A First Course in
Complex Analysis
Version 1.24
Matthias Beck, Gerald Marchesi, and Dennis Pixton
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
Copyright 2002–2009 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 Collin Bleak, Jon Clauss, Sharma Pallekonda, and Joshua Palmatier for comments
after teaching from this book.
Contents
1 Complex Numbers 1
1.1 Deﬁnition and Algebraic Properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 Geometric Properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.3 Elementary Topology of the Plane . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.4 Theorems from Calculus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
2 Diﬀerentiation 13
2.1 First Steps . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
2.2 Diﬀerentiability and Analyticity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
2.3 The Cauchy–Riemann Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
2.4 Constants and Connectivity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
3 Examples of Functions 23
3.1 M¨obius Transformations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
3.2 Inﬁnity and the Cross Ratio . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
3.3 Exponential and Trigonometric Functions . . . . . . . . . . . . . . . . . . . . . . . . 28
3.4 The Logarithm and Complex Exponentials . . . . . . . . . . . . . . . . . . . . . . . 31
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33
4 Integration 37
4.1 Deﬁnition and Basic Properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
4.2 Antiderivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
4.3 Cauchy’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
4.4 Cauchy’s Integral Formula . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44
5 Consequences of Cauchy’s Theorem 48
5.1 Extensions of Cauchy’s Formula . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48
5.2 Taking Cauchy’s Formula to the Limit . . . . . . . . . . . . . . . . . . . . . . . . . . 50
5.3 Antiderivatives Revisited and Morera’s Theorem . . . . . . . . . . . . . . . . . . . . 53
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55
3
CONTENTS 4
6 Harmonic Functions 57
6.1 Deﬁnition and Basic Properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57
6.2 MeanValue and Maximum/Minimum Principle . . . . . . . . . . . . . . . . . . . . . 59
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61
7 Power Series 62
7.1 Sequences and Completeness . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62
7.2 Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 64
7.3 Sequences and Series of Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66
7.4 Region of Convergence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70
8 Taylor and Laurent Series 74
8.1 Power Series and Analytic Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . 74
8.2 Classiﬁcation of Zeros and the Identity Principle . . . . . . . . . . . . . . . . . . . . 77
8.3 Laurent Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 79
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 82
9 Isolated Singularities and the Residue Theorem 85
9.1 Classiﬁcation of Singularities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85
9.2 Residues . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89
9.3 Argument Principle and Rouch´e’s Theorem . . . . . . . . . . . . . . . . . . . . . . . 91
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93
10 Discreet Applications of the Residue Theorem 96
10.1 Inﬁnite Sums . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 96
10.2 Binomial Coeﬃcients . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97
10.3 Fibonacci Numbers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97
10.4 The ‘CoinExchange Problem’ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 98
10.5 Dedekind sums . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 99
Solutions to Selected Exercises 101
Index 104
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)
1.1 Deﬁnition and Algebraic Properties
The complex numbers can be deﬁned as pairs of real numbers,
C = {(x, y) : x, y ∈ R} ,
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 (1.1)
∀ (x, y), (a, b), (c, d) ∈ C :
(x, y) + (a, b)
+ (c, d) = (x, y) +
(a, b) + (c, d)
(1.2)
∀ (x, y), (a, b) ∈ C : (x, y) + (a, b) = (a, b) + (x, y) (1.3)
∀ (x, y) ∈ C : (x, y) + (0, 0) = (x, y) (1.4)
∀ (x, y) ∈ C : (x, y) + (−x, −y) = (0, 0) (1.5)
∀ (x, y), (a, b), (c, d) ∈ C : (x, y) ·
(a, b) + (c, d)
= (x, y) · (a, b) + (x, y) · (c, d)
(1.6)
1
CHAPTER 1. COMPLEX NUMBERS 2
∀ (x, y), (a, b) ∈ C : (x, y) · (a, b) ∈ C (1.7)
∀ (x, y), (a, b), (c, d) ∈ C :
(x, y) · (a, b)
· (c, d) = (x, y) ·
(a, b) · (c, d)
(1.8)
∀ (x, y), (a, b) ∈ C : (x, y) · (a, b) = (a, b) · (x, y) (1.9)
∀ (x, y) ∈ C : (x, y) · (1, 0) = (x, y) (1.10)
∀ (x, y) ∈ C \ {(0, 0)} : (x, y) ·
x
x
2
+y
2
,
−y
x
2
+y
2
= (1, 0) (1.11)
Remark. What we are stating here can be compressed in the language of algebra: equations (1.1)–
(1.5) say that (C, +) is an Abelian group with unit element (0, 0), equations (1.7)–(1.11) 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) . (1.12)
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
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 (1.12) 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
CHAPTER 1. COMPLEX NUMBERS 3
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.
that gives another vector—much less so if we additionally demand our deﬁnition of the product of
two 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.
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
1
The name has historical reasons: people thought of complex numbers as unreal, imagined.
CHAPTER 1. COMPLEX NUMBERS 4
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
FF M
M
M
M
M
M
M
M
ff
r
r
r
r
r
r
r
r
r
r
r
r
r
r
r
r
r
xx
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.
.
.
z
1
z
2
z
1
z
2
φ
1
φ
2
φ
1
+φ
2
Figure 1.3: Multiplication of complex numbers.
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.
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
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
(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 . (1.13)
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
(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
 .
CHAPTER 1. COMPLEX NUMBERS 6
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 (1.13)
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
.
(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 15.
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.
CHAPTER 1. COMPLEX NUMBERS 7
Deﬁnition 1.1. 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 1.2. A set is open if all its points are interior points. A set is closed if it contains all
its boundary points.
Example 1.1. 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 1.2. C and the empty set ∅ are open. They are also closed!
Deﬁnition 1.3. 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 1.3. 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 1.4. 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.
CHAPTER 1. COMPLEX NUMBERS 8
Deﬁnition 1.5. 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 1.5. 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 1.6. 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.
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 1.6 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 1.6. 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 1.5.
CHAPTER 1. COMPLEX NUMBERS 9
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 1.7 (ExtremeValue Theorem). Any continuous realvalued function deﬁned on a closed
and bounded subset of R
n
has a minimum value and a maximum value.
Theorem 1.8 (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 1.9 (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 1.10 (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 1.11 (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:
CHAPTER 1. COMPLEX NUMBERS 10
Theorem 1.12 (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. Find the real and imaginary parts of each of the following:
(a)
z−a
z+a
(a ∈ R).
(b)
3+5i
7i+1
.
(c)
−1+i
√
3
2
3
.
(d) i
n
for any n ∈ Z.
2. 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
.
3. Write in polar form:
(a) 2i.
(b) 1 +i.
(c) −3 +
√
3i.
4. Write in rectangular form:
(a)
√
2 e
i3π/4
.
(b) 34 e
iπ/2
.
(c) −e
i250π
.
5. 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.
6. Show that
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
(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
.
7. Find all solutions of the equation z
2
+ 2z + (1 −i) = 0.
8. Prove Theorem 1.1.
9. Show that if z
1
z
2
= 0 then z
1
= 0 or z
2
= 0.
10. Prove Lemma 1.2.
11. 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.
12. Prove Lemma 1.3.
13. 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} .
14. 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.
15. Prove the reverse triangle inequality z
1
−z
2
 ≥ z
1
 −z
2
.
16. Use the previous exercise to show that
1
z
2
−1
≤
1
3
for every z on the circle z = 2e
iθ
.
17. 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.
18. What are the boundaries of the sets in the previous exercise?
19. 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.
CHAPTER 1. COMPLEX NUMBERS 12
(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.
20. 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.
21. 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.
22. 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
13
CHAPTER 2. DIFFERENTIATION 14
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 2.1. 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 2.1. 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 2.1
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 2.2. Let f and g be complex functions and c, z
0
∈ C.
(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 have to make sure we do not divide by zero.
Because the deﬁnition of the limit is somewhat elaborate, the following fundamental deﬁnition
looks almost trivial.
Deﬁnition 2.2. 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 15
Just as in the real case, we can “take the limit inside” a continuous function:
Lemma 2.3. 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 Analyticity
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 2.3. 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 analytic at z
0
. The function f is analytic on
the open set G ⊆ C if it is diﬀerentiable (and hence analytic) at every point in G. Functions which
are diﬀerentiable (and hence analytic) 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 analyticity are actually diﬀerent is seen in the
following examples.
Example 2.2. The function f(z) = z
3
is entire, that is, analytic 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
.
Example 2.3. The function f(z) = z
2
is diﬀerentiable at 0 and nowhere else (in particular, f is not
analytic 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
.
CHAPTER 2. DIFFERENTIATION 16
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 2.4. 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 2.4. 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.
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 2.5. 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
))
.
CHAPTER 2. DIFFERENTIATION 17
Proof. The function F deﬁned by
F(z) =
f(w) −f(w
0
)
w −w
0
if w = w
0
,
f
(w
0
) if w = w
0
is continuous at w
0
. This appears when we calculate 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
)
= lim
z→z
0
1
F(g(z))
.
Now apply Lemma 2.3 to evaluate this last limit as
1
F(g(z
0
))
=
1
f
(g(z
0
))
.
2.3 The Cauchy–Riemann Equations
Theorem 2.6. (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. The partial diﬀerential equations (2.2) are called the Cauchy–Riemann equations, named after
Augustin Louis Cauchy (1789–1857)
1
and Georg Friedrich Bernhard Riemann (1826–1866)
2
.
3. As stated, (a) and (b) are not quite converse statements. However, we will later show that if f is
analytic at z
0
= x
0
+iy
0
then u and v have continuous partials (of any order) at z
0
. That is, later
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 18
we will prove that f = u + iv is analytic in an open set G if and only if u and v have continuous
partials that satisfy (2.2) in G.
4. 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 analytic 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 analytic on an open set are
harmonic on that set.
Proof of Theorem 2.6. (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
).
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
) ,
CHAPTER 2. DIFFERENTIATION 19
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 1.8, 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) .
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 Constants and Connectivity
One of the ﬁrst applications of the meanvalue theorem in real calculus is to show that if a function
has zero derivative everywhere on an interval then it must be constant. The proof is very easy: The
meanvalue theorem for a real function says f(x + ∆x) −f(x) = f
(x +a∆x)∆x where 0 < a < 1.
If we know that f
is always zero then we know that f
(x +a∆x) = 0, so f(x + ∆x) = f(x). This
says that all values of f must be the same, so f is a constant.
However the meanvalue theorem does not have a simple analog for complex valued functions,
so we need another argument to prove that functions with derivative that are always 0 must be
CHAPTER 2. DIFFERENTIATION 20
constant. In fact, this isn’t really true. For example, if the domain of f consists of all complex
numbers with nonzero real part and
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 an important fact about complex functions.
In many cases during the course we will want to conclude that a function is constant, and in each
case we will have to allow for examples like the above. The fundamental problem is that the domain
in this example is not connected, and in fact the correct theorem is:
Theorem 2.7. If the domain of f is a region G ⊆ C and f
(z) = 0 for all z in G then f is a
constant.
Proof. First, suppose that H is a horizontal line segment in G. Consider the real part u(z) for
z ∈ H. Since H is a horizontal segment, y is constant on H, so we can consider u(z) to be just a
function of x. But u
x
(z) = Re(f
(z)) = 0 so, by the real version of the theorem, u(z) is constant
on this horizontal segment. 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.
Next, suppose that V is a vertical segment that is contained in G, and consider the real part
u(z) for z on V . As above, we can consider u(z) to be just a function of y and, using the Cauchy–
Riemann equations, u
y
(z) = −v
x
(z) = −Im(f
(z)) = 0. Thus u is constant on V , and similarly v
is constant on V , so f is constant on V .
Now we can prove the theorem using these two facts: Fix a starting point z
0
in G and let
b = f(z
0
). Connect z
0
to a point z
1
by a horizontal segment H in G; then f is constant on H so
f(z
1
) = f(z
0
) = b. Now connect z
1
to a point z
2
by a vertical segment V in G; then f is constant
on V so f(z
2
) = f(z
1
) = b. Now connect z
2
to a point z
3
by a horizontal segment and conclude
that f(z
3
) = b. Repeating this argument we see that f(z) = b for all points that can be connected
to z
0
in this way by a ﬁnite sequence of horizontal and vertical segments. Theorem 1.6 says that
this is always possible.
There are a number of surprising applications of this theorem; see Exercises 13 and 14 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 2.2.
CHAPTER 2. DIFFERENTIATION 21
4. Prove Lemma 2.2 by using the formula for f
given in Theorem 2.6.
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 2.3.
8. Prove Lemma 2.4.
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 analytic? Determine their
derivatives at points where they are diﬀerentiable.
(a) f(z) = e
−x
e
−iy
.
(b) f(z) = 2x +ixy
2
.
(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. 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?
12. 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 2.6 (b)?
13. Prove: If f is analytic 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.)
14. Prove: If f(z) and f(z) are both analytic in the region G ⊆ C then f(z) is constant in G.
15. 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.
CHAPTER 2. DIFFERENTIATION 22
16. Is
x
x
2
+y
2
harmonic? What about
x
2
x
2
+y
2
?
17. 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 11 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 analytic 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 3.1. 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
.
This is equivalent (unless the denominators are zero) 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.
23
CHAPTER 3. EXAMPLES OF FUNCTIONS 24
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 3.2. 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 3.3. 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)
First 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 25
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.
Second 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 26
Lemma 3.4. Suppose f is analytic 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 analytic 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 3.2. 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 do this by deﬁning a new set,
ˆ
C = C ∪ {∞}. In this new set we
deﬁne algebraic rules for dealing with inﬁnity 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 sum = sum of limits” rule gives
lim
z→z
0
(f(z) +g(z)) = ∞. This leads to the addition rule ∞+a = ∞. We summarize these rules:
CHAPTER 3. EXAMPLES OF FUNCTIONS 27
Deﬁnition 3.3. Suppose a ∈ C.
(a) ∞+a = a +∞= ∞
(b) ∞· a = a · ∞= ∞· ∞= ∞ if a = 0.
(c)
a
∞
= 0 and
a
0
= ∞ if a = 0.
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 3.5. 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 3.3. 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 3.3 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
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.
CHAPTER 3. EXAMPLES OF FUNCTIONS 28
Deﬁnition 3.4. 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 3.6. 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 3.1 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 3.7. 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 3.6.
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).
3.3 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.
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
=
P
k≥0
x
k
/k!. In light of this deﬁnition, the reader might think we should have simply deﬁned the
CHAPTER 3. EXAMPLES OF FUNCTIONS 29
Deﬁnition 3.5. 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.
Lemma 3.8. 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 3.5 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
.
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.
Deﬁnition 3.6. 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.
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 30
//
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.
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 x =
1
2i
(exp(ix) −exp(−ix)) =
1
2i
(cos x +i sin x −(cos(−x) +i sin(−x))) = sin x.
(The ‘sin’ on the left denotes the complex sine, the one on the right the real sine.) A similar
calculation holds for the cosine. Not too surprising, the following properties follow mostly from
Lemma 3.8.
Lemma 3.9. 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:
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
.
CHAPTER 3. EXAMPLES OF FUNCTIONS 31
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 .
3.4 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 3.7. 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 .
CHAPTER 3. EXAMPLES OF FUNCTIONS 32
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
.
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
analytic.
Theorem 3.10. 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 2.5 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 2.5 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 31), 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!
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 33
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.)
4. Prove Proposition 3.2.
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 analytic 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 13 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
.
CHAPTER 3. EXAMPLES OF FUNCTIONS 34
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
.
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 analytic 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. Suppose z
1
, z
2
and z
3
are distinct points in
ˆ
C. Show that z is on the circle passing through
by z
1
, z
2
and z
3
if and only if [z, z
1
, z
2
, z
3
] is real or inﬁnite.
17. 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}.
18. Prove Lemma 3.8.
19. Prove Lemma 3.9.
20. 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.
21. 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.
22. Show that tan(iz) = i tanh z.
23. Find the principal values of
CHAPTER 3. EXAMPLES OF FUNCTIONS 35
(a) log i.
(b) (−1)
i
.
(c) log(1 +i).
24. Is arg(z) = −arg(z) true for the multiplevalued argument? What about Arg(z) = −Arg(z)
for the principal branch?
25. 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.)
26. For each of the following functions, determine all complex numbers for which the function is
analytic. If you run into a logarithm, use the principal value (unless stated otherwise).
(a) z
2
.
(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
.
27. 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.
28. Find the image of the annulus 1 < z < e under the principal value of the logarithm.
29. Show that a
z
 = a
Re z
if a is a positive real constant.
30. Fix c ∈ C \ {0}. Find the derivative of f(z) = z
c
.
31. 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?
32. 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 →−∞.
33. For this problem, f(z) = z
2
.
CHAPTER 3. EXAMPLES OF FUNCTIONS 36
(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.)
34. 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 4.1. 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.
37
CHAPTER 4. INTEGRATION 38
(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.
Proposition 4.1. 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(z) dz =
γ
1
f(z) dz +
γ
2
f(z) dz .
(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.
In (d) the length of a smooth curve γ with parametrization γ(t), a ≤ t ≤ b, is deﬁned as
length(γ) =
b
a
γ
(t)
dt .
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.
CHAPTER 4. INTEGRATION 39
Proof. (a) follows directly from the deﬁnition of the integral and the properties of real integrals.
(b) 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 .
For (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(z) dz =
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
(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
(t) dt +
b
2
a
2
f(γ
2
(s))γ
2
(s) ds
=
γ
1
f(z) dz +
γ
2
f(z) dz.
Finally, to prove (d), let φ = Arg
γ
f. Then
γ
f(z) dz
=
γ
f(z) dz e
−iφ
= Re
γ
f(z) dz e
−iφ
= Re
b
a
f(γ(t))γ
(t)e
−iφ
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) .
4.2 Antiderivatives
Just like in the real case, one easy way to compute integrals is through knowing the antiderivative
(or primitive) of the integrand f, that is, a function F such that F
= f. To be more precise, we
say that f has an antiderivative on G if there exists a function F that is analytic on G, such that
F
(z) = f(z) for all z ∈ G.
CHAPTER 4. INTEGRATION 40
Theorem 4.2. Suppose G ⊆ C is open, γ is a smooth curve in G parametrized by γ(t), a ≤ t ≤ b,
f is continuous on G, and F is a primitive of f on G. Then
γ
f = F (γ(b)) −F (γ(a)) .
In particular,
γ
f is independent of the path γ ⊂ G between γ(a) and γ(b).
Example 4.1 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.
Corollary 4.3. Suppose G ⊆ C is open, γ is a smooth closed curve in G, and f is continuous on
G and has an antiderivative on G. Then
γ
f = 0 .
Proof of Theorem 4.2. An application of the chain rule shows
d
dt
F(γ(t)) = F
(γ(t))γ
(t) ,
and then we calculate
γ
f =
b
a
f(γ(t))γ
(t) dt =
b
a
F
(γ(t))γ
(t) dt =
b
a
d
dt
F(γ(t)) dt = F (γ(b)) −F (γ(a)) ,
by Theorem 1.9 (the Fundamental Theorem of Calculus).
4.3 Cauchy’s Theorem
We now turn to the central theorem of complex analysis. It is based on the following concept.
Deﬁnition 4.2. Suppose γ
1
and γ
2
are closed curves in the open set G ⊆ C, parametrized by
γ
1
(t), 0 ≤ t ≤ 1 and γ
2
(t), 0 ≤ t ≤ 1, respectively. Then γ
1
is Ghomotopic to γ
2
, in symbols
γ
1
∼
G
γ
2
, if there is a continuous function h : [0, 1]
2
→G such that
h(t, 0) = γ
1
(t) ,
h(t, 1) = γ
2
(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
1
to γ
2
. 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.
Here is the theorem on which most of what will follow is based.
CHAPTER 4. INTEGRATION 41
Figure 4.1: This square and the circle are (C \ {0})homotopic.
Theorem 4.4 (Cauchy’s Theorem). Suppose G ⊆ C is open, f is analytic in G, and γ
1
∼
G
γ
2
via
a homotopy with continuous second partials. Then
γ
1
f =
γ
2
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.
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.
The fact that an integral over a point is zero has the following immediate consequence.
Corollary 4.5. Suppose G ⊆ C is open, f is analytic in G, and γ ∼
G
0 via a homotopy with
continuous second partials. Then
γ
f = 0 .
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 42
Figure 4.2: This ellipse is (C \ R)contractible.
The fact that any closed curve is Ccontractible (Exercise 11a) yields the following special case
of the previous specialcase corollary.
Corollary 4.6. If f is entire and γ is any smooth closed curve then
γ
f = 0 .
Proof of Theorem 4.4. Suppose h is the homotopy, and γ
s
is the curve parametrized by h(t, s), 0 ≤
t ≤ 1. Consider the integral
I(s) =
γs
f
as a function in s (so I(0) =
γ
1
f and I(1) =
γ
2
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). To prove that I is constant,
we use Theorem 1.12 (Leibniz’s rule), combined with Theorem 1.9 (the fundamental theorem of
calculus).
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
=
1
0
f
(h(t, s))
∂h
∂s
∂h
∂t
+f (h(t, s))
∂
2
h
∂t∂s
dt =
1
0
∂
∂t
f (h(t, s))
∂h
∂s
dt
= f (h(1, s))
∂h
∂s
(1, s) −f (h(0, s))
∂h
∂s
(0, s) = 0 .
In the last step we used the third property (according to Deﬁnition 4.2) of the homotopy h.
Note also that in the second line, we use the fact that h has continuous second partials and hence
∂
2
h
∂t∂s
=
∂
2
h
∂s∂t
.
4.4 Cauchy’s Integral Formula
Cauchy’s Theorem 4.4 yields almost immediately the following helpful result.
CHAPTER 4. INTEGRATION 43
Theorem 4.7 (Cauchy’s Integral Formula for a Circle). Let C
R
be the counterclockwise circle with
radius R centered at w and suppose f is analytic 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 analytic in an open set containing D \ {w}. So Cauchy’s Theorem 4.4, gives
C
R
f(z)
z −w
dz =
Cr
f(z)
z −w
dz
Now by Exercise 8,
Cr
1
z −w
dz = 2πi ,
and we obtain with Proposition 4.1(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) .
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 analytic. 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 4.7 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 4.8 (Cauchy’s Integral Formula). Suppose f is analytic 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 .
CHAPTER 4. INTEGRATION 44
We have already indicated how to prove this, by combining Cauchy’s theorem and the special
case, Theorem 4.7. 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 4.9 (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.
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.
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 4.8 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 4.10. Suppose f is analytic 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 4.1.
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.
CHAPTER 4. INTEGRATION 45
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.
7. 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.
8. 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 .
9. 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.)
10. Prove that ∼
G
is an equivalence relation.
11. (a) Prove that any closed curve is Ccontractible.
(b) Prove that any two closed curves are Chomotopic.
12. 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.]
13. Exercise 12 excluded n = −1 for a very good reason: Exercises 2 and 8 (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?)
CHAPTER 4. INTEGRATION 46
14. 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.)
15. Suppose p is a polynomial and γ is a closed smooth path in C. Show that
γ
p = 0 .
16. 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.
17. 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?
18. Prove the following integration by parts statement. Let f and g be analytic 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 .
19. Suppose f and g are analytic 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.
20. This exercise gives an alternative proof of Cauchy’s integral formula (Theorem 4.8), which
does not depend on Cauchy’s Theorem 4.4. Suppose f is analytic 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 1.12 (Leibniz’s rule) and then ﬁnd a primitive for
∂f
∂t
(z +t(w −z)).)
(b) Prove Theorem 4.8 by evaluating g(0) and g(1).
21. Prove Corollary 4.5 using Theorem 4.8.
22. 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} .
23. 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 8 and 22.)
CHAPTER 4. INTEGRATION 47
24. 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 23.)
25. Use the Cauchy integral formula to evaluate the integral in Exercise 24 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
?)
26. 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)
4
dz.
(c)
C
sin(2z)
(z −π)
4
dz.
(d)
C
e
z
cos(z)
(z −π)
3
dz.
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 4.8).
Theorem 5.1. Suppose f is analytic 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
analytic we know of the existence of f
, that is, f
is also analytic 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 4.8). We will study the following diﬀerence quotient, which we can rewrite as follows by
Theorem 4.8.
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 .
48
CHAPTER 5. CONSEQUENCES OF CAUCHY’S THEOREM 49
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 4.1(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). 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)δ
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 1).
Remarks. 1. Theorem 5.1 suggests that there are similar looking 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 analytic 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 5.1.
z=1
sin(z)
z
2
dz = 2πi
d
dz
sin(z)
z=0
= 2πi cos(0) = 2πi .
Example 5.2. 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 50
γ
1
γ
2
0
1
Figure 5.1: Example 5.2
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 5.3.
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 5.3. 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 51
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 5.4 (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
γ
R
1/p(z)
z
dz
where γ
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
γ
R
dz
z p(z)
. (∗)
But now we can see that the limit of the integral is 0: By Lemma 5.3 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 4.1(d) and the formula for the circumference of a circle we see that the integral can be
bounded as
1
2πi
γ
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 8).
2. A compact reformulation of the fundamental theorem of algebra is to say that C is algebraically
closed.
A powerful consequence of (the ﬁrst half of) Theorem 5.1 is the following.
Corollary 5.5 (Liouville’s
3
Theorem
4
). Every bounded entire function is constant.
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 times.
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’s times.
CHAPTER 5. CONSEQUENCES OF CAUCHY’S THEOREM 52
Proof. Suppose f(z) ≤ M for all z ∈ C. Given any w ∈ C, we apply Theorem 5.1 with the circle
γ
R
of radius R centered at w. Note that we can choose any R because f is entire. Now we apply
Proposition 4.1 (d), remembering that γ
R
has circumference 2πR and z −w = R for all z on γ
R
:
f
(w)
=
1
2πi
γ
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 2.7, 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 5.3; that is,
f is also bounded (Exercise 7). Now apply Corollary 5.5 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.
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 analytic 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 5.3, so we can bound the integral over T using Proposition 4.1(d):
T
dz
z
2
+ 1
≤
2
R
2
· πR =
2
R
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
.
CHAPTER 5. CONSEQUENCES OF CAUCHY’S THEOREM 53
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 11.
5.3 Antiderivatives Revisited and Morera’s Theorem
A region G is said to be simply connected if every closed curve in G is Gcontractible. This concept
allows the following result.
Theorem 5.6. Suppose f is analytic in the simplyconnected region G. Then f has a primitive
in G.
Proof. Fix a point a ∈ G and let
F(z) =
γz
f
where γ
z
is any smooth curve from a to z. We should make sure that F is well deﬁned: Suppose
δ
z
is another smooth curve from a to z then γ
z
− δ
z
is closed and Gcontractible, as G is simply
connected. Hence by Corollary 4.5
0 =
γz−δz
f =
γz
f −
δz
f
which means we get the same integral no matter which path we take from a to z, so F is a
welldeﬁned function. It remains to show that F is a primitive of f:
F
(z) = lim
h→0
F(z +h) −F(z)
h
= lim
h→0
1
h
γ
z+h
f −
γz
f
.
Now let δ be a smooth curve in G from z to z +h. Then γ
z
+δ −γ
z+h
is a closed smooth curve
in G, and it is Gcontractible as G is simply connected. Hence again Corollary 4.5 gives us
γz
f +
δ
f −
γ
z+h
f = 0 ,
that is,
F
(z) = lim
h→0
1
h
γ
z+h
f −
γz
f
= lim
h→0
1
h
δ
f .
(One should keep in mind that δ very much depends on z and h.) If h is suﬃciently small, the
line segment l(z, z +h) between z and z +h lies in G and by Corollary 4.5 (again we use that G is
simply connected)
F
(z) = lim
h→0
1
h
δ
f = lim
h→0
1
h
l(z,z+h)
f .
CHAPTER 5. CONSEQUENCES OF CAUCHY’S THEOREM 54
γ
z+h
γ
z
a
z
z +h
δ
G
Figure 5.2: Proof of Theorem 5.6.
Now because
l(z,z+h)
f(z) dw = f(z)
l(z,z+h)
dw = f(z) h, we obtain
F
(z) −f(z)
=
lim
h→0
1
h
l(z,z+h)
f(w) dw − lim
h→0
1
h
l(z,z+h)
f(z) dw
= lim
h→0
1
h
l(z,z+h)
f(w) −f(z) dw
≤ lim
h→0
1
h
max
w∈l(z,z+h)
f(w) −f(z) length(l(z, z +h))
= lim
h→0
max
w∈l(z,z+h)
f(w) −f(z) = 0 .
The last equality follows from the continuity of f.
There is an interesting consequence to be drawn from this theorem. It follows from the fact
that a primitive of a function is, by deﬁnition, diﬀerentiable. This means that the primitive of
a function f obtained by Theorem 5.6 has itself a primitive, which has a primitive, which has a
primitive, which has . . . This is the same behavior which we discovered in Corollary 5.2 ‘in the other
direction.’
Another consequence comes from the proof of Theorem 5.6: we did 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 4.5.
Corollary 5.7 (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 analytic in 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 55
Proof. As in the previous proof, 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 above we can show that F is a primitive
for f in G. Because F is analytic on G, Corollary 5.2 gives that f is also analytic on G.
Exercises
1. Prove the formula for f
in Theorem 5.1.
2. 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.
(i)
1
(z+4)(z
2
+1)
.
3. Prove that
γ
z exp
z
2
dz = 0 for any closed curve γ.
4. Show that exp(sin z) has an antiderivative on C.
5. 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
?)
6. 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
.
7. 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?)
CHAPTER 5. CONSEQUENCES OF CAUCHY’S THEOREM 56
8. 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.
9. Show that a polynomial of odd degree with real coeﬃcients must have a real zero. (Hint:
Exercise 14b in Chapter 1.)
10. 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).
11. 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 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.
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 6.1. Suppose f = u + iv is analytic 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 2.6, 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.
57
CHAPTER 6. HARMONIC FUNCTIONS 58
Proposition 6.1 shouts for a converse theorem. There are, however, functions which are harmonic
in a region G but not the real part (say) of an analytic function in G (Exercise 3). We do obtain a
converse of Proposition 6.1 if we restrict ourselves to simply connected regions.
Theorem 6.2. Suppose u is harmonic on the simply connected region G. Then there exists a
harmonic function v such that f = u +iv is analytic in G.
Remark. The function v is called a harmonic conjugate of u.
Proof. We will explicitly construct the analytic function f (and thus v = Imf). First, let
g = u
x
−iu
y
.
The plan is to prove that g is analytic, and then to construct an antiderivative of g, which will
be almost the function f that we’re after. To prove that g is analytic, we use Theorem 2.6: 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 analytic in G, we can use Theorem 5.6 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 2.6,
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 analytic 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 2.6 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 analytic 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 analytic 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 59
Corollary 6.3. 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 analytic
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 analytic 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 4.8.
Theorem 6.4. 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 6.2 there is a
function f analytic on D such that u = Re f on D. Now we apply Corollary 4.10 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 6.4 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 6.5. 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 6.4 with this r:
u(w) =
1
2π
2π
0
u
w +re
it
dt .
CHAPTER 6. HARMONIC FUNCTIONS 60
w
w +re
it
1
w +re
it
0
w +re
it
2
Figure 6.1: Proof of Theorem 6.5.
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
. Because u(z
0
) < u(w) and u is continuous, there is a whole interval of parameters,
say t
1
≤ t ≤ t
2
(and t
0
is among those t), 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
1
0
u
w +re
it
dt +
t
2
t
1
u
w +re
it
dt +
2π
t
2
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
1
0
u(w) dt +
t
2
t
1
u(w) dt
2π
t
2
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 8.12 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 8.12 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 8.12 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 6.6. 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 61
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 6.7. 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 6.7 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 analytic 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 analytic?
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 7.1. 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 7.2. 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
.
62
CHAPTER 7. POWER SERIES 63
The following limit laws are the relatives of the identities stated in Lemma 2.2.
Lemma 7.1. 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. In fact, all irrational numbers are actually deﬁned this way, as
limits of rational numbers. This property of the real numbers is called completeness, and it can
be formulated in many equivalent ways. We will accept the following axiom as our version of the
completeness property:
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 7.3. 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 7.2 (Archimedean Property). If x is any real number than there is an integer N which
is greater than x.
This essentially says that there are no inﬁnities in the reals. Notice that this was already
used in Example 7.1. For a proof see Exercise 3. 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 7.3. (a) Exponentials beat polynomials: lim
n→∞
b
n
p(n) = 0 if p(n) is a polynomial of
ﬁxed degree in n and b < 1.
(b) Factorials beat exponentials: lim
n→∞
a
n
n!
= 0 if a is a constant.
CHAPTER 7. POWER SERIES 64
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 7.4. 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.
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 7.4. 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 7.4 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 7.5. If
¸
k≥1
b
k
converges then lim
n→∞
b
n
= 0.
CHAPTER 7. POWER SERIES 65
A common mistake is to try to use the converse of this result, but the converse is false:
Example 7.5. 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 7.6. 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.
Another common mistake is to try to use the converse of this result, but the converse is false:
Example 7.6. 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 10.) 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)
,
CHAPTER 7. POWER SERIES 66
so the series converges by comparison with the telescoping series of Example 7.4.
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 7.7 (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 7.7.
¸
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 7.2. 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.
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.
CHAPTER 7. POWER SERIES 67
Proposition 7.8. 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 7.9. 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 .
Proof. By Proposition 4.1(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 7.10. 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 ∈ G, then 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 7.11. 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.
CHAPTER 7. POWER SERIES 68
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 7.12. 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.
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 7.3. 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 7.13. 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 7.12 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
,
CHAPTER 7. POWER SERIES 69
whose limit as n → ∞ exists because r < 1. Hence, by Proposition 7.12, 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 7.14. 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 7.8, this theorem immediately implies the following.
Corollary 7.15. 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 7.9 implies for power series.
Corollary 7.16. 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 7.14. 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 r < t and t ∈ C 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
< ∞.
CHAPTER 7. POWER SERIES 70
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 z −z
0
 = r > t and t ∈ D then r ∈ D and the sequence c
k
r
k
is unbounded, and hence
¸
k≥0
c
k
(z − z
0
)
k
diverges. 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 (∗).
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 7.14, ﬁrst assume r < R and choose t so that r < t < R. Then t ∈ C by
(∗ ∗ ∗), so part (a) of 7.14 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 7.14 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 7.17. c
k
 r
k
→0 for 0 ≤ r < R but c
k
 r
k
is unbounded for r > R.
Warning: Neither Theorem 7.14 nor Corollary 7.17 says anything about convergence on the
circle z −z
0
 = R .
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
.
CHAPTER 7. POWER SERIES 71
(c) cos n.
(d) 2 −
in
2
2n
2
+1
.
(e) sin
1
n
.
2. Show that the limit of a convergent sequence is unique.
3. Derive the Archimedean Property from the monotone sequence property.
4. Prove:
(a) lim
n→∞
a
n
= a =⇒ lim
n→∞
a
n
 = a.
(b) lim
n→∞
a
n
= 0 ⇐⇒ lim
n→∞
a
n
 = 0.
5. Prove Lemma 7.3.
6. Prove: (c
n
) converges if and only if (Re c
n
) and (Imc
n
) converge.
7. Prove Lemma 7.1.
8. 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.
9. Find sup
¸
Re
e
2πit
: t ∈ Q\ Z
¸
.
10. 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.
11. Prove that the series
¸
k≥1
b
k
converges if and only if lim
n→∞
¸
∞
k=n
b
k
= 0 .
12. (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
.)
13. Discuss the convergence of
¸
k≥0
z
k
for z = 1.
14. Prove Lemma 7.10.
15. Prove Lemma 7.11.
16. 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 72
17. 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 7.9?
18. Find a power series (and determine its radius of convergence) of the following functions.
(a)
1
1+4z
.
(b)
1
3−
z
2
.
19. (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.
20. Find the power series centered at 1 for the following functions, and compute their radius of
convergence:
(a)
1
z
.
(b) Log z.
21. 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.
22. 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 = ∞.)
23. 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!
.
CHAPTER 7. POWER SERIES 73
(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
.
24. 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”?
25. Let f be analytic on the disk z < 4 and suppose f(z) ≤ 5 for all z on the circle z = 3.
Show that
f
(3)
(0)
≤
10
9
. (Hint: Use the Cauchy integral formula.) What can you say about
f
(3)
(1)
?
Chapter 8
Taylor and Laurent Series
We think in generalities, but we live in details.
A. N. Whitehead
8.1 Power Series and Analytic Functions
All of the last chapter could have been developed in greater generality, say for functions from R
n
to
R
m
. We will now, however, connect the last chapter to the theory of functions analytic on certain
regions. The cornerstone is provided by two theorems which say that any power series represents
an analytic function, and conversely, any analytic function can be represented as a power series.
The ﬁrst of them goes as follows.
Theorem 8.1. Suppose f(z) =
¸
k≥0
c
k
(z −z
0
)
k
has radius of convergence R. Then f is analytic
in {z ∈ C : z −z
0
 < R}.
Proof. Given any closed curve γ ⊂ {z ∈ C : z −z
0
 < R}, we have by Corollary 7.16
γ
¸
k≥0
c
k
(z −z
0
)
k
dz = 0 .
On the other hand, Corollary 7.15 says that f is continuous. Now apply Morera’s theorem (Corol
lary 5.7).
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 analytic (i.e., diﬀerentiable) on their regions of conver
gence 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.
74
CHAPTER 8. TAYLOR AND LAURENT SERIES 75
Proof. Let f(z) =
¸
k≥0
c
k
(z −z
0
)
k
. Since we know that f is analytic in its region of convergence
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 z
0
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 76
Theorem 8.5. Suppose f is a function which is analytic 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 analytic 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 4.8),
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 7.13). Hence Proposition 7.9 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 4.4:
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 4.8).
Corollary 8.6. Suppose f is analytic 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 .
Corollary 8.6 combined with our oftenused Proposition 4.1(d) gives an inequality which is often
called Cauchy’s Estimate:
CHAPTER 8. TAYLOR AND LAURENT SERIES 77
Corollary 8.7. Suppose f is analytic 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 4.1(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 analytic functions:
Theorem 8.8 (Classiﬁcation of Zeros). Suppose f is an analytic 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 an analytic 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 78
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 analytic at a by the ﬁrst deﬁnition; and g is analytic 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.
The proof of this last theorem immediately yields the following.
Corollary 8.9. Suppose f is an analytic function deﬁned on an open set G and suppose f has a
zero at a ∈ G. Then the multiplicity of a equals m if and only if we can write f as a power series
of the form f(z) =
¸
k≥m
c
k
(z −a)
k
with c
m
= 0.
To start using the intimate connection of analytic functions and power series, we apply Theo
rem 8.8 to obtain the following result, which is sometimes also called the uniqueness theorem.
Theorem 8.10 (Identity Principle). Suppose f and g are analytic in the region G and f(z
k
) = g(z
k
)
at a sequence that converges to a ∈ G with z
k
= a for all k. Then f(z) = g(z) for all z in G.
Proof. We start by deﬁning h = f −g. Then h is analytic 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 analytic 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 a lies in X. To see this, suppose a ∈ Y , and let D be
an open disk centered at a so that h(z) = 0 for all z in D except z = b. But, since the sequence z
k
converges to a, there is some k so that z
k
is in D, so h(z
k
) = 0. Since z
k
= a, 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.
CHAPTER 8. TAYLOR AND LAURENT SERIES 79
Using the identity principle, we can prove yet another important property of analytic functions.
Theorem 8.11 (MaximumModulus Theorem). Suppose f is analytic 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
analytic 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(z) ≤ f(a)
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 analytic 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 analytic 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 8.11 can be used to give a proof of the analogous theorem for harmonic functions,
Theorem 6.5, in the process strengthening that theorem to cover weak maxima and weak minima.
Corollary 8.12. 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 8.13 (MinimumModulus Theorem). Suppose f is analytic 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 analytic 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 80
Deﬁnition 8.1. A Laurent
2
series centered at z
0
is a double series of the form
¸
k∈Z
c
k
(z −z
0
)
k
.
Example 8.1. The series which started this section is the Laurent series of exp
1
z
centered at 0.
Example 8.2. 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 7.14
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
analytic on {z ∈ C : R
1
< z −z
0
 < R
2
}. The fact that we can conversely represent any function
analytic in such an annulus by a Laurent series is the substance of the next theorem.
Theorem 8.14. Suppose f is a function which is analytic 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 4.4 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 analytic 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 4.8) 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 81
γ
1
γ
2
Figure 8.1: Proof of Theorem 8.14.
which converges uniformly in the variable w ∈ γ
2
(by Lemma 7.13). Hence Proposition 7.9 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 7.13). Again Proposition 7.9 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 4.4), 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 82
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 8.15. 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 analytic 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 3.8 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 analytic on the region
G and converge uniformly to f on G. Then f is analytic in G. (This result is called the
Weierstraß convergence theorem.)
8. Use the previous exercise and Corollary 8.6 to prove the following: Suppose f
n
are analytic
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 8.13).
CHAPTER 8. TAYLOR AND LAURENT SERIES 83
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 5.4), using the mini
mummodulus theorem (Corollary 8.13). (Hint: Use Lemma 5.3 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. 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.
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 84
(b) sin
2
z.
(c) 1 +e
z
.
(d) z
3
cos z.
25. 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
.
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 analytic 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 analytic, 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 analytic 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 analytic 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 9.1. 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 9.2. The function
1
z
4
has a pole at 0, as
lim
z→0
1
z
4
= ∞.
85
CHAPTER 9. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM 86
Example 9.3. 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 9.1. 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 analytic (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 analytic 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 analytic 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 analytic 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 analytic 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 analytic 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 analytic 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 87
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 analytic in D
R
(z
0
) (by part (a)). By the classiﬁcation of zeros, g(z) = (z −z
0
)
n
φ(z) where
φ is analytic 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 analytic 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 9.2 (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 88
Deﬁnition 9.1 is not always handy. The following classiﬁes singularities according to their
Laurent series.
Proposition 9.3. 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 analytic 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 8.15 (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 analytic at z
0
.
(b) Suppose z
0
is a pole of order n. Then by Proposition 9.1, 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 89
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
. Then—essentially by Proposition
7.9—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
}). Finally, for k = −1 we can use Exercise 8 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 8.14 gives the same identity.) Reason enough to give the
c
−1
coeﬃcient of a Laurent series a special name.
Deﬁnition 9.2. Suppose z
0
is an isolated singularity of f with Laurent series
¸
k∈Z
c
k
(z − z
0
)
k
.
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.
γ
z
1
z
2
z
3
z
4
z
5
z
6
Figure 9.1: Proof of Theorem 9.4.
CHAPTER 9. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM 90
Theorem 9.4 (Residue Theorem). Suppose f is analytic in the region G, except for isolated
singularities, and γ is a positively oriented, simple, closed, smooth, Gcontractible curve. 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 analyticity 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.
Lemma 9.5. Suppose f and g are analytic in a region containing z
0
, which is a simple zero of g,
and f(z
0
) = 0. Then
f
g
has a simple pole 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 analytic 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 analytic 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 9.6. 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)
.
Proof. We know by Proposition 9.3 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
.
CHAPTER 9. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM 91
9.3 Argument Principle and Rouch´e’s Theorem
There are many situations where we want to restrict ourselves to functions which are analytic 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 analytic 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 analytic 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 analytic 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.
Theorem 9.7 (Argument Principle). Suppose f is meromorphic in the region G and γ is a posi
tively 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 multiplicity. 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 order 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
CHAPTER 9. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM 92
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 analytic in G (in particular, without poles) and never zero. Thanks
to Exercise 8 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 analytic in G (recall that g is never zero in G), so that Corollary 4.5 (to Cauchy’s
Theorem 4.4) 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 9.8 (Rouch´e’s Theorem). Suppose f and g are analytic 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 9.4. 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 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 9.8. But f has just a root of order 5 at the origin,
whence
Z(p, γ) = Z(f +g, γ) = Z(f, γ) = 5 .
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 5.4) asserts that p has ﬁve roots in C. What’s special about the
statement of Example 9.4 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 93
Proof of Theorem 9.8. By our analysis in the beginning of this section and by the argument prin
ciple (Theorem 9.7)
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 analytic function on γ.
Its derivative is
1 +
g
f
1 +
g
f
, which implies by Corollary 4.3 that
1
2πi
γ
1 +
g
f
1 +
g
f
= 0 .
Exercises
1. Prove (9.1).
2. Show that if f has an essential singularity at z
0
then
1
f
also has an essential singularity at z
0
.
3. 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 9.2 for f
1
z
.)
4. Suppose f is meromorphic in the region G, g is analytic 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
) .
5. 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} .
6. Give another proof of the fundamental theorem of algebra (Theorem 5.4), using Rouch´e’s
Theorem 9.8. (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 5.3
to g(z).)
CHAPTER 9. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM 94
7. (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.
8. 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
9. (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.
10. Suppose f has a simple pole (i.e., a pole of order 1) at z
0
and g is analytic at z
0
. Prove that
Res
z=z
0
f(z)g(z)
= g(z
0
) · Res
z=z
0
f(z)
.
11. 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
.
12. 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.
CHAPTER 9. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM 95
(d)
γ
dz
z
2
sin z
, where γ is the circle z = 1.
13. 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
).
14. 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
.
15. 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 5.5. (Hint: Show that if f is
bounded then the above integral goes to zero as R increases.)
Chapter 10
Discreet 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 9.4.
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 21 in Chapter 3.)
(b) Show that lim
N→∞
γ
N
f = 0.
3. Use the Residue Theorem 9.4 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
.
96
CHAPTER 10. DISCREET APPLICATIONS OF THE RESIDUE THEOREM 97
(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 9.4 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
=
P
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. DISCREET APPLICATIONS OF THE RESIDUE THEOREM 98
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 9.4 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 9.4 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. DISCREET APPLICATIONS OF THE RESIDUE THEOREM 99
(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 9.4. 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. DISCREET APPLICATIONS OF THE RESIDUE THEOREM 100
(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 9.4 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
1. (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.
2. (a)
√
5, −2 −i
(b) 5
√
5, 5 −10i
(c)
10
11
,
3
11
(
√
2 −1) +
i
11
(
√
2 + 9)
(d) 8, 8i
3. (a) 2e
i
π
2
(b)
√
2e
i
π
4
(c) 2
√
3e
i
5π
6
4. (a) −1 +i
(b) 34i
(c) −1
5. (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
7. 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 analytic in C with derivative −e
−x
e
−iy
(b) nowhere diﬀerentiable or analytic
(c) diﬀerentiable on {x +iy ∈ C : x = y} with derivative 2x, nowhere analytic
(d) nowhere diﬀerentiable or analytic
(e) diﬀerentiable and analytic in C with derivative −sin xcosh y −i cos xsinh y
(f) diﬀerentiable at 0 with derivative 0, nowhere analytic
(g) diﬀerentiable at 0 with derivative 0, nowhere analytic
(h) diﬀerentiable only at i with derivative i, nowhere analytic
(i) diﬀerentiable and analytic in C with derivative −2iz
Chapter 3
26. (a) diﬀerentiable at 0, nowhere analytic
101
SOLUTIONS TO SELECTED EXERCISES 102
(b) diﬀerentiable and analytic on C \
−1, e
i
π
3
, e
−i
π
3
¸
(c) diﬀerentiable and analytic on C \ {x +iy ∈ C : x ≥ −1, y = 2}
(d) nowhere diﬀerentiable or analytic
(e) diﬀerentiable and analytic on C \ {x +iy ∈ C : x ≤ 3, y = 0}
(f) diﬀerentiable and analytic in C (i.e. entire)
27. (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
30. f
(z) = c z
c−1
Chapter 4
2. −2πi
3. (a) 8πi
(b) 0
(c) 0
(d) 0
14. 0
16.
2π
√
3
23 0 for r < a; 2πi for r > a
24 0 for r = 1; −
πi
3
for r = 3; 0 for r = 5
Chapter 5
2. (a) 0
(b) 2πi
(c) 0
(d) πi
(e) 0
(f) 0
5. 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)
16. (a) pointwise convergent for z < 1, uniform for z ≤ R for any ﬁxed R < 1
(b) pointwise and uniformly convergent for z ≤ 1
(c) pointwise convergent for all z ∈ H := {Re z ≥ 0}, uniform on H∩{z ≥ R} for any ﬁxed R > 0.
SOLUTIONS TO SELECTED EXERCISES 103
18. (a)
¸
k≥0
(−4)
k
z
k
(b)
¸
k≥0
1
3·6
k
z
k
20. (a)
¸
k≥0
(−1)
k
(z −1)
k
(b)
¸
k≥1
(−1)
k−1
k
(z −1)
k
23. (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
5. (a) 0
(b) 1
(c) 4
7. (a) One Laurent series is
¸
k≥−2
(−1)
k
4
k+3
(z −2)
k
, converging for 0 < z −2 < 4.
(b) −
πi
8
8. (a) 2πi
(b)
27πi
4
(c) −
2πi
17
(d)
πi
3
(e) 2πi
(f) 0
9. (a)
¸
k≥0
1
e k!
(z + 1)
k
(b)
2πi
e 33!
14. (c)
π
2
Index
absolute convergence, 65
absolute value, 3
addition, 1
analytic, 15
antiderivative, 39, 53
Arg, 31
arg, 31
argument, 3
axis
imaginary, 2
real, 2
bijection, 16
binomial coeﬃcient, 97
boundary, 60
branch of the logarithm, 31
CasoratiWeierstraß theorem, 87
Cauchy’s estimate, 76
Cauchy’s integral formula, 42, 46
extensions of, 48, 76
Cauchy’s theorem, 40
Cauchy–Riemann equations, 17
chain rule, 16
closed
algebraically, 51
curve, 8
closed set, 7
coﬀee, 87
conjugate, 5
connected, 7
continuous, 14
contractible, 41
convergent
sequence, 62
series, 64
cosine, 29
cotangent, 29
curve, 8
Dedekind sum, 99
dense, 87
derivative, 15
diﬀerence quotient, 15
diﬀerentiable, 15
diﬀerentiation rule, 16
dilation, 24
Dirichlet problem, 61
distance
of numbers, 3, 6
divergent, 62
domain, 13
double series, 79
e, 32
embedding of R in C, 2
entire, 15, 51, 56
essential singularity, 85
exponential function, 29
exponential rules, 29
Fibonacci numbers, 97
ﬁeld, 1
Frobenius problem, 98
function, 13
fundamental theorem
of algebra, 51, 83, 92, 93
of calculus, 9
geometric series, 68
group, 2
abelian, 2
harmonic, 18, 57
harmonic conjugate, 58
homotopic, 40
homotopy, 40
104
INDEX 105
hyperbolic trig functions, 30
i, 2
identity map, 13
image, 13
imaginary part, 2
integral, 37
integration by parts, 46
inverse function, 16
inversion, 24
isolated singularity, 85
Laplace equation, 57
Laurent series, 80
Leibniz’s rule, 10
length, 38
limit
of a function, 13, 15
of a sequence, 62
of a series, 64
linear fractional transformation, 23
Log, 31
log, 31
logarithm, 31
logarithmic derivative, 91
max/min property for harmonic functions, 59,
79
maximum
strong relative, 59
weak relative, 60, 79
maximummodulus theorem, 79
meanvalue theorem
for analytic functions, 44
for harmonic functions, 59
for real functions, 9
meromorphic, 91
minimum
strong relative, 59
weak relative, 79
minimummodulus theorem, 82
M¨obius transformation, 23
modulus, 3
Morera’s theorem, 54
multiplication, 1
obvious, 13, 23
onetoone, 16
onto, 16
open set, 7
order
of a pole, 86
parametrization, 37
path, 8
path independent, 40
periodic, 29
Picard’s theorem, 87
piecewise smooth, 37
pointwise convergence, 66
polar form, 5
pole, 85
polynomial, 11, 21, 51, 56
power series, 68
diﬀerentiation of, 74
integration of, 69
primitive, 39, 53
principal argument, 31
principal logarithm, 31
principal value of a
b
, 32
real part, 2
rectangular form, 5
region, 7
region of convergence, 69
removable singularity, 85
residue, 89
residue theorem, 90
reverse triangle inequality, 11
Rouch´e’s theorem, 92
separated, 7
sequence, 62
series, 64
simple closed curve, 8
simply connected, 53
sine, 29
singularity, 85
smooth, 8
tangent, 29
Taylor series expansion, 75
INDEX 106
topology, 6
translation, 24
triangle inequality, 5
trigonometric functions, 29
trivial, 14
uniform convergence, 66
uniqueness theorem, 78
Weierstraß Mtest, 68
Weierstraß convergence theorem, 82
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 Collin Bleak, Jon Clauss, Sharma Pallekonda, and Joshua Palmatier for comments after teaching from this book.
Contents
1 Complex Numbers 1.1 Deﬁnition and Algebraic Properties 1.2 Geometric Properties . . . . . . . . 1.3 Elementary Topology of the Plane 1.4 Theorems from Calculus . . . . . . Exercises . . . . . . . . . . . . . . . . . 2 Diﬀerentiation 2.1 First Steps . . . . . . . . . . . . 2.2 Diﬀerentiability and Analyticity . 2.3 The Cauchy–Riemann Equations 2.4 Constants and Connectivity . . . Exercises . . . . . . . . . . . . . . . . 1 1 2 6 9 10 13 13 15 17 19 20 23 23 26 28 31 33 37 37 39 40 42 44 48 48 50 53 55
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3 Examples of Functions 3.1 M¨bius Transformations . . . . . . . . . . . o 3.2 Inﬁnity and the Cross Ratio . . . . . . . . . 3.3 Exponential and Trigonometric Functions . 3.4 The Logarithm and Complex Exponentials Exercises . . . . . . . . . . . . . . . . . . . . . . 4 Integration 4.1 Deﬁnition and Basic Properties 4.2 Antiderivatives . . . . . . . . . 4.3 Cauchy’s Theorem . . . . . . . 4.4 Cauchy’s Integral Formula . . . Exercises . . . . . . . . . . . . . . .
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5 Consequences of Cauchy’s Theorem 5.1 Extensions of Cauchy’s Formula . . . . 5.2 Taking Cauchy’s Formula to the Limit 5.3 Antiderivatives Revisited and Morera’s Exercises . . . . . . . . . . . . . . . . . . .
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3
CONTENTS 6 Harmonic Functions 6.1 Deﬁnition and Basic Properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6.2 MeanValue and Maximum/Minimum Principle . . . . . . . . . . . . . . . . . . . . . Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7 Power Series 7.1 Sequences and Completeness . . . 7.2 Series . . . . . . . . . . . . . . . . 7.3 Sequences and Series of Functions 7.4 Region of Convergence . . . . . . . Exercises . . . . . . . . . . . . . . . . .
4 57 57 59 61 62 62 64 66 68 70 74 74 77 79 82 85 85 89 91 93 96 96 97 97 98 99 101 104
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8 Taylor and Laurent Series 8.1 Power Series and Analytic Functions . 8.2 Classiﬁcation of Zeros and the Identity 8.3 Laurent Series . . . . . . . . . . . . . . Exercises . . . . . . . . . . . . . . . . . . .
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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 Discreet Applications of the Residue 10.1 Inﬁnite Sums . . . . . . . . . . . . . 10.2 Binomial Coeﬃcients . . . . . . . . . 10.3 Fibonacci Numbers . . . . . . . . . . 10.4 The ‘CoinExchange Problem’ . . . . 10.5 Dedekind sums . . . . . . . . . . . . Solutions to Selected Exercises Index Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
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Chapter 1
Complex Numbers
Die ganzen Zahlen hat der liebe Gott geschaﬀen, alles andere ist Menschenwerk. (God created the integers, everything else is made by humans.) Leopold Kronecker (1823–1891)
1.1
Deﬁnition and Algebraic Properties
The complex numbers can be deﬁned as pairs of real numbers, C = {(x, y) : x, y ∈ R} , 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 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) (1.1) (1.2) (1.3) (1.4) (1.5) (1.6)
1
CHAPTER 1. COMPLEX NUMBERS ∀ (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 , x2 +y 2 −y x2 +y 2
2 (1.7) (1.8) (1.9) (1.10) = (1, 0) (1.11)
Remark. What we are stating here can be compressed in the language of algebra: equations (1.1)– (1.5) say that (C, +) is an Abelian group with unit element (0, 0), equations (1.7)–(1.11) 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 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 part1 of the complex number x + iy, often denoted as Re(x + iy) = x and Im(x + iy) = y. The identity (1.12) then reads i2 = −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. (1.12)
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 R2 , 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
1: Addition of complex numbers.
This means. all of them diﬀer by a multiple of 2π. On the other hand. 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.CHAPTER 1. more precisely.
. that gives another vector—much less so if we additionally demand our deﬁnition of the product of two complex numbers.2). say. Let’s say we have two complex numbers. imagined. This means. It is very useful to keep this geometric interpretation in mind when thinking about the absolute value of the diﬀerence of two complex numbers.
jj
jjjj
jjjj
z2 jjjWW kWWW WWWWW
WW
z1 j z1 − z2 jjjjj
4D
Figure 1. Any vector in R2 is deﬁned by its two coordinates. we can write
1
The name has historical reasons: people thought of complex numbers as unreal. 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: Geometry behind the “distance” between two complex numbers. naturally. let’s deﬁne these concepts thoroughly. COMPLEX NUMBERS z1 +/ z2 W
3
// z1 //
D //
//
/
z2 kWWWWW WWWWW ///
WW
Figure 1. it is also determined by its length and the angle it encloses with. x2 + y 2 . x1 + iy1 with absolute value r1 and argument φ1 . that any complex number has many arguments. the positive real axis. 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 and y = r sin φ . and x2 + iy2 with absolute value r2 and argument φ2 .
So the absolute value of the product is r1 r2 and (one of) its argument is φ1 + φ2 .. ... Geometrically. . ....... . . COMPLEX NUMBERS
4
x1 + iy1 = (r1 cos φ1 ) + i(r1 sin φ1 ) and x2 + iy2 = (r2 cos φ2 ) + i(r2 sin φ2 ) To compute the product............ F .. .. . . . . .. .CHAPTER 1.. .. ...2 . 2 fM..MMM . .. .. φ2 .. . 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 ) ... ..... we are multiplying the lengths of the two vectors representing our two complex numbers. .. . z . and adding their angles measured with respect to the positive xaxis. φ1 + φ2..... z1 . .. . .. .
. MMM ... . . φ .
.
1 . . M.. . . . . .
.
etc. . . (a) eiφ1 eiφ2 = ei(φ1 +φ2 ) (b) 1/eiφ = e−iφ (c) ei(φ+2π) = eiφ (d) eiφ = 1
One should convince oneself that there is no problem with the fact that there are many possible arguments for complex numbers. 3 Peter Hilton (Invited address. To save space.. r . Lemma 1. . r . .2. 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. bytes. We will later see that it has an intimate connection to the complex exponential function. φ1 . Hudson River Undergraduate Mathematics Conference 2000)
2
. At this point. . rrrrr . we motivate this maybe strangeseeming deﬁnition by collecting some of its properties.. In view of the above calculation. . rr . as both cosine and sine are periodic functions with period 2π. this exponential notation is indeed purely a notation. (and because “Mathematics is for lazy people”3 ) we introduce a shortcut notation and deﬁne eiφ = cos φ + i sin φ . φ2 ∈ R.3: Multiplication of complex numbers. For any φ.rrr . For now.. . The reader is encouraged to prove them. ink. z1 z2
xrrr
Figure 1. rr .
Their easy proofs are left for the exercises. (a) z1 ± z2 = z1 ± z2 (b) z1 · z2 = z1 · z2 (c)
z1 z2
=
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 .13)
The square of the absolute value has the nice property x + iy2 = x2 + y 2 = (x + iy)(x − iy) . Geometrically. the sentence “The complex number x+iy has absolute value r and argument φ” now becomes the identity x + iy = reiφ . We denote the conjugate by x + iy = x − iy .
. COMPLEX NUMBERS (e)
d dφ
5
eiφ = i eiφ . The lefthand side is often called the rectangular form.3. conjugating z means reﬂecting the vector corresponding to z with respect to the real axis.CHAPTER 1. z2 ∈ C.
With this notation. For any z. 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 get the inequalities −z ≤ Re z ≤ z and − z ≤ Im z ≤ z . z z
A famous geometric inequality (which holds for vectors in Rn ) is the triangle inequality z1 + z2  ≤ z1  + z2  . z1 . Lemma 1. From part (f) we have a neat formula for the inverse of a nonzero complex number: z −1 = z 1 = 2. The following collects some basic properties of the conjugate. From very basic geometric properties of triangles. the righthand side the polar form of this complex number. (1.
Notice that this does not include the circle itself. can be identiﬁed with the points in the Euclidean plane R2 . Recall that if z. you should be able to come up with a geometric proof of this inequality. (b) The reverse triangle inequality: ±z1 ± z2  ≥ z1  − z2 .
. The reverse triangle inequality is proved in Exercise 15. 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. While the deﬁnitions are essential and will be used frequently. Finally by (1. we will need the following theorems only at a limited number of places in the remainder of the book. we make extensive use of Lemma 1. that is. The inside of this circle is called the open disk with center a and radius r. We need some terminology for talking about subsets of C.CHAPTER 1. Dr (a) = {z ∈ C : z − a < r}. the reader who is willing to accept the topological arguments in later proofs on faith may skip the theorems in this section. In this section we collect some deﬁnitions and results concerning the topology of the plane. COMPLEX NUMBERS
6
By drawing a picture in the complex plane. this is the circle with center a and radius r. which is equivalent to our claim.
1. That is. using the fact that ±z = z. To prove it algebraically. For future reference we list several variants of the triangle inequality: Lemma 1. z2 .3
Elementary Topology of the Plane
In Section 1.2 we saw that the complex numbers C. · · · ∈ C.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 . and is written Dr (a). we have the following identities: (a) The triangle inequality: ±z1 ± z2  ≤ z1  + z2 .
The ﬁrst inequality is just a rewrite of the original triangle inequality.13) z1 + z2 2 ≤ z1 2 + 2 z1 z2  + z2 2 = z1 2 + 2 z1  z2  + z2 2 = z1 2 + 2 z1  z2  + z2 2 = (z1  + z2 )2 . which were initially deﬁned algebraically. w ∈ C.4. and the last follows by induction.
n n
(c) The triangle inequality for sums:
k=1
zk ≤
k=1
zk . then z − w is the distance between z and w as points in the plane. For z1 .
The idea is that if you don’t move too far from an interior point of E then you remain in E. which is [0. it is hard to use the deﬁnition to show that a set is connected. the intervals X = [0. 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).CHAPTER 1. Example 1.1. 2] \ {1}. However. 2] on the real axis are separated: There are inﬁnitely many choices for A and B that work. Example 1. One notion that is somewhat subtle in the complex domain is the idea of connectedness. If G is the open disk {z ∈ C : z − z0  < R} then G = {z ∈ C : z − z0  ≤ R} That is. A set W ⊆ C is connected if it is impossible to ﬁnd two separated nonempty sets whose union is equal to W . Hence their union. G is a closed disk and ∂G is a circle. 1) and Y = (1. Two sets X. (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. Example 1. {z ∈ C : z − z0  ≤ R} is closed. C and the empty set ∅ are open. On the other hand. is not connected. {z ∈ C : z − z0  < R} and {z ∈ C : z − z0  > R} are open. A set is open if all its points are interior points. Suppose E is any subset of C. a set is connected if it is “in one piece. The closure of E. and ∂G = {z ∈ C : z − z0  = R} . A region is a connected open set. They are also closed! Deﬁnition 1. Deﬁnition 1. written E. A set is closed if it contains all its boundary points. The interior of E is the set of all interior points of E. One type of connected set that we will use frequently is a curve. Deﬁnition 1. is the set of points in E together with all boundary points of E. Y ⊆ C are separated if there are disjoint open sets A and B so that X ⊆ A and Y ⊆ B. (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.4. since we have to rule out any possible separation.” In the reals a set is connected if and only if it is an interval. so a deﬁnition is necessary. COMPLEX NUMBERS Deﬁnition 1. so there is little reason to discuss the matter.2. written ∂E.” It is usually easy to check that a set is not connected. The boundary of a set E. The idea of separation is that the two open sets A and B ensure that X and Y cannot just “stick together. For example.3. 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. (a) A point a is an interior point of E if some open disk with center a lies in E.1.3.
7
(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. is the set of all boundary points of E.2. in the plane there is a vast variety of connected subsets.
. For R > 0 and z0 ∈ C. Intuitively.
and this contradicts Proposition 1. and they are separated by A and B. Then Xγ = X ∩ γ and Yγ = Y ∩ γ are disjoint and nonempty. in fact. discussed in topology texts. 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. On the other hand. 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. is the “topologist’s sine curve. A more extreme example. b]. Then any two points in G can be connected by a chain of at most 2 segments in G. so G is connected. The next theorem gives an easy way to check whether an open set is connected. a path can be speciﬁed by giving two continuous realvalued functions of a real variable. b] → C. For example. and setting γ(t) = x(t) + y(t)i. Then G is open and it is connected. but now you may need more than two segments to connect points. the curve does not cross itself. if G is a connected open subset of C then any two points of G may be connected by a curve in G. this is the punctured disk obtained by removing the center from G.6 is not generally true if G is not open. zk and zk+1 are the endpoints of a horizontal or vertical segment which lies entirely in G. The reader may skip the following proof. The path γ is smooth if γ is diﬀerentiable. COMPLEX NUMBERS
8
Deﬁnition 1.5. Let γ be a path in G that connects a to b. Suppose. Since X and Y are disjoint we can ﬁnd a ∈ X and b ∈ G. (It is not hard to parametrize such a chain. and also gives a very useful property of open connected sets. Proof of Theorem 1. . Now let G0 = G \ {0}. 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.5. Any curve is connected. that any two points of G may be connected by a path that lies in G. for each k. It is included to illustrate some common techniques in dealing with connected sets. But this means that γ is not connected.6. 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. let G be the open disk with center 0 and radius 2. For example.) As an example. x(t) and y(t). that is. We say that the curve is parametrized by γ. Warning: The second part of Theorem 1. but its proof requires more preparation in topology: Proposition 1. Since we may regard C as identiﬁed with R2 . b] is a closed interval in R. you need three segments to connect −1 to 1 since you cannot go through 0. z1 . . and that the parametrization must be deﬁned and continuous on a closed and bounded interval [a. their union is γ.CHAPTER 1. we can connect any two points of G by a chain of horizontal and vertical segments lying in G. ﬁrst. . zn so that. Theorem 1. A chain of segments in G means the following: there are points z0 . where [a. A path or curve in C is the image of a continuous function γ : [a. 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. The following seems intuitively clear. so it determines is a curve.6.5. .” which is a connected set S ⊂ C that contains points that cannot be connected by a curve of any sort inside S.
.
b a f (x) dx
(b) If F is any antiderivative of f (that is. 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. Suppose I ⊆ R is an interval. and then adding at most two segments in D that connect a to z. extending this chain by at most two more segments. Hence z0 cannot connect to any point of D by a chain of segments in G. We can connect z0 to any point z in D by following a chain of segments from z0 to a. we could connect z0 to b. Any continuous realvalued function deﬁned on a closed and bounded subset of Rn has a minimum value and a maximum value. and x. If the mixed partials ∂x∂y and ∂y∂x are deﬁned on an open set G and are continuous at a point (x0 . F = f ) then
= F (b) − F (a). if we have suﬃcient continuity:
∂ f ∂ f Theorem 1. That is. Since b ∈ G there is an open disk D centered at b that lies in G.CHAPTER 1. this ﬁnishes the proof.10 (Equality of mixed partials). The most important of all calculus theorems combines diﬀerentiation and integration (in two ways): Theorem 1.
2 2
Theorem 1. so we have shown that A is open. COMPLEX NUMBERS
9
Now suppose that G is a connected open set. b] → R is continuous. Since a ∈ G there is an open disk D with center a that is contained in G. y) dy dx and c a f (x. ∆x Many of the most important results of analysis concern combinations of limit operations. Now suppose b is in B.
For functions of several variables we can perform diﬀerentiation operations. or integration operations. and this is impossible.7 (ExtremeValue Theorem). Now G is the disjoint union of the two open sets A and B. and B is the set of points in G that are not in A. That is. f : I → R is diﬀerentiable. But z0 is in A so A is not empty. If these are both nonempty then they form a separation of G.
1. If z0 could be connected to any point in D by a chain of segments in G then.9 (Fundamental Theorem of Calculus). Theorem 1. G = A. Finally. each point of D is in A. Suppose a is in A. x + ∆x ∈ I. If f is continuous on the rectangle given by a ≤ b d d b x ≤ b and c ≤ y ≤ d then the iterated integrals a c f (x. and so B must be empty. so z0 can be connected to any point of G by a sequence of segments in G. we can apply diﬀerentiation and integration with respect to diﬀerent variables in either order:
.11 (Equality of iterated integrals). So we have shown that B is open. so D ⊆ B. y0 ) in G then they are equal at (x0 .8 (MeanValue Theorem). y) dx dy are equal. Suppose f : [a. in any order. Then there is 0 < a < 1 such that f (x + ∆x) − f (x) = f (x + a∆x) . which is impossible.4
Theorems from Calculus
Here are a few theorems from real calculus that we will make use of in the course of the text. y0 ). Then (a) If F is deﬁned by F (x) =
x a f (t) dt
then F is diﬀerentiable and F (x) = f (x). Theorem 1. Since z0 could be any point in G.
(a ∈ R). Suppose f is continuous on the rectangle R given by a ≤ x ≤ b and c ≤ y ≤ d. (b) 1 + i. 2
(d) in for any n ∈ Z. 2+3i
(d) (1 + i)6 .12 (Leibniz’s4 Rule). Write in polar form: (a) 2i. Find the real and imaginary parts of each of the following: (a) (b) (c)
z−a z+a 3+5i 7i+1 . 2. 6. (c) −ei250π . and suppose the partial derivative ∂f exists and is continuous on R.
. Find the absolute value and conjugate of each of the following: (a) −2 + i. (d) z 6 − z 3 − 2 = 0. y) dy .ac. Find all solutions to the following equations: (a) z 6 = 1. (b) z 4 = −16. (b) (2 + i)(4 + 3i).
√ 3 −1+i 3 . (b) 34 eiπ/2 .dcs. For more information about Leibnitz.
4. (c) z 6 = −9. (c) −3 + √ 3i. ∂x
Exercises
1. see http://wwwgroups.stand. Show that
4 Named after Gottfried Wilhelm Leibniz (1646–1716). (c)
√3−i . 3. Then ∂x d dx
d d
f (x. 5. Write in rectangular form: √ (a) 2 ei3π/4 . COMPLEX NUMBERS
10
Theorem 1.uk/∼history/Biographies/Leibnitz.html. y) dy =
c c
∂f (x.CHAPTER 1.
Sketch the following sets and determine whether they are open. 16. 13.
17. Prove that (a) p(z) = p (z). (b) z is either real or purely imaginary if and only if (z)2 = z 2 .CHAPTER 1. 12. 14. (b) {z ∈ C : z − 1 + i ≤ 2} . or z < 1. Sketch the following sets in the complex plane: (a) {z ∈ C : z − 1 + i = 2} . What are the boundaries of the sets in the previous exercise? 19. or z = 1 or z = 2. (e) z − 1 + z + 1 < 3. (d) {z ∈ C : z − i + z + i = 3} . Show that if z1 z2 = 0 then z1 = 0 or z2 = 0. or neither. (c) 0 < z − 1 < 2. 8. (b) Im z < 1. 10.3.2 to derive the triple angle formulas: (a) cos 3θ = cos3 θ − 3 cos θ sin2 θ. Use Lemma 1. The set E is the set of points z in C satisfying either z is real and −2 < z < −1. Prove the reverse triangle inequality z1 − z2  ≥ z1  − z2 . 9.2. bounded. Find all solutions of the equation z 2 + 2z + (1 − i) = 0. 18. (b) p(z) = 0 if and only if p (z) = 0. Use the previous exercise to show that
1 z 2 −1
11
≤
1 3
for every z on the circle z = 2eiθ . 7. Suppose p is a polynomial with real coeﬃcients. (d) z − 1 + z + 1 = 2. Prove Theorem 1. (b) sin 3θ = 3 cos2 θ sin θ − sin3 θ.1. COMPLEX NUMBERS (a) z is a real number if and only if z = z. (c) {z ∈ C : Re(z + 2 − 2i) = 3} .
. 11. closed. Prove Lemma 1. 15. connected. (a) z + 3 < 2. Prove Lemma 1.
Describe them. This is a connected open set. and in each case say brieﬂy why the subsets are separated. y) as the integral of ∂f . interchange the order of ∂x integrations. Let G be the annulus determined by the conditions 2 < z < 3. (d) Determine the isolated points of E. 21. (b) Determine the interior points of E.
d
. and then diﬀerentiate using the Fundamental Theorem of Calculus. y) − f (a.
12
20. 22. being careful to indicate exactly the points that are in E. y) dy. Prove Leibniz’s Rule: Deﬁne F (x) = c f (x. The set E in the previous exercise can be written in three diﬀerent ways as the union of two disjoint nonempty separated subsets. get an expression for F (x) − F (a) as an iterated integral by writing f (x. Find the maximum number of horizontal and vertical segments in G needed to connect two points of G. (c) Determine the boundary points of E. COMPLEX NUMBERS (a) Sketch the set E.CHAPTER 1.
we can construct many familiar looking functions from the standard calculus repertoire. f (z) = 2z + i. The former three could be deﬁned on all of C. Suppose f is a complex function with domain G and z0 is an accumulation point of G.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 ). such 1 as f (z) = z (the identity map). f (x. whereas for the latter we have to exclude the origin z = 0. 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. Maybe the fundamental principle of analysis is that of a limit. Then w0 is the limit of f as z approaches z0 . So far there is nothing that makes complex functions any more special than. So in mathematics. Louis Joel Mordell (1888–1972)
2.
z→z0
This deﬁnition is the same as is found in most calculus texts. 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 (x. In fact. 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. functions from Rm to Rn .Chapter 2
Diﬀerentiation
Mathematical study and research are very suggestive of mountaineering. for example. however. any tourist can be hauled up for a small cost. and perhaps does not appreciate the diﬃculty of the original ascent. y) = x − 2iy. On the other hand. This means that each element z ∈ G gets mapped to exactly one complex number. in short lim f (z) = w0 . we can ﬁnd δ > 0 so that for all z ∈ G satisfying 0 < z − z0  < δ we have f (z) − w0  < . y) = y 2 − ix. Now. The philosophy of the following deﬁnition is not restricted to complex functions. the deﬁnition does not require
13
. called the image of z and usually denoted by f (z). Just as in the real case. say. Deﬁnition 2. φ) = 2rei(φ+π) . or f (r. we could construct some functions which make use of a certain representation of z. Suppose there is a complex number w0 such that for every > 0. f (z) = z 3 .1. or f (z) = z . but for sake of simplicity we only state it for those functions.
The following is a easy consequence of the deﬁnition. lim does not exist. z→0 z To see this. and hence x z x = lim = lim = 1 .1.2. the deﬁnition explicitly ignores the value of f (z0 ). Lemma 2. the proofs of these rules are everything but trivial and make for nice exercises. In the ﬁrst case. (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 .CHAPTER 2. Suppose limz→z0 f (z) exists and has the value w0 .
. the following “usual” limit rules are valid for complex functions. z On the other hand.
z→z0 z→z0 z→z0
In the last identity we have to make sure we do not divide by zero. z ¯ Example 2. we write z = iy where y ∈ R. the following fundamental deﬁnition looks almost trivial. z0 ∈ C. Suppose G0 ⊆ G. 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 .2. Lemma 2. Let f and g be complex functions and c. DIFFERENTIATION
14
that z0 is in the domain of f and. The deﬁnition of limit in the complex domain has to be treated with a little more care than its real companion. Deﬁnition 2. 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. Lemma 2. we can write z = x ∈ R. we try to compute this “limit” as z → 0 on the real and on the imaginary axis. Suppose f is a complex function. Just as in the real case the limit w0 is unique if it exists. as above. f is continuous on G ⊆ C if f is continuous at every z ∈ G. if z0 is in the domain of f . x→0 x x→0 x z→0 z lim In the second case. If f0 is the restriction of f to G0 then limz→z0 f0 (z) exists and has the value w0 . That is why we require 0 < z − z0 . and then z iy −iy = lim = lim = −1 . Because the deﬁnition of the limit is somewhat elaborate. this is illustrated by the following example. More generally. and suppose z0 is an accumulation point of G0 .1.1 ¯ then implies that limz→0 z does not exist.
The function f is analytic on the open set G ⊆ C if it is diﬀerentiable (and hence analytic) at every point in G. The function f (z) = z 3 is entire.. Example 2.
z→z0
lim f (g(z)) = f
z→z0
lim g(z) .3. reiφ 2
.
2.CHAPTER 2. Note that h is not a real number but can rather approach zero from anywhere in the complex plane.” We will repeatedly notice this kind of behavior. The function f (z) = z 2 is diﬀerentiable at 0 and nowhere else (in particular.” This diﬀerence becomes apparent most baldly when studying derivatives. In the complex plane. In other words. If f is diﬀerentiable for all points in an open disk centered at z0 then f is called analytic at z0 .3. h→0 h This equivalent deﬁnition is sometimes easier to handle. z→z0 z − z0 z→z0 z→z0 z − z0 z − z0
Example 2.3. yet it shows some peculiar behavior “in the limit.
Deﬁnition 2.. f is called diﬀerentiable at z0 . f (z0 ) = lim
z→z0
lim
3 2 f (z) − f (z0 ) z 3 − z0 (z 2 + zz0 + z0 )(z − z0 ) 2 2 = lim = lim = lim z 2 + zz0 + z0 = 3z0 . that is. In this case. The fact that the notions of diﬀerentiability and analyticity are actually diﬀerent is seen in the following examples. say. we can “take the limit inside” a continuous function:
15
Lemma 2.. analytic in C: For any z0 ∈ C. Then
2 z0 + reiφ − z0 2 z0 + re−iφ z0 2 z 2 − z0 2 z0 2 + 2z0 re−iφ + r2 e−2iφ − z0 2 = = = z − z0 z0 + reiφ − z0 reiφ reiφ 2z0 re−iφ + r2 e−2iφ = = 2z0 e−2iφ + re−3iφ . one reason is that when trying to compute a limit of a function as. we have an additional dimension to play with. we have to allow z to approach the point 0 in any way. Suppose f : G → C is a complex function and z0 is an interior point of G. f is not analytic at 0): Let’s write z = z0 + reiφ .. f (z0 ) = lim
z→z0
The diﬀerence quotient limit which deﬁnes f (z0 ) can be rewritten as f (z0 + h) − f (z0 ) . Functions which are diﬀerentiable (and hence analytic) in the whole complex plane C are called entire.” is in many senses stronger than the statement “A real function has a limit. The derivative of f at z0 is deﬁned as f (z) − f (z0 ) . z − z0 provided this limit exists. 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). This means that the statement “A complex function has a limit. If f is continuous at w0 and limz→z0 g(z) = w0 then limz→z0 f (g(z)) = f (w0 ). z → 0. DIFFERENTIATION Just as in the real case.2.2
Diﬀerentiability and Analyticity
¯ 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 the third identity we have to be aware of division by zero. We end this section with yet another diﬀerentiation rule. Lemma 2. as discussed earlier.) Lemma 2. Suppose G and H are open sets in C. and g is continuous at z0 then g is diﬀerentiable at z0 with g (z0 ) = 1 . The basic properties for derivatives are similar to those we know from real calculus. there exists a z ∈ G such that f (z) = w). The function f (z) = z is nowhere diﬀerentiable: lim lim z − z0 z − z0 z = lim = lim z→z0 z − z0 z→0 z z − z0
z→z0
does not exist. which approaches z0 as t → ∞. f : G → H is a bijection. A function f : G → H is onetoone if for every image w ∈ H there is a unique z ∈ G such that f (z) = w. f (g(z0 )) = 0. and that c ∈ C. if z0 = 0 then the righthand side equals re−3iφ = ze−3iφ .CHAPTER 2. f (g(z)) = z. and z0 ∈ H. Hence lim z2 = lim ze−3iφ = lim z = 0 . (The ‘chain rule’ needs a little care to be worked out. z→0 z→0 z
z→0
which implies that z2 = 0.) t On the other hand. If f is diﬀerentiable at g(z0 ). for example. and h is diﬀerentiable at g(z). that for inverse functions. If f : G → H is a bijection then g is the inverse of f if for all z ∈ H. z(t) = z0 + 1 eit .5. n ∈ Z. one should convince oneself that the following rules follow mostly from properties of the limit. g : H → G is the inverse function of f . The function is onto if every w ∈ H has a preimage z ∈ G (that is. As in the real case. z→0 z Example 2. In fact. (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) .4. DIFFERENTIATION
16
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). A bijection is a function which is both onetoone and onto.4. (A more entertaining way to see this is to use. Suppose f and g are diﬀerentiable at z ∈ C. f (g(z0 ))
. this rule is only deﬁned for functions which are bijections.
3
The Cauchy–Riemann Equations
Theorem 2. DIFFERENTIATION Proof.dcs. (a) Suppose f is diﬀerentiable at z0 = x0 + iy0 . see http://wwwgroups. see http://wwwgroups.stand. if w = w0
17
is continuous at w0 . 2 For more information about Riemann. y) + iv(x. F (g(z0 )) f (g(z0 ))
2. If these partial derivatives satisfy (2. 1.2) are called the Cauchy–Riemann equations. 3. named after Augustin Louis Cauchy (1789–1857)1 and Georg Friedrich Bernhard Riemann (1826–1866)2 .uk/∼history/Biographies/Riemann. later
For more information about Cauchy. It is traditional. That is.CHAPTER 2. That is.3 to evaluate this last limit as 1 1 = .html. However.ac.1) equivalently as the following pair of equations: ux (x0 . (2. (2. y) where u is the real part of f and v is the imaginary part. y0 ) = vy (x0 . z→z0 f (g(z)) − f (g(z0 )) z→z0 f (g(z)) − f (g(z0 )) z→z0 F (g(z)) z − z0 g(z) − g(z0 )
Now apply Lemma 2. ∂x
Remarks. As stated.html.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 .2)
2.6. and often convenient. The partial diﬀerential equations (2. This appears when we calculate g (z0 ):
z→z0
lim
g(z) − g(z0 ) g(z) − g(z0 ) 1 1 = lim = lim = lim . The function F deﬁned by f (w) − f (w0 ) w − w0 F (z) = f (w0 ) if w = w0 .
1
. we will later show that if f is analytic at z0 = x0 + iy0 then u and v have continuous partials (of any order) at z0 . Using this terminology we can rewrite the equation (2. Then the partial derivatives of f satisfy ∂f ∂f (z0 ) = −i (z0 ) . Then fx = ux + ivx and −ify = −i(uy + ivy ) = vy − iuy .stand. y0 ) = −vx (x0 . y0 ) uy (x0 .uk/∼history/Biographies/Cauchy.1) then f is diﬀerentiable at z0 . we write f (z) = f (x. In both cases (a) and (b). y) = u(x.ac. to write the function f in terms of its real and imaginary parts. y0 ) . f is given by f (z0 ) = ∂f (z0 ) . (a) and (b) are not quite converse statements.dcs.
y0 ). uxx (x0 . Functions with continuous second partials satisfying this partial diﬀerential equation are called harmonic. that is. ∆z ∆z
. If u and v satisfy (2. Again. “all we need to do” is prove that f (z0 ) = fx (z0 ). hence we will show that the real and imaginary part of a function which is analytic on an open set are harmonic on that set. y0 ) ∆y→0 i i∆y ∆y ∂y
i∆y→0
(using 1 = −i). y0 ) = −uyy (x0 . y0 ) + uyy (x0 . y0 ) ∂f = lim = (x0 . as we will see later. 4. 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 ) = · + · .CHAPTER 2. y0 ) = vxy (x0 . y0 ) then f (z0 ) = lim f (z0 + ∆z) − f (z0 ) . Proof of Theorem 2. ∆z
∆z→0
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 ) − f (x0 .6. y0 ) = 0 and an analogous identity for v. In the ﬁrst case we have ∆z = ∆x and f (z0 ) = lim f (z0 + ∆x) − f (z0 ) f (x0 + ∆x. ∆x→0 ∆x→0 ∆x ∆x ∂x
In the second case we have ∆z = i∆y and f (z0 ) = lim f (z0 + i∆y) − f (z0 ) 1 f (x0 .2) in G. Thus we have shown that f (z0 ) = fx (z0 ) = −ify (z0 ). We ﬁrst rearrange a diﬀerence quotient for f (z0 ). if f is analytic in an open set G then the partials of any order of u and v exist. ∆z ∆y ∆z ∆x Now we rearrange fx (z0 ): fx (z0 ) = i∆y + ∆x ∆y ∆x ∆z · fx (z0 ) = · fx (z0 ) = · ifx (z0 ) + · fx (z0 ) ∆z ∆z ∆z ∆z ∆y ∆x = · fy (z0 ) + · fx (z0 ) . DIFFERENTIATION
18
we will prove that f = u + iv is analytic in an open set G if and only if u and v have continuous partials that satisfy (2. y0 ) ∂f = lim = −i (x0 . (a) If f is diﬀerentiable at z0 = (x0 .2) and their second partials are also continuous then we obtain uxx (x0 . we will study such functions in Chapter 6. y0 + ∆y) − f (x0 . i (b) To prove the statement in (b). assuming the Cauchy–Riemann equations and continuity of the partials. y0 ) = vyx (x0 .
2. The second term in (2. to the real and imaginary parts of f . the real meanvalue theorem. Finally. so that u(x0 + ∆x. so we need another argument to prove that functions with derivative that are always 0 must be
. with 0 < a. b < 1. so f (x + ∆x) = f (x). ∆y Using these expressions.8. y0 + a∆y) ∆y v(x0 + ∆x. We can’t do this for the ﬁrst expression since both ∆x and ∆y are involved. 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 proof is very easy: The meanvalue theorem for a real function says f (x + ∆x) − f (x) = f (x + a∆x)∆x where 0 < a < 1. so f is a constant.4
Constants and Connectivity
One of the ﬁrst applications of the meanvalue theorem in real calculus is to show that if a function has zero derivative everywhere on an interval then it must be constant.3)
We need to show that these limits are both 0. y0 + a∆y) − vy (x0 . 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) = lim − fy (z0 ) ∆z→0 ∆z ∆y ∆x f (z0 + ∆x) − f (z0 ) − fx (z0 ) .3) has a limit of 0 since. by deﬁnition. For the ﬁrst term in (2. y0 + b∆y) − (uy (x0 . y0 ). This says that all values of f must be the same. fx (z0 ) = lim f (z0 + ∆x) − f (z0 ) ∆x
∆x→0
and taking the limit as ∆z → 0 is the same as taking the limit as ∆x → 0. y0 ) + ivy (x0 . y0 + b∆y) . y0 )) . the two diﬀerences in parentheses have zero limit as ∆z → 0 because uy and vy are continuous at (x0 . y0 )) = (uy (x0 + ∆x.3) we apply Theorem 1.1) in the last step to convert ifx to i(−ify ) = fy . DIFFERENTIATION
19
where we used equation (2. This gives us real numbers a and b. y0 + ∆y) − v(x0 + ∆x. y0 ) = uy (x0 + ∆x. y0 )) + i (vy (x0 + ∆x. If we know that f is always zero then we know that f (x + a∆x) = 0. + lim ∆z→0 ∆z ∆x lim
(2. and both change as ∆z → 0. y0 ) = vy (x0 + ∆x. However the meanvalue theorem does not have a simple analog for complex valued functions. y0 + a∆y) + ivy (x0 + ∆x. y0 + ∆y) − u(x0 + ∆x.CHAPTER 2. we have f (z0 + ∆x + i∆y) − f (z0 + ∆x) − fy (z0 ) ∆y = uy (x0 + ∆x. y0 + a∆y) − uy (x0 .
u(z) is constant on this horizontal segment. if Re z < 0. Connect z0 to a point z1 by a horizontal segment H in G. Evaluate the following limits or explain why they don’t exist. suppose that V is a vertical segment that is contained in G.7. since vx (z) = Im(f (z)) = 0. and in fact the correct theorem is: Theorem 2. we can consider u(z) to be just a function of y and. so we can consider u(z) to be just a function of x.
Exercises
1. but it illustrates an important fact about complex functions. The fundamental problem is that the domain in this example is not connected. Consider the real part u(z) for z ∈ H. f itself is constant on H. uy (z) = −vx (z) = − Im(f (z)) = 0. this isn’t really true. Use the deﬁnition of limit to show that limz→z0 (az + b) = az0 + b.
3. If the domain of f is a region G ⊆ C and f (z) = 0 for all z in G then f is a constant. Thus u is constant on V .2. DIFFERENTIATION
20
constant.CHAPTER 2. and consider the real part u(z) for z on V . (a) lim iz −1 . There are a number of surprising applications of this theorem. Next. by the real version of the theorem. Prove Lemma 2. This may seem like a silly example. then f is constant on H so f (z1 ) = f (z0 ) = b. Now connect z1 to a point z2 by a vertical segment V in G. In many cases during the course we will want to conclude that a function is constant. First.
then f (z) = 0 for all z in the domain of f but f is not constant. Since H is a horizontal segment.
. z+i
z→i
3
(b)
z→1−i
lim x + i(2x + y). see Exercises 13 and 14 for a start. and in each case we will have to allow for examples like the above. Proof. Now connect z2 to a point z3 by a horizontal segment and conclude that f (z3 ) = b. But ux (z) = Re(f (z)) = 0 so.6 says that this is always possible. and similarly v is constant on V . We can argue the same way to see that the imaginary part v(z) of f (z) is constant on H. suppose that H is a horizontal line segment in G. so f is constant on V . Since both the real and imaginary parts of f are constant on H. 2. Theorem 1. using the Cauchy– Riemann equations. Repeating this argument we see that f (z) = b for all points that can be connected to z0 in this way by a ﬁnite sequence of horizontal and vertical segments. y is constant on H. Now we can prove the theorem using these two facts: Fix a starting point z0 in G and let b = f (z0 ). For example. As above. if the domain of f consists of all complex numbers with nonzero real part and f (z) = 1 −1 if Re z > 0. then f is constant on V so f (z2 ) = f (z1 ) = b. In fact.
(l) f (z) = z 2 − z 2 . (b) f (z) = 2x + ixy 2 . with real and imaginary parts u(z) and v(z) satisfying u(z)v(z) = 3 for all z. 9. y) is continuous (resp. DIFFERENTIATION 4. (k) f (z) = 2xy − i(x + y)2 . 15. Consider the function xy(x + iy) f (z) = x2 + y 2 0
if z = 0. (h) f (z) = z Im z. z = x + iy. Prove: If f (z) and f (z) are both analytic in the region G ⊆ C then f (z) is constant in G. What can you say if f (z) is given by a polynomial in x = Re z and y = Im z? 12. Prove Lemma 2. Prove Lemma 2.6 (b)? 13. If u(x.4.
(j) f (z) = 4(Re z)(Im z) − i(z)2 . (e) f (z) = cos x cosh y − i sin x sinh y. Why doesn’t this contradict Theorem 2. Apply the deﬁnition of the derivative to give a direct proof that f (z) = − z12 when f (z) = z .2 by using the formula for f given in Theorem 2. (c) f (z) = x2 + iy 2 . (i) f (z) =
ix+1 y . y) are continuous (respectively diﬀerentiable) does it follow that f (z) = u(x. Show that if f is diﬀerentiable at z then f is continuous at z.
. (d) f (z) = ex e−iy .
(As always. y) and v(x. diﬀerentiable)? If not.6.
21
1 5. (f) f (z) = Im z.CHAPTER 2. Suppose f (z) is entire. Prove: If f is analytic in the region G ⊆ C and always real valued.) Show that f satisﬁes the Cauchy–Riemann equations at the origin z = 0. if z = 0. 7. Where are the following functions diﬀerentiable? Where are they analytic? Determine their derivatives at points where they are diﬀerentiable. 11. provide a counterexample. (a) f (z) = e−x e−iy . Prove Lemma 2. yet f is not diﬀerentiable at the origin. (g) f (z) = z2 = x2 + y 2 . then f is constant in G. Show that f is constant.3.
6. Prove that if f (z) is given by a polynomial in z then f is entire.) 14. 10. (Hint: Use the Cauchy–Riemann equations to show that f = 0. 8. y) + iv(x.
y) is u(x. Is
x x2 +y 2
22
x2 ? x2 +y 2
harmonic? What about
17. (a) Show that u is harmonic if and only if a = −c. b and c are real constants.
. b and c. y) = ax2 + bxy + cy 2 . The general real homogeneous quadratic function of (x. (b) If u is harmonic then show that it is the real part of a function of the form f (z) = Az 2 . Give a formula for A in terms of the constants a. where A is a complex constant.CHAPTER 2. DIFFERENTIATION 16. where a.
uk/∼history/Biographies/Mobius. is the o following.1.
1 Named after August Ferdinand M¨bius (1790–1868). In fact. cz1 + d cz2 + d This is equivalent (unless the denominators are zero) to (az1 + b)(cz2 + d) = (az2 + b)(cz1 + d) . cz + d
where a. Notice that the inverse of a M¨bius transformation is another M¨bius transformation. Deﬁnition 3.
23
. From this fact we can conclude that a linear fractional transformation f (z) = az+b is analytic in cz+d C \ − d (unless c = 0. c c az1 + b az2 + b = .stand. A linear fractional transformation is a function of the form f (z) = az + b . Lemma 3. E. o Exercise 11 of the previous chapter states that any polynomial (in z) is an entire function. b.dcs. M¨bius transformations are bijections. Suppose f (z1 ) = f (z2 ). If ad − bc = 0 then f is called a M¨bius1 transformation. Note that f : C \ {− d } → C \ { a }.html. if f (z) = az+b then the inverse o cz+d function of f is given by dz − b f −1 (z) = . c One property of M¨bius transformations. d ∈ C. c.ac.1
M¨bius Transformations o
The ﬁrst class of functions that we will discuss in some detail are built from linear polynomials. Bell
3. o o Proof. that is. For more information about M¨bius. see o o http://wwwgroups.1. −cz + a Remark. which is quite special for complex functions. in which case f is entire).Chapter 3
Examples of Functions
Obvious is the most dangerous word in mathematics. T.
Proposition 3. If c = 0 then f (z) = a b z+ .1)
First case: Given a circle centered at z0 with radius r. Starting with ax + by = c (where z = x + iy). or Re(αz) = c. every linear fractional transformation is a composition of translations.CHAPTER 3. With the last result at hand. EXAMPLES OF FUNCTIONS which can be rearranged to (ad − bc)(z1 − z2 ) = 0 . dilations.
24
Since ad − bc = 0 this implies that z1 = z2 . Before going on we ﬁnd a standard form for the equation of a straight line. we introduce some terminology.
. which means that f is onetoone. Simplify.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 . Just like f . Then αz = ax + by + i(ay − bx) so αz + αz = αz + αz = 2 Re(αz) = 2ax + 2by. and inversions. Suppose f (z) =
az+b cz+d
is a linear fractional transformation. we only have to prove the theorem for the inversion f (z) = z . d d a . f −1 is onetoone. and ino 1 versions f (z) = z . Hence our standard equation for a line becomes αz + αz = 2c. we can tackle the promised theorem about the following geometric property of M¨bius transformations. Aside from being prime examples of onetoone functions. M¨bius transformations possess faso cinating geometric properties. we understand them all. which implies that c c f is onto. so by the 1 last proposition. dilations f (z) = az. M¨bius transformations map circles and lines into circles and lines. The next result says that if we understand those three special transformations. (3. En route to an example of such. let α = a + bi. Translations and dilations certainly map circles and lines into circles and lines. Special cases of M¨bius transformations are translations f (z) = z + b.2. The formula for f −1 : C \ { a } → C \ {− d } can be checked easily. o Proof. c
if c = 0 then f (z) = bc − ad 1 c2 z +
d c
+
In particular. o Theorem 3. Proof.
which is of the form (3. w2 − w+ 2 2 2 2 2 z0  − r z0  − r z0  − r2 We deﬁne z0 w0 = .CHAPTER 3. This is the equation of a circle in terms of w. as above. 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. EXAMPLES OF FUNCTIONS
1 Now we want to transform this into an equation in terms of w. Otherwise z0 2 − r2 is nonzero so we can divide our equation by it. 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 .) Now if r happens to be equal to z0 2 then this equation becomes 1 − z0 w − z0 w = 0. by substituting z = w and simplifying. Second case: We start with the equation of a line in the form (3. where w = z . this describes a line in the form (3. so we have a straight line in terms of w. We get z0 w + z0 w = 2cww . so we make this substitution in our equation: 1 z
25 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) with α = z0 . 2 z0  − r2 1 z0 2 z0 2 − r2 r2 s = w0  − = − = . 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 . If we solve w = 1 z we get z = w . it is much more generally useful:
.1) in terms of w. with center w0 and radius s. If c = 0.1) and rewrite it in terms of 1 w. (To get the second line we multiply by w2 = ww and simplify.
z0 2 . In fact.
In this new set we deﬁne algebraic rules for dealing with inﬁnity based on the usual laws of limits. Suppose f is analytic at a with f (a) = 0 and suppose γ1 and γ2 are two smooth curves which pass through a. In brief.4. We do this by deﬁning a new set.
3. For k = 1. In order to deal correctly with inﬁnity we have to realize that we are always talking about a limit. A dilation is the composition of a scale change and a rotation and both of these preserve the angles between vectors. Then f transforms γ1 and γ2 into smooth curves which meet at f (a). C = C ∪ {∞}. and complex numbers have inﬁnite limits if they can become larger in magnitude than any preassigned limit. but −∞ = ∞ in the complex sense. We summarize these rules:
. In the real sense there is also a “negative inﬁnity”. (c) lim f (z) = ∞ means that for every M > 0 we can ﬁnd N > 0 so that. 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). parameterized as f (zk (t)). for all z ∈ G satisfying
z→z0
0 < z − z0  < δ. 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. making an angle of θ with each other. an analytic function with nonzero derivative preserves angles. so that zk (0) = a. For example. (a) lim f (z) = ∞ means that for every M > 0 we can ﬁnd δ > 0 so that. written ∞. it is a good idea to make inﬁnity an honorary complex number so that we can more easily ˆ manipulate inﬁnite limits. In the complex sense there is only one inﬁnity. Suppose G is a set of complex numbers and f is a function from G to C. for many purposes we can work with inﬁnity in the complexes much more naturally and simply than in the reals. 2 we write γk parametrically. In fact. for all z ∈ G satisfying
z > N . we have f (z) > M .2. Then f transforms the curve γk to the curve f (γk ). 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. (b) lim f (z) = L means that for every
z→∞
> 0 we can ﬁnd N > 0 so that.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. Proof. The usual rules for working with inﬁnite limits are still valid in the complex numbers. EXAMPLES OF FUNCTIONS
26
Lemma 3. for all z ∈ G satisfying
z→∞
z > N we have f (z) > M . we have f (z) − L < . as zk (t) = xk (t) + iyk (t).CHAPTER 3. However. is the tangent vector to γk at the point a. considered as a vector. in the sense that for every B > 0 there is some z ∈ G with z > B. The complex number zk (0). if lim f (z) = ∞ and lim g(z) = a is ﬁnite then the usual “limit of sum = sum of limits” rule gives
z→z0 z→z0 z→z0
lim (f (z) + g(z)) = ∞. This leads to the addition rule ∞ + a = ∞. Functions which preserve angles in this way are also called conformal. and the transformed curves make an angle of θ with each other. For completeness we repeat the usual deﬁnitions: Deﬁnition 3.
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 ∞. 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. Let’s consider the other basic types of M¨bius transformations. f (∞) = a c and f − d c = ∞. otherwise. A translation o f (z) = z + b is now deﬁned for z = ∞.3. f (z) = z is o now deﬁned for z = 0 and z = ∞. There is a computational device that makes this easier to see.
1 With this interpretation in mind we can add some insight to Theorem 3.CHAPTER 3. 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 ∞. Hence f transforms the unit circle onto the imaginary axis plus the point at inﬁnity. with f (∞) = a · ∞ = ∞.3. If c = 0 then f (∞) = ∞. i and 1 determine a circle—the unit circle z = 1—and the three image points 0. cz + d
ˆ Then f is deﬁned for all z ∈ C. For example. so f transforms circles that pass through the origin to straight lines plus ∞. For example. For example.
. If we make ˆ this a deﬁnition then Theorem 3. The three points −i.5. i to ∞. ∞ and i also determine a circle—the imaginary axis plus the point at inﬁnity. Since every M¨bius transformation o 1 can be expressed as a composition of translations. the transformation
f (z) =
z+i z−i
transforms −i to 0. 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 ∞. now we can put it back. The general o case is summarized below: (c) Lemma 3. it may seem strange that ∞ + ∞ is not deﬁned. 1 Now we reconsider M¨bius transformations with inﬁnity in mind. 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.3 can be expressed very simply: any M¨bius transformation of C o transforms circles to circles. so the proper domain for ˆ f (z) is actually C. and a dilation f (z) = az (with a = 0) is also deﬁned for z = ∞. EXAMPLES OF FUNCTIONS Deﬁnition 3. but the point z = 0 must be excluded from the circle. However. ˆ This example relied on the idea that three distinct points in C determine uniquely a circle passing through them. with f (0) = ∞ and f (∞) = 0.
27
a a = 0 and = ∞ if a = 0. ∞ 0 If a calculation involving inﬁnity is not covered by the rules above then we must investigate the limit more carefully. and 1 to i. Suppose a ∈ C. (a) ∞ + a = a + ∞ = ∞ (b) ∞ · a = a · ∞ = ∞ · ∞ = ∞ if a = 0. and. Recall that f (z) = z transforms circles that pass through the origin to straight lines. with f (∞) = ∞ + b = ∞. Conversely. Let f be the M¨bius transformation o f (z) = az + b .
z1 . z2 and z3 are distinct points in C and w1 . the composition h = g ◦ f −1 o is a M¨bius transformation. 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). Our preferred way to do this is through a P power series: ex = k≥0 xk /k!. EXAMPLES OF FUNCTIONS
28
ˆ Deﬁnition 3. namely the real exponential function2 and the real sine and cosine. o and h(z3 ) = w3 . w2 and w3 are distinct ˆ Then there is a unique M¨bius transformation h satisfying h(z1 ) = w1 . In light of this deﬁnition. z1 . Notice that h(0) = g(f −1 (0)) = g(z1 ) = 0. f (z2 ) = 1. w3 ]. z1 . z2 . or z3 is inﬁnity. z1 . 1 and ∞ by a M¨bius transformation then o the crossratio gives us the only way to do it. then their crossratio is deﬁned by (z − z1 )(z2 − z3 ) [z. w2 . and z3 are any four points in C with z1 . c and d). Proof. z2 . Everything should be clear except the ﬁnal uniqueness statement. z3 ] and g(w) = [w.7. and z3 distinct.1 the inverse f −1 is a M¨bius transformation and. z2 and z3 as above then g(z) = o f (z) for all z. c+d 0+d d 0 = h(0) = so h(z) = az+b = az+0 = a z = z. Proof. f (z3 ) = ∞ . By Lemma 3. Let h = g −1 ◦ f where f (z) = [z. by Exercise 7 in this chapter. Lemma 3. z2 .
2 It is a nontrivial question how to deﬁne the real exponential function. z2 and z3 and we want to map them to three other points. Suppose z1 . h(z2 ) = w2 points in C. the result is inﬁnity. in practice. w1 . Moreover.CHAPTER 3. then the two terms on the right containing it are canceled. If z. If f is deﬁned by f (z) = [z. and if one of z. we once more borrow concepts from calculus.
3. and—in addition—ﬁnally make sense of the notation eit = cos t + i sin t.6. h(1) = 1 and o h(∞) = ∞. w1 . What if we have three points z1 . z1 . the reader might think we should have simply deﬁned the
. ˆ So if we want to map three given points of C to 0. This theorem gives an explicit way to determine h from the points zj and wj but. If we write h(z) = az+b then cz+d b =⇒ b = 0 d a ∞ = h(∞) = =⇒ c = 0 c a+b a+0 a 1 = h(1) = = = =⇒ a = d . b. Similarly. if g is any M¨bius transformation which transforms z1 . (z − z3 )(z2 − z1 ) Here if z = z3 .3
Exponential and Trigonometric Functions
To deﬁne the complex exponential function. it is often easier to determine h directly from the conditions f (zk ) = wk (by solving for a. z3 ] = .4. z2 . z3 ] then f is a M¨bius transformation which o satisﬁes f (z1 ) = 0. w2 and w3 ? ˆ Theorem 3. z2 .6. Uniqueness follows as in the proof of Lemma 3. z2 .
z1 . They mainly follow from Lemma 1. EXAMPLES OF FUNCTIONS Deﬁnition 3. Its ﬁrst justiﬁcation is that all exponential rules which we are used to from real numbers carry over to the complex case. This has many interesting consequences. one can get another strong reason why Deﬁnition 3. When proving this identity through the Cauchy–Riemann equations for the exponential function. to say the least. 1.
Remarks. cotangent. one of the promises of these lecture notes is to introduce complex power series as late as possible. Lemma 3. We agree with those readers who think that we are “cheating” at this point.5.6. For all z.CHAPTER 3. etc. The third identity is a very special one and has no counterpart for the real exponential function. In fact.
complex exponential function through a complex power series. one that may not seem too pleasant at ﬁrst sight is the fact that the complex exponential function is not onetoone.8. however. The (complex) exponential function is deﬁned for z = x + iy as exp(z) = ex (cos y + i sin y) = ex eiy . 2i 2 respectively. but we invite the reader to meditate on its proof. It says that the complex exponential function is periodic with period 2πi. (a) exp (z1 ) exp (z2 ) = exp (z1 + z2 ) (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) .—have their complex analogues. The tangent and cotangent are deﬁned as sin z = tan z = respectively. cosine.
29
This deﬁnition seems a bit arbitrary. 2.
sin z exp(2iz) − 1 = −i cos z exp(2iz) + 1
and
cot z =
cos z exp(2iz) + 1 =i . We should make sure that the complex exponential function specializes to the real exponential function for real arguments: if z = x ∈ R then exp(x) = ex (cos 0 + i sin 0) = ex . The trigonometric functions—sine. The last identity is not only remarkable.2 and are collected in the following. we can deﬁne them as merely being special combinations of the exponential function.5 is reasonable. note that the last identity also says that exp is entire. tangent. Deﬁnition 3. as we borrow the concept of a (real) power series to deﬁne the real exponential function. z2 ∈ C. The (complex) sine and cosine are deﬁned as 1 1 (exp(iz) − exp(−iz)) and cos z = (exp(iz) + exp(−iz)) . sin z exp(2iz) − 1
. they don’t play the same prominent role as in the real case. this is possible (and an elegant deﬁnition). In fact. however. Finally.
1: Image properties of the exponential function. Lemma 3. for example. so are sin and cos. Because exp is entire. z1 .CHAPTER 3. As with the exponential function. the following properties follow mostly from Lemma 3. sin(−z) = − sin z sin(z + 2π) = sin z tan(z + π) = tan z sin(z + π/2) = cos z sin (z1 + z2 ) = sin z1 cos z2 + cos z1 sin z2 cos z + sin z = 1 sin z = cos z
2 2
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 . cosine. Not too surprising. EXAMPLES OF FUNCTIONS
MM
MM
MM MM
MM
MM
MM MM
M
q1 qq 11 qq 11 q qq 11 qq q 11 qq qq 11 qq 11 11 11 /
30
5π 6 π 3
exp
0 −π 3 − 5π 6 −1 0 1 2
Figure 3. the complex sine and cosine are not bounded—consider. tangent.) A similar calculation holds for the cosine. Note that to write tangent and cotangent in terms of the exponential function. the one on the right the real sine. we should ﬁrst make sure that we’re not redeﬁning the real sine and cosine: if z = x ∈ R then sin x = 1 1 (exp(ix) − exp(−ix)) = (cos x + i sin x − (cos(−x) + i sin(−x))) = sin x . sin(iy) as y → ±∞. We end this section with a remark on hyperbolic trig functions. z2 ∈ C. one word of caution: unlike in the real case. For all z. The hyperbolic sine. sinh z exp(2z) − 1 cosh z =
.9. we used the fact that exp(z) exp(−z) = exp(0) = 1. and cotangent are deﬁned as in the real case: 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 = = .8.
Finally. 2i 2i
(The ‘sin’ on the left denotes the complex sine.
3. 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. EXAMPLES OF FUNCTIONS
31
As such. and eiv = eiφ ⇐⇒ v = φ+2πk for some k ∈ Z. we could just use a diﬀerent argument convention and get another reasonable ‘logarithm. by deﬁning the multivalued map arg z = {φ : φ is a possible argument of z} and deﬁning the multivalued logarithm as log z = ln z + i arg z . Then the principal logarithm is deﬁned as Log z = ln z + i Arg z . not a function.7. The problem is that we need to stick to this convention.’ Even worse. log is. we could agree that the argument is always in (−π. in particular we need to demand that z = 0). but they are also related with the trigonometric functions via sinh(iz) = i sin z and cosh(iz) = cos z . As we will see shortly. On the other hand. that is. z = r eiφ . We invite the reader to check this thoroughly. they are not only yet more special combinations of the exponential function. of course. π] (the principal argument of z). Let’s write. in particular. and suppose that Log z = u(z) + iv(z). etc. Let’s try to make things well deﬁned. π]. as we saw. or in [0. we’re looking for a function Log such that exp(Log z) = z = Log(exp z) . that is. we get something that’s not a function. and hence we can’t even consider it to be our soughtafter inverse of the exponential function. Let Arg z denote that argument of z which is in (−π. one should note how the periodicity of the exponential function takes care of the multivaluedness of our ‘logarithm’ log. we need exp(Log z) = eu eiv = r eiφ = z . eu = r = z ⇐⇒ u = ln z (where ln denotes the real natural logarithm. Any function Log : C \ {0} → C which satisﬁes exp(Log z) = z is a branch of the logarithm. Then for the ﬁrst equation to hold.4
The Logarithm and Complex Exponentials
The complex logarithm is the ﬁrst function we’ll encounter that is of a somewhat tricky nature. this is too much to hope for. Deﬁnition 3. 2π). as usual. It is motivated as being the inverse function to the exponential function.CHAPTER 3. yet it satisﬁes exp(log z) = z .
.
so that we get actual inverse functions.html. Then Log is diﬀerentiable wherever it is continuous and 1 Log z = . We turn instead to the principal logarithm and deﬁne the principal value of ab as ab = exp(b Log a) . EXAMPLES OF FUNCTIONS
32
The paragraph preceding this deﬁnition ensures that the principal logarithm is indeed a branch of the logarithm. then Log(exp z) = Log ex eiy = ln ex eiy + i Arg ex eiy = ln ex + i Arg eiy = x + i Arg eiy . g(z) = Log: if Log is continuous at z then 1 1 1 Log z = = = . the reason for this is once more the periodicity of the exponential function. see http://wwwgroups. Suppose Log maps C \ {0} to G (this is typically a halfopen strip. Diﬀerent deﬁnitions might lead to diﬀerent outcomes of ez versus exp z!
Named after Leonard Euler (1707–1783).stand. through a power series) and the function f (x) = ex where e is Euler’s3 number and 1 n can be deﬁned. we prove that any branch of the logarithm has the same derivative.ac. you might want to think about what it looks like if Log = Log). the natural deﬁnition ab = exp(b log a) (which is a concept borrowed from calculus) would in general yield more than one value (Exercise 31). The same happens with any other branch of the logarithm Log—there will always be some (in fact. z Proof. To end our discussion of the logarithm on a happy note. π].5 with f : G → C \ {0} .5 to exp and Log. so it is not always useful. many) yvalues for which Log(exp z) = z. In calculus one proves the equivalence of the real exponential function (as given.uk/∼history/Biographies/Euler. The idea is to apply Lemma 2. A word of caution: this only works out this nicely because we carefully deﬁned ab for complex numbers. So what about the other equation Log(exp z) = z? Let’s try the principal logarithm: Suppose z = x + iy. exp (Log z) exp(Log z) z We ﬁnish this section by deﬁning complex exponentials. For more information about Euler. Suppose Log 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. Because e is a positive real number and hence Arg e = 0. The righthand side is equal to z = x + iy only if y ∈ (−π. we obtain ez = exp(z Log e) = exp (z (ln e + i Arg e)) = exp (z ln e) = exp (z) . With our deﬁnition of ab . For two complex numbers a and b. but we need to be careful about the domains of these functions. f (z) = exp(z) and g : C \ {0} → G.10.dcs. Theorem 3. we can now make a similar remark about the complex exponential function.CHAPTER 3. A note about e. We apply Lemma 2. for example. Even better.
3
. for example. as e = limn→∞ 1 + n . one just has to be cautious about where each logarithm is analytic.
) o
(a) The xaxis. plus ∞. Prove Proposition 3. 3 → ∞. as az+b . Show that the M¨bius transformation f (z) = o onto the imaginary axis. Let f (z) = z+2 .
. 5. (c) The line x = y. (f) The circle with radius 1 centered at −1. Let C be the circle with center 0 and radius 1. 10. plus ∞.
1+z 1−z
maps the unit circle (minus the point z = 1)
6. Then we can deﬁne a corresponding M¨bius transformation TA by TA (z) = az+b . EXAMPLES OF FUNCTIONS
33
Exercises
1.) 4. o 3. (You should only need to calculate the images of 0.2. with diﬀerent choices of zk . (Use the crossratio. cz+d (a) 1 → 0. remember that M¨bius transformations preserve angles. Find a M¨bius transformation which transforms o 1 C onto C and transforms 0 to 2 . Show that f is constant. (e) The circle with radius 1 centered at 1. Using the crossratio.) 7. (A ﬁxed point of a function f is a number z such that f (z) = z. Suppose that f is analytic on the region G and f (G) is a subset of the unit circle. ±2. ∞ and −1 − i. one showing the following six sets in the z plane and the other showing their images in the w plane.)
2z 8. 9. Show that the derivative of a M¨bius transformation is never zero. Draw two graphs. Prove that any M¨bius transformation diﬀerent from the identity map can have at most two o ﬁxed points. (Here ◦ denotes composition and · denotes matrix multiplication. (Hint: Consider the function 1+f (z) and use Exercise 5 and a variation of 1−f (z) Exercise 13 in Chapter 2. 11. 1 → 1. (Use the crossratio. (b) The yaxis. o cz+d Show that TA ◦TB = TA·B . ∞ → −i. 2 → ∞.CHAPTER 3. 1 + i → 1.) (b) 1 → 0.
2. ﬁnd two diﬀerent M¨bius transformations that transform C onto the real axis plus o inﬁnity. (d) The circle with radius 2 centered at 0.) (c) 0 → i. plus ∞. In each case. Show that if f (z) =
az+b cz+d
is a M¨bius transformation then f −1 (z) = o
dz−b −cz+a . Suppose A = a b is a 2 × 2 matrix of complex numbers whose determinant ad − bc is c d nonzero. Find M¨bius transformations satisfying each of the following. Let C be the circle with center 1 + i and radius 1. Write your answers in standard o form. Label the sets. ﬁnd the image of the center of the circle. 2 → 1.
Describe the image of the region under the transformation: (a) The disk z < 1 under w =
iz−i z+1 .CHAPTER 3. Prove Lemma 3. 20. and the unit circle to itself.9.
ˆ 14. z2 and z3 are distinct points in C. z2 . Show that tan(iz) = i tanh z.
. The Jacobian of a transformation u = u(x. (b) cos z = cos x cosh y − i sin x sinh y. (c) f maps xaxis to y = x. yaxis to y = −x. y) is the determinant of the matrix . Let z = x + iy and show that (a) sin z2 = sin2 x + sinh2 y = cosh2 y − cos2 x. 23. 0 ≤ y ≤ 2π. Show that if f = u + iv is analytic then the Jacobian equals f (z)2 . z−i z+i . z3 ] is real or inﬁnite. Find the ﬁxed points in C of f (z) = 15.
34
(b) The quadrant x > 0. Let z = x + iy and show that (a) sin z = sin x cosh y + i cos x sinh y. (c) the rectangle {z = x + iy ∈ C : 0 ≤ x ≤ 1. ∞ → 0. 0 ≤ y ≤ 2π}. 1 → ∞. Find the principal values of
cosh2 y−1 cosh2 y
≤ 1.
z 2 −1 2z+1 . 19.8. 0 ≤ y ≤ 2π. z2 and z3 if and only if [z. Prove Lemma 3. (b) cos z2 = cos2 x + sinh2 y = cosh2 y − sin2 x. ˆ 16. v = v(x. (c) If cos x = 0 then cot z2 = (d) If y ≥ 1 then cot z2 ≤ 22. z1 . −1 → i. −i → −1. Describe the images of the following sets under the exponential function exp(z): (a) the line segment deﬁned by z = iy. 21. (b) the line segment deﬁned by z = 1 + iy. 18.
13. y). y > 0 under w = (c) The strip 0 < x < 1 under w =
∂u ∂x ∂v ∂x ∂u ∂y ∂v ∂y z z−1 . 17. Suppose z1 . Find the M¨bius transformation f : o (a) f maps 0 → 1. Show that z is on the circle passing through by z1 .
(b) f maps 1 → 1.
1 sinh2 y
sinh2 y+1 sinh2 y
=1+
≤1+
1 sinh2 1
≤ 2. EXAMPLES OF FUNCTIONS 12.
determine all complex numbers for which the function is analytic. Show that az  = aRe z if a is a positive real constant. y = t). 31.CHAPTER 3. (f) iz−3 . (e) (z − 3)i . use the principal value (unless stated otherwise). 29.) 26.) What can you say if b is rational? 32. (b) (−1)i . 27. (d) exp(z). (h) z 1/2 = 1 + i. (c) log(1 + i). 28. (b)
sin z . EXAMPLES OF FUNCTIONS (a) log i.
35
24.
.
(c) exp(z) = πi. (e) cos z = 0. Fix c ∈ C \ {0}. Find the derivative of f (z) = z c . plot it reasonably carefully. (a) z 2 . (g) exp(iz) = exp(iz). If you run into a logarithm. (f) sinh z = 0. Find the image of the annulus 1 < z < e under the principal value of the logarithm. Is arg(z) = − arg(z) true for the multiplevalued argument? What about Arg(z) = − Arg(z) for the principal branch? 25. 2 (b) Log(z) =
3π 2 i. 33. (d) sin z = cosh 4. 30. To do this you should ﬁnd an equation (at least parametrically) for the image (you can start with the parametric form x = t. and explain what happens in the limits as t → ∞ and t → −∞. For this problem. 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. f (z) = z 2 . Prove that exp(b log a) is singlevalued if and only if b is an integer. Describe the image under exp of the line with equation y = x. Find all solutions to the following equations: (a) Log(z) = π i. z 3 +1
(c) Log(z − 2i + 1) where Log(z) = ln z + i Arg(z) with 0 ≤ Arg(z) < 2π. For each of the following functions. (Note that this means that complex exponentials don’t clash with monomials z n .
Draw f (Q) and identify the types of image curves corresponding to the segments from 2 to 2 + 2i and from 2 + 2i to 2i.) 34. As in the previous problem. (b) Show that the image of a ray starting at the origin is a ray starting at the origin.CHAPTER 3. They are not parts of either straight lines or circles. let f (z) = z 2 . Let Q be the square with vertices at 0. Eliminate the parameter in u + iv = f (z(t)) to get a (u. (c) Let T be the ﬁgure formed by the horizontal segment from 0 to 2. and then the vertical segment from 2i to 0. EXAMPLES OF FUNCTIONS
36
(a) Show that the image of a circle centered at the origin is a circle centered at the origin. (Hint: You can write the vertical segment parametrically as z(t) = 2 + it. the circular arc from 2 to 2i. v) equation for the image curve. 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. 2 + 2i and 2i. 2.)
.
only mathematicians have a name for them: theorems. we integrate over a curve γ (instead of a real interval). that is. b]. a ≤ t ≤ b. say γ(t) is diﬀerentiable on the intervals [a. which is based on (4. b] ⊂ R → C. cn ].1) should come as no surprise.
This deﬁnition can be naturally extended to piecewise smooth curves. [cn . 37
. .1. For a continuous complexvalued function φ : [a. 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. . is only piecewise diﬀerentiable. those curves γ whose parametrization γ(t).
(4. bearing in mind that practically all can be extended to piecewise smooth curves. Then we deﬁne the integral of f on γ as
b
f=
γ γ
f (z) dz =
a
f (γ(t))γ (t) dt . c2 ]. Deﬁnition 4. . complex integration is not really anything diﬀerent from real integration. c1 ].Chapter 4
Integration
Everybody knows that mathematics is about miracles. we’ll usually state our results for smooth curves.1. a ≤ t ≤ b. the following deﬁnition. . a ≤ t ≤ b. Suppose this curve is parametrized by γ(t).1
Deﬁnition and Basic Properties
At ﬁrst sight. Roger Howe
4. If one meditates about the substitution rule for real integrals.
In what follows. 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 . [cn−1 . and f is a complex function which is continuous on γ. [c1 . Example 4. we deﬁne
b b b
φ(t) dt =
a a
Re φ(t) dt + i
a
Im φ(t) dt .1)
For a function which takes complex numbers as arguments. Suppose γ is a smooth curve parametrized by γ(t).
a ≤ t ≤ b. f and g are complex functions which are continuous on γ. Then −γ f = − γ f .
f=
γ 0
t2 − t4 − 2it3 (1 + 2it) dt =
0
t2 + 3t4 − 2it5 dt =
1 1 14 i 1 + 3 − 2i = − .
The curve −γ deﬁned in (b) is the curve that we obtain by traveling through γ in the opposite direction. We have γ (t) = 1 + i and f (γ(t)) = (t − it)2 . most of which follow from their real siblings in a straightforward way.1. 0 ≤ t ≤ 1. 0 ≤ t ≤ 1 and γ2 (t) = 1 + it. deﬁne the curve −γ through −γ(t) = γ(a + b − t).
(b) If γ is parametrized by γ(t). A parametrization of this curve is γ(t) = t + it. A parametrization of this curve is γ(t) = t + it2 . (d)
γ
f ≤ maxz∈γ f (z) · length(γ) . Proposition 4. (a)
γ (f
+ cg) =
γ
f +c
γ
g. Parameterizations are γ1 (t) = t. and then continuing on γ2 to its end. is deﬁned as
b
length(γ) =
a
γ (t) dt . 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. Then γ1 γ2 f (z) dz = γ1 f (z) dz + γ2 f (z) dz . 0 ≤ t ≤ 1. a ≤ t ≤ b. Suppose γ is a smooth curve. 3 3
The complex integral has some standard properties. In (d) the length of a smooth curve γ with parametrization γ(t). 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 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. INTEGRATION
38
(a) Let γ be the line segment from z = 0 to z = 1 + i. Now we have γ (t) = 1 + 2it and f (γ(t)) = t2 − t2 whence
1 1 2
− i 2t · t2 = t2 − t4 − 2it3 . 3
(b) Let γ be the arc of the parabola y = x2 from z = 0 to z = 1 + i. (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 c ∈ C.
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. a ≤ t ≤ b. 0 ≤ t ≤ 1.CHAPTER 4.
γ
=
b
f (γ(s)) γ (s) ds = −
a
f (γ(s)) γ (s) ds = −
For (c) we need a suitable parameterization γ(t) for γ1 γ2 . Then f (z) dz e−iφ
γ b a b b
Finally. b1 ] and γ2 has domain [a2 . 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 b1 b1 +b2 −a2
f (z) dz =
γ1 γ2 a1 b1
f (γ(t))γ (t) dt = f (γ1 (t))γ (t) dt +
a1 b1 b1 b2
f (γ(t))γ (t) dt +
b1
f (γ(t))γ (t) dt
a1 b1 +b2 −a2
= =
a1
f (γ2 (t − b1 + a2 ))γ2 (t − b1 + a2 ) dt f (γ2 (s))γ2 (s) ds
a2
f (γ1 (t))γ (t) dt + f (z) dz +
γ1 γ2 γ
=
f (z) dz.
The fact that γ1 (b1 ) = γ2 (a2 ) is necessary to make sure that this parameterization is piecewise smooth. b2 ] then we can use γ(t) = γ1 (t) γ2 (t − b1 + a2 ) for a1 ≤ t ≤ b1 . such that F (z) = f (z) for all z ∈ G. f . for b1 ≤ t ≤ b1 + b2 − a2 . we say that f has an antiderivative on G if there exists a function F that is analytic on G.2
Antiderivatives
Just like in the real case. let φ = Arg f (z) dz =
γ γ b
f (z) dz e−iφ = Re
= Re
a
f (γ(t))γ (t)e−iφ dt
b
=
a
Re f (γ(t))e−iφ γ (t) dt ≤
f (γ(t))e−iφ γ (t) dt =
a
f (γ(t)) γ (t) dt
≤ max f (γ(t))
a≤t≤b a
γ (t) dt = max f (z) · length(γ) . that is. (b) 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. INTEGRATION
39
Proof.
. to prove (d). To be more precise. If γ1 has domain [a1 . one easy way to compute integrals is through knowing the antiderivative (or primitive) of the integrand f .CHAPTER 4. a function F such that F = f . (a) follows directly from the deﬁnition of the integral and the properties of real integrals.
z∈γ
4.
INTEGRATION
40
Theorem 4. Suppose G ⊆ C is open.1. the region {z ∈ C : z < 2}. γ(a) = γ(b)).3. 0 ≤ t ≤ 1 is closed. s). s) . we immediately get the following nice consequence. for example. s) = h(1. Here is the theorem on which most of what will follow is based. h(t. if there is a continuous function h : [0.2. The function h(t. respectively.2.
γ
Proof of Theorem 4. f is continuous on G. Then f = F (γ(b)) − F (γ(a)) . (Actually. parametrized by γ1 (t). γ is a smooth closed curve in G. dt
by Theorem 1. Corollary 4.1 shows that a pathindependent integral is quite special. a ≤ t ≤ b. in symbols γ1 ∼G γ2 . it also says that the function z 2 does not have an antiderivative in. It is based on the following concept.
4. which is continuously transformed from γ1 to γ2 . h(0. Then γ1 is Ghomotopic to γ2 . Suppose G ⊆ C is open. 1]2 → G such that h(t. Then f = 0. An example is depicted in Figure 4. 1) = γ2 (t) . Deﬁnition 4. dt and then we calculate
b b b
f=
γ a
f (γ(t))γ (t) dt =
a
F (γ(t))γ (t) dt =
a
d F (γ(t)) dt = F (γ(b)) − F (γ(a)) . s) is called a homotopy and represents a curve for each ﬁxed s.2.3
Cauchy’s Theorem
We now turn to the central theorem of complex analysis. The last condition simply says that each of the curves h(t.CHAPTER 4. 0 ≤ t ≤ 1. An application of the chain rule shows d F (γ(t)) = F (γ(t))γ (t) .
γ
f is independent of the path γ ⊂ G between γ(a) and γ(b). 0 ≤ t ≤ 1 and γ2 (t). and F is a primitive of f on G. 0) = γ1 (t) . 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
In particular. Suppose γ1 and γ2 are closed curves in the open set G ⊆ C.
.
Example 4. and f is continuous on G and has an antiderivative on G. γ is a smooth curve in G parametrized by γ(t).9 (the Fundamental Theorem of Calculus).
in symbols γ ∼G 0. that is. The fact that an integral over a point is zero has the following immediate consequence. The condition on the smoothness of the homotopy can be omitted. f is analytic in G. Cauchy published his version in 1825. Cauchy’s theorem is often called the Cauchy–Goursat Theorem.stand.uk/∼history/Biographies/Gauss. since Cauchy assumed that the derivative of f was continuous.stand.CHAPTER 4.html. 2. In all the examples and exercises that we’ll have to deal with here. Weierstraß2 his in 1842. then the proof becomes too advanced for the scope of these notes. INTEGRATION
41
Figure 4. Then f=
γ1 γ2
f. In this case we simply say γ is Gcontractible. 2 For more information about Karl Theodor Wilhelm Weierstraß (1815–1897). Corollary 4. see http://wwwgroups.ac. f is analytic in G. a constant curve (see Figure 4. 1. see http://wwwgroups. An important special case is the one where a curve γ is Ghomotopic to a point. and γ ∼G 0 via a homotopy with continuous second partials.2 for an example).
1
. 3 For more information about Edouard JeanBaptiste Goursat (1858–1936). however.5.
γ
For more information about Gauß.uk/∼history/Biographies/Weierstrass. see http://wwwgroups.stand. Suppose G ⊆ C is open. a condition which was ﬁrst removed by Goursat3 .1: This square and the circle are (C \ {0})homotopic.4 (Cauchy’s Theorem).dcs. Then f = 0. Suppose G ⊆ C is open. the homotopies will be ‘nice enough’ to satisfy the condition of this theorem.uk/∼history/Biographies/Goursat. Theorem 4.html.ac. and γ1 ∼G γ2 via a homotopy with continuous second partials. 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.html.ac.dcs.dcs.
Remarks.
2: This ellipse is (C \ R)contractible. INTEGRATION
42
Figure 4.2) of the homotopy h.CHAPTER 4. If f is entire and γ is any smooth closed curve then f = 0. Corollary 4. and γs is the curve parametrized by h(t. s)) (0. s) = 0 .4. We will show that I is constant with respect to s. s)) (1. ∂s ∂s 1
f (h(t. combined with Theorem 1.6. s)) = f (h(t.12 (Leibniz’s rule). s))
dt
In the last step we used the third property (according to Deﬁnition 4. 0 ≤ t ≤ 1. s).
.4
Cauchy’s Integral Formula
Cauchy’s Theorem 4. we use Theorem 1. we use the fact that h has continuous second partials and hence ∂2h ∂2h = .9 (the fundamental theorem of calculus). Consider the integral I(s) =
γs
f
as a function in s (so I(0) = γ1 f and I(1) = γ2 f ). Note also that in the second line. The fact that any closed curve is Ccontractible (Exercise 11a) yields the following special case of the previous specialcase corollary. s)) dt ∂t ∂t 0 0 ∂s 1 1 ∂2h ∂ ∂h ∂h ∂h + f (h(t. and hence the statement of the theorem follows with I(0) = I(1). Suppose h is the homotopy. s)) ∂s ∂t ∂t∂s ∂t ∂s 0 0 ∂h ∂h = f (h(1. s)) dt = f (h(t.
γ
Proof of Theorem 4. To prove that I is constant. s) − f (h(0.4 yields almost immediately the following helpful result. d d I(s) = ds ds
1 ∂h ∂ ∂h dt = f (h(t. ∂t∂s ∂s∂t
4.
and Theorem 4. In that case the theorem remains true. Suppose f is analytic on the region G. For a circle this corresponds to a counterclockwise orientation.7 then applies to evaluate the integral. since. For example. simple. z−w
and we obtain with Proposition 4. z−w
γ
.8 (Cauchy’s Integral Formula). but it can be made more generally useful. So Cauchy’s Theorem 4. and γ is a positively oriented. and the function f (z)/(z − w) is analytic in an open set containing D \ {w}. which is what we claimed. Let CR be the counterclockwise circle with radius R centered at w and suppose f is analytic at each point of the closed disk D bounded by CR . closed. 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.CHAPTER 4. In fact. This is a useful theorem by itself. gives f (z) dz = z−w f (z) dz z−w
CR
Cr
Now by Exercise 8. In general. Gcontractible curve such that w is inside γ. In this discussion we need to be sure that the orientation of the curve γ and the circle match. we can now take r as small as we want. by Cauchy’s theorem. INTEGRATION
43
Theorem 4.4. not just at the center of CR . 2πi CR z − w Proof. Then f (w) = 1 2πi f (z) dz .7 (Cauchy’s Integral Formula for a Circle). it will be important to have Cauchy’s integral formula when w is anywhere inside CR . Then 1 f (z) f (w) = dz .
Cr
1 dz = 2πi . and—because f is continuous at w—this means we can make f (z) − f (w) as small as we like. we say a simple closed curve γ is positively oriented if it is parameterized so that the inside is on the left of γ. w ∈ G. smooth.
z∈Cr
CR
On the righthand side.1(d) f (z) dz − 2πif (w) = z−w 1 f (z) f (z) − f (w) dz − f (w) dz = dz z−w Cr z − w Cr z − w Cr f (z) − f (w) f (z) − f (w) length (Cr ) = max 2πr ≤ max z∈Cr z∈Cr z−w r = 2π max f (z) − f (w) . All circles Cr with center w and radius r are homotopic in D \ {w}. 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 analytic. Hence the lefthand side has no choice but to be zero. Here’s the general form: Theorem 4.
A nice special case of Cauchy’s formula is obtained when γ is a circle centered at w. by combining Cauchy’s theorem and the special case. Suppose f is analytic on and inside the circle z = w + reit .1. All we need is to ﬁnd a homotopy in G \ {w} between γ and a small circle with center at w.
0
u w + reit dt
0
and
v(w) =
1 2π
2π
v w + reit dt . (c) 1/z 4 . z = w + reit . If γ is a positively oriented. closed curve in C then C \ γ consists of two connected open sets. we automatically get similar formulas for the real and imaginary part of f .” If you want to explore this kind of mathematics you should take a course in topology. We can state it as follows: Theorem 4. Theorem 4. Integrate the following functions over the circle z = 2.” is surprisingly diﬃcult to prove. In all practical cases we can see immediately how to construct such a homotopy. γs is inside γ and outside of D. 0 ≤ t ≤ 2π.
0
Even better.10. we have borrowed this from a companion theorem to the Jordan curve theorem which is sometimes called the “annulus theorem. Evaluate
1 γ z
dz where γ(t) = sin t + i cos t.7. The justiﬁcation for this is one of the ﬁrst substantial theorems ever proved in topology. if f = u + iv.
0
Exercises
1. u(w) = 1 2π
2π
1 2π
2π
f w + reit dt . simply by taking real and imaginary parts on both sides. simple. but it is not at all clear how to do so in complete generality. which is often called a meanvalue theorem. Theorem 4. 0 ≤ t ≤ 2π.9 (Jordan Curve Theorem). (d) xy. Corollary 4. Let’s summarize them in the following statement. This theorem. INTEGRATION
44
We have already indicated how to prove this.
3. (b) z 2 − 2z + 3. Then f (w) = Furthermore. These identities have the ﬂavor of mean values. and. for 0 < s < 1. 0 ≤ t ≤ 2π. in fact. Integrate the function f (z) = z over the three curves given in Example 4. say. the inside and the outside of γ.CHAPTER 4. parametrized by. it is not even clear how to make sense of the “inside” of γ in general. oriented counterclockwise: (a) z + z. 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. 2.
.8 gives (if the conditions are met) f (w) = 1 2πi
2π 0
f w + reit 1 ireit dt = it − w w + re 2π
2π
f w + reit dt . although “intuitively obvious. The usual statement of the Jordan curve theorem does not contain the homotopy information.
)
(In other words. (b) Prove that any two closed curves are Chomotopic. Use γ(t) = a + reit . z−w
γ
9. γ y dz. f is independent of the parametrization of γ. and let τ : [c.” that is. Exercise 12 excluded n = −1 for a very good reason: Exercises 2 and 8 (with w = 0) give counterexamples. if m is any integer then ﬁnd a closed curve γ so that −1 dz = 2mπi. Evaluate γ z 2 dz where γ is the unit circle and z 2 is the principal branch. 8. Prove that ∼G is an equivalence relation. a ≤ t ≤ b and σ(t). γ z dz and γ z dz along each of the following paths.CHAPTER 4. (c) γ is the counterclockwise circle z − a = r. Evaluate the integrals γ x dz. Show that
d b
f (σ(t))σ (t) dt =
c a γ
f (γ(t))γ (t) dt . b] be the map which “takes γ to σ. 5. (c) The parabola y = x2 from x = 0 to x = 1. σ = γ ◦ τ . (b) γ is the counterclockwise circle z = 1. Let γ be the circle with radius r centered at w. 12.
1 1
7. Evaluate
γ
e3z dz for each of the following paths:
(a) The straight line segment from 1 to i. Evaluate
γ
z 2 dz where γ is the parabola with parametric equation γ(t) = t+it2 . c ≤ t ≤ d. Note that you can get the second two integrals very easily after you calculate the ﬁrst two. (a) γ is the line segment form 0 to 1 − i. You can use the parameterization γ(θ) = eiθ for −π ≤ θ ≤ π. INTEGRATION
45
4.] 13. d] → [a. (b) The circle z = 3. You can parameterize this curve as z(t) = w + reit for 0 ≤ t ≤ 2π. 0 ≤ t ≤ 1. assume that γ does not pass through the origin. Generalizing these. (a) Prove that any closed curve is Ccontractible. since otherwise the integral is not deﬁned.
11. our deﬁnition of the integral 10. by writing z and z as x ± iy. What should you do if m < 0? What if m = 0?)
. and remember that the principal branch is √ 1 deﬁned by z 2 = reiθ/2 if z = reiθ for −π ≤ θ ≤ π. (Hint: Follow the counterclockwise unit circle through m complete cycles γz (for m > 0). Suppose a smooth curve is parametrized by both γ(t). oriented counterclockwise. [If n is negative. Show that γ z n dz = 0 for any closed smooth γ and any integer n = −1. 6. Show that dz = 2πi .
Is
18. closed. (Hint: In one case γr is contractible in C \ {a}. simple. Let γr be the counterclockwise circle with center at 0 and radius r.12 (Leibniz’s rule) and then ﬁnd a primitive for (b) Prove Theorem 4. Show that g = 0. (Hint:
∂f ∂t
Use Theorem 1.
19. and suppose γ ⊂ G is a smooth curve from a to b. 21. Let f and g be analytic in G. w ∈ G. Compute dz .8.8 by evaluating g(0) and g(1). You should get diﬀerent answers for r < a and r > a.5 using Theorem 4. 1] → C. and f (z) = g(z) for all z ∈ γ. Suppose f and g are analytic on the region G.
γ
16. which does not depend on Cauchy’s Theorem 4.4.
(z + t(w − z)). 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. 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. z2 + 1
46
γr
(This integral depends on r. smooth. 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. Suppose f is analytic on the region G. Explain geometrically why γ0 and γ1 are homotopic in C \ {a} . 17. Gcontractible curve. Show that p = 0. γ is a closed. In the other you can combine Exercises 8 and 22. and γ is a positively oriented. Let γr be the circle centered at 2i with radius r. oriented counterclockwise. Prove the following integration by parts statement. 20.CHAPTER 4. Prove Corollary 4. INTEGRATION 14. This exercise gives an alternative proof of Cauchy’s integral formula (Theorem 4. (a) Consider the function g : [0. Then f g = f (γ(b))g(γ(b)) − f (γ(a))g(γ(a)) −
γ γ
f g.
dz 23.8). Suppose p is a polynomial and γ is a closed smooth path in C.) 15. Gcontractible curve such that w is inside γ. Find γr z−a . smooth.)
. g(t) =
γ f (w+t(z−w)) z−w
dz.)
22.
(Hint: The integrand can be written in each of following ways: z2 1 1 1/(z − 4) 1/(z + 2) = = = . (z − π)3
. Use the Cauchy integral formula to evaluate the integral in Exercise 24 when r = 3. Now use Exercise 23. Let γr be the counterclockwise circle with center at 0 and radius r.)
25. (z − πi)4 sin(2z) dz. (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 . (z − π)4 ez cos(z) dz. − 2z − 8 (z − 4)(z + 2) z+2 z−4
Which of these forms corresponds to the Cauchy integral formula for the curve γ3 ?) 26. Find γr z 2 −2z−8 for r = 1. Compute the following integrals.CHAPTER 4. z3 ez dz. INTEGRATION
47
dz 24. r = 3 and r = 5. where C is the boundary of the square with corners at ±4 ± 4i: (a)
C
(b)
C
(c)
C
(d)
C
ez dz.
which has no analog whatsoever in the reals. closed. then you still have work to do. (z − w)3
This innocentlooking theorem has a very powerful consequence: just from knowing that f is analytic we know of the existence of f .2. f is also analytic in G.8.1. Corollary 5.8).. Gcontractible curve such that w is inside γ. 1 f (w + ∆w) − f (w) = ∆w ∆w 1 = 2πi 1 2πi
γ
f (z) 1 dz − z − (w + ∆w) 2πi γ f (z) dz . simple.1
Extensions of Cauchy’s Formula
We now derive formulas for f and f which resemble Cauchy’s formula (Theorem 4. The idea of the proof is very similar to the proof of Cauchy’s integral formula (Theorem 4.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. and γ is a positively oriented. f . etc. which we can rewrite as follows by Theorem 4. Richard Askey
5. Suppose f is analytic on the region G. (z − w − ∆w)(z − w)
γ
f (z) dz z−w
48
. then for f . gives the following statement. Proof of Theorem 5. Theorem 5. Repeating this argument for f .8). If f is diﬀerentiable in the region G then f is inﬁnitely diﬀerentiable in G. smooth.1. Then f (w) = and f (w) = 1 2πi 1 πi f (z) dz (z − w)2
γ
γ
f (z) dz . We will study the following diﬀerence quotient. w ∈ G. that is.
Theorem 5. for which two singularities where inside the integration path. By the reverse triangle inequality we have for all z ∈ γ f (z) M f (z) ≤ .
z=0
Example 5. = ∆w 2πi γ (z − w − ∆w)(z − w)2
49
γ
This can be made arbitrarily small if we can show that the integral stays bounded as ∆w → 0. 1. we will obtain such a result much more easily. z − w ≥ δ for all z on γ.CHAPTER 5. into a sum of two integrals. Remarks.1: Introduce an additional path which separates 0 and 1. This is in fact true.6). the two contributions along the new path will cancel each other. The eﬀect is that we transformed an integral. However. The proof of the formula for f is very similar and will be left for the exercises (see Exercise 1). there is some positive δ so that the open disk of radius δ around w does not intersect γ.1 can also be used to compute certain integrals. 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 . ≤ 2 2 (z − w − ∆w)(z − w) (z − w − ∆w)z − w (δ − ∆w)δ 2 which certainly stays bounded as ∆w → 0.1 suggests that there are similar looking formulas for the higher derivatives of f . it suﬃces to show that the integrand stays bounded as ∆w → 0 (because γ and hence length(γ) are ﬁxed).1(d). If we integrate on these two new closed paths (γ1 and γ2 ) counterclockwise. To compute the integral z 2 (z dz . − 1)
z=2
we ﬁrst split up the integration path as illustrated in Figure 5. by Proposition 4. these new integrals we know
. We give some examples of this application next. Since γ is a closed set. Theorem 5.1.2. that is. In fact. once we start studying power series for analytic functions. so we save the derivation of formulas for higher derivatives of f for later (see Corollary 8. Let M = maxz∈γ f (z).
z=1
sin(z) d dz = 2πi sin(z) 2 z dz
= 2πi cos(0) = 2πi . and theoretically one could obtain them one by one with the methods of the proof of Theorem 5. Example 5.1. each of which has only one singularity inside the integration path. 2.
As a preparation we prove the following inequality. Then there is real number R0 so that 1 ad  zd ≤ p(z) ≤ 2 ad  zd 2 for all z satisfying z ≥ R0 . but this will be a recurring theme throughout the rest of the book.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. The ﬁrst application is understanding the roots of polynomials. CONSEQUENCES OF CAUCHY’S THEOREM
50
γ2 1 0 γ1
Figure 5.
.1: Example 5. Lemma 5.CHAPTER 5.3.2 how to deal with. a polynomial of degree d looks almost like a constant times z d . which is generally quite useful.
z=0
5.
z=1
cos(z) d2 dz = πi 2 cos(z) z3 dz
= πi (− cos(0)) = −πi . 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. We shall look at a few applications along these lines in this section. = 2πi Example 5. It simply says that for large enough z. Suppose p(z) is a polynomial of degree d with leading coeﬃcient ad .3.
Proof 2 . 3 For more information about Joseph Liouville (1809–1882). using Proposition 4.3 we have z p(z) ≥ 1 ad  zd+1 2 for all large z.
1
. although its statement had been assumed to be correct long before Gauß’s times. (see also Exercise 8).5 (Liouville’s3 Theorem4 ).
and 2 for all
Theorem 5. 1. + 2 d−1 ad z ad z ad z ad z d
1 2
51
Then the sum inside the last factor has limit 1 as z → ∞ so its modulus is between large enough z. in fact. A compact reformulation of the fundamental theorem of algebra is to say that C is algebraically closed. etc. where d is the degree of p(z) and ad is the leading coeﬃcient of p(z). after getting a root a. CONSEQUENCES OF CAUCHY’S THEOREM Proof. which is
Remarks. Hence. Then Cauchy’s formula gives us 1 1 = p(0) 2πi 1/p(z) dz z
γR
where γR is the circle of radius R around the origin. Gauß may well have known about it before Cauchy’s times.html.dcs. 2. to z−a (which is again a polynomial by the division algorithm). (∗) p(0) R→∞ 2πi γR z p(z) But now we can see that the limit of the integral is 0: By Lemma 5. 4 This theorem is for historical reasons erroneously attributed to Liouville. as we can apply the corollary. Suppose (by way of contradiction) that p does not have any roots. Every bounded entire function is constant.ac. Corollary 5. so we have 1 dz 1 = lim . p(z) = 0 for all z ∈ C.4 (Fundamental theorem of algebra1 ).
1 p(0)
= 0. A powerful consequence of (the ﬁrst half of) Theorem 5.1(d) and the formula for the circumference of a circle we see that the integral can be bounded as dz 1 1 2 2 ≤ · · (2πR) = 2πi γR zp(z) 2π ad  Rd+1 ad  Rd and this has limit 0 as R → ∞.stand.uk/∼history/Biographies/Liouville. 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 + ··· + + . plugging into (∗). Since p(z) has degree d its leading coeﬃcient ad is not zero.1 is the following. 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.CHAPTER 5. we have shown that impossible. It was published earlier by Cauchy. that is. Every nonconstant polynomial has a root in C. But. Notice that the value of the integral does not depend on R.
The fundamental theorem of algebra was ﬁrst proved by Gauß (in his doctoral dissertation). see http://wwwgroups.
that is. 2+1 2 S z −R 1 + t
. so we can take the limit as R → ∞. we can parameterize the integral over S using z = t. so we can bound the integral over T using Proposition 4. But f → 0 as z becomes large as a consequence of Lemma 5. R f (z) f (z) 1 1 f (z) f (z) dz ≤ 2πR = max max · 2πR = max z∈γ (z − w)2 2π z∈γR (z − w)2 2π z∈γR R2 R
γR
The righthand side can be made arbitrary small. remembering that γR has circumference 2πR and z − w = R for all z on γR : f (w) = 1 2πi M ≤ . as we are allowed to make R as large as we want. This implies that f = 0. First. We shall integrate the function f (z) = 1 1/(z + i) g(z) 1 = = .1 (d). which is close to Gauß’s original proof: Another proof of the fundamental theorem of algebra. that is. by Theorem 2. As an example of the usefulness of Liouville’s theorem we give another proof of the fundamental theorem of algebra. we can apply Cauchy’s formula: 1 2πi and so
S
σ
z2
dz 1 = +1 2πi
σ
g(z) 1 1 dz = g(i) = = . −R ≤ t ≤ R.CHAPTER 5. Now we apply Proposition 4. Now apply Corollary 5.1(d): dz 2 2 ≤ 2 · πR = z2 + 1 R R
T
and this has limit 0 as R → ∞. Suppose f (z) ≤ M for all z ∈ C. where R > 1. we apply Theorem 5. z−i i+i 2i dz 1 = 2πi · = π. CONSEQUENCES OF CAUCHY’S THEOREM
52
Proof. As one more example of this theme of getting results from Cauchy’s formula by taking the limit as a path goes to inﬁnity. On the other hand.5 to deduce that f is constant. f is constant. obtaining R dt dz = . Then. which contradicts our assumptions. the func1 tion f (z) = p(z) is entire.3. we compute an improper integral. f is also bounded (Exercise 7). Hence p is constant. where g(z) = z2 + 1 z−i z−i z+i
Since g(z) is analytic inside and on σ and i is inside σ. Let σ be the counterclockwise semicircle formed by the segment S of the real axis from −R to R. Note that we can choose any R because f is entire.1 with the circle γR of radius R centered at w. Suppose (by way of contradiction) that p does not have any roots. because p is entire. p(z) = 0 for all z ∈ C.7.3. z2 + 1 2i
dz + z2 + 1
T
dz = z2 + 1
(∗∗)
σ
Now this formula holds for all R > 1. z 2 + 1 ≥ 1 z2 2 for large enough z by Lemma 5. followed by the circular arc T of radius R in the upper half plane from R to −R. and hence. Given any w ∈ C.
that is.) If h is suﬃciently small. Proof. Then γz + δ − γz+h is a closed smooth curve in G. h→0 h δ h→0 h l(z.3
Antiderivatives Revisited and Morera’s Theorem
A region G is said to be simply connected if every closed curve in G is Gcontractible.
5. It remains to show that F is a primitive of f : F (z) = lim F (z + h) − F (z) 1 = lim h→0 h→0 h h f−
γz+h γz
f
.
δ
(One should keep in mind that δ very much depends on z and h. t2 + 1
Of course this integral can be evaluated almost as easily using standard formulas from calculus. Fix a point a ∈ G and let F (z) =
γz
f
where γz is any smooth curve from a to z. and it is Gcontractible as G is simply connected. CONSEQUENCES OF CAUCHY’S THEOREM
53
As R → ∞ this approaches an improper integral. However. Theorem 5. We should make sure that F is well deﬁned: Suppose δz is another smooth curve from a to z then γz − δz is closed and Gcontractible. Making these observations in the limit of the formula (∗∗) as R → ∞ now produces
∞ −∞
dt = π.
Now let δ be a smooth curve in G from z to z + h.z+h)
. F (z) = lim 1 h→0 h f−
γz+h γz
f
= lim
1 h→0 h
f. so F is a welldeﬁned function. just a slight modiﬁcation of this example leads to an improper integral which is far beyond the scope of basic calculus. Hence again Corollary 4.6. the line segment l(z. as G is simply connected. see Exercise 11.CHAPTER 5. Hence by Corollary 4.5 0=
γz −δz
f=
γz
f−
δz
f
which means we get the same integral no matter which path we take from a to z. z + h) between z and z + h lies in G and by Corollary 4. This concept allows the following result.5 (again we use that G is simply connected) 1 1 F (z) = lim f = lim f.5 gives us f+
γz δ
f−
γz+h
f = 0. Then f has a primitive in G. Suppose f is analytic in the simplyconnected region G.
Then f is analytic in G.
For more information about Giancinto Morera (1856–1907). This is the same behavior which we discovered in Corollary 5.ac.z+h)
F (z) − f (z) = lim = lim
h→0
1 h 1 h
f (w) dw − lim
l(z. which has . by deﬁnition.2 ‘in the other direction.dcs.z+h)
dw = f (z) h.2: Proof of Theorem 5.
5
.6. z + h)) h w∈l(z. It follows from the fact that a primitive of a function is. which has a primitive. CONSEQUENCES OF CAUCHY’S THEOREM
54
a
γz z
γz+h G
δ z+h
Figure 5.uk/∼history/Biographies/Morera.html.
h→0 w∈l(z. . Now because f (z) dw = f (z)
l(z.6 has itself a primitive. we obtain
l(z. . This means that the primitive of a function f obtained by Theorem 5.’ Another consequence comes from the proof of Theorem 5. diﬀerentiable.6: we did 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. There is an interesting consequence to be drawn from this theorem.CHAPTER 5.z+h)
The last equality follows from the continuity of f .stand.7 (Morera’s5 Theorem).5.z+h)
h→0
1 h
f (z) dw
l(z.z+h) max f (w) − f (z) = 0 . which has a primitive.z+h)
h→0
f (w) − f (z) dw
l(z.z+h)
≤ lim = lim
h→0
1 max f (w) − f (z) length(l(z. Suppose f is continuous in the region G and f =0
γ
for all smooth closed paths γ ⊂ G. Corollary 5. see http://wwwgroups.
Integrate the following functions over the circle z = 3. Corollary 5.1.2 gives that f is also analytic on G. 1 (z 2 + 2 )2 exp z . (b) (c) (d) (e) (f) (g) (h) (i)
1 z− 1 2
. 5. we ﬁx an a ∈ G and deﬁne F (z) =
γz
55
f.) (a)
γ1
z i dz where γ1 (t) = eit . Prove the formula for f in Theorem 5. use the principal value of z i . sin z . − π ≤ t ≤ π . Because F is analytic on G. Prove that
z exp z 2 dz = 0 for any closed curve γ. 2. (z+4)(z 2 +1) γ
w is any ﬁxed complex number with w = 3. Show that exp(sin z) has an antiderivative on C. Find a (maximal size) set on which f (z) = exp compare with the real function f (x) = e1/x ?)
1 z
has an antiderivative. As above.
1 . where (z−w)2 1 . (How does this
6.CHAPTER 5.
4.
where γz is any smooth curve in G from a to z.
7. z iz−3 . this is a welldeﬁned function because all closed paths give a zero integral for f . As in the previous proof. and exactly as above we can show that F is a primitive for f in G. (Hint: one of these integrals is considerably easier than the other. CONSEQUENCES OF CAUCHY’S THEOREM Proof. Is f bounded for z ≤ R?)
.
Exercises
1. Show that f is bounded. 2 2 z i dz where γ2 (t) = eit . (Hint: From the deﬁnition of limit at inﬁnity (with = 1) there is R > 0 so that f (z) − 0 = f  (z) < 1 if z > R. z3 cos z 2 . z 2 −4 exp z . oriented counterclockwise: (a) Log(z − 4i).
3. Suppose f is continuous on C and limz→∞ f (z) = 0.
π 2
(b)
γ2
≤t≤
3π 2 . Compute the following integrals.
z2 . Prove that there exist complex numbers c. . 11. e
(d) Conclude. of degree ≤ 1). (b) Show that eiz ≤ 1 for z in the upper half plane. by parameterizing the integral over S in terms of t and just considering the ∞ real part. jk such that p(z) = c (z − z1 )j1 (z − z2 )j2 · · · (z − zk )jk . Show that a polynomial of odd degree with real coeﬃcients must have a real zero. . . In this problem F (z) =
eiz z 2 +1
and R > 1. Suppose f is entire and there exist constants a.CHAPTER 5. 9.2:
(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.) 10. e t2 +1
. z1 . (Hint: Exercise 14b in Chapter 1. . zk and positive integers j1 . Let p be a polynomial of degree n > 0. . . (c) Show that limR→∞
T 2 z2
for z
F (z) dz = 0. and hence limR→∞
S
F (z) dz = π . followed by the circular arc T of radius R in the upper half plane from R to −R. Modify the example at the end of Section 5. where j1 + · · · + jk = n. b such that f (z) ≤ az + b for all z ∈ C. . CONSEQUENCES OF CAUCHY’S THEOREM
56
8. . Prove that f is a linear polynomial (that is. and conclude that F (z) ≤ large enough. that −∞ cos(t) dx = π .
u and v have continuous second partials. Let G ⊆ C be a region. and hence so are u and v. J.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.1. Proof. Hence uxx + uyy = (ux )x + (uy )y = (vy )x + (−vx )y = vyx − vxy = 0 in G. Then u and v are harmonic in G. Proposition 6. by Corollary 5.ac. Hadamard
6.6. Deﬁnition 6.
1 For more information about PierreSimon Laplace (1749–1827). and they can be found in the next two theorems. The main motivation for studying them is that the partial diﬀerential equation they satisfy is very common in the physical sciences. u and v satisfy the Cauchy–Riemann equations ux = vy and uy = −vx in G.
57
. By Theorem 2.html.1. Note that in the last step we used the fact that v has continuous second partials. First. The proof that v satisﬁes the Laplace equation is completely analogous. In particular.stand. see http://wwwgroups.Chapter 6
Harmonic Functions
The shortest route between two truths in the real domain passes through the complex domain. 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.2. There are (at least) two reasons why harmonic functions are part of the study of complex analysis. Suppose f = u + iv is analytic in the region G.dcs. f is inﬁnitely diﬀerentiable.uk/∼history/Biographies/Laplace.
We do obtain a converse of Proposition 6. Proof. Remark. as promised. Now that we know that g is analytic in G. Then. it should not be surprising that the function g which we ﬁrst constructed is the derivative of the soughtafter function f . and u = a + c.6: ﬁrst because u is harmonic. they satisfy the Cauchy–Riemann equations: (Re g)x = uxx = −uyy = (Im g)y and (Re g)y = uxy = uyx = − (Im g)x . functions which are harmonic in a region G but not the real part (say) of an analytic function in G (Exercise 3). Suppose u is harmonic on the simply connected region G. Re g = ux and Im g = −uy have continuous partials. As one might imagine. We will explicitly construct the analytic function f (and thus v = Im f ). which one might appreciate better when looking back at the simple deﬁnition of harmonic functions. we use Theorem 2. The function v is called a harmonic conjugate of u.
. and c depends only on x. which will be almost the function f that we’re after. y) = a(x. y) = a(x. however. First. But then f =h−c is a function analytic in G whose real part is u. Then there exists a harmonic function v such that f = u + iv is analytic in G. the following theorem might appear not too surprising. so that we obtain ux = ax or u(x.6. HARMONIC FUNCTIONS
58
Proposition 6. we can use Theorem 5. and then to construct an antiderivative of g.1 shouts for a converse theorem. y) + c(x). (Note that for the application of this theorem we need the fact that G is simply connected. g = h = ax + ibx = ax − iay . by Theorem 2.2. again using Theorem 2. To prove that g is analytic. In hindsight.) But the real part of g is ux . It is. There are. a very strong result. On the other hand. comparing the imaginary parts of g and h yields −uy = −ay or u(x. however. Hence c has to be constant.1 if we restrict ourselves to simply connected regions. let g = ux − iuy .) Suppose we decompose h into its real and imaginary parts as h = a + ib.CHAPTER 6. The plan is to prove that g is analytic. y) + c(y) for some function c which only depends on y. again because u is harmonic. Remark. (The second equation follows with the Cauchy–Riemann equations. Namely. the two theorems we’ve just proved allow for a powerful interplay between harmonic and analytic functions. Moreover. (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 ux is the real part of a function analytic in G regardless whether G is simply connected or not.6 to obtain a primitive h of g on G. In that spirit. Theorem 6.6 such a function f = u + iv must satisfy f = ux + ivx = ux − iuy .
2 there is a function f analytic on D such that u = Re f on D. Then u(w) = 1 2π
2π
u w + reit dt .3. Theorem 6. then it does not have a strong relative maximum or minimum in G. Theorem 6. Note that we did not construct a function f which is analytic in G but we only constructed such a function on the disk D. and because z0 was chosen arbitrarily. so by the last theorem. 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. If u is harmonic in the region G.
0
.
6. Remark.5.CHAPTER 6. we proved the statement. and hence so is its real part u. The deﬁnition of a strong relative minimum is completely analogous. HARMONIC FUNCTIONS Corollary 6. there exists a function f analytic in D such that u = Re f on D. Then there is a disk in G centered at w containing a point z0 with u(z0 ) < u(w). By Corollary 5. Proof. Theorem 6.
0
Proof. Theorem 4.4 with this r: u(w) = 1 2π
2π
u w + reit dt .
0
The statement follows by taking the real part on both sides. so by Theorem 6.4 states that harmonic functions have the meanvalue property. Suppose z0 − w = r. Now we apply Corollary 4.2
MeanValue and Maximum/Minimum Principle
The following identity is the harmonic analog of Cauchy’s integral formula. This f might very well diﬀer from one disk to the next.10 to f : f (w) = 1 2π
2π
f w + reit dt . Suppose u is harmonic in the region G.2. 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. The disk D = {z ∈ C : z − w ≤ r} is simply connected. we apply Theorem 6. and {z ∈ C : z − w ≤ r} ⊂ G.4. D is simply connected. Because z0 ∈ D. f is inﬁnitely diﬀerentiable on D.8. Assume (by way of contradiction) that w is a strong local maximum of u in G. Suppose u is harmonic in G. Fix z0 ∈ G and r > 0 such that the disk D = {z ∈ C : z − z0  < r}
59
is contained in G. Proof. A harmonic function is inﬁnitely diﬀerentiable. The following result is a fairly straightforward consequence of this property. we showed that u is inﬁnitely diﬀerentiable at z0 .
a contradiction. Now we split up the meanvalue integral: u(w) = 1 2π 1 = 2π
2π
u w + reit dt
0 t1 0
u w + reit dt +
t2 t1
2π
u w + reit dt +
t2
u w + reit dt
All the integrands can be bounded by u(w).1: Proof of Theorem 6. If u is zero on ∂G then u is zero in G. contradicting the meanvalue property. say t1 ≤ t ≤ t2 (and t0 is among those t).CHAPTER 6.5. HARMONIC FUNCTIONS
60
w w + reit1 w + reit0 w + reit2 Figure 6. A look into the (not so distant) future. such that u w + reit < u(w). Corollary 6. this cannot hold.
.12 says that if u is harmonic in the region G.6. To make this into a thorough argument.) We’ll exploit this fact in the next two corollaries. 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). there is a whole interval of parameters. We will see in Corollary 8. Hence u(w) < 1 2π
t1 t2 2π
u(w) dt +
0 t1
u(w) dt
t2
u(w) dt
= 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.12 a variation of this theorem for a weak relative maximum w. because some of the function values we’re integrating are smaller than u(w). The same argument works if we assume that u has a relative minimum. Corollary 8. then it does not have a weak relative maximum or minimum in G. which we just showed cannot exist. Corollary 8.
z∈G z∈∂G
(Here ∂G denotes the boundary of G. A special yet important case of the above maximum/minimum principle is obtained when considering bounded regions. Suppose u is harmonic in the closure of the bounded region G. Intuitively. suppose that z0 = w + reit0 . Because u(z0 ) < u(w) and u is continuous. for the middle integral we get a strict inequality.12 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) .
ac.uk/∼history/Biographies/Poisson. we just remark that Corollary 6. HARMONIC FUNCTIONS Proof.uk/∼history/Biographies/Dirichlet. (a) Show that u is harmonic on C. 3 For more information about Sim´on Denis Poisson (1781–1840). 3. This problem is called the Dirichlet2 problem and has a solution for all simplyconnected regions. see http://wwwgroups. 2.
2
.html.7.CHAPTER 6. Corollary 6. and c ∈ R. The last corollary states that if we know a harmonic function on the boundary of some region then we know it inside the region. Prove that u + cv is also harmonic. (b) Prove that u is not the real part of a function which is analytic in C \ {0}. Consider u(z) = u(x. Suppose u and v are harmonic.
Exercises
1. There is a fairly simple formula (involving the socalled Poisson3 kernel ) if the region in question is a disk. y) = ln x2 + y 2 .dcs.
z∈G z∈∂G z∈∂G
so u has to be zero in G. 5. Now apply the previous corollary.stand. Then u − v is also harmonic in G ∪ ∂G (Exercise 2) and u − v is zero on ∂G.ac. y) = ex sin y. 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. By the remark we just made u(z) ≤ max u(z) = max u(z) = max 0 = 0
z∈G z∈∂G z∈∂G
61
and u(z) ≥ min u(z) = min u(z) = min 0 = 0 .stand. 4. Show that all partial derivatives of a harmonic function are harmonic. however. One should remark. (b) Find an entire function f such that Re(f ) = u. Is it possible to ﬁnd a real function v so that x3 + y 3 + iv is analytic?
For more information about Johann Peter Gustav Dirichlet (1805–1859). All of this is beyond the scope of these notes. (a) Show that u is harmonic in C \ {0}.dcs.html.7 says that the solution to the Dirichlet problem is unique. for other regions one needs to ﬁnd a conformal map to the unit disk. see e http://wwwgroups. 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. Let u(x.
We consider two cases: If Re a ≥ 0. then for any N . or simply (an ).1.2. The sequence (an = in ) diverges: Given a ∈ C.) Then a − an  = a + 1 ≥ 1 > 1 .1. say. limn→∞
in n
= 0: Given
> 0. a(n)) and we commonly denote the sequence by (an )∞ . Then the sequence (an ) is convergent and a is its limit. The notion of convergence of a sequence n=1 is based on the following sibling of Deﬁnition 2. Sinai Robins
7. we have an − a < . Deﬁnition 7. n n n n N Example 7.1.1
Sequences and Completeness
As in the real case (and there will be no surprises in this chapter of the nature ‘real versus complex’). Suppose (an ) is a sequence and a ∈ C such that for all > 0. choose N > 1/ . then for any N . choose n ≥ N such that an = −1. choose = 1/2. a (complex) sequence is a function from the positive (sometimes the nonnegative) integers to the complex numbers. there is an integer N such that for all n ≥ N . 2
. (an )n≥1 . (This is always possible since a4k+2 = i4k+2 = −1 for any k ≥ 0.) Then a − an  = a − 1 ≥ 1 > 62 1 . Its values are usually denoted by an (as opposed to. Then for any n ≥ N . Example 7. 2
If Re a < 0.
n→∞
If no such a exists then the sequence (an ) is divergent. in symbols lim an = a .
in in in 1 1 −0 = = = ≤ < .Chapter 7
Power Series
It is a pain to think about convergence but sometimes you really have to. choose n ≥ N such that an = 1. (This is always possible since a4k = i4k = 1 for any k > 0.
Lemma 7.CHAPTER 7. in many cases. (a) Exponentials beat polynomials: limn→∞ bn p(n) = 0 if p(n) is a polynomial of ﬁxed degree in n and b < 1. This essentially says that there are no inﬁnities in the reals. by treating n as the variable). If 0 ≤ r < 1 then limn→∞ rn = 0: First. if f is continuous at a then lim f (an ) = f (a) if lim an = a .1. Notice that this was already used in Example 7. If the limit is L then.1. all irrational numbers are actually deﬁned this way.3. although it is often listed as a separate axiom: Theorem 7. Let (an ) and (bn ) be convergent sequences and c ∈ C. From L = rL we get (1 − r)L = 0. Example 7. If x is any real number than there is an integer N which is greater than x. as limits of rational numbers. It is interesting to see that the Archimedean principle underlies the construction of an inﬁnite decimal expansion for any real number. POWER SERIES The following limit laws are the relatives of the identities stated in Lemma 2. In this sense we can use the sequence to deﬁne a real number. determine that a sequence converges without knowing the value of the limit. The ﬁrst of these can be established by calculus methods (like L’Hospital’s rule.3.
.
n→∞ n→∞ n→∞
63
(b) lim an · lim bn = lim (an · bn ) . Any bounded monotone sequence converges. while the monotone sequence property shows that any such inﬁnite decimal expansion actually converges to a real number. so L = 0 since 1 − r = 0 The following is a consequence of the monotone sequence property. both of them can be proved by more elementary considerations.2 (Archimedean Property). Lemma 7.2. (a) lim an + c lim bn = lim (an + c bn ) . (b) Factorials beat exponentials: limn→∞
an n!
= 0 if a is a constant. In fact.
n→∞ n→∞ n→∞
(c)
limn→∞ an = lim n→∞ limn→∞ bn
an bn
.
In the quotient law we have to make sure we do not divide by zero. The most important property of the real number system is that we can.
n→∞ n→∞
where we require that an be in the domain of f . and it can be formulated in many equivalent ways. We close this discussion of limits with a pair of standard limits. This property of the real numbers is called completeness. We will accept the following axiom as our version of the completeness property: Axiom (Monotone Sequence Property). For a proof see Exercise 3. the sequence converges because it is decreasing and bounded below by 0. we get L = limn→∞ rn = limn→∞ rn+1 = r limn→∞ rn = rL. Remember that a sequence is monotone if it is either nondecreasing (xn+1 ≥ xn ) or nonincreasing (xn+1 ≤ xn ). Moreover. using the laws of limits.
and it is fortunate that the monotone sequence property has a very convenient translation into the language of series of real numbers. Using this terminology. a series converges to the limit (or sum) a by deﬁnition if
n n→∞
lim an = lim
n→∞
bk = a .
k=1
In the case of a convergent series. From this we conclude: Lemma 7. If bk are nonnegative real numbers then sums are bounded. POWER SERIES
64
7. 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. If an is the nth partial sum of the series k≥1 bk then an = an−1 + bn . k=1 we can rephrase Lemma 7. The partial sums of a series form a nondecreasing sequence if the terms of the series are nonnegative. k=1 We have already used the simple fact that convergence of a sequence (an ) is equivalent to the convergence of (an−1 ). so we can write ∞ bk = ∞. here k=0 k=1 (bk ) is the sequence of terms of the series.5. If we wanted to be lazy we would for convergence of a series simply refer to convergence of the partial sums of the series. and this observation immediately yields: Lemma 7.
Example 7. we usually express its limit as a =
∞ k=1 bk
or a =
k≥1 bk . For starters. However. If
k≥1 bk
converges then limn→∞ bn = 0.
k=1
To express this in terms of Deﬁnition 7.2
Series
A series is a sequence (an ) whose members are of the form an = n bk (or an = n bk ). Most of the time we need to use the completeness property to check convergence of a series. and both of these sequences have the same limit. there are some convergence features which take on special appearances for series.
∞ 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.1. after all.4.4 to say: ∞ bk converges in the reals if and only if it is ﬁnite. The an = n bk (or an = n bk ) are the partial k=0 k=1 sums of the series.CHAPTER 7. n+1 1−
A series where most of the terms cancel like this is called a telescoping series. we just deﬁned series through sequences. so we should mention them here explicitly.
. for any n≥N
n
> 0 we have to ﬁnd an N such that for all
bk − a < .4.
2 2 3 4 2 2 3 4 1 1 L + L = L. we need a proof: Theorem 7.. Then c+ ≥ 0 and k≥1 c+ ≤ k≥1 ck  < ∞ so k≥1 c+ converges. 2 3 4 1 1 1 1 1 1 + + + .. let N be its limit... First consider the case when the terms ck are real.6. 3 5 2 4 6 1 1 1 1 1 1 + + + .. If a series converges absolutely then it converges. A and B. Proof. 2 2
1 1 Here the inequality comes from k > k+1 applied to each term in the ﬁrst sum in parentheses.. Deﬁne c+ to be ck if ck ≥ 0. say to L. so the general term satisﬁes 1 1 1 1 − = ≤ .. but the converse is false: converges. Then k≥1 ak  ≤ k≥1 ck  < ∞ and k≥1 bk  ≤ k≥1 ck  < ∞. + + + + .5. By what we just proved. which is impossible. The alternating harmonic series k≥1 (−1) k series does not converge absolutely. but not absolutely: This Example 7...CHAPTER 7. Be careful: We are deﬁning the phrase “converges absolutely.. + 1 + + + + . 2k − 1 2k 2k(2k − 1) k(k + 1)
.” but this deﬁnition does not say anything about convergence of the series k≥1 ck . See Exercise 10. Then c− ≥ 0 and k≥1 c− ≤ k≥1 ck  < ∞ k k k so k≥1 c− converges. then we have
L=1+ = > = =
1 1 1 + + + . Another common mistake is to try to use the converse of this result. write ck = ak +ibk where ak and bk are real. there is a small detail to be checked here. since we are eﬀectively ignoring half the partial sums of the original series. k 2 3 4 5 6 = 1− 1 2 + 1 1 − 3 4 + 1 1 − 5 6 + . k k k Similarly.) The reader can verify the inequality 2k(2k−1) ≥ k(k + 1) for k > 1. POWER SERIES A common mistake is to try to use the converse of this result. The harmonic series k≥1 k diverges (even though the limit of the general term is 0): If we assume the series converges.
k+1
k≥1
(Technically. but the converse is false:
65
1 Example 7... But now we have L > L. Since ck = c+ − c− we see that k≥1 ck converges to k k k P − N..6. or 0 if ck > 0. To see that it does converge... according to the previous example. say. 2 4 6 2 4 6 1 1 1 1 1 1 1 1 1 + + + + . In case ck is complex. + + + + ..
There is one notion of convergence that’s special to series: we say that k≥1 ck converges absolutely if k≥1 ck  < ∞. let P be its limit.. both k≥1 ak and k≥1 bk converge to real numbers. But then k≥1 ck converges to A + iB. or 0 if k ck < 0. deﬁne c− to be −ck if ck ≤ 0. rewrite it as follows: (−1)k+1 1 1 1 1 1 = 1 − + − + − + ..
3
Sequences and Series of Functions
The fun starts when one studies sequences (fn ) of functions fn . POWER SERIES
66
so the series converges by comparison with the telescoping series of Example 7. For the rest of this book we shall be concerned almost exclusively with series which converge absolutely. What’s the big deal about uniform versus pointwise convergence? It is easiest to describe the diﬀerence with the use of quantiﬁers. Suppose (fn ) and f are functions deﬁned on G ⊆ C. converges at all z in some subset G ⊆ C then we say that (fn ) converges pointwise on G. 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.7.
.7 (Integral Test). In the ﬁrst case.CHAPTER 7.
7. If for all > 0 there is an 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 .4. (fn ). . No big deal—we only exchanged two of the quantiﬁers. Deﬁnition 7. If a sequence of functions. and the inequality persists in the limit. N may well depend on z. whereas uniform convergence on G translates into (∀ > 0) (∃ N : (∀ z ∈ G) n ≥ N ⇒ fn (z) − f (z) < ) .” Pointwise convergence on G means (∀ > 0) (∀ z ∈ G) (∃ N : n ≥ N ⇒ fn (z) − f (z) < ) . ∞). 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 this can make all the diﬀerence . k + 1] is bounded between f (k) and f (k + 1).” Some variants of the comparison test will appear when we look at power series. in the second case we need to ﬁnd an N which works for all z ∈ G. 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. One handy test is the following: Lemma 7. So far nothing new.2. namely ∀ denoting “for all” and ∃ denoting “there is. Hence checking convergence of a series is usually a matter of verifying that a series of nonnegative reals is ﬁnite. k≥1 kp converges if p > 1 and diverges if p ≤ 1. . but this notion of convergence does not really catch the spirit of the function as a whole. 1 Example 7.
z→z0 n→∞
We will need similar interchanges of limits constantly. We say that such a sequence converges at z0 if the sequence (of complex numbers) (fn (z0 )) converges. positive function deﬁned on [1. Suppose f is a nonincreasing. 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) .
we can estimate fn −
γ γ
f =
γ
fn − f ≤ max fn (z) − f (z) length(γ) . By uniform convergence. Once we know the above result about continuity. its consequences (which we will only see in the next chapter) are wide ranging. Since uniform convergence is often of critical importance. in D Lemma 7. ¯ For example.
Proof. we can ask about integration of series of functions. we give two practical tests: one arguing for uniformity and the other against. The next theorem should come as no surprise. This means that given (the same) δ > 0 such that whenever z − z0  < δ we have fn (z) − fn (z0 ) < 3 . given there is an N such that for all z ∈ G and all n ≥ N fn (z) − f (z) < 3 . so z n → 0 uniformly ¯ r (0) if r < 1. Then
n→∞ γ
lim
fn =
γ
f. POWER SERIES
67
Proposition 7. By Proposition 4. If fn is a sequence of functions which converges uniformly to 0 on a set G and zn is any sequence in G then the sequence fn (zn ) converges to 0. z n  ≤ rn if z is in the closed disk Dr (0). which does converge to 0.
z∈γ
But fn → f uniformly on γ.
Now we make use of the continuity of the fn ’s. f is continuous at z0 . and rn → 0 if r < 1.11. Proof. however. that is. Then f is continuous on G. then fn converges uniformly to 0 on G.10. and we can make maxz∈γ fn (z) − f (z) as small as we like. Let z0 ∈ G. there is a > 0.CHAPTER 7.
. Lemma 7. Suppose fn are continuous on the smooth curve γ and converge uniformly on γ to f . They are formulated for sequences that converge to 0. we will prove that f is continuous at z0 . If a sequence gn converges to a function g then we can usually apply these tests to fn = g − gn .8. > 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 ∈ G. Suppose (fn ) is a sequence of continuous functions on the region G converging uniformly to f on G.
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 ) < . Proposition 7.1(d).9.
so zn → 0.
k≥0
The fundamental example of a power series is the geometric series. We will use Proposition 7. Proof. for which all ck = 1.12.4
Region of Convergence
For the remainder of this chapter (indeed. often called the Weierstraß M test. Hence the uniform convergence on D of the geometric series will follow if we can show that k≥0 rk converges. For each ﬁxed z we have k≥1 fk (z) ≤ k≥1 Mk < ∞. But this is straightforward: the partial sums of this series can be written as n 1 − rn+1 . For example. However. suppose > 0. POWER SERIES
68
This is most often used to prove nonuniform convergence. Since k≥1 Mk converges there is N so that
∞ n
Mk =
k>n k=1
Mk −
k=1
Mk <
for all n > N .CHAPTER 7. let 1 zn = exp(− n ). Therefore z n does not converge uniformly to 0 on D1 (0). There is an important result about series of functions. The geometric series k≥0 z converges absolutely for z < 1 to the function 1/(1 − z). and let D = { z ∈ C : z ≤ r }.
Proof. Proposition 7. rk = 1 + r + · · · + rn−1 + rn = 1−r
k=0
. so k≥1 fk (z) converges. Fix an r < 1. let fn (z) = z n and let G be the open unit disk D1 (0). Then z < 1 if z is in G. The convergence is uniform on any set of the form { z ∈ C : z ≤ r } for any r < 1. All of these notions for sequences of functions go verbatim for series of functions. Suppose (fk ) are continuous on the region G. Here we also have a notion of absolute convergence (which can be combined with uniform convergence).13. 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. A power series centered at z0 is a series of functions of the form ck (z − z0 )k . To see that fn converges uniformly to f .12 with fk (z) = z k and Mk = rk . Then.
7. fk (z) ≤ Mk for all z ∈ G.
k Lemma 7. Deﬁnition 7. for any z in G.3. Then k≥1 fk converges absolutely and uniformly in G. and k≥1 Mk converges. call the limit f (z). Then zn is in G but fn (zn ) = e−1 so fn (zn ) does not converge to 0. these lecture notes) we concentrate on some very special series of functions. This deﬁnes a function f on G. and so z n → 0.
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 < ∞. Suppose the power series a smooth curve in DR (z0 ). note that k≥0 ck tk converges so ck tk → 0 as k → ∞. and if R = 0 then DR (z0 ) is the empty set. which follows by
n
z k = lim
k≥0
n→∞
z k = lim
k=0
1 − z n+1 1 = . In particular. Then the series represents a function which is continuous on DR (z0 ). so not converge. Hence. Corollary 7. by Proposition 7. Any power series k≥0 ck (z − z0 )k has a radius of convergence R. the geometric series converges absolutely and uniformly on any set of the form {z ∈ C : z ≤ r} with r < 1. n→∞ 1 − z 1−z
By comparing a general power series to a geometric series we can give a complete description of its region of convergence. and deﬁne D to be the set of positive real numbers for which it diverges.16. It remains to show that for those z the limit function is 1/(1 − z). we have absolute convergence for z < 1.12.14. (If R = ∞ then DR (z0 ) is the entire complex plane. To prove this. Corollary 7.14. satisfying the following. (b) If z − z0  > R then the sequence of terms ck (z − z0 )k is unbounded.
Proof of Theorem 7. POWER SERIES
69
whose limit as n → ∞ exists because r < 1.8. Clearly every positive real number is in either C or D. (∗) If r < t and t ∈ C then r ∈ C and k≥0 ck (z − z0 )k converges absolutely and uniformly ¯ on Dr (z0 ). 1 − r/t
. Suppose the power series k≥0 ck (z − z0 )k has radius of convergence R.
k≥0 ck (z
− z0 )k does
The open disk DR (z0 ) in which the power series converges absolutely is the region of convergence. ¯ (a) If r < R then k≥0 ck (z − z0 )k converges absolutely and uniformly on the closed disk Dr (z0 ) of radius r centered at z0 . and these sets are disjoint.CHAPTER 7. if γ is closed then
γ
(z − z0 )k dz = 0.15. so ck  tk ≤ M for some constant M . we might as well state what Proposition 7. Since r can be chosen arbitrarily close to 1. or ∞. While we’re at it. By this we mean that R is a nonnegative real number.9 implies for power series. ¯ this sequence is bounded. this theorem immediately implies the following. Then
k≥0 ck
(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 .
In particular.) By way of Proposition 7. Deﬁne C to be the set of positive real numbers for which the series k≥0 ck tk converges. First we establish three facts about these sets. Theorem 7.
(∗∗) If z − z0  = r > t and t ∈ D then r ∈ D and the sequence ck rk is unbounded. (∗ ∗ ∗) There is an extended real number R. so r is in D by (∗∗). Moreover.14 follows from (∗∗). which converges since 0 ≤ r < t. shows that k k≥0 ck t converges. so r is in C by (∗). so we assume neither is empty and we start with a0 in C and b0 in D. We shall deﬁne sequences an in C and bn in D which “zero in” on R. b0 ]. so part (b) of 7. and R = ∞ works if D is empty. but interchanging r and t. and hence k k k k≥0 ck (z − z0 ) diverges. Note that.14 follows from (∗).17 says anything about convergence on the circle z − z0  = R . On the other hand. Thus R veriﬁes the statement (∗ ∗ ∗). Notice that R = 0 works if C is empty. if r = z − z0  > R then choose t so that R < t < r. Then t ∈ C by (∗ ∗ ∗). If the sequence converges.
. which reduces the calculation of the radius of convergence to examining the limiting behavior of the terms of the series. It is worth mentioning the following corollary.14. ﬁnd the limit. so m0 = (a0 + b0 )/2. let m0 be the midpoint of the segment [a0 . b1 ]. in fact. contradicting the assumption that t is in D. We repeat this procedure to deﬁne a2 and b2 within the interval [a1 . Then t ∈ D by (∗ ∗ ∗). and so on. First. b1 − a1 = (b0 − a0 )/2. ﬁrst assume r < R and choose t so that r < t < R. assume that ck r is bounded. But now exactly the same argument as in (∗). satisfying 0 ≤ R ≤ ∞. if R < r then bn < r for all suﬃciently large n. so ck  r ≤ M for some constant M . a1 is in C. an ∈ C bn ∈ D
Exercises
1. If m0 lies in C then we deﬁne a1 = m0 and b1 = b0 . in either case. and so ¯ 0 ≤ r/t < 1. and these limits are the same since limn→∞ (bn − an ) = limn→∞ (b0 − a0 )/2n = 0. (b)
(−1)n n .14 nor Corollary 7. Similarly. It is immediate from (∗) or (∗∗) that a0 < b0 . To prove this. and uniform and absolute convergence on Dr (z0 ) follows from the Weierstraß M test. and b1 is in D. To prove Theorem 7. If 0 < r < R then r < an for all suﬃciently large n.17. Corollary 7. We deﬁne R to be this limit. but if m0 lies in D then we deﬁne a1 = a0 and b1 = m0 . Summarizing. Warning: Neither Theorem 7. a1 and b1 are closer together than a0 and b0 . prove convergence/divergence. we have a0 ≤ a1 < b1 ≤ b0 . so part (a) of 7. POWER SERIES
70
At the last step we recognized the geometric series. since an converges to R. ck  rk → 0 for 0 ≤ r < R but ck  rk is unbounded for r > R. so that 0 < r < R implies r ∈ C and R < r < ∞ implies r ∈ D. This shows that r ∈ C. For each of the sequences. 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. (a) an = eiπn/4 .CHAPTER 7.
)
diverges. deﬁned on {z ∈ C : Re z ≥ 0}. give an example where cn does not converge to 0 and one series diverges while the other converges. Discuss pointwise and uniform convergence for the following sequences (a) (nz n ) . Prove: (cn ) converges if and only if (Re cn ) and (Im cn ) converge. Prove Lemma 7. (d) 2 − (e) sin
in2 .
71
2. POWER SERIES (c) cos n.3. Prove Lemma 7.CHAPTER 7.
1 1+nz
. and show that ∞ cn converges if and only if n=0 ∞ k=0 (c2k + c2k+1 ) converges. 15. 8. Derive the Archimedean Property from the monotone sequence property.
(b) lim an = 0
n→∞
n→∞
5. One way to do this is to write k 2 so that you get a telescoping series. Discuss the convergence of 14. Moreover.) to k12 .11. Suppose that the terms cn converge to zero.10. Show that the limit of a convergent sequence is unique. Prove Lemma 7. Prove Lemma 7. State and prove a similar theorem for series. Prove: (a) lim an = a
n→∞
=⇒ ⇐⇒
n→∞
lim an  = a.
for z = 1. Find sup Re e2πit : t ∈ Q \ Z . (b) (c)
zn n
for n > 0. 3.
16. (a) Show that k≥1 21 = 1. (Hint: compare the general term
k≥0 z k
13. 7. Prove that limn→∞ bn = L. (b) Show that (c) Show that
k k≥1 k2 +1 k k≥1 k3 +1
as a diﬀerence of powers of
1 2k . 9. 6. Also. 2n2 +1 1 n . 10. 11. lim an  = 0.1. . 4. if the two series converge then they have the same limit. (Hint: compare the general term to converges.
12. Suppose an ≤ bn ≤ cn for all n and limn→∞ an = L = limn→∞ cn . Prove that the series
k≥1 bk
converges if and only if limn→∞
1 2k
∞ k=n bk
= 0.
(b) Find limn→∞
1 0 fn (x) dx. k n z k .
. a ∈ C.
(b) Log z. (a) (b)
1 1+4z . where 0 ≤ r < 1.9? 18. Find the radius of convergence for each of the following series. Treat x = 0 as a special case. (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. Suppose L = limk→∞ ck 1/k exists. not x. n ∈ Z. 20. Find a power series (and determine its radius of convergence) of the following functions. k2 1 on {z : z ≥ 2}. 2
19.
72
(a) Show that limn→∞ fn (x) = 0 for all x ≥ 0. POWER SERIES 17. for x > 0 you can use L’Hospital’s rule—but remember that n is the variable. (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.
k≥0
2
(b) (c)
k≥0
z k! . zk zk ¯ on Dr (0). zk + 1
k≥0 ck
(b)
k≥0
(c)
k≥0
1 22. (a)
k≥0
ak z k . 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).)
(c) Why doesn’t your answer to part (b) violate Proposition 7. 1 3− z .)
(z − z0 )k .
23. 21. Let fn (x) = n2 xe−nx . and compute their radius of convergence: (a)
1 z. Show that L is the radius of convergence of (Use the natural interpretations if L = 0 or L = ∞.
(Hint: the answer is not 0. Find the power series centered at 1 for the following functions.CHAPTER 7.
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”? 25. Let f be analytic on the disk z < 4 and suppose f (z) ≤ 5 for all z on the circle z = 3. (Hint: Use the Cauchy integral formula.) What can you say about 9 f (3) (1) ?
. POWER SERIES (d)
k≥1
73
(−1)k k(k+1) z . Deﬁne the functions fn (t) = n e−t/n for n > 0 and 0 ≤ t < ∞.
(a) Show that the maximum of fn (t) is (c) Show that
∞ 0 fn (t) dt
1 n. kk cos(k)z k .
(b) Show that fn (t) converges uniformly to 0 as n → ∞. k zk .CHAPTER 7. Show that f (3) (0) ≤ 10 .
(e)
k≥1
(f)
k≥0
(g)
k≥0
4k (z − 2)k .
1 24.
connect the last chapter to the theory of functions analytic on certain regions.15 says that f is continuous. A.
γ k≥0
On the other hand. The ﬁrst of them goes as follows. Then k ck (z − z0 )k−1 .
k≥1
f (z) =
and the radius of convergence of this power series is also R. We will now.7). any analytic function can be represented as a power series.” Theorem 8. diﬀerentiable) on their regions of convergence we can ask how to ﬁnd their derivatives. N. Whitehead
8.
k≥0 ck
(z − z0 )k has radius of convergence R.e. and conversely. The next result says that we can simply diﬀerentiate the series “term by term. we have by Corollary 7. but we live in details. Now apply Morera’s theorem (Corollary 5. Now that we know that power series are analytic (i.1
Power Series and Analytic Functions
All of the last chapter could have been developed in greater generality. 74
. Corollary 7. however.2. The cornerstone is provided by two theorems which say that any power series represents an analytic function. Suppose f (z) =
k≥0 ck
(z − z0 )k has radius of convergence R. A special case of the last result concerns power series with inﬁnite radius of convergence: those represent entire functions. Then f is analytic
Proof. Suppose f (z) = in {z ∈ C : z − z0  < R}.16 ck (z − z0 )k dz = 0 . say for functions from Rn to Rm . Given any closed curve γ ⊂ {z ∈ C : z − z0  < R}.1. Theorem 8..Chapter 8
Taylor and Laurent Series
We think in generalities.
This is the statement of the following Taylor1 series expansion. Applying the same theorem to f gives f (z) = k(k − 1)ck (z − z0 )k−2
k≥2
and f (z0 ) = 2c2 . Naturally.stand. and it cannot be larger than R by comparison to the series for f (z).dcs.
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).1. TAYLOR AND LAURENT SERIES
75
Proof. so that we are free to interchange integral and inﬁnite sum.
1 For more information about Brook Taylor (1685–1731). since the coeﬃcients for (z − z0 )f (z) are bigger than the corresponding ones for f (z). k!
Proof. Since we know that f is analytic in its region of convergence we can use Theorem 5. see http://wwwgroups.3.2 gives f (z0 ) = c1 .ac. 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 .1 again. the last theorem can be repeatedly applied to f . and so on. Note that the power series of f converges uniformly on γ. We can play the same game for f (z0 ). It follows immediately that the coeﬃcients of a power series are unique: Corollary 8. And then we use Theorem 5.html. etc.
.uk/∼history/Biographies/Taylor. The various derivatives of a power series can also be seen as ingredients of the series itself. Suppose f (z) =
k≥0 ck
(z − z0 )k has a positive radius of convergence. 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. f (z0 ). Corollary 8. Let γ be any simple closed curve in {z ∈ C : z − z0  < R}. then to f . but applied to the function (z − z0 )k . Then ck = f (k) (z0 ) . Let f (z) = k≥0 ck (z − z0 )k . For starters. 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 z0 then ck = ck for all k. Theorem 8. f (z0 ) = c0 .CHAPTER 8.4 (Uniqueness of power series).
TAYLOR AND LAURENT SERIES
76
Theorem 8. and γ is a positively oriented. simple. Let g(z) = f (z + z0 ). 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 with those in Corollary 8. we arrive at the longpromised extension of Theorem 5. closed.5. simple.8). Suppose f is a function which is analytic in D = {z ∈ C : z − z0  < R}. Gcontractible curve such that w is inside γ. (z − w)k+1
γ
Corollary 8. Corollary 8. and we can apply Cauchy’s Theorem 4. wk+1
Now.3.8). Suppose f is analytic on the region G. and suppose that z < r.1 (which in itself extended Cauchy’s integral formula. Theorem 4. (w − z0 )k+1
Here γ is any positively oriented.6 combined with our oftenused Proposition 4.6. closed. smooth. we apply an easy change of variables to obtain f (z) =
k≥0
1 2πi
Γr
f (w) dw (z − z0 )k .13). (w − z0 )k+1
where Γr is a circle centered at z0 with radius r. Then f can be represented in D as a power series centered at z0 (with a radius of convergence at least R): f (z) =
k≥0
ck (z − z0 )k
with
ck =
1 2πi
γ
f (w) dw .9 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 . Hence Proposition 7. Fix r < R.4: f (w) dw = (w − z0 )k+1 f (w) dw .CHAPTER 8. Then by Cauchy’s integral formula (Theorem 4. However. Proof. smooth curve in D for which z0 is inside γ. w ∈ G.1(d) gives an inequality which is often called Cauchy’s Estimate:
. denote the circle centered at the origin with radius r by γr . since f (z) = g(z − z0 ). so g is a function analytic in {z ∈ C : z < R}. Γr ∼G\{z0 } γ. The only diﬀerence of this righthand side to the statement of the theorem are the curves we’re integrating over. (w − z0 )k+1
Γr
γ
If we compare the coeﬃcients of the power series obtained in Theorem 8. Then f (k) (w) = k! 2πi f (z) dz . g(z) = 1 2πi g(w) dw .
Suppose f is an analytic function deﬁned on an open set G and suppose f has a zero at a point a in G. 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. 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. Then f (k) (w) ≤ k!M . 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 .7.1(d): f (k) (w) = k! 2πi f (z) k! k! M k!M f (z) dz ≤ length(γ) ≤ 2πr = k . We can then ask whether q(z) itself has a zero at a and. f (z) = 0 for all z in D). TAYLOR AND LAURENT SERIES Corollary 8. Then Corollary 8. Then there are exactly two possibilities: (a) Either: f is identically zero on some open disk D centered at a (that is. so f (z) = k≥0 ck (z − a)k . satisfying f (z) = (z − a)m g(z) for all z in G.CHAPTER 8.
. So now consider the second case. Suppose f is analytic in {z ∈ C : z − w < R} and f  ≤ M . 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. The integer m is called the multiplicity of the zero a of p(z). and we can estimate using Proposition 4. and g(z) is a polynomial which does not have a zero at a. p(z) = (z − a)q(z) where q(z) is a polynomial of degree d − 1.2
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. Let γ be a circle centered at w with radius r < R.
8. The ﬁrst case clearly gives us f (z) = 0 for all z in D = Dr (a). Proof.6 applies. (b) or: there is a positive integer m and an analytic function g. we can factor out another factor of z − a. and c0 = f (0) is zero since a is a zero of f . That is. not bigger than d. Almost exactly the same thing happens for analytic functions: Theorem 8. There are now exactly two possibilities: (a) Either ck = 0 for all k.8 (Classiﬁcation of Zeros). deﬁned on G. if so. We have a power series expansion for f (z) in some disk Dr (a) of radius r around a. Rk
77
Proof. (b) or there is some positive integer m so that ck = 0 for all k < m but cm = 0.
Then. But. since the sequence zk converges to a.
. since it is deﬁned in terms of the power series expansion of f at a. X and Y are disjoint open sets whose union is G. and we saw that this means z satisﬁes the second condition. suppose that h(b) = 0.CHAPTER 8. 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
78
if z − a < r if z ∈ G \ {a}
According to our calculations above. so b satisﬁes the second condition. But X = G implies that every z in G satisﬁes the ﬁrst condition above. Corollary 8. Now we ﬁnish the proof using the deﬁnition of connectedness. so b satisﬁes the second condition. we check that our original point a lies in X. we apply Theorem 8. Then h is analytic on G. either h(z) = 0 for all z in some open disk D centered at b. so h(z) = 0. since φ is continuous. Finally. The proof of this last theorem immediately yields the following. which is unique. where φ is analytic and φ(b) = 0. Since zk = a. Then f (z) = g(z) for all z in G. The function g is analytic at a by the ﬁrst deﬁnition. To see this. and we will be ﬁnished if we can deduce that h is identically zero on G. We start by deﬁning h = f − g. Theorem 8. suppose a ∈ Y . we must have Y = ∅ and X = G. (b) or there is an open disk D centered at b so that h(z) = 0 for all z in D \ {b}. the two deﬁnitions give the same value when both are applicable. If h(b) = 0 then. there is an open disk D centered at b so that h(z) = 0 for all z ∈ D. Suppose f and g are analytic in the region G and f (zk ) = g(zk ) at a sequence that converges to a ∈ G with zk = a for all k. If b ∈ X and D is an open disk centered at b as in the ﬁrst condition then it is clear that D ⊆ X. there is some k so that zk is in D. h(zn ) = 0. Finally. Then. Y ⊆ G. Then the multiplicity of a equals m if and only if we can write f as a power series of the form f (z) = k≥m ck (z − a)k with cm = 0. 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. Suppose f is an analytic function deﬁned on an open set G and suppose f has a zero at a ∈ G. and g is analytic at other points of G by the second deﬁnition. there is an open disk D centered at b so that φ(z) = 0 for all z in D. since if z ∈ D \ {b} then h(z) = 0. or h(z) = (z − b)m φ(z) for all z in G. To see this. Clearly m is unique. so b satisﬁes the ﬁrst condition. If b ∈ Y and D is an open disk centered at b as in the second condition then D ⊆ Y . by continuity. Since a is in X.10 (Identity Principle). Then h(z) = (z − b)m φ(z) = 0 for all z in D except z = b. so that b ∈ X if b satisﬁes the ﬁrst condition above. and let D be an open disk centered at a so that h(z) = 0 for all z in D except z = b. so h(zk ) = 0. g(a) = cm = 0. To start using the intimate connection of analytic functions and power series.9.8 to obtain the following result. this is a contradiction. by the classiﬁcation of zeros. which is sometimes also called the uniqueness theorem. Proof. and b ∈ Y if b satisﬁes the second condition. so one of them must be empty. Now deﬁne two sets X.
A double series converges if both its deﬁning series do.11 can be used to give a proof of the analogous theorem for harmonic functions.12. a smaller open disk D centered at a so that g(z) has positive real part for all z in D. Equipped with this. not as general 1 as it could be. In this case we can deﬁne an analytic function g(z) = f (z)/f (a). by the identity principle. we can now state the following central deﬁnition. f (z) has the constant value f (a) for all z in G.3
Laurent Series
Theorem 8. Then f  does not attain a weak relative maximum in G. using continuity. Thus the function h = Log ◦g is deﬁned and analytic on D.13 (MinimumModulus Theorem). Theorem 6. To make sense of expressions like the above.
.11 (MaximumModulus Theorem). It is natural. in the process strengthening that theorem to cover weak maxima and weak minima. There are many reformulations of this theorem. Hence g(z) = eh(z) must be equal to e0 = 1 for all z in D. If f (a) = 0 then f (z) = 0 for all z in D0 . we should not be too surprised to ﬁnd the following result whose proof we leave for the exercises. If u is harmonic in the region G. by the identity principle. however. and so f (z) = f (a)g(z) must have the constant value f (a) for all z in D.
8.
k∈Z k≥0 k≥1
Here ak ∈ C are terms indexed by the integers.CHAPTER 8.5 gives a powerful way of describing analytic functions. Corollary 8. Proof. then the maximum of f  is attained on the boundary of G. we can prove yet another important property of analytic functions. and we have the condition g(z) ≤ g(a) = 1 for all z in D0 . Theorem 8. Since g(a) = 1 we can ﬁnd. TAYLOR AND LAURENT SERIES
79
Using the identity principle. 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. Since the last corollary also covers minima of harmonic functions. for example. Corollary 8. we introduce the concept of a double series ak = ak + a−k . Suppose f is analytic and not constant in the region G. Hence. Theorem 8. so f is identically zero. Suppose f is analytic and not constant in the region G. Suppose there is a point a in G and an open disk D0 centered at a so that f (z) ≤ f (a) for all z in D0 . such as: If G is a bounded region and f is analytic in the closure of G.5. to think about representing exp z as exp 1 z =
k≥0
1 k!
1 z
k
=
k≥0
1 −k z . It is. So we assume f (a) = 0. k!
a “power series” with negative exponents. We now refer to Exercise 27. Then f  does not attain a weak relative minimum at a in G unless f (a) = 0. which shows that h must be identically zero in D. Absolute and uniform convergence are deﬁned analogously. then it does not have a weak relative maximum or minimum in G.
Theorem 8.1. w−z (8.
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 . By deﬁnition ck (z − z0 )k = ck (z − z0 )k + c−k (z − z0 )−k . Fix R1 < r1 < z < r2 < R2 . Then f can be represented in A as a Laurent series centered at z0 : f (z) =
k∈Z
ck (z − z0 )k
with
ck =
1 2πi
γ
f (w) dw .” it will converge for z−z0 < R1 for some R1 . The fact that we can conversely represent any function analytic in such an annulus by a Laurent series is the substance of the next theorem.14 implies that the convergence is uniform on a set of the form {z ∈ C : r1 ≤ z − z0  ≤ r2 } for any R1 < r1 < r2 < R2 .html. The series which started this section is the Laurent series of exp Example 8. and let γ1 and γ2 be positively oriented circles centered at 0 with radii r1 and r2 . A Laurent2 series centered at z0 is a double series of the form Example 8. see http://wwwgroups. so g is a function analytic in {z ∈ C : R1 < z < R2 }. that is. Let g(z) = f (z + z0 ).
.14.8) 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 . that is. Any power series is a Laurent series (with ck = 0 for k < 0).dcs. it converges in {z ∈ C : z − z0  < R2 }. we can apply Cauchy’s integral formula (Theorem 4.
2 For more information about Pierre Alphonse Laurent (1813–1854). Theorem 8. smooth path that is Ahomotopic to the circle.2.ac. Even better.CHAPTER 8. (w − z0 )k+1
Here γ is any circle in A centered at z0 . by Cauchy’s Theorem 4. whence the Laurent series converges on the annulus {z ∈ C : R1 < z − z0  < R2 } (if R1 < R2 ).
We should pause for a minute and ask for which z such a Laurent series can possibly converge. Remark.stand. Naturally. Proof. TAYLOR AND LAURENT SERIES Deﬁnition 8. respectively.1)
γ2 −γ1
γ2
γ1
For the integral over γ2 we play exactly the same game as in Theorem 8.
1 z k∈Z ck
80 (z − z0 )k . For the convergence of our Laurent series. in {z ∈ C : z − z0  > R1 }. The second we can view as a “power series 1 1 1 in z−z0 . we need to combine those two notions.1 says that the Laurent series represents a function which is analytic on {z ∈ C : R1 < z − z0  < R2 }.1).5. By introducing an “extra piece” (see Figure 8. Theorem 7. 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
.uk/∼history/Biographies/Laurent Pierre.4 we can replace the circle in the formula for the Laurent series by any closed. Suppose f is a function which is analytic in A = {z ∈ C : R1 < z − z0  < R2 }.1.
centered at 0.
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
.
.9 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 . wk+1
The integral over γ1 is computed in a similar fashion. wk+1
Putting everything back into (8.14. Hence Proposition 7. which ﬁnally gives g(z) = 1 2πi g(w) dw z k .9 applies: g(w) dw = w−z g(w)
γ2
γ2
1 w
k≥0
z w
k
dw =
k≥0 γ2
g(w) dw z k . which converges uniformly in the variable w ∈ γ2 (by Lemma 7. TAYLOR AND LAURENT SERIES
81
γ2 γ1
Figure 8.4).13).1: Proof of Theorem 8. wk+1
k∈Z γ
The statement follows now with f (z) = g(z − z0 ) and an easy change of variables. 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.
which converges uniformly in the variable w ∈ γ1 (by Lemma 7.1) gives g(z) = 1 2πi g(w) dw z k + wk+1 g(w) dw z k .13).CHAPTER 8. Again Proposition 7.
Do not ﬁnd the general form for the coeﬃcients. (This result is called the Weierstraß convergence theorem.
2
(d) f (z) = ez . By integrating a series for radius of convergence?
1 1+z 2
term by term. The coeﬃcients of a Laurent series are unique. z0 = i.
. Prove the minimummodulus theorem (Corollary 8. Find the terms through third order and the radius of convergence of the power series for each following functions. This result seems a bit artiﬁcial. 5.1: Suppose fn are analytic on the region G and converge uniformly to f on G.
2.15. what it says is simply the following: if we expand a function (that is analytic in some annulus) into a Laurent series. For each of the following series. ﬁnd a power series for arctan(z). 4. z0 = 0 (use the principal branch). the k th derivatives (k) fn converge (pointwise) to f (k) . Prove the following generalization of Theorem 8. determine where the series converges absolutely/uniformly: (a)
k≥2
k(k − 1) z k−2 . (2k + 1)! 1 z−3
k
(b)
k≥0
(c)
k≥0
.) 8. 9. 7.
z0 = 1. centered at z0 .8 using the power series of exp z centered at 0. we immediately obtain the following: Corollary 8. TAYLOR AND LAURENT SERIES
82
We ﬁnish this chapter with a consequence of the above theorem: because the coeﬃcients of a Laurent series are given by integrals. Then for any k ∈ N. 1 z 2k+1 . 1+z 2 1 ez +1 . Then f is analytic in G.
√
1 + z.6 to prove the following: Suppose fn are analytic on the region G and converge uniformly to f on G. What is its
6.
Exercises
1. (a) f (z) = (b) f (z) = (c) f (z) =
1 . z0 = 0. there is only one possible outcome. Use the previous exercise and Corollary 8.CHAPTER 8. What functions are represented by the series in the previous exercise? 3. Prove Lemma 3. Find the power series centered at 1 for exp z.13).
if z = 0
has a pole of order m
22. Find the zeros of the following. TAYLOR AND LAURENT SERIES
83
10. and determine their multiplicities: (a) (1 + z 2 )4 . Give another proof of the fundamental theorem of algebra (Theorem 5.3 to show that a polynomial does not achieve its minimum modulus on a large circle. 11. 23.
1 sin z
15. Show that
z−1 z−2
=
1 k≥0 (z−1)k
for z − 1 > 1. Find a Laurent series for 14.
centered at z = −1 and specify the region in which it converges. z0 = 0. (a) Find the power series representation for eaz centered at 0. Show that f has a zero of multiplicity 1 at z0 .
(c) Find the power series expansion for ez cos(z) centered at 0. 20.13). where k is any integer. Explain why at a.
1 f (z) cos z−1 z2 1 −2 cos z z2
centered at z = 0. (b) f (z) = sin(z) − tan(z).
. using the minimummodulus theorem (Corollary 8. if z = 0. Find the multiplicities of the zeros: (a) f (z) = ez − 1. 18. where a is any constant. 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. Prove: If f is entire and Im(f ) is constant on the unit disc {z ∈ C : z ≤ 1} then f is constant. Find the ﬁrst 4 nonzero terms in the power series expansion of tan z centered at the origin.4). 2 24. 13. Suppose that f (z0 ) = 0 and f (z0 ) = 0. (c) f (z) = cos(z) − 1 + 1 sin2 (z). (b) Show that ez cos(z) =
1 2
e(1+i)z + e(1−i)z .) 12. 21. Suppose that f (z) has a zero of multiplicity m at a.
16. Find the ﬁrst ﬁve terms in the Laurent series for
centered at z = 0. z0 = 0. What is the radius of convergence? 17. then use the minimummodulus theorem to deduce that the polynomial has a zero.CHAPTER 8. where f (z) = z 2 − 2.
19. (Hint: Use Lemma 5. Find a Laurent series for converges. Find the maximum and minimum of f (z) on the unit disc {z ∈ C : z ≤ 1}. (a) Find the Laurent series for (b) Prove that f (z) = is entire.
and suppose f (a) = 0. (a) Why can you write f (z) = (z − a)m g(z) where m > 0. and determine their orders: (a) (z 2 + 1)−3 (z − 1)−4 . and g(a) = 0? (b) Write g(a) in polar form as g(a) = c eiα and deﬁne G(z) = e−iα g(z). and that it has multiplicity 1. f 27. Suppose f is analytic and not identically zero on an open disk D centered at a. z 1−ez . (e) Find a value of θ so that f (z) has positive real part. (c) 1 + ez .
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. Find the poles of the following. at a.
k≥0
(b) (c)
k≥0
ck z k+5 . 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. Show that f (z) = rm eimθ eiα G(z). ck z 2k . TAYLOR AND LAURENT SERIES (b) sin2 z. 25.CHAPTER 8. (b) z cot(z). 28. (c) z −5 sin(z). Suppose cn  ≥ 2n for all n. 3k ck z k . What can you say about the radius of convergence of 29. Follow the following outline to show that Re f (z) > 0 for some z in D.
84
26. inside the circle γ. (d) z 3 cos z. Suppose that f (z) has exactly one zero. k
. (z) 1 Show that a = 2πi γ zf(z) dz. g is analytic. (d) (e)
1 1−ez . What is the radius of convergence of
k 2 ck z k .
Edward Witten
9. If f is analytic 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 . and exp z ? All of them are not deﬁned at z 0. (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).
Deﬁnition 9. For complex functions there are three types of singularities. The function
sin z z
has a removable singularity at 0.1. z4
z→0
85
. but the singularities are of a very diﬀerent nature. which are classiﬁed as follows. (b) a pole if lim f (z) = ∞.1.1
Classiﬁcation of Singularities
1 What is the diﬀerence between the functions sin z .2. as lim 1 = ∞.
z→z0
(c) essential if z0 is neither removable nor a pole. as for z = 0 (−1)k z 2k+1 = (2k + 1)! (−1)k z 2k . Example 9. but it did not bother Newton—the moon is far enough. The function
1 z4
has a pole at 0. Example 9. z14 .Chapter 9
Isolated Singularities and the Residue Theorem
1/r2 has a nasty singularity at r = 0. The singularity z0 is called (a) removable if there is a function g analytic in {z ∈ C : z − z0  < R} such that f = g in {z ∈ C : 0 < z − z0  < R}.
Then (a) z0 is removable if and only if lim (z − z0 ) f (z) = 0.
Clearly g is analytic for z = z0 . Then there is some R > 0 so that f (z) > 1 in the punctured ˆ disk DR (z0 ). 1 1 limx→0+ exp x = ∞). Proof. lim z→z0 f (z)
. and it is also diﬀerentiable at z0 . suppose that lim (z − z0 ) f (z) = 0. and this series deﬁnes an analytic function in DR (z0 ).3. (a) Suppose z0 is removable.
z→z0
(b) if z0 is a pole then lim (z − z0 )n+1 f (z) = 0 for some positive integer n. for example. 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 analytic in DR (z0 ) with g(z0 ) = 0 and g (z0 ) = 0. if z = z0 . On the other hand.
To get a feel for the diﬀerent types of singularities. where h is analytic and not zero at z0 . (b) Suppose that z0 is a pole of f . exp z approaches 0 as z approaches 0 from the 1 1 negative real axis. Then deﬁne g(z) = (z − z0 )2 f (z) 0 if z = z0 . and f is analytic on the punctured disk
z→z0
ˆ DR (z0 ) = DR (z0 ) \ {z0 }.
z→z0 z→z0 z→z0
Conversely. that is. Proposition 9. and 1 = 0. Hence limz→0 exp z = ∞.CHAPTER 9. and g is analytic on 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 . so g(z) = (z − z0 )2
k≥0
ck+2 (z − z0 )k = (z − z0 )2 f (z). the open disk with radius R centered at z0 such that f = g for z = z0 . We will make use of the notions of zeros and poles of certain orders quite extensively in this chapter.
Hence. Hence we can factor (z − z0 )2 from the series. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM
86
1 Example 9. The smallest possible n in (b) is the order of the pole. 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 analytic (and not zero) at z0 . for z = z0 . Suppose z0 is a isolated singularity of f . The function exp z does not have a removable singularity (consider. exp z has an essential singularity at 0.
z→z0
Remark. 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). we start with the following results.1. so it has a power series expansion g(z) = k≥0 ck (z − z0 )k with c0 = c1 = 0. f (z) = k≥0 ck+2 (z −z0 )k .
Then the function g(z) =
1 (f (z)−w)
> 0 such that for all z in
stays bounded as z → z0 . 2 For more information about Picard. Remarks. There is a much stronger theorem. Not only does the next theorem make up for this but it also nicely illustrates the strangeness of essential singularities. In fact. By the classiﬁcation of zeros. z − z0
But this implies that f has a pole or a removable singularity at z0 . which is a contradiction.CHAPTER 9. if we deﬁne g(z) by g(z) =
1 f (z)
87
ˆ if z ∈ DR (z0 ). It is due to Charles Emile Picard (1856–1941)2 and says that the image of any punctured disc centered at an essential singularity misses at most one point of C.
0
then g is analytic in DR (z0 ) (by part (a)).
For more information about Felice Casorati (1835–1890). that is.uk/∼history/Biographies/Casorati. Hence h = φ is an analytic function in DR (z0 ) and f (z) = 1 h(z) 1 = . and so
z→z0
z→z0
lim (z − z0 )g(z) = lim
z − z0 = 0.stand. If z0 is an essential singularity of f and D = {z ∈ C : 0 < z − z0  < R} for some R > 0.ac. In the language of topology. which is beyond the scope of this book.ac. and which implies the CasoratiWeierstraß theorem.html.dcs. = n φ(z) g(z) (z − z0 ) (z − z0 )n
But then. Theorem 9. for any w ∈ C and any > 0 there exists z ∈ D such that w − f (z) < . Suppose (by way of contradiction) that there is a w ∈ C and an the punctured disc D (centered at z0 ) w − f (z) ≥ . the CasoratiWeierstraß theorem says that the image of any punctured disc centered at an essential singularity is dense in C.) Hence
z→z0
lim
f (z) − w = ∞. (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.stand. then any w ∈ C is arbitrarily close to a point in f (D). since h is continuous at z0 . we suggest meditating about its statement for a couple of minutes over a good cup of coﬀee.
1
. if z = z0 . To appreciate the following result. 1. φ(z) = 0 for all z in DR (z0 ) since g(z) = 0 for 1 ˆ z ∈ DR (z0 ). see http://wwwgroups. g(z) = (z − z0 )n φ(z) where φ is analytic in DR (z0 ) and φ(z0 ) = 0.2 (Casorati1 Weierstraß).uk/∼history/Biographies/Picard Emile.
z→z0
lim (z − z0 )n+1 f (z) = lim (z − z0 )h(z) = h(z0 ) lim (z − z0 ) = 0 .dcs. Try it!) Proof. f (z) − w
(The previous proposition tells us that g has a removable singularity at z0 . ISOLATED SINGULARITIES AND THE RESIDUE THEOREM So.html.
z→z0 z→z0
The reader might have noticed that the previous proposition did not include any result on essential singularities. see http://wwwgroups. 2.
By part (a). Proof. 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). Then by Proposition 9. the Laurent series is a power series). f (z) =
k≥0
ck (z − z0 )k−n =
k≥−n
ck (z − z0 )k . ISOLATED SINGULARITIES AND THE RESIDUE THEOREM
88
Deﬁnition 9. Proposition 9.15 (uniqueness theorem for Laurent series) it has to coincide with the Laurent series of f . (b) Suppose z0 is a pole of order n. if the Laurent series of f at z0 has only nonnegative powers. and by Corollary 8. (a) Suppose z0 is removable. Then the Laurent series of g in this region is a power series. 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 .CHAPTER 9.
where c−n = 0.
that is.
Then since g(z0 ) = c−n = 0. Deﬁne g(z) =
k≥0
ck−n (z − z0 )k . (b) z0 is a pole if and only if there are ﬁnitely many negative exponents. we can hence expand (z − z0 )n f (z) =
k≥0
ck (z − z0 )k .
Conversely. we can use it to deﬁne a function which is analytic at z0 . Conversely. Then (a) z0 is removable if and only if there are no negative exponents (that is.
. The following classiﬁes singularities according to their Laurent series. lim f (z) = lim g(z) = ∞. (z − z0 )n
z→z0
z→z0
(c) This follows by deﬁnition: an essential singularity is neither removable nor a pole.1 is not always handy. the function (z − z0 )n f (z) has a removable singularity at z0 .1. and g is analytic on {z ∈ C : z − z0  < R} such that f = g in {z ∈ C : 0 < z − z0  < R}. (c) z0 is essential if and only if there are inﬁnitely many negative exponents.3.
2.
z6 γ z2 z4 z1 z3 z5
Figure 9. Suppose z0 is an isolated singularity of f with Laurent series Then c−1 is the residue of f at z0 . Finally. Because all the other terms give a zero integral. and the same holds for k ≤ −2 (because (z − z0 )k has a primitive on C \ {z0 }). Deﬁnition 9. γ is a positively oriented. c−1 is the only term of the series which survives: f=
γ k∈Z
ck
γ
(z − z0 )k dz = 2πi c−1 .
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).2
Residues
Suppose z0 is an isolated singularity of f . simple.9—we can integrate term by term: f=
γ γ k∈Z
ck (z − z0 )k dz =
k∈Z
ck
γ
(z − z0 )k dz .14 gives the same identity.
k∈Z ck (z
− z0 ) k .
(One might also notice that Theorem 8. smooth path around z0 . closed.
The following theorem generalizes the discussion at the beginning of this section.CHAPTER 9. which lies in the domain of the Laurent series of f at z0 . for k = −1 we can use Exercise 8 of Chapter 4.1: Proof of Theorem 9.) Reason enough to give the c−1 coeﬃcient of a Laurent series a special name. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM
89
9. Then—essentially by Proposition 7. z = z0 ). denoted by Resz=z0 (f (z)) or Res(f (z).4.
.
note that h(z0 ) = c1 = 0.CHAPTER 9.3) to compute c−1 . (n − 1)! z→z0 dz n−1
Proof.3 that the Laurent series at z0 looks like f (z) =
k≥−n
ck (z − z0 )k . in h(z
But this constant term is computed. Suppose f and g are analytic in a region containing z0 . Lemma 9. Computing integrals is as easy (or hard!) as computing residues. Suppose f is analytic in the region G.
turn. is the constant term of h or the second term of g. which by Taylor’s formula (Corollary 8. smooth. Lemma 9. g(z) (z − z0 )h(z) and the function
f h
is analytic at z0 . Gcontractible curve. and one with negative orientation. g (z0 )
Proof. as pictured in Figure 9. call it h. by f (z0 ) . and γ is a positively oriented. Hence f (z) f (z) = . except for isolated singularities. Then Resz=z0 (f (z)) = 1 dn−1 lim (z − z0 )n f (z) .
f g
equals the constant term of the
power series of f (that’s how we h 0) as always. the one for g has by assumption no constant term: g(z) = ck (z − z0 )k = (z − z0 ) ck (z − z0 )k−1 .
.3) equals g (z0 ). Even more.4 (Residue Theorem). This gives a curve which is contractible in the region of analyticity of f .
But then (z − z0 )n f (z) =
k≥−n
ck (z − z0 )k+n
represents a power series. Each of these pairs cancel each other when we integrate over them. Then f = 2πi
γ k
Resz=zk (f (z)) . one with positive. The functions f and g have power series centered at z0 . The following two lemmas start the range of tricks one can use when computing residues. which is a simple zero of g. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM
90
Theorem 9. now all we need to do is described at the beginning of this section. and f (z0 ) = 0. Now connect the circles with negative orientation with γ.
k≥1 k≥1
The series on the right represents an analytic function. Draw two circles around each isolated singularity inside γ. But h(z0 ). closed. simple.6. and we can use Taylor’s formula (Corollary 8. We know by Proposition 9.5.1. Proof.
where the sum is taken over all singularities zk inside γ. Then f has a simple pole at z0 and g Resz=z0 f (z) g(z) = f (z0 ) . Suppose z0 is a pole of f of order n. But this means that we can replace γ by the positively oriented circles. the residue of get the (−1)st term of
f g ).
. γ) − P (f. γ) . pk are all the poles of f in G with order m1 .3
Argument Principle and Rouch´’s Theorem e
There are many situations where we want to restrict ourselves to functions which are analytic in some region except possibly for poles. . we can combine the expressions we got for zeros and poles. Let’s say we have two functions f and g analytic in some region. .) In fact. Naturally. and f has the (ﬁnitely many) zeros z1 . then the logarithmic derivative of f can be expressed as f (z) m1 m2 mk g (z) =− − − ··· − + . so
.1) f (z) z − p1 z − p2 z − pk g(z) where g is a function without poles in G. which is one good reason why this quotient is called the logarithmic derivative f of f . simple. Diﬀerentiating Log f (where Log is a branch of the logarithm) gives f . We invite the reader to prove that if p1 . f
γ
Proof. In this section. γ) the number of poles of f inside γ. especially with respect to their zeros and poles. . mk . . Then 1 2πi f = Z(f. again counted according to multiplicity. fg fg f g We can apply this fact to the following situation: Suppose that f is analytic on the region G. we may shrink G.. closed. Suppose the zeros of f inside γ are z1 . . . . one of which we would like to discuss here. Such functions are called meromorphic. which does not pass through any zero or pole of f . and the poles inside γ are p1 . . ISOLATED SINGULARITIES AND THE RESIDUE THEOREM
91
9. smooth. . zj of order n1 . . . . Suppose we have a diﬀerentiable function f . if necessary. . respectively. respectively. Theorem 9. we will study these functions. zj of order n1 . . . . . . . which—as the reader might have guessed already—can be thought of as siblings. nj . Then the logarithmic derivative of their product behaves very nicely: (f g) f g + fg f g = = + .7 (Argument Principle). respectively. . z − z1 z − z2 z − zj g(z) Something similar happens to the poles of f . Suppose f is meromorphic in the region G and γ is a positively oriented. . It has some remarkable properties. pk with order m1 . which is the starting point of the following theorem. . . γ) the number of zeros of f inside γ—counted according to multiplicity— and by P (f. Then we can express f as f (z) = (z − z1 )n1 · · · (z − zj )nj g(z) . . nj . . (You may meditate about the fact why there can only be ﬁnitely many zeros and poles inside γ. + . .CHAPTER 9. .. mk . . Denote by Z(f. respectively. . where g is also analytic in G and never zero. 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) = + + . Gcontractible curve. . . (9.
γ) = Z(f. (Although for this p it’s not hard to ﬁnd one root—and therefore all of them. f (z) > g(z). γ) = 5 . closed. γ g As a nice application of the argument principle. 4 The fundamental theorem of algebra (Theorem 5.)
3
. we present a famous theorem due to Eugene Rouch´ (1832–1910)3 . Thanks to Exercise 8 of Chapter 4. smooth. so that Corollary 4.8.CHAPTER 9.uk/∼history/Biographies/Rouche.dcs. Then for z ∈ γ g(z) ≤ z4 + z3 + z2 + z + 1 = 16 + 8 + 4 + 2 + 1 = 31 < 32 = z5 = f (z) . As an illustration. Then Z(f + g. and γ is a e positively oriented.4 To see this. γ) = Z(f. Suppose f and g are analytic in a region G. see e http://wwwgroups. Our discussion before the statement of the theorem yielded that the logarithmic derivative of f can be expressed as nj f (z) m1 mk n1 g (z) + ··· + − − ··· − = + . But f has just a root of order 5 at the origin.html. we prove: Example 9.4 is that they all have absolute value < 2. g
Finally. γ) = Z(f + g. and let γ denote the circle centered at the origin with radius 2.4) asserts that p has ﬁve roots in C.8 (Rouch´’s Theorem). g is analytic in G (recall that g is never zero in G). It allows us to locate the zeros of a function fairly precisely. γ) .4) gives that g = 0. This theorem is of surprising practicality. whence Z(p. simple. 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 . So g and f satisfy the condition of the Theorem 9.4. Note also that there is no general formula for computing roots of a polynomial of degree 5. let f (z) = z 5 and g(z) = z 4 + z 3 + z 2 + z + 1. All the roots of the polynomial p(z) = z 5 + z 4 + z 3 + z 2 + z + 1 have absolute value less than two.stand.
For more information about Rouch´. without poles) and never zero. e Theorem 9. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM
92
that these are the only zeros and poles in G. f (z) z − z1 z − zj z − p1 z − pk g(z) where g is a function which is analytic in G (in particular. What’s special about the statement of Example 9.5 (to Cauchy’s g Theorem 4. Gcontractible curve such that for all z ∈ γ.ac.
6. But then Log 1 + 1+ Its derivative is 1
g f g +f
is a well deﬁned analytic function on γ.2 for f z . let f (z) = an z n and g(z) = an−1 z n−1 + an−2 z n−2 + · · · + a1 z + 1.4). respectively.3 that 1+
γ g f g +f
1 2πi
1
= 0. Suppose f is meromorphic in the region G. (b) 1 exp z − z in {z ∈ C : z ≤ 1} . Show that if f has an essential singularity at z0 then
1 f
also has an essential singularity at z0 . pk . use Theorem 9. . .7) g g f 1+ f 1+ f (f + g) 1 1 1 f = = Z(f + g. zj and p1 . and choose as γ a circle which is large enough to make the condition of Rouch´’s theorem work. . You might want to ﬁrst apply Lemma 5. Gcontractible curve. which implies by Corollary 4. .3 e to g(z). ISOLATED SINGULARITIES AND THE RESIDUE THEOREM
93
Proof of Theorem 9.
3. which does not pass through any zero or pole of f . Prove that any complex number is arbitrarily 1 close to a number in f (C).) g
γ
f = f
j
k
g(zm ) −
m=1 n=1
g(pn ) .1). using Rouch´’s e Theorem 9. Prove that 1 2πi 5. 3 (c) z 4 − 5z + 1 in {z ∈ C : 1 ≤ z ≤ 2} . g is analytic in G. . and γ is a positively oriented. Give another proof of the fundamental theorem of algebra (Theorem 5. counted according to multiplicity.) 4.
g f
< 1 on γ. .
Exercises
1.8. which means that the function 1 +
g f
evaluated on γ stays
away from the nonpositive real axis. . 2. closed.8. γ) = + g 2πi γ f + g 2πi γ f 1 + g 2πi γ f 1+ f f 1 = Z(f. simple. Find the number of zeros of (a) 3 exp z − z in {z ∈ C : z ≤ 1} . By our analysis in the beginning of this section and by the argument principle (Theorem 9.
. Denote the zeros and poles of f inside γ by z1 . Prove (9. γ) + 2πi We are assuming that
g f
1+
γ
1
g f g +f
. (Hint: If p(z) = an z n + an−1 z n−1 + · · · + a1 z + 1.
. Suppose f is a nonconstant entire function.CHAPTER 9. . (Hint: If f is not a polynomial.
CHAPTER 9. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM 7. (a) Find a Laurent series for it converges. (b) Compute
dz γ (z 2 −4)(z−2) , 1 (z 2 −4)(z−2)
94
centered at z = 2 and specify the region in which
where γ is the positively oriented circle centered at 2 of radius 1.
8. Evaluate the following integrals for γ(t) = 3 eit , 0 ≤ t ≤ 2π. (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
9. (a) Find the power series of exp z centered at z = −1. (b) Find dz, where γ is the circle z + 2 = 2, positively oriented.
10. Suppose f has a simple pole (i.e., a pole of order 1) at z0 and g is analytic at z0 . Prove that Resz=z0 f (z)g(z) = g(z0 ) · Resz=z0 f (z) . 11. Find the residue of each function at 0: (a) z −3 cos(z). (b) csc(z). (c) z 2 + 4z + 5 . z2 + z
1
(d) e1− z . (e) e4z − 1 . sin2 z
12. Use residues to evaluate the following: (a)
γ
z4
dz , where γ is the circle z + 1 − i = 1. +4 dz , where γ is the circle z − i = 2. + z − 2)
(b)
γ
z(z 2
(c)
γ
ez dz , where γ is the circle z = 2. z3 + z
CHAPTER 9. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM (d)
γ
95
dz z 2 sin z
, where γ is the circle z = 1.
13. Suppose f has an isolated singularity at z0 . (a) Show that f also has an isolated singularity at z0 . (b) Find Resz=z0 (f ). 14. Given R > 0, let γR be the half circle deﬁned by γR (t) = Reit , 0 ≤ t ≤ π, and ΓR be the closed curve composed of γR and the line segment [−R, R]. (a) Compute
dz ΓR (1+z 2 )2
.
dz γR (1+z 2 )2
(b) Prove that limR→∞
=0.
∞ dx −∞ (1+x2 )2
(c) Combine (a) and (b) to evaluate the real integral
.
15. Suppose f is entire, and a, b ∈ C with a, b < R. Let γ be the circle centered at 0 with radius R. Evaluate f (z) dz , γ (z − a)(z − b) and use this to give an alternate proof of Liouville’s Theorem 5.5. (Hint: Show that if f is bounded then the above integral goes to zero as R increases.)
Chapter 10
Discreet 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 9.4.
10.1
Inﬁnite Sums
1 k2
In this exercise, we evaluate—as an example—the sums k≥1 idea how to compute such sums in general will become clear. 1. Consider the function f (z) =
and
k≥1
(−1)k . k2
We hope the
π cot(πz) . Compute the residues at all the singularities of f . z2
2. 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 . (a) Show that for all z ∈ γN ,  cot(πz) < 2. (Use Exercise 21 in Chapter 3.) (b) Show that limN →∞ γN f = 0. 3. Use the Residue Theorem 9.4 to arrive at an identity for 4. Evaluate
1 k≥1 k2 . π z 2 sin(πz) 1 k∈Z\{0} k2 .
5. Repeat the exercise with the function f (z) =
to arrive at an evaluation of
k≥1
(−1)k . k2
96
Suppose x < 1/4. Evaluate
1 k≥1 k4
97
and
k≥1
(−1)k . to interchange summation and integral. k 1 − 4x
k≥0
1. as the binomial k theorem1 tells us that n is the coeﬃcient of z k in (1 + z)n .html. 2.2
Binomial Coeﬃcients
The binomial coeﬃcient n is a natural candidate for being explored analytically.
k≥0 fn z
n. As an example.
`n´ k n−k P The binomial theorem says that for x. we outline a proof of k the identity (for −1/4 < x < 1/4) 2k k 1 x =√ . fn = fn−1 + fn−2 Let F (z) =
1
for n ≥ 2. see http://wwwgroups. y ∈ C and n ∈ N. k=0 k x y 2 For more information about Leonardo Pisano Fibonacci (1170–1250).stand.ac. 3. w wk
k≥0
k≥0
γ
use 2. f1 = 1. Convince yourself that 2k k = 1 2πi
γ
(1 + w)2k dw .dcs.
. k4
10. you may use the fact that 1/ sin2 z = 1 + cot2 z. wk+1
where γ is any simple closed curve such that 0 is inside γ.4 to evaluate the integral.
10. Evaluate this sum. DISCREET APPLICATIONS OF THE RESIDUE THEOREM (Hint: To bound this function.3
Fibonacci Numbers
The Fibonacci2 numbers are a sequence of integers deﬁned recursively as: f0 = 1.) 6. 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). (x + y)n = n .CHAPTER 10. and use the Residue Theorem 9.uk/∼history/Biographies/Fibonacci. Convince yourself that 2k k 1 x = k 2πi (1 + w)2k k dw x .
is the greatest integer not exceeding x. n) ∈ Z : m.4
The ‘CoinExchange Problem’
In this exercise. Consider the function 1 . Use the Residue Theorem 9.) 4. (Hint: Write down the power series of zF (z) and z 2 F (z) and rearrange both so that you can easily add. Show that the recurrence relation among the fn implies that F (z) = 1−z−z 2 . and b−1 b ≡ 1 (mod a). Verify that Resz=0
1 z n+1 (1−z−z 2 )
= fn . Generalize to other recurrence relations.4 to derive an identity for fn .ac. loosely speaking. Show that F has a positive radius of convergence. 6 This means that a−1 is an integer such that a−1 a = 1 + kb for some k ∈ Z. denoted by x . ma + nb = t} . DISCREET APPLICATIONS OF THE RESIDUE THEOREM 1.uk/∼history/Biographies/Frobenius. n ≥ 0. (a) Verify that for b = 1. and t is a positive integer. {x} denotes the fractional part5 of x. see http://wwwgroups. Use the following three steps to simplify this identity to N (t) = t − ab b−1 t a − a−1 t b + 1.
10.
t ∩Z a
=
t − a
t a
+ 1. the greatest integer function of x.)
3. ma ≤ t} =#
3
0. n ≥ 0.stand.
98
1 2. and a−1 a ≡ 1 (mod b)6 . ma + n = t} = # {m ∈ Z : m ≥ 0. 3. f (z) = a ) (1 − z b ) z t+1 (1 − z 1.CHAPTER 10. Use the Residue Theorem 9. we will solve and extend a classical problem of Ferdinand Georg Frobenius (1849– 1917)3 .
For more information about Frobenius. (Hint: Integrate f around a circle with center 0 and radius R. (Hint: Integrate z n+1 (1−z−z 2 ) around a circle with center 0 and radius R. and show that this integral vanishes as R → ∞. N (t) = # {(m. 4 this means that the integers don’t have any common factor 5 The fractional part of a real number x is. n) ∈ Z : m. Suppose a and b are relatively prime4 positive integers.” More thoroughly.
. and show that this integral vanishes as R → ∞.4 to derive an identity for N (t).)
5.
Here. 2. Compute the residues at all nonzero poles of f . the “part after the decimal point.html. where N (t) = # {(m. The fractional part is then {x} = x − x .
1 4.dcs. Verify that Resz=0 (f ) = N (t).
In the late 19th century. if k is a nonnegative integer. N ((k + 1)ab − a − b) = k. More generally. prove that. 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 . Hint: use the periodicity of the cotangent and the fact that cot z =
7
1 1 − z + higherorder terms . an ). let f (z) = cot(πaz) cot(πbz) cot(πz) . relatively prime integers a and b. The notion of an integer being representable k times and the respective formula obtained in 6.
. .ac.CHAPTER 10.
10. . Historical remark. . 1. Given relatively prime positive integers a1 . We veriﬁed this result in 5. is due to Popoviciu. .dcs. and N (t) > 0 for all t > ab − a − b.html. there is no known closed formula for g(a1 . The formula in 4. . . . to obtain 1 a (c) Verify that
a−1 k=1 a−1 k=1
99
1 (1 − e2πik/a )e2πikt/a
=−
t a
+
1 1 − . . a2 ) = a1 a2 − a1 − a2 . . Frobenius raised the problem of ﬁnding the largest integer which is not representable. . an . let’s call an integer t representable if there exist nonnegative integers m1 . . Given two positive. Prove that N (ab − a − b) = 0. an ). 2 2a
1 (1 − e2πikb/a )e2πikt/a
a−1
=
k=1
1 (1 − e2πik/a )e2πikb−1 t/a
. For n > 2.5
Dedekind sums
This exercise outlines yet another nontraditional application of the Residue Theorem 9. can only be found in the most recent literature. see http://wwwgroups. . mn such that
n
t=
j=1
mj aj .stand. and N (t) > k for all t > (k + 1)ab − a − b.uk/∼history/Biographies/Sylvester. when James Joseph Sylvester (1814–1897)7 studied the Frobenius problem) that g(a1 . We call this largest integer the Frobenius number g(a1 . .
5. . (a) Compute the residues for the poles of f inside γR . . DISCREET APPLICATIONS OF THE RESIDUE THEOREM (b) Use this together with the identity found in 3. 6.4. It is well known (probably at least since the 1880’s. . z 3
For more information about Sylvester.
dcs. Deﬁne 1 s(a. and discrete geometry.html.stand.uk/∼history/Biographies/Rademacher.ac. see http://wwwgroups.
(10.2)
in the 1870’s and has since intrigued mathematicians from such diﬀerent areas as topology.html.
For more information about Julius Wilhelm Richard Dedekind (1831–1916).1) is called a Dedekind8 sum. b) = 4b
b−1
cot
k=1
πka b
cot
πk b
.ac. The proof that is outlined here is due to Hans Rademacher (1892–1969)9 .CHAPTER 10.2)? Historical remark. Can you generalize (10. a) = − + 4 12 3. The sum (10.stand. DISCREET APPLICATIONS OF THE RESIDUE THEOREM (b) Prove that limR→∞
γR
100
f = −2i and deduce that for any R > 0 f = −2i .1) and (10.1)
Use the Residue Theorem 9.
8
. number theory.
(10. The reciprocity law (10. 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
.
γR
2.uk/∼history/Biographies/Dedekind.2) is the most important and famous identity of the Dedekind sum. see http://wwwgroups.4 to show that 1 1 s(a. b) + s(b.dcs. 9 For more information about Rademacher.
−2 − i √ (b) 5 5. k = 0. k = 0. k ∈ Z. 8i π 3. (a) −1 + i (b) 34i (c) −1 π 5. nowhere analytic (d) nowhere diﬀerentiable or analytic (e) diﬀerentiable and analytic in C with derivative − sin x cosh y − i cos x sinh y (f) diﬀerentiable at 0 with derivative 0. (b) 19 − 25 i 25 (c) 1 (d) 1 if n = 4k. z = ei 4 − 1 and z = ei
π 5π 4
−1
Chapter 2 2. (a) 0 (b) 1 + i 10. (a) diﬀerentiable and analytic in C with derivative −e−x e−iy (b) nowhere diﬀerentiable or analytic (c) diﬀerentiable on {x + iy ∈ C : x = y} with derivative 2x. k ∈ Z. 2. k ∈ Z.Solutions to Selected Exercises
Chapter 1 8 1. nowhere analytic (i) diﬀerentiable and analytic in C with derivative −2iz Chapter 3 26. 1. (a) z = ei 3 k . . nowhere analytic 101
. . 3 7. 5 π π (b) z = 2ei 4 + 2 k . k ∈ Z. −i if n = 3 + 4k. −1 if n = 2 + 4k. . 5 − 10i √ √ i 3 (c) 10 . √ 2. i if n = 1 + 4k. (a) 2ei 2 √ iπ (b) 2e 4 √ 5π (c) 2 3ei 6 4. nowhere analytic (h) diﬀerentiable only at i with derivative i. (a) 5. 1. nowhere analytic (g) diﬀerentiable at 0 with derivative 0. (a) diﬀerentiable at 0. . 11 ( 2 − 1) + 11 ( 2 + 9) 11 (d) 8.
(c) z = ln π + i π + 2πk . uniform on H ∩ {z ≥ R} for any ﬁxed R > 0. 0 2π 16.e. k ∈ Z (g) z = 2i 30. 2πi for r > a 24 0 for r = 1. (a) divergent (b) convergent (limit 0) (c) divergent i (d) convergent (limit 2 − 2 ) (e) convergent (limit 0) 16. uniform for z ≤ R for any ﬁxed R < 1 (b) pointwise and uniformly convergent for z ≤ 1 (c) pointwise convergent for all z ∈ H := {Re z ≥ 0}. (a) 0 (b) 2πi (c) 0 (d) πi (e) 0 (f) 0 5.SOLUTIONS TO SELECTED EXERCISES (b) diﬀerentiable and analytic on C \ −1. Any simply connected set which does not contain the origin. f (z) = c z c−1 Chapter 4 2. √3 23 0 for r < a.
. (a) 8πi (b) 0 (c) 0 (d) 0 14. for example. 0 for r = 5 3 Chapter 5 2. k ∈ Z 2 (e) z = π + πk. e−i 3 (c) diﬀerentiable and analytic on C \ {x + iy ∈ C : x ≥ −1. k ∈ Z 2 (f) z = πk. y = 2} (d) nowhere diﬀerentiable or analytic (e) diﬀerentiable and analytic on C \ {x + iy ∈ C : x ≤ 3. (a) z = i (b) There is no solution.
π π
102
Chapter 7 1. (a) pointwise convergent for z < 1. 0]. y = 0} (f) diﬀerentiable and analytic in C (i. C \ (−∞. − πi for r = 3. ei 3 . k ∈ Z 2 (d) z = π + 2πk ± 4i. entire) 27. −2πi 3.
k≥0 k! (z − 1) 10. {z ∈ C : r ≤ z − 3 ≤ R} for any 1 < r ≤ R e k 3.
.
z 2k−2
7. One Laurent series is 14. (a) One Laurent series is (b) − πi 8 8. 12. 20. converging for 0 < z − 2 < 4. and the minimum is 1 (attained at z = ±1).SOLUTIONS TO SELECTED EXERCISES 18. . (a) k≥0 (−4)k z k 1 (b) k≥0 3·6k z k 20. k k k≥0 (−1) (z − 1) (−1)k−1 (z − 1)k k≥1 k
103
− 2 > 2. {z ∈ C : z ≤ r} for any r < 1 (b) C. converging for z k≥0 (−2) (z − 2) −3(z + 1)−1 + 1. converging for z − 1 > 2. 1 if a = 1. (a) (b) 23. (a) k≥0 Chapter 9 5. sin z = z −1 + 6 z + 360 z 3 + . (a) ∞ if a < 1. and 0 if a > 1. (a) k≥0 e1 (z + 1)k k! (b) e2πi 33! 14. converging for z = −1. One Laurent series is k≥0 (−2)k (z − 1)−k−2 . (a) {z ∈ C : z < 1}. The maximum is 3 (attained at z = ±i). (a) 2πi (b) 27πi 4 (c) − 2πi 17 (d) πi 3 (e) 2πi (f) 0 9. {z ∈ C : z ≤ r} for any r (c) {z ∈ C : z − 3 > 1}. One Laurent series is 1 1 7 15. (c) π 2
(−1)k k≥−2 4k+3 (z
− 2)k . (a) 0 (b) 1 (c) 4
(−1)k (2k)! k −k−3 . 13. (b) 1 (c) 1 (careful reasoning!) (d) 1 (careful reasoning!) Chapter 8 1. .
3 addition. 57 harmonic conjugate. 16 binomial coeﬃcient. 48. 29 curve. 41 convergent sequence. 40 104
. 76 Cauchy’s integral formula. 56 essential singularity. 17 chain rule. 98 function. 32 embedding of R in C. 93 of calculus. 2 harmonic. 40 homotopy. 85 exponential function. 39. 15 diﬀerentiable. 46 extensions of. 87 Cauchy’s estimate. 15. 2 entire. 13 double series. 40 Cauchy–Riemann equations. 62 domain. 7 continuous. 16 closed algebraically. 1 Frobenius problem. 1 analytic. 13 fundamental theorem of algebra. 97 ﬁeld. 8 Dedekind sum. 99 dense. 29 exponential rules. 18. 2 real. 24 Dirichlet problem. 76 Cauchy’s theorem. 6 divergent. 64 cosine. 62 series. 3. 51. 9 geometric series. 53 Arg. 92. 83. 3 axis imaginary. 29 Fibonacci numbers. 68 group. 51 curve. 2 abelian. 5 connected. 15 diﬀerentiation rule. 79 e. 97 boundary.Index
absolute convergence. 29 cotangent. 51. 2 bijection. 7 coﬀee. 58 homotopic. 14 contractible. 31 argument. 8 closed set. 87 conjugate. 31 CasoratiWeierstraß theorem. 60 branch of the logarithm. 65 absolute value. 15 diﬀerence quotient. 61 distance of numbers. 42. 15 antiderivative. 87 derivative. 31 arg. 16 dilation.
91 series. 40 periodic. 7 for real functions. 16 inversion. 37 path. 90 meanvalue theorem reverse triangle inequality. 86 parametrization. 85 Laplace equation. 59 simply connected. rectangular form. 7 maximum region of convergence. 39. 60. 53 principal argument. 16 onto. 31 principal value of ab . 79 residue. 53 weak relative. 11. 15 of a sequence. 85 weak relative. 32
105
real part. 59. 92 e for harmonic functions. 64 minimum simple closed curve. 68 diﬀerentiation of. 24 isolated singularity. 31 log.INDEX hyperbolic trig functions. 79 residue theorem. 82 singularity. 13 imaginary part. 13. 54 tangent. 69 primitive. 80 Leibniz’s rule. 5 79 region. 44 Rouch´’s theorem. 62 meromorphic. 37 pointwise convergence. 1 Taylor series expansion. 51. 57 Laurent series. 8 modulus. 2 max/min property for harmonic functions. 8 path independent. 23 Log. 31 logarithm. 31 logarithmic derivative. 64 linear fractional transformation. 59 separated. 29 multiplication. 37 integration by parts. 13 image. 2 integral. 62 of a series. 3 Morera’s theorem. 85 M¨bius transformation. 29 minimummodulus theorem. 89 maximummodulus theorem. 59 removable singularity. 46 inverse function. 11 for analytic functions. 30 i. 38 limit of a function. 21. 7 order of a pole. 91 obvious. 56 power series. 2 identity map. 23 o smooth. 85 polynomial. 69 strong relative. 13. 79 sine. 9 sequence. 8 strong relative. 66 polar form. 74 integration of. 10 length. 31 principal logarithm. 16 open set. 29 Picard’s theorem. 23 onetoone. 75
. 5 pole. 87 piecewise smooth.
68 Weierstraß convergence theorem.INDEX topology. 6 translation. 82
106
. 5 trigonometric functions. 24 triangle inequality. 29 trivial. 78 Weierstraß M test. 66 uniqueness theorem. 14 uniform convergence.