A First Course in
Complex Analysis
Version 1.31
Matthias Beck, Gerald Marchesi,
Dennis Pixton, Lucas Sabalka
Department of Mathematics Department of Mathematical Sciences
San Francisco State University Binghamton University (SUNY)
San Francisco, CA 94132 Binghamton, NY 139026000
beck@math.sfsu.edu marchesi@math.binghamton.edu
dennis@math.binghamton.edu
sabalka@math.binghamton.edu
Copyright 2002–2011 by the authors. All rights reserved. The most current version of this book is
available at the websites
http://www.math.binghamton.edu/dennis/complex.pdf
http://math.sfsu.edu/beck/complex.html.
This book may be freely reproduced and distributed, provided that it is reproduced in its entirety
from the most recent version. This book may not be altered in any way, except for changes in
format required for printing or other distribution, without the permission of the authors.
2
These are the lecture notes of a onesemester undergraduate course which we have taught several
times at Binghamton University (SUNY) and San Francisco State University. For many of our
students, complex analysis is their ﬁrst rigorous analysis (if not mathematics) class they take,
and these notes reﬂect this very much. We tried to rely on as few concepts from real analysis as
possible. In particular, series and sequences are treated “from scratch.” This also has the (maybe
disadvantageous) consequence that power series are introduced very late in the course.
We thank our students who made many suggestions for and found errors in the text. Special
thanks go to Joshua Palmatier, Collin Bleak and Sharma Pallekonda at Binghamton University
(SUNY) for comments after teaching from this book.
Contents
1 Complex Numbers 1
1.0 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.1 Deﬁnitions and Algebraic Properties . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 From Algebra to Geometry and Back . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.3 Geometric Properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.4 Elementary Topology of the Plane . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.5 Theorems from Calculus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
2 Diﬀerentiation 15
2.1 First Steps . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
2.2 Diﬀerentiability and Holomorphicity . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
2.3 Constant Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
2.4 The Cauchy–Riemann Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
3 Examples of Functions 26
3.1 M¨obius Transformations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
3.2 Inﬁnity and the Cross Ratio . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
3.3 Stereographic Projection . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
3.4 Exponential and Trigonometric Functions . . . . . . . . . . . . . . . . . . . . . . . . 34
3.5 The Logarithm and Complex Exponentials . . . . . . . . . . . . . . . . . . . . . . . 37
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
4 Integration 44
4.1 Deﬁnition and Basic Properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44
4.2 Cauchy’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
4.3 Cauchy’s Integral Formula . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51
5 Consequences of Cauchy’s Theorem 55
5.1 Extensions of Cauchy’s Formula . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55
5.2 Taking Cauchy’s Formula to the Limit . . . . . . . . . . . . . . . . . . . . . . . . . . 57
5.3 Antiderivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 60
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62
3
CONTENTS 4
6 Harmonic Functions 65
6.1 Deﬁnition and Basic Properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65
6.2 MeanValue and Maximum/Minimum Principle . . . . . . . . . . . . . . . . . . . . . 67
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 69
7 Power Series 70
7.1 Sequences and Completeness . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70
7.2 Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 72
7.3 Sequences and Series of Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 75
7.4 Region of Convergence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 78
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 82
8 Taylor and Laurent Series 86
8.1 Power Series and Holomorphic Functions . . . . . . . . . . . . . . . . . . . . . . . . . 86
8.2 Classiﬁcation of Zeros and the Identity Principle . . . . . . . . . . . . . . . . . . . . 89
8.3 Laurent Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 94
9 Isolated Singularities and the Residue Theorem 97
9.1 Classiﬁcation of Singularities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97
9.2 Residues . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101
9.3 Argument Principle and Rouch´e’s Theorem . . . . . . . . . . . . . . . . . . . . . . . 103
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 105
10 Discrete Applications of the Residue Theorem 108
10.1 Inﬁnite Sums . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 108
10.2 Binomial Coeﬃcients . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 109
10.3 Fibonacci Numbers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 109
10.4 The ‘CoinExchange Problem’ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 110
10.5 Dedekind sums . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 111
Solutions to Selected Exercises 113
Chapter 1
Complex Numbers
Die ganzen Zahlen hat der liebe Gott geschaﬀen, alles andere ist Menschenwerk.
(God created the integers, everything else is made by humans.)
Leopold Kronecker (1823–1891)
1.0 Introduction
The real numbers have many nice properties. There are operations such as addition, subtraction,
multiplication as well as division by any real number except zero. There are useful laws that govern
these operations such as the commutative and distributive laws. You can also take limits and do
calculus. But you cannot take the square root of −1. Equivalently, you cannot ﬁnd a root of the
equation
x
2
+ 1 = 0. (1.1)
Most of you have heard that there is a “new” number i that is a root of the Equation (1.1).
That is, i
2
+ 1 = 0 or i
2
= −1. We will show that when the real numbers are enlarged to a new
system called the complex numbers that includes i, not only do we gain a number with interesting
properties, but we do not lose any of the nice properties that we had before.
Speciﬁcally, the complex numbers, like the real numbers, will have the operations of addition,
subtraction, multiplication as well as division by any complex number except zero. These operations
will follow all the laws that we are used to such as the commutative and distributive laws. We will
also be able to take limits and do calculus. And, there will be a root of Equation (1.1).
In the next section we show exactly how the complex numbers are set up and in the rest
of this chapter we will explore the properties of the complex numbers. These properties will be
both algebraic properties (such as the commutative and distributive properties mentioned already)
and also geometric properties. You will see, for example, that multiplication can be described
geometrically. In the rest of the book, the calculus of complex numbers will be built on the
propeties that we develop in this chapter.
1.1 Deﬁnitions and Algebraic Properties
There are many equivalent ways to think about a complex number, each of which is useful in its
own right. In this section, we begin with the formal deﬁnition of a complex number. We then
1
CHAPTER 1. COMPLEX NUMBERS 2
interpret this formal deﬁnition into more useful and easier to work with algebraic language. Then,
in the next section, we will see three more ways of thinking about complex numbers.
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 (1.2)
∀ (x, y), (a, b), (c, d) ∈ C :
_
(x, y) + (a, b)
_
+ (c, d) = (x, y) +
_
(a, b) + (c, d)
_
(1.3)
∀ (x, y), (a, b) ∈ C : (x, y) + (a, b) = (a, b) + (x, y) (1.4)
∀ (x, y) ∈ C : (x, y) + (0, 0) = (x, y) (1.5)
∀ (x, y) ∈ C : (x, y) + (−x, −y) = (0, 0) (1.6)
∀ (x, y), (a, b), (c, d) ∈ C : (x, y) ·
_
(a, b) + (c, d)
_
= (x, y) · (a, b) + (x, y) · (c, d)
_
(1.7)
∀ (x, y), (a, b) ∈ C : (x, y) · (a, b) ∈ C (1.8)
∀ (x, y), (a, b), (c, d) ∈ C :
_
(x, y) · (a, b)
_
· (c, d) = (x, y) ·
_
(a, b) · (c, d)
_
(1.9)
∀ (x, y), (a, b) ∈ C : (x, y) · (a, b) = (a, b) · (x, y) (1.10)
∀ (x, y) ∈ C : (x, y) · (1, 0) = (x, y) (1.11)
∀ (x, y) ∈ C \ {(0, 0)} : (x, y) ·
_
x
x
2
+y
2
,
−y
x
2
+y
2
_
= (1, 0) (1.12)
Remark. What we are stating here can be compressed in the language of algebra: equations (1.2)–
(1.6) say that (C, +) is an Abelian group with unit element (0, 0), equations (1.8)–(1.12) that
(C \ {(0, 0)}, ·) is an abelian group with unit element (1, 0). (If you don’t know what these terms
mean—don’t worry, we will not have to deal with them.)
The deﬁnition of our multiplication implies the innocent looking statement
(0, 1) · (0, 1) = (−1, 0) . (1.13)
This identity together with the fact that
(a, 0) · (x, y) = (ax, ay)
CHAPTER 1. COMPLEX NUMBERS 3
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 (1.13) then reads
i
2
= −1 .
We invite the reader to check that the deﬁnitions of our binary operations and Theorem 1.1 are
coherent with the usual real arithmetic rules if we think of complex numbers as given in the form
x + iy. This algebraic way of thinking about complex numbers has a name: a complex number
written in the form x +iy where x and y are both real numbers is in rectangular form.
In fact, much more can now be said with the introduction of the square root of −1. It is not
just that the polynomial z
2
+ 1 has roots, but every polynomial has roots in C:
Theorem 1.2. (see Theorem 5.7) Every nonconstant polynomial of degree d has d roots (counting
multiplicity) in C.
The proof of this theorem requires some important machinery, so we defer its proof and an
extended discussion of it to Chapter 5.
1.2 From Algebra to Geometry and Back
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 in
R
2
that gives another vector, and certainly not one that agrees with 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) r = z ∈ R of z = x +iy is
r = z :=
_
x
2
+y
2
,
and an argument of z = x +iy is a number φ ∈ R such that
x = r cos φ and y = r sin φ.
1
The name has historical reasons: people thought of complex numbers as unreal, imagined.
CHAPTER 1. COMPLEX NUMBERS 4
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.
A given complex number z = x +iy has inﬁnitely many possible arguments. For instance, the
number 1 = 1 + 0i lies on the xaxis, and so has argument 0, but we could just as well say it has
argument 2π, 4π, −2π, or 2π ∗ k for any integer k. The number 0 = 0 + 0i has modulus 0, and
every number φ is an argument. Aside from the exceptional case of 0, for any complex number z,
the arguments of z all diﬀer by a multiple of 2π, just as we saw for the example z = 1.
The absolute value of the diﬀerence of two vectors has a nice geometric interpretation:
Proposition 1.3. Let z
1
, z
2
∈ C be two complex numbers, thought of as vectors in R
2
, and let
d(z
1
, z
2
) denote the distance between (the endpoints of ) the two vectors in R
2
(see Figure 1.2).
Then
d(z
1
, z
2
) = z
1
−z
2
 = z
2
−z
1
.
Proof. Let z
1
= x
1
+iy
1
and z
2
= x
2
+iy
2
. From geometry we know that d(z
1
, z
2
) =
_
(x
1
−x
2
)
2
+ (y
1
−y
2
)
2
.
This is the deﬁnition of z
1
−z
2
. Since (x
1
−x
2
)
2
= (x
2
−x
1
)
2
and (y
1
−y
2
)
2
= (y
2
−y
1
)
2
, this is
also equal to z
2
−z
1
.
That z
1
− z
2
 = z
2
− z
1
 simply says that the vector from z
1
to z
2
has the same length as its
inverse, the vector from z
2
to z
1
.
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 the 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
CHAPTER 1. COMPLEX NUMBERS 5
x
1
+iy
1
= (r
1
cos φ
1
) +i(r
1
sinφ
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
sinφ
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
+ sinφ
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
. .
..
.
..
.
..
.
..
. .
.
.
.
..
.
..
.
..
.
..
.
..
.
..
. .. . .. . ..
.
..
.
..
.
..
.
.
.
.
.
.
..
.
.
.
..
.
.
.
..
.
.
.
..
.
.
.
..
.
.
.
.. . . . .. . . . .. . . . .. .
.
.
..
.
.
.
..
.
.
.
..
.
.
.
..
.
.
.
..
.
.
.
..
.
.
.
..
.
.
.
..
.
.
.
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 in Chapter 3
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 1.4. 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 6
Formal
(x, y)
Algebraic:
Geometric:
rectangular exponential
cartesian polar
x +iy re
iθ
r
θ
x
y
z z
Figure 1.4: Five ways of thinking about a complex number z ∈ C.
(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.
We now have ﬁve diﬀerent ways of thinking about a complex number: the formal deﬁnition, in
rectangular form, in polar form, and geometrically using Cartesian coordinates or polar coordinates.
Each of these ﬁve ways is useful in diﬀerent situations, and translating between them is an essential
ingredient in complex analysis. The ﬁve ways and their corresponding notation are listed in Figure
1.4.
1.3 Geometric Properties
From very basic geometric properties of triangles, we get the inequalities
−z ≤ Re z ≤ z and −z ≤ Imz ≤ z . (1.14)
The square of the absolute value has the nice property
x +iy
2
= x
2
+y
2
= (x +iy)(x −iy) .
This is one of many reasons to give the process of passing from x + iy to x − iy a special name:
x −iy is called the (complex) conjugate of x +iy. We denote the conjugate by
x +iy = x −iy .
Geometrically, conjugating z means reﬂecting the vector corresponding to z with respect to the
real axis. The following collects some basic properties of the conjugate. Their easy proofs are left
for the exercises.
Lemma 1.5. For any z, z
1
, z
2
∈ C,
CHAPTER 1. COMPLEX NUMBERS 7
(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
 .
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 1.5:
z
1
+z
2

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

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

2
= z
1

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

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

2
≤ z
1

2
+ 2 z
1
z
2
 +z
2

2
= z
1

2
+ 2 z
1
 z
2
 +z
2

2
= z
1

2
+ 2 z
1
 z
2
 +z
2

2
= (z
1
 +z
2
)
2
,
which is equivalent to our claim.
For future reference we list several variants of the triangle inequality:
Lemma 1.6. For z
1
, z
2
, · · · ∈ C, we have the following identities:
CHAPTER 1. COMPLEX NUMBERS 8
(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 22.
1.4 Elementary Topology of the Plane
In Section 1.2 we saw that the complex numbers C, which were initially deﬁned algebraically, can
be identiﬁed with the points in the Euclidean plane R
2
. In this section we collect some deﬁnitions
and results concerning the topology of the plane. While the deﬁnitions are essential and will be
used frequently, we will need the following theorems only at a limited number of places in the
remainder of the book; the reader who is willing to accept the topological arguments in later proofs
on faith may skip the theorems in this section.
Recall that if z, w ∈ C, then z −w is the distance between z and w as points in the plane. So
if we ﬁx a complex number a and a positive real number r then the set of z satisfying z −a = r
is the set of points at distance r from a; that is, this is the circle with center a and radius r. The
inside of this circle is called the open disk with center a and radius r, and is written D
r
(a). That
is, D
r
(a) = {z ∈ C : z −a < r}. Notice that this does not include the circle itself.
We need some terminology for talking about subsets of C.
Deﬁnition 1.7. 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 1.8. A set is open if all its points are interior points. A set is closed if it contains all
its boundary points.
Example 1.9. 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 1.10. C and the empty set ∅ are open. They are also closed!
CHAPTER 1. COMPLEX NUMBERS 9
Deﬁnition 1.11. 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 1.12. 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 1.13. Two sets X, Y ⊆ C are separated if there are disjoint open sets A and B so that
X ⊆ A and Y ⊆ B. A set W ⊆ C is connected if it is impossible to ﬁnd two separated nonempty
sets whose union is equal to W. A region is a connected open set.
The idea of separation is that the two open sets A and B ensure that X and Y cannot just
“stick together.” It is usually easy to check that a set is not connected. For example, the intervals
X = [0, 1) and Y = (1, 2] on the real axis are separated: There are inﬁnitely many choices for A and
B that work; one choice is A = D
1
(0) (the open disk with center 0 and radius 1) and B = D
1
(2)
(the open disk with center 2 and radius 1). Hence their union, which is [0, 2] \{1}, is not connected.
On the other hand, it is hard to use the deﬁnition to show that a set is connected, since we have
to rule out any possible separation.
One type of connected set that we will use frequently is a curve.
Deﬁnition 1.14. 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 1.15. 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 1.16. If W is a subset of C that has the property that any two points in W can be
connected by a curve in W then W is connected. On the other hand, if G is a connected open
subset of C then any two points of G may be connected by a curve in G; in fact, we can connect
any two points of G by a chain of horizontal and vertical segments lying in G.
CHAPTER 1. COMPLEX NUMBERS 10
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 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 1.16 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 1.16. 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 1.15.
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.
1.5 Theorems from Calculus
Here are a few theorems from real calculus that we will make use of in the course of the text.
Theorem 1.17 (ExtremeValue Theorem). Any continuous realvalued function deﬁned on a closed
and bounded subset of R
n
has a minimum value and a maximum value.
CHAPTER 1. COMPLEX NUMBERS 11
Theorem 1.18 (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 1.19 (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 1.20 (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 1.21 (Equality of iterated integrals). If f is continuous on the rectangle given by a ≤
x ≤ b and c ≤ y ≤ d then the iterated integrals
_
b
a
_
d
c
f(x, y) dy dx and
_
d
c
_
b
a
f(x, y) dxdy are equal.
Finally, we can apply diﬀerentiation and integration with respect to diﬀerent variables in either
order:
Theorem 1.22 (Leibniz’s
4
Rule). Suppose f is continuous on the rectangle R given by a ≤ x ≤ b
and c ≤ y ≤ d, and suppose the partial derivative
∂f
∂x
exists and is continuous on R. Then
d
dx
_
d
c
f(x, y) dy =
_
d
c
∂f
∂x
(x, y) dy .
Exercises
1. Let z = 1 + 2i and w = 2 −i. Compute:
(a) z + 3w.
(b) w −z.
(c) z
3
.
(d) Re(w
2
+w).
(e) z
2
+z +i.
2. Find the real and imaginary parts of each of the following:
(a)
z−a
z+a
(a ∈ R).
4
Named after Gottfried Wilhelm Leibniz (1646–1716). For more information about Leibnitz, see
http://wwwgroups.dcs.stand.ac.uk/∼history/Biographies/Leibnitz.html.
CHAPTER 1. COMPLEX NUMBERS 12
(b)
3+5i
7i+1
.
(c)
_
−1+i
√
3
2
_
3
.
(d) i
n
for any n ∈ Z.
3. Find the absolute value and conjugate of each of the following:
(a) −2 +i.
(b) (2 +i)(4 + 3i).
(c)
3−i
√
2+3i
.
(d) (1 +i)
6
.
4. Write in polar form:
(a) 2i.
(b) 1 +i.
(c) −3 +
√
3i.
(d) −i.
(e) (2 −i)
2
.
(f) 3 −4i.
(g)
√
5 −i.
(h)
_
1−i
√
3
_
4
5. Write in rectangular form:
(a)
√
2 e
i3π/4
.
(b) 34 e
iπ/2
.
(c) −e
i250π
.
(d) 2e
4πi
.
6. Write in both polar and rectangular form:
(a) 2
i
(b) e
ln(5)
i
(c) e
1+iπ/2
(d)
d
dφ
e
φ+iφ
7. Prove the quadratic formula works for complex numbers, regardless of whether the discrimi
nant is negative. That is, prove, the roots of the equation az
2
+bz +c = 0, where a, b, c ∈ C,
are
−b±
√
b
2
−4ac
2a
as long as a = 0.
8. Use the quadratic formula to solve the following equations. Put your answers in standard
form.
CHAPTER 1. COMPLEX NUMBERS 13
(a) z
2
+ 25 = 0.
(b) 2z
2
+ 2z + 5 = 0.
(c) 5z
2
+ 4z + 1 = 0.
(d) z
2
−z = 1.
(e) z
2
= 2z.
9. Fix A ∈ C and B ∈ R. Show that the equation z
2
 + Re(Az) + B = 0 has a solution if and
only if A
2
 ≥ 4B. When solutions exist, show the solution set is a circle.
10. 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.
11. Show that z = 1 if and only if
1
z
= z.
12. Show that
(a) z is a real number if and only if z = z;
(b) z is either real or purely imaginary if and only if (z)
2
= z
2
.
13. Find all solutions of the equation z
2
+ 2z + (1 −i) = 0.
14. Prove Theorem 1.1.
15. Show that if z
1
z
2
= 0 then z
1
= 0 or z
2
= 0.
16. Prove Lemma 1.4.
17. Use Lemma 1.4 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.
18. Prove Lemma 1.5.
19. Sketch the following sets in the complex plane:
(a) {z ∈ C : z −1 +i = 2} .
(b) {z ∈ C : z −1 +i ≤ 2} .
(c) {z ∈ C : Re(z + 2 −2i) = 3} .
(d) {z ∈ C : z −i +z +i = 3} .
(e) {z ∈ C : z = z + 1} .
20. Show the equation 2z = z +i describes a circle.
CHAPTER 1. COMPLEX NUMBERS 14
21. 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.
22. Prove the reverse triangle inequality z
1
−z
2
 ≥ z
1
 −z
2
.
23. Use the previous exercise to show that
¸
¸
¸
1
z
2
−1
¸
¸
¸ ≤
1
3
for every z on the circle z = 2e
iθ
.
24. 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.
25. What are the boundaries of the sets in the previous exercise?
26. The set E is the set of points z in C satisfying either z is real and −2 < z < −1, or z < 1,
or z = 1 or z = 2.
(a) Sketch the set E, being careful to indicate exactly the points that are in E.
(b) Determine the interior points of E.
(c) Determine the boundary points of E.
(d) Determine the isolated points of E.
27. 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.
28. Show that the union of two regions with nonempty intersection is itself a region.
29. Show that if A ⊂ B and B is closed, then ∂A ⊂ B. Similarly, if A ⊂ B and A is open, show
A is contained in the interior of B.
30. 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.
31. 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 ǫ > 0, we can ﬁnd δ > 0 so that
for all z ∈ G satisfying 0 < z −z
0
 < δ we have f(z) −w
0
 < ǫ. 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
15
CHAPTER 2. DIFFERENTIATION 16
that z
0
is in the domain of f and, if z
0
is in the domain of f, the deﬁnition explicitly ignores the
value of f(z
0
). That is why we require 0 < z −z
0
.
Just as in the real case the limit w
0
is unique if it exists. It is often useful to investigate limits
by restricting the way the point z “approaches” z
0
. The following is a easy consequence of the
deﬁnition.
Lemma 2.2. Suppose lim
z→z
0
f(z) exists and has the value w
0
, as above. Suppose G
0
⊆ G, and
suppose z
0
is an accumulation point of G
0
. If f
0
is the restriction of f to G
0
then lim
z→z
0
f
0
(z)
exists and has the value w
0
.
The deﬁnition of limit in the complex domain has to be treated with a little more care than its
real companion; this is illustrated by the following example.
Example 2.3. lim
z→0
¯ z
z
does not exist.
To see this, we try to compute this “limit” as z →0 on the real and on the imaginary axis. In the
ﬁrst case, we can write z = x ∈ R, and hence
lim
z→0
z
z
= lim
x→0
x
x
= lim
x→0
x
x
= 1 .
In the second case, we write z = iy where y ∈ R, and then
lim
z→0
z
z
= lim
y→0
iy
iy
= lim
y→0
−iy
iy
= −1 .
So we get a diﬀerent “limit” depending on the direction from which we approach 0. Lemma 2.2
then implies that lim
z→0
¯ z
z
does not exist.
On the other hand, the following “usual” limit rules are valid for complex functions; the proofs
of these rules are everything but trivial and make for nice exercises.
Lemma 2.4. Let f and g be complex functions and c, z
0
∈ C. If lim
z→z
0
f(z) and lim
z→z
0
g(z)
exist, then:
(a) lim
z→z
0
f(z) +c lim
z→z
0
g(z) = lim
z→z
0
(f(z) +c g(z))
(b) lim
z→z
0
f(z) · lim
z→z
0
g(z) = lim
z→z
0
(f(z) · g(z))
(c) lim
z→z
0
f(z)/ lim
z→z
0
g(z) = lim
z→z
0
(f(z)/g(z)) ;
In the last identity we also require that lim
z→z
0
g(z) = 0.
Because the deﬁnition of the limit is somewhat elaborate, the following fundamental deﬁnition
looks almost trivial.
Deﬁnition 2.5. Suppose f is a complex function. If z
0
is in the domain of the function and either
z
0
is an isolated point of the domain or
lim
z→z
0
f(z) = f(z
0
)
then f is continuous at z
0
. More generally, f is continuous on G ⊆ C if f is continuous at every
z ∈ G.
CHAPTER 2. DIFFERENTIATION 17
Just as in the real case, we can “take the limit inside” a continuous function:
Lemma 2.6. If f is continuous at an accumulation point 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)
_
.
This lemma implies that direct substitution is allowed when f is continuous at the limit point.
In particular, that if f is continuous at w
0
then lim
w→w
0
f(w) = f(w
0
).
2.2 Diﬀerentiability and Holomorphicity
The fact that limits such as lim
z→0
¯ z
z
do not exist points to something special about complex
numbers which has no parallel in the reals—we can express a function in a very compact way in
one variable, yet it shows some peculiar behavior “in the limit.” We will repeatedly notice this kind
of behavior; one reason is that when trying to compute a limit of a function as, say, z →0, we have
to allow z to approach the point 0 in any way. On the real line there are only two directions to
approach 0—from the left or from the right (or some combination of those two). In the complex
plane, we have an additional dimension to play with. This means that the statement “A complex
function has a limit...” is in many senses stronger than the statement “A real function has a limit...”
This diﬀerence becomes apparent most baldly when studying derivatives.
Deﬁnition 2.7. Suppose f : G → C is a complex function and z
0
is an interior point of G. The
derivative of f at z
0
is deﬁned as
f
′
(z
0
) = lim
z→z
0
f(z) −f(z
0
)
z −z
0
,
provided this limit exists. In this case, f is called diﬀerentiable at z
0
. If f is diﬀerentiable for
all points in an open disk centered at z
0
then f is called holomorphic at z
0
. The function f is
holomorphic on the open set G ⊆ C if it is diﬀerentiable (and hence holomorphic) at every point in
G. Functions which are diﬀerentiable (and hence holomorphic) in the whole complex plane C are
called entire.
The diﬀerence quotient limit which deﬁnes f
′
(z
0
) can be rewritten as
f
′
(z
0
) = lim
h→0
f(z
0
+h) −f(z
0
)
h
.
This equivalent deﬁnition is sometimes easier to handle. Note that h is not a real number but can
rather approach zero from anywhere in the complex plane.
The fact that the notions of diﬀerentiability and holomorphicity are actually diﬀerent is seen in
the following examples.
Example 2.8. The function f(z) = z
3
is entire, that is, holomorphic in C: For any z
0
∈ C,
lim
z→z
0
f(z) −f(z
0
)
z −z
0
= lim
z→z
0
z
3
−z
3
0
z −z
0
= lim
z→z
0
(z
2
+zz
0
+z
2
0
)(z −z
0
)
z −z
0
= lim
z→z
0
z
2
+zz
0
+z
2
0
= 3z
2
0
.
CHAPTER 2. DIFFERENTIATION 18
Example 2.9. The function f(z) = z
2
is diﬀerentiable at 0 and nowhere else (in particular, f is
not holomorphic at 0): Let’s write z = z
0
+re
iφ
. Then
z
2
−z
0
2
z −z
0
=
_
z
0
+re
iφ
_
2
−z
0
2
z
0
+re
iφ
−z
0
=
_
z
0
+re
−iφ
_
2
−z
0
2
re
iφ
=
z
0
2
+ 2z
0
re
−iφ
+r
2
e
−2iφ
−z
0
2
re
iφ
=
2z
0
re
−iφ
+r
2
e
−2iφ
re
iφ
= 2z
0
e
−2iφ
+re
−3iφ
.
If z
0
= 0 then the limit of the righthand side as z → z
0
does not exist since r → 0 and we get
diﬀerent answers for horizontal approach (φ = 0) and for vertical approach (φ = π/2). (A more
entertaining way to see this is to use, for example, z(t) = z
0
+
1
t
e
it
, which approaches z
0
as t →∞.)
On the other hand, if z
0
= 0 then the righthand side equals re
−3iφ
= ze
−3iφ
. Hence
lim
z→0
¸
¸
¸
¸
z
2
z
¸
¸
¸
¸
= lim
z→0
¸
¸
¸ze
−3iφ
¸
¸
¸ = lim
z→0
z = 0 ,
which implies that
lim
z→0
z
2
z
= 0 .
Example 2.10. The function f(z) = z is nowhere diﬀerentiable:
lim
z→z
0
z −z
0
z −z
0
= lim
z→z
0
z −z
0
z −z
0
= lim
z→0
z
z
does not exist, as discussed earlier.
The basic properties for derivatives are similar to those we know from real calculus. In fact, one
should convince oneself that the following rules follow mostly from properties of the limit. (The
‘chain rule’ needs a little care to be worked out.)
Lemma 2.11. Suppose f and g are diﬀerentiable at z ∈ C, and that c ∈ C, n ∈ Z, and h is
diﬀerentiable at g(z).
(a)
_
f(z) +c g(z)
_
′
= f
′
(z) +c g
′
(z)
(b)
_
f(z) · g(z)
_
′
= f
′
(z)g(z) +f(z)g
′
(z)
(c)
_
f(z)/g(z)
_
′
=
f
′
(z)g(z) −f(z)g
′
(z)
g(z)
2
(d)
_
z
n
_
′
= nz
n−1
(e)
_
h(g(z))
_
′
= h
′
(g(z))g
′
(z) .
In the third identity we have to be aware of division by zero.
CHAPTER 2. DIFFERENTIATION 19
We end this section with yet another diﬀerentiation rule, that for inverse functions. As in the
real case, this rule is only deﬁned for functions which are bijections. A function f : G → H is
onetoone if for every image w ∈ H there is a unique z ∈ G such that f(z) = w. The function is
onto if every w ∈ H has a preimage z ∈ G (that is, there exists a z ∈ G such that f(z) = w). A
bijection is a function which is both onetoone and onto. If f : G →H is a bijection then g is the
inverse of f if for all z ∈ H, f(g(z)) = z.
Lemma 2.12. Suppose G and H are open sets in C, f : G → H is a bijection, g : H → G is the
inverse function of f, and z
0
∈ H. If f is diﬀerentiable at g(z
0
), f
′
(g(z
0
)) = 0, and g is continuous
at z
0
then g is diﬀerentiable at z
0
with
g
′
(z
0
) =
1
f
′
(g(z
0
))
.
Proof. We have:
g
′
(z
0
) = lim
z→z
0
g(z) −g(z
0
)
z −z
0
= lim
z→z
0
g(z) −g(z
0
)
f(g(z)) −f(g(z
0
))
= lim
z→z
0
1
f(g(z)) −f(g(z
0
))
g(z) −g(z
0
)
.
Because g(z) →g(z
0
) as z →z
0
, we obtain:
g
′
(z
0
) = lim
g(z)→g(z
0
)
1
f(g(z)) −f(g(z
0
))
g(z) −g(z
0
)
.
Finally, as the denominator of this last term is continuous at z
0
, by Lemma 2.6 we have:
g
′
(z
0
) =
1
lim
g(z)→g(z
0
)
f(g(z)) −f(g(z
0
))
g(z) −g(z
0
)
=
1
f
′
(g(z
0
)
.
2.3 Constant Functions
As an example application of the deﬁnition of the derivative of a complex function, we consider
functions which have a derivative of 0. One of the ﬁrst applications of the MeanValue Theorem for
realvalued functions, Theorem 1.18, is to show that if a function has zero derivative everywhere
on an interval then it must be constant.
Lemma 2.13. If f : I →R is a realvalued function with f
′
(x) deﬁned and equal to 0 for all x ∈ I,
then there is a constant c ∈ R such that f(x) = c for all x ∈ I.
Proof. The proof is easy: The MeanValue Theorem says that for any x, y ∈ I,
f(y) −f(x) = f
′
(x +a(y −x))(y −x)
for some 0 < a < 1. If we know that f
′
is always zero then we know that f
′
(x + a(y −x)) = 0, so
the above equation yields f(y) = f(x). Since this is true for any x, y ∈ I, f must be constant.
CHAPTER 2. DIFFERENTIATION 20
There is a complex version of the MeanValue Theorem, but we defer its statement to another
course. Instead, we will use a diﬀerent argument to prove that complex functions with derivative
that are always 0 must be constant.
Lemma 2.13 required two key features of the function f, both of which are somewhat obviously
necessary. The ﬁrst is that f be diﬀerentiable everywhere in its domain. In fact, if f is not
diﬀerentiable everywhere, we can construct functions which have zero derivative ‘almost’ everywhere
but which have inﬁnitely many values in their range.
The second key feature is that the interval I is connected. It is certainly important for the
domain to be connected in both the real and complex cases. For instance, if we deﬁne
f(z) =
_
1 if Re z > 0,
−1 if Re z < 0,
then f
′
(z) = 0 for all z in the domain of f but f is not constant. This may seem like a silly example,
but it illustrates a pitfall to proving a function is constant that we must be careful of.
Recall that a region of C is an open connected subset.
Theorem 2.14. 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. We will show that f is constant along horizontal segments and along vertical segments in G.
Then, if x and y are two points in G which can be connected by horizontal and vertical segments,
we have that f(x) = f(y). But any two points of a region may be connected by ﬁnitely many such
segments by Theorem 1.16, so f has the same value at any two points of G, proving the theorem.
To see that f is constant along horizontal segments, suppose that H is a horizontal line segment
in G. Since H is a horizontal segment, there is some value y
0
∈ R so that the imaginary part of
any z ∈ H is Im(z) = y
0
. Consider the real part u(z) of the function f. Since Im(z) is constant on
H, we can consider u(z) to be just a function of x, the real part of z = x + iy
0
. By assumption,
f
′
(z) = 0, so for z ∈ H we have u
x
(z) = Re(f
′
(z)) = 0. Thus, by Lemma 2.13, u(z) is constant on
H. We can argue the same way to see that the imaginary part v(z) of f(z) is constant on H, since
v
x
(z) = Im(f
′
(z)) = 0. Since both the real and imaginary parts of f are constant on H, f itself is
constant on H.
This same argument works for vertical segments, interchanging the roles of the real and imagi
nary parts, so we’re done.
There are a number of surprising applications of this basic theorem; see Exercises 14 and 15 for
a start.
2.4 The Cauchy–Riemann Equations
When considering realvalued functions f(x, y) : R
2
→ R of two variables, there is no notion of
‘the’ derivative of a function. For such functions, we instead only have partial derivatives f
x
(x, y)
and f
y
(x, y) (and also directional derivatives) which depend on the way in which we approach a
point (x, y) ∈ R
2
. For a complexvalued function f(z) = f(x, y) : C → R, we now have a new
concept of derivative, f
′
(z), which by deﬁnition cannot depend on the way in which we approach
CHAPTER 2. DIFFERENTIATION 21
a point (x, y) ∈ C. It is logical, then, that there should be a relationship between the complex
derivative f
′
(z) and the partial derivatives
∂f
∂x
(z) and
∂f
∂y
(z) (deﬁned exactly as in the realvalued
case). The relationship between the complex derivative and partial derivatives is very strong and
is a powerful computational tool. It is described by the Cauchy–Riemann Equations, named after
Augustin Louis Cauchy (1789–1857)
1
and Georg Friedrich Bernhard Riemann (1826–1866)
2
, (even
though the equations ﬁrst appeared in the work of Jean le Rond d’Alembert and Euler):
Theorem 2.15. (a) Suppose f is diﬀerentiable at z
0
= x
0
+iy
0
. Then the partial derivatives of f
satisfy
∂f
∂x
(z
0
) = −i
∂f
∂y
(z
0
) . (2.1)
(b) Suppose f is a complex function such that the partial derivatives f
x
and f
y
exist in an open
disk centered at z
0
and are continuous at z
0
. If these partial derivatives satisfy (2.1) then f is
diﬀerentiable at z
0
.
In both cases (a) and (b), f
′
is given by
f
′
(z
0
) =
∂f
∂x
(z
0
) .
Remarks. 1. It is traditional, and often convenient, to write the function f in terms of its real and
imaginary parts. That is, we write f(z) = f(x, y) = u(x, y) +iv(x, y) where u is the real part of f
and v is the imaginary part. Then f
x
= u
x
+ iv
x
and −if
y
= −i(u
y
+ iv
y
) = v
y
− iu
y
. Using this
terminology we can rewrite the equation (2.1) equivalently as the following pair of equations:
u
x
(x
0
, y
0
) = v
y
(x
0
, y
0
)
u
y
(x
0
, y
0
) = −v
x
(x
0
, y
0
) .
(2.2)
2. As stated, (a) and (b) are not quite converse statements. However, we will later show that if f
is holomorphic at z
0
= x
0
+ iy
0
then u and v have continuous partials (of any order) at z
0
. That
is, later we will prove that f = u +iv is holomorphic in an open set G if and only if u and v have
continuous partials that satisfy (2.2) in G.
3. If u and v satisfy (2.2) and their second partials are also continuous then we obtain
u
xx
(x
0
, y
0
) = v
yx
(x
0
, y
0
) = v
xy
(x
0
, y
0
) = −u
yy
(x
0
, y
0
) ,
that is,
u
xx
(x
0
, y
0
) +u
yy
(x
0
, y
0
) = 0
and an analogous identity for v. Functions with continuous second partials satisfying this partial
diﬀerential equation on a region G ⊂ C (though not necessarily (2.2)) are called harmonic on G;
we will study such functions in Chapter 6. Again, as we will see later, if f is holomorphic in an
open set G then the partials of any order of u and v exist; hence we will show that the real and
imaginary part of a function which is holomorphic on an open set are harmonic on that set.
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 22
Proof of Theorem 2.15. (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
) ,
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
CHAPTER 2. DIFFERENTIATION 23
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 1.18, 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
).
Exercises
1. Use the deﬁnition of limit to show that lim
z→z
0
(az +b) = az
0
+b.
2. Evaluate the following limits or explain why they don’t exist.
(a) lim
z→i
iz
3
−1
z+i
.
(b) lim
z→1−i
x +i(2x +y).
3. Prove Lemma 2.4.
4. Prove Lemma 2.4 by using the formula for f
′
given in Theorem 2.15.
5. Apply the deﬁnition of the derivative to give a direct proof that f
′
(z) = −
1
z
2
when f(z) =
1
z
.
6. Show that if f is diﬀerentiable at z then f is continuous at z.
7. Prove Lemma 2.6.
8. Prove Lemma 2.11.
9. Find the derivative of the function T(z) :=
az+b
cz+d
, where a, b, c, d ∈ C and ad −bc = 0. When
is T
′
(z) = 0?
10. 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?
11. 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.
CHAPTER 2. DIFFERENTIATION 24
12. Where are the following functions diﬀerentiable? Where are they holomorphic? Determine
their derivatives at points where they are diﬀerentiable.
(a) f(z) = e
−x
e
−iy
.
(b) f(z) = 2x +ixy
2
.
(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
.
13. Consider the function
f(z) =
_
_
_
xy(x +iy)
x
2
+y
2
if z = 0,
0 if z = 0.
(As always, z = x + iy.) Show that f satisﬁes the Cauchy–Riemann equations at the origin
z = 0, yet f is not diﬀerentiable at the origin. Why doesn’t this contradict Theorem 2.15
(b)?
14. Prove: If f is holomorphic in the region G ⊆ C and always real valued, then f is constant in
G. (Hint: Use the Cauchy–Riemann equations to show that f
′
= 0.)
15. Prove: If f(z) and f(z) are both holomorphic in the region G ⊆ C then f(z) is constant in
G.
16. Suppose that f = u +iv is holomorphic. Find v given u:
(a) u = x
2
+y
2
(b) u = cosh y sin x
(c) u = 2x
2
+x + 1 −2y
2
(d) u =
x
x
2
+y
2
17. Suppose f(z) is entire, with real and imaginary parts u(z) and v(z) satisfying u(z)v(z) = 3
for all z. Show that f is constant.
18. Is
x
x
2
+y
2
harmonic on C? What about
x
2
x
2
+y
2
?
CHAPTER 2. DIFFERENTIATION 25
19. The general real homogeneous quadratic function of (x, y) is
u(x, y) = ax
2
+bxy +cy
2
,
where a, b and c are real constants.
(a) Show that u is harmonic if and only if a = −c.
(b) If u is harmonic then show that it is the real part of a function of the form f(z) = Az
2
,
where A is a complex constant. Give a formula for A in terms of the constants a, b
and c.
Chapter 3
Examples of Functions
Obvious is the most dangerous word in mathematics.
E. T. Bell
3.1 M¨obius Transformations
The ﬁrst class of functions that we will discuss in some detail are built from linear polynomials.
Deﬁnition 3.1. A linear fractional transformation is a function of the form
f(z) =
az +b
cz +d
,
where a, b, c, d ∈ C. If ad −bc = 0 then f is called a M¨ obius
1
transformation.
Exercise 10 of the previous chapter states that any polynomial (in z) is an entire function.
From this fact we can conclude that a linear fractional transformation f(z) =
az+b
cz+d
is holomorphic
in C \
_
−
d
c
_
(unless c = 0, in which case f is entire).
One property of M¨obius transformations, which is quite special for complex functions, is the
following.
Lemma 3.2. M¨ obius transformations are bijections. In fact, if f(z) =
az+b
cz+d
then the inverse
function of f is given by
f
−1
(z) =
dz −b
−cz +a
.
Remark. Notice that the inverse of a M¨obius transformation is another M¨obius transformation.
Proof. Note that f : C\ {−
d
c
} →C \ {
a
c
}. Suppose f(z
1
) = f(z
2
), that is,
az
1
+b
cz
1
+d
=
az
2
+b
cz
2
+d
.
As the denominators are nonzero, this is equivalent to
(az
1
+b)(cz
2
+d) = (az
2
+b)(cz
1
+d) ,
1
Named after August Ferdinand M¨obius (1790–1868). For more information about M¨obius, see
http://wwwgroups.dcs.stand.ac.uk/∼history/Biographies/Mobius.html.
26
CHAPTER 3. EXAMPLES OF FUNCTIONS 27
which can be rearranged to
(ad −bc)(z
1
−z
2
) = 0 .
Since ad − bc = 0 this implies that z
1
= z
2
, which means that f is onetoone. The formula for
f
−1
: C\ {
a
c
} →C\ {−
d
c
} can be checked easily. Just like f, f
−1
is onetoone, which implies that
f is onto.
Aside from being prime examples of onetoone functions, M¨ obius transformations possess fas
cinating geometric properties. En route to an example of such, we introduce some terminology.
Special cases of M¨obius transformations are translations f(z) = z +b, dilations f(z) = az, and in
versions f(z) =
1
z
. The next result says that if we understand those three special transformations,
we understand them all.
Proposition 3.3. Suppose f(z) =
az+b
cz+d
is a linear fractional transformation. If c = 0 then
f(z) =
a
d
z +
b
d
,
if c = 0 then
f(z) =
bc −ad
c
2
1
z +
d
c
+
a
c
.
In particular, every linear fractional transformation is a composition of translations, dilations, and
inversions.
Proof. Simplify.
With the last result at hand, we can tackle the promised theorem about the following geometric
property of M¨obius transformations.
Theorem 3.4. M¨ obius transformations map circles and lines into circles and lines.
Proof. Translations and dilations certainly map circles and lines into circles and lines, so by the
last proposition, we only have to prove the theorem for the inversion f(z) =
1
z
.
Before going on we ﬁnd a standard form for the equation of a straight line. Starting with
ax + by = c (where z = x + iy), let α = a + bi. Then αz = ax + by + i(ay − bx) so αz + αz =
αz +αz = 2 Re(αz) = 2ax + 2by. Hence our standard equation for a line becomes
αz +αz = 2c, or Re(αz) = c. (3.1)
Circle case: Given a circle centered at z
0
with radius r, we can modify its deﬁning equation
z −z
0
 = r as follows:
z −z
0

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

2
−r
2
= 0 .
CHAPTER 3. EXAMPLES OF FUNCTIONS 28
Now we want to transform this into an equation in terms of w, where w =
1
z
. If we solve w =
1
z
for
z we get z =
1
w
, so we make this substitution in our equation:
¸
¸
¸
¸
1
w
¸
¸
¸
¸
2
−z
0
1
w
−z
0
1
w
+z
0

2
−r
2
= 0
1 −z
0
w −z
0
w +w
2
_
z
0

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

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

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

2
−r
2
w −
z
0
z
0

2
−r
2
w +
1
z
0

2
−r
2
= 0 .
We deﬁne
w
0
=
z
0
z
0

2
−r
2
, s
2
= w
0

2
−
1
z
0

2
−r
2
=
z
0

2
(z
0

2
−r
2
)
2
−
z
0

2
−r
2
(z
0

2
−r
2
)
2
=
r
2
(z
0

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

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

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

2
4c
2
= 0
¸
¸
¸
¸
w −
z
0
2c
¸
¸
¸
¸
2
=
z
0

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

2c
.
There is one fact about M¨obius transformations that is very helpful to understanding their
geometry. In fact, it is much more generally useful:
CHAPTER 3. EXAMPLES OF FUNCTIONS 29
Lemma 3.5. Suppose f is holomorphic at a with f
′
(a) = 0 and suppose γ
1
and γ
2
are two smooth
curves which pass through a, making an angle of θ with each other. Then f transforms γ
1
and γ
2
into smooth curves which meet at f(a), and the transformed curves make an angle of θ with each
other.
In brief, an holomorphic function with nonzero derivative preserves angles. Functions which
preserve angles in this way are also called conformal.
Proof. For k = 1, 2 we write γ
k
parametrically, as z
k
(t) = x
k
(t) + iy
k
(t), so that z
k
(0) = a. The
complex number z
′
k
(0), considered as a vector, is the tangent vector to γ
k
at the point a. Then f
transforms the curve γ
k
to the curve f(γ
k
), parameterized as f(z
k
(t)). If we diﬀerentiate f(z
k
(t))
at t = 0 and use the chain rule we see that the tangent vector to the transformed curve at the
point f(a) is f
′
(a)z
′
k
(0). Since f
′
(a) = 0 the transformation from z
′
1
(0) and z
′
2
(0) to f
′
(a)z
′
1
(0) and
f
′
(a)z
′
2
(0) is a dilation. A dilation is the composition of a scale change and a rotation and both of
these preserve the angles between vectors.
3.2 Inﬁnity and the Cross Ratio
Inﬁnity is not a number—this is true whether we use the complex numbers or stay in the reals.
However, for many purposes we can work with inﬁnity in the complexes much more naturally and
simply than in the reals.
In the complex sense there is only one inﬁnity, written ∞. In the real sense there is also a
“negative inﬁnity”, but −∞= ∞ in the complex sense. In order to deal correctly with inﬁnity we
have to realize that we are always talking about a limit, and complex numbers have inﬁnite limits
if they can become larger in magnitude than any preassigned limit. For completeness we repeat
the usual deﬁnitions:
Deﬁnition 3.6. Suppose G is a set of complex numbers and f is a function from G to C.
(a) lim
z→z
0
f(z) = ∞ means that for every M > 0 we can ﬁnd δ > 0 so that, for all z ∈ G satisfying
0 < z −z
0
 < δ, we have f(z) > M.
(b) lim
z→∞
f(z) = L means that for every ǫ > 0 we can ﬁnd N > 0 so that, for all z ∈ G satisfying
z > N, we have f(z) −L < ǫ.
(c) lim
z→∞
f(z) = ∞ means that for every M > 0 we can ﬁnd N > 0 so that, for all z ∈ G satisfying
z > N we have f(z) > M.
In the ﬁrst deﬁnition we require that z
0
is an accumulation point of G while in the second and third
we require that ∞ is an “extended accumulation point” of G, in the sense that for every B > 0
there is some z ∈ G with z > B.
The usual rules for working with inﬁnite limits are still valid in the complex numbers. In fact, it
is a good idea to make inﬁnity an honorary complex number so that we can more easily manipulate
inﬁnite limits. We then deﬁne algebraic rules for dealing with our new point, ∞, based on the usual
laws of limits. For example, if lim
z→z
0
f(z) = ∞ and lim
z→z
0
g(z) = a is ﬁnite then the usual “limit of
CHAPTER 3. EXAMPLES OF FUNCTIONS 30
sum = sum of limits” rule gives lim
z→z
0
(f(z) +g(z)) = ∞. This leads us to want the rule ∞+a = ∞.
We do this by deﬁning a new set,
ˆ
C:
Deﬁnition 3.7. The extended complex plane is the set
ˆ
C := C∪ {∞}, together with the following
algebraic properties: For any a ∈ C,
(1) ∞+a = a +∞= ∞
(2) if a = 0 then ∞· a = a · ∞= ∞· ∞= ∞
(3) if a = 0 then
a
∞
= 0 and
a
0
= ∞
The extended complex plane is also called the Riemann sphere (or, in a more advanced course, the
complex projective line, denoted CP
1
).
If a calculation involving inﬁnity is not covered by the rules above then we must investigate the
limit more carefully. For example, it may seem strange that ∞+ ∞ is not deﬁned, but if we take
the limit of z +(−z) = 0 as z →∞we will get 0, but the individual limits of z and −z are both ∞.
Now we reconsider M¨obius transformations with inﬁnity in mind. For example, f(z) =
1
z
is
now deﬁned for z = 0 and z = ∞, with f(0) = ∞ and f(∞) = 0, so the proper domain for
f(z) is actually
ˆ
C. Let’s consider the other basic types of M¨obius transformations. A translation
f(z) = z + b is now deﬁned for z = ∞, with f(∞) = ∞+ b = ∞, and a dilation f(z) = az (with
a = 0) is also deﬁned for z = ∞, with f(∞) = a · ∞ = ∞. Since every M¨obius transformation
can be expressed as a composition of translations, dilations and the inversion f(z) =
1
z
we see that
every M¨obius transformation may be interpreted as a transformation of
ˆ
C onto
ˆ
C. The general
case is summarized below:
Lemma 3.8. Let f be the M¨ obius transformation
f(z) =
az +b
cz +d
.
Then f is deﬁned for all z ∈
ˆ
C. If c = 0 then f(∞) = ∞, and, otherwise,
f(∞) =
a
c
and f
_
−
d
c
_
= ∞.
With this interpretation in mind we can add some insight to Theorem 3.4. Recall that f(z) =
1
z
transforms circles that pass through the origin to straight lines, but the point z = 0 must be excluded
from the circle. However, now we can put it back, so f transforms circles that pass through the
origin to straight lines plus ∞. If we remember that ∞ corresponds to being arbitrarily far away
from the origin we can visualize a line plus inﬁnity as a circle passing through ∞. If we make
this a deﬁnition then Theorem 3.4 can be expressed very simply: any M¨obius transformation of
ˆ
C
transforms circles to circles. For example, the transformation
f(z) =
z +i
z −i
transforms −i to 0, i to ∞, and 1 to i. The three points −i, i and 1 determine a circle—the unit
circle z = 1—and the three image points 0, ∞ and i also determine a circle—the imaginary axis
CHAPTER 3. EXAMPLES OF FUNCTIONS 31
plus the point at inﬁnity. Hence f transforms the unit circle onto the imaginary axis plus the point
at inﬁnity.
This example relied on the idea that three distinct points in
ˆ
C determine uniquely a circle
passing through them. If the three points are on a straight line or if one of the points is ∞ then
the circle is a straight line plus ∞. Conversely, if we know where three distinct points in
ˆ
C are
transformed by a M¨obius transformation then we should be able to ﬁgure out everything about the
transformation. There is a computational device that makes this easier to see.
Deﬁnition 3.9. If z, z
1
, z
2
, and z
3
are any four points in
ˆ
C with z
1
, z
2
, and z
3
distinct, then their
crossratio is deﬁned by
[z, z
1
, z
2
, z
3
] =
(z −z
1
)(z
2
−z
3
)
(z −z
3
)(z
2
−z
1
)
.
Here if z = z
3
, the result is inﬁnity, and if one of z, z
1
, z
2
, or z
3
is inﬁnity, then the two terms on
the right containing it are canceled.
Lemma 3.10. If f is deﬁned by f(z) = [z, z
1
, z
2
, z
3
] then f is a M¨ obius transformation which
satisﬁes
f(z
1
) = 0, f(z
2
) = 1, f(z
3
) = ∞.
Moreover, if g is any M¨ obius transformation which transforms z
1
, z
2
and z
3
as above then g(z) =
f(z) for all z.
Proof. Everything should be clear except the ﬁnal uniqueness statement. By Lemma 3.2 the inverse
f
−1
is a M¨obius transformation and, by Exercise 7 in this chapter, the composition h = g ◦ f
−1
is a M¨obius transformation. Notice that h(0) = g(f
−1
(0)) = g(z
1
) = 0. Similarly, h(1) = 1 and
h(∞) = ∞. If we write h(z) =
az+b
cz+d
then
0 = h(0) =
b
d
=⇒ b = 0
∞= h(∞) =
a
c
=⇒ c = 0
1 = h(1) =
a +b
c +d
=
a + 0
0 +d
=
a
d
=⇒ a = d ,
so h(z) =
az+b
cz+d
=
az+0
0+d
=
a
d
z = z. But since h(z) = z for all z we have h(f(z)) = f(z) and so
g(z) = g ◦ (f
−1
◦ f)(z) = (g ◦ f
−1
) ◦ f(z) = h(f(z)) = f(z).
So if we want to map three given points of
ˆ
C to 0, 1 and ∞ by a M¨obius transformation then
the crossratio gives us the only way to do it. What if we have three points z
1
, z
2
and z
3
and we
want to map them to three other points, w
1
, w
2
and w
3
?
Theorem 3.11. Suppose z
1
, z
2
and z
3
are distinct points in
ˆ
C and w
1
, w
2
and w
3
are distinct
points in
ˆ
C. Then there is a unique M¨ obius transformation h satisfying h(z
1
) = w
1
, h(z
2
) = w
2
and h(z
3
) = w
3
.
Proof. Let h = g
−1
◦ f where f(z) = [z, z
1
, z
2
, z
3
] and g(w) = [w, w
1
, w
2
, w
3
]. Uniqueness follows
as in the proof of Lemma 3.10.
This theorem gives an explicit way to determine h from the points z
j
and w
j
but, in practice, it
is often easier to determine h directly from the conditions f(z
k
) = w
k
(by solving for a, b, c and d).
CHAPTER 3. EXAMPLES OF FUNCTIONS 32
3.3 Stereographic Projection
The addition of ∞to the complex plane C gives the plane a very useful structure. This structure is
revealed by a famous function called stereographic projection. Stereographic projection also gives
us a way of visualizing the extended complex plane – that is, the point at inﬁnity – in R
3
, as the
unit sphere. It also provides a way of ‘seeing’ that a line in the extended complex plane is really a
circle, and of visualizing M¨obius functions.
To begin, think of C as the xyplane in R
3
= {(x, y, z)}, C = {(x, y, 0) ∈ R
3
}. To describe
stereographic projection, we will be less concerned with actual complex numbers x +iy and more
with their coordinates. Consider the unit sphere S
2
:= {(x, y, z) ∈ R
3
x
2
+ y
2
+ z
2
= 1}. Then
the sphere and the complex plane intersect in the set {(x, y, 0)x
2
+ y
2
= 1}, corresponding to the
equator on the sphere and the unit circle on the complex plane. Let N denote the North Pole
(0, 0, 1) of S
2
, and let S denote the South Pole (0, 0, −1).
Deﬁnition 3.12. The stereographic projection of S
2
to
ˆ
C from N is the map φ S
2
→
ˆ
C deﬁned as
follows. For any point P ∈ S
2
−{N}, as the zcoordinate of P is strictly less than 1, the line
←→
NP
intersects C in exactly one point, Q. Deﬁne φ(P) := Q. We also declare that φ(N) = ∞∈ C.
Proposition 3.13. The map φ is the bijection
φ(x, y, z) =
_
x
1 −z
,
y
1 −z
, 0
_
,
with inverse map
φ
−1
(p, q, 0) =
_
2p
p
2
+q
2
+ 1
,
2q
p
2
+q
2
+ 1
,
p
2
+q
2
−1
p
2
+q
2
+ 1
_
,
where we declare φ(0, 0, 1) = ∞ and φ
−1
(∞) = (0, 0, 1).
Proof. That φ is a bijection follows from the existence of the inverse function, and is left as an
exercise. For P = (x, y, z) ∈ S
2
− {N}, the straight line
←→
NP through N and P is given by, for
t ∈ ∞,
r(t) = N +t(P −N) = (0, 0, 1) +t[(x, y, z) −(0, 0, 1)] = (tx, ty, 1 +t(z −1)).
When r(t) hits C, the third coordinate is 0, so it must be that t =
1
1−z
. Plugging this value of t
into the formula for r yields φ as stated.
To see the formula for the inverse map φ
−1
, we begin with a point Q = (p, q, 0) ∈ C, and solve for
a point P = (x, y, z) ∈ S
2
so that φ(P) = Q. The point P satisﬁes the equation x
2
+y
2
+z
2
= 0.
The equation φ(P) = Q tells us that
x
1−z
= p and
y
1−z
= q. Thus, we solve 3 equations for 3
unknowns. The latter two equations yield
p
2
+q
2
=
x
2
+y
2
(1 −z)
2
=
1 −z
2
(1 −z)
2
=
1 +z
1 −z
.
Solving p
2
+q
2
=
1+z
1−z
for z, and then plugging this into the identities x = p(1−z) and y = q(1−z)
proves the desired formula. It is easy to check that φ ◦ φ
−1
and φ
−1
◦ φ are now both the identity;
we leave these as exercises. This proves the proposition.
CHAPTER 3. EXAMPLES OF FUNCTIONS 33
We use the formulas above to prove the following.
Theorem 3.14. The stereographic projection φ takes the set of circles in S
2
bijectively to the set
of circles in
ˆ
C, where for a circle γ ⊂ S
2
we have that ∞∈ φ(γ) – that is, φ(γ) is a line in C – if
and only if N ∈ γ.
Proof. A circle in S
2
is the intersection of S
2
with some plane P. If we have a normal vector
(x
0
, y
0
, z
0
) to P, then there is a unique real number k so that the plane P is given by
P = {(x, y, z) ∈ R
3
(x, y, z) · (x
0
, y
0
, z
0
) = k} = {(x, y, z) ∈ R
3
xx
0
+yy
0
+zz
0
= k}.
Without loss of generality, we can assume that (x
0
, y
0
, z
0
) ∈ S
2
by possibly changing k. We may
also assume without loss of generality that 0 ≤ k ≤ 1, since if k < 0 we can replace (x
0
, y
0
, z
0
) with
−(x
0
, y
0
, z
0
), and if k > 1 then P ∩ S
2
= ∅.
Consider the circle of intersection P ∩ S
2
. A point (p, q, 0) in the complex plane lies on the
image of this circle under φ if and only if φ
−1
(p, q, 0) satisﬁes the deﬁning equation for P. Using
the equations from Proposition 3.13 for φ
−1
(p, q, 0), we see that
(z
0
−k)p
2
+ (2x
0
)p + (z
0
−k)q
2
+ (2y
0
)q = z
0
+k.
If z
0
−k = 0, this is a straight line in the pqplane. Moreover, every line in the pqplane can be
obtained in this way. Notice that z
0
= k if and only if N ∈ P, which is if and only if the image
under φ is a straight line.
If z
0
−k = 0, then completing the square yields
_
p +
x
0
z
0
−k
_
2
+
_
q +
y
0
z
0
−k
_
2
=
1 −k
2
(z
0
−k)
2
.
Depending on whether the right hand side of this equation is positive, 0, or negative, this is the
equation of a circle, point, or the empty set in the pqplane, respectively. These three cases happen
when k < 1, k = 1, and k > 1, respectively. Only the ﬁrst case corresponds to a circle in S
2
. It is
an exercise to verify that every circle in the pqplane arises in this manner.
We can now think of the extended complex plane as a sphere in R
3
, called the Riemann sphere.
It is particularly nice to think about the basic M¨obius transformations via their eﬀect on the
Riemann sphere. We will describe inversion. It is worth thinking about, though beyond the scope
of these notes, how other basic M¨obius functions behave. For instance, a rotation f(z) = e
iθ
z,
composed with φ
−1
, can be seen to be a rotation of S
2
. We encourage the reader to verify this
to themselves, and consider the harder problems of visualizing a real dilation f(z) = rz or a
translation, f(z) = z +b. We give the hint that a real dilation is in some sense ‘dual’ to a rotation,
in that each moves points ‘along’ perpendicular sets of circles. Translations can also be visualized
via how they move points ‘along’ sets of circles.
We now use stereographic projection to take another look at f(z) = 1/z. We want to know
what this function does to the sphere S
2
. We will take an (x, y, z) on S
2
, project it to the plane by
stereographic projection φ, apply f to the point that results, and then pull this point back to S
2
by φ
−1
.
We know φ(x, y, z) = (x/(1 −z), y/(1 −z)) which we now regard as the complex number
x
1 −z
+i
y
1 −z
.
CHAPTER 3. EXAMPLES OF FUNCTIONS 34
We use
1
p +qi
=
p −qi
p
2
+q
2
.
We know from a previous calculation that p
2
+q
2
= (1 +z)/(1 −z). This gives
f
_
x
1 −z
+i
y
1 −z
_
=
_
x
1 −z
−i
y
1 −z
__
1 −z
1 +z
_
=
x
1 +z
+i
−y
1 +z
.
Rather than plug this result into the formulas for φ
−1
, we can just ask what triple of numbers will
go to this particular pair using the formulas φ(x, y, z) = (x/(1−z), y/(1−z)). The answer is clearly
(x, −y, −z).
Thus we have shown that the eﬀect of f(z) = 1/z on S
2
is to take (x, y, z) to (x, −y, −z). This
is a rotation around the xaxis by 180 degrees.
We now have a second argument that f(z) = 1/z takes circles and lines to circles and lines. A
circle or line in C is taken to a circle on S
2
by φ
−1
. Then 1/z rotates the sphere which certainly
takes circles to circles. Now φ takes circles back to circles and lines. We can also say that the circles
that go to lines under f(z) = 1/z are the circles though 0. This is because 0 goes to (0, 0, −1)
under φ
−1
so a circle through 0 in C goes to a circle through the south pole in S
2
. Now 180 rotation
about the xaxis takes the south pole to the north pole, and our circle is now passing through N.
But we know that φ will take this circle to a line in C.
We end by mentioning that there is in fact a way of putting the complex metric on S
2
. It is
certainly not the (ﬁnite) distance function induced by R
3
. Indeed, the origin in the complex plane
corresponds to the South Pole S of S
2
. We have to be able to get arbitrarily far away from the
origin in C, so the complex distance function has to increase greatly with the z coordinate. The
closer points are to the North Pole N (corresponding to ∞ in
ˆ
C), the larger their distance to the
origin, and to each other! In this light, a ‘line’ in the Riemann sphere S
2
corresponds to a circle
in S
2
through N. In the regular sphere, the circle has ﬁnite length, but as a line on the Riemann
sphere with the complex metric, it has inﬁnite length.
3.4 Exponential and Trigonometric Functions
To deﬁne the complex exponential function, we once more borrow concepts from calculus, namely
the real exponential function
2
and the real sine and cosine, and—in addition—ﬁnally make sense
of the notation e
it
= cos t +i sin t.
Deﬁnition 3.15. The (complex) exponential function is deﬁned for z = x +iy as
exp(z) = e
x
(cos y +i sin y) = e
x
e
iy
.
This deﬁnition seems a bit arbitrary, to say the least. Its ﬁrst justiﬁcation is that all exponential
rules which we are used to from real numbers carry over to the complex case. They mainly follow
from Lemma 1.4 and are collected in the following.
2
It is a nontrivial question how to deﬁne the real exponential function. Our preferred way to do this is through a
power series: e
x
=
k≥0
x
k
/k!. In light of this deﬁnition, the reader might think we should have simply deﬁned the
complex exponential function through a complex power series. In fact, this is possible (and an elegant deﬁnition);
however, one of the promises of these lecture notes is to introduce complex power series as late as possible. We agree
with those readers who think that we are “cheating” at this point, as we borrow the concept of a (real) power series
to deﬁne the real exponential function.
CHAPTER 3. EXAMPLES OF FUNCTIONS 35
Lemma 3.16. For all z, z
1
, z
2
∈ C,
(a) exp (z
1
) exp (z
2
) = exp (z
1
+z
2
)
(b)
1
exp(z)
= exp (−z)
(c) exp (z + 2πi) = exp (z)
(d) exp (z) = exp (Re z)
(e) exp(z) = 0
(f)
d
dz
exp (z) = exp (z) .
Remarks. 1. The third identity is a very special one and has no counterpart for the real exponential
function. It says that the complex exponential function is periodic with period 2πi. This has many
interesting consequences; one that may not seem too pleasant at ﬁrst sight is the fact that the
complex exponential function is not onetoone.
2. The last identity is not only remarkable, but we invite the reader to meditate on its proof. When
proving this identity through the Cauchy–Riemann equations for the exponential function, one can
get another strong reason why Deﬁnition 3.15 is reasonable. Finally, note that the last identity
also says that exp is entire.
We should make sure that the complex exponential function specializes to the real exponential
function for real arguments: if z = x ∈ R then
exp(x) = e
x
(cos 0 +i sin 0) = e
x
.
//
exp
−
5π
6
−
π
3
0
π
3
5π
6
−1 0 1 2
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
q
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
M
Figure 3.1: Image properties of the exponential function.
The trigonometric functions—sine, cosine, tangent, cotangent, etc.—have their complex ana
logues, however, they don’t play the same prominent role as in the real case. In fact, we can deﬁne
them as merely being special combinations of the exponential function.
CHAPTER 3. EXAMPLES OF FUNCTIONS 36
Deﬁnition 3.17. The (complex) sine and cosine are deﬁned as
sin z =
1
2i
(exp(iz) −exp(−iz)) and cos z =
1
2
(exp(iz) + exp(−iz)) ,
respectively. The tangent and cotangent are deﬁned as
tan z =
sinz
cos z
= −i
exp(2iz) −1
exp(2iz) + 1
and cot z =
cos z
sin z
= i
exp(2iz) + 1
exp(2iz) −1
,
respectively.
Note that to write tangent and cotangent in terms of the exponential function, we used the fact
that exp(z) exp(−z) = exp(0) = 1. Because exp is entire, so are sin and cos.
As with the exponential function, we should ﬁrst make sure that we’re not redeﬁning the real
sine and cosine: if z = x ∈ R then
sin z =
1
2i
(exp(ix) −exp(−ix)) =
1
2i
(cos x +i sin x −(cos(−x) +i sin(−x))) = sin x.
A similar calculation holds for the cosine. Not too surprisingly, the following properties follow
mostly from Lemma 3.16.
Lemma 3.18. For all z, z
1
, z
2
∈ C,
sin(−z) = −sinz cos(−z) = cos z
sin(z + 2π) = sin z cos(z + 2π) = cos z
tan(z +π) = tan z cot(z +π) = cot z
sin(z +π/2) = cos z cos(z +π/2) = −sin z
sin(z
1
+z
2
) = sin z
1
cos z
2
+ cos z
1
sin z
2
cos (z
1
+z
2
) = cos z
1
cos z
2
−sin z
1
sin z
2
cos
2
z + sin
2
z = 1 cos
2
z −sin
2
z = cos(2z)
sin
′
z = cos z cos
′
z = −sin z .
Finally, one word of caution: unlike in the real case, the complex sine and cosine are not
bounded—consider, for example, sin(iy) as y →±∞.
We end this section with a remark on hyperbolic trig functions. The hyperbolic sine, cosine,
tangent, and cotangent are deﬁned as in the real case:
Deﬁnition 3.19.
sinhz =
1
2
(exp(z) −exp(−z)) cosh z =
1
2
(exp(z) + exp(−z))
tanh z =
sinhz
cosh z
=
exp(2z) −1
exp(2z) + 1
coth z =
cosh z
sinhz
=
exp(2z) + 1
exp(2z) −1
.
As such, they are also special combinations of the exponential function. They still satisfy the
identities you already know, including
d
d
sinhz = cosh z
d
dz
cosh z = sinhz.
Moreover, they are now related to the trigonometric functions via the following useful identities:
sinh(iz) = i sin z and cosh(iz) = cos z .
CHAPTER 3. EXAMPLES OF FUNCTIONS 37
3.5 The Logarithm and Complex Exponentials
The complex logarithm is the ﬁrst function we’ll encounter that is of a somewhat tricky nature. It
is motivated as being the inverse function to the exponential function, that is, we’re looking for a
function Log such that
exp(Log z) = z = Log(exp z) .
As we will see shortly, this is too much to hope for. Let’s write, as usual, z = r e
iφ
, and suppose
that Log z = u(z) +iv(z). Then for the ﬁrst equation to hold, we need
exp(Log z) = e
u
e
iv
= r e
iφ
= z ,
that is, e
u
= r = z ⇐⇒ u = ln z (where ln denotes the real natural logarithm; in particular we
need to demand that z = 0), and e
iv
= e
iφ
⇐⇒v = φ+2πk for some k ∈ Z. A reasonable deﬁnition
of a logarithm function Log would hence be to set Log z = ln z + i Arg z where Arg z gives the
argument for the complex number z according to some convention—for example, we could agree
that the argument is always in (−π, π], or in [0, 2π), etc. The problem is that we need to stick to
this convention. On the other hand, as we saw, we could just use a diﬀerent argument convention
and get another reasonable ‘logarithm.’ Even worse, by deﬁning the multivalued map
arg z = {φ : φ is a possible argument of z}
and deﬁning the multivalued logarithm as
log z = ln z +i arg z ,
we get something that’s not a function, yet it satisﬁes
exp(log z) = z .
We invite the reader to check this thoroughly; in particular, one should note how the periodicity
of the exponential function takes care of the multivaluedness of our ‘logarithm’ log.
log is, of course, not a function, and hence we can’t even consider it to be our soughtafter
inverse of the exponential function. Let’s try to make things well deﬁned.
Deﬁnition 3.20. Any function Log : C \ {0} → C which satisﬁes exp(Log z) = z is a branch of
the logarithm. Let Arg z denote that argument of z which is in (−π, π] (the principal argument of
z). Then the principal logarithm is deﬁned as
Log z = ln z +i Arg z .
The paragraph preceding this deﬁnition ensures that the principal logarithm is indeed a branch
of the logarithm. Even better, the evaluation of any branch of the logarithm at z can only diﬀer
from Log z by a multiple of 2πi; the reason for this is once more the periodicity of the exponential
function.
So what about the other equation Log(exp z) = z? Let’s try the principal logarithm: Suppose
z = x +iy, then
Log(exp z) = Log
_
e
x
e
iy
_
= ln
¸
¸
e
x
e
iy
¸
¸
+i Arg
_
e
x
e
iy
_
= ln e
x
+i Arg
_
e
iy
_
= x +i Arg
_
e
iy
_
.
CHAPTER 3. EXAMPLES OF FUNCTIONS 38
The righthand side is equal to z = x + iy only if y ∈ (−π, π]. The same happens with any
other branch of the logarithm Log—there will always be some (in fact, many) yvalues for which
Log(exp z) = z.
To end our discussion of the logarithm on a happy note, we prove that any branch of the
logarithm has the same derivative; one just has to be cautious about where each logarithm is
holomorphic.
Theorem 3.21. Suppose Log is a branch of the logarithm. Then Log is diﬀerentiable wherever it
is continuous and
Log
′
z =
1
z
.
Proof. The idea is to apply Lemma 2.12 to exp and Log, but we need to be careful about the
domains of these functions, so that we get actual inverse functions. Suppose Log maps C\{0} to G
(this is typically a halfopen strip; you might want to think about what it looks like if Log = Log).
We apply Lemma 2.12 with f : G → C \ {0} , f(z) = exp(z) and g : C \ {0} → G, g(z) = Log: if
Log is continuous at z then
Log
′
z =
1
exp
′
(Log z)
=
1
exp(Log z)
=
1
z
.
We ﬁnish this section by deﬁning complex exponentials. For two complex numbers a and b, the
natural deﬁnition a
b
= exp(b log a) (which is a concept borrowed from calculus) would in general
yield more than one value (Exercise 42), so it is not always useful. We turn instead to the principal
logarithm:
Deﬁnition 3.22. For a complex number a ∈ C, the exponential function with base a is the multi
valued function
a
x
:= exp(b log a).
The principal value of a
x
at x (unfortunately) uses the same notation, and is deﬁned as
a
x
:= exp(xLog a) .
When we write a
x
we are referring to the principal value unless otherwise stated.
It now makes sense to talk about the exponential function with base 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
x
, 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 lne) = exp (z) .
A word of caution: this only works out this nicely because we have now carefully deﬁned a
x
for
complex numbers. Diﬀerent deﬁnitions will make it so that e
z
= 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 39
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 3.3.
5. Show that the M¨obius transformation f(z) =
1+z
1−z
maps the unit circle (minus the point z = 1)
onto the imaginary axis.
6. Suppose that f is holomorphic on the region G and f(G) is a subset of the unit circle. Show
that f is constant. (Hint: Consider the function
1+f(z)
1−f(z)
and use Exercise 5 and a variation of
Exercise 14 in Chapter 2.)
7. Suppose A =
_
a b
c d
_
is a 2 × 2 matrix of complex numbers whose determinant ad − bc is
nonzero. Then we can deﬁne a corresponding M¨obius transformation T
A
by T
A
(z) =
az+b
cz+d
.
Show that T
A
◦T
B
= T
A·B
. (Here ◦ denotes composition and · denotes matrix multiplication.)
8. Let f(z) =
2z
z+2
. Draw two graphs, one showing the following six sets in the z plane and the
other showing their images in the w plane. Label the sets. (You should only need to calculate
the images of 0, ±2, ∞ and −1 −i; remember that M¨obius transformations preserve angles.)
(a) The xaxis, plus ∞.
(b) The yaxis, plus ∞.
(c) The line x = y, plus ∞.
(d) The circle with radius 2 centered at 0.
(e) The circle with radius 1 centered at 1.
(f) The circle with radius 1 centered at −1.
9. Find M¨obius transformations satisfying each of the following. Write your answers in standard
form, as
az+b
cz+d
.
(a) 1 →0, 2 →1, 3 →∞. (Use the crossratio.)
(b) 1 →0, 1 +i →1, 2 →∞. (Use the crossratio.)
(c) 0 →i, 1 →1, ∞→−i.
10. Let C be the circle with center 1+i and radius 1. Using the crossratio, with diﬀerent choices
of z
k
, ﬁnd two diﬀerent M¨obius transformations that transform C onto the real axis plus
inﬁnity. In each case, ﬁnd the image of the center of the circle.
11. Let C be the circle with center 0 and radius 1. Find a M¨obius transformation which transforms
C onto C and transforms 0 to
1
2
.
CHAPTER 3. EXAMPLES OF FUNCTIONS 40
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 holomorphic then the Jacobian equals f
′
(z)
2
.
14. Find the ﬁxed points in
ˆ
C of f(z) =
z
2
−1
2z+1
.
15. Find the M¨obius transformation f:
(a) f maps 0 →1, 1 →∞, ∞→0.
(b) f maps 1 →1, −1 →i, −i →−1.
(c) f maps xaxis to y = x, yaxis to y = −x, and the unit circle to itself.
16. Show that the image of the line y = a under inversion is the circle with center
−i
2a
and radius
1
2a
.
17. Suppose z
1
, z
2
and z
3
are distinct points in
ˆ
C. Show that z is on the circle passing through
z
1
, z
2
and z
3
if and only if [z, z
1
, z
2
, z
3
] is real or inﬁnite.
18. Find the image under the stereographic projection φ of the following points:
(0, 0, −1), (0, 0, 1), (1, 0, 0), (0, 1, 0), (1, 1, 0).
19. Prove that the stereographic projection of Proposition 3.13 is a bijection by verifying that
that φ ◦ φ
−1
and φ
−1
◦ φ are the identity.
20. Consider the plane P determined by x + y − z = 0. What is a unit normal vector to P?
Compute the image of P ∩ S
2
under the stereographic projection φ.
21. Prove that every circle in the extended complex plane is the image of some circle in S
2
under
the stereographic projection φ.
22. Describe the eﬀect of the basic M¨obius transformations rotation, real dilation, and translation
on the Riemann sphere. hint: for the ﬁrst two, consider all circles in S
2
centered on the NS
axis, and all circles through both N and S. For translation, consider two families of circles
through N, ‘orthogonal’ to and ‘perpendicular’ to the translation.
23. Prove that sin(z) = sin(z) and cos(z) = cos(z).
24. Prove that sin(x+iy) = sinxcosh y+i cos xsinh y, and cos(x+iy) = cos xcosh y−i sin xsinhy.
25. Prove that the zeros of sin z are all realvalued.
26. Describe the images of the following sets under the exponential function exp(z):
CHAPTER 3. EXAMPLES OF FUNCTIONS 41
(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}.
27. Prove Lemma 3.16.
28. Prove Lemma 3.18.
29. Let z = x +iy and show that
(a) sin z = sinxcosh y +i cos xsinhy.
(b) cos z = cos xcosh y −i sin xsinh y.
30. Let z = x +iy and show that
(a) sinz
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.
31. Show that tan(iz) = i tanh z.
32. Evaluate the value(s) of the following expressions, giving your answers in the form x +iy.
(a) e
iπ
(b) e
π
(c) i
i
(d) e
sin i
(e) exp(Log(3 + 4i))
(f)
√
1 +i
(g)
√
31 −i
(h)
_
i+1
√
2
_
4
33. Find the principal values of
(a) log i.
(b) (−1)
i
.
(c) log(1 +i).
34. Determine the image of the strip {z ∈ C : −π/2 < Re z < π/2} under the function f(z) =
sin z.
35. Is arg(z) = −arg(z) true for the multiplevalued argument? What about Arg(z) = −Arg(z)
for the principal branch?
CHAPTER 3. EXAMPLES OF FUNCTIONS 42
36. Is there a diﬀerence between the set of all values of log
_
z
2
_
and the set of all values of 2 log z?
(Try some ﬁxed numbers for z.)
37. For each of the following functions, determine all complex numbers for which the function is
holomorphic. If you run into a logarithm, use the principal value (unless stated otherwise).
(a) z
2
.
(b)
sin z
z
3
+1
.
(c) Log(z −2i + 1) where Log(z) = ln z +i Arg(z) with 0 ≤ Arg(z) < 2π.
(d) exp(z).
(e) (z −3)
i
.
(f) i
z−3
.
38. Find all solutions to the following equations:
(a) Log(z) =
π
2
i.
(b) Log(z) =
3π
2
i.
(c) exp(z) = πi.
(d) sin z = cosh 4.
(e) cos z = 0.
(f) sinh z = 0.
(g) exp(iz) = exp(iz).
(h) z
1/2
= 1 +i.
39. Find the image of the annulus 1 < z < e under the principal value of the logarithm.
40. Show that a
z
 = a
Re z
if a is a positive real constant.
41. Fix c ∈ C\ {0}. Find the derivative of f(z) = z
c
.
42. Prove that exp(b log a) is singlevalued if and only if b is an integer. (Note that this means
that complex exponentials don’t clash with monomials z
n
.) What can you say if b is rational?
43. Describe the image under exp of the line with equation y = x. To do this you should ﬁnd
an equation (at least parametrically) for the image (you can start with the parametric form
x = t, y = t), plot it reasonably carefully, and explain what happens in the limits as t →∞
and t →−∞.
44. For this problem, f(z) = z
2
.
(a) Show that the image of a circle centered at the origin is a circle centered at the origin.
(b) Show that the image of a ray starting at the origin is a ray starting at the origin.
(c) Let T be the ﬁgure formed by the horizontal segment from 0 to 2, the circular arc from
2 to 2i, and then the vertical segment from 2i to 0. Draw T and f(T).
(d) Is the right angle at the origin in part (c) preserved? Is something wrong here?
CHAPTER 3. EXAMPLES OF FUNCTIONS 43
(Hint: Use polar coordinates.)
45. As in the previous problem, let f(z) = z
2
. Let Q be the square with vertices at 0, 2, 2 + 2i
and 2i. Draw f(Q) and identify the types of image curves corresponding to the segments
from 2 to 2 + 2i and from 2 + 2i to 2i. They are not parts of either straight lines or circles.
(Hint: You can write the vertical segment parametrically as z(t) = 2 + it. Eliminate the
parameter in u +iv = f(z(t)) to get a (u, v) equation for the image curve.)
Chapter 4
Integration
Everybody knows that mathematics is about miracles, only mathematicians have a name for
them: theorems.
Roger Howe
4.1 Deﬁnition and Basic Properties
We begin integration by focusing on ‘1dimensional’ integrals over lines. We delay discussion of
antiderivatives until Chapter 5.
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.
44
CHAPTER 4. INTEGRATION 45
Example 4.2. As our ﬁrst example of the application of this deﬁnition we will compute the integral
of the function f(z) = z
2
=
_
x
2
−y
2
_
−i(2xy) over several curves from the point z = 0 to the point
z = 1 +i.
(a) Let γ be the line segment from z = 0 to z = 1 + i. A parametrization of this curve is
γ(t) = t +it, 0 ≤ t ≤ 1. We have γ
′
(t) = 1 +i and f(γ(t)) = (t −it)
2
, and hence
_
γ
f =
_
1
0
(t −it)
2
(1 +i) dt = (1 +i)
_
1
0
t
2
−2it
2
−t
2
dt = −2i(1 +i)/3 =
2
3
(1 −i) .
(b) Let γ be the arc of the parabola y = x
2
from z = 0 to z = 1 + i. A parametrization of this
curve is γ(t) = t +it
2
, 0 ≤ t ≤ 1. Now we have γ
′
(t) = 1 + 2it and
f(γ(t)) =
_
t
2
−
_
t
2
_
2
_
−i 2t · t
2
= t
2
−t
4
−2it
3
,
whence
_
γ
f =
_
1
0
_
t
2
−t
4
−2it
3
_
(1 + 2it) dt =
_
1
0
t
2
+ 3t
4
−2it
5
dt =
1
3
+ 3
1
5
−2i
1
6
=
14
15
−
i
3
.
(c) Let γ be the union of the two line segments γ
1
from z = 0 to z = 1 and γ
2
from z = 1 to
z = 1 +i. Parameterizations are γ
1
(t) = t, 0 ≤ t ≤ 1 and γ
2
(t) = 1 +it, 0 ≤ t ≤ 1. Hence
_
γ
f =
_
γ
1
f +
_
γ
2
f =
_
1
0
t
2
· 1 dt +
_
1
0
(1 −it)
2
i dt =
1
3
+i
_
1
0
1 −2it −t
2
dt
=
1
3
+i
_
1 −2i
1
2
−
1
3
_
=
4
3
+
2
3
i .
The complex integral has some standard properties, most of which follow from their real siblings
in a straightforward way. To state some of its properties, we ﬁrst deﬁne the useful concept of the
length of a curve.
Deﬁnition 4.3. The length of a smooth curve γ is
length(γ) :=
_
b
a
¸
¸
γ
′
(t)
¸
¸
dt
for any parametrization γ(t), a ≤ t ≤ b, of γ.
The deﬁnition of length is with respect to any parametrization of γ because, as we will see, the
length of a curve is independent of the parametrization. We invite the reader to use some familiar
curves to see that this deﬁnition gives what one would expect to be the length of a curve.
Proposition 4.4. Suppose γ is a smooth curve, f and g are complex functions which are continuous
on γ, and c ∈ C.
(a)
_
γ
(f +cg) =
_
γ
f + c
_
γ
g .
CHAPTER 4. INTEGRATION 46
(b) If γ is parametrized by γ(t), a ≤ t ≤ b, deﬁne the curve −γ through −γ(t) = γ(a +b −t), a ≤
t ≤ b. Then
_
−γ
f = −
_
γ
f .
(c) If γ
1
and γ
2
are curves so that γ
2
starts where γ
1
ends then deﬁne the curve γ
1
γ
2
by following
γ
1
to its end, and then continuing on γ
2
to its end. Then
_
γ
1
γ
2
f =
_
γ
1
f +
_
γ
2
f .
(d)
¸
¸
¸
_
γ
f
¸
¸
¸ ≤ max
z∈γ
f(z) · length(γ) .
The curve −γ deﬁned in (b) is the curve that we obtain by traveling through γ in the opposite
direction.
Proof.
(a) This follows directly from the deﬁnition of the integral and the properties of real integrals.
(b) This follows with an easy real change of variables s = a +b −t:
_
−γ
f =
_
b
a
f (γ(a +b −t)) (γ(a +b −t))
′
dt = −
_
b
a
f (γ(a +b −t)) γ
′
(a +b −t) dt
=
_
a
b
f (γ(s)) γ
′
(s) ds = −
_
b
a
f (γ(s)) γ
′
(s) ds = −
_
γ
f .
(c) We need a suitable parameterization γ(t) for γ
1
γ
2
. If γ
1
has domain [a
1
, b
1
] and γ
2
has domain
[a
2
, b
2
] then we can use
γ(t) =
_
γ
1
(t) for a
1
≤ t ≤ b
1
,
γ
2
(t −b
1
+a
2
) for b
1
≤ t ≤ b
1
+b
2
−a
2
.
The fact that γ
1
(b
1
) = γ
2
(a
2
) is necessary to make sure that this parameterization is piecewise
smooth. Now we break the integral over γ
1
γ
2
into two pieces and apply the simple change of
variables s = t −b
1
+a
2
:
_
γ
1
γ
2
f =
_
b
1
+b
2
−a
2
a
1
f(γ(t))γ
′
(t) dt
=
_
b
1
a
1
f(γ(t))γ
′
(t) dt +
_
b
1
+b
2
−a
2
b
1
f(γ(t))γ
′
(t) dt
=
_
b
1
a
1
f(γ
1
(t))γ
′
1
(t) dt +
_
b
1
+b
2
−a
2
b
1
f(γ
2
(t −b
1
+a
2
))γ
′
2
(t −b
1
+a
2
) dt
=
_
b
1
a
1
f(γ
1
(t))γ
′
1
(t) dt +
_
b
2
a
2
f(γ
2
(s))γ
′
2
(s) ds
=
_
γ
1
f +
_
γ
2
f.
CHAPTER 4. INTEGRATION 47
(d) To prove (d), let φ = Arg
_
γ
f. Then
¸
¸
¸
¸
_
γ
f
¸
¸
¸
¸
= e
−iφ
__
γ
f
_
= Re
_
e
−iφ
__
b
a
f(γ(t))γ
′
(t) dt
__
=
_
b
a
Re
_
f(γ(t))e
−iφ
γ
′
(t)
_
dt
≤
_
b
a
¸
¸
¸f(γ(t))e
−iφ
γ
′
(t)
¸
¸
¸ dt =
_
b
a
f(γ(t))
¸
¸
γ
′
(t)
¸
¸
dt
≤ max
a≤t≤b
f(γ(t))
_
b
a
¸
¸
γ
′
(t)
¸
¸
dt = max
z∈γ
f(z) · length(γ) .
4.2 Cauchy’s Theorem
We now turn to the central theorem of complex analysis. It is based on the following concept.
Deﬁnition 4.5. A curve γ ⊂ C is closed if its endpoints coincide, i.e. for any parametrization
γ(t), a ≤ t ≤ b, we have that γ(a) = γ(b).
Suppose γ
0
and γ
1
are closed curves in the open set G ⊆ C, parametrized by γ
0
(t), 0 ≤ t ≤ 1
and γ
1
(t), 0 ≤ t ≤ 1, respectively. Then γ
0
is Ghomotopic to γ
1
, in symbols γ
0
∼
G
γ
1
, if there is
a continuous function h : [0, 1]
2
→G such that
h(t, 0) = γ
0
(t) ,
h(t, 1) = γ
1
(t) ,
h(0, s) = h(1, s) .
The function h(t, s) is called a homotopy and represents a curve for each ﬁxed s, which is
continuously transformed from γ
0
to γ
1
. The last condition simply says that each of the curves
h(t, s), 0 ≤ t ≤ 1 is closed. An example is depicted in Figure 4.1.
Figure 4.1: This square and the circle are (C \ {0})homotopic.
Here is the theorem on which most of what will follow is based.
CHAPTER 4. INTEGRATION 48
Theorem 4.6 (Cauchy’s Theorem). Suppose G ⊆ C is open, f is holomorphic in G, and γ
0
∼
G
γ
1
via a homotopy with continuous second partials. Then
_
γ
0
f =
_
γ
1
f .
Remarks. 1. The condition on the smoothness of the homotopy can be omitted, however, then the
proof becomes too advanced for the scope of these notes. In all the examples and exercises that
we’ll have to deal with here, the homotopies will be ‘nice enough’ to satisfy the condition of this
theorem.
2. It is assumed that Johann Carl Friedrich Gauß (1777–1855)
1
knew a version of this theorem in
1811 but only published it in 1831. Cauchy published his version in 1825, Weierstraß
2
his in 1842.
Cauchy’s theorem is often called the Cauchy–Goursat Theorem, since Cauchy assumed that the
derivative of f was continuous, a condition which was ﬁrst removed by Goursat
3
.
An important special case is the one where a curve γ is Ghomotopic to a point, that is, a
constant curve (see Figure 4.2 for an example). In this case we simply say γ is Gcontractible, in
symbols γ ∼
G
0.
Figure 4.2: This ellipse is (C \ R)contractible.
The fact that an integral over a point is zero has the following immediate consequence.
Corollary 4.7. Suppose G ⊆ C is open, f is holomorphic in G, and γ ∼
G
0 via a homotopy with
continuous second partials. Then
_
γ
f = 0 .
The fact that any closed curve is Ccontractible (Exercise 18a) yields the following special case
of the previous specialcase corollary.
Corollary 4.8. If f is entire and γ is any smooth closed curve then
_
γ
f = 0 .
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 49
There are many proofs of Cauchy’s Theorem. A particularly nice one follows from the complex
Green’s Theorem. We will use the (real) Second Fundamental Theorem of Calculus. We note that
with more work, Cauchy’s Theorem can be derived ‘from scratch’, and does not require any other
major theorems.
Proof of Theorem 4.6. Suppose h is the given homotopy from γ
0
to γ
1
. For 0 ≤ s ≤ 1, let γ
s
be
the curve parametrized by h(t, s), 0 ≤ t ≤ 1. Consider the function
I(s) =
_
γs
f
as a function in s (so I(0) =
_
γ
0
f and I(1) =
_
γ
0
f). We will show that I is constant with respect
to s, and hence the statement of the theorem follows with I(0) = I(1). Consider the derivative of
I. By Leibniz’s Rule,
d
ds
I(s) =
d
ds
_
1
0
f (h(t, s))
∂h
∂t
dt =
_
1
0
∂
∂s
_
f (h(t, s))
∂h
∂t
_
dt.
By the product rule, the chain rule, and equality of mixed partials,
d
ds
I(s) =
_
1
0
f
′
(h(t, s))
∂h
∂s
∂h
∂t
+f (h(t, s))
∂
2
h
∂s∂t
dt
=
_
1
0
f
′
(h(t, s))
∂h
∂t
∂h
∂s
+f (h(t, s))
∂
2
h
∂t∂s
dt
=
_
1
0
∂
∂t
_
f (h(t, s))
∂h
∂s
_
dt
Finally, by the Fundamental Theorem of Calculus (applied separately to the real and imaginary
parts of the above integral), we have:
d
dx
I(s) = f(h(1, s))
∂h
∂s
(1, s) −f(h(0, s))
∂h
∂s
(0, s) = 0 .
4.3 Cauchy’s Integral Formula
Cauchy’s Theorem 4.6 yields almost immediately the following helpful result.
Theorem 4.9 (Cauchy’s Integral Formula for a Circle). Let C
R
be the counterclockwise circle with
radius R centered at w and suppose f is holomorphic at each point of the closed disk D bounded by
C
R
. Then
f(w) =
1
2πi
_
C
R
f(z)
z −w
dz .
CHAPTER 4. INTEGRATION 50
Proof. All circles C
r
with center w and radius r are homotopic in D \ {w}, and the function
f(z)/(z −w) is holomorphic in an open set containing D \ {w}. So Cauchy’s Theorem 4.6, gives
_
C
R
f(z)
z −w
dz =
_
Cr
f(z)
z −w
dz
Now by Exercise 15,
_
Cr
1
z −w
dz = 2πi ,
and we obtain with Proposition 4.4(d)
¸
¸
¸
¸
_
C
R
f(z)
z −w
dz −2πif(w)
¸
¸
¸
¸
=
¸
¸
¸
¸
_
Cr
f(z)
z −w
dz −f(w)
_
Cr
1
z −w
dz
¸
¸
¸
¸
=
¸
¸
¸
¸
_
Cr
f(z) −f(w)
z −w
dz
¸
¸
¸
¸
≤ max
z∈Cr
¸
¸
¸
¸
f(z) −f(w)
z −w
¸
¸
¸
¸
length (C
r
) = max
z∈Cr
f(z) −f(w)
r
2πr
= 2π max
z∈Cr
f(z) −f(w) .
On the righthand side, we can now take r as small as we want, and—because f is continuous
at w—this means we can make f(z) −f(w) as small as we like. Hence the lefthand side has no
choice but to be zero, which is what we claimed.
This is a useful theorem by itself, but it can be made more generally useful. For example, it
will be important to have Cauchy’s integral formula when w is anywhere inside C
R
, not just at the
center of C
R
. In fact, in many cases in which a point w is inside a simple closed curve γ we can see
a homotopy from γ to a small circle around w so that the homotopy misses w and remains in the
region where f is holomorphic. In that case the theorem remains true, since, by Cauchy’s theorem,
the integral of f(z)/(z − w) around γ is the same as the integral of f(z)/(z − w) around a small
circle centered at w, and Theorem 4.9 then applies to evaluate the integral. In this discussion we
need to be sure that the orientation of the curve γ and the circle match. In general, we say a simple
closed curve γ is positively oriented if it is parameterized so that the inside is on the left of γ. For
a circle this corresponds to a counterclockwise orientation.
Here’s the general form:
Theorem 4.10 (Cauchy’s Integral Formula). Suppose f is holomorphic on the region G, w ∈ G,
and γ is a positively oriented, simple, closed, smooth, Gcontractible curve such that w is inside γ.
Then
f(w) =
1
2πi
_
γ
f(z)
z −w
dz .
We have already indicated how to prove this, by combining Cauchy’s theorem and the special
case, Theorem 4.9. All we need is to ﬁnd a homotopy in G \ {w} between γ and a small circle
with center at w. In all practical cases we can see immediately how to construct such a homotopy,
but it is not at all clear how to do so in complete generality; in fact, it is not even clear how to
make sense of the “inside” of γ in general. The justiﬁcation for this is one of the ﬁrst substantial
theorems ever proved in topology. We can state it as follows:
CHAPTER 4. INTEGRATION 51
Theorem 4.11 (Jordan Curve Theorem). If γ is a positively oriented, simple, closed curve in C
then C \ γ consists of two connected open sets, the inside and the outside of γ. If a closed disk D
centered at w lies inside γ then there is a homotopy γ
s
from γ to the positively oriented boundary
of D, and, for 0 < s < 1, γ
s
is inside γ and outside of D.
Remarks. 1. The Jordan Curve Theorem is named after French mathematician Camille Jordan
(18381922)
4
(the Jordan of Jordan normal form and Jordan matrix, but not GaussJordan elimi
nation).
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 4.10 gives (if the conditions are met)
f(w) =
1
2πi
_
2π
0
f
_
w +re
it
_
w +re
it
−w
ire
it
dt =
1
2π
_
2π
0
f
_
w +re
it
_
dt .
Even better, we automatically get similar formulas for the real and imaginary part of f, simply
by taking real and imaginary parts on both sides. These identities have the ﬂavor of mean values.
Let’s summarize them in the following statement, which is often called a meanvalue theorem.
Corollary 4.12. Suppose f is holomorphic on and inside the circle z = w + re
iθ
, 0 ≤ θ ≤ 2π.
Then
f(w) =
1
2π
_
2π
0
f
_
w +re
iθ
_
dθ .
Furthermore, if f = u +iv,
u(w) =
1
2π
_
2π
0
u
_
w +re
iθ
_
dθ and v(w) =
1
2π
_
2π
0
v
_
w +re
iθ
_
dθ .
This is called a mean value theorem because it is stating that f(w) is equal to an integral, where
the integral is literally the mean of the values of f along the circle of radius r:
1
2π
_
2π
0
f
_
w +re
iθ
_
dθ =
1
2πr
_
2π
0
f
_
w +re
iθ
_
r dθ = lim
∆θ→0
1
2πr
2π
θ=0
f(w +re
iθ
)(r∆θ)
where in the ﬁnal sum the step size is ∆θ.
Exercises
1. Use the deﬁnition of length to ﬁnd the length of the following curves:
(a) γ(t) = 3t +i for −1 ≤ t ≤ 1
4
For more information on C. Jordan, see
http://en.wikipedia.org/wiki/Camille Jordan .
CHAPTER 4. INTEGRATION 52
(b) γ(t) = e
it
for 0 ≤ t ≤ π
(c) γ(t) = i sin(t) for −π ≤ t ≤ π
(d) γ(t) = (t, t
2
) for 0 ≤ t ≤ 2
2. Integrate the function f(z) = z over the three curves given in Example 4.2.
3. Evaluate
_
γ
1
z
dz where γ(t) = sint +i cos t, 0 ≤ t ≤ 2π.
4. 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.
5. 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
.
6. 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.
7. Evaluate
_
γ
¸
¸
z
2
¸
¸
dz where γ is the parabola with parametric equation γ(t) = t+it
2
, 0 ≤ t ≤ 1.
8. Compute
_
γ
z where γ is the semicircle from 1 through i to −1.
9. Compute
_
γ
e
z
where γ is the line segment from 0 to z
0
.
10. Find
_
γ
z
2
where γ is the line segment from 2 to 3 +i.
11. Compute
_
γ
z +
1
z
where γ is parametrized by γ(t), 0 ≤ t ≤ 1, and satisﬁes Imγ(t) > 0,
γ(0) = −4 +i, and γ(1) = 6 + 2i.
12. Find
_
γ
sin z where γ is parametrized by γ(t), 0 ≤ t ≤ 1, and satisﬁes γ(0) = i and γ(1) = π.
13. Show that
1
2π
_
2π
0
e
ikθ
dθ is 1 if k = 0 and 0 otherwise.
14. 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.
CHAPTER 4. INTEGRATION 53
15. 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. Use the deﬁnition of an integral to show
that
_
γ
dz
z −w
= 2πi .
16. 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.)
17. Prove that ∼
G
is an equivalence relation.
18. (a) Prove that any closed curve is Ccontractible.
(b) Prove that any two closed curves are Chomotopic.
19. 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.]
20. Exercise 19 excluded n = −1 for a very good reason: Exercises 3 and 15 (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?)
21. 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.)
22. Suppose p is a polynomial and γ is a closed smooth path in C. Show that
_
γ
p = 0 .
23. 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.
24. 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?
CHAPTER 4. INTEGRATION 54
25. Prove the following integration by parts statement. Let f and g be holomorphic in G, and
suppose γ ⊂ G is a smooth curve from a to b. Then
_
γ
fg
′
= f(γ(b))g(γ(b)) −f(γ(a))g(γ(a)) −
_
γ
f
′
g .
26. Suppose f and g are holomorphic on the region G, γ is a closed, smooth, Gcontractible curve,
and f(z) = g(z) for all z ∈ γ. Prove that f(z) = g(z) for all z inside γ.
27. This exercise gives an alternative proof of Cauchy’s integral formula (Theorem 4.10), which
does not depend on Cauchy’s Theorem 4.6. Suppose f is holomorphic on the region G, w ∈ G,
and γ is a positively oriented, simple, closed, smooth, Gcontractible curve such that w is
inside γ.
(a) Consider the function g : [0, 1] →C, g(t) =
_
γ
f(w+t(z−w))
z−w
dz. Show that g
′
= 0. (Hint:
Use Theorem 1.22 (Leibniz’s rule) and then ﬁnd a primitive for
∂f
∂t
(z +t(w −z)).)
(b) Prove Theorem 4.10 by evaluating g(0) and g(1).
28. Prove Corollary 4.7 using Theorem 4.10.
29. 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} .
30. 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 15 and 29.)
31. 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 30.)
32. Use the Cauchy integral formula to evaluate the integral in Exercise 31 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
?)
33. Find
_
z+1=2
z
2
4−z
2
.
34. What is
_
z=1
sinz
z
?
35. Evaluate
_
z=2
e
z
z(z−3)
and
_
z=4
e
z
z(z−3)
.
Chapter 5
Consequences of Cauchy’s Theorem
If things are nice there is probably a good reason why they are nice: and if you do not know at
least one reason for this good fortune, then you still have work to do.
Richard Askey
5.1 Extensions of Cauchy’s Formula
We now derive formulas for f
′
and f
′′
which resemble Cauchy’s formula (Theorem 4.10).
Theorem 5.1. Suppose f is holomorphic on the region G, w ∈ G, and γ is a positively oriented,
simple, closed, smooth, Gcontractible curve such that w is inside γ. Then
f
′
(w) =
1
2πi
_
γ
f(z)
(z −w)
2
dz
and
f
′′
(w) =
1
πi
_
γ
f(z)
(z −w)
3
dz .
This innocentlooking theorem has a very powerful consequence: just from knowing that f
is holomorphic we know of the existence of f
′′
, that is, f
′
is also holomorphic in G. Repeating
this argument for f
′
, then for f
′′
, f
′′′
, etc., gives the following statement, which has no analog
whatsoever in the reals.
Corollary 5.2. If f is diﬀerentiable in the region G then f is inﬁnitely diﬀerentiable in G.
Proof of Theorem 5.1. The idea of the proof is very similar to the proof of Cauchy’s integral formula
(Theorem 4.10). We will study the following diﬀerence quotient, which we can rewrite as follows
by Theorem 4.10.
f(w + ∆w) −f(w)
∆w
=
1
∆w
_
1
2πi
_
γ
f(z)
z −(w + ∆w)
dz −
1
2πi
_
γ
f(z)
z −w
dz
_
=
1
2πi
_
γ
f(z)
(z −w −∆w)(z −w)
dz .
55
CHAPTER 5. CONSEQUENCES OF CAUCHY’S THEOREM 56
Hence we will have to show that the following expression gets arbitrarily small as ∆w →0:
f(w + ∆w) −f(w)
∆w
−
1
2πi
_
γ
f(z)
(z −w)
2
dz =
1
2πi
_
γ
f(z)
(z −w −∆w)(z −w)
−
f(z)
(z −w)
2
dz
= ∆w
1
2πi
_
γ
f(z)
(z −w −∆w)(z −w)
2
dz .
This can be made arbitrarily small if we can show that the integral stays bounded as ∆w → 0.
In fact, by Proposition 4.4(d), it suﬃces to show that the integrand stays bounded as ∆w → 0
(because γ and hence length(γ) are ﬁxed). Let M = max
z∈γ
f(z) and N = max
z∈γ
z −w. Since
γ is a closed set, there is some positive δ so that the open disk of radius δ around w does not
intersect γ; that is, z −w ≥ δ for all z on γ. By the reverse triangle inequality we have for all
z ∈ γ
¸
¸
¸
¸
f(z)
(z −w −∆w)(z −w)
2
¸
¸
¸
¸
≤
f(z)
(z −w −∆w)z −w
2
≤
M
(δ −∆w)N
2
,
which certainly stays bounded as ∆w →0. The proof of the formula for f
′′
is very similar and will
be left for the exercises (see Exercise 2).
Remarks. 1. Theorem 5.1 suggests that there are similar formulas for the higher derivatives of f.
This is in fact true, and theoretically one could obtain them one by one with the methods of the
proof of Theorem 5.1. However, once we start studying power series for holomorphic functions,
we will obtain such a result much more easily; so we save the derivation of formulas for higher
derivatives of f for later (see Corollary 8.6).
2. Theorem 5.1 can also be used to compute certain integrals. We give some examples of this
application next.
Example 5.3.
_
z=1
sin(z)
z
2
dz = 2πi
d
dz
sin(z)
¸
¸
¸
¸
z=0
= 2πi cos(0) = 2πi .
Example 5.4. To compute the integral
_
z=2
dz
z
2
(z −1)
,
we ﬁrst split up the integration path as illustrated in Figure 5.1: Introduce an additional path which
separates 0 and 1. If we integrate on these two new closed paths (γ
1
and γ
2
) counterclockwise, the
two contributions along the new path will cancel each other. The eﬀect is that we transformed an
integral, for which two singularities where inside the integration path, into a sum of two integrals,
each of which has only one singularity inside the integration path; these new integrals we know
CHAPTER 5. CONSEQUENCES OF CAUCHY’S THEOREM 57
0
1
1
2
Figure 5.1: Example 5.4
how to deal with.
_
z=2
dz
z
2
(z −1)
=
_
γ
1
dz
z
2
(z −1)
+
_
γ
2
dz
z
2
(z −1)
=
_
γ
1
1
z−1
z
2
dz +
_
γ
2
1
z
2
z −1
dz
= 2πi
d
dz
1
z −1
¸
¸
¸
¸
z=0
+ 2πi
1
1
2
= 2πi
_
−
1
(−1)
2
_
+ 2πi
= 0 .
Example 5.5.
_
z=1
cos(z)
z
3
dz = πi
d
2
dz
2
cos(z)
¸
¸
¸
¸
z=0
= πi (−cos(0)) = −πi .
5.2 Taking Cauchy’s Formula to the Limit
Many beautiful applications of Cauchy’s formula arise from considerations of the limiting behavior
of the formula as the curve gets arbitrarily large. We shall look at a few applications along these
lines in this section, but this will be a recurring theme throughout the rest of the book.
The ﬁrst application is understanding the roots of polynomials. As a preparation we prove
the following inequality, which is generally quite useful. It simply says that for large enough z, a
polynomial of degree d looks almost like a constant times z
d
.
Lemma 5.6. Suppose p(z) is a polynomial of degree d with leading coeﬃcient a
d
. Then there is
real number R
0
so that
1
2
a
d
 z
d
≤ p(z) ≤ 2 a
d
 z
d
for all z satisfying z ≥ R
0
.
CHAPTER 5. CONSEQUENCES OF CAUCHY’S THEOREM 58
Proof. Since p(z) has degree d its leading coeﬃcient a
d
is not zero, and we can factor out a
d
z
d
:
p(z) =
¸
¸
¸a
d
z
d
+a
d−1
z
d−1
+a
d−2
z
d−2
+· · · +a
1
z +a
0
¸
¸
¸
= a
d
 z
d
¸
¸
¸
¸
1 +
a
d−1
a
d
z
+
a
d−2
a
d
z
2
+· · · +
a
1
a
d
z
d−1
+
a
0
a
d
z
d
¸
¸
¸
¸
.
Then the sum inside the last factor has limit 1 as z →∞ so its modulus is between
1
2
and 2 for all
large enough z.
Theorem 5.7 (Fundamental Theorem of Algebra
1
). Every nonconstant polynomial has a root
in C.
Proof.
2
Suppose (by way of contradiction) that p does not have any roots, that is, p(z) = 0 for all
z ∈ C. Then Cauchy’s formula gives us
1
p(0)
=
1
2πi
_
C
R
1/p(z)
z
dz
where C
R
is the circle of radius R around the origin. Notice that the value of the integral does not
depend on R, so we have
1
p(0)
= lim
R→∞
1
2πi
_
C
R
dz
z p(z)
. (∗)
But now we can see that the limit of the integral is 0: By Lemma 5.6 we have z p(z) ≥
1
2
a
d
 z
d+1
for all large z, where d is the degree of p(z) and a
d
is the leading coeﬃcient of p(z). Hence, using
Proposition 4.4(d) and the formula for the circumference of a circle we see that the integral can be
bounded as ¸
¸
¸
¸
1
2πi
_
C
R
dz
zp(z)
¸
¸
¸
¸
≤
1
2π
·
2
a
d
 R
d+1
· (2πR) =
2
a
d
 R
d
and this has limit 0 as R → ∞. But, plugging into (∗), we have shown that
1
p(0)
= 0, which is
impossible.
Remarks. 1. This statement implies that any polynomial p can be factored into linear terms of
the form z −a where a is a root of p, as we can apply the corollary, after getting a root a, to
p(z)
z−a
(which is again a polynomial by the division algorithm), etc. (see also Exercise 10).
2. A compact reformulation of the Fundamental Theorem of Algebra is to say that C is algebraically
closed. Thus, R is not algebraically closed.
1
The Fundamental Theorem of Algebra was ﬁrst proved by Gauß (in his doctoral dissertation in 1799, which had
a ﬂaw, and later three additional rigorous proofs), although its statement had been assumed to be correct long before
Gauß’s time.
2
It is amusing that such an important algebraic result can be proved ‘purely analytically.’ There are proofs of
the Fundamental Theorem of Algebra which do not use complex analysis. On the other hand, all proofs use some
analysis (such as the intermediatevalue theorem). The Fundamental Theorem of Algebra refers to Algebra in the
sense that it existed in 1799, not to modern algebra. Thus, it has been remarked that the Fundamental Theorem of
Algrebra is neither fundamental to algebra nor even a theorem of algebra.
CHAPTER 5. CONSEQUENCES OF CAUCHY’S THEOREM 59
Example 5.8. The polynomial p(x) = 2x
4
+ 5x
2
+ 3 is such that all of its coeﬃcients are real.
However, p has no roots in R. The Fundamental Theorem of Algebra states that p must have one
(in fact, 4) roots in C:
p(x) = (x
2
+ 1)(2x
2
+ 3) = (x +i)(x −i)(
√
2x +
√
3i)(
√
2x −
√
3i).
A powerful consequence of (the ﬁrst half of) Theorem 5.1 is the following.
Corollary 5.9 (Liouville’s
3
Theorem
4
). Every bounded entire function is constant.
Proof. Suppose f(z) ≤ M for all z ∈ C. Given any w ∈ C, we apply Theorem 5.1 with the circle
C
R
of radius R centered at w. Note that we can choose any R because f is entire. Now we apply
Proposition 4.4 (d), remembering that C
R
has circumference 2πR and z −w = R for all z on C
R
:
¸
¸
f
′
(w)
¸
¸
=
¸
¸
¸
¸
1
2πi
_
C
R
f(z)
(z −w)
2
dz
¸
¸
¸
¸
≤
1
2π
max
z∈γ
R
¸
¸
¸
¸
f(z)
(z −w)
2
¸
¸
¸
¸
· 2πR =
1
2π
max
z∈γ
R
f(z)
R
2
2πR = max
z∈γ
f(z)
R
≤
M
R
.
The righthand side can be made arbitrarily small, as we are allowed to make R as large as we
want. This implies that f
′
= 0, and hence, by Theorem 2.14, f is constant.
As an example of the usefulness of Liouville’s theorem we give another proof of the fundamental
theorem of algebra, which is close to Gauß’s original proof:
Another proof of the fundamental theorem of algebra. Suppose (by way of contradiction) that p
does not have any roots, that is, p(z) = 0 for all z ∈ C. Then, because p is entire, the func
tion f(z) =
1
p(z)
is entire. But f →0 as z becomes large as a consequence of Lemma 5.6; that is,
f is also bounded (Exercise 9). Now apply Corollary 5.9 to deduce that f is constant. Hence p is
constant, which contradicts our assumptions.
As one more example of this theme of getting results from Cauchy’s formula by taking the limit
as a path goes to inﬁnity, we compute an improper integral.
Example 5.10. Let σ be the counterclockwise semicircle formed by the segment S of the real axis
from −R to R, followed by the circular arc T of radius R in the upper half plane from R to −R,
where R > 1. We shall integrate the function
f(z) =
1
z
2
+ 1
=
1/(z +i)
z −i
=
g(z)
z −i
, where g(z) =
1
z +i
Since g(z) is holomorphic inside and on σ and i is inside σ, we can apply Cauchy’s formula:
1
2πi
_
σ
dz
z
2
+ 1
=
1
2πi
_
σ
g(z)
z −i
dz = g(i) =
1
i +i
=
1
2i
,
3
For more information about Joseph Liouville (1809–1882), see
http://wwwgroups.dcs.stand.ac.uk/∼history/Biographies/Liouville.html.
4
This theorem is for historical reasons erroneously attributed to Liouville. It was published earlier by Cauchy; in
fact, Gauß may well have known about it before Cauchy.
CHAPTER 5. CONSEQUENCES OF CAUCHY’S THEOREM 60
and so
_
S
dz
z
2
+ 1
+
_
T
dz
z
2
+ 1
=
_
σ
dz
z
2
+ 1
= 2πi ·
1
2i
= π. (∗∗)
Now this formula holds for all R > 1, so we can take the limit as R → ∞. First,
¸
¸
z
2
+ 1
¸
¸
≥
1
2
z
2
for large enough z by Lemma 5.6, so we can bound the integral over T using Proposition 4.4(d):
¸
¸
¸
¸
_
T
dz
z
2
+ 1
¸
¸
¸
¸
≤
2
R
2
· πR =
2
R
and this has limit 0 as R →∞. On the other hand, we can parameterize the integral over S using
z = t, −R ≤ t ≤ R, obtaining
_
S
dz
z
2
+ 1
=
_
R
−R
dt
1 +t
2
.
As R → ∞ this approaches an improper integral. Making these observations in the limit of the
formula (∗∗) as R →∞ now produces
_
∞
−∞
dt
t
2
+ 1
= π.
Of course this integral can be evaluated almost as easily using standard formulas from calculus.
However, just a slight modiﬁcation of this example leads to an improper integral which is far beyond
the scope of basic calculus; see Exercise 13.
5.3 Antiderivatives
We begin this section with a familiar deﬁnition from real calculus:
Deﬁnition 5.11. Let G be a region of C. For any functions f, F : G →C, if F is holomorphic on
G and F
′
(z) = f(z) for all z ∈ G, then F is an antiderivative of f on G, also known as a primitive
of f on G.
In short, an antiderivative of f is a function with F
′
= f.
Example 5.12. We have already seen that F(z) = z
2
is entire, and has derivative f(z) = 2z.
Thus, F is an antiderivative of f on any region G.
Just like in the real case, there are complex versions of the Fundamental Theorems of Calculus.
the Fundamental Theorems of Calculus makes a number of important claims: that continuous func
tions are integrable, their antiderivatives are continuous and diﬀerentiable, and that antiderivatives
provide easy ways to compute values of deﬁnite integrals. The diﬀerence between the real case
and the complex case is that for the complex case, we need to think about integrals over arbitrary
curves in 2dimensional regions.
To state the ﬁrst Fundamental Theorem, we need some topological deﬁnitions:
Deﬁnition 5.13. A region G ⊂ C is simply connected if every simply closed curve in G is G
contractible. That is, for any simple closed curve γ ⊂ G, the interior of γ in C is also completely
contained in G.
CHAPTER 5. CONSEQUENCES OF CAUCHY’S THEOREM 61
Loosely, simply connected means G has no ‘holes’.
Theorem 5.14. [The First Fundamental Theorem of Calculus] Suppose G ⊆ C is a simply
connected region, and ﬁx some basepoint z
0
∈ G. For each point z ∈ G, let γ
z
denote a smooth curve
in G from z
0
to z. Let f : G → C be a holomorphic function. Then the function F(z) : G → C
deﬁned by
F(z) :=
_
γz
f
is holomorphic on G with F
′
(z) = f(z).
In short, every holomorphic function on a simplyconnected region has a primitive.
Proof. We leave this to the exercises, Exercise 14.
Theorem 5.15. [The Second Fundamental Theorem of Calculus] Suppose G ⊆ C is a simply
connected region. Let γ ⊂ G be a smooth curve with parametrization γ(t), a ≤ t ≤ b. If f : G →C
is holomorphic on G and F is any primitive of f on G, then
_
γ
f = F (γ(b)) −F (γ(a)) .
Remarks. 1. Actually, more is true. The assumptions that G is simply connected and f is holo
morphic are both unnecessary.
Proof. The antiderivative F prescribed by the First Fundamental Theorem of Calculus satisﬁes the
desired equation by deﬁnition. For any other antiderivative
˜
F of f, we have that F
′
(z) =
˜
F
′
(z) for
z ∈
˜
F, so the function H(z) := F(z) −
˜
F(z) is holomorphic with derivative 0, so is constant. Thus,
˜
F(z) = F(z) +c for some constant c ∈ C. Then
˜
F(γ(b)) −
˜
F(γ(a)) = F(γ(b)) −F(γ(a)) =
_
γ
f,
as desired.
There are many interesting consequences of the Fundamental Theorems. One consequence
comes from the proof of Theorem 5.14: we will not really need the fact that every closed curve in
G is contractible, just that every closed curve gives a zero integral for f. This fact can be exploited
to give a sort of converse statement to Corollary 4.7.
Corollary 5.16 (Morera’s
5
Theorem). Suppose f is continuous in the region G and
_
γ
f = 0
for all smooth closed paths γ ⊂ G. Then f is holomorphic in G.
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 62
Proof. As in the proof of Theorem 5.14, we ﬁx an z
0
∈ G and deﬁne
F(z) =
_
γz
f ,
where γ
z
is any smooth curve in G from z
0
to z. As above, this is a welldeﬁned function because
all closed paths give a zero integral for f; and exactly as in Exercise 14 we can show that F is a
primitive for f in G. Because F is holomorphic on G, Corollary 5.2 gives that f is also holomorphic
on G.
We now mention two interesting corollaries of the Second Fundamental Theorem.
Corollary 5.17. If f is holomorphic on G, then an antiderivative of f exists on G, and
_
γ
f is
independent of the path γ ⊂ G between γ(a) and γ(b).
If f is holomorphic on G, we say
_
γ
f is pathindependent.
Example 4.2 shows that a pathindependent integral is quite special; it also says that the
function z
2
does not have an antiderivative in, for example, the region {z ∈ C : z < 2}. (Actually,
the function z
2
does not have an antiderivative in any nonempty region—prove it!)
In the special case that γ is closed (that is, γ(a) = γ(b)), we immediately get the following nice
consequence (which also follows from Cauchy’s Integral Formula).
Corollary 5.18. Suppose G ⊆ C is open, γ is a smooth closed curve in G, and f is holomorphic
on G and has an antiderivative on G. Then
_
γ
f = 0 .
Exercises
1. Compute the following integrals, where C is the boundary of the square with corners at
±4 ±4i:
(a)
_
C
e
z
z
3
dz.
(b)
_
C
e
z
(z −πi)
2
dz.
(c)
_
C
sin(2z)
(z −π)
2
dz.
(d)
_
C
e
z
cos(z)
(z −π)
3
dz.
2. Prove the formula for f
′′
in Theorem 5.1.
3. Integrate the following functions over the circle z = 3, oriented counterclockwise:
(a) Log(z −4i).
(b)
1
z−
1
2
.
CHAPTER 5. CONSEQUENCES OF CAUCHY’S THEOREM 63
(c)
1
z
2
−4
.
(d)
exp z
z
3
.
(e)
_
cos z
z
_
2
.
(f) i
z−3
.
(g)
sinz
(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)
.
4. Evaluate
_
z=3
e
2z
dz
(z−1)
2
(z−2)
.
5. Prove that
_
γ
z exp
_
z
2
_
dz = 0 for any closed curve γ.
6. Show that exp(sin z) has an antiderivative on C.
7. 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
?)
8. 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
.
9. 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 ǫ = 1) there is R > 0 so that f(z) −0 = f (z) < 1
if z > R. Is f bounded for z ≤ R?)
10. 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.
11. Show that a polynomial of odd degree with real coeﬃcients must have a real zero. (Hint:
Exercise 21b in Chapter 1.)
12. 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).
13. 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.
CHAPTER 5. CONSEQUENCES OF CAUCHY’S THEOREM 64
(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
dt =
π
e
.
14. Prove Theorem 5.14, as follows.
(a) Use Cauchy’s Theorem to show that, for a given z ∈ G, the value of F(z) is independent
of the choice of γ
z
.
(b) Fix z, z
′
∈ G such that the straight line γ connecting z to z
′
is contained in G. Again
using Cauchy’s Theorem, show that
F(z
′
) −F(z) =
_
γ
f.
(c) Use the fact that f is continuous to show that for any ﬁxed z ∈ C and any ǫ > 0, there
is a ∆z ∈ C such that
¸
¸
¸
¸
F(z) −F(z + ∆z)
∆z
−f(z)
¸
¸
¸
¸
< ǫ.
(d) Conclude that F
′
(z) = f(z).
15. Prove Corollary 5.17.
16. Prove Corollary 5.18.
Chapter 6
Harmonic Functions
The shortest route between two truths in the real domain passes through the complex domain.
J. Hadamard
6.1 Deﬁnition and Basic Properties
We will now spend a chapter on certain functions deﬁned on subsets of the complex plane which
are real valued. The main motivation for studying them is that the partial diﬀerential equation
they satisfy is very common in the physical sciences.
Recall from Section 2.4 the deﬁnition of a harmonic function:
Deﬁnition 6.1. Let G ⊆ C be a region. A function u : G →R is harmonic in G if it has continuous
second partials in G and satisﬁes the Laplace
1
equation
u
xx
+u
yy
= 0
in G.
There are (at least) two reasons why harmonic functions are part of the study of complex
analysis, and they can be found in the next two theorems.
Proposition 6.2. Suppose f = u+iv is holomorphic in the region G. Then u and v are harmonic
in G.
Proof. First, by Corollary 5.2, f is inﬁnitely diﬀerentiable, and hence so are u and v. In particular,
u and v have continuous second partials. By Theorem 2.15, 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.
65
CHAPTER 6. HARMONIC FUNCTIONS 66
Proposition 6.2 shouts for a converse theorem. There are, however, functions which are harmonic
in a region G but not the real part (say) of an holomorphic function in G (Exercise 3). We do
obtain a converse of Proposition 6.2 if we restrict ourselves to simply connected regions.
Theorem 6.3. Suppose u is harmonic on the simply connected region G. Then there exists a
harmonic function v such that f = u +iv is holomorphic in G.
Remark. The function v is called a harmonic conjugate of u.
Proof. We will explicitly construct the holomorphic function f (and thus v = Imf). First, let
g = u
x
−iu
y
.
The plan is to prove that g is holomorphic, and then to construct an antiderivative of g, which will
be almost the function f that we’re after. To prove that g is holomorphic, we use Theorem 2.15:
ﬁrst because u is harmonic, Re g = u
x
and Img = −u
y
have continuous partials. Moreover, again
because u is harmonic, they satisfy the Cauchy–Riemann equations:
(Re g)
x
= u
xx
= −u
yy
= (Img)
y
and
(Re g)
y
= u
xy
= u
yx
= −(Img)
x
.
Now that we know that g is holomorphic in G, we can use Theorem 5.14 to obtain a primitive
h of g on G. (Note that for the application of this theorem we need the fact that G is simply
connected.) Suppose we decompose h into its real and imaginary parts as h = a +ib. Then, again
using Theorem 2.15,
g = h
′
= a
x
+ib
x
= a
x
−ia
y
.
(The second equation follows with the Cauchy–Riemann equations.) But the real part of g is u
x
,
so that we obtain u
x
= a
x
or u(x, y) = a(x, y) + c(y) for some function c which only depends
on y. On the other hand, comparing the imaginary parts of g and h
′
yields −u
y
= −a
y
or
u(x, y) = a(x, y) +c(x), and c depends only on x. Hence c has to be constant, and u = a +c. But
then
f = h −c
is a function holomorphic in G whose real part is u, as promised.
Remark. In hindsight, it should not be surprising that the function g which we ﬁrst constructed is
the derivative of the soughtafter function f. Namely, by Theorem 2.15 such a function f = u +iv
must satisfy
f
′
= u
x
+iv
x
= u
x
−iu
y
.
(The second equation follows with the Cauchy–Riemann equations.) It is also worth mentioning
that the proof shows that if u is harmonic in G then u
x
is the real part of a function holomorphic
in G regardless whether G is simply connected or not.
As one might imagine, the two theorems we’ve just proved allow for a powerful interplay between
harmonic and holomorphic functions. In that spirit, the following theorem might appear not too
surprising. It is, however, a very strong result, which one might appreciate better when looking
back at the simple deﬁnition of harmonic functions.
CHAPTER 6. HARMONIC FUNCTIONS 67
Corollary 6.4. A harmonic function is inﬁnitely diﬀerentiable.
Proof. Suppose u is harmonic in G. Fix z
0
∈ G and r > 0 such that the disk
D = {z ∈ C : z −z
0
 < r}
is contained in G. D is simply connected, so by the last theorem, there exists a function f holo
morphic in D such that u = Re f on D. By Corollary 5.2, f is inﬁnitely diﬀerentiable on D, and
hence so is its real part u. Because z
0
∈ D, we showed that u is inﬁnitely diﬀerentiable at z
0
, and
because z
0
was chosen arbitrarily, we proved the statement.
Remark. This is the ﬁrst in a series of proofs which uses the fact that the property of being harmonic
is a local property—it is a property at each point of a certain region. Note that we did not construct
a function f which is holomorphic in G but we only constructed such a function on the disk D.
This f might very well diﬀer from one disk to the next.
6.2 MeanValue and Maximum/Minimum Principle
The following identity is the harmonic analog of Cauchy’s integral formula, Theorem 4.10.
Theorem 6.5. Suppose u is harmonic in the region G, and {z ∈ C : z −w ≤ r} ⊂ G. Then
u(w) =
1
2π
_
2π
0
u
_
w +re
it
_
dt .
Proof. The disk D = {z ∈ C : z − w ≤ r} is simply connected, so by Theorem 6.3 there is a
function f holomorphic on D such that u = Re f on D. Now we apply Corollary 4.12 to f:
f(w) =
1
2π
_
2π
0
f
_
w +re
it
_
dt .
The statement follows by taking the real part on both sides.
Theorem 6.5 states that harmonic functions have the meanvalue property. The following result
is a fairly straightforward consequence of this property. The function u : G ⊂ C →R has a strong
relative maximum at w if there exists a disk D = {z ∈ C : z −w < R} ⊂ G such that u(z) ≤ u(w)
for all z ∈ D and u(z
0
) < u(w) for some z
0
∈ D. The deﬁnition of a strong relative minimum is
completely analogous.
Theorem 6.6. If u is harmonic in the region G, then it does not have a strong relative maximum
or minimum in G.
Proof. Assume (by way of contradiction) that w is a strong local maximum of u in G. Then there
is a disk in G centered at w containing a point z
0
with u(z
0
) < u(w). Suppose z
0
−w = r; we
apply Theorem 6.5 with this r:
u(w) =
1
2π
_
2π
0
u
_
w +re
it
_
dt .
CHAPTER 6. HARMONIC FUNCTIONS 68
Figure 6.1: Proof of Theorem 6.6.
Intuitively, this cannot hold, because some of the function values we’re integrating are smaller than
u(w), contradicting the meanvalue property. To make this into a thorough argument, suppose
that z
0
= w + re
it
0
for 0 ≤ t
0
< 2π. Because u(z
0
) < u(w) and u is continuous, there is a whole
interval of parameters, say t
0
≤ t < t
1
, such that u
_
w +re
it
_
< u(w).
Now we split up the meanvalue integral:
u(w) =
1
2π
_
2π
0
u
_
w +re
it
_
dt
=
1
2π
__
t
0
0
u
_
w +re
it
_
dt +
_
t
1
t
0
u
_
w +re
it
_
dt +
_
2π
t
1
u
_
w +re
it
_
dt
_
All the integrands can be bounded by u(w), for the middle integral we get a strict inequality. Hence
u(w) <
1
2π
__
t
0
0
u(w) dt +
_
t
1
t
0
u(w) dt +
_
2π
t
1
u(w) dt
_
= u(w) ,
a contradiction. The same argument works if we assume that u has a relative minimum. But in this
case there’s actually a short cut: if u has a strong relative minimum then the harmonic function
−u has a strong relative maximum, which we just showed cannot exist.
A look into the (not so distant) future. We will see in Corollary 8.11 a variation of this theorem for
a weak relative maximum w, in the sense that there exists a disk D = {z ∈ C : z −w < R} ⊂ G
such that all z ∈ D satisfy u(z) ≤ u(w). Corollary 8.11 says that if u is harmonic in the region
G, then it does not have a weak relative maximum or minimum in G. A special yet important
case of the above maximum/minimum principle is obtained when considering bounded regions.
Corollary 8.11 implies that if u is harmonic in the closure of the bounded region G then
max
z∈G
u(z) = max
z∈∂G
u(z) and min
z∈G
u(z) = min
z∈∂G
u(z) .
(Here ∂G denotes the boundary of G.) We’ll exploit this fact in the next two corollaries.
Corollary 6.7. Suppose u is harmonic in the closure of the bounded region G. If u is zero on ∂G
then u is zero in G.
CHAPTER 6. HARMONIC FUNCTIONS 69
Proof. By the remark we just made
u(z) ≤ max
z∈G
u(z) = max
z∈∂G
u(z) = max
z∈∂G
0 = 0
and
u(z) ≥ min
z∈G
u(z) = min
z∈∂G
u(z) = min
z∈∂G
0 = 0 ,
so u has to be zero in G.
Corollary 6.8. If two harmonic functions agree on the boundary of a bounded region then they
agree in the region.
Proof. Suppose u and v are harmonic in G∪∂G and they agree on ∂G. Then u−v is also harmonic
in G∪ ∂G (Exercise 2) and u −v is zero on ∂G. Now apply the previous corollary.
The last corollary states that if we know a harmonic function on the boundary of some region
then we know it inside the region. One should remark, however, that this result is of a completely
theoretical nature: it says nothing about how to extend a function given on the boundary of a
region to the full region. This problem is called the Dirichlet
2
problem and has a solution for all
simplyconnected regions. There is a fairly simple formula (involving the socalled Poisson
3
kernel )
if the region in question is a disk; for other regions one needs to ﬁnd a conformal map to the unit
disk. All of this is beyond the scope of these notes, we just remark that Corollary 6.8 says that the
solution to the Dirichlet problem is unique.
Exercises
1. Show that all partial derivatives of a harmonic function are harmonic.
2. Suppose u and v are harmonic, and c ∈ R. Prove that u +cv is also harmonic.
3. Consider u(z) = u(x, y) = ln
_
x
2
+y
2
_
.
(a) Show that u is harmonic in C \ {0}.
(b) Prove that u is not the real part of a function which is holomorphic in C \ {0}.
4. Let u(x, y) = e
x
siny.
(a) Show that u is harmonic on C.
(b) Find an entire function f such that Re(f) = u.
5. Is it possible to ﬁnd a real function v so that x
3
+y
3
+iv is holomorphic?
2
For more information about Johann Peter Gustav Dirichlet (1805–1859), see
http://wwwgroups.dcs.stand.ac.uk/∼history/Biographies/Dirichlet.html.
3
For more information about Sim´eon Denis Poisson (1781–1840), see
http://wwwgroups.dcs.stand.ac.uk/∼history/Biographies/Poisson.html.
Chapter 7
Power Series
It is a pain to think about convergence but sometimes you really have to.
Sinai Robins
7.1 Sequences and Completeness
As in the real case (and there will be no surprises in this chapter of the nature ‘real versus complex’),
a (complex) sequence is a function from the positive (sometimes the nonnegative) integers to the
complex numbers. Its values are usually denoted by a
n
(as opposed to, say, a(n)) and we commonly
denote the sequence by (a
n
)
∞
n=1
, (a
n
)
n≥1
, or simply (a
n
). The notion of convergence of a sequence
is based on the following sibling of Deﬁnition 2.1.
Deﬁnition 7.1. Suppose (a
n
) is a sequence and a ∈ C such that for all ǫ > 0, there is an integer
N such that for all n ≥ N, we have a
n
−a < ǫ. Then the sequence (a
n
) is convergent and a is its
limit, in symbols
lim
n→∞
a
n
= a .
If no such a exists then the sequence (a
n
) is divergent.
Example 7.2. lim
n→∞
i
n
n
= 0: Given ǫ > 0, choose N > 1/ǫ. Then for any n ≥ N,
¸
¸
¸
¸
i
n
n
−0
¸
¸
¸
¸
=
¸
¸
¸
¸
i
n
n
¸
¸
¸
¸
=
i
n
n
=
1
n
≤
1
N
< ǫ .
Example 7.3. The sequence (a
n
= i
n
) diverges: Given a ∈ C, choose ǫ = 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
.
70
CHAPTER 7. POWER SERIES 71
The following limit laws are the relatives of the identities stated in Lemma 2.4.
Lemma 7.4. Let (a
n
) and (b
n
) be convergent sequences and c ∈ C.
(a) lim
n→∞
a
n
+c lim
n→∞
b
n
= lim
n→∞
(a
n
+c b
n
) .
(b) lim
n→∞
a
n
· lim
n→∞
b
n
= lim
n→∞
(a
n
· b
n
) .
(c)
lim
n→∞
a
n
lim
n→∞
b
n
= lim
n→∞
_
a
n
b
n
_
.
In the quotient law we have to make sure we do not divide by zero.
If f is continuous at a then
lim
n→∞
f(a
n
) = f(a) if lim
n→∞
a
n
= a ,
where we require that a
n
be in the domain of f.
The most important property of the real number system is that we can, in many cases, determine
that a sequence converges without knowing the value of the limit. In this sense we can use the
sequence to deﬁne a real number.
Deﬁnition 7.5. A Cauchy sequence is a sequence (a
n
) such that
lim
n→∞
a
n+1
−a
n
 = 0.
We say a metric space X (which for us means Z, Q, R, or C) is complete if, for any Cauchy sequence
(a
n
) in X, there is some a ∈ X such that lim
n→∞
a
n
= a.
In other words, completeness means Cauchy sequences are guaranteed to converge. For example,
the rational numbers are not complete: we can take a Cauchy sequence of rational numbers getting
arbitrarily close to
√
2, which is not a rational number. However, each of Z, R, and C is complete.
It is the completeness of the reals that allows us to know sequences converge without knowing their
limits.
We will assume that the reals are complete as an axiom. There are many equivalent ways of
formulating the completeness property for the reals, including:
Axiom (Monotone Sequence Property). Any bounded monotone sequence converges.
Notice that the Monotone Sequence Property implies the Least Upper Bound Property, which
states that every nonempty set of real numbers with an upper bound in fact has a supremum, or
least upper bound.
Remember that a sequence is monotone if it is either nondecreasing (x
n+1
≥ x
n
) or non
increasing (x
n+1
≤ x
n
).
Example 7.6. If 0 ≤ r < 1 then lim
n→∞
r
n
= 0: First, the sequence converges because it
is decreasing and bounded below by 0. If the limit is L then, using the laws of limits, we get
L = lim
n→∞
r
n
= lim
n→∞
r
n+1
= r lim
n→∞
r
n
= rL. From L = rL we get (1 − r)L = 0, so L = 0
since 1 −r = 0
CHAPTER 7. POWER SERIES 72
The following is a consequence of the Monotone Sequence Property (via the Least Upper Bound
Property), although it is often listed as a separate axiom:
Theorem 7.7 (Archimedean
1
Property). If x is any real number then 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 7.2. For a proof see Exercise 5. It is interesting to see that the Archimedean
principle underlies the construction of an inﬁnite decimal expansion for any real number, while the
monotone sequence property shows that any such inﬁnite decimal expansion actually converges to
a real number.
We close this discussion of limits with a pair of standard limits. The ﬁrst of these can be
established by calculus methods (like L’Hospital’s rule, by treating n as the variable); both of them
can be proved by more elementary considerations.
Lemma 7.8. (a) Exponentials beat polynomials: for any polynomial p(n) and any b ∈ R with
b > 1, lim
n→∞
p(n)
b
n
= 0.
(b) Factorials beat exponentials: for any a ∈ R, lim
n→∞
a
n
n!
= 0.
Note this lemma also works for a, b ∈ C.
7.2 Series
A series is a sequence (a
n
) whose members are of the form a
n
=
n
k=1
b
k
(or a
n
=
n
k=0
b
k
); here
(b
k
) is the sequence of terms of the series. The a
n
=
n
k=1
b
k
(or a
n
=
n
k=0
b
k
) are the partial
sums of the series. If we wanted to be lazy we would deﬁne convergence of a series simply by
refering 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 ǫ > 0 we have to ﬁnd an N such that for all
n ≥ N
¸
¸
¸
¸
¸
n
k=1
b
k
−a
¸
¸
¸
¸
¸
< ǫ .
In the case of a convergent series, we usually express its limit as a =
∞
k=1
b
k
or a =
k≥1
b
k
.
1
For more on Archimedes, see http://en.wikipedia.org/wiki/Archimedes. Archimedes attributes this property
to Euxodus. For more on Euxodus, see http://en.wikipedia.org/wiki/Euxodus.
CHAPTER 7. POWER SERIES 73
Example 7.9. Occasionally we can ﬁnd the limit of a sequence by manipulating the partial sums:
k≥1
1
k(k + 1)
= lim
n→∞
n
k=1
_
1
k
−
1
k + 1
_
= lim
n→∞
__
1 −
1
2
_
+
_
1
2
−
1
3
_
+
_
1
3
−
1
4
_
+· · · +
_
1
n
−
1
n + 1
__
= lim
n→∞
_
1 −
1
2
+
1
2
−
1
3
+
1
3
−
1
4
+· · · +
1
n
−
1
n + 1
_
= lim
n→∞
_
1 −
1
n + 1
_
= 1.
A series where most of the terms cancel like this is called a telescoping series.
Most of the time we need to use the completeness property to check convergence of a series,
and it is fortunate that the monotone sequence property has a very convenient translation into the
language of series of real numbers. The partial sums of a series form a nondecreasing sequence if
the terms of the series are nonnegative, and this observation immediately yields:
Lemma 7.10. If b
k
are nonnegative real numbers then
∞
k=1
b
k
converges if and only if the partial
sums are bounded.
If b
k
are nonnegative real numbers and the partial sums of the series
∞
k=1
b
k
are unbounded
then the partial sums “converge” to inﬁnity, so we can write
∞
k=1
b
k
= ∞. Using this terminology,
we can rephrase Lemma 7.10 to say:
∞
k=1
b
k
converges in the reals if and only if it is ﬁnite.
We have already used the simple fact that convergence of a sequence (a
n
) is equivalent to the
convergence of (a
n−1
), and both of these sequences have the same limit. If a
n
is the n
th
partial
sum of the series
k≥1
b
k
then a
n
= a
n−1
+b
n
. From this we conclude:
Lemma 7.11. If
k≥1
b
k
converges then lim
n→∞
b
n
= 0.
The contrapositive of this lemma is often used, and is called the Test for Divergence:
Lemma 7.12 (Test for Divergenge). If lim
n→∞
b
n
= 0, then
k≥1
b
k
diverges.
A common mistake is to try to use the converse of this lemma, but the converse is false:
Example 7.13. 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.
CHAPTER 7. POWER SERIES 74
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 7.14. 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 theorem, but the converse is false:
Example 7.15. 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 14.) The reader can verify the inequality 2k(2k−1) ≥
k(k + 1) for k > 1, so the general term satisﬁes
1
2k −1
−
1
2k
=
1
2k(2k −1)
≤
1
k(k + 1)
,
so the series converges by comparison with the telescoping series of Example 7.9.
For the rest of this book we shall be concerned almost exclusively with series which converge
absolutely. Hence checking convergence of a series is usually a matter of verifying that a series
of nonnegative reals is ﬁnite. We have already used the technique of comparing a series to a
series which is known to converge; this is often called a “comparison test.” Some variants of the
comparison test will appear when we look at power series. One handy test is the following:
Lemma 7.16 (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
CHAPTER 7. POWER SERIES 75
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 7.17.
k≥1
1
k
p
converges if p > 1 and diverges if p ≤ 1.
To summarize, when testing the convergence of a series we have: the Test for Divergence, the
Comparison Test, and the Integral Test, as well as three related tests from calculus: the Limit
Comparison Test, the Root Test, and the Ratio Test.
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 7.18. Suppose (f
n
) and f are functions deﬁned on G ⊆ C. If for all ǫ > 0 there is an
N such that for all z ∈ G and for all n ≥ N we have
f
n
(z) −f(z) < ǫ
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
(∀ ǫ > 0) (∀ z ∈ G) (∃ N : n ≥ N ⇒ f
n
(z) −f(z) < ǫ) ,
whereas uniform convergence on G translates into
(∀ ǫ > 0) (∃ N : (∀ z ∈ G) n ≥ N ⇒ f
n
(z) −f(z) < ǫ) .
No big deal—we only exchanged two of the quantiﬁers. In the ﬁrst case, N may well depend on
z, in the second case we need to ﬁnd an N which works for all z ∈ G. And this can make all the
diﬀerence . . .
The ﬁrst example illustrating this diﬀerence says in essence that if we have a sequence of
functions (f
n
) which converges uniformly on G then for all z
0
∈ G
lim
n→∞
lim
z→z
0
f
n
(z) = lim
z→z
0
lim
n→∞
f
n
(z) .
We will need similar interchanges of limits constantly.
Proposition 7.19. 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.
CHAPTER 7. POWER SERIES 76
Proof. Let z
0
∈ G; we will prove that f is continuous at z
0
. By uniform convergence, given ǫ > 0,
there is an N such that for all z ∈ G and all n ≥ N
f
n
(z) −f(z) <
ǫ
3
.
Now we make use of the continuity of the f
n
’s. This means that given (the same) ǫ > 0, there is a
δ > 0 such that whenever z −z
0
 < δ we have
f
n
(z) −f
n
(z
0
) <
ǫ
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
)
< ǫ ,
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 7.20. 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 4.4(d), we can estimate
¸
¸
¸
¸
_
γ
f
n
−
_
γ
f
¸
¸
¸
¸
=
¸
¸
¸
¸
_
γ
f
n
−f
¸
¸
¸
¸
≤ max
z∈γ
f
n
(z) −f(z) length(γ) .
But f
n
→f uniformly on γ, and we can make max
z∈γ
f
n
(z) −f(z) as small as we like.
Since uniform convergence is often of critical importance, we give two practical tests: one
arguing for uniformity and the other against. They are formulated for sequences that converge to
0. If a sequence g
n
converges to a function g then we can usually apply these tests to f
n
= g −g
n
,
which does converge to 0.
Lemma 7.21. If f
n
is a sequence of functions and M
n
is a sequence of constants so that M
n
converges to 0 and f
n
(z) ≤ M
n
for all z in the set G f
n
converges uniformly to 0 on G.
For example, z
n
 ≤ r
n
if z is in the closed disk
¯
D
r
(0), and r
n
→0 if r < 1, so z
n
→0 uniformly
in
¯
D
r
(0) if r < 1.
Lemma 7.22. 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 77
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 7.23. 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 ǫ > 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
< ǫ
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
< ǫ
and this satisﬁes the deﬁnition of uniform convergence.
A good example of the diﬀerence between pointwise convergence and uniform convergence can
be seen in the following example.
Example 7.24. For simplicity and so we can draw the appropriate pictures, we restrict our at
tention to the real axis (using x instead of z), although this example holds for complexdeﬁned
functions. Consider the sequence of functions (f
n
) deﬁned by f
n
(x) := sin
n
(x), on the interval
[0, π]. On this interval, for all n and all x we have 0 ≤ f
n
(x) ≤ 1, with f
n
(x) = 1 if and only if
x = π/2. It follows that, for any ﬁxed x ∈ [0, π], the sequence (f
n
(x)) converges to 1 if x = π/2
or to 0 if x = π/2. Thus, the sequence (f
n
) converges pointwise to the function f deﬁned by
f(x) :=
_
1 if x = π/2
0 if x = π/2
. Because the functions f
n
are all continuous but f is not, we can already
see by Proposition 7.19 that the convergence must not be uniform. To visualize this, consider
Figure 7.1. Away from x = π/2, pointwise convergence to f is seen by the fact that the functions
f
n
are getting closer and closer to 0. Nonuniform convergence is illustrated by the fact that, as x
gets closer and closer to π/2, the functions f take longer and longer to get to 0.
We end this section by noting that everything we’ve developed here could have been done in
greater generality  for instance, for functions from R
n
or C
n
to R
m
or C
m
.
CHAPTER 7. POWER SERIES 78
Figure 7.1: The graph of the functions f
n
(x) := sin
n
(x), showing the diﬀerence between pointwise
and 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 7.25. 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 7.26. 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 7.23 with f
k
(z) = z
k
and M
k
= r
k
. Hence the uniform convergence on D of the geometric series will follow if we can
show that
k≥0
r
k
converges. But this is straightforward: the partial sums of this series can be
written as
n
k=0
r
k
= 1 +r +· · · +r
n−1
+r
n
=
1 −r
n+1
1 −r
,
whose limit as n → ∞ exists because r < 1. Hence, by Proposition 7.23, 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 7.27. 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.
CHAPTER 7. POWER SERIES 79
(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 7.19, this theorem immediately implies the following.
Corollary 7.28. 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 7.20 implies for power series.
Corollary 7.29. 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 7.27. Deﬁne C to be the set of positive real numbers for which the series
k≥0
c
k
t
k
converges, and deﬁne D to be the set of positive real numbers for which it diverges. Clearly every
positive real number is in either C or D, and these sets are disjoint. First we establish three facts
about these sets.
(∗) If t ∈ C and r < t then r ∈ C, and
k≥0
c
k
(z − z
0
)
k
converges absolutely and uniformly
on
¯
D
r
(z
0
). To prove this, note that
k≥0
c
k
t
k
converges so c
k
t
k
→ 0 as k → ∞. In particular,
this sequence is bounded, so c
k
 t
k
≤ M for some constant M. Now if z ∈
¯
D
r
(z
0
) we have
¸
¸
c
k
(z −z
0
)
k
¸
¸
≤ c
k
 r
k
and
k≥0
c
k
 r
k
=
k≥0
c
k
 t
k
_
r
t
_
k
≤
k≥0
M
_
r
t
_
k
= M
k≥0
_
r
t
_
k
=
M
1 −r/t
< ∞.
At the last step we recognized the geometric series, which converges since 0 ≤ r < t, and so
0 ≤ r/t < 1. This shows that r ∈ C, and uniform and absolute convergence on
¯
D
r
(z
0
) follows from
the Weierstraß Mtest.
(∗∗) If t ∈ D and r > t then r ∈ D, and
k≥0
c
k
(z −z
0
)
k
diverges on the complement of D
r
(z
0
)
 that is, for z −z
0
 ≥ r. To prove this, assume that c
k
r
k
is bounded, so c
k
 r
k
≤ M for some
constant M. But now exactly the same argument as in (∗), but interchanging r and t, shows that
k≥0
c
k
t
k
converges, contradicting the assumption that t is in D.
(∗ ∗ ∗) There is an extended real number R, satisfying 0 ≤ R ≤ ∞, so that 0 < r < R implies
r ∈ C and R < r < ∞ implies r ∈ D. Notice that R = 0 works if C is empty, and R = ∞ works if
D is empty; so we assume neither is empty and we start with a
0
in C and b
0
in D. It is immediate
from (∗) or (∗∗) that a
0
< b
0
. We shall deﬁne sequences a
n
in C and b
n
in D which “zero in” on
R. First, let m
0
be the midpoint of the segment [a
0
, b
0
], so m
0
= (a
0
+b
0
)/2. If m
0
lies in C then
CHAPTER 7. POWER SERIES 80
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 7.27, ﬁrst assume r < R and choose t so that r < t < R. Then t ∈ C by
(∗ ∗ ∗), so part (a) of 7.27 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 7.27 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 7.30. c
k
 r
k
→0 for 0 ≤ r < R but c
k
 r
k
is unbounded for r > R.
Warning: Neither Theorem 7.27 nor Corollary 7.30 says anything about convergence on the
circle z −z
0
 = R .
Example 7.31. Consider the function f(z) = exp(z). You may recall from calculus that the real
deﬁned, realvalued function e
x
has an expansion as the power series
k≥0
x
k
k!
. In fact, a similar
expression holds for the complexdeﬁned, complexvalued f(z). Let g(z) =
k≥0
x
k
k!
. Then
g
′
(z) =
d
dz
k≥0
z
k
k!
=
k≥0
d
dz
x
k
k!
=
k≥1
x
k−1
(k −1)!
=
k≥0
x
k
k!
= g(z).
Thus, g(z) has the correct derivative. The question still remains whether f(z) = g(z) or not. To
see that f(z) = g(z), ﬁrst note that
1
f(z)
=
1
exp(z)
= exp(−z) = f(−z).
Thus, the function f(−z)g(z) has 0 derivative:
d
dz
[f(−z)g(z)] = −f
′
(−z)g(z) +f(−z)g
′
(z) = −f(−z)g(z) +f(−z)g(z) = 0.
This means that
g(z)
f(z)
= f(−z)g(z) = c for some constant c ∈ C. Evaluating at z = 0, we see c = 1,
so g(z) = f(z) as desired.
CHAPTER 7. POWER SERIES 81
We use the Ratio Test to determine the radius of convergence. Since
¸
¸
¸
¸
x
k+1
(k + 1)!
·
k!
x
k
¸
¸
¸
¸
=
¸
¸
¸
¸
x
k + 1
¸
¸
¸
¸
=
x
k + 1
→0
as k → ∞, the power series converges absolutely for all x. The radius of convergence is R = ∞.
The region of convergence is all of C, the ”disk of radius inﬁnity” about the origin (the center of
the series).
There are many operations we may perform on series. We may add constants and polynomials to
power series. We may rearrange the terms of a series in the case that the series converges absolutely.
That absolute convergence is both necessary and suﬃcient for rearrangement is left as an exercise.
Thus, we may add two power series together on a common region of convergence and rearrange
their sum to collect coeﬃcients of the same degree together, as the next example demonstrates.
We have seen that we may diﬀerentiate and integrate power series. We may also multiply series by
constants, or multiply power series by polynomials. In fact, we may multiply power series together
on their common region of convergence. We leave it as an exercise to determine a formula for
multiplying power series together.
Example 7.32. We can use the power series expansion for exp(z) to ﬁnd a power series expansion
of the trigonometric functions. For instance, consider f(z) = sin(z). Then
f(z) = sin z =
1
2i
_
e
iz
−e
−iz
_
=
1
2i
_
_
k≥0
(iz)
k
k!
−
k≥0
(−iz)
k
k!
_
_
=
1
2i
k≥0
1
k!
_
(iz)
k
−(−1)
k
(iz)
k
_
=
1
2i
k≥0,k odd
2i
k
z
k
k!
=
1
2i
l≥0
2i
2l+1
z
2l+1
(2l + 1)!
=
l≥0
i
2l+2
z
2l+1
(2l + 1)!
=
l≥0
(−1)
l+1
z
2l+1
(2l + 1)!
= z −
z
3
3!
+
z
5
5!
−
z
7
7!
+. . . .
Note that we are allowed to rearrange the terms of the two added sums because the corresponding
series have inﬁnite radius of convergence.
CHAPTER 7. POWER SERIES 82
Exercises
1. Let (a
n
) be a sequence. A point a is an accumulation point of the sequence if: for every ǫ > 0
and every N ∈ N there exists some n > N such that a
n
− a < ǫ. Prove that if a sequence
has more than one accumulation point then the sequence diverges.
2. For each of the sequences, prove convergence/divergence. If the sequence converges, ﬁnd the
limit.
(a) a
n
= e
iπn/4
.
(b)
(−1)
n
n
.
(c) cos n.
(d) 2 −
in
2
2n
2
+1
.
(e) sin
_
1
n
_
.
3. Determine whether each of the following series converges or diverges.
(a)
n≥1
_
1+i
√
3
_
n
(b)
n≥1
n
_
1
i
_
n
(c)
n≥1
_
1+2i
√
5
_
n
(d)
n≥1
1
n
3
+i
n
4. Show that the limit of a convergent sequence is unique.
5. Derive the Archimedean Property from the monotone sequence property.
6. Prove:
(a) lim
n→∞
a
n
= a =⇒ lim
n→∞
a
n
 = a.
(b) lim
n→∞
a
n
= 0 ⇐⇒ lim
n→∞
a
n
 = 0.
7. Prove Lemma 7.8.
8. Prove: (c
n
) converges if and only if (Re c
n
) and (Imc
n
) converge.
9. Prove Lemma 7.4.
10. Prove that Z is complete.
11. Use the fact that R is complete to prove that C is complete.
12. 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.
This is called the Squeeze Theorem, and is useful in testing a sequence for convergence.
13. Find sup
_
Re
_
e
2πit
_
: t ∈ Q\ Z
_
.
CHAPTER 7. POWER SERIES 83
14. 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.
15. Prove that the series
k≥1
b
k
converges if and only if lim
n→∞
∞
k=n
b
k
= 0 .
16. (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
.)
17. Discuss the convergence of
k≥0
z
k
for z = 1.
18. Prove Lemma 7.21.
19. Prove Lemma 7.22.
20. Where do the following sequences converge pointwise? Do they converge uniformly on this
domain?
(a) (nz
n
) .
(b)
_
z
n
n
_
for n > 0.
(c)
_
1
1+nz
_
, deﬁned on {z ∈ C : Re z ≥ 0}.
21. 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 7.20?
22. Prove that absolute convergence is a suﬃcient and necessary condition to be able to arbitrarily
rearrange the terms of a series without changing the sum.
23. Derive a formula for the product of two power series.
24. Find a power series (and determine its radius of convergence) of the following functions.
(a)
1
1+4z
.
(b)
1
3−
z
2
.
(c)
z
2
(4−z)
2
for z < 4
25. Find a power series representation about the origin of each of the following functions.
(a) cos z
CHAPTER 7. POWER SERIES 84
(b) cos(z
2
)
(c) z
2
sin z
(d) (sin z)
2
26. (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.
27. Find the power series centered at 1 for the following functions, and compute their radius of
convergence:
(a)
1
z
.
(b) Log z.
28. 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.
29. 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 = ∞.)
30. Find the radius of convergence for each of the following series.
(a)
k≥0
a
k
2
z
k
, a ∈ C.
(b)
k≥0
k
n
z
k
, n ∈ Z.
(c)
k≥0
z
k!
.
(d)
k≥1
(−1)
k
k
z
k(k+1)
.
(e)
k≥1
z
k
k
k
.
(f)
k≥0
cos(k)z
k
.
CHAPTER 7. POWER SERIES 85
(g)
k≥0
4
k
(z −2)
k
.
31. Find a function in “closed form” (i.e. not a power series) representing each of the following
series.
(a)
k≥0
z
2k
k!
(b)
k≥1
k(z −1)
k−1
(c)
k≥2
k(k −1)z
k
32. Deﬁne the functions f
n
(t) =
1
n
e
−t/n
for n > 0 and 0 ≤ t < ∞.
(a) Show that the maximum of f
n
(t) is
1
n
.
(b) Show that f
n
(t) converges uniformly to 0 as n →∞.
(c) Show that
_
∞
0
f
n
(t) dt does not converge to 0 as n →∞
(d) Why doesn’t this contradict the theorem that “the integral of a uniform limit is the limit
of the integrals”?
Chapter 8
Taylor and Laurent Series
We think in generalities, but we live in details.
A. N. Whitehead
8.1 Power Series and Holomorphic Functions
We will see in this section that power series and holomorphic functions are intimately related. In
fact, the two cornerstone theorems of this section are that any power series represents a holomorphic
function, and conversely, any holomorphic function can be represented by a power series.
We begin by showing a power series represents a holomorphic function, and consider some of
the consequences of this:
Theorem 8.1. Suppose f(z) =
k≥0
c
k
(z −z
0
)
k
has radius of convergence R. Then f is holo
morphic in {z ∈ C : z −z
0
 < R}.
Proof. Given any closed curve γ ⊂ {z ∈ C : z −z
0
 < R}, we have by Corollary 7.29
_
γ
k≥0
c
k
(z −z
0
)
k
dz = 0 .
On the other hand, Corollary 7.28 says that f is continuous. Now apply Morera’s theorem (Corol
lary 5.16).
A special case of the last result concerns power series with inﬁnite radius of convergence: those
represent entire functions.
Now that we know that power series are holomorphic (i.e., diﬀerentiable) on their regions of
convergence we can ask how to ﬁnd their derivatives. The next result says that we can simply
diﬀerentiate the series “term by term.”
Theorem 8.2. Suppose f(z) =
k≥0
c
k
(z −z
0
)
k
has radius of convergence R. Then
f
′
(z) =
k≥1
k c
k
(z −z
0
)
k−1
,
and the radius of convergence of this power series is also R.
86
CHAPTER 8. TAYLOR AND LAURENT SERIES 87
Proof. Let f(z) =
k≥0
c
k
(z −z
0
)
k
. Since we know that f is holomorphic in its region of conver
gence we can use Theorem 5.1. Let γ be any simple closed curve in {z ∈ C : z −z
0
 < R}. Note
that the power series of f converges uniformly on γ, so that we are free to interchange integral and
inﬁnite sum. And then we use Theorem 5.1 again, but applied to the function (z −z
0
)
k
. Here are
the details:
f
′
(z) =
1
2πi
_
γ
f(w)
(w −z)
2
dw
=
1
2πi
_
γ
k≥0
c
k
(w −z
0
)
k
(w −z)
2
dw
=
k≥0
c
k
·
1
2πi
_
γ
(w −z
0
)
k
(w −z)
2
dw
=
k≥0
c
k
·
d
dw
(w −z
0
)
k
¸
¸
¸
¸
w=z
=
k≥0
k c
k
(z −z
0
)
k−1
.
The last statement of the theorem is easy to show: the radius of convergence R of f
′
(z) is at least
R (since we have shown that the series converges whenever z −z
0
 < R), and it cannot be larger
than R by comparison to the series for f(z), since the coeﬃcients for (z −z
0
)f
′
(z) are bigger than
the corresponding ones for f(z).
Naturally, the last theorem can be repeatedly applied to f
′
, then to f
′′
, and so on. The various
derivatives of a power series can also be seen as ingredients of the series itself. This is the statement
of the following Taylor
1
series expansion.
Corollary 8.3. Suppose f(z) =
k≥0
c
k
(z −z
0
)
k
has a positive radius of convergence. Then
c
k
=
f
(k)
(z
0
)
k!
.
Proof. For starters, f(z
0
) = c
0
. Theorem 8.2 gives f
′
(z
0
) = c
1
. Applying the same theorem to f
′
gives
f
′′
(z) =
k≥2
k(k −1)c
k
(z −z
0
)
k−2
and f
′′
(z
0
) = 2c
2
. We can play the same game for f
′′′
(z
0
), f
′′′′
(z
0
), etc.
Taylor’s formulas show that the coeﬃcients of any power series which converges to f on an
open disk D centered at z
0
can be determined from the the function f restricted to D. It follows
immediately that the coeﬃcients of a power series are unique:
Corollary 8.4 (Uniqueness of power series). If
k≥0
c
k
(z − z
0
)
k
and
k≥0
c
′
k
(z − z
0
)
k
are two
power series which both converge to the same function f(z) on an open disk centered at a then
c
k
= c
′
k
for all k.
1
For more information about Brook Taylor (1685–1731), see
http://wwwgroups.dcs.stand.ac.uk/∼history/Biographies/Taylor.html.
CHAPTER 8. TAYLOR AND LAURENT SERIES 88
We now turn to the second cornerstone result, that a holomorphic function can be represented
by a power series, and its implications.
Theorem 8.5. Suppose f is a function which is holomorphic in D = {z ∈ C : z −z
0
 < R}. Then
f can be represented in D as a power series centered at z
0
(with a radius of convergence at least
R):
f(z) =
k≥0
c
k
(z −z
0
)
k
with c
k
=
1
2πi
_
γ
f(w)
(w −z
0
)
k+1
dw.
Here γ is any positively oriented, simple, closed, smooth curve in D for which z
0
is inside γ.
Proof. Let g(z) = f(z +z
0
); so g is a function holomorphic in {z ∈ C : z < R}. Fix r < R, denote
the circle centered at the origin with radius r by γ
r
, and suppose that z < r. Then by Cauchy’s
integral formula (Theorem 4.10),
g(z) =
1
2πi
_
γr
g(w)
w −z
dw.
The factor 1/(w −z) in this integral can be extended into a geometric series (note that w ∈ γ
r
and
so
¸
¸
z
w
¸
¸
< 1)
1
w −z
=
1
w
1
1 −
z
w
=
1
w
k≥0
_
z
w
_
k
which converges uniformly in the variable w ∈ γ
r
(by Lemma 7.26). Hence Proposition 7.20 applies:
g(z) =
1
2πi
_
γr
g(w)
w −z
dw =
1
2πi
_
γr
g(w)
1
w
k≥0
_
z
w
_
k
dw =
k≥0
1
2πi
_
γr
g(w)
w
k+1
dwz
k
.
Now, since f(z) = g(z −z
0
), we apply an easy change of variables to obtain
f(z) =
k≥0
1
2πi
_
Γr
f(w)
(w −z
0
)
k+1
dw(z −z
0
)
k
,
where Γ
r
is a circle centered at z
0
with radius r. The only diﬀerence of this righthand side to the
statement of the theorem are the curves we’re integrating over. However, Γ
r
∼
G\{z
0
}
γ, and we can
apply Cauchy’s Theorem 4.6:
_
Γr
f(w)
(w −z
0
)
k+1
dw =
_
γ
f(w)
(w −z
0
)
k+1
dw.
If we compare the coeﬃcients of the power series obtained in Theorem 8.5 with those in Corol
lary 8.3, we arrive at the longpromised extension of Theorem 5.1 (which in itself extended Cauchy’s
integral formula, Theorem 4.10).
Corollary 8.6. Suppose f is holomorphic on the region G, w ∈ G, and γ is a positively oriented,
simple, closed, smooth, Gcontractible curve such that w is inside γ. Then
f
(k)
(w) =
k!
2πi
_
γ
f(z)
(z −w)
k+1
dz .
CHAPTER 8. TAYLOR AND LAURENT SERIES 89
Corollary 8.6 combined with our oftenused Proposition 4.4(d) gives an inequality which is often
called Cauchy’s Estimate:
Corollary 8.7. Suppose f is holomorphic in {z ∈ C : z −w < R} and f ≤ M. Then
¸
¸
¸f
(k)
(w)
¸
¸
¸ ≤
k!M
R
k
.
Proof. Let γ be a circle centered at w with radius r < R. Then Corollary 8.6 applies, and we can
estimate using Proposition 4.4(d):
¸
¸
¸f
(k)
(w)
¸
¸
¸ =
¸
¸
¸
¸
k!
2πi
_
γ
f(z)
(z −w)
k+1
dz
¸
¸
¸
¸
≤
k!
2π
max
z∈γ
¸
¸
¸
¸
f(z)
(z −w)
k+1
¸
¸
¸
¸
length(γ) ≤
k!
2π
M
r
k+1
2πr =
k!M
r
k
.
The statement now follows since r can be chosen arbitrarily close to R.
8.2 Classiﬁcation of Zeros and the Identity Principle
Basic algebra shows that if a polynomial p(z) of positive degree d has a a zero at a (in other words,
if p(a) = 0) then p(z) has z −a as a factor. That is, p(z) = (z −a)q(z) where q(z) is a polynomial
of degree d − 1. We can then ask whether q(z) itself has a zero at a and, if so, we can factor out
another factor of z −a. continuing in this way we see that we can factor p(z) as p(z) = (z −a)
m
g(z)
where m is a positive integer, not bigger than d, and g(z) is a polynomial which does not have a
zero at a. The integer m is called the multiplicity of the zero a of p(z).
Almost exactly the same thing happens for holomorphic functions:
Theorem 8.8 (Classiﬁcation of Zeros). Suppose f is an holomorphic function deﬁned on an open
set G and suppose f has a zero at a point a in G. Then there are exactly two possibilities:
(a) Either: f is identically zero on some open disk D centered at a (that is, f(z) = 0 for all z in
D);
(b) or: there is a positive integer m and a holomorphic function g, deﬁned on G, satisfying f(z) =
(z −a)
m
g(z) for all z in G, with g(a) = 0
The integer m in the second case is uniquely determined by f and a and is called the multiplicity
of the zero at a.
Proof. We have a power series expansion for f(z) in some disk D
r
(a) of radius r around a, so
f(z) =
k≥0
c
k
(z − a)
k
, and c
0
= f(0) is zero since a is a zero of f. There are now exactly two
possibilities:
(a) Either c
k
= 0 for all k;
(b) or there is some positive integer m so that c
k
= 0 for all k < m but c
m
= 0.
The ﬁrst case clearly gives us f(z) = 0 for all z in D = D
r
(a). So now consider the second case.
Notice that
f(z) = c
m
(z −a)
m
+c
m+1
(z −a)
m+1
+· · · = (z −a)
m
(c
m
+c
m+1
(z −a) +· · · )
= (z −a)
m
k≥0
c
k+m
(z −a)
k
.
CHAPTER 8. TAYLOR AND LAURENT SERIES 90
Then we can deﬁne a function g on G by
g(z) =
_
¸
_
¸
_
k≥0
c
k+m
(z −a)
k
if z −a < r
f(z)
(z −a)
m
if z ∈ G\ {a}
According to our calculations above, the two deﬁnitions give the same value when both are appli
cable. The function g is holomorphic at a by the ﬁrst deﬁnition; and g is holomorphic at other
points of G by the second deﬁnition. Finally, g(a) = c
m
= 0.
Clearly m is unique, since it is deﬁned in terms of the power series expansion of f at a, which
is unique.
To start using the intimate connection of holomorphic functions and power series, we apply
Theorem 8.8 to obtain the following result, which is sometimes also called the uniqueness theorem.
Theorem 8.9 (Identity Principle). Suppose f and g are holomorphic in the region G and f(z
k
) =
g(z
k
) at a sequence which converges to w ∈ G with z
k
= w for all k. Then f(z) = g(z) for all z in
G.
Proof. We start by deﬁning h = f − g. Then h is holomorphic on G, h(z
n
) = 0, and we will be
ﬁnished if we can deduce that h is identically zero on G. Now notice the following: If b is in G then
exactly one of the following occurs:
(a) Either there is an open disk D centered at b so that h(z) = 0 for all z in D;
(b) or there is an open disk D centered at b so that h(z) = 0 for all z in D \ {b}.
To see this, suppose that h(b) = 0. Then, by continuity, there is an open disk D centered at
b so that h(z) = 0 for all z ∈ D, so b satisﬁes the second condition. If h(b) = 0 then, by the
classiﬁcation of zeros, either h(z) = 0 for all z in some open disk D centered at b, so b satisﬁes the
ﬁrst condition; or h(z) = (z −b)
m
φ(z) for all z in G, where φ is holomorphic and φ(b) = 0. Then,
since φ is continuous, there is an open disk D centered at b so that φ(z) = 0 for all z in D. Then
h(z) = (z −b)
m
φ(z) = 0 for all z in D except z = b, so b satisﬁes the second condition.
Now deﬁne two sets X, Y ⊆ G, so that b ∈ X if b satisﬁes the ﬁrst condition above, and b ∈ Y
if b satisﬁes the second condition. If b ∈ X and D is an open disk centered at b as in the ﬁrst
condition then it is clear that D ⊆ X. If b ∈ Y and D is an open disk centered at b as in the second
condition then D ⊆ Y , since if z ∈ D \ {b} then h(z) = 0, and we saw that this means z satisﬁes
the second condition.
Finally, we check that our original point w lies in X. To see this, suppose w ∈ Y , and let
D be an open disk centered at w so that h(z) = 0 for all z in D except z = b. But, since the
sequence z
k
converges to w, there is some k so that z
k
is in D, so h(z
k
) = 0. Since z
k
= w, this is
a contradiction.
Now we ﬁnish the proof using the deﬁnition of connectedness. X and Y are disjoint open sets
whose union is G, so one of them must be empty. Since a is in X, we must have Y = ∅ and X = G.
But X = G implies that every z in G satisﬁes the ﬁrst condition above, so h(z) = 0.
Using the identity principle, we can prove yet another important property of holomorphic
functions.
CHAPTER 8. TAYLOR AND LAURENT SERIES 91
Theorem 8.10 (MaximumModulus Theorem). Suppose f is holomorphic and not constant in the
region G. Then f does not attain a weak relative maximum in G.
There are many reformulations of this theorem, such as: If G is a bounded region and f is
holomorphic in the closure of G, then the maximum of f is attained on the boundary of G.
Proof. Suppose there is a point a in G and an open disk D
0
centered at a so that f(a) ≥ f(z)
for all z in D
0
. If f(a) = 0 then f(z) = 0 for all z in D
0
, so f is identically zero, by the
identity principle. So we assume f(a) = 0. In this case we can deﬁne an holomorphic function
g(z) = f(z)/f(a), and we have the condition g(z) ≤ g(a) = 1 for all z in D
0
. Since g(a) = 1
we can ﬁnd, using continuity, a smaller open disk D centered at a so that g(z) has positive real
part for all z in D. Thus the function h = Log ◦g is deﬁned and holomorphic on D, and we have
h(a) = Log(g(a)) = Log(1) = 0 and Re h(z) = Re Log(g(z)) = ln(g(z)) ≤ ln(1) = 0.
We now refer to Exercise 27, which shows that h must be identically zero in D. Hence g(z) =
e
h(z)
must be equal to e
0
= 1 for all z in D, and so f(z) = f(a)g(z) must have the constant value
f(a) for all z in D. Hence, by the identity principle, f(z) has the constant value f(a) for all z
in G.
Theorem 8.10 can be used to give a proof of the analogous theorem for harmonic functions,
Theorem 6.6, in the process strengthening that theorem to cover weak maxima and weak minima.
Corollary 8.11. If u is harmonic in the region G, then it does not have a weak relative maximum
or minimum in G.
Since the last corollary also covers minima of harmonic functions, we should not be too surprised
to ﬁnd the following result whose proof we leave for the exercises.
Corollary 8.12 (MinimumModulus Theorem). Suppose f is holomorphic and not constant in the
region G. Then f does not attain a weak relative minimum at a in G unless f(a) = 0.
8.3 Laurent Series
Theorem 8.5 gives a powerful way of describing holomorphic functions. It is, however, not as general
as it could be. It is natural, for example, to think about representing exp
_
1
z
_
as
exp
_
1
z
_
=
k≥0
1
k!
_
1
z
_
k
=
k≥0
1
k!
z
−k
,
a “power series” with negative exponents. To make sense of expressions like the above, we introduce
the concept of a double series
k∈Z
a
k
=
k≥0
a
k
+
k≥1
a
−k
.
Here a
k
∈ C are terms indexed by the integers. A double series converges if and only if both of 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 92
Deﬁnition 8.13. A Laurent
2
series centered at z
0
is a double series of the form
k∈Z
c
k
(z −z
0
)
k
.
Example 8.14. The series which started this section is the Laurent series of exp
_
1
z
_
centered at
0.
Example 8.15. Any power series is a Laurent series (with c
k
= 0 for k < 0).
We should pause for a minute and ask for which z such a Laurent series can possibly converge.
By deﬁnition
k∈Z
c
k
(z −z
0
)
k
=
k≥0
c
k
(z −z
0
)
k
+
k≥1
c
−k
(z −z
0
)
−k
.
The ﬁrst of the series on the righthand side is a power series with some radius of convergence
R
2
, that is, it converges in {z ∈ C : z −z
0
 < R
2
}. The second we can view as a “power series in
1
z−z
0
,” it will converge for
1
z−z
0

<
1
R
1

for some R
1
, that is, in {z ∈ C : z −z
0
 > R
1
}. For the
convergence of our Laurent series, we need to combine those two notions, whence the Laurent series
converges on the annulus {z ∈ C : R
1
< z −z
0
 < R
2
} (if R
1
< R
2
). Even better, Theorem 7.27
implies that the convergence is uniform on a set of the form {z ∈ C : r
1
≤ z −z
0
 ≤ r
2
} for any
R
1
< r
1
< r
2
< R
2
. Theorem 8.1 says that the Laurent series represents a function which
is holomorphic on {z ∈ C : R
1
< z −z
0
 < R
2
}. The fact that we can conversely represent any
function holomorphic in such an annulus by a Laurent series is the substance of the next theorem.
Theorem 8.16. Suppose f is a function which is holomorphic in A = {z ∈ C : R
1
< z −z
0
 < R
2
}.
Then f can be represented in A as a Laurent series centered at z
0
:
f(z) =
k∈Z
c
k
(z −z
0
)
k
with c
k
=
1
2πi
_
γ
f(w)
(w −z
0
)
k+1
dw.
Here γ is any circle in A centered at z
0
.
Remark. Naturally, by Cauchy’s Theorem 4.6 we can replace the circle in the formula for the
Laurent series by any closed, smooth path that is Ahomotopic to the circle.
Proof. Let g(z) = f(z + z
0
); so g is a function holomorphic in {z ∈ C : R
1
< z < R
2
}. Fix
R
1
< r
1
< z < r
2
< R
2
, and let γ
1
and γ
2
be positively oriented circles centered at 0 with radii
r
1
and r
2
, respectively. By introducing an “extra piece” (see Figure 8.1), we can apply Cauchy’s
integral formula (Theorem 4.10) to the path γ
2
−γ
1
:
g(z) =
1
2πi
_
γ
2
−γ
1
g(w)
w −z
dw =
1
2πi
_
γ
2
g(w)
w −z
dw −
1
2πi
_
γ
1
g(w)
w −z
dw. (8.1)
For the integral over γ
2
we play exactly the same game as in Theorem 8.5. The factor 1/(w −z) in
this integral can be expanded into a geometric series (note that w ∈ γ
2
and so
¸
¸
z
w
¸
¸
< 1)
1
w −z
=
1
w
1
1 −
z
w
=
1
w
k≥0
_
z
w
_
k
,
2
For more information about Pierre Alphonse Laurent (1813–1854), see
http://wwwgroups.dcs.stand.ac.uk/∼history/Biographies/Laurent Pierre.html.
CHAPTER 8. TAYLOR AND LAURENT SERIES 93
Figure 8.1: Proof of Theorem 8.16.
which converges uniformly in the variable w ∈ γ
2
(by Lemma 7.26). Hence Proposition 7.20 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 7.26). Again Proposition 7.20 applies:
_
γ
1
g(w)
w −z
dw = −
_
γ
1
g(w)
1
z
k≥0
_
w
z
_
k
dw = −
k≥0
_
γ
1
g(w)w
k
dwz
−k−1
= −
k≤−1
_
γ
1
g(w)
w
k+1
dwz
k
.
Putting everything back into (8.1) gives
g(z) =
1
2πi
k≥0
_
γ
2
g(w)
w
k+1
dwz
k
+
k≤−1
_
γ
1
g(w)
w
k+1
dwz
k
.
We can now change both integration paths to a circle γ centered at 0 with a radius between R
1
and R
2
(by Cauchy’s Theorem 4.6), which ﬁnally gives
g(z) =
1
2πi
k∈Z
_
γ
g(w)
w
k+1
dwz
k
.
The statement follows now with f(z) = g(z −z
0
) and an easy change of variables.
CHAPTER 8. TAYLOR AND LAURENT SERIES 94
We ﬁnish this chapter with a consequence of the above theorem: because the coeﬃcients of a
Laurent series are given by integrals, we immediately obtain the following:
Corollary 8.17. For a given function in a given region of convergence, the coeﬃcients of the
corresponding Laurent series are uniquely determined.
This result seems a bit artiﬁcial; what it says is simply the following: if we expand a function
(that is holomorphic in some annulus) into a Laurent series, there is only one possible outcome.
Exercises
1. For each of the following series, determine where the series converges absolutely/uniformly:
(a)
k≥2
k(k −1) z
k−2
.
(b)
k≥0
1
(2k + 1)!
z
2k+1
.
(c)
k≥0
_
1
z −3
_
k
.
2. What functions are represented by the series in the previous exercise?
3. Find the power series centered at 1 for exp z.
4. Prove Lemma 3.16 using the power series of exp z centered at 0.
5. By integrating a series for
1
1+z
2
term by term, ﬁnd a power series for arctan(z). What is its
radius of convergence?
6. Find the terms through third order and the radius of convergence of the power series for each
following functions, centered at z
0
. Do not ﬁnd the general form for the coeﬃcients.
(a) f(z) =
1
1+z
2
, z
0
= 1.
(b) f(z) =
1
e
z
+1
, z
0
= 0.
(c) f(z) =
√
1 +z, z
0
= 0 (use the principal branch).
(d) f(z) = e
z
2
, z
0
= i.
7. Prove the following generalization of Theorem 8.1: Suppose f
n
are holomorphic on the region
G and converge uniformly to f on G. Then f is holomorphic in G. (This result is called the
Weierstraß convergence theorem.)
8. Use the previous exercise and Corollary 8.7 to prove the following: Suppose f
n
are holomorphic
on the region G and converge uniformly to f on G. Then for any k ∈ N, the k
th
derivatives
f
(k)
n
converge (pointwise) to f
(k)
.
9. Prove the minimummodulus theorem (Corollary 8.12).
CHAPTER 8. TAYLOR AND LAURENT SERIES 95
10. Find the maximum and minimum of f(z) on the unit disc {z ∈ C : z ≤ 1}, where
f(z) = z
2
−2.
11. Give another proof of the fundamental theorem of algebra (Theorem 5.7), using the mini
mummodulus theorem (Corollary 8.12). (Hint: Use Lemma 5.6 to show that a polynomial
does not achieve its minimum modulus on a large circle; then use the minimummodulus
theorem to deduce that the polynomial has a zero.)
12. Find a Laurent series for
1
(z−1)(z+1)
centered at z = 1 and specify the region in which it
converges.
13. Find a Laurent series for
1
z(z−2)
2
centered at z = 2 and specify the region in which it converges.
14. Find a Laurent series for
z−2
z+1
centered at z = −1 and specify the region in which it converges.
15. Find the ﬁrst ﬁve terms in the Laurent series for
1
sin z
centered at z = 0.
16. Find the ﬁrst 4 nonzero terms in the power series expansion of tan z centered at the origin.
What is the radius of convergence?
17. (a) Find the power series representation for e
az
centered at 0, where a is any constant.
(b) Show that e
z
cos(z) =
1
2
_
e
(1+i)z
+e
(1−i)z
_
.
(c) Find the power series expansion for e
z
cos(z) centered at 0.
18. Show that
z−1
z−2
=
k≥0
1
(z−1)
k
for z −1 > 1.
19. Prove: If f is entire and Im(f) is constant on the unit disc {z ∈ C : z ≤ 1} then f is
constant.
20. (a) Find the Laurent series for
cos z
z
2
centered at z = 0.
(b) Prove that
f(z) =
_
cos z−1
z
2
if z = 0,
−
1
2
if z = 0
is entire.
21. Find the Laurent series for sec z centered at the origin.
22. Suppose that f is holomorphic, 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 96
(b) sin
2
z.
(c) 1 +e
z
.
(d) z
3
cos z.
25. Find the three Laurent series of f(z) =
1
(1−z)(z+2)
, centered at 0, but which are deﬁned on
the three domains z < 1, 1 < z < 2, and 2 < z, respectively. Hint: Use Theorem 8.16.
26. Suppose that f(z) has exactly one zero, at a, inside the circle γ, and that it has multiplicity 1.
Show that a =
1
2πi
_
γ
zf
′
(z)
f(z)
dz.
27. Suppose f is holomorphic and not identically zero on an open disk D centered at a, and
suppose f(a) = 0. Follow the following outline to show that Re f(z) > 0 for some z in D.
(a) Why can you write f(z) = (z −a)
m
g(z) where m > 0, g is holomorphic, and g(a) = 0?
(b) Write g(a) in polar form as g(a) = c e
iα
and deﬁne G(z) = e
−iα
g(z). Why is Re G(a) > 0?
(c) Why is there a positive constant δ so that Re G(z) > 0 for all z in the open disk D
δ
(a)?
(d) Write z = a +re
iθ
for 0 < r < δ. Show that f(z) = r
m
e
imθ
e
iα
G(z).
(e) Find a value of θ so that f(z) has positive real part.
28. Suppose c
n
 ≥ 2
n
for all n. What can you say about the radius of convergence of
k≥0
c
k
z
k
?
29. Suppose the radius of convergence of
k≥0
c
k
z
k
is R. What is the radius of convergence of
each of the following?
(a)
k≥0
c
k
z
2k
.
(b)
k≥0
3
k
c
k
z
k
.
(c)
k≥0
c
k
z
k+5
.
(d)
k≥0
k
2
c
k
z
k
.
(e)
k≥0
c
2
k
z
k
. (Hint: Ratio test)
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
sinz
z
,
1
z
4
, and exp
_
1
z
_
? All of them are not deﬁned at
0, but the singularities are of a very diﬀerent nature. For complex functions there are three types
of singularities, which are classiﬁed as follows.
Deﬁnition 9.1. If f is holomorphic in the punctured disk {z ∈ C : 0 < z −z
0
 < R} for some
R > 0 but not at z = z
0
then z
0
is an isolated singularity of f. The singularity z
0
is called
(a) removable if there is a function g holomorphic in {z ∈ C : z −z
0
 < R} such that f = g in
{z ∈ C : 0 < z −z
0
 < R},
(b) a pole if lim
z→z
0
f(z) = ∞,
(c) essential if z
0
is neither removable nor a pole.
Example 9.2. The function
sinz
z
has a removable singularity at 0, as for z = 0
sin z
z
=
1
z
k≥0
(−1)
k
(2k + 1)!
z
2k+1
=
k≥0
(−1)
k
(2k + 1)!
z
2k
.
and the power series on the righthand side represents an entire function (you may meditate on the
fact why it has to be entire).
Example 9.3. The function
1
z
4
has a pole at 0, as
lim
z→0
¸
¸
¸
¸
1
z
4
¸
¸
¸
¸
= ∞.
97
CHAPTER 9. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM 98
Example 9.4. The function exp
_
1
z
_
does not have a removable singularity (consider, for example,
lim
x→0
+ exp
_
1
x
_
= ∞). On the other hand, exp
_
1
z
_
approaches 0 as z approaches 0 from the
negative real axis. Hence lim
z→0
¸
¸
exp
_
1
z
_¸
¸
= ∞, that is, exp
_
1
z
_
has an essential singularity at 0.
To get a feel for the diﬀerent types of singularities, we start with the following results.
Proposition 9.5. Suppose z
0
is a isolated singularity of f. Then
(a) z
0
is removable if and only if lim
z→z
0
(z −z
0
) f(z) = 0;
(b) if z
0
is a pole then lim
z→z
0
(z −z
0
)
n+1
f(z) = 0 for some positive integer n.
Remark. The smallest possible n in (b) is the order of the pole. We will see in the proof that “near
the pole z
0
” we can write f(z) as
h(z)
(z−z
0
)
n
for some function h which is holomorphic (and not zero)
at z
0
. This is very similar to the game we played with zeros in Chapter 8: f has a zero of order (or
multiplicity) m at z
0
if we can write f(z) = (z − z
0
)
m
h(z), where h is holomorphic and not zero
at z
0
. We will make use of the notions of zeros and poles of certain orders quite extensively in this
chapter.
Proof. (a) Suppose z
0
is removable, and g is holomorphic on D
R
(z
0
), the open disk with radius R
centered at z
0
such that f = g for z = z
0
. Then we can make use of the fact that g is continuous
at z
0
:
lim
z→z
0
(z −z
0
) f(z) = lim
z→z
0
(z −z
0
) g(z) = g(z
0
) lim
z→z
0
(z −z
0
) = 0 .
Conversely, suppose that lim
z→z
0
(z −z
0
) f(z) = 0, and f is holomorphic on the punctured disk
ˆ
D
R
(z
0
) = D
R
(z
0
) \ {z
0
}. Then deﬁne
g(z) =
_
(z −z
0
)
2
f(z) if z = z
0
,
0 if z = z
0
.
Clearly g is holomorphic for z = z
0
, and it is also diﬀerentiable at z
0
, since we can calculate
g
′
(z
0
) = lim
z→z
0
g(z) −g(z
0
)
z −z
0
= lim
z→z
0
(z −z
0
)
2
f(z)
z −z
0
= lim
z→z
0
(z −z
0
)f(z) = 0
So g is holomorphic in D
R
(z
0
) with g(z
0
) = 0 and g
′
(z
0
) = 0, so it has a power series expansion
g(z) =
k≥0
c
k
(z −z
0
)
k
with c
0
= c
1
= 0. Hence we can factor (z −z
0
)
2
from the series, so
g(z) = (z −z
0
)
2
k≥0
c
k+2
(z −z
0
)
k
= (z −z
0
)
2
f(z).
Hence, for z = z
0
, f(z) =
k≥0
c
k+2
(z − z
0
)
k
, and this series deﬁnes an holomorphic function in
D
R
(z
0
).
(b) Suppose that z
0
is a pole of f. Then there is some R > 0 so that f(z) > 1 in the punctured
disk
ˆ
D
R
(z
0
), and
lim
z→z
0
1
f(z)
= 0 .
CHAPTER 9. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM 99
So, if we deﬁne g(z) by
g(z) =
_
1
f(z)
if z ∈
ˆ
D
R
(z
0
),
0 if z = z
0
,
then g is holomorphic in D
R
(z
0
) (as in part (a)). By the classiﬁcation of zeros, g(z) = (z −z
0
)
n
φ(z)
where φ is holomorphic in D
R
(z
0
) and φ(z
0
) = 0. In fact, φ(z) = 0 for all z in D
R
(z
0
) since g(z) = 0
for z ∈
ˆ
D
R
(z
0
). Hence h =
1
φ
is an holomorphic function in D
R
(z
0
) and
f(z) =
1
g(z)
=
1
(z −z
0
)
n
φ(z)
=
h(z)
(z −z
0
)
n
.
But then, since h is continuous at z
0
,
lim
z→z
0
(z −z
0
)
n+1
f(z) = lim
z→z
0
(z −z
0
)h(z) = h(z
0
) lim
z→z
0
(z −z
0
) = 0 .
The reader might have noticed that the previous proposition did not include any result on
essential singularities. Not only does the next theorem make up for this but it also nicely illustrates
the strangeness of essential singularities. To appreciate the following result, we suggest meditating
about its statement for a couple of minutes over a good cup of coﬀee.
Theorem 9.6 (Casorati
1
Weierstraß). If z
0
is an essential singularity of f and D = {z ∈ C : 0 <
z − z
0
 < R} for some R > 0, then any w ∈ C is arbitrarily close to a point in f(D), that is, for
any w ∈ C and any ǫ > 0 there exists z ∈ D such that w −f(z) < ǫ.
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 ǫ > 0 such that for all z in
the punctured disc D (centered at z
0
)
w −f(z) ≥ ǫ .
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 100
Deﬁnition 9.1 is not always handy. The following classiﬁes singularities according to their
Laurent series.
Proposition 9.7. Suppose z
0
is an isolated singularity of f with Laurent series
f(z) =
k∈Z
c
k
(z −z
0
)
k
(valid in {z ∈ C : 0 < z −z
0
 < R} for some R > 0). Then
(a) z
0
is removable if and only if there are no negative exponents (that is, the Laurent series is a
power series);
(b) z
0
is a pole if and only if there are ﬁnitely many negative exponents;
(c) z
0
is essential if and only if there are inﬁnitely many negative exponents.
Proof. (a) Suppose z
0
is removable, and g is holomorphic on {z ∈ C : z −z
0
 < R} such that f = g
in {z ∈ C : 0 < z −z
0
 < R}. Then the Laurent series of g in this region is a power series, and by
Corollary 8.17 (uniqueness theorem for Laurent series) it has to coincide with the Laurent series of
f. Conversely, if the Laurent series of f at z
0
has only nonnegative powers, we can use it to deﬁne
a function which is holomorphic at z
0
.
(b) Suppose z
0
is a pole of order n. Then by Proposition 9.5, the function (z −z
0
)
n
f(z) has a
removable singularity at z
0
. By part (a), we can hence expand
(z −z
0
)
n
f(z) =
k≥0
c
k
(z −z
0
)
k
,
that is,
f(z) =
k≥0
c
k
(z −z
0
)
k−n
=
k≥−n
c
k
(z −z
0
)
k
.
Conversely, suppose that
f(z) =
k≥−n
c
k
(z −z
0
)
k
= (z −z
0
)
−n
k≥−n
c
k
(z −z
0
)
k+n
= (z −z
0
)
−n
k≥0
c
k−n
(z −z
0
)
k
,
where c
−n
= 0. Deﬁne
g(z) =
k≥0
c
k−n
(z −z
0
)
k
.
Then since g(z
0
) = c
−n
= 0,
lim
z→z
0
f(z) = lim
z→z
0
¸
¸
¸
¸
g(z)
(z −z
0
)
n
¸
¸
¸
¸
= ∞.
(c) This follows by deﬁnition: an essential singularity is neither removable nor a pole.
CHAPTER 9. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM 101
9.2 Residues
Suppose z
0
is an isolated singularity of f, γ is a positively oriented, simple, closed, smooth path
around z
0
, which lies in the domain of the Laurent series of f at z
0
with domain a punctured
disk {z0 < z − z
0
 < R} for some radius R > 0. Then—essentially by Proposition 7.20—we can
integrate term by term:
_
γ
f =
_
γ
k∈Z
c
k
(z −z
0
)
k
dz =
k∈Z
c
k
_
γ
(z −z
0
)
k
dz .
The integrals inside the summation are easy: for nonnegative powers k the integral
_
γ
(z − z
0
)
k
is
0 (because (z − z
0
)
k
is entire), and the same holds for k ≤ −2 (because (z − z
0
)
k
has a primitive
on C \ {z
0
}, or alternatively because applying the change of variables w =
1
z−z
0
yields the integral
_
γ
w
−k−2
dw, where −k −2 ≥ 0). Finally, for k = −1, we can use Exercise 15 of Chapter 4. Because
all the other terms give a zero integral, c
−1
is the only term of the series which survives:
_
γ
f =
k∈Z
c
k
_
γ
(z −z
0
)
k
dz = 2πi c
−1
.
(One might also notice that Theorem 8.16 gives the same identity.) Reason enough to give the
c
−1
coeﬃcient of a Laurent series a special name.
Deﬁnition 9.8. Suppose z
0
is an isolated singularity of f with Laurent series
k∈Z
c
k
(z − z
0
)
k
in a punctured disk about z
0
. Then c
−1
is the residue of f at z
0
, denoted by Res
z=z
0
(f(z)) or
Res(f(z), z = z
0
).
The following theorem generalizes the discussion at the beginning of this section.
Theorem 9.9 (Residue Theorem). Suppose f is holomorphic in the region G, except for isolated
singularities, and γ is a positively oriented, simple, closed, smooth, Gcontractible curve which
avoids the singularities of f. Then
_
γ
f = 2πi
k
Res
z=z
k
(f(z)) ,
where the sum is taken over all singularities z
k
inside γ.
Proof. Draw two circles around each isolated singularity inside γ, one with positive, and one with
negative orientation, as pictured in Figure 9.1. Each of these pairs cancel each other when we
integrate over them. Now connect the circles with negative orientation with γ. This gives a curve
which is contractible in the region of holomorphicity of f. But this means that we can replace
γ by the positively oriented circles; now all we need to do is described at the beginning of this
section.
Computing integrals is as easy (or hard!) as computing residues. The following two lemmas
start the range of tricks one can use when computing residues.
CHAPTER 9. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM 102
Figure 9.1: Proof of Theorem 9.9.
Lemma 9.10. Suppose f and g are holomorphic in a region containing z
0
, which is a zero of g of
multiplicity 1, and f(z
0
) = 0. Then
f
g
has a pole of order 1 at z
0
and
Res
z=z
0
_
f(z)
g(z)
_
=
f(z
0
)
g
′
(z
0
)
.
Proof. The functions f and g have power series centered at z
0
; the one for g has by assumption no
constant term:
g(z) =
k≥1
c
k
(z −z
0
)
k
= (z −z
0
)
k≥1
c
k
(z −z
0
)
k−1
.
The series on the right represents an holomorphic function, call it h; note that h(z
0
) = c
1
= 0.
Hence
f(z)
g(z)
=
f(z)
(z −z
0
)h(z)
,
and the function
f
h
is holomorphic at z
0
. Even more, the residue of
f
g
equals the constant term of
the power series of
f
h
(that’s how we get the (−1)st term of
f
g
). But this constant term is computed,
as always, by
f(z
0
)
h(z
0
)
. But h(z
0
), in turn, is the constant term of h or the second term of g, which by
Taylor’s formula (Corollary 8.3) equals g
′
(z
0
).
Lemma 9.11. Suppose z
0
is a pole of f of order n. Then
Res
z=z
0
(f(z)) =
1
(n −1)!
lim
z→z
0
d
n−1
dz
n−1
_
(z −z
0
)
n
f(z)
_
.
CHAPTER 9. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM 103
Proof. We know by Proposition 9.7 that the Laurent series at z
0
looks like
f(z) =
k≥−n
c
k
(z −z
0
)
k
.
But then
(z −z
0
)
n
f(z) =
k≥−n
c
k
(z −z
0
)
k+n
represents a power series, and we can use Taylor’s formula (Corollary 8.3) to compute c
−1
.
9.3 Argument Principle and Rouch´e’s Theorem
There are many situations where we want to restrict ourselves to functions which are holomorphic
in some region except possibly for poles. Such functions are called meromorphic. In this section,
we will study these functions, especially with respect to their zeros and poles, which—as the reader
might have guessed already—can be thought of as siblings.
Suppose we have a diﬀerentiable function f. Diﬀerentiating Log f (where Log is a branch of the
logarithm) gives
f
′
f
, which is one good reason why this quotient is called the logarithmic derivative
of f. It has some remarkable properties, one of which we would like to discuss here.
Let’s say we have two functions f and g holomorphic in some region. Then the logarithmic
derivative of their product behaves very nicely:
(fg)
′
fg
=
f
′
g +fg
′
fg
=
f
′
f
+
g
′
g
.
We can apply this fact to the following situation: Suppose that f is holomorphic on the region G,
and f has the (ﬁnitely many) zeros z
1
, . . . , z
j
of order n
1
, . . . , n
j
, respectively. Then we can express
f as
f(z) = (z −z
1
)
n
1
· · · (z −z
j
)
n
j
g(z) ,
where g is also holomorphic in G and never zero. Let’s compute the logarithmic derivative of f
and play the same remarkable cancellation game as above:
f
′
(z)
f(z)
=
n
1
(z −z
1
)
n
1
−1
(z −z
2
)
n
2
· · · (z −z
j
)
n
j
g(z) +· · · + (z −z
1
)
n
1
· · · (z −z
j
)
n
j
g
′
(z)
(z −z
1
)
n
1
· · · (z −z
j
)
n
j
g(z)
=
n
1
z −z
1
+
n
2
z −z
2
+. . .
n
j
z −z
j
+
g
′
(z)
g(z)
.
Something similar happens to the poles of f. We invite the reader to prove that if p
1
, . . . , p
k
are
all the poles of f in G with order m
1
, . . . , m
k
, respectively, then the logarithmic derivative of f can
be expressed as
f
′
(z)
f(z)
= −
m
1
z −p
1
−
m
2
z −p
2
−· · · −
m
k
z −p
k
+
g
′
(z)
g(z)
, (9.1)
where g is a function without poles in G. Naturally, we can combine the expressions we got for
zeros and poles, which is the starting point of the following theorem.
CHAPTER 9. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM 104
Theorem 9.12 (Argument Principle). Suppose f is meromorphic in the region G and γ is a
positively oriented, simple, closed, smooth, Gcontractible curve, which does not pass through any
zero or pole of f. Denote by Z(f, γ) the number of zeros of f inside γ—counted according to
multiplicity—and by P(f, γ) the number of poles of f inside γ, again counted according to order.
Then
1
2πi
_
γ
f
′
f
= Z(f, γ) −P(f, γ) .
Proof. Suppose the zeros of f inside γ are z
1
, . . . , z
j
of multiplicity n
1
, . . . , n
j
, respectively, and
the poles inside γ are p
1
, . . . , p
k
with order m
1
, . . . , m
k
, respectively. (You may meditate about the
fact why there can only be ﬁnitely many zeros and poles inside γ.) In fact, we may shrink G, if
necessary, so that these are the only zeros and poles in G. Our discussion before the statement of
the theorem yielded that the logarithmic derivative of f can be expressed as
f
′
(z)
f(z)
=
n
1
z −z
1
+· · · +
n
j
z −z
j
−
m
1
z −p
1
−· · · −
m
k
z −p
k
+
g
′
(z)
g(z)
,
where g is a function which is holomorphic in G (in particular, without poles) and never zero.
Thanks to Exercise 15 of Chapter 4, the integral is easy:
_
γ
f
′
f
= n
1
_
γ
dz
z −z
1
+ · · · + n
j
_
γ
dz
z −z
j
− m
1
_
γ
dz
z −p
1
− · · · − m
k
_
γ
dz
z −p
k
+
_
γ
g
′
g
= 2πi (n
1
+· · · +n
j
−m
1
−· · · −m
k
) +
_
γ
g
′
g
.
Finally,
g
′
g
is holomorphic in G (recall that g is never zero in G), so that Corollary 4.7 (to Cauchy’s
Theorem 4.6) gives that
_
γ
g
′
g
= 0 .
As a nice application of the argument principle, we present a famous theorem due to Eugene
Rouch´e (1832–1910)
3
.
Theorem 9.13 (Rouch´e’s Theorem). Suppose f and g are holomorphic in a region G, and γ is
a positively oriented, simple, closed, smooth, Gcontractible curve such that for all z ∈ γ, f(z) >
g(z). Then
Z(f +g, γ) = Z(f, γ) .
This theorem is of surprising practicality. It allows us to locate the zeros of a function fairly
precisely. As an illustration, we prove:
Example 9.14. All the roots of the polynomial p(z) = z
5
+ z
4
+ z
3
+ z
2
+ z + 1 have absolute
value less than two.
4
To see this, let f(z) = z
5
and g(z) = z
4
+ z
3
+ z
2
+ z + 1, and let γ denote
3
For more information about Rouch´e, see
http://wwwgroups.dcs.stand.ac.uk/∼history/Biographies/Rouche.html.
4
The fundamental theorem of algebra (Theorem 5.7) asserts that p has ﬁve roots in C. What’s special about the
statement of Example 9.14 is that they all have absolute value < 2. Note also that there is no general formula for
computing roots of a polynomial of degree 5. (Although for this p it’s not hard to ﬁnd one root—and therefore all of
them.)
CHAPTER 9. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM 105
the circle centered at the origin with radius 2. Then for z ∈ γ
g(z) ≤ z
4
+z
3
+z
2
+z + 1 = 16 + 8 + 4 + 2 + 1 = 31 < 32 = z
5
= f(z) .
So g and f satisfy the condition of the Theorem 9.13. But f has just a root of order 5 at the origin,
whence
Z(p, γ) = Z(f +g, γ) = Z(f, γ) = 5 .
Proof of Theorem 9.13. By our analysis in the beginning of this section and by the argument prin
ciple (Theorem 9.12)
Z(f +g, γ) =
1
2πi
_
γ
(f +g)
′
f +g
=
1
2πi
_
γ
_
f
_
1 +
g
f
__
′
f
_
1 +
g
f
_ =
1
2πi
_
γ
_
_
_
f
′
f
+
_
1 +
g
f
_
′
1 +
g
f
_
_
_
= Z(f, γ) +
1
2πi
_
γ
_
1 +
g
f
_
′
1 +
g
f
.
We are assuming that
¸
¸
¸
g
f
¸
¸
¸ < 1 on γ, which means that the function 1 +
g
f
evaluated on γ stays
away from the nonpositive real axis. But then Log
_
1 +
g
f
_
is a well deﬁned holomorphic function
on γ. Its derivative is
_
1 +
g
f
_
′
1 +
g
f
, which implies by Corollary 5.18 that
1
2πi
_
γ
_
1 +
g
f
_
′
1 +
g
f
= 0 .
Exercises
1. Prove (9.1).
2. Suppose that f(z) has a zero of multiplicity m at a. Explain why
1
f(z)
has a pole of order m
at a.
3. Find the poles of the following, and determine their orders:
(a) (z
2
+ 1)
−3
(z −1)
−4
.
(b) z cot(z).
(c) z
−5
sin(z).
(d)
1
1−e
z
.
(e)
z
1−e
z
.
4. Show that if f has an essential singularity at z
0
then
1
f
also has an essential singularity at z
0
.
5. Suppose f is a nonconstant entire function. Prove that any complex number is arbitrarily
close to a number in f(C). (Hint: If f is not a polynomial, use Theorem 9.6 for f
_
1
z
_
.)
CHAPTER 9. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM 106
6. Suppose f is meromorphic in the region G, g is holomorphic in G, and γ is a positively
oriented, simple, closed, Gcontractible curve, which does not pass through any zero or pole
of f. Denote the zeros and poles of f inside γ by z
1
, . . . , z
j
and p
1
, . . . , p
k
, respectively,
counted according to multiplicity. Prove that
1
2πi
_
γ
g
f
′
f
=
j
m=1
g(z
m
) −
k
n=1
g(p
n
) .
7. Find the number of zeros of
(a) 3 exp z −z in {z ∈ C : z ≤ 1} ;
(b)
1
3
exp z −z in {z ∈ C : z ≤ 1} ;
(c) z
4
−5z + 1 in {z ∈ C : 1 ≤ z ≤ 2} .
8. Give another proof of the fundamental theorem of algebra (Theorem 5.7), using Rouch´e’s
Theorem 9.13. (Hint: If p(z) = a
n
z
n
+ a
n−1
z
n−1
+ · · · + a
1
z + 1, let f(z) = a
n
z
n
and
g(z) = a
n−1
z
n−1
+ a
n−2
z
n−2
+ · · · + a
1
z + 1, and choose as γ a circle which is large enough
to make the condition of Rouch´e’s theorem work. You might want to ﬁrst apply Lemma 5.6
to g(z).)
9. (a) Find a Laurent series for
1
(z
2
−4)(z−2)
centered at z = 2 and specify the region in which
it converges.
(b) Compute
_
γ
dz
(z
2
−4)(z−2)
, where γ is the positively oriented circle centered at 2 of radius 1.
10. Evaluate the following integrals for γ(t) = 3 e
it
, 0 ≤ t ≤ 2π.
(a)
_
γ
cot z dz
(b)
_
γ
z
3
cos
_
3
z
_
dz
(c)
_
γ
dz
(z + 4)(z
2
+ 1)
(d)
_
γ
z
2
exp
_
1
z
_
dz
(e)
_
γ
exp z
sinh z
dz
(f)
_
γ
i
z+4
(z
2
+ 16)
2
dz
11. (a) Find the power series of exp z centered at z = −1.
(b) Find
_
γ
exp z
(z+1)
34
dz, where γ is the circle z + 2 = 2, positively oriented.
12. Suppose f has a simple pole (i.e., a pole of order 1) at z
0
and g is holomorphic at z
0
. Prove
that
Res
z=z
0
_
f(z)g(z)
_
= g(z
0
) · Res
z=z
0
_
f(z)
_
.
CHAPTER 9. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM 107
13. Find the residue of each function at 0:
(a) z
−3
cos(z).
(b) csc(z).
(c)
z
2
+ 4z + 5
z
2
+z
.
(d) e
1−
1
z
.
(e)
e
4z
−1
sin
2
z
.
14. Use residues to evaluate the following:
(a)
_
γ
dz
z
4
+ 4
, where γ is the circle z + 1 −i = 1.
(b)
_
γ
dz
z(z
2
+z −2)
, where γ is the circle z −i = 2.
(c)
_
γ
e
z
dz
z
3
+z
, where γ is the circle z = 2.
(d)
_
γ
dz
z
2
sin z
, where γ is the circle z = 1.
15. Suppose f has an isolated singularity at z
0
.
(a) Show that f
′
also has an isolated singularity at z
0
.
(b) Find Res
z=z
0
(f
′
).
16. Given R > 0, let γ
R
be the half circle deﬁned by γ
R
(t) = Re
it
, 0 ≤ t ≤ π, and Γ
R
be the
closed curve composed of γ
R
and the line segment [−R, R].
(a) Compute
_
Γ
R
dz
(1+z
2
)
2
.
(b) Prove that lim
R→∞
_
γ
R
dz
(1+z
2
)
2
= 0 .
(c) Combine (a) and (b) to evaluate the real integral
_
∞
−∞
dx
(1+x
2
)
2
.
17. Suppose f is entire, and a, b ∈ C with a, b < R. Let γ be the circle centered at 0 with
radius R. Evaluate
_
γ
f(z)
(z −a)(z −b)
dz ,
and use this to give an alternate proof of Liouville’s Theorem 5.9. (Hint: Show that if f is
bounded then the above integral goes to zero as R increases.)
Chapter 10
Discrete Applications of the Residue
Theorem
All means (even continuous) sanctify the discrete end.
Doron Zeilberger
On the surface, this chapter is just a collection of exercises. They are more involved than any of
the ones we’ve given so far at the end of each chapter, which is one reason why we lead the reader
through each of the following ones step by step. On the other hand, these sections should really
be thought of as a continuation of the lecture notes, just in a diﬀerent format. All of the following
‘problems’ are of a discrete mathematical nature, and we invite the reader to solve them using
continuous methods—namely, complex integration. It might be that there is no other result which
so intimately combines discrete and continuous mathematics as does the Residue Theorem 9.9.
10.1 Inﬁnite Sums
In this exercise, we evaluate—as an example—the sums
k≥1
1
k
2
and
k≥1
(−1)
k
k
2
. We hope the
idea how to compute such sums in general will become clear.
1. Consider the function f(z) =
π cot(πz)
z
2
. Compute the residues at all the singularities of f.
2. Let N be a positive integer and γ
N
be the rectangular curve from N+1/2−iN to N+1/2+iN
to −N −1/2 +iN to −N −1/2 −iN back to N + 1/2 −iN.
(a) Show that for all z ∈ γ
N
,  cot(πz) < 2. (Use Exercise 30 in Chapter 3.)
(b) Show that lim
N→∞
_
γ
N
f = 0.
3. Use the Residue Theorem 9.9 to arrive at an identity for
k∈Z\{0}
1
k
2
.
4. Evaluate
k≥1
1
k
2
.
5. Repeat the exercise with the function f(z) =
π
z
2
sin(πz)
to arrive at an evaluation of
k≥1
(−1)
k
k
2
.
108
CHAPTER 10. DISCRETE APPLICATIONS OF THE RESIDUE THEOREM 109
(Hint: To bound this function, you may use the fact that 1/ sin
2
z = 1 + cot
2
z.)
6. Evaluate
k≥1
1
k
4
and
k≥1
(−1)
k
k
4
.
10.2 Binomial Coeﬃcients
The binomial coeﬃcient
_
n
k
_
is a natural candidate for being explored analytically, as the binomial
theorem
1
tells us that
_
n
k
_
is the coeﬃcient of z
k
in (1 +z)
n
. As an example, we outline a proof of
the identity (for −1/4 < x < 1/4)
k≥0
_
2k
k
_
x
k
=
1
√
1 −4x
.
1. Convince yourself that
_
2k
k
_
=
1
2πi
_
γ
(1 +w)
2k
w
k+1
dw,
where γ is any simple closed curve such that 0 is inside γ.
2. Suppose x < 1/4. Find a simple closed curve γ surrounding the origin such that
k≥0
_
(1 +w)
2
w
x
_
k
converges uniformly on γ (as a function in w). Evaluate this sum.
3. Convince yourself that
k≥0
_
2k
k
_
x
k
=
1
2πi
k≥0
_
γ
(1 +w)
2k
w
k
x
k
dw
w
,
use 2. to interchange summation and integral, and use the Residue Theorem 9.9 to evaluate
the integral.
10.3 Fibonacci Numbers
The Fibonacci
2
numbers are a sequence of integers deﬁned recursively as:
f
0
= 1,
f
1
= 1,
f
n
= f
n−1
+f
n−2
for n ≥ 2.
Let F(z) =
k≥0
f
n
z
n
.
1
The binomial theorem says that for x, y ∈ C and n ∈ N, (x + y)
n
=
n
k=0
n
k
x
k
y
n−k
.
2
For more information about Leonardo Pisano Fibonacci (1170–1250), see
http://wwwgroups.dcs.stand.ac.uk/∼history/Biographies/Fibonacci.html.
CHAPTER 10. DISCRETE APPLICATIONS OF THE RESIDUE THEOREM 110
1. Show that F has a positive radius of convergence.
2. Show that the recurrence relation among the f
n
implies that F(z) =
1
1−z−z
2
. (Hint: Write
down the power series of zF(z) and z
2
F(z) and rearrange both so that you can easily add.)
3. Verify that Res
z=0
_
1
z
n+1
(1−z−z
2
)
_
= f
n
.
4. Use the Residue Theorem 9.9 to derive an identity for f
n
. (Hint: Integrate
1
z
n+1
(1−z−z
2
)
around a circle with center 0 and radius R, and show that this integral vanishes as R →∞.)
5. Generalize to other recurrence relations.
10.4 The ‘CoinExchange Problem’
In this exercise, we will solve and extend a classical problem of Ferdinand Georg Frobenius (1849–
1917)
3
. Suppose a and b are relatively prime
4
positive integers, and t is a positive integer. Consider
the function
f(z) =
1
(1 −z
a
) (1 −z
b
) z
t+1
.
1. Compute the residues at all nonzero poles of f.
2. Verify that Res
z=0
(f) = N(t), where
N(t) = #{(m, n) ∈ Z : m, n ≥ 0, ma +nb = t} .
3. Use the Residue Theorem 9.9 to derive an identity for N(t). (Hint: Integrate f around a
circle with center 0 and radius R, and show that this integral vanishes as R →∞.)
4. Use the following three steps to simplify this identity to
N(t) =
t
ab
−
_
b
−1
t
a
_
−
_
a
−1
t
b
_
+ 1 .
Here, {x} denotes the fractional part
5
of x, and a
−1
a ≡ 1 (mod b)
6
, and b
−1
b ≡ 1 (mod a).
(a) Verify that for b = 1,
N(t) = #{(m, n) ∈ Z : m, n ≥ 0, ma +n = t} = #{m ∈ Z : m ≥ 0, ma ≤ t}
= #
__
0,
t
a
_
∩ Z
_
=
t
a
−
_
t
a
_
+ 1 .
3
For more information about Frobenius, see
http://wwwgroups.dcs.stand.ac.uk/∼history/Biographies/Frobenius.html.
4
this means that the integers don’t have any common factor
5
The fractional part of a real number x is, loosely speaking, the “part after the decimal point.” More thoroughly,
the greatest integer function of x, denoted by ⌊x⌋, is the greatest integer not exceeding x. The fractional part is then
{x} = x − ⌊x⌋.
6
This means that a
−1
is an integer such that a
−1
a = 1 + kb for some k ∈ Z.
CHAPTER 10. DISCRETE APPLICATIONS OF THE RESIDUE THEOREM 111
(b) Use this together with the identity found in 3. to obtain
1
a
a−1
k=1
1
(1 −e
2πik/a
)e
2πikt/a
= −
_
t
a
_
+
1
2
−
1
2a
.
(c) Verify that
a−1
k=1
1
(1 −e
2πikb/a
)e
2πikt/a
=
a−1
k=1
1
(1 −e
2πik/a
)e
2πikb
−1
t/a
.
5. Prove that N(ab −a −b) = 0, and N(t) > 0 for all t > ab −a −b.
6. More generally, prove that, if k is a nonnegative integer, N ((k + 1)ab −a −b) = k, and
N(t) > k for all t > (k + 1)ab −a −b.
Historical remark. Given relatively prime positive integers a
1
, . . . , a
n
, let’s call an integer t repre
sentable if there exist nonnegative integers m
1
, . . . , m
n
such that
t =
n
j=1
m
j
a
j
.
In the late 19th century, Frobenius raised the problem of ﬁnding the largest integer which is
not representable. We call this largest integer the Frobenius number g(a
1
, . . . , a
n
). It is well
known (probably at least since the 1880’s, when James Joseph Sylvester (1814–1897)
7
studied the
Frobenius problem) that g(a
1
, a
2
) = a
1
a
2
− a
1
− a
2
. We veriﬁed this result in 5. For n > 2, there
is no known closed formula for g(a
1
, . . . , a
n
). The formula in 4. is due to Popoviciu. The notion of
an integer being representable k times and the respective formula obtained in 6. can only be found
in the most recent literature.
10.5 Dedekind sums
This exercise outlines yet another nontraditional application of the Residue Theorem 9.9. Given
two positive, relatively prime integers a and b, let
f(z) = cot(πaz) cot(πbz) cot(πz) .
1. Choose an ǫ > 0 such that the rectangular path γ
R
from 1 −ǫ −iR to 1 −ǫ +iR to −ǫ +iR
to −ǫ −iR back to 1 −ǫ −iR does not pass through any of the poles of f.
(a) Compute the residues for the poles of f inside γ
R
.
Hint: use the periodicity of the cotangent and the fact that
cot z =
1
z
−
1
3
z + higherorder terms .
7
For more information about Sylvester, see
http://wwwgroups.dcs.stand.ac.uk/∼history/Biographies/Sylvester.html.
CHAPTER 10. DISCRETE APPLICATIONS OF THE RESIDUE THEOREM 112
(b) Prove that lim
R→∞
_
γ
R
f = −2i and deduce that for any R > 0
_
γ
R
f = −2i .
2. Deﬁne
s(a, b) =
1
4b
b−1
k=1
cot
_
πka
b
_
cot
_
πk
b
_
. (10.1)
Use the Residue Theorem 9.9 to show that
s(a, b) +s(b, a) = −
1
4
+
1
12
_
a
b
+
1
ab
+
b
a
_
. (10.2)
3. Can you generalize (10.1) and (10.2)?
Historical remark. The sum (10.1) is called a Dedekind
8
sum. It ﬁrst appeared in the study of the
Dedekind ηfunction
η(z) = exp
_
πiz
12
_
k≥1
(1 −exp(2πikz))
in the 1870’s and has since intrigued mathematicians from such diﬀerent areas as topology, number
theory, and discrete geometry. The reciprocity law (10.2) is the most important and famous identity
of the Dedekind sum. The proof that is outlined here is due to Hans Rademacher (1892–1969)
9
.
8
For more information about Julius Wilhelm Richard Dedekind (1831–1916), see
http://wwwgroups.dcs.stand.ac.uk/∼history/Biographies/Dedekind.html.
9
For more information about Rademacher, see
http://wwwgroups.dcs.stand.ac.uk/∼history/Biographies/Rademacher.html.
Solutions to Selected Exercises
Chapter 1
2. (b)
19
25
−
8
25
i
(c) 1
(d) 1 if n = 4k, k ∈ Z; i if n = 1 + 4k, k ∈ Z; −1 if n = 2 + 4k, k ∈ Z; −i if n = 3 + 4k, k ∈ Z.
3. (a)
√
5, −2 −i
(b) 5
√
5, 5 −10i
(c)
_
10
11
,
3
1
1(
√
2 −1) +
i
11
(
√
2 + 9)
(d) 8, 8i
4. (a) 2e
i
π
2
(b)
√
2e
i
π
4
(c) 2
√
3e
i
5π
6
5. (a) −1 +i
(b) 34i
(c) −1
10. (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
13. z = e
i
π
4
−1 and z = e
i
5π
4
−1
Chapter 2
2. (a) 0
(b) 1 +i
12. (a) diﬀerentiable and holomorphic in C with derivative −e
−x
e
−iy
(b) nowhere diﬀerentiable or holomorphic
(c) diﬀerentiable on {x +iy ∈ C : x = y} with derivative 2x, nowhere holomorphic
(d) nowhere diﬀerentiable or holomorphic
(e) diﬀerentiable and holomorphic in C with derivative −sin xcosh y −i cos xsinhy
(f) nowhere diﬀerentiable or holomorphic
(g) diﬀerentiable at 0 with derivative 0, nowhere holomorphic
(h) diﬀerentiable at 0 with derivative 0, nowhere holomorphic
(i) diﬀerentiable at i with derivative i, nowhere holomorphic
(j) diﬀerentiable on {x +iy ∈ C : x = y} with derivative 2x −2ix, nowhere holomorphic
(k) diﬀerentiable at 0 with derivative 0, nowhere holomorphic
(l) diﬀerentiable and holomorphic in C with derivative 2(z −z)
113
SOLUTIONS TO SELECTED EXERCISES 114
Chapter 3
37. (a) diﬀerentiable at 0, nowhere holomorphic
(b) diﬀerentiable and holomorphic on C \
_
−1, e
i
π
3
, e
−i
π
3
_
(c) diﬀerentiable and holomorphic on C\ {x +iy ∈ C : x ≥ −1, y = 2}
(d) nowhere diﬀerentiable or holomorphic
(e) diﬀerentiable and holomorphic on C\ {x +iy ∈ C : x ≤ 3, y = 0}
(f) diﬀerentiable and holomorphic in C (i.e. entire)
38. (a) z = i
(b) There is no solution.
(c) z = ln π +i
_
π
2
+ 2πk
_
, k ∈ Z
(d) z =
π
2
+ 2πk ±4i, k ∈ Z
(e) z =
π
2
+πk, k ∈ Z
(f) z = πki, k ∈ Z
(g) z = πk, k ∈ Z
(h) z = 2i
41. f
′
(z) = c z
c−1
Chapter 4
3. −2πi
4. (a) 8πi
(b) 0
(c) 0
(d) 0
21. 0
23.
2π
√
3
30 0 for r < a; 2πi for r > a
31 0 for r = 1; −
πi
3
for r = 3; 0 for r = 5
Chapter 5
3. (a) 0
(b) 2πi
(c) 0
(d) πi
(e) 0
(f) 0
7. Any simply connected set which does not contain the origin, for example, C \ (−∞, 0].
Chapter 7
2. (a) divergent
(b) convergent (limit 0)
(c) divergent
(d) convergent (limit 2 −
i
2
)
(e) convergent (limit 0)
SOLUTIONS TO SELECTED EXERCISES 115
24. (a)
k≥0
(−4)
k
z
k
(b)
k≥0
1
3·6
k
z
k
27. (a)
k≥0
(−1)
k
(z −1)
k
(b)
k≥1
(−1)
k−1
k
(z −1)
k
30. (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
sinz
= z
−1
+
1
6
z +
7
360
z
3
+. . .
20. (a)
k≥0
(−1)
k
(2k)!
z
2k−2
Chapter 9
7. (a) 0
(b) 1
(c) 4
9. (a) One Laurent series is
k≥−2
(−1)
k
4
k+3
(z −2)
k
, converging for 0 < z −2 < 4.
(b) −
πi
8
10. (a) 2πi
(b)
27πi
4
(c) −
2πi
1
7
(d)
πi
3
(e) 2πi
(f) 0
11. (a)
k≥0
1
e k!
(z + 1)
k
(b)
2πi
e 33!
16. (c)
π
2
2
These are the lecture notes of a onesemester undergraduate course which we have taught several times at Binghamton University (SUNY) and San Francisco State University. For many of our students, complex analysis is their ﬁrst rigorous analysis (if not mathematics) class they take, and these notes reﬂect this very much. We tried to rely on as few concepts from real analysis as possible. In particular, series and sequences are treated “from scratch.” This also has the (maybe disadvantageous) consequence that power series are introduced very late in the course. We thank our students who made many suggestions for and found errors in the text. Special thanks go to Joshua Palmatier, Collin Bleak and Sharma Pallekonda at Binghamton University (SUNY) for comments after teaching from this book.
Contents
1 Complex Numbers 1.0 Introduction . . . . . . . . . . . . . . 1.1 Deﬁnitions and Algebraic Properties 1.2 From Algebra to Geometry and Back 1.3 Geometric Properties . . . . . . . . . 1.4 Elementary Topology of the Plane . 1.5 Theorems from Calculus . . . . . . . Exercises . . . . . . . . . . . . . . . . . . 2 Diﬀerentiation 2.1 First Steps . . . . . . . . . . . . . . 2.2 Diﬀerentiability and Holomorphicity 2.3 Constant Functions . . . . . . . . . . 2.4 The Cauchy–Riemann Equations . . Exercises . . . . . . . . . . . . . . . . . . 1 1 1 3 6 8 10 11 15 15 17 19 20 23 26 26 29 32 34 37 39 44 44 47 49 51 55 55 57 60 62
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3 Examples of Functions 3.1 M¨bius Transformations . . . . . . . . . . . o 3.2 Inﬁnity and the Cross Ratio . . . . . . . . . 3.3 Stereographic Projection . . . . . . . . . . . 3.4 Exponential and Trigonometric Functions . 3.5 The Logarithm and Complex Exponentials Exercises . . . . . . . . . . . . . . . . . . . . . . 4 Integration 4.1 Deﬁnition and Basic Properties 4.2 Cauchy’s Theorem . . . . . . . 4.3 Cauchy’s Integral Formula . . . Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 . . . . . . . . . . . . . . . .
5 Consequences of Cauchy’s Theorem 5.1 Extensions of Cauchy’s Formula . . . . 5.2 Taking Cauchy’s Formula to the Limit 5.3 Antiderivatives . . . . . . . . . . . . . Exercises . . . . . . . . . . . . . . . . . . .
. . . 7 Power Series 7. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7. . . . . . . . . . . . . . . . . . .
4 65 65 67 69 70 70 72 75 78 82 86 86 89 91 94 97 97 101 103 105 108 108 109 109 110 111 113
8 Taylor and Laurent Series 8. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .2 MeanValue and Maximum/Minimum Principle . . . . . . . . . . . . . . . . . . . .4 Region of Convergence . . . . . 10. Solutions to Selected Exercises Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . .3 Sequences and Series of Functions 7. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9 Isolated Singularities and the Residue Theorem 9. . . . . . . . . . . . . . . 10. . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .5 Dedekind sums . . . . . . . . . . 9. 10 Discrete Applications of the Residue 10. e Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .1 Classiﬁcation of Singularities . . . . . . . . . . . . . . . . . Exercises . . 10. . . . . . . . . . . . . . . . . . . . . . . .2 Classiﬁcation of Zeros and the Identity Principle 8. . . . . . . .3 Argument Principle and Rouch´’s Theorem . . . . . . . . . . . 7. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .1 Deﬁnition and Basic Properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .1 Sequences and Completeness . . . . . . . . . . . . . . . . . . . . . . .1 Inﬁnite Sums . . . . . . . . . . . . . . . 9. . . . . . . . . . . . . 6. .1 Power Series and Holomorphic Functions . . . . . . .CONTENTS 6 Harmonic Functions 6. . . . . . . . . . . . Exercises . . . . . . . . . . . . . . .2 Residues . . . . . . . . . . . . .4 The ‘CoinExchange Problem’ .2 Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .2 Binomial Coeﬃcients . . . . . . . . . . . . . . . . . . . . . . . . Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10. . . . . . . . . . . . . . . . . . . . . . . . .3 Fibonacci Numbers . . .3 Laurent Series . . . 8. . . . . . . . . . . . . . . .
Chapter 1
Complex Numbers
Die ganzen Zahlen hat der liebe Gott geschaﬀen. We will also be able to take limits and do calculus. like the real numbers. These operations will follow all the laws that we are used to such as the commutative and distributive laws.1) Most of you have heard that there is a “new” number i that is a root of the Equation (1. will have the operations of addition.1). There are useful laws that govern these operations such as the commutative and distributive laws. subtraction. multiplication as well as division by any complex number except zero. everything else is made by humans. In this section. You will see. Speciﬁcally. But you cannot take the square root of −1. multiplication as well as division by any real number except zero. the complex numbers. the calculus of complex numbers will be built on the propeties that we develop in this chapter. We will show that when the real numbers are enlarged to a new system called the complex numbers that includes i. not only do we gain a number with interesting properties.1). We then 1
. Equivalently. (God created the integers.1
Deﬁnitions and Algebraic Properties
There are many equivalent ways to think about a complex number. that multiplication can be described geometrically.
1. there will be a root of Equation (1. And. for example. There are operations such as addition. i2 + 1 = 0 or i2 = −1. alles andere ist Menschenwerk.0
Introduction
The real numbers have many nice properties. That is. (1. but we do not lose any of the nice properties that we had before.) Leopold Kronecker (1823–1891)
1. In the rest of the book. we begin with the formal deﬁnition of a complex number. subtraction. you cannot ﬁnd a root of the equation x2 + 1 = 0. You can also take limits and do calculus. each of which is useful in its own right. These properties will be both algebraic properties (such as the commutative and distributive properties mentioned already) and also geometric properties. In the next section we show exactly how the complex numbers are set up and in the rest of this chapter we will explore the properties of the complex numbers.
y). y) ∈ C \ {(0. So we can think of the real numbers being embedded in C as those complex numbers whose second coordinate is zero. (a. (c. b) · (x. Then. The complex numbers can be deﬁned as pairs of real numbers. b) ∈ C
∀ (x. b) = (a. (x. b) ∈ C : (x.8)–(1. 1) · (0. in the sense that the complex numbers of the form (x. 1) = (−1.3) (1. d)
= (1. d) = (x. b) = (xa − yb. 0). b) = (x + a. y) + (−x. 0) = (x + y. COMPLEX NUMBERS
2
interpret this formal deﬁnition into more useful and easier to work with algebraic language. +) is an Abelian group with unit element (0. 0) · (y. b) + (x.2) (1. y) · (1. b) ∈ C (1. y). b) + (c. (a. (If you don’t know what these terms mean—don’t worry. y) ∈ C : (x.6) say that (C. b) ∈ C : (x.12)
∀ (x. ay) (1.10) (1. that is: ∀ (x. y) · (a. y) + (0. b) + (x. y) · (a. y) + (a. 0)
Remark. y)
∀ (x. y) = (ax. 0). y) + (a. y) ∈ C : (x. Its proof is straightforward but nevertheless a good exercise. y) + (a.4) (1. y ∈ R} . in the next section. 0) = (x · y. Theorem 1. y)
∀ (x. d) = (x. 0)} : (x. y) · (c. b) = (a.12) that (C \ {(0. y) + (a.1.7) (1. (a. ·) is an abelian group with unit element (1. (c. y) · (a. 0)}. One reason to believe that the deﬁnitions of these binary operations are “good” is that C is an extension of R. b) · (c.2)– (1. y) ∀ (x. The following basic theorem states the algebraic structure that we established with our deﬁnitions. b). b) · (c.9) (1. y) ∈ C : (x. 0) = (x. xb + ya) . y) · (a. −y) = (0. equations (1. x2 +y 2
∀ (x. 0).11) (1. y)
−y x x2 +y 2 . we will see three more ways of thinking about complex numbers. that is. b). C = {(x.5) (1. d) ∈ C : (x. d) ∈ C : (x. ·) is a ﬁeld. b) ∈ C : (x. (a. 0) . y) : x.8) (1. b) + (c. (C. 0) = (x.CHAPTER 1. d) = (x. b) + (c. 0)
∀ (x.) The deﬁnition of our multiplication implies the innocent looking statement (0. y) + (a. d) ∈ C : (x.6) (1. y). d) ∀ (x. equipped with the addition (x. y). d) ∀ (x. y).13)
. (c. (a. 0) behave just like real numbers. +. What we are stating here can be compressed in the language of algebra: equations (1. 0) · (x. y) · (a. b). b) ∈ C : (x. This identity together with the fact that (a. we will not have to deal with them. 0) + (y. y) · (a. y + b) and the multiplication (x. (a. y). y) · (a. y). y) ·
∀ (x. 0) and (x. (a.
let’s deﬁne these concepts thoroughly. imagined. the positive real axis. On the other hand. The analogy stops at multiplication: there is no “usual” multiplication of two vectors in R2 that gives another vector. So if we give (0.
3
If we think—in the spirit of our remark on the embedding of R in C—of (x. 0) · (0. When plotting these vectors in the plane R2 . The identity (1. 1) .
and an argument of z = x + iy is a number φ ∈ R such that and y = r sin φ . 0) + (0. can be thought of as the real number 1. with the real coeﬃcients x and y. 0) and (0.
. 0). (1. y)notation. This algebraic way of thinking about complex numbers has a name: a complex number written in the form x + iy where x and y are both real numbers is in rectangular form. We invite the reader to check that the deﬁnitions of our binary operations and Theorem 1. so we defer its proof and an extended discussion of it to Chapter 5. 1) a special name.CHAPTER 1. x + iy . and certainly not one that agrees with our deﬁnition of the product of two complex numbers.2
From Algebra to Geometry and Back
Although we just introduced a new way of writing complex numbers. In fact. in turn. COMPLEX NUMBERS allows an alternative notation for complex numbers.
The name has historical reasons: people thought of complex numbers as unreal. y) = (x. y) as a linear combination of (1. The number x is called the real part and y the imaginary part1 of the complex number x + iy. often denoted as Re(x + iy) = x and Im(x + iy) = y. say i.7) Every nonconstant polynomial of degree d has d roots (counting multiplicity) in C. The proof of this theorem requires some important machinery. (see Theorem 5. It is not just that the polynomial z 2 + 1 has roots. Any vector in R2 is deﬁned by its two coordinates.13) then reads i2 = −1 .1 are coherent with the usual real arithmetic rules if we think of complex numbers as given in the form x + iy. The absolute value (sometimes also called the modulus) r = z ∈ R of z = x + iy is r = z := x = r cos φ
1
x2 + y 2 . then this means that we can write any complex number (x. y) can be written as x · 1 + y · i. say. or in short.2. we will call the xaxis the real axis and the yaxis the imaginary axis.
1. but every polynomial has roots in C: Theorem 1. let’s for a moment return to the (x. 1). 0) · (1. it is also determined by its length and the angle it encloses with. 0) + (y. The latter implies that we can write (x. It suggests that one can think of a complex number as a twodimensional real vector. The addition that we deﬁned for complex numbers resembles vector addition. 0) and (y. y) = (x. 0) as the real numbers x and y. then the complex number that we used to call (x. much more can now be said with the introduction of the square root of −1.
Aside from the exceptional case of 0. this is also equal to z2 − z1 . z1 j z1 − z2 jjjjj
DD44
j
jjjj jjjj
jjj
z2 WWWWW kkj WWWWW
WW
Figure 1.2: Geometry behind the “distance” between two complex numbers. The ﬁrst hint that the 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. This is the deﬁnition of z1 − z2 . for any complex number z. z2 ) = z1 − z2  = z2 − z1 .3. z2 ) = (x1 − x2 )2 + (y1 − y2 )2 . Then d(z1 . Since (x1 − x2 )2 = (x2 − x1 )2 and (y1 − y2 )2 = (y2 − y1 )2 . we can write
. but we could just as well say it has argument 2π. That z1 − z2  = z2 − z1  simply says that the vector from z1 to z2 has the same length as its inverse. and let d(z1 . Proof.CHAPTER 1. and x2 + iy2 with absolute value r2 and argument φ2 . the number 1 = 1 + 0i lies on the xaxis. A given complex number z = x + iy has inﬁnitely many possible arguments. The number 0 = 0 + 0i has modulus 0. Let z1 = x1 +iy1 and z2 = x2 +iy2 . z2 ∈ C be two complex numbers. This means. and so has argument 0.2). For instance. or 2π ∗ k for any integer k. Let’s say we have two complex numbers. Let z1 . the arguments of z all diﬀer by a multiple of 2π.1: Addition of complex numbers. and every number φ is an argument. z2 ) denote the distance between (the endpoints of ) the two vectors in R2 (see Figure 1. COMPLEX NUMBERS z1 +/ z2 WW
4
// z1 //
DD //
//
/
z2 WWWWW kk WWWWW ///
WW
Figure 1. x1 + iy1 with absolute value r1 and argument φ1 . 4π. It is very useful to keep this geometric interpretation in mind when thinking about the absolute value of the diﬀerence of two complex numbers. thought of as vectors in R2 . just as we saw for the example z = 1. The absolute value of the diﬀerence of two vectors has a nice geometric interpretation: Proposition 1. From geometry we know that d(z1 . −2π. the vector from z2 to z1 .
... .............. 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 − sin φ1 sin φ2 ) + i(cos φ1 sin φ2 + sin φ1 cos 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 + φ2 ) + i sin(φ1 + φ2 ) ..... .. . Geometrically. COMPLEX NUMBERS
5
x1 + iy1 = (r1 cos φ1 ) + i(r1 sin φ1 ) and x2 + iy2 = (r2 cos φ2 ) + i(r2 sin φ2 ) To compute the product.. . . φ1 + φ2. .
So the absolute value of the product is r1 r2 and (one of) its argument is φ1 + φ2 . .. . ..2 . .. .CHAPTER 1..MMM . . .... . .. FF . . .. z . . 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..... . φ2 .. z1 . . . 2 ffM. ... ... .
. φ .. MMM .. ..
.
. . . . .. 1 . M. .
.
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. rr . rr . we motivate this maybe strangeseeming deﬁnition by collecting some of its properties. The reader is encouraged to prove them. (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. bytes. as both cosine and sine are periodic functions with period 2π. 3 Peter Hilton (Invited address. . . ink.
xx rrr
z1 z2
Figure 1. . .4. φ2 ∈ R. r . r .. For any φ. etc.3: Multiplication of complex numbers. We will later see in Chapter 3 that it has an intimate connection to the complex exponential function. this exponential notation is indeed purely a notation.rrr . φ1 . Hudson River Undergraduate Mathematics Conference 2000)
2
. To save space.. rrrrr . In view of the above calculation. For now. . . . At this point. Lemma 1.. (and because “Mathematics is for lazy people”3 ) we introduce a shortcut notation and deﬁne eiφ = cos φ + i sin φ .
4. 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. and translating between them is an essential ingredient in complex analysis.5.
1. the sentence “The complex number x+iy has absolute value r and argument φ” now becomes the identity x + iy = reiφ . y) Geometric:
z y x
Figure 1. z1 . Geometrically. Their easy proofs are left for the exercises. and geometrically using Cartesian coordinates or polar coordinates. The lefthand side is often called the rectangular form. We now have ﬁve diﬀerent ways of thinking about a complex number: the formal deﬁnition. Lemma 1. conjugating z means reﬂecting the vector corresponding to z with respect to the real axis. (1. we get the inequalities −z ≤ Re z ≤ z and − z ≤ Im z ≤ z . (e)
d dφ
eiφ = i eiφ .CHAPTER 1.3
Geometric Properties
From very basic geometric properties of triangles. Each of these ﬁve ways is useful in diﬀerent situations.
With this notation. For any z. The ﬁve ways and their corresponding notation are listed in Figure 1.
. COMPLEX NUMBERS
6 rectangular x + iy cartesian exponential reiθ polar r θ z
Algebraic: Formal (x. the righthand side the polar form of this complex number. z2 ∈ C.14)
The square of the absolute value has the nice property x + iy2 = x2 + y 2 = (x + iy)(x − iy) . in rectangular form.4: Five ways of thinking about a complex number z ∈ C. in polar form. We denote the conjugate by x + iy = x − iy . The following collects some basic properties of the conjugate.
14) z1 + z2 2 ≤ z1 2 + 2 z1 z2  + z2 2 = z1 2 + z1 z2 + z1 z2 + z2 2
= z1 2 + 2 z1  z2  + z2 2 = z1 2 + 2 z1  z2  + z2 2
= (z1  + z2 )2 . Finally by (1. COMPLEX NUMBERS (a) z1 ± z2 = z1 ± z2 (b) z1 · z2 = z1 · z2 (c)
z1 z2
7
=
z1 z2
(d) z = z (e) z = z (f) z2 = zz (g) Re z = (h) Im z =
1 2 1 2i
(z + z) (z − z)
(i) eiφ = e−iφ . · · · ∈ C. For z1 .6.CHAPTER 1. you should be able to come up with a geometric proof of this inequality. z z
A famous geometric inequality (which holds for vectors in Rn ) is the triangle inequality z1 + z2  ≤ z1  + z2  . By drawing a picture in the complex plane. we have the following identities:
. z2 . we make extensive use of Lemma 1.5: z1 + z2 2 = (z1 + z2 ) (z1 + z2 ) = (z1 + z2 ) (z1 + z2 ) = z1 z1 + z1 z2 + z2 z1 + z2 z2 = z1 2 + 2 Re (z1 z2 ) + z2 2 . For future reference we list several variants of the triangle inequality: Lemma 1.
which is equivalent to our claim. To prove it algebraically. From part (f) we have a neat formula for the inverse of a nonzero complex number: z −1 = z 1 = 2.
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. We need some terminology for talking about subsets of C.10. Suppose E is any subset of C. While the deﬁnitions are essential and will be used frequently. The idea is that if you don’t move too far from an interior point of E then you remain in E.8. (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. Dr (a) = {z ∈ C : z − a < r}. (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.9. {z ∈ C : z − z0  ≤ R} is closed. which were initially deﬁned algebraically. can be identiﬁed with the points in the Euclidean plane R2 . and the last follows by induction. So if we ﬁx a complex number a and a positive real number r then the set of z satisfying z − a = r is the set of points at distance r from a. In this section we collect some deﬁnitions and results concerning the topology of the plane. then z − w is the distance between z and w as points in the plane. we will need the following theorems only at a limited number of places in the remainder of the book. A set is open if all its points are interior points. COMPLEX NUMBERS (a) The triangle inequality: ±z1 ± z2  ≤ z1  + z2 . (b) The reverse triangle inequality: ±z1 ± z2  ≥ z1  − z2 . Recall that if z. {z ∈ C : z − z0  < R} and {z ∈ C : z − z0  > R} are open.CHAPTER 1. the reader who is willing to accept the topological arguments in later proofs on faith may skip the theorems in this section. Deﬁnition 1. The inside of this circle is called the open disk with center a and radius r. that is. They are also closed!
. For R > 0 and z0 ∈ C. w ∈ C.4
Elementary Topology of the Plane
In Section 1. (a) A point a is an interior point of E if some open disk with center a lies in E. The reverse triangle inequality is proved in Exercise 22.
n n
8
(c) The triangle inequality for sums:
k=1
zk ≤
k=1
zk . Example 1.
The ﬁrst inequality is just a rewrite of the original triangle inequality. Deﬁnition 1. Example 1. this is the circle with center a and radius r.2 we saw that the complex numbers C. and is written Dr (a). Notice that this does not include the circle itself. C and the empty set ∅ are open. That is. A set is closed if it contains all its boundary points. (b) A point b is a boundary point of E if every open disk centered at b contains a point in E and also a point that is not in E.7.
1. using the fact that ±z = z.
and ∂G = {z ∈ C : z − z0  = R} . Example 1. However. The interior of E is the set of all interior points of E. The idea of separation is that the two open sets A and B ensure that X and Y cannot just “stick together. Two sets X. which is [0. b]. written E. written ∂E. On the other hand. in fact. 2] \ {1}. Deﬁnition 1. so there is little reason to discuss the matter. x(t) and y(t). so a deﬁnition is necessary. but its proof requires more preparation in topology: Proposition 1. in the plane there is a vast variety of connected subsets. It is a customary and practical abuse of notation to use the same letter for the curve and its parametrization. On the other hand. the intervals X = [0. The following seems intuitively clear. is the set of all boundary points of E. For example. Theorem 1. if G is a connected open subset of C then any two points of G may be connected by a curve in G. 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. and also gives a very useful property of open connected sets. Since we may regard C as identiﬁed with R2 . Y ⊆ C are separated if there are disjoint open sets A and B so that X ⊆ A and Y ⊆ B. The boundary of a set E. since we have to rule out any possible separation. If G is the open disk {z ∈ C : z − z0  < R} then G = {z ∈ C : z − z0  ≤ R} That is. One type of connected set that we will use frequently is a curve.” It is usually easy to check that a set is not connected.CHAPTER 1.15. and that the parametrization must be deﬁned and continuous on a closed and bounded interval [a.16. we can connect any two points of G by a chain of horizontal and vertical segments lying in G. Deﬁnition 1. Intuitively. b] → C. A set W ⊆ C is connected if it is impossible to ﬁnd two separated nonempty sets whose union is equal to W . 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). and setting γ(t) = x(t) + y(t)i. One notion that is somewhat subtle in the complex domain is the idea of connectedness. The next theorem gives an easy way to check whether an open set is connected. where [a.
. a path can be speciﬁed by giving two continuous realvalued functions of a real variable. is not connected. A region is a connected open set. The path γ is smooth if γ is diﬀerentiable.13. 1) and Y = (1. the curve does not cross itself. a set is connected if it is “in one piece. is the set of points in E together with all boundary points of E. it is hard to use the deﬁnition to show that a set is connected.” In the reals a set is connected if and only if it is an interval. We emphasize that a curve must have a parametrization.14. Hence their union. that is.12. G is a closed disk and ∂G is a circle. 2] on the real axis are separated: There are inﬁnitely many choices for A and B that work. Any curve is connected. We say that the curve is parametrized by γ. COMPLEX NUMBERS
9
Deﬁnition 1. A path or curve in C is the image of a continuous function γ : [a. The closure of E.11. 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. b] is a closed interval in R.
and they are separated by A and B. We can connect z0 to any point z in D by following a chain of segments from z0 to a. Warning: The second part of Theorem 1.5
Theorems from Calculus
Here are a few theorems from real calculus that we will make use of in the course of the text. so we have shown that A is open. Now G is the disjoint union of the two open sets A and B. 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. Then any two points in G can be connected by a chain of at most 2 segments in G. ﬁrst. this is the punctured disk obtained by removing the center from G. their union is γ. So we have shown that B is open. COMPLEX NUMBERS
10
A chain of segments in G means the following: there are points z0 . Since a ∈ G there is an open disk D with center a that is contained in G. so it determines a curve. Since b ∈ G there is an open disk D centered at b that lies in G. Let γ be a path in G that connects a to b.
1. (It is not hard to parametrize such a chain. but now you may need more than two segments to connect points. that any two points of G may be connected by a path that lies in G. .17 (ExtremeValue Theorem). G = A. So there are disjoint open sets A and B so that X ⊆ A and Y ⊆ B.” which is a connected set S ⊂ C that contains points that cannot be connected by a curve of any sort inside S. Proof of Theorem 1. But z0 is in A so A is not empty. For example. If G is not connected then we can write it as a union of two nonempty separated subsets X and Y . which is impossible. z1 . That is. this ﬁnishes the proof. Suppose a is in A. Now suppose b is in B. discussed in topology texts. If these are both nonempty then they form a separation of G. That is. For example. so z0 can be connected to any point of G by a sequence of segments in G. and this is impossible. for each k. and then adding at most two segments in D that connect a to z. Theorem 1. Any continuous realvalued function deﬁned on a closed and bounded subset of Rn has a minimum value and a maximum value.15. and so B must be empty. A more extreme example. .) As an example. Suppose. The reader may skip the following proof. each point of D is in A. so D ⊆ B. Since z0 could be any point in G. . .
. extending this chain by at most two more segments. If z0 could be connected to any point in D by a chain of segments in G then. is the “topologist’s sine curve. Then Xγ = X ∩ γ and Yγ = Y ∩ γ are disjoint and nonempty. and B is the set of points in G that are not in A. Now let G0 = G \ {0}. But this means that γ is not connected. Since X and Y are disjoint we can ﬁnd a ∈ X and b ∈ G. we could connect z0 to b. and this contradicts Proposition 1. so G is connected. zn so that. zk and zk+1 are the endpoints of a horizontal or vertical segment which lies entirely in G. 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. let G be the open disk with center 0 and radius 2. Now suppose that G is a connected open set.16 is not generally true if G is not open. It is included to illustrate some common techniques in dealing with connected sets.16. Hence z0 cannot connect to any point of D by a chain of segments in G. Then G is open and it is connected. you need three segments to connect −1 to 1 since you cannot go through 0.CHAPTER 1.
dcs. if we have suﬃcient continuity:
∂ f ∂ f Theorem 1. (c) z 3 .stand. and suppose the partial derivative ∂f exists and is continuous on R. For more information about Leibnitz.18 (MeanValue Theorem). see http://wwwgroups.19 (Fundamental Theorem of Calculus). COMPLEX NUMBERS
11
Theorem 1. f : I → R is diﬀerentiable.20 (Equality of mixed partials). F ′ = f ) then
= F (b) − F (a).
For functions of several variables we can perform diﬀerentiation operations. Suppose f : [a. Let z = 1 + 2i and w = 2 − i. 2.
b a f (x) dx
(b) If F is any antiderivative of f (that is. If the mixed partials ∂x∂y and ∂y∂x are deﬁned on an open set G and are continuous at a point (x0 . Then there is 0 < a < 1 such that f (x + ∆x) − f (x) = f ′ (x + a∆x) .uk/∼history/Biographies/Leibnitz. b] → R is continuous. The most important of all calculus theorems combines diﬀerentiation and integration (in two ways): Theorem 1. Suppose I ⊆ R is an interval. y) dy dx and c a f (x. y0 ). (d) Re(w2 + w). y) dy .html.22 (Leibniz’s4 Rule).21 (Equality of iterated integrals). Find the real and imaginary parts of each of the following: (a)
z−a z+a
(a ∈ R). y0 ) in G then they are equal at (x0 . Then ∂x d dx
d d
f (x. Finally. (b) w − z. (e) z 2 + z + i.CHAPTER 1.
2 2
Theorem 1. ∆x Many of the most important results of analysis concern combinations of limit operations. x + ∆x ∈ I. we can apply diﬀerentiation and integration with respect to diﬀerent variables in either order: Theorem 1. or integration operations.
. Suppose f is continuous on the rectangle R given by a ≤ x ≤ b and c ≤ y ≤ d. y) dy =
c c
∂f (x. Then (a) If F is deﬁned by F (x) =
x a f (t) dt
then F is diﬀerentiable and F ′ (x) = f (x).
4 Named after Gottfried Wilhelm Leibniz (1646–1716). ∂x
Exercises
1. Compute: (a) z + 3w. 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. in any order. and x.ac. y) dx dy are equal.
4. Put your answers in standard form. 3. (d) 2e4πi . b. (c) −3 + √ 3i. (c)
√3−i . Write in rectangular form: √ (a) 2 ei3π/4 . c ∈ C. (h)
1−i √ 3 4
(e) (2 − i)2 . (b) 34 eiπ/2 .
. (d) (1 + i)6 . where a. That is.
5.
6. 2+3i
(b) (2 + i)(4 + 3i). Write in polar form: (a) 2i. Prove the quadratic formula works for complex numbers. COMPLEX NUMBERS (b) (c)
3+5i 7i+1 . (d) −i. √ b2 are −b± 2a −4ac as long as a = 0. Find the absolute value and conjugate of each of the following: (a) −2 + i. √ 3 −1+i 3 . prove. (b) 1 + i. (c) −ei250π . Use the quadratic formula to solve the following equations. the roots of the equation az 2 + bz + c = 0. 2
12
(d) in for any n ∈ Z. regardless of whether the discriminant is negative. Write in both polar and rectangular form: (a) 2i (b) eln(5) i (c) e1+iπ/2 (d)
d φ+iφ dφ e
7.
(f) 3 − 4i.CHAPTER 1. 8. √ (g) 5 − i.
CHAPTER 1. 10. 15. (e) z 2 = 2z. Show that (a) z is a real number if and only if z = z. 11. Use Lemma 1. (b) 2z 2 + 2z + 5 = 0.
= z. Show that z = 1 if and only if 12. 17. Show that the equation z 2  + Re(Az) + B = 0 has a solution if and only if A2  ≥ 4B.
(b) {z ∈ C : z − 1 + i ≤ 2} . (e) {z ∈ C : z = z + 1} . Show that if z1 z2 = 0 then z1 = 0 or z2 = 0. (b) z is either real or purely imaginary if and only if (z)2 = z 2 .1.5. Sketch the following sets in the complex plane: (a) {z ∈ C : z − 1 + i = 2} . 14. (d) z 2 − z = 1. Find all solutions to the following equations: (a) z 6 = 1.4. When solutions exist. Prove Lemma 1. 16. 18. COMPLEX NUMBERS (a) z 2 + 25 = 0. 13. (b) z 4 = −16. 19. (a) cos 3θ = cos3 θ − 3 cos θ sin2 θ.
(d) {z ∈ C : z − i + z + i = 3} . (c) 5z 2 + 4z + 1 = 0. Prove Theorem 1. Show the equation 2z = z + i describes a circle.
.
13
9. show the solution set is a circle. 20.
1 z
(c) z 6 = −9. (d) z 6 − z 3 − 2 = 0. Find all solutions of the equation z 2 + 2z + (1 − i) = 0. Prove Lemma 1.4 to derive the triple angle formulas: (b) sin 3θ = 3 cos2 θ sin θ − sin3 θ. (c) {z ∈ C : Re(z + 2 − 2i) = 3} . Fix A ∈ C and B ∈ R.
Similarly. Use the previous exercise to show that
1 z 2 −1
14
≤
1 3
for every z on the circle z = 2eiθ . (e) z − 1 + z + 1 < 3. 31. 28. The set E in the previous exercise can be written in three diﬀerent ways as the union of two disjoint nonempty separated subsets. y) dy. Find the maximum number of horizontal and vertical segments in G needed to connect two points of G. (a) Sketch the set E. if A ⊂ B and A is open. (b) Determine the interior points of E. (c) 0 < z − 1 < 2. or neither. (b) p(z) = 0 if and only if p (z) = 0. Let G be the annulus determined by the conditions 2 < z < 3. get an expression for F (x) − F (a) as an iterated integral by writing f (x.
(b) Im z < 1. 27. 29. Describe them. y) as the integral of ∂f . Show that the union of two regions with nonempty intersection is itself a region. COMPLEX NUMBERS 21. 23. and in each case say brieﬂy why the subsets are separated. This is a connected open set. What are the boundaries of the sets in the previous exercise? 26. Suppose p is a polynomial with real coeﬃcients. bounded. (d) Determine the isolated points of E.CHAPTER 1.
(d) z − 1 + z + 1 = 2. Sketch the following sets and determine whether they are open. 22. being careful to indicate exactly the points that are in E.
24. and then diﬀerentiate using the Fundamental Theorem of Calculus. then ∂A ⊂ B. show A is contained in the interior of B. y) − f (a. Prove that (a) p(z) = p (z). or z = 1 or z = 2.
d
. Show that if A ⊂ B and B is closed. (c) Determine the boundary points of E. 30. interchange the order of ∂x integrations. The set E is the set of points z in C satisfying either z is real and −2 < z < −1. 25. connected. or z < 1. Prove Leibniz’s Rule: Deﬁne F (x) = c f (x. Prove the reverse triangle inequality z1 − z2  ≥ z1  − z2 . closed. (a) z + 3 < 2.
or f (z) = 1 . such as f (z) = z (the identity map). So in mathematics. for example. f (z) = 2z + i. we can construct many familiar looking functions from the standard calculus repertoire. This means that each element z ∈ G gets mapped to exactly one complex number. Then w0 is the limit of f as z approaches z0 . 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 . we could construct some functions which make use of a certain representation of z. Louis Joel Mordell (1888–1972)
2.1. and perhaps does not appreciate the diﬃculty of the original ascent. say. So far there is nothing that makes complex functions any more special than. functions from Rm to Rn . in short lim f (z) = w0 . y) = y 2 − ix. Maybe the fundamental principle of analysis is that of a limit. or f (r.Chapter 2
Diﬀerentiation
Mathematical study and research are very suggestive of mountaineering. and it may not be surprising if such a step has been found and lost again. we can ﬁnd δ > 0 so that for all z ∈ G satisfying 0 < z − z0  < δ we have f (z) − w0  < ǫ. f (x.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 ). f (x. but for sake of simplicity we only state it for those functions. the deﬁnition does not require
15
. The philosophy of the following deﬁnition is not restricted to complex functions. On the other hand.
z→z0
This deﬁnition is the same as is found in most calculus texts. y) = x − 2iy. In fact. however. any tourist can be hauled up for a small cost. f (z) = z 3 . called the image of z and usually denoted by f (z). 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. Deﬁnition 2. whereas for the latter we have to exclude the origin z = 0. φ) = 2rei(φ+π) . Suppose f is a complex function with domain G and z0 is an accumulation point of G. it may be found hard to realise the great initial diﬃculty of making a little step which now seems so natural and obvious. Now. Suppose there is a complex number w0 such that for every ǫ > 0. Just as in the real case. The former three could be z deﬁned on all of C.
x→0 x x→0 x z→0 z lim
In the second case. we try to compute this “limit” as z → 0 on the real and on the imaginary axis.
z→z0 z→z0 z→z0
In the last identity we also require that limz→z0 g(z) = 0. as above. Lemma 2. If limz→z0 f (z) and limz→z0 g(z) exist. the following fundamental deﬁnition looks almost trivial. More generally. then: (a) lim f (z) + c lim g(z) = lim (f (z) + c g(z))
z→z0 z→z0 z→z0
(b) lim f (z) · lim g(z) = lim (f (z) · g(z))
z→z0 z→z0 z→z0
(c) lim f (z)/ lim g(z) = lim (f (z)/g(z)) . That is why we require 0 < z − z0 . we write z = iy where y ∈ R. Suppose f is a complex function. if z0 is in the domain of f . f is continuous on G ⊆ C if f is continuous at every z ∈ G.
. and then −iy z iy = lim = lim = −1 . lim does not exist. Just as in the real case the limit w0 is unique if it exists. 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 . the deﬁnition explicitly ignores the value of f (z0 ). It is often useful to investigate limits by restricting the way the point z “approaches” z0 . In the ﬁrst case. we can write z = x ∈ R. Let f and g be complex functions and c. Lemma 2. the proofs of these rules are everything but trivial and make for nice exercises.2 ¯ then implies that limz→0 z does not exist.3. Suppose G0 ⊆ G. If f0 is the restriction of f to G0 then limz→z0 f0 (z) exists and has the value w0 . Suppose limz→z0 f (z) exists and has the value w0 . 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. and suppose z0 is an accumulation point of G0 . and hence x z x = lim = lim = 1 . Because the deﬁnition of the limit is somewhat elaborate.CHAPTER 2. z→0 z To see this. DIFFERENTIATION
16
that z0 is in the domain of f and.2. The following is a easy consequence of the deﬁnition. Deﬁnition 2. The deﬁnition of limit in the complex domain has to be treated with a little more care than its real companion. z On the other hand.5. Lemma 2.4. the following “usual” limit rules are valid for complex functions. z0 ∈ C. z ¯ Example 2. this is illustrated by the following example.
we can “take the limit inside” a continuous function:
17
Lemma 2.. The fact that the notions of diﬀerentiability and holomorphicity are actually diﬀerent is seen in the following examples. z − z0
provided this limit exists.2
Diﬀerentiability and Holomorphicity
¯ The fact that limits such as limz→0 z do not exist points to something special about complex z numbers which has no parallel in the reals—we can express a function in a very compact way in one variable. Note that h is not a real number but can rather approach zero from anywhere in the complex plane. In this case. yet it shows some peculiar behavior “in the limit. Functions which are diﬀerentiable (and hence holomorphic) in the whole complex plane C are called entire.. we have an additional dimension to play with.8. DIFFERENTIATION Just as in the real case.. The derivative of f at z0 is deﬁned as f ′ (z0 ) = lim
z→z0
f (z) − f (z0 ) . In other words. The function f (z) = z 3 is entire.
z→z0
lim
3 z 3 − z0 f (z) − f (z0 ) = lim z→z0 z − z0 z − z0
2 (z 2 + zz0 + z0 )(z − z0 ) z→z0 z − z0 2 2 2 = lim z + zz0 + z0 = 3z0 .” We will repeatedly notice this kind of behavior. On the real line there are only two directions to approach 0—from the left or from the right (or some combination of those two). holomorphic in C: For any z0 ∈ C. that if f is continuous at w0 then limw→w0 f (w) = f (w0 ). we have to allow z to approach the point 0 in any way.” is in many senses stronger than the statement “A real function has a limit. one reason is that when trying to compute a limit of a function as. Suppose f : G → C is a complex function and z0 is an interior point of G. The function f is holomorphic on the open set G ⊆ C if it is diﬀerentiable (and hence holomorphic) at every point in G. This means that the statement “A complex function has a limit. h
This equivalent deﬁnition is sometimes easier to handle.7. If f is diﬀerentiable for all points in an open disk centered at z0 then f is called holomorphic at z0 .
z→z0
lim f (g(z)) = f
z→z0
lim g(z) .. If f is continuous at an accumulation point w0 and limz→z0 g(z) = w0 then limz→z0 f (g(z)) = f (w0 ).6. In particular. Example 2. z → 0.
=
lim
z→z0
. f is called diﬀerentiable at z0 .
This lemma implies that direct substitution is allowed when f is continuous at the limit point.
2.CHAPTER 2.
Deﬁnition 2. that is. In the complex plane. say.” This diﬀerence becomes apparent most baldly when studying derivatives. The diﬀerence quotient limit which deﬁnes f ′ (z0 ) can be rewritten as f ′ (z0 ) = lim
h→0
f (z0 + h) − f (z0 ) .
In fact.) Lemma 2.9. Then
2 z0 + reiφ − z0 2 z0 + re−iφ − z0 2 z 2 − z0 2 = = z − z0 z0 + reiφ − z0 reiφ 2 + 2z re−iφ + r 2 e−2iφ − z 2 z0 0 0 = reiφ 2z0 re−iφ + r 2 e−2iφ = 2z0 e−2iφ + re−3iφ . for example.
.CHAPTER 2. Hence
z→0
lim
z2 = lim ze−3iφ = lim z = 0 . n ∈ Z. f is not holomorphic at 0): Let’s write z = z0 + reiφ . = reiφ 2
If z0 = 0 then the limit of the righthand side as z → z0 does not exist since r → 0 and we get diﬀerent answers for horizontal approach (φ = 0) and for vertical approach (φ = π/2).10. The function f (z) = z 2 is diﬀerentiable at 0 and nowhere else (in particular. and that c ∈ C. (A more entertaining way to see this is to use. and h is diﬀerentiable at g(z). one should convince oneself that the following rules follow mostly from properties of the limit. DIFFERENTIATION
18
Example 2. The function f (z) = z is nowhere diﬀerentiable: lim z − z0 z − z0 z = lim = lim z − z0 z→z0 z − z0 z→0 z
z→z0
does not exist. (The ‘chain rule’ needs a little care to be worked out. Suppose f and g are diﬀerentiable at z ∈ C. z→0 z lim
which implies that
Example 2.11.) t On the other hand. The basic properties for derivatives are similar to those we know from real calculus. as discussed earlier. if z0 = 0 then the righthand side equals re−3iφ = ze−3iφ . which approaches z0 as t → ∞.
In the third identity we have to be aware of division by zero. (a) f (z) + c g(z) (b) f (z) · g(z) (c) f (z)/g(z) (d) z n
′ ′ ′ ′
= f ′ (z) + c g′ (z)
= f ′ (z)g(z) + f (z)g ′ (z) = f ′ (z)g(z) − f (z)g ′ (z) g(z)2
= nz n−1
′
(e) h(g(z))
= h′ (g(z))g ′ (z) . z→0 z→0 z z2 = 0. z(t) = z0 + 1 eit .
Lemma 2. y ∈ I.
z→z0
Because g(z) → g(z0 ) as z → z0 . Proof.18. so the above equation yields f (y) = f (x). as the denominator of this last term is continuous at z0 . Lemma 2. f (g(z)) = z. The function is onto if every w ∈ H has a preimage z ∈ G (that is. Suppose G and H are open sets in C. we consider functions which have a derivative of 0. Since this is true for any x. A bijection is a function which is both onetoone and onto. We have: g′ (z0 ) = lim 1 g(z) − g(z0 ) g(z) − g(z0 ) = lim = lim . is to show that if a function has zero derivative everywhere on an interval then it must be constant. = ′ f (g(z)) − f (g(z0 )) f (g(z0 ) lim g(z) − g(z0 ) g(z)→g(z0 )
2. If f : I → R is a realvalued function with f ′ (x) deﬁned and equal to 0 for all x ∈ I.6 we have: g′ (z0 ) = 1 1 . If f is diﬀerentiable at g(z0 ). by Lemma 2. then there is a constant c ∈ R such that f (x) = c for all x ∈ I.CHAPTER 2. f : G → H is a bijection. As in the real case. One of the ﬁrst applications of the MeanValue Theorem for realvalued functions. f must be constant. The proof is easy: The MeanValue Theorem says that for any x. and z0 ∈ H.
. f (y) − f (x) = f ′ (x + a(y − x))(y − x) for some 0 < a < 1. this rule is only deﬁned for functions which are bijections. f (g(z)) − f (g(z0 )) g(z) − g(z0 ) 1 f ′ (g(z0 )) .12. f ′ (g(z0 )) = 0. DIFFERENTIATION
19
We end this section with yet another diﬀerentiation rule. we obtain: g′ (z0 ) =
g(z)→g(z0 )
lim
Finally. there exists a z ∈ G such that f (z) = w).13. If f : G → H is a bijection then g is the inverse of f if for all z ∈ H. A function f : G → H is onetoone if for every image w ∈ H there is a unique z ∈ G such that f (z) = w. If we know that f ′ is always zero then we know that f ′ (x + a(y − x)) = 0. and g is continuous at z0 then g is diﬀerentiable at z0 with g ′ (z0 ) = Proof. Theorem 1. g : H → G is the inverse function of f . z→z0 f (g(z)) − f (g(z0 )) z→z0 f (g(z)) − f (g(z0 )) z − z0 g(z) − g(z0 ) 1 . y ∈ I. that for inverse functions.3
Constant Functions
As an example application of the deﬁnition of the derivative of a complex function.
Consider the real part u(z) of the function f . but we defer its statement to another course. we now have a new concept of derivative. If the domain of f is a region G ⊆ C and f ′ (z) = 0 for all z in G then f is a constant.
then f ′ (z) = 0 for all z in the domain of f but f is not constant. y) : R2 → R of two variables. we have that f (x) = f (y). we can consider u(z) to be just a function of x. so for z ∈ H we have ux (z) = Re(f ′ (z)) = 0. Since H is a horizontal segment. Then. Theorem 2. proving the theorem. This may seem like a silly example.13 required two key features of the function f . y) : C → R. there is no notion of ‘the’ derivative of a function. There are a number of surprising applications of this basic theorem. Recall that a region of C is an open connected subset. This same argument works for vertical segments. The ﬁrst is that f be diﬀerentiable everywhere in its domain. Proof. For such functions. we can construct functions which have zero derivative ‘almost’ everywhere but which have inﬁnitely many values in their range. interchanging the roles of the real and imaginary parts.16. By assumption.4
The Cauchy–Riemann Equations
When considering realvalued functions f (x. if x and y are two points in G which can be connected by horizontal and vertical segments. y) and fy (x. To see that f is constant along horizontal segments. so we’re done. if we deﬁne f (z) = 1 if Re z > 0. both of which are somewhat obviously necessary. For instance. We can argue the same way to see that the imaginary part v(z) of f (z) is constant on H. see Exercises 14 and 15 for a start. Instead. f itself is constant on H. −1 if Re z < 0. Since both the real and imaginary parts of f are constant on H. f ′ (z). which by deﬁnition cannot depend on the way in which we approach
. We will show that f is constant along horizontal segments and along vertical segments in G.14. f ′ (z) = 0. It is certainly important for the domain to be connected in both the real and complex cases. y) (and also directional derivatives) which depend on the way in which we approach a point (x. since vx (z) = Im(f ′ (z)) = 0. The second key feature is that the interval I is connected. Lemma 2. Thus. there is some value y0 ∈ R so that the imaginary part of any z ∈ H is Im(z) = y0 . In fact. DIFFERENTIATION
20
There is a complex version of the MeanValue Theorem. if f is not diﬀerentiable everywhere. so f has the same value at any two points of G.
2. we instead only have partial derivatives fx (x. the real part of z = x + iy0 . y) ∈ R2 . u(z) is constant on H.13. But any two points of a region may be connected by ﬁnitely many such segments by Theorem 1. by Lemma 2. but it illustrates a pitfall to proving a function is constant that we must be careful of. we will use a diﬀerent argument to prove that complex functions with derivative that are always 0 must be constant. Since Im(z) is constant on H. For a complexvalued function f (z) = f (x. suppose that H is a horizontal line segment in G.CHAPTER 2.
we will later show that if f is holomorphic at z0 = x0 + iy0 then u and v have continuous partials (of any order) at z0 .stand. y0 ) . y0 ) = vy (x0 . However.2) and their second partials are also continuous then we obtain uxx (x0 .uk/∼history/Biographies/Riemann. y0 ) = −uyy (x0 . If u and v satisfy (2. to write the function f in terms of its real and imaginary parts. later we will prove that f = u + iv is holomorphic in an open set G if and only if u and v have continuous partials that satisfy (2.
1
. That is. 1.1) equivalently as the following pair of equations: ux (x0 . we write f (z) = f (x.ac. Using this terminology we can rewrite the equation (2. y0 ) = −vx (x0 . y) where u is the real part of f and v is the imaginary part. y) = u(x. The relationship between the complex derivative and partial derivatives is very strong and is a powerful computational tool. (a) Suppose f is diﬀerentiable at z0 = x0 + iy0 . ∂x
Remarks. Functions with continuous second partials satisfying this partial diﬀerential equation on a region G ⊂ C (though not necessarily (2. as we will see later.15. y0 ) = vyx (x0 . (2. It is logical. (2. Then fx = ux + ivx and −ify = −i(uy + ivy ) = vy − iuy . we will study such functions in Chapter 6.uk/∼history/Biographies/Cauchy. (a) and (b) are not quite converse statements. (even though the equations ﬁrst appeared in the work of Jean le Rond d’Alembert and Euler): Theorem 2. named after Augustin Louis Cauchy (1789–1857)1 and Georg Friedrich Bernhard Riemann (1826–1866)2 . 2 For more information about Riemann.
For more information about Cauchy. It is described by the Cauchy–Riemann Equations. DIFFERENTIATION
21
a point (x.html. y) + iv(x. that is. see http://wwwgroups. y0 ) = vxy (x0 . and often convenient. y) ∈ C.2)
2. 3.html. That is. As stated. y0 ) + uyy (x0 . In both cases (a) and (b). y0 ) .CHAPTER 2.dcs. if f is holomorphic in an open set G then the partials of any order of u and v exist. y0 ) = 0 and an analogous identity for v. Again. uxx (x0 .dcs. hence we will show that the real and imaginary part of a function which is holomorphic on an open set are harmonic on that set.stand. Then the partial derivatives of f satisfy ∂f ∂f (z0 ) = −i (z0 ) . see http://wwwgroups.1) then f is diﬀerentiable at z0 .2) in G.1) ∂x ∂y (b) Suppose f is a complex function such that the partial derivatives fx and fy exist in an open disk centered at z0 and are continuous at z0 . If these partial derivatives satisfy (2.ac. It is traditional. y0 ) uy (x0 .2)) are called harmonic on G. that there should be a relationship between the complex derivative f ′ (z) and the partial derivatives ∂f (z) and ∂f (z) (deﬁned exactly as in the realvalued ∂x ∂y case). f ′ is given by f ′ (z0 ) = ∂f (z0 ) . then.
Thus we have shown that f ′ (z0 ) = fx (z0 ) = −ify (z0 ). by deﬁnition. In the ﬁrst case we have ∆z = ∆x and f ′ (z0 ) = lim
∆x→0
f (z0 + ∆x) − f (z0 ) ∂f f (x0 + ∆x. = ∆z ∆z
where we used equation (2. ∆z→0 ∆z ∆x lim
(2. assuming the Cauchy–Riemann equations and continuity of the partials. ∆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 ∆x ∆y · fy (z0 ) + · fx (z0 ) .1) in the last step to convert ifx to i(−ify ) = fy .15. y0 ) − f (x0 .CHAPTER 2. y0 ) = lim = (x0 .3) has a limit of 0 since. y0 ) ∆y→0 i i∆y→0 i∆y ∆y ∂y
(using 1 = −i). y0 ) f (z0 + i∆y) − f (z0 ) = lim = −i (x0 . y0 + ∆y) − f (x0 . (a) If f is diﬀerentiable at z0 = (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) − fy (z0 ) = lim ∆z→0 ∆z ∆y ∆x f (z0 + ∆x) − f (z0 ) + lim − fx (z0 ) . y0 ). fx (z0 ) = lim f (z0 + ∆x) − f (z0 ) ∆x→0 ∆x
. i (b) To prove the statement in (b). ∆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. The second term in (2.3)
We need to show that these limits are both 0. writing ∆z = ∆x + i∆y: f (z0 + ∆z) − f (z0 + ∆x) + f (z0 + ∆x) − f (z0 ) f (z0 + ∆z) − 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 ) = · + · . y0 ) then f ′ (z0 ) = lim
∆z→0
22
f (z0 + ∆z) − f (z0 ) . We ﬁrst rearrange a diﬀerence quotient for f ′ (z0 ). The fractions ∆x/∆z and ∆y/∆z are bounded by 1 in modulus so we just need to see that the limits of the expressions in parentheses are 0. DIFFERENTIATION Proof of Theorem 2. “all we need to do” is prove that f ′ (z0 ) = fx (z0 ). ∆x→0 ∆x ∆x ∂x
In the second case we have ∆z = i∆y and f ′ (z0 ) = lim ∂f 1 f (x0 .
b < 1. to the real and imaginary parts of f . Show that if f is diﬀerentiable at z then f is continuous at z. DIFFERENTIATION
23
and taking the limit as ∆z → 0 is the same as taking the limit as ∆x → 0. c. y0 ))
= (uy (x0 + ∆x.15. we have f (z0 + ∆x + i∆y) − f (z0 + ∆x) − fy (z0 ) ∆y = uy (x0 + ∆x. y0 + ∆y) − u(x0 + ∆x.
. diﬀerentiable)? If not. (a) lim (b)
iz 3 −1 .
3. Use the deﬁnition of limit to show that limz→z0 (az + b) = az0 + b. y0 + a∆y) − vy (x0 .
Exercises
1. y0 ) + ivy (x0 .
where a. y0 + b∆y) − (uy (x0 .6. Prove Lemma 2. 4. We can’t do this for the ﬁrst expression since both ∆x and ∆y are involved. Prove Lemma 2. the real meanvalue theorem. provide a counterexample. This gives us real numbers a and b.
Finally. 7. d ∈ C and ad − bc = 0. with 0 < a. and both change as ∆z → 0. so that u(x0 + ∆x. ∆y Using these expressions. When
10. What can you say if f (z) is given by a polynomial in x = Re z and y = Im z? 11.11. b. 8. y0 ) = vy (x0 + ∆x. y0 + ∆y) − v(x0 + ∆x. Find the derivative of the function T (z) := is T ′ (z) = 0?
az+b cz+d . y0 )) + i (vy (x0 + ∆x. Prove that if f (z) is given by a polynomial in z then f is entire. If u(x.4. y0 + a∆y) + ivy (x0 + ∆x.4 by using the formula for f ′ given in Theorem 2.18.CHAPTER 2. 9. y) are continuous (respectively diﬀerentiable) does it follow that f (z) = u(x. the two diﬀerences in parentheses have zero limit as ∆z → 0 because uy and vy are continuous at (x0 . y) + iv(x. y0 )) . y0 + a∆y) − uy (x0 .
6. y0 + a∆y) ∆y v(x0 + ∆x. Evaluate the following limits or explain why they don’t exist.
1 5. Prove Lemma 2. z→i z+i z→1−i
lim x + i(2x + y). Apply the deﬁnition of the derivative to give a direct proof that f ′ (z) = − z12 when f (z) = z . 2. Prove Lemma 2. y0 ). y0 ) = uy (x0 + ∆x.3) we apply Theorem 1. y) and v(x. y) is continuous (resp. For the ﬁrst term in (2. y0 + b∆y) .
CHAPTER 2. (a) f (z) = e−x e−iy . Prove: If f is holomorphic in the region G ⊆ C and always real valued.) Show that f satisﬁes the Cauchy–Riemann equations at the origin z = 0. 16. (i) f (z) =
ix+1 y . Suppose f (z) is entire. DIFFERENTIATION
24
12. Prove: If f (z) and f (z) are both holomorphic in the region G ⊆ C then f (z) is constant in G. (b) f (z) = 2x + ixy 2 . (Hint: Use the Cauchy–Riemann equations to show that f ′ = 0.
(k) f (z) = 2xy − i(x + y)2 . Where are the following functions diﬀerentiable? Where are they holomorphic? Determine their derivatives at points where they are diﬀerentiable. Is
x x2 +y 2
harmonic on C? What about
x2 ? x2 +y 2
. 13. (l) f (z) = z 2 − z 2 .) 15. then f is constant in G. yet f is not diﬀerentiable at the origin. (c) f (z) = x2 + iy 2 . Consider the function
(j) f (z) = 4(Re z)(Im z) − i(z)2 . (g) f (z) = z2 = x2 + y 2 . Why doesn’t this contradict Theorem 2. z = x + iy. 18.
(h) f (z) = z Im z. Show that f is constant. with real and imaginary parts u(z) and v(z) satisfying u(z)v(z) = 3 for all z.
(As always.
17. if z = 0. Find v given u: (a) u = x2 + y 2 (b) u = cosh y sin x (d) u = (c) u = 2x2 + x + 1 − 2y 2
x x2 +y 2
xy(x + iy) f (z) = x2 + y 2 0
if z = 0. (f) f (z) = Im z.15 (b)? 14. Suppose that f = u + iv is holomorphic. (e) f (z) = cos x cosh y − i sin x sinh y. (d) f (z) = ex e−iy .
y) is u(x. where A is a complex constant.
25
(b) If u is harmonic then show that it is the real part of a function of the form f (z) = Az 2 . (a) Show that u is harmonic if and only if a = −c. where a. Give a formula for A in terms of the constants a. The general real homogeneous quadratic function of (x. b and c are real constants. y) = ax2 + bxy + cy 2 . b and c.CHAPTER 2.
. DIFFERENTIATION 19.
Notice that the inverse of a M¨bius transformation is another M¨bius transformation. if f (z) = az+b then the inverse o cz+d function of f is given by dz − b . d ∈ C. b. c c az1 + b az2 + b = . cz + d
where a.1.html. In fact. c. that is. Bell
3.stand. cz1 + d cz2 + d As the denominators are nonzero. f −1 (z) = −cz + a Remark. Deﬁnition 3. Suppose f (z1 ) = f (z2 ).1
M¨bius Transformations o
The ﬁrst class of functions that we will discuss in some detail are built from linear polynomials.
26
. M¨bius transformations are bijections. see o o http://wwwgroups.Chapter 3
Examples of Functions
Obvious is the most dangerous word in mathematics. in which case f is entire). o o Proof. Note that f : C \ {− d } → C \ { a }.
1 Named after August Ferdinand M¨bius (1790–1868). is the o following. which is quite special for complex functions. For more information about M¨bius. If ad − bc = 0 then f is called a M¨bius1 transformation.uk/∼history/Biographies/Mobius. E. this is equivalent to (az1 + b)(cz2 + d) = (az2 + b)(cz1 + d) . Lemma 3. T.ac. A linear fractional transformation is a function of the form f (z) = az + b . az+b From this fact we can conclude that a linear fractional transformation f (z) = cz+d is holomorphic d in C \ − c (unless c = 0. o Exercise 10 of the previous chapter states that any polynomial (in z) is an entire function.dcs.2. One property of M¨bius transformations.
which implies that c c f is onto.CHAPTER 3. Then αz = ax + by + i(ay − bx) so αz + αz = αz + αz = 2 Re(αz) = 2ax + 2by. Before going on we ﬁnd a standard form for the equation of a straight line. which means that f is onetoone. Aside from being prime examples of onetoone functions. The formula for f −1 : C \ { a } → C \ {− d } can be checked easily.
27
Since ad − bc = 0 this implies that z1 = z2 . Suppose f (z) =
az+b cz+d
is a linear fractional transformation. Starting with ax + by = c (where z = x + iy). or Re(αz) = c. dilations. Proposition 3. (3. Hence our standard equation for a line becomes αz + αz = 2c. Proof. we can tackle the promised theorem about the following geometric property of M¨bius transformations. The next result says that if we understand those three special transformations. o Theorem 3. d d + a . If c = 0 then f (z) = a b z+ .
zz − z0 z − zz0 + z0 z0 = r 2
. Simplify. and ino 1 versions f (z) = z . With the last result at hand. we only have to prove the theorem for the inversion f (z) = z . Just like f . let α = a + bi. dilations f (z) = az. c
if c = 0 then f (z) =
bc − ad 1 c2 z +
d c
In particular. we understand them all. Translations and dilations certainly map circles and lines into circles and lines. every linear fractional transformation is a composition of translations. En route to an example of such.1)
Circle case: Given a circle centered at z0 with radius r. o Proof. f −1 is onetoone.3.4. M¨bius transformations map circles and lines into circles and lines. we introduce some terminology. EXAMPLES OF FUNCTIONS which can be rearranged to (ad − bc)(z1 − z2 ) = 0 . and inversions. so by the 1 last proposition. we can modify its deﬁning equation z − z0  = r as follows: (z − z0 )(z − z0 ) = r 2 z − z0 2 = r 2
z2 − z0 z − zz0 + z0 2 − r 2 = 0 . M¨bius transformations possess faso cinating geometric properties. Special cases of M¨bius transformations are translations f (z) = z + b.
which is of the form (3.CHAPTER 3.1) and rewrite it in terms of w. We get z0 w + z0 w = 2cww . z0 2 − r 2 (z0 2 − r 2 )2 (z0 2 − r 2 )2 (z0 2 − r 2 )2
2 2
Then we can rewrite our equation as w2 − w0 w − w0 w + w0 2 − s2 = 0
ww − w0 w − ww0 + w0 w0 = s2 (w − w0 )(w − w0 ) = s2 w − w0 2 = s2 .) Now if r happens to be equal to z0 2 then this equation becomes 1 − z0 w − z0 w = 0. Otherwise z0 2 − r 2 is nonzero so we can divide our equation by it. w0 = 2 z0  − r 2 1 z0 2 z0 2 − r 2 r2 s = w0  − = − = . so we have a straight line in terms of w.
z0 2 . Otherwise we can divide by 2c: ww − w− z0 2c z0 z0 w− w=0 2c 2c z0 z0 2 w− − =0 2c 4c2 z0 w− 2c This is the equation of a circle with center
z0 2c 2
=
z0  2c . 4c2
and radius
There is one fact about M¨bius transformations that is very helpful to understanding their o geometry. it is much more generally useful:
. this describes a line in the form (3. 2 2 2 2 2 z0  − r z0  − r z0  − r 2 We deﬁne z0 . by substituting z = w and simplifying.1) in terms of w.1) with α = z0 . so we make this substitution in our equation: 1 z
28 for
1 w
2
− z0
1 1 − z0 + z0 2 − r 2 = 0 w w
1 − z0 w − z0 w + w2 z0 2 − r 2 = 0 .
This is the equation of a circle in terms of w. We obtain z0 z0 1 w2 − w− w+ = 0. 1 as above. If we solve w = 1 z we get z = w . EXAMPLES OF FUNCTIONS
1 Now we want to transform this into an equation in terms of w. with center w0 and radius s. (To get the second line we multiply by w2 = ww and simplify. Line case: We start with the equation of a line in the form (3. In fact. If c = 0. where w = z .
CHAPTER 3. EXAMPLES OF FUNCTIONS
29
Lemma 3.5. Suppose f is holomorphic at a with f ′ (a) = 0 and suppose γ1 and γ2 are two smooth curves which pass through a, making an angle of θ with each other. Then f transforms γ1 and γ2 into smooth curves which meet at f (a), and the transformed curves make an angle of θ with each other. In brief, an holomorphic function with nonzero derivative preserves angles. Functions which preserve angles in this way are also called conformal. Proof. For k = 1, 2 we write γk parametrically, as zk (t) = xk (t) + iyk (t), so that zk (0) = a. The ′ complex number zk (0), considered as a vector, is the tangent vector to γk at the point a. Then f transforms the curve γk to the curve f (γk ), parameterized as f (zk (t)). 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). Since f ′ (a) = 0 the transformation from z1 (0) and z2 (0) to f ′ (a)z1 (0) and ′ (a)z ′ (0) is a dilation. A dilation is the composition of a scale change and a rotation and both of f 2 these preserve the angles between vectors.
3.2
Inﬁnity and the Cross Ratio
Inﬁnity is not a number—this is true whether we use the complex numbers or stay in the reals. However, for many purposes we can work with inﬁnity in the complexes much more naturally and simply than in the reals. In the complex sense there is only one inﬁnity, written ∞. In the real sense there is also a “negative inﬁnity”, but −∞ = ∞ in the complex sense. In order to deal correctly with inﬁnity we have to realize that we are always talking about a limit, and complex numbers have inﬁnite limits if they can become larger in magnitude than any preassigned limit. For completeness we repeat the usual deﬁnitions: Deﬁnition 3.6. Suppose G is a set of complex numbers and f is a function from G to C. (a) lim f (z) = ∞ means that for every M > 0 we can ﬁnd δ > 0 so that, for all z ∈ G satisfying
z→z0
0 < z − z0  < δ, we have f (z) > M .
z→∞
(b) lim f (z) = L means that for every ǫ > 0 we can ﬁnd N > 0 so that, for all z ∈ G satisfying z > N , we have f (z) − L < ǫ.
z→∞
(c) lim 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 z0 is an accumulation point of G while in the second and third we require that ∞ is an “extended accumulation point” of G, in the sense that for every B > 0 there is some z ∈ G with z > B. The usual rules for working with inﬁnite limits are still valid in the complex numbers. In fact, it is a good idea to make inﬁnity an honorary complex number so that we can more easily manipulate inﬁnite limits. We then deﬁne algebraic rules for dealing with our new point, ∞, based on the usual laws of limits. For example, if lim f (z) = ∞ and lim g(z) = a is ﬁnite then the usual “limit of
z→z0 z→z0
CHAPTER 3. EXAMPLES OF FUNCTIONS
30
ˆ We do this by deﬁning a new set, C:
sum = sum of limits” rule gives lim (f (z) + g(z)) = ∞. This leads us to want the rule ∞ + a = ∞.
z→z0
ˆ Deﬁnition 3.7. The extended complex plane is the set C := C ∪ {∞}, together with the following algebraic properties: For any a ∈ C, (1) (2) (3) ∞+a=a+∞=∞ if a = 0 then ∞ · a = a · ∞ = ∞ · ∞ = ∞ if a = 0 then a a = 0 and = ∞ ∞ 0
The extended complex plane is also called the Riemann sphere (or, in a more advanced course, the complex projective line, denoted CP1 ). 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 ∞. 1 Now we reconsider M¨bius transformations with inﬁnity in mind. For example, f (z) = z is o now deﬁned for z = 0 and z = ∞, with f (0) = ∞ and f (∞) = 0, so the proper domain for ˆ f (z) is actually C. Let’s consider the other basic types of M¨bius transformations. A translation o 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¨bius transformation o 1 can be expressed as a composition of translations, 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. The general o case is summarized below: Lemma 3.8. Let f be the M¨bius transformation o f (z) = az + b . cz + d
ˆ Then f is deﬁned for all z ∈ C. If c = 0 then f (∞) = ∞, and, otherwise, f (∞) = a c and f − d c = ∞.
1 With this interpretation in mind we can add some insight to Theorem 3.4. Recall that f (z) = 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 ˆ this a deﬁnition then Theorem 3.4 can be expressed very simply: any M¨bius transformation of C o
transforms circles to circles. For example, the transformation f (z) = z+i z−i
transforms −i to 0, i to ∞, and 1 to i. The three points −i, i and 1 determine a circle—the unit circle z = 1—and the three image points 0, ∞ and i also determine a circle—the imaginary axis
CHAPTER 3. EXAMPLES OF FUNCTIONS
31
plus the point at inﬁnity. Hence f transforms the unit circle onto the imaginary axis plus the point at inﬁnity. ˆ This example relied on the idea that three distinct points in 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 ˆ the circle is a straight line plus ∞. Conversely, 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. There is a computational device that makes this easier to see. ˆ Deﬁnition 3.9. If z, z1 , z2 , and z3 are any four points in C with z1 , z2 , and z3 distinct, then their crossratio is deﬁned by (z − z1 )(z2 − z3 ) . [z, z1 , z2 , z3 ] = (z − z3 )(z2 − z1 )
Here if z = z3 , the result is inﬁnity, and if one of z, z1 , z2 , or z3 is inﬁnity, then the two terms on the right containing it are canceled. Lemma 3.10. If f is deﬁned by f (z) = [z, z1 , z2 , z3 ] then f is a M¨bius transformation which o satisﬁes f (z1 ) = 0, f (z2 ) = 1, f (z3 ) = ∞ .
Moreover, if g is any M¨bius transformation which transforms z1 , z2 and z3 as above then g(z) = o f (z) for all z. Proof. Everything should be clear except the ﬁnal uniqueness statement. By Lemma 3.2 the inverse f −1 is a M¨bius transformation and, by Exercise 7 in this chapter, the composition h = g ◦ f −1 o is a M¨bius transformation. Notice that h(0) = g(f −1 (0)) = g(z1 ) = 0. Similarly, h(1) = 1 and o h(∞) = ∞. 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 , c+d 0+d d 0 = h(0) = so h(z) = az+b = az+0 = a z = z. 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). ˆ So if we want to map three given points of C to 0, 1 and ∞ by a M¨bius transformation then o the crossratio gives us the only way to do it. What if we have three points z1 , z2 and z3 and we want to map them to three other points, w1 , w2 and w3 ? ˆ Theorem 3.11. Suppose z1 , z2 and z3 are distinct points in C and w1 , w2 and w3 are distinct ˆ Then there is a unique M¨bius transformation h satisfying h(z1 ) = w1 , h(z2 ) = w2 points in C. o and h(z3 ) = w3 . Proof. Let h = g −1 ◦ f where f (z) = [z, z1 , z2 , z3 ] and g(w) = [w, w1 , w2 , w3 ]. Uniqueness follows as in the proof of Lemma 3.10. This theorem gives an explicit way to determine h from the points zj and wj but, in practice, it is often easier to determine h directly from the conditions f (zk ) = wk (by solving for a, b, c and d).
y. and then plugging this into the identities x = p(1 − z) and y = q(1 − z) proves the desired formula. 0)x2 + y 2 = 1}. C = {(x. −1). we leave these as exercises. z) ∈ S2 so that φ(P ) = Q. we begin with a point Q = (p. For P = (x. Stereographic projection also gives us a way of visualizing the extended complex plane – that is. and let S denote the South Pole (0. The map φ is the bijection φ(x. z) ∈ R3 x2 + y 2 + z 2 = 1}. ˆ ˆ Deﬁnition 3. y. 0) ∈ C. y. corresponding to the equator on the sphere and the unit circle on the complex plane. so it must be that t = 1−z . 1) + t[(x. 1) = ∞ and φ−1 (∞) = (0. the straight line N P through N and P is given by. as the unit sphere. 1) of S2 . and is left as an ← → exercise. y. y x The equation φ(P ) = Q tells us that 1−z = p and 1−z = q. 0. y. the point at inﬁnity – in R3 . This structure is revealed by a famous function called stereographic projection. think of C as the xyplane in R3 = {(x. as the zcoordinate of P is strictly less than 1. 0) ∈ R3 }. z)}. 2 p2 + q 2 + 1 p + q 2 + 1 p + q 2 + 1 . Proof. Consider the unit sphere S2 := {(x. Then the sphere and the complex plane intersect in the set {(x. 2 .0 . for t ∈ ∞. z) = with inverse map φ−1 (p. z) − (0. 0. Deﬁne φ(P ) := Q. 1)] = (tx. Let N denote the North Pole (0. y x . o To begin. Q. . z) ∈ S2 − {N }. EXAMPLES OF FUNCTIONS
32
3. q.
. This proves the proposition. = = 2 2 (1 − z) (1 − z) 1−z
1+z Solving p2 + q 2 = 1−z for z. To describe stereographic projection. and of visualizing M¨bius functions. q. 0) = 2p 2q p2 + q 2 − 1 . For any point P ∈ S intersects C in exactly one point. 0.
1 When r(t) hits C.12. The point P satisﬁes the equation x2 + y 2 + z 2 = 0.13. To see the formula for the inverse map φ−1 . we will be less concerned with actual complex numbers x + iy and more with their coordinates. ty. It also provides a way of ‘seeing’ that a line in the extended complex plane is really a circle. y. Thus. 1−z 1−z
where we declare φ(0. It is easy to check that φ ◦ φ−1 and φ−1 ◦ φ are now both the identity. 0. y.3
Stereographic Projection
The addition of ∞ to the complex plane C gives the plane a very useful structure. we solve 3 equations for 3 unknowns. y. 0. 1). We also declare that φ(N ) = ∞ ∈ C.CHAPTER 3. Proposition 3. and solve for a point P = (x. r(t) = N + t(P − N ) = (0. the line ←P N follows. The stereographic projection of S2 to C from N is the map φ S2 → C deﬁned as → 2 − {N }. Plugging this value of t into the formula for r yields φ as stated. 1 + t(z − 1)). 0. That φ is a bijection follows from the existence of the inverse function. The latter two equations yield
p2 + q 2 =
1 − z2 1+z x2 + y 2 . the third coordinate is 0.
we see that (z0 − k)p2 + (2x0 )p + (z0 − k)q 2 + (2y0 )q = z0 + k. z0 ) = k} = {(x.
33
Theorem 3. called the Riemann sphere. y. φ(γ) is a line in C – if and only if N ∈ γ. Proof. q. z) ∈ R3 xx0 + yy0 + zz0 = k}. a rotation f (z) = eiθ z. EXAMPLES OF FUNCTIONS We use the formulas above to prove the following. We will take an (x. It is particularly nice to think about the basic M¨bius transformations via their eﬀect on the o Riemann sphere. y0 . Translations can also be visualized via how they move points ‘along’ sets of circles. since if k < 0 we can replace (x0 . which is if and only if the image under φ is a straight line. We now use stereographic projection to take another look at f (z) = 1/z. z) · (x0 . respectively. project it to the plane by stereographic projection φ. we can assume that (x0 . apply f to the point that results. Only the ﬁrst case corresponds to a circle in S2 . (z0 − k)2
Depending on whether the right hand side of this equation is positive. It is an exercise to verify that every circle in the pqplane arises in this manner. this is a straight line in the pqplane. point. and consider the harder problems of visualizing a real dilation f (z) = rz or a translation. 0. For instance. We want to know what this function does to the sphere S2 . f (z) = z + b. Consider the circle of intersection P ∩ S2 . 1−z 1−z
. where for a circle γ ⊂ S2 we have that ∞ ∈ φ(γ) – that is. Using the equations from Proposition 3. If we have a normal vector (x0 . this is the equation of a circle. y0 . We may also assume without loss of generality that 0 ≤ k ≤ 1. y. We give the hint that a real dilation is in some sense ‘dual’ to a rotation. If z0 − k = 0. then completing the square yields p+ x0 z0 − k
2
+ q+
y0 z0 − k
2
=
1 − k2 . z) on S2 . These three cases happen when k < 1. We know φ(x. and k > 1. k = 1. z) = (x/(1 − z). y0 . A circle in S2 is the intersection of S2 with some plane P . though beyond the scope of these notes. z0 ) with −(x0 . or negative. The stereographic projection φ takes the set of circles in S2 bijectively to the set ˆ of circles in C. Notice that z0 = k if and only if N ∈ P .13 for φ−1 (p. how other basic M¨bius functions behave.14. z0 ) ∈ S2 by possibly changing k. 0). We encourage the reader to verify this to themselves. respectively. y. 0) in the complex plane lies on the image of this circle under φ if and only if φ−1 (p. z0 ) to P . It is worth thinking about. A point (p. y0 .CHAPTER 3. q. Without loss of generality. can be seen to be a rotation of S2 . o composed with φ−1 . z0 ). every line in the pqplane can be obtained in this way. in that each moves points ‘along’ perpendicular sets of circles. and if k > 1 then P ∩ S2 = ∅. 0) satisﬁes the deﬁning equation for P . or the empty set in the pqplane. z) ∈ R3 (x. If z0 − k = 0. and then pull this point back to S2 by φ−1 . y0 . We can now think of the extended complex plane as a sphere in R3 . y. We will describe inversion. Moreover. then there is a unique real number k so that the plane P is given by P = {(x. y. q. y/(1 − z)) which we now regard as the complex number y x +i .
It is certainly not the (ﬁnite) distance function induced by R3 . this is possible (and an elegant deﬁnition). and—in addition—ﬁnally make sense of the notation eit = cos t + i sin t. one of the promises of these lecture notes is to introduce complex power series as late as possible. Deﬁnition 3. We can also say that the circles that go to lines under f (z) = 1/z are the circles though 0.4 and are collected in the following. This deﬁnition seems a bit arbitrary. but as a line on the Riemann sphere with the complex metric. −z). however. and to each other! In this light. The ˆ closer points are to the North Pole N (corresponding to ∞ in C). p + qi p + q2 x y +i 1−z 1−z x y −i 1−z 1−z 1−z 1+z −y x +i . We now have a second argument that f (z) = 1/z takes circles and lines to circles and lines. −y. namely the real exponential function2 and the real sine and cosine.CHAPTER 3. Our preferred way to do this is through a power series: ex = k≥0 xk /k!.15.
3. Its ﬁrst justiﬁcation is that all exponential rules which we are used to from real numbers carry over to the complex case. the origin in the complex plane corresponds to the South Pole S of S2 . But we know that φ will take this circle to a line in C. 0. −y. and our circle is now passing through N . a ‘line’ in the Riemann sphere S2 corresponds to a circle in S2 through N . This is because 0 goes to (0. the larger their distance to the origin. −1) under φ−1 so a circle through 0 in C goes to a circle through the south pole in S2 . This is a rotation around the xaxis by 180 degrees. we can just ask what triple of numbers will go to this particular pair using the formulas φ(x. we once more borrow concepts from calculus. the circle has ﬁnite length. 1+z 1+z
We know from a previous calculation that p2 + q 2 = (1 + z)/(1 − z). We have to be able to get arbitrarily far away from the origin in C. z) = (x/(1− z). to say the least.4
Exponential and Trigonometric Functions
To deﬁne the complex exponential function. it has inﬁnite length. EXAMPLES OF FUNCTIONS We use
34
p − qi 1 = 2 . y/(1− z)). as we borrow the concept of a (real) power series to deﬁne the real exponential function. y. z) to (x. Now 180 rotation about the xaxis takes the south pole to the north pole. A circle or line in C is taken to a circle on S2 by φ−1 . We agree with those readers who think that we are “cheating” at this point.
2 It is a nontrivial question how to deﬁne the real exponential function. The answer is clearly (x. y. We end by mentioning that there is in fact a way of putting the complex metric on S2 . so the complex distance function has to increase greatly with the z coordinate. They mainly follow from Lemma 1. In fact. −z). Then 1/z rotates the sphere which certainly takes circles to circles. Thus we have shown that the eﬀect of f (z) = 1/z on S2 is to take (x. This gives f = =
Rather than plug this result into the formulas for φ−1 . the reader might think we should have simply deﬁned the complex exponential function through a complex power series. The (complex) exponential function is deﬁned for z = x + iy as exp(z) = ex (cos y + i sin y) = ex eiy . In light of this deﬁnition.
. Now φ takes circles back to circles and lines. Indeed. In the regular sphere.
(a) exp (z1 ) exp (z2 ) = exp (z1 + z2 ) (b)
1 exp(z)
35
= 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) . tangent. The last identity is not only remarkable. one can get another strong reason why Deﬁnition 3. In fact. This has many interesting consequences. When proving this identity through the Cauchy–Riemann equations for the exponential function. cotangent. note that the last identity also says that exp is entire. they don’t play the same prominent role as in the real case. z1 .16. For all z.
Remarks. Finally.15 is reasonable. 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 . z2 ∈ C.1: Image properties of the exponential function. The trigonometric functions—sine. It says that the complex exponential function is periodic with period 2πi.
MM MM
MMM
MM
MMM
MM MM
M1
qqq 11 qq 11 qq 11 qq qq 11 qqq q 11 qq 11 11 11 //
5π 6 π 3
0 −π 3 − 5π 6 −1 0 1 2
exp
Figure 3. but we invite the reader to meditate on its proof. etc. we can deﬁne them as merely being special combinations of the exponential function. however.—have their complex analogues. EXAMPLES OF FUNCTIONS Lemma 3. cosine.
. 1. The third identity is a very special one and has no counterpart for the real exponential function.CHAPTER 3. one that may not seem too pleasant at ﬁrst sight is the fact that the complex exponential function is not onetoone. 2.
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
cos2 z − sin2 z = cos(2z)
Finally.18. and cotangent are deﬁned as in the real case: Deﬁnition 3. tangent. they are now related to the trigonometric functions via the following useful identities: sinh(iz) = i sin z and cosh(iz) = cos z . cosine. Not too surprisingly. we should ﬁrst make sure that we’re not redeﬁning the real sine and cosine: if z = x ∈ R then 1 1 sin z = (exp(ix) − exp(−ix)) = (cos x + i sin x − (cos(−x) + i sin(−x))) = sin x . sin(z + 2π) = sin z sin(−z) = − sin z cos(−z) = cos z cos(z + 2π) = cos z cot(z + π) = cot z cos(z + π/2) = − sin z cos (z1 + z2 ) = cos z1 cos z2 − sin z1 sin z2 cos′ z = − sin z . The (complex) sine and cosine are deﬁned as 1 1 (exp(iz) − exp(−iz)) and cos z = (exp(iz) + exp(−iz)) . the complex sine and cosine are not bounded—consider. sin(iy) as y → ±∞. the following properties follow mostly from Lemma 3. one word of caution: unlike in the real case. Because exp is entire. for example. z2 ∈ C. 2i 2 respectively. For all z. They still satisfy the identities you already know. We end this section with a remark on hyperbolic trig functions. As with the exponential function. including d d sinh z = cosh z cosh z = sinh z. they are also special combinations of the exponential function. sin z exp(2iz) − 1 = −i cos z exp(2iz) + 1 and cot z = cos z exp(2iz) + 1 =i . sin z exp(2iz) − 1
36
Note that to write tangent and cotangent in terms of the exponential function. The hyperbolic sine.19. so are sin and cos.
.16.CHAPTER 3. z1 . The tangent and cotangent are deﬁned as sin z = tan z = respectively. we used the fact that exp(z) exp(−z) = exp(0) = 1. Lemma 3.17. 1 (exp(z) − exp(−z)) 2 sinh z exp(2z) − 1 tanh z = = cosh z exp(2z) + 1 sinh z = cosh z = 1 (exp(z) + exp(−z)) 2 cosh z exp(2z) + 1 coth z = = . d dz Moreover. sinh z exp(2z) − 1
As such. 2i 2i A similar calculation holds for the cosine. EXAMPLES OF FUNCTIONS Deﬁnition 3.
We invite the reader to check this thoroughly. the reason for this is once more the periodicity of the exponential function.
that is. Let’s write. The problem is that we need to stick to this convention. On the other hand.
. as usual. one should note how the periodicity of the exponential function takes care of the multivaluedness of our ‘logarithm’ log. 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. the evaluation of any branch of the logarithm at z can only diﬀer from Log z by a multiple of 2πi.’ Even worse. log is. eu = r = z ⇐⇒ u = ln z (where ln denotes the real natural logarithm. EXAMPLES OF FUNCTIONS
37
3. It is motivated as being the inverse function to the exponential function.CHAPTER 3. this is too much to hope for. π] (the principal argument of z). and suppose that Log z = u(z) + iv(z). etc. that is.5
The Logarithm and Complex Exponentials
The complex logarithm is the ﬁrst function we’ll encounter that is of a somewhat tricky nature. we could agree that the argument is always in (−π. 2π). in particular we need to demand that z = 0). z = r eiφ . Let’s try to make things well deﬁned. and hence we can’t even consider it to be our soughtafter inverse of the exponential function. 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 . and eiv = eiφ ⇐⇒ v = φ+2πk for some k ∈ Z. not a function.
As we will see shortly. Let Arg z denote that argument of z which is in (−π. we need exp(Log z) = eu eiv = r eiφ = z . Even better. in particular. Any function Log : C \ {0} → C which satisﬁes exp(Log z) = z is a branch of the logarithm. The paragraph preceding this deﬁnition ensures that the principal logarithm is indeed a branch of the logarithm. Then the principal logarithm is deﬁned as Log z = ln z + i Arg z . we could just use a diﬀerent argument convention and get another reasonable ‘logarithm. Then for the ﬁrst equation to hold. or in [0. we’re looking for a function Log such that exp(Log z) = z = Log(exp z) . of course. yet it satisﬁes exp(log z) = z . Deﬁnition 3. then Log(exp z) = Log ex eiy = ln ex eiy + i Arg ex eiy = ln ex + i Arg eiy = x + i Arg eiy . as we saw. we get something that’s not a function.20. So what about the other equation Log(exp z) = z? Let’s try the principal logarithm: Suppose z = x + iy. π].
The idea is to apply Lemma 2. f (z) = exp(z) and g : C \ {0} → G. exp(Log z) z
We ﬁnish this section by deﬁning complex exponentials. one just has to be cautious about where each logarithm is holomorphic. through a power series) and the function f (x) = ex where e is Euler’s3 number and can be deﬁned. see http://wwwgroups. we prove that any branch of the logarithm has the same derivative.html. For a complex number a ∈ C.12 to exp and Log. Diﬀerent deﬁnitions will make it so that ez = exp(z)!
Named after Leonard Euler (1707–1783). Then Log is diﬀerentiable wherever it is continuous and 1 Log′ z = .
3
.ac. For two complex numbers a and b. We turn instead to the principal logarithm: Deﬁnition 3. as 1 n e = limn→∞ 1 + n . In calculus one proves the equivalence of the real exponential function (as given. Suppose Log is a branch of the logarithm.stand. Theorem 3.dcs. for example. for example. When we write ax we are referring to the principal value unless otherwise stated. EXAMPLES OF FUNCTIONS
38
The righthand side is equal to z = x + iy only if y ∈ (−π. With our deﬁnition of ax . Suppose Log maps C \ {0} to G (this is typically a halfopen strip. we can now make a similar remark about the complex exponential function. It now makes sense to talk about the exponential function with base e. The same happens with any other branch of the logarithm Log—there will always be some (in fact.21. To end our discussion of the logarithm on a happy note.12 with f : G → C \ {0} . many) yvalues for which Log(exp z) = z. For more information about Euler. the exponential function with base a is the multivalued function ax := exp(b log a). The principal value of ax at x (unfortunately) uses the same notation. g(z) = Log: if Log is continuous at z then Log′ z = 1 exp′ (Log z) = 1 1 = . so that we get actual inverse functions. z Proof. π].CHAPTER 3. the natural deﬁnition ab = exp(b log a) (which is a concept borrowed from calculus) would in general yield more than one value (Exercise 42).22. you might want to think about what it looks like if Log = Log). but we need to be careful about the domains of these functions. and is deﬁned as ax := exp(x Log a) . we obtain ez = exp(z Log e) = exp (z (ln e + i Arg e)) = exp (z ln e) = exp (z) . so it is not always useful. A word of caution: this only works out this nicely because we have now carefully deﬁned ax for complex numbers.uk/∼history/Biographies/Euler. Because e is a positive real number and hence Arg e = 0. We apply Lemma 2.
1 + i → 1. (Use the crossratio. o Show that TA ◦TB = TA·B . Prove Proposition 3. ∞ and −1 − i. Let f (z) = z+2 . Then we can deﬁne a corresponding M¨bius transformation TA by TA (z) = cz+d . 2 → ∞.)
2z 8.
(d) The circle with radius 2 centered at 0. Draw two graphs. plus ∞. ﬁnd two diﬀerent M¨bius transformations that transform C onto the real axis plus o inﬁnity. Write your answers in standard o form. plus ∞. remember that M¨bius transformations preserve angles. Suppose that f is holomorphic on the region G and f (G) is a subset of the unit circle. one showing the following six sets in the z plane and the other showing their images in the w plane.
1+z 1−z
maps the unit circle (minus the point z = 1)
6. (A ﬁxed point of a function f is a number z such that f (z) = z. 9. (Use the crossratio. 10. Using the crossratio. (c) The line x = y. Show that the derivative of a M¨bius transformation is never zero. ﬁnd the image of the center of the circle. In each case. Show that the M¨bius transformation f (z) = o onto the imaginary axis.) (c) 0 → i. ∞ → −i. 11.) 4. 3 → ∞. EXAMPLES OF FUNCTIONS
39
Exercises
1. Label the sets.
2. 2 → 1. Suppose A = a b is a 2 × 2 matrix of complex numbers whose determinant ad − bc is c d az+b nonzero.
(a) The xaxis. 5. Prove that any M¨bius transformation diﬀerent from the identity map can have at most two o ﬁxed points. Find M¨bius transformations satisfying each of the following. Find a M¨bius transformation which transforms o C onto C and transforms 0 to 1 . ±2.CHAPTER 3.3. (Here ◦ denotes composition and · denotes matrix multiplication. Let C be the circle with center 0 and radius 1. 2 (a) 1 → 0. (You should only need to calculate the images of 0. o 3. (e) The circle with radius 1 centered at 1. as az+b . (f) The circle with radius 1 centered at −1. Let C be the circle with center 1 + i and radius 1. (Hint: Consider the function 1+f (z) and use Exercise 5 and a variation of 1−f (z) Exercise 14 in Chapter 2.) 7. cz+d (b) 1 → 0. Show that f is constant. Show that if f (z) =
az+b cz+d
is a M¨bius transformation then f −1 (z) = o
dz−b −cz+a .)
.) o
(b) The yaxis. with diﬀerent choices of zk . 1 → 1. plus ∞.
yaxis to y = −x. y > 0 under w = (c) The strip 0 < x < 1 under w =
∂u ∂x ∂v ∂x ∂u ∂y ∂v ∂y z z−1 . z3 ] is real or inﬁnite.
(b) f maps 1 → 1. z2 and z3 are distinct points in C.
ˆ 14. and all circles through both N and S. 1 → ∞. (1. −i → −1. Show that if f = u + iv is holomorphic then the Jacobian equals f ′ (z)2 . (0. 1). and translation o on the Riemann sphere. (0. Find the ﬁxed points in C of f (z) = 15. Describe the images of the following sets under the exponential function exp(z):
. 20.
13.
z 2 −1 2z+1 . 23. 22. v = v(x. EXAMPLES OF FUNCTIONS 12.
40
(b) The quadrant x > 0. and cos(x+iy) = cos x cosh y−i sin x sinh y. and the unit circle to itself. 0. ‘orthogonal’ to and ‘perpendicular’ to the translation. 0).13 is a bijection by verifying that that φ ◦ φ−1 and φ−1 ◦ φ are the identity. 0). What is a unit normal vector to P ? Compute the image of P ∩ S 2 under the stereographic projection φ.CHAPTER 3. 18. z2 and z3 if and only if [z. Describe the image of the region under the transformation: (a) The disk z < 1 under w =
iz−i z+1 . Prove that sin(x+iy) = sin x cosh y+i cos x sinh y. Find the image under the stereographic projection φ of the following points: (0. consider two families of circles through N. Show that z is on the circle passing through z1 . Prove that the zeros of sin z are all realvalued. The Jacobian of a transformation u = u(x. 19. z2 . 0. 24. 21. y) is the determinant of the matrix . z−i z+i . For translation. Suppose z1 . Describe the eﬀect of the basic M¨bius transformations rotation. 26.
(c) f maps xaxis to y = x. z1 .
−i 2a
16. 1. 0). consider all circles in S 2 centered on the NS axis. 0. Prove that the stereographic projection of Proposition 3. Find the M¨bius transformation f : o (a) f maps 0 → 1. −1 → i. (1. 25. Show that the image of the line y = a under inversion is the circle with center 1 2a . y). real dilation. −1). hint: for the ﬁrst two.
and radius
ˆ 17. Prove that sin(z) = sin(z) and cos(z) = cos(z). 1. ∞ → 0. Consider the plane P determined by x + y − z = 0. Prove that every circle in the extended complex plane is the image of some circle in S 2 under the stereographic projection φ.
16. 28. 0 ≤ y ≤ 2π}. Prove Lemma 3. Show that tan(iz) = i tanh z. ≤ 1. Find the principal values of (a) log i. 0 ≤ y ≤ 2π. giving your answers in the form x + iy. (c) log(1 + i).CHAPTER 3.
41
(b) the line segment deﬁned by z = 1 + iy. 30.18. (b) (−1)i . Let z = x + iy and show that (a) sin z = sin x cosh y + i cos x sinh y. Prove Lemma 3. 0 ≤ y ≤ 2π. Determine the image of the strip {z ∈ C : −π/2 < Re z < π/2} under the function f (z) = sin z. Is arg(z) = − arg(z) true for the multiplevalued argument? What about Arg(z) = − Arg(z) for the principal branch?
.
32. 29.
sinh2 y+1 sinh2 y
=1+
1 sinh2 y
≤1+
1 sinh2 1
≤ 2. (a) eiπ (b) eπ (c) ii (d) esin i (e) exp(Log(3 + 4i)) √ (f) 1 + i √ (g) 31 − i (h)
i+1 √ 2 4
33. 35. EXAMPLES OF FUNCTIONS (a) the line segment deﬁned by z = iy.
(a) sin z2 = sin2 x + sinh2 y = cosh2 y − cos2 x. Let z = x + iy and show that (b) cos z2 = cos2 x + sinh2 y = cosh2 y − sin2 x. (c) If cos x = 0 then cot z2 =
cosh2 y−1 cosh2 y
(c) the rectangle {z = x + iy ∈ C : 0 ≤ x ≤ 1. Evaluate the value(s) of the following expressions.
(d) If y ≥ 1 then cot z2 ≤ 31. (b) cos z = cos x cosh y − i sin x sinh y. 27. 34.
and then the vertical segment from 2i to 0. (c) Let T be the ﬁgure formed by the horizontal segment from 0 to 2. (b) Show that the image of a ray starting at the origin is a ray starting at the origin. the circular arc from 2 to 2i. determine all complex numbers for which the function is holomorphic. (a) z 2 . use the principal value (unless stated otherwise). (h) z 1/2 = 1 + i. 40. 38. 42. (d) sin z = cosh 4. For this problem. 41. y = t). Describe the image under exp of the line with equation y = x. (d) Is the right angle at the origin in part (c) preserved? Is something wrong here?
. 44.
(e) (z − 3)i . (f) iz−3 . To do this you should ﬁnd an equation (at least parametrically) for the image (you can start with the parametric form x = t. If you run into a logarithm. and explain what happens in the limits as t → ∞ and t → −∞.) What can you say if b is rational? 43. Find the image of the annulus 1 < z < e under the principal value of the logarithm. plot it reasonably carefully.
(c) Log(z − 2i + 1) where Log(z) = ln z + i Arg(z) with 0 ≤ Arg(z) < 2π. Prove that exp(b log a) is singlevalued if and only if b is an integer. Draw T and f (T ). Find all solutions to the following equations: (a) Log(z) = π i. 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. (e) cos z = 0. (f) sinh z = 0. Find the derivative of f (z) = z c . Show that az  = aRe z if a is a positive real constant. (a) Show that the image of a circle centered at the origin is a circle centered at the origin. Fix c ∈ C \ {0}. 2 (b) Log(z) =
3π 2 i. f (z) = z 2 . For each of the following functions.) 37.CHAPTER 3.
(c) exp(z) = πi. (b)
sin z . z 3 +1
(d) exp(z). (g) exp(iz) = exp(iz). (Note that this means that complex exponentials don’t clash with monomials z n . 39. EXAMPLES OF FUNCTIONS
42
36.
let f (z) = z 2 . Eliminate the parameter in u + iv = f (z(t)) to get a (u. (Hint: You can write the vertical segment parametrically as z(t) = 2 + it.CHAPTER 3.)
. Let Q be the square with vertices at 0. v) equation for the image curve. As in the previous problem. 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. 2. EXAMPLES OF FUNCTIONS (Hint: Use polar coordinates.)
43
45. 2 + 2i and 2i. They are not parts of either straight lines or circles.
Chapter 4
Integration
Everybody knows that mathematics is about miracles. [cn . At ﬁrst sight. 44
. a ≤ t ≤ b. [cn−1 . We delay discussion of antiderivatives until Chapter 5. c2 ]. and f is a complex function which is continuous on γ. Then we deﬁne the integral of f on γ as
b
f=
γ γ
f (z) dz =
a
f (γ(t))γ ′ (t) dt . which is based on (4. .1
Deﬁnition and Basic Properties
We begin integration by focusing on ‘1dimensional’ integrals over lines.1. we deﬁne
b b b
φ(t) dt =
a a
Re φ(t) dt + i
a
Im φ(t) dt . complex integration is not really anything diﬀerent from real integration. In this case we simply deﬁne
c1
f=
γ a
f (γ(t))γ ′ (t) dt +
c2 c1
f (γ(t))γ ′ (t) dt + · · · +
b cn
f (γ(t))γ ′ (t) dt .
This deﬁnition can be naturally extended to piecewise smooth curves. b]. . . [c1 . say γ(t) is diﬀerentiable on the intervals [a. we’ll usually state our results for smooth curves. a ≤ t ≤ b. . the following deﬁnition. those curves γ whose parametrization γ(t). only mathematicians have a name for them: theorems. a ≤ t ≤ b. is only piecewise diﬀerentiable. that is.
(4. Suppose γ is a smooth curve parametrized by γ(t). For a continuous complexvalued function φ : [a.1) should come as no surprise. bearing in mind that practically all can be extended to piecewise smooth curves. Suppose this curve is parametrized by γ(t). cn ]. Roger Howe
4. we integrate over a curve γ (instead of a real interval).
In what follows. Deﬁnition 4. b] ⊂ R → C. c1 ]. If one meditates about the substitution rule for real integrals.1)
For a function which takes complex numbers as arguments.
the length of a curve is independent of the parametrization. f and g are complex functions which are continuous on γ. as we will see. and c ∈ C. of γ. INTEGRATION
45
Example 4. Parameterizations are γ1 (t) = t. Proposition 4. 0 ≤ t ≤ 1. The length of a smooth curve γ is
b
length(γ) :=
a
γ ′ (t) dt
for any parametrization γ(t).CHAPTER 4. 0 ≤ t ≤ 1. A parametrization of this curve is γ(t) = t + it. and hence
1
f=
γ 0
(t − it)2 (1 + i) dt = (1 + i)
1 0
t2 − 2it2 − t2 dt = −2i(1 + i)/3 =
2 (1 − i) . We have γ ′ (t) = 1 + i and f (γ(t)) = (t − it)2 . 3 3
The complex integral has some standard properties. 3
(b) Let γ be the arc of the parabola y = x2 from z = 0 to z = 1 + i.
.3. To state some of its properties. 0 ≤ t ≤ 1 and γ2 (t) = 1 + it. most of which follow from their real siblings in a straightforward way.2. The deﬁnition of length is with respect to any parametrization of γ because. Suppose γ is a smooth curve. 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 parametrization of this curve is γ(t) = t + it2 . Now we have γ ′ (t) = 1 + 2it and f (γ(t)) = t2 − t2 whence
1 2
− i 2t · t2 = t2 − t4 − 2it3 . (a)
γ (f
+ cg) =
γ
f +c
γ
g.4.
1 0
f=
γ 0
t2 − t4 − 2it3 (1 + 2it) dt =
t2 + 3t4 − 2it5 dt =
1 1 1 14 i + 3 − 2i = − . 3 5 6 15 3
(c) Let γ be the union of the two line segments γ1 from z = 0 to z = 1 and γ2 from z = 1 to z = 1 + i. (a) Let γ be the line segment from z = 0 to z = 1 + i. we ﬁrst deﬁne the useful concept of the length of a curve. 0 ≤ t ≤ 1. Hence
1
f=
γ γ1
f+
γ2
f=
0
t2 · 1 dt +
1 0
(1 − it)2 i dt =
1 +i 3
1 0
1 − 2it − t2 dt
1 1 1 = + i 1 − 2i − 3 2 3
4 2 = + i. Deﬁnition 4. 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. a ≤ t ≤ b.
Then −γ f = − γ f . Now we break the integral over γ1 γ2 into two pieces and apply the simple change of variables s = t − b1 + a2 : f=
γ1 γ2 b1 +b2 −a2 a1 b1
f (γ(t))γ ′ (t) dt
b1 +b2 −a2 b1
=
a1 b1
f (γ(t))γ ′ (t) dt +
′ f (γ1 (t))γ1 (t) dt + ′ f (γ1 (t))γ1 (t) dt +
f (γ(t))γ ′ (t) dt
′ f (γ2 (t − b1 + a2 ))γ2 (t − b1 + a2 ) dt
=
a1 b1
b1 +b2 −a2 b1 b2 a2
=
a1
′ f (γ2 (s))γ2 (s) ds
=
γ1
f+
γ2
f.
The fact that γ1 (b1 ) = γ2 (a2 ) is necessary to make sure that this parameterization is piecewise smooth. γ2 (t − b1 + a2 ) for b1 ≤ t ≤ b1 + b2 − a2 . a ≤ t ≤ b. b2 ] then we can use γ(t) = γ1 (t) for a1 ≤ t ≤ b1 . (b) This follows with an easy real change of variables s = a + b − t:
b
f=
−γ a a
f (γ(a + b − t)) (γ(a + b − t))′ dt = − f (γ(s)) γ ′ (s) ds = −
b a
b a
f (γ(a + b − t)) γ ′ (a + b − t) dt f. b1 ] and γ2 has domain [a2 . Then γ1 γ2 f = γ1 f + γ2 f . (d)
γ
f ≤ maxz∈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. If γ1 has domain [a1 . Proof. a ≤ t ≤ b. INTEGRATION
46
(b) If γ is parametrized by γ(t). (a) This follows directly from the deﬁnition of the integral and the properties of real integrals.
. and then continuing on γ2 to its end.
γ
=
b
f (γ(s)) γ ′ (s) ds = −
(c) We need a suitable parameterization γ(t) for γ1 γ2 . deﬁne the curve −γ through −γ(t) = γ(a + b − t). (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.CHAPTER 4.
0 ≤ t ≤ 1 and γ1 (t). An example is depicted in Figure 4. let φ = Arg f = e−iφ
γ b γ γ
47 f . if there is a continuous function h : [0. Suppose γ0 and γ1 are closed curves in the open set G ⊆ C. The function h(t. s) = h(1. It is based on the following concept.
Figure 4.
4. which is continuously transformed from γ0 to γ1 . a ≤ t ≤ b. 1) = γ1 (t) . 0 ≤ t ≤ 1 is closed. Deﬁnition 4. in symbols γ0 ∼G γ1 .1: This square and the circle are (C \ {0})homotopic. 0 ≤ t ≤ 1. parametrized by γ0 (t). Then
b a b a b
f
= Re e−iφ
f (γ(t))γ ′ (t) dt f (γ(t)) γ ′ (t) dt
z∈γ
b
=
a
Re f (γ(t))e−iφ γ ′ (t) dt
≤
f (γ(t))e−iφ γ ′ (t) dt =
a
≤ max f (γ(t))
a≤t≤b
a
γ ′ (t) dt = max f (z) · length(γ) . for any parametrization γ(t). INTEGRATION (d) To prove (d).CHAPTER 4. s) is called a homotopy and represents a curve for each ﬁxed s.1.5. The last condition simply says that each of the curves h(t. i. 1]2 → G such that h(t. we have that γ(a) = γ(b). respectively. Here is the theorem on which most of what will follow is based.
. s) .e. Then γ0 is Ghomotopic to γ1 . s). h(t.2
Cauchy’s Theorem
We now turn to the central theorem of complex analysis. A curve γ ⊂ C is closed if its endpoints coincide. h(0. 0) = γ0 (t) .
f is holomorphic in G. An important special case is the one where a curve γ is Ghomotopic to a point.html. see http://wwwgroups.stand.dcs.ac. then the proof becomes too advanced for the scope of these notes.
γ
1 For more information about Gauß.ac. 2. Cauchy’s theorem is often called the Cauchy–Goursat Theorem.uk/∼history/Biographies/Weierstrass. a condition which was ﬁrst removed by Goursat3 .7. Suppose G ⊆ C is open. Suppose G ⊆ C is open. however. that is. Then f = 0.uk/∼history/Biographies/Gauss. 2 For more information about Karl Theodor Wilhelm Weierstraß (1815–1897).uk/∼history/Biographies/Goursat. since Cauchy assumed that the derivative of f was continuous. and γ ∼G 0 via a homotopy with continuous second partials. a constant curve (see Figure 4.ac.CHAPTER 4.
γ
The fact that any closed curve is Ccontractible (Exercise 18a) yields the following special case of the previous specialcase corollary. 3 For more information about Edouard JeanBaptiste Goursat (1858–1936). 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.dcs. If f is entire and γ is any smooth closed curve then f = 0. Cauchy published his version in 1825. in symbols γ ∼G 0. In this case we simply say γ is Gcontractible. see http://wwwgroups. f is holomorphic in G.
Remarks. 1. see http://wwwgroups.stand. In all the examples and exercises that we’ll have to deal with here. The fact that an integral over a point is zero has the following immediate consequence.8.
.stand.html.2: This ellipse is (C \ R)contractible.6 (Cauchy’s Theorem). and γ0 ∼G γ1 via a homotopy with continuous second partials. Corollary 4. Weierstraß2 his in 1842. Corollary 4. INTEGRATION
48
Theorem 4.
Figure 4. Then f=
γ0 γ1
f. the homotopies will be ‘nice enough’ to satisfy the condition of this theorem. The condition on the smoothness of the homotopy can be omitted.html.2 for an example).dcs.
CHAPTER 4. Consider the derivative of I. Cauchy’s Theorem can be derived ‘from scratch’. let γs be the curve parametrized by h(t. the chain rule. dx ∂s ∂s
4. f (w) = 2πi CR z − w
. s)) + f (h(t. By Leibniz’s Rule. s).
By the product rule.6 yields almost immediately the following helpful result. s)) (1. s))
0
∂h dt = ∂t
1 0
∂ ∂s
f (h(t. Let CR be the counterclockwise circle with radius R centered at w and suppose f is holomorphic at each point of the closed disk D bounded by CR . and equality of mixed partials. Consider the function I(s) =
γs
f
as a function in s (so I(0) = γ0 f and I(1) = γ0 f ).6. by the Fundamental Theorem of Calculus (applied separately to the real and imaginary parts of the above integral).3
Cauchy’s Integral Formula
Cauchy’s Theorem 4. s) − f (h(0. 0 ≤ t ≤ 1. s))
1
Finally. s)) (0. We will use the (real) Second Fundamental Theorem of Calculus. Proof of Theorem 4. INTEGRATION
49
There are many proofs of Cauchy’s Theorem.9 (Cauchy’s Integral Formula for a Circle). s)) dt ∂s ∂t ∂s∂t 0 1 ∂h ∂h ∂2h f ′ (h(t. we have: ∂h ∂h d I(s) = f (h(1. s) = 0 . For 0 ≤ s ≤ 1. Suppose h is the given homotopy from γ0 to γ1 . We note that with more work. s)) dt ∂t ∂s ∂t∂s 0 1 ∂ ∂h f (h(t. Then f (z) 1 dz . d d I(s) = ds ds
1
f (h(t. and hence the statement of the theorem follows with I(0) = I(1). We will show that I is constant with respect to s. s)) dt ∂s 0 ∂t f ′ (h(t. s))
∂h ∂t
dt. A particularly nice one follows from the complex Green’s Theorem. Theorem 4. d I(s) = ds = = ∂2h ∂h ∂h + f (h(t. and does not require any other major theorems.
For a circle this corresponds to a counterclockwise orientation. INTEGRATION
50
Proof. We can state it as follows:
. we say a simple closed curve γ is positively oriented if it is parameterized so that the inside is on the left of γ. f (w) = 2πi γ z − w We have already indicated how to prove this. and γ is a positively oriented. Theorem 4.9. by combining Cauchy’s theorem and the special case. Suppose f is holomorphic on the region G. 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.9 then applies to evaluate the integral. simple. The justiﬁcation for this is one of the ﬁrst substantial theorems ever proved in topology. we can now take r as small as we want. Here’s the general form: Theorem 4. w ∈ G. and the function f (z)/(z − w) is holomorphic in an open set containing D \ {w}. In this discussion we need to be sure that the orientation of the curve γ and the circle match. not just at the center of CR . All we need is to ﬁnd a homotopy in G \ {w} between γ and a small circle with center at w.10 (Cauchy’s Integral Formula). it is not even clear how to make sense of the “inside” of γ in general. In fact. and—because f is continuous at w—this means we can make f (z) − f (w) as small as we like. in fact. In that case the theorem remains true. in many cases in which a point w is inside a simple closed curve γ we can see a homotopy from γ to a small circle around w so that the homotopy misses w and remains in the region where f is holomorphic. All circles Cr with center w and radius r are homotopic in D \ {w}. since.
On the righthand side. So Cauchy’s Theorem 4.4(d) f (z) dz − 2πif (w) = z−w 1 f (z) f (z) − f (w) dz − f (w) dz = dz z−w z−w z−w Cr Cr Cr f (z) − f (w) f (z) − f (w) ≤ max length (Cr ) = max 2πr z∈Cr z∈Cr z−w r
z∈Cr
CR
= 2π max f (z) − f (w) . by Cauchy’s theorem. z−w
and we obtain with Proposition 4.
Cr
1 dz = 2πi . it will be important to have Cauchy’s integral formula when w is anywhere inside CR . but it is not at all clear how to do so in complete generality. closed.CHAPTER 4. smooth.6. In general. This is a useful theorem by itself. Hence the lefthand side has no choice but to be zero. In all practical cases we can see immediately how to construct such a homotopy. For example. which is what we claimed. Gcontractible curve such that w is inside γ. gives
CR
f (z) dz = z−w
Cr
f (z) dz z−w
Now by Exercise 15. but it can be made more generally useful. and Theorem 4. Then f (z) 1 dz .
if f = u + iv. Use the deﬁnition of length to ﬁnd the length of the following curves: (a) γ(t) = 3t + i for −1 ≤ t ≤ 1
For more information on C.wikipedia. for 0 < s < 1. 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 . which is often called a meanvalue theorem.
Exercises
1. 0 ≤ θ ≤ 2π. parametrized by. The Jordan Curve Theorem is named after French mathematician Camille Jordan (18381922)4 (the Jordan of Jordan normal form and Jordan matrix. A nice special case of Cauchy’s formula is obtained when γ is a circle centered at w. Jordan. where the integral is literally the mean of the values of f along the circle of radius r: 1 2π
2π 0
f w + reiθ dθ =
1 2πr
2π 0
f w + reiθ r dθ = lim
1 ∆θ→0 2πr
2π
f (w + reiθ )(r∆θ)
θ=0
where in the ﬁnal sum the step size is ∆θ. 1. Remarks. Corollary 4. Theorem 4. we have borrowed this from a companion theorem to the Jordan curve theorem which is sometimes called the “annulus theorem. f (w) = 2π 0 Furthermore.
This is called a mean value theorem because it is stating that f (w) is equal to an integral. Suppose f is holomorphic on and inside the circle z = w + reiθ . simply by taking real and imaginary parts on both sides. This theorem. γs is inside γ and outside of D.12. z = w + reit . simple.CHAPTER 4.org/wiki/Camille Jordan . Then 2π 1 f w + reiθ dθ . Let’s summarize them in the following statement. The usual statement of the Jordan curve theorem does not contain the homotopy information.
4
. These identities have the ﬂavor of mean values. see http://en.” is surprisingly diﬃcult to prove. u(w) = 1 2π
2π 0 2π 0
u w + reiθ dθ
and
v(w) =
1 2π
v w + reiθ dθ . INTEGRATION
51
Theorem 4.” If you want to explore this kind of mathematics you should take a course in topology. although “intuitively obvious.11 (Jordan Curve Theorem). and. but not GaussJordan elimination).10 gives (if the conditions are met) f (w) = 1 2πi
2π 0
f w + reit 1 ireit dt = it − w w + re 2π
2π 0
f w + reit dt . 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. 0 ≤ t ≤ 2π. the inside and the outside of γ.
Even better. say.
12. and satisﬁes Im γ(t) > 0.2. oriented counterclockwise: (a) z + z. dz where γ(t) = sin t + i cos t.
.
1 2π
1
13. Find
γ
sin z where γ is parametrized by γ(t). 7. Note that you can get the second two integrals very easily after you calculate the ﬁrst two. 0 ≤ t ≤ 1. and γ(1) = 6 + 2i. Compute 10. 0 ≤ t ≤ 1. and remember that the principal branch is √ 1 deﬁned by z 2 = reiθ/2 if z = reiθ for −π ≤ θ ≤ π. INTEGRATION (b) γ(t) = eit for 0 ≤ t ≤ π
52
(d) γ(t) = (t. Compute γ z + 1 where γ is parametrized by γ(t). Use γ(t) = a + reit . Evaluate γ z 2 dz where γ is the unit circle and z 2 is the principal branch. Show that
2π ikθ dθ 0 e
is 1 if k = 0 and 0 otherwise. (b) γ is the counterclockwise circle z = 1. (b) z 2 − 2z + 3. Integrate the following functions over the circle z = 2. t2 ) for 0 ≤ t ≤ 2 3. (b) The circle z = 3. 0 ≤ t ≤ 2π. 5. 0 ≤ t ≤ 1. You can use the parameterization γ(θ) = eiθ for −π ≤ θ ≤ π. (d) xy. Evaluate
1 γ z
(c) γ(t) = i sin(t) for −π ≤ t ≤ π
2. Evaluate
γ
(a) γ is the line segment form 0 to 1 − i. Integrate the function f (z) = z over the three curves given in Example 4. Compute 9. Find
γ γ γ γ
(c) The parabola y = x2 from x = 0 to x = 1. γ z dz and γ z dz along each of the following paths.
(c) γ is the counterclockwise circle z − a = r. z γ(0) = −4 + i. Evaluate 8. Evaluate the integrals γ x dz. 6.
11. by writing z and z as x ± iy.
1
14.CHAPTER 4. ez where γ is the line segment from 0 to z0 . (c) 1/z 4 . γ y dz. e3z dz for each of the following paths:
(a) The straight line segment from 1 to i. z 2 dz where γ is the parabola with parametric equation γ(t) = t+it2 .
4. z where γ is the semicircle from 1 through i to −1. and satisﬁes γ(0) = i and γ(1) = π.
z2 where γ is the line segment from 2 to 3 + i.
our deﬁnition of the integral 17. 24. Show that p = 0. assume that γ does not pass through the origin. oriented counterclockwise. (Hint: Follow the counterclockwise unit circle through m complete cycles γz (for m > 0). Prove that ∼G is an equivalence relation. Show that
d c
f (σ(t))σ ′ (t) dt =
a γ
b
f (γ(t))γ ′ (t) dt . Let γr be the circle centered at 2i with radius r. Let γ be the circle with radius r centered at w.
(In other words.CHAPTER 4. since otherwise the integral is not deﬁned. Show that γ z n dz = 0 for any closed smooth γ and any integer n = −1. d] → [a.)
18. if m is any integer then ﬁnd a closed curve γ so that −1 dz = 2mπi. Suppose p is a polynomial and γ is a closed smooth path in C. σ = γ ◦ τ . +1
γr
(This integral depends on r. (b) Prove that any two closed curves are Chomotopic. Use the deﬁnition of an integral to show that dz = 2πi . Compute z2 dz . 19. (a) Prove that any closed curve is Ccontractible. What should you do if m < 0? What if m = 0?) 21. a ≤ t ≤ b and σ(t).) 22. Is
.
γ
23. Suppose a smooth curve is parametrized by both γ(t).] 20. You can parameterize this curve as z(t) = w + reit for 0 ≤ t ≤ 2π. Generalizing these. Exercise 19 excluded n = −1 for a very good reason: Exercises 3 and 15 (with w = 0) give counterexamples. 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.” that is. γ z−w 16.
f is independent of the parametrization of γ. and let τ : [c. INTEGRATION
53
15. oriented counterclockwise. c ≤ t ≤ d. b] be the map which “takes γ to σ. [If n is negative. Compute the real integral
0
2π
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.
In the other you can combine Exercises 15 and 29. Find
z2 z+1=2 4−z 2 . (Hint:
∂f ∂t
Use Theorem 1. 1] → C. and f (z) = g(z) for all z ∈ γ. Find γr z−a . Show that g′ = 0. Let γr be the counterclockwise circle with center at 0 and radius r. Let f and g be holomorphic in G.10 by evaluating g(0) and g(1). z=1 sin z z ?
34. w ∈ G.CHAPTER 4.
dz 30. and γ is a positively oriented. INTEGRATION
54
25. Gcontractible curve such that w is inside γ. (Hint: In one case γr is contractible in C \ {a}.) dz 31. r = 3 and r = 5. Suppose f and g are holomorphic on the region G.7 using Theorem 4. What is 35. Now use Exercise 30. Let γr be the counterclockwise circle with center at 0 and radius r. (Hint: The integrand can be written in each of following ways: z2 1 1/(z − 4) 1/(z + 2) 1 = = = . You should get diﬀerent answers for r < a and r > a. Explain geometrically why γ0 and γ1 are homotopic in C \ {a} .
. Find γr z 2 −2z−8 for r = 1. smooth. Prove that f (z) = g(z) for all z inside γ. Gcontractible curve.10. (a) Consider the function g : [0. Use the Cauchy integral formula to evaluate the integral in Exercise 31 when r = 3. 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.10). Suppose f is holomorphic on the region G.22 (Leibniz’s rule) and then ﬁnd a primitive for
(b) Prove Theorem 4. simple.
γ
26. γ is a closed. Evaluate
ez z=2 z(z−3)
and
ez z=4 z(z−3) . smooth. 27.
(z + t(w − z)). closed. − 2z − 8 (z − 4)(z + 2) z+2 z−4
Which of these forms corresponds to the Cauchy integral formula for the curve γ3 ?) 33. 28.)
29.)
32. Prove Corollary 4. Prove the following integration by parts statement. (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 . Then
γ
f g ′ = f (γ(b))g(γ(b)) − f (γ(a))g(γ(a)) −
f ′g . which does not depend on Cauchy’s Theorem 4. This exercise gives an alternative proof of Cauchy’s integral formula (Theorem 4. g(t) =
γ f (w+t(z−w)) z−w
dz. and suppose γ ⊂ G is a smooth curve from a to b.6.
10. Gcontractible curve such that w is inside γ. f ′ is also holomorphic in G. closed.1. and γ is a positively oriented. Repeating this argument for f ′ .2. (z − w)3
This innocentlooking theorem has a very powerful consequence: just from knowing that f is holomorphic we know of the existence of f ′′ . then you still have work to do.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. The idea of the proof is very similar to the proof of Cauchy’s integral formula (Theorem 4.10). that is.10). then for f ′′ . Theorem 5. Richard Askey
5. which has no analog whatsoever in the reals. etc. If f is diﬀerentiable in the region G then f is inﬁnitely diﬀerentiable in G.1
Extensions of Cauchy’s Formula
We now derive formulas for f ′ and f ′′ which resemble Cauchy’s formula (Theorem 4. Proof of Theorem 5. gives the following statement.1. Suppose f is holomorphic on the region G. f ′′′ . smooth. We will study the following diﬀerence quotient. (z − w − ∆w)(z − w)
γ
f (z) dz z−w
55
. simple. Then f ′ (w) = and f ′′ (w) = 1 2πi 1 πi f (z) dz (z − w)2
γ
γ
f (z) dz . Corollary 5. w ∈ G. 1 f (w + ∆w) − f (w) = ∆w ∆w 1 = 2πi 1 2πi
γ
f (z) 1 dz − 2πi γ z − (w + ∆w) f (z) dz .. which we can rewrite as follows by Theorem 4.
1 suggests that there are similar 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). The eﬀect is that we transformed an integral.4. Theorem 5. 1. By the reverse triangle inequality we have for all z∈γ f (z) M f (z) ≤ ≤ . 2.1 can also be used to compute certain integrals. If we integrate on these two new closed paths (γ1 and γ2 ) counterclockwise.4(d). z − w ≥ δ for all z on γ. Let M = maxz∈γ f (z) and N = maxz∈γ z − w. we will obtain such a result much more easily. In fact. 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
γ
56
f (z) 1 dz = (z − w)2 2πi
f (z) f (z) − dz (z − w − ∆w)(z − w) (z − w)2 γ f (z) 1 dz . by Proposition 4. Example 5.
z=0
Example 5. To compute the integral z 2 (z dz . for which two singularities where inside the integration path.1: Introduce an additional path which separates 0 and 1. into a sum of two integrals. The proof of the formula for f ′′ is very similar and will be left for the exercises (see Exercise 2). so we save the derivation of formulas for higher derivatives of f for later (see Corollary 8.6). We give some examples of this application next. the two contributions along the new path will cancel each other. that is. = ∆w 2πi γ (z − w − ∆w)(z − w)2
This can be made arbitrarily small if we can show that the integral stays bounded as ∆w → 0. once we start studying power series for holomorphic functions. these new integrals we know
. Since γ is a closed set.CHAPTER 5. − 1)
z=2
we ﬁrst split up the integration path as illustrated in Figure 5. and theoretically one could obtain them one by one with the methods of the proof of Theorem 5.
z=1
d sin(z) dz = 2πi sin(z) z2 dz
= 2πi cos(0) = 2πi . 2 2 (z − w − ∆w)(z − w) (z − w − ∆w)z − w (δ − ∆w)N 2 which certainly stays bounded as ∆w → 0. This is in fact true. there is some positive δ so that the open disk of radius δ around w does not intersect γ.3. Theorem 5. each of which has only one singularity inside the integration path.
Remarks. However.1.
5. a polynomial of degree d looks almost like a constant times z d .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. CONSEQUENCES OF CAUCHY’S THEOREM
57
2
1 0
1
Figure 5. z 2 (z dz = − 1) =
γ1
z=2
γ1
z 2 (z
1 z−1 z2
dz + − 1) dz +
γ2
γ2
z 2 (z
1 z2
dz − 1)
= 2πi
d 1 1 + 2πi 2 dz z − 1 z=0 1 1 = 2πi − + 2πi (−1)2 = 0. Then there is real number R0 so that 1 ad  zd ≤ p(z) ≤ 2 ad  zd 2 for all z satisfying z ≥ R0 .
. Suppose p(z) is a polynomial of degree d with leading coeﬃcient ad .
z−1
dz
Example 5. The ﬁrst application is understanding the roots of polynomials.CHAPTER 5.6. As a preparation we prove the following inequality.5.1: Example 5. We shall look at a few applications along these lines in this section. which is generally quite useful. It simply says that for large enough z. but this will be a recurring theme throughout the rest of the book. Lemma 5.4 how to deal with.
z=1
cos(z) d2 dz = πi 2 cos(z) z3 dz
z=0
= πi (− cos(0)) = −πi .
(∗) p(0) R→∞ 2πi CR z p(z)
1 But now we can see that the limit of the integral is 0: By Lemma 5. we have shown that impossible. 2 It is amusing that such an important algebraic result can be proved ‘purely analytically. and later three additional rigorous proofs).
and 2 for all
Theorem 5. as we can apply the corollary. etc. 2 Suppose (by way of contradiction) that p does not have any roots.4(d) and the formula for the circumference of a circle we see that the integral can be bounded as 2 1 dz 1 2 · (2πR) = ≤ · d+1 2πi CR zp(z) 2π ad  R ad  Rd
and this has limit 0 as R → ∞. 2. On the other hand. Proof.7 (Fundamental Theorem of Algebra1 ). after getting a root a. 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. + + ··· + + 2 d−1 ad z ad z ad z ad z d
1 2
58
Then the sum inside the last factor has limit 1 as z → ∞ so its modulus is between large enough z. CONSEQUENCES OF CAUCHY’S THEOREM Proof. 1. But. R is not algebraically closed.CHAPTER 5. Since p(z) has degree d its leading coeﬃcient ad is not zero. to z−a (which is again a polynomial by the division algorithm). where d is the degree of p(z) and ad is the leading coeﬃcient of p(z). Every nonconstant polynomial has a root in C.
1 p(0)
= 0.6 we have z p(z) ≥ 2 ad  zd+1 for all large z. Then Cauchy’s formula gives us 1 1 = p(0) 2πi
CR
1/p(z) dz z
where CR is the circle of radius R around the origin. using Proposition 4. which had a ﬂaw. so we have dz 1 1 = lim . Hence. although its statement had been assumed to be correct long before Gauß’s time. not to modern algebra. A compact reformulation of the Fundamental Theorem of Algebra is to say that C is algebraically closed. p(z) = 0 for all z ∈ C. 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 + a1 a0 ad−1 ad−2 . it has been remarked that the Fundamental Theorem of Algrebra is neither fundamental to algebra nor even a theorem of algebra. which is
Remarks. Thus.’ There are proofs of the Fundamental Theorem of Algebra which do not use complex analysis. (see also Exercise 10). The Fundamental Theorem of Algebra refers to Algebra in the sense that it existed in 1799. plugging into (∗). Thus. all proofs use some analysis (such as the intermediatevalue theorem). 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 in 1799. that is.
1
.
Let σ be the counterclockwise semicircle formed by the segment S of the real axis from −R to R. The Fundamental Theorem of Algebra states that p must have one (in fact. we can apply Cauchy’s formula: 1 2πi z2
σ
σ
3 For more information about Joseph Liouville (1809–1882). which contradicts our assumptions.html.ac.4 (d). But f → 0 as z becomes large as a consequence of Lemma 5. Now apply Corollary 5. which is close to Gauß’s original proof: Another proof of the fundamental theorem of algebra. f is constant. Gauß may well have known about it before Cauchy. Suppose (by way of contradiction) that p does not have any roots. This implies that f ′ = 0. the func1 tion f (z) = p(z) is entire. We shall integrate the function f (z) = z2 1 1/(z + i) g(z) 1 = = . by Theorem 2. that is. Proof. as we are allowed to make R as large as we want. we apply Theorem 5. Example 5. 4 This theorem is for historical reasons erroneously attributed to Liouville. z−i i+i 2i
Since g(z) is holomorphic inside and on σ and i is inside σ.8. A powerful consequence of (the ﬁrst half of) Theorem 5.uk/∼history/Biographies/Liouville. 4) roots in C: √ √ √ √ p(x) = (x2 + 1)(2x2 + 3) = (x + i)(x − i)( 2x + 3i)( 2x − 3i). f is also bounded (Exercise 9). ≤ R
CR
1 f (z) f (z) f (z) 1 f (z) · 2πR = max max dz ≤ 2πR = max 2 2 2 z∈γ (z − w) 2π z∈γR (z − w) 2π z∈γR R R
The righthand side can be made arbitrarily small. Now we apply Proposition 4. remembering that CR has circumference 2πR and z − w = R for all z on CR : f ′ (w) = 1 2πi M . where R > 1.CHAPTER 5.1 with the circle CR of radius R centered at w.
. see http://wwwgroups. As an example of the usefulness of Liouville’s theorem we give another proof of the fundamental theorem of algebra. Every bounded entire function is constant. and hence. It was published earlier by Cauchy.6. Corollary 5. in fact.14.dcs. Given any w ∈ C. However. that is. Hence p is constant. As one more example of this theme of getting results from Cauchy’s formula by taking the limit as a path goes to inﬁnity.9 (Liouville’s3 Theorem4 ). p(z) = 0 for all z ∈ C. Then.1 is the following. Note that we can choose any R because f is entire.stand. p has no roots in R. CONSEQUENCES OF CAUCHY’S THEOREM
59
Example 5. because p is entire. followed by the circular arc T of radius R in the upper half plane from R to −R.10. Suppose f (z) ≤ M for all z ∈ C. we compute an improper integral.9 to deduce that f is constant. The polynomial p(x) = 2x4 + 5x2 + 3 is such that all of its coeﬃcients are real. where g(z) = +1 z−i z−i z+i dz 1 = +1 2πi g(z) 1 1 dz = g(i) = = .
We have already seen that F (z) = z 2 is entire. However. Let G be a region of C. F : G → C.11. see Exercise 13. +1 2i
(∗∗)
Now this formula holds for all R > 1. F is an antiderivative of f on any region G. and that antiderivatives provide easy ways to compute values of deﬁnite integrals. Example 5. That is. and has derivative f (z) = 2z. 2+1 2 S z −R 1 + t As R → ∞ this approaches an improper integral. also known as a primitive of f on G. their antiderivatives are continuous and diﬀerentiable. z 2 + 1 ≥ 1 z2 2 for large enough z by Lemma 5. we need some topological deﬁnitions: Deﬁnition 5. obtaining R dz dt = . A region G ⊂ C is simply connected if every simply closed curve in G is Gcontractible. First. there are complex versions of the Fundamental Theorems of Calculus. On the other hand. then F is an antiderivative of f on G. In short.6. for any simple closed curve γ ⊂ G. CONSEQUENCES OF CAUCHY’S THEOREM and so
S
60
z2
dz + +1
T
z2
dz = +1
σ
z2
dz 1 = 2πi · = π. Making these observations in the limit of the formula (∗∗) as R → ∞ now produces
∞ −∞
t2
dt = π. the interior of γ in C is also completely contained in G. so we can bound the integral over T using Proposition 4.
. the Fundamental Theorems of Calculus makes a number of important claims: that continuous functions are integrable. For any functions f.12. The diﬀerence between the real case and the complex case is that for the complex case. −R ≤ t ≤ R. Just like in the real case. we can parameterize the integral over S using z = t. so we can take the limit as R → ∞.3
Antiderivatives
We begin this section with a familiar deﬁnition from real calculus: Deﬁnition 5. an antiderivative of f is a function with F ′ = f . just a slight modiﬁcation of this example leads to an improper integral which is far beyond the scope of basic calculus.
5. we need to think about integrals over arbitrary curves in 2dimensional regions. To state the ﬁrst Fundamental Theorem. Thus.13. +1
Of course this integral can be evaluated almost as easily using standard formulas from calculus. if F is holomorphic on G and F ′ (z) = f (z) for all z ∈ G.4(d): z2 2 2 dz ≤ 2 · πR = +1 R R
T
and this has limit 0 as R → ∞.CHAPTER 5.
CHAPTER 5. CONSEQUENCES OF CAUCHY’S THEOREM Loosely, simply connected means G has no ‘holes’.
61
Theorem 5.14. [The First Fundamental Theorem of Calculus] Suppose G ⊆ C is a simplyconnected region, and ﬁx some basepoint z0 ∈ G. For each point z ∈ G, let γz denote a smooth curve in G from z0 to z. Let f : G → C be a holomorphic function. Then the function F (z) : G → C deﬁned by F (z) :=
γz
f
is holomorphic on G with F ′ (z) = f (z). In short, every holomorphic function on a simplyconnected region has a primitive. Proof. We leave this to the exercises, Exercise 14. Theorem 5.15. [The Second Fundamental Theorem of Calculus] Suppose G ⊆ C is a simply connected region. Let γ ⊂ G be a smooth curve with parametrization γ(t), a ≤ t ≤ b. If f : G → C is holomorphic on G and F is any primitive of f on G, then f = F (γ(b)) − F (γ(a)) .
γ
Remarks. 1. Actually, more is true. The assumptions that G is simply connected and f is holomorphic are both unnecessary. Proof. The antiderivative F prescribed by the First Fundamental Theorem of Calculus satisﬁes the ˜ ˜ desired equation by deﬁnition. For any other antiderivative F of f , we have that F ′ (z) = F ′ (z) for ˜ , so the function H(z) := F (z) − F (z) is holomorphic with derivative 0, so is constant. Thus, ˜ z∈F ˜ F (z) = F (z) + c for some constant c ∈ C. Then ˜ ˜ F (γ(b)) − F (γ(a)) = F (γ(b)) − F (γ(a)) = as desired. There are many interesting consequences of the Fundamental Theorems. One consequence comes from the proof of Theorem 5.14: we will not really need the fact that every closed curve in G is contractible, just that every closed curve gives a zero integral for f . This fact can be exploited to give a sort of converse statement to Corollary 4.7. Corollary 5.16 (Morera’s5 Theorem). Suppose f is continuous in the region G and f =0
γ
f,
γ
for all smooth closed paths γ ⊂ G. Then f is holomorphic 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 Proof. As in the proof of Theorem 5.14, we ﬁx an z0 ∈ G and deﬁne F (z) =
γz
62
f,
where γz is any smooth curve in G from z0 to z. As above, this is a welldeﬁned function because all closed paths give a zero integral for f ; and exactly as in Exercise 14 we can show that F is a primitive for f in G. Because F is holomorphic on G, Corollary 5.2 gives that f is also holomorphic on G. We now mention two interesting corollaries of the Second Fundamental Theorem. Corollary 5.17. If f is holomorphic on G, then an antiderivative of f exists on G, and independent of the path γ ⊂ G between γ(a) and γ(b).
γ
f is
If f is holomorphic on G, we say γ f is pathindependent. Example 4.2 shows that a pathindependent integral is quite special; it also says that the function z 2 does not have an antiderivative in, for example, the region {z ∈ C : z < 2}. (Actually, the function z 2 does not have an antiderivative in any nonempty region—prove it!) In the special case that γ is closed (that is, γ(a) = γ(b)), we immediately get the following nice consequence (which also follows from Cauchy’s Integral Formula). Corollary 5.18. Suppose G ⊆ C is open, γ is a smooth closed curve in G, and f is holomorphic on G and has an antiderivative on G. Then f = 0.
γ
Exercises
1. Compute the following integrals, where C is the boundary of the square with corners at ±4 ± 4i: (a)
C
(b)
C
(c)
C
(d)
C
ez dz. z3 ez dz. (z − πi)2 sin(2z) dz. (z − π)2 ez cos(z) dz. (z − π)3
2. Prove the formula for f ′′ in Theorem 5.1. 3. Integrate the following functions over the circle z = 3, oriented counterclockwise: (b) (a) Log(z − 4i).
1 1. z− 2
CHAPTER 5. CONSEQUENCES OF CAUCHY’S THEOREM (c) (d) (e) (f) (g) (h) (i)
1 . z 2 −4 exp z z3 . cos z 2 . z iz−3 . sin z . 1 (z 2 + 2 )2 exp z (z−w)2 , where 1 . (z+4)(z 2 +1)
63
w is any ﬁxed complex number with w = 3.
4. Evaluate
e2z dz z=3 (z−1)2 (z−2) . γ
5. Prove that
z exp z 2 dz = 0 for any closed curve γ.
6. Show that exp(sin z) has an antiderivative on C. 7. Find a (maximal size) set on which f (z) = exp compare with the real function f (x) = e1/x ?)
1 z
has an antiderivative. (How does this
8. Compute the following integrals; use the principal value of z i . (Hint: one of these integrals is considerably easier than the other.) (a)
γ1
z i dz where γ1 (t) = eit , − π ≤ t ≤ π . 2 2 z i dz where γ2 (t) = eit ,
π 2
(b)
γ2
≤t≤
3π 2 .
9. Suppose f is continuous on C and limz→∞ f (z) = 0. Show that f is bounded. (Hint: From the deﬁnition of limit at inﬁnity (with ǫ = 1) there is R > 0 so that f (z) − 0 = f  (z) < 1 if z > R. Is f bounded for z ≤ R?) 10. Let p be a polynomial of degree n > 0. Prove that there exist complex numbers c, z1 , z2 , . . . , zk and positive integers j1 , . . . , jk such that p(z) = c (z − z1 )j1 (z − z2 )j2 · · · (z − zk )jk , where j1 + · · · + jk = n. 11. Show that a polynomial of odd degree with real coeﬃcients must have a real zero. (Hint: Exercise 21b in Chapter 1.) 12. 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). 13. In this problem F (z) =
eiz z 2 +1
and R > 1. Modify the example at the end of Section 5.2:
(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, followed by the circular arc T of radius R in the upper half plane from R to −R.
CHAPTER 5.
. by parameterizing the integral over S in terms of t and just considering the ∞ real part. Prove Corollary 5. Prove Corollary 5. as follows. Prove Theorem 5. there is a ∆z ∈ C such that F (z) − F (z + ∆z) − f (z) < ǫ. ∆z (d) Conclude that F ′ (z) = f (z). for a given z ∈ G. the value of F (z) is independent of the choice of γz . (c) Show that limR→∞
T 2 z2
64 for z
F (z) dz = 0. e t2 +1 14. that −∞ cos(t) dt = π .18. and conclude that F (z) ≤ large enough.17. CONSEQUENCES OF CAUCHY’S THEOREM (b) Show that eiz ≤ 1 for z in the upper half plane. 16. and hence limR→∞
S
F (z) dz = π . 15. Again using Cauchy’s Theorem.
γ
(c) Use the fact that f is continuous to show that for any ﬁxed z ∈ C and any ǫ > 0. (a) Use Cauchy’s Theorem to show that. show that F (z ′ ) − F (z) = f. (b) Fix z. e
(d) Conclude. z ′ ∈ G such that the straight line γ connecting z to z ′ is contained in G.14.
2. Note that in the last step we used the fact that v has continuous second partials.dcs. J.stand. and hence so are u and v. f is inﬁnitely diﬀerentiable. by Corollary 5. Proof. Suppose f = u + iv is holomorphic in the region G.
1 For more information about PierreSimon Laplace (1749–1827). Hadamard
6.ac.
65
. The proof that v satisﬁes the Laplace equation is completely analogous.1
Deﬁnition and Basic Properties
We will now spend a chapter on certain functions deﬁned on subsets of the complex plane which are real valued. Hence uxx + uyy = (ux )x + (uy )y = (vy )x + (−vx )y = vyx − vxy = 0 in G. see http://wwwgroups. u and v have continuous second partials. There are (at least) two reasons why harmonic functions are part of the study of complex analysis. In particular. Then u and v are harmonic in G.4 the deﬁnition of a harmonic function: Deﬁnition 6. Proposition 6.html. Let G ⊆ C be a region.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. The main motivation for studying them is that the partial diﬀerential equation they satisfy is very common in the physical sciences. By Theorem 2.15. u and v satisfy the Cauchy–Riemann equations and u x = vy uy = −vx in G.uk/∼history/Biographies/Laplace. First. and they can be found in the next two theorems.1. Recall from Section 2.2.
Remark. HARMONIC FUNCTIONS
66
Proposition 6. and u = a + c. it should not be surprising that the function g which we ﬁrst constructed is the derivative of the soughtafter function f . Re g = ux and Im g = −uy have continuous partials. (The second equation follows with the Cauchy–Riemann equations. Then there exists a harmonic function v such that f = u + iv is holomorphic in G. Suppose u is harmonic on the simply connected region G. In that spirit. however. functions which are harmonic in a region G but not the real part (say) of an holomorphic function in G (Exercise 3).14 to obtain a primitive h of g on G.) It is also worth mentioning that the proof shows that if u is harmonic in G then ux is the real part of a function holomorphic in G regardless whether G is simply connected or not. First.
. by Theorem 2. Moreover. The function v is called a harmonic conjugate of u. we use Theorem 2. g = h′ = ax + ibx = ax − iay . (The second equation follows with the Cauchy–Riemann equations. comparing the imaginary parts of g and h′ yields −uy = −ay or u(x.2 shouts for a converse theorem. It is. y) = a(x.) But the real part of g is ux . We will explicitly construct the holomorphic function f (and thus v = Im f ). the following theorem might appear not too surprising. and c depends only on x. Hence c has to be constant. again because u is harmonic. y) = a(x. so that we obtain ux = ax or u(x. Then.15. There are. let g = ux − iuy . which one might appreciate better when looking back at the simple deﬁnition of harmonic functions. and then to construct an antiderivative of g. (Note that for the application of this theorem we need the fact that G is simply connected. y) + c(y) for some function c which only depends on y. In hindsight.15 such a function f = u + iv must satisfy f ′ = ux + ivx = ux − iuy . they satisfy the Cauchy–Riemann equations: (Re g)x = uxx = −uyy = (Im g)y and (Re g)y = uxy = uyx = − (Im g)x . On the other hand. Theorem 6. which will be almost the function f that we’re after. as promised.2 if we restrict ourselves to simply connected regions. again using Theorem 2. Remark.15: ﬁrst because u is harmonic.3. Namely. a very strong result. The plan is to prove that g is holomorphic.) Suppose we decompose h into its real and imaginary parts as h = a + ib. As one might imagine. But then f =h−c is a function holomorphic in G whose real part is u. however. We do obtain a converse of Proposition 6.CHAPTER 6. the two theorems we’ve just proved allow for a powerful interplay between harmonic and holomorphic functions. To prove that g is holomorphic. y) + c(x). Proof. we can use Theorem 5. Now that we know that g is holomorphic in G.
Proof. Because z0 ∈ D.
The statement follows by taking the real part on both sides. The disk D = {z ∈ C : z − w ≤ r} is simply connected.
. HARMONIC FUNCTIONS Corollary 6. then it does not have a strong relative maximum or minimum in G. and hence so is its real part u. Proof.12 to f : f (w) = 1 2π
2π 0
f w + reit dt . The deﬁnition of a strong relative minimum is completely analogous. we apply Theorem 6. Then there is a disk in G centered at w containing a point z0 with u(z0 ) < u(w). so by Theorem 6. Suppose z0 − w = r.5. This f might very well diﬀer from one disk to the next. Fix z0 ∈ G and r > 0 such that the disk D = {z ∈ C : z − z0  < r}
67
is contained in G. Theorem 6. If u is harmonic in the region G.
Proof. 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.10. and because z0 was chosen arbitrarily.
6. A harmonic function is inﬁnitely diﬀerentiable. f is inﬁnitely diﬀerentiable on D. Theorem 6. Suppose u is harmonic in the region G.CHAPTER 6.5 with this r: u(w) = 1 2π
2π 0
u w + reit dt . we proved the statement. D is simply connected. By Corollary 5. Then u(w) = 1 2π
2π 0
u w + reit dt . we showed that u is inﬁnitely diﬀerentiable at z0 . Note that we did not construct a function f which is holomorphic in G but we only constructed such a function on the disk D. Now we apply Corollary 4. 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. Assume (by way of contradiction) that w is a strong local maximum of u in G. Theorem 4. Theorem 6.4. The following result is a fairly straightforward consequence of this property.2. Suppose u is harmonic in G. so by the last theorem.5 states that harmonic functions have the meanvalue property. there exists a function f holomorphic in D such that u = Re f on D. and {z ∈ C : z − w ≤ r} ⊂ G.3 there is a function f holomorphic on D such that u = Re f on D.2
MeanValue and Maximum/Minimum Principle
The following identity is the harmonic analog of Cauchy’s integral formula. Remark.6.
Corollary 6. which we just showed cannot exist. Intuitively. contradicting the meanvalue property. A look into the (not so distant) future. To make this into a thorough argument.
a contradiction. for the middle integral we get a strict inequality.11 says that if u is harmonic in the region G. If u is zero on ∂G then u is zero in G. Hence u(w) < 1 2π
t0 t1 2π
u(w) dt +
0 t0
u(w) dt +
t1
u(w) dt
= u(w) . The same argument works if we assume that u has a relative minimum. 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).
z∈G z∈∂G
(Here ∂G denotes the boundary of G. 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. HARMONIC FUNCTIONS
68
Figure 6. this cannot hold.) We’ll exploit this fact in the next two corollaries. Corollary 8.CHAPTER 6. Now we split up the meanvalue integral: u(w) = 1 2π 1 = 2π
2π 0 t0 0
u w + reit dt u w + reit dt +
t1 t0
u w + reit dt +
2π t1
u w + reit dt
All the integrands can be bounded by u(w). A special yet important case of the above maximum/minimum principle is obtained when considering bounded regions.11 a variation of this theorem for a weak relative maximum w. Corollary 8. say t0 ≤ t < t1 . there is a whole interval of parameters. then it does not have a weak relative maximum or minimum in G.6. Because u(z0 ) < u(w) and u is continuous.7. Suppose u is harmonic in the closure of the bounded region G. suppose that z0 = w + reit0 for 0 ≤ t0 < 2π. because some of the function values we’re integrating are smaller than u(w). such that u w + reit < u(w).
. We will see in Corollary 8.1: Proof of Theorem 6.11 implies that if u is harmonic in the closure of the bounded region G then max u(z) = max u(z)
z∈G z∈∂G
and
min u(z) = min u(z) .
One should remark. 4. 3.uk/∼history/Biographies/Dirichlet. see http://wwwgroups. for other regions one needs to ﬁnd a conformal map to the unit disk. y) = ln x2 + y 2 .html. Now apply the previous corollary. 2. Corollary 6. If two harmonic functions agree on the boundary of a bounded region then they agree in the region.stand. There is a fairly simple formula (involving the socalled Poisson3 kernel) if the region in question is a disk.
(b) Prove that u is not the real part of a function which is holomorphic in C \ {0}.stand.uk/∼history/Biographies/Poisson. Show that all partial derivatives of a harmonic function are harmonic. Proof.CHAPTER 6. we just remark that Corollary 6. Suppose u and v are harmonic in G ∪ ∂G and they agree on ∂G.ac. Suppose u and v are harmonic. however. By the remark we just made u(z) ≤ max u(z) = max u(z) = max 0 = 0
z∈G z∈∂G z∈∂G
69
and u(z) ≥ min u(z) = min u(z) = min 0 = 0 . The last corollary states that if we know a harmonic function on the boundary of some region then we know it inside the region. This problem is called the Dirichlet2 problem and has a solution for all simplyconnected regions. HARMONIC FUNCTIONS Proof. see e http://wwwgroups.8.
z∈G z∈∂G z∈∂G
so u has to be zero in G.8 says that the solution to the Dirichlet problem is unique.ac. 3 For more information about Sim´on Denis Poisson (1781–1840).dcs. Let u(x.html. 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. Consider u(z) = u(x.dcs. Prove that u + cv is also harmonic. y) = ex sin y. All of this is beyond the scope of these notes. Is it possible to ﬁnd a real function v so that x3 + y 3 + iv is holomorphic?
For more information about Johann Peter Gustav Dirichlet (1805–1859). and c ∈ R.
2
. 5.
Exercises
1. (a) Show that u is harmonic on C. (a) Show that u is harmonic in C \ {0}. Then u − v is also harmonic in G ∪ ∂G (Exercise 2) and u − v is zero on ∂G. (b) Find an entire function f such that Re(f ) = u.
1. We consider two cases: If Re a ≥ 0. choose n ≥ N such that an = −1. 2
.) Then a − an  = a + 1 ≥ 1 > 1 .3. choose ǫ = 1/2. choose n ≥ N such that an = 1. (an )n≥1 . or simply (an ). (This is always possible since a4k = i4k = 1 for any k > 0.1
Sequences and Completeness
As in the real case (and there will be no surprises in this chapter of the nature ‘real versus complex’). in 1 1 in in = −0 = = ≤ < ǫ.2. a(n)) and we commonly denote the sequence by (an )∞ . (This is always possible since a4k+2 = i4k+2 = −1 for any k ≥ 0. limn→∞
in n
= 0: Given ǫ > 0. then for any N . choose N > 1/ǫ. Sinai Robins
7. Deﬁnition 7. Then the sequence (an ) is convergent and a is its limit. a (complex) sequence is a function from the positive (sometimes the nonnegative) integers to the complex numbers. Then for any n ≥ N .1. we have an − a < ǫ. there is an integer N such that for all n ≥ N . in symbols lim an = a . Example 7.) Then a − an  = a − 1 ≥ 1 > 70 1 . n n n n N
Example 7.
n→∞
If no such a exists then the sequence (an ) is divergent. The sequence (an = in ) diverges: Given a ∈ C. then for any N . 2
If Re a < 0. say. Suppose (an ) is a sequence and a ∈ C such that for all ǫ > 0.Chapter 7
Power Series
It is a pain to think about convergence but sometimes you really have to. Its values are usually denoted by an (as opposed to. The notion of convergence of a sequence n=1 is based on the following sibling of Deﬁnition 2.
for any Cauchy sequence (an ) in X. in many cases. which is not a rational number. The most important property of the real number system is that we can. If 0 ≤ r < 1 then limn→∞ r n = 0: First. It is the completeness of the reals that allows us to know sequences converge without knowing their limits. determine that a sequence converges without knowing the value of the limit. Any bounded monotone sequence converges. Let (an ) and (bn ) be convergent sequences and c ∈ C. Lemma 7. Example 7. Notice that the Monotone Sequence Property implies the Least Upper Bound Property. or least upper bound. we get L = limn→∞ r n = limn→∞ r n+1 = r limn→∞ r n = rL. If the limit is L then.4. each of Z. In this sense we can use the sequence to deﬁne a real number. which states that every nonempty set of real numbers with an upper bound in fact has a supremum. For example. so L = 0 since 1 − r = 0
.CHAPTER 7. R. Remember that a sequence is monotone if it is either nondecreasing (xn+1 ≥ xn ) or nonincreasing (xn+1 ≤ xn ). In other words.6.5. including: Axiom (Monotone Sequence Property). using the laws of limits.
n→∞ n→∞ n→∞
(c)
limn→∞ an = lim n→∞ limn→∞ bn
an bn
. completeness means Cauchy sequences are guaranteed to converge. (a) lim an + c lim bn = lim (an + c bn ) . the rational numbers are not complete: we can take a Cauchy sequence of rational numbers getting √ arbitrarily close to 2. Q. R. There are many equivalent ways of formulating the completeness property for the reals. the sequence converges because it is decreasing and bounded below by 0.4. We will assume that the reals are complete as an axiom. However. From L = rL we get (1 − r)L = 0.
In the quotient law we have to make sure we do not divide by zero. A Cauchy sequence is a sequence (an ) such that
n→∞
lim an+1 − an  = 0. and C is complete. If f is continuous at a then
n→∞
lim f (an ) = f (a)
if
n→∞
lim an = a . POWER SERIES The following limit laws are the relatives of the identities stated in Lemma 2.
where we require that an be in the domain of f .
We say a metric space X (which for us means Z.
n→∞ n→∞ n→∞
71
(b) lim an · lim bn = lim (an · bn ) . there is some a ∈ X such that limn→∞ an = a. Deﬁnition 7. or C) is complete if.
The ﬁrst of these can be established by calculus methods (like L’Hospital’s rule. Lemma 7. This essentially says that there are no inﬁnities in the reals. If we wanted to be lazy we would deﬁne convergence of a series simply by refering to convergence of the partial sums of the series – after all.
∞ k=1 bk
In the case of a convergent series.8. It is interesting to see that the Archimedean principle underlies the construction of an inﬁnite decimal expansion for any real number. For a proof see Exercise 5.2. POWER SERIES
72
The following is a consequence of the Monotone Sequence Property (via the Least Upper Bound Property). For more on Euxodus. by treating n as the variable). here k=1 k=0 (bk ) is the sequence of terms of the series.
1 For more on Archimedes.CHAPTER 7. limn→∞ p(n) = 0. b ∈ C. for any ǫ > 0 we have to ﬁnd an N such that for all n≥N
n k=1
bk − a < ǫ . If x is any real number then there is an integer N which is greater than x.
an n!
= 0. while the monotone sequence property shows that any such inﬁnite decimal expansion actually converges to a real number. both of them can be proved by more elementary considerations. we just deﬁned series through sequences. (a) Exponentials beat polynomials: for any polynomial p(n) and any b ∈ R with b > 1.
. The an = n bk (or an = n bk ) are the partial k=0 k=1 sums of the series. For starters. We close this discussion of limits with a pair of standard limits.
k=1
To express this in terms of Deﬁnition 7. see http://en. Notice that this was already used in Example 7.org/wiki/Euxodus. limn→∞ Note this lemma also works for a.
7.wikipedia.org/wiki/Archimedes.1. there are some convergence features which take on special appearances for series. see http://en. However.2
Series
A series is a sequence (an ) whose members are of the form an = n bk (or an = n bk ).wikipedia. we usually express its limit as a =
or a =
k≥1 bk . a series converges to the limit (or sum) a by deﬁnition if
n n→∞
lim an = lim
n→∞
bk = a .7 (Archimedean1 Property). although it is often listed as a separate axiom: Theorem 7. so we should mention them here explicitly. bn (b) Factorials beat exponentials: for any a ∈ R. Archimedes attributes this property to Euxodus.
2 2
. say to L. Using this terminology. then
k≥1 bk
diverges. then we have
L=1+ = > = =
1 1 1 + + + .12 (Test for Divergenge). If bk are nonnegative real numbers then sums are bounded.. 2 2 3 4 2 2 3 4 1 1 L + L = L.13.
A common mistake is to try to use the converse of this lemma. 2 3 4 1 1 1 1 1 1 + + + ..11.. + + + + . We have already used the simple fact that convergence of a sequence (an ) is equivalent to the convergence of (an−1 ). 1− n+1 1−
A series where most of the terms cancel like this is called a telescoping series. The partial sums of a series form a nondecreasing sequence if the terms of the series are nonnegative.10 to say: k=1 bk converges in the reals if and only if it is ﬁnite.CHAPTER 7. and it is fortunate that the monotone sequence property has a very convenient translation into the language of series of real numbers. so we can write ∞ bk = ∞. Most of the time we need to use the completeness property to check convergence of a series. The harmonic series k≥1 k diverges (even though the limit of the general term is 0): If we assume the series converges. + + + + .9..10. Occasionally we can ﬁnd the limit of a sequence by manipulating the partial sums: 1 = lim k(k + 1) n→∞ = lim
n→∞ n k=1
k≥1
1 1 − k k+1 1 2 +
= lim = lim
n→∞
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. but the converse is false:
1 Example 7.. k=1 ∞ we can rephrase Lemma 7.
The contrapositive of this lemma is often used. and this observation immediately yields: Lemma 7... If limn→∞ bn = 0. POWER SERIES
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Example 7... If
k≥1 bk
converges then limn→∞ bn = 0... From this we conclude: Lemma 7. and both of these sequences have the same limit. If an is the nth partial sum of the series k≥1 bk then an = an−1 + bn . + 1 + + + + . 3 5 2 4 6 1 1 1 1 1 1 + + + ..
∞ 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. 2 4 6 2 4 6 1 1 1 1 1 1 1 1 1 + + + + ... and is called the Test for Divergence: Lemma 7.
The alternating harmonic series k≥1 (−1) converges. which is impossible.
k+1
k≥1
(Technically.9. First consider the case when the terms ck are real.. Another common mistake is to try to use the converse of this theorem. both k≥1 ak and k≥1 bk converge to real numbers. let P be its limit. deﬁne c− to be −ck if ck ≤ 0. but the converse is false: Example 7. To see that it does converge. Then c+ ≥ 0 and k≥1 c+ ≤ k≥1 ck  < ∞ so k≥1 c+ converges. ∞). If a series converges absolutely then it converges. Hence checking convergence of a series is usually a matter of verifying that a series of nonnegative reals is ﬁnite. since we are eﬀectively ignoring half the partial sums of the original series. Since ck = c+ − c− we see that k≥1 ck converges to k k k P − N. But then k≥1 ck converges to A + iB. We have already used the technique of comparing a series to a series which is known to converge. or 0 if k ck < 0. this is often called a “comparison test.. rewrite it as follows: 1 1 1 1 1 (−1)k+1 = 1 − + − + − + . according to the previous example..14.. Then ck ≥ 0 and k≥1 c− ≤ k≥1 ck  < ∞ k k so k≥1 c− converges. For the rest of this book we shall be concerned almost exclusively with series which converge absolutely. 2k − 1 2k 2k(2k − 1) k(k + 1) so the series converges by comparison with the telescoping series of Example 7. Then
∞ 1
f (t) dt ≤
∞
k=1
f (k) ≤ f (1) +
∞
f (t) dt
1
. but not absolutely: This k series does not converge absolutely.15. there is a small detail to be checked here. Suppose f is a nonincreasing.) The reader can verify the inequality 2k(2k−1) ≥ k(k + 1) for k > 1. POWER SERIES
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1 1 Here the inequality comes from k > k+1 applied to each term in the ﬁrst sum in parentheses. or 0 if ck > 0. positive function deﬁned on [1. One handy test is the following: Lemma 7.” but this deﬁnition does not say anything about convergence of the series k≥1 ck .CHAPTER 7. In case ck is complex. we need a proof: Theorem 7.” Some variants of the comparison test will appear when we look at power series. Be careful: We are deﬁning the phrase “converges absolutely. See Exercise 14.
There is one notion of convergence that’s special to series: we say that k≥1 ck converges absolutely if k≥1 ck  < ∞. say. so the general term satisﬁes 1 1 1 1 − = ≤ . k 2 3 4 5 6 = 1− 1 2 + 1 1 − 3 4 + 1 1 − 5 6 + . But now we have L > L. By what we just proved. Proof. write ck = ak +ibk where ak and bk are real. A and B. k k k − Similarly. Deﬁne c+ to be ck if ck ≥ 0. Then k≥1 ak  ≤ k≥1 ck  < ∞ and k≥1 bk  ≤ k≥1 ck  < ∞.16 (Integral Test). let N be its limit.
as well as three related tests from calculus: the Limit Comparison Test. So far nothing new.3
Sequences and Series of Functions
The fun starts when one studies sequences (fn ) of functions fn . What’s the big deal about uniform versus pointwise convergence? It is easiest to describe the diﬀerence with the use of quantiﬁers. No big deal—we only exchanged two of the quantiﬁers. If for all ǫ > 0 there is an N such that for all z ∈ G and for all n ≥ N we have fn (z) − f (z) < ǫ then (fn ) converges uniformly in G to f . We say that such a sequence converges at z0 if the sequence (of complex numbers) (fn (z0 )) converges. Suppose (fn ) and f are functions deﬁned on G ⊆ C. (fn ). the Root Test. converges at all z in some subset G ⊆ C then we say that (fn ) converges pointwise on G.17. . but this notion of convergence does not really catch the spirit of the function as a whole. whereas uniform convergence on G translates into (∀ ǫ > 0) (∃ N : (∀ z ∈ G) n ≥ N ⇒ fn (z) − f (z) < ǫ) . Example 7. namely ∀ denoting “for all” and ∃ denoting “there is.
. when testing the convergence of a series we have: the Test for Divergence. the Comparison Test. In the ﬁrst case.
z→z0 n→∞
We will need similar interchanges of limits constantly. And this can make all the diﬀerence . Proposition 7.
1 k≥1 k p
converges if p > 1 and diverges if p ≤ 1. and the Ratio Test.19.
7.18. N may well depend on z. Then f is continuous on G.CHAPTER 7. 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) . and the inequality persists in the limit. If a sequence of functions.
To summarize. POWER SERIES
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This is immediate from a picture: the integral of f (t) on the interval [k. and the Integral Test. in the second case we need to ﬁnd an N which works for all z ∈ G. k + 1] is bounded between f (k) and f (k + 1). Suppose (fn ) is a sequence of continuous functions on the region G converging uniformly to f on G.” Pointwise convergence on G means (∀ ǫ > 0) (∀ z ∈ G) (∃ N : n ≥ N ⇒ fn (z) − f (z) < ǫ) . . Deﬁnition 7. Adding the pieces gives the inequalities above for the N th partial sum versus the integrals from 1 to N and from 1 to N + 1.
z n  ≤ r n if z is in the closed disk Dr (0). f is continuous at z0 . Then
n→∞ γ
≤ f (z) − fn (z) + fn (z) − fn (z0 ) + fn (z0 ) − f (z0 )
lim
fn =
γ
f. we can estimate fn − f =
γ γ
γ
fn − f ≤ max fn (z) − f (z) length(γ) .
Proof. Since uniform convergence is often of critical importance. 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 0.4(d).
. They are formulated for sequences that converge to 0. so z n → 0 uniformly ¯ r (0) if r < 1. The next theorem should come as no surprise.20.
z∈γ
But fn → f uniformly on γ. Once we know the above result about continuity. there is a δ > 0 such that whenever z − z0  < δ we have fn (z) − fn (z0 ) < ǫ . and r n → 0 if r < 1. Proposition 7. ¯ For example.CHAPTER 7. given ǫ > 0.22. that is. which does converge to 0. and we can make maxz∈γ fn (z) − f (z) as small as we like. in D Lemma 7. Suppose fn are continuous on the smooth curve γ and converge uniformly on γ to f .21. By Proposition 4. we can ask about integration of series of functions. its consequences (which we will only see in the next chapter) are wide ranging. This means that given (the same) ǫ > 0. however. If a sequence gn converges to a function g then we can usually apply these tests to fn = g − gn . Lemma 7. By uniform convergence. If fn is a sequence of functions and Mn is a sequence of constants so that Mn converges to 0 and fn (z) ≤ Mn for all z in the set G fn converges uniformly to 0 on G. 3
Now we make use of the continuity of the fn ’s. there is an N such that for all z ∈ G and all n ≥ N fn (z) − f (z) < ǫ . we give two practical tests: one arguing for uniformity and the other against. we will prove that f is continuous at z0 . 3
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 ) < ǫ. Let z0 ∈ G. POWER SERIES
76
Proof.
There is an important result about series of functions.CHAPTER 7. Then z < 1 if z is in G. for all n and all x we have 0 ≤ fn (x) ≤ 1. pointwise convergence to f is seen by the fact that the functions fn are getting closer and closer to 0. To visualize this. For simplicity and so we can draw the appropriate pictures.24. All of these notions for sequences of functions go verbatim for series of functions. so zn → 0. let 1 zn = exp(− n ). Example 7. We end this section by noting that everything we’ve developed here could have been done in greater generality . we can already f (x) := 0 if x = π/2 see by Proposition 7. To see that fn converges uniformly to f . fk (z) ≤ Mk for all z ∈ G. Away from x = π/2. if n ≥ N then
n
f (z) −
fk (z) =
k=1 k>n
fn (z) ≤
k>n
fn (z) ≤
Mk < ǫ
k>n
and this satisﬁes the deﬁnition of uniform convergence. although this example holds for complexdeﬁned functions.for instance. the functions f take longer and longer to get to 0. π]. Then k≥1 fk converges absolutely and uniformly in G. for any ﬁxed x ∈ [0. we restrict our attention to the real axis (using x instead of z). However. Suppose (fk ) are continuous on the region G. for functions from Rn or Cn to Rm or Cm . Then zn is in G but fn (zn ) = e−1 so fn (zn ) does not converge to 0. Proof. Thus. Consider the sequence of functions (fn ) deﬁned by fn (x) := sinn (x).1. on the interval [0. as x gets closer and closer to π/2. call the limit f (z). the sequence (fn (x)) converges to 1 if x = π/2 or to 0 if x = π/2. For each ﬁxed z we have k≥1 fk (z) ≤ k≥1 Mk < ∞. often called the Weierstraß M test. For example. let fn (z) = z n and let G be the open unit disk D1 (0). Proposition 7. POWER SERIES
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This is most often used to prove nonuniform convergence. Therefore z n does not converge uniformly to 0 on D1 (0). and k≥1 Mk converges. This deﬁnes a function f on G. Since k≥1 Mk converges there is N so that Mk =
k>n ∞ k=1 n
Mk −
Mk < ǫ
k=1
for all n > N .19 that the convergence must not be uniform. Here we also have a notion of absolute convergence (which can be combined with uniform convergence). for any z in G.
.23. and so z n → 0. Because the functions fn are all continuous but f is not. It follows that. π]. Nonuniform convergence is illustrated by the fact that. consider Figure 7. A good example of the diﬀerence between pointwise convergence and uniform convergence can be seen in the following example. suppose ǫ > 0. so k≥1 fk (z) converges. Then. with fn (x) = 1 if and only if x = π/2. the sequence (fn ) converges pointwise to the function f deﬁned by 1 if x = π/2 . On this interval.
by Proposition 7. But this is straightforward: the partial sums of this series can be written as n 1 − r n+1 . Since r can be chosen arbitrarily close to 1. By this we mean that R is a nonnegative real number.25. for which all ck = 1. and let D = { z ∈ C : z ≤ r }. Theorem 7.1: The graph of the functions fn (x) := sinn (x). showing the diﬀerence between pointwise and uniform convergence. Hence the uniform convergence on D of the geometric series will follow if we can show that k≥0 r k converges.
The fundamental example of a power series is the geometric series.
k Lemma 7. r k = 1 + r + · · · + r n−1 + r n = 1−r
k=0
whose limit as n → ∞ exists because r < 1. The geometric series k≥0 z converges absolutely for z < 1 to the function 1/(1 − z). It remains to show that for those z the limit function is 1/(1 − z).4
Region of Convergence
For the remainder of this chapter (indeed. satisfying the following. The convergence is uniform on any set of the form { z ∈ C : z ≤ r } for any r < 1. We will use Proposition 7. Fix an r < 1. POWER SERIES
78
Figure 7. we have absolute convergence for z < 1.23 with fk (z) = z k and Mk = r k . 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. Any power series k≥0 ck (z − z0 )k has a radius of convergence R.
. or ∞.CHAPTER 7. Hence.26.23.27.
Proof. Deﬁnition 7. A power series centered at z0 is a series of functions of the form
k≥0
ck (z − z0 )k . which follows by
n
z k = lim
k≥0
n→∞
z k = lim
k=0
1 1 − z n+1 = . the geometric series converges absolutely and uniformly on any set of the form {z ∈ C : z ≤ r} with r < 1.
7. these lecture notes) we concentrate on some very special series of functions.
so m0 = (a0 + b0 )/2. Then
k≥0 ck
(z − z0 )k has radius of convergence R and γ is ck (z − z0 )k dz .that is. We shall deﬁne sequences an in C and bn in D which “zero in” on R. and k≥0 ck (z − z0 )k converges absolutely and uniformly ¯ on Dr (z0 ).CHAPTER 7. 1 − r/t
At the last step we recognized the geometric series. First we establish three facts about these sets. so ck  tk ≤ M for some constant M . Deﬁne C to be the set of positive real numbers for which the series k≥0 ck tk converges. but interchanging r and t. (∗∗) If t ∈ D and r > t then r ∈ D. (b) If z − z0  > R then the sequence of terms ck (z − z0 )k is unbounded. Now if z ∈ Dr (z0 ) we have k ≤ c  r k and ck (z − z0 ) k ck  r k = ck  tk r t
k
k≥0
k≥0
≤
M
k≥0
r t
k
=M
k≥0
r t
k
=
M < ∞. Suppose the power series a smooth curve in DR (z0 ).
Proof of Theorem 7.28. and these sets are disjoint. POWER SERIES
79
¯ (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 . which converges since 0 ≤ r < t. this theorem immediately implies the following. let m0 be the midpoint of the segment [a0 .19. so that 0 < r < R implies r ∈ C and R < r < ∞ implies r ∈ D. and k≥0 ck (z − z0 )k diverges on the complement of Dr (z0 ) . shows that k k≥0 ck t converges. (∗) If t ∈ C and r < t then r ∈ C. so ck  r k ≤ M for some constant M . To prove this.) By way of Proposition 7. so not converge. In particular. and if R = 0 then DR (z0 ) is the empty set. we might as well state what Proposition 7.20 implies for power series. b0 ]. for z − z0  ≥ r. and deﬁne D to be the set of positive real numbers for which it diverges. assume that ck r k is bounded. and R = ∞ works if D is empty. Corollary 7. (∗ ∗ ∗) There is an extended real number R. (If R = ∞ then DR (z0 ) is the entire complex plane. Suppose the power series k≥0 ck (z − z0 )k has radius of convergence R. Then the series represents a function which is continuous on DR (z0 ). If m0 lies in C then
. if γ is closed then
(z − z0 )k dz = 0.
γ k≥0
ck (z − z0 )k dz =
γ k≥0 ck
k≥0
γ
In particular. While we’re at it. This shows that r ∈ C. so we assume neither is empty and we start with a0 in C and b0 in D. Corollary 7.27. It is immediate from (∗) or (∗∗) that a0 < b0 . Notice that R = 0 works if C is empty.29. Clearly every positive real number is in either C or D. ¯ this sequence is bounded.
k≥0 ck (z
− z0 )k does
The open disk DR (z0 ) in which the power series converges absolutely is the region of convergence. note that k≥0 ck tk converges so ck tk → 0 as k → ∞. To prove this. First. But now exactly the same argument as in (∗). and uniform and absolute convergence on Dr (z0 ) follows from the Weierstraß M test. contradicting the assumption that t is in D. and so ¯ 0 ≤ r/t < 1. satisfying 0 ≤ R ≤ ∞.
a1 and b1 are closer together than a0 and b0 . in either case.27. b1 ]. we see c = 1. It is worth mentioning the following corollary. so part (b) of 7. since an converges to R. The question still remains whether f (z) = g(z) or not. dz
g(z) This means that f (z) = f (−z)g(z) = c for some constant c ∈ C. a1 is in C.
Then
k≥0
k≥0
k≥1
k≥0
xk = g(z). You may recall from calculus that the realk deﬁned. Then t ∈ D by (∗ ∗ ∗). so part (a) of 7. so g(z) = f (z) as desired. Evaluating at z = 0. Corollary 7. if R < r then bn < r for all suﬃciently large n. We repeat this procedure to deﬁne a2 and b2 within the interval [a1 .30. POWER SERIES
80
we deﬁne a1 = m0 and b1 = b0 . a similar k! expression holds for the complexdeﬁned. which reduces the calculation of the radius of convergence to examining the limiting behavior of the terms of the series. b1 − a1 = (b0 − a0 )/2. Consider the function f (z) = exp(z). To see that f (z) = g(z).27 nor Corollary 7. ﬁrst note that 1 1 = = exp(−z) = f (−z). f (z) exp(z) Thus. and b1 is in D. but if m0 lies in D then we deﬁne a1 = a0 and b1 = m0 . we have a0 ≤ a1 < b1 ≤ b0 .27 follows from (∗∗). Example 7. if r = z − z0  > R then choose t so that R < t < r. ﬁrst assume r < R and choose t so that r < t < R. k!
Thus. complexvalued f (z).31.27 follows from (∗). To prove Theorem 7. Thus R veriﬁes the statement (∗ ∗ ∗). realvalued function ex has an expansion as the power series k≥0 x . We deﬁne R to be this limit.CHAPTER 7. and these limits are the same since limn→∞ (bn − an ) = limn→∞ (b0 − a0 )/2n = 0. Let g(z) = g′ (z) = d dz zk = k! d xk = dz k! xk−1 = (k − 1)!
xk k≥0 k! . Similarly. If 0 < r < R then r < an for all suﬃciently large n. so r is in C by (∗). Note that. ck  r k → 0 for 0 ≤ r < R but ck  r k is unbounded for r > R. and so on. In fact. in fact. Moreover. Then t ∈ C by (∗ ∗ ∗). g(z) has the correct derivative. Warning: Neither Theorem 7.
. On the other hand.30 says anything about convergence on the circle z − z0  = R . Summarizing. so r is in D by (∗∗). the function f (−z)g(z) has 0 derivative: d [f (−z)g(z)] = −f ′ (−z)g(z) + f (−z)g ′ (z) = −f (−z)g(z) + f (−z)g(z) = 0. we have an ≤ an+1 an < bn bn ≥ bn+1 an ∈ C
bn ∈ D
bn − an = (b0 − a0 )/2n The sequences an and bn are monotone and bounded (by a0 and b0 ) so they have limits.
In fact. we may add two power series together on a common region of convergence and rearrange their sum to collect coeﬃcients of the same degree together. We have seen that we may diﬀerentiate and integrate power series.k odd
l≥0 i2l+2 z 2l+1
2i2l+1 z 2l+1 (2l + 1)!
l≥0
(2l + 1)! (−1)l+1 (2l + 1)! z 2l+1 z3 z5 z7 + − + .. Thus. or multiply power series by polynomials... For instance. Example 7.CHAPTER 7. We may add constants and polynomials to power series. There are many operations we may perform on series. POWER SERIES We use the Ratio Test to determine the radius of convergence. we may multiply power series together on their common region of convergence. We may rearrange the terms of a series in the case that the series converges absolutely. The region of convergence is all of C. Since xk+1 x x k! = · k = →0 (k + 1)! x k+1 k+1
81
as k → ∞. That absolute convergence is both necessary and suﬃcient for rearrangement is left as an exercise. We leave it as an exercise to determine a formula for multiplying power series together. 3! 5! 7!
= z−
Note that we are allowed to rearrange the terms of the two added sums because the corresponding series have inﬁnite radius of convergence. We can use the power series expansion for exp(z) to ﬁnd a power series expansion of the trigonometric functions. The radius of convergence is R = ∞. as the next example demonstrates. consider f (z) = sin(z).32. the power series converges absolutely for all x. the ”disk of radius inﬁnity” about the origin (the center of the series). Then f (z) = sin z = = = = = = =
l≥0
1 iz e − e−iz 2i 1 2i 1 2i 1 2i 1 2i
k≥0
(iz)k k!
−
(−iz)k
k≥0
k!
k≥0
1 (iz)k − (−1)k (iz)k k! 2ik z k k!
k≥0. We may also multiply series by constants.
.
POWER SERIES
82
Exercises
1. prove convergence/divergence. This is called the Squeeze Theorem. (a) an = eiπn/4 . For each of the sequences. and is useful in testing a sequence for convergence. Derive the Archimedean Property from the monotone sequence property. (b)
(−1)n n . 11. Prove: (cn ) converges if and only if (Re cn ) and (Im cn ) converge. Show that the limit of a convergent sequence is unique. (d) 2 − (e) sin
3. in2 .
(b) lim an = 0
n→∞
n→∞
7.8. Prove that if a sequence has more than one accumulation point then the sequence diverges.
(c) cos n. Prove that limn→∞ bn = L. 5. Prove Lemma 7. 6. 12. lim an  = 0. 8. 2n2 +1 1 n . Determine whether each of the following series converges or diverges. 10. 2. 13. A point a is an accumulation point of the sequence if: for every ǫ > 0 and every N ∈ N there exists some n > N such that an − a < ǫ. Let (an ) be a sequence. (a) (b) (c) (d)
n≥1 n≥1 n n≥1 1+i √ 3 n
1 n i 1+2i √ 5 n
1 n≥1 n3 +in
4.
. Use the fact that R is complete to prove that C is complete. ﬁnd the limit. Suppose an ≤ bn ≤ cn for all n and limn→∞ an = L = limn→∞ cn .4. Prove that Z is complete. Prove: (a) lim an = a
n→∞
=⇒ ⇐⇒
n→∞
lim an  = a.CHAPTER 7. Prove Lemma 7. If the sequence converges. Find sup Re e2πit : t ∈ Q \ Z . 9.
POWER SERIES
83
14.CHAPTER 7. (a) Show that limn→∞ fn (x) = 0 for all x ≥ 0.)
(c) Why doesn’t your answer to part (b) violate Proposition 7. (b) (c)
zn n
for n > 0. for x > 0 you can use L’Hospital’s rule—but remember that n is the variable. Prove Lemma 7. Derive a formula for the product of two power series. Find a power series (and determine its radius of convergence) of the following functions. Prove that absolute convergence is a suﬃcient and necessary condition to be able to arbitrarily rearrange the terms of a series without changing the sum. Treat x = 0 as a special case. Let fn (x) = n2 xe−nx .22.21. (a) Show that k≥1 21 = 1. if the two series converge then they have the same limit.) to k12 . Prove that the series
k≥1 bk
converges if and only if limn→∞
1 2k
∞ k=n bk
= 0. 19. (a) cos z
. 23. not x. 15. (Hint: compare the general term to converges. Suppose that the terms cn converge to zero. Find a power series representation about the origin of each of the following functions. 1 3− z . Prove Lemma 7.20? 22. 24.
(Hint: the answer is not 0. (a) (b) (c)
1 1+4z . deﬁned on {z ∈ C : Re z ≥ 0}. 2 z2 (4−z)2
for z < 4
25. Discuss the convergence of 18. (Hint: compare the general term
k≥0 z k
17.
16. Also. and show that ∞ cn converges if and only if n=0 ∞ k=0 (c2k + c2k+1 ) converges. (b) Find limn→∞
1 0 fn (x) dx.
1 1+nz
21.
for z = 1. One way to do this is to write k 2 so that you get a telescoping series. Where do the following sequences converge pointwise? Do they converge uniformly on this domain? (a) (nz n ) . . give an example where cn does not converge to 0 and one series diverges while the other converges. (b) Show that (c) Show that
k k≥1 k 2 +1 k k≥1 k 3 +1
as a diﬀerence of powers of
1 2k .
20.)
diverges. Moreover.
2
(b)
k≥0
(c)
k≥0
(d)
k≥1
(−1)k k(k+1) z . k zk . Find the power series centered at 1 for the following functions. kn z k .
30. zk + 1
k≥0 ck
(b)
k≥0
(c)
k≥0
1 29. z k! . (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. (a)
k≥0
ak z k .
(e)
k≥1
(f)
k≥0
. Find the radius of convergence for each of the following series. Suppose L = limk→∞ ck 1/k exists. n ∈ Z. POWER SERIES (b) cos(z 2 ) (c) z 2 sin z (d) (sin z)2
84
26. (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. zk zk ¯ on Dr (0). Show that L is the radius of convergence of (Use the natural interpretations if L = 0 or L = ∞. a ∈ C.
(b) Log z. kk cos(k)z k .)
(z − z0 )k . and compute their radius of convergence: (a)
1 z. 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).
27.CHAPTER 7. where 0 ≤ r < 1. 28. k2 1 on {z : z ≥ 2}.
CHAPTER 7. Find a function in “closed form” (i. (a)
k≥0
z 2k k! k(z − 1)k−1 k(k − 1)z k
(b)
k≥1
(c)
k≥2
1 32.
(a) Show that the maximum of fn (t) is (c) Show that
∞ 0 fn (t) dt
1 n.
(d) Why doesn’t this contradict the theorem that “the integral of a uniform limit is the limit of the integrals”?
does not converge to 0 as n → ∞
. Deﬁne the functions fn (t) = n e−t/n for n > 0 and 0 ≤ t < ∞.e.
(b) Show that fn (t) converges uniformly to 0 as n → ∞. POWER SERIES (g)
k≥0
85
4k (z − 2)k . not a power series) representing each of the following series.
31.
k≥0 ck
(z − z0 )k has radius of convergence R.” Theorem 8. any holomorphic function can be represented by a power series.e. Then f is holo
Proof. Suppose f (z) =
k≥0 ck
(z − z0 )k has radius of convergence R. A.. The next result says that we can simply diﬀerentiate the series “term by term.
On the other hand. Given any closed curve γ ⊂ {z ∈ C : z − z0  < R}.29
γ k≥0
ck (z − z0 )k dz = 0 . In fact. Now that we know that power series are holomorphic (i. We begin by showing a power series represents a holomorphic function. Corollary 7. Suppose f (z) = morphic in {z ∈ C : z − z0  < R}. but we live in details.Chapter 8
Taylor and Laurent Series
We think in generalities.2.1. Now apply Morera’s theorem (Corollary 5. we have by Corollary 7.28 says that f is continuous. and consider some of the consequences of this: Theorem 8.1
Power Series and Holomorphic Functions
We will see in this section that power series and holomorphic functions are intimately related. N. A special case of the last result concerns power series with inﬁnite radius of convergence: those represent entire functions.16).
and the radius of convergence of this power series is also R. and conversely. diﬀerentiable) on their regions of convergence we can ask how to ﬁnd their derivatives. Whitehead
8. 86
. Then
k≥1
f ′ (z) =
k ck (z − z0 )k−1 . the two cornerstone theorems of this section are that any power series represents a holomorphic function.
CHAPTER 8.2 gives f ′ (z0 ) = c1 . Let f (z) = k≥0 ck (z − z0 )k . k
1 For more information about Brook Taylor (1685–1731).4 (Uniqueness of power series).3. but applied to the function (z − z0 )k . f ′′′′ (z0 ).uk/∼history/Biographies/Taylor. For starters.
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). and it cannot be larger than R by comparison to the series for f (z). since the coeﬃcients for (z − z0 )f ′ (z) are bigger than the corresponding ones for f (z). etc. Corollary 8. Naturally. It follows immediately that the coeﬃcients of a power series are unique:
′ Corollary 8. so that we are free to interchange integral and inﬁnite sum. and so on. Applying the same theorem to f ′ gives f ′′ (z) = k(k − 1)ck (z − z0 )k−2
k≥2
and
f ′′ (z0 )
= 2c2 . then to f ′′ . k!
Proof. And then we use Theorem 5.dcs. The various derivatives of a power series can also be seen as ingredients of the series itself.
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. We can play the same game for f ′′′ (z0 ). Let γ be any simple closed curve in {z ∈ C : z − z0  < R}.ac.1 again. Note that the power series of f converges uniformly on γ. Then ck = f (k) (z0 ) . f (z0 ) = c0 . If k≥0 ck (z − z0 )k and k≥0 ck (z − z0 )k are two power series which both converge to the same function f (z) on an open disk centered at a then ck = c′ for all k. Since we know that f is holomorphic in its region of convergence we can use Theorem 5. This is the statement of the following Taylor1 series expansion. TAYLOR AND LAURENT SERIES
87
Proof. Here are the details: f ′ (z) = 1 2πi
γ
f (w) dw (w − z)2
k≥0 ck (w
1 = 2πi =
k≥0
γ
ck · ck ·
1 2πi
− z0 )k dw (w − z)2
γ
(w − z0 )k dw (w − z)2
w=z
=
k≥0
d (w − z0 )k dw
=
k≥0
k ck (z − z0 )k−1 .
. the last theorem can be repeatedly applied to f ′ . Suppose f (z) =
k≥0 ck
(z − z0 )k has a positive radius of convergence. Theorem 8.html. see http://wwwgroups.stand.1.
Theorem 4.20 applies: g(z) = 1 2πi
γr
1 g(w) dw = w−z 2πi
g(w)
γr
1 w
k≥0
z w
k
dw =
k≥0
1 2πi
γr
g(w) dw z k . denote the circle centered at the origin with radius r by γr . w ∈ G.5 with those in Corollary 8. simple. closed. Then by Cauchy’s integral formula (Theorem 4. Suppose f is a function which is holomorphic in D = {z ∈ C : z − z0  < R}. Γr ∼G\{z0 } γ. we apply an easy change of variables to obtain f (z) =
k≥0
1 2πi
Γr
f (w) dw (z − z0 )k . (w − z0 )k+1
Γr
γ
If we compare the coeﬃcients of the power series obtained in Theorem 8. so g is a function holomorphic in {z ∈ C : z < R}. g(z) = 1 2πi g(w) dw .CHAPTER 8. The only diﬀerence of this righthand side to the statement of the theorem are the curves we’re integrating over. Corollary 8. f (z) = ck (z − z0 )k with ck = 2πi γ (w − z0 )k+1
k≥0
Here γ is any positively oriented. Suppose f is holomorphic on the region G.10). Fix r < R. that a holomorphic function can be represented by a power series. Proof. and we can apply Cauchy’s Theorem 4. Let g(z) = f (z + z0 ). since f (z) = g(z − z0 ).1 (which in itself extended Cauchy’s integral formula. 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 z k 1 = z = w−z w 1− w w w
k≥0
which converges uniformly in the variable w ∈ γr (by Lemma 7. we arrive at the longpromised extension of Theorem 5. wk+1
Now.6. Then f (k) (w) = k! 2πi f (z) dz . Theorem 8. and its implications. smooth curve in D for which z0 is inside γ. However. closed. and γ is a positively oriented. TAYLOR AND LAURENT SERIES
88
We now turn to the second cornerstone result.6: f (w) dw = (w − z0 )k+1 f (w) dw . and suppose that z < r. smooth. (z − w)k+1
γ
.5.10). (w − z0 )k+1
where Γr is a circle centered at z0 with radius r. simple. Gcontractible curve such that w is inside γ.3. Then f can be represented in D as a power series centered at z0 (with a radius of convergence at least R): f (w) 1 dw . Hence Proposition 7.26).
6 combined with our oftenused Proposition 4.8 (Classiﬁcation of Zeros). Then k!M . f (z) = 0 for all z in D). Almost exactly the same thing happens for holomorphic functions: Theorem 8.CHAPTER 8. p(z) = (z − a)q(z) where q(z) is a polynomial of degree d − 1.7. and we can estimate using Proposition 4. and c0 = f (0) is zero since a is a zero of f . Then Corollary 8. We have a power series expansion for f (z) in some disk Dr (a) of radius r around a. TAYLOR AND LAURENT SERIES
89
Corollary 8. if so. deﬁned on G. so f (z) = k≥0 ck (z − a)k . continuing in this way we see that we can factor p(z) as p(z) = (z − a)m g(z) where m is a positive integer.6 applies. There are now exactly two possibilities: (a) Either ck = 0 for all k. Let γ be a circle centered at w with radius r < R. Suppose f is holomorphic in {z ∈ C : z − w < R} and f  ≤ M . The ﬁrst case clearly gives us f (z) = 0 for all z in D = Dr (a). (b) or: there is a positive integer m and a holomorphic function 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. 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 .
8. Proof. we can factor out another factor of z − a. Rk Proof. The integer m is called the multiplicity of the zero a of p(z). satisfying f (z) = (z − a)m g(z) for all z in G. not bigger than d. Then there are exactly two possibilities: (a) Either: f is identically zero on some open disk D centered at a (that is. (b) or there is some positive integer m so that ck = 0 for all k < m but cm = 0. k+1 k+1 k+1 (z − w) 2π z∈γ (z − w) 2π r r
γ
The statement now follows since r can be chosen arbitrarily close to R. if p(a) = 0) then p(z) has z − a as a factor.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.4(d) gives an inequality which is often called Cauchy’s Estimate: Corollary 8.4(d): f (k) (w) ≤ f (k) (w) = k! 2πi f (z) k! M k!M f (z) k! length(γ) ≤ dz ≤ max 2πr = k . So now consider the second case. and g(z) is a polynomial which does not have a zero at a. We can then ask whether q(z) itself has a zero at a and.
. That is. Suppose f is an holomorphic function deﬁned on an open set G and suppose f has a zero at a point a in G.
We start by deﬁning h = f − g.
. Theorem 8. To see this. Proof. so b satisﬁes the ﬁrst condition. Now we ﬁnish the proof using the deﬁnition of connectedness. Since zk = w. we must have Y = ∅ and X = G. Now deﬁne two sets X. since if z ∈ D \ {b} then h(z) = 0. Y ⊆ G. Since a is in X. by the classiﬁcation of zeros. To see this. Clearly m is unique. The function g is holomorphic at a by the ﬁrst deﬁnition. suppose that h(b) = 0. (b) or there is an open disk D centered at b so that h(z) = 0 for all z in D \ {b}. where φ is holomorphic and φ(b) = 0. But X = G implies that every z in G satisﬁes the ﬁrst condition above. 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. If b ∈ X and D is an open disk centered at b as in the ﬁrst condition then it is clear that D ⊆ X. by continuity.8 to obtain the following result. Then. we can prove yet another important property of holomorphic functions.CHAPTER 8. there is some k so that zk is in D. If b ∈ Y and D is an open disk centered at b as in the second condition then D ⊆ Y . there is an open disk D centered at b so that h(z) = 0 for all z ∈ D. this is a contradiction. suppose w ∈ Y . so h(z) = 0. h(zn ) = 0. If h(b) = 0 then. g(a) = cm = 0. Finally. or h(z) = (z − b)m φ(z) for all z in G. Then h is holomorphic on G. Using the identity principle. To start using the intimate connection of holomorphic functions and power series. there is an open disk D centered at b so that φ(z) = 0 for all z in D. so b satisﬁes the second condition. since it is deﬁned in terms of the power series expansion of f at a. and g is holomorphic at other points of G by the second deﬁnition. Then. so one of them must be empty. 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
90
if z − a < r if z ∈ G \ {a}
According to our calculations above. Suppose f and g are holomorphic in the region G and f (zk ) = g(zk ) at a sequence which converges to w ∈ G with zk = w for all k. since the sequence zk converges to w. we check that our original point w lies in X. X and Y are disjoint open sets whose union is G. and we saw that this means z satisﬁes the second condition. so that b ∈ X if b satisﬁes the ﬁrst condition above. and b ∈ Y if b satisﬁes the second condition. either h(z) = 0 for all z in some open disk D centered at b. so h(zk ) = 0. which is sometimes also called the uniqueness theorem. Then f (z) = g(z) for all z in G. and let D be an open disk centered at w so that h(z) = 0 for all z in D except z = b. the two deﬁnitions give the same value when both are applicable. Then h(z) = (z − b)m φ(z) = 0 for all z in D except z = b.9 (Identity Principle). Finally. and we will be ﬁnished if we can deduce that h is identically zero on G. But. since φ is continuous. we apply Theorem 8. so b satisﬁes the second condition. which is unique.
. Hence g(z) = eh(z) must be equal to e0 = 1 for all z in D. for example. Proof. Theorem 6.5 gives a powerful way of describing holomorphic functions. then the maximum of f  is attained on the boundary of G. Then f  does not attain a weak relative minimum at a in G unless f (a) = 0. Suppose f is holomorphic and not constant in the region G. Corollary 8. Thus the function h = Log ◦g is deﬁned and holomorphic on D. in the process strengthening that theorem to cover weak maxima and weak minima. Absolute and uniform convergence are deﬁned analogously. by the identity principle. So we assume f (a) = 0. TAYLOR AND LAURENT SERIES
91
Theorem 8. a smaller open disk D centered at a so that g(z) has positive real part for all z in D. Theorem 8. Suppose f is holomorphic and not constant in the region G.3
Laurent Series
Theorem 8. In this case we can deﬁne an holomorphic function g(z) = f (z)/f (a).10 can be used to give a proof of the analogous theorem for harmonic functions. If f (a) = 0 then f (z) = 0 for all z in D0 . we introduce the concept of a double series ak = ak + a−k . It is.6.
k∈Z k≥0 k≥1
Here ak ∈ C are terms indexed by the integers. then it does not have a weak relative maximum or minimum in G. Suppose there is a point a in G and an open disk D0 centered at a so that f (a) ≥ f (z) for all z in D0 . If u is harmonic in the region G. Equipped with this.
8. It is natural. and so f (z) = f (a)g(z) must have the constant value f (a) for all z in D.12 (MinimumModulus Theorem). such as: If G is a bounded region and f is holomorphic in the closure of G. we should not be too surprised to ﬁnd the following result whose proof we leave for the exercises. There are many reformulations of this theorem.10 (MaximumModulus Theorem).11. however. Corollary 8. Since the last corollary also covers minima of harmonic functions. Then f  does not attain a weak relative maximum in G. not as general 1 as it could be. using continuity. Since g(a) = 1 we can ﬁnd. A double series converges if and only if both of its deﬁning series do. f (z) has the constant value f (a) for all z in G. k!
a “power series” with negative exponents. we can now state the following central deﬁnition. by the identity principle. which shows that h must be identically zero in 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. To make sense of expressions like the above.CHAPTER 8. Hence. and we have the condition g(z) ≤ g(a) = 1 for all z in D0 . We now refer to Exercise 27. to think about representing exp z as exp 1 z =
k≥0
1 k!
1 z
k
=
k≥0
1 −k z . so f is identically zero.
Fix R1 < r1 < z < r2 < R2 .10) to the path γ2 − γ1 : g(z) = 1 2πi
γ2 −γ1
g(w) 1 dw = w−z 2πi
γ2
g(w) 1 dw − w−z 2πi
γ1
g(w) dw . Let g(z) = f (z + z0 ). so g is a function holomorphic in {z ∈ C : R1 < z < R2 }.13.html. Proof. that is. we need to combine those two notions. By introducing an “extra piece” (see Figure 8. in {z ∈ C : z − z0  > R1 }. see http://wwwgroups. we can apply Cauchy’s integral formula (Theorem 4.1 says that the Laurent series represents a function which is holomorphic on {z ∈ C : R1 < z − z0  < R2 }. The fact that we can conversely represent any function holomorphic in such an annulus by a Laurent series is the substance of the next theorem.16. whence the Laurent series converges on the annulus {z ∈ C : R1 < z − z0  < R2 } (if R1 < R2 ).5. The series which started this section is the Laurent series of exp 0. that is. w−z
(8.6 we can replace the circle in the formula for the Laurent series by any closed.15. Theorem 8.14.stand. Naturally.
2 For more information about Pierre Alphonse Laurent (1813–1854). respectively. Theorem 8. Example 8. Then f can be represented in A as a Laurent series centered at z0 : f (z) =
k∈Z
ck (z − z0 )k
with
ck =
1 2πi
γ
f (w) dw .dcs. The second we can view as a “power series in 1 1 1 z−z0 . it converges in {z ∈ C : z − z0  < R2 }.” it will converge for z−z0  < R1  for some R1 . Any power series is a Laurent series (with ck = 0 for k < 0).uk/∼history/Biographies/Laurent Pierre. (w − z0 )k+1
Here γ is any circle in A centered at z0 . Even better. by Cauchy’s Theorem 4. smooth path that is Ahomotopic to the circle.
.27 implies that the convergence is uniform on a set of the form {z ∈ C : r1 ≤ z − z0  ≤ r2 } for any R1 < r1 < r2 < R2 .1)
For the integral over γ2 we play exactly the same game as in Theorem 8.
centered at
We should pause for a minute and ask for which z such a Laurent series can possibly converge.1). TAYLOR AND LAURENT SERIES Deﬁnition 8. For the convergence of our Laurent series. Suppose f is a function which is holomorphic in A = {z ∈ C : R1 < z − z0  < R2 }.
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 . Remark.
k∈Z ck 1 z
92 (z − z0 )k . 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
. A Laurent2 series centered at z0 is a double series of the form Example 8.ac.CHAPTER 8. and let γ1 and γ2 be positively oriented circles centered at 0 with radii r1 and r2 . Theorem 7.
1) gives g(z) = 1 2πi g(w) dw z k + wk+1 g(w) dw z k . which converges uniformly in the variable w ∈ γ2 (by Lemma 7.20 applies: g(w)
γ1 γ1 k≥0
dw = −
k≥0
γ1
g(w)wk dw z −k−1 = −
k≤−1 γ1
g(w) dw z k . TAYLOR AND LAURENT SERIES
93
Figure 8. Hence Proposition 7. which ﬁnally gives g(z) = 1 2πi g(w) dw z k .20 applies:
γ2
g(w) dw = w−z
g(w)
γ2
1 w
k≥0
z w
k
dw =
k≥0 γ2
g(w) dw z k . wk+1
The integral over γ1 is computed in a similar fashion. 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− g(w) dw = − w−z 1 z w z
k w z
=−
1 z
k≥0
w z
k
.1: Proof of Theorem 8.
which converges uniformly in the variable w ∈ γ1 (by Lemma 7.26). wk+1
Putting everything back into (8.26). Again Proposition 7.
.16. 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. wk+1
k∈Z γ
The statement follows now with f (z) = g(z − z0 ) and an easy change of variables.CHAPTER 8.6).
z0 = 1.
.CHAPTER 8. we immediately obtain the following: Corollary 8. z0 = 0 (use the principal branch). For each of the following series.16 using the power series of exp z centered at 0.) 8. This result seems a bit artiﬁcial.17.1: Suppose fn are holomorphic on the region G and converge uniformly to f on G. (a) f (z) = (b) f (z) = (c) f (z) = (d) f (z) =
1 . 4. Prove Lemma 3. what it says is simply the following: if we expand a function (that is holomorphic in some annulus) into a Laurent series. centered at z0 . (2k + 1)! 1 z−3
k
(b)
k≥0
(c)
k≥0
.12). Use the previous exercise and Corollary 8. Prove the following generalization of Theorem 8.
2. ﬁnd a power series for arctan(z). By integrating a series for radius of convergence?
1 1+z 2
term by term. 1+z 2 1 ez +1 . Prove the minimummodulus theorem (Corollary 8. Then f is holomorphic in G. 5.7 to prove the following: Suppose fn are holomorphic on the region G and converge uniformly to f on G.
√
1 + z.
Exercises
1. the coeﬃcients of the corresponding Laurent series are uniquely determined. determine where the series converges absolutely/uniformly: (a)
k≥2
k(k − 1) z k−2 . Find the power series centered at 1 for exp z. Do not ﬁnd the general form for the coeﬃcients. z0 = i.
2 ez . What is its
6. there is only one possible outcome. 1 z 2k+1 .
7. TAYLOR AND LAURENT SERIES
94
We ﬁnish this chapter with a consequence of the above theorem: because the coeﬃcients of a Laurent series are given by integrals. 9. the kth derivatives (k) fn converge (pointwise) to f (k) . For a given function in a given region of convergence. Find the terms through third order and the radius of convergence of the power series for each following functions. z0 = 0. Then for any k ∈ N. (This result is called the Weierstraß convergence theorem. What functions are represented by the series in the previous exercise? 3.
) 12.
24. Find the zeros of the following. and determine their multiplicities: (a) (1 + z 2 )4 . Prove: If f is entire and Im(f ) is constant on the unit disc {z ∈ C : z ≤ 1} then f is constant. where k is any integer. 23. TAYLOR AND LAURENT SERIES
95
10. Show that =
1 k≥0 (z−1)k
for z − 1 > 1. if z = 0. 20. (a) Find the power series representation for eaz centered at 0. Find a Laurent series for converges. 13.
centered at z = −1 and specify the region in which it converges.
1 (c) f (z) = cos(z) − 1 + 2 sin2 (z).
(b) f (z) = sin(z) − tan(z). f (z0 ) = 0. What is the radius of convergence? 17. using the minimummodulus theorem (Corollary 8.6 to show that a polynomial does not achieve its minimum modulus on a large circle. Find the maximum and minimum of f (z) on the unit disc {z ∈ C : z ≤ 1}. Find the multiplicities of the zeros: (a) f (z) = ez − 1.
(c) Find the power series expansion for ez cos(z) centered at 0. Give another proof of the fundamental theorem of algebra (Theorem 5.
cos z−1 z2 1 −2 cos z z2
centered at z = 0. Suppose that f is holomorphic.12). z0 = 2kπi. (b) Show that ez cos(z) =
z−1 z−2 1 2
e(1+i)z + e(1−i)z . Show that f has a zero of multiplicity 1 at z0 . then use the minimummodulus theorem to deduce that the polynomial has a zero.
19. Find the Laurent series for sec z centered at the origin. Find the ﬁrst ﬁve terms in the Laurent series for
centered at z = 0. z0 = 0. if z = 0
21. where a is any constant. 11. Find a Laurent series for 14. (Hint: Use Lemma 5.
. (a) Find the Laurent series for (b) Prove that f (z) = is entire. 18. where f (z) = z 2 − 2. and f ′ (z0 ) = 0.CHAPTER 8. Find the ﬁrst 4 nonzero terms in the power series expansion of tan z centered at the origin. 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. 22.
16.
1 sin z
15.7). z0 = 0.
1 < z < 2. and suppose f (a) = 0. respectively. Find the three Laurent series of f (z) = (1−z)(z+2) .
k≥0
(b) (c)
k≥0
ck z k+5 . g is holomorphic.
96
1 25. 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. 3k ck z k . Hint: Use Theorem 8. ′ (z) 1 Show that a = 2πi γ zf(z) dz. (a) Why can you write f (z) = (z − a)m g(z) where m > 0. k2 ck z k . Suppose that f (z) has exactly one zero. and that it has multiplicity 1. (Hint: Ratio test) k
. (d) z 3 cos z. 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. Suppose f is holomorphic and not identically zero on an open disk D centered at a. inside the circle γ. TAYLOR AND LAURENT SERIES (b) sin2 z. What can you say about the radius of convergence of 29. and 2 < z.16. but which are deﬁned on the three domains z < 1.
26.
k≥0
(d) (e)
k≥0
c2 z k . f 27. Show that f (z) = r m eimθ eiα G(z). Suppose cn  ≥ 2n for all n. What is the radius of convergence of
ck z 2k . and g(a) = 0?
(b) Write g(a) in polar form as g(a) = c eiα and deﬁne G(z) = e−iα g(z). Follow the following outline to show that Re f (z) > 0 for some z in D. (e) Find a value of θ so that f (z) has positive real part. at a.CHAPTER 8. centered at 0. 28. (c) 1 + ez .
The function
sin z z
has a removable singularity at 0. Example 9. If f is holomorphic in the punctured disk {z ∈ C : 0 < z − z0  < R} for some R > 0 but not at z = z0 then z0 is an isolated singularity of f .1.2. Edward Witten
9. z14 . as lim 1 = ∞. but it did not bother Newton—the moon is far enough. Example 9. z4 97
z→0
.3. (b) a pole if lim f (z) = ∞.1
Classiﬁcation of Singularities
What is the diﬀerence between the functions sin z .Chapter 9
Isolated Singularities and the Residue Theorem
1/r2 has a nasty singularity at r = 0. and exp 1 ? All of them are not deﬁned at z z 0. The function
1 z4
has a pole at 0. For complex functions there are three types of singularities. (2k + 1)!
1 sin z = 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). but the singularities are of a very diﬀerent nature. Deﬁnition 9.
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 . The singularity z0 is called (a) removable if there is a function g holomorphic in {z ∈ C : z − z0  < R} such that f = g in {z ∈ C : 0 < z − z0  < R}. which are classiﬁed as follows.
Proof. where h is holomorphic and not zero at z0 . Hence limz→0 exp z = ∞. 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 . lim z→z0 f (z)
. and it is also diﬀerentiable at z0 . and g is holomorphic on DR (z0 ). This is very similar to the game we played with zeros in Chapter 8: f has a zero of order (or multiplicity) m at z0 if we can write f (z) = (z − z0 )m h(z). that is. exp z approaches 0 as z approaches 0 from the 1 negative real axis. The function exp z does not have a removable singularity (consider.5. Then (a) z0 is removable if and only if lim (z − z0 ) f (z) = 0. 1 1 limx→0+ exp x = ∞). Then deﬁne
Conversely. and this series deﬁnes an holomorphic function in DR (z0 ).CHAPTER 9. and 1 = 0. since we can calculate g′ (z0 ) = lim (z − z0 )2 f (z) g(z) − g(z0 ) = lim = lim (z − z0 )f (z) = 0 z→z0 z→z0 z − z0 z − z0
z→z0
So g is holomorphic in DR (z0 ) with g(z0 ) = 0 and g′ (z0 ) = 0. 0 if z = z0 . Proposition 9. We will see in the proof that “near h(z) the pole z0 ” we can write f (z) as (z−z0 )n for some function h which is holomorphic (and not zero) at z0 . suppose that lim (z − z0 ) f (z) = 0. On the other hand.4. (b) Suppose that z0 is a pole of f . so it has a power series expansion g(z) = k≥0 ck (z − z0 )k with c0 = c1 = 0.
z→z0
(b) if z0 is a pole then lim (z − z0 )n+1 f (z) = 0 for some positive integer n. z
To get a feel for the diﬀerent types of singularities. f (z) = k≥0 ck+2 (z − z0 )k .
z→z0
Remark. for example. Suppose z0 is a isolated singularity of f . The smallest possible n in (b) is the order of the pole. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM
98
1 Example 9.
Clearly g is holomorphic for z = z0 . the open disk with radius R centered at z0 such that f = g for z = z0 . exp 1 has an essential singularity at 0. Hence we can factor (z − z0 )2 from the series. so g(z) = (z − z0 )2
k≥0
ck+2 (z − z0 )k = (z − z0 )2 f (z). we start with the following results.
z→z0 z→z0 z→z0
ˆ DR (z0 ) = DR (z0 ) \ {z0 }. and f is holomorphic on the punctured disk
z→z0
g(z) =
(z − z0 )2 f (z) if z = z0 . (a) Suppose z0 is removable. for z = z0 .
Hence. Then there is some R > 0 so that f (z) > 1 in the punctured ˆ disk DR (z0 ). We will make use of the notions of zeros and poles of certain orders quite extensively in this chapter.
) Hence
z→z0
z − z0 = 0. 2.html.dcs. If z0 is an essential singularity of f and D = {z ∈ C : 0 < z − z0  < R} for some R > 0. z − z0
. since h is continuous at z0 .
z→z0
lim (z − z0 )n+1 f (z) = lim (z − z0 )h(z) = h(z0 ) lim (z − z0 ) = 0 .uk/∼history/Biographies/Casorati. g(z) = (z − z0 )n φ(z) where φ is holomorphic in DR (z0 ) and φ(z0 ) = 0. that is.dcs. 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. and which implies the CasoratiWeierstraß theorem. see http://wwwgroups.
z→z0 z→z0
The reader might have noticed that the previous proposition did not include any result on essential singularities. To appreciate the following result. 1. Suppose (by way of contradiction) that there is a w ∈ C and an ǫ > 0 such that for all z in the punctured disc D (centered at z0 )
1 (f (z)−w)
w − f (z) ≥ ǫ .stand. Hence h = φ is an holomorphic function in DR (z0 ) and f (z) = 1 1 h(z) = = .
For more information about Felice Casorati (1835–1890). if we deﬁne g(z) by g(z) =
1 f (z)
99
0
if z = z0 . There is a much stronger theorem. and so
z→z0
Then the function g(z) =
z→z0
lim (z − z0 )g(z) = lim
(The previous proposition tells us that g has a removable singularity at z0 . see http://wwwgroups.stand. then any w ∈ C is arbitrarily close to a point in f (D). Remarks. Not only does the next theorem make up for this but it also nicely illustrates the strangeness of essential singularities. which is beyond the scope of this book. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM So. for any w ∈ C and any ǫ > 0 there exists z ∈ D such that w − f (z) < ǫ. which is a contradiction.html.CHAPTER 9. In the language of topology.uk/∼history/Biographies/Picard Emile.
then g is holomorphic in DR (z0 ) (as in part (a)). By the classiﬁcation of zeros. we suggest meditating about its statement for a couple of minutes over a good cup of coﬀee. n φ(z) g(z) (z − z0 ) (z − z0 )n
But then.ac. (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. Theorem 9.
ˆ if z ∈ DR (z0 ).6 (Casorati1 Weierstraß). stays bounded as z → z0 . the CasoratiWeierstraß theorem says that the image of any punctured disc centered at an essential singularity is dense in C.
1
f (z) − w = ∞. f (z) − w
lim
But this implies that f has a pole or a removable singularity at z0 .ac. In fact. 2 For more information about Picard. φ(z) = 0 for all z in DR (z0 ) since g(z) = 0 1 ˆ for z ∈ DR (z0 ). Try it!) Proof.
5. Then (a) z0 is removable if and only if there are no negative exponents (that is. (z − z0 )n
(c) This follows by deﬁnition: an essential singularity is neither removable nor a pole. the Laurent series is a power series).CHAPTER 9. if the Laurent series of f at z0 has only nonnegative powers. and by Corollary 8. Deﬁne
g(z) =
k≥0
ck−n (z − z0 )k .
z→z0
lim f (z) = lim
z→z0
g(z) = ∞. Then the Laurent series of g in this region is a power series. and g is holomorphic on {z ∈ C : z − z0  < R} such that f = g in {z ∈ C : 0 < z − z0  < R}. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM
100
Deﬁnition 9.
Conversely. Proposition 9. Then by Proposition 9. (a) Suppose z0 is removable. Proof.
. Conversely. 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 . f (z) =
k≥0
k≥0
ck (z − z0 )k . we can use it to deﬁne a function which is holomorphic at z0 . 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). the function (z − z0 )n f (z) has a removable singularity at z0 .
ck (z − z0 )k−n =
k≥−n
ck (z − z0 )k .1 is not always handy. The following classiﬁes singularities according to their Laurent series.7.
Then since g(z0 ) = c−n = 0. By part (a).
where c−n = 0. we can hence expand (z − z0 )n f (z) = that is. (b) Suppose z0 is a pole of order n. (c) z0 is essential if and only if there are inﬁnitely many negative exponents.17 (uniqueness theorem for Laurent series) it has to coincide with the Laurent series of f . (b) z0 is a pole if and only if there are ﬁnitely many negative exponents.
Suppose f is holomorphic in the region G. as pictured in Figure 9. we can use Exercise 15 of Chapter 4.20—we can integrate term by term: f=
γ γ k∈Z
ck (z − z0 )k dz =
ck
k∈Z γ
(z − z0 )k dz . Computing integrals is as easy (or hard!) as computing residues. or alternatively because applying the change of variables w = z−z0 yields the integral −k−2 dw. Because γw all the other terms give a zero integral. simple. and the same holds for k ≤ −2 (because (z − z0 )k has a primitive 1 on C \ {z0 }. one with positive. Now connect the circles with negative orientation with γ. closed. for k = −1. Then—essentially by Proposition 7.16 gives the same identity. which lies in the domain of the Laurent series of f at z0 with domain a punctured disk {z0 < z − z0  < R} for some radius R > 0. denoted by Resz=z0 (f (z)) or Res(f (z). Deﬁnition 9. Finally.
where the sum is taken over all singularities zk inside γ.) Reason enough to give the c−1 coeﬃcient of a Laurent series a special name.
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). smooth. The following theorem generalizes the discussion at the beginning of this section. where −k − 2 ≥ 0). except for isolated singularities.2
Residues
Suppose z0 is an isolated singularity of f . The following two lemmas start the range of tricks one can use when computing residues. and γ is a positively oriented. z = z0 ). Each of these pairs cancel each other when we integrate over them. Proof.CHAPTER 9. Suppose z0 is an isolated singularity of f with Laurent series k∈Z ck (z − z0 )k in a punctured disk about z0 . Then c−1 is the residue of f at z0 . simple. This gives a curve which is contractible in the region of holomorphicity of f .
. Draw two circles around each isolated singularity inside γ. and one with negative orientation.8.9 (Residue Theorem). now all we need to do is described at the beginning of this section. c−1 is the only term of the series which survives: f=
γ k∈Z
ck
γ
(z − z0 )k dz = 2πi c−1 .
(One might also notice that Theorem 8. smooth path around z0 . Gcontractible curve which avoids the singularities of f . closed.1. γ is a positively oriented. Then f = 2πi
γ k
Resz=zk (f (z)) . But this means that we can replace γ by the positively oriented circles. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM
101
9. Theorem 9.
Even more. is the constant term of h or the second term of g.10. in turn. Suppose z0 is a pole of f of order n. call it h. g(z) (z − z0 )h(z) and the function
f h
is holomorphic at z0 . g ′ (z0 )
Proof. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM
102
Figure 9.CHAPTER 9.3) equals g ′ (z0 ). Then f has a pole of order 1 at z0 and g Resz=z0 f (z) g(z) = f (z0 ) . Then Resz=z0 (f (z)) = dn−1 1 lim (z − z0 )n f (z) . note that h(z0 ) = c1 = 0. (n − 1)! z→z0 dz n−1
f (z0 ) h(z0 ) . Suppose f and g are holomorphic in a region containing z0 . and f (z0 ) = 0. the residue of
f h
f g
equals the constant term of
the power series of
(that’s how we get the (−1)st term of
f g ).9. which is a zero of g of multiplicity 1. Hence f (z) f (z) = .
k≥1 k≥1
The series on the right represents an holomorphic function. The functions f and g have power series centered at z0 . Lemma 9. Lemma 9.
But this constant term is computed.1: Proof of Theorem 9.11. which by 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 .
. by Taylor’s formula (Corollary 8.
But h(z0 ).
which—as the reader might have guessed already—can be thought of as siblings.CHAPTER 9. especially with respect to their zeros and poles. we can combine the expressions we got for zeros and poles. . It has some remarkable properties. . .
But then (z − z0 )n f (z) =
k≥−n
ck (z − z0 )k+n
represents a power series. respectively. respectively. We know by Proposition 9. 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) n2 nj g′ (z) n1 + + . . ISOLATED SINGULARITIES AND THE RESIDUE THEOREM Proof. . and we can use Taylor’s formula (Corollary 8. In this section.. Such functions are called meromorphic. nj . Then the logarithmic derivative of their product behaves very nicely: (f g)′ f ′ g + f g′ f ′ g′ = = + . which is one good reason why this quotient is called the logarithmic derivative f of f . . . . . one of which we would like to discuss here. Suppose we have a diﬀerentiable function f . and f has the (ﬁnitely many) zeros z1 . then the logarithmic derivative of f can be expressed as m1 g′ (z) m2 mk f ′ (z) + =− . Let’s say we have two functions f and g holomorphic in some region. . + . We invite the reader to prove that if p1 .
. . Diﬀerentiating Log f (where Log is a branch of the ′ logarithm) gives f . = z − z1 z − z2 z − zj g(z) Something similar happens to the poles of f . . Naturally.7 that the Laurent series at z0 looks like f (z) =
k≥−n
103
ck (z − z0 )k . mk .
9. we will study these functions.3) to compute c−1 . (9.3
Argument Principle and Rouch´’s Theorem e
There are many situations where we want to restrict ourselves to functions which are holomorphic in some region except possibly for poles. . fg fg f g We can apply this fact to the following situation: Suppose that f is holomorphic on the region G. zj of order n1 . .. . . Then we can express f as f (z) = (z − z1 )n1 · · · (z − zj )nj g(z) . pk are all the poles of f in G with order m1 . which is the starting point of the following theorem.1) − − ··· − f (z) z − p1 z − p2 z − pk g(z)
where g is a function without poles in G. where g is also holomorphic in G and never zero.
γ) = Z(f. It allows us to locate the zeros of a function fairly precisely. . . 2πi γ f Proof. simple. γ) . Suppose the zeros of f inside γ are z1 . Note also that there is no general formula for computing roots of a polynomial of degree 5. if necessary.7 (to Cauchy’s g Theorem 4. closed. . .)
. the integral is easy: f′ = n1 f dz + · · · + nj z − z1 dz − m1 z − zj
γ
γ
γ
γ
= 2πi (n1 + · · · + nj − m1 − · · · − mk ) +
′
γ g′
dz − · · · − mk z − p1 . . e Theorem 9.ac. Suppose f and g are holomorphic in a region G. g is holomorphic in G (recall that g is never zero in G). 4 The fundamental theorem of algebra (Theorem 5. γ) the number of zeros of f inside γ—counted according to multiplicity—and by P (f. and γ is e a positively oriented. mk .CHAPTER 9. . we present a famous theorem due to Eugene Rouch´ (1832–1910)3 . . (Although for this p it’s not hard to ﬁnd one root—and therefore all of them. respectively. . γ g As a nice application of the argument principle. . closed. we prove: Example 9. Then Z(f + g. Our discussion before the statement of the theorem yielded that the logarithmic derivative of f can be expressed as n1 nj m1 mk g′ (z) f ′ (z) = + ··· + − − ··· − + .14 is that they all have absolute value < 2. This theorem is of surprising practicality. . .dcs. smooth.
γ
dz + z − pk
γ
g′ g
g
Finally. (You may meditate about the fact why there can only be ﬁnitely many zeros and poles inside γ.14. so that these are the only zeros and poles in G. Gcontractible curve such that for all z ∈ γ. . smooth. As an illustration. f (z) > g(z).13 (Rouch´’s Theorem). . again counted according to order. nj . Gcontractible curve. All the roots of the polynomial p(z) = z 5 + z 4 + z 3 + z 2 + z + 1 have absolute value less than two. Then f′ 1 = Z(f. Suppose f is meromorphic in the region G and γ is a positively oriented. γ) the number of poles of f inside γ. pk with order m1 . we may shrink G.html.7) asserts that p has ﬁve roots in C. Thanks to Exercise 15 of Chapter 4. Denote by Z(f. see e http://wwwgroups.12 (Argument Principle). γ) − P (f. . let f (z) = z 5 and g(z) = z 4 + z 3 + z 2 + z + 1.4 To see this. . and let γ denote
3 For more information about Rouch´.uk/∼history/Biographies/Rouche. zj of multiplicity n1 . . f (z) z − z1 z − zj z − p1 z − pk g(z) where g is a function which is holomorphic in G (in particular.) In fact. which does not pass through any zero or pole of f .stand. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM
104
Theorem 9. γ) . What’s special about the statement of Example 9.6) gives that g′ = 0. simple. and the poles inside γ are p1 . so that Corollary 4. respectively. without poles) and never zero.
But then Log 1 + 1+ on γ. (d) (e)
1 1−ez .1).
4. But f has just a root of order 5 at the origin. Its derivative is
g f g 1+ f
is a well deﬁned holomorphic function
. Suppose f is a nonconstant entire function. Show that if f has an essential singularity at z0 then
also has an essential singularity at z0 . γ) = Z(f.
Exercises
1.18 that 1+
γ g f g +f ′
1 2πi
1
= 0. γ) = 5 . Find the poles of the following.) z
. which means that the function 1 +
g f ′
evaluated on γ stays
away from the nonpositive real axis. Then for z ∈ γ g(z) ≤ z4 + z3 + z2 + z + 1 = 16 + 8 + 4 + 2 + 1 = 31 < 32 = z5 = f (z) .
5. whence Z(p. (c) z −5 sin(z).12) ′ ′ g g f 1+ f 1+ f 1 (f + g)′ 1 1 f′ = = Z(f + g. Suppose that f (z) has a zero of multiplicity m at a. γ) = + g 2πi γ f + g 2πi γ f 1 + g 2πi γ f 1+ f f 1 = Z(f. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM the circle centered at the origin with radius 2.13. which implies by Corollary 5.6 for f 1 . 2. By our analysis in the beginning of this section and by the argument principle (Theorem 9.13. Explain why at a. z 1−ez . γ) + 2πi We are assuming that
g f
1+ 1
γ
g f g +f
′
. 3. Prove that any complex number is arbitrarily close to a number in f (C). use Theorem 9.
g f
< 1 on γ. and determine their orders: (a) (z 2 + 1)−3 (z − 1)−4 . (Hint: If f is not a polynomial. Prove (9.CHAPTER 9. γ) = Z(f + g. Proof of Theorem 9.
105
So g and f satisfy the condition of the Theorem 9. 1 f 1 f (z)
has a pole of order m
(b) z cot(z).
. and choose as γ a circle which is large enough to make the condition of Rouch´’s theorem work.7). and γ is a positively oriented. 8. . using Rouch´’s e Theorem 9. (Hint: If p(z) = an z n + an−1 z n−1 + · · · + a1 z + 1. Suppose f has a simple pole (i.) 9. 1 (z 2 −4)(z−2)
exp z − z in {z ∈ C : z ≤ 1} . Gcontractible curve.e.
. Suppose f is meromorphic in the region G. (a) Find the power series of exp z centered at z = −1.
10. Find the number of zeros of (a) 3 exp z − z in {z ∈ C : z ≤ 1} . which does not pass through any zero or pole of f . (b) Compute
dz γ (z 2 −4)(z−2) .
centered at z = 2 and specify the region in which
where γ is the positively oriented circle centered at 2 of radius 1.
1 3
f′ g = f γ
j m=1
k
g(zm ) −
g(pn ) . .
n=1
(b)
(c) z 4 − 5z + 1 in {z ∈ C : 1 ≤ z ≤ 2} .
12. (a)
γ
cot z dz z 3 cos
γ 3 z
(b) (c)
γ
dz
dz (z + 4)(z 2 + 1) z 2 exp
1 z
(d)
γ
dz
(e)
γ
exp z dz sinh z iz+4 dz (z 2 + 16)2
exp z γ (z+1)34
(f)
γ
11. Evaluate the following integrals for γ(t) = 3 eit . counted according to multiplicity. (b) Find
dz. Prove that Resz=z0 f (z)g(z) = g(z0 ) · Resz=z0 f (z) . simple. a pole of order 1) at z0 and g is holomorphic at z0 . respectively. pk . g is holomorphic in G. positively oriented. . zj and p1 .6 e to g(z). Prove that 1 2πi 7. closed. where γ is the circle z + 2 = 2. (a) Find a Laurent series for it converges. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM
106
6. You might want to ﬁrst apply Lemma 5. Denote the zeros and poles of f inside γ by z1 . . . Give another proof of the fundamental theorem of algebra (Theorem 5.CHAPTER 9. 0 ≤ t ≤ 2π. . let f (z) = an z n and g(z) = an−1 z n−1 + an−2 z n−2 + · · · + a1 z + 1. .13..
9. Evaluate f (z) dz . b < R. Let γ be the circle centered at 0 with radius R. and ΓR be the closed curve composed of γR and the line segment [−R. Suppose f is entire.)
. where γ is the circle z = 2. sin2 z dz . (b) Find Resz=z0 (f ′ ). where γ is the circle z = 1. (e) e4z − 1 . R].
∞ dx −∞ (1+x2 )2
(c) Combine (a) and (b) to evaluate the real integral
. (b) csc(z). and a. +4
14. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM 13. (a) Show that f ′ also has an isolated singularity at z0 . z3 + z dz z 2 sin z
(c)
γ
(d)
γ
. Given R > 0. 16. (a) Compute
dz ΓR (1+z 2 )2
.
15. (c) z 2 + 4z + 5 .CHAPTER 9. b ∈ C with a. z(z 2 + z − 2) ez dz . Suppose f has an isolated singularity at z0 . let γR be the half circle deﬁned by γR (t) = Reit .
17. Find the residue of each function at 0: (a) z −3 cos(z). where γ is the circle z − i = 2. z2 + z
1
107
(d) e1− z . where γ is the circle z + 1 − i = 1. Use residues to evaluate the following: (a)
γ
z4
(b)
γ
dz . (Hint: Show that if f is bounded then the above integral goes to zero as R increases. γ (z − a)(z − b) and use this to give an alternate proof of Liouville’s Theorem 5.
dz γR (1+z 2 )2
(b) Prove that limR→∞
=0. 0 ≤ t ≤ π.
9 to arrive at an identity for 4.  cot(πz) < 2. They are more involved than any of the ones we’ve given so far at the end of each chapter. 1.
5. Repeat the exercise with the function f (z) =
to arrive at an evaluation of
k≥1
(−1)k . which is one reason why we lead the reader through each of the following ones step by step. these sections should really be thought of as a continuation of the lecture notes. this chapter is just a collection of exercises.) (b) Show that limN →∞ γN f = 0. All of the following ‘problems’ are of a discrete mathematical nature.Chapter 10
Discrete Applications of the Residue Theorem
All means (even continuous) sanctify the discrete end. k2
108
.9. 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 . Use the Residue Theorem 9. Compute the residues at all the singularities of f . 3. z2
2. On the other hand. Consider the function f (z) =
and
k≥1
(−1)k k2 . (Use Exercise 30 in Chapter 3.
We hope the
π cot(πz) . and we invite the reader to solve them using continuous methods—namely. Evaluate
1 k≥1 k 2 . It might be that there is no other result which so intimately combines discrete and continuous mathematics as does the Residue Theorem 9. just in a diﬀerent format.
10. (a) Show that for all z ∈ γN . we evaluate—as an example—the sums k≥1 idea how to compute such sums in general will become clear. Doron Zeilberger
On the surface.1
Inﬁnite Sums
1 k2
In this exercise. complex integration. π z 2 sin(πz) 1 k∈Z\{0} k 2 .
stand.
10.dcs. (x + y)n = n . k4
10. fn = fn−1 + fn−2 Let F (z) =
1 2
for n ≥ 2. see http://wwwgroups.uk/∼history/Biographies/Fibonacci. and use the Residue Theorem 9. k 1 − 4x 1 2πi (1 + w)2k dw . y ∈ C and n ∈ N. Find a simple closed curve γ surrounding the origin such that (1 + w)2 x w
k
k≥0
converges uniformly on γ (as a function in w). Evaluate
1 k≥1 k 4
109
and
k≥1
(−1)k .
k≥0 fn z
n. Convince yourself that 2k k 1 x = k 2πi (1 + w)2k k dw x .html.
n k n−k The binomial theorem says that for x. as the binomial k theorem1 tells us that n is the coeﬃcient of z k in (1 + z)n .3
Fibonacci Numbers
The Fibonacci2 numbers are a sequence of integers deﬁned recursively as: f0 = 1. k=0 k x y For more information about Leonardo Pisano Fibonacci (1170–1250). 2. wk+1
1. Convince yourself that 2k k =
γ
where γ is any simple closed curve such that 0 is inside γ.) 6. Evaluate this sum.9 to evaluate the integral. to interchange summation and integral. you may use the fact that 1/ sin2 z = 1 + cot2 z. 3.CHAPTER 10. DISCRETE APPLICATIONS OF THE RESIDUE THEOREM (Hint: To bound this function. we outline a proof of k the identity (for −1/4 < x < 1/4)
k≥0
2k k 1 x =√ .2
Binomial Coeﬃcients
The binomial coeﬃcient n is a natural candidate for being explored analytically.ac. f1 = 1.
. As an example. Suppose x < 1/4. wk w
k≥0
k≥0 γ
use 2.
and t is a positive integer.html. f (z) = a ) (1 − z b ) z t+1 (1 − z 1. the “part after the decimal point. n) ∈ Z : m. 4 this means that the integers don’t have any common factor 5 The fractional part of a real number x is.
10. Consider the function 1 . Verify that Resz=0 (f ) = N (t).
110
1 2. N (t) = # {(m.)
5.) 4. DISCRETE APPLICATIONS OF THE RESIDUE THEOREM 1. The fractional part is then {x} = x − ⌊x⌋.ac.CHAPTER 10. ma + nb = t} . n) ∈ Z : m.)
3. 3. (Hint: Write down the power series of zF (z) and z 2 F (z) and rearrange both so that you can easily add. {x} denotes the fractional part5 of x. where N (t) = # {(m. see http://wwwgroups.
1 4. 2. the greatest integer function of x. Use the following three steps to simplify this identity to N (t) = t − ab b−1 t a − a−1 t b + 1.dcs.uk/∼history/Biographies/Frobenius. Use the Residue Theorem 9. loosely speaking. Show that F has a positive radius of convergence. and a−1 a ≡ 1 (mod b)6 . we will solve and extend a classical problem of Ferdinand Georg Frobenius (1849– 1917)3 .9 to derive an identity for fn . Use the Residue Theorem 9. ma + n = t} = # {m ∈ Z : m ≥ 0. Suppose a and b are relatively prime4 positive integers. Compute the residues at all nonzero poles of f . is the greatest integer not exceeding x.
t ∩Z a
=
t − a
t a
+ 1. (Hint: Integrate z n+1 (1−z−z 2 ) around a circle with center 0 and radius R. n ≥ 0. (a) Verify that for b = 1. denoted by ⌊x⌋. (Hint: Integrate f around a circle with center 0 and radius R. Verify that Resz=0
1 z n+1 (1−z−z 2 )
= fn . and show that this integral vanishes as R → ∞.stand.9 to derive an identity for N (t). and b−1 b ≡ 1 (mod a). n ≥ 0.” More thoroughly.
Here. ma ≤ t} =#
3
0.
.4
The ‘CoinExchange Problem’
In this exercise. and show that this integral vanishes as R → ∞.
For more information about Frobenius. Generalize to other recurrence relations. Show that the recurrence relation among the fn implies that F (z) = 1−z−z 2 . 6 This means that a−1 is an integer such that a−1 a = 1 + kb for some k ∈ Z.
Given two positive. and N (t) > 0 for all t > ab − a − b. Hint: use the periodicity of the cotangent and the fact that cot z =
7
1 1 − z + higherorder terms . Given relatively prime positive integers a1 .stand. an . . an ). an ). . there is no known closed formula for g(a1 . N ((k + 1)ab − a − b) = k.
In the late 19th century.
5. relatively prime integers a and b. . . prove that. The notion of an integer being representable k times and the respective formula obtained in 6. when James Joseph Sylvester (1814–1897)7 studied the Frobenius problem) that g(a1 .
10. We veriﬁed this result in 5. see http://wwwgroups. to obtain 1 a (c) Verify that
a−1 k=1 a−1 k=1
111
1 (1 − 1 e2πik/a )e2πikt/a
=−
t a
+
1 1 − . Choose an ǫ > 0 such that the rectangular path γR from 1 − ǫ − iR to 1 − ǫ + iR to −ǫ + iR to −ǫ − iR back to 1 − ǫ − iR does not pass through any of the poles of f . . . . if k is a nonnegative integer. It is well known (probably at least since the 1880’s. Historical remark. DISCRETE APPLICATIONS OF THE RESIDUE THEOREM (b) Use this together with the identity found in 3.ac. . mn such that
n
t=
j=1
m j aj . can only be found in the most recent literature. .dcs. (a) Compute the residues for the poles of f inside γR . The formula in 4. For n > 2.5
Dedekind sums
This exercise outlines yet another nontraditional application of the Residue Theorem 9. . . 6. a2 ) = a1 a2 − a1 − a2 . . Frobenius raised the problem of ﬁnding the largest integer which is not representable. . let’s call an integer t representable if there exist nonnegative integers m1 . z 3
For more information about Sylvester. 1.9. let f (z) = cot(πaz) cot(πbz) cot(πz) .html. .uk/∼history/Biographies/Sylvester. . 2 2a
a−1
(1 −
e2πikb/a )e2πikt/a
=
k=1
1 (1 −
−1 e2πik/a )e2πikb t/a
. and N (t) > k for all t > (k + 1)ab − a − b. is due to Popoviciu.CHAPTER 10. We call this largest integer the Frobenius number g(a1 . More generally. .
. Prove that N (ab − a − b) = 0.
uk/∼history/Biographies/Rademacher. see http://wwwgroups.2) is the most important and famous identity of the Dedekind sum.dcs.
8
. 9 For more information about Rademacher. and discrete geometry. b) = 4b
b−1
cot
k=1
πka b
cot
πk b
. It ﬁrst appeared in the study of the Dedekind ηfunction η(z) = exp πiz (1 − exp(2πikz)) 12
k≥1
1 b a + + b ab a
.1) is called a Dedekind8 sum.
For more information about Julius Wilhelm Richard Dedekind (1831–1916).2)
in the 1870’s and has since intrigued mathematicians from such diﬀerent areas as topology.dcs.stand. The proof that is outlined here is due to Hans Rademacher (1892–1969)9 .2)? Historical remark.1) and (10.html.1)
Use the Residue Theorem 9.ac.
(10. number theory. b) + s(b. Can you generalize (10. a) = − + 4 12 3.uk/∼history/Biographies/Dedekind.
(10. Deﬁne 1 s(a.html. The sum (10.
2. DISCRETE APPLICATIONS OF THE RESIDUE THEOREM (b) Prove that limR→∞
γR
112
f = −2i and deduce that for any R > 0
γR
f = −2i . see http://wwwgroups.stand. The reciprocity law (10.CHAPTER 10.ac.9 to show that 1 1 s(a.
−i if n = 3 + 4k. k ∈ Z. . . k = 0. −1 if n = 2 + 4k. nowhere holomorphic (i) diﬀerentiable at i with derivative i. nowhere holomorphic (j) diﬀerentiable on {x + iy ∈ C : x = y} with derivative 2x − 2ix. . . k ∈ Z. 5 − 10i √ √ 3 i (c) 10 . (a) diﬀerentiable and holomorphic in C with derivative −e−x e−iy (b) nowhere diﬀerentiable or holomorphic (c) diﬀerentiable on {x + iy ∈ C : x = y} with derivative 2x. k ∈ Z. (a) z = ei 3 k . k ∈ Z. 1 1( 2 − 1) + 11 ( 2 + 9) 11 (d) 8. (a) 0 (b) 1 + i 12. (a) 2ei 2 √ iπ (b) 2e 4 √ 5π (c) 2 3ei 6 5. nowhere holomorphic (l) diﬀerentiable and holomorphic in C with derivative 2(z − z) 113
. √ 3. (b) 25 − 25 i (c) 1 (d) 1 if n = 4k. 8i π 4. 1. (a) 5. 2. nowhere holomorphic (h) diﬀerentiable at 0 with derivative 0. (a) −1 + i (b) 34i (c) −1 π 10. 5 π π (b) z = 2ei 4 + 2 k . z = ei 4 − 1 and z = ei
π 5π 4
−1
Chapter 2 2. i if n = 1 + 4k. nowhere holomorphic (k) diﬀerentiable at 0 with derivative 0. 3 13. nowhere holomorphic (d) nowhere diﬀerentiable or holomorphic (e) diﬀerentiable and holomorphic in C with derivative − sin x cosh y − i cos x sinh y (f) nowhere diﬀerentiable or holomorphic (g) diﬀerentiable at 0 with derivative 0. k = 0. 1. −2 − i √ (b) 5 5.Solutions to Selected Exercises
Chapter 1 19 8 2.
(a) 0 (b) 2πi (c) 0 (d) πi (e) 0 (f) 0 7. C \ (−∞. ei 3 . Chapter 7 2. 2πi for r > a 31 0 for r = 1. 0 for r = 5 3 Chapter 5 3. k ∈ Z 2 (f) z = πki.e. − πi for r = 3. (c) z = ln π + i π + 2πk . k ∈ Z 2 (e) z = π + πk. y = 0} (f) diﬀerentiable and holomorphic in C (i. for example. k ∈ Z 2 (d) z = π + 2πk ± 4i. entire) 38. (a) z = i (b) There is no solution. −2πi 4. k ∈ Z (h) z = 2i 41. 0 2π 23. (a) diﬀerentiable at 0. (a) 8πi (b) 0 (c) 0 (d) 0 21. k ∈ Z (g) z = πk.SOLUTIONS TO SELECTED EXERCISES Chapter 3 37. √3 30 0 for r < a. Any simply connected set which does not contain the origin. e−i 3 (c) diﬀerentiable and holomorphic on C \ {x + iy ∈ C : x ≥ −1. 0]. (a) divergent (b) convergent (limit 0) (c) divergent i (d) convergent (limit 2 − 2 ) (e) convergent (limit 0)
114
. f ′ (z) = c z c−1 Chapter 4 3. nowhere holomorphic π π (b) diﬀerentiable and holomorphic on C \ −1. y = 2} (d) nowhere diﬀerentiable or holomorphic (e) diﬀerentiable and holomorphic on C \ {x + iy ∈ C : x ≤ 3.
. converging for z − 1 > 2. One Laurent series is 14. 20. (a) k≥0 e1 (z + 1)k k! (b) e2πi 33! 16. One Laurent series is k≥0 (−2)k (z − 1)−k−2 . sin z = z −1 + 6 z + 360 z 3 + . and the minimum is 1 (attained at z = ±1). 13. (c) π 2
(−1)k k≥−2 4k+3 (z
− 2)k . (a) One Laurent series is (b) − πi 8 10. (a) k≥0 Chapter 9 7. (a) k≥0 (−4)k z k 1 (b) k≥0 3·6k z k 27.SOLUTIONS TO SELECTED EXERCISES 24. k≥0 k! (z − 1) 10. {z ∈ C : z ≤ r} for any r < 1 (b) C. (a) ∞ if a < 1. The maximum is 3 (attained at z = ±i). (a) 2πi (b) 27πi 4 (c) − 2πi 7 1 (d) πi 3 (e) 2πi (f) 0 11.
z 2k−2
9.
. . 1 if a = 1. (a) {z ∈ C : z < 1}. {z ∈ C : r ≤ z − 3 ≤ R} for any 1 < r ≤ R e k 3. (b) 1 (c) 1 (careful reasoning!) (d) 1 (careful reasoning!) Chapter 8 1. (a) (b) 30. converging for 0 < z − 2 < 4. k k k≥0 (−1) (z − 1) (−1)k−1 (z − 1)k k≥1 k
115
− 2 > 2. converging for z k≥0 (−2) (z − 2) −3(z + 1)−1 + 1. One Laurent series is 1 7 1 15. converging for z = −1. and 0 if a > 1. (a) 0 (b) 1 (c) 4
(−1)k (2k)! k −k−3 . {z ∈ C : z ≤ r} for any r (c) {z ∈ C : z − 3 > 1}. 12.