Are you sure?
This action might not be possible to undo. Are you sure you want to continue?
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
. .
. .
.
. .
.
. .
.
. .
. .
.
.
.
. .
.
. .
.
. .
.
. .
.
. .
.
. .
. . . . . . . . .
.
. .
.
. .
.
. .
.
.
.
.
.
.
. .
.
.
.
. .
.
.
.
. .
.
.
.
. .
.
.
.
. .
.
.
.
. .
. . . . . . . . . . . . . . . .
.
.
. .
.
.
.
. .
.
.
.
. .
.
.
.
. .
.
.
.
. .
.
.
.
. .
.
.
.
. .
.
.
.
. .
.
.
.
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
. . . . . .
. . . . . .
. . . . . .
. . . . . .
. . . . . .
. . . . . .
. . . . . .
. . . . . .
. . . . . .
. . . . . .
. . . . . .
. . . . . .
. . . . . .
. . . . . .
. . . . . .
. . . . . .
. . . . . .
. . . . . .
. . . . . .
. . . . . .
. . . . . .
. . . . . .
. . . . . .
. . . . . .
. . . . . .
. . . . . .
. . . . . .
. . . . . .
2 Diﬀerentiation 2.1 First Steps . . . . . . . . . . . . . . 2.2 Diﬀerentiability and Holomorphicity 2.3 The Cauchy–Riemann Equations . . 2.4 Constant Functions . . . . . . . . . . Exercises . . . . . . . . . . . . . . . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
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 . . . . . . . . . . . . . . .
. . . . . .
. . . . . .
. . . . . .
. . . . . .
. . . . . .
. . . . . .
. . . . . .
. . . . . .
. . . . . .
. . . . . .
. . . . . .
. . . . . .
. . . . . .
. . . . . .
. . . . . .
. . . . . .
. . . . . .
. . . . . .
. . . . . .
. . . . . .
. . . . . .
. . . . . .
. . . . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
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 . . . . . . . . . . . . . . . . . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
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
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
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 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
. . . . .
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)
We invite the reader to check that the deﬁnitions of our binary operations and Theorem 1. It suggests that one can think of a complex number as a twodimensional real vector. then the complex number that we used to call (x. 1) a special name. COMPLEX NUMBERS 3 combination of (1.13) then reads i2 = −1 . 0). 0) and (0. we will call the xaxis the real axis and the yaxis the imaginary axis. let’s for a moment return to the (x. . Any vector in R2 is deﬁned by its two coordinates.CHAPTER 1. The number x is called the real part and y the imaginary part1 of the complex number x + iy. often denoted as Re(x + iy) = x and Im(x + iy) = y.2 Geometric Properties Although we just introduced a new way of writing complex numbers. The addition that we deﬁned for complex numbers resembles vector addition. imagined. and y = r sin φ . So if we give (0.1 are coherent with the usual real arithmetic rules if we think of complex numbers as given in the form x + iy. (1. The identity (1. it is also determined by its length and the angle it encloses with. can be thought of as the real number 1. let’s deﬁne these concepts thoroughly. 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. 1. The name has historical reasons: people thought of complex numbers as unreal. the positive real axis. y)notation. x + iy . On the other hand. 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 . with the real coeﬃcients x and y. say i. or in short. y) can be written as x · 1 + y · i. in turn. When plotting these vectors in the plane R2 .1: Addition of complex numbers. 1). // z1 // D // // // z2 kWWWWW WWWWW // WW z1 +/ z2 W Figure 1.
To save space. At this point. 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. Geometrically. we motivate this maybe strangeseeming deﬁnition by collecting some of its properties. 3 Peter Hilton (Invited address. more precisely.2 In view of the above calculation. jjj jjjj jjjj z2 jjWWW kWW WWWWW WW z1 j z1 − z2 jjjjj 4D Figure 1. etc. So the absolute value of the product is r1 r2 and (one of) its argument is φ1 + φ2 . The reader is encouraged to prove them. bytes. ink. x1 + iy1 with absolute value r1 and argument φ1 . as both cosine and sine are periodic functions with period 2π.2: Geometry behind the “distance” between two complex numbers. and adding their angles measured with respect to the positive xaxis. 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. 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 ) . and x2 + iy2 with absolute value r2 and argument φ2 . (and because “Mathematics is for lazy people”3 ) we introduce a shortcut notation and deﬁne eiφ = cos φ + i sin φ . this exponential notation is indeed purely a notation. 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.CHAPTER 1. that any complex number has many arguments. 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. Hudson River Undergraduate Mathematics Conference 2000) 2 . We will later see that it has an intimate connection to the complex exponential function. For now. COMPLEX NUMBERS 4 This means. all of them diﬀer by a multiple of 2π. It is very useful to keep this geometric interpretation in mind when thinking about the absolute value of the diﬀerence of two complex numbers. One should convince oneself that there is no problem with the fact that there are many possible arguments for complex numbers. naturally.2).. we are multiplying the lengths of the two vectors representing our two complex numbers. This means. Let’s say we have two complex numbers.
.... z1 .....CHAPTER 1. .. .. . . .. .. ... 2 fM.. ... . . . ..MMM . .. ............. . .. . φ1 + φ2.. .. z ... COMPLEX NUMBERS .. . F .. φ2 .. .... . ... . .
.. . . MMM . φ ..
.
M. . . . . 1 . . ..
.
. With this notation. z1 z2 xrrr 5 Figure 1. For any φ. r . r . Lemma 1. . Their easy proofs are left for the exercises. rr . 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. . rrrrr . the sentence “The complex number x+iy has absolute value r and argument φ” now becomes the identity x + iy = reiφ .14) The square of the absolute value has the nice property x + iy2 = x2 + y 2 = (x + iy)(x − iy) . .. we get the inequalities −z ≤ Re z ≤ z and − z ≤ Im z ≤ z . We denote the conjugate by x + iy = x − iy . .. z2 ∈ C. Lemma 1. φ1 . The lefthand side is often called the rectangular form. φ2 ∈ R.rrr . From very basic geometric properties of triangles. . The following collects some basic properties of the conjugate. For any z. Geometrically. z1 . conjugating z means reﬂecting the vector corresponding to z with respect to the real axis.3. (a) z1 ± z2 = z1 ± z2 . the righthand side the polar form of this complex number. (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 .3: Multiplication of complex numbers.2. rr . .
· · · ∈ C. we have the following identities: (a) The triangle inequality: ±z1 ± z2  ≤ z1  + z2 . For z1 .CHAPTER 1. For future reference we list several variants of the triangle inequality: Lemma 1. we make extensive use of Lemma 1.3: 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 . 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 . By drawing a picture in the complex plane.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 . z2 . . Finally by (1. z z A famous geometric inequality (which holds for vectors in Rn ) is the triangle inequality z1 + z2  ≤ z1  + z2  . which is equivalent to our claim. you should be able to come up with a geometric proof of this inequality. From part (f) we have a neat formula for the inverse of a nonzero complex number: z −1 = 1 z = 2. To prove it algebraically.4.
That is. A set is closed if it contains all its boundary points.6. 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. (a) A point a is an interior point of E if some open disk with center a lies in E. COMPLEX NUMBERS (b) The reverse triangle inequality: ±z1 ± z2  ≥ z1  − z2 .2 we saw that the complex numbers C. Example 1. Deﬁnition 1. we will need the following theorems only at a limited number of places in the remainder of the book. (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. The inside of this circle is called the open disk with center a and radius r. Deﬁnition 1. can be identiﬁed with the points in the Euclidean plane R2 . and is written Dr (a). then z − w is the distance between z and w as points in the plane. The idea is that if you don’t move too far from an interior point of E then you remain in E.CHAPTER 1. For R > 0 and z0 ∈ C. 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. (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.8. and the last follows by induction. We need some terminology for talking about subsets of C. Recall that if z. C and the empty set ∅ are open. The reverse triangle inequality is proved in Exercise 21. Notice that this does not include the circle itself. Dr (a) = {z ∈ C : z − a < r}. n n 7 (c) The triangle inequality for sums: k=1 zk ≤ k=1 zk .7.5. {z ∈ C : z − z0  < R} and {z ∈ C : z − z0  > R} are open. (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.3 Elementary Topology of the Plane In Section 1. While the deﬁnitions are essential and will be used frequently. 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 ﬁrst inequality is just a rewrite of the original triangle inequality. {z ∈ C : z − z0  ≤ R} is closed. 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. They are also closed! . this is the circle with center a and radius r. 1. which were initially deﬁned algebraically. Suppose E is any subset of C. using the fact that ±z = z. that is.
the intervals X = [0. The idea of separation is that the two open sets A and B ensure that X and Y cannot just “stick together. A region is a connected open set. The following seems intuitively clear. A set W ⊆ C is connected if it is impossible to ﬁnd two separated nonempty sets whose union is equal to W . COMPLEX NUMBERS 8 Deﬁnition 1. One notion that is somewhat subtle in the complex domain is the idea of connectedness.10.” In the reals a set is connected if and only if it is an interval. and setting γ(t) = x(t) + y(t)i. Example 1. Any curve is connected. Deﬁnition 1. a path can be speciﬁed by giving two continuous realvalued functions of a real variable. the curve does not cross itself. Two sets X. However. we can connect any two points of G by a chain of horizontal and vertical segments lying in G. and also gives a very useful property of open connected sets. It is a customary and practical abuse of notation to use the same letter for the curve and its parametrization. a set is connected if it is “in one piece. that is.12.13. written ∂E.11. is the set of points in E together with all boundary points of E. 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 boundary of a set E. A path or curve in C is the image of a continuous function γ : [a. Hence their union. since we have to rule out any possible separation. but its proof requires more preparation in topology: Proposition 1. b]. The next theorem gives an easy way to check whether an open set is connected. We say that the curve is parametrized by γ. 2] on the real axis are separated: There are inﬁnitely many choices for A and B that work. Y ⊆ C are separated if there are disjoint open sets A and B so that X ⊆ A and Y ⊆ B. b] → C. x(t) and y(t). so there is little reason to discuss the matter. The interior of E is the set of all interior points of E. is the set of all boundary points of E. so a deﬁnition is necessary. Since we may regard C as identiﬁed with R2 . The path γ is smooth if γ is diﬀerentiable. if G is a connected open subset of C then any two points of G may be connected by a curve in G. On the other hand.CHAPTER 1. 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. is not connected.14. 1) and Y = (1. where [a. which is [0. 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. 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.9. in fact. The closure of E. it is hard to use the deﬁnition to show that a set is connected. and that the parametrization must be deﬁned and continuous on a closed and bounded interval [a. and ∂G = {z ∈ C : z − z0  = R} . b] is a closed interval in R. One type of connected set that we will use frequently is a curve. in the plane there is a vast variety of connected subsets. Deﬁnition 1. Intuitively. written E.” It is usually easy to check that a set is not connected. Theorem 1. 2] \ {1}. . For example. G is a closed disk and ∂G is a circle.
Suppose a is in A. this ﬁnishes the proof. z1 . Since X and Y are disjoint we can ﬁnd a ∈ X and b ∈ G. zn so that. zk and zk+1 are the endpoints of a horizontal or vertical segment which lies entirely in G.” 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. We can connect z0 to any point z in D by following a chain of segments from z0 to a.4 Theorems from Calculus Here are a few theorems from real calculus that we will make use of in the course of the text. .14 is not generally true if G is not open. . so z0 can be connected to any point of G by a sequence of segments in G. Proof of Theorem 1. 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.13. for each k. is the “topologist’s sine curve. so D ⊆ B. and so B must be empty. That is. So there are disjoint open sets A and B so that X ⊆ A and Y ⊆ B. ﬁrst. discussed in topology texts. Then any two points in G can be connected by a chain of at most 2 segments in G. G = A. each point of D is in A. so we have shown that A is open. Now suppose that G is a connected open set. 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. Then G is open and it is connected. Since z0 could be any point in G. Hence z0 cannot connect to any point of D by a chain of segments in G. A more extreme example. Let γ be a path in G that connects a to b.15 (ExtremeValue Theorem). that any two points of G may be connected by a path that lies in G. their union is γ. Now G is the disjoint union of the two open sets A and B. so G is connected. . and B is the set of points in G that are not in A. If these are both nonempty then they form a separation of G.CHAPTER 1. you need three segments to connect −1 to 1 since you cannot go through 0. 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. and this is impossible. Warning: The second part of Theorem 1. let G be the open disk with center 0 and radius 2. Theorem 1.14. But this means that γ is not connected. COMPLEX NUMBERS 9 A chain of segments in G means the following: there are points z0 . Now suppose b is in B. For example. . 1. so it determines is a curve. . which is impossible. The reader may skip the following proof. but now you may need more than two segments to connect points. It is included to illustrate some common techniques in dealing with connected sets. If G is not connected then we can write it as a union of two nonempty separated subsets X and Y . For example. Then Xγ = X ∩ γ and Yγ = Y ∩ γ are disjoint and nonempty. Any continuous realvalued function deﬁned on a closed and bounded subset of Rn has a minimum value and a maximum value. extending this chain by at most two more segments. and this contradicts Proposition 1. So we have shown that B is open. and they are separated by A and B. Now let G0 = G \ {0}.) As an example. That is. But z0 is in A so A is not empty. we could connect z0 to b. Suppose. Since b ∈ G there is an open disk D centered at b that lies in G. and then adding at most two segments in D that connect a to z. (It is not hard to parametrize such a chain.
19 (Equality of iterated integrals).CHAPTER 1. y) dy dx and c a f (x. if we have suﬃcient continuity: ∂ f ∂ f Theorem 1. The most important of all calculus theorems combines diﬀerentiation and integration (in two ways): Theorem 1. Suppose I ⊆ R is an interval. x + ∆x ∈ I.uk/∼history/Biographies/Leibnitz. 2. Then (a) If F is deﬁned by F (x) = x a f (t) dt then F is diﬀerentiable and F (x) = f (x). 4 Named after Gottfried Wilhelm Leibniz (1646–1716).17 (Fundamental Theorem of Calculus). (c) z 3 . For more information about Leibnitz. (b) w − z. see http://wwwgroups.stand. Then there is 0 < a < 1 such that f (x + ∆x) − f (x) = f (x + a∆x) . If the mixed partials ∂x∂y and ∂y∂x are deﬁned on an open set G and are continuous at a point (x0 . y) dy = c c ∂f (x. b a f (x) dx (b) If F is any antiderivative of f (that is.html.16 (MeanValue Theorem). Then ∂x d dx d d f (x. and suppose the partial derivative ∂f exists and is continuous on R. 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. Let z = 1 + 2i and w = 2 − i. Find the real and imaginary parts of each of the following: (a) z−a z+a (a ∈ R). y0 ) in G then they are equal at (x0 . and x. (d) Re(w2 + w).20 (Leibniz’s4 Rule). For functions of several variables we can perform diﬀerentiation operations. b] → R is continuous. F = f ) then = F (b) − F (a). f : I → R is diﬀerentiable. in any order. ∂x Exercises 1. Suppose f : [a. y) dy . Finally. (e) z 2 + z + i. or integration operations.18 (Equality of mixed partials). 2 2 Theorem 1. ∆x Many of the most important results of analysis concern combinations of limit operations.ac. we can apply diﬀerentiation and integration with respect to diﬀerent variables in either order: Theorem 1. y0 ). Compute: (a) z + 3w. y) dx dy are equal. . Suppose f is continuous on the rectangle R given by a ≤ x ≤ b and c ≤ y ≤ d. COMPLEX NUMBERS 10 Theorem 1.dcs.
(c) √3−i . 2+3i (d) (1 + i)6 . √ 3 −1+i 3 . (e) (2 − i)2 . prove. 2 11 (d) in for any n ∈ Z. 7. Prove the quadratic formula works for complex numbers. (b) 2x2 + 2z + 5 = 0. b. COMPLEX NUMBERS (b) (c) 3+5i 7i+1 . Write in rectangular form: √ (a) 2 ei3π/4 . Write in polar form: (a) 2i. (b) 34 eiπ/2 .CHAPTER 1. 4. (h) 1−i √ 3 4 √ 3i. 6. That is. (f) 3 − 4i. (d) 2e4πi . 3. the roots of the equation az 2 + bz + c = 0. c ∈ C. regardless of whether the discriminant is negative. where a. (c) −3 + (d) −i. (d) z 2 − z = 1. √ (g) 5 − i. √ b2 are −b± 2a −4ac as long as a = 0. (c) 5z 2 + 4z + 1 = 0. . (b) (2 + i)(4 + 3i). Use the quadratic formula to solve the following equations: (a) z 2 + 25 = 0. 5. (c) −ei250π . (e) z 2 = 2z. (b) 1 + i. Find the absolute value and conjugate of each of the following: (a) −2 + i.
(b) z 4 = −16. Use Lemma 1. (d) {z ∈ C : z − i + z + i = 3} . . 21. (d) z 6 − z 3 − 2 = 0. 20. 18. (b) sin 3θ = 3 cos2 θ sin θ − sin3 θ.2. Prove the reverse triangle inequality z1 − z2  ≥ z1  − z2 . Prove Lemma 1.CHAPTER 1. Find all solutions of the equation z 2 + 2z + (1 − i) = 0. show the solution set is a circle. Show that the equation z 2  + Re(Az) + B = 0 has a solution if and only if A2  ≥ 4B. show the solution 9. (c) z 6 = −9. Show that if z1 z2 = 0 then z1 = 0 or z2 = 0.2 to derive the triple angle formulas: (a) cos 3θ = cos3 θ − 3 cos θ sin2 θ. Sketch the following sets in the complex plane: (a) {z ∈ C : z − 1 + i = 2} . Show that z = 1 if and only if 11. 10. When solutions exist. Show that (a) z is a real number if and only if z = z. (c) {z ∈ C : Re(z + 2 − 2i) = 3} . Suppose p is a polynomial with real coeﬃcients. (b) z is either real or purely imaginary if and only if (z)2 = z 2 .3. Prove that (a) p(z) = p (z). Prove Lemma 1. (b) {z ∈ C : z − 1 + i ≤ 2} . 19. 13. 17. (e) {z ∈ C : z = z + 1} . 1 z = z. 16. (b) p(z) = 0 if and only if p (z) = 0. 14. 12. Find all solutions to the following equations: (a) z 6 = 1. COMPLEX NUMBERS 12 8. . Fix A ∈ C and B ∈ R. Show the equation 2z = z + i describes a circle.1. Prove Theorem 1. 15.
Use the previous exercise to show that 1 z 2 −1 13 ≤ 1 3 for every z on the circle z = 2eiθ . Describe them. y) as the integral of ∂f . y) dy. The set E in the previous exercise can be written in three diﬀerent ways as the union of two disjoint nonempty separated subsets. and then diﬀerentiate using the Fundamental Theorem of Calculus. bounded. and in each case say brieﬂy why the subsets are separated. closed. or neither.CHAPTER 1. show A is contained in the interior of B. 24. Show that if A ⊂ B and B is closed. 29. 30. d . Let G be the annulus determined by the conditions 2 < z < 3. connected. interchange the order of ∂x integrations. (d) Determine the isolated points of E. being careful to indicate exactly the points that are in E. (c) 0 < z − 1 < 2. The set E is the set of points z in C satisfying either z is real and −2 < z < −1. (a) Sketch the set E. y) − f (a. Find the maximum number of horizontal and vertical segments in G needed to connect two points of G. This is a connected open set. (a) z + 3 < 2. or z < 1. COMPLEX NUMBERS 22. 26. 27. (c) Determine the boundary points of E. or z = 1 or z = 2. Show that the union of two regions with nonempty intersection is itself a region. Prove Leibniz’s Rule: Deﬁne F (x) = c f (x. Similarly. Sketch the following sets and determine whether they are open. if A ⊂ B and A is open. get an expression for F (x) − F (a) as an iterated integral by writing f (x. (b) Im z < 1. What are the boundaries of the sets in the previous exercise? 25. 28. then ∂A ⊂ B. (b) Determine the interior points of E. (e) z − 1 + z + 1 < 3. 23. (d) z − 1 + z + 1 = 2.
any tourist can be hauled up for a small cost. z→z0 This deﬁnition is the same as is found in most calculus texts. Suppose f is a complex function with domain G and z0 is an accumulation point of G. φ) = 2rei(φ+π) .1. Then w0 is the limit of f as z approaches z0 . 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.Chapter 2 Diﬀerentiation Mathematical study and research are very suggestive of mountaineering. f (x. f (z) = z 3 . The former three could be deﬁned on all of C. Maybe the fundamental principle of analysis is that of a limit. The philosophy of the following deﬁnition is not restricted to complex functions. Just as in the real case. for example. we can construct many familiar looking functions from the standard calculus repertoire. y) = y 2 − ix. This means that each element z ∈ G gets mapped to exactly one complex number. So in mathematics. say. f (x. Now. or f (r. functions from Rm to Rn . such 1 as f (z) = z (the identity map). So far there is nothing that makes complex functions any more special than. y) = x − 2iy.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 ). Suppose there is a complex number w0 such that for every > 0. we could construct some functions which make use of a certain representation of z. Deﬁnition 2. we can ﬁnd δ > 0 so that for all z ∈ G satisfying 0 < z − z0  < δ we have f (z) − w0  < . and perhaps does not appreciate the diﬃculty of the original ascent. it may be found hard to realise the great initial diﬃculty of making a little step which now seems so natural and obvious. 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 . f (z) = 2z + i. in short lim f (z) = w0 . and it may not be surprising if such a step has been found and lost again. however. In fact. or f (z) = z . but for sake of simplicity we only state it for those functions. called the image of z and usually denoted by f (z). On the other hand. whereas for the latter we have to exclude the origin z = 0. Louis Joel Mordell (1888–1972) 2. the deﬁnition does not require 14 .
z On the other hand. as above. Lemma 2.2. Deﬁnition 2. If f0 is the restriction of f to G0 then limz→z0 f0 (z) exists and has the value w0 . if z0 is in the domain of f . 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. The deﬁnition of limit in the complex domain has to be treated with a little more care than its real companion. the following fundamental deﬁnition looks almost trivial. and hence z x x = lim = lim = 1 . and suppose z0 is an accumulation point of G0 . 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 .5. lim does not exist. Let f and g be complex functions and c. Suppose f is a complex function. If limz→z0 f (z) and limz→z0 g(z) exist. z ¯ Example 2. we can write z = x ∈ R. More generally. x→0 x x→0 x z→0 z lim In the second case. Lemma 2. z→z0 z→z0 z→z0 In the last identity we also require that limz→z0 g(z) = 0. Suppose limz→z0 f (z) exists and has the value w0 . That is why we require 0 < z − z0 .3. the deﬁnition explicitly ignores the value of f (z0 ). Just as in the real case the limit w0 is unique if it exists. Suppose G0 ⊆ G. The following is a easy consequence of the deﬁnition. and then z iy −iy = lim = lim = −1 . . Because the deﬁnition of the limit is somewhat elaborate. z0 ∈ C. Lemma 2. the following “usual” limit rules are valid for complex functions.CHAPTER 2. the proofs of these rules are everything but trivial and make for nice exercises. this is illustrated by the following example. 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)) . It is often useful to investigate limits by restricting the way the point z “approaches” z0 .4. we try to compute this “limit” as z → 0 on the real and on the imaginary axis. DIFFERENTIATION 15 that z0 is in the domain of f and. z→0 z To see this. In the ﬁrst case. f is continuous on G ⊆ C if f is continuous at every z ∈ G. we write z = iy where y ∈ R.2 ¯ then implies that limz→0 z does not exist.
z → 0. we can “take the limit inside” a continuous function: 16 Lemma 2. 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.8. In the complex plane.” We will repeatedly notice this kind of behavior. we have an additional dimension to play with. Suppose f : G → C is a complex function and z0 is an interior point of G. The fact that the notions of diﬀerentiability and holomorphicity are actually diﬀerent is seen in the following examples. 2.7. The derivative of f at z0 is deﬁned as f (z0 ) = lim f (z) − f (z0 ) . z→z0 lim f (g(z)) = f z→z0 lim g(z) . z − z0 z→z0 provided this limit exists. yet it shows some peculiar behavior “in the limit.” This diﬀerence becomes apparent most baldly when studying derivatives. The function f (z) = z 3 is entire. Deﬁnition 2.CHAPTER 2. holomorphic in C: For any z0 ∈ C. If f is continuous at w0 and limz→z0 g(z) = w0 then limz→z0 f (g(z)) = f (w0 ). f is called diﬀerentiable at z0 . Example 2. DIFFERENTIATION Just as in the real case. say. The function f is holomorphic on the open set G ⊆ C if it is diﬀerentiable (and hence holomorphic) at every point in G. Note that h is not a real number but can rather approach zero from anywhere in the complex plane.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. In other words. If f is diﬀerentiable for all points in an open disk centered at z0 then f is called holomorphic at z0 .. The diﬀerence quotient limit which deﬁnes f (z0 ) can be rewritten as f (z0 ) = lim f (z0 + h) − f (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 .. In this case. that is.6. z→z0 = lim z→z0 . 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). h→0 h This equivalent deﬁnition is sometimes easier to handle. one reason is that when trying to compute a limit of a function as... Functions which are diﬀerentiable (and hence holomorphic) in the whole complex plane C are called entire. we have to allow z to approach the point 0 in any way.
The basic properties for derivatives are similar to those we know from real calculus. and that c ∈ C.) Lemma 2. (The ‘chain rule’ needs a little care to be worked out. f is not holomorphic at 0): Let’s write z = z0 + reiφ . as discussed earlier. n ∈ Z.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. one should convince oneself that the following rules follow mostly from properties of the limit. and h is diﬀerentiable at g(z). The function f (z) = z 2 is diﬀerentiable at 0 and nowhere else (in particular. z→0 z lim Example 2. z(t) = z0 + 1 eit .CHAPTER 2.) t On the other hand. Hence lim z2 = lim ze−3iφ = lim z = 0 . In the third identity we have to be aware of division by zero. In fact. . if z0 = 0 then the righthand side equals re−3iφ = ze−3iφ . which approaches z0 as t → ∞. 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). z→0 z→0 z z2 = 0. (A more entertaining way to see this is to use. DIFFERENTIATION 17 Example 2. (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) .9. 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 . for example.10. Suppose f and g are diﬀerentiable at z ∈ C.
and z0 ∈ H. It is logical. y) (and also directional derivatives) which depend on the way in which we approach a point (x. see http://wwwgroups.: For more information about Cauchy. The function is onto if every w ∈ H has a preimage z ∈ G (that is. The relationship between the complex derivative and partial derivatives is very strong and is a powerful computational tool. see http://wwwgroups.html.stand. For such functions. 2 For more information about Riemann. f (g(z)) = z.CHAPTER 2. DIFFERENTIATION 18 We end this section with yet another diﬀerentiation rule.html. y) and fy (x.uk/∼history/Biographies/Riemann. by Lemma 2. 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).6 we have: g (z0 ) = 1 1 = .ac. Lemma 2. f (g(z)) − f (g(z0 )) g(z) − g(z0 ) Finally.stand. y) : R2 → R of two variables.3 The Cauchy–Riemann Equations When considering realvalued functions f (x. f (z). then. y) ∈ C. A bijection is a function which is both onetoone and onto. As in the real case. there is no notion of ‘the’ derivative of a function.ac. we obtain: g (z0 ) = lim g(z)→g(z0 ) 1 . f (g(z)) − f (g(z0 )) f (g(z0 ) lim g(z) − g(z0 ) g(z)→g(z0 ) 2. as the denominator of this last term is continuous at z0 . 1 . there exists a z ∈ G such that f (z) = w). It is described by the Cauchy–Riemann Equations. we instead only have partial derivatives fx (x. y) ∈ R2 . f (g(z0 )) = 0.dcs. and g is continuous at z0 then g is diﬀerentiable at z0 with g (z0 ) = Proof. For a complexvalued function f (z) = f (x. f (g(z0 )) z→z0 Because g(z) → g(z0 ) as z → z0 . Suppose G and H are open sets in C. A function f : G → H is onetoone if for every image w ∈ H there is a unique z ∈ G such that f (z) = w. If f : G → H is a bijection then g is the inverse of f if for all z ∈ H. that for inverse functions. named after Augustin Louis Cauchy (1789–1857)1 and Georg Friedrich Bernhard Riemann (1826–1866)2 .uk/∼history/Biographies/Cauchy. we now have a new concept of derivative. We have: g (z0 ) = lim g(z) − g(z0 ) 1 g(z) − g(z0 ) = lim = lim .12. this rule is only deﬁned for functions which are bijections. If f is diﬀerentiable at g(z0 ). which by deﬁnition cannot depend on the way in which we approach a point (x. y) : C → R. g : H → G is the inverse function of f . f : G → H is a bijection.dcs. z→z0 f (g(z)) − f (g(z0 )) z→z0 f (g(z)) − f (g(z0 )) z − z0 g(z) − g(z0 ) 1 .
f is given by f (z0 ) = ∂f (z0 ) . y0 ) = −uyy (x0 . y0 ) = −vx (x0 . ∂x Remarks.2) in G. y0 ) uy (x0 . y0 ) = vxy (x0 . Proof of Theorem 2. DIFFERENTIATION 19 Theorem 2. (a) Suppose f is diﬀerentiable at z0 = x0 + iy0 . (2. Then fx = ux + ivx and −ify = −i(uy + ivy ) = vy − iuy .1) then f is diﬀerentiable 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 ). y0 ) = 0 and an analogous identity for v. It is traditional.CHAPTER 2. (a) If f is diﬀerentiable at z0 = (x0 . 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. y) where u is the real part of f and v is the imaginary part. y0 ) + uyy (x0 . y0 ) .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 . 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. However. 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 . Then the partial derivatives of f satisfy ∂f ∂f (z0 ) = −i (z0 ) . as we will see later.13. uxx (x0 . ∆x→0 ∆x→0 ∆x ∆x ∂x . we will study such functions in Chapter 6. Using this terminology we can rewrite the equation (2. In the ﬁrst case we have ∆z = ∆x and f (z0 ) = lim f (z0 + ∆x) − f (z0 ) f (x0 + ∆x.13. 1. to write the function f in terms of its real and imaginary parts. and often convenient.2) and their second partials are also continuous then we obtain uxx (x0 . y0 ) = vy (x0 . y0 ) . y) + iv(x. 3. As stated. y) = u(x. y0 ) = vyx (x0 . In both cases (a) and (b). If u and v satisfy (2. If these partial derivatives satisfy (2. That is. (a) and (b) are not quite converse statements.1) equivalently as the following pair of equations: ux (x0 . we write f (z) = f (x. Again. y0 ) then f (z0 ) = lim f (z0 + ∆z) − f (z0 ) . Functions with continuous second partials satisfying this partial diﬀerential equation are called harmonic. y0 ) ∂f = lim = (x0 .2) 2. y0 ) − f (x0 . (2. that is. That is.
3) we apply Theorem 1. i (b) To prove the statement in (b). with 0 < a.1) in the last step to convert ifx to i(−ify ) = fy .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 ) . = ∆z ∆z where we used equation (2. by deﬁnition. to the real and imaginary parts of f . b < 1. y0 + a∆y) ∆y v(x0 + ∆x. “all we need to do” is prove that f (z0 ) = fx (z0 ). y0 ) ∂f = lim = −i (x0 . For the ﬁrst term in (2. Thus we have shown that f (z0 ) = fx (z0 ) = −ify (z0 ). so that u(x0 + ∆x.3) We need to show that these limits are both 0. y0 ) i∆y→0 ∆y→0 i i∆y ∆y ∂y 20 (using 1 = −i).CHAPTER 2. DIFFERENTIATION In the second case we have ∆z = i∆y and f (z0 ) = lim f (z0 + i∆y) − f (z0 ) 1 f (x0 . y0 + b∆y) . y0 ) = vy (x0 + ∆x. assuming the Cauchy–Riemann equations and continuity of the partials. ∆y . the real meanvalue theorem. y0 + ∆y) − v(x0 + ∆x.3) has a limit of 0 since. We ﬁrst rearrange a diﬀerence quotient for f (z0 ). ∆z→0 ∆z ∆x lim (2. We can’t do this for the ﬁrst expression since both ∆x and ∆y are involved. y0 + ∆y) − f (x0 . ∆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 ) . This gives us real numbers a and b. y0 ) = uy (x0 + ∆x. y0 + ∆y) − u(x0 + ∆x. 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 ) = · + · . The second term in (2. 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. and both change as ∆z → 0. 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.
One of the ﬁrst applications of the MeanValue Theorem for realvalued functions. y ∈ I. It is certainly important for the domain to be connected in both the real and complex cases. f (y) − f (x) = f (x + a(y − x))(y − x) for some 0 < a < 1. Instead. In fact. If we know that f is always zero then we know that f (x + a(y − x)) = 0. Proof. There is a complex version of the MeanValue Theorem. then f (z) = 0 for all z in the domain of f but f is not constant. we have f (z0 + ∆x + i∆y) − f (z0 + ∆x) − fy (z0 ) ∆y = uy (x0 + ∆x.14. we will use a diﬀerent argument to prove that complex functions with derivative that are always 0 must be constant. y0 + b∆y) − (uy (x0 . f must be constant.15. Lemma 2. then there is a constant c ∈ R such that f (x) = c for all x ∈ I. y0 + a∆y) − uy (x0 . y0 ). but it illustrates a pitfall to proving a function is constant that we must be careful of. For instance. so the above equation yields f (y) = f (x). is to show that if a function has zero derivative everywhere on an interval then it must be constant. y0 )) = (uy (x0 + ∆x. . y0 )) . if we deﬁne f (z) = 1 −1 if Re z > 0. Lemma 2. y0 ) + ivy (x0 . Theorem 2. y ∈ I. This may seem like a silly example.16.CHAPTER 2. we consider functions which have a derivative of 0. The second key feature is that the interval I is connected. If the domain of f is a region G ⊆ C and f (z) = 0 for all z in G then f is a constant. we can construct functions which have zero derivative ‘almost’ everywhere but which have inﬁnitely many values in their range. Theorem 1. 2. if Re z < 0. y0 + a∆y) − vy (x0 . Recall that a region of C is an open connected subset. If f : I → R is a realvalued function with f (x) deﬁned and equal to 0 for all x ∈ I. if f is not diﬀerentiable everywhere. The ﬁrst is that f be diﬀerentiable everywhere in its domain. but we defer its statement to another course. y0 )) + i (vy (x0 + ∆x.4 Constant Functions As an example application of the CauchyRiemann Equations. both of which are somewhat obviously necessary.14 required two key features of the function f . the two diﬀerences in parentheses have zero limit as ∆z → 0 because uy and vy are continuous at (x0 . Since this is true for any x. The proof is easy: The MeanValue Theorem says that for any x. 21 Finally. DIFFERENTIATION Using these expressions. y0 + a∆y) + ivy (x0 + ∆x.
proving the theorem. there is some value y0 ∈ R so that the imaginary part of any z ∈ H is Im(z) = y0 . DIFFERENTIATION 22 Proof. If u(x. diﬀerentiable)? If not. so f has the same value at any two points of G. This same argument works for vertical segments.11. Exercises 1. We will show that f is constant along horizontal segments and along vertical segments in G.CHAPTER 2. y) are continuous (respectively diﬀerentiable) does it follow that f (z) = u(x. y) + iv(x. Evaluate the following limits or explain why they don’t exist. f itself is constant on H. u(z) is constant on H. y) is continuous (resp. Since Im(z) is constant on H. 3. 4. see Exercises 14 and 15 for a start. suppose that H is a horizontal line segment in G. y) and v(x. we can consider u(z) to be just a function of x.13. 7.4.14. the real part of z = x + iy0 . 8. f (z) = 0. Show that if f is diﬀerentiable at z then f is continuous at z. Prove Lemma 2. Use the deﬁnition of limit to show that limz→z0 (az + b) = az0 + b. interchanging the roles of the real and imaginary parts. . We can argue the same way to see that the imaginary part v(z) of f (z) is constant on H.6. Since both the real and imaginary parts of f are constant on H. (b) f (z) = 2x + ixy 2 . (a) lim iz −1 . Prove Lemma 2. Prove Lemma 2. 2. 10. 6. z+i z→i 3 (b) z→1−i lim x + i(2x + y). since vx (z) = Im(f (z)) = 0. Thus. To see that f is constant along horizontal segments. But any two points of a region may be connected by ﬁnitely many such segments by Theorem 1. By assumption. 9. Since H is a horizontal segment. There are a number of surprising applications of this basic theorem. Prove Lemma 2. Apply the deﬁnition of the derivative to give a direct proof that f (z) = − z12 when f (z) = z . Where are the following functions diﬀerentiable? Where are they holomorphic? Determine their derivatives at points where they are diﬀerentiable. provide a counterexample. 1 5.4 by using the formula for f given in Theorem 2. (a) f (z) = e−x e−iy . so we’re done. Consider the real part u(z) of the function f . so for z ∈ H we have ux (z) = Re(f (z)) = 0. if x and y are two points in G which can be connected by horizontal and vertical segments. Then.14. by Lemma 2. we have that f (x) = f (y).
d ∈ C and ad − bc = 0. then f is constant in G.) 15. DIFFERENTIATION (c) f (z) = x2 + iy 2 . (k) f (z) = 2xy − i(x + y)2 . Suppose that f = u + iv is analytic. Consider the function xy(x + iy) f (z) = x2 + y 2 0 if z = 0. Suppose f (z) is entire. (e) f (z) = cos x cosh y − i sin x sinh y. z = x + iy. What can you say if f (z) is given by a polynomial in x = Re z and y = Im z? 13. Why doesn’t this contradict Theorem 2. 23 (j) f (z) = 4(Re z)(Im z) − i(z)2 . if z = 0. Show that f is constant. 11. 16. (l) f (z) = z 2 − z 2 . When 12. Prove: If f (z) and f (z) are both holomorphic in the region G ⊆ C then f (z) is constant in G. (As always. (d) f (z) = ex e−iy . (Hint: Use the Cauchy–Riemann equations to show that f = 0. Is x x2 +y 2 harmonic? What about x2 ? x2 +y 2 . (h) f (z) = z Im z. Find the derivative of the function T (z) := is T (z) = 0? az+b cz+d . 18. b. yet f is not diﬀerentiable at the origin. (g) f (z) = z2 = x2 + y 2 .CHAPTER 2. (i) f (z) = ix+1 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.) Show that f satisﬁes the Cauchy–Riemann equations at the origin z = 0. Prove: If f is holomorphic in the region G ⊆ C and always real valued.13 (b)? 14. Prove that if f (z) is given by a polynomial in z then f is entire. with real and imaginary parts u(z) and v(z) satisfying u(z)v(z) = 3 for all z. c. where a. (f) f (z) = Im z.
CHAPTER 2. b and c are real constants. where a. y) is u(x. where A is a complex constant. DIFFERENTIATION 19. (a) Show that u is harmonic if and only if a = −c. 24 (b) If u is harmonic then show that it is the real part of a function of the form f (z) = Az 2 . . The general real homogeneous quadratic function of (x. Give a formula for A in terms of the constants a. y) = ax2 + bxy + cy 2 . b and c.
in which case f is entire). f −1 (z) = −cz + a Remark. d ∈ C.1. b. Notice that the inverse of a M¨bius transformation is another M¨bius transformation. o o Proof. o Exercise 12 of the previous chapter states that any polynomial (in z) is an entire function. Suppose f (z1 ) = f (z2 ). c. see o o http://wwwgroups. A linear fractional transformation is a function of the form f (z) = az + b . If ad − bc = 0 then f is called a M¨bius1 transformation.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. 25 . 1 Named after August Ferdinand M¨bius (1790–1868). cz1 + d cz2 + d As the denominators are nonzero. c c az1 + b az2 + b = . cz + d where a. E. is the o following.stand. Deﬁnition 3. c One property of M¨bius transformations. if f (z) = az+b then the inverse o cz+d function of f is given by dz − b . In fact.1 M¨bius Transformations o The ﬁrst class of functions that we will discuss in some detail are built from linear polynomials.Chapter 3 Examples of Functions Obvious is the most dangerous word in mathematics. Bell 3.ac.uk/∼history/Biographies/Mobius. which is quite special for complex functions.2. Note that f : C \ {− d } → C \ { a }. For more information about M¨bius. this is equivalent to (az1 + b)(cz2 + d) = (az2 + b)(cz1 + d) . Lemma 3. T. that is.dcs. M¨bius transformations are bijections.
With the last result at hand. o Theorem 3. f −1 is onetoone. . Starting with ax + by = c (where z = x + iy). Just like f . or Re(αz) = c. If c = 0 then f (z) = a b z+ . every linear fractional transformation is a composition of translations. Suppose f (z) = az+b cz+d is a linear fractional transformation. Translations and dilations certainly map circles and lines into circles and lines. Aside from being prime examples of onetoone functions. which means that f is onetoone. Proposition 3. which implies that c c f is onto. Simplify. The formula for f −1 : C \ { a } → C \ {− d } can be checked easily. Hence our standard equation for a line becomes αz + αz = 2c. (3. we introduce some terminology. and ino 1 versions f (z) = z . dilations f (z) = az. and inversions.1) Circle case: Given a circle centered at z0 with radius r.4. c if c = 0 then f (z) = bc − ad 1 c2 z + d c + In particular. we can tackle the promised theorem about the following geometric property of M¨bius transformations. o Proof. Proof. Then αz = ax + by + i(ay − bx) so αz + αz = αz + αz = 2 Re(αz) = 2ax + 2by. The next result says that if we understand those three special transformations. M¨bius transformations map circles and lines into circles and lines. we understand them all. let α = a + bi. so by the 1 last proposition. M¨bius transformations possess faso cinating geometric properties. d d a .CHAPTER 3. 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 . Special cases of M¨bius transformations are translations f (z) = z + b. dilations. we only have to prove the theorem for the inversion f (z) = z . En route to an example of such. Before going on we ﬁnd a standard form for the equation of a straight line. 26 Since ad − bc = 0 this implies that z1 = z2 .3. EXAMPLES OF FUNCTIONS which can be rearranged to (ad − bc)(z1 − z2 ) = 0 .
by substituting z = w and simplifying. If we solve w = 1 z we get z = w . (To get the second line we multiply by w2 = ww and simplify. 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 .1) in terms of w.CHAPTER 3. this describes a line in the form (3. EXAMPLES OF FUNCTIONS 1 Now we want to transform this into an equation in terms of w.1) and rewrite it in terms of w. z0 2 . If c = 0. 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 .) Now if r happens to be equal to z0 2 then this equation becomes 1 − z0 w − z0 w = 0. We get z0 w + z0 w = 2cww . where w = z . with center w0 and radius s. it is much more generally useful: . 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 . In fact. 4c2 and radius There is one fact about M¨bius transformations that is very helpful to understanding their o geometry. We obtain z0 z0 1 w− = 0. so we have a straight line in terms of w. This is the equation of a circle in terms of w. Otherwise z0 2 − r2 is nonzero so we can divide our equation by it. 2 z0  − r2 1 z0 2 z0 2 − r2 r2 s = w0  − = − = . Line case: We start with the equation of a line in the form (3. which is of the form (3. 1 as above. w2 − w+ 2 2 2 2 2 z0  − r z0  − r z0  − r2 We deﬁne z0 w0 = .
Then f transforms γ1 and γ2 into smooth curves which meet at f (a). (a) lim f (z) = ∞ means that for every M > 0 we can ﬁnd δ > 0 so that. In the complex sense there is only one inﬁnity.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. 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. it is a good idea to make inﬁnity an honorary complex number so that we can more easily manipulate inﬁnite limits.6. is the tangent vector to γk at the point a. we have f (z) − L < . for all z ∈ G satisfying z > N . Suppose f is holomorphic at a with f (a) = 0 and suppose γ1 and γ2 are two smooth curves which pass through a. 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 k = 1. if lim f (z) = ∞ and lim g(z) = a is ﬁnite then the usual “limit of z→z0 z→z0 . for all z ∈ G satisfying z→∞ z > N we have f (z) > M . and the transformed curves make an angle of θ with each other. for all z ∈ G satisfying z→z0 0 < z − z0  < δ. Suppose G is a set of complex numbers and f is a function from G to C. EXAMPLES OF FUNCTIONS 28 Lemma 3. 3.5. but −∞ = ∞ in the complex sense. 2 we write γk parametrically. In brief. Then f transforms the curve γk to the curve f (γk ).CHAPTER 3. an holomorphic function with nonzero derivative preserves angles. Functions which preserve angles in this way are also called conformal. The usual rules for working with inﬁnite limits are still valid in the complex numbers. 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). as zk (t) = xk (t) + iyk (t). For completeness we repeat the usual deﬁnitions: Deﬁnition 3. for many purposes we can work with inﬁnity in the complexes much more naturally and simply than in the reals. written ∞. We then deﬁne algebraic rules for dealing with our new point. (b) lim f (z) = L means that for every z→∞ > 0 we can ﬁnd N > 0 so that. In order to deal correctly with inﬁnity we have to realize that we are always talking about a limit. (c) lim f (z) = ∞ means that for every M > 0 we can ﬁnd N > 0 so that. and complex numbers have inﬁnite limits if they can become larger in magnitude than any preassigned limit. considered as a vector. based on the usual laws of limits. However. in the sense that for every B > 0 there is some z ∈ G with z > B. For example. making an angle of θ with each other. parameterized as f (zk (t)). In the real sense there is also a “negative inﬁnity”. The complex number zk (0). ∞. In fact. Proof. so that zk (0) = a. A dilation is the composition of a scale change and a rotation and both of these preserve the angles between vectors. we have f (z) > M .
Let f be the M¨bius transformation o f (z) = az + b . but the point z = 0 must be excluded from the circle. 1 Now we reconsider M¨bius transformations with inﬁnity in mind. denoted CP1 ). i and 1 determine a circle—the unit circle z = 1—and the three image points 0. z→z0 ˆ We do this by deﬁning a new set. This leads us to want the rule ∞ + a = ∞. ∞ and i also determine a circle—the imaginary axis . (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. in a more advanced course. The extended complex plane is the set C := C ∪ {∞}. If c = 0 then f (∞) = ∞. now we can put it back.4 can be expressed very simply: any M¨bius transformation of C o transforms circles to circles. 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 ∞. The general o case is summarized below: Lemma 3. If we make ˆ this a deﬁnition then Theorem 3. the transformation f (z) = z+i z−i transforms −i to 0. 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. If a calculation involving inﬁnity is not covered by the rules above then we must investigate the limit more carefully. However. A translation o f (z) = z + b is now deﬁned for z = ∞. together with the following algebraic properties: For any a ∈ C. Since every M¨bius transformation o 1 can be expressed as a composition of translations. cz + d ˆ Then f is deﬁned for all z ∈ C. so f transforms circles that pass through the origin to straight lines plus ∞. The three points −i. EXAMPLES OF FUNCTIONS 29 sum = sum of limits” rule gives lim (f (z) + g(z)) = ∞. For example.CHAPTER 3. 1 With this interpretation in mind we can add some insight to Theorem 3. For example. otherwise.7.8. and 1 to i. and. i to ∞. and a dilation f (z) = az (with a = 0) is also deﬁned for z = ∞. with f (∞) = ∞ + b = ∞. with f (∞) = a · ∞ = ∞. it may seem strange that ∞ + ∞ is not deﬁned. f (∞) = a c and f − d c = ∞. so the proper domain for ˆ f (z) is actually C. the complex projective line. For example. but if we take the limit of z + (−z) = 0 as z → ∞ we will get 0. Recall that f (z) = z transforms circles that pass through the origin to straight lines. Let’s consider the other basic types of M¨bius transformations. but the individual limits of z and −z are both ∞.4. f (z) = z is o now deﬁned for z = 0 and z = ∞. with f (0) = ∞ and f (∞) = 0. C: ˆ Deﬁnition 3.
c and d). If z. then the two terms on the right containing it are canceled. Proof.10. it is often easier to determine h directly from the conditions f (zk ) = wk (by solving for a. h(1) = 1 and o h(∞) = ∞. or z3 is inﬁnity. the result is inﬁnity. in practice. h(z2 ) = w2 points in C. z2 and z3 as above then g(z) = o f (z) for all z. z1 . w2 and w3 are distinct ˆ Then there is a unique M¨bius transformation h satisfying h(z1 ) = w1 . then their crossratio is deﬁned by (z − z1 )(z2 − z3 ) [z. If f is deﬁned by f (z) = [z. . ˆ This example relied on the idea that three distinct points in C determine uniquely a circle passing through them. z2 . f (z2 ) = 1. z1 . z1 . w1 . 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. w2 . 1 = h(1) = c+d 0+d d 0 = h(0) = so h(z) = az+b = az+0 = a z = z. Notice that h(0) = g(f −1 (0)) = g(z1 ) = 0. ˆ Deﬁnition 3. Lemma 3. w1 . w2 and w3 ? ˆ Theorem 3. Moreover. ˆ So if we want to map three given points of C to 0.10. z2 and z3 are distinct points in C and w1 . and z3 are any four points in C with z1 . z1 . z2 . o and h(z3 ) = w3 .11. z3 ] and g(w) = [w. z3 ] then f is a M¨bius transformation which o satisﬁes f (z1 ) = 0. and if one of z. Hence f transforms the unit circle onto the imaginary axis plus the point at inﬁnity. 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). z2 . Uniqueness follows as in the proof of Lemma 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 . Suppose z1 . z2 . (z − z3 )(z2 − z1 ) Here if z = z3 . z2 . Proof. w3 ]. This theorem gives an explicit way to determine h from the points zj and wj but. the composition h = g ◦ f −1 o is a M¨bius transformation. Everything should be clear except the ﬁnal uniqueness statement. Conversely. 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 ∞. By Lemma 3. z2 and z3 and we want to map them to three other points. by Exercise 7 in this chapter.2 the inverse f −1 is a M¨bius transformation and. z1 .CHAPTER 3. EXAMPLES OF FUNCTIONS 30 plus the point at inﬁnity. if g is any M¨bius transformation which transforms z1 . What if we have three points z1 . Let h = g −1 ◦ f where f (z) = [z.9. Similarly. z2 . b. z3 ] = . There is a computational device that makes this easier to see. and z3 distinct. f (z3 ) = ∞ . 1 and ∞ by a M¨bius transformation then o the crossratio gives us the only way to do it.
z) = with inverse map φ−1 (p. This structure is revealed by a famous function called stereographic projection. the third coordinate is 0. It also provides a way of ‘seeing’ that a line in the extended complex plane is really a circle. the point at inﬁnity – in R3 .3 Stereographic Projection The addition of ∞ to the complex plane C gives the plane a very useful structure. 0. 0)x2 + y 2 = 1}. It is easy to check that φ ◦ φ−1 and φ−1 ◦ φ are now both the identity. y. y. r(t) = N + t(P − N ) = (0. To describe stereographic projection. z) ∈ S2 − {N }. y x The equation φ(P ) = Q tells us that 1−z = p and 1−z = q. think of C as the xyplane in R3 = {(x. 0) ∈ R3 }. and then plugging this into the identities x = p(1 − z) and y = q(1 − z) proves the desired formula. For P = (x. EXAMPLES OF FUNCTIONS 31 3. 0. . The map φ is the bijection φ(x. for t ∈ ∞.13. corresponding to the equator on the sphere and the unit circle on the complex plane. 0) = 2p 2q p2 + q 2 − 1 .CHAPTER 3. so it must be that t = 1−z . y. z) ∈ S2 so that φ(P ) = Q. 1)] = (tx. o To begin. z)}. 0. Let N denote the North Pole (0. The stereographic projection of S2 to C from N is the map φ S2 → C deﬁned as → 2 − {N }. Q. Stereographic projection also gives us a way of visualizing the extended complex plane – that is. y. as the unit sphere. we will be less concerned with actual complex numbers x + iy and more with their coordinates. 0. 0. 1−z 1−z where we declare φ(0. and solve for a point P = (x. 1) + t[(x. z) ∈ R3 x2 + y 2 + z 2 = 1}. y. the line ←P follows. q. To see the formula for the inverse map φ−1 . and let S denote the South Pole (0. y. Plugging this value of t into the formula for r yields φ as stated. For any point P ∈ S N intersects C in exactly one point. we leave these as exercises. −1).12. 1) of S2 . We also declare that φ(N ) = ∞ ∈ C. That φ is a bijection follows from the existence of the inverse function. we solve 3 equations for 3 unknowns.0 . The latter two equations yield p2 + q 2 = x2 + y 2 1 − z2 1+z = = . ˆ ˆ Deﬁnition 3. Proof. Consider the unit sphere S2 := {(x. . z) − (0. 2 p2 + q 2 + 1 p + q 2 + 1 p + q 2 + 1 . 1) = ∞ and φ−1 (∞) = (0. and is left as an ← → exercise. y. This proves the proposition. The point P satisﬁes the equation x2 + y 2 + z 2 = 0. y. 1 + t(z − 1)). Proposition 3. x y . we begin with a point Q = (p. C = {(x. 2 2 (1 − z) (1 − z) 1−z 1+z Solving p2 + q 2 = 1−z for z. 0. and of visualizing M¨bius functions. Deﬁne φ(P ) := Q. 2 . Then the sphere and the complex plane intersect in the set {(x. 0) ∈ C. ty. 1 When r(t) hits C. as the zcoordinate of P is strictly less than 1. the straight line N P through N and P is given by. Thus. q. 1).
y0 . We know φ(x. y0 . If z0 − k = 0. project it to the plane by stereographic projection φ. z0 ) with −(x0 . or the empty set in the pqplane. called the Riemann sphere. z) = (x/(1 − z). y. y0 . If we have a normal vector (x0 . z) ∈ R3 xx0 + yy0 + zz0 = k}. We will take an (x. q. (z0 − k)2 Depending on whether the right hand side of this equation is positive. y0 . We may also assume without loss of generality that 0 ≤ k ≤ 1. and then pull this point back to S2 by φ−1 . which is if and only if the image under φ is a straight line. or negative. in that each moves points ‘along’ perpendicular sets of circles. and k > 1.CHAPTER 3. 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 R3 . a rotation f (z) = eiθ z. A point (p. where for a circle γ ⊂ S2 we have that ∞ ∈ φ(γ) – that is. 0) in the complex plane lies on the image of this circle under φ if and only if φ−1 (p. respectively. φ(γ) is a line in C – if and only if N ∈ γ. this is a straight line in the pqplane. we see that (z0 − k)p2 + (2x0 )p + (z0 − k)q 2 + (2y0 )q = z0 + k. Only the ﬁrst case corresponds to a circle in S2 . and consider the harder problems of visualizing a real dilation f (z) = rz or a translation. 0) satisﬁes the deﬁning equation for P . Without loss of generality. We give the hint that a real dilation is in some sense ‘dual’ to a rotation. we can assume that (x0 . can be seen to be a rotation of S2 . how other basic M¨bius functions behave. z) ∈ R3 (x. z) · (x0 . 0. y. If z0 − k = 0. Using the equations from Proposition 3. y. 0). The stereographic projection φ takes the set of circles in S2 bijectively to the set ˆ of circles in C. z) on S2 . o composed with φ−1 . y.13 for φ−1 (p. then completing the square yields p+ x0 z0 − k 2 + q+ y0 z0 − k 2 = 1 − k2 . then there is a unique real number k so that the plane P is given by P = {(x. k = 1. every line in the pqplane can be obtained in this way. z0 ) ∈ S2 by possibly changing k. We encourage the reader to verify this to themselves. We will describe inversion. We want to know what this function does to the sphere S2 . EXAMPLES OF FUNCTIONS We use the formulas above to prove the following. We now use stereographic projection to take another look at f (z) = 1/z. f (z) = z + b. 32 Theorem 3. Translations can also be visualized via how they move points ‘along’ sets of circles. It is particularly nice to think about the basic M¨bius transformations via their eﬀect on the o Riemann sphere. apply f to the point that results. It is worth thinking about. Notice that z0 = k if and only if N ∈ P . z0 ) to P . Consider the circle of intersection P ∩ S2 . and if k > 1 then P ∩ S2 = ∅. point. z0 ) = k} = {(x. Proof. since if k < 0 we can replace (x0 . y. A circle in S2 is the intersection of S2 with some plane P . y0 . respectively. q. Moreover.14. y/(1 − z)) which we now regard as the complex number y x +i . 1−z 1−z . though beyond the scope of these notes. q. z0 ). For instance. this is the equation of a circle. These three cases happen when k < 1.
This is a rotation around the xaxis by 180 degrees.4 Exponential and Trigonometric Functions To deﬁne the complex exponential function. to say the least. This deﬁnition seems a bit arbitrary. however.CHAPTER 3. The answer is clearly (x. the circle has ﬁnite length. We now have a second argument that f (z) = 1/z takes circles and lines to circles and lines. one of the promises of these lecture notes is to introduce complex power series as late as possible. In fact. a ‘line’ in the Riemann sphere S2 corresponds to a circle in S2 through N . as we borrow the concept of a (real) power series to deﬁne the real exponential function. EXAMPLES OF FUNCTIONS We use 33 1 p − qi . . 2 It is a nontrivial question how to deﬁne the real exponential function. In light of this deﬁnition. 0. and our circle is now passing through N . The ˆ closer points are to the North Pole N (corresponding to ∞ in C). y/(1−z)). the larger their distance to the origin. the reader might think we should have simply deﬁned the complex exponential function through a complex power series. Our preferred way to do this is through a power series: ex = k≥0 xk /k!. we can just ask what triple of numbers will go to this particular pair using the formulas φ(x.15. They mainly follow from Lemma 1. Thus we have shown that the eﬀect of f (z) = 1/z on S2 is to take (x. Then 1/z rotates the sphere which certainly takes circles to circles. it has inﬁnite length. −y. we once more borrow concepts from calculus. But we know that φ will take this circle to a line in C. A circle or line in C is taken to a circle on S2 by φ−1 . and—in addition—ﬁnally make sense of the notation eit = cos t + i sin t. In the regular sphere. this is possible (and an elegant deﬁnition). It is certainly not the (ﬁnite) distance function induced by R3 .2 and are collected in the following. y. Indeed. −z). so the complex distance function has to increase greatly with the z coordinate. but as a line on the Riemann sphere with the complex metric. Deﬁnition 3. We end by mentioning that there is in fact a way of putting the complex metric on S2 . −1) under φ−1 so a circle through 0 in C goes to a circle through the south pole in S2 . We have to be able to get arbitrarily far away from the origin in C. Now 180 rotation about the xaxis takes the south pole to the north pole. namely the real exponential function2 and the real sine and cosine. y. −z). z) to (x. 1+z 1+z We know from a previous calculation that p2 + q 2 = (1 + z)/(1 − z). the origin in the complex plane corresponds to the South Pole S of S2 . The (complex) exponential function is deﬁned for z = x + iy as exp(z) = ex (cos y + i sin y) = ex eiy . Its ﬁrst justiﬁcation is that all exponential rules which we are used to from real numbers carry over to the complex case. Now φ takes circles back to circles and lines. = 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 . This is because 0 goes to (0. z) = (x/(1−z). −y. We can also say that the circles that go to lines under f (z) = 1/z are the circles though 0. and to each other! In this light. 3. This gives f = = Rather than plug this result into the formulas for φ−1 . We agree with those readers who think that we are “cheating” at this point.
(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) . It says that the complex exponential function is periodic with period 2πi. however. 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.CHAPTER 3. they don’t play the same prominent role as in the real case. 1. The last identity is not only remarkable.16. When proving this identity through the Cauchy–Riemann equations for the exponential function. 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 . one can get another strong reason why Deﬁnition 3. In fact. Finally. but we invite the reader to meditate on its proof. 2. cosine. For all z. z1 . note that the last identity also says that exp is entire. z2 ∈ C. tangent. The trigonometric functions—sine. The third identity is a very special one and has no counterpart for the real exponential function.15 is reasonable. cotangent. EXAMPLES OF FUNCTIONS Lemma 3. etc.—have their complex analogues. . This has many interesting consequences. we can deﬁne them as merely being special combinations of the exponential function.1: Image properties of the exponential function. one that may not seem too pleasant at ﬁrst sight is the fact that the complex exponential function is not onetoone. Remarks.
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(iy) as y → ±∞. but they are also related with the trigonometric functions via sinh(iz) = i sin z and cosh(iz) = cos z . the following properties follow mostly from Lemma 3. for example. Note that to write tangent and cotangent in terms of the exponential function. tangent. As with the exponential function. z1 . z2 ∈ C.19. 2i 2i sin z exp(2iz) − 1 = −i cos z exp(2iz) + 1 and cot z = cos z exp(2iz) + 1 =i . 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.16. 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 . sin z exp(2iz) − 1 A similar calculation holds for the cosine. one word of caution: unlike in the real case. they are not only yet more special combinations of the exponential function. sinh z exp(2z) − 1 cosh z = As such. Finally. We end this section with a remark on hyperbolic trig functions. . and cotangent are deﬁned as in the real case: Deﬁnition 3. Because exp is entire. The hyperbolic sine. EXAMPLES OF FUNCTIONS Deﬁnition 3.CHAPTER 3. The (complex) sine and cosine are deﬁned as sin z = 1 (exp(iz) − exp(−iz)) 2i and cos z = 1 (exp(iz) + exp(−iz)) . The tangent and cotangent are deﬁned as tan z = respectively. 2 35 respectively. cosine. Lemma 3.17. For all z. the complex sine and cosine are not bounded—consider.18. we used the fact that exp(z) exp(−z) = exp(0) = 1. Not too surprisingly.
Let Arg z denote that argument of z which is in (−π. yet it satisﬁes exp(log z) = z . as usual. π] (the principal argument of z). then Log(exp z) = Log ex eiy = ln ex eiy + i Arg ex eiy = ln ex + i Arg eiy = x + i Arg eiy .’ Even worse. Any function Log : C \ {0} → C which satisﬁes exp(Log z) = z is a branch of the logarithm. . the evaluation of any branch of the logarithm at z can only diﬀer from Log z by a multiple of 2πi. z = r eiφ . etc. 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 . as we saw. that is. of course. Then the principal logarithm is deﬁned as Log z = ln z + i Arg z . So what about the other equation Log(exp z) = z? Let’s try the principal logarithm: Suppose z = x + iy. we’re looking for a function Log such that exp(Log z) = z = Log(exp z) . Deﬁnition 3. π]. As we will see shortly. and eiv = eiφ ⇐⇒ v = φ+2πk for some k ∈ Z. The problem is that we need to stick to this convention. we could agree that the argument is always in (−π.20. 2π). in particular. and hence we can’t even consider it to be our soughtafter inverse of the exponential function. The paragraph preceding this deﬁnition ensures that the principal logarithm is indeed a branch of the logarithm. we need exp(Log z) = eu eiv = r eiφ = z . and suppose that Log z = u(z) + iv(z). We invite the reader to check this thoroughly. It is motivated as being the inverse function to the exponential function. eu = r = z ⇐⇒ u = ln z (where ln denotes the real natural logarithm. Even better. not a function. Let’s try to make things well deﬁned. 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. this is too much to hope for. we get something that’s not a function.5 The Logarithm and Complex Exponentials The complex logarithm is the ﬁrst function we’ll encounter that is of a somewhat tricky nature. On the other hand. the reason for this is once more the periodicity of the exponential function. Let’s write. or in [0. Then for the ﬁrst equation to hold. one should note how the periodicity of the exponential function takes care of the multivaluedness of our ‘logarithm’ log. we could just use a diﬀerent argument convention and get another reasonable ‘logarithm. log is. in particular we need to demand that z = 0). that is.CHAPTER 3. EXAMPLES OF FUNCTIONS 36 3.
12 to exp and Log. In calculus one proves the equivalence of the real exponential function (as given. Because e is a positive real number and hence Arg e = 0. Diﬀerent deﬁnitions might lead to diﬀerent outcomes of ez versus exp z! Exercises 1. Prove that any M¨bius transformation diﬀerent from the identity map can have at most two o ﬁxed points. We apply Lemma 2. Theorem 3. we obtain ez = exp(z Log e) = exp (z (ln e + i Arg e)) = exp (z ln e) = exp (z) .21. so it is not always useful. Suppose Log maps C \ {0} to G (this is typically a halfopen strip.CHAPTER 3. many) yvalues for which Log(exp z) = z. o 3. Show that the derivative of a M¨bius transformation is never zero. one just has to be cautious about where each logarithm is holomorphic. The idea is to apply Lemma 2. We turn instead to the principal logarithm and deﬁne the principal value of ab as ab = exp(b Log a) . see http://wwwgroups. we prove that any branch of the logarithm has the same derivative. . exp (Log z) exp(Log z) z We ﬁnish this section by deﬁning complex exponentials. we can now make a similar remark about the complex exponential function.html. EXAMPLES OF FUNCTIONS 37 The righthand side is equal to z = x + iy only if y ∈ (−π. f (z) = exp(z) and g : C \ {0} → G. Show that if f (z) = az+b cz+d is a M¨bius transformation then f −1 (z) = o dz−b −cz+a . With our deﬁnition of ab . The same happens with any other branch of the logarithm Log—there will always be some (in fact.ac. for example. as e = limn→∞ 1 + n . so that we get actual inverse functions. 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).uk/∼history/Biographies/Euler. but we need to be careful about the domains of these functions. g(z) = Log: if Log is continuous at z then Log z = 1 1 1 = = .) 3 Named after Leonard Euler (1707–1783). for example. For more information about Euler. 2. A word of caution: this only works out this nicely because we carefully deﬁned ab for complex numbers.12 with f : G → C \ {0} .dcs. For two complex numbers a and b. you might want to think about what it looks like if Log = Log).stand. Then Log is diﬀerentiable wherever it is continuous and 1 Log z = . To end our discussion of the logarithm on a happy note. A note about e. π]. (A ﬁxed point of a function f is a number z such that f (z) = z. z Proof. Suppose Log is a branch of the logarithm. through a power series) and the function f (x) = ex where e is Euler’s3 number and 1 n can be deﬁned.
Show that the M¨bius transformation f (z) = o onto the imaginary axis. 1+z 1−z 38 maps the unit circle (minus the point z = 1) 6. 2 → ∞.) 7. ∞ and −1 − i. Let C be the circle with center 1 + i and radius 1. (Here ◦ denotes composition and · denotes matrix multiplication. Write your answers in standard o form. 9. cz+d (a) 1 → 0. (b) The yaxis.) o (a) The xaxis. Suppose A = a b is a 2 × 2 matrix of complex numbers whose determinant ad − bc is c d nonzero. ±2. y > 0 under w = (c) The strip 0 < x < 1 under w = z z−1 . (d) The circle with radius 2 centered at 0. 1 → 1. In each case. (b) The quadrant x > 0. Suppose that f is holomorphic on the region G and f (G) is a subset of the unit circle.CHAPTER 3.) 2z 8. . as az+b .3. ﬁnd the image of the center of the circle. 3 → ∞. ﬁnd two diﬀerent M¨bius transformations that transform C onto the real axis plus o inﬁnity. Draw two graphs. (c) The line x = y. one showing the following six sets in the z plane and the other showing their images in the w plane. (Use the crossratio. Then we can deﬁne a corresponding M¨bius transformation TA by TA (z) = az+b . (Hint: Consider the function 1+f (z) and use Exercise 5 and a variation of 1−f (z) Exercise 14 in Chapter 2. Let f (z) = z+2 .) (b) 1 → 0. Describe the image of the region under the transformation: (a) The disk z < 1 under w = iz−i z+1 . Prove Proposition 3. 5. 10. Find M¨bius transformations satisfying each of the following. plus ∞. Label the sets. with diﬀerent choices of zk . 12. z−i z+i . 2 → 1. Find a M¨bius transformation which transforms o 1 C onto C and transforms 0 to 2 . plus ∞. 11. (You should only need to calculate the images of 0. (f) The circle with radius 1 centered at −1. Show that f is constant. o cz+d Show that TA ◦TB = TA·B . plus ∞. remember that M¨bius transformations preserve angles. ∞ → −i.) (c) 0 → i. EXAMPLES OF FUNCTIONS 4. (Use the crossratio. Let C be the circle with center 0 and radius 1. (e) The circle with radius 1 centered at 1. 1 + i → 1. Using the crossratio.
CHAPTER 3. ∞ → 0. (b) f maps 1 → 1. 19. 18. The Jacobian of a transformation u = u(x. What is a unit normal vector to P ? Compute the image of P ∩ S 2 under the stereographic projection φ. z2 . 0. y). For translation. (0. z 2 −1 2z+1 . z2 and z3 if and only if [z. 0. 0). −i → −1. and translation o on the Riemann sphere. v = v(x. −i 2a and radius ˆ 17. and all circles through both N and S. 1. Prove that the stereographic projection of Proposition 3. hint: for the ﬁrst two. (0. (1. 0. y) is the determinant of the matrix ∂u ∂x ∂v ∂x ∂u ∂y ∂v ∂y . (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 . 1 → ∞. Find the image under the stereographic projection φ of the following points: (0. 16. yaxis to y = −x. ˆ 14. real dilation. Show that if f = u + iv is holomorphic then the Jacobian equals f (z)2 . consider two families of circles through N. z1 . (1. (c) f maps xaxis to y = x. EXAMPLES OF FUNCTIONS 39 13. Evaluate the value(s) of the following expressions. Show that the image of the line y = a under inversion is the circle with center 1 2a . ‘orthogonal’ to and ‘perpendicular’ to the translation. Consider the plane P determined by x + y − z = 0. −1).13 is a bijection by verifying that that φ ◦ φ−1 and φ−1 ◦ φ are the identity. 21. Suppose z1 . 22. and the unit circle to itself. 0). z3 ] is real or inﬁnite. 0). 1). giving your answers in the form x + iy. 1. 20. Show that z is on the circle passing through z1 . z2 and z3 are distinct points in C. Find the M¨bius transformation f : o (a) f maps 0 → 1. Find the ﬁxed points in C of f (z) = 15. consider all circles in S 2 centered on the NS axis. Describe the eﬀect of the basic M¨bius transformations rotation. −1 → i. Prove that every circle in the extended complex plane is the image of some circle in S 2 under the stereographic projection φ. 23.
(a) z 2 .16. For each of the following functions. Find the principal values of (a) log i. (b) the line segment deﬁned by z = 1 + iy. 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. 31.) 37.18. Prove Lemma 3. Is arg(z) = − arg(z) true for the multiplevalued argument? What about Arg(z) = − Arg(z) for the principal branch? 36. (c) the rectangle {z = x + iy ∈ C : 0 ≤ x ≤ 1. 33. Prove Lemma 3. use the principal value (unless stated otherwise). Prove that sin(z) = sin(z) and cos(z) = cos(z). (b) (−1)i . cosh2 y−1 cosh2 y 2 ≤ 1. 34. If you run into a logarithm. Let z = x + iy and show that (a) sin z2 = sin2 x + sinh2 y = cosh2 y − cos2 x. 28. 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. 35. 30. 26. 0 ≤ y ≤ 2π. 27. (c) If cos x = 0 then cot z2 = (d) If y ≥ 1 then cot z2 ≤ 32.CHAPTER 3. 1 sinh2 y sinh y+1 sinh2 y =1+ ≤1+ 1 sinh2 1 ≤ 2. Show that tan(iz) = i tanh z. 0 ≤ y ≤ 2π. determine all complex numbers for which the function is holomorphic. . 29. (c) log(1 + i). 0 ≤ y ≤ 2π}. Prove that the zeros of sin z are all realvalued. 40 25. Describe the images of the following sets under the exponential function exp(z): (a) the line segment deﬁned by z = iy. Determine the image of the strip {z ∈ C : −π/2 < Re z < π/2} under the function f (z) = sin z. (b) cos z2 = cos2 x + sinh2 y = cosh2 y − sin2 x. EXAMPLES OF FUNCTIONS 24. Prove that sin(x+iy) = sin x cosh y+i cos x sinh y. (b) cos z = cos x cosh y − i sin x sinh y.
They are not parts of either straight lines or circles. z 3 +1 41 (c) Log(z − 2i + 1) where Log(z) = ln z + i Arg(z) with 0 ≤ Arg(z) < 2π. (d) Is the right angle at the origin in part (c) preserved? Is something wrong here? (Hint: Use polar coordinates. y = t). 39. 2. Show that az  = aRe z if a is a positive real constant. 44. (c) Let T be the ﬁgure formed by the horizontal segment from 0 to 2. Fix c ∈ C \ {0}. Draw T and f (T ). the circular arc from 2 to 2i. (a) Show that the image of a circle centered at the origin is a circle centered at the origin. 38. 2 (b) Log(z) = 3π 2 i. let f (z) = z 2 . As in the previous problem.) .) What can you say if b is rational? 43. plot it reasonably carefully. and then the vertical segment from 2i to 0. (f) iz−3 . and explain what happens in the limits as t → ∞ and t → −∞. 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. (d) exp(z). Find the derivative of f (z) = z c . Describe the image under exp of the line with equation y = x. (Note that this means that complex exponentials don’t clash with monomials z n . v) equation for the image curve. (g) exp(iz) = exp(iz). (Hint: You can write the vertical segment parametrically as z(t) = 2 + it. (d) sin z = cosh 4. f (z) = z 2 . Find the image of the annulus 1 < z < e under the principal value of the logarithm. 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. (c) exp(z) = πi. To do this you should ﬁnd an equation (at least parametrically) for the image (you can start with the parametric form x = t.CHAPTER 3. (h) z 1/2 = 1 + i. (e) (z − 3)i . (f) sinh z = 0. For this problem. Eliminate the parameter in u + iv = f (z(t)) to get a (u. 41.) 45. 42. (e) cos z = 0. EXAMPLES OF FUNCTIONS (b) sin z . Prove that exp(b log a) is singlevalued if and only if b is an integer. 40. Let Q be the square with vertices at 0.
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
however.CHAPTER 4. 1. Here is the theorem on which most of what will follow is based. a ≤ t ≤ b. Suppose γ0 and γ1 are closed curves in the open set G ⊆ C. INTEGRATION 45 4.2 Cauchy’s Theorem We now turn to the central theorem of complex analysis. s).1. . The last condition simply says that each of the curves h(t. 0 ≤ t ≤ 1 is closed. h(0. 1) = γ1 (t) . if there is a continuous function h : [0. and γ0 ∼G γ1 via a homotopy with continuous second partials. s) = h(1. then the proof becomes too advanced for the scope of these notes. Figure 4. 0 ≤ t ≤ 1. s) is called a homotopy and represents a curve for each ﬁxed s. The condition on the smoothness of the homotopy can be omitted. 0) = γ0 (t) .1: This square and the circle are (C \ {0})homotopic. i. s) . respectively. the homotopies will be ‘nice enough’ to satisfy the condition of this theorem.e. Then f= γ0 γ1 f. parametrized by γ0 (t). which is continuously transformed from γ0 to γ1 . A curve γ ⊂ C is closed if its endpoints coincide. Then γ0 is Ghomotopic to γ1 . 0 ≤ t ≤ 1 and γ1 (t). 1]2 → G such that h(t. Suppose G ⊆ C is open. f is holomorphic in G. An example is depicted in Figure 4. Remarks. for any parametrization γ(t). we have that γ(a) = γ(b).5. Theorem 4. In all the examples and exercises that we’ll have to deal with here. The function h(t. in symbols γ0 ∼G γ1 .6 (Cauchy’s Theorem). Deﬁnition 4. h(t. It is based on the following concept.
see http://wwwgroups.html. 0 ≤ t ≤ 1. The fact that an integral over a point is zero has the following immediate consequence.html.6.2: This ellipse is (C \ R)contractible.uk/∼history/Biographies/Goursat.7. 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. An important special case is the one where a curve γ is Ghomotopic to a point. Cauchy published his version in 1825. Corollary 4. s). γ The fact that any closed curve is Ccontractible (Exercise 17a) yields the following special case of the previous specialcase corollary. Cauchy’s theorem is often called the Cauchy–Goursat Theorem.ac. 2 For more information about Karl Theodor Wilhelm Weierstraß (1815–1897). For 0 ≤ s ≤ 1.ac. Suppose h is the given homotopy from γ0 to γ1 . in symbols γ ∼G 0. a condition which was ﬁrst removed by Goursat3 . Weierstraß2 his in 1842.stand.uk/∼history/Biographies/Gauss.stand.uk/∼history/Biographies/Weierstrass.stand. If f is entire and γ is any smooth closed curve then f = 0.CHAPTER 4. 3 For more information about Edouard JeanBaptiste Goursat (1858–1936). Cauchy’s Theorem can be derived ‘from scratch’.dcs. γ There are many proofs of Cauchy’s Theorem. f is holomorphic in G. since Cauchy assumed that the derivative of f was continuous. INTEGRATION 46 2.dcs. Suppose G ⊆ C is open. Corollary 4. that is. a constant curve (see Figure 4.html.8. see http://wwwgroups. We note that with more work. and γ ∼G 0 via a homotopy with continuous second partials. Then f = 0. Figure 4. Consider the function I(s) = γs 1 For more information about Gauß.ac.dcs. see http://wwwgroups.2 for an example). let γs be the curve parametrized by h(t. In this case we simply say γ is Gcontractible. and does not require any other major theorems. A particularly nice one follows from the complex Green’s Theorem. f . We will use the (real) Second Fundamental Theorem of Calculus. Proof of Theorem 4.
2πi CR z − w Proof. 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 .6 yields almost immediately the following helpful result. Cr 1 dz = 2πi .3 Cauchy’s Integral Formula Cauchy’s Theorem 4. d d I(s) = ds ds 1 f (h(t. s)) dt ∂t ∂s ∂t∂s 0 1 ∂ ∂h f (h(t. the chain rule. s) = 0 . INTEGRATION 47 as a function in s (so I(0) = γ0 f and I(1) = γ0 f ). z∈Cr CR . s)) dt ∂t ∂s 0 f (h(t. and hence the statement of the theorem follows with I(0) = I(1). by the Fundamental Theorem of Calculus (applied separately to the real and imaginary parts of the above integral). By the product rule. s) − f (h(0. dx ∂s ∂s 4. s)) 0 ∂h dt = ∂t 1 0 ∂ ∂s f (h(t. gives CR f (z) dz = z−w Cr f (z) dz z−w Now by Exercise 14. d I(s) = ds = = ∂h ∂h ∂2h + f (h(t. All circles Cr with center w and radius r are homotopic in D \ {w}. We will show that I is constant with respect to s. and equality of mixed partials. s)) dt ∂s ∂t ∂s∂t 0 1 ∂h ∂h ∂2h f (h(t. and the function f (z)/(z − w) is holomorphic in an open set containing D \ {w}. s)) + f (h(t.CHAPTER 4. s)) (1. Consider the derivative of I. s)) 1 Finally. Then 1 f (z) f (w) = dz . By Leibniz’s Rule.6.4(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) . s)) ∂h ∂t dt. s)) (0. Theorem 4. z−w and we obtain with Proposition 4. we have: ∂h ∂h d I(s) = f (h(1.9 (Cauchy’s Integral Formula for a Circle). So Cauchy’s Theorem 4.
This theorem. 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. This is a useful theorem by itself. by Cauchy’s theorem. For more information on C. but not GaussJordan elimination). It was ﬁrst correctly proved by Oswald Veblen 5 . In that case the theorem remains true. For example. 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.org/wiki/Oswald Veblen . It is so named because Jordan claimed a proof in the late 1800s. the inside and the outside of γ.10 (Cauchy’s Integral Formula). in fact.wikipedia. we can now take r as small as we want. 4 . we say a simple closed curve γ is positively oriented if it is parameterized so that the inside is on the left of γ. 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. In fact. simple. The usual statement of the Jordan curve theorem does not contain the homotopy information. 2πi γ z − w We have already indicated how to prove this. by combining Cauchy’s theorem and the special case. Theorem 4. but it can be made more generally useful. which is what we claimed. 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.wikipedia. closed. Gcontractible curve such that w is inside γ. but it is not at all clear how to do so in complete generality. Suppose f is holomorphic on the region G. γs is inside γ and outside of D. it is not even clear how to make sense of the “inside” of γ in general.org/wiki/Camille Jordan . For a circle this corresponds to a counterclockwise orientation. Remarks. 1.” If you want to explore this kind of mathematics you should take a course in topology.9. Here’s the general form: Theorem 4. we have borrowed this from a companion theorem to the Jordan curve theorem which is sometimes called the “annulus theorem.11 (Jordan Curve Theorem). closed curve in C then C \ γ consists of two connected open sets. since. simple. All we need is to ﬁnd a homotopy in G \ {w} between γ and a small circle with center at w. w ∈ G. for 0 < s < 1. and Theorem 4. In all practical cases we can see immediately how to construct such a homotopy. Then 1 f (z) f (w) = dz . If γ is a positively oriented. INTEGRATION 48 On the righthand side.9 then applies to evaluate the integral. 5 For more information on Veblen.” is surprisingly diﬃcult to prove. The justiﬁcation for this is one of the ﬁrst substantial theorems ever proved in topology.CHAPTER 4. see http://en. although his proof was later seen to be incorrect. and. although “intuitively obvious. Hence the lefthand side has no choice but to be zero. In general. Jordan. smooth. We can state it as follows: Theorem 4. and—because f is continuous at w—this means we can make f (z) − f (w) as small as we like. In this discussion we need to be sure that the orientation of the curve γ and the circle match. and γ is a positively oriented. not just at the center of CR . it will be important to have Cauchy’s integral formula when w is anywhere inside CR .
CHAPTER 4. (c) The parabola y = x2 from x = 0 to x = 1. Evaluate γ z 2 dz where γ is the parabola with parametric equation γ(t) = t+it2 . Use γ(t) = a + reit . we automatically get similar formulas for the real and imaginary part of f .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 . (b) γ is the counterclockwise circle z = 1. INTEGRATION 49 A nice special case of Cauchy’s formula is obtained when γ is a circle centered at w. (d) xy. (b) The circle z = 3. γ z dz and γ z dz along each of the following paths. 0 Exercises 1. 2π 0 Furthermore. Suppose f is holomorphic on and inside the circle z = w + reit . if f = u + iv. Then 2π 1 f (w) = f w + reit dt . (c) γ is the counterclockwise circle z − a = r. 5. 4. z = w + reit . simply by taking real and imaginary parts on both sides. Let’s summarize them in the following statement. Integrate the following functions over the circle z = 2. Theorem 4. say.12. 3. γ y dz. 0 ≤ t ≤ 2π. (a) γ is the line segment form 0 to 1 − i. Evaluate 1 γ z dz where γ(t) = sin t + i cos t. Note that you can get the second two integrals very easily after you calculate the ﬁrst two. Evaluate γ e3z dz for each of the following paths: (a) The straight line segment from 1 to i. u(w) = 1 2π 2π 2π u w + reit dt 0 and v(w) = 1 2π v w + reit dt . Evaluate the integrals γ x dz. Corollary 4. These identities have the ﬂavor of mean values. 2. parametrized by. which is often called a meanvalue theorem. by writing z and z as x ± iy. . 0 ≤ t ≤ 1. (b) z 2 − 2z + 3. 0 Even better. (c) 1/z 4 . oriented counterclockwise: (a) z + z. 0 ≤ t ≤ 2π.2. 6. 0 ≤ t ≤ 2π. Integrate the function f (z) = z over the three curves given in Example 4.
since otherwise the integral is not deﬁned.” that is. Suppose a smooth curve is parametrized by both γ(t). b] be the map which “takes γ to σ. and satisﬁes γ(0) = i and γ(1) = π. ez where γ is the line segment from 0 to z0 . Generalizing these. (a) Prove that any closed curve is Ccontractible. d] → [a. and remember that the principal branch is √ 1 deﬁned by z 2 = reiθ/2 if z = reiθ for −π ≤ θ ≤ π. 1 2π 1 12. 14.) (In other words. Evaluate γ z 2 dz where γ is the unit circle and z 2 is the principal branch. (b) Prove that any two closed curves are Chomotopic. Compute 8. γ(0) = −4 + i. 11. oriented counterclockwise. 0 ≤ t ≤ 1. You can parameterize this curve as z(t) = w + reit for 0 ≤ t ≤ 2π. What should you do if m < 0? What if m = 0?) 20. z2 where γ is the line segment from 2 to 3 + i. z−w γ 15. σ = γ ◦ τ . 0 ≤ t ≤ 1.CHAPTER 4. 1 13. assume that γ does not pass through the origin. [If n is negative. You can use the parameterization γ(θ) = eiθ for −π ≤ θ ≤ π. c ≤ t ≤ d. +1 γr (This integral depends on r. our deﬁnition of the integral 16.] 19. and let τ : [c. INTEGRATION 7. Let γr be the circle centered at 2i with radius r. Show that dz = 2πi . Show that d b f (σ(t))σ (t) dt = c a γ f (γ(t))γ (t) dt . Find γ sin z where γ is parametrized by γ(t). Compute z2 dz . Compute γ z + z where γ is parametrized by γ(t). if m is any integer then ﬁnd a closed curve γ so that −1 dz = 2mπi. Exercise 18 excluded n = −1 for a very good reason: Exercises 2 and 14 (with w = 0) give counterexamples. and satisﬁes Im γ(t) > 0.) . 17. oriented counterclockwise. and γ(1) = 6 + 2i. a ≤ t ≤ b and σ(t). Find γ γ γ 50 z where γ is the semicircle from 1 through i to −1. 18. Let γ be the circle with radius r centered at w. (Hint: Follow the counterclockwise unit circle through m complete cycles γz (for m > 0). 1 10. Show that 2π ikθ dθ 0 e is 1 if k = 0 and 0 otherwise. Show that γ z n dz = 0 for any closed smooth γ and any integer n = −1. Prove that ∼G is an equivalence relation. Compute 9. f is independent of the parametrization of γ.
In the other you can combine Exercises 14 and 28. (a) Consider the function g : [0.6. Is 24. γ is a closed.10 by evaluating g(0) and g(1). smooth. Then f g = f (γ(b))g(γ(b)) − f (γ(a))g(γ(a)) − γ γ f g. Prove Corollary 4.10).) . (Hint: ∂f ∂t Use Theorem 1.10.20 (Leibniz’s rule) and then ﬁnd a primitive for (b) Prove Theorem 4. and suppose γ ⊂ G is a smooth curve from a to b.) 28. Explain geometrically why γ0 and γ1 are homotopic in C \ {a} . 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. INTEGRATION 21. simple. γ 51 22. Let γr be the counterclockwise circle with center at 0 and radius r.7 using Theorem 4. 26. 25. r = 3 and r = 5. and γ is a positively oriented. g(t) = γ f (w+t(z−w)) z−w dz. Prove the following integration by parts statement. (z + t(w − z)). Gcontractible curve. 23. Find γr z 2 −2z−8 for r = 1. Show that p = 0. 1] → C. and f (z) = g(z) for all z ∈ 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. smooth. This exercise gives an alternative proof of Cauchy’s integral formula (Theorem 4. Suppose f is holomorphic on the region G. closed. (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 . dz 29. Let f and g be holomorphic in G. w ∈ G. Find γr z−a .CHAPTER 4. Suppose f and g are holomorphic on the region G. Let γr be the counterclockwise circle with center at 0 and radius r. Show that g = 0. 27. Now use Exercise 29.) dz 30. Suppose p is a polynomial and γ is a closed smooth path in C. (Hint: In one case γr is contractible in C \ {a}. which does not depend on Cauchy’s 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. Prove that f (z) = g(z) for all z inside γ. Gcontractible curve such that w is inside γ. You should get diﬀerent answers for r < a and r > a.
(Hint: The integrand can be written in each of following ways: z2 1 1 1/(z − 4) 1/(z + 2) = = = . Evaluate 33. What is . Use the Cauchy integral formula to evaluate the integral in Exercise 30 when r = 3.CHAPTER 4. − 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. z=1 sin z z ? 34. INTEGRATION 52 31. z2 z+1=2 4−z z . Find ez z=2 z(z−3) and ez z=4 z(z−3) .
(z − w − ∆w)(z − w) γ f (z) dz z−w 53 .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. Repeating this argument for f . simple.. then you still have work to do.1. Richard Askey 5. etc. w ∈ G. 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 . and γ is a positively oriented. Theorem 5. gives the following statement. closed.2.10).1 Extensions of Cauchy’s Formula We now derive formulas for f and f which resemble Cauchy’s formula (Theorem 4. Suppose f is holomorphic on the region G. smooth.10). Then f (w) = and f (w) = 1 2πi 1 πi f (z) dz (z − w)2 γ γ f (z) dz . that is. f is also holomorphic in G. Gcontractible curve such that w is inside γ. We will study the following diﬀerence quotient. which has no analog whatsoever in the reals.10.1. then for f . f . The idea of the proof is very similar to the proof of Cauchy’s integral formula (Theorem 4. which we can rewrite as follows by Theorem 4. Corollary 5. Proof of Theorem 5. If f is diﬀerentiable in the region G then f is inﬁnitely diﬀerentiable in G. (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 .
6). However. − 1) z=2 we ﬁrst split up the integration path as illustrated in Figure 5. Let M = maxz∈γ f (z) and N = maxz∈γ z − w. we will obtain such a result much more easily. By the reverse triangle inequality we have for all z∈γ f (z) f (z) M ≤ ≤ . Since γ is a closed set. the two contributions along the new path will cancel each other.4(d). these new integrals we know . Example 5.CHAPTER 5. This is in fact true. 2 2 (z − w − ∆w)(z − w) (z − w − ∆w)z − w (δ − ∆w)N 2 which certainly stays bounded as ∆w → 0. Remarks. 2.1: Introduce an additional path which separates 0 and 1. = ∆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. 1. into a sum of two integrals. To compute the integral z 2 (z dz . each of which has only one singularity inside the integration path. once we start studying power series for holomorphic functions. z=0 Example 5. and theoretically one could obtain them one by one with the methods of the proof of Theorem 5. for which two singularities where inside the integration path. z − w ≥ δ for all z on γ.1.3. 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 . by Proposition 4. z=1 sin(z) d dz = 2πi sin(z) z2 dz = 2πi cos(0) = 2πi . If we integrate on these two new closed paths (γ1 and γ2 ) counterclockwise. We give some examples of this application next. there is some positive δ so that the open disk of radius δ around w does not intersect γ. The eﬀect is that we transformed an integral.1 suggests that there are similar formulas for the higher derivatives of f . Theorem 5.4. The proof of the formula for f is very similar and will be left for the exercises (see Exercise 2). Theorem 5.1 can also be used to compute certain integrals. so we save the derivation of formulas for higher derivatives of f for later (see Corollary 8. In fact. that is. it suﬃces to show that the integrand stays bounded as ∆w → 0 (because γ and hence length(γ) are ﬁxed).
It simply says that for large enough z.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. = 2πi Example 5.6. Lemma 5. 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 = 0.1: Example 5. Suppose p(z) is a polynomial of degree d with leading coeﬃcient ad . CONSEQUENCES OF CAUCHY’S THEOREM 55 2 1 0 1 Figure 5. As a preparation we prove the following inequality. but this will be a recurring theme throughout the rest of the book.4 how to deal with. Then there is real number R0 so that 1 ad  zd ≤ p(z) ≤ 2 ad  zd 2 for all z satisfying z ≥ R0 . The ﬁrst application is understanding the roots of polynomials. We shall look at a few applications along these lines in this section. z=0 5.CHAPTER 5. a polynomial of degree d looks almost like a constant times z d . z=1 cos(z) d2 dz = πi 2 cos(z) z3 dz = πi (− cos(0)) = −πi . which is generally quite useful.5. .
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 + + ··· + + . However. Every nonconstant polynomial has a root in C.CHAPTER 5. to z−a (which is again a polynomial by the division algorithm). 2 It is amusing that such an important algebraic result can be proved ‘purely analytically. we have shown that impossible.6 we have z p(z) ≥ 1 ad  zd+1 2 for all large z. 1 p(0) = 0. and 2 for all Theorem 5. Proof.’ There are proofs of the Fundamental Theorem of Algebra which do not use complex analysis. Hence. 1 The Fundamental Theorem of Algebra was ﬁrst proved by Gauß (in his doctoral dissertation). as we can apply the corollary. as far as we are aware. that is. using Proposition 4. plugging into (∗). p has no roots in R. . 2. (see also Exercise 11).8. 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. On the other hand. Example 5. Thus. Since p(z) has degree d its leading coeﬃcient ad is not zero. all proofs use some analysis (such as the intermediatevalue theorem).7 (Fundamental Theorem of Algebra1 ). p(z) = 0 for all z ∈ C. CONSEQUENCES OF CAUCHY’S THEOREM Proof. 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. The Fundamental Theorem of Algebra states that p must have one (in fact. 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. 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. The polynomial p(x) = 2x4 + 5x2 + 3 is such that all of its coeﬃcients are real. R is not algebraically closed. But. A compact reformulation of the Fundamental Theorem of Algebra is to say that C is algebraically closed. after getting a root a. which is Remarks. Notice that the value of the integral does not depend on R. 2 Suppose (by way of contradiction) that p does not have any roots. where d is the degree of p(z) and ad is the leading coeﬃcient of p(z). 4) roots in C: √ √ √ √ p(x) = (x2 + 1)(2x2 + 3) = (x + i)(x − i)( 2x + 3i)( 2x − 3i). etc. so we have 1 1 dz = lim .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 → ∞. although its statement had been assumed to be correct long before Gauß’s time.
stand. Gauß may well have known about it before Cauchy. It was published earlier by Cauchy. Given any w ∈ C.9 to deduce that f is constant. R The righthand side can be made arbitrary small. and hence.1 is the following.6.dcs. 4 This theorem is for historical reasons erroneously attributed to Liouville. z−i i+i 2i dz 1 = 2πi · = π. Note that we can choose any R because f is entire. 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) = = .1 with the circle CR of radius R centered at w. But f → 0 as z becomes large as a consequence of Lemma 5. which is close to Gauß’s original proof: Another proof of the fundamental theorem of algebra.4(d): dz 2 2 ≤ 2 · πR = z2 + 1 R R T 3 For more information about Joseph Liouville (1809–1882). f is constant. Let σ be the counterclockwise semicircle formed by the segment S of the real axis from −R to R. we compute an improper integral. Now we apply Proposition 4. which contradicts our assumptions. Corollary 5. followed by the circular arc T of radius R in the upper half plane from R to −R. that is. Suppose (by way of contradiction) that p does not have any roots. Then. This implies that f = 0.15. the func1 tion f (z) = p(z) is entire. p(z) = 0 for all z ∈ C. Example 5. because p is entire. Now apply Corollary 5.uk/∼history/Biographies/Liouville. CONSEQUENCES OF CAUCHY’S THEOREM A powerful consequence of (the ﬁrst half of) Theorem 5. . Every bounded entire function is constant. in fact. so we can bound the integral over T using Proposition 4.ac. Suppose f (z) ≤ M for all z ∈ C. First. f (w) = As an example of the usefulness of Liouville’s theorem we give another proof of the fundamental theorem of algebra. as we are allowed to make R as large as we want.6. +1 2i (∗∗) Since g(z) is holomorphic inside and on σ and i is inside σ. we apply Theorem 5. by Theorem 2. see http://wwwgroups.html. We shall integrate the function f (z) = 1 1/(z + i) g(z) 1 = = . 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 ≤ . f is also bounded (Exercise 10).CHAPTER 5.10. so we can take the limit as R → ∞. z 2 + 1 ≥ 1 z2 2 for large enough z by Lemma 5. Hence p is constant. As one more example of this theme of getting results from Cauchy’s formula by taking the limit as a path goes to inﬁnity.4 (d).9 (Liouville’s3 Theorem4 ). 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. 57 Proof. where R > 1. that is.
F : G → C. 2+1 2 −R 1 + t S z As R → ∞ this approaches an improper integral. an antiderivative of f is a function with F = f . if F is holomorphic on G and F (z) = f (z) for all z ∈ G. That is. and that antiderivatives provide easy ways to compute values of deﬁnite integrals. Thus. we need to think about integrals over arbitrary curves and 2dimensional regions. and ﬁx some basepoint z0 ∈ G. The diﬀerence between the real case and the complex case is that for the complex case. see Exercise 14. let γz denote a smooth curve in G from z0 to z. Then the function F (z) : G → C deﬁned by F (z) := γz f is holomorphic on G with F (z) = f (z). . −R ≤ t ≤ R. we can parameterize the integral over S using z = t. the interior of γ in C is also completely contained in G. t2 + 1 Of course this integral can be evaluated almost as easily using standard formulas from calculus. [The First Fundamental Theorem of Calculus] Suppose G ⊆ C is a simplyconnected region. To state the ﬁrst Fundamental Theorem. we need some topological deﬁnitions: Deﬁnition 5. Let f : G → C be a holomorphic function. Making these observations in the limit of the formula (∗∗) as R → ∞ now produces ∞ −∞ dt = π.11. In short. We have already seen that F (z) = z 2 is entire. obtaining R dz dt = . Let G be a region of C. Theorem 5. On the other hand.13. just a slight modiﬁcation of this example leads to an improper integral which is far beyond the scope of basic calculus. Just like in the real case.3 Antiderivatives We begin this section with a familiar deﬁnition from real calculus: Deﬁnition 5. for any simple closed curve γ ⊂ G.14. there are complex versions of the Fundamental Theorems of Calculus. For any functions f. However. Example 5. CONSEQUENCES OF CAUCHY’S THEOREM 58 and this has limit 0 as R → ∞.CHAPTER 5. the Fundamental Theorems of Calculus makes a number of important claims: that continuous functions are integrable. and has derivative f (z) = 2z. For each point z ∈ G. 5.12. F is an antiderivative of f on any region G. Loosely. their antiderivatives are continuous and diﬀerentiable. A region G ⊂ C is simply connected if every simply closed curve in G is Gcontractible. simply connected means G has no ‘holes’. then F is an antiderivative of f on G. also known as a primitive of f on G.
Exercise 15. CONSEQUENCES OF CAUCHY’S THEOREM In short. Let γ ⊂ G be a smooth curve with parametrization γ(t).14: we will not really need the fact that every closed curve in G is contractible. Thus. we ﬁx an a ∈ G and deﬁne F (z) = γz f.dcs. Actually. and exactly as in Exercise 15 we can show that F is a primitive for f in G. we may go ‘in the other direction’ from Corollary 5. etc. Because the primitive F of a function f on a region G is by deﬁnition diﬀerentiable on G. Corollary 5. see http://wwwgroups. The assumptions that G is simply connected and f is holomorphic are both unnecessary.2: Corollary 5.14. Corollary 5. If f is diﬀerentiable in the region G then f is inﬁnitely integrable in G. [The Second Fundamental Theorem of Calculus] Suppose G ⊆ C is a simply connected region. which also has a primitive. Then G(γ(b)) − G(γ(a)) = F (γ(b)) − F (γ(a)) = γ f. this is a welldeﬁned function because all closed paths give a zero integral for f . Because F is holomorphic on G.7. As in the proof of Theorem 5. we have that F (z) = G (z) for z ∈ G. every holomorphic function on a simplyconnected region has a primitive. For any other antiderivative G of f . then f = F (γ(b)) − F (γ(a)) . There are many interesting consequences of the Fundamental Theorems. If f : G → C is holomorphic on G and F is any primitive of f on G. . γ Remarks. more is true. Proof.16. 1.2 gives that f is also holomorphic on G. Thus. Proof.CHAPTER 5. We begin with two consequences of the First Fundamental Theorem. Proof.ac. so the function H(z) := F (z) − G(z) is holomorphic with derivative 0. The antiderivative F prescribed by the First Fundamental Theorem of Calculus satisﬁes the desired equation by deﬁnition.html.15. 59 Theorem 5. the primitive F itself has a primitive on G. G(z) = F (z) + c for some constant c ∈ C.uk/∼history/Biographies/Morera.stand. We leave this to the exercises. Then f is holomorphic in G.17 (Morera’s5 Theorem). as desired. 5 For more information about Giancinto Morera (1856–1907). a ≤ t ≤ b. just that every closed curve gives a zero integral for f . where γz is any smooth curve in G from a to z. Suppose f is continuous in the region G and f =0 γ for all smooth closed paths γ ⊂ G. This fact can be exploited to give a sort of converse statement to Corollary 4. which also has a primitive. As above. so is constant. Another consequence comes from the proof of Theorem 5.
1 . it also says that the function z 2 does not have an antiderivative in. 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. oriented counterclockwise: (a) Log(z − 4i). for example.1. 3. 1 (z 2 + 2 )2 exp z . (z − πi)2 sin(2z) dz. γ is a smooth closed curve in G. (z − π)3 2. and f is holomorphic on G and has an antiderivative on G. (b) (c) (d) (e) (f) (g) (h) 1 z− 1 2 . If f is holomorphic on G. and independent of the path γ ⊂ G between γ(a) and γ(b). where (z−w)2 w is any ﬁxed complex number with w = 3. z z−3 . the region {z ∈ C : z < 2}. we say γ f is pathindependent.18.2 shows that a pathindependent integral is quite special. γ Exercises 1. then an antiderivative of f exists on G. Then f = 0. CONSEQUENCES OF CAUCHY’S THEOREM We now mention two interesting corollaries of the Second Fundamental Theorem. Corollary 5. γ(a) = γ(b)). γ 60 f is If f is holomorphic on G. i sin z . we immediately get the following nice consequence (which also follows from Cauchy’s Integral Formula). Prove the formula for f in Theorem 5. Compute the following integrals. Example 4. z 2 −4 exp z . (Actually.CHAPTER 5. Corollary 5. (z − π)2 ez cos(z) dz. z3 ez dz. Suppose G ⊆ C is open. z3 cos z 2 . . where C is the boundary of the square with corners at ±4 ± 4i: (a) C (b) C (c) C (d) C ez dz. Integrate the following functions over the circle z = 3.19.
8. Compute z=1 appropriate. π 2 (b) γ2 ≤t≤ 3π 2 .CHAPTER 5. γ 6. (b) Show that eiz ≤ 1 for z in the upper half plane. 2 2 z i dz where γ2 (t) = eit . (How does this 9. where j1 + · · · + jk = n. Evaluate for an arbitrary integer p. . (c) Show that limR→∞ T 2 z2 for z F (z) dz = 0. 10. z2 .) 13. Show that a polynomial of odd degree with real coeﬃcients must have a real zero. 12. (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. 14. (Hint: Exercise 20b in Chapter 1. Let p be a polynomial of degree n > 0. 5. . CONSEQUENCES OF CAUCHY’S THEOREM (i) 1 . (z+4)(z 2 +1) dz zp 61 4. that −∞ cos(t) dx = π . zk and positive integers j1 . Prove that there exist complex numbers c. Is f bounded for z ≤ R?) 11. . Show that exp(sin z) has an antiderivative on C. followed by the circular arc T of radius R in the upper half plane from R to −R. Find a (maximal size) set on which f (z) = exp compare with the real function f (x) = e1/x ?) 1 z has an antiderivative. z1 . 7. by using the change of variables w = 1 z when e2z dz z=3 (z−1)2 (z−2) . Compute the following integrals. . Modify the example at the end of Section 5. Suppose f is entire and there exist constants a. use the principal value of z i . jk such that p(z) = c (z − z1 )j1 (z − z2 )j2 · · · (z − zk )jk .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. and conclude that F (z) ≤ large enough. . Prove that z exp z 2 dz = 0 for any closed curve γ. b such that f (z) ≤ az + b for all z ∈ C. Suppose f is continuous on C and limz→∞ f (z) = 0. (Hint: one of these integrals is considerably easier than the other. . e (d) Conclude. Prove that f is a linear polynomial (that is. by parameterizing the integral over S in terms of t and just considering the ∞ real part. Show that f is bounded.) (a) γ1 z i dz where γ1 (t) = eit . and hence limR→∞ S F (z) dz = π . . . In this problem F (z) = eiz z 2 +1 and R > 1. e t2 +1 . of degree ≤ 1). − π ≤ t ≤ π .
62 (a) Use Cauchy’s Theorem to show that. .CHAPTER 5. z ∈ G such that the straight line γ connecting z to z is contained in G. for a given z ∈ G. ∆z (d) Conclude that F (z) = f (z). as follows. the value of F (z) is independent of the choice of γz . > 0. Again using Cauchy’s Theorem. CONSEQUENCES OF CAUCHY’S THEOREM 15. Prove Theorem 5. show that F (z ) − F (z) = γ f.14. (b) Fix z. 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) < .
The proof that v satisﬁes the Laplace equation is completely analogous.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. Recall from Section 2. By Theorem 2. f is inﬁnitely diﬀerentiable.13. Hadamard 6. There are (at least) two reasons why harmonic functions are part of the study of complex analysis.2. Then u and v are harmonic in G. Suppose f = u + iv is holomorphic in the region G. see http://wwwgroups. In particular.stand.dcs.3 the deﬁnition of a harmonic function: Deﬁnition 6. and they can be found in the next two theorems.uk/∼history/Biographies/Laplace. First. by Corollary 5. and hence so are u and v. Let G ⊆ C be a region. The main motivation for studying them is that the partial diﬀerential equation they satisfy is very common in the physical sciences.Chapter 6 Harmonic Functions The shortest route between two truths in the real domain passes through the complex domain.1. 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. Hence uxx + uyy = (ux )x + (uy )y = (vy )x + (−vx )y = vyx − vxy = 0 in G. 1 For more information about PierreSimon Laplace (1749–1827). 63 .ac. Proof.html. u and v satisfy the Cauchy–Riemann equations ux = vy and uy = −vx in G. Note that in the last step we used the fact that v has continuous second partials. u and v have continuous second partials. Proposition 6.2. J.
To prove that g is holomorphic. and u = a + c. again using Theorem 2. as promised. Now that we know that g is holomorphic in G. Proof. y) = a(x. functions which are harmonic in a region G but not the real part (say) of an holomorphic function in G (Exercise 3).2 if we restrict ourselves to simply connected regions. they satisfy the Cauchy–Riemann equations: (Re g)x = uxx = −uyy = (Im g)y and (Re g)y = uxy = uyx = − (Im g)x . comparing the imaginary parts of g and h yields −uy = −ay or u(x. which one might appreciate better when looking back at the simple deﬁnition of harmonic functions. Re g = ux and Im g = −uy have continuous partials. we can use Theorem 5. HARMONIC FUNCTIONS 64 Proposition 6. it should not be surprising that the function g which we ﬁrst constructed is the derivative of the soughtafter function f .2 shouts for a converse theorem. Remark.) 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. It is. On the other hand.13 such a function f = u + iv must satisfy f = ux + ivx = ux − iuy . Then there exists a harmonic function v such that f = u + iv is holomorphic in G.13. In hindsight. let g = ux − iuy . Theorem 6. (The second equation follows with the Cauchy–Riemann equations. the following theorem might appear not too surprising. But then f =h−c is a function holomorphic in G whose real part is u. (The second equation follows with the Cauchy–Riemann equations. which will be almost the function f that we’re after. again because u is harmonic.) But the real part of g is ux . As one might imagine. however. a very strong result.3. First. Remark.) Suppose we decompose h into its real and imaginary parts as h = a + ib. Hence c has to be constant. . g = h = ax + ibx = ax − iay .CHAPTER 6. We do obtain a converse of Proposition 6. however. y) + c(y) for some function c which only depends on y. There are. Then. (Note that for the application of this theorem we need the fact that G is simply connected. Moreover. Namely.13: ﬁrst because u is harmonic. the two theorems we’ve just proved allow for a powerful interplay between harmonic and holomorphic functions.14 to obtain a primitive h of g on G. by Theorem 2. In that spirit. and then to construct an antiderivative of g. we use Theorem 2. so that we obtain ux = ax or u(x. y) + c(x). y) = a(x. The plan is to prove that g is holomorphic. and c depends only on x. Suppose u is harmonic on the simply connected region G. We will explicitly construct the holomorphic function f (and thus v = Im f ). The function v is called a harmonic conjugate of u.
2. Theorem 4. then it does not have a strong relative maximum or minimum in G.10. Suppose u is harmonic in the region G. D is simply connected.5 states that harmonic functions have the meanvalue property. If u is harmonic in the region G. so by Theorem 6. Then there is a disk in G centered at w containing a point z0 with u(z0 ) < u(w). 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. there exists a function f holomorphic in D such that u = Re f on D.2 MeanValue and Maximum/Minimum Principle The following identity is the harmonic analog of Cauchy’s integral formula. Proof.4.6. Assume (by way of contradiction) that w is a strong local maximum of u in G.12 to f : f (w) = 1 2π 2π f w + reit dt . Remark. and {z ∈ C : z − w ≤ r} ⊂ G. This f might very well diﬀer from one disk to the next.3 there is a function f holomorphic on D such that u = Re f on D. 0 . f is inﬁnitely diﬀerentiable on D. 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. 0 Proof. The following result is a fairly straightforward consequence of this property. 0 The statement follows by taking the real part on both sides. Theorem 6. we showed that u is inﬁnitely diﬀerentiable at z0 . The disk D = {z ∈ C : z − w ≤ r} is simply connected. 6. and hence so is its real part u. 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. Because z0 ∈ D.5. Proof. Theorem 6. HARMONIC FUNCTIONS Corollary 6.CHAPTER 6. Fix z0 ∈ G and r > 0 such that the disk D = {z ∈ C : z − z0  < r} 65 is contained in G. so by the last theorem. we apply Theorem 6. Theorem 6. Then u(w) = 1 2π 2π u w + reit dt . Suppose u is harmonic in G. we proved the statement. Now we apply Corollary 4. The deﬁnition of a strong relative minimum is completely analogous. By Corollary 5. A harmonic function is inﬁnitely diﬀerentiable. Suppose z0 − w = r.5 with this r: u(w) = 1 2π 2π u w + reit dt . and because z0 was chosen arbitrarily.
We will see in Corollary 8.11 says that if u is harmonic in the region G. Hence u(w) < 1 2π t0 t1 2π u(w) dt + 0 t0 u(w) dt + t1 u(w) dt = u(w) . Corollary 8. then it does not have a weak relative maximum or minimum in G. a contradiction. for the middle integral we get a strict inequality. such that u w + reit < u(w). which we just showed cannot exist. Corollary 6.1: Proof of Theorem 6. Corollary 8. To make this into a thorough argument. .6. Suppose u is harmonic in the closure of the bounded region G.7. Because u(z0 ) < u(w) and u is continuous.11 a variation of this theorem for a weak relative maximum w. The same argument works if we assume that u has a relative minimum. this cannot hold. HARMONIC FUNCTIONS 66 Figure 6. there is a whole interval of parameters.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) . because some of the function values we’re integrating are smaller than u(w). 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. contradicting the meanvalue property. Intuitively. suppose that z0 = w + reit0 for 0 ≤ t0 < 2π. 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). A look into the (not so distant) future. A special yet important case of the above maximum/minimum principle is obtained when considering bounded regions. If u is zero on ∂G then u is zero in G. say t0 ≤ t < t1 . z∈G z∈∂G (Here ∂G denotes the boundary of 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).) We’ll exploit this fact in the next two corollaries.CHAPTER 6.
dcs. 2.ac. Suppose u and v are harmonic in G ∪ ∂G and they agree on ∂G. 3.stand. All of this is beyond the scope of these notes. HARMONIC FUNCTIONS Proof. for other regions one needs to ﬁnd a conformal map to the unit disk. however. 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). Then u − v is also harmonic in G ∪ ∂G (Exercise 2) and u − v is zero on ∂G.html. and c ∈ R. Exercises 1. One should remark. 3 For more information about Sim´on Denis Poisson (1781–1840). y) = ex sin y. y) = ln x2 + y 2 . Proof. (a) Show that u is harmonic in C \ {0}. Let u(x.stand. The last corollary states that if we know a harmonic function on the boundary of some region then we know it inside the region. Corollary 6.uk/∼history/Biographies/Poisson. see http://wwwgroups. Prove that u + cv is also harmonic.CHAPTER 6. 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 Dirichlet2 problem and has a solution for all simplyconnected regions. 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 . Suppose u and v are harmonic. Consider u(z) = u(x. Show that all partial derivatives of a harmonic function are harmonic. 2 .ac. If two harmonic functions agree on the boundary of a bounded region then they agree in the region. 4. Now apply the previous corollary. we just remark that Corollary 6. 5.uk/∼history/Biographies/Dirichlet. (b) Prove that u is not the real part of a function which is holomorphic in C \ {0}. see e http://wwwgroups.8 says that the solution to the Dirichlet problem is unique.8.html.dcs. z∈G z∈∂G z∈∂G so u has to be zero in G. (a) Show that u is harmonic on C. (b) Find an entire function f such that Re(f ) = u. There is a fairly simple formula (involving the socalled Poisson3 kernel ) if the region in question is a disk.
in in in 1 1 −0 = = = ≤ < . there is an integer N such that for all n ≥ N .1 Sequences and Completeness As in the real case (and there will be no surprises in this chapter of the nature ‘real versus complex’).1.1. Suppose (an ) is a sequence and a ∈ C such that for all > 0.2. limn→∞ in n = 0: Given > 0. The notion of convergence of a sequence n=1 is based on the following sibling of Deﬁnition 2. Its values are usually denoted by an (as opposed to. Example 7. choose = 1/2. choose n ≥ N such that an = 1. in symbols lim an = a .Chapter 7 Power Series It is a pain to think about convergence but sometimes you really have to. (This is always possible since a4k+2 = i4k+2 = −1 for any k ≥ 0. (This is always possible since a4k = i4k = 1 for any k > 0. Deﬁnition 7. Then the sequence (an ) is convergent and a is its limit. We consider two cases: If Re a ≥ 0. we have an − a < . a (complex) sequence is a function from the positive (sometimes the nonnegative) integers to the complex numbers. (an )n≥1 .) Then a − an  = a + 1 ≥ 1 > 1 . n→∞ If no such a exists then the sequence (an ) is divergent. 2 If Re a < 0.3. say. 2 . a(n)) and we commonly denote the sequence by (an )∞ . choose N > 1/ . choose n ≥ N such that an = −1. The sequence (an = in ) diverges: Given a ∈ C. or simply (an ). Then for any n ≥ N . Sinai Robins 7.) Then a − an  = a − 1 ≥ 1 > 68 1 . then for any N . n n n n N Example 7. then for any N .
In this sense we can use the sequence to deﬁne a real number. Any bounded monotone sequence converges. n→∞ n→∞ n→∞ (c) limn→∞ an = lim n→∞ limn→∞ bn an bn . if f is continuous at a then lim f (an ) = f (a) if lim an = a . We say a metric space X (which for us means Z.4. Let (an ) and (bn ) be convergent sequences and c ∈ C. in many cases.7 (Archimedean Property). However. R. completeness means Cauchy sequences are guaranteed to converge. there is some a ∈ X such that limn→∞ an = a. each of Z. For example. or C) is complete if. including: Axiom (Monotone Sequence Property).6. and C is complete. although it is often listed as a separate axiom: Theorem 7. We will assume that the reals are complete as an axiom. determine that a sequence converges without knowing the value of the limit. Q. using the laws of limits. the sequence converges because it is decreasing and bounded below by 0. In other words. Example 7.4. Moreover. A Cauchy sequence is a sequence (an ) such that n→∞ lim an+1 − an  = 0. n→∞ n→∞ where we require that an be in the domain of f . POWER SERIES The following limit laws are the relatives of the identities stated in Lemma 2. . (a) lim an + c lim bn = lim (an + c bn ) .CHAPTER 7. If 0 ≤ r < 1 then limn→∞ rn = 0: First. If the limit is L then. for any Cauchy sequence (an ) in X. There are many equivalent ways of formulating the completeness property for the reals. Lemma 7. Deﬁnition 7. In the quotient law we have to make sure we do not divide by zero.5. Remember that a sequence is monotone if it is either nondecreasing (xn+1 ≥ xn ) or nonincreasing (xn+1 ≤ xn ). It is the completeness of the reals that allows us to know sequences converge without knowing their limits. n→∞ n→∞ n→∞ 69 (b) lim an · lim bn = lim (an · bn ) . which is not a rational number. we get L = limn→∞ rn = limn→∞ rn+1 = r limn→∞ rn = rL. From L = rL we get (1 − r)L = 0. If x is any real number than there is an integer N which is greater than x. R. The most important property of the real number system is that we can. the rational numbers are not complete: we can take a Cauchy sequence of rational numbers getting √ arbitrarily close to 2. so L = 0 since 1 − r = 0 The following is a consequence of the monotone sequence property.
an n! = 0.2. by treating n as the variable). For a proof see Exercise 4. for any n≥N n > 0 we have to ﬁnd an N such that for all bk − a < .8. so we should mention them here explicitly. b ∈ C. . If we wanted to be lazy we would for convergence of a series simply refer to convergence of the partial sums of the series. The an = n bk (or an = n bk ) are the partial k=0 k=1 sums of the series. we just deﬁned series through sequences.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. Lemma 7. we usually express its limit as a = ∞ k=1 bk or a = k≥1 bk . limn→∞ p(n) = 0. 7.2 Series A series is a sequence (an ) whose members are of the form an = n bk (or an = n bk ). We close this discussion of limits with a pair of standard limits. k=1 In the case of a convergent series. The ﬁrst of these can be established by calculus methods (like L’Hospital’s rule.CHAPTER 7. However. while the monotone sequence property shows that any such inﬁnite decimal expansion actually converges to a real number. Example 7.9. POWER SERIES 70 This essentially says that there are no inﬁnities in the reals. n+1 1− A series where most of the terms cancel like this is called a telescoping series. after all. both of them can be proved by more elementary considerations. k=1 To express this in terms of Deﬁnition 7. there are some convergence features which take on special appearances for series. a series converges to the limit (or sum) a by deﬁnition if n n→∞ lim an = lim n→∞ bk = a . Notice that this was already used in Example 7. It is interesting to see that the Archimedean principle underlies the construction of an inﬁnite decimal expansion for any real number. bn (b) Factorials beat exponentials: for any a ∈ R. For starters. limn→∞ Note this lemma also works for a. (a) Exponentials beat polynomials: for any polynomial p(n) and any b ∈ R with b > 1. here k=0 k=1 (bk ) is the sequence of terms of the series.
k k k Similarly. If a series converges absolutely then it converges. then we have L=1+ = > = = 1 1 1 + + + . The partial sums of a series form a nondecreasing sequence if the terms of the series are nonnegative.10 to say: ∞ bk converges in the reals if and only if it is ﬁnite. and this observation immediately yields: Lemma 7.. There is one notion of convergence that’s special to series: we say that k≥1 ck converges absolutely if k≥1 ck  < ∞. or 0 if k ck < 0.. If bk are nonnegative real numbers then sums are bounded.. But then k≥1 ck converges to A + iB.. write ck = ak +ibk where ak and bk are real. A common mistake is to try to use the converse of this result. By what we just proved.10.. we need a proof: Theorem 7. POWER SERIES 71 Most of the time we need to use the completeness property to check convergence of a series... both k≥1 ak and k≥1 bk converge to real numbers. Then k≥1 ak  ≤ k≥1 ck  < ∞ and k≥1 bk  ≤ k≥1 ck  < ∞. or 0 if ck > 0. and both of these sequences have the same limit.. But now we have L > L. 2 3 4 1 1 1 1 1 1 + + + . + 1 + + + + . Be careful: We are deﬁning the phrase “converges absolutely... In case ck is complex. + + + + . If an is the nth partial sum of the series k≥1 bk then an = an−1 + bn . 2 2 1 1 Here the inequality comes from k > k+1 applied to each term in the ﬁrst sum in parentheses. A and B. and it is fortunate that the monotone sequence property has a very convenient translation into the language of series of real numbers. + + + + . Proof. ∞ 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.13. say. Then c+ ≥ 0 and k≥1 c+ ≤ k≥1 ck  < ∞ so k≥1 c+ converges. If k≥1 bk converges then limn→∞ bn = 0. Deﬁne c+ to be ck if ck ≥ 0. say to L. let P be its limit.. k=1 We have already used the simple fact that convergence of a sequence (an ) is equivalent to the convergence of (an−1 ).11. 3 5 2 4 6 1 1 1 1 1 1 + + + .. Since ck = c+ − c− we see that k≥1 ck converges to k k k P − N.. 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.. which is impossible. From this we conclude: Lemma 7. Using this terminology. so we can write ∞ bk = ∞. . let N be its limit. First consider the case when the terms ck are real. Then c− ≥ 0 and k≥1 c− ≤ k≥1 ck  < ∞ k k k so k≥1 c− converges.12. 2 4 6 2 4 6 1 1 1 1 1 1 1 1 1 + + + + . k=1 we can rephrase Lemma 7.” but this deﬁnition does not say anything about convergence of the series k≥1 ck . but the converse is false: 1 Example 7. deﬁne c− to be −ck if ck ≤ 0. 2 2 3 4 2 2 3 4 1 1 L + L = L.
” Some variants of the comparison test will appear when we look at power series. so the general term satisﬁes 1 1 1 1 − = ≤ . Suppose (fn ) and f are functions deﬁned on G ⊆ C. To see that it does converge. 7.3 Sequences and Series of Functions The fun starts when one studies sequences (fn ) of functions fn . there is a small detail to be checked here. For the rest of this book we shall be concerned almost exclusively with series which converge absolutely. (fn ). We have already used the technique of comparing a series to a series which is known to converge. k + 1] is bounded between f (k) and f (k + 1). but the converse is false: Example 7. Example 7.9.. according to the previous example. k 2 3 4 5 6 = 1− 1 2 + 1 1 − 3 4 + 1 1 − 5 6 + . If a sequence of functions. POWER SERIES 72 Another common mistake is to try to use the converse of this result. Suppose f is a nonincreasing... 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 . converges at all z in some subset G ⊆ C then we say that (fn ) converges pointwise on G. and the inequality persists in the limit.14.. ∞). Deﬁnition 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. We say that such a sequence converges at z0 if the sequence (of complex numbers) (fn (z0 )) converges.15 (Integral Test).17. but this notion of convergence does not really catch the spirit of the function as a whole. 2k − 1 2k 2k(2k − 1) k(k + 1) so the series converges by comparison with the telescoping series of Example 7. > 0 there is an . So far nothing new. since we are eﬀectively ignoring half the partial sums of the original series. One handy test is the following: Lemma 7. rewrite it as follows: (−1)k+1 1 1 1 1 1 = 1 − + − + − + .) The reader can verify the inequality 2k(2k−1) ≥ k(k + 1) for k > 1. positive function deﬁned on [1. k+1 k≥1 (Technically. Hence checking convergence of a series is usually a matter of verifying that a series of nonnegative reals is ﬁnite. this is often called a “comparison test.CHAPTER 7.16. The alternating harmonic series k≥1 (−1) converges. 1 k≥1 kp converges if p > 1 and diverges if p ≤ 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. See Exercise 13. but not absolutely: This k series does not converge absolutely.
however. given there is an N such that for all z ∈ G and all n ≥ N fn (z) − f (z) < 3 . . . > 0.19. . By uniform convergence.18. Let z0 ∈ G. f is continuous at z0 . namely ∀ denoting “for all” and ∃ denoting “there is. 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 ) < . we will prove that f is continuous at z0 . Then n→∞ γ lim fn = γ f. in the second case we need to ﬁnd an N which works for all z ∈ G. we can ask about integration of series of functions. This means that given (the same) δ > 0 such that whenever z − z0  < δ we have fn (z) − fn (z0 ) < 3 . Once we know the above result about continuity. The next theorem should come as no surprise. No big deal—we only exchanged two of the quantiﬁers. its consequences (which we will only see in the next chapter) are wide ranging. And this can make all the diﬀerence . 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. N may well depend on z. z→z0 n→∞ We will need similar interchanges of limits constantly. Then f is continuous on G. there is a > 0. 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) . In the ﬁrst case. Proposition 7. Suppose fn are continuous on the smooth curve γ and converge uniformly on γ to f . 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. that is.CHAPTER 7. whereas uniform convergence on G translates into (∀ > 0) (∃ N : (∀ z ∈ G) n ≥ N ⇒ fn (z) − f (z) < ) . Proposition 7.” Pointwise convergence on G means (∀ > 0) (∀ z ∈ G) (∃ N : n ≥ N ⇒ fn (z) − f (z) < ) . Proof.
Then k≥1 fk converges absolutely and uniformly in G. If a sequence gn converges to a function g then we can usually apply these tests to fn = g − gn .20. we give two practical tests: one arguing for uniformity and the other against. call the limit f (z). For example. ¯ For example. 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. z n  ≤ rn if z is in the closed disk Dr (0). 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) . We end this section by noting that everything we’ve developed here could have been done in greater generality . Proof. which does converge to 0.22. To see that fn converges uniformly to f . For each ﬁxed z we have k≥1 fk (z) ≤ k≥1 Mk < ∞. Here we also have a notion of absolute convergence (which can be combined with uniform convergence). so k≥1 fk (z) converges. 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. . Since uniform convergence is often of critical importance. Then z < 1 if z is in G. z∈γ But fn → f uniformly on γ. However. Proposition 7. Lemma 7. They are formulated for sequences that converge to 0. There is an important result about series of functions. This is most often used to prove nonuniform convergence. and rn → 0 if r < 1. for functions from Rn or Cn to Rm or Cm . This deﬁnes a function f on G. Suppose (fk ) are continuous on the region G. and we can make maxz∈γ fn (z) − f (z) as small as we like. let 1 zn = exp(− n ). for any z in G. and k≥1 Mk converges. Since k≥1 Mk converges there is N so that ∞ n Mk = k>n k=1 Mk − k=1 Mk < for all n > N .for instance. let fn (z) = z n and let G be the open unit disk D1 (0). often called the Weierstraß M test. All of these notions for sequences of functions go verbatim for series of functions.4(d). and so z n → 0. Then zn is in G but fn (zn ) = e−1 so fn (zn ) does not converge to 0. fk (z) ≤ Mk for all z ∈ G. suppose > 0. so z n → 0 uniformly ¯ in Dr (0) if r < 1. Lemma 7.CHAPTER 7. Therefore z n does not converge uniformly to 0 on D1 (0). Then.21. By Proposition 4. so zn → 0. POWER SERIES Proof.
(If R = ∞ then DR (z0 ) is the entire complex plane. k≥0 The fundamental example of a power series is the geometric series.25. k≥0 ck (z − z0 )k does The open disk DR (z0 ) in which the power series converges absolutely is the region of convergence. Proof. which follows by n z k = lim k≥0 n→∞ z k = lim k=0 1 − z n+1 1 = . While we’re at it.) By way of Proposition 7. We will use Proposition 7. Corollary 7. the geometric series converges absolutely and uniformly on any set of the form {z ∈ C : z ≤ r} with r < 1. we have absolute convergence for z < 1. Suppose the power series k≥0 ck (z − z0 )k has radius of convergence R. . Deﬁnition 7. Theorem 7. k Lemma 7. Then the series represents a function which is continuous on DR (z0 ).22 with fk (z) = z k and Mk = rk . (b) If z − z0  > R then the sequence of terms ck (z − z0 )k is unbounded.CHAPTER 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 = . The convergence is uniform on any set of the form { z ∈ C : z ≤ r } for any r < 1. this theorem immediately implies the following.19 implies for power series. By this we mean that R is a nonnegative real number.18. or ∞.26. 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.4 Region of Convergence For the remainder of this chapter (indeed. 1−r k=0 whose limit as n → ∞ exists because r < 1.24. for which all ck = 1. The geometric series k≥0 z converges absolutely for z < 1 to the function 1/(1 − z). and if R = 0 then DR (z0 ) is the empty set. by Proposition 7. It remains to show that for those z the limit function is 1/(1 − z). Any power series k≥0 ck (z − z0 )k has a radius of convergence R.23. A power series centered at z0 is a series of functions of the form ck (z − z0 )k . so not converge. Hence. Hence the uniform convergence on D of the geometric series will follow if we can show that k≥0 rk converges. POWER SERIES 75 7. and let D = { z ∈ C : z ≤ r }. we might as well state what Proposition 7.22. these lecture notes) we concentrate on some very special series of functions. satisfying the following. Fix an r < 1. Since r can be chosen arbitrarily close to 1. ¯ (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 .
so ck  rk ≤ M for some constant M . (∗∗) If t ∈ D and r > t then r ∈ D. It is immediate from (∗) or (∗∗) that a0 < b0 . in either case. contradicting the assumption that t is in D.27. and uniform and absolute convergence on Dr (z0 ) follows from the Weierstraß M test. Proof of Theorem 7. and k≥0 ck (z − z0 )k diverges on the complement of Dr (z0 ) . and these limits are the same since limn→∞ (bn − an ) = limn→∞ (b0 − a0 )/2n = 0. Note that. assume that ck rk is bounded. 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 . which converges since 0 ≤ r < t. and these sets are disjoint. We repeat this procedure to deﬁne a2 and b2 within the interval [a1 . If 0 < r < R then r < an for all suﬃciently large n.that is.25. (∗ ∗ ∗) There is an extended real number R. Suppose the power series a smooth curve in DR (z0 ). In particular. Notice that R = 0 works if C is empty. Clearly every positive real number is in either C or D. If m0 lies in C then we deﬁne a1 = m0 and b1 = b0 . but if m0 lies in D then we deﬁne a1 = a0 and b1 = m0 . satisfying 0 ≤ R ≤ ∞. This shows that r ∈ C. so that 0 < r < R implies r ∈ C and R < r < ∞ implies r ∈ D. and deﬁne D to be the set of positive real numbers for which it diverges. b1 ]. and so on. (∗) If t ∈ C and r < t then r ∈ C.CHAPTER 7. Deﬁne C to be the set of positive real numbers for which the series k≥0 ck tk converges. and so ¯ 0 ≤ r/t < 1. shows that k k≥0 ck t converges. Summarizing. we have a0 ≤ a1 < b1 ≤ b0 . so r is in C by (∗). a1 is in C. in fact. so ck  tk ≤ M for some constant M . Moreover. if γ is closed then γ (z − z0 )k dz = 0. and R = ∞ works if D is empty. but interchanging r and t. for z − z0  ≥ r. 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. since an converges to R. We deﬁne R to be this limit. note that k≥0 ck tk converges so ck tk → 0 as k → ∞. b0 ]. To prove this. let m0 be the midpoint of the segment [a0 . First. But now exactly the same argument as in (∗). POWER SERIES Corollary 7. 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 < ∞. and k≥0 ck (z − z0 )k converges absolutely and uniformly ¯ on Dr (z0 ). ¯ this sequence is bounded. 1 − r/t At the last step we recognized the geometric series. a1 and b1 are closer together than a0 and b0 . We shall deﬁne sequences an in C and bn in D which “zero in” on R. an ∈ C bn ∈ D . In particular. To prove this. b1 − a1 = (b0 − a0 )/2. and b1 is in D. First we establish three facts about these sets. so we assume neither is empty and we start with a0 in C and b0 in D. so m0 = (a0 + b0 )/2.
Similarly. Example 7. the power series converges absolutely for all x.28. 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. Consider the function f (z) = exp(z). To see that f (z) = g(z). That absolute convergence is both necessary and suﬃcient for rearrangement is left as an exercise. so g(z) = f (z) as desired.25 follows from (∗). or multiply power series by polynomials.CHAPTER 7. we see c = 1. Thus. We have seen that we may diﬀerentiate and integrate power series. We may add constants and polynomials to power series. which reduces the calculation of the radius of convergence to examining the limiting behavior of the terms of the series. Thus R veriﬁes the statement (∗ ∗ ∗). The question still remains whether f (z) = g(z) or not. g(z) has the correct derivative. There are many operations we may perform on series. POWER SERIES 77 On the other hand. ﬁrst assume r < R and choose t so that r < t < R. the ”disk of radius inﬁnity” about the origin (the center of the series). You may recall from calculus that the realk deﬁned. so part (b) of 7. complexvalued f (z). so r is in D by (∗∗).28 says anything about convergence on the circle z − z0  = R . 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. if r = z − z0  > R then choose t so that R < t < r. .29. Corollary 7.25 nor Corollary 7. we may multiply power series together on their common region of convergence. Then t ∈ D by (∗ ∗ ∗). The region of convergence is all of C. k! Thus. We leave it as an exercise to determine a formula for multiplying power series together. a similar k! expression holds for the complexdeﬁned. realvalued function ex has an expansion as the power series k≥0 x . so part (a) of 7. if R < r then bn < r for all suﬃciently large n. Warning: Neither Theorem 7. We may rearrange the terms of a series in the case that the series converges absolutely. Then k≥0 k≥0 k≥1 k≥0 xk = g(z). as the next example demonstrates. To prove Theorem 7. We may also multiply series by constants. In fact.25. We use the Ratio Test to determine the radius of convergence. Since xk+1 k! x x = = · →0 (k + 1)! xk k+1 k+1 as k → ∞. ck  rk → 0 for 0 ≤ r < R but ck  rk is unbounded for r > R.25 follows from (∗∗). Then t ∈ C by (∗ ∗ ∗). In fact. The radius of convergence is R = ∞. Let g(z) = g (z) = d dz zk = k! d xk = dz k! xk−1 = (k − 1)! xk k≥0 k! . dz g(z) This means that f (z) = f (−z)g(z) = c for some constant c ∈ C. Evaluating at z = 0. It is worth mentioning the following corollary. f (z) exp(z) Thus. ﬁrst note that 1 1 = = exp(−z) = f (−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. Exercises 1. (b) (−1)n n . (c) cos n.CHAPTER 7. We can use the power series expansion for exp(z) to ﬁnd a power series expansion of the trigonometric functions. POWER SERIES 78 Example 7. (d) 2 − (e) sin 2.. If the sequence converges.. in2 . consider f (z) = sin(z). prove convergence/divergence. For instance. (a) an = eiπn/4 . ﬁnd the limit.30. 2n2 +1 1 n . For each of the sequences. (a) (b) (c) k≥1 k≥1 n k≥1 1+i √ 3 n i 1+2i √ 5 n n . 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..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 + − + . Determine whether each of the following series converges or diverges.
Discuss pointwise and uniform convergence for the following sequences (a) (nz n ) . Use the fact that R is complete to prove that C is complete.) to k12 . Prove Lemma 7. Suppose an ≤ bn ≤ cn for all n and limn→∞ an = L = limn→∞ cn . Moreover. Prove Lemma 7. Prove that the series k≥1 bk converges if and only if limn→∞ 1 2k ∞ k=n bk = 0. Suppose that the terms cn converge to zero. Prove that Z is complete. Prove that limn→∞ bn = L. Also. 5.4. State and prove a similar theorem for series. 18. 4. Prove Lemma 7. for z = 1. lim an  = 0. Derive the Archimedean Property from the monotone sequence property.8. One way to do this is to write k 2 so that you get a telescoping series. 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 . Discuss the convergence of 17.CHAPTER 7.20. (b) lim an = 0 n→∞ n→∞ 6. 14. 7. 1 1+nz . Show that the limit of a convergent sequence is unique. . (a) Show that k≥1 21 = 1. (b) (c) zn n for n > 0. 19. 9. (Hint: compare the general term to converges. Find sup Re e2πit : t ∈ Q \ Z . if the two series converge then they have the same k=0 limit. and show that ∞ cn converges if and only if n=0 ∞ (c2k + c2k+1 ) converges. Prove: (a) lim an = a n→∞ =⇒ ⇐⇒ n→∞ lim an  = a. 13. Prove Lemma 7. 11. give an example where cn does not converge to 0 and one series diverges while the other converges. 15. 10. Prove: (cn ) converges if and only if (Re cn ) and (Im cn ) converge. deﬁned on {z ∈ C : Re z ≥ 0}.) diverges. (Hint: compare the general term k≥0 z k 16. 12. POWER SERIES (d) 1 k≥1 n3 +in 79 3.21.
k2 1 on {z : z ≥ 2}. 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). Find a power series (and determine its radius of convergence) of the following functions. 1 3− z . 22. for x > 0 you can use L’Hospital’s rule—but remember that n is the variable. zk + 1 (b) k≥0 (c) k≥0 . (a) (b) (c) 1 1+4z . Derive a formula for the product of two power series. Let fn (x) = n2 xe−nx . POWER SERIES 20. where 0 ≤ r < 1. Find a power series representation about the origin of each of the following functions. 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. 26. 2 z2 (4−z)2 for z < 4 24. and compute their radius of convergence: (a) 1 z. zk zk ¯ on Dr (0). (a) cos z (b) cos(z 2 ) (c) z 2 sin z (d) (sin z)2 25. 27.) (c) Why doesn’t your answer to part (b) violate Proposition 7.19? 21. (b) Log z. (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. Find the power series centered at 1 for the following functions. Treat x = 0 as a special case.CHAPTER 7. not x. (b) Find limn→∞ 1 0 fn (x) dx. (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. 80 (a) Show that limn→∞ fn (x) = 0 for all x ≥ 0. 23. (Hint: the answer is not 0.
POWER SERIES 1 28. Find a function in ”closed form” (i. Suppose L = limk→∞ ck 1/k exists. (a) k≥0 z 2k k! k(z − 1)k−1 (b) k≥1 (c) k≥2 k(k − 1)z k 1 31.) k≥0 ck 81 (z − z0 )k . k≥0 2 (b) (c) k≥0 z k! . (a) k≥0 ak z k . Show that L is the radius of convergence of (Use the natural interpretations if L = 0 or L = ∞. k zk . Find the radius of convergence for each of the following series. k n z k .e. 29. not a power series) representing each of the following series. (b) Show that fn (t) converges uniformly to 0 as n → ∞. a ∈ C. 30. (a) Show that the maximum of fn (t) is (c) Show that ∞ 0 fn (t) dt 1 n. 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”? . n ∈ Z. (−1)k k(k+1) z . Deﬁne the functions fn (t) = n e−t/n for n > 0 and 0 ≤ t < ∞. kk cos(k)z k .CHAPTER 7. k≥0 (d) k≥1 (e) k≥1 (f) (g) k≥0 4k (z − 2)k .
82 . N. A.17).2. Then f is holo Proof. Corollary 7. k≥1 f (z) = and the radius of convergence of this power series is also R. A special case of the last result concerns power series with inﬁnite radius of convergence: those represent entire functions. any holomorphic function can be represented by a power series. we have by Corollary 7. γ k≥0 On the other hand.. but we live in details. Now apply Morera’s theorem (Corollary 5. Given any closed curve γ ⊂ {z ∈ C : z − z0  < R}. The next result says that we can simply diﬀerentiate the series “term by term.e. Suppose f (z) = morphic in {z ∈ C : z − z0  < R}.26 says that f is continuous. Whitehead 8. Suppose f (z) = k≥0 ck (z − z0 )k has radius of convergence R. We begin by showing a power series represents a holomorphic function. and conversely. diﬀerentiable) on their regions of convergence we can ask how to ﬁnd their derivatives. and consider some of the consequences of this: Theorem 8. the two cornerstone theorems of this section are that any power series represents a holomorphic function.1 Power Series and Holomorphic Functions We will see in this section that power series and holomorphic functions are intimately related.Chapter 8 Taylor and Laurent Series We think in generalities.” Theorem 8.1. Now that we know that power series are holomorphic (i. In fact. k≥0 ck (z − z0 )k has radius of convergence R.27 ck (z − z0 )k dz = 0 . Then k ck (z − z0 )k−1 .
Since we know that f is holomorphic in its region of convergence we can use Theorem 5. It follows immediately that the coeﬃcients of a power series are unique: Corollary 8.3. see http://wwwgroups. This is the statement of the following Taylor1 series expansion.html. Note that the power series of f converges uniformly on γ. Let f (z) = k≥0 ck (z − z0 )k . 1 For more information about Brook Taylor (1685–1731). and it cannot be larger than R by comparison to the series for f (z). the last theorem can be repeatedly applied to f . And then we use Theorem 5.uk/∼history/Biographies/Taylor. Suppose f (z) = k≥0 ck (z − z0 )k has a positive radius of convergence.CHAPTER 8. and so on. so that we are free to interchange integral and inﬁnite sum. 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. since the coeﬃcients for (z − z0 )f (z) are bigger than the corresponding ones for f (z). 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 . then to f .4 (Uniqueness of power series). 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. but applied to the function (z − z0 )k . k! Proof. Let γ be any simple closed curve in {z ∈ C : z − z0  < R}. f (z0 ) = c0 . etc. We can play the same game for f (z0 ).1.dcs.stand. For starters. The various derivatives of a power series can also be seen as ingredients of the series itself. Theorem 8. 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). . Corollary 8.1 again.ac. Naturally. Applying the same theorem to f gives f (z) = k(k − 1)ck (z − z0 )k−2 k≥2 and f (z0 ) = 2c2 .2 gives f (z0 ) = c1 . Then ck = f (k) (z0 ) . TAYLOR AND LAURENT SERIES 83 Proof. f (z0 ).
5 with those in Corollary 8. and its implications. Corollary 8.10).3. closed. Then by Cauchy’s integral formula (Theorem 4. Let g(z) = f (z + z0 ). smooth curve in D for which z0 is inside γ. Hence Proposition 7.10). However. The only diﬀerence of this righthand side to the statement of the theorem are the curves we’re integrating over. Γr ∼G\{z0 } γ. and suppose that z < r.6: f (w) dw = (w − z0 )k+1 f (w) dw . we apply an easy change of variables to obtain f (z) = k≥0 1 2πi Γr f (w) dw (z − z0 )k . that a holomorphic function can be represented by a power series. Suppose f is a function which is holomorphic in D = {z ∈ C : z − z0  < R}. denote the circle centered at the origin with radius r by γr . g(z) = 1 2πi g(w) dw .CHAPTER 8. wk+1 Now. (z − w)k+1 γ . simple. 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 . (w − z0 )k+1 where Γr is a circle centered at z0 with radius r. TAYLOR AND LAURENT SERIES 84 We now turn to the second cornerstone result. closed.1 (which in itself extended Cauchy’s integral formula. and we can apply Cauchy’s Theorem 4.19 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 . simple. and γ is a positively oriented. smooth.24). Gcontractible curve such that w is inside γ. Suppose f is holomorphic on the region G. since f (z) = g(z − z0 ). w ∈ G. 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 7.5. (w − z0 )k+1 Γr γ If we compare the coeﬃcients of the power series obtained in Theorem 8. Theorem 4. Fix r < R. Then f (k) (w) = k! 2πi f (z) dz . 2πi γ (w − z0 )k+1 k≥0 Here γ is any positively oriented. we arrive at the longpromised extension of Theorem 5.6. Theorem 8. Proof. so g is a function holomorphic in {z ∈ C : z < R}.
Let γ be a circle centered at w with radius r < R. and we can estimate using Proposition 4. if p(a) = 0) then p(z) has z − a as a factor. 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 . Proof.6 applies. Then there are exactly two possibilities: (a) Either: f is identically zero on some open disk D centered at a (that is.8 (Classiﬁcation of Zeros). Rk Proof. f (z) = 0 for all z in D).CHAPTER 8. There are now exactly two possibilities: (a) Either ck = 0 for all k. Suppose f is holomorphic in {z ∈ C : z − w < R} and f  ≤ M . p(z) = (z − a)q(z) where q(z) is a polynomial of degree d − 1. not bigger than d. 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. satisfying f (z) = (z − a)m g(z) for all z in G. Then Corollary 8. Almost exactly the same thing happens for holomorphic functions: Theorem 8. deﬁned on G. if so.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. Then k!M . That is. The ﬁrst case clearly gives us f (z) = 0 for all z in D = Dr (a). and g(z) is a polynomial which does not have a zero at a. So now consider the second case.4(d) gives an inequality which is often called Cauchy’s Estimate: Corollary 8. We can then ask whether q(z) itself has a zero at a and. 8. Suppose f is an holomorphic function deﬁned on an open set G and suppose f has a zero at a point a in G. 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. 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. so f (z) = k≥0 ck (z − a)k . TAYLOR AND LAURENT SERIES 85 Corollary 8.4(d): f (k) (w) ≤ f (k) (w) = k! 2πi f (z) k! f (z) k! M k!M dz ≤ length(γ) ≤ 2πr = k . The integer m is called the multiplicity of the zero a of p(z). (b) or: there is a positive integer m and a holomorphic function g.7.6 combined with our oftenused Proposition 4. and c0 = f (0) is zero since a is a zero of f . we can factor out another factor of z − a. 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.
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. If b ∈ Y and D is an open disk centered at b as in the second condition then D ⊆ Y . Y ⊆ G. The function g is holomorphic at a by the ﬁrst deﬁnition. since φ is continuous. so b satisﬁes the second condition. so h(zk ) = 0. where φ is holomorphic and φ(b) = 0. To see this. Theorem 8. h(zn ) = 0. We start by deﬁning h = f − g. we can prove yet another important property of holomorphic functions. there is an open disk D centered at b so that φ(z) = 0 for all z in D. 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. Then h is holomorphic on G. . we check that our original point w lies in X. Finally. since if z ∈ D \ {b} then h(z) = 0. by the classiﬁcation of zeros. To start using the intimate connection of holomorphic functions and power series. Now we ﬁnish the proof using the deﬁnition of connectedness. we apply Theorem 8. Now deﬁne two sets X. Finally.8 to obtain the following result. 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 h(b) = 0 then. To see this. Then. Since zk = w. which is sometimes also called the uniqueness theorem. Using the identity principle. this is a contradiction. the two deﬁnitions give the same value when both are applicable. 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 will be ﬁnished if we can deduce that h is identically zero on G. since it is deﬁned in terms of the power series expansion of f at a. and g is holomorphic at other points of G by the second deﬁnition. since the sequence zk converges to w. Then f (z) = g(z) for all z in G. g(a) = cm = 0. so b satisﬁes the second condition. we must have Y = ∅ and X = G.9 (Identity Principle). so h(z) = 0. so b satisﬁes the ﬁrst condition. and let D be an open disk centered at w so that h(z) = 0 for all z in D except z = b. so one of them must be empty. so that b ∈ X if b satisﬁes the ﬁrst condition above. either h(z) = 0 for all z in some open disk D centered at b. (b) or there is an open disk D centered at b so that h(z) = 0 for all z in D \ {b}. X and Y are disjoint open sets whose union is G. suppose w ∈ Y . But X = G implies that every z in G satisﬁes the ﬁrst condition above. Clearly m is unique.CHAPTER 8. But. suppose that h(b) = 0. there is an open disk D centered at b so that h(z) = 0 for all z ∈ D. which is unique. or h(z) = (z − b)m φ(z) for all z in G. Since a is in X. and we saw that this means z satisﬁes the second condition. and b ∈ Y if b satisﬁes the second condition. there is some k so that zk is in D. Proof. Then. Then h(z) = (z − b)m φ(z) = 0 for all z in D except z = b. by continuity.
Suppose f is holomorphic and not constant in the region G. Theorem 8. Corollary 8. to think about representing exp z as exp 1 z = k≥0 1 k! 1 z k = k≥0 1 −k z . such as: If G is a bounded region and f is holomorphic in the closure of G.12 (MinimumModulus Theorem). we can now state the following central deﬁnition. Corollary 8. . Theorem 6. so f is identically zero. It is. then the maximum of f  is attained on the boundary of G.10 (MaximumModulus Theorem).6. To make sense of expressions like the above. however.5 gives a powerful way of describing holomorphic functions. There are many reformulations of this theorem. 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. Hence. We now refer to Exercise 27. k∈Z k≥0 k≥1 Here ak ∈ C are terms indexed by the integers. 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. f (z) has the constant value f (a) for all z in G. for example. we should not be too surprised to ﬁnd the following result whose proof we leave for the exercises. by the identity principle. in the process strengthening that theorem to cover weak maxima and weak minima.CHAPTER 8. Since the last corollary also covers minima of harmonic functions. Thus the function h = Log ◦g is deﬁned and holomorphic on D. and so f (z) = f (a)g(z) must have the constant value f (a) for all z in D. 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 . 8. Suppose f is holomorphic and not constant in the region G. by the identity principle. It is natural. TAYLOR AND LAURENT SERIES 87 Theorem 8. So we assume f (a) = 0. which shows that h must be identically zero in D.3 Laurent Series Theorem 8. Proof. and we have the condition g(z) ≤ g(a) = 1 for all z in D0 . Then f  does not attain a weak relative maximum in G. In this case we can deﬁne an holomorphic function g(z) = f (z)/f (a). we introduce the concept of a double series ak = ak + a−k . not as general 1 as it could be. then it does not have a weak relative maximum or minimum in G. If f (a) = 0 then f (z) = 0 for all z in D0 . k! a “power series” with negative exponents.11. a smaller open disk D centered at a so that g(z) has positive real part for all z in D. using continuity. Since g(a) = 1 we can ﬁnd. Absolute and uniform convergence are deﬁned analogously. If u is harmonic in the region G. A double series converges if both its deﬁning series do. Equipped with this.10 can be used to give a proof of the analogous theorem for harmonic functions.
13. 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 .ac. Theorem 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. Any power series is a Laurent series (with ck = 0 for k < 0). By deﬁnition ck (z − z0 )k = ck (z − z0 )k + c−k (z − z0 )−k .uk/∼history/Biographies/Laurent Pierre. Proof. 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 . 2 For more information about Pierre Alphonse Laurent (1813–1854). w−z (8.stand.html. Theorem 8. Suppose f is a function which is holomorphic in A = {z ∈ C : R1 < z − z0  < R2 }. that is.14. Theorem 7. in {z ∈ C : z − z0  > R1 }. TAYLOR AND LAURENT SERIES Deﬁnition 8. (w − z0 )k+1 Here γ is any circle in A centered at z0 . that is.CHAPTER 8. it converges in {z ∈ C : z − z0  < R2 }. see http://wwwgroups. centered at We should pause for a minute and ask for which z such a Laurent series can possibly converge.1 says that the Laurent series represents a function which is holomorphic on {z ∈ C : R1 < z − z0  < R2 }. Even better. we can apply Cauchy’s integral formula (Theorem 4. Remark.5. Naturally. The series which started this section is the Laurent series of exp 0.1) γ2 −γ1 γ2 γ1 For the integral over γ2 we play exactly the same game as in Theorem 8. 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 . A Laurent2 series centered at z0 is a double series of the form Example 8. By introducing an “extra piece” (see Figure 8. Example 8.25 implies that the convergence is uniform on a set of the form {z ∈ C : r1 ≤ z − z0  ≤ r2 } for any R1 < r1 < r2 < R2 .” it will converge for z−z0  < R1  for some R1 .16. so g is a function holomorphic in {z ∈ C : R1 < z < R2 }.15.1). The second we can view as a “power series in 1 1 1 z−z0 . smooth path that is Ahomotopic to the circle. and let γ1 and γ2 be positively oriented circles centered at 0 with radii r1 and r2 . we need to combine those two notions. respectively.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 .dcs. For the convergence of our Laurent series. . Fix R1 < r1 < z < r2 < R2 .6 we can replace the circle in the formula for the Laurent series by any closed. by Cauchy’s Theorem 4. k∈Z ck 1 z 88 (z − z0 )k . Let g(z) = f (z + z0 ). whence the Laurent series converges on the annulus {z ∈ C : R1 < z − z0  < R2 } (if R1 < R2 ).
24). wk+1 Putting everything back into (8. which converges uniformly in the variable w ∈ γ1 (by Lemma 7. . TAYLOR AND LAURENT SERIES 89 Figure 8. Hence Proposition 7.19 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 .CHAPTER 8. which converges uniformly in the variable w ∈ γ2 (by Lemma 7.16. Again Proposition 7. which ﬁnally gives g(z) = 1 2πi g(w) dw z k .24). wk+1 The integral over γ1 is computed in a similar fashion. 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. 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 .1) gives g(z) = 1 2πi g(w) dw z k + wk+1 g(w) dw z k . wk+1 k∈Z γ The statement follows now with f (z) = g(z − z0 ) and an easy change of variables.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 .1: Proof of Theorem 8.6).
1+z 2 1 ez +1 . 1 z 2k+1 .16 using the power series of exp z centered at 0. Use the previous exercise and Corollary 8. 4. (a) f (z) = (b) f (z) = (c) f (z) = 1 . 2 (d) f (z) = ez . Exercises 1. there is only one possible outcome. z0 = 1. ﬁnd a power series for arctan(z). 5. we immediately obtain the following: Corollary 8. Find the terms through third order and the radius of convergence of the power series for each following functions. Prove Lemma 3. (This result is called the Weierstraß convergence theorem.17. 2. 9. the k th derivatives (k) fn converge (pointwise) to f (k) . What functions are represented by the series in the previous exercise? 3. Prove the minimummodulus theorem (Corollary 8.12). Then for any k ∈ N. By integrating a series for radius of convergence? 1 1+z 2 term by term. z0 = 0 (use the principal branch). 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. z0 = i. determine where the series converges absolutely/uniformly: (a) k≥2 k(k − 1) z k−2 .1: Suppose fn are holomorphic on the region G and converge uniformly to f on G. . Find the power series centered at 1 for exp z. Prove the following generalization of Theorem 8. What is its 6. Then f is holomorphic in G.7 to prove the following: Suppose fn are holomorphic on the region G and converge uniformly to f on G.) 8. Do not ﬁnd the general form for the coeﬃcients. 7.CHAPTER 8. (2k + 1)! 1 z−3 k (b) k≥0 (c) k≥0 . z0 = 0. what it says is simply the following: if we expand a function (that is holomorphic in some annulus) into a Laurent series. √ 1 + z. The coeﬃcients of a Laurent series are unique. This result seems a bit artiﬁcial. For each of the following series. centered at z0 .
1 sin z 15. (c) f (z) = cos(z) − 1 + 1 sin2 (z). Show that z−1 z−2 = 1 k≥0 (z−1)k for z − 1 > 1.12).6 to show that a polynomial does not achieve its minimum modulus on a large circle.7). TAYLOR AND LAURENT SERIES 91 10. 21.) 12. Find the ﬁrst ﬁve terms in the Laurent series for centered at z = 0. where a is any constant. using the minimummodulus theorem (Corollary 8. Find the ﬁrst 4 nonzero terms in the power series expansion of tan z centered at the origin. Find the maximum and minimum of f (z) on the unit disc {z ∈ C : z ≤ 1}. 20. (c) Find the power series expansion for ez cos(z) centered at 0. cos z−1 z2 1 −2 cos z z2 centered at z = 0. where k is any integer. z0 = 0. 18. and determine their multiplicities: (a) (1 + z 2 )4 . (b) f (z) = sin(z) − tan(z). Prove: If f is entire and Im(f ) is constant on the unit disc {z ∈ C : z ≤ 1} then f is constant. if z = 0 . 16. Give another proof of the fundamental theorem of algebra (Theorem 5.CHAPTER 8. 13. 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. z0 = 2kπi. Find a Laurent series for 14. 23. 2 24. (a) Find the Laurent series for (b) Prove that f (z) = is entire. Find a Laurent series for converges. What is the radius of convergence? 17. 11. (Hint: Use Lemma 5. 22. Find the zeros of the following. z0 = 0. Suppose that f (z0 ) = 0 and f (z0 ) = 0. if z = 0. then use the minimummodulus theorem to deduce that the polynomial has a zero. (a) Find the power series representation for eaz centered at 0. centered at z = −1 and specify the region in which it converges. Show that f has a zero of multiplicity 1 at z0 . Find the multiplicities of the zeros: (a) f (z) = ez − 1. (b) Show that ez cos(z) = 1 2 e(1+i)z + e(1−i)z . 19. where f (z) = z 2 − 2. Find the Laurent series for sec z centered at the origin.
28. What is the radius of convergence of k 2 ck z k . Show that f (z) = rm eimθ eiα G(z). and 2 < z. at a.16. but which are deﬁned on the three domains z < 1. k≥0 (b) (c) k≥0 ck z k+5 . 26. (z) 1 Show that a = 2πi γ zf(z) dz.CHAPTER 8. and g(a) = 0? (b) Write g(a) in polar form as g(a) = c eiα and deﬁne G(z) = e−iα g(z). 3k ck z k . Suppose cn  ≥ 2n for all n. Suppose f is holomorphic and not identically zero on an open disk D centered at a. 92 1 25. (c) 1 + ez . Find the three Laurent series of f (z) = (1−z)(z+2) . (e) Find a value of θ so that f (z) has positive real part. inside the circle γ. (a) Why can you write f (z) = (z − a)m g(z) where m > 0. k≥0 (d) (e) k≥0 c2 z k . 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. 1 < z < 2. f 27. centered at 0. Hint: Use Theorem 8. and suppose f (a) = 0. (d) z 3 cos z. What can you say about the radius of convergence of 29. k . g is holomorphic. Suppose that f (z) has exactly one zero. ck z 2k . TAYLOR AND LAURENT SERIES (b) sin2 z. respectively. and that it has multiplicity 1. Follow the following outline to show that Re f (z) > 0 for some z in D. 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.
z4 93 z→0 .2. The function 1 z4 has a pole at 0. Edward Witten 9.1 Classiﬁcation of Singularities 1 What is the diﬀerence between the functions sin z . 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 . 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}. The function sin z z has a removable singularity at 0. Example 9.1. and exp z ? All of them are not deﬁned at z 0. as for z = 0 (−1)k z 2k+1 = (2k + 1)! (−1)k z 2k . but the singularities are of a very diﬀerent nature. (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). z14 . which are classiﬁed as follows. For complex functions there are three types of singularities. but it did not bother Newton—the moon is far enough.Chapter 9 Isolated Singularities and the Residue Theorem 1/r2 has a nasty singularity at r = 0. z→z0 (c) essential if z0 is neither removable nor a pole. Example 9. as lim 1 = ∞. (b) a pole if lim f (z) = ∞. Deﬁnition 9.3.
Then (a) z0 is removable if and only if lim (z − z0 ) f (z) = 0.CHAPTER 9. Hence limz→0 exp z = ∞. and it is also diﬀerentiable at z0 . so it has a power series expansion g(z) = k≥0 ck (z − z0 )k with c0 = c1 = 0. (a) Suppose z0 is removable. Suppose z0 is a isolated singularity of f . Then deﬁne g(z) = (z − z0 )2 f (z) 0 if z = z0 . (b) Suppose that z0 is a pole of f . if z = z0 . z→z0 f (z) . we start with the following results. z→z0 (b) if z0 is a pole then lim (z − z0 )n+1 f (z) = 0 for some positive integer n. On the other hand. for z = z0 .5. f (z) = k≥0 ck+2 (z − z0 )k . The function exp z does not have a removable singularity (consider. Hence we can factor (z − z0 )2 from the series. and this series deﬁnes an holomorphic function in DR (z0 ). 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 . z→z0 z→z0 z→z0 Conversely. exp z has an essential singularity at 0. Proof. 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. so g(z) = (z − z0 )2 k≥0 ck+2 (z − z0 )k = (z − z0 )2 f (z). 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). Hence. exp z approaches 0 as z approaches 0 from the 1 1 negative real axis. the open disk with radius R centered at z0 such that f = g for z = z0 . and f is holomorphic on the punctured disk z→z0 ˆ DR (z0 ) = DR (z0 ) \ {z0 }. 1 1 limx→0+ exp x = ∞). that is. z→z0 Remark. for example. Clearly g is holomorphic for z = z0 . suppose that lim (z − z0 ) f (z) = 0. Proposition 9.4. Then there is some R > 0 so that f (z) > 1 in the punctured ˆ disk DR (z0 ). 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. where h is holomorphic and not zero at z0 . and 1 lim = 0. 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 . The smallest possible n in (b) is the order of the pole. To get a feel for the diﬀerent types of singularities. and g is holomorphic on DR (z0 ).
uk/∼history/Biographies/Picard Emile. since h is continuous at z0 .ac. z − z0 But this implies that f has a pole or a removable singularity at z0 .) Hence z→z0 lim f (z) − w = ∞. if z = z0 .dcs. f (z) − w (The previous proposition tells us that g has a removable singularity at z0 . Theorem 9.dcs. and so z→z0 z→z0 lim (z − z0 )g(z) = lim z − z0 = 0. z→z0 z→z0 The reader might have noticed that the previous proposition did not include any result on essential singularities. For more information about Felice Casorati (1835–1890). There is a much stronger theorem.html. φ(z) = 0 for all z in DR (z0 ) since g(z) = 0 1 ˆ for z ∈ DR (z0 ). g(z) = (z − z0 )n φ(z) where φ is holomorphic in DR (z0 ) and φ(z0 ) = 0.stand. Not only does the next theorem make up for this but it also nicely illustrates the strangeness of essential singularities. 1. see http://wwwgroups. Remarks. Suppose (by way of contradiction) that there is a w ∈ C and an the punctured disc D (centered at z0 ) w − f (z) ≥ . To appreciate the following result. 0 then g is holomorphic in DR (z0 ) (as in part (a)).stand. Try it!) Proof. By the classiﬁcation of zeros.6 (Casorati1 Weierstraß). Then the function g(z) = 1 (f (z)−w) > 0 such that for all z in stays bounded as z → z0 .uk/∼history/Biographies/Casorati.ac.CHAPTER 9. then any w ∈ C is arbitrarily close to a point in f (D). see http://wwwgroups. that is. 2 For more information about Picard. which is a contradiction. for any w ∈ C and any > 0 there exists z ∈ D such that w − f (z) < . = n φ(z) g(z) (z − z0 ) (z − z0 )n But then. 2. 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.html. and which implies the CasoratiWeierstraß theorem. In fact. we suggest meditating about its statement for a couple of minutes over a good cup of coﬀee. In the language of topology. If z0 is an essential singularity of f and D = {z ∈ C : 0 < z − z0  < R} for some R > 0. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM So. (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. Hence h = φ is an holomorphic function in DR (z0 ) and f (z) = 1 h(z) 1 = . which is beyond the scope of this book. 1 . z→z0 lim (z − z0 )n+1 f (z) = lim (z − z0 )h(z) = h(z0 ) lim (z − z0 ) = 0 . if we deﬁne g(z) by g(z) = 1 f (z) 95 ˆ if z ∈ DR (z0 ). the CasoratiWeierstraß theorem says that the image of any punctured disc centered at an essential singularity is dense in C.
By part (a). 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 . (a) Suppose z0 is removable. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM 96 Deﬁnition 9. 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). (b) z0 is a pole if and only if there are ﬁnitely many negative exponents. (c) z0 is essential if and only if there are inﬁnitely many negative exponents. Proposition 9. Conversely. lim f (z) = lim g(z) = ∞.CHAPTER 9.5. The following classiﬁes singularities according to their Laurent series. the function (z − z0 )n f (z) has a removable singularity at z0 . Then (a) z0 is removable if and only if there are no negative exponents (that is. f (z) = k≥0 ck (z − z0 )k−n = k≥−n ck (z − z0 )k . (z − z0 )n z→z0 z→z0 (c) This follows by deﬁnition: an essential singularity is neither removable nor a pole. we can hence expand (z − z0 )n f (z) = k≥0 ck (z − z0 )k .7. the Laurent series is a power series). where c−n = 0. . and g is holomorphic on {z ∈ C : z − z0  < R} such that f = g in {z ∈ C : 0 < z − z0  < R}. and by Corollary 8. that is. we can use it to deﬁne a function which is holomorphic at z0 . (b) Suppose z0 is a pole of order n.1 is not always handy. Deﬁne g(z) = k≥0 ck−n (z − z0 )k . 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 . Then the Laurent series of g in this region is a power series. Conversely. Proof. Then since g(z0 ) = c−n = 0. Then by Proposition 9.
simple. Then—essentially by Proposition 7. closed. Gcontractible curve which avoids the singularities of f .2 Residues Suppose z0 is an isolated singularity of f . Proof. The following theorem generalizes the discussion at the beginning of this section. Finally.16 gives the same identity. Suppose z0 is an isolated singularity of f with Laurent series k∈Z ck (z − z0 )k in a punctured disk about z0 . Draw two circles around each isolated singularity inside γ.8. closed. (One might also notice that Theorem 8. Deﬁnition 9. simple. for k = −1. Now connect the circles with negative orientation with γ. we can use Exercise 14 of Chapter 4. and γ is a positively oriented. Then c−1 is the residue of f at z0 . 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). Each of these pairs cancel each other when we integrate over them.9 (Residue Theorem). 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 > 0.1. denoted by Resz=z0 (f (z)) or Res(f (z). Suppose f is holomorphic in the region G. c−1 is the only term of the series which survives: f= γ k∈Z ck γ (z − z0 )k dz = 2πi c−1 . But this means that we can replace γ by the positively oriented circles. . smooth path around z0 . where the sum is taken over all singularities zk inside γ. Then f = 2πi γ k Resz=zk (f (z)) . Because γw all the other terms give a zero integral. Computing integrals is as easy (or hard!) as computing residues. γ is a positively oriented. This gives a curve which is contractible in the region of holomorphicity of f . The following two lemmas start the range of tricks one can use when computing residues. now all we need to do is described at the beginning of this section. Theorem 9. except for isolated singularities. as pictured in Figure 9.19—we can integrate term by term: f= γ γ k∈Z ck (z − z0 )k dz = k∈Z ck γ (z − z0 )k dz .CHAPTER 9. and the same holds for k ≤ −2 (because (z − z0 )k has a primitive 1 on C \ {z0 }. where −k − 2 ≥ 0). z = z0 ). and one with negative orientation. or alternatively because applying the change of variables w = z−z0 yields the integral −k−2 dw. smooth.) Reason enough to give the c−1 coeﬃcient of a Laurent series a special name. one with positive. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM 97 9.
call it h. Then f has a pole of order 1 at z0 and g Resz=z0 f (z) g(z) = f (z0 ) . ISOLATED SINGULARITIES AND THE RESIDUE THEOREM 98 Figure 9. note that h(z0 ) = c1 = 0. . Hence f (z) f (z) = . Suppose f and g are holomorphic in a region containing z0 . g(z) (z − z0 )h(z) and the function f h is holomorphic at z0 .1: Proof of Theorem 9.3) equals g (z0 ). (n − 1)! z→z0 dz n−1 f (z0 ) h(z0 ) . as always. 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 ).CHAPTER 9. and f (z0 ) = 0. is the constant term of h or the second term of g. Lemma 9. Lemma 9.10. k≥1 k≥1 The series on the right represents an holomorphic function. which by Taylor’s formula (Corollary 8. Even more. which is a zero of g of multiplicity 1. the one for g has by assumption no constant term: g(z) = ck (z − z0 )k = (z − z0 ) ck (z − z0 )k−1 . But this constant term is computed. Then Resz=z0 (f (z)) = 1 dn−1 lim (z − z0 )n f (z) . Suppose z0 is a pole of f of order n. in turn. The functions f and g have power series centered at z0 . g (z0 ) Proof.9. by But h(z0 ).11.
mk .7 that the Laurent series at z0 looks like f (z) = k≥−n 99 ck (z − z0 )k . 9. .1) f (z) z − p1 z − p2 z − pk g(z) where g is a function without poles in G. We know by Proposition 9.3) to compute c−1 . zj of order n1 .. . We invite the reader to prove that if p1 . which—as the reader might have guessed already—can be thought of as siblings. . respectively. 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) = + + . (9. Then the logarithmic derivative of their product behaves very nicely: (f g) f g + fg f g = = + . . fg fg f g We can apply this fact to the following situation: Suppose that f is holomorphic on the region G. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM Proof. But then (z − z0 )n f (z) = k≥−n ck (z − z0 )k+n represents a power series. respectively. Then we can express f as f (z) = (z − z1 )n1 · · · (z − zj )nj g(z) . we will study these functions. . Diﬀerentiating Log f (where Log is a branch of the logarithm) gives f . and we can use Taylor’s formula (Corollary 8. . . Naturally. we can combine the expressions we got for zeros and poles. nj . and f has the (ﬁnitely many) zeros z1 .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. In this section. . . which is one good reason why this quotient is called the logarithmic derivative f of f . + . pk are all the poles of f in G with order m1 . where g is also holomorphic in G and never zero. . . . . Such functions are called meromorphic. Suppose we have a diﬀerentiable function f .. It has some remarkable properties.CHAPTER 9. . especially with respect to their zeros and poles. . then the logarithmic derivative of f can be expressed as f (z) m1 m2 mk g (z) =− − − ··· − + . one of which we would like to discuss here. . . which is the starting point of the following theorem. Let’s say we have two functions f and g holomorphic in some region. z − z1 z − z2 z − zj g(z) Something similar happens to the poles of f .
γ) − P (f.14 is that they all have absolute value < 2. . (Although for this p it’s not hard to ﬁnd one root—and therefore all of them.13 (Rouch´’s Theorem). f (z) > g(z). Then Z(f + g. 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 . .7) asserts that p has ﬁve roots in C. g is holomorphic in G (recall that g is never zero in G).stand. . γ) the number of poles of f inside γ. closed.CHAPTER 9. which does not pass through any zero or pole of f . . γ) the number of zeros of f inside γ—counted according to multiplicity—and by P (f. we prove: Example 9. respectively. zj of multiplicity n1 .7 (to Cauchy’s g Theorem 4. g Finally.6) gives that g = 0. smooth. closed. Suppose the zeros of f inside γ are z1 . if necessary. . Thanks to Exercise 14 of Chapter 4. What’s special about the statement of Example 9. γ) . . Suppose f is meromorphic in the region G and γ is a positively oriented. let f (z) = z 5 and g(z) = z 4 + z 3 + z 2 + z + 1. respectively. . 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 = + . . we may shrink G. simple.12 (Argument Principle). Gcontractible curve. + ··· + − − ··· − f (z) z − z1 z − zj z − p1 z − pk g(z) where g is a function which is holomorphic in G (in particular. Gcontractible curve such that for all z ∈ γ. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM 100 Theorem 9. Then 1 f = Z(f. .dcs. and the poles inside γ are p1 . . . This theorem is of surprising practicality. γ) = Z(f. we present a famous theorem due to Eugene Rouch´ (1832–1910)3 .) In fact. smooth. Suppose f and g are holomorphic in a region G. without poles) and never zero. again counted according to order. . so that these are the only zeros and poles in G. mk .14.uk/∼history/Biographies/Rouche. All the roots of the polynomial p(z) = z 5 + z 4 + z 3 + z 2 + z + 1 have absolute value less than two.) . and γ is e a positively oriented.ac. simple. and let γ denote 3 For more information about Rouch´. . 2πi γ f Proof. γ) . It allows us to locate the zeros of a function fairly precisely. Note also that there is no general formula for computing roots of a polynomial of degree 5. . pk with order m1 . 4 The fundamental theorem of algebra (Theorem 5. Denote by Z(f.4 To see this. . (You may meditate about the fact why there can only be ﬁnitely many zeros and poles inside γ. e Theorem 9. γ g As a nice application of the argument principle.html. see e http://wwwgroups. nj . As an illustration. . so that Corollary 4.
Proof of Theorem 9. and determine their orders: (a) (z 2 + 1)−3 (z − 1)−4 . Prove (9.13. But then Log 1 + 1+ on γ.6 for f z . (c) z −5 sin(z). g f < 1 on γ.) . 3. Exercises 1. γ) = 5 . γ) + 2πi We are assuming that g f 1+ γ 1 g f g +f .1). γ) = Z(f + g. γ) = Z(f. γ) = = = + g 2πi γ f + g 2πi γ f 1 + g 2πi γ f 1+ f f 1 = Z(f.19 that 1+ γ g f g +f 1 2πi 1 = 0.CHAPTER 9. Explain why at a.13. Then for z ∈ γ g(z) ≤ z4 + z3 + z2 + z + 1 = 16 + 8 + 4 + 2 + 1 = 31 < 32 = z5 = f (z) . (b) z cot(z). 101 So g and f satisfy the condition of the Theorem 9. (d) (e) 1 1−ez . which implies by Corollary 5. Suppose that f (z) has a zero of multiplicity m at a. Suppose f is a nonconstant entire function. But f has just a root of order 5 at the origin. whence Z(p. By our analysis in the beginning of this section and by the argument principle (Theorem 9. z 1−ez . Prove that any complex number is arbitrarily 1 close to a number in f (C). use Theorem 9. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM the circle centered at the origin with radius 2. 5.12) g g f 1+ f 1+ f 1 (f + g) 1 1 f Z(f + g. 1 f 1 f (z) has a pole of order m 4. Find the poles of the following. (Hint: If f is not a polynomial. Show that if f has an essential singularity at z0 then also has an essential singularity at z0 . which means that the function 1 + g f evaluated on γ stays away from the nonpositive real axis. Its derivative is 1 g f g +f is a well deﬁned holomorphic function . 2.
. . . (c) z 4 − 5z + 1 in {z ∈ C : 1 ≤ z ≤ 2} . . You might want to ﬁrst apply Lemma 5. zj and p1 . .e. . Find the number of zeros of (a) 3 exp z − z in {z ∈ C : z ≤ 1} . (b) Compute dz γ (z 2 −4)(z−2) . closed.7). (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. 10. counted according to multiplicity. (a) Find a Laurent series for it converges. a pole of order 1) at z0 and g is holomorphic at z0 . (b) Find dz. and choose as γ a circle which is large enough to make the condition of Rouch´’s theorem work. Suppose f has a simple pole (i. respectively. g is holomorphic in G. Give another proof of the fundamental theorem of algebra (Theorem 5. 8.6 e to g(z). where γ is the circle z + 2 = 2. Denote the zeros and poles of f inside γ by z1 . Gcontractible curve.CHAPTER 9. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM 102 6. Evaluate the following integrals for γ(t) = 3 eit . 12. 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. Prove that 1 2πi 7. . let f (z) = an z n and g(z) = an−1 z n−1 + an−2 z n−2 + · · · + a1 z + 1. (b) 1 3 f = g f γ j k g(zm ) − m=1 n=1 g(pn ) . (a) Find the power series of exp z centered at z = −1.13. and γ is a positively oriented. . . . Prove that Resz=z0 f (z)g(z) = g(z0 ) · Resz=z0 f (z) . positively oriented. 0 ≤ t ≤ 2π. exp z − z in {z ∈ C : z ≤ 1} . pk . Suppose f is meromorphic in the region G. using Rouch´’s e Theorem 9. (Hint: If p(z) = an z n + an−1 z n−1 + · · · + a1 z + 1.) 9. which does not pass through any zero or pole of f . simple.
dz γR (1+z 2 )2 (b) Prove that limR→∞ =0. let γR be the half circle deﬁned by γR (t) = Reit . (b) csc(z).9. Evaluate f (z) dz . sin2 z 14. 16. (e) e4z − 1 . Let γ be the circle centered at 0 with radius R. z2 + z 1 103 (d) e1− z . Given R > 0. where γ is the circle z − i = 2. where γ is the circle z + 1 − i = 1. Suppose f is entire. (c) γ (d) γ 15. (Hint: Show that if f is bounded then the above integral goes to zero as R increases. Suppose f has an isolated singularity at z0 . ISOLATED SINGULARITIES AND THE RESIDUE THEOREM 13. R]. where γ is the circle z = 2.CHAPTER 9. b ∈ C with a. (a) Show that f also has an isolated singularity at z0 . Find the residue of each function at 0: (a) z −3 cos(z). z(z 2 + z − 2) ez dz . z3 + z dz z 2 sin z . γ (z − a)(z − b) and use this to give an alternate proof of Liouville’s Theorem 5. +4 (b) γ dz . b < R. (b) Find Resz=z0 (f ). ∞ dx −∞ (1+x2 )2 (c) Combine (a) and (b) to evaluate the real integral . (a) Compute dz ΓR (1+z 2 )2 . (c) z 2 + 4z + 5 . 0 ≤ t ≤ π. where γ is the circle z = 1.) . Use residues to evaluate the following: (a) γ z4 dz . and a. 17. and ΓR be the closed curve composed of γR and the line segment [−R.
which is one reason why we lead the reader through each of the following ones step by step. we evaluate—as an example—the sums k≥1 idea how to compute such sums in general will become clear. (a) Show that for all z ∈ γN . k2 We hope the π cot(πz) . 10. 3. All of the following ‘problems’ are of a discrete mathematical nature. just in a diﬀerent format. Consider the function f (z) = and k≥1 (−1)k . Use the Residue Theorem 9.Chapter 10 Discrete Applications of the Residue Theorem All means (even continuous) sanctify the discrete end.  cot(πz) < 2. (Use Exercise 31 in Chapter 3.) (b) Show that limN →∞ γN f = 0. On the other hand. 5. Repeat the exercise with the function f (z) = to arrive at an evaluation of k≥1 (−1)k . z2 2. Compute the residues at all the singularities of f . 1. complex integration. Evaluate 1 k≥1 k2 . k2 104 . It might be that there is no other result which so intimately combines discrete and continuous mathematics as does the Residue Theorem 9. They are more involved than any of the ones we’ve given so far at the end of each chapter.9. π z 2 sin(πz) 1 k∈Z\{0} k2 . these sections should really be thought of as a continuation of the lecture notes.9 to arrive at an identity for 4. Doron Zeilberger On the surface. 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 . this chapter is just a collection of exercises. and we invite the reader to solve them using continuous methods—namely.1 Inﬁnite Sums 1 k2 In this exercise.
. k≥0 fn z n. to interchange summation and integral.dcs. as the binomial k theorem1 tells us that n is the coeﬃcient of z k in (1 + z)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). w wk k≥0 k≥0 γ use 2. Evaluate this sum. fn = fn−1 + fn−2 Let F (z) = 1 2 for n ≥ 2. (x + y)n = n . 3.ac.uk/∼history/Biographies/Fibonacci.9 to evaluate the integral. Evaluate 1 k≥1 k4 105 and k≥1 (−1)k . As an example. and use the Residue Theorem 9. Suppose x < 1/4. DISCRETE APPLICATIONS OF THE RESIDUE THEOREM (Hint: To bound this function. Convince yourself that 2k k 1 x = k 2πi (1 + w)2k k dw x .2 Binomial Coeﬃcients The binomial coeﬃcient n is a natural candidate for being explored analytically.) 6. Convince yourself that 2k k = 1 2πi γ (1 + w)2k dw . see http://wwwgroups.CHAPTER 10.stand. k 1 − 4x k≥0 1. wk+1 where γ is any simple closed curve such that 0 is inside γ. y ∈ C and n ∈ N. 10.3 Fibonacci Numbers The Fibonacci2 numbers are a sequence of integers deﬁned recursively as: f0 = 1. we outline a proof of k the identity (for −1/4 < x < 1/4) 2k k 1 x =√ . f1 = 1. n k n−k The binomial theorem says that for x. k4 10.html. you may use the fact that 1/ sin2 z = 1 + cot2 z. 2. k=0 k x y For more information about Leonardo Pisano Fibonacci (1170–1250).
loosely speaking. 2.” More thoroughly.) 5. {x} denotes the fractional part5 of x. f (z) = a ) (1 − z b ) z t+1 (1 − z 1. and show that this integral vanishes as R → ∞. (Hint: Integrate f around a circle with center 0 and radius R. 6 This means that a−1 is an integer such that a−1 a = 1 + kb for some k ∈ Z. Compute the residues at all nonzero poles of f . is the greatest integer not exceeding x. the “part after the decimal point. n) ∈ Z : m.stand. Suppose a and b are relatively prime4 positive integers.4 The ‘CoinExchange Problem’ In this exercise. 106 1 2. and t is a positive integer. Generalize to other recurrence relations. the greatest integer function of x. Consider the function 1 . where N (t) = # {(m. The fractional part is then {x} = x − x . we will solve and extend a classical problem of Ferdinand Georg Frobenius (1849– 1917)3 .uk/∼history/Biographies/Frobenius. 1 4. (a) Verify that for b = 1.CHAPTER 10. Show that F has a positive radius of convergence. DISCRETE APPLICATIONS OF THE RESIDUE THEOREM 1. Show that the recurrence relation among the fn implies that F (z) = 1−z−z 2 . and show that this integral vanishes as R → ∞. Here. and a−1 a ≡ 1 (mod b)6 . (Hint: Write down the power series of zF (z) and z 2 F (z) and rearrange both so that you can easily add. N (t) = # {(m. Verify that Resz=0 1 z n+1 (1−z−z 2 ) = fn . ma + nb = t} . n ≥ 0. see http://wwwgroups.) 4. ma + n = t} = # {m ∈ Z : m ≥ 0.9 to derive an identity for N (t).ac. t ∩Z a = t − a t a + 1. 3.) 3. and b−1 b ≡ 1 (mod a). 10. 4 this means that the integers don’t have any common factor 5 The fractional part of a real number x is. n ≥ 0. Use the Residue Theorem 9. denoted by x . For more information about Frobenius. Use the Residue Theorem 9. ma ≤ t} =# 3 0.html. n) ∈ Z : m. Verify that Resz=0 (f ) = N (t). Use the following three steps to simplify this identity to N (t) = t − ab b−1 t a − a−1 t b + 1.dcs. (Hint: Integrate z n+1 (1−z−z 2 ) around a circle with center 0 and radius R.9 to derive an identity for fn . .
N ((k + 1)ab − a − b) = k. 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 . .CHAPTER 10.dcs. Prove that N (ab − a − b) = 0. Given two positive. if k is a nonnegative integer. and N (t) > 0 for all t > ab − a − b. Given relatively prime positive integers a1 . a2 ) = a1 a2 − a1 − a2 .stand. Frobenius raised the problem of ﬁnding the largest integer which is not representable. (a) Compute the residues for the poles of f inside γR . 6. is due to Popoviciu. . It is well known (probably at least since the 1880’s. let f (z) = cot(πaz) cot(πbz) cot(πz) . . . z 3 For more information about Sylvester. . .html. can only be found in the most recent literature. In the late 19th century. . We veriﬁed this result in 5. . . For n > 2. see http://wwwgroups. 2 2a 1 (1 − e2πikb/a )e2πikt/a a−1 = k=1 1 (1 − e2πik/a )e2πikb−1 t/a . when James Joseph Sylvester (1814–1897)7 studied the Frobenius problem) that g(a1 . . relatively prime integers a and b. 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 − . More generally. DISCRETE APPLICATIONS OF THE RESIDUE THEOREM (b) Use this together with the identity found in 3. 1. The notion of an integer being representable k times and the respective formula obtained in 6. . prove that.5 Dedekind sums This exercise outlines yet another nontraditional application of the Residue Theorem 9. an ). 10. We call this largest integer the Frobenius number g(a1 . Historical remark.ac. . and N (t) > k for all t > (k + 1)ab − a − b. . 5. an . . .9. mn such that n t= j=1 mj aj . let’s call an integer t representable if there exist nonnegative integers m1 . . .uk/∼history/Biographies/Sylvester. Hint: use the periodicity of the cotangent and the fact that cot z = 7 1 1 − z + higherorder terms . The formula in 4. there is no known closed formula for g(a1 .
stand. number theory. Deﬁne 1 s(a. see http://wwwgroups.ac. For more information about Julius Wilhelm Richard Dedekind (1831–1916). and discrete geometry.html.2)? Historical remark. DISCRETE APPLICATIONS OF THE RESIDUE THEOREM (b) Prove that limR→∞ γR 108 f = −2i and deduce that for any R > 0 f = −2i .uk/∼history/Biographies/Dedekind. see http://wwwgroups. The reciprocity law (10. 8 .ac. The sum (10.CHAPTER 10. 9 For more information about Rademacher.9 to show that 1 1 s(a.2) is the most important and famous identity of the Dedekind sum. b) = 4b b−1 cot k=1 πka b cot πk b .1) and (10.dcs. γR 2. Can you generalize (10.dcs. a) = − + 4 12 3.html. 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 .1) Use the Residue Theorem 9. (10.2) in the 1870’s and has since intrigued mathematicians from such diﬀerent areas as topology.1) is called a Dedekind8 sum. (10. The proof that is outlined here is due to Hans Rademacher (1892–1969)9 . b) + s(b.stand.uk/∼history/Biographies/Rademacher.
Solutions to Selected Exercises Chapter 1 8 2. 1. nowhere holomorphic (i) diﬀerentiable and holomorphic in C with derivative 2(z − z) Chapter 3 37. k = 0. √ 3. k ∈ Z. (b) 19 − 25 i 25 (c) 1 (d) 1 if n = 4k. . k = 0. (a) diﬀerentiable at 0. k ∈ Z. nowhere holomorphic 109 . (a) 0 (b) 1 + i 10. . −1 if n = 2 + 4k. −i if n = 3 + 4k. i if n = 1 + 4k. (a) −1 + i (b) 34i (c) −1 π 9. (a) 2ei 2 √ iπ (b) 2e 4 √ 5π (c) 2 3ei 6 5. nowhere holomorphic (g) diﬀerentiable at 0 with derivative 0. 8i π 4. 1. (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 x cosh y − i cos x sinh y (f) diﬀerentiable at 0 with derivative 0. 3 12. z = ei 4 − 1 and z = ei π 5π 4 −1 Chapter 2 2. . 2. 5 − 10i √ √ i (c) 10 . 5 π π (b) z = 2ei 4 + 2 k . . (a) 5. −2 − i √ (b) 5 5. k ∈ Z. 3 1( 2 − 1) + 11 ( 2 + 9) 11 1 (d) 8. (a) z = ei 3 k . nowhere holomorphic (h) diﬀerentiable at 0 with derivative 0. k ∈ Z.
e−i 3 (c) diﬀerentiable and holomorphic on C \ {x + iy ∈ C : x ≥ −1. 2πi for r > a 30 0 for r = 1. f (z) = c z c−1 Chapter 4 2. for example. (a) k≥0 (−4)k z k 1 (b) k≥0 3·6k z k π π 110 . entire) 38. ei 3 . √3 29 0 for r < a. (a) divergent (b) convergent (limit 0) (c) divergent i (d) convergent (limit 2 − 2 ) (e) convergent (limit 0) 23. y = 0} (f) diﬀerentiable and holomorphic in C (i. Chapter 7 1. (a) z = i (b) There is no solution. k ∈ Z 2 (e) z = π + πk. k ∈ Z 2 (d) z = π + 2πk ± 4i. k ∈ Z (g) z = 2i 41. k ∈ Z 2 (f) z = πk. − πi for r = 3. Any simply connected set which does not contain the origin. (a) 8πi (b) 0 (c) 0 (d) 0 20. (c) z = ln π + i π + 2πk . (a) 0 (b) 2πi (c) 0 (d) πi (e) 0 (f) 0 8. 0 2π 22. C \ (−∞. 0 for r = 5 3 Chapter 5 3. y = 2} (d) nowhere diﬀerentiable or holomorphic (e) diﬀerentiable and holomorphic on C \ {x + iy ∈ C : x ≤ 3.SOLUTIONS TO SELECTED EXERCISES (b) diﬀerentiable and holomorphic on C \ −1. −2πi 3.e. 0].
One Laurent series is 14. The maximum is 3 (attained at z = ±i). and 0 if a > 1. (c) π 2 (−1)k k≥−2 4k+3 (z − 2)k . . (a) k≥0 e1 (z + 1)k k! (b) e2πi 33! 16. (a) 0 (b) 1 (c) 4 (−1)k (2k)! k −k−3 . 13. (a) {z ∈ C : z < 1}.SOLUTIONS TO SELECTED EXERCISES 26. (a) k k k≥0 (−1) (z − 1) (−1)k−1 (z − 1)k k≥1 k 111 (b) 29. . z 2k−2 9. k≥0 k! (z − 1) 10. converging for z = −1. sin z = z −1 + 6 z + 360 z 3 + . (b) 1 (c) 1 (careful reasoning!) (d) 1 (careful reasoning!) Chapter 8 1. − 2 > 2. {z ∈ C : z ≤ r} for any r (c) {z ∈ C : z − 3 > 1}. . converging for z − 1 > 2. (a) 2πi (b) 27πi 4 (c) − 2πi 7 1 (d) πi 3 (e) 2πi (f) 0 11. 12. (a) ∞ if a < 1. 1 if a = 1. 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. 20. converging for 0 < z − 2 < 4. (a) k≥0 Chapter 9 7. {z ∈ C : r ≤ z − 3 ≤ R} for any 1 < r ≤ R e k 3. and the minimum is 1 (attained at z = ±1). (a) One Laurent series is (b) − πi 8 10. One Laurent series is 1 1 7 15. {z ∈ C : z ≤ r} for any r < 1 (b) C.
36 CasoratiWeierstraß theorem. 106 function. 36 arg. 95 Cauchy’s estimate. 107 dense. 67 distance of numbers. 93 exponential function. 51 extensions of. 71 absolute value. 4. 33 exponential rules. 85 Cauchy’s integral formula. 57. 8 closed. 53. 34 cotangent. 16 homotopic. 2 abelian. 58 geometric series. 84 Cauchy’s theorem. 61 essential singularity. 19. 18 chain rule. 87 e. 15 contractible. 34 curve. 18 binomial coeﬃcient. 16 diﬀerentiation rule. 45 112 . 102 of calculus. 95 derivative. 63 harmonic conjugate. 2 antiderivative. 16. 56. 17 closed algebraically. 18 dilation. 8 continuous. 5 connected. 37 embedding of R in C. 36 argument. 16 diﬀerentiable. 3 addition. 14 double series. 66 branch of the logarithm. 91. 45 Dedekind sum. 45 Cauchy–Riemann equations. 10. 33 Fibonacci numbers. 68 series. 58 Arg. 3 bijection. 2 Frobenius problem. 105 boundary. 100. 70 cosine. 2 harmonic. 14 fundamental theorem of algebra. 26 Dirichlet problem. 105 ﬁeld. 2 entire. 16 diﬀerence quotient. 95 conjugate. 64 holomorphic. 68 domain. 7 coﬀee. 3 axis imaginary. 75 group. 7 divergent.Index absolute convergence. 46 convergent sequence. 8 closed set. 56 curve. 3 real. 47.
65. 8 meromorphic. 36 principal logarithm. 2 . region of convergence. 93 polynomial. 14 imaginary part. 94 parametrization. 87 Rouch´’s theorem. 12. 90 tangent. 59 translation. 25 Log. 66. 34 minimum singularity. 65 residue theorem. 63 Laurent series. 95 piecewise smooth. 7 order of a pole. 43 limit of a function. 3 integral. 14. 36 log. 45 hyperbolic trig functions. 14 image. 75 diﬀerentiation of. 97 strong relative. 87 reverse triangle inequality. 7 Morera’s theorem. 26 multiplication. 68 of a series. 93 maximum residue. 88 Leibniz’s rule. 72 polar form. 8 max/min property for harmonic functions. 3 rectangular form. 97 weak relative. 14. 70 for real functions. 61 power series. 49 series. 42 pointwise convergence. 23. 82 integration of. 3 identity map. 8 for harmonic functions. 8 path independent. 65 sequence. 35 i. 37 113 real part. 42 path. 36 logarithm. 36 logarithmic derivative. 25 o Taylor series expansion. 12 maximummodulus theorem. 3 topology. 26 isolated singularity. 5 region. 60 periodic. 25 onetoone. 36 principal value of ab . 83 modulus. 51 inverse function. 34 M¨bius transformation. 18 inversion. 76 principal argument. 93 strong relative. 70 linear fractional transformation. 18 open set. 100 e meanvalue theorem separated. 75 87 removable singularity. 99 sine. 8 weak relative. 68 for holomorphic functions. 10 length. 99 obvious. 10 simple closed curve. 65 smooth. 42 integration by parts. 16 of a sequence. 93 Laplace equation. 87 minimummodulus theorem. 56. 34 Picard’s theorem. 18 onto. 5 pole.INDEX homotopy.
34 trivial. 15 uniform convergence. 90 114 . 74 Weierstraß convergence theorem. 72 uniqueness theorem. 86 Weierstraß M test. 6 trigonometric functions.INDEX triangle inequality.
This action might not be possible to undo. Are you sure you want to continue?
Use one of your book credits to continue reading from where you left off, or restart the preview.