMPLEX NUMBERS 4 This means. x1 + iy1 with absolute value r1 and argument φ1 . and x2 + iy2 with absolute value r2 and argument φ2 . we are multiplying the lengths of the two vectors representing our two complex numbers. Let’s say we have two complex numbers. Geometrically. more precisely. bytes. that any complex number has many arguments. For now. The ﬁrst hint that absolute value and argument of a complex number are useful concepts is the fact that they allow us to give a geometric interpretation for the multiplication of two complex numbers.2: Geometry behind the “distance” between two complex numbers.2 In view of the above calculation. naturally. we can write x1 + iy1 = (r1 cos φ1 ) + i(r1 sin φ1 ) and x2 + iy2 = (r2 cos φ2 ) + i(r2 sin φ2 ) To compute the product. This means. So the absolute value of the product is r1 r2 and (one of) its argument is φ1 + φ2 . Hudson River Undergraduate Mathematics Conference 2000) 2 . and adding their angles measured with respect to the positive xaxis. To save space. The absolute value of the diﬀerence of two vectors has a nice geometric interpretation: it is the distance of the (end points of the) two vectors (see Figure 1. The reader is encouraged to prove them. as both cosine and sine are periodic functions with period 2π. ink.2). jjj jjjj jjjj z2 jjWWW kWW WWWWW WW z1 j z1 − z2 jjjjj 4D Figure 1.CHAPTER 1.
.. . z1 .. . .. ... . ...... . .. .. .. .. . . φ2 .. ... COMPLEX NUMBERS .. .. ..MMM . z .... . φ1 + φ2... .... .CHAPTER 1...... . 2 fM... . F ..... .. .. ...
. φ .. .. . MMM .
.
. . . .. M. . . 1 .
.
For any z. rr . Lemma 1. The following collects some basic properties of the conjugate.3. φ1 . rrrrr ..14) The square of the absolute value has the nice property x + iy2 = x2 + y 2 = (x + iy)(x − iy) . . With this notation. z1 . From very basic geometric properties of triangles. rr . φ2 ∈ R. (1. we get the inequalities −z ≤ Re z ≤ z and − z ≤ Im z ≤ z . . the righthand side the polar form of this complex number. z2 ∈ C. .. For any φ. The lefthand side is often called the rectangular form.2.rrr . We denote the conjugate by x + iy = x − iy . . (a) z1 ± z2 = z1 ± z2 . . Their easy proofs are left for the exercises. . r . z1 z2 xrrr 5 Figure 1. Lemma 1. (a) eiφ1 eiφ2 = ei(φ1 +φ2 ) (b) 1/eiφ = e−iφ (c) ei(φ+2π) = eiφ (d) eiφ = 1 (e) d dφ eiφ = i eiφ . r . . Geometrically. the sentence “The complex number x+iy has absolute value r and argument φ” now becomes the identity x + iy = reiφ . conjugating z means reﬂecting the vector corresponding to z with respect to the real axis.3: Multiplication of complex numbers. This is one of many reasons to give the process of passing from x + iy to x − iy a special name: x − iy is called the (complex) conjugate of x + iy.
z2 . For future reference we list several variants of the triangle inequality: Lemma 1.14) z1 + z2 2 ≤ z1 2 + 2 z1 z2  + z2 2 = z1 2 + 2 z1  z2  + z2 2 = z1 2 + 2 z1  z2  + z2 2 = (z1  + z2 )2 . which is equivalent to our claim. . Finally by (1. · · · ∈ C.CHAPTER 1. To prove it algebraically. we make extensive use of Lemma 1. you should be able to come up with a geometric proof of this inequality. z z A famous geometric inequality (which holds for vectors in Rn ) is the triangle inequality z1 + z2  ≤ z1  + z2  .4. COMPLEX NUMBERS (b) z1 · z2 = z1 · z2 (c) z1 z2 6 = z1 z2 (d) z = z (e) z = z (f) z2 = zz (g) Re z = (h) Im z = 1 2 (z + z) (z − z) 1 2i (i) eiφ = e−iφ . From part (f) we have a neat formula for the inverse of a nonzero complex number: z −1 = 1 z = 2. For z1 . we have the following identities: (a) The triangle inequality: ±z1 ± z2  ≤ z1  + z2 . By drawing a picture in the complex plane.3: z1 + z2 2 = (z1 + z2 ) (z1 + z2 ) = (z1 + z2 ) (z1 + z2 ) = z 1 z1 + z1 z 2 + z 2 z1 + z2 z 2 = z1 2 + z1 z2 + z1 z2 + z2 2 = z1 2 + 2 Re (z1 z2 ) + z2 2 .
Deﬁnition 1. (d) A point d is an isolated point of E if it lies in E and some open disk centered at d contains no point of E other than d.7. {z ∈ C : z − z0  < R} and {z ∈ C : z − z0  > R} are open.6. and is written Dr (a). So if we ﬁx a complex number a and a positive real number r then the set of z satisfying z − a = r is the set of points at distance r from a. In this section we collect some deﬁnitions and results concerning the topology of the plane. A set is open if all its points are interior points. (b) A point b is a boundary point of E if every open disk centered at b contains a point in E and also a point that is not in E. n n 7 (c) The triangle inequality for sums: k=1 zk ≤ k=1 zk . That is. They are also closed! . (c) A point c is an accumulation point of E if every open disk centered at c contains a point of E diﬀerent from c. The reverse triangle inequality is proved in Exercise 21. and the last follows by induction. Recall that if z. can be identiﬁed with the points in the Euclidean plane R2 .8. that is. Deﬁnition 1. the reader who is willing to accept the topological arguments in later proofs on faith may skip the theorems in this section. Example 1. The inside of this circle is called the open disk with center a and radius r.2 we saw that the complex numbers C. The ﬁrst inequality is just a rewrite of the original triangle inequality. which were initially deﬁned algebraically. (a) A point a is an interior point of E if some open disk with center a lies in E. Suppose E is any subset of C. {z ∈ C : z − z0  ≤ R} is closed. Example 1. For R > 0 and z0 ∈ C.3 Elementary Topology of the Plane In Section 1. 1. Dr (a) = {z ∈ C : z − a < r}. but at a boundary point you can make an arbitrarily small move and get to a point inside E and you can also make an arbitrarily small move and get to a point outside E. w ∈ C. this is the circle with center a and radius r. We need some terminology for talking about subsets of C. using the fact that ±z = z. While the deﬁnitions are essential and will be used frequently. we will need the following theorems only at a limited number of places in the remainder of the book.5. A set is closed if it contains all its boundary points. then z − w is the distance between z and w as points in the plane.CHAPTER 1. Notice that this does not include the circle itself. C and the empty set ∅ are open. The idea is that if you don’t move too far from an interior point of E then you remain in E. COMPLEX NUMBERS (b) The reverse triangle inequality: ±z1 ± z2  ≥ z1  − z2 .
where [a. the curve does not cross itself. A region is a connected open set. Any curve is connected.11. On the other hand. b]. If W is a subset of C that has the property that any two points in W can be connected by a curve in W then W is connected.10. The following seems intuitively clear. 1) and Y = (1. 2] on the real axis are separated: There are inﬁnitely many choices for A and B that work. We say that the curve is parametrized by γ. 2] \ {1}. b] is a closed interval in R. Since we may regard C as identiﬁed with R2 . . and ∂G = {z ∈ C : z − z0  = R} . is the set of all boundary points of E. in the plane there is a vast variety of connected subsets. written ∂E. and setting γ(t) = x(t) + y(t)i. a path can be speciﬁed by giving two continuous realvalued functions of a real variable. Y ⊆ C are separated if there are disjoint open sets A and B so that X ⊆ A and Y ⊆ B.” It is usually easy to check that a set is not connected. The interior of E is the set of all interior points of E. since we have to rule out any possible separation. we can connect any two points of G by a chain of horizontal and vertical segments lying in G. x(t) and y(t). The idea of separation is that the two open sets A and B ensure that X and Y cannot just “stick together. It is a customary and practical abuse of notation to use the same letter for the curve and its parametrization.14. in fact. For example. is the set of points in E together with all boundary points of E. One type of connected set that we will use frequently is a curve. and that the parametrization must be deﬁned and continuous on a closed and bounded interval [a. A path or curve in C is the image of a continuous function γ : [a. so there is little reason to discuss the matter. The closure of E. Intuitively. One notion that is somewhat subtle in the complex domain is the idea of connectedness. A set W ⊆ C is connected if it is impossible to ﬁnd two separated nonempty sets whose union is equal to W . a set is connected if it is “in one piece. A curve is closed if γ(a) = γ(b) and is a simple closed curve if γ(s) = γ(t) implies s = a and t = b or s = b and t = a. We emphasize that a curve must have a parametrization. If G is the open disk {z ∈ C : z − z0  < R} then G = {z ∈ C : z − z0  ≤ R} That is. Deﬁnition 1. G is a closed disk and ∂G is a circle. so a deﬁnition is necessary. the intervals X = [0. Hence their union. On the other hand. but its proof requires more preparation in topology: Proposition 1.” In the reals a set is connected if and only if it is an interval. COMPLEX NUMBERS 8 Deﬁnition 1. Two sets X. that is. Deﬁnition 1. b] → C. The next theorem gives an easy way to check whether an open set is connected.13. However. Example 1. Theorem 1. if G is a connected open subset of C then any two points of G may be connected by a curve in G. one choice is A = D1 (0) (the open disk with center 0 and radius 1) and B = D1 (2) (the open disk with center 2 and radius 1). The path γ is smooth if γ is diﬀerentiable. written E.9.CHAPTER 1. which is [0. it is hard to use the deﬁnition to show that a set is connected.12. The boundary of a set E. is not connected. and also gives a very useful property of open connected sets.
A more extreme example. Suppose a is in A. But this means that γ is not connected. G = A. Suppose. Then Xγ = X ∩ γ and Yγ = Y ∩ γ are disjoint and nonempty. If G is not connected then we can write it as a union of two nonempty separated subsets X and Y . Proof of Theorem 1. this ﬁnishes the proof. Since b ∈ G there is an open disk D centered at b that lies in G. and so B must be empty. .” which is a connected set S ⊂ C that contains points that cannot be connected by a curve of any sort inside S. this is the punctured disk obtained by removing the center from G. is the “topologist’s sine curve. Theorem 1. Now let G0 = G \ {0}. Hence z0 cannot connect to any point of D by a chain of segments in G. but now you may need more than two segments to connect points. Now suppose that G is a connected open set. So there are disjoint open sets A and B so that X ⊆ A and Y ⊆ B. It is included to illustrate some common techniques in dealing with connected sets. Since X and Y are disjoint we can ﬁnd a ∈ X and b ∈ G.CHAPTER 1. each point of D is in A. which is impossible. that any two points of G may be connected by a path that lies in G. z1 . so we have shown that A is open. Then G is open and it is connected. circles are connected but there is no way to connect two distinct points of a circle by a chain of segments which are subsets of the circle. you need three segments to connect −1 to 1 since you cannot go through 0. That is. The reader may skip the following proof. Then any two points in G can be connected by a chain of at most 2 segments in G. Since z0 could be any point in G. (It is not hard to parametrize such a chain. If z0 could be connected to any point in D by a chain of segments in G then. Since a ∈ G there is an open disk D with center a that is contained in G. and then adding at most two segments in D that connect a to z.4 Theorems from Calculus Here are a few theorems from real calculus that we will make use of in the course of the text. for each k. Choose a point z0 ∈ G and deﬁne two sets: A is the set of all points a so that there is a chain of segments in G connecting z0 to a.14 is not generally true if G is not open. so G is connected. But z0 is in A so A is not empty. Any continuous realvalued function deﬁned on a closed and bounded subset of Rn has a minimum value and a maximum value. Now suppose b is in B. Now G is the disjoint union of the two open sets A and B. For example. discussed in topology texts. and this contradicts Proposition 1. COMPLEX NUMBERS 9 A chain of segments in G means the following: there are points z0 . and this is impossible.14. so it determines is a curve.) As an example. so z0 can be connected to any point of G by a sequence of segments in G. zk and zk+1 are the endpoints of a horizontal or vertical segment which lies entirely in G. If these are both nonempty then they form a separation of G. so D ⊆ B. . Warning: The second part of Theorem 1. . their union is γ. So we have shown that B is open. extending this chain by at most two more segments.15 (ExtremeValue Theorem). zn so that. and B is the set of points in G that are not in A.13. let G be the open disk with center 0 and radius 2. . . For example. we could connect z0 to b. ﬁrst. Let γ be a path in G that connects a to b. 1. and they are separated by A and B. That is. We can connect z0 to any point z in D by following a chain of segments from z0 to a.
f : I → R is diﬀerentiable.html. Finally. y) dy . Then ∂x d dx d d f (x.17 (Fundamental Theorem of Calculus). y0 ) in G then they are equal at (x0 . see http://wwwgroups.19 (Equality of iterated integrals). If f is continuous on the rectangle given by a ≤ d b b d x ≤ b and c ≤ y ≤ d then the iterated integrals a c f (x. Compute: (a) z + 3w. (d) Re(w2 + w). y) dx dy are equal. 2. x + ∆x ∈ I. Suppose f : [a. y) dy dx and c a f (x. The most important of all calculus theorems combines diﬀerentiation and integration (in two ways): Theorem 1. COMPLEX NUMBERS 10 Theorem 1. (c) z 3 . 2 2 Theorem 1. For more information about Leibnitz.18 (Equality of mixed partials). ∂x Exercises 1.uk/∼history/Biographies/Leibnitz. b] → R is continuous. 4 Named after Gottfried Wilhelm Leibniz (1646–1716). and x. (b) w − z. F = f ) then = F (b) − F (a).20 (Leibniz’s4 Rule). Then there is 0 < a < 1 such that f (x + ∆x) − f (x) = f (x + a∆x) . Then (a) If F is deﬁned by F (x) = x a f (t) dt then F is diﬀerentiable and F (x) = f (x). If the mixed partials ∂x∂y and ∂y∂x are deﬁned on an open set G and are continuous at a point (x0 . For functions of several variables we can perform diﬀerentiation operations. Let z = 1 + 2i and w = 2 − i. or integration operations. Suppose f is continuous on the rectangle R given by a ≤ x ≤ b and c ≤ y ≤ d. if we have suﬃcient continuity: ∂ f ∂ f Theorem 1. in any order. (e) z 2 + z + i. b a f (x) dx (b) If F is any antiderivative of f (that is. and suppose the partial derivative ∂f exists and is continuous on R. y) dy = c c ∂f (x. y0 ).stand.dcs. Find the real and imaginary parts of each of the following: (a) z−a z+a (a ∈ R). .ac.CHAPTER 1. we can apply diﬀerentiation and integration with respect to diﬀerent variables in either order: Theorem 1. ∆x Many of the most important results of analysis concern combinations of limit operations.16 (MeanValue Theorem). Suppose I ⊆ R is an interval.
c ∈ C. (b) 1 + i. COMPLEX NUMBERS (b) (c) 3+5i 7i+1 . (c) −3 + (d) −i. Find the absolute value and conjugate of each of the following: (a) −2 + i. Prove the quadratic formula works for complex numbers. prove. √ (g) 5 − i. Use the quadratic formula to solve the following equations: (a) z 2 + 25 = 0. (e) z 2 = 2z. (c) −ei250π . 4. the roots of the equation az 2 + bz + c = 0. (b) (2 + i)(4 + 3i). (c) √3−i . (d) 2e4πi . √ b2 are −b± 2a −4ac as long as a = 0. 5. 7. where a. (b) 34 eiπ/2 . b. (h) 1−i √ 3 4 √ 3i. . 3. (f) 3 − 4i. Write in polar form: (a) 2i. Write in rectangular form: √ (a) 2 ei3π/4 . 6. (e) (2 − i)2 . (c) 5z 2 + 4z + 1 = 0. (b) 2x2 + 2z + 5 = 0. √ 3 −1+i 3 . 2+3i (d) (1 + i)6 . regardless of whether the discriminant is negative.CHAPTER 1. 2 11 (d) in for any n ∈ Z. That is. (d) z 2 − z = 1.
. 21.1. 16. COMPLEX NUMBERS 12 8. (e) {z ∈ C : z = z + 1} . (b) p(z) = 0 if and only if p (z) = 0. (b) sin 3θ = 3 cos2 θ sin θ − sin3 θ. Find all solutions of the equation z 2 + 2z + (1 − i) = 0. Prove the reverse triangle inequality z1 − z2  ≥ z1  − z2 . Use Lemma 1. Prove Lemma 1. 13. Show that the equation z 2  + Re(Az) + B = 0 has a solution if and only if A2  ≥ 4B. (d) z 6 − z 3 − 2 = 0. Suppose p is a polynomial with real coeﬃcients. 19. 20. Show that z = 1 if and only if 11. Prove Theorem 1. show the solution set is a circle.3. 18. 12. Find all solutions to the following equations: (a) z 6 = 1. Show the equation 2z = z + i describes a circle. Prove Lemma 1. 10. 15. (c) {z ∈ C : Re(z + 2 − 2i) = 3} .2 to derive the triple angle formulas: (a) cos 3θ = cos3 θ − 3 cos θ sin2 θ. Fix A ∈ C and B ∈ R. Sketch the following sets in the complex plane: (a) {z ∈ C : z − 1 + i = 2} . (c) z 6 = −9. 17. 1 z = z. show the solution 9. Prove that (a) p(z) = p (z). When solutions exist. (d) {z ∈ C : z − i + z + i = 3} . (b) z is either real or purely imaginary if and only if (z)2 = z 2 . Show that if z1 z2 = 0 then z1 = 0 or z2 = 0.CHAPTER 1. 14.2. (b) {z ∈ C : z − 1 + i ≤ 2} . (b) z 4 = −16. . Show that (a) z is a real number if and only if z = z.
Let G be the annulus determined by the conditions 2 < z < 3. then ∂A ⊂ B. 27. (b) Im z < 1. (e) z − 1 + z + 1 < 3. 23. What are the boundaries of the sets in the previous exercise? 25. y) − f (a. y) dy. if A ⊂ B and A is open. or z < 1. The set E is the set of points z in C satisfying either z is real and −2 < z < −1. connected. show A is contained in the interior of B. 26. This is a connected open set. 24. (c) Determine the boundary points of E.CHAPTER 1. bounded. Prove Leibniz’s Rule: Deﬁne F (x) = c f (x. 29. and then diﬀerentiate using the Fundamental Theorem of Calculus. Show that the union of two regions with nonempty intersection is itself a region. (a) Sketch the set E. get an expression for F (x) − F (a) as an iterated integral by writing f (x. (b) Determine the interior points of E. Sketch the following sets and determine whether they are open. Similarly. Find the maximum number of horizontal and vertical segments in G needed to connect two points of G. closed. Describe them. COMPLEX NUMBERS 22. or z = 1 or z = 2. (d) z − 1 + z + 1 = 2. Show that if A ⊂ B and B is closed. d . or neither. and in each case say brieﬂy why the subsets are separated. 28. (c) 0 < z − 1 < 2. Use the previous exercise to show that 1 z 2 −1 13 ≤ 1 3 for every z on the circle z = 2eiθ . (a) z + 3 < 2. The set E in the previous exercise can be written in three diﬀerent ways as the union of two disjoint nonempty separated subsets. 30. y) as the integral of ∂f . being careful to indicate exactly the points that are in E. interchange the order of ∂x integrations. (d) Determine the isolated points of E.
y) = x − 2iy. it may be found hard to realise the great initial diﬃculty of making a little step which now seems so natural and obvious. This means that each element z ∈ G gets mapped to exactly one complex number. z→z0 This deﬁnition is the same as is found in most calculus texts. φ) = 2rei(φ+π) . f (x. and it may not be surprising if such a step has been found and lost again. any tourist can be hauled up for a small cost. whereas for the latter we have to exclude the origin z = 0. however. Suppose f is a complex function with domain G and z0 is an accumulation point of G. such 1 as f (z) = z (the identity map). in short lim f (z) = w0 . Deﬁnition 2. we can construct many familiar looking functions from the standard calculus repertoire. Now. called the image of z and usually denoted by f (z). or f (z) = z . So far there is nothing that makes complex functions any more special than. and perhaps does not appreciate the diﬃculty of the original ascent.1 First Steps A (complex) function f is a mapping from a subset G ⊆ C to C (in this situation we will write f : G → C and call G the domain of f ). The philosophy of the following deﬁnition is not restricted to complex functions.1. but for sake of simplicity we only state it for those functions. f (x.Chapter 2 Diﬀerentiation Mathematical study and research are very suggestive of mountaineering. Whymper made several eﬀorts before he climbed the Matterhorn in the 1860’s and even then it cost the life of four of his party. f (z) = 2z + i. Louis Joel Mordell (1888–1972) 2. or f (r. Just as in the real case. we can ﬁnd δ > 0 so that for all z ∈ G satisfying 0 < z − z0  < δ we have f (z) − w0  < . Maybe the fundamental principle of analysis is that of a limit. say. the deﬁnition does not require 14 . On the other hand. f (z) = z 3 . Suppose there is a complex number w0 such that for every > 0. y) = y 2 − ix. we could construct some functions which make use of a certain representation of z. So in mathematics. Then w0 is the limit of f as z approaches z0 . functions from Rm to Rn . for example. The former three could be deﬁned on all of C. In fact. The reason we require that z0 is an accumulation point of the domain is just that we need to be sure that there are points z of the domain which are arbitrarily close to z0 .
the proofs of these rules are everything but trivial and make for nice exercises. z→z0 z→z0 z→z0 In the last identity we also require that limz→z0 g(z) = 0. this is illustrated by the following example. we try to compute this “limit” as z → 0 on the real and on the imaginary axis. z→0 z y→0 iy y→0 iy lim So we get a diﬀerent “limit” depending on the direction from which we approach 0. That is why we require 0 < z − z0 . Lemma 2. Suppose limz→z0 f (z) exists and has the value w0 . as above. DIFFERENTIATION 15 that z0 is in the domain of f and. z ¯ Example 2. the following fundamental deﬁnition looks almost trivial. Because the deﬁnition of the limit is somewhat elaborate. and then z iy −iy = lim = lim = −1 . and suppose z0 is an accumulation point of G0 . f is continuous on G ⊆ C if f is continuous at every z ∈ G. The following is a easy consequence of the deﬁnition. Suppose G0 ⊆ G. It is often useful to investigate limits by restricting the way the point z “approaches” z0 . Let f and g be complex functions and c. x→0 x x→0 x z→0 z lim In the second case.3. z→0 z To see this. then: (a) lim f (z) + c lim g(z) = lim (f (z) + c g(z)) z→z0 z→z0 z→z0 (b) lim f (z) · lim g(z) = lim (f (z) · g(z)) z→z0 z→z0 z→z0 (c) lim f (z)/ lim g(z) = lim (f (z)/g(z)) .CHAPTER 2. if z0 is in the domain of f . More generally. z0 ∈ C. we write z = iy where y ∈ R. If z0 is in the domain of the function and either z0 is an isolated point of the domain or z→z0 lim f (z) = f (z0 ) then f is continuous at z0 .4. the deﬁnition explicitly ignores the value of f (z0 ).5. we can write z = x ∈ R. the following “usual” limit rules are valid for complex functions. Suppose f is a complex function. Deﬁnition 2. . Lemma 2. If f0 is the restriction of f to G0 then limz→z0 f0 (z) exists and has the value w0 . Just as in the real case the limit w0 is unique if it exists. z On the other hand. lim does not exist. The deﬁnition of limit in the complex domain has to be treated with a little more care than its real companion.2 ¯ then implies that limz→0 z does not exist. In the ﬁrst case.2. and hence z x x = lim = lim = 1 . If limz→z0 f (z) and limz→z0 g(z) exist. Lemma 2.
If f is diﬀerentiable for all points in an open disk centered at z0 then f is called holomorphic at z0 . z→z0 = lim z→z0 . z → 0. say. The fact that the notions of diﬀerentiability and holomorphicity are actually diﬀerent is seen in the following examples. DIFFERENTIATION Just as in the real case. Deﬁnition 2. Suppose f : G → C is a complex function and z0 is an interior point of G. If f is continuous at w0 and limz→z0 g(z) = w0 then limz→z0 f (g(z)) = f (w0 ). Example 2. we have an additional dimension to play with. yet it shows some peculiar behavior “in the limit.. In other words. holomorphic in C: For any z0 ∈ C. In this case.” is in many senses stronger than the statement “A real function has a limit. we can “take the limit inside” a continuous function: 16 Lemma 2. z − z0 z→z0 provided this limit exists. Functions which are diﬀerentiable (and hence holomorphic) in the whole complex plane C are called entire.8.” We will repeatedly notice this kind of behavior. On the real line there are only two directions to approach 0—from the left or from the right (or some combination of those two). 2. In the complex plane.. The function f (z) = z 3 is entire. one reason is that when trying to compute a limit of a function as. The diﬀerence quotient limit which deﬁnes f (z0 ) can be rewritten as f (z0 ) = lim f (z0 + h) − f (z0 ) ...CHAPTER 2. The derivative of f at z0 is deﬁned as f (z0 ) = lim f (z) − f (z0 ) . h→0 h This equivalent deﬁnition is sometimes easier to handle. z→z0 lim f (g(z)) = f z→z0 lim g(z) . we have to allow z to approach the point 0 in any way. that is.7.6.2 Diﬀerentiability and Holomorphicity ¯ The fact that limits such as limz→0 z do not exist points to something special about complex z numbers which has no parallel in the reals—we can express a function in a very compact way in one variable. The function f is holomorphic on the open set G ⊆ C if it is diﬀerentiable (and hence holomorphic) at every point in G.” This diﬀerence becomes apparent most baldly when studying derivatives. This means that the statement “A complex function has a limit. Note that h is not a real number but can rather approach zero from anywhere in the complex plane. f is called diﬀerentiable at z0 . lim 3 f (z) − f (z0 ) z 3 − z0 = lim z→z0 z − z0 z − z0 2 (z 2 + zz0 + z0 )(z − z0 ) z→z0 z − z0 2 2 2 = lim z + zz0 + z0 = 3z0 .
10. z→0 z lim Example 2.11. The function f (z) = z is nowhere diﬀerentiable: lim z − z0 z − z0 z = lim = lim z − z0 z→z0 z − z0 z→0 z z→0 which implies that z→z0 does not exist. for example. z(t) = z0 + 1 eit . n ∈ Z. (A more entertaining way to see this is to use. z→0 z→0 z z2 = 0. and h is diﬀerentiable at g(z). and that c ∈ C. which approaches z0 as t → ∞. . DIFFERENTIATION 17 Example 2.CHAPTER 2. if z0 = 0 then the righthand side equals re−3iφ = ze−3iφ . (The ‘chain rule’ needs a little care to be worked out. one should convince oneself that the following rules follow mostly from properties of the limit. (a) f (z) + c g(z) = f (z) + c g (z) (b) f (z) · g(z) = f (z)g(z) + f (z)g (z) (c) f (z)/g(z) = (d) z n = nz n−1 f (z)g(z) − f (z)g (z) g(z)2 (e) h(g(z)) = h (g(z))g (z) . Hence lim z2 = lim ze−3iφ = lim z = 0 .) t On the other hand. Suppose f and g are diﬀerentiable at z ∈ C. The basic properties for derivatives are similar to those we know from real calculus. reiφ 2 If z0 = 0 then the limit of the righthand side as z → z0 does not exist since r → 0 and we get diﬀerent answers for horizontal approach (φ = 0) and for vertical approach (φ = π/2).9. f is not holomorphic at 0): Let’s write z = z0 + reiφ .) Lemma 2. In the third identity we have to be aware of division by zero. Then 2 z0 + reiφ − z0 2 z0 + re−iφ − z0 2 z 2 − z0 2 = = z − z0 z0 + reiφ − z0 reiφ 2 + 2z re−iφ + r 2 e−2iφ − z 2 z0 0 0 = reiφ 2z0 re−iφ + r2 e−2iφ = = 2z0 e−2iφ + re−3iφ . as discussed earlier. The function f (z) = z 2 is diﬀerentiable at 0 and nowhere else (in particular. In fact.
dcs. 1 . as the denominator of this last term is continuous at z0 . by Lemma 2.12. f (g(z)) − f (g(z0 )) f (g(z0 ) lim g(z) − g(z0 ) g(z)→g(z0 ) 2. and z0 ∈ H.: For more information about Cauchy. we now have a new concept of derivative. A bijection is a function which is both onetoone and onto. we obtain: g (z0 ) = lim g(z)→g(z0 ) 1 .ac. 2 For more information about Riemann. there is no notion of ‘the’ derivative of a function. If f is diﬀerentiable at g(z0 ). As in the real case. f (g(z0 )) = 0.uk/∼history/Biographies/Riemann. y) : C → R.html. We have: g (z0 ) = lim g(z) − g(z0 ) 1 g(z) − g(z0 ) = lim = lim . The relationship between the complex derivative and partial derivatives is very strong and is a powerful computational tool. g : H → G is the inverse function of f . named after Augustin Louis Cauchy (1789–1857)1 and Georg Friedrich Bernhard Riemann (1826–1866)2 . For such functions.html. z→z0 f (g(z)) − f (g(z0 )) z→z0 f (g(z)) − f (g(z0 )) z − z0 g(z) − g(z0 ) 1 . f : G → H is a bijection. see http://wwwgroups.uk/∼history/Biographies/Cauchy. If f : G → H is a bijection then g is the inverse of f if for all z ∈ H. this rule is only deﬁned for functions which are bijections.stand. that for inverse functions. DIFFERENTIATION 18 We end this section with yet another diﬀerentiation rule. The function is onto if every w ∈ H has a preimage z ∈ G (that is. It is logical. f (g(z)) − f (g(z0 )) g(z) − g(z0 ) Finally. Suppose G and H are open sets in C.CHAPTER 2.stand. f (z).3 The Cauchy–Riemann Equations When considering realvalued functions f (x.ac. For a complexvalued function f (z) = f (x. y) : R2 → R of two variables. Lemma 2. y) ∈ R2 .6 we have: g (z0 ) = 1 1 = . It is described by the Cauchy–Riemann Equations. and g is continuous at z0 then g is diﬀerentiable at z0 with g (z0 ) = Proof. y) ∈ C. f (g(z)) = z.dcs. then. there exists a z ∈ G such that f (z) = w). y) (and also directional derivatives) which depend on the way in which we approach a point (x. that there should be a relationship between the complex derivative f (z) and the partial derivatives ∂f (z) and ∂f (z) (deﬁned exactly as in the realvalued ∂x ∂y case). f (g(z0 )) z→z0 Because g(z) → g(z0 ) as z → z0 . we instead only have partial derivatives fx (x. y) and fy (x. which by deﬁnition cannot depend on the way in which we approach a point (x. A function f : G → H is onetoone if for every image w ∈ H there is a unique z ∈ G such that f (z) = w. see http://wwwgroups.
In the ﬁrst case we have ∆z = ∆x and f (z0 ) = lim f (z0 + ∆x) − f (z0 ) f (x0 + ∆x. If these partial derivatives satisfy (2. (2. ∆x→0 ∆x→0 ∆x ∆x ∂x . That is. y0 ) = vxy (x0 . and often convenient. y0 ) . If u and v satisfy (2. y0 ) − f (x0 . y0 ) .13. y0 ) = 0 and an analogous identity for v. However. y0 ) = −vx (x0 .2) 2. that is. we will study such functions in Chapter 6. Then the partial derivatives of f satisfy ∂f ∂f (z0 ) = −i (z0 ) . as we will see later. DIFFERENTIATION 19 Theorem 2. (a) and (b) are not quite converse statements. y0 ). y0 ) = vy (x0 . 1. uxx (x0 . Proof of Theorem 2. (2. 3. As stated.1) then f is diﬀerentiable at z0 . ∂x Remarks. y) where u is the real part of f and v is the imaginary part. It is traditional.2) in G. we write f (z) = f (x. (a) Suppose f is diﬀerentiable at z0 = x0 + iy0 . y) = u(x.1) ∂x ∂y (b) Suppose f is a complex function such that the partial derivatives fx and fy exist in an open disk centered at z0 and are continuous at z0 . That is.13. Again. y0 ) uy (x0 . Functions with continuous second partials satisfying this partial diﬀerential equation are called harmonic. hence we will show that the real and imaginary part of a function which is holomorphic on an open set are harmonic on that set. y0 ) + uyy (x0 . y0 ) = vyx (x0 . Then fx = ux + ivx and −ify = −i(uy + ivy ) = vy − iuy . later we will prove that f = u + iv is holomorphic in an open set G if and only if u and v have continuous partials that satisfy (2. Using this terminology we can rewrite the equation (2. if f is holomorphic in an open set G then the partials of any order of u and v exist. f is given by f (z0 ) = ∂f (z0 ) . y0 ) = −uyy (x0 . we will later show that if f is holomorphic at z0 = x0 + iy0 then u and v have continuous partials (of any order) at z0 . ∆z→0 ∆z As we saw in the last section we must get the same result if we restrict ∆z to be on the real axis and if we restrict it to be on the imaginary axis. y0 ) ∂f = lim = (x0 .CHAPTER 2.1) equivalently as the following pair of equations: ux (x0 . to write the function f in terms of its real and imaginary parts. (a) If f is diﬀerentiable at z0 = (x0 . y) + iv(x. In both cases (a) and (b).2) and their second partials are also continuous then we obtain uxx (x0 . y0 ) then f (z0 ) = lim f (z0 + ∆z) − f (z0 ) .
The second term in (2. = ∆z ∆z where we used equation (2.3) we apply Theorem 1. y0 + a∆y) ∆y v(x0 + ∆x. ∆z→0 ∆z ∆x lim (2. y0 ) ∂f = lim = −i (x0 . b < 1. y0 + ∆y) − u(x0 + ∆x. so that u(x0 + ∆x. We can’t do this for the ﬁrst expression since both ∆x and ∆y are involved. with 0 < a. DIFFERENTIATION In the second case we have ∆z = i∆y and f (z0 ) = lim f (z0 + i∆y) − f (z0 ) 1 f (x0 . Thus we have shown that f (z0 ) = fx (z0 ) = −ify (z0 ). and both change as ∆z → 0. y0 + b∆y) . y0 ) = uy (x0 + ∆x.1) in the last step to convert ifx to i(−ify ) = fy . i (b) To prove the statement in (b). the real meanvalue theorem. For the ﬁrst term in (2. ∆z ∆y ∆z ∆x Now we rearrange fx (z0 ): fx (z0 ) = ∆z i∆y + ∆x ∆y ∆x · fx (z0 ) = · fx (z0 ) = · ifx (z0 ) + · fx (z0 ) ∆z ∆z ∆z ∆z ∆x ∆y · fy (z0 ) + · fx (z0 ) . The fractions ∆x/∆z and ∆y/∆z are bounded by 1 in modulus so we just need to see that the limits of the expressions in parentheses are 0. writing ∆z = ∆x + i∆y: f (z0 + ∆z) − f (z0 ) f (z0 + ∆z) − f (z0 + ∆x) + f (z0 + ∆x) − f (z0 ) = ∆z ∆z f (z0 + ∆x + i∆y) − f (z0 + ∆x) f (z0 + ∆x) − f (z0 ) = + ∆z ∆z ∆y f (z0 + ∆x + i∆y) − f (z0 + ∆x) ∆x f (z0 + ∆x) − f (z0 ) = · + · .16. Now we subtract our two rearrangements and take a limit: f (z0 + ∆z) − f (z0 ) − fx (z0 ) ∆z→0 ∆z ∆y f (z0 + ∆x + i∆y) − f (z0 + ∆x) − fy (z0 ) = lim ∆z→0 ∆z ∆y ∆x f (z0 + ∆x) − f (z0 ) + lim − fx (z0 ) .3) has a limit of 0 since. This gives us real numbers a and b.CHAPTER 2. We ﬁrst rearrange a diﬀerence quotient for f (z0 ). by deﬁnition. ∆y .3) We need to show that these limits are both 0. y0 + ∆y) − f (x0 . “all we need to do” is prove that f (z0 ) = fx (z0 ). fx (z0 ) = lim f (z0 + ∆x) − f (z0 ) ∆x→0 ∆x and taking the limit as ∆z → 0 is the same as taking the limit as ∆x → 0. y0 ) i∆y→0 ∆y→0 i i∆y ∆y ∂y 20 (using 1 = −i). y0 + ∆y) − v(x0 + ∆x. to the real and imaginary parts of f . y0 ) = vy (x0 + ∆x. assuming the Cauchy–Riemann equations and continuity of the partials.
so the above equation yields f (y) = f (x).14 required two key features of the function f . y ∈ I. Recall that a region of C is an open connected subset. y0 + b∆y) − (uy (x0 . both of which are somewhat obviously necessary. 2. The ﬁrst is that f be diﬀerentiable everywhere in its domain. . y0 + a∆y) + ivy (x0 + ∆x. y0 + a∆y) − vy (x0 . For instance. we can construct functions which have zero derivative ‘almost’ everywhere but which have inﬁnitely many values in their range. y0 ). Instead. y0 )) + i (vy (x0 + ∆x. 21 Finally. f (y) − f (x) = f (x + a(y − x))(y − x) for some 0 < a < 1. but we defer its statement to another course.14. If f : I → R is a realvalued function with f (x) deﬁned and equal to 0 for all x ∈ I. DIFFERENTIATION Using these expressions. we will use a diﬀerent argument to prove that complex functions with derivative that are always 0 must be constant. then there is a constant c ∈ R such that f (x) = c for all x ∈ I. Theorem 2. if f is not diﬀerentiable everywhere. Proof. In fact. y0 )) . we consider functions which have a derivative of 0. One of the ﬁrst applications of the MeanValue Theorem for realvalued functions. There is a complex version of the MeanValue Theorem. is to show that if a function has zero derivative everywhere on an interval then it must be constant. f must be constant. then f (z) = 0 for all z in the domain of f but f is not constant. The second key feature is that the interval I is connected.15. y ∈ I. but it illustrates a pitfall to proving a function is constant that we must be careful of. If the domain of f is a region G ⊆ C and f (z) = 0 for all z in G then f is a constant. Lemma 2. It is certainly important for the domain to be connected in both the real and complex cases. Lemma 2. y0 ) + ivy (x0 . y0 )) = (uy (x0 + ∆x. This may seem like a silly example. we have f (z0 + ∆x + i∆y) − f (z0 + ∆x) − fy (z0 ) ∆y = uy (x0 + ∆x. if we deﬁne f (z) = 1 −1 if Re z > 0. if Re z < 0. Theorem 1. The proof is easy: The MeanValue Theorem says that for any x.4 Constant Functions As an example application of the CauchyRiemann Equations. the two diﬀerences in parentheses have zero limit as ∆z → 0 because uy and vy are continuous at (x0 .16. If we know that f is always zero then we know that f (x + a(y − x)) = 0. y0 + a∆y) − uy (x0 .CHAPTER 2. Since this is true for any x.
interchanging the roles of the real and imaginary parts. Since Im(z) is constant on H. diﬀerentiable)? If not. 2. DIFFERENTIATION 22 Proof.14. see Exercises 14 and 15 for a start. there is some value y0 ∈ R so that the imaginary part of any z ∈ H is Im(z) = y0 . By assumption. so we’re done. f itself is constant on H. (a) f (z) = e−x e−iy . . 8. 7.13. Use the deﬁnition of limit to show that limz→z0 (az + b) = az0 + b. y) and v(x. If u(x. y) is continuous (resp. Thus. But any two points of a region may be connected by ﬁnitely many such segments by Theorem 1. We will show that f is constant along horizontal segments and along vertical segments in G. we have that f (x) = f (y). f (z) = 0. suppose that H is a horizontal line segment in G. Show that if f is diﬀerentiable at z then f is continuous at z. since vx (z) = Im(f (z)) = 0. Then. 4. (a) lim iz −1 . Since both the real and imaginary parts of f are constant on H.11. if x and y are two points in G which can be connected by horizontal and vertical segments. we can consider u(z) to be just a function of x.6. There are a number of surprising applications of this basic theorem. the real part of z = x + iy0 . This same argument works for vertical segments. Prove Lemma 2. Exercises 1. 9. Evaluate the following limits or explain why they don’t exist. z+i z→i 3 (b) z→1−i lim x + i(2x + y). y) are continuous (respectively diﬀerentiable) does it follow that f (z) = u(x. Prove Lemma 2.4. 10. Prove Lemma 2. (b) f (z) = 2x + ixy 2 . so for z ∈ H we have ux (z) = Re(f (z)) = 0. 3. Since H is a horizontal segment.4 by using the formula for f given in Theorem 2. 6. We can argue the same way to see that the imaginary part v(z) of f (z) is constant on H. Where are the following functions diﬀerentiable? Where are they holomorphic? Determine their derivatives at points where they are diﬀerentiable. u(z) is constant on H.14. Apply the deﬁnition of the derivative to give a direct proof that f (z) = − z12 when f (z) = z . To see that f is constant along horizontal segments. provide a counterexample. by Lemma 2. Consider the real part u(z) of the function f . Prove Lemma 2. proving the theorem. y) + iv(x. 1 5.CHAPTER 2. so f has the same value at any two points of G.
Prove that if f (z) is given by a polynomial in z then f is entire. where a. if z = 0. Why doesn’t this contradict Theorem 2. Suppose that f = u + iv is analytic. Show that f is constant. (k) f (z) = 2xy − i(x + y)2 . (l) f (z) = z 2 − z 2 . (As always. When 12.CHAPTER 2. Is x x2 +y 2 harmonic? What about x2 ? x2 +y 2 . (Hint: Use the Cauchy–Riemann equations to show that f = 0. b. Prove: If f is holomorphic in the region G ⊆ C and always real valued.13 (b)? 14. 11. (i) f (z) = ix+1 y . c. yet f is not diﬀerentiable at the origin. z = x + iy. DIFFERENTIATION (c) f (z) = x2 + iy 2 . 16. Suppose f (z) is entire. Consider the function xy(x + iy) f (z) = x2 + y 2 0 if z = 0. d ∈ C and ad − bc = 0. 18. then f is constant in G. 23 (j) f (z) = 4(Re z)(Im z) − i(z)2 . (g) f (z) = z2 = x2 + y 2 . (d) f (z) = ex e−iy . Prove: If f (z) and f (z) are both holomorphic in the region G ⊆ C then f (z) is constant in G. (h) f (z) = z Im z. (f) f (z) = Im z.) Show that f satisﬁes the Cauchy–Riemann equations at the origin z = 0.) 15. with real and imaginary parts u(z) and v(z) satisfying u(z)v(z) = 3 for all z. What can you say if f (z) is given by a polynomial in x = Re z and y = Im z? 13. (e) f (z) = cos x cosh y − i sin x sinh y. Find v given u: (a) u = x2 + y 2 (b) u = cosh y sin x (c) u = 2x2 + x + 1 − 2y 2 (d) u = x x2 +y 2 17. Find the derivative of the function T (z) := is T (z) = 0? az+b cz+d .
. The general real homogeneous quadratic function of (x. Give a formula for A in terms of the constants a. y) is u(x. 24 (b) If u is harmonic then show that it is the real part of a function of the form f (z) = Az 2 .CHAPTER 2. b and c. (a) Show that u is harmonic if and only if a = −c. DIFFERENTIATION 19. where A is a complex constant. where a. y) = ax2 + bxy + cy 2 . b and c are real constants.
c c az1 + b az2 + b = . is the o following. T.1 M¨bius Transformations o The ﬁrst class of functions that we will discuss in some detail are built from linear polynomials. see o o http://wwwgroups. b.1. 25 .ac. Lemma 3. c. For more information about M¨bius. d ∈ C. M¨bius transformations are bijections. 1 Named after August Ferdinand M¨bius (1790–1868). this is equivalent to (az1 + b)(cz2 + d) = (az2 + b)(cz1 + d) . o o Proof.dcs. if f (z) = az+b then the inverse o cz+d function of f is given by dz − b . f −1 (z) = −cz + a Remark. Suppose f (z1 ) = f (z2 ). which is quite special for complex functions. in which case f is entire). Deﬁnition 3.html. From this fact we can conclude that a linear fractional transformation f (z) = az+b is holomorphic cz+d in C \ − d (unless c = 0.stand. Notice that the inverse of a M¨bius transformation is another M¨bius transformation. o Exercise 12 of the previous chapter states that any polynomial (in z) is an entire function. Bell 3. Note that f : C \ {− d } → C \ { a }. c One property of M¨bius transformations. A linear fractional transformation is a function of the form f (z) = az + b . In fact. cz1 + d cz2 + d As the denominators are nonzero. E. If ad − bc = 0 then f is called a M¨bius1 transformation. that is. cz + d where a.Chapter 3 Examples of Functions Obvious is the most dangerous word in mathematics.uk/∼history/Biographies/Mobius.2.
which implies that c c f is onto.1) Circle case: Given a circle centered at z0 with radius r. Suppose f (z) = az+b cz+d is a linear fractional transformation. Proof. Proposition 3.3. o Proof. and inversions.4. o Theorem 3. we only have to prove the theorem for the inversion f (z) = z . Aside from being prime examples of onetoone functions. 26 Since ad − bc = 0 this implies that z1 = z2 . we introduce some terminology. d d a . and ino 1 versions f (z) = z . c if c = 0 then f (z) = bc − ad 1 c2 z + d c + In particular. or Re(αz) = c. we can modify its deﬁning equation z − z0  = r as follows: z − z0 2 = r2 (z − z0 )(z − z0 ) = r2 zz − z0 z − zz0 + z0 z0 = r2 z2 − z0 z − zz0 + z0 2 − r2 = 0 . we understand them all. (3. EXAMPLES OF FUNCTIONS which can be rearranged to (ad − bc)(z1 − z2 ) = 0 . With the last result at hand. The next result says that if we understand those three special transformations. M¨bius transformations map circles and lines into circles and lines. dilations. so by the 1 last proposition. every linear fractional transformation is a composition of translations. En route to an example of such. we can tackle the promised theorem about the following geometric property of M¨bius transformations. If c = 0 then f (z) = a b z+ . Just like f . Before going on we ﬁnd a standard form for the equation of a straight line. . f −1 is onetoone. Hence our standard equation for a line becomes αz + αz = 2c. Special cases of M¨bius transformations are translations f (z) = z + b. M¨bius transformations possess faso cinating geometric properties. Starting with ax + by = c (where z = x + iy).CHAPTER 3. Translations and dilations certainly map circles and lines into circles and lines. dilations f (z) = az. which means that f is onetoone. let α = a + bi. Then αz = ax + by + i(ay − bx) so αz + αz = αz + αz = 2 Re(αz) = 2ax + 2by. Simplify. The formula for f −1 : C \ { a } → C \ {− d } can be checked easily.
Otherwise z0 2 − r2 is nonzero so we can divide our equation by it. In fact.1) in terms of w. Line case: We start with the equation of a line in the form (3. 4c2 and radius There is one fact about M¨bius transformations that is very helpful to understanding their o geometry. which is of the form (3. If we solve w = 1 z we get z = w . (To get the second line we multiply by w2 = ww and simplify. Otherwise we can divide by 2c: ww − w− z0 2c z0 z0 w− w=0 2c 2c z0 z0 2 w− =0 − 2c 4c2 w− This is the equation of a circle with center z0 2c z0 2c 2 = z0  2c .1) with α = z0 . w2 − w+ 2 2 2 2 2 z0  − r z0  − r z0  − r2 We deﬁne z0 w0 = . this describes a line in the form (3. We get z0 w + z0 w = 2cww .) Now if r happens to be equal to z0 2 then this equation becomes 1 − z0 w − z0 w = 0. z0 2 . 1 as above. so we have a straight line in terms of w. it is much more generally useful: . This is the equation of a circle in terms of w. z0 2 − r2 (z0 2 − r2 )2 (z0 2 − r2 )2 (z0 2 − r2 )2 2 2 Then we can rewrite our equation as w2 − w0 w − w0 w + w0 2 − s2 = 0 ww − w0 w − ww0 + w0 w0 = s2 (w − w0 )(w − w0 ) = s2 w − w0 2 = s2 .1) and rewrite it in terms of w. where w = z .CHAPTER 3. by substituting z = w and simplifying. so we make this substitution in our equation: 1 z 27 for 1 w 2 − z0 1 1 − z0 + z0 2 − r2 = 0 w w 1 − z0 w − z0 w + w2 z0 2 − r2 = 0 . We obtain z0 z0 1 w− = 0. 2 z0  − r2 1 z0 2 z0 2 − r2 r2 s = w0  − = − = . with center w0 and radius s. If c = 0. EXAMPLES OF FUNCTIONS 1 Now we want to transform this into an equation in terms of w.
(a) lim f (z) = ∞ means that for every M > 0 we can ﬁnd δ > 0 so that. Functions which preserve angles in this way are also called conformal. based on the usual laws of limits. Suppose f is holomorphic at a with f (a) = 0 and suppose γ1 and γ2 are two smooth curves which pass through a. written ∞. Then f transforms γ1 and γ2 into smooth curves which meet at f (a). Then f transforms the curve γk to the curve f (γk ). Proof.6. it is a good idea to make inﬁnity an honorary complex number so that we can more easily manipulate inﬁnite limits. and complex numbers have inﬁnite limits if they can become larger in magnitude than any preassigned limit. considered as a vector.5. Suppose G is a set of complex numbers and f is a function from G to C. In fact. is the tangent vector to γk at the point a. an holomorphic function with nonzero derivative preserves angles. EXAMPLES OF FUNCTIONS 28 Lemma 3. so that zk (0) = a. as zk (t) = xk (t) + iyk (t). In the complex sense there is only one inﬁnity. For completeness we repeat the usual deﬁnitions: Deﬁnition 3. The complex number zk (0).CHAPTER 3. In order to deal correctly with inﬁnity we have to realize that we are always talking about a limit. if lim f (z) = ∞ and lim g(z) = a is ﬁnite then the usual “limit of z→z0 z→z0 . If we diﬀerentiate f (zk (t)) at t = 0 and use the chain rule we see that the tangent vector to the transformed curve at the point f (a) is f (a)zk (0). However. (c) lim f (z) = ∞ means that for every M > 0 we can ﬁnd N > 0 so that. but −∞ = ∞ in the complex sense. in the sense that for every B > 0 there is some z ∈ G with z > B. for all z ∈ G satisfying z > N . In the real sense there is also a “negative inﬁnity”. In the ﬁrst deﬁnition we require that z0 is an accumulation point of G while in the second and third we require that ∞ is an “extended accumulation point” of G. for all z ∈ G satisfying z→∞ z > N we have f (z) > M . we have f (z) > M . In brief. for all z ∈ G satisfying z→z0 0 < z − z0  < δ. We then deﬁne algebraic rules for dealing with our new point. parameterized as f (zk (t)). For k = 1. 3. (b) lim f (z) = L means that for every z→∞ > 0 we can ﬁnd N > 0 so that. The usual rules for working with inﬁnite limits are still valid in the complex numbers. 2 we write γk parametrically. and the transformed curves make an angle of θ with each other. Since f (a) = 0 the transformation from z1 (0) and z2 (0) to f (a)z1 (0) and f (a)z2 (0) is a dilation.2 Inﬁnity and the Cross Ratio Inﬁnity is not a number—this is true whether we use the complex numbers or stay in the reals. making an angle of θ with each other. we have f (z) − L < . A dilation is the composition of a scale change and a rotation and both of these preserve the angles between vectors. For example. for many purposes we can work with inﬁnity in the complexes much more naturally and simply than in the reals. ∞.
However. it may seem strange that ∞ + ∞ is not deﬁned. The three points −i. For example. the complex projective line. For example. C: ˆ Deﬁnition 3. z→z0 ˆ We do this by deﬁning a new set. If we remember that ∞ corresponds to being arbitrarily far away from the origin we can visualize a line plus inﬁnity as a circle passing through ∞. ∞ and i also determine a circle—the imaginary axis . but the individual limits of z and −z are both ∞. A translation o f (z) = z + b is now deﬁned for z = ∞. cz + d ˆ Then f is deﬁned for all z ∈ C. f (z) = z is o now deﬁned for z = 0 and z = ∞. so f transforms circles that pass through the origin to straight lines plus ∞. now we can put it back. Let f be the M¨bius transformation o f (z) = az + b . If we make ˆ this a deﬁnition then Theorem 3.CHAPTER 3. together with the following algebraic properties: For any a ∈ C. and a dilation f (z) = az (with a = 0) is also deﬁned for z = ∞. but if we take the limit of z + (−z) = 0 as z → ∞ we will get 0.4. otherwise. For example.8. (1) (2) (3) ∞+a=a+∞=∞ if a = 0 then ∞ · a = a · ∞ = ∞ · ∞ = ∞ if a = 0 then a a = 0 and = ∞ ∞ 0 The extended complex plane is also called the Riemann sphere (or. so the proper domain for ˆ f (z) is actually C. dilations and the inversion f (z) = z we see that ˆ ˆ every M¨bius transformation may be interpreted as a transformation of C onto C. denoted CP1 ). but the point z = 0 must be excluded from the circle. with f (∞) = ∞ + b = ∞. Recall that f (z) = z transforms circles that pass through the origin to straight lines.7. 1 With this interpretation in mind we can add some insight to Theorem 3. 1 Now we reconsider M¨bius transformations with inﬁnity in mind. If a calculation involving inﬁnity is not covered by the rules above then we must investigate the limit more carefully. Let’s consider the other basic types of M¨bius transformations. in a more advanced course. If c = 0 then f (∞) = ∞. with f (∞) = a · ∞ = ∞. Since every M¨bius transformation o 1 can be expressed as a composition of translations. with f (0) = ∞ and f (∞) = 0. The extended complex plane is the set C := C ∪ {∞}. EXAMPLES OF FUNCTIONS 29 sum = sum of limits” rule gives lim (f (z) + g(z)) = ∞. f (∞) = a c and f − d c = ∞. i to ∞. and. The general o case is summarized below: Lemma 3. and 1 to i.4 can be expressed very simply: any M¨bius transformation of C o transforms circles to circles. i and 1 determine a circle—the unit circle z = 1—and the three image points 0. the transformation f (z) = z+i z−i transforms −i to 0. This leads us to want the rule ∞ + a = ∞.
and z3 are any four points in C with z1 . Let h = g −1 ◦ f where f (z) = [z. 1 = h(1) = c+d 0+d d 0 = h(0) = so h(z) = az+b = az+0 = a z = z. z1 . z2 . f (z3 ) = ∞ . z3 ] and g(w) = [w. the result is inﬁnity.2 the inverse f −1 is a M¨bius transformation and. or z3 is inﬁnity. EXAMPLES OF FUNCTIONS 30 plus the point at inﬁnity. Lemma 3. z2 and z3 and we want to map them to three other points. z2 and z3 are distinct points in C and w1 . f (z2 ) = 1. by Exercise 7 in this chapter. z1 . h(1) = 1 and o h(∞) = ∞. (z − z3 )(z2 − z1 ) Here if z = z3 . Proof. ˆ So if we want to map three given points of C to 0. w1 . if g is any M¨bius transformation which transforms z1 .10.11. w2 and w3 ? ˆ Theorem 3. Moreover.10. If f is deﬁned by f (z) = [z. and z3 distinct. z2 .CHAPTER 3. z1 . Conversely. z2 . in practice. This theorem gives an explicit way to determine h from the points zj and wj but. z2 . w1 . w2 and w3 are distinct ˆ Then there is a unique M¨bius transformation h satisfying h(z1 ) = w1 . If the three points are on a straight line or if one of the points is ∞ then ˆ the circle is a straight line plus ∞. Notice that h(0) = g(f −1 (0)) = g(z1 ) = 0. it is often easier to determine h directly from the conditions f (zk ) = wk (by solving for a. z1 . Similarly. b. 1 and ∞ by a M¨bius transformation then o the crossratio gives us the only way to do it. ˆ This example relied on the idea that three distinct points in C determine uniquely a circle passing through them. if we know where three distinct points in C are transformed by a M¨bius transformation then we should be able to ﬁgure out everything about the o transformation. and if one of z. Everything should be clear except the ﬁnal uniqueness statement. ˆ Deﬁnition 3. If we write h(z) = az+b then cz+d b =⇒ b = 0 d a ∞ = h(∞) = =⇒ c = 0 c a+0 a a+b = = =⇒ a = d . What if we have three points z1 . then the two terms on the right containing it are canceled. c and d). then their crossratio is deﬁned by (z − z1 )(z2 − z3 ) [z. z3 ] = . h(z2 ) = w2 points in C. z1 . By Lemma 3. z2 . z2 and z3 as above then g(z) = o f (z) for all z. w2 . o and h(z3 ) = w3 .9. Uniqueness follows as in the proof of Lemma 3. Proof. But since h(z) = z for all z we have h(f (z)) = f (z) and so cz+d 0+d d g(z) = g ◦ (f −1 ◦ f )(z) = (g ◦ f −1 ) ◦ f (z) = h(f (z)) = f (z). Hence f transforms the unit circle onto the imaginary axis plus the point at inﬁnity. Suppose z1 . z3 ] then f is a M¨bius transformation which o satisﬁes f (z1 ) = 0. . w3 ]. the composition h = g ◦ f −1 o is a M¨bius transformation. z2 . There is a computational device that makes this easier to see. If z.
0. as the unit sphere.0 . z) − (0. The point P satisﬁes the equation x2 + y 2 + z 2 = 0. 1−z 1−z where we declare φ(0. z) = with inverse map φ−1 (p. q. Let N denote the North Pole (0. It also provides a way of ‘seeing’ that a line in the extended complex plane is really a circle. and then plugging this into the identities x = p(1 − z) and y = q(1 − z) proves the desired formula. and of visualizing M¨bius functions.12. z) ∈ S2 − {N }.CHAPTER 3. think of C as the xyplane in R3 = {(x. y. Plugging this value of t into the formula for r yields φ as stated. y. 2 . Proof. For any point P ∈ S N intersects C in exactly one point. so it must be that t = 1−z . It is easy to check that φ ◦ φ−1 and φ−1 ◦ φ are now both the identity. y. ˆ ˆ Deﬁnition 3. as the zcoordinate of P is strictly less than 1. To see the formula for the inverse map φ−1 . 0) ∈ R3 }. The latter two equations yield p2 + q 2 = x2 + y 2 1 − z2 1+z = = . 1 When r(t) hits C. Deﬁne φ(P ) := Q.13. 1) of S2 . z) ∈ R3 x2 + y 2 + z 2 = 1}. z) ∈ S2 so that φ(P ) = Q. C = {(x. Consider the unit sphere S2 := {(x. We also declare that φ(N ) = ∞ ∈ C. Thus. 2 2 (1 − z) (1 − z) 1−z 1+z Solving p2 + q 2 = 1−z for z. That φ is a bijection follows from the existence of the inverse function. the straight line N P through N and P is given by. . 0)x2 + y 2 = 1}. To describe stereographic projection. and solve for a point P = (x. for t ∈ ∞. r(t) = N + t(P − N ) = (0. and is left as an ← → exercise. x y . 1 + t(z − 1)). 0. y. 0. o To begin. This structure is revealed by a famous function called stereographic projection. we begin with a point Q = (p. 0) = 2p 2q p2 + q 2 − 1 . −1). y. q. the line ←P follows. The map φ is the bijection φ(x. corresponding to the equator on the sphere and the unit circle on the complex plane. 1) = ∞ and φ−1 (∞) = (0. ty. the point at inﬁnity – in R3 . 2 p2 + q 2 + 1 p + q 2 + 1 p + q 2 + 1 . Then the sphere and the complex plane intersect in the set {(x. 0. 1) + t[(x. the third coordinate is 0. y x The equation φ(P ) = Q tells us that 1−z = p and 1−z = q. we solve 3 equations for 3 unknowns. y. 0. y. Q.3 Stereographic Projection The addition of ∞ to the complex plane C gives the plane a very useful structure. Proposition 3. 1). 0) ∈ C. Stereographic projection also gives us a way of visualizing the extended complex plane – that is. For P = (x. we leave these as exercises. 1)] = (tx. and let S denote the South Pole (0. . This proves the proposition. y. The stereographic projection of S2 to C from N is the map φ S2 → C deﬁned as → 2 − {N }. z)}. EXAMPLES OF FUNCTIONS 31 3. 0. we will be less concerned with actual complex numbers x + iy and more with their coordinates.
If we have a normal vector (x0 . we can assume that (x0 . and then pull this point back to S2 by φ−1 . then there is a unique real number k so that the plane P is given by P = {(x.CHAPTER 3. 0). y0 . we see that (z0 − k)p2 + (2x0 )p + (z0 − k)q 2 + (2y0 )q = z0 + k. y. We want to know what this function does to the sphere S2 . If z0 − k = 0. a rotation f (z) = eiθ z. Notice that z0 = k if and only if N ∈ P . A circle in S2 is the intersection of S2 with some plane P . though beyond the scope of these notes. It is particularly nice to think about the basic M¨bius transformations via their eﬀect on the o Riemann sphere. We will take an (x. y0 . y. y. z0 ) to P . respectively. how other basic M¨bius functions behave. z0 ) ∈ S2 by possibly changing k. project it to the plane by stereographic projection φ. or the empty set in the pqplane. y0 . y. y0 . o composed with φ−1 . 1−z 1−z . since if k < 0 we can replace (x0 . z0 ) = k} = {(x. Consider the circle of intersection P ∩ S2 .14. Translations can also be visualized via how they move points ‘along’ sets of circles. apply f to the point that results. q. which is if and only if the image under φ is a straight line. We will describe inversion. Only the ﬁrst case corresponds to a circle in S2 . in that each moves points ‘along’ perpendicular sets of circles. z) ∈ R3 (x. q. y0 . z) ∈ R3 xx0 + yy0 + zz0 = k}. 0) satisﬁes the deﬁning equation for P . A point (p. this is a straight line in the pqplane. The stereographic projection φ takes the set of circles in S2 bijectively to the set ˆ of circles in C. point.13 for φ−1 (p. For instance. k = 1. q. f (z) = z + b. z0 ) with −(x0 . this is the equation of a circle. It is an exercise to verify that every circle in the pqplane arises in this manner. (z0 − k)2 Depending on whether the right hand side of this equation is positive. 0) in the complex plane lies on the image of this circle under φ if and only if φ−1 (p. where for a circle γ ⊂ S2 we have that ∞ ∈ φ(γ) – that is. Without loss of generality. Proof. z) on S2 . and k > 1. z) · (x0 . We may also assume without loss of generality that 0 ≤ k ≤ 1. every line in the pqplane can be obtained in this way. EXAMPLES OF FUNCTIONS We use the formulas above to prove the following. and if k > 1 then P ∩ S2 = ∅. then completing the square yields p+ x0 z0 − k 2 + q+ y0 z0 − k 2 = 1 − k2 . y. or negative. We give the hint that a real dilation is in some sense ‘dual’ to a rotation. Using the equations from Proposition 3. can be seen to be a rotation of S2 . We know φ(x. Moreover. φ(γ) is a line in C – if and only if N ∈ γ. 32 Theorem 3. z) = (x/(1 − z). We now use stereographic projection to take another look at f (z) = 1/z. respectively. 0. We can now think of the extended complex plane as a sphere in R3 . It is worth thinking about. and consider the harder problems of visualizing a real dilation f (z) = rz or a translation. If z0 − k = 0. These three cases happen when k < 1. called the Riemann sphere. We encourage the reader to verify this to themselves. z0 ). y/(1 − z)) which we now regard as the complex number y x +i .
and our circle is now passing through N .CHAPTER 3. In light of this deﬁnition. namely the real exponential function2 and the real sine and cosine. Then 1/z rotates the sphere which certainly takes circles to circles. We have to be able to get arbitrarily far away from the origin in C. −y. = 2 p + qi p + q2 x y +i 1−z 1−z x y −i 1−z 1−z 1−z 1+z x −y +i . Thus we have shown that the eﬀect of f (z) = 1/z on S2 is to take (x. It is certainly not the (ﬁnite) distance function induced by R3 . We end by mentioning that there is in fact a way of putting the complex metric on S2 . This is because 0 goes to (0. The ˆ closer points are to the North Pole N (corresponding to ∞ in C). This is a rotation around the xaxis by 180 degrees. 1+z 1+z We know from a previous calculation that p2 + q 2 = (1 + z)/(1 − z). the circle has ﬁnite length. y. −y. it has inﬁnite length. EXAMPLES OF FUNCTIONS We use 33 1 p − qi . Our preferred way to do this is through a power series: ex = k≥0 xk /k!. 2 It is a nontrivial question how to deﬁne the real exponential function. as we borrow the concept of a (real) power series to deﬁne the real exponential function. we once more borrow concepts from calculus. A circle or line in C is taken to a circle on S2 by φ−1 . . to say the least. but as a line on the Riemann sphere with the complex metric. The (complex) exponential function is deﬁned for z = x + iy as exp(z) = ex (cos y + i sin y) = ex eiy . so the complex distance function has to increase greatly with the z coordinate. This gives f = = Rather than plug this result into the formulas for φ−1 . this is possible (and an elegant deﬁnition).4 Exponential and Trigonometric Functions To deﬁne the complex exponential function. y. 3. 0. We now have a second argument that f (z) = 1/z takes circles and lines to circles and lines. This deﬁnition seems a bit arbitrary. the origin in the complex plane corresponds to the South Pole S of S2 . Now φ takes circles back to circles and lines. They mainly follow from Lemma 1. −z). a ‘line’ in the Riemann sphere S2 corresponds to a circle in S2 through N . −1) under φ−1 so a circle through 0 in C goes to a circle through the south pole in S2 . Its ﬁrst justiﬁcation is that all exponential rules which we are used to from real numbers carry over to the complex case. the larger their distance to the origin. But we know that φ will take this circle to a line in C. We agree with those readers who think that we are “cheating” at this point. −z).15. we can just ask what triple of numbers will go to this particular pair using the formulas φ(x. the reader might think we should have simply deﬁned the complex exponential function through a complex power series. and—in addition—ﬁnally make sense of the notation eit = cos t + i sin t. We can also say that the circles that go to lines under f (z) = 1/z are the circles though 0. one of the promises of these lecture notes is to introduce complex power series as late as possible. z) to (x. z) = (x/(1−z). In fact. Indeed. Now 180 rotation about the xaxis takes the south pole to the north pole. however. and to each other! In this light. The answer is clearly (x.2 and are collected in the following. Deﬁnition 3. In the regular sphere. y/(1−z)).
It says that the complex exponential function is periodic with period 2πi. however. The third identity is a very special one and has no counterpart for the real exponential function. one that may not seem too pleasant at ﬁrst sight is the fact that the complex exponential function is not onetoone. The last identity is not only remarkable. one can get another strong reason why Deﬁnition 3. but we invite the reader to meditate on its proof. cosine.1: Image properties of the exponential function. MM MM MM MM MM MM MM MM M q1 qq 11 qq 11 qq 11 qq qq q 11 qq q 11 qq 11 11 11 / 5π 6 π 3 exp 0 −π 3 − 5π 6 −1 0 1 2 Figure 3. (a) exp (z1 ) exp (z2 ) = exp (z1 + z2 ) (b) 1 exp(z) 34 = exp (−z) (c) exp (z + 2πi) = exp (z) (d) exp (z) = exp (Re z) (e) exp(z) = 0 (f) d dz exp (z) = exp (z) . This has many interesting consequences. We should make sure that the complex exponential function specializes to the real exponential function for real arguments: if z = x ∈ R then exp(x) = ex (cos 0 + i sin 0) = ex . The trigonometric functions—sine.CHAPTER 3.—have their complex analogues. note that the last identity also says that exp is entire. cotangent. 2. Remarks. Finally. EXAMPLES OF FUNCTIONS Lemma 3. z2 ∈ C.15 is reasonable. we can deﬁne them as merely being special combinations of the exponential function. In fact. 1. When proving this identity through the Cauchy–Riemann equations for the exponential function. they don’t play the same prominent role as in the real case. . For all z. tangent. etc. z1 .16.
2 35 respectively. Note that to write tangent and cotangent in terms of the exponential function. we should ﬁrst make sure that we’re not redeﬁning the real sine and cosine: if z = x ∈ R then sin z = 1 1 (exp(ix) − exp(−ix)) = (cos x + i sin x − (cos(−x) + i sin(−x))) = sin x . The (complex) sine and cosine are deﬁned as sin z = 1 (exp(iz) − exp(−iz)) 2i and cos z = 1 (exp(iz) + exp(−iz)) .CHAPTER 3. sin(−z) = − sin z sin(z + 2π) = sin z tan(z + π) = tan z sin(z + π/2) = cos z sin (z1 + z2 ) = sin z1 cos z2 + cos z1 sin z2 cos2 z + sin2 z = 1 sin z = cos z cos(−z) = cos z cos(z + 2π) = cos z cot(z + π) = cot z cos(z + π/2) = − sin z cos (z1 + z2 ) = cos z1 cos z2 − sin z1 sin z2 cos2 z − sin2 z = cos(2z) cos z = − sin z . . so are sin and cos. tangent. We end this section with a remark on hyperbolic trig functions. one word of caution: unlike in the real case.18. we used the fact that exp(z) exp(−z) = exp(0) = 1. The hyperbolic sine.17. cosine. EXAMPLES OF FUNCTIONS Deﬁnition 3. they are not only yet more special combinations of the exponential function. Because exp is entire. the following properties follow mostly from Lemma 3. Not too surprisingly. For all z. As with the exponential function. Finally. but they are also related with the trigonometric functions via sinh(iz) = i sin z and cosh(iz) = cos z . z1 . for example. Lemma 3.16. sin(iy) as y → ±∞. 2i 2i sin z exp(2iz) − 1 = −i cos z exp(2iz) + 1 and cot z = cos z exp(2iz) + 1 =i . the complex sine and cosine are not bounded—consider. The tangent and cotangent are deﬁned as tan z = respectively.19. 1 (exp(z) − exp(−z)) 2 sinh z exp(2z) − 1 tanh z = = cosh z exp(2z) + 1 sinh z = 1 (exp(z) + exp(−z)) 2 cosh z exp(2z) + 1 coth z = = . sin z exp(2iz) − 1 A similar calculation holds for the cosine. sinh z exp(2z) − 1 cosh z = As such. z2 ∈ C. and cotangent are deﬁned as in the real case: Deﬁnition 3.
The problem is that we need to stick to this convention. the evaluation of any branch of the logarithm at z can only diﬀer from Log z by a multiple of 2πi.5 The Logarithm and Complex Exponentials The complex logarithm is the ﬁrst function we’ll encounter that is of a somewhat tricky nature. Let Arg z denote that argument of z which is in (−π. Then the principal logarithm is deﬁned as Log z = ln z + i Arg z . yet it satisﬁes exp(log z) = z . this is too much to hope for. Let’s try to make things well deﬁned. Let’s write. that is. as usual. etc.’ Even worse. log is. we need exp(Log z) = eu eiv = r eiφ = z . we could agree that the argument is always in (−π. On the other hand. not a function. EXAMPLES OF FUNCTIONS 36 3. that is. in particular we need to demand that z = 0). As we will see shortly. We invite the reader to check this thoroughly. we’re looking for a function Log such that exp(Log z) = z = Log(exp z) . Then for the ﬁrst equation to hold. . we could just use a diﬀerent argument convention and get another reasonable ‘logarithm. and eiv = eiφ ⇐⇒ v = φ+2πk for some k ∈ Z. as we saw. z = r eiφ . π]. we get something that’s not a function.20. It is motivated as being the inverse function to the exponential function. and hence we can’t even consider it to be our soughtafter inverse of the exponential function. eu = r = z ⇐⇒ u = ln z (where ln denotes the real natural logarithm.CHAPTER 3. π] (the principal argument of z). 2π). Even better. and suppose that Log z = u(z) + iv(z). Deﬁnition 3. The paragraph preceding this deﬁnition ensures that the principal logarithm is indeed a branch of the logarithm. A reasonable deﬁnition of a logarithm function Log would hence be to set Log z = ln z + i Arg z where Arg z gives the argument for the complex number z according to some convention—for example. So what about the other equation Log(exp z) = z? Let’s try the principal logarithm: Suppose z = x + iy. by deﬁning the multivalued map arg z = {φ : φ is a possible argument of z} and deﬁning the multivalued logarithm as log z = ln z + i arg z . then Log(exp z) = Log ex eiy = ln ex eiy + i Arg ex eiy = ln ex + i Arg eiy = x + i Arg eiy . of course. in particular. Any function Log : C \ {0} → C which satisﬁes exp(Log z) = z is a branch of the logarithm. the reason for this is once more the periodicity of the exponential function. one should note how the periodicity of the exponential function takes care of the multivaluedness of our ‘logarithm’ log. or in [0.
To end our discussion of the logarithm on a happy note. so that we get actual inverse functions. The idea is to apply Lemma 2. but we need to be careful about the domains of these functions. Show that the derivative of a M¨bius transformation is never zero.12 to exp and Log.21.12 with f : G → C \ {0} . We apply Lemma 2. (A ﬁxed point of a function f is a number z such that f (z) = z. you might want to think about what it looks like if Log = Log). EXAMPLES OF FUNCTIONS 37 The righthand side is equal to z = x + iy only if y ∈ (−π. one just has to be cautious about where each logarithm is holomorphic. In calculus one proves the equivalence of the real exponential function (as given.dcs. Then Log is diﬀerentiable wherever it is continuous and 1 Log z = . π]. . Show that if f (z) = az+b cz+d is a M¨bius transformation then f −1 (z) = o dz−b −cz+a . we obtain ez = exp(z Log e) = exp (z (ln e + i Arg e)) = exp (z ln e) = exp (z) .) 3 Named after Leonard Euler (1707–1783). we prove that any branch of the logarithm has the same derivative. see http://wwwgroups. For two complex numbers a and b. exp (Log z) exp(Log z) z We ﬁnish this section by deﬁning complex exponentials. For more information about Euler.ac. g(z) = Log: if Log is continuous at z then Log z = 1 1 1 = = . so it is not always useful. many) yvalues for which Log(exp z) = z. as e = limn→∞ 1 + n . f (z) = exp(z) and g : C \ {0} → G. Suppose Log is a branch of the logarithm. The same happens with any other branch of the logarithm Log—there will always be some (in fact. we can now make a similar remark about the complex exponential function. Theorem 3. A note about e. Prove that any M¨bius transformation diﬀerent from the identity map can have at most two o ﬁxed points. o 3. We turn instead to the principal logarithm and deﬁne the principal value of ab as ab = exp(b Log a) . 2.CHAPTER 3. Because e is a positive real number and hence Arg e = 0. for example. through a power series) and the function f (x) = ex where e is Euler’s3 number and 1 n can be deﬁned.stand.uk/∼history/Biographies/Euler. z Proof. the natural deﬁnition ab = exp(b log a) (which is a concept borrowed from calculus) would in general yield more than one value (Exercise 42). With our deﬁnition of ab . for example. Suppose Log maps C \ {0} to G (this is typically a halfopen strip. A word of caution: this only works out this nicely because we carefully deﬁned ab for complex numbers.html. Diﬀerent deﬁnitions might lead to diﬀerent outcomes of ez versus exp z! Exercises 1.
3 → ∞. o cz+d Show that TA ◦TB = TA·B . EXAMPLES OF FUNCTIONS 4. Label the sets. Let C be the circle with center 1 + i and radius 1. 11. z−i z+i . Describe the image of the region under the transformation: (a) The disk z < 1 under w = iz−i z+1 . Suppose A = a b is a 2 × 2 matrix of complex numbers whose determinant ad − bc is c d nonzero. ±2. ﬁnd two diﬀerent M¨bius transformations that transform C onto the real axis plus o inﬁnity. remember that M¨bius transformations preserve angles. (e) The circle with radius 1 centered at 1. with diﬀerent choices of zk . (Hint: Consider the function 1+f (z) and use Exercise 5 and a variation of 1−f (z) Exercise 14 in Chapter 2. 12. In each case. (f) The circle with radius 1 centered at −1. (Here ◦ denotes composition and · denotes matrix multiplication. y > 0 under w = (c) The strip 0 < x < 1 under w = z z−1 . ∞ → −i.) 2z 8.) o (a) The xaxis.CHAPTER 3. ﬁnd the image of the center of the circle. 1 → 1.) (c) 0 → i. Find a M¨bius transformation which transforms o 1 C onto C and transforms 0 to 2 . (b) The quadrant x > 0. one showing the following six sets in the z plane and the other showing their images in the w plane. Prove Proposition 3. Then we can deﬁne a corresponding M¨bius transformation TA by TA (z) = az+b . Let C be the circle with center 0 and radius 1. . 9. Show that the M¨bius transformation f (z) = o onto the imaginary axis. as az+b . Find M¨bius transformations satisfying each of the following. Write your answers in standard o form. 2 → 1.) (b) 1 → 0. Show that f is constant.) 7. Let f (z) = z+2 . 2 → ∞. (b) The yaxis. cz+d (a) 1 → 0. (You should only need to calculate the images of 0. 1+z 1−z 38 maps the unit circle (minus the point z = 1) 6. plus ∞. (Use the crossratio. (Use the crossratio. Using the crossratio. plus ∞. Suppose that f is holomorphic on the region G and f (G) is a subset of the unit circle. (d) The circle with radius 2 centered at 0. 1 + i → 1. Draw two graphs. ∞ and −1 − i. plus ∞. 10. 5.3. (c) The line x = y.
23. 1 → ∞. 1. Suppose z1 . What is a unit normal vector to P ? Compute the image of P ∩ S 2 under the stereographic projection φ. −1 → i. 19. v = v(x. ‘orthogonal’ to and ‘perpendicular’ to the translation. z2 . Describe the eﬀect of the basic M¨bius transformations rotation. z2 and z3 if and only if [z. −1). z2 and z3 are distinct points in C.CHAPTER 3. y) is the determinant of the matrix ∂u ∂x ∂v ∂x ∂u ∂y ∂v ∂y . 22. 0). real dilation. and translation o on the Riemann sphere. 16. 20. −i → −1. (a) eiπ (b) eπ (c) ii (d) esin i (e) exp(Log(3 + 4i)) √ (f) 1 + i √ (g) 31 − i (h) i+1 √ 2 4 . 0). 0). 0. Find the M¨bius transformation f : o (a) f maps 0 → 1. (0. Prove that every circle in the extended complex plane is the image of some circle in S 2 under the stereographic projection φ. Show that if f = u + iv is holomorphic then the Jacobian equals f (z)2 . and all circles through both N and S. (1. giving your answers in the form x + iy. z 2 −1 2z+1 . Find the ﬁxed points in C of f (z) = 15. 0. Prove that the stereographic projection of Proposition 3. (c) f maps xaxis to y = x. 21. (0. hint: for the ﬁrst two. consider two families of circles through N. Show that z is on the circle passing through z1 . z1 . ˆ 14. consider all circles in S 2 centered on the NS axis. 18. 0. y). EXAMPLES OF FUNCTIONS 39 13.13 is a bijection by verifying that that φ ◦ φ−1 and φ−1 ◦ φ are the identity. −i 2a and radius ˆ 17. yaxis to y = −x. For translation. 1. The Jacobian of a transformation u = u(x. Find the image under the stereographic projection φ of the following points: (0. Consider the plane P determined by x + y − z = 0. ∞ → 0. Show that the image of the line y = a under inversion is the circle with center 1 2a . 1). z3 ] is real or inﬁnite. (1. (b) f maps 1 → 1. Evaluate the value(s) of the following expressions. and the unit circle to itself.
Let z = x + iy and show that (a) sin z = sin x cosh y + i cos x sinh y. and cos(x+iy) = cos x cosh y−i sin x sinh y. (b) cos z = cos x cosh y − i sin x sinh y. 0 ≤ y ≤ 2π. 26. 29. Prove Lemma 3. 0 ≤ y ≤ 2π}. Prove Lemma 3. . (a) z 2 .) 37.18. Is arg(z) = − arg(z) true for the multiplevalued argument? What about Arg(z) = − Arg(z) for the principal branch? 36. 1 sinh2 y sinh y+1 sinh2 y =1+ ≤1+ 1 sinh2 1 ≤ 2. Determine the image of the strip {z ∈ C : −π/2 < Re z < π/2} under the function f (z) = sin z. Describe the images of the following sets under the exponential function exp(z): (a) the line segment deﬁned by z = iy. Prove that the zeros of sin z are all realvalued. 0 ≤ y ≤ 2π. For each of the following functions. (b) cos z2 = cos2 x + sinh2 y = cosh2 y − sin2 x. 40 25. 35. (c) the rectangle {z = x + iy ∈ C : 0 ≤ x ≤ 1. 28.16. Show that tan(iz) = i tanh z. 30. (b) (−1)i . Let z = x + iy and show that (a) sin z2 = sin2 x + sinh2 y = cosh2 y − cos2 x. Prove that sin(x+iy) = sin x cosh y+i cos x sinh y. 27. If you run into a logarithm. determine all complex numbers for which the function is holomorphic. 31. Find the principal values of (a) log i. EXAMPLES OF FUNCTIONS 24.CHAPTER 3. Prove that sin(z) = sin(z) and cos(z) = cos(z). (c) If cos x = 0 then cot z2 = (d) If y ≥ 1 then cot z2 ≤ 32. (b) the line segment deﬁned by z = 1 + iy. cosh2 y−1 cosh2 y 2 ≤ 1. Is there a diﬀerence between the set of all values of log z 2 and the set of all values of 2 log z? (Try some ﬁxed numbers for z. use the principal value (unless stated otherwise). 34. (c) log(1 + i). 33.
(f) sinh z = 0. f (z) = z 2 . and explain what happens in the limits as t → ∞ and t → −∞. (h) z 1/2 = 1 + i. Eliminate the parameter in u + iv = f (z(t)) to get a (u. Prove that exp(b log a) is singlevalued if and only if b is an integer. (g) exp(iz) = exp(iz).) What can you say if b is rational? 43. 40. Show that az  = aRe z if a is a positive real constant. 38. 42. (e) cos z = 0. Fix c ∈ C \ {0}. EXAMPLES OF FUNCTIONS (b) sin z . z 3 +1 41 (c) Log(z − 2i + 1) where Log(z) = ln z + i Arg(z) with 0 ≤ Arg(z) < 2π. 44. and then the vertical segment from 2i to 0. (d) Is the right angle at the origin in part (c) preserved? Is something wrong here? (Hint: Use polar coordinates. let f (z) = z 2 . Find the derivative of f (z) = z c . 2 + 2i and 2i. (a) Show that the image of a circle centered at the origin is a circle centered at the origin. v) equation for the image curve. (c) Let T be the ﬁgure formed by the horizontal segment from 0 to 2. 2. plot it reasonably carefully.) 45. As in the previous problem. y = t). (d) exp(z). (c) exp(z) = πi. Describe the image under exp of the line with equation y = x. 2 (b) Log(z) = 3π 2 i. Draw T and f (T ). They are not parts of either straight lines or circles. Find the image of the annulus 1 < z < e under the principal value of the logarithm. (Hint: You can write the vertical segment parametrically as z(t) = 2 + it. (f) iz−3 .CHAPTER 3. the circular arc from 2 to 2i. 41. To do this you should ﬁnd an equation (at least parametrically) for the image (you can start with the parametric form x = t. Let Q be the square with vertices at 0. (e) (z − 3)i .) . (d) sin z = cosh 4. 39. For this problem. (Note that this means that complex exponentials don’t clash with monomials z n . Draw f (Q) and identify the types of image curves corresponding to the segments from 2 to 2 + 2i and from 2 + 2i to 2i. Find all solutions to the following equations: (a) Log(z) = π i. (b) Show that the image of a ray starting at the origin is a ray starting at the origin.
Chapter 4
Integration
Everybody knows that mathematics is about miracles, only mathematicians have a name for them: theorems. Roger Howe
4.1
Deﬁnition and Basic Properties
At ﬁrst sight, complex integration is not really anything diﬀerent from real integration. For a continuous complexvalued function φ : [a, b] ⊂ R → C, we deﬁne
b b b
φ(t) dt =
a a
Re φ(t) dt + i
a
Im φ(t) dt .
(4.1)
For a function which takes complex numbers as arguments, we integrate over a curve γ (instead of a real interval). Suppose this curve is parametrized by γ(t), a ≤ t ≤ b. If one meditates about the substitution rule for real integrals, the following deﬁnition, which is based on (4.1) should come as no surprise. Deﬁnition 4.1. Suppose γ is a smooth curve parametrized by γ(t), a ≤ t ≤ b, and f is a complex function which is continuous on γ. Then we deﬁne the integral of f on γ as
b
f=
γ γ
f (z) dz =
a
f (γ(t))γ (t) dt .
This deﬁnition can be naturally extended to piecewise smooth curves, that is, those curves γ whose parametrization γ(t), a ≤ t ≤ b, is only piecewise diﬀerentiable, say γ(t) is diﬀerentiable on the intervals [a, c1 ], [c1 , c2 ], . . . , [cn−1 , cn ], [cn , b]. In this case we simply deﬁne
c1 c2 b
f=
γ a
f (γ(t))γ (t) dt +
c1
f (γ(t))γ (t) dt + · · · +
cn
f (γ(t))γ (t) dt .
In what follows, we’ll usually state our results for smooth curves, bearing in mind that practically all can be extended to piecewise smooth curves. Example 4.2. As our ﬁrst example of the application of this deﬁnition we will compute the integral of the function f (z) = z 2 = x2 − y 2 − i(2xy) over several curves from the point z = 0 to the point z = 1 + i. 42
CHAPTER 4. INTEGRATION
43
(a) Let γ be the line segment from z = 0 to z = 1 + i. A parametrization of this curve is γ(t) = t + it, 0 ≤ t ≤ 1. We have γ (t) = 1 + i and f (γ(t)) = (t − it)2 , and hence
1
f=
γ 0
(t − it)2 (1 + i) dt = (1 + i)
0
1
2 t2 − 2it2 − t2 dt = −2i(1 + i)/3 = (1 − i) . 3
(b) Let γ be the arc of the parabola y = x2 from z = 0 to z = 1 + i. A parametrization of this curve is γ(t) = t + it2 , 0 ≤ t ≤ 1. Now we have γ (t) = 1 + 2it and f (γ(t)) = t2 − t2 whence
1 1 2
− i 2t · t2 = t2 − t4 − 2it3 ,
f=
γ 0
t2 − t4 − 2it3 (1 + 2it) dt =
0
t2 + 3t4 − 2it5 dt =
1 1 1 14 i + 3 − 2i = − . 3 5 6 15 3
(c) Let γ be the union of the two line segments γ1 from z = 0 to z = 1 and γ2 from z = 1 to z = 1 + i. Parameterizations are γ1 (t) = t, 0 ≤ t ≤ 1 and γ2 (t) = 1 + it, 0 ≤ t ≤ 1. Hence
1 1
f=
γ γ1
f+
γ2
f=
0
t2 · 1 dt +
0
(1 − it)2 i dt =
1 +i 3
1
1 − 2it − t2 dt
0
=
1 1 1 + i 1 − 2i − 3 2 3
=
4 2 + i. 3 3
The complex integral has some standard properties, most of which follow from their real siblings in a straightforward way. To state some of its properties, we ﬁrst deﬁne the useful concept of the length of a curve. Deﬁnition 4.3. The length of a smooth curve γ is
b
length(γ) :=
a
γ (t) dt
for any parametrization γ(t), a ≤ t ≤ b, of γ. The deﬁnition of length is with respect to any parametrization of γ because, as we will see, the length of a curve is independent of the parametrization. We invite the reader to use some familiar curves to see that this deﬁnition gives what one would expect to be the length of a curve. Proposition 4.4. Suppose γ is a smooth curve, f and g are complex functions which are continuous on γ, and c ∈ C. (a)
γ (f
+ cg) =
γ
f +c
γ
g.
(b) If γ is parametrized by γ(t), a ≤ t ≤ b, deﬁne the curve −γ through −γ(t) = γ(a + b − t), a ≤ t ≤ b. Then −γ f = − γ f . (c) If γ1 and γ2 are curves so that γ2 starts where γ1 ends then deﬁne the curve γ1 γ2 by following γ1 to its end, and then continuing on γ2 to its end. Then γ1 γ2 f = γ1 f + γ2 f .
CHAPTER 4. INTEGRATION (d) f ≤ maxz∈γ f (z) · length(γ) .
44
γ
The curve −γ deﬁned in (b) is the curve that we obtain by traveling through γ in the opposite direction. Proof. (a) This follows directly from the deﬁnition of the integral and the properties of real integrals. (b) This follows with an easy real change of variables s = a + b − t:
b b
f=
−γ a a
f (γ(a + b − t)) (γ(a + b − t)) dt = −
a b
f (γ(a + b − t)) γ (a + b − t) dt f.
γ
=
b
f (γ(s)) γ (s) ds = −
a
f (γ(s)) γ (s) ds = −
(c) We need a suitable parameterization γ(t) for γ1 γ2 . If γ1 has domain [a1 , b1 ] and γ2 has domain [a2 , b2 ] then we can use γ(t) = γ1 (t) γ2 (t − b1 + a2 ) for a1 ≤ t ≤ b1 , for b1 ≤ t ≤ b1 + b2 − a2 .
The fact that γ1 (b1 ) = γ2 (a2 ) is necessary to make sure that this parameterization is piecewise smooth. Now we break the integral over γ1 γ2 into two pieces and apply the simple change of variables s = t − b1 + a2 :
b1 +b2 −a2
f=
γ1 γ2 a1 b1
f (γ(t))γ (t) dt
b1 +b2 −a2
=
a1 b1
f (γ(t))γ (t) dt +
b1
f (γ(t))γ (t) dt
b1 +b2 −a2
=
a1 b1
f (γ1 (t))γ1 (t) dt +
b1 b2
f (γ2 (t − b1 + a2 ))γ2 (t − b1 + a2 ) dt f (γ2 (s))γ2 (s) ds
a2
=
a1
f (γ1 (t))γ1 (t) dt + f+
γ1 γ2
=
f. f . Then
b b
(d) To prove (d), let φ = Arg f = e−iφ
γ b γ
γ
f
= Re e−iφ
a
f (γ(t))γ (t) dt
b
=
a
Re f (γ(t))e−iφ γ (t) dt
≤
a
f (γ(t))e−iφ γ (t) dt =
a b
f (γ(t)) γ (t) dt
≤ max f (γ(t))
a≤t≤b a
γ (t) dt = max f (z) · length(γ) .
z∈γ
Suppose G ⊆ C is open.1. . s) = h(1. Then γ0 is Ghomotopic to γ1 . the homotopies will be ‘nice enough’ to satisfy the condition of this theorem. 0 ≤ t ≤ 1 and γ1 (t). INTEGRATION 45 4. h(0. in symbols γ0 ∼G γ1 . parametrized by γ0 (t). which is continuously transformed from γ0 to γ1 . for any parametrization γ(t). s) is called a homotopy and represents a curve for each ﬁxed s. In all the examples and exercises that we’ll have to deal with here. and γ0 ∼G γ1 via a homotopy with continuous second partials. s). It is based on the following concept. we have that γ(a) = γ(b). Then f= γ0 γ1 f. A curve γ ⊂ C is closed if its endpoints coincide. 0 ≤ t ≤ 1 is closed.CHAPTER 4. then the proof becomes too advanced for the scope of these notes. The last condition simply says that each of the curves h(t. Figure 4. h(t. i. s) . Theorem 4. if there is a continuous function h : [0. 1) = γ1 (t) . 1]2 → G such that h(t.2 Cauchy’s Theorem We now turn to the central theorem of complex analysis.6 (Cauchy’s Theorem).5.1: This square and the circle are (C \ {0})homotopic. Suppose γ0 and γ1 are closed curves in the open set G ⊆ C. Deﬁnition 4. Remarks. Here is the theorem on which most of what will follow is based. The condition on the smoothness of the homotopy can be omitted.e. 0 ≤ t ≤ 1. f is holomorphic in G. a ≤ t ≤ b. The function h(t. 0) = γ0 (t) . however. An example is depicted in Figure 4. respectively. 1.
see http://wwwgroups. 0 ≤ t ≤ 1. Consider the function I(s) = γs 1 For more information about Gauß.uk/∼history/Biographies/Weierstrass. see http://wwwgroups. a constant curve (see Figure 4.ac. s).CHAPTER 4. Then f = 0. Suppose h is the given homotopy from γ0 to γ1 .html. f is holomorphic in G. 3 For more information about Edouard JeanBaptiste Goursat (1858–1936). Corollary 4.dcs. It is assumed that Johann Carl Friedrich Gauß (1777–1855)1 knew a version of this theorem in 1811 but only published it in 1831. let γs be the curve parametrized by h(t. A particularly nice one follows from the complex Green’s Theorem. 2 For more information about Karl Theodor Wilhelm Weierstraß (1815–1897).2 for an example). f .html. We will use the (real) Second Fundamental Theorem of Calculus. a condition which was ﬁrst removed by Goursat3 .stand.6. We note that with more work. that is. Corollary 4.uk/∼history/Biographies/Gauss. Cauchy’s Theorem can be derived ‘from scratch’. Cauchy’s theorem is often called the Cauchy–Goursat Theorem.ac.html.uk/∼history/Biographies/Goursat. in symbols γ ∼G 0. Figure 4. For 0 ≤ s ≤ 1. Suppose G ⊆ C is open. The fact that an integral over a point is zero has the following immediate consequence.stand. and γ ∼G 0 via a homotopy with continuous second partials.stand.dcs.dcs. An important special case is the one where a curve γ is Ghomotopic to a point. see http://wwwgroups.7. γ The fact that any closed curve is Ccontractible (Exercise 17a) yields the following special case of the previous specialcase corollary. Proof of Theorem 4. In this case we simply say γ is Gcontractible. If f is entire and γ is any smooth closed curve then f = 0. γ There are many proofs of Cauchy’s Theorem.ac. since Cauchy assumed that the derivative of f was continuous. Cauchy published his version in 1825. INTEGRATION 46 2.8. and does not require any other major theorems. Weierstraß2 his in 1842.2: This ellipse is (C \ R)contractible.
z−w and we obtain with Proposition 4. Consider the derivative of I. 2πi CR z − w Proof.6 yields almost immediately the following helpful result. Cr 1 dz = 2πi . Then 1 f (z) f (w) = dz . Let CR be the counterclockwise circle with radius R centered at w and suppose f is holomorphic at each point of the closed disk D bounded by CR . So Cauchy’s Theorem 4.4(d) f (z) dz − 2πif (w) = z−w f (z) f (z) − f (w) 1 dz − f (w) dz = dz z−w z−w z−w Cr Cr Cr f (z) − f (w) f (z) − f (w) ≤ max length (Cr ) = max 2πr z∈Cr z∈Cr z−w r = 2π max f (z) − f (w) . gives CR f (z) dz = z−w Cr f (z) dz z−w Now by Exercise 14. s)) ∂h ∂t dt.CHAPTER 4. s)) dt ∂s ∂t ∂s∂t 0 1 ∂h ∂h ∂2h f (h(t. INTEGRATION 47 as a function in s (so I(0) = γ0 f and I(1) = γ0 f ). s)) dt ∂t ∂s 0 f (h(t. We will show that I is constant with respect to s. All circles Cr with center w and radius r are homotopic in D \ {w}. s)) 0 ∂h dt = ∂t 1 0 ∂ ∂s f (h(t. the chain rule. dx ∂s ∂s 4. s)) + f (h(t. z∈Cr CR . s)) (0. and equality of mixed partials. by the Fundamental Theorem of Calculus (applied separately to the real and imaginary parts of the above integral). and the function f (z)/(z − w) is holomorphic in an open set containing D \ {w}. and hence the statement of the theorem follows with I(0) = I(1). s) − f (h(0. s)) dt ∂t ∂s ∂t∂s 0 1 ∂ ∂h f (h(t. By Leibniz’s Rule. d d I(s) = ds ds 1 f (h(t.9 (Cauchy’s Integral Formula for a Circle). d I(s) = ds = = ∂h ∂h ∂2h + f (h(t. s)) 1 Finally. Theorem 4.6. s)) (1.3 Cauchy’s Integral Formula Cauchy’s Theorem 4. By the product rule. we have: ∂h ∂h d I(s) = f (h(1. s) = 0 .
org/wiki/Oswald Veblen . and. it is not even clear how to make sense of the “inside” of γ in general. For more information on C. The justiﬁcation for this is one of the ﬁrst substantial theorems ever proved in topology. 5 For more information on Veblen.CHAPTER 4. for 0 < s < 1. it will be important to have Cauchy’s integral formula when w is anywhere inside CR . by combining Cauchy’s theorem and the special case. For a circle this corresponds to a counterclockwise orientation.wikipedia. 4 . Remarks.wikipedia. We can state it as follows: Theorem 4. although his proof was later seen to be incorrect.9 then applies to evaluate the integral. since. not just at the center of CR . In general. In that case the theorem remains true. closed curve in C then C \ γ consists of two connected open sets. γs is inside γ and outside of D.10 (Cauchy’s Integral Formula). This is a useful theorem by itself. w ∈ G. It was ﬁrst correctly proved by Oswald Veblen 5 . by Cauchy’s theorem. we say a simple closed curve γ is positively oriented if it is parameterized so that the inside is on the left of γ. 1. and Theorem 4. see http://en. in many cases in which a point w is inside a simple closed curve γ we can see a homotopy from γ to a small circle around w so that the homotopy misses w and remains in the region where f is holomorphic. we have borrowed this from a companion theorem to the Jordan curve theorem which is sometimes called the “annulus theorem.9. simple. simple. Then 1 f (z) f (w) = dz . Jordan. see http://en. The Jordan Curve Theorem is named after French mathematician Camille Jordan (18381922)4 (the Jordan of Jordan normal form and Jordan matrix. the inside and the outside of γ. For example. In fact. INTEGRATION 48 On the righthand side. in fact. In this discussion we need to be sure that the orientation of the curve γ and the circle match. Hence the lefthand side has no choice but to be zero.11 (Jordan Curve Theorem).” If you want to explore this kind of mathematics you should take a course in topology. All we need is to ﬁnd a homotopy in G \ {w} between γ and a small circle with center at w. closed. but not GaussJordan elimination). The usual statement of the Jordan curve theorem does not contain the homotopy information. but it is not at all clear how to do so in complete generality. Theorem 4. 2πi γ z − w We have already indicated how to prove this. although “intuitively obvious. If γ is a positively oriented.” is surprisingly diﬃcult to prove. and γ is a positively oriented. smooth. In all practical cases we can see immediately how to construct such a homotopy. It is so named because Jordan claimed a proof in the late 1800s. Here’s the general form: Theorem 4. If a closed disk D centered at w lies inside γ then there is a homotopy γs from γ to the positively oriented boundary of D. Gcontractible curve such that w is inside γ. This theorem. but it can be made more generally useful. and—because f is continuous at w—this means we can make f (z) − f (w) as small as we like. we can now take r as small as we want. which is what we claimed. Suppose f is holomorphic on the region G.org/wiki/Camille Jordan . the integral of f (z)/(z − w) around γ is the same as the integral of f (z)/(z − w) around a small circle centered at w.
Evaluate γ e3z dz for each of the following paths: (a) The straight line segment from 1 to i. Corollary 4. Evaluate the integrals γ x dz. 4. γ y dz. 2π 0 Furthermore. say. (c) γ is the counterclockwise circle z − a = r. 0 ≤ t ≤ 2π. u(w) = 1 2π 2π 2π u w + reit dt 0 and v(w) = 1 2π v w + reit dt . Evaluate γ z 2 dz where γ is the parabola with parametric equation γ(t) = t+it2 . Theorem 4. Evaluate 1 γ z dz where γ(t) = sin t + i cos t. Use γ(t) = a + reit . (c) The parabola y = x2 from x = 0 to x = 1. These identities have the ﬂavor of mean values. if f = u + iv. 0 ≤ t ≤ 2π. Integrate the following functions over the circle z = 2. (b) z 2 − 2z + 3. (b) γ is the counterclockwise circle z = 1. (b) The circle z = 3. we automatically get similar formulas for the real and imaginary part of f . INTEGRATION 49 A nice special case of Cauchy’s formula is obtained when γ is a circle centered at w. Then 2π 1 f (w) = f w + reit dt . 0 ≤ t ≤ 1. which is often called a meanvalue theorem.2. Suppose f is holomorphic on and inside the circle z = w + reit . Let’s summarize them in the following statement.12. 0 ≤ t ≤ 2π. Integrate the function f (z) = z over the three curves given in Example 4. 0 Even better. 5. 3. oriented counterclockwise: (a) z + z. 6. 0 Exercises 1. simply by taking real and imaginary parts on both sides.CHAPTER 4. (c) 1/z 4 .10 gives (if the conditions are met) f (w) = 1 2πi 2π 0 f w + reit 1 ireit dt = w + reit − w 2π 2π f w + reit dt . parametrized by. Note that you can get the second two integrals very easily after you calculate the ﬁrst two. γ z dz and γ z dz along each of the following paths. by writing z and z as x ± iy. (d) xy. (a) γ is the line segment form 0 to 1 − i. 2. . z = w + reit .
1 2π 1 12. Compute 8. d] → [a. and let τ : [c. +1 γr (This integral depends on r.) . 0 ≤ t ≤ 1.CHAPTER 4. and satisﬁes γ(0) = i and γ(1) = π. (b) Prove that any two closed curves are Chomotopic. Find γ sin z where γ is parametrized by γ(t). What should you do if m < 0? What if m = 0?) 20. since otherwise the integral is not deﬁned. and satisﬁes Im γ(t) > 0. Prove that ∼G is an equivalence relation. [If n is negative. if m is any integer then ﬁnd a closed curve γ so that −1 dz = 2mπi. Compute z2 dz . γ(0) = −4 + i.) (In other words. assume that γ does not pass through the origin. b] be the map which “takes γ to σ. Generalizing these. oriented counterclockwise. Find γ γ γ 50 z where γ is the semicircle from 1 through i to −1. Show that d b f (σ(t))σ (t) dt = c a γ f (γ(t))γ (t) dt . 17. Show that γ z n dz = 0 for any closed smooth γ and any integer n = −1. 0 ≤ t ≤ 1. Suppose a smooth curve is parametrized by both γ(t). (a) Prove that any closed curve is Ccontractible. our deﬁnition of the integral 16. 18. You can parameterize this curve as z(t) = w + reit for 0 ≤ t ≤ 2π. 14. ez where γ is the line segment from 0 to z0 . 11.] 19. Let γ be the circle with radius r centered at w. 1 10. 1 13. f is independent of the parametrization of γ. oriented counterclockwise. Compute γ z + z where γ is parametrized by γ(t). Let γr be the circle centered at 2i with radius r. Compute 9. You can use the parameterization γ(θ) = eiθ for −π ≤ θ ≤ π. and remember that the principal branch is √ 1 deﬁned by z 2 = reiθ/2 if z = reiθ for −π ≤ θ ≤ π. and γ(1) = 6 + 2i. σ = γ ◦ τ . INTEGRATION 7. z−w γ 15.” that is. (Hint: Follow the counterclockwise unit circle through m complete cycles γz (for m > 0). Exercise 18 excluded n = −1 for a very good reason: Exercises 2 and 14 (with w = 0) give counterexamples. Show that 2π ikθ dθ 0 e is 1 if k = 0 and 0 otherwise. a ≤ t ≤ b and σ(t). Evaluate γ z 2 dz where γ is the unit circle and z 2 is the principal branch. z2 where γ is the line segment from 2 to 3 + i. c ≤ t ≤ d. Show that dz = 2πi .
(z + t(w − z)). and f (z) = g(z) for all z ∈ γ. (Hint: Since z 2 − 2z − 8 = (z − 4)(z + 2) you can ﬁnd a partial fraction 1 A B decomposition of the form z 2 −2z−8 = z−4 + z+2 . You should get diﬀerent answers for r < a and r > a.10).7 using Theorem 4. Compute the real integral 2π 0 dθ 2 + sin θ by writing the sine function in terms of the exponential function and making the substitution z = eiθ to turn the real into a complex integral.) . smooth. Show that p = 0. γ is a closed. 27. Prove Corollary 4. Explain geometrically why γ0 and γ1 are homotopic in C \ {a} . γ 51 22. simple. 23.6. Suppose f is holomorphic on the region G.) dz 30. g(t) = γ f (w+t(z−w)) z−w dz. closed. Prove that f (z) = g(z) for all z inside γ. and γ is a positively oriented.10. Suppose p is a polynomial and γ is a closed smooth path in C. Let γr be the counterclockwise circle with center at 0 and radius r. (Hint: ∂f ∂t Use Theorem 1.) 28. Gcontractible curve such that w is inside γ. Suppose a is a complex number and γ0 and γ1 are two counterclockwise circles (traversed just once) so that a is inside both of them. Find γr z−a . 1] → C. smooth.20 (Leibniz’s rule) and then ﬁnd a primitive for (b) Prove Theorem 4. 26. Now use Exercise 29. In the other you can combine Exercises 14 and 28. INTEGRATION 21. 25. Prove the following integration by parts statement. Let γr be the counterclockwise circle with center at 0 and radius r. Is 24. Then f g = f (γ(b))g(γ(b)) − f (γ(a))g(γ(a)) − γ γ f g.10 by evaluating g(0) and g(1). w ∈ G. Find γr z 2 −2z−8 for r = 1. Show that F (z) = F (z) = arctan z? i 2 Log(z + i) − i 2 Log(z − i) is a primitive of 1 1+z 2 for Re(z) > 0. which does not depend on Cauchy’s Theorem 4. Suppose f and g are holomorphic on the region G. (a) Consider the function g : [0. and suppose γ ⊂ G is a smooth curve from a to b. (Hint: In one case γr is contractible in C \ {a}. Gcontractible curve. dz 29. Let f and g be holomorphic in G. r = 3 and r = 5. Show that g = 0. This exercise gives an alternative proof of Cauchy’s integral formula (Theorem 4.CHAPTER 4.
What is . z=1 sin z z ? 34. Find ez z=2 z(z−3) and ez z=4 z(z−3) . Evaluate 33. (Hint: The integrand can be written in each of following ways: z2 1 1 1/(z − 4) 1/(z + 2) = = = . INTEGRATION 52 31. z2 z+1=2 4−z z . − 2z − 8 (z − 4)(z + 2) z+2 z−4 Which of these forms corresponds to the Cauchy integral formula for the curve γ3 ?) 32.CHAPTER 4. Use the Cauchy integral formula to evaluate the integral in Exercise 30 when r = 3.
w ∈ G. Then f (w) = and f (w) = 1 2πi 1 πi f (z) dz (z − w)2 γ γ f (z) dz . which we can rewrite as follows by Theorem 4. Corollary 5. simple.1. f . that is. Suppose f is holomorphic on the region G. and γ is a positively oriented.2. Richard Askey 5. (z − w)3 This innocentlooking theorem has a very powerful consequence: just from knowing that f is holomorphic we know of the existence of f . Gcontractible curve such that w is inside γ. gives the following statement. Repeating this argument for f . (z − w − ∆w)(z − w) γ f (z) dz z−w 53 .. which has no analog whatsoever in the reals.10).10.1. smooth. closed.Chapter 5 Consequences of Cauchy’s Theorem If things are nice there is probably a good reason why they are nice: and if you do not know at least one reason for this good fortune. We will study the following diﬀerence quotient. 1 f (w + ∆w) − f (w) = ∆w ∆w 1 = 2πi 1 2πi γ f (z) 1 dz − 2πi γ z − (w + ∆w) f (z) dz .10). The idea of the proof is very similar to the proof of Cauchy’s integral formula (Theorem 4. f is also holomorphic in G. If f is diﬀerentiable in the region G then f is inﬁnitely diﬀerentiable in G. Proof of Theorem 5. Theorem 5. then for f . then you still have work to do.1 Extensions of Cauchy’s Formula We now derive formulas for f and f which resemble Cauchy’s formula (Theorem 4. etc.
these new integrals we know . 1. Remarks.1: Introduce an additional path which separates 0 and 1. z − w ≥ δ for all z on γ. By the reverse triangle inequality we have for all z∈γ f (z) f (z) M ≤ ≤ . z=0 Example 5. 2 2 (z − w − ∆w)(z − w) (z − w − ∆w)z − w (δ − ∆w)N 2 which certainly stays bounded as ∆w → 0. there is some positive δ so that the open disk of radius δ around w does not intersect γ. This is in fact true. Theorem 5. Since γ is a closed set. 2.CHAPTER 5.4. for which two singularities where inside the integration path.1. Example 5. However. Theorem 5. into a sum of two integrals. once we start studying power series for holomorphic functions. and theoretically one could obtain them one by one with the methods of the proof of Theorem 5. = ∆w 2πi γ (z − w − ∆w)(z − w)2 54 γ This can be made arbitrarily small if we can show that the integral stays bounded as ∆w → 0. that is. by Proposition 4. it suﬃces to show that the integrand stays bounded as ∆w → 0 (because γ and hence length(γ) are ﬁxed). − 1) z=2 we ﬁrst split up the integration path as illustrated in Figure 5.3. each of which has only one singularity inside the integration path.1 can also be used to compute certain integrals.6). CONSEQUENCES OF CAUCHY’S THEOREM Hence we will have to show that the following expression gets arbitrarily small as ∆w → 0: f (w + ∆w) − f (w) 1 − ∆w 2πi f (z) 1 dz = (z − w)2 2πi f (z) f (z) dz − (z − w − ∆w)(z − w) (z − w)2 γ f (z) 1 dz . the two contributions along the new path will cancel each other. so we save the derivation of formulas for higher derivatives of f for later (see Corollary 8. To compute the integral z 2 (z dz . The proof of the formula for f is very similar and will be left for the exercises (see Exercise 2).4(d). In fact. we will obtain such a result much more easily.1 suggests that there are similar formulas for the higher derivatives of f . z=1 sin(z) d dz = 2πi sin(z) z2 dz = 2πi cos(0) = 2πi . The eﬀect is that we transformed an integral. We give some examples of this application next. Let M = maxz∈γ f (z) and N = maxz∈γ z − w. If we integrate on these two new closed paths (γ1 and γ2 ) counterclockwise.
2 Taking Cauchy’s Formula to the Limit Many beautiful applications of Cauchy’s formula arise from considerations of the limiting behavior of the formula as the curve gets arbitrarily large. .1: Example 5. but this will be a recurring theme throughout the rest of the book. Suppose p(z) is a polynomial of degree d with leading coeﬃcient ad . It simply says that for large enough z. = 2πi Example 5. z=0 5. As a preparation we prove the following inequality. We shall look at a few applications along these lines in this section.4 how to deal with. z=1 cos(z) d2 dz = πi 2 cos(z) z3 dz = πi (− cos(0)) = −πi . CONSEQUENCES OF CAUCHY’S THEOREM 55 2 1 0 1 Figure 5.CHAPTER 5. a polynomial of degree d looks almost like a constant times z d .5. which is generally quite useful.6. z 2 (z dz = − 1) = γ1 z=2 γ1 z 2 (z 1 z−1 z2 dz + − 1) dz + γ2 γ2 z 2 (z dz − 1) 1 z2 z−1 dz d 1 1 + 2πi 2 dz z − 1 z=0 1 1 = 2πi − + 2πi (−1)2 = 0. The ﬁrst application is understanding the roots of polynomials. Then there is real number R0 so that 1 ad  zd ≤ p(z) ≤ 2 ad  zd 2 for all z satisfying z ≥ R0 . Lemma 5.
Proof. A compact reformulation of the Fundamental Theorem of Algebra is to say that C is algebraically closed. we have shown that impossible. 1 p(0) = 0. so we have 1 1 dz = lim . Notice that the value of the integral does not depend on R. 4) roots in C: √ √ √ √ p(x) = (x2 + 1)(2x2 + 3) = (x + i)(x − i)( 2x + 3i)( 2x − 3i).’ There are proofs of the Fundamental Theorem of Algebra which do not use complex analysis. However. 1 The Fundamental Theorem of Algebra was ﬁrst proved by Gauß (in his doctoral dissertation). Every nonconstant polynomial has a root in C. But. as we can apply the corollary. 2 Suppose (by way of contradiction) that p does not have any roots.8. to z−a (which is again a polynomial by the division algorithm). This statement implies that any polynomial p can be factored into linear terms of p(z) the form z − a where a is a root of p. Since p(z) has degree d its leading coeﬃcient ad is not zero. The polynomial p(x) = 2x4 + 5x2 + 3 is such that all of its coeﬃcients are real. where d is the degree of p(z) and ad is the leading coeﬃcient of p(z). after getting a root a. p has no roots in R. Example 5. p(z) = 0 for all z ∈ C. all proofs use some analysis (such as the intermediatevalue theorem). etc.7 (Fundamental Theorem of Algebra1 ). CONSEQUENCES OF CAUCHY’S THEOREM Proof. The Fundamental Theorem of Algebra states that p must have one (in fact. Then Cauchy’s formula gives us 1 1 = p(0) 2πi 1/p(z) dz z CR where CR is the circle of radius R around the origin.4(d) and the formula for the circumference of a circle we see that the integral can be bounded as dz 1 2 2 1 · · (2πR) = ≤ d+1 2πi CR zp(z) 2π ad  R ad  Rd and this has limit 0 as R → ∞. and 2 for all Theorem 5. plugging into (∗). 2. and we can factor out ad z d : p(z) = ad z d + ad−1 z d−1 + ad−2 z d−2 + · · · + a1 z + a0 = ad  zd 1 + ad−1 ad−2 a1 a0 + + ··· + + . Thus.6 we have z p(z) ≥ 1 ad  zd+1 2 for all large z. 1. (∗) R→∞ 2πi CR z p(z) p(0) But now we can see that the limit of the integral is 0: By Lemma 5. that is. using Proposition 4. Hence. which is Remarks. 2 It is amusing that such an important algebraic result can be proved ‘purely analytically. R is not algebraically closed. On the other hand. 2 d−1 ad z ad z ad z ad z d 1 2 56 Then the sum inside the last factor has limit 1 as z → ∞ so its modulus is between large enough z. (see also Exercise 11).CHAPTER 5. although its statement had been assumed to be correct long before Gauß’s time. . as far as we are aware.
. +1 2i (∗∗) Since g(z) is holomorphic inside and on σ and i is inside σ. Note that we can choose any R because f is entire. Let σ be the counterclockwise semicircle formed by the segment S of the real axis from −R to R. that is. we compute an improper integral. z−i i+i 2i dz 1 = 2πi · = π.dcs. f is constant. that is. Now apply Corollary 5. remembering that CR has circumference 2πR and z − w = R for all z on CR : 1 f (z) f (z) 1 1 f (z) f (z) dz ≤ 2πR = max max · 2πR = max z∈γ 2πi CR (z − w)2 2π z∈γR (z − w)2 2π z∈γR R2 R M ≤ .1 is the following.stand. which is close to Gauß’s original proof: Another proof of the fundamental theorem of algebra. f is also bounded (Exercise 10). where g(z) = z2 + 1 z−i z−i z+i dz 1 = z2 + 1 2πi dz + +1 g(z) 1 1 dz = g(i) = = . see http://wwwgroups. R The righthand side can be made arbitrary small. as we are allowed to make R as large as we want.html. Hence p is constant. we can apply Cauchy’s formula: 1 2πi and so S σ σ z2 T z2 dz = +1 σ z2 Now this formula holds for all R > 1. We shall integrate the function f (z) = 1 1/(z + i) g(z) 1 = = . Suppose f (z) ≤ M for all z ∈ C. This implies that f = 0. we apply Theorem 5.uk/∼history/Biographies/Liouville.ac.9 (Liouville’s3 Theorem4 ). and hence. followed by the circular arc T of radius R in the upper half plane from R to −R.10. so we can bound the integral over T using Proposition 4.15. Example 5. f (w) = As an example of the usefulness of Liouville’s theorem we give another proof of the fundamental theorem of algebra. Gauß may well have known about it before Cauchy. Suppose (by way of contradiction) that p does not have any roots. First. Then. 57 Proof.9 to deduce that f is constant.6. Now we apply Proposition 4. so we can take the limit as R → ∞. which contradicts our assumptions. CONSEQUENCES OF CAUCHY’S THEOREM A powerful consequence of (the ﬁrst half of) Theorem 5. where R > 1. because p is entire. Given any w ∈ C.6. z 2 + 1 ≥ 1 z2 2 for large enough z by Lemma 5. 4 This theorem is for historical reasons erroneously attributed to Liouville.4 (d). As one more example of this theme of getting results from Cauchy’s formula by taking the limit as a path goes to inﬁnity.CHAPTER 5. the func1 tion f (z) = p(z) is entire. p(z) = 0 for all z ∈ C. Corollary 5. It was published earlier by Cauchy. by Theorem 2. in fact. Every bounded entire function is constant.1 with the circle CR of radius R centered at w.4(d): dz 2 2 ≤ 2 · πR = z2 + 1 R R T 3 For more information about Joseph Liouville (1809–1882). But f → 0 as z becomes large as a consequence of Lemma 5.
In short. Loosely. just a slight modiﬁcation of this example leads to an improper integral which is far beyond the scope of basic calculus. and ﬁx some basepoint z0 ∈ G. there are complex versions of the Fundamental Theorems of Calculus.12. the Fundamental Theorems of Calculus makes a number of important claims: that continuous functions are integrable. their antiderivatives are continuous and diﬀerentiable. then F is an antiderivative of f on G. F is an antiderivative of f on any region G. On the other hand. see Exercise 14. Let G be a region of C. Making these observations in the limit of the formula (∗∗) as R → ∞ now produces ∞ −∞ dt = π. However. we can parameterize the integral over S using z = t. Let f : G → C be a holomorphic function. the interior of γ in C is also completely contained in G. an antiderivative of f is a function with F = f . we need to think about integrals over arbitrary curves and 2dimensional regions. Example 5. obtaining R dz dt = . For any functions f. [The First Fundamental Theorem of Calculus] Suppose G ⊆ C is a simplyconnected region. and has derivative f (z) = 2z. CONSEQUENCES OF CAUCHY’S THEOREM 58 and this has limit 0 as R → ∞. The diﬀerence between the real case and the complex case is that for the complex case. Just like in the real case. To state the ﬁrst Fundamental Theorem. . if F is holomorphic on G and F (z) = f (z) for all z ∈ G. let γz denote a smooth curve in G from z0 to z. for any simple closed curve γ ⊂ G. simply connected means G has no ‘holes’. t2 + 1 Of course this integral can be evaluated almost as easily using standard formulas from calculus. Then the function F (z) : G → C deﬁned by F (z) := γz f is holomorphic on G with F (z) = f (z). 5.13. A region G ⊂ C is simply connected if every simply closed curve in G is Gcontractible. we need some topological deﬁnitions: Deﬁnition 5. also known as a primitive of f on G. Theorem 5. 2+1 2 −R 1 + t S z As R → ∞ this approaches an improper integral. F : G → C. For each point z ∈ G. Thus.11. −R ≤ t ≤ R.CHAPTER 5. We have already seen that F (z) = z 2 is entire.14. That is. and that antiderivatives provide easy ways to compute values of deﬁnite integrals.3 Antiderivatives We begin this section with a familiar deﬁnition from real calculus: Deﬁnition 5.
Let γ ⊂ G be a smooth curve with parametrization γ(t). G(z) = F (z) + c for some constant c ∈ C. Then f is holomorphic in G.7. Because the primitive F of a function f on a region G is by deﬁnition diﬀerentiable on G. Another consequence comes from the proof of Theorem 5. γ Remarks. etc.dcs. . Thus. so is constant.2 gives that f is also holomorphic on G. and exactly as in Exercise 15 we can show that F is a primitive for f in G. Corollary 5. Suppose f is continuous in the region G and f =0 γ for all smooth closed paths γ ⊂ G. which also has a primitive. [The Second Fundamental Theorem of Calculus] Suppose G ⊆ C is a simply connected region.17 (Morera’s5 Theorem). If f : G → C is holomorphic on G and F is any primitive of f on G. as desired. CONSEQUENCES OF CAUCHY’S THEOREM In short.14: we will not really need the fact that every closed curve in G is contractible. The assumptions that G is simply connected and f is holomorphic are both unnecessary. For any other antiderivative G of f . Then G(γ(b)) − G(γ(a)) = F (γ(b)) − F (γ(a)) = γ f. We begin with two consequences of the First Fundamental Theorem. the primitive F itself has a primitive on G.html.uk/∼history/Biographies/Morera.14.2: Corollary 5. 5 For more information about Giancinto Morera (1856–1907). where γz is any smooth curve in G from a to z. Proof. The antiderivative F prescribed by the First Fundamental Theorem of Calculus satisﬁes the desired equation by deﬁnition. There are many interesting consequences of the Fundamental Theorems. we may go ‘in the other direction’ from Corollary 5. 59 Theorem 5. just that every closed curve gives a zero integral for f .16. this is a welldeﬁned function because all closed paths give a zero integral for f . Corollary 5. This fact can be exploited to give a sort of converse statement to Corollary 4. more is true. every holomorphic function on a simplyconnected region has a primitive. Proof.CHAPTER 5. we ﬁx an a ∈ G and deﬁne F (z) = γz f. which also has a primitive. Exercise 15. Thus. As in the proof of Theorem 5. As above. Proof.15. a ≤ t ≤ b. so the function H(z) := F (z) − G(z) is holomorphic with derivative 0. Actually. then f = F (γ(b)) − F (γ(a)) . see http://wwwgroups.stand. We leave this to the exercises. we have that F (z) = G (z) for z ∈ G. Because F is holomorphic on G. If f is diﬀerentiable in the region G then f is inﬁnitely integrable in G.ac. 1.
where (z−w)2 w is any ﬁxed complex number with w = 3. z3 cos z 2 . 1 (z 2 + 2 )2 exp z .18. oriented counterclockwise: (a) Log(z − 4i). Prove the formula for f in Theorem 5. Integrate the following functions over the circle z = 3. z 2 −4 exp z . and f is holomorphic on G and has an antiderivative on G. (z − π)3 2. z z−3 . (z − πi)2 sin(2z) dz. we say γ f is pathindependent. If f is holomorphic on G. Compute the following integrals.2 shows that a pathindependent integral is quite special. γ 60 f is If f is holomorphic on G. the function z 2 does not have an antiderivative in any nonempty region—prove it!) In the special case that γ is closed (that is. the region {z ∈ C : z < 2}. (z − π)2 ez cos(z) dz. Corollary 5. and independent of the path γ ⊂ G between γ(a) and γ(b). then an antiderivative of f exists on G. we immediately get the following nice consequence (which also follows from Cauchy’s Integral Formula). Suppose G ⊆ C is open.19. Corollary 5. 1 . it also says that the function z 2 does not have an antiderivative in. γ is a smooth closed curve in G. (Actually. Then f = 0.CHAPTER 5. i sin z . CONSEQUENCES OF CAUCHY’S THEOREM We now mention two interesting corollaries of the Second Fundamental Theorem. where C is the boundary of the square with corners at ±4 ± 4i: (a) C (b) C (c) C (d) C ez dz. z3 ez dz. 3. . γ(a) = γ(b)). γ Exercises 1. (b) (c) (d) (e) (f) (g) (h) 1 z− 1 2 . for example.1. Example 4.
10. . by parameterizing the integral over S in terms of t and just considering the ∞ real part. e (d) Conclude. Prove that z exp z 2 dz = 0 for any closed curve γ.CHAPTER 5. . . b such that f (z) ≤ az + b for all z ∈ C. . where j1 + · · · + jk = n. (b) Show that eiz ≤ 1 for z in the upper half plane. Evaluate for an arbitrary integer p. Compute the following integrals. In this problem F (z) = eiz z 2 +1 and R > 1. 14. Suppose f is continuous on C and limz→∞ f (z) = 0. and hence limR→∞ S F (z) dz = π . zk and positive integers j1 . that −∞ cos(t) dx = π . z2 . Modify the example at the end of Section 5. Suppose f is entire and there exist constants a. − π ≤ t ≤ π . Show that f is bounded. z1 . followed by the circular arc T of radius R in the upper half plane from R to −R. and conclude that F (z) ≤ large enough. (z+4)(z 2 +1) dz zp 61 4.) 13. jk such that p(z) = c (z − z1 )j1 (z − z2 )j2 · · · (z − zk )jk . Show that exp(sin z) has an antiderivative on C.2: (a) Show that σ F (z) dz = π if σ is the counterclockwise semicircle formed by the segment e S of the real axis from −R to R. . (How does this 9. Find a (maximal size) set on which f (z) = exp compare with the real function f (x) = e1/x ?) 1 z has an antiderivative. 5. CONSEQUENCES OF CAUCHY’S THEOREM (i) 1 . (Hint: Exercise 20b in Chapter 1. (Hint: one of these integrals is considerably easier than the other. Show that a polynomial of odd degree with real coeﬃcients must have a real zero.) (a) γ1 z i dz where γ1 (t) = eit . use the principal value of z i . Prove that there exist complex numbers c. 2 2 z i dz where γ2 (t) = eit . (Hint: From the deﬁnition of limit at inﬁnity (with = 1) there is R > 0 so that f (z) − 0 = f  (z) < 1 if z > R. γ 6. 8. . of degree ≤ 1). 7. π 2 (b) γ2 ≤t≤ 3π 2 . Compute z=1 appropriate. e t2 +1 . . (c) Show that limR→∞ T 2 z2 for z F (z) dz = 0. Let p be a polynomial of degree n > 0. 12. Is f bounded for z ≤ R?) 11. Prove that f is a linear polynomial (that is. . by using the change of variables w = 1 z when e2z dz z=3 (z−1)2 (z−2) .
as follows. . Prove Theorem 5. for a given z ∈ G. (b) Fix z. > 0. there (c) Use the fact that f is continuous to show that for any ﬁxed z ∈ C and any is a ∆z ∈ C such that F (z) − F (z + ∆z) − f (z) < . z ∈ G such that the straight line γ connecting z to z is contained in G.14. 62 (a) Use Cauchy’s Theorem to show that. the value of F (z) is independent of the choice of γz . Again using Cauchy’s Theorem.CHAPTER 5. ∆z (d) Conclude that F (z) = f (z). show that F (z ) − F (z) = γ f. CONSEQUENCES OF CAUCHY’S THEOREM 15.
The proof that v satisﬁes the Laplace equation is completely analogous. Suppose f = u + iv is holomorphic in the region G.1 Deﬁnition and Basic Properties We will now spend a chapter on certain functions deﬁned on subsets of the complex plane which are real valued. There are (at least) two reasons why harmonic functions are part of the study of complex analysis. Note that in the last step we used the fact that v has continuous second partials. by Corollary 5. 63 .ac.Chapter 6 Harmonic Functions The shortest route between two truths in the real domain passes through the complex domain. and they can be found in the next two theorems. see http://wwwgroups. By Theorem 2.2.uk/∼history/Biographies/Laplace. First.dcs. Recall from Section 2. The main motivation for studying them is that the partial diﬀerential equation they satisfy is very common in the physical sciences. Hadamard 6. Let G ⊆ C be a region. J.2. Proof. f is inﬁnitely diﬀerentiable. Then u and v are harmonic in G. and hence so are u and v.html.3 the deﬁnition of a harmonic function: Deﬁnition 6. A function u : G → R is harmonic in G if it has continuous second partials in G and satisﬁes the Laplace1 equation uxx + uyy = 0 in G. 1 For more information about PierreSimon Laplace (1749–1827). u and v satisfy the Cauchy–Riemann equations ux = vy and uy = −vx in G. u and v have continuous second partials. Proposition 6. Hence uxx + uyy = (ux )x + (uy )y = (vy )x + (−vx )y = vyx − vxy = 0 in G.1.13. In particular.stand.
Re g = ux and Im g = −uy have continuous partials. which will be almost the function f that we’re after. There are. To prove that g is holomorphic. Proof. and then to construct an antiderivative of g. The function v is called a harmonic conjugate of u.13: ﬁrst because u is harmonic. The plan is to prove that g is holomorphic.13 such a function f = u + iv must satisfy f = ux + ivx = ux − iuy .3. the following theorem might appear not too surprising. Now that we know that g is holomorphic in G. g = h = ax + ibx = ax − iay . We will explicitly construct the holomorphic function f (and thus v = Im f ). y) + c(x). (The second equation follows with the Cauchy–Riemann equations.13. however. Hence c has to be constant. It is. y) = a(x. and c depends only on x. Namely. In hindsight. the two theorems we’ve just proved allow for a powerful interplay between harmonic and holomorphic functions. On the other hand.) Suppose we decompose h into its real and imaginary parts as h = a + ib. we can use Theorem 5. comparing the imaginary parts of g and h yields −uy = −ay or u(x. as promised. But then f =h−c is a function holomorphic in G whose real part is u. they satisfy the Cauchy–Riemann equations: (Re g)x = uxx = −uyy = (Im g)y and (Re g)y = uxy = uyx = − (Im g)x . Then there exists a harmonic function v such that f = u + iv is holomorphic in G. so that we obtain ux = ax or u(x. y) + c(y) for some function c which only depends on y. We do obtain a converse of Proposition 6. Remark. y) = a(x. First. (The second equation follows with the Cauchy–Riemann equations. we use Theorem 2.14 to obtain a primitive h of g on G. Moreover.2 shouts for a converse theorem.CHAPTER 6. Theorem 6. Then.) It is also worth mentioning that the proof shows that if u is harmonic in G then ux is the real part of a function holomorphic in G regardless whether G is simply connected or not. As one might imagine. Remark. which one might appreciate better when looking back at the simple deﬁnition of harmonic functions. HARMONIC FUNCTIONS 64 Proposition 6. however. again using Theorem 2. and u = a + c. Suppose u is harmonic on the simply connected region G. . (Note that for the application of this theorem we need the fact that G is simply connected. by Theorem 2. let g = ux − iuy . it should not be surprising that the function g which we ﬁrst constructed is the derivative of the soughtafter function f . again because u is harmonic.2 if we restrict ourselves to simply connected regions.) But the real part of g is ux . functions which are harmonic in a region G but not the real part (say) of an holomorphic function in G (Exercise 3). a very strong result. In that spirit.
The disk D = {z ∈ C : z − w ≤ r} is simply connected. so by the last theorem. 0 Proof. there exists a function f holomorphic in D such that u = Re f on D. Suppose u is harmonic in the region G.5 states that harmonic functions have the meanvalue property.4. so by Theorem 6. If u is harmonic in the region G. This is the ﬁrst in a series of proofs which uses the fact that the property of being harmonic is a local property—it is a property at each point of a certain region. Now we apply Corollary 4. 6. Then there is a disk in G centered at w containing a point z0 with u(z0 ) < u(w).2 MeanValue and Maximum/Minimum Principle The following identity is the harmonic analog of Cauchy’s integral formula. then it does not have a strong relative maximum or minimum in G. Theorem 6.5. Remark. The following result is a fairly straightforward consequence of this property.6. Proof.5 with this r: u(w) = 1 2π 2π u w + reit dt . By Corollary 5.10. Suppose u is harmonic in G. Note that we did not construct a function f which is holomorphic in G but we only constructed such a function on the disk D. and hence so is its real part u.12 to f : f (w) = 1 2π 2π f w + reit dt . we proved the statement.CHAPTER 6. HARMONIC FUNCTIONS Corollary 6. Suppose z0 − w = r. we showed that u is inﬁnitely diﬀerentiable at z0 . Because z0 ∈ D. The deﬁnition of a strong relative minimum is completely analogous. and {z ∈ C : z − w ≤ r} ⊂ G. This f might very well diﬀer from one disk to the next. Theorem 4. Theorem 6. Fix z0 ∈ G and r > 0 such that the disk D = {z ∈ C : z − z0  < r} 65 is contained in G. we apply Theorem 6. A harmonic function is inﬁnitely diﬀerentiable. f is inﬁnitely diﬀerentiable on D. The function u : G ⊂ C → R has a strong relative maximum at w if there exists a disk D = {z ∈ C : z − w < R} ⊂ G such that u(z) ≤ u(w) for all z ∈ D and u(z0 ) < u(w) for some z0 ∈ D. Theorem 6. Then u(w) = 1 2π 2π u w + reit dt . Assume (by way of contradiction) that w is a strong local maximum of u in G.2.3 there is a function f holomorphic on D such that u = Re f on D. D is simply connected. Proof. 0 The statement follows by taking the real part on both sides. and because z0 was chosen arbitrarily. 0 .
But in this case there’s actually a short cut: if u has a strong relative minimum then the harmonic function −u has a strong relative maximum. there is a whole interval of parameters. Because u(z0 ) < u(w) and u is continuous. A look into the (not so distant) future. To make this into a thorough argument. Intuitively. such that u w + reit < u(w). z∈G z∈∂G (Here ∂G denotes the boundary of G. say t0 ≤ t < t1 . because some of the function values we’re integrating are smaller than u(w).7. a contradiction. .CHAPTER 6. Hence u(w) < 1 2π t0 t1 2π u(w) dt + 0 t0 u(w) dt + t1 u(w) dt = u(w) . this cannot hold.) We’ll exploit this fact in the next two corollaries. which we just showed cannot exist. A special yet important case of the above maximum/minimum principle is obtained when considering bounded regions. Corollary 8. contradicting the meanvalue property.1: Proof of Theorem 6. Corollary 6. Corollary 8. Suppose u is harmonic in the closure of the bounded region G. Now we split up the meanvalue integral: u(w) = 1 2π 1 = 2π 2π u w + reit dt 0 t0 0 u w + reit dt + t1 t0 2π u w + reit dt + t1 u w + reit dt All the integrands can be bounded by u(w).11 says that if u is harmonic in the region G. HARMONIC FUNCTIONS 66 Figure 6. for the middle integral we get a strict inequality. suppose that z0 = w + reit0 for 0 ≤ t0 < 2π. We will see in Corollary 8. in the sense that there exists a disk D = {z ∈ C : z − w < R} ⊂ G such that all z ∈ D satisfy u(z) ≤ u(w).6. The same argument works if we assume that u has a relative minimum.11 implies that if u is harmonic in the closure of the bounded region G then max u(z) = max u(z) z∈G z∈∂G and min u(z) = min u(z) . If u is zero on ∂G then u is zero in G.11 a variation of this theorem for a weak relative maximum w. then it does not have a weak relative maximum or minimum in G.
Corollary 6. see http://wwwgroups. By the remark we just made u(z) ≤ max u(z) = max u(z) = max 0 = 0 z∈G z∈∂G z∈∂G 67 and u(z) ≥ min u(z) = min u(z) = min 0 = 0 . All of this is beyond the scope of these notes. 3 For more information about Sim´on Denis Poisson (1781–1840). 5. (a) Show that u is harmonic on C. see e http://wwwgroups. Suppose u and v are harmonic. 4. (b) Prove that u is not the real part of a function which is holomorphic in C \ {0}.ac. Prove that u + cv is also harmonic. Suppose u and v are harmonic in G ∪ ∂G and they agree on ∂G. that this result is of a completely theoretical nature: it says nothing about how to extend a function given on the boundary of a region to the full region. Then u − v is also harmonic in G ∪ ∂G (Exercise 2) and u − v is zero on ∂G.uk/∼history/Biographies/Poisson.dcs. Let u(x. There is a fairly simple formula (involving the socalled Poisson3 kernel ) if the region in question is a disk. (a) Show that u is harmonic in C \ {0}. we just remark that Corollary 6.stand.uk/∼history/Biographies/Dirichlet. 2. HARMONIC FUNCTIONS Proof. y) = ex sin y.8. The last corollary states that if we know a harmonic function on the boundary of some region then we know it inside the region.ac.html. Exercises 1.stand.html.dcs. One should remark.CHAPTER 6. This problem is called the Dirichlet2 problem and has a solution for all simplyconnected regions. If two harmonic functions agree on the boundary of a bounded region then they agree in the region. (b) Find an entire function f such that Re(f ) = u. Proof. and c ∈ R. z∈G z∈∂G z∈∂G so u has to be zero in G. Is it possible to ﬁnd a real function v so that x3 + y 3 + iv is holomorphic? For more information about Johann Peter Gustav Dirichlet (1805–1859). y) = ln x2 + y 2 . 2 . Consider u(z) = u(x. Now apply the previous corollary. for other regions one needs to ﬁnd a conformal map to the unit disk. however. 3.8 says that the solution to the Dirichlet problem is unique. Show that all partial derivatives of a harmonic function are harmonic.
2. say.) Then a − an  = a + 1 ≥ 1 > 1 . n→∞ If no such a exists then the sequence (an ) is divergent. choose n ≥ N such that an = −1. then for any N . then for any N . choose n ≥ N such that an = 1.1 Sequences and Completeness As in the real case (and there will be no surprises in this chapter of the nature ‘real versus complex’). Sinai Robins 7. Then for any n ≥ N . there is an integer N such that for all n ≥ N .3. limn→∞ in n = 0: Given > 0.1. Suppose (an ) is a sequence and a ∈ C such that for all > 0. in symbols lim an = a . Deﬁnition 7. in in in 1 1 −0 = = = ≤ < . choose = 1/2. (This is always possible since a4k+2 = i4k+2 = −1 for any k ≥ 0. or simply (an ). a (complex) sequence is a function from the positive (sometimes the nonnegative) integers to the complex numbers. (This is always possible since a4k = i4k = 1 for any k > 0. We consider two cases: If Re a ≥ 0. Example 7.1.) Then a − an  = a − 1 ≥ 1 > 68 1 . (an )n≥1 . Its values are usually denoted by an (as opposed to. Then the sequence (an ) is convergent and a is its limit.Chapter 7 Power Series It is a pain to think about convergence but sometimes you really have to. choose N > 1/ . 2 If Re a < 0. The notion of convergence of a sequence n=1 is based on the following sibling of Deﬁnition 2. 2 . we have an − a < . The sequence (an = in ) diverges: Given a ∈ C. a(n)) and we commonly denote the sequence by (an )∞ . n n n n N Example 7.
which is not a rational number. We will assume that the reals are complete as an axiom. R. n→∞ n→∞ n→∞ (c) limn→∞ an = lim n→∞ limn→∞ bn an bn . for any Cauchy sequence (an ) in X. If x is any real number than there is an integer N which is greater than x. in many cases. In this sense we can use the sequence to deﬁne a real number. R. Deﬁnition 7. In other words. Example 7. We say a metric space X (which for us means Z. There are many equivalent ways of formulating the completeness property for the reals. A Cauchy sequence is a sequence (an ) such that n→∞ lim an+1 − an  = 0. Let (an ) and (bn ) be convergent sequences and c ∈ C.6. n→∞ n→∞ where we require that an be in the domain of f . so L = 0 since 1 − r = 0 The following is a consequence of the monotone sequence property. although it is often listed as a separate axiom: Theorem 7.7 (Archimedean Property). the sequence converges because it is decreasing and bounded below by 0. It is the completeness of the reals that allows us to know sequences converge without knowing their limits. The most important property of the real number system is that we can.4. Q. Remember that a sequence is monotone if it is either nondecreasing (xn+1 ≥ xn ) or nonincreasing (xn+1 ≤ xn ). If 0 ≤ r < 1 then limn→∞ rn = 0: First. . using the laws of limits. Lemma 7. In the quotient law we have to make sure we do not divide by zero.CHAPTER 7. completeness means Cauchy sequences are guaranteed to converge. n→∞ n→∞ n→∞ 69 (b) lim an · lim bn = lim (an · bn ) . or C) is complete if. From L = rL we get (1 − r)L = 0.5. and C is complete. Moreover. (a) lim an + c lim bn = lim (an + c bn ) . If the limit is L then. if f is continuous at a then lim f (an ) = f (a) if lim an = a . determine that a sequence converges without knowing the value of the limit. the rational numbers are not complete: we can take a Cauchy sequence of rational numbers getting √ arbitrarily close to 2. we get L = limn→∞ rn = limn→∞ rn+1 = r limn→∞ rn = rL. including: Axiom (Monotone Sequence Property).4. each of Z. For example. POWER SERIES The following limit laws are the relatives of the identities stated in Lemma 2. there is some a ∈ X such that limn→∞ an = a. However. Any bounded monotone sequence converges.
while the monotone sequence property shows that any such inﬁnite decimal expansion actually converges to a real number. We close this discussion of limits with a pair of standard limits. we usually express its limit as a = ∞ k=1 bk or a = k≥1 bk . k=1 To express this in terms of Deﬁnition 7. (a) Exponentials beat polynomials: for any polynomial p(n) and any b ∈ R with b > 1. we just deﬁned series through sequences. Notice that this was already used in Example 7.1. Occasionally we can ﬁnd the limit of a sequence by manipulating the partial sums: 1 = lim k(k + 1) n→∞ = lim = lim n→∞ n k=1 k≥1 1 1 − k k+1 1 2 + n→∞ = lim n→∞ 1 1 1 1 1 1 − + − + ··· + − 2 3 3 4 n n+1 1 1 1 1 1 1 1 1 − + − + − + ··· + − 2 2 3 3 4 n n+1 1 1− = 1. by treating n as the variable). If we wanted to be lazy we would for convergence of a series simply refer to convergence of the partial sums of the series. bn (b) Factorials beat exponentials: for any a ∈ R.9. a series converges to the limit (or sum) a by deﬁnition if n n→∞ lim an = lim n→∞ bk = a .8. an n! = 0.CHAPTER 7.2 Series A series is a sequence (an ) whose members are of the form an = n bk (or an = n bk ). for any n≥N n > 0 we have to ﬁnd an N such that for all bk − a < . It is interesting to see that the Archimedean principle underlies the construction of an inﬁnite decimal expansion for any real number. here k=0 k=1 (bk ) is the sequence of terms of the series. 7. n+1 1− A series where most of the terms cancel like this is called a telescoping series. b ∈ C. . POWER SERIES 70 This essentially says that there are no inﬁnities in the reals. after all. limn→∞ p(n) = 0. However. so we should mention them here explicitly. The ﬁrst of these can be established by calculus methods (like L’Hospital’s rule. For starters. limn→∞ Note this lemma also works for a.2. The an = n bk (or an = n bk ) are the partial k=0 k=1 sums of the series. Lemma 7. both of them can be proved by more elementary considerations. Example 7. k=1 In the case of a convergent series. there are some convergence features which take on special appearances for series. For a proof see Exercise 4.
2 3 4 1 1 1 1 1 1 + + + .. which is impossible. + + + + . If bk are nonnegative real numbers then sums are bounded. say to L.10 to say: ∞ bk converges in the reals if and only if it is ﬁnite. both k≥1 ak and k≥1 bk converge to real numbers. . so we can write ∞ bk = ∞. If a series converges absolutely then it converges. but the converse is false: 1 Example 7. Then c+ ≥ 0 and k≥1 c+ ≤ k≥1 ck  < ∞ so k≥1 c+ converges. Proof. 2 2 3 4 2 2 3 4 1 1 L + L = L. If an is the nth partial sum of the series k≥1 bk then an = an−1 + bn . let P be its limit.” but this deﬁnition does not say anything about convergence of the series k≥1 ck . Since ck = c+ − c− we see that k≥1 ck converges to k k k P − N. By what we just proved.. then we have L=1+ = > = = 1 1 1 + + + .. Using this terminology.12. and both of these sequences have the same limit.. In case ck is complex. Then c− ≥ 0 and k≥1 c− ≤ k≥1 ck  < ∞ k k k so k≥1 c− converges. k k k Similarly. write ck = ak +ibk where ak and bk are real. + + + + . But now we have L > L. and it is fortunate that the monotone sequence property has a very convenient translation into the language of series of real numbers. 3 5 2 4 6 1 1 1 1 1 1 + + + . A common mistake is to try to use the converse of this result. or 0 if ck > 0.11. First consider the case when the terms ck are real.. k=1 we can rephrase Lemma 7. or 0 if k ck < 0. The harmonic series k≥1 k diverges (even though the limit of the general term is 0): If we assume the series converges.CHAPTER 7. The partial sums of a series form a nondecreasing sequence if the terms of the series are nonnegative.... There is one notion of convergence that’s special to series: we say that k≥1 ck converges absolutely if k≥1 ck  < ∞.10. Then k≥1 ak  ≤ k≥1 ck  < ∞ and k≥1 bk  ≤ k≥1 ck  < ∞.. deﬁne c− to be −ck if ck ≤ 0.13. A and B. But then k≥1 ck converges to A + iB. and this observation immediately yields: Lemma 7. POWER SERIES 71 Most of the time we need to use the completeness property to check convergence of a series. 2 4 6 2 4 6 1 1 1 1 1 1 1 1 1 + + + + . Deﬁne c+ to be ck if ck ≥ 0. If k≥1 bk converges then limn→∞ bn = 0. ∞ k=1 bk converges if and only if the partial If bk are nonnegative real numbers and the partial sums of the series ∞ bk are unbounded k=1 then the partial sums “converge” to inﬁnity. k=1 We have already used the simple fact that convergence of a sequence (an ) is equivalent to the convergence of (an−1 ). From this we conclude: Lemma 7. 2 2 1 1 Here the inequality comes from k > k+1 applied to each term in the ﬁrst sum in parentheses.. we need a proof: Theorem 7. let N be its limit. Be careful: We are deﬁning the phrase “converges absolutely.. say.. + 1 + + + + ...
this is often called a “comparison test. If a sequence of functions. ∞).14.3 Sequences and Series of Functions The fun starts when one studies sequences (fn ) of functions fn . but the converse is false: Example 7. So far nothing new. We say that such a sequence converges at z0 if the sequence (of complex numbers) (fn (z0 )) converges. since we are eﬀectively ignoring half the partial sums of the original series. Suppose (fn ) and f are functions deﬁned on G ⊆ C.. POWER SERIES 72 Another common mistake is to try to use the converse of this result. 7. Hence checking convergence of a series is usually a matter of verifying that a series of nonnegative reals is ﬁnite. converges at all z in some subset G ⊆ C then we say that (fn ) converges pointwise on G. To see that it does converge.17. so the general term satisﬁes 1 1 1 1 − = ≤ . Then ∞ ∞ ∞ f (t) dt ≤ 1 k=1 f (k) ≤ f (1) + 1 f (t) dt This is immediate from a picture: the integral of f (t) on the interval [k. but not absolutely: This k series does not converge absolutely. For the rest of this book we shall be concerned almost exclusively with series which converge absolutely. Deﬁnition 7. 2k − 1 2k 2k(2k − 1) k(k + 1) so the series converges by comparison with the telescoping series of Example 7. k 2 3 4 5 6 = 1− 1 2 + 1 1 − 3 4 + 1 1 − 5 6 + . One handy test is the following: Lemma 7. positive function deﬁned on [1.15 (Integral Test). The alternating harmonic series k≥1 (−1) converges. rewrite it as follows: (−1)k+1 1 1 1 1 1 = 1 − + − + − + . (fn ). and the inequality persists in the limit.” Some variants of the comparison test will appear when we look at power series. according to the previous example. there is a small detail to be checked here..) The reader can verify the inequality 2k(2k−1) ≥ k(k + 1) for k > 1. Suppose f is a nonincreasing. but this notion of convergence does not really catch the spirit of the function as a whole. 1 k≥1 kp converges if p > 1 and diverges if p ≤ 1. > 0 there is an . Example 7..CHAPTER 7. Adding the pieces gives the inequalities above for the N th partial sum versus the integrals from 1 to N and from 1 to N + 1.16. See Exercise 13. k + 1] is bounded between f (k) and f (k + 1). k+1 k≥1 (Technically.9. We have already used the technique of comparing a series to a series which is known to converge. If for all N such that for all z ∈ G and for all n ≥ N we have fn (z) − f (z) < then (fn ) converges uniformly in G to f ..
By uniform convergence. This means that given (the same) δ > 0 such that whenever z − z0  < δ we have fn (z) − fn (z0 ) < 3 . we can ask about integration of series of functions. however. namely ∀ denoting “for all” and ∃ denoting “there is. And this can make all the diﬀerence . there is a > 0. Suppose (fn ) is a sequence of continuous functions on the region G converging uniformly to f on G. Now we make use of the continuity of the fn ’s. POWER SERIES 73 What’s the big deal about uniform versus pointwise convergence? It is easiest to describe the diﬀerence with the use of quantiﬁers. The next theorem should come as no surprise. Once we know the above result about continuity. All that’s left is putting those two inequalities together: by the triangle inequality f (z) − f (z0 ) = f (z) − fn (z) + fn (z) − fn (z0 ) + fn (z0 ) − f (z0 ) ≤ f (z) − fn (z) + fn (z) − fn (z0 ) + fn (z0 ) − f (z0 ) < . in the second case we need to ﬁnd an N which works for all z ∈ G. we will prove that f is continuous at z0 .CHAPTER 7. Proposition 7. Let z0 ∈ G. given there is an N such that for all z ∈ G and all n ≥ N fn (z) − f (z) < 3 . Proof. whereas uniform convergence on G translates into (∀ > 0) (∃ N : (∀ z ∈ G) n ≥ N ⇒ fn (z) − f (z) < ) . z→z0 n→∞ We will need similar interchanges of limits constantly. Suppose fn are continuous on the smooth curve γ and converge uniformly on γ to f . . that is. Then n→∞ γ lim fn = γ f. The ﬁrst example illustrating this diﬀerence says in essence that if we have a sequence of functions (fn ) which converges uniformly on G then for all z0 ∈ G n→∞ z→z0 lim lim fn (z) = lim lim fn (z) .” Pointwise convergence on G means (∀ > 0) (∀ z ∈ G) (∃ N : n ≥ N ⇒ fn (z) − f (z) < ) . its consequences (which we will only see in the next chapter) are wide ranging. . No big deal—we only exchanged two of the quantiﬁers. . N may well depend on z. > 0. Then f is continuous on G. In the ﬁrst case.19.18. Proposition 7. f is continuous at z0 .
Then k≥1 fk converges absolutely and uniformly in G. For example.for instance. However. fk (z) ≤ Mk for all z ∈ G. We end this section by noting that everything we’ve developed here could have been done in greater generality . Then zn is in G but fn (zn ) = e−1 so fn (zn ) does not converge to 0. Proposition 7.4(d). z∈γ But fn → f uniformly on γ. so k≥1 fk (z) converges. If fn is a sequence of functions and Mn is a sequence of constants so that Mn converges to 0 and fn (z) ≤ Mn for all z in the set G fn converges uniformly to 0 on G. we can estimate fn − γ γ 74 f = γ fn − f ≤ max fn (z) − f (z) length(γ) . call the limit f (z).22. so zn → 0. This deﬁnes a function f on G. For each ﬁxed z we have k≥1 fk (z) ≤ k≥1 Mk < ∞. To see that fn converges uniformly to f . Lemma 7. ¯ For example. for any z in G. If a sequence gn converges to a function g then we can usually apply these tests to fn = g − gn . and so z n → 0. Suppose (fk ) are continuous on the region G. Here we also have a notion of absolute convergence (which can be combined with uniform convergence).20. if n ≥ N then n f (z) − k=1 fk (z) = k>n fn (z) ≤ k>n fn (z) ≤ k>n Mk < and this satisﬁes the deﬁnition of uniform convergence. and k≥1 Mk converges. z n  ≤ rn if z is in the closed disk Dr (0). .21. often called the Weierstraß M test. so z n → 0 uniformly ¯ in Dr (0) if r < 1. and we can make maxz∈γ fn (z) − f (z) as small as we like.CHAPTER 7. POWER SERIES Proof. for functions from Rn or Cn to Rm or Cm . let 1 zn = exp(− n ). By Proposition 4. If fn is a sequence of functions which converges uniformly to 0 on a set G and zn is any sequence in G then the sequence fn (zn ) converges to 0. Then z < 1 if z is in G. There is an important result about series of functions. which does converge to 0. Since k≥1 Mk converges there is N so that ∞ n Mk = k>n k=1 Mk − k=1 Mk < for all n > N . Lemma 7. Therefore z n does not converge uniformly to 0 on D1 (0). All of these notions for sequences of functions go verbatim for series of functions. Since uniform convergence is often of critical importance. Then. we give two practical tests: one arguing for uniformity and the other against. Proof. This is most often used to prove nonuniform convergence. and rn → 0 if r < 1. They are formulated for sequences that converge to 0. let fn (z) = z n and let G be the open unit disk D1 (0). suppose > 0.
) By way of Proposition 7. Corollary 7.26.4 Region of Convergence For the remainder of this chapter (indeed. the geometric series converges absolutely and uniformly on any set of the form {z ∈ C : z ≤ r} with r < 1.23. by Proposition 7. for which all ck = 1. (b) If z − z0  > R then the sequence of terms ck (z − z0 )k is unbounded. and let D = { z ∈ C : z ≤ r }. POWER SERIES 75 7. It remains to show that for those z the limit function is 1/(1 − z). Deﬁnition 7. (If R = ∞ then DR (z0 ) is the entire complex plane. satisfying the following. so not converge. Hence the uniform convergence on D of the geometric series will follow if we can show that k≥0 rk converges. Any power series k≥0 ck (z − z0 )k has a radius of convergence R.22.24. k≥0 The fundamental example of a power series is the geometric series. or ∞. Fix an r < 1. Suppose the power series k≥0 ck (z − z0 )k has radius of convergence R. We will use Proposition 7. 1−r k=0 whose limit as n → ∞ exists because r < 1. n→∞ 1 − z 1−z By comparing a general power series to a geometric series we can give a complete description of its region of convergence. The convergence is uniform on any set of the form { z ∈ C : z ≤ r } for any r < 1.CHAPTER 7. The geometric series k≥0 z converges absolutely for z < 1 to the function 1/(1 − z). . Then the series represents a function which is continuous on DR (z0 ). Proof. these lecture notes) we concentrate on some very special series of functions.18. k≥0 ck (z − z0 )k does The open disk DR (z0 ) in which the power series converges absolutely is the region of convergence. ¯ (a) If r < R then k≥0 ck (z − z0 )k converges absolutely and uniformly on the closed disk Dr (z0 ) of radius r centered at z0 . k Lemma 7. Hence.19 implies for power series. Since r can be chosen arbitrarily close to 1. this theorem immediately implies the following. A power series centered at z0 is a series of functions of the form ck (z − z0 )k .22 with fk (z) = z k and Mk = rk . which follows by n z k = lim k≥0 n→∞ z k = lim k=0 1 − z n+1 1 = . By this we mean that R is a nonnegative real number. we have absolute convergence for z < 1. Theorem 7. But this is straightforward: the partial sums of this series can be written as n 1 − rn+1 rk = 1 + r + · · · + rn−1 + rn = . While we’re at it. we might as well state what Proposition 7. and if R = 0 then DR (z0 ) is the empty set.25.
but interchanging r and t. and so ¯ 0 ≤ r/t < 1. We shall deﬁne sequences an in C and bn in D which “zero in” on R. In particular. and so on. (∗∗) If t ∈ D and r > t then r ∈ D. In particular. a1 is in C. Deﬁne C to be the set of positive real numbers for which the series k≥0 ck tk converges. 1 − r/t At the last step we recognized the geometric series. To prove this. Summarizing. Notice that R = 0 works if C is empty. if γ is closed then γ (z − z0 )k dz = 0. and R = ∞ works if D is empty. Proof of Theorem 7. and k≥0 ck (z − z0 )k diverges on the complement of Dr (z0 ) . We deﬁne R to be this limit. assume that ck rk is bounded. so ck  tk ≤ M for some constant M . Suppose the power series a smooth curve in DR (z0 ). but if m0 lies in D then we deﬁne a1 = a0 and b1 = m0 . POWER SERIES Corollary 7. This shows that r ∈ C. so ck  rk ≤ M for some constant M . which converges since 0 ≤ r < t. note that k≥0 ck tk converges so ck tk → 0 as k → ∞. b1 − a1 = (b0 − a0 )/2. in either case. Clearly every positive real number is in either C or D. b0 ]. contradicting the assumption that t is in D. so we assume neither is empty and we start with a0 in C and b0 in D. Then k≥0 ck 76 (z − z0 )k has radius of convergence R and γ is ck (z − z0 )k dz = γ k≥0 k≥0 k≥0 ck ck γ (z − z0 )k dz . ¯ this sequence is bounded. If 0 < r < R then r < an for all suﬃciently large n. b1 ]. an ∈ C bn ∈ D . First we establish three facts about these sets. so m0 = (a0 + b0 )/2. so r is in C by (∗).25. in fact. Note that. and these limits are the same since limn→∞ (bn − an ) = limn→∞ (b0 − a0 )/2n = 0. (∗ ∗ ∗) There is an extended real number R. and k≥0 ck (z − z0 )k converges absolutely and uniformly ¯ on Dr (z0 ).CHAPTER 7. satisfying 0 ≤ R ≤ ∞. First. Moreover. To prove this. for z − z0  ≥ r. a1 and b1 are closer together than a0 and b0 . If m0 lies in C then we deﬁne a1 = m0 and b1 = b0 .that is. and uniform and absolute convergence on Dr (z0 ) follows from the Weierstraß M test. and deﬁne D to be the set of positive real numbers for which it diverges. Now if z ∈ Dr (z0 ) we have k ≤ c  r k and ck (z − z0 ) k ck  rk = k≥0 k≥0 ck  tk r t k ≤ k≥0 M r t k =M k≥0 r t k = M < ∞. we have an ≤ an+1 bn ≥ bn+1 an < bn bn − an = (b0 − a0 )/2n The sequences an and bn are monotone and bounded (by a0 and b0 ) so they have limits. and b1 is in D. shows that k k≥0 ck t converges. and these sets are disjoint. We repeat this procedure to deﬁne a2 and b2 within the interval [a1 . since an converges to R. so that 0 < r < R implies r ∈ C and R < r < ∞ implies r ∈ D. It is immediate from (∗) or (∗∗) that a0 < b0 . (∗) If t ∈ C and r < t then r ∈ C.27. we have a0 ≤ a1 < b1 ≤ b0 . But now exactly the same argument as in (∗). let m0 be the midpoint of the segment [a0 .
CHAPTER 7. We may also multiply series by constants. if R < r then bn < r for all suﬃciently large n. Thus R veriﬁes the statement (∗ ∗ ∗). ﬁrst note that 1 1 = = exp(−z) = f (−z). Warning: Neither Theorem 7. To prove Theorem 7. There are many operations we may perform on series. f (z) exp(z) Thus. Let g(z) = g (z) = d dz zk = k! d xk = dz k! xk−1 = (k − 1)! xk k≥0 k! . so part (a) of 7. The region of convergence is all of C. realvalued function ex has an expansion as the power series k≥0 x . k! Thus. Since xk+1 k! x x = = · →0 (k + 1)! xk k+1 k+1 as k → ∞.25.25 nor Corollary 7. the ”disk of radius inﬁnity” about the origin (the center of the series). so part (b) of 7. complexvalued f (z). g(z) has the correct derivative. POWER SERIES 77 On the other hand. That absolute convergence is both necessary and suﬃcient for rearrangement is left as an exercise. Consider the function f (z) = exp(z). The question still remains whether f (z) = g(z) or not. the power series converges absolutely for all x. . as the next example demonstrates. ﬁrst assume r < R and choose t so that r < t < R. We may add constants and polynomials to power series. dz g(z) This means that f (z) = f (−z)g(z) = c for some constant c ∈ C.25 follows from (∗∗). Thus. which reduces the calculation of the radius of convergence to examining the limiting behavior of the terms of the series. It is worth mentioning the following corollary. the function f (−z)g(z) has 0 derivative: d [f (−z)g(z)] = −f (−z)g(z) + f (−z)g (z) = −f (−z)g(z) + f (−z)g(z) = 0. We have seen that we may diﬀerentiate and integrate power series.28 says anything about convergence on the circle z − z0  = R . if r = z − z0  > R then choose t so that R < t < r.25 follows from (∗). or multiply power series by polynomials. You may recall from calculus that the realk deﬁned. We leave it as an exercise to determine a formula for multiplying power series together.29. We use the Ratio Test to determine the radius of convergence. Similarly. Corollary 7. We may rearrange the terms of a series in the case that the series converges absolutely. In fact. The radius of convergence is R = ∞. ck  rk → 0 for 0 ≤ r < R but ck  rk is unbounded for r > R. Evaluating at z = 0. so g(z) = f (z) as desired. we may multiply power series together on their common region of convergence. Then t ∈ D by (∗ ∗ ∗). we may add two power series together on a common region of convergence and rearrange their sum to collect coeﬃcients of the same degree together. so r is in D by (∗∗). Example 7. we see c = 1. To see that f (z) = g(z). Then t ∈ C by (∗ ∗ ∗). Then k≥0 k≥0 k≥1 k≥0 xk = g(z). a similar k! expression holds for the complexdeﬁned.28. In fact.
Determine whether each of the following series converges or diverges. consider f (z) = sin(z). Then f (z) = sin z = = = = = = = l≥0 1 iz e − e−iz 2i 1 2i 1 2i 1 2i 1 2i k≥0 (iz)k − k! k≥0 (−iz)k k! k≥0 1 (iz)k − (−1)k (iz)k k! 2ik z k k! k≥0.. (b) (−1)n n .. (a) an = eiπn/4 . 3! 5! 7! = z− Note that we are allowed to rearrange the terms of the two added sums because the corresponding series have inﬁnite radius of convergence. We can use the power series expansion for exp(z) to ﬁnd a power series expansion of the trigonometric functions. ﬁnd the limit. prove convergence/divergence. Exercises 1. For each of the sequences.k odd l≥0 i2l+2 z 2l+1 2i2l+1 z 2l+1 (2l + 1)! l≥0 (2l + 1)! (−1)l+1 (2l + 1)! z 2l+1 z3 z5 z7 + − + . If the sequence converges. For instance.. in2 . (a) (b) (c) k≥1 k≥1 n k≥1 1+i √ 3 n i 1+2i √ 5 n n .30. (d) 2 − (e) sin 2. (c) cos n. 2n2 +1 1 n . POWER SERIES 78 Example 7.CHAPTER 7.
Prove Lemma 7. 5. Discuss the convergence of 17. 12. Prove Lemma 7. Use the fact that R is complete to prove that C is complete. 11. Prove: (cn ) converges if and only if (Re cn ) and (Im cn ) converge. lim an  = 0. deﬁned on {z ∈ C : Re z ≥ 0}.CHAPTER 7. Derive the Archimedean Property from the monotone sequence property.20. and show that ∞ cn converges if and only if n=0 ∞ (c2k + c2k+1 ) converges. Discuss pointwise and uniform convergence for the following sequences (a) (nz n ) . 4. Find sup Re e2πit : t ∈ Q \ Z . One way to do this is to write k 2 so that you get a telescoping series.) diverges. (Hint: compare the general term k≥0 z k 16. 18. Moreover. 7. 1 1+nz . (b) (c) zn n for n > 0. Prove that Z is complete. Suppose that the terms cn converge to zero. . 19. Prove Lemma 7. Suppose an ≤ bn ≤ cn for all n and limn→∞ an = L = limn→∞ cn . State and prove a similar theorem for series. if the two series converge then they have the same k=0 limit. 8. (b) Show that (c) Show that k k≥1 k2 +1 k k≥1 k3 +1 as a diﬀerence of powers of 1 2k . 9. POWER SERIES (d) 1 k≥1 n3 +in 79 3.4. Prove Lemma 7. Prove: (a) lim an = a n→∞ =⇒ ⇐⇒ n→∞ lim an  = a. (b) lim an = 0 n→∞ n→∞ 6. give an example where cn does not converge to 0 and one series diverges while the other converges.) to k12 . Prove that the series k≥1 bk converges if and only if limn→∞ 1 2k ∞ k=n bk = 0. for z = 1. 13. Also. (Hint: compare the general term to converges. 15. (a) Show that k≥1 21 = 1.21. Show that the limit of a convergent sequence is unique.8. 14. Prove that limn→∞ bn = L. 10.
27.19? 21. (a) Suppose that the sequence ck is bounded and show that the radius of convergence of k k≥0 ck (z − z0 ) is at least 1. zk + 1 (b) k≥0 (c) k≥0 . Find a power series representation about the origin of each of the following functions. (b) Suppose that the sequence ck does not converge to 0 and show that the radius of convergence of k≥0 ck (z − z0 )k is at most 1. Let fn (x) = n2 xe−nx . 2 z2 (4−z)2 for z < 4 24. zk zk ¯ on Dr (0). Find a power series (and determine its radius of convergence) of the following functions. where 0 ≤ r < 1. Prove that absolute convergence is a suﬃceint and necessary condition to be able to arbitrarily rearrange the terms of a series without changing the sum. 80 (a) Show that limn→∞ fn (x) = 0 for all x ≥ 0. (a) (b) (c) 1 1+4z . Derive a formula for the product of two power series. (a) cos z (b) cos(z 2 ) (c) z 2 sin z (d) (sin z)2 25. (b) Find limn→∞ 1 0 fn (x) dx.CHAPTER 7. Use the Weierstraß M test to show that each of the following series converges uniformly on the given domain: (a) k≥1 zk ¯ on D1 (0). Treat x = 0 as a special case. k2 1 on {z : z ≥ 2}.) (c) Why doesn’t your answer to part (b) violate Proposition 7. POWER SERIES 20. 1 3− z . for x > 0 you can use L’Hospital’s rule—but remember that n is the variable. 23. (b) Log z. not x. 22. (Hint: the answer is not 0. 26. Find the power series centered at 1 for the following functions. and compute their radius of convergence: (a) 1 z.
does not converge to 0 as n → ∞ (d) Why doesn’t this contradict the theorem that “the integral of a uniform limit is the limit of the integrals”? . 30. (a) Show that the maximum of fn (t) is (c) Show that ∞ 0 fn (t) dt 1 n. Deﬁne the functions fn (t) = n e−t/n for n > 0 and 0 ≤ t < ∞. POWER SERIES 1 28. k zk . (a) k≥0 z 2k k! k(z − 1)k−1 (b) k≥1 (c) k≥2 k(k − 1)z k 1 31. Find a function in ”closed form” (i. n ∈ Z. k≥0 2 (b) (c) k≥0 z k! .e. Find the radius of convergence for each of the following series. Show that L is the radius of convergence of (Use the natural interpretations if L = 0 or L = ∞. kk cos(k)z k .) k≥0 ck 81 (z − z0 )k . k≥0 (d) k≥1 (e) k≥1 (f) (g) k≥0 4k (z − 2)k . k n z k . (−1)k k(k+1) z . 29. Suppose L = limk→∞ ck 1/k exists. not a power series) representing each of the following series. (a) k≥0 ak z k .CHAPTER 7. a ∈ C. (b) Show that fn (t) converges uniformly to 0 as n → ∞.
Suppose f (z) = k≥0 ck (z − z0 )k has radius of convergence R. Whitehead 8.e. Now that we know that power series are holomorphic (i. Then f is holo Proof. Corollary 7.17). k≥1 f (z) = and the radius of convergence of this power series is also R. diﬀerentiable) on their regions of convergence we can ask how to ﬁnd their derivatives.. Now apply Morera’s theorem (Corollary 5.” Theorem 8. the two cornerstone theorems of this section are that any power series represents a holomorphic function.26 says that f is continuous.1 Power Series and Holomorphic Functions We will see in this section that power series and holomorphic functions are intimately related.1. and conversely. In fact. A. N. any holomorphic function can be represented by a power series. we have by Corollary 7. Then k ck (z − z0 )k−1 . We begin by showing a power series represents a holomorphic function.2. Suppose f (z) = morphic in {z ∈ C : z − z0  < R}. but we live in details. Given any closed curve γ ⊂ {z ∈ C : z − z0  < R}.Chapter 8 Taylor and Laurent Series We think in generalities. k≥0 ck (z − z0 )k has radius of convergence R. The next result says that we can simply diﬀerentiate the series “term by term.27 ck (z − z0 )k dz = 0 . A special case of the last result concerns power series with inﬁnite radius of convergence: those represent entire functions. 82 . and consider some of the consequences of this: Theorem 8. γ k≥0 On the other hand.
uk/∼history/Biographies/Taylor. TAYLOR AND LAURENT SERIES 83 Proof.stand. since the coeﬃcients for (z − z0 )f (z) are bigger than the corresponding ones for f (z). The various derivatives of a power series can also be seen as ingredients of the series itself. The last statement of the theorem is easy to show: the radius of convergence R of f (z) is at least R (since we have shown that the series converges whenever z − z0  < R). see http://wwwgroups. For starters. but applied to the function (z − z0 )k . Theorem 8. We can play the same game for f (z0 ).ac. Applying the same theorem to f gives f (z) = k(k − 1)ck (z − z0 )k−2 k≥2 and f (z0 ) = 2c2 . Naturally.dcs. Taylor’s formulas show that the coeﬃcients of any power series which converges to f on an open disk D centered at z0 can be determined from the the function f restricted to D. This is the statement of the following Taylor1 series expansion. Let γ be any simple closed curve in {z ∈ C : z − z0  < R}.1 again. and it cannot be larger than R by comparison to the series for f (z).3. If k≥0 ck (z − z0 )k and k≥0 ck (z − z0 )k are two power series which both converge to the same function f (z) on an open disk centered at a then ck = ck for all k. f (z0 ).CHAPTER 8. f (z0 ) = c0 . And then we use Theorem 5. It follows immediately that the coeﬃcients of a power series are unique: Corollary 8. k! Proof. 1 For more information about Brook Taylor (1685–1731). Suppose f (z) = k≥0 ck (z − z0 )k has a positive radius of convergence. . Note that the power series of f converges uniformly on γ. Let f (z) = k≥0 ck (z − z0 )k . etc. Since we know that f is holomorphic in its region of convergence we can use Theorem 5. and so on. so that we are free to interchange integral and inﬁnite sum.html.1. then to f . Corollary 8.2 gives f (z0 ) = c1 . Then ck = f (k) (z0 ) . Here are the details: f (z) = = = k≥0 1 2πi 1 2πi γ f (w) dw (w − z)2 k≥0 ck (w γ − z0 )k dw (w − z)2 γ ck · ck · k≥0 1 2πi (w − z0 )k dw (w − z)2 = = k≥0 d (w − z0 )k dw w=z k ck (z − z0 )k−1 .4 (Uniqueness of power series). the last theorem can be repeatedly applied to f .
Then by Cauchy’s integral formula (Theorem 4. Fix r < R. (w − z0 )k+1 Γr γ If we compare the coeﬃcients of the power series obtained in Theorem 8.24).5. and its implications. Gcontractible curve such that w is inside γ.10). g(z) = 1 2πi g(w) dw . TAYLOR AND LAURENT SERIES 84 We now turn to the second cornerstone result. simple. denote the circle centered at the origin with radius r by γr . that a holomorphic function can be represented by a power series. since f (z) = g(z − z0 ). However. Then f can be represented in D as a power series centered at z0 (with a radius of convergence at least R): 1 f (w) f (z) = ck (z − z0 )k with ck = dw . Theorem 4. and suppose that z < r. Hence Proposition 7. smooth curve in D for which z0 is inside γ. so g is a function holomorphic in {z ∈ C : z < R}. closed. Then f (k) (w) = k! 2πi f (z) dz . Let g(z) = f (z + z0 ).6. we arrive at the longpromised extension of Theorem 5.5 with those in Corollary 8. smooth. 2πi γ (w − z0 )k+1 k≥0 Here γ is any positively oriented.10). Theorem 8. wk+1 Now. Γr ∼G\{z0 } γ. closed. (w − z0 )k+1 where Γr is a circle centered at z0 with radius r.CHAPTER 8. The only diﬀerence of this righthand side to the statement of the theorem are the curves we’re integrating over. w−z γr The factor 1/(w − z) in this integral can be extended into a geometric series (note that w ∈ γr and z so w < 1) 1 1 1 1 z k = z = w−z w 1− w w w k≥0 which converges uniformly in the variable w ∈ γr (by Lemma 7.19 applies: g(z) = 1 2πi g(w) 1 dw = w−z 2πi g(w) γr γr 1 w k≥0 z w k dw = k≥0 1 2πi γr g(w) dw z k . and we can apply Cauchy’s Theorem 4. Proof. w ∈ G. and γ is a positively oriented. simple. Suppose f is holomorphic on the region G.6: f (w) dw = (w − z0 )k+1 f (w) dw . Suppose f is a function which is holomorphic in D = {z ∈ C : z − z0  < R}. we apply an easy change of variables to obtain f (z) = k≥0 1 2πi Γr f (w) dw (z − z0 )k . (z − w)k+1 γ . Corollary 8.1 (which in itself extended Cauchy’s integral formula.3.
There are now exactly two possibilities: (a) Either ck = 0 for all k. continuing in this way we see that we can factor p(z) as p(z) = (z − a)m g(z) where m is a positive integer. Proof. p(z) = (z − a)q(z) where q(z) is a polynomial of degree d − 1. Then there are exactly two possibilities: (a) Either: f is identically zero on some open disk D centered at a (that is. The integer m is called the multiplicity of the zero a of p(z). Rk Proof.4(d) gives an inequality which is often called Cauchy’s Estimate: Corollary 8. (b) or: there is a positive integer m and a holomorphic function g. so f (z) = k≥0 ck (z − a)k . 8.6 combined with our oftenused Proposition 4. Notice that f (z) = cm (z − a)m + cm+1 (z − a)m+1 + · · · = (z − a)m (cm + cm+1 (z − a) + · · · ) = (z − a)m k≥0 ck+m (z − a)k . That is. We have a power series expansion for f (z) in some disk Dr (a) of radius r around a. (b) or there is some positive integer m so that ck = 0 for all k < m but cm = 0. TAYLOR AND LAURENT SERIES 85 Corollary 8. Suppose f is holomorphic in {z ∈ C : z − w < R} and f  ≤ M . Then k!M . we can factor out another factor of z − a. We can then ask whether q(z) itself has a zero at a and. f (z) = 0 for all z in D). not bigger than d. Almost exactly the same thing happens for holomorphic functions: Theorem 8. if p(a) = 0) then p(z) has z − a as a factor. . with g(a) = 0 The integer m in the second case is uniquely determined by f and a and is called the multiplicity of the zero at a. So now consider the second case. and g(z) is a polynomial which does not have a zero at a.4(d): f (k) (w) ≤ f (k) (w) = k! 2πi f (z) k! f (z) k! M k!M dz ≤ length(γ) ≤ 2πr = k . and c0 = f (0) is zero since a is a zero of f .2 Classiﬁcation of Zeros and the Identity Principle Basic algebra shows that if a polynomial p(z) of positive degree d has a a zero at a (in other words. max k+1 k+1 k+1 2π z∈γ (z − w) 2π r (z − w) r γ The statement now follows since r can be chosen arbitrarily close to R.8 (Classiﬁcation of Zeros). Then Corollary 8. deﬁned on G. The ﬁrst case clearly gives us f (z) = 0 for all z in D = Dr (a). Let γ be a circle centered at w with radius r < R. and we can estimate using Proposition 4.CHAPTER 8. satisfying f (z) = (z − a)m g(z) for all z in G. Suppose f is an holomorphic function deﬁned on an open set G and suppose f has a zero at a point a in G.7.6 applies. if so.
and let D be an open disk centered at w so that h(z) = 0 for all z in D except z = b. TAYLOR AND LAURENT SERIES Then we can deﬁne a function g on G by k≥0 ck+m (z − a)k g(z) = f (z) (z − a)m 86 if z − a < r if z ∈ G \ {a} According to our calculations above. and we saw that this means z satisﬁes the second condition. there is some k so that zk is in D. and b ∈ Y if b satisﬁes the second condition. Finally. which is unique. and g is holomorphic at other points of G by the second deﬁnition. Now we ﬁnish the proof using the deﬁnition of connectedness. Using the identity principle.8 to obtain the following result. Finally. either h(z) = 0 for all z in some open disk D centered at b. we must have Y = ∅ and X = G. Then. (b) or there is an open disk D centered at b so that h(z) = 0 for all z in D \ {b}. there is an open disk D centered at b so that φ(z) = 0 for all z in D. g(a) = cm = 0. we can prove yet another important property of holomorphic functions. since φ is continuous. so b satisﬁes the ﬁrst condition. Now notice the following: If b is in G then exactly one of the following occurs: (a) Either there is an open disk D centered at b so that h(z) = 0 for all z in D. since if z ∈ D \ {b} then h(z) = 0. Y ⊆ G. Then f (z) = g(z) for all z in G. To see this. If b ∈ X and D is an open disk centered at b as in the ﬁrst condition then it is clear that D ⊆ X. which is sometimes also called the uniqueness theorem. Then h(z) = (z − b)m φ(z) = 0 for all z in D except z = b. To see this. Now deﬁne two sets X. Proof. Clearly m is unique. If b ∈ Y and D is an open disk centered at b as in the second condition then D ⊆ Y . by the classiﬁcation of zeros. or h(z) = (z − b)m φ(z) for all z in G. The function g is holomorphic at a by the ﬁrst deﬁnition. so b satisﬁes the second condition. this is a contradiction. If h(b) = 0 then. Then h is holomorphic on G. so that b ∈ X if b satisﬁes the ﬁrst condition above. suppose that h(b) = 0. by continuity.9 (Identity Principle). since it is deﬁned in terms of the power series expansion of f at a. h(zn ) = 0. we check that our original point w lies in X. X and Y are disjoint open sets whose union is G. Since zk = w.CHAPTER 8. To start using the intimate connection of holomorphic functions and power series. But. . But X = G implies that every z in G satisﬁes the ﬁrst condition above. there is an open disk D centered at b so that h(z) = 0 for all z ∈ D. we apply Theorem 8. so h(z) = 0. Since a is in X. where φ is holomorphic and φ(b) = 0. so h(zk ) = 0. We start by deﬁning h = f − g. suppose w ∈ Y . so b satisﬁes the second condition. and we will be ﬁnished if we can deduce that h is identically zero on G. the two deﬁnitions give the same value when both are applicable. Then. Suppose f and g are holomorphic in the region G and f (zk ) = g(zk ) at a sequence which converges to w ∈ G with zk = w for all k. since the sequence zk converges to w. so one of them must be empty. Theorem 8.
10 (MaximumModulus Theorem). k! a “power series” with negative exponents. and we have the condition g(z) ≤ g(a) = 1 for all z in D0 . and so f (z) = f (a)g(z) must have the constant value f (a) for all z in D. however. We now refer to Exercise 27. by the identity principle. In this case we can deﬁne an holomorphic function g(z) = f (z)/f (a). using continuity. then the maximum of f  is attained on the boundary of G. It is natural. we introduce the concept of a double series ak = ak + a−k . Corollary 8. Thus the function h = Log ◦g is deﬁned and holomorphic on D. in the process strengthening that theorem to cover weak maxima and weak minima. which shows that h must be identically zero in D. for example. Suppose there is a point a in G and an open disk D0 centered at a so that f (a) ≥ f (z) for all z in D0 . So we assume f (a) = 0. Then f  does not attain a weak relative maximum in G.3 Laurent Series Theorem 8. then it does not have a weak relative maximum or minimum in G. we can now state the following central deﬁnition. It is. not as general 1 as it could be. Absolute and uniform convergence are deﬁned analogously. a smaller open disk D centered at a so that g(z) has positive real part for all z in D. such as: If G is a bounded region and f is holomorphic in the closure of G. Theorem 6. Since g(a) = 1 we can ﬁnd. Suppose f is holomorphic and not constant in the region G. by the identity principle. Suppose f is holomorphic and not constant in the region G. A double series converges if both its deﬁning series do. TAYLOR AND LAURENT SERIES 87 Theorem 8. k∈Z k≥0 k≥1 Here ak ∈ C are terms indexed by the integers. we should not be too surprised to ﬁnd the following result whose proof we leave for the exercises. Corollary 8. f (z) has the constant value f (a) for all z in G. Since the last corollary also covers minima of harmonic functions. and we have h(a) = Log(g(a)) = Log(1) = 0 and Re h(z) = Re Log(g(z)) = ln(g(z)) ≤ ln(1) = 0. There are many reformulations of this theorem. If f (a) = 0 then f (z) = 0 for all z in D0 . To make sense of expressions like the above.6.12 (MinimumModulus Theorem). Theorem 8. .5 gives a powerful way of describing holomorphic functions.CHAPTER 8.11. Proof. Then f  does not attain a weak relative minimum at a in G unless f (a) = 0. Hence g(z) = eh(z) must be equal to e0 = 1 for all z in D. 8. to think about representing exp z as exp 1 z = k≥0 1 k! 1 z k = k≥0 1 −k z . Hence.10 can be used to give a proof of the analogous theorem for harmonic functions. so f is identically zero. If u is harmonic in the region G. Equipped with this.
5. k∈Z ck 1 z 88 (z − z0 )k . Remark.” it will converge for z−z0  < R1  for some R1 . Theorem 7.uk/∼history/Biographies/Laurent Pierre.6 we can replace the circle in the formula for the Laurent series by any closed. (w − z0 )k+1 Here γ is any circle in A centered at z0 . The series which started this section is the Laurent series of exp 0. that is. A Laurent2 series centered at z0 is a double series of the form Example 8.ac. so g is a function holomorphic in {z ∈ C : R1 < z < R2 }.1) γ2 −γ1 γ2 γ1 For the integral over γ2 we play exactly the same game as in Theorem 8. see http://wwwgroups. For the convergence of our Laurent series. 2 For more information about Pierre Alphonse Laurent (1813–1854). whence the Laurent series converges on the annulus {z ∈ C : R1 < z − z0  < R2 } (if R1 < R2 ).1). TAYLOR AND LAURENT SERIES Deﬁnition 8. Theorem 8. respectively. and let γ1 and γ2 be positively oriented circles centered at 0 with radii r1 and r2 . By deﬁnition ck (z − z0 )k = ck (z − z0 )k + c−k (z − z0 )−k . smooth path that is Ahomotopic to the circle. Fix R1 < r1 < z < r2 < R2 . Proof. By introducing an “extra piece” (see Figure 8. Any power series is a Laurent series (with ck = 0 for k < 0).13. The second we can view as a “power series in 1 1 1 z−z0 . we can apply Cauchy’s integral formula (Theorem 4. we need to combine those two notions. Theorem 8.16.10) to the path γ2 − γ1 : g(z) = 1 2πi g(w) 1 dw = w−z 2πi g(w) 1 dw − w−z 2πi g(w) dw . by Cauchy’s Theorem 4.25 implies that the convergence is uniform on a set of the form {z ∈ C : r1 ≤ z − z0  ≤ r2 } for any R1 < r1 < r2 < R2 . that is. .1 says that the Laurent series represents a function which is holomorphic on {z ∈ C : R1 < z − z0  < R2 }. centered at We should pause for a minute and ask for which z such a Laurent series can possibly converge.CHAPTER 8. Even better.stand. w−z (8. The fact that we can conversely represent any function holomorphic in such an annulus by a Laurent series is the substance of the next theorem. Let g(z) = f (z + z0 ).html. Suppose f is a function which is holomorphic in A = {z ∈ C : R1 < z − z0  < R2 }. Naturally. Example 8. The factor 1/(w − z) in z this integral can be expanded into a geometric series (note that w ∈ γ2 and so w < 1) 1 1 1 = w−z w 1− z w = 1 w k≥0 z w k .dcs. k∈Z k≥0 k≥1 The ﬁrst of the series on the righthand side is a power series with some radius of convergence R2 .15. it converges in {z ∈ C : z − z0  < R2 }. Then f can be represented in A as a Laurent series centered at z0 : f (z) = k∈Z ck (z − z0 )k with ck = 1 2πi γ f (w) dw . in {z ∈ C : z − z0  > R1 }.14.
6).19 applies: g(w) dw = w−z g(w) γ2 γ2 1 w k≥0 z w k dw = k≥0 γ2 g(w) dw z k . which converges uniformly in the variable w ∈ γ1 (by Lemma 7. wk+1 k∈Z γ The statement follows now with f (z) = g(z − z0 ) and an easy change of variables.24). which converges uniformly in the variable w ∈ γ2 (by Lemma 7. wk+1 The integral over γ1 is computed in a similar fashion. wk+1 Putting everything back into (8. TAYLOR AND LAURENT SERIES 89 Figure 8. which ﬁnally gives g(z) = 1 2πi g(w) dw z k . .19 applies: g(w) dw = − w−z g(w) γ1 γ1 1 z k≥0 w z k dw = − k≥0 γ1 g(w)wk dw z −k−1 = − k≤−1 γ1 g(w) dw z k . now we expand the factor 1/(w − z) into the following geometric series (note that w ∈ γ1 and so w < 1) z 1 1 1 =− w−z z 1− w z =− 1 z k≥0 w z k . Hence Proposition 7.1) gives g(z) = 1 2πi g(w) dw z k + wk+1 g(w) dw z k .16.CHAPTER 8.1: Proof of Theorem 8.24). Again Proposition 7. wk+1 k≥0 γ2 k≤−1 γ1 We can now change both integration paths to a circle γ centered at 0 with a radius between R1 and R2 (by Cauchy’s Theorem 4.
there is only one possible outcome. Exercises 1. z0 = 0 (use the principal branch).16 using the power series of exp z centered at 0. determine where the series converges absolutely/uniformly: (a) k≥2 k(k − 1) z k−2 .CHAPTER 8. Prove the following generalization of Theorem 8. Prove the minimummodulus theorem (Corollary 8. 7. what it says is simply the following: if we expand a function (that is holomorphic in some annulus) into a Laurent series. Then f is holomorphic in G. 2. By integrating a series for radius of convergence? 1 1+z 2 term by term. 2 (d) f (z) = ez . z0 = i.7 to prove the following: Suppose fn are holomorphic on the region G and converge uniformly to f on G. z0 = 1. 4. . Find the power series centered at 1 for exp z. ﬁnd a power series for arctan(z). Then for any k ∈ N. Use the previous exercise and Corollary 8. the k th derivatives (k) fn converge (pointwise) to f (k) . The coeﬃcients of a Laurent series are unique.12). Prove Lemma 3. What is its 6. we immediately obtain the following: Corollary 8.) 8. 9. 1+z 2 1 ez +1 .17. (a) f (z) = (b) f (z) = (c) f (z) = 1 . (2k + 1)! 1 z−3 k (b) k≥0 (c) k≥0 .1: Suppose fn are holomorphic on the region G and converge uniformly to f on G. TAYLOR AND LAURENT SERIES 90 We ﬁnish this chapter with a consequence of the above theorem: because the coeﬃcients of a Laurent series are given by integrals. (This result is called the Weierstraß convergence theorem. This result seems a bit artiﬁcial. 5. For each of the following series. Find the terms through third order and the radius of convergence of the power series for each following functions. 1 z 2k+1 . What functions are represented by the series in the previous exercise? 3. Do not ﬁnd the general form for the coeﬃcients. z0 = 0. √ 1 + z. centered at z0 .
7). (a) Find the Laurent series for (b) Prove that f (z) = is entire. Find a Laurent series for 1 (z−1)(z+1) centered at z = 1 and specify the region in which it 1 z(z−2)2 z−2 z+1 centered at z = 2 and specify the region in which it converges. 1 sin z 15. Find the Laurent series for sec z centered at the origin. 18.12).CHAPTER 8. using the minimummodulus theorem (Corollary 8. (c) f (z) = cos(z) − 1 + 1 sin2 (z). if z = 0. 20. Show that z−1 z−2 = 1 k≥0 (z−1)k for z − 1 > 1. cos z−1 z2 1 −2 cos z z2 centered at z = 0. What is the radius of convergence? 17. 13. and determine their multiplicities: (a) (1 + z 2 )4 . 2 24. (b) f (z) = sin(z) − tan(z).6 to show that a polynomial does not achieve its minimum modulus on a large circle. 19. 16. centered at z = −1 and specify the region in which it converges. (c) Find the power series expansion for ez cos(z) centered at 0. 11. 22. Find the multiplicities of the zeros: (a) f (z) = ez − 1.) 12. if z = 0 . Find the ﬁrst 4 nonzero terms in the power series expansion of tan z centered at the origin. Find the zeros of the following. Suppose that f (z0 ) = 0 and f (z0 ) = 0. Give another proof of the fundamental theorem of algebra (Theorem 5. Prove: If f is entire and Im(f ) is constant on the unit disc {z ∈ C : z ≤ 1} then f is constant. where f (z) = z 2 − 2. Show that f has a zero of multiplicity 1 at z0 . Find the maximum and minimum of f (z) on the unit disc {z ∈ C : z ≤ 1}. Find the ﬁrst ﬁve terms in the Laurent series for centered at z = 0. 21. (a) Find the power series representation for eaz centered at 0. Find a Laurent series for 14. z0 = 2kπi. where k is any integer. TAYLOR AND LAURENT SERIES 91 10. z0 = 0. then use the minimummodulus theorem to deduce that the polynomial has a zero. Find a Laurent series for converges. (Hint: Use Lemma 5. (b) Show that ez cos(z) = 1 2 e(1+i)z + e(1−i)z . 23. where a is any constant. z0 = 0.
3k ck z k . Show that f (z) = rm eimθ eiα G(z). k≥0 (b) (c) k≥0 ck z k+5 . respectively. 28. 92 1 25. Follow the following outline to show that Re f (z) > 0 for some z in D. What can you say about the radius of convergence of 29.CHAPTER 8. 26. What is the radius of convergence of k 2 ck z k . but which are deﬁned on the three domains z < 1. Suppose cn  ≥ 2n for all n. k . k≥0 (d) (e) k≥0 c2 z k . and that it has multiplicity 1. (a) Why can you write f (z) = (z − a)m g(z) where m > 0. and g(a) = 0? (b) Write g(a) in polar form as g(a) = c eiα and deﬁne G(z) = e−iα g(z). ck z 2k . Why is Re G(a) > 0? (c) Why is there a positive constant δ so that Re G(z) > 0 for all z in the open disk Dδ (a)? (d) Write z = a + reiθ for 0 < r < δ. (e) Find a value of θ so that f (z) has positive real part. f 27. Suppose f is holomorphic and not identically zero on an open disk D centered at a. at a. Suppose that f (z) has exactly one zero. (d) z 3 cos z. (z) 1 Show that a = 2πi γ zf(z) dz. inside the circle γ. g is holomorphic. Suppose the radius of convergence of each of the following? (a) k≥0 k≥0 ck z k k≥0 ck z k? is R. and suppose f (a) = 0. Find the three Laurent series of f (z) = (1−z)(z+2) . centered at 0. (c) 1 + ez . 1 < z < 2. and 2 < z. TAYLOR AND LAURENT SERIES (b) sin2 z.16. Hint: Use Theorem 8.
but the singularities are of a very diﬀerent nature. The function 1 z4 has a pole at 0. and exp z ? All of them are not deﬁned at z 0. If f is holomorphic in the punctured disk {z ∈ C : 0 < z − z0  < R} for some R > 0 but not at z = z0 then z0 is an isolated singularity of f .Chapter 9 Isolated Singularities and the Residue Theorem 1/r2 has a nasty singularity at r = 0. Deﬁnition 9. z4 93 z→0 . z14 . The function sin z z has a removable singularity at 0. which are classiﬁed as follows. as lim 1 = ∞.1. Edward Witten 9. as for z = 0 (−1)k z 2k+1 = (2k + 1)! (−1)k z 2k .2.1 Classiﬁcation of Singularities 1 What is the diﬀerence between the functions sin z . Example 9. For complex functions there are three types of singularities. but it did not bother Newton—the moon is far enough.3. Example 9. z→z0 (c) essential if z0 is neither removable nor a pole. (b) a pole if lim f (z) = ∞. (2k + 1)! sin z 1 = z z k≥0 k≥0 and the power series on the righthand side represents an entire function (you may meditate on the fact why it has to be entire). The singularity z0 is called (a) removable if there is a function g holomorphic in {z ∈ C : z − z0  < R} such that f = g in {z ∈ C : 0 < z − z0  < R}.
z→z0 z→z0 z→z0 Conversely. and 1 lim = 0. Suppose z0 is a isolated singularity of f . Then (a) z0 is removable if and only if lim (z − z0 ) f (z) = 0.4. 1 1 limx→0+ exp x = ∞). (b) Suppose that z0 is a pole of f . Proposition 9. since we can calculate g (z0 ) = lim g(z) − g(z0 ) (z − z0 )2 f (z) = lim = lim (z − z0 )f (z) = 0 z→z0 z→z0 z − z0 z − z0 z→z0 So g is holomorphic in DR (z0 ) with g(z0 ) = 0 and g (z0 ) = 0. and g is holomorphic on DR (z0 ). The smallest possible n in (b) is the order of the pole. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM 94 1 Example 9. We will make use of the notions of zeros and poles of certain orders quite extensively in this chapter. exp z approaches 0 as z approaches 0 from the 1 1 negative real axis. Clearly g is holomorphic for z = z0 . and this series deﬁnes an holomorphic function in DR (z0 ). exp z has an essential singularity at 0. suppose that lim (z − z0 ) f (z) = 0. Hence limz→0 exp z = ∞. On the other hand. (a) Suppose z0 is removable.5. Proof. that is.CHAPTER 9. Then we can make use of the fact that g is continuous at z0 : lim (z − z0 ) f (z) = lim (z − z0 ) g(z) = g(z0 ) lim (z − z0 ) = 0 . To get a feel for the diﬀerent types of singularities. we start with the following results. z→z0 f (z) . if z = z0 . so g(z) = (z − z0 )2 k≥0 ck+2 (z − z0 )k = (z − z0 )2 f (z). z→z0 (b) if z0 is a pole then lim (z − z0 )n+1 f (z) = 0 for some positive integer n. so it has a power series expansion g(z) = k≥0 ck (z − z0 )k with c0 = c1 = 0. for z = z0 . The function exp z does not have a removable singularity (consider. We will see in the proof that “near h(z) the pole z0 ” we can write f (z) as (z−z0 )n for some function h which is holomorphic (and not zero) at z0 . for example. the open disk with radius R centered at z0 such that f = g for z = z0 . and it is also diﬀerentiable at z0 . f (z) = k≥0 ck+2 (z − z0 )k . Hence we can factor (z − z0 )2 from the series. Then there is some R > 0 so that f (z) > 1 in the punctured ˆ disk DR (z0 ). and f is holomorphic on the punctured disk z→z0 ˆ DR (z0 ) = DR (z0 ) \ {z0 }. This is very similar to the game we played with zeros in Chapter 8: f has a zero of order (or multiplicity) m at z0 if we can write f (z) = (z − z0 )m h(z). Then deﬁne g(z) = (z − z0 )2 f (z) 0 if z = z0 . z→z0 Remark. where h is holomorphic and not zero at z0 . Hence.
2 For more information about Picard. To appreciate the following result. if we deﬁne g(z) by g(z) = 1 f (z) 95 ˆ if z ∈ DR (z0 ). and which implies the CasoratiWeierstraß theorem. Try it!) Proof.uk/∼history/Biographies/Casorati. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM So.dcs. since h is continuous at z0 . Hence h = φ is an holomorphic function in DR (z0 ) and f (z) = 1 h(z) 1 = . f (z) − w (The previous proposition tells us that g has a removable singularity at z0 .uk/∼history/Biographies/Picard Emile.ac. we suggest meditating about its statement for a couple of minutes over a good cup of coﬀee. see http://wwwgroups. that is.dcs. which is a contradiction. 0 then g is holomorphic in DR (z0 ) (as in part (a)). which is beyond the scope of this book. = n φ(z) g(z) (z − z0 ) (z − z0 )n But then. if z = z0 . It is due to Charles Emile Picard (1856–1941)2 and says that the image of any punctured disc centered at an essential singularity misses at most one point of C. 2. By the classiﬁcation of zeros. (It is worth meditating about coming up with examples of functions which do not miss any point in C and functions which miss exactly one point. In the language of topology. Suppose (by way of contradiction) that there is a w ∈ C and an the punctured disc D (centered at z0 ) w − f (z) ≥ .CHAPTER 9. z→z0 lim (z − z0 )n+1 f (z) = lim (z − z0 )h(z) = h(z0 ) lim (z − z0 ) = 0 . and so z→z0 z→z0 lim (z − z0 )g(z) = lim z − z0 = 0.ac. then any w ∈ C is arbitrarily close to a point in f (D). for any w ∈ C and any > 0 there exists z ∈ D such that w − f (z) < . see http://wwwgroups.stand.6 (Casorati1 Weierstraß). φ(z) = 0 for all z in DR (z0 ) since g(z) = 0 1 ˆ for z ∈ DR (z0 ). Remarks. If z0 is an essential singularity of f and D = {z ∈ C : 0 < z − z0  < R} for some R > 0. Theorem 9. the CasoratiWeierstraß theorem says that the image of any punctured disc centered at an essential singularity is dense in C. In fact. z→z0 z→z0 The reader might have noticed that the previous proposition did not include any result on essential singularities.html. Not only does the next theorem make up for this but it also nicely illustrates the strangeness of essential singularities. Then the function g(z) = 1 (f (z)−w) > 0 such that for all z in stays bounded as z → z0 . g(z) = (z − z0 )n φ(z) where φ is holomorphic in DR (z0 ) and φ(z0 ) = 0. There is a much stronger theorem.stand.html. 1. For more information about Felice Casorati (1835–1890). z − z0 But this implies that f has a pole or a removable singularity at z0 . 1 .) Hence z→z0 lim f (z) − w = ∞.
Then by Proposition 9. (z − z0 )n z→z0 z→z0 (c) This follows by deﬁnition: an essential singularity is neither removable nor a pole. Suppose z0 is an isolated singularity of f with Laurent series f (z) = k∈Z ck (z − z0 )k (valid in {z ∈ C : 0 < z − z0  < R} for some R > 0). that is. we can use it to deﬁne a function which is holomorphic at z0 . Conversely. Then (a) z0 is removable if and only if there are no negative exponents (that is. Deﬁne g(z) = k≥0 ck−n (z − z0 )k . (c) z0 is essential if and only if there are inﬁnitely many negative exponents.5. Proof. the Laurent series is a power series). we can hence expand (z − z0 )n f (z) = k≥0 ck (z − z0 )k . and g is holomorphic on {z ∈ C : z − z0  < R} such that f = g in {z ∈ C : 0 < z − z0  < R}.CHAPTER 9. Proposition 9. suppose that f (z) = k≥−n ck (z − z0 )k = (z − z0 )−n k≥−n ck (z − z0 )k+n = (z − z0 )−n k≥0 ck−n (z − z0 )k . the function (z − z0 )n f (z) has a removable singularity at z0 . Then the Laurent series of g in this region is a power series. The following classiﬁes singularities according to their Laurent series. f (z) = k≥0 ck (z − z0 )k−n = k≥−n ck (z − z0 )k . where c−n = 0. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM 96 Deﬁnition 9.1 is not always handy.7. (a) Suppose z0 is removable. and by Corollary 8. lim f (z) = lim g(z) = ∞. (b) Suppose z0 is a pole of order n. Conversely. . if the Laurent series of f at z0 has only nonnegative powers.17 (uniqueness theorem for Laurent series) it has to coincide with the Laurent series of f . (b) z0 is a pole if and only if there are ﬁnitely many negative exponents. Then since g(z0 ) = c−n = 0. By part (a).
(One might also notice that Theorem 8. where the sum is taken over all singularities zk inside γ. This gives a curve which is contractible in the region of holomorphicity of f . Suppose f is holomorphic in the region G. Finally.8. Proof. simple. Deﬁnition 9. The integrals inside the summation are easy: for nonnegative powers k the integral γ (z − z0 )k is 0 (because (z − z0 )k is entire). Suppose z0 is an isolated singularity of f with Laurent series k∈Z ck (z − z0 )k in a punctured disk about z0 .9 (Residue Theorem). Then c−1 is the residue of f at z0 . and one with negative orientation.1. for k = −1. which lies in the domain of the Laurent series of f at z0 with domain a punctured disk {z0 < z − z0  < R} for some radius R > 0. denoted by Resz=z0 (f (z)) or Res(f (z). and the same holds for k ≤ −2 (because (z − z0 )k has a primitive 1 on C \ {z0 }.16 gives the same identity. The following two lemmas start the range of tricks one can use when computing residues. as pictured in Figure 9. we can use Exercise 14 of Chapter 4. one with positive. The following theorem generalizes the discussion at the beginning of this section. Theorem 9. smooth. now all we need to do is described at the beginning of this section. z = z0 ). But this means that we can replace γ by the positively oriented circles. and γ is a positively oriented. Computing integrals is as easy (or hard!) as computing residues. Now connect the circles with negative orientation with γ. Because γw all the other terms give a zero integral. where −k − 2 ≥ 0). c−1 is the only term of the series which survives: f= γ k∈Z ck γ (z − z0 )k dz = 2πi c−1 . smooth path around z0 . Then—essentially by Proposition 7. . Then f = 2πi γ k Resz=zk (f (z)) . ISOLATED SINGULARITIES AND THE RESIDUE THEOREM 97 9. Draw two circles around each isolated singularity inside γ.CHAPTER 9. simple.2 Residues Suppose z0 is an isolated singularity of f . or alternatively because applying the change of variables w = z−z0 yields the integral −k−2 dw. Each of these pairs cancel each other when we integrate over them.) Reason enough to give the c−1 coeﬃcient of a Laurent series a special name. γ is a positively oriented. except for isolated singularities. Gcontractible curve which avoids the singularities of f . closed. closed.19—we can integrate term by term: f= γ γ k∈Z ck (z − z0 )k dz = k∈Z ck γ (z − z0 )k dz .
Then f has a pole of order 1 at z0 and g Resz=z0 f (z) g(z) = f (z0 ) . which by Taylor’s formula (Corollary 8. Even more.1: Proof of Theorem 9.3) equals g (z0 ). Suppose z0 is a pole of f of order n. Lemma 9. .9. call it h. in turn.10. as always. k≥1 k≥1 The series on the right represents an holomorphic function. The functions f and g have power series centered at z0 . Then Resz=z0 (f (z)) = 1 dn−1 lim (z − z0 )n f (z) .11. Suppose f and g are holomorphic in a region containing z0 . g (z0 ) Proof. which is a zero of g of multiplicity 1.CHAPTER 9. But this constant term is computed. Hence f (z) f (z) = . (n − 1)! z→z0 dz n−1 f (z0 ) h(z0 ) . by But h(z0 ). Lemma 9. the one for g has by assumption no constant term: g(z) = ck (z − z0 )k = (z − z0 ) ck (z − z0 )k−1 . g(z) (z − z0 )h(z) and the function f h is holomorphic at z0 . ISOLATED SINGULARITIES AND THE RESIDUE THEOREM 98 Figure 9. note that h(z0 ) = c1 = 0. and f (z0 ) = 0. the residue of f h f g equals the constant term of the power series of (that’s how we get the (−1)st term of f g ). is the constant term of h or the second term of g.
3 Argument Principle and Rouch´’s Theorem e There are many situations where we want to restrict ourselves to functions which are holomorphic in some region except possibly for poles. which—as the reader might have guessed already—can be thought of as siblings. . Let’s compute the logarithmic derivative of f and play the same remarkable cancellation game as above: n1 (z − z1 )n1 −1 (z − z2 )n2 · · · (z − zj )nj g(z) + · · · + (z − z1 )n1 · · · (z − zj )nj g (z) f (z) = f (z) (z − z1 )n1 · · · (z − zj )nj g(z) nj n1 n2 g (z) = + + . . Then the logarithmic derivative of their product behaves very nicely: (f g) f g + fg f g = = + . Then we can express f as f (z) = (z − z1 )n1 · · · (z − zj )nj g(z) . then the logarithmic derivative of f can be expressed as f (z) m1 m2 mk g (z) =− − − ··· − + . . . ISOLATED SINGULARITIES AND THE RESIDUE THEOREM Proof. . . . one of which we would like to discuss here. (9. z − z1 z − z2 z − zj g(z) Something similar happens to the poles of f . Diﬀerentiating Log f (where Log is a branch of the logarithm) gives f . Let’s say we have two functions f and g holomorphic in some region. . respectively. We know by Proposition 9. mk . But then (z − z0 )n f (z) = k≥−n ck (z − z0 )k+n represents a power series. 9. nj . It has some remarkable properties. Naturally. especially with respect to their zeros and poles. Such functions are called meromorphic. pk are all the poles of f in G with order m1 . . .CHAPTER 9.3) to compute c−1 . respectively. . . which is one good reason why this quotient is called the logarithmic derivative f of f . We invite the reader to prove that if p1 .. and we can use Taylor’s formula (Corollary 8. we can combine the expressions we got for zeros and poles.. In this section. . Suppose we have a diﬀerentiable function f .1) f (z) z − p1 z − p2 z − pk g(z) where g is a function without poles in G. zj of order n1 .7 that the Laurent series at z0 looks like f (z) = k≥−n 99 ck (z − z0 )k . . . and f has the (ﬁnitely many) zeros z1 . . fg fg f g We can apply this fact to the following situation: Suppose that f is holomorphic on the region G. which is the starting point of the following theorem. . we will study these functions. where g is also holomorphic in G and never zero. + .
What’s special about the statement of Example 9. Suppose the zeros of f inside γ are z1 . Gcontractible curve.) . Then 1 f = Z(f.7) asserts that p has ﬁve roots in C.html. mk . nj . Gcontractible curve such that for all z ∈ γ. . which does not pass through any zero or pole of f . simple. . closed. g Finally. Thanks to Exercise 14 of Chapter 4. smooth. . and let γ denote 3 For more information about Rouch´. . Suppose f and g are holomorphic in a region G. This theorem is of surprising practicality. e Theorem 9. f (z) > g(z).dcs. . let f (z) = z 5 and g(z) = z 4 + z 3 + z 2 + z + 1. .12 (Argument Principle).CHAPTER 9. Suppose f is meromorphic in the region G and γ is a positively oriented. simple. . Denote by Z(f. we prove: Example 9. . if necessary. 4 The fundamental theorem of algebra (Theorem 5. It allows us to locate the zeros of a function fairly precisely. g is holomorphic in G (recall that g is never zero in G). and γ is e a positively oriented. . so that Corollary 4. γ) . γ) the number of zeros of f inside γ—counted according to multiplicity—and by P (f. we may shrink G.14. γ) = Z(f. + ··· + − − ··· − f (z) z − z1 z − zj z − p1 z − pk g(z) where g is a function which is holomorphic in G (in particular. 2πi γ f Proof.13 (Rouch´’s Theorem).stand. the integral is easy: f = n1 f dz + · · · + nj z − z1 dz − m1 z − zj γ γ γ γ γ dz − · · · − mk z − p1 γ dz + z − pk γ g g = 2πi (n1 + · · · + nj − m1 − · · · − mk ) + g .uk/∼history/Biographies/Rouche. γ) − P (f. (You may meditate about the fact why there can only be ﬁnitely many zeros and poles inside γ. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM 100 Theorem 9. As an illustration. Our discussion before the statement of the theorem yielded that the logarithmic derivative of f can be expressed as nj f (z) n1 g (z) m1 mk = + . and the poles inside γ are p1 .14 is that they all have absolute value < 2. we present a famous theorem due to Eugene Rouch´ (1832–1910)3 .4 To see this. pk with order m1 . . . . respectively. (Although for this p it’s not hard to ﬁnd one root—and therefore all of them.6) gives that g = 0. γ) the number of poles of f inside γ. All the roots of the polynomial p(z) = z 5 + z 4 + z 3 + z 2 + z + 1 have absolute value less than two. Then Z(f + g. smooth. . . γ g As a nice application of the argument principle. . so that these are the only zeros and poles in G. Note also that there is no general formula for computing roots of a polynomial of degree 5. respectively.ac. again counted according to order. . without poles) and never zero. γ) .) In fact. closed. see e http://wwwgroups.7 (to Cauchy’s g Theorem 4. zj of multiplicity n1 .
Its derivative is 1 g f g +f is a well deﬁned holomorphic function . But then Log 1 + 1+ on γ. whence Z(p. (d) (e) 1 1−ez . By our analysis in the beginning of this section and by the argument principle (Theorem 9. Suppose f is a nonconstant entire function. Suppose that f (z) has a zero of multiplicity m at a. 5. (Hint: If f is not a polynomial. Explain why at a. 1 f 1 f (z) has a pole of order m 4. use Theorem 9. and determine their orders: (a) (z 2 + 1)−3 (z − 1)−4 .19 that 1+ γ g f g +f 1 2πi 1 = 0.1). Exercises 1. (c) z −5 sin(z). But f has just a root of order 5 at the origin. which means that the function 1 + g f evaluated on γ stays away from the nonpositive real axis. γ) = Z(f.12) g g f 1+ f 1+ f 1 (f + g) 1 1 f Z(f + g. which implies by Corollary 5.CHAPTER 9. γ) = = = + g 2πi γ f + g 2πi γ f 1 + g 2πi γ f 1+ f f 1 = Z(f. (b) z cot(z). γ) + 2πi We are assuming that g f 1+ γ 1 g f g +f . Prove that any complex number is arbitrarily 1 close to a number in f (C). Then for z ∈ γ g(z) ≤ z4 + z3 + z2 + z + 1 = 16 + 8 + 4 + 2 + 1 = 31 < 32 = z5 = f (z) .13.6 for f z . γ) = 5 .) . g f < 1 on γ. Proof of Theorem 9. 101 So g and f satisfy the condition of the Theorem 9. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM the circle centered at the origin with radius 2. z 1−ez . γ) = Z(f + g. Show that if f has an essential singularity at z0 then also has an essential singularity at z0 .13. Prove (9. 3. 2. Find the poles of the following.
and γ is a positively oriented. Find the number of zeros of (a) 3 exp z − z in {z ∈ C : z ≤ 1} . . (a) Find a Laurent series for it converges. . Give another proof of the fundamental theorem of algebra (Theorem 5. (b) Find dz.CHAPTER 9. .. Suppose f is meromorphic in the region G. where γ is the circle z + 2 = 2.) 9. You might want to ﬁrst apply Lemma 5. Suppose f has a simple pole (i.7). 10. a pole of order 1) at z0 and g is holomorphic at z0 . 0 ≤ t ≤ 2π. 1 (z 2 −4)(z−2) centered at z = 2 and specify the region in which where γ is the positively oriented circle centered at 2 of radius 1. . zj and p1 . (Hint: If p(z) = an z n + an−1 z n−1 + · · · + a1 z + 1. (a) Find the power series of exp z centered at z = −1. .6 e to g(z). (a) γ cot z dz z 3 cos γ 3 z (b) (c) γ dz dz (z + 4)(z 2 + 1) z 2 exp 1 z (d) γ dz (e) γ exp z dz sinh z iz+4 dz (z 2 + 16)2 exp z γ (z+1)34 (f) γ 11. respectively. counted according to multiplicity. pk . Gcontractible curve. 12. . exp z − z in {z ∈ C : z ≤ 1} . Prove that 1 2πi 7. . g is holomorphic in G. (c) z 4 − 5z + 1 in {z ∈ C : 1 ≤ z ≤ 2} . 8. let f (z) = an z n and g(z) = an−1 z n−1 + an−2 z n−2 + · · · + a1 z + 1. . simple. (b) 1 3 f = g f γ j k g(zm ) − m=1 n=1 g(pn ) . .13. Evaluate the following integrals for γ(t) = 3 eit . and choose as γ a circle which is large enough to make the condition of Rouch´’s theorem work. Prove that Resz=z0 f (z)g(z) = g(z0 ) · Resz=z0 f (z) . positively oriented. using Rouch´’s e Theorem 9.e. (b) Compute dz γ (z 2 −4)(z−2) . Denote the zeros and poles of f inside γ by z1 . closed. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM 102 6. which does not pass through any zero or pole of f .
Suppose f is entire. (a) Show that f also has an isolated singularity at z0 . Evaluate f (z) dz .CHAPTER 9. Suppose f has an isolated singularity at z0 . (c) z 2 + 4z + 5 . R]. Let γ be the circle centered at 0 with radius R. (a) Compute dz ΓR (1+z 2 )2 . ∞ dx −∞ (1+x2 )2 (c) Combine (a) and (b) to evaluate the real integral . where γ is the circle z = 1. z3 + z dz z 2 sin z . 16. b < R. 17. and ΓR be the closed curve composed of γR and the line segment [−R. where γ is the circle z + 1 − i = 1. (b) csc(z). (Hint: Show that if f is bounded then the above integral goes to zero as R increases. γ (z − a)(z − b) and use this to give an alternate proof of Liouville’s Theorem 5. let γR be the half circle deﬁned by γR (t) = Reit . 0 ≤ t ≤ π. (e) e4z − 1 .9. Find the residue of each function at 0: (a) z −3 cos(z). sin2 z 14.) . (c) γ (d) γ 15. +4 (b) γ dz . and a. (b) Find Resz=z0 (f ). ISOLATED SINGULARITIES AND THE RESIDUE THEOREM 13. Use residues to evaluate the following: (a) γ z4 dz . Given R > 0. z2 + z 1 103 (d) e1− z . where γ is the circle z = 2. z(z 2 + z − 2) ez dz . dz γR (1+z 2 )2 (b) Prove that limR→∞ =0. where γ is the circle z − i = 2. b ∈ C with a.
π z 2 sin(πz) 1 k∈Z\{0} k2 .) (b) Show that limN →∞ γN f = 0. Doron Zeilberger On the surface. z2 2. we evaluate—as an example—the sums k≥1 idea how to compute such sums in general will become clear. these sections should really be thought of as a continuation of the lecture notes. On the other hand. 3. k2 104 . Repeat the exercise with the function f (z) = to arrive at an evaluation of k≥1 (−1)k . Evaluate 1 k≥1 k2 . They are more involved than any of the ones we’ve given so far at the end of each chapter. Let N be a positive integer and γN be the rectangular curve from N +1/2−iN to N +1/2+iN to −N − 1/2 + iN to −N − 1/2 − iN back to N + 1/2 − iN . complex integration. 5. which is one reason why we lead the reader through each of the following ones step by step. It might be that there is no other result which so intimately combines discrete and continuous mathematics as does the Residue Theorem 9. (Use Exercise 31 in Chapter 3. just in a diﬀerent format. Compute the residues at all the singularities of f . 1. and we invite the reader to solve them using continuous methods—namely.1 Inﬁnite Sums 1 k2 In this exercise.9. All of the following ‘problems’ are of a discrete mathematical nature. 10. (a) Show that for all z ∈ γN . k2 We hope the π cot(πz) .Chapter 10 Discrete Applications of the Residue Theorem All means (even continuous) sanctify the discrete end.  cot(πz) < 2. Consider the function f (z) = and k≥1 (−1)k . this chapter is just a collection of exercises.9 to arrive at an identity for 4. Use the Residue Theorem 9.
k4 10. you may use the fact that 1/ sin2 z = 1 + cot2 z. k≥0 fn z n. . f1 = 1.9 to evaluate the integral. DISCRETE APPLICATIONS OF THE RESIDUE THEOREM (Hint: To bound this function. Evaluate this sum.uk/∼history/Biographies/Fibonacci. and use the Residue Theorem 9. we outline a proof of k the identity (for −1/4 < x < 1/4) 2k k 1 x =√ .CHAPTER 10.2 Binomial Coeﬃcients The binomial coeﬃcient n is a natural candidate for being explored analytically. 3. fn = fn−1 + fn−2 Let F (z) = 1 2 for n ≥ 2. n k n−k The binomial theorem says that for x.3 Fibonacci Numbers The Fibonacci2 numbers are a sequence of integers deﬁned recursively as: f0 = 1. Evaluate 1 k≥1 k4 105 and k≥1 (−1)k . k 1 − 4x k≥0 1.html.) 6. as the binomial k theorem1 tells us that n is the coeﬃcient of z k in (1 + z)n . see http://wwwgroups. 10. Convince yourself that 2k k 1 x = k 2πi (1 + w)2k k dw x . As an example. Convince yourself that 2k k = 1 2πi γ (1 + w)2k dw . k=0 k x y For more information about Leonardo Pisano Fibonacci (1170–1250). y ∈ C and n ∈ N. Find a simple closed curve γ surrounding the origin such that (1 + w)2 x w k k≥0 converges uniformly on γ (as a function in w).ac. to interchange summation and integral. Suppose x < 1/4. (x + y)n = n .stand.dcs. 2. w wk k≥0 k≥0 γ use 2. wk+1 where γ is any simple closed curve such that 0 is inside γ.
Show that F has a positive radius of convergence.) 4. and show that this integral vanishes as R → ∞. n) ∈ Z : m. where N (t) = # {(m. is the greatest integer not exceeding x. n) ∈ Z : m. The fractional part is then {x} = x − x . 4 this means that the integers don’t have any common factor 5 The fractional part of a real number x is. and b−1 b ≡ 1 (mod a). 2. 6 This means that a−1 is an integer such that a−1 a = 1 + kb for some k ∈ Z. 3.9 to derive an identity for N (t). Show that the recurrence relation among the fn implies that F (z) = 1−z−z 2 . DISCRETE APPLICATIONS OF THE RESIDUE THEOREM 1. denoted by x . and a−1 a ≡ 1 (mod b)6 .dcs.9 to derive an identity for fn . Use the following three steps to simplify this identity to N (t) = t − ab b−1 t a − a−1 t b + 1. loosely speaking. Use the Residue Theorem 9. Use the Residue Theorem 9. ma + n = t} = # {m ∈ Z : m ≥ 0.) 3. t ∩Z a = t − a t a + 1. Here. Verify that Resz=0 (f ) = N (t). the “part after the decimal point.CHAPTER 10. Suppose a and b are relatively prime4 positive integers. ma + nb = t} . the greatest integer function of x. (Hint: Write down the power series of zF (z) and z 2 F (z) and rearrange both so that you can easily add. and show that this integral vanishes as R → ∞. and t is a positive integer. ma ≤ t} =# 3 0. N (t) = # {(m.html. 106 1 2. Compute the residues at all nonzero poles of f . n ≥ 0.stand.” More thoroughly. (Hint: Integrate z n+1 (1−z−z 2 ) around a circle with center 0 and radius R.4 The ‘CoinExchange Problem’ In this exercise.ac.uk/∼history/Biographies/Frobenius. Generalize to other recurrence relations. Consider the function 1 . {x} denotes the fractional part5 of x. see http://wwwgroups. f (z) = a ) (1 − z b ) z t+1 (1 − z 1. 1 4. . (Hint: Integrate f around a circle with center 0 and radius R. 10.) 5. For more information about Frobenius. we will solve and extend a classical problem of Ferdinand Georg Frobenius (1849– 1917)3 . (a) Verify that for b = 1. Verify that Resz=0 1 z n+1 (1−z−z 2 ) = fn . n ≥ 0.
In the late 19th century.CHAPTER 10. . mn such that n t= j=1 mj aj . Given relatively prime positive integers a1 . . . . . 5.stand. an ). . N ((k + 1)ab − a − b) = k. . prove that. It is well known (probably at least since the 1880’s. an ). to obtain 1 a (c) Verify that a−1 k=1 a−1 k=1 107 1 (1 − e2πik/a )e2πikt/a =− t a + 1 1 − . Frobenius raised the problem of ﬁnding the largest integer which is not representable. let’s call an integer t representable if there exist nonnegative integers m1 .9.5 Dedekind sums This exercise outlines yet another nontraditional application of the Residue Theorem 9. relatively prime integers a and b. More generally. (a) Compute the residues for the poles of f inside γR . Hint: use the periodicity of the cotangent and the fact that cot z = 7 1 1 − z + higherorder terms . 10. if k is a nonnegative integer. let f (z) = cot(πaz) cot(πbz) cot(πz) . 2 2a 1 (1 − e2πikb/a )e2πikt/a a−1 = k=1 1 (1 − e2πik/a )e2πikb−1 t/a . . .dcs.html. can only be found in the most recent literature. a2 ) = a1 a2 − a1 − a2 . The notion of an integer being representable k times and the respective formula obtained in 6. and N (t) > 0 for all t > ab − a − b. is due to Popoviciu. Given two positive. 6. . . see http://wwwgroups. The formula in 4. DISCRETE APPLICATIONS OF THE RESIDUE THEOREM (b) Use this together with the identity found in 3. We call this largest integer the Frobenius number g(a1 . there is no known closed formula for g(a1 . For n > 2.uk/∼history/Biographies/Sylvester. z 3 For more information about Sylvester. . an . . . and N (t) > k for all t > (k + 1)ab − a − b. Choose an > 0 such that the rectangular path γR from 1 − − iR to 1 − + iR to − + iR to − − iR back to 1 − − iR does not pass through any of the poles of f . Prove that N (ab − a − b) = 0. 1. .ac. We veriﬁed this result in 5. when James Joseph Sylvester (1814–1897)7 studied the Frobenius problem) that g(a1 . . . Historical remark.
b) = 4b b−1 cot k=1 πka b cot πk b . and discrete geometry.1) is called a Dedekind8 sum. 9 For more information about Rademacher. Can you generalize (10.dcs.stand.html.1) and (10.ac.9 to show that 1 1 s(a.2) is the most important and famous identity of the Dedekind sum. The proof that is outlined here is due to Hans Rademacher (1892–1969)9 . γR 2.ac. The sum (10. DISCRETE APPLICATIONS OF THE RESIDUE THEOREM (b) Prove that limR→∞ γR 108 f = −2i and deduce that for any R > 0 f = −2i . number theory.html.uk/∼history/Biographies/Dedekind. (10.2) in the 1870’s and has since intrigued mathematicians from such diﬀerent areas as topology. The reciprocity law (10.dcs. see http://wwwgroups. b) + s(b. see http://wwwgroups.1) Use the Residue Theorem 9. (10. For more information about Julius Wilhelm Richard Dedekind (1831–1916).uk/∼history/Biographies/Rademacher.stand.CHAPTER 10. a) = − + 4 12 3. 8 . Deﬁne 1 s(a. It ﬁrst appeared in the study of the Dedekind ηfunction η(z) = exp πiz (1 − exp(2πikz)) 12 k≥1 a 1 b + + b ab a .2)? Historical remark.
Solutions to Selected Exercises Chapter 1 8 2. 8i π 4. nowhere holomorphic (i) diﬀerentiable and holomorphic in C with derivative 2(z − z) Chapter 3 37. (a) 2ei 2 √ iπ (b) 2e 4 √ 5π (c) 2 3ei 6 5. . k ∈ Z. −i if n = 3 + 4k. −1 if n = 2 + 4k. nowhere holomorphic (g) diﬀerentiable at 0 with derivative 0. −2 − i √ (b) 5 5. k ∈ Z. (a) 5. 5 π π (b) z = 2ei 4 + 2 k . nowhere holomorphic (h) diﬀerentiable at 0 with derivative 0. k = 0. 3 1( 2 − 1) + 11 ( 2 + 9) 11 1 (d) 8. 1. 5 − 10i √ √ i (c) 10 . √ 3. i if n = 1 + 4k. nowhere holomorphic 109 . (a) 0 (b) 1 + i 10. . nowhere holomorphic (d) nowhere diﬀerentiable or holomorphic (e) diﬀerentiable and holomorphic in C with derivative − sin x cosh y − i cos x sinh y (f) diﬀerentiable at 0 with derivative 0. . z = ei 4 − 1 and z = ei π 5π 4 −1 Chapter 2 2. k ∈ Z. (a) −1 + i (b) 34i (c) −1 π 9. (b) 19 − 25 i 25 (c) 1 (d) 1 if n = 4k. . (a) diﬀerentiable and holomorphic in C with derivative −e−x e−iy (b) nowhere diﬀerentiable or holomorphic (c) diﬀerentiable on {x + iy ∈ C : x = y} with derivative 2x. (a) z = ei 3 k . 1. (a) diﬀerentiable at 0. k ∈ Z. 2. 3 12. k = 0.
C \ (−∞. e−i 3 (c) diﬀerentiable and holomorphic on C \ {x + iy ∈ C : x ≥ −1. for example. k ∈ Z 2 (f) z = πk. k ∈ Z 2 (d) z = π + 2πk ± 4i. k ∈ Z (g) z = 2i 41. 0]. 2πi for r > a 30 0 for r = 1. (a) 0 (b) 2πi (c) 0 (d) πi (e) 0 (f) 0 8.SOLUTIONS TO SELECTED EXERCISES (b) diﬀerentiable and holomorphic on C \ −1. (a) divergent (b) convergent (limit 0) (c) divergent i (d) convergent (limit 2 − 2 ) (e) convergent (limit 0) 23. √3 29 0 for r < a. entire) 38. k ∈ Z 2 (e) z = π + πk. f (z) = c z c−1 Chapter 4 2. y = 0} (f) diﬀerentiable and holomorphic in C (i. 0 for r = 5 3 Chapter 5 3. (a) k≥0 (−4)k z k 1 (b) k≥0 3·6k z k π π 110 . Any simply connected set which does not contain the origin. (a) 8πi (b) 0 (c) 0 (d) 0 20. y = 2} (d) nowhere diﬀerentiable or holomorphic (e) diﬀerentiable and holomorphic on C \ {x + iy ∈ C : x ≤ 3. −2πi 3. Chapter 7 1. (c) z = ln π + i π + 2πk . (a) z = i (b) There is no solution. 0 2π 22. − πi for r = 3.e. ei 3 .
z 2k−2 9. One Laurent series is 1 1 7 15. {z ∈ C : r ≤ z − 3 ≤ R} for any 1 < r ≤ R e k 3. converging for z − 1 > 2. One Laurent series is k≥0 (−2)k (z − 1)−k−2 . converging for z k≥0 (−2) (z − 2) −3(z + 1)−1 + 1. converging for 0 < z − 2 < 4. The maximum is 3 (attained at z = ±i). . (a) 0 (b) 1 (c) 4 (−1)k (2k)! k −k−3 . (a) k≥0 e1 (z + 1)k k! (b) e2πi 33! 16. One Laurent series is 14.SOLUTIONS TO SELECTED EXERCISES 26. 13. 20. (a) k k k≥0 (−1) (z − 1) (−1)k−1 (z − 1)k k≥1 k 111 (b) 29. (b) 1 (c) 1 (careful reasoning!) (d) 1 (careful reasoning!) Chapter 8 1. (a) ∞ if a < 1. . sin z = z −1 + 6 z + 360 z 3 + . (a) k≥0 Chapter 9 7. {z ∈ C : z ≤ r} for any r (c) {z ∈ C : z − 3 > 1}. (c) π 2 (−1)k k≥−2 4k+3 (z − 2)k . 1 if a = 1. (a) One Laurent series is (b) − πi 8 10. converging for z = −1. and 0 if a > 1. k≥0 k! (z − 1) 10. 12. and the minimum is 1 (attained at z = ±1). − 2 > 2. {z ∈ C : z ≤ r} for any r < 1 (b) C. (a) 2πi (b) 27πi 4 (c) − 2πi 7 1 (d) πi 3 (e) 2πi (f) 0 11. . (a) {z ∈ C : z < 1}.
95 derivative. 106 function. 34 cotangent. 45 Dedekind sum. 19. 8 continuous. 16 diﬀerentiable. 107 dense. 53. 95 conjugate. 68 domain. 2 Frobenius problem. 36 argument. 102 of calculus. 87 e. 66 branch of the logarithm. 71 absolute value. 105 ﬁeld. 18 chain rule. 8 closed set. 64 holomorphic. 16 diﬀerentiation rule. 63 harmonic conjugate. 8 closed. 10. 75 group. 58 geometric series. 26 Dirichlet problem. 14 fundamental theorem of algebra. 7 coﬀee. 15 contractible. 100.Index absolute convergence. 33 Fibonacci numbers. 105 boundary. 45 Cauchy–Riemann equations. 14 double series. 2 harmonic. 16. 95 Cauchy’s estimate. 45 112 . 18 binomial coeﬃcient. 16 homotopic. 7 divergent. 68 series. 3 real. 84 Cauchy’s theorem. 47. 3 addition. 2 antiderivative. 67 distance of numbers. 16 diﬀerence quotient. 85 Cauchy’s integral formula. 3 axis imaginary. 37 embedding of R in C. 93 exponential function. 2 entire. 18 dilation. 51 extensions of. 34 curve. 4. 58 Arg. 57. 61 essential singularity. 91. 56 curve. 2 abelian. 17 closed algebraically. 36 CasoratiWeierstraß theorem. 36 arg. 3 bijection. 33 exponential rules. 46 convergent sequence. 5 connected. 56. 70 cosine.
16 of a sequence. 65 smooth. 23. 59 translation. region of convergence. 25 o Taylor series expansion. 2 . 26 isolated singularity. 8 for harmonic functions. 14. 65 residue theorem. 8 weak relative. 42 pointwise convergence. 25 Log. 49 series. 36 log. 37 113 real part. 36 logarithmic derivative. 76 principal argument. 45 hyperbolic trig functions. 65 sequence. 60 periodic. 95 piecewise smooth. 18 open set. 3 rectangular form. 12 maximummodulus theorem. 8 max/min property for harmonic functions. 93 polynomial. 87 minimummodulus theorem. 87 Rouch´’s theorem. 66. 100 e meanvalue theorem separated. 34 minimum singularity. 12. 14 image. 36 principal logarithm. 34 M¨bius transformation. 18 inversion. 72 polar form. 5 pole. 75 87 removable singularity. 42 integration by parts. 82 integration of. 93 maximum residue. 99 obvious. 65. 18 onto. 36 principal value of ab . 10 length. 68 for holomorphic functions. 3 identity map. 7 Morera’s theorem. 7 order of a pole. 26 multiplication. 14. 70 for real functions. 34 Picard’s theorem. 10 simple closed curve. 14 imaginary part. 83 modulus. 3 topology. 8 meromorphic. 5 region. 87 reverse triangle inequality. 93 Laplace equation. 43 limit of a function. 63 Laurent series. 88 Leibniz’s rule. 97 weak relative. 97 strong relative.INDEX homotopy. 42 path. 25 onetoone. 35 i. 90 tangent. 94 parametrization. 99 sine. 36 logarithm. 70 linear fractional transformation. 3 integral. 61 power series. 56. 68 of a series. 75 diﬀerentiation of. 93 strong relative. 51 inverse function. 8 path independent.
15 uniform convergence. 6 trigonometric functions.INDEX triangle inequality. 74 Weierstraß convergence theorem. 34 trivial. 90 114 . 86 Weierstraß M test. 72 uniqueness theorem.
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