<
G^
AN INTRODUCTION TO THE
THEORY OF FUNCTIONS
OF A
COMPLEX VARIABLE
AN
INTRODUCTION TO THE
THEORY OF FUNCTIONS
OF A
COMPLEX VARIABLE
BY
COPSON
E. T.
M.A. (OXON.), D.Sc. (EDIN.)
Professor of Mathematics at University
College, Dundee, in the University of
St.
Andrews
OXFORD
AT THE CLARENDON PRESS
1935
OXFORD
UNIVERSITY PRESS
AMEN HOUSE, E.C. 4
London Edinburgh Glasgow
New York Toronto Melbourne
Capetown Bombay Calcutta
Madras Shanghai
HUMPHREY MIIPORD
PUBLISHER TO THE
UNIVERSITY
FEINTED IN GREAT BEITAIN
PREFACE
This book
is
based on courses of lectures given to undergraduates
in the Universities of
Edinburgh and St. Andrews, and is intended to provide an easy introduction to the methods of the
theory of functions of a complex variable. The reader is assumed
to have a knowledge of the elements of the theory of functions
of a real variable, such as is contained, for example, in Hardy's
Course of Pure Mathematics an acquaintance with the easier
parts of Bromwich's Infinite Series would prove advantageous,
but is not essential.
;
The first six chapters contain an exposition, based on Cauchy's
Theorem, of the properties of onevalued differentiable functions
of a complex variable. In the rest of the book the problem of
conformal representation, the elements of the theory of integral
functions and the behaviour of some of the special functions of
by the methods developed in the earlier
The book concludes with the classical proof of Picard's
analysis are discussed
part.
Theorem.
No attempt has been made to give the book an encyclopaedic character. My object has been to interest the reader
and to encourage him to study further some of the more
advanced parts of the subject suggestions for further reading
have been made at the end of each chapter.
I am especially indebted to Mr. W. L. Ferrar, who read the
manuscript of the whole book in its original and revised forms,
and suggested many improvements. My grateful thanks are
also due to Professor E. T. Whittaker, F.R.S., for his kindly
;
criticism during the early stages of the preparation of this
and for his constant encouragement.
work
have to thank Dr. H. S. Ruse and Professor J. M.
Whittaker for their careful reading of the proof sheets and many
Finally, I
valuable suggestions.
E. T. C.
GREENWICH,
July 1935
CONTENTS
I.
COMPLEX NUMBERS
....
III.
THE CONVERGENCE OP INFINITE SERIES
FUNCTIONS OF A COMPLEX VARIABLE
IV.
CAUCHY'S THEOREM
II.
V.
VI.
VII.
VIII.
IX.
X.
XI.
XII.
XIII.
13
32
....
....
....
....
....
52
UNIFORM CONVERGENCE
THE CALCULUS OF RESIDUES
117
INTEGRAL FUNCTIONS
158
CONFORMAL REPRESENTATION
THE GAMMA FUNCTION
92
180
205
THE HYPERGEOMETRIC FUNCTIONS
LEGENDRE FUNCTIONS
233
BESSEL FUNCTIONS
313
THE ELLIPTIC FUNCTIONS OF WEIERSTRASS
XIV. JACOBI'S ELLIPTIC FUNCTIONS
......
......
MODULAR
THEOREM
INDEX
XV. ELLIPTIC
FUNCTIONS
AND
272
345
380
PICARD'S
421
444
CHAPTER
COMPLEX NUMBERS
The introduction
of complex numbers into algebra
In arithmetic, we understand by a real number a magnitude
which can be expressed as a decimal fraction. If the decimal
1.1.
terminates or recurs, the real number is said to be rational, since
then the ratio of two whole numbers. But if the decimal
does not terminate or recur, the number is not the ratio of two
it is
whole numbers and is said to be irrational. We shall assume
that the reader is acquainted with Dedekind's method of founding the theory of rational and irrational numbers on a sound
logical basis.f
Elementary algebra is concerned with the application of the
operations of arithmetic to symbols representing real numbers.
The result of any sequence of such operations is always a real
number.
difficulty,
tions.
If a,
ax2 +2bx{c
roots
which
when
=
b2
however, soon arises in the theory of equac are real numbers, the quadratic equation
has two distinct roots if b 2
ca and two equal
and
6,
= ca.
>
But
if b 2
< ca,
there
is
no
real
number x
the equation, since the square of every real
number is positive. It is customary to introduce a new symbol
V( 1), whose square is defined to be 1, and then to show
that the equation is formally satisfied by taking
satisfies
ax
when
b2
< ca.
bJ(acb2 )*J(l),
When this new symbol has been added to the algebra of real
numbers, every quadratic equation is formally satisfied by two
expressions of the form a+^( 1), where a and are real
numbers. Such expressions are called complex numbers.
If we suppose that the symbol
<J( 1) obeys all the laws of
is 1, we can develop a consistent
algebra of complex numbers which includes the algebra of real
numbers as a particular case and which also possesses a character of completeness which is lacking in the simpler theory. This
algebra, save that its square
t See, for example, Chapter I of Hardy's Pure Mathematics (1921).
4111
_.
COMPLEX NUMBERS
well illustrated by the theorem which states
completeness
of degree n has precisely n roots a result
equation
that every
of complex numbers but is false in
algebra
which is true in the
is
the algebra of real numbers.
The present book is concerned essentially with the application
of the methods of the differential and integral calculus to complex numbers.
An algebra of ordered
1.2.
Before
we proceed
pairs of real
numbers
to elaborate the algebra of complex
num
very desirable that we should provide a definition of
bers, it is
such numbers which depends only on real numbers, instead
of the formal introduction of the symbol A/( 1) of elementary
Such a
algebra.
definition is suggested
by the
following geo
metrical considerations.
In the analytical geometry of the Euclidean plane, the equaay define a transformation of any conax, y'
tionsf x'
figuration of points into a
new
configuration which
is
obtained
by a very simple geometrical construction. When a is positive,
the transformation magnifies all distances from the origin in the
whilst when a is negative, there is a magnification in
ratio a
:
1,
the ratio
a:
together with a rotation about the origin
through two right angles.
If
we
(x',y')
write the equations of transformation in the form
(x,y)a, we see that a real number is the symbol of
a certain geometrical transformation.
These transformations are, however, merely particular cases
bx+ay,
ax by, y'
of the more general transformation x'
transformation
This
a
and
6.
parameters
real
depending on two
2
magnifies all distances from the origin in the ratio <](a +b?) 1
1
and rotates all rays from the origin through an angle tan (&/)
The two equations defining the transformation may be com
bined by writingj
(*,*)
t
J
(*,v)(_l
*);
The axes of coordinates are supposed to be at right angles.
The notation is that of the algebra of matrices. The reader
against confusing the matrix
("'
matrix has no numerical value, but
is
*) with the determinant
is
_'
merely an array of numbers.
warned
J.
COMPLEX NUMBERS
here the multipliers for x' occur in the first column of the
tworowed symbol, those for y' in the second. We shall now construct an algebra of these tworowed symbols and
shall show
that this provides the desired definition of a complex
number.
In the first place, we say that two symbols are equal if the
corresponding transformations are the same; thus
b\/
a,
\b,
a)
a',
b'\
\b',
aj
holds if and only if a
a' and b
b'.
Secondly,
the sum of the two symbols by the equation
a,
From
b\
a',
aj^\b',
\b,
b'\(
aj
the definition of addition
a',
\b',
we
accordingly
\b,
bb'\ __
a',
\b',
a,
aa'j~[b,
b\
a)'
by
define subtraction
aj
a+a'f
follows that
it
aa',
define
b+b'\
\b~b',
a')^\~b+b',
b\l
a,
b'\
a+a',
we
b'\(
aj
aa',
\b+b',
bb'\
aaj'
The definition of the product of two symbols is not quite so
obvious, but it is suggested by analogy with the simpler case
in which the transformation (x', y')
(x, y) ah is the result of
applying successively the two transformations (x', y')
(x",y")b
and (x", y")
(x, y) a. Accordingly, we define the product
of the
Symb0lS
I
a,
\b,
b\
a',
b'\
\b',
aj
a)'
to be the symbol of the transformation obtained
successively the transformations
w.m = (_"'; ^:).
<*,,)
by applying
<*,,)(_
).
'
It follows thatf
/
a,
\b,
b\l
a',
a]\b',
b'\l
aj
aa'bb',
\ab'a'b,
ab'+a'b\
aa'bbj'
t It should be observed that the rule for multiplication is the same as that
for multiplying two determinants ; elements of a row of the first
multiplied
by the corresponding elements
of
a column
symbol are
in the second symbol.
COMPLEX NUMBERS
L'
The symbol
Qj
in this
called the zero symbol, for it plays the part of zero
product
algebra, since the difference of two equal symbols or the
is
of
any symbol and the zero symbol
Similarly
we
call
/j
q\
ij'
is
always the zero symbol.
which corresponds to the identical transformation
{x',y')
(x,y),
multiplicathe unit symbol, since every symbol is unaltered by
symbol.
tion by the unit
Finally, given any nonzero symbol
we can deduce from
namely
3
the law of multiplication a unique symbol,
a/ (a2 +ft 2 );
\6/(a
+6
2
),
_&/( a2 +6 2)\
a/(a2 +& 2 )/'
whose product with the given symbol is the unit symbol. The
second symbol is said to be the reciprocal of the first. We now
by
define division by a nonzero symbol to be multiplication
its reciprocal.
Having defined the operations of addition and multiplication,
together with the inverse operations of subtraction and division,
we must next consider whether these operations obey the commutative, associative, and distributive laws of algebra.f The
reader will easily verify that this is the case by showing that,
ifA,B,C denote any three of these tworowed symbols, then
A+B = B+A,
/
AB = BA,
=
A+(B+C),
(A+B)+C
(AB)C = A(BC),
A(B+C) = AB+AC.
Moreover,
if
^^s.
**
AB is identical with the zero symbol,
Algebra, 1 (1910), 224.
f See G. Chrystal,
so also
is
at
COMPLEX NUMBERS
least
one of
and B.
this algebra of
It follows, therefore, that operations in
tworowed symbols are carried out in precisely
the same manner as in ordinary algebra.
In particular, the algebra of symbols of the form
'
is
\0, a)
numbers a. Even though the
tworowed symbols of this type are logically distinct from the
real numbers, no useful purpose is served by keeping a special
notation for them. With this convention, we may write
identical with that of the real
a,
b\
\~b,
a)
a\ib,
where
We
easily see,
by means of the
rule for multiplication, that
jty
o,
jr.*
has all the properties formally assigned to
*J(1) in elementary algebra.
We now define a complex number to be a tworowed symbol
in other words,
of the form
or a{ib, which obeys the laws of combina
'
tion prescribed above.
It follows that
we can perform
all the
operations of algebra with complex numbers in exactly the same
way as with real numbers, provided that we treat the symbol i as
a number and replace
1.3.
its
square by
The modulus and argument
whenever
of a
it
occurs.
complex number
The geometrical transformation
(x',y')
associated with the complex
(x
41:
number
tances from the origin in the ratio
all
)
a\ib
magnifies
\*J{a?\b
%
)
rays from the origin through a certain angle
1,
a.
all dis
and rotates
The magni
f It will be recalled that a similar point arises in connexion with Dedekind's
theory of the real numbers, where the real rational number x (defined by a
Dedekind section of the rational numbers) is logically distinct from the corresponding rational number. See Hardy, Pure Mathematics (1921), 14.
COMPLEX NUMBERS
fication factor +*J(a
+b 2
is
called the
modulus of the complex
number a\ib and is denoted by \a\ib\.
The number a which is determined by the two equations
a=
\a\ib\
b=
cos a,
a+i6sina,
called the argument^ of a+ib, and is written arg(a+i&). If
the modulus of a complex number a\ib is not zero, its argument has an infinite number of values; for if a is a value of
is
a+2w7r, n being any integer. The principal
value of arg(a+#>) is defined to be that which satisfies the
arg(a+i&), so also
is
_w <
inequality
aig{a+ib)
ff .
If, however, a+i6 is zero, then a and b are both zero, and
the equations to determine a are satisfied identically; the argument of the complex number is thus indeterminate.
Let us now suppose that the complex number A\iB is the
product of a \ ib and a'jib'. Since the geometrical transforma
tion corresponding to
A+iB
is
the result of applying succes
sively the transformations corresponding to a\ib
it
and
a'\ib',
follows at once that
\A+iB\
and
\a+ib\.\a'+ib'\,
also that a value of &Tg(A\iB)
is
values of the arguments of a+ ib and
the
sum
of the principal
a'\ib'.
and imaginary parts of a complex number
It is convenient to denote a complex number x\ iy by a single
letter, z say. If z = xjiy, where x and y are real, we call x and
1 .31
The
real
y the real and imaginary parts of z, and frequently write
x
It
is
= Imz.
easily seen that
From
1.2, it
if
= Rlz,
\z\
< Rlz <
\z\,
\z\
< Imz <
\z\.
the definition of the equality of two of the symbols of
follows that
and only
if
for addition,
Rl(z+z')
Rlz
we
z and z' are equal
Again, from the rule
two complex numbers
= Rlz', Imz = Imz'.
see that
= Rlz + Rlz',
Im(z+z')
= Imz + Imz'.
f Alternatively, the amplitude of a{ib.
COMPLEX NUMBERS
Conjugate complex numbers
1.32.
= x\iy, where x and y are real, the number x iy is said
If z
to be conjugate to z
conjugate to z
z1
+z 2 and
and
is
is z itself.
z x z 2 are
denoted by z. Obviously, the number
Moreover, the numbers conjugate to
evidently z x \z 2 and z x z 2 respectively.
The proofs of many theorems regarding complex numbers can
often be greatly simplified by the use of conjugate complex
numbers, if we remember the easilyproved formulae
z
= zz,
First of all,
= z+z,
2ilmz
= z
z.
if z x and z 2 are any two complex numbers, we have
Pl Z 2l
and
2Rlz
=Z
so
= ^l^l Z
=
Z 2 Z1 Z2
\zi z v\
z x . z 2
Z 2 == Pi
z 2\
>
,
the positive square root being taken since the modulus of a complex number is never negative. Therefore the modulus of the
product of two complex numbers (and hence, by induction, of any
number of complex numbers) is equal to the product of their
moduli, f
Again,
we have
+ 2 =
=
=
<
2
Zl
=
and sot
Hence
z
l
the
modulus of
by
induction, of any
the
sum
On
(Zl+Z 2 )(Zi
+Z
2)
z 1 z 1 )z 1 Z2 _r z i^2 _r22 z 2
z i
P
2
l2 1
+ 2Rl(z
+21z 1 z 2
(P1I+P2I)
z 2 )+z 2 2
z
2
,
< Kl+tali+
sum of two complex numbers
z 2l
the
(and
so,
number of complex numbers) cannot exceed
of their moduli.
we
the other hand,
Piz 2
2
l
=
>
=
also
z 1
 1
have
2
2Rl(z 1 z 2 )+z 2 2
2z 1 g a +
(pllp 2
2
l)
f An alternative proof was given in 1.3.
j It should be observed that the sign of equality occurs only when z^%^ is
real and positive; this is the case if and only if z x and z 2 have the same
argument.
COMPLEX NUMBEKS
so that
\z
2 >
2
Kl^xl
z 2 ),
an important inequality of which frequent use will be made.
Example. Show that argz f argz = Imr, where n is an integer
or
zero.
1 .4.
is
The geometrical representation of complex numbers
The usual method of representing real numbers geometrically
by means of points on a line, the real number x corresponding
to the point of abscissa x, according to some given scale, referred
to a fixed origin on the line. In a similar way,
we
shall represent
a complex number 2 by a point in a plane whose rectangular
Cartesian coordinates are (Rlz, Imz); the complex number z is
then called the affix of the point which represents it. The
straight line whose equation is Im z
is called the real axis,
since the affix of each point on it is a real number; similarly we
call the line Rlz
the imaginary axis.
This geometrical picture, which is often called the Argand
diagram, enables us to describe properties of complex numbers
by means of geometrical language, as all the operations of the
algebra of complex numbers have simple geometrical interpretations in this scheme.
Example
show that
If P, Q,
are the points of affix z,z',z+z' respectively,
is a parallelogram.
OPRQ
Example 2. Prove that the polar coordinates of the point of affix z
are (z,argz), referred to the origin as pole and the real axis as initial
line. Deduce a geometrical construction for the point of affix zz'.
Example
3. Prove that
\a b\ 2 + \a+b\ 2
2a 2 +26 2 .
Interpret
this result geometrically.
1.41.
The point
at infinity
In the Euclidean geometry of the plane, 'points at infin ity'
do not occur; two straight lines intersect in a point except in
when the
the case
lines are parallel.
It
however, usual to
is,
postulate, at a later stage, that there exists
an
infinite
number
of points at infinity, each being defined as the point of intersection of a pencil of parallel lines.
Now,
c in the
if
we take a
Argand
pencil of curves through the point of affix
plane, the transformation
z'
1/z turns
into a pencil of curves through the point of affix
that c
is
them
1/c, provided
not zero. To avoid the difficulty of this exceptional
COMPLEX NUMBEBS
case,
we now
postulate that there
is
single point at infinity in
the Argand plane; this point at infinity is defined to be the point
corresponding to the origin in the transformation 2'
1/2.
The nature of the Argand plane at the point at infinity is
made much clearer by the use of Riemann's spherical representation of complex numbers, which depends on stereographic
projection.
In order to map a spherical surface stereographically on a
we take a point on the sphere as vertex of projection and
plane,
equatorial plane as plane of projection. Then to any point
of the sphere save the vertex of projection, there corresponds
its
a unique point of the plane; conversely, to each point of the
plane, there corresponds a unique point of the sphere.
we
P+^
2
project the points on the sphere
1 stereo+C 2
graphically on the plane
0, taking the point (0, 0, 1) as
vertex of projection, we find that the point (x, y, 0) of the plane
If
corresponds to
on the sphere
(, tj, )
= f/(l),
if
= VUa
or, writing z for x\iy,
Conversely,
affix z in
(,
t\,
the plane
j.
tf+i?)/(ia
on the sphere corresponds
to the point of
if
2z
22+1
221
22jl
These equations provide a continuous onetoone correspondence between the complex numbers and points on a spherical
surface.
Now
if (,
7],
corresponds to
corresponds to the point of affix
z',
where
.
since
\z\
\z'\
2
2
+r)
1,
i+iv
W_
z, (,
77,
^Q
But obviously argz = argz' and
and 2' are inverse points with respect to
with centre at the origin. Thus points of the
1 2
so that z
the unit circle
Argand plane which are inverse with respect to the circle \z
1
correspond to points of the Riemann sphere which are sym\
metrical with respect to the plane
0.
COMPLEX NUMBERS
In particular, when z = 0, z' is, by definition, the point at
infinity, and so the point (0, 0, 1) of the Riemann sphere corre10
sponds to the point at infinity of the Argand plane. We have
thus set up a onetoone correspondence between the points of
the Argand plane, completed by the addition of the point at
infinity,
and the points of the whole Riemann
sphere.
Any geo
metrical property involving the point at infinity in the
Argand
plane can thus be easily visualized by means of this spherical
representation of complex numbers.
REFERENCESf
G. H. Habdy, Pure Mathematics^ (Cambridge, 1921), Chap. III.
B. A. W. Russell, Introduction to Mathematical Philosophy (London,
1919), Chap. VII.
MISCELLANEOUS EXAMPLES
,
1.
Show
that the equation of a straight line in the Argand plane
bz
where
and
c are constants, c
+ bz
being
is
c,
Deduce the condition
real.
for the
collinearity of three points.
Prove
'
2.
also that z' is the reflection of z in this line if bz
+ bz' =
c.
Find the area of the triangle whose vertices are the points of affix
z \> z 2> 2 3*
3.
Show
are similar
4.
that the triangles whose vertices are z 1( z a z 3 and
,
z2
z%
23
Prove that the equation of a
J
z'z
0.
circle in
azz\bz\bz\c
where a (^
Show
z[, z'
if
the Argand plane
is
0,
and c are constants, a and c being real.
and z' are inverse points with respect to
0), 6
that z
az'z\bz\bz' \c
this circle if
0.
f At the end of each chapter, references will be given to suggest further
reading.
% It is important to notice that, although Hardy's definition of a complex
number is quite different from that adopted here, both depend on constructing
an algebra with certain symbols involving two real numbers arranged in a
certain manner. As the laws of combination are the same for both sets of
symbols, the two constructions lead to the same algebra of complex numbers.
with respect to the degenerate circle
This implies that inversion
Ozz 62+ bz\ c
is reflection in the line bz\ bz\ c
0.
COMPLEX NUMBERS
5.
Show
11
that the equations
arg
A,
where A and a are variable parameters, represent two orthogonal families
of coaxal
6.
circles.
Prove that the homographic transformation
yz + B'
where
a, , y, are
circles in
complex constants, turns
circles in the zplane into
the .Zplane, straight lines being regarded as degenerate circles.
7. Prove that a homographic transformation is a onetoone transformation of the complete zplane into the complete Zplane, which
leaves the angle between any two intersecting curves unaltered. Show
also that the cross ratio of the affixes of four points
(2 1
(z 1
is
g 2 )(z 3 z4
z3 )(z a 4
)
)
invariant under a homographic transformation.
8. Show that every homographic transformation may be generated
by an even number of inversions with respect to circles or straight lines.
9. Show that there are two points which are invariant with respect
to a homographic transformation. Hence show that, if these invariant
points are distinct, the transformation is expressible in the form
Z ~ Zl
Z z
where k
is
a constant, and that,
the transformation
if
10.
6 is
,
1
a constant.
Determine the regions of the zplane specified by
1az
where a
11.
~ Zl
zz 2
the invariant points are coincident,
is
Zzx
where
is
<
=1,
1,
a constant of modulus
less
or
>
1,
than unity.
Find the regions of the zplane for which
z
z+a <
where the
real part of
is
1,
or
1,
>
1,
positive.
12.
Show
13.
Two points, whose affixes are z x and z 2 move independently round
with a focus at the origin. Show that the region in which the
that the equation {az+azf
2(6z+5z) + c, where
represents the most general parabola in the complex plane.
an
ellipse
c is real,
COMPLEX NUMBERS
12
point of affix zjz 2
lies is
bounded by a curve whose polar equation
(l+r )(le
2
2
)
2r(le
cos0)
is
0,
the eccentricity of the ellipse. Sketch this curve and indicate
the region in which zjz 2 must lie. What is the corresponding result for
[Oxford: Junior Scholarship, 1929.]
a parabola?
where
e is
Prove that, in stereographic projection, straight lines in the plane
correspond to small circles on the sphere which pass through the vertex
14.
of projection.
Show also that the great circles through the ends of a fixed diameter
of a sphere project into a family of coaxal circles with real common
points, and that the small circles whose planes are perpendicular to this
diameter project into the orthogonal system of coaxal circles.
15.
If da be the element of length of a curve on the sphere
i an(i ds the element of length of its stereographic pro
2__,j2_^2
jection
on the plane
0,
prove that
da
Hence show that stereographic projection maps a sphere conformallyf
on a plane.
16. Show that the points z x z 2 are the stereographic projections of
1.
the ends of a diameter of the Biemann sphere if z x z 2
about this
If the Riemann sphere be rotated through an angle
diameter, prove that the corresponding transformation of the Argand
plane is given by
,
Z
Z
^=
1
Z 2
(cos6+iamd)
Z=^.
Z
Zz
sufficient condition that a transto a rotation of the Riemann
correspond
plane
Argand
the
formation of
sphere about a diameter is that it be of the form
17.
Prove that the necessary and
cz+a
where the constants
a, c are
connected by the relation aa+cc
1.
rotation of the Riemann sphere about a diameter through the
18.
point of spherical polar coordinates (l,6 ,(j> ) moves the point (\,6,<f>)
to (\,0',<f>'). Prove thatt
cot O cosec a cot \Q e^^"' i
cotp
*.
_

cot
cosec a+i cot i0 6*(**
+)
Determine the relation between the angle of rotation and the parameter a.
method of mapping is said to be conformed if it preserves the angle of
f
intersection of every pair of intersecting curves. See Chapter VI.
See 3.51.
% e** is here used as a convenient abbreviation for cos <ji\ i sin <ji.
CHAPTER
II
THE CONVERGENCE OF INFINITE SERIES
Argand plane
chapter, we can describe
2.1. Sets of points in the
As we saw
in the last
properties of
complex numbers in geometrical language by using the Argand
diagram or the Riemann sphere. In the present chapter, we
consider from this geometrical standpoint some of the properties
of sets of complex numbers.
By a neighbourhood of a point z in the Argand plane we mean
<
e; we call e the radius
the set of all points z such that \z z
1/z, the
of this neighbourhood. Under the transformation z'
neighbourhood of the origin of radius e becomes the set of all
\
points z for which \z\ >
bourhood of the point at
we define a neighbe the part of the zplane
outside a circle )z = B. It should be observed that the portion
of the Riemann sphere which corresponds to this neighbourhood
Accordingly,
1/e.
infinity to
of the point at infinity
by the plane
A point z
is
is
the interior of the small circle cut off
i3.ii.sqh
{B1)/(R*~+1).
said to be a limiting point of a set of points
the Argand plane
S in
every neighbourhood of z contains a point
For example, the points l+i are
of 8 distinct from z
limiting points of the set of points of affix
if
( 1 )" + ^XT
whilst the point at infinity
of affix
n2 +2in
is
(=
1.2.3,...),
a limiting point of the set of points
(n
1, 2, 3,...).
This definition implies that every neighbourhood of a limiting
point z of a set of points S contains an infinite number of points
e contains a point z x of
of S. For the neighbourhood [z

distinct
from
contains a point z 2 of
2.11. Closed
The
the
<
next, the neighbourhood \z z
distinct
and open
from
and
so
on
<
\z x
indefinitely.
sets of points
limiting points of a set are not necessarily points of
set.
For example, the limiting points
l+i
of the set
THE CONVERGENCE OF INFINITE SERIES
14
of points of affix
( 1 )" +
^1
= !> 2,
3,...)
members of the set. If, however, every limiting
set, we say that the set is closed.
Limiting points are divided into two classes, interior points
and boundary points. A limiting point z of a set S is said to be
an interior point if there exists a neighbourhood of z which
are certainly not
point of the set belongs to the
limiting point which is not
consists entirely of points of $.f
an interior point is called a boundary point. Thus, if S consists
of all points for which \z\ < 1, points on the circle \z\ = 1 are
boundary points, whilst each point of the set is an interior point.
A set which consists entirely of interior points is said to be
open. It should be observed that sets exist which are neither
open nor closed; a simple set of this type consists of the point
z = 1 and all points for which \z\ < 1.
Example. Show that, if a set <S" consists of all the limiting points
of a given set S, then a limiting point of S' necessarily belongs to S'.
2.12.
Jordan curves
The equation
x(t) and
where
variable
t,
z
y(t)
x(t)\iy(t),
are real continuous functions of the real
denned in the range t ^ t ^ T, determines a set of
Argand plane which we call a continuous arc.
points in the
A point Zj is said to be a multiple point of the arc if the equation
= x(t)\iy(t)
is satisfied by more than one value of t in the
given range.
A continuous arc without multiple point is called a Jordan
arc. A simple example of a Jordan arc is the polygonal arc
which consists of a finite chain of straight segments.
A continuous arc which has but one multiple point, a double
point corresponding to the terminal values tQ T of t, is called
a simple closed Jordan curve. For example, the arc
zx
where
^ ^
t
point J being z
cost+isint,
a simple closed Jordan curve, the double
corresponding to t
and t
2tt.
2n, is
1,
f This, of course, implies that z belongs to S.
J It should, however, be observed that it is not
understood in the theory of higher plane curves.
a double point in the sense
2.13.
THE CONVERGENCE OF INFINITE SERIES
Bounded sets
15
A set of points is said to be bounded if there exists a positive
number
with the property that the inequality
\z\
^K
by the affix z of each point of the set. If there
no such number K, the set is said to be unbounded.
satisfied
2.14.
The
definition of a
set of points in the
every pair of
its
is
exists
domain
Argand plane
is
points can be joined
said to be connex if
by a polygonal
arc
which consists only of points of the set. An open connex set
of points is called an open domain. If we add to an open
domain its boundary points, the resulting set is called a closed
domain.
Two open domains which have no
point in
common
are said
to be separated. Obviously every polygonal arc which joins
a point of an open domain to a point of another open domain
separated from the first must contain boundary points of the
sets.
2.15.
The Jordan curve theorem
shown that the circle \z\
1 divides the Argand
plane into two separated open domains, namely the sets defined
1 and \z\
by the inequalities \z\
1, which have the circle
as common boundary. This result is a particular case of the
Jordan curve theorem, which states that a simple closed Jordan
curve divides the plane into two open domains which have the curve
as common boundary. One of these domains is bounded and is
called the interior domain; the other is unbounded and is called
It is easily
<
>
)"
the exterior domain.
The two domains
into which the plane
closed Jordan curve
If a
property.
returns to
scribes
are distinguished
is divided by a simple
by a simple analytical
a point of the exterior domain, arg(z a)
value when z goes once round C. On the
its original
other hand,
increases
is
by
C in
if
b is a point of the interior domain,
277.
If the increase
is \2tt,
we say
arg(z b)
that z de
the positive or counterclockwise sense.
Although the
results
we have
just stated
seem quite obvious,
t Jordan's original proof will be found in his Cours d" Analyse,
1887), 587. He assumed the truth of the theorem for a polygon.
(Paris,
THE CONVERGENCE OF INFINITE SERIES
16
their proof is extremely complicated
and
far too difficult to give
here.f For the most part, we shall only use simple closed Jordan
curves composed of straight lines and circular arcs, and we shall
rely upon geometrical intuition, which does not, in fact, lead us
astray. Actually the proofs of the theorem in these elementary
cases are generally quite straightforward.
Nests of intervals and rectangles
The set of all real numbers x such that a < x < b is called
an interval. If we represent the real numbers by points on a
2.2.
straight line in the usual manner, this interval
is
represented
by a segment of the line of length ba, the endpoints being
included in the segment. It is convenient to use the same word,
interval, for such a set of real numbers and for the corresponding
segment on a
line.
sequence^ of intervals 71; J2 ,..., /,... is said to form a nes1%
if each interval In+1 consists only of points of In and if the
length of In tends to zero as n > oo. We shall now show that
there is one and only one point which belongs to all the intervals
of a nest.
For suppose that the interval In consists of all points x
Then, by the definition of a nest,
bn
x
such that an
6 X for all values of n, and so the numbers a n form
an+1
an
a nondecreasing bounded sequence. Hence, as n > oo, an tends
an+p for every positive
to a finite limit . Moreover, since a n
>
oo,
that
an
making
. Similarly we
we
see,
by
integer p,
p
$', for every
',
and
that
b
limit
to
a
can show that bn tends
n
< <
<
<
<
<
>
finite
value of n.
an tends to zero by hypothesis, an and b n must
tend to the same limit . We have thus shown that there exists
But
since b n
a number such that the inequality an
< < b n holds for every
The simplest proof which has so far been published seems to be that of
f
Winternitz, Math. Zeitschrift, 1 (1918), 32940, who gives full references to
previously published work. See also P. Dienes, The Taylor Series (Oxford,
1931), 17797; G. N. Watson, Complex Integration and Cauchy's Theorem
(Cambridge, 1914), 316.
throughout this book, a set of infinitely many
J By a sequence we mean,
objects which can be put into onetoone correspondence with the set of
positive integers.
This term is suggested in R. C. Young's translation
and Application of Infinite Series (London, 1928).
of
Knopp, Theory
THE CONVERGENCE OF INFINITE SERIES
17
value of n. In other words, the point of coordinate
in every interval of the nest.f
finite
A similar theorem
a geometrical form.
lies
true of complex numbers;
we state it in
of closed rectangles Sv i? ,...,
2
n ,..., whose sides are parallel to the real and imaginary axes,
is called a nest if each rectangle
n+1 consists only of points of
n and if also the lengths of the sides of
n tend to zero as
n > oo. Then, as we shall now show, there is one and only one
point which lies in all the rectangles of the nest.
Let us suppose that the rectangle
n consists of all points of
affix z such that
is
A sequence
an
< Rlz < b n
a'n
< Imz < b'n
Then, by definition, we have
< +1 < K+x < K>
< < a'n+1 < &;+1 < b'n
a'
where b n n and b'n n both tend to zero as n + oo.
an
These conditions, however, imply that the intervals
an
form a
nest.
< x < bn
Hence there
is
1, 2, 3,...)
exactly one point $ on the real axis
b n holds for all values of n.
f
precisely one point iq on the imaginary axis
is
such that the inequality an
Similarly there
(n
< <
< <
such that a'n
b'
q
n for all positive integers n. It follows
that the point of affix i+iq is the one and only point which
lies in all the rectangles of the nest.
Example. A x Bt C is a triangle, which is divided into four congruent
by joining the midpoints of its sides. A 2 B 3 C is one of these
2
triangles
smaller triangles, chosen according to some definite rule. A B C
3
3
3 is
obtained from A 2 B 2 G3 in the same manner, and so on indefinitely.
Prove that there is one and only one point which lies within or on all
the triangles of this sequence.
The Bolzano Weierstrass theorem
The fundamental property of bounded sets of points is contained in the theorem of Bolzano and Weierstrass, which runs
2.21.
t It is necessary for the truth of the theorem that the endpoints of an
interval should belong to the interval. For example, if J denotes the
set of
n
points such that
< x < ljn, there is no point which belongs to all the sets
Jl>
J>
4111
Jfif
18
as
THE CONVERGENCE OF INFINITE SERIES
follows. // a set S is bounded and contains infinitely many
points, then
it
possesses at least one limiting pointy
hypothesis, there exists a closed square
KiK, to which every point of the set
By
R
S
with vertices
belongs.
The
imaginary axis divides this square into two
One of these, regarded as a closed set, must contain an infinite
number of points of S; if both do, we take the righthand one.
equal rectangles.
Again, the real axis divides the selected rectangle into two congruent squares. One of these squares, regarded as a closed set,
contains an infinite number of points of 8; if both do, we take
the upper square.
obtain a closed square R v of side K, which
an infinite number of
is contained in B and which contains
way. We divide B x
same
in
the
B
points of 8. We now treat
x
parallel
to the imaginary
line
a
by
into two congruent rectangles
set, contains
closed
a
as
regarded
axis. One of these rectangles,
the righttake
we
both
do,
if
an infinite number of points of 8;
equal
two
into
divided
then
hand one. The selected rectangle is
In
this
squares
way we
line parallel to the real axis.
by a
Again, one of these
squares, regarded as a closed set, contains an infinite
of points of *S; if both do, we take the upper one.
number
We
thus
in
obtain a closed square B 2 of side K/2, which is contained
B x and which contains an infinite number of points of S. The
insquare B 2 is then treated in the same manner, and so on
reach
never
since
we
terminates
never
process
The
definitely.
square which contains only a finite number of points of S.
,
the squares B B^..., Bn ,... form a nest, since Bn+1
of each side of
consists only of points of B n and the length
there
Accordingly
>
n
oo.
n
as
zero
to
Bn+1 is Kj2 which tends
of
squares
the
all
in
lies
which
point
exists one and only one
For
if
of
point
8.
limiting
a
is
the nest; we now show that
integer
an
choose
can
we
e is any assigned positive number,
then the
such that the diagonal of the square BN is less than e;
hence
and
square
B
the
contains
N
neighbourhood of of radius e
the
proves
This
of
8.
points
of
contains an infinite number
Now
theorem.
t
Two proofs of this theorem for the case when all the points lie on a straight
given
The proof
be found in Hardy, Pure Mathematics (1921), 30, 134.
second proof.
here in the twodimensional case is similar to Hardy's
line will
2.3.
THE CONVERGENCE OP INFINITE SERIES
The convergence of complex sequences
19
A sequence of complex numbers z 1 z 2 ,..., zn ,... is said to be
convergent if the corresponding set of points in the Argand
plane has one and only one limiting point, whose affix z is finite;
,
when
number z is called the limit of the
denote this symbolically by writing 'z > z as
n
this is the case, the
sequence.
n > oo',
We
or lim z n
z.
The definition implies that z is the limit of the sequence if
and only if every neighbourhood of the point of affix z contains
all but a finite number of points of affix z
n In other words,
.
z is the limit of the sequence z z ,..., z ,...
if, given any positive
v 2
n
number e, we can find an integer
such that the inequality
n~A < e holds for all integers n~^N.
It follows that a convergent sequence is necessarily bounded.
sequence which is not convergent is said to be divergent.
divergent sequence either has more, than one limiting point,
\
in which case it is said to oscillate, or else has a single limiting
point at infinity.
If the points of the sequence z z ,..., z ,..., having a single
v 2
n
limiting point at infinity, lie on a branch of a curve which
has
the line argz
<x as asymptote, it is sometimes
convenient to
denote this fact by writingf z > oo e ai Thus n+i/n +
n
+00,
and 1 +ni+ 1/n > 1 +00 i. This convention does not violate the
postulate that there is but one point at infinity in the Argand
plane; it is merely a simple way of specifying the manner in
which the limiting point at infinity is approached.
.
2.31. Cauchy's principle of convergence
It can be easily shown that a sequence of complex numbers
z v z 2 ,..., z n ,... is convergent if and only if the two sequences
of real numbers xv x 2 ,..., x ,..., and
,...,
where
,...,
xn
= Rlz,
yn
= lmzn
yx
are convergent,
y2
and
yn
so theorems con
cerning the convergence of complex sequences can be deduced
from the corresponding theorems for real sequences. It is, how
much more
convenient to
make
principle of convergence,
which runs as
follows.
ever, usually
use of Cauchy's
and
zx ,
The necessary
sufficient condition for the convergence of a complex sequence
z s ,..., z n ,... is that, given any positive number e, there should
M
t e
is
used here to denote cos
a+ i sin a.
THE CONVERGENCE OF INFINITE SERIES
20
an
exist
\z
N, depending on
integer
N+p zN
e,
such that the inequality
< e holds for every positive integer p.
The condition is necessary for if zn  z, there exists an integer
inequality
N, depending on the given number e, such that the
positive
any
N. Hence, if p is
\z n z\ < ie holds when n >
;
integer,
we have
<
\Zn+p~Zn\
The condition is
ZiV+;pz+l% Z
also sufficient.
For
<
"
if it is satisfied,
the given
number of its points
hence, by the Bolzano
sequence is bounded, since all save a
e;
lie in the neighbourhood oiz N of radius
limiting
Weierstrass theorem, the sequence possesses at least one
possess
must
it
point. Now if the sequence is not convergent,
finite
Accordingly,
at least two finite limiting points, z' and z", say.
number <=,
there exist integers q and r, depending on the given
such that
z 'z N+a
With
these values of N,
=
<
z 'z'\
\
<
\z"zN+r
e,
q, r,
<
e.
we have
\{z'zN+q )+(zN+a zN ){zN+r zN )(z"zN+r )\
\z'zN+q
N+a zN
\z
N ^zN
\z
+ \z"zN \
<4e.
however, impossible, since z' and z" were supposed to
is quite
be distinct limiting points of the sequence, whilst e
than one
arbitrary. Hence the sequence does not possess more
sufficiency of the
the
proof
of
the
completes
this
point;
limiting
This
is,
condition.
Example
Determine the limiting points of the sequence of com
plex numbers
where a
lx
n7T
and rational,
and irrational.
If zn >z,z'n > z', prove that
is (i)
real
(ii)
real
Example
and
n7T\
*=( 1+ n)( 0OS ^ + * Sm ^i'
2.
also that, if
z' is
not zero, zjz'n >
zn +z'n
> z+z',
zn z'n
> zz',
zjz'.
The maximum and minimum limits of a sequence
of real numbers
We shall now show that a sequence of real numbers x v x 2 ,...,
2.32.
cases
xn ,... possesses a greatest and a least limiting point. In the
one
but
has
sequence
>
the
oo,
>
x
+oo, n
when xn >x, xn
THE CONVERGENCE OF INFINITE SERIES
limiting point
and there
is
21
nothing to be proved. Accordingly,
we may
restrict our attention to oscillating sequences.
Let us suppose, in the first place, that the sequence is bounded
above, that
number K such that the
< K holds for all values of n. We now divide the
is,
inequality xn
there exists a real
numbers into two classes L and R in the following manner.
The number x belongs to R if there are only a finite number of
members of the sequence greater than x, and belongs to L in
real
the contrary case.
number
Now
a
finite
x,
xn >
Evidently the class
greater than
K belongs to
exists, since
every
it.
if every real number belonged to the R class, all save
number of members of the sequence would be less than
no matter how large x was; but this would imply that
co which we are supposing is not the case. Hence the
>
L class also
exists.
Moreover, this classification of the real numbers
conditions for a Dedekind section, namely,
(i) every number belongs to L or R;
(ii) each class exists;
satisfies
the
(iii) any member of L is less than any member of
R.
Hence, by Dedekind's theorem,! there exists a real number
such that all numbers less than it belong to L and all numbers
greater than it to R.
Now
if e is
are, therefore,
any
positive
only a
finite
number,
+^ e
belongs to R; there
number of members of the sequence
and so g+e is certainly not a limiting point.
Hence the sequence does not possess a limiting point greater
greater than +e,
than
On
the other hand,
f e
belongs to L; there are, therefore,
an infinite number of members of the sequence between e
and +e, and so is a limiting point of the sequence.
We have thus shown that a sequence of real numbers,
bounded above, possesses a greatest limiting point . We call
g the maximum limit of the sequence, and write

If,
however, the sequence
= lima;
ra
unbounded above,
imix = +00.
write
is
r
t See
Hardy, Pure Mathematics
(1921), 29.
it is
usual to
22
THE CONVERGENCE OF INFINITE SERIES
The minimum limit of the sequence, which is denoted by
lim xn
is
defined
by the equation
lim: n
= lim( xn
\m\xn has a finite value f
the~sequence; but if \rmx n =
If
is
oo,
).
the least limiting point of
the sequence
is
unbounded
below.
Finally,
it is
evident that the equation
= lim:r
]iva.x n
holds only in the cases
TC
when xn > x, xn > +co
or x n >
oo.
2.4. Infinite series
The symbol
+a 1 +a
+...+aK +...,
which involves the addition of an infinite number of complex
numbers, has, in itself, no meaning. In order to assign a meaning to the sum of such an infinite series, we consider the associated sequence of partial sums s s 1} s 2 ,..., s n ,..., where
,
sn
= a + a + a + + anl
If this sequence tends to a finite limit
series is
convergent and that
its
sum
an
=s
s,
we say
that the infinite
we write
is s; in this case,
00
the sequence of partial sums does not tend to a finite
limit, we say that the infinite series is divergent.
The necessary and sufficient condition for the convergence of
an infinite series is provided by Cauchy's principle of con
But
if
There are, however, numerous sufficient conditions
which may be deduced from this general principle.
An alternative procedure is to make the theory of the convergence of complex series depend on the corresponding theory
for real series, with which we shall assume the reader is acquainted.! For the sequence of partial sums s s v s 2 ,..., ,...
vergence.
Mathematics (1921), chapters 4, 8; Bromt See, for example, Hardy, Pure
wich, Theory of Infinite Series (1926), chapters 14 ; Knopp, Theory and Application of Infinite Series (1928), chapters 3, 4, 9, 10.
THE CONVERGENCE OF INFINITE SERIES
of a complex series
tend to
finite
23
convergent if and only if Blsn and Ims
limits, that is, if and only if the two real series
is
CO
00
JRIoB>
Xlma
are convergent.
2.41. Absolutely convergent series
00
An
2 an
infinite series
f complex terms
said to be abso
is
o
00
lutely convergent if the series
] lJ
convergent.
is
We now
show that
absolute convergence implies convergence, but not con
versely.
00
Let us suppose that the
and
sn
let
series
2o an
*s
absolutely convergent,
us write
= a + ai +a
+...+an
an
ol+lil+lH+KI
Then, given any positive number e, we can find an integer N,
depending on e, such that the inequality
\
aN+p~ ivl
<e
Now
= aN+lh aN+2 JT
holds for every positive integer p.
s
\
N+p sn\
<
But, since oN+p crN
is
la^+1
i
aN+p\
+ lJV+2 + +
1
liVhjp
positive, this gives
<
aN+p "jvl
e
Hence, by Cauchy's principle of convergence, the absolutely
\
SN+p sn\
GO
convergent series ]T an
*s
convergent,
To complete the proof of the theorem, we need only observe
that the series
.,
.,
1^2 T 3 T ^ n
is
convergent, but not absolutely convergent.
The most important property of an absolutely convergent
sum is not altered by changing the order of its
terms in any manner, a property which is not possessed by nonseries is that its
a f
THE CONVERGENCE OF INFINITE SERIES
24
absolutely convergent series. This follows from the corresponding wellknown theorem concerning real series.
2.42. Sufficient conditions for absolute convergence
We
now prove
shall
convergent
absolutely
\a \^ n
>
that the series
lim aj 1/w
if
<
2 .
f complex terms is
but is divergent if
1,
This test, which is due to Cauchy,
importance in the theory of power series.
fim
For
lim aj 1/m
if
equality
1.
values of n.
\an
<
= 1 2c,
1 c
There
(1 c) n when
where
< c < ,
exists, therefore,
an
integer
of great
then the
true for all save a finite
is
in
number of
M such that
n^M.
now, an denotes the
If,
we
<
\a n lln
is
nth. partial
sum
of the series
an \>
^ M,
K +*tfJ < (lc)*+n +(lc)*+,..+(lc)
(1 c) n+1
(lc) + (lc) n +P+
^
c
c
have,
when n
Since this last expression tends to zero as
an arbitrary
positive
(> M) such
number
vergence, the series
the other hand,
inequality aj
n > go, we may assign
and then choose an integer
1 're rjs
<
e is true for
\aN+p
N
Hence, by Cauchy's principle of con
that the inequality
all positive integers p.
On
an\
if
1+d
is
convergent.
Hm \an \^ n =
is
l+2d, where d
true for an infinite
> 0,
the
number J of
(l+d) n for an
values of n. This, however, implies that \a n
infinite number of values of n, and so a n does not tend to zero
\
>
series 2 an * s divergent.
which is somewhat easier to apply, is d'Alembert's ratiotest, which states that the series 2 a n f complex
as
> co.
Another
terms
if
lim
Hence the
test,
is absolutely
\an+1 /a n
>
convergent if ]im
1.
The proof of
<
1, but is divergent
Jan
this is left to the reader. It
\a n+
should, however, be observed that d'Alembert's ratiotest
definitely less powerful
than Cauchy's
nth.
root test.
Sm \an+1 /an > hm" on " > lim an " > hm \an+1/an
\
is
3?or, since
\,
t See Bromwieh, loc. cit. 71, or Knopp, loe. oit. 1389.
{ But not necessarily for all sufficiently large values of n.
For a proof of this inequality, see Bromwieh, loc. cit. 4212; Knopp,
cit. 2778.
loc.
THE CONVERGENCE OF INFINITE SERIES
25
a series ] an may be absolutely convergent in virtue of the fact
that Mm aw V
1, even though fim \an+1 /a
1; the series
n
<
>
l+a+b*+a3 +b i +...,
<
where
<
<
\a\
\b\
1, is a case in point.
applies to the ratiotest for divergence.
If,
however,
fails.
similar
if
remark
tends to unity, d'Alembert's ratiotest
We may then have recourse to Raabe's test,
that the series
For
\a n+1 /an
which states
2 an is absolutely convergent if
the value of this
maximum
limit is
1 2c, where c is
positive, the inequality
n[*i)<i.
holds for
all
tainly true
save a
when
finite
n^N,
number of values of n, and
say.
If
we
so is cerwrite this inequality in
the form
c m
<
and add, we
(ml)\am \m\am+1
find that,
when n
4KI + K+il++KI} <
But
(m
= N,N+l,...,n)
> N,
(Nl)\aN \n\an+1
< {Nl)\aN
\.
(JV l)a^ does not depend on n, the series
2 KJ
of positive terms has bounded partial sums and so is convergent.
Hence 2 an *s absolutely convergent.
since
The three
tests for absolute convergence given in this section
be found quite adequate to deal with the series used in this
book. For a discussion of more refined tests, we refer the reader
to the works of Bromwich and Knopp already cited.
will
2.43.
A test for non absolute convergence
Of the various
sufficient conditions for the convergence of
a series of complex terms which does not converge absolutely,
the following test, due to Dedekind, is one of the most important. The series
n vn is convergent if
^a
(i)
the series
(ii)
the series
(iii)
vn >
as
2 an h8 bounded partial sums,
2 (n vn+1 is absolutely convergent,
)
n * oo.
and
THE CONVERGENCE OF INFINITE SERIES
26
This test
closely related to the tests of Abel
is
and its
real series, f
proof, like theirs, depends
of partial summation.
Let us write
=a
sn
Then
\s n
and Dirichlet for
on Abel's method
+a1 v
+...+an vn
by hypothesis, a constant
there exists,
such that
< K, for all values of n.
Now
if
is
any
positive integer,
we obtain by
partial
sum
mation
"n+p
"n
= an+l vn+l JT an+Z vn+2 JT JT an+p vn+p
= S n+l Sn) vn+l~Jr(sn+2 S
m+2+" +
ji+l) 1,
s n+pl) vn+p
i" \ s n+p
n+pl
= *+l+ X Sr(VrVr+1 )+Sn+^Vn+p
r=n+l
and so
l^m^nl
<K
n+pl
K+ll+
I*! r+ll
< K lK+i\+K+p\+
But
is
any given
if e is
convergent,
we can
that
r=n+l
is
I, ,+il).
\v,vr+1
Moreover, since vn tends to zero,
%e/K when n
2 such that \v n
the greater of x and 2 we have
convergence, the series
and
2 an vn
that, if n
>
*s
we can also
>N
2.
r=m+l
so,
by Cauchy's
principle of
(r~ sm)(vr
^+1) + (*+ Sm )v+p
n+1 ) is absolutely convergent.
loc. cit.
if
convergent.
in the notation of the previous section.
Deduce that the series
an vn is convergent if
(i) the series
converges, and
t Bromwich,
find
Hence,
m,
Sn+p Sn = (* *m)^n+i+ 2
(ii)
r +\\
such
<e
2
the series 2 (vn
e,
sn+p8n\
for every positive integer p,
Example. Show
<
\vr
e
< ^=
oA.
depending on
lt
>N
an integer
an integer
2,
when n
f.
+ Knl
positive number, then, since
find
5860 Knopp,
;
loc. eit. 314r15.
THE CONVEKGENCE OF INFINITE SERIES
27
Double sequences
2.5.
A set of complex numbers smn where m and n take all positive
integral values
is
to the value s
if,
called a double sequence. It
is said to converge
given any positive number e, we can find an
integer N, depending on e, such that the inequality \s m>n s\
e
holds whenever
and n exceed N. The finite number s is then
<
and is denoted by
double sequence which does not converge is said
called the limit of the double sequence
lim sm>n
m,n>go
to be divergent.
The fundamental theorem
lows.
in the theory of double sequences
principle of convergence,
is Stolz's
which
be stated as
fol
sufficient condition for the convergence of
is that, given any positive number e, there
the double sequence smn
should exist an integer
M depending on
may
The necessary and
sx>,o~ sm,n\
<
holds whenever
The condition
is
e,
such that the inequality
> m > M and q> n > M.
To show that
obviously necessary.
sufficient,
we
*i,i> "*2,2>>
sn,w converges to a finite limit
observe that
it
also
it is
implies that the simple sequence
s,
say. Accordingly,
an integer
s snn < \e when
x such that
n > Nv But, by hypothesis, there also exists an integer N2
such that \sn>n
< e when p > n > 2 q > n > 2V2
Hence, if
is the greater of
<e
2 we have \s pq
x and
when p > N, q > N, and so sp converges to the limit s.
It follows immediately from the definition that if s mn be a
there
exists
convergent double sequence for which both the repeated limits
lim (lim s m
lim ( lim smn
each repeated limit is equal to the limit of the double sequence.
For if s is the limit of the double sequence sm , the inequality
exist,
sm,n~ s
But
< e holds when m and n exceed a
since
Mm sm>n exists,
\
when
m > M.
certain integer
M.
this gives
]imsm,n s \<
This, however, implies that
lim/limsm J =3.
similar
equal to
argument shows that the other repeated
s.
limit, is
also
THE CONVERGENCE OF INFINITE SERIES
28
The
and equality of the repeated limits of a double
sequence do not imply that the sequence is convergent. For
existence
instance, if
mn
~ (m+nf
Sm n
'
both repeated limits are equal; but since
1
n,n
the double sequence
is
"v.n .
2n,n
4'
not convergent. Again, the example
( l m W+)
v =
shows that a double sequence
\m
may
n)
be convergent even though
neither repeated limit exists.
2.5 1.
By
Double series
a double
series,
we understand an
bers of the form
_
_
a o,o ~r u,i ~r w o,2 ~r
,
+ Ol,0 +
O l,l
array of complex
num
a l,2+
+ ,o+a i+ a 2,2+2
2(
there being an infinite
number of rows, each containing an
number of terms. Associated with such an array is the
double sequence of partial sums
infinite
Sp,q
Z.
2,
m=
7i
am,m
where p and q are positive integers. The double series is said
to be convergent if the double sequence
converges to a finite
limit s. We then call s the sum of the series and write
00
= 2 am,nm,n=0
A double series which is not convergent is said to be
divergent.
If the repeated limit
M)= f
Km(lim
exists, its value is called
Similarly, if
lim
(f
am
sum by rows
the
of the double
,,,,
limO= nJ= m=0
2 .)
q>co ^p><x>
'
series.
THE CONVERGENCE OF INFINITE SERIES
exists, it is called the sum by columns. It follows from 2.5
a double
if
columns,
series is convergent
all three
sums are
Example. Prove
and
that the
sum
summable by rows and by
(Pringsheim's theorem.)
equal.
positive terms can be obtained
is
29
that
of a convergent double series of
or by columns.
by summing by rows
2.52. Absolutely convergent double series
2 am f complex terms is said to be abso2 lm,J s convergent. An absolutely con
double series
,n
lutely convergent if
vergent double series is convergent.
For if we denote by apa the sum of the moduli of the terms
which occur in spq then, by Stolz's principle of convergence,
if we are given a positive number e, we can find an integer
such that the inequality
< a  amn < e holds when
,
p>m>N, q>n>N.
this gives
\s
hence the double
<
But since \s sm>n <
when p > m > N and q
m>n
series converges.
\
We
be
shall now show that an absolutely convergent
summed by rows or by columns. For since
a^a^,
> n > N;
series
may
oo
2 KJ < r,s=0
2 K
s=0
s \,
00
no matter how large n
may
lutely; let us denote its
be, the series
sum by
r.
2a
rs
converges abso
Then
oo
go
oo
2 \A\ < r=0
2 K,l,
2 s=0
2 K.I < r=0
2 s=0
r=o
no matter how large
finite, since
m may
But
be.
this last expression is
a convergent double series of positive terms can be
summed by rows. Hence 2 A r i s absolutely convergent, and so
the sum by rows of^ars exists; similarly the sum by columns
also exists. The required result now follows by Pringsheim's
theorem
2.51).
Example 1 The double
sum S. Show that, if
.
series
^a
^n 2
then Sn > S
as
n >
oo.
r.s i s
ar.s>
absolutely convergent with
THE CONVERGENCE OF INFINITE SERIES
30
CO
00
Example
Show
2.
that, if
2K
and
B respectively,
vergent series with sums A,
are
two absolutely con
then
00
2,
(aiK + a 2 bnl + + anl b 2 + an b l)
is
and has sum AB. (Cattchy.)
absolutely convergent
REFERENCES
Theory of sets of points:
P. Dienes, The Taylor Series (Oxford, 1931), Chap. VI.
E. W. Hobsost, Functions of a Real Variable, 1 (Cambridge, 1921),
Chap. II.
Convergence of infinite series of complex terms:
T. J. I'aBbomwich, Infinite Series (London, 1926), Chap. X.
E. C. Fbancis and J. E. Littlewood, Examples in Infinite Series,
with Solutions (Cambridge, 1928).
Theory and Application of Infinite Series (Glasgow, 1928),
K.
Kistopp,
Chap. XII.
Double Series:
T.'J. I'a
Beomwioh,
Chap. V.
loc. cit.,
MISCELLANEOUS EXAMPLES
1.
also
Show that the series 2 ^/n converges absolutely when \z\ < 1 and
when \z\ = 1 and Rl/x. > 1, but that it diverges when \z\ > 1.
11
Prove
also
absolutely,
Finally
when
2.
it is
that
show
if
<
when
that,
\z\
Rl;/,
<
when
1,
the series converges, but not
it diverges when Rl/x < 0.
the series converges only if Blfj. > 1,
1,
absolutely convergent.
Prove that,
if
an
is
never zero and
an
where w n is bounded, p
(=7^
0) as
1,
and that
n>
>
1,
nP'
and p is a complex constant, then a% nv * 1
oo.
Hence show that the series 2 a converges
and that it is then absolutely convergent.
3.
Prove that the binomial
if
and only
convergent
if
1,
...
when \z[ < 1 and diverges when
> 1. Show
1, the series is absolutely convergent if Rlr > 0,
1 < Rlv < and z ^ 1, and divergent if Rlv < 1.
converges absolutely
on
>
series
l+vz+v(vl)J + v(vl)(v2)^
also that,
if Rl/ti
\z\
\z\
THE CONVERGENCE OF INFINITE SERIES
Show
4.
31
that the hypergeometric series
/
ft
(a) n = a(a+l)(a+2)...(a+n 1), converges absolutely when
and also when \z\ = 1 and Rl(y a /?) > 0, but that it diverges
when \z\ > 1. Discuss also the convergence of the series on \z\ = 1
when Rl(y a. /?) < 0.
5. Prove by using Dedekind's test that, if
an nr* is convergent and
Biz > Rl^, then X an n~" 's also convergent. Show by an example
that the latter series is not necessarily convergent when Rlz = Rift.
where
<
\z\
Show
6.
that, if
f(z,n)
= z(zl)(z2)(sn+l)
and z is not zero or a positive integer, the series ^.an f(z,n) and
2 an( l)"/nl+* are either both convergent or both divergent.
Prove
7.
that, if
'
and
z(z+l)(z+2)...(z+n)
'
not zero or a negative integer, the series
an n ~z are either both convergent or both divergent.
z is
Show
8.
that, if
A n > A
as
w >
oo,
J an F(z, n)
and
then
(4 1 +4,+...+4)/n>4.
More
A n > A, Bn > B, then
Bn +A 2 Bn_ 1 +...+A n B )/n^AB.
generally, prove that, if
(A 1
00
The
9.
series
00
2 m> 2 &
l
spectively.
Show
sums
and
2? re
that, if
cn
and
are convergent with
a 1 bn +a i bn _ 1 + ... + an_ 1 b i +an b 1
= Cl +c
+...+cn
lim(C1 +02 +... + C)/n
then
= ^B.
n>oo
00
Deduce
that, if
2 c is convergent,
its
sum
is
AB.
(Abel's theorem.)
Show
that it is sufficient for the convergence of the series
cn f
that one of the series
a
&' De absolutely convergent.!
(Merten's theorem.)
10.
Ex.
9,
Compare the
result of 2.52,
Ex.
2.
CHAPTER
III
FUNCTIONS OF A COMPLEX VARIABLE
The
3.1.
definition of a function
When we
say that tv is a function of the complex variable z,
denned in a domain D of the Argand plane, we mean that we
can calculate the value of w at each point z of D by a given
rule or set of rules. For example, the greatest integer less than
\z\ is a function of the complex variable z in this general sense.
This definition
however, far too wide for our present purx\iy, then w is of the form
u(x, y)\ iv(x,y), where u and v are real functions of the real
variables x and y of the most general possible type. In the
present chapter we consider how this definition may be modified
so that the methods of the differential calculus of functions of
a single real variable may also be applicable, as far as possible,
poses.
For
is,
implies that, if z
it
to functions of a complex variable.
Continuous functions
3.2.
A function f(z),
Argand
plane,
is
defined in a
bounded closed domain
said to tend to a limit
D of the
as z tends to a point
along any path in D, if, given any positive number e, no
matter how small, we can find a number 8, depending on e and
z such that the inequality
z of
\Ml\
holds for
points z of D, other than z
all
region \z
<
<
When
this is the case,
lim/(z)
which belong to the
we
write
I.
This definition says nothing whatever about the value of f(z)
and, in general, I need not be equal to/(z ). But if/(z)
h
we say that the function is continuous at z In other words,
at z
bounded closed domain D, is said
continuous at a point z of D, if, given any positive number
we can find a number 8, depending on e and z such that the
the function f(z), defined in the
to be
e,
inequality
\f(z)f(z
holds at all points z of
)\
<e
D in the neighbourhood
\z
< 8 of z
FUNCTIONS OF A COMPLEX VARIABLE
If a function
33
continuous at every point of a bounded closed
domain D, it is said to be continuous in D.
ft should be observed that a function
of the complex variable
z
x+iy, continuous in a domain D, is necessarily
a continuous
function of a; when y is constant and also
a continuous function
of y when x is constant. But continuity
with respect to x and
y
separately does not imply continuity
with respect to z. An
instance of this is provided by the
function
is
f(z)
which
= xy/(x*+y*)
=
(Z
^
= 0),
),
a continuous function of a; and separately.
y
But since
2
) on the line y
mx, f(z) is certainly not a continuous function of z at the origin.
f(z)
is
= m/(l+m
Example
1.
Show
/(z)
that the function denned
= jq^
is
^0),
/(0)
discontinuous at the origin.
Example
2.
Show
f(z)
is
by the equations
that the function denned
x*j(x*+y*)i
(
^ 0),
by the equations
/(0)
continuous at the origin.
E
iPle 3 " Thefunctions /(2)and^) are
continuous at z
Show
,
that/( 2 )+gr( 2 ) and /(z) gr( 2 ) are also continuous
there. Prove also that
J(z)l9(.z) is continuous at z if g(z
) i s not zero.
wT
3.21.
Uniform continuity
We have seen that, if f(z) is continuous in the bounded closed
domain D, then, given any positive number e and
any point z
of D, we can find a positive number S( e
,z), depending on e and
z,
such that the inequality
!/(*')/(*)
holds whenever
<*
D
a point of
in the neighbourhood
\z'z\
8( e ,z) of the point z. In point of fact,
there are an
infinite number of such numbers
S(e, z); for if the property holds
with S(e, z)
8', say, it also holds when
8'. Let us now
8(e, z)
denote by A(e, z) the largestf of the numbers 8(e,
z); it is a positive
function of the complex variable z defined at
each point of D.
z'
is
<
<
the
4111
of the numbers S( e z)
of the real numbers.
lal es *
rnl^
f section
means
of ^rf^T
a Dedekind
is
readily proved
by
FUNCTIONS OF A COMPLEX VAKIABLE
34
of A(e,z)
There are two possibilities regarding the behaviour
positive number ij(e),
in the domain D. Either there exists a
A(e,z) 5? 17(e)
depending only on e, such that the inequality
at
points of
holds at every point of D, or else there exist
please.
as
we
small
as
values
which A(e, z) takes
find a sequence of
If the second alternative is true, we can
is
which
A(e,zJ
(i)._ Since
points z v *,,..., z n! ... of D, for
point
limiting
one
,
least
at
bounded, this sequence possesses
is
since
moreover,
the BolzanoWeierstrass theorem;
<
by
closed, ^ is
a point of D.
But since/(z) is continuous at ?, there exists a positive
number
8 such that the inequality
\Mffl\
<h
28. Now
in the region \zt,\
holds whenever z is a point of
points
all
for
8. Then,
for which z
let z be any point of
<
z'
of
D such that
z'z
W)f(z)\
From
<
<
< 8, we have
!/(*')/()
this it follows that A(*,z)
>
z'
<
28,
+ 1/(0/(2)1 <
8,
whenever z
is
and
so
a point of
<
8 of the limiting point . But
in the neighbourhood z
of the sequence z v z 2 ,...
points
are
this is impossible, since there
alternative is thus
second
The
in every neighbourhood of .
untenable.
We have thus shown that,
//(z)
continuous in the bounded
domain D, then given any positive number e, we can find
inequality
a positive number r,(e), depending only on e, such that the
closed
\f(z')f(z)
<
holds for every pair of points
z, z'
of
D for which
other words, we can choose the number 8(c, z)
z
z
,j( e ). In
of D. This property
so that it has the same value at each point
form: a function which is conis usually stated in the following
continuous
tinuous in a bounded closed domain is uniformly
<
'
there.f
3.22.
Bounded functions
A function f(z), defined in a domain D, is said to be bounded
that the inequality
in D if there exists a positive constant K such
/(z)
< K holds at each point z of D.
of a real variable, see
+ For the equivalent theorem concerning functions
Hardy, Pure Mathematics (1921), 18990 (Theorem
II).
/(
.
i8
FUNCTIONS OF A COMPLEX VARIABLE
35
a uotta a bounded closed domain
D,
it is bounded
.T r
2K and this
/("JI
se <* uence Woul possess^
^
'
*
at
.
lift one limiting
r
least
poznt { belonging to D. This
is, however
ssr*
r?/p
f* to athat
"* }} ^ould
be observed
finite iimit as
true if the
domain
tmuous when \z\ <
* ^
con
1,
The symbols
3.23.
<
*
this result is not necessarily
is not closed; for
example, l/(l 2 is
.
but
is
and
not bounded there.
o
The notation </(*)= 0(1) as 2 > a
means that /(z) is bounded
a neighb
h d of the po nt o more predse
ther
positive numbers A and
8, independent of z, such that
/(z) < A
when z  a < 8 Similar </(z) = O(l)
as 2>oo' means ttal
f(z) is bounded m a certain
neighbourhood of
>
^ 7^
the point at infinity
fj= nii%T
0(1^(2)1).
(1)
}{Z)
2_>a
When, however, /(z)/^(z ) tends
= o[\
Thus z* =
write
m)
as 2^oo.
We
'
Sha11
retimes
to zero as z > a it
(, z)) as z
, but
,
is
S
write
usual to
lp)
w
'
'
3.3. Differentiability
We shall now consider whether the definition of the
derivative
a function of a single real variable
is applicable in the theory
of functions of a complex
variable. If/( 2 i s a
ot
f(z) is differentiate at
a point z of
onevalued func
D if the incrementratio
z
tends to a finite limit as 2 tends
to z in any manner, provided
tnat 2 always remains a point
of D.
7: We require that there should e
a number
7 with the
I
following property: given any
positive number e no
matter how small, there must exist a
positive
^f?
pending on
^t
and possibly on
number
zZo
holds whenever z is a point of
8 ' de
zQ such that the inequality
,
D in the neighbourhood z2 < S
1
FUNCTIONS OF A COMPLEX VARIABLE
36
When this is the case, we call I the derivative
of the point z
/'(z ).
of f(z) at z and denote it by
be differentiable at a certain
should
In order that a function
there; for otherwise the increment
point, it must be continuous
to a finite limit On the other
ratio would certainly not tend
simple
chfferentiabmty.
hand, continuity does not imply
\z\ ,
function
continuous
the
instance of this is provided by
when
For
else.
nowhere
but
which is differentiable at the origin,
.
z^z
and
we have
= >
Z 2_ Zo 2

= zzz^ = g + g
=
!=!o
o
z+z (cos2a isin2a),
not tend to a
axg(zz ), and this expression does
where a
when z is zero, the
Z , in any manner; but
unique limit
to zero with z.
increment ratio is z, which tends
not differentiable anywhere.
Example. Show that \z\ and argz are
as^
3.31.
The
definition of
an analytic function
point
onevalued and differentiable at every
finite
a
for
possibly
of the Argand plane, save
of a domain
the
in
analytic
that it is
number of exceptional points, we say
points
singular
exceptional points are called the
If a function
is
domain D. The
or singularities of the function.
analytic
is a singularity of the
however, no point of
regular in D.
function, we then say that it is
which are analytic or
functions
When we are dealing with
If,
regular in a domain,
we
shall often find it
use the ordinary notation
more convement to
dm
dz
instead of f'{z).
for the derivative of f(z),
and g(z) are analytic functions, regular
and
/(*)*) ? also
a domain D, then /(*) + <?(*)
Z>
the ordmary rules of the
derivatives may be calculated by
Example
in
1.
Show that,
if/()
^^^
'
that their
"So"' also to*
vanish there.
mm
**"
*D
>
provided that
9{z)
does not
Example
FUNCTIONS OP A COMPLEX VARIABLE
2. Prove that, if wis a regular function of
a regular function of
itself
then
z,
is
dw
dw
dz
d dz'
37
,
which
a regular function of
is
and
dt,
Polynomials and rational functions
One of the simplest analytic functions is zn where n
3.3i2.
positive integer.
This function
domain, and has derivative nz" 1
2
as z  z
= z
+2%+...+zz2f 2i
> nai
2,
Similarly,
we can show that
integer, is analytic in every
2", where n is a positive
bounded domain and has but one
singularity, the origin; its derivative is
is
regular in every bounded
for when z
z
is
nz  " 1
By using the result of 3.31, Ex. 1, we find that the function
ja 1 z+a z 2 + ...+a z n where n is a positive integer and the
z
n
,
ar are constants, is also an analytic function, regular
in every bounded domain. Such a function is called a polynomial in 2 of degree n. It will be shown in 621 that this
polynomial is expressible uniquely in the formf
coefficients
<UzZi)(zz 2 )(zzJ,
where the numbers zv z2 ,..., zn are certain constants, depending
only on the coefficients ar Since the polynomial vanishes when
.
=z
r,
we
call z 1 , z 2 ,..., z n the zeros
of the polynomial.
The quotient of two polynomials is called a rational function.
Such a function is also an analytic function, its only singularities
being the zeros of the denominator.
3.33.
Power
An infinite
z,
series
series,
proceeding in ascending integral powers of
of the form
+a1 z+a
z2
+ ...+an z n +...,
where the coefficients a a v a 2 ,... are all constant, is called
a power series.% By Cauchy's nth root test ( 2.42), this series
,
t See also Hardy, Pure Mathematics (1921), 83, 4337.
t The conclusions of this section will also be true of
CO
form
2 an z ~
(
<*)">
tne obvious changes being made.
power
series of the
FUNCTIONS OF A COMPLEX VARIABLE
38
converges absolutely
lim
\a n z n \^ n
>
when lim
Hence,
1.
<
\a n z n \^ n
and diverges when
if
Km JiM =
S>
when
< B and divergent
R is called the radius of convergence
of the power series; the circle
= R is its circle of convergence.
There are three cases to be considered, viz.
R = 0,
R
finite,
R infinite. The first case is quite trivial, since the
the series
when
is
absolutely convergent
> R.
\z\
\z\
The number
\z\
(i)
(ii)
(iii)
then convergent only when z
0. In the third case
the series converges for every finite value of z.
series is
We shall now show that, if a power series has a nonzero radius
of convergence,
circle
sum
its
is
an
analytic function regular within
its
of convergence.
CO
Let
f(z)
be the sum of the power
series
^an zn
which has
a nonzero radius of convergence R. Obviously /(z) is onevalued
\z\
R; we have to show that it is continuous and differentiable at every point of the domain \z\
Rx where Rx is
<
when
<
any
number definitely less than R.
Now choose a number R 2 such thatf < R
If z< #1 and \M < S R
2
v we have [z+h\ <
finite positive
f(z+h)f(z)
<R <
2
R2
R.
and so
= 2an (z+h)fan z=^
an{(z+h)^+(z+h)^z+...+
+ {z+h)zn  +zn ~
2
From
this, it follows
1
}.
that
\f(z+h)f(z)\
<
\h\2n\aJB? i
i
But
this series of positive
terms
is
]i^{n\an \R$iym
Hence
where
\f {z +h)f{z)\
tinuous
is
independent of z and
when
\z\
<R
convergent, since J
= ^<1.
Ii
< A\h\,
h,
and therefore
f(z) is
con
t If iS is infinite, it is conventional to interpret the inequality as meaning
that i? 2 is finite and greater than iJ t
% We use here the wellknown result that lim n 1 /" =1.
.
FUNCTIONS OF A COMPLEX VARIABLE
39
Now
the increment ratio {f(z+h)f(z)}/h tends formally to
n
nan z x as h > 0. Accordingly, we consider the expression
zfflwhere
and A
,^.
same conditions as
satisfy the
use of the binomial theorem,
(zi~Ji\ n
and
^(feW
we
before.
By
the
see that
zn
so
n z n
{z+h)
v
'
,W1
nz"
<\M^ nG
r \z\
n r
\hn
n 2
\MZnCs + 2\z\ n
S 2
\h\
n2
<**( 1)* I
n  2Cs \z\"*\h\
= Wfll)\h\{\z\ + \h\}*
< ra(rc 1)A^< iA (nl)aJ2$ = A,
2
Hence
Z
where
jB is finite and independent of z and A, since the
~2,n(nl)\an \R% 2 is convergent. But this implies that
/ tends to zero with h. We have thus shown that
say,
series
/'(z)
= >
<R
zi,
re
provided that \z\
lt where
x is any number less than the
radius of convergence of the given power series. This completes
the proof of the theorem.
Now,
Urn \nan \^
n^n z _1 nas the
since
the series
the series
2
J "
lim aj~
1/m
,
same radius of convergence
whose sum
is f(z).
Hence,
theorem to the derived series, we see that/'(z)
function, regular when \z\
n(n l)an z n ~ 2 and so on.
order p is regular when \z\
<
R, and that
if
is itself
its
we apply
as
the
an analytic
derivative
is
Thus the derivative of/(z) of any
< R, and is given by the formula
d"
FUNCTIONS OF A COMPLEX VARIABLE
40
In other words, a power series can be differentiated term by term
as often as we please at any point within its circle of convergence.
Example. Show that, if \ajan+1 > R as n s. oo, then R is the radius
of convergence of the power series
an zn (This result often provides
a simple method of calculating the radius of convergence of a power
1
series.)
The CauchyRiemann equations
We have just seen that the sum of a power series
3.4.
zero radius of convergence
with a non
an analytic function, regular within
its circle of convergence. The converse theorem, that an analytic
is
function, regular in a neighbourhood of a point z
pressed as a power series of the form
can be ex
f (o) n
o
with nonzero radius of convergence, is also true, and will be
proved in 4.5. Thus the whole of the theory of analytic functions can be made to depend on power series.
For some purposes it is, however, more convenient to make
use of an alternative method of denning analytic functions
which depends on the theory of continuous functions of two
real variables. We shall suppose that the reader is acquainted
with the elements of this theory .f
Let us suppose that, when z
x+iy, the function f(z) is
expressed in the form u(x, y)\iv{x, y), where u and v are real
functions of the two real variables x and y. Now if f(z) is differentiable at a given points, the increment ratio {f(z+h)f(zj}/h
tends to the limit f'(z) as h > 0. If we take h to be real, this
implies that the expression
u(x+h ,y)u(x,y)
_
tends to f'(z) as A
must
* 0.
.v(x+h,y)v(x,y)
_
+t
,
Hence the two partial derivatives ux vx
and the derivative is then given by
,
exist at the point (x, y),
/'(z)
= ux (x,y)+ivx (x,y).
t See, for example, Dockeray, Elementary Treatise on Pure Mathematics
(London, 1934), Chap. VII; Gibson, Advanced Calculus (London, 1931),
Chap. IV; Hardy, Pure Mathematics (Cambridge, 1921), 27481; or Phillips,
Course of Analysis (Cambridge, 1930), Chap. IX.
FUNCTIONS OF A COMPLEX VARIABLE
41
find, by taking h to be purely imaginary, that
vy must exist at (x, y) and that
we
Similarly
uy
/'(z)
The two expressions
= vy (x,y)iuy (x,y).
for f'(z) so obtained, must, however,
be
Equating real and imaginary parts, we find that
identical.
UX
= Vy,
These two relations are called the CauchyBiemann differential
We have thus shown that for the function f(z) u+iv
to be differentiable atz
x+iy, it is necessary that the four partial
equations.
ux , vx uy , vy should exist
differential equations.
derivatives
Biemann
and
That the conditions of this theorem are not
by
considering the functionf defined
This function
Cauchy
satisfy the
sufficient is
shown
by the equations
continuous at the origin, and the four partial
and have valuesj
is
derivatives exist there
ux
satisfying the
uy =~l,
l,
vx
=l,
CauchyRiemann equations;
will easily verify, the derivative /'(0) does
yet, as the reader
not
exist.
3.41. Sufficient conditions for a function to
We
f{z)
now show
shall
= u+iv
an
is
domain D,
if the
continuous,
and
=l,
vy
be regular
that the continuous onevalued function
analytic function of z
= x+iy,
four partial derivatives ux vx
,
satisfy the
uy
regular in a
,
vv
exist,
CauchyBiemann equations
are
at each
point of D.
Let
since
z = x+iy and z' = x'+iy' be two
ux uy exist and are continuous, we
,
points of D.
have,
Then,
by the mean
value theorem for functions of two variables,
ii(x',y')~u{x,y)
t This example
15960.
% It
is
= {ux (x,y)+ e}(x'x)+{uy (x,y)+ v }(y'y),
due to
Pollard, Proc.
should be remembered that ux (0, 0)
lim{u(a;,0)(0,0)}/a;
*0
Similarly for the other derivatives.
London Math.
is,
by
28
definition, equal to
= Km (x/x) =
aj0
Soc. (2)
1.
(1928),
'
A COMPLEX VARIABLE
FUNCTIONS OF
42
where
and
77
tend to zero as
(s',y')(*,y)
and
z'
>
Similarly,
z.
= {vx (x,y)+ e '}(x'x) + {vv (x,y)+7)'}(y'y),
Hence, by the Cauchy
tend to zero.
Riemann equations, we obtain
where
e'
1/ also
/(')/()
where
= K(*,y)+*vx {x,y)}&z)+to,
c +e')(a;' x)+(i7+*V)(y' V)>
mm _
and so
z'z
U<x+ ivx
Now
\y'y\
\x'x\
z
z <{\A+W\)
(fol+IVI)
< H + le'l+M + IV
Hence
z
as z >
z.
Thus
each point of D; this
/(z) is differentiable at
completes the proof of the theorem.
Example. The
derivative
is
function /(z)
identically zero.
is
Show
regular in a
that/(s)
The exponential function
We now introduce the exponential,
is
domain D, where
its
constant in D.
3.5.
and trigonometric functions of a complex variable by means of power series.
We shall assume that the reader is well acquainted with the
properties of the corresponding functions of a real variable, and
shall show how these properties can be extended into the complex domain.
The exponential function expz
expz
is
logarithmic,
defined
by the power
series
^zn
=1+2,^
using the ratiotest ( 3.33, Ex.), we find that the radius of
convergence of this power series is infinite. Hence expz is an
analytic function which has no singularities in any bounded
domain in the zplane.
When a; is a real number, exp x is identical with the function
ex of elementary algebra. We shall often find it convenient to
By
FUNCTIONS OF A COMPLEX VARIABLE
write
e?
when
for expz,
43
complex, since expz obeys the
z is
multiplication law
= exp(z+z'),
expz expz'
which
is
of the same form as the law of indices in
algebra.
To prove this, we observe that, if we differentiate
term by
term, we find that the derivative of expz
is expz. Hence, if
a be any
finite constant,
/(z)
is
identically zero,
is
found by putting
or, writing z' for
and
the derivative of the function
= expz exp(a z)
so/(z)
a constant whose value, expa,
is
= 0. We have thus shown that
expzexp(a z) = expa,
z
az, that
expz expz'
exp(z+z').
This result is usually called the addition theorem
of the exponential
function, f
An important consequence of the addition theorem is that
expz never vanishes. For if expz vanished when z
z v the
equation
expz 1 exp(
would give an
3.51.
infinite
value for
The trigonometrical
x)
exp( Zl ), which
impossible.
is
functions
It follows
from the geometrical definition of the trigonometrical functions of an angle of circular measure
x thatj
sin^=
V( 1)"
x2U+1
for all values of the real variable x.
catT
"
'
,w
*n
n x
We now define
metrical functions of a complex variable z
sinz
the trigono
by the equations
z 2n+l
Since the radius of convergence of each of these power series
is
sinz and cosz are analytic functions of z, regular in
infinite,
every bounded domain of the Argand plane. Moreover,
we
see
t The addition theorem can also be proved by using Cauehy's theorem on
the product of two absolutely convergent series
( 2.52, Ex. 2).
t See, for example,
Hobson, Plane Trigonometry (Cambridge,
1911), 1314.
FUNCTIONS OF A COMPLEX VARIABLE
44
at once
of sin z
by termbyterm differentiation that the
and cosz are cosz and sinz.
derivatives
by the
are then defined
The other trigonometrical functions
equations
tanz
sinz
cotz
= cosz
secz
cosecz
cosz
sinz
cosz
smz
Obviously sinz, cosecz, tanz and cotz are odd functions of z,
cosz and secz even functions.
If we use the result of 3.31, Ex. 2, we find that tanz and
secz are analytic functions, regular in any domain in which cosz
never vanishes, their derivatives being sec 2 z and secz tanz respectively. Similarly cotz
and
cosec z are regular in
any domain
cosec 2 z and
which sinz never vanishes and have derivatives
coseczcotz respectively
If we denote exp(iz) by eiz in accordance with the convention
of 3.5, the equations defining the sine and cosine become
in
sinz
From
fe
(e
e~
iz
cosz
)/2i,
iz
(e
+e iz )/2.
and the addition theorem
these formulae
easily follows that the
for expz, it
fundamental identity
sin2 z+cos 2 z
and the addition theorems
= sinzcosz' + coszsinz',
cos(z+z') = cosz cosz' sinz sinz',
sin(z)z')
hold when z is complex. As all the elementary identities of
trigonometry are algebraical deductions from the fundamental
identity and the addition theorems, these identities still hold
for the trigonometrical functions of a complex variable.
still
Example. Prove
that, if z
e"
= x\iy, where x and y are real,
ex (cos
y+i sin y).
The hyperbolic functions
When z is real, the hyperbolic functions
3.52.
are defined
by the
equations
e~
cosech z = 1/sinh
sinhz
We now
i(e
),
coshz
z,
sech z
l(e
= sinhz/coshz,
coth z = 1/tanh
+e~z ), tanhz
1/cosh z,
define the hyperbolic functions for all real or
z.
complex
FUNCTIONS OF A COMPLEX VARIABLE
by these equations, the symbol e* being now
meaning the function expz.
values of z
preted as
45
inter
The hyperbolic functions of the complex variable z are all
and their derivatives have the same form as
analytic functions,
in the theory of the hyperbolic functions of a real variable. It
should be observed that sinhz and coshz are regular in every
bounded domain. On the other hand, tanhz and sechz have
singularities at the points where coshz vanishes, and cothz and
cosechz at the points where sinhz vanishes.
The equations
= sinhz,
sinh iz = sinz,
siniz
cos iz
= coshz,
coshiz=cosz,
which the reader will easily prove, are of great importance as
they enable us to deduce the properties of the hyperbolic functions from the corresponding properties of the trigonometrical
functions.
3.53.
If z
The zeros
of sinz
and cosz
= x\iy, where x and y are real, we have
sin z = sin x cosh y + cos x sinh y,
i
and
so sinz vanishes if
and only
sin x cosh y
if
cos x sinh y
0,
0.
1 when y is real, the first equation implies
But since coshy
mr, where n is an integer or zero.
that sin x is zero, and so x
0, and this has but
The second equation then becomes sinh 3/
one root, y
0, since sinh y increases steadily with y. We have
tin, where
thus proved that sinz vanishes if and only if z
a positive, zero, or negative integer. Moreover, by using
the addition theorem for sinz, we see that
is
sinz
z~=^^
iN
V) re
sin(zm7r)
z=^
which tends to ( l) n as
1V
'
,^,_ iy(?i:H^l
Z}
(2r+l)l
z > mr.
and cosecz are
The behaviour of these functions near
exhibited by the equations
It follows that the only singularities of cotz
at the points
z = mr.
a singularity
is
(znn) cosecz + (1)",
(z nir)cotz >
as z > nit; the proof of this is left to the reader.
FUNCTIONS OF A COMPLEX VARIABLE
we can show that cosz vanishes if and only if
z = (n+ 1)tt, where n is an integer or zero. It follows
that the
only singularities of tan z and sec z are at the points z =
(rajf )tt,
and that
46
Similarly
{z (m+J)7r}tanz
as z >
1,
>
{z (w+i)77}secz
( l)"+i
^
(n+ 1)tt.
Example
1.
Show
are at the points z
and that, as z > mri,
that the only singularities of cosechz and cothz
where n is a positive, zero or negative integer,
niri,
(zmri)coaechz>( l)\
(z mri) cothz>
1.
Example
2. Prove that the only singularities of sechz and tanhz
are at the points z
(n+i)m, where n is a positive, zero or negative
integer, and that, as z s (n+$)7n,
{z(n + J) 7n}sechz>i(l)'+i )
The
3.54.
{z(n + ),} tanhz >
1.
periodicity of expz
The
real or complex number
y is said to be a period of the
function /(z) if the equation f(z+y) =/(z) holds
for all values
of z. We shall now show that expz is a
periodic function, its
periods being 2niri, where n is an integer.
For, if y
a+ifi be a period of expz, we have, by the
addition theorem,
expz
so that
expy
e a (cos^+isinj8)
= exp(z+y) = expzexpy,
1.
But
1,
this equation,
when
e<sin 8
we square and add, we find that e2 =
number is thus given by the equations
1,
ecos=l,
If
<*
cos
Hence
3.55.
written in the form
implies that
2mr, where
1,
sin
0.
and
so a
0.
The
0.
n is an integer. This proves the theorem.
The logarithmic function
When x is real and positive,
the equation e = x has one real
which is called the logarithm of x and is denoted
by
log*. When, however, z is complex, the
corresponding equation
expw
z has an infinite number of solutions,
as We shall now
show; each solution of this equation is called
a logarithm
solution,
of z.
FUNCTIONS OF A COMPLEX VARIABLE
To
find the solutions of this equation
where u and v are
this it follows that v is
and so u
thus of the form
e"
\z\
= log
write
47
= u\iv,
that
real, so
e u (cosv\ism.v)
From
we
z[.
w=
z.
one of the values of argz, whilst
Every solution of the equation
,
is
logz]+iargz.
Since argz has an infinite number of values, there are an infinite
number of logarithms of the complex number z, each pair differing by a multiple of 2ni.
We shall write
Logz
= log z+i argz,
Logz is a function with an infinite number of values
corresponding to each value of z. Each determination of Logz,
obtained by making a special choice of the manyvalued funcso that
tion argz, is called a branch of the logarithm. The most important branch is the principal value of the logarithm of z, which
is obtained by giving to argz its principal value.
We shall
denote this principal value by logz, since it is identical with the
ordinary logarithm when z is real and positive.
Now
the function logz
but as z >
>
is
continuous except at the origin;
oo.
Again the principal value of argz
is continuous except at points on the negative half of the real
axis; for, if x < 0, y > 0, we have
0,
log
z
hmarg(x+i?/)
tti,
limarg(a; iy)
ni.
if z
and z' *z along any path which does not cross
the negative half of the real axis, then log z' > log z. But if the
Hence,
path from
z'
to z crosses the negative half of the real axis once,
where the sign is
or
according as the
logz' > log z2m,
path crosses from above to below or from below to above. Thus
we can pass from the principal value to any other branch of
Log z by making a sufficient number of circuits about the origin.
For this reason, the origin is called the branch point of Log z.
To avoid this difficulty, we now make a cut along the real
axis from
oo to 0, across which it is impossible to pass. Then,
if D is any bounded domain in this cut plane which does not
possess the origin as boundary point, log z is onevalued and
FUNCTIONS OF A COMPLEX VARIABLE
48
continuous in D. If z and z' are any two points of
and if
w and w' denote log z and log z' respectively, then w' >w as
z' * z along any path in D. Hence
w w
z z
as
z'
>
w w
Thus log z
z.
has the function
is
/exp w
expw;
> l/expw> = 1/z
expw>
exp w
w w
an analytic function, regular
Example 1 Prove that
a value of the logarithm of zz'
not necessarily the principal value.
but that this
is
in
D, which
1/z for derivative.
is
log z
+ log z',
Example 2. Show that log(l z 2 ) is a regular analytic function provided that the zplane is cut along the real axis from oo to 1 and
from +1 to +oo. Discuss how the function behaves when circuits are
made about the points 1 and 1.
3.56.
The power
series for log(l+z)
We have just seen that log(lfz) is an analytic function which
regular in the zplane, supposed cut along the real axis from
to 1, and which has derivative l/(l+z). In the region
\z\
1 this derivative can be expanded as a convergent power
is
oo
<
series
1 zfz2
,
But, by
3.33, the
sum
+...
of this power series
is
the derivative of
the function
/(z)
= z% + *.. + (!)<
2
'
'
2+l
n+1
'"
whenever the
Now
latter series converges.
the radius of convergence of the power series denning
/(z) is unity.
Hence
F(z)=f(z)log(l+z)
an analytic function which
and has zero derivative
whose value
is found to be zero by putting z = 0.
We have thus shown
that log(lj2) can be represented by a power series
is
when
\z\
<
1.
is
regular
It follows that F(z) is a constant,
Z
,. Z n+1
= is_z + _...
+ (_i):
S
log(l+z)
convergent when
\z\
<
1.
'
'
n+1
FUNCTIONS OF A COMPLEX VARIABLE
The function
3.57.
49
za
from the definition of Logs that, when
p is any
exp(pLogz) is a onevalued function of z
being equal to zP, even though Logz is
manyvalued. If is
It follows
integer, the function
any other
integer, the function
w=
exp/^Logz]
therefore, a solution of the equation
might denote any branch of it by g?K
is,
vfl
= zP,
We
reserve this notation for the principal value
of w,
a*
The other
so that
shall,
we
however,
namely
= exp/l'logz).
solutions of the equation are then of the form
w=
zPlge ik n ilQ
'
"
where k = 1, 2, 3,..., q 1. Obviously each of these solutions
can
be obtained from gPh by making circuits about the
branchpoint
of log z.
We now define z
any
for
equation
this definition the
zzP
complex value of a, by the
= exp(alogz).
,
z<*
With
real or
,
law of indices
still
holds; for
= exp( a log z)exp(,8 logz) = exp{(a+/3)logz} = z<*+0.
We
saw in 3.55 that logz is discontinuous on the negative
half of the real axis, and that it suddenly decreases
by 2ni as
we
cross this fine
> 0,
from above to below.
then
Hence,
if
<
and
(x iy)<*
as
y>0; thus
z<*
is
when
when a is an integer.
also discontinuous
negative, except in the case
z is real
and
however,
onevalued and continuous in every bounded domain
of the
zplane, supposed cut along the real axis from 00 to
0. Moreover, if we write the equation defining z<* in the form z<*
e<*
It
is,
where = logz, we see, by 3.31, Ex.
D, its derivative being given by
4111
dz a
dei dt
az
a dz
_,
2,
that
z<* is
regular in
FUNCTIONS OF A COMPLEX VARIABLE
Show that it is not necessarily the case that
50
Example
1.
Example
2. Determine the branches
Z?2
tion
(1z2
1 /2
)
(!)"
and branch points of the func
REFERENCES
Power
series:
T. J. I'a Bbomwich, Theory of Infinite Series (London, 1926), Chap. X.
P. Dienes, The Taylor Series (Oxford, 1931), Chap. V.
The
exponential, logarithmic
and
trigonometrical functions:
G. H. Hardy, Pure Mathematics (Cambridge, 1921), Chap. X.
E. W. Hobschst, Plane Trigonometry (Cambridge, 1911), Chap. XV.
E. T. Whittakeb and G. N. Watson, Modern Analysis (Cambridge,
1920),
Appendix.
MISCELLANEOUS EXAMPLES
i.
m=
if
afly(y
ix)
7Z*
<**>.
x a +2/ 2
^)
>
prove that the increment ratio {/(z) /(0)}/z tends to zero as
any radius vector, but not as z > in any manner.
2.
If z
along
= u+iv, where r, 9, u, v are real and/(z) is a regular
show that the CauchyRiemann differential equa
re9*, f(z)
analytic function,
tions are
Su_\Sv
8v
8r~r86'
8r
~~
8u
r 8$'
3. Verify that the real and imaginary parts of log z satisfy the CauchyRiemann equations when z is not zero.
4.
Prove that the function
/(z^l+J^Hp^zregular when z < 1 and that its derivative is a/(z)/(l+z). Hence
show that the derivative of (l+z)~/(z) is zero, and deduce that
is
/(z)
5.
If
is
any
(l+z).
positive or negative integer or zero,
and if
<
<
\tt,
tends to infinity as z tends to infinity in the angle
z
n tends to zero as z tends to
\rt\e. < argz < far e, but that \e /z
infinity in the angle ^77+e < argz < fn e.
prove that
e*/z"
6.
Prove that,
if
is
a positive integer and
nlog(l +
where
\z\
3 = z+/(z)
\fn (z)\
<
i\
<
\n,
FUNCTIONS OF A COMPLEX VARIABLE
51
Deduce that
as
n > co, when z lies in any bounded domain of the zplane.
Show that the general solution of the equation z = tanio
7.
is
1+&
%z
Prove that each branch of this manyvalued function
is an analytic
function, regular in the zplane, supposed cut
along the imaginary axis
from co* to i and from i to cot, and that the
derivative of each
such branch is 1/(1+ z 2 ).
Show also that, when \z\ < 1, the principal branch is
z3
z5
Prove that the conjugates of the complex numbers sinz
and cosz
8.
are sinz
and cosz
Isinzp
9.
respectively.
Hence show that
(cosh22/cos2a;),
cosz 8
(cosh22/+cos2a;).
Prove that
sinhImz
'
'
sin
< cos z <
^
cosh(Imz).
Deduce that
sinz
and
either of the angles e
<
<
tend to infinity as z tends to infinity in
argz <  e> +e < aTgz < 2n  e where
cosz
<
7T.
10. If f(z)
= u+iv
is
an
analytic function, regular in a
where f'(z) does not vanish, prove that the curves
u
v = constant form two orthogonal families.
Verify that this
is
the case
when
(i)/(z)
z \ (ii)/(z)
domain
constant,
sinz.
CHAPTER IV
CAUCHY'S THEOREM
4.1. Rectifiable arcs
discussing Cauchy's theorem on the integration of
of a complex variable, it is desirable to confunctions
analytic
the
length of a Jordan arc, whose equation is
how
sider briefly
Befobb
= x(t)+iy{t),
< <
t
T, may be defined. Let z z 1;
t
which correspond to the values
of
this
arc
z 2 ,...,z n be the points
t
t
v t 2 ,...,tn of the parameter t, where
where
The polygonal
from
to z 1;
<t1 <t <
2
arc which
from
is
z x to z 2 ,
<
...
tn _ r
<tn =T.
obtained by drawing straight lines
so on, is of length
and
2=2
Iv Vll
2 tends to a unique limit I as n  oo and the greatest of the
numbers tr tr _ x tends to zero, we say that the arc is rectifiable
and that its length is I.
It can be shown that the necessary and sufficient condition
for a Jordan arc to be rectifiable is that the sums 2 should be
bounded for all possible modes of subdivision of the range of
values of the parameter. t In the present book, we shall, in
general, be concerned only with rectifiable arcs of a more special
type, namely Jordan arcs with continuously turning tangent.
Such curves we shall call regular arcs. A regular arc is characterized by the fact that the derivatives x (t) and y(t) exist and
are continuous over the whole range of values of t.
We shall now prove that a regular arc is rectifiable by showing
If
that the sum
2 does, in fact, tend to the limit
T
\
{x 2
+y
2 112
dt.
The
first
step in the proof
is
to
show that
can be made to
t Proofs of this are given, for example, by P. Dienes, The Taylor Series
(Oxford, 1931), 199201; E. W. Hobson, Functions of a Real Variable (Cambridge, 1921), 1, 31820; E. G. Phillips, Course of Analysis (Cambridge, 1930),
20810.
CAUCHY'S THEOREM
differ
by
as
little
as
we
please from the
n
53
sum
1^2Wr)+iy{tr)\(ttrx),
r=l
by making the greatest of the numbers tr
We
sufficiently small.
r_x
start with the inequality
{ZZ'}< \ZZ'\
of
which obviously implies that
1.32,
<
\{\Z\\Z'\}\
\m(ZZ')\ + \Im(ZZ')\.
Hence we have
Ir=\{
<
\zZrl\
\*(tr )
+ iy(tr)\(t trl)
r
\(Xr%rl)x(tr)(trtrl)\+\(yryrl)y(Wrtrl)l
where xr denotes x(tr ), and so on.
Now, by the mean value theorem of the
xr xr _ x
where rT and
Ir
= x{r
r )(tr
<
t^j),
he between
r'r
tr _ x
differential calculus,
yr yr i = y{r'r){tT tr  x ),
and tr and so
,
(ttri){\A{rr )x{tr )\
+ \y{r' )y{t
r )\}.
But, by hypothesis, the functions x(t) and y(t) are continuous
and hence also uniformly continuous. We can therefore assign
arbitrarily a positive number e, as small as we please, and then
choose another positive number , depending only on e, such
that
\x(t)x(t')\
<
\my{t')\<e
e,
whenever \t 1'\ < 8. If the greatest of the numbers
less than S, we find that
Ir
<
tT _ x
is
Htrtrl),
and hence that
n
1 ~ 2x < 1 ^ <
2e
2 {tt^) =
2e(Tt
).
by the definition of the integral of a continuous funcsum ~ tends to the limit
Finally,
tion, the
T
j
as
n tends
\x(t)+iy(t)\ dt
to infinity
JV + ^i,2
dfy
and the greatest of the numbers
tends to zero. Since, however,
2i can
as we please by making 8 sufficiently small,

*>e
tr
tr _ 1
ma de as small
2 must also tend
CAUCHY'S THEOREM
We have thus shown that a regular arc
54
to the same limit.
and that
rectifiable
its
length
is
is
T
2
2 112
j {x +y }
dt.
to
4.11. Contours
If
AB
and
respectively,
BG
are
two
rectifiable arcs of lengths
which have only the point
in
and V
common, the
arc
evidently also rectifiable, its length being l+l'. From
Jordan arc which consists of a finite number
of regular arcs is rectifiable, its length being the sum of the
lengths of the regular arcs forming it. Such an arc we call
AG
is
this it follows that a
a contour.
By a closed contour we mean a simple closed Jordan curve
which consists of a finite number of regular arcs. Obviously
a closed contour is rectifiable.
Riemann's definition of integration
The fundamental operation of the calculus known as integration arises in two distinct ways. The determination of the
4.12.
indefinite integral
may
be regarded as the operation inverse to
in the applications of the calculus
to geometry or physics, it is the definite integral, defined as the
limit of a sum, which is of importance. In the theory of func
that of differentiation.
tions of a
But
complex variable we
start
with the definition of an
integral as the limit of a sum, and, later on, deduce the connexion between the operations of differentiation and integration.
Although this definition of the definite integral had its origin
work of the Greek mathematicians, it only attained a
in the
precise arithmetical form, satisfying
modern standards of rigour,
We
shall
in the nineteenth century at the hands of Biemann.f
now explain Riemann's definition of an integral, not, indeed, in
form, but in one more suited for our present purposes.
a function f(z) of the complex variable z,
consider
Let us
analytic but which has a definite finite
necessarily
which is not
rectifiable arc L. Let the equation of
a
of
point
each
value at
subdivide this
T.
t
where t
x(t)+iy(t),
this arc be z
its original
^ <
We
trigonometric series. This
t In his inaugural address of 1854 on
in his collected works (German edition (1876), 21351).
is
reprinted
CAUCHY'S THEOREM
arc into
smaller arcs
by the points
55
z v z 2 ,..., zn _1 , z n
(=
Z),
which correspond to the values
*0
of the parameter
"^
t,
*1 *~
*nl "^ *n
and then form the sum
n
2 /(W(Vari).
2 = r=l
where
r is
a point of
between
and
zr _ x
zr
tends to a unique limit J as to tends to infinity
and the greatest of the numbers tr tr _ r tends to zero, we say
that/(z) is integrable\ from z to Z along the arc L, and we write
If this
sum
= jf(z) dz.
L
The
direction of integration
affix x(t)+iy(t) describes
is
from
the arc
to Z, since the point of
L in this sense when
increases.
Thus the numbers Z, z play in this theory much the same parts
as the upper and lower limits in the definite integral of a function of a real variable. Nevertheless, we do not write
z
= jf(z)dz;
we shall soon see, the value of J depends, in general, not
only on the initial and final points of the arc L but also on its
actual form.
The complex integral of a function /(z) along a rectifiable arc
for, as
L, defined in this way, exists under quite general conditions,
a sufficient, but not necessary, condition being that f(z) should
be continuous on L. There is no need whatever to assume that
the derivatives x(t) and y(t) exist. We shall not, however, prove
this general result, J but shall only consider in detail the case
when L is a contour.
Example
1.
If
j"
dz
is
any
rectifiable arc joining
the points
and Z,
prove that
= Zz
jzdz =
%{Z*zl).
f In particular, if L is a segment of the real axis, this definition reduces to
the ordinary definition of the integral of a bounded function of a real variable.
% For a proof of this, see, for example, Watson, Complex Integration and
Cauchy'a Theorem (Cambridge, 1914), 1725.
CAUCHY'S THEOREM
56
Both
on L.
integrals exist since the integrand
In the
first case,
in each case, continuous
is,
we have
2= /(r)(ZrZrl) = 2= ( r_i) = ZZ
r
from which the
a,
result stated follows at once.
In the second, we have to find the limit of
n
2, ir\ zr
This
is
Zi
and
so
zrl)
r=l
necessarily the same as the limits of
is
also the
2. zA zr
r=i
same
*(2x
zrl)>
Zr
~ 2 zrl\ zr zrl)>
r=l
+2
as the limit of ( 2,
2.)
= ii
(44i) =
=
r
Hence
izdz
)*
But
2
i(^ ^).
"
i(Z 2 zl).
L
be observed that in both these examples the value of the
independent of the path from z to Z.
It should
integral
is
Example
and
BC
2. If f(z)
is
integrable along the
which have only the point
integrable along the arc
in
jf(z)dz= Jf(z)dz
AB
AB
f(z) is
jf(z)dz.
BC
Example 3. If f(z) is integrable along L,
described in the opposite sense, show that
Jf(z)dz=L'
rectifiable arcs
AC and that
AC
Example 4. If /(z)
constants, prove that
two
common, prove that
and
W( z + bg( z
)
jf(z)
L
and
)}
dz
4.13. Integration along
a J7(z) dz
L
L'
is
the same arc
dz.
g(z) are integrable
if
along L, and a and b are
+b j g(z) dz.
L
a regular arc
Let us suppose that f(z) is continuous on the regular arc L
whose equation is z = x(t)\iy{t), where t ^.t^.T. We prove
that f(z)
is
integrable along
j f(z)
dz
L and that
T
j F(t){x(t)+iy(t)} dt,
CAUCHY'S THEOREM
57
where F(t) denotes the value of/(z) at the point of L of parameter t.
In the notation of 4.12 we have to consider the sum
2/0^^1),
2 = r=X
where r is a point of the arc between zr _ x and zr If rr is the
parameter of ,., tt obviously lies between tr _ x and tr Writing
are real, we find that
F(t) = <f>(t)\itp(t), where j> and
.
tfi
2 = r=l
2 ^(T )(av av_i)+r=l
2 0(T )(av av_i) +
r
+% 2 4>(rr )(yr yr i)r=l
We
consider these four
By
separately.
the mean value theorem of the differential calculus the
term
first
sums
2 ^(T )(y y _i).
is
= 2 ^(T,)(aV a*l) = 2 ^M^(T
2i
r)
r=l
ft <*l).
where r'r lies between r _ x and tr The first step is to show that
2 X can be made to differ by as little as we please from
.
j,=i^)i((Hi)
r=l
by making the greatest of the numbers tr tr _x sufficiently small.
Now, by hypothesis, the functions (f>{t) and x(t) are continuous.
As continuous functions are necessarily bounded, there exists
a positive number K such that the inequalities \<f>{t)\ < K,
\x(t) < K, hold when t < t < T. Moreover, the functions are

also uniformly continuous;
a positive number
positive
number
e,
8,
\tt'\
is less
than
<
8,
can, therefore, assign arbitrarily
we
Hence,
we have
8.
<
if
and then choose a
such that
please,
depending only on
\<f>(t)<}>(t')\
when
we
as small as
e,
\x{t)X{t')\
6,
<
the greatest of the numbers
t
T
tT _ x
\<j>(Tr )x(r'
r )<f,(tr )x(tr )\
=
<
\</>(rr
){x(^)x(tr )}+x(tr ){</>(rr )4(tr )}\
\<f,(rr )
\x(r'r )x(tr )
+ x(
r)
#Tr )#g
< 2#e
CAUCHY'S THEOREM
58
and
2
therefore
\I1
By
\<2Ke(Tt
).
the definition of the integral of a continuous function of
tends to the limit
2
a real variable,
T
j.
<f>{t)x{t)
dt
as n tends to infinity and the greatest of the numbers t
r
r _x
tends to zero. Since, however,
~"
can
De
ma
de
as
small
2i
2
as we please by taking 8 small enough,
must also tend to
the same limit. Similarly the other terms of
tend to
limits.
Combining these
we
results
that
find
tends to the
limit
T
j
T
(<f><f>y)
dt
+i j
to
and
T
(tpx+<f,y) dt
F(t){x(t)+iy{t)}
dt,
J*
t%
to
so f(z) is integrable along the regular arc L.
This result
is
not merely of theoretical importance as an
existence theorem. It
is also of practical use in that it reduces
the problem of evaluating a complex integral to the integration
of two real continuous functions of a real variable.
More
generally, it can be shown without difficulty that, if
continuous on a contour C, it is integrable along C, the
value of its integral being the sum of the integrals of f(z) along
the regular arcs of which C is composed.
f(z) is
Example
1. Find the value of the integral of l/( a) round the
whose equation is \z a\ = JR.
The parametric equation of G is z = a+ Boost + iBsiat, where t
varies from
to 2n as z describes C once in the positive sense. Hence
circle O,
27T
Rd cos + iRD sm
.
( Msint + iBcost)dt
'
o
.TT
dt
2m.
Example
from
2.
1 to +1
Show that the integral of 1/z along a semicircular arc
has the value
or
according as the arc lies above
or below the real axis.
CAUCHY'S THEOREM
The absolute value
4.14.
of a
59
complex integral
C of length
Iff(z) is continuous on a contour
the inequality /(z)
M, then
I,
where
it
satisfies
<
jf(z)dz sCMl.
In proving
this
when C
case
Now
if
variable
t,
is
<f>(t)
theorem we evidently only need to consider the
a regular arc.
is
any complex continuous function of the
tmitrtrlti
and
so,
real
we have
on proceeding to the
T
<I
mtr)\(ttrl),
limit,
<
j<j>(t)dt
to
f \<f>(t)\dt.
to
In the notation of 4.13,/(z)
F(t)
on G, and so
\F(t)
\
<M
Hence
JF(t)(+iy)dt
jf(z)dz
<
<M
4.2.
T
f (x2
2 1 '2
2/
dt
il^?.
Cauchy's theorem
Let /(z) be an analytic function, regular in a domain D. Let
z and z x be two points of D, joined by a rectifiable arc L, every
point of which belongs to D. Then the integral of /(z) along L
certainly exists since f(z) is continuous on L. The fundamental
property on which the theory of analytic functions depends is
that the value of this integral is a function of z and z x alone
and is quite independent of the particular arc L which joins the
two given
An
points.
equivalent form of this result
is
Cauchy's theorem, which
G is a simple closed rectifiable arc lying in D, then
the integral of f(z) round G is zero. For any two points of G
divide it into two rectifiable arcs L and L v say. If L 2 denotes
states that, if
CAUCHY'S THEOREM
60
the arc
along
Lr
described in the opposite sense, the integrals of /(z)
2 are equal. Hence we have, by 4.12, Exx. 2, 3,
L and L
jf(z) dz
jf(z) dz
]*/(*)
dz
("/()
dz
(f(z) dz
= 0.
In the sequel we
shall always suppose that a simple closed
described in the positive or counterclockwise
sense, unless the contrary is explicitly stated.
rectifiable
It
is
curve
very
is
prove Cauchy's theorem in its most
In the next section we make the additional
difficult to
general form.
assumption that the derivative f{z) is continuous within and
on C and follow the lines of Cauchy's second proof.f We then
show that this additional assumption is not necessary when the
contour is a polygon, and, finally, we indicate briefly how the
extension to the general case
4.21.
may
The elementary proof
be carried out.
of Cauchy's
theorem
We now
prove the simplest and original form of Cauchy's
theorem, that if f{z) is an analytic function whose derivative
f'(z)
exists and is continuous at each point within and on the closed
contour C, then
jf(z) dz
0.
Let D be the closed domain which consists of all points within
C. If we write z = x+iy, f(z)
u+iv, where x, y, u, v
and on
are real,
we
have,
j f(z) dz
a
4.13,
= j (u dx v dy)+i j (v dx +u dy),
'
where, by J
the form
by
(Pdx+Qdy), we mean
c
the
sum
of the integrals of
(Px+Qy)
dt over all the regular arcs composing C.
transform each of these curvilinear integrals by
means of Green's theorem, J which states that if P(x,
Q(x,
f
We now
y),
y),
t Comptes Rendus, 23 (1846), 2515. This proof is often called Riemann's
proof; he gave it in his inaugural dissertation at Gottingen in 1851 (Ges. Werke
(1876), 346).
Cauchy's first proof depended on the calculus of variations. It occurs in his
'Memoire sur les integrates definies, prises entre limites imaginaires' (Paris,
1825), which has been reprinted in Bulletin des sci. math. 7 (1874), 265304,
8 (1875), 4355, 14859.
} See Gibson, Advanced Calculus (London, 1931), 3356, or Phillips, Course
of Analysis (Cambridge, 1930), 2901.
THEOREM
CATTCHY'S
61
8Q/8x, dPjdy are continuous functions of both variables
in D,
then
By
hypothesis
f'(z) exists
ever,
/ (z)
we
and
is
continuous in D. Since, how
= ux +tvx = vy iuv
,
assuming that u and v and their partial derivatives ux vx u v are continuous functions of both variables
y
x
y
and y in D. The conditions of Green's theorem are thus
are, in fact,
,
satisfied.
Hence we
see that
o,
by the CauchyRiemann
differential equations. This completes
the proof of Cauchy's theorem.
4.22.
The general form
of Cauchy's
theorem
Although the simple form of Cauchy's theorem which we have
just proved suffices for many of the applications we have in
view,
it is desirable to consider whether the assumptions
we
have made are necessary for the truth of the theorem. The first
step in this direction was taken by Goursat,f who showed that
it is unnecessary to assume the continuity of
f'(z), and that
Cauchy's theorem is true if it is only assumed that f(z) exists
at each point within or on the simple closed rectifiable curve G.
Actually the continuity of the derivative /'(z) and, indeed,
differentiability are consequences of Cauchy's theorem.
More generally
still, it
can be shown that
iff(z) is
its
an analyW}^l ^0
function, continuous within and on the, simple, closed rectifiable
curve C, and iff'(z) exists at each point within C, then
ff(z)dz
a
= 0.
We
shall now indicate briefly the lines of the proof of this
general form of Cauchy's theorem.
t Trans. American Math. Soc. 1 (1900), 1416. Goursat's proof
found in his Cours d' Analyse, 2 (1918), 74r8.
will also
be
CAUCHY'S THEOREM
62
The
first
step
is
to
show
that, if f(z)
is
an analytic function
whose derivative f'(z) exists at each point within and on a triangular contour C, the integral of f(z) round C vanishes. Let
us write
f(z) dz
= h,
o
so that h
> 0.
The proof
consists in showing that
we
are led
>
0.
to a contradiction if we assume that h
0. If we join the middle points
Let us suppose, then, that h
>
of the sides of
C by straight lines, the domain within C is divided
into four congruent triangles
say.
Then
whose boundaries are yv y2 y3 y4
,
jf(z)dz=2
since,
on the righthand
side,
we
j f(z)dz,
are integrating twice in oppo
site directions over each side of a triangle yr which is not part
of a side of C, and the corresponding integrals cancel. Hence
we have
A<2
r=l
J>)
dz
y.
so that the inequality
jf(z)dz
>lh
V,
one value of r; if it holds for more than
the least. In this way we obtain a triangular contour, Cv say, of half the linear dimensions of C,
with the property that
must hold
for at least
one value of
r,
we take
jf(z)dz
>&
We now treat Cx in
the same manner, and so on indefinitely.
Proceeding thus, we obtain a sequence of triangles C, Cv C2 ,...,
C ,..., each of which is contained in and has half the linear
n
dimensions of its predecessor, with the property that
jf(z)dz >A/4
By
the example of 2.2 there is precisely one point, a say,
which lies within or on every triangle of this sequence. More
CAUCHY'S THEOKEM
63
by hypothesis, f(z) is regular at a. Hence, given any
positive number e, we can find a neighbourhood of
a, whose
over,
radius depends on
e,
in which the inequality
<
!/(*)/() ( Xr()
e\za\
holds. This neighbourhood of a contains all the triangles
of the
sequence for which n
N, where
is an integer depending
J
>
It follows that, if l
n
inequality
e.
/(z)

by the
is satisfied
is
We know,
(2
affix z of
it
jf(z) dz
0,
zdz
provided that
= 0,
= j {/()/()(*).f ()} dz.
{{Mf(oc)(z)f'(oc)}dz
< ell = J /**
2
1
,
the perimeter of C.
have thus shown that, when
is
< h < 4
This
> JV, we have, by 4.14,
jf(z)dz
We
Gn
every point on
Hence, when n
the
follows that
where
however, thatf
j dz
from which
_/(a) _ _ a)f (a) < ^
> N.
on
the perimeter of the triangle
> N,
dz
<el2
however, impossible, since e is arbitrary; the assumption
positive is thus untenable. But since h
0, we must,
therefore, have h
0. This completes the proof} of Cauchy's
theorem for a triangle within and on which the integrand is
is,
that h
>
is
regular.
The next step is
contour.
any
We
to extend this result to the case of a polygonal
shall
make
use of the fact that the interior of
closed polygon can be divided
See 4.12, Ex.
The proof
499506.
is
up
into a finite
number of
1.
due to E. H. Moore, Trans. American Math. Soc.
X (1900).
CATJCHY'S
64
triangles.
For,
if
the polygon
THEOREM
is
not convex,
it
can be divided
up into convex polygons by producing the sides sufficiently, and
any convex polygon can be divided into triangles by joining any
interior point to the vertices.
Let us suppose that/(z) is an analytic function regular within
and on a closed polygon C. If C is now divided up into n triangles whose boundaries are Gv C2 ,..., Cn we obtain
,
jf(z)dz
=f
jf(z)dz,
side, we are integrating twice in oppoover each side of a triangle Cr which is not also
part of a side of C, and the corresponding integrals cancel. But
we have shown that the integral of f(z) round each triangular
contour Cr vanishes, and so
since,
on the righthand
site directions
jf(z)dz=0.
o
We have now reached the really difficult stage in the proof
of Cauchy's theorem in the general form enunciated at the
beginning of this section. We are given that f(z) is regular
within the simple closed rectifiable curve C and continuous
within and on C. These conditions imply that J/(z) dz exists;
c
we have
to
show that
it is zero.
can be proved that, when any positive number e is assigned,
a closed polygon P can be constructed, each point of which lies
within C and at a distance less than e from C. The derivative
f'(z) exists at every point within or on P, so that the integral
of/(z) round P vanishes. The general form of Cauchy's theorem
would, then, be completely proved if we could show that
It
lim
The
/()&=
\f{z)dz.
validity of this passage to the limit
immediately sugit is one of the
most difficult things to prove in the whole of the theory of
functions of a complex variable. A proof has been given by
Pollard which depends on 'some rather delicate theorems of
de la Vallee Poussin, the development of which requires great
care and unusual nicety of thought'. We shall, therefore, con
gested
by geometrical
intuition.
is
Nevertheless,
CATJCHY'S
tent^ourselves
THEOREM
by relying on geometrical intuition
65
for the validity
of this passage to the limit,
and refer the reader to the o^gmai
original
memoirst for the proof.
4.3.
The deformation
7"
of contours
^g *
n fthe
1
an analytic function round
a !5f
a
closed contour, within which
the function is not necessarily
Can
n be ^PH&d by noticing that
the value of the
contour megral of an analytic
function is unaltered by deformation
of the contour provided that the
contour crosses no singularity
of
J
the integrand during
deformation.
Fig. 1
For simplicity we
shall only consider
d f Prf iS
T^
C are
Tow Vw"^
show
that jf Ox and
pletely inside C then
v
ff(z)dz
a particular case of this
quite
""all
8eneral
two closed contours, C lying
com .
2
ff(z)dz,
provided thatf(z) is continuous in 'the
closed annulus and regular
in the open annulus bounded by C
and
C2
t
Let us take two points of affixes a
and 6 on Cx and two points
of affixes c and d on C
If we join a to c and b to
2
d by two
potygonal arcs which have no point in
common and which do
not cross
or C2 we form two closed
contours L and L , as
(J figure.
2
shown in the
Now/(z ) is continuous in the closed domain
and regular
the open domain bounded by
Lx and so its
.
f Pollard, Proc. London Math. Soc. (2)21(1923) 45682 2 noosi iak * n
^ Watson, Co^,^^^^
4111
CAUCHY'S THEOREM
66
integral
round
L x is
zero; similarly for
J7(z)
Hence
& + J7(s) & =
0.
and L 2 each contain the polygonal arc ac described
senses, so that the two integrals along the arc
opposite
twice in
for the polygonal arc bd. Hence this last
similarly
ac cancel;
But
Lx
equation takes the form
jf(z)dz jf(z)dz
when we take
0,
into consideration the conventional sense of
description of the contour
C2
4.31. Cauchy's integral
formula
We now show that i//(z) is an analytic function, regular within
a closed contour C and, continuous within and on C, and
any point within C, then
JV
'
2iri
if
is
za
c
Since f(z)
is
regular at a,
f{)
we have
=/(o)+(o)f(o)+(2o)l.
where rj is a function of z and a which tends to zero as z > a.
Hence, given any positive number e, we can find a neighbour8 in which the inequality ij < e holds.
hood \za\
Now draw a circle y with centre a and radius r, where r is
less than 8 and is also so small that y lies entirely within G.
Then, since f(z)/(za) is regular in the annulus bounded by y
and C, we have, by the theorem of 4.3,
<
za
J
7
za
27rt/(a)+
r]
dz.
CATJCHY'S
From
THEOKEM
fi7
we deduce that
this
since
this
<
on y. The expression* the
righthand side of
mequahty tends to zero with r.
The expression on the left
,
 '*  tte
s^vir^'
quite independ
This completes the proof
of Cauchy
2tuJ
'
s integral
formula
which expresses the value of
an analytic function at a
point
closed contour in terms
of its values on the contoC
Example. Let Cx and C be two
closed contour O I ,
2
Plete, y w lthin Cl and let a
be a point between
withm a
C^t sC ZT
srrr st~j t 4.32
The
If it were
tMS frmUla iS
JI7 ^
to^iTsH^f
**  the
derivatives of an analytic
function
known that the process of differentiating
Sh W
lies
Under the c ^ons of
6 8hOTteSt diBtenoe fr
Cauchv's
m to
^ m
< S the Pint +* also
<\ ^
cZ^/:^
at a distance not
than S from G
wfthin O
withm
'*'
'
less
By Cauchy's integral
formula,
^pM = {
we have
2J
f(z)
)*
( a A)(g_) az
'
CAUCHY'S THEOBEM
68
and so
l_
/<+*)/()
h
f.A'Lfc
2id) {zaf
tort
Hence
_ um /(+*)/<"> = J_
f(a)
dz.
(zah){za)*
J>
a
/()
provided that
J
is
is
dz
h)(zaf
(a
bounded as fe tends to zero.
Now/(z) is continuous on C, so that an inequahty
satisfied there. Hence
when
z is
J
<c
Z
is
48 3
on C, and so
Ml
/(g)
where
<M
M_
<
(a a h)(z a) 2
\f(z)\
(2 a A)(z af
dz
48 3
the length of C. This completes the proof of Cauchy's
integral formula for /'(a).
The
result
proved has the very remarkable conitself regular within C. To prove this, we
we have
just
sequence that f'(z) is
have to show that the derivative /"(z) of the function /'(z) exists
at each point a within C.
Formal differentiation under the sign of integration gives
J
Accordingly
we
'
tti
(zaf
consider
f(a+h)f(a) .1
f
TrtJ
/<*)
fJ
tori J
dz
(z a)
1
\{zahf
{zaf
2iri
JK) (zaKY(zaf
\dz
(zarj h
2h
But
it is easily
69
CAUCHY'S THEOREM
by using the same type of argument as
expression tends to zero with h. Hence
seen
before that this last
f(a)
= hm
exists
and
is
hr>o
given by
2ni] {zaf
c
In a similar manner we can show that
by
O, its derivative f'"(z) being given
r{a)
*L (
f"(z) is regular
within
the formula
JVL*,
any point within C. And so on indefinitely. Hence
if f(z) is an analytic function regular within a closed contour C
and continuous within and on C, it possesses derivatives of all
when a
is
orders which are regular within C, the nth derivative being given by
/<*)()
f{z
^L
dz.
Example. The function /() is regular within a closed contour C.
Show that, if s = x+iy, the functions log /(z), arg/(2), Rl/(z), Im/(2)
all satisfy
Laplace's equation
dW SW _
+ 8y
dx*
a
(g2 + ^)
Prove also that
/
4/?.
4.33. Cauchy's inequalities
Let f(z) be
an
analytic function regular within
a and radius B. Then
everywhere on C,
centre
We have proved that
/W
(q) =
J
v
m
circle
<M
of
holds
Hi. f
2m
if the inequality \f(z)\
{za) n+lx
dz.
< MjBn +
and the length of C
by 4.14.
On
C, \f(z)l(za) n ^\
The
result stated follows immediately
Example. Prove
have a true
1
,
is
2nR.
that the modulus of an analytic function cannot
maximum at a point a if it is regular in a neighbourhood of a.
CAUCHY'S THEOREM
70
4.34. Liouville's
An
theorem on integral functions
analytic function which is regular in every finite region
is called an integral function.
of the zplane
!f f(z)
l/()l
an integral function which satisfies the inequality
for all values of z,
being a constant, then f(z) is
is
^M
constant.
This theoremf follows at once from Cauchy's inequality concerning the derivative of an analytic function. For, if
a is
any point of the zplane, f{z) is regular when \za\
R, no
matter how large
may be, and satisfies there the inequality
<
\f(z)\
< M.
Hence we have
L/l<.
R
Making
however, a
tend to
is
we find that f'(a) is zero. Since,
we have thus shown that the derivative
infinity,
arbitrary,
of/(z) vanishes everywhere.
The converse
4.4.
Hence /(z)
of Cauchy's
is
a constant.
theorem
Let f(z) be a onevalued function, continuous
within a closed
contour C. In order that the integral
of f(z) along any contour
within C may depend only on the affixes
of the endpoints
that
of
contour,
it is
both necessary
and
sufficient that f(z) be
an
analytic
function, regular within G.
The condition is evidently sufficient. For the difference between the integrals of f(z) along two different contours,
which
lie within C and have the same endpoints,
is equal to the
integral of/(z) round a closed contour within C, and
so vanishes.
To show that the condition is also necessary, we consider
the
integral of f(z) along a path within C from a
fixed point a to
a variable point z. Since, by hypothesis, the value
of this
integral is independent of the path, it is a onevalued
function
of z;
let
us denote
it
by
F{z)
= jf{z)dz.
a
We
shall
show that F{z)
is
an analytic function, regular with
in C.
t x * was given
to Cauehy.
by
Liouville in lectures in 1847, but seems to be really
*
due
CAUCHY'S THEOREM
71
Let b be any point within G. If the shortest distance of b
from C is 28, every point z for which \zb\
8 certainly lies
within C. Hence, if A
8,
<
<
b+h
F(b+h)F(b)
f(z)dz,
where the path of integration
From
is
now taken
to be a straight line.
this it follows that
b+h
F(b+h)F(b)
f(b)
= lj{mf(b)}dz.
6
We
Now, by
hypothesis, f(z) is continuous at 6.
can, therefore, assign arbitrarily a positive number e, and then choose
a positive number ij, depending on e, such that
1/00/(6)1
when
<
\zb\
q.
<
Hence we have, by
4.14,
F(b+h)F{b)
f(b)
<e,
<
provided that \h\
77, and so F'(b) exists and is equal to/(fe).
Since, however, b was any point within G, we have thus
shown that
F(z)
is
regular inside
f(z). This, however, implies,
within C.
by
and that
its
derivative
is
4.32, that/(z) is itself regular
This completes the proof of the necessity of the
condition.
The theorem we have
really a converse of
just proved is due to Morera.f It is
Cauchy's theorem, and is more usually
stated in the following form.
If f{z)
and
is
continuous and onevalued within a closed contour
if
jf(z)dz
r
for every closed contour
tion, regular
within C, then f(z)
is
an
analytic func
within G.
we have proved incidentally that
within a closed contour G, the integral
It should be observed that
if f{z) is regular
\f(z)dz,
a
f Rendiconti del
It. 1st.
Lombardo, 19 (1886), 3047.
72
CAUCHY'S THEOREM
taken along any contour within C, is an analytic
function, regular
within C, and has derivative f(z). This is the
fundamental
theorem of the calculus of analytic functions; it asserts that
the
operations of integration and differentiation are inverse
operations.
Example. Let/(z), g(z) be
Show that
analytic functions, regular within a closed
contour C.
ff(z)9'(z) dz
= f(z)g(z)f(a)g(a)
\ f(z)g(z) dz,
when
integration
4.5. Taylor's
is
along any contour within C.
theorem
We saw in 3.33 that the sum of a power series with nonzero radius of convergence is an analytic function,
regular within
the circle of convergence.
now prove the converse theorem,
that iff(z) is an analytic function regular in a
neighbourhood of
We
a,
it is
expansible as a power series of the form
whose radius of convergence
By
hypothesis, there exists a positive
is regular when \za\
positive number less than R, and let
x
on the
number
with the
x be any
< R. Let R
R = HR+RJ,
2
ft.
Then
is not zero.
property that/(z)
<R <R <
Y an (za) n
f(z) is certainly regular
C whose equation is \za\ = R2
a+h be any point of the region \za\
so that,
within
and
circle
as
Now let
a+h is within the circle
formula
C,
<R
x.
Then,
we find, by using Cauchy's integral
4.31), that
f(a+h)
2m Jf^dz
zah
a/Hi
hn
A2
+
(zaf {zaf + '" +
A+i
+ z  a )n+ir (z_o)+i(z_oA)/
7
(
If
we now
use Cauchy's formula for the derivative of
we obtain
analytic function,
f(a+h) =/()+
2/w ()^+^>
an
CAUCHY'S THEOREM
An
where
=,
*^
73
/(*)
dz
f
2*1 J (zo)+i(zaA)
'
<7
But
there.
/(2)
/(2) is
and
so
^M
there exists a positive number
on C. Moreover, when \za\
=R
Using the result of
Since, however,
An
is
bounded
such that
2,
\zah\
that
continuous on the circle
Hence
\h\
{oA}
4.14,
<
we
^<
tends to zero as
> J?,^.
find that
i? a , it follows
n tends
from
to infinity
this
and
inequahty
therefore that
f(a+h) =/()+ JT /f">(o)^.
It is, however, possible to prove
rather more than the mere
convergence of this power series. Since A
we
<R
x,
\*n\<
R^R^rJ
have
'
the expression on the righthand side
of the inequahty being
independent of A. Hence, given any positive
number e, we can
choose an integer N, depending on e but
quite independent of
h, such that \A
e when n
N. We express this property
n
by saymg that the power series converges
uniformlyt with
\
respect to
h when
<
\h\
>
^ Rv
We have now proved that iffa) is an analytic function, regular
<
the neighbourhood \za\
It of the point z
a, it can be
expressed tn that neighbourhood as a
convergent power series of
the form
f(z)=f(a)+ffnKa) t=^.
*i
n=l
This expansion
n\
<R
uniformly convergent when \za\
x proR. This result is known as Taylor's theorem
concerning analytic functions of a complex variable.
vided that
R1 <
is
t For an account of the theory of uniform convergence, see Chapter V.
CAUCHY'S THEOREM
74
Example
is
Prove that, when
1.
equal to
\z[
<
1,
the principal value of (1+z)"
Example
Show
2.
V "(glMcxw+l) ^
that,
when
z
<
1,
z2
lOg(l+Z)
= Z+ zg ....
4.51. Zeros
an analytic function which vanishes when z = a and
that a is
is regular in a neighbourhood \za\ < B of a, we say
a zero of f{z). By Taylor's theorem we can expand f(z) as a
power series of the form
If /(z) is
M=l
neighbourhood of a and has no
given
which converges in the
nonzero coefficient in this
first
constant term. If am is the
expansion, we say that a is a zero of order m.
Let us suppose, then, that f{z) has a zero of order m at a.
We can therefore write
f(z)
where
is
<j>(z)
{zar
regular
am+n {zay
when \za\
<B
(sa)W),
and does not vanish
= a. We now show that there exists
a neighbourhood
of the point a which contains no other zero of f(z).
that
2c, it follows from the continuity of <}>{z)
For if <f>(a)
when
< 8 in which
fla)fla) <
there exists a region \za\
\c\.
This implies that
#3)
>
{ ^(0)
^(*) ^()
>M
<
there.
8, and so <f>(z) certainly does not vanish
(za) m(f>(z), we have thus shown that the only
Since f(z)
8 is the given
point at which f(z) vanishes in the region \z a\
when \za\
<
zero z = a.
From
this it follows that iff(z) is
having
an
analytic function regular
if z v z 2 ,..., z n> ... is a sequence of zeros off(z)
point
an interior point a of D, thenf(z) vanishes
limiting
as
in a domain D, and
identically in
D.
CAUCHY'S THEOREM
For
75
a continuous function having zeros zn as near
a as we please, f(a) must be zero. Moreover, as f(z) is regular
in the domain D, of which a is an interior point, we can expand
/(z) as a power series
since /(z)
is
/(*)
=i
(*)*,
converging in a certain neighbourhood of a. Either f(z) is
is a first coefficient, am say, in this
power series which is not zero. But if the latter is the case, we
have just seen that there is a neighbourhood of a which contains
no zero other than a, and this is contrary to the hypothesis that
a is a limiting point of the sequence of zeros z z ,..., z ,...
identically zero, or else there
Hence f(z)
is
identically zero.
4.52. Laurent's
theorem
Let us consider an analytic function f(z) which is regular in
the annulus
\za\
but not regular everywhere in
\za\
R'. Although such a function cannot be expanded as
a power series in z a, it can be expressed, as we now show,
as the sum of two series of the form
R<
<
<
/(*)
= 2 ()"+ S b n (za),
o
each series being convergent in the annulus.
Let R x R be any two positive numbers
R<R
<R' <R'
and
let i? 2
\(R+RJ, R'2
such
that
= i(iJ'+JK{).
Then/(z) is certainly regular in the closed annulus bounded by
the circles C,
whose equations are \za\
R2 \za\ R'2
respectively.
Now let a+h be any point of the annulus Rx
\za\
R'^
Then, as a+h lies between the circles C and C", we have, by
the example of 4.31,
<
2rn J
zah
2tti
f
J
zah
Just as in the proof of Taylor's theorem,
2tti
ni
<
f( z ^
zah
dz
we
= fan hn
o
easily
show that
CAUCHY'S THEOBEM
76
where
= 
an
2iri
(za)^1
dz.
<
This series converges uniformly when \h\
R x We cannot,
however, write / (m) (a)/! for an since f(z) is not regular everywhere within
,
Similarly
we have
ah
J z
277^
a
"'
Zhr
where
br
x
f(z)(za) r
2m
dz
27riJ h n (zah)
But
Jf denotes the greatest value, necessarily
on C, we have
if
MR
Thus n tends to
respect to h when
MR
>
(?*Y <
^
\h\R^
Aim)
zero as n tends to
\BJ<
\h\
2iti
r
J
/(*)
zah
<
Changing the notation
R'x
infinity,
,y hnn
uniformly with
'
Zi
n=1
c
Rx ^
/(z)
and so
1}
the series being uniformly convergent
thus proved that
provided that
of
b.rM*Y
^R
_j_
finite,
when
\h\
^ R v We have
slightly, this result,
which
is
known
as Laurent's theorem,^ can be expressed in the following form.
If f(z)
is
an
analytic function, regular in the open annulus
f It was published by Laurent in Comptes Rendus, 17 (1843), 3489.
THEOREM
CATJCHY'S
R<
<
\za\
77
can be expressed there as a convergent
JR', it
of the form
series
CO
This expansion is uniformly convergent in the closed annulus
z a
R 1 R[ R'. The coBi
^i> provided that R
efficients a n are now given by the single formula
<
<
<
2iti
2,TTl
<
dz,
n+ 1
} {za)
J
where
Y denotes C when n
<
we may take T
to be
any
^ 0.
and C" when n
ever, the integrand is regular in the annulus
circle
\za\
r,
R<
where
Since,
how
<
R',
R<r<
i?',
\za\
no matter what value n has.
The real importance of Laurent's theorem rests in the fact
that it is an existence theorem. It shows that an analytic function can be expanded, under certain circumstances, as a series
of a given type, but it does not necessarily provide the simplest
method of calculating the coefficients.
Finally, it should be observed that Laurent's theorem will
not provide an expansion of the logarithm of z as a series of
positive and negative powers of z. For Log z is a many valued
function, whose principal value, logz, is discontinuous along the
negative half of the real axis and so is not regular in any annulus
with centre at the origin.
Example 1 Show that
.
cosh(z
where
an
+ ) =
+ 2 (z" + ^s)>
cos ra#cosh(2 cos 0)d6,
the series being uniformly convergent in any closed annulus with centre
at the origin.
We have to expand the function coshw where w sfz1 Now
eoshw is an integral function of w, whereas w is an analytic function
of z whose only singular point is the origin. Hence cosh(z+z~ 1 ) is an
analytic function of z regular in the annulus R < z < R', no matter
how small the positive number may be or how large R' may be.
We can, therefore, apply Laurent's theorem to obtain
oo
cosh(z+z 1 }
= 2zn
78
THEOBEM
CATJCHY'S
the contour T being any circle \z\
r. If we take r
on r, where 6 varies from to 2ar. Hence we have
an
1,
then
cosh(e ei +e Bi )e nei d0
Y
o
2ir

2ir
cosh(2eos0)cosn0d$
+~
cosh(2cos0)sinn#d0.
If
we put 6
2ir <,
we
find that the last integral vanishes,
and so
S7J
cos n# cosh(2 cos 9) dd.
But evidently an
a_ M and therefore
,
coshfc+z 1 )
00
+ 2 an (zn +z~ n
).
The uniform convergence of this series in every annulus with centre
the origin is an immediate consequence of Laurent's theorem.
Example
function
(iii)
when
2.
Find the Taylor or Laurent
l/{(z a +l)(z+2)},
\z\
>
(i)
when
<
\z\
series
1,
at
which represent the
when
(ii)
<
\z\
<
2,
2.
4.53. Isolated singularities of
an analytic function
Let/(z) be an analytic function with a singular point at z
a.
If there exists a neighbourhood of the point a which contains
no other singularity of
/(z),
the point a
is
an
isolated
\za\
< R in
called
singularity of the function.
If this
which
is
<
the case, there exists an annulus r
and can be represented
f(z) is regular
by the Laurent
series
o
Since, however,
we can make
r as small as
Laurent expansion actually holds when
infinite series
<
we
please, this
\za\
< B.
The
is
= a.
called the principal part of /(z) at the singular point z
There are three cases to be considered. First of all, it
may
CAUCHY'S THEOREM
happen that
all
79
the coefficients b n are zero.
We
then
call z =
a removable singularity of f(z), since we can make
B by suitably denning its value at a. For
when \za\
< \za\ B and F(a) = a
write F(z) = /(z) when
a.
f(z) regular
<
<
function F(z) has the Taylor expansion
2 aAz a Y
if
we
the
an <l so
is
regular
when \za\
<
B. Singularities of this type are of little
importance.
Secondly, the principal part of /(z) at the isolated singularity
may be a terminating series of powers of l/(z a). The singularity is then called a pole. If b m is the last nonzero coefficient
in the principal part, the pole is said to be of order m. Poles
of orders
poles.
1, 2, 3,...
The
are usually called simple, double,
triple,...
coefficient b x is called the residue of f(z) at the pole a.
If f(z) has a pole of order
m at z =
a,
the Laurent series takes
the form
f(z)
{za){b m +bm _ 1 (za)+b m _ z (zaf
+ ...+
+b 1 (za) m i+  on (ao)+}
=
where
bm
is
\za\
(za)m^(z),
<
B, and <f>{a), being equal to
is regular when \za\
not zero. We can therefore findf a neighbourhood
8 of the pole in which
(f>{z)
<
1/(2)1
> \\bj.\za\.
Hence, if/(z) has a pole at a, /(z) tends to infinity as z tends
to a in any manner.
Moreover, if f(z) has a pole of order m at a, l//(z) is regular
and has a zero of order m there. For
TO = {zar/ftz),
where
</>(z)
Similarly
is
regular
and does not vanish when \za\
we can show
F(z) has a zero of order
that the converse
is
<
8.
also true, that if
m at a, ljF(z) has a pole of order m there.
Finally, if the principal part of f(z) at the isolated singularity
is
not a terminating series but has an
called
an
infinite
is
zero coefficients,
this case, a is evidently also a singularity of
t See
number of non
isolated essential singularity.
4.51.
l//(z).
In
80
Example
CATJCHY'S THEOKEM
The function/(z) has a simple pole at
the residue at this pole
Since a
a simple
is
is
pole,
Example
2.
if/(z)
(z
 a)f(z) =
is
bounded near
Show
= a.
Show that
a and
b^ is
the residue
we have
where i/,(z) is regular in a neighbourhood of
to be determined. Hence
as z * a, since
lim{(z a)f(z)}.
b x +{z a)$(z)
> b t
a.
that the only singularities of cot77z/(za) 2 are
Find the residues of the function at these poles, distinguishing
between the cases when a is or is not an integer or zero.
poles.
If
we
write
_ COS7TZ
~ (zaf&mTTz'
COt TTZ
(z) a
we
see that the function is the quotient of two integral
functions, and
so its only singularities are at the zeros of the denominator.
Thus the
function is regular save for poles at z
a and at z
0, 1, 2,...
If a is not an integer or zero, z
a is a double pole and the rest all
simple poles; but if a is an integer or zero, z
a is a triple
pole.
Let us consider first the pole z = w, when n is an integer or zero,
and
let us suppose that n
a. The residue at this pole is, by Ex.
1,
lim
(zn)coWz
^ cos
= Km
= ]im gcot77(g+n)
C*o(+n a)*smnC
ir(n~ a) 2
'
When we
determine the residue at z = a, we have to consider
separately the cases when a is or is not an integer or zero.
If a is an
integer or zero, we obtain by writing za =
cot ttz
and so the residue
cot ttz
(za) i
_
~
cot ttL
is
Jtt. But when a is not an integer, we have
cot Tra
cosecVa
_
~~
" cosec
cot7r(a+)
3.
tt
7*
so that the residue at
Example
is
now
Determine the
77
,2
7racot77a+...,
cosecVa.
singularities of zcosecz,
and
find the
residues at its poles.
Example
Example
5.
Find the residues of z i /(c 2 +z 2 )* at its poles.
Show that e1 /* has an isolated essential singularity at
6.
Show
4.
the origin.
Example
at the origin, which
that sin(l/z) has an isolated essential singularity
the limiting point of the zeros of the function.
is also
CAUCHY'S THEOREM
Example
at z
a.
7. f( z ) is
Show
that,
81
an analytic function with an isolated singularity
if /() = 0(zo) as z > a, the
singularity is
a pole of order not exceeding
n.
4.54. Limiting points of zeros or poles
We have already seen that if a is a limiting point of zeros of
an analytic function f(z), regular when
< \za\ < R, then
f(z) either
vanishes identically or else has a singularity at
a. In
the latter case the singularity is isolated, but
it is not a pole
since \f(z)\ does not tend to infinity as z
tends to a in any
manner. Thus, apart from the trivial case when/(z) is
zero save
at a, the function has an isolated essential
singularity at the
point a.
however, f(z) is an analytic function whose only
singuthe region
\z~a\
R are poles, infinite in number, having the point a as limiting point, a
is a singularity; for
f(z) is unbounded in every neighbourhood of a. A
singularity
of this type is not a pole, since it is not an
isolated singular
If,
<
larities in
point.
We
<
an essential singularity.
Example. Show that sec(l/z) has simple poles
_ l/{(n+)7r}, where n is an integer or zero, and an
call it
larity at the origin.
Prove also that the residue at l/{(+lWl
The behaviour of a function near an
4.55.
tial
singularity
We
have seen
at the points
essential singu
that, if
is
isolated essen
a pole of the function f(z), then
any manner. On
the other hand, the behaviour of a function
near an isolated
essential singularity is of a far more complicated
character; in
fact, in every neighbourhood
of an isolated essential singularity,
there exists a poinff at which the function
differs by as little as
we please from any previously assigned number. This result
is due
/(z)
is
increases indefinitely as z tends to a in
to Weierstrass.J
Let us consider, then, an analytic function /(z)
isolated essential singularity at z
a. Let c be
which has an
any number,
t Actually there are an infinite number of such points. For if z, be
such
a point in the neighbourhood \za\ < r of the essential
singularity a, there
m
m 0_ l < tt zi~ a aad so on indefinitely.
if/
t Abh. der Preusa. Akod. Wiss. zu Berlin (Math. Klasse) 1876, 11
reprinted in Weierstrasa's TFer&e, 2, 77.
l>
This
is
CAUCHY'S THEOREM
82
real or complex;
numbers
and
r,
we have
show
to
no matter how
< r at which
in the region \za\
that, given
two
positive
small, we can find a point
<
\f(z)c\
z1
e.
If a is a limiting point of zeros of the function f(z)c, the
theorem is obviously true, since we have only to take zx to be
any zero in the given neighbourhood of a. But if a is not a
limiting point of zeros, the function f(z)c has no zeros in the
given neighbourhood, provided that r is sufficiently small, and
hence the function
j
is
<
<
\z a\
r. We have to show that there
when
a point z x in this region at which \g(z) > 1/e.
Let us suppose that, on the contrary, gr(z) < 1/e there.
regular
exists
00
Then,
if
the principal part of g(z) at a
K = hi
is
2 K( z ~ a )~ n
fl'C'K*")""
>
we have
'^
H=P
<p<
where
r,
and hence
Since, however, b n is independent of p, we find, by making p tend
to zero, that b n is zero for all values of n and hence that g(z)
This
impossible; for
is
regular at a.
is
regular at a or else has a pole there.
\g(z)\
<
1/e
when
is
<
\za\
<r
is,
it
would imply that/(z)
The assumption that
therefore, untenable.
We have thus shown that the inequality \g(z) > 1/e must be
satisfied at one point at least in the given neighbourhood of a;
\
this completes the proof of Weierstrass's theorem.
A more striking result still is Picard'sf theorem, which states
that, in every neighbourhood of
there exists
a point at which
an
isolated essential singularity,
any given
1/z and ellz
the function actually attains
For example, sin
have isolated essential singularities at the origin; sin 1/z actually
\z\ < r, no matter how small r may
attains every value in
value with at most one exception.
<
be,
whereas
e llz attains
t Comptes Rendus,
there every value except zero.
88
(1879), 10247;
89
(1879), 7457,
The
CAUCHY'S THEOREM
proof of Picard's theorem
present stage.
4.56.
The point
is
83
too difficult to be given at the
at infinity
The equation
z'
l/z sets up a continuous onetoone correspondence between the points of the complete zpiane and
the
points of the complete z'plane. If z is at the point at infinity,
z' is at the origin. Accordingly we shall say
that a function /(z)
has a zero, a pole, or an essential singularity at infinity
if the
function /(z 1 ) has a zero, a pole, or an essential singularity
at
the origin. For example, the functions sin l/z, (z+1) 2
and ez
have respectively a simple zero, a double pole, and an essential
,
singularity at infinity.
It is important to notice that
if the only singularities of an
analytic function, including possibly the point
at infinity, are
poles, the function is
a rational function.
F(z) be such a function. It can have only a
finite
number of poles since a limiting point of poles is an essential
singularity; let its poles be at a ,,..., a oo,
of orders n n ,...,
x
k
For
let
nk
is
m respectively.
G{z) =
regular in every
tion.
We
x,
It follows that
(za 1 )^(za 2 ) n*...(zak ) n*F(z)
bounded domain, and so is an integral funcexpand G(z) as a Taylor series
can, therefore,
G(z)
= fb n z",
o
which converges for every
But
value of z.
finite
{za^iza^.^za^ has
a pole of order
N = n +n +...+nk
1
at infinity.
N+m.
Hence G(z) also has a pole at infinity, its order being
This, however, implies that the Taylor
series for G(z)
terminates and
is
of the form
N+m
This gives
F(z)
= *\ }/{ (z~a )j,
XJ
(
and
so F(z)
is
a rational function.
CAUCHY'S THEOREM
84
4.6. Analytical continuation
Let fx [z) be a regular analytic function denned in a domain
Dv We shall now show that it is sometimes possible to continue
this function analytically.
By this we mean that it is sometimes
an analytic function F(z) which is equal to ft (z)
at each point of D t but is regular in a more extensive domain.
Let D2 be another domain which has in common with D x a set
of points forming a domain A. If there exists a function f2 (z),
regular in D 2 which is equal to f^z) at a set of points having
possible to find
a limiting point belonging to A, the analytical continuation
f fi( z ) is possible.
In the first place, the functions /^z) and f2 (z) are equal at
every point of A. For fx{z) 2 (z) is regular in A and has a set
of zeros with as limiting point; since is a point of A, this
implies that/^z)f2 (z) vanishes everywhere in A.
If we now write F(z) = fx (z) when z is in D x and F(z) = f2 (z)
when z is in D 2 the function F{z) so defined is evidently an
,
analytic function, regular in the
domainf
the function
x {D 2 ;
Moref^z) has, therefore, been continued analytically into
2
over this analytical continuation is unique. For if g(z) is
another function, regular in 2 which is equal to fx {z) at a set
of points having a point of A as limiting point, g(z) is equal to
ft (z) at every point of A and hence is also equal to f2 (z) there;
a repetition of the previous argument then shows that f2 (z) and
g(z) are equal everywhere in Z> 2
When f2 (z) has been found in this way, it may be possible to
continue f2 (z) analytically into a domain 3 which overlaps 2
If this is so, there is a function f3 (z), regular in
3 which is
equal to f2 (z) in the common part of 2 and D 3 If 3 overlaps
Z> 1; we should expect that the analytical continuation of /3 (z)
into 1 would be the original function fx {z). If lt 2 and 3 are
circles having a domain A' in common, this conjecture is, in fact,
,
D
D
D D
For in A' we have /x (z) = f2 (z) = /3 (z), and this implies
= f3 (z) in the common part of D3 and D. But if
D x D 2 and D3 have no domain in common, it is not necessarily
the case that the analytical continuation of/3 (z) into D1 is/x (z).
For example, let us denote the domains \z 1 < p, \z o> < p,
true.
that fx (z)
,
which belong to 1 or to
f By
x +2) 2 we mean the set of points
is also a domain.
both. Since
l and
a are domains, Dj+Da
or to
CAUCHY'S THEOEEM
< p,
= e '
85
< p < 1, by Dly D2
any two of these domains have in common an
area bounded by two circular arcs, but there is no point common
to all three. The function z* is regular in D if we continue
it
x
analyticaUy into Z>2 from D2 into D and, finally, from D into
3
Dv the function obtained in this way is not 2* but 2*. 3
\z a> 2
where
and $V3
respectively;
4.61.
The general
definition of an analytic function
be
an
analytic function defined only in a certain
f(z)
domain where it is regular. Let us suppose that it is possible
Let
to continue this function analytically outside the given domain.
If we form all the continuations of the function, then all
the
continuations of these continuations, and so on in every possible
way, the complete analytic function /(z) is defined as consisting
of the original function and all the continuations so obtained.
The complete analytic function defined in this way is, of course,
not necessarily a onevalued function.
If/(z) is not an integral function, there will be certain exceptional points which do not lie in any of the domains into
which
the function has been continued. These exceptional points are
called the singularities of the complete analytic function.
It is
evident that the singular points of a onevalued analytic
func
tion are also singularities in this wider sense.
It may happen that, in this process of continuation,
we
ulti
mately reach a closed curve across which it is impossible to
continue the function. Such a closed curve is called a natural
boundary of the complete analytic function. An example of a
function with a natural boundary will be found in 4.62, Ex.
2.
4.62. Analytical continuation
by power
series
We shall now consider very briefly the problem of continuing
analytically a function/(z) defined initially as the
series
an (z
n whose circle
of convergence
)
sum of a power
has a
finite
nonzero radius.
The first thing to observe is that, when the continuation has
been carried out, there must be at least one singularity of the
complete analytic function on the circle of convergence C For
if there were not, we could construct, by analytical
continuation, an analytic function which is equal to
f(z) within C but
.
CAUCHY'S THEOBEM
86
regular in a larger concentric circle
function as a Taylor series in powers of
is
The expansion of this
zz would then con
this is, however, impossible since
verge everywhere within
the original series, whose circle
be
the series would necessarily
of convergence is C
take any nxed
In order to carry out the continuation, we
and its suc/(a)
of
values
the
point Zl within CQ and calculate
series
power
given
the
from
cessive derivatives at that point
the
form
then
We
by repeated termbyterm differentiation.
;
Taylor
series
>
,,
,i,
whose
Let
circle of
convergence
is
Gx
say.
with centre z x which touches C
new power series is cerinternally. By Taylor's theorem, this
/(as) there. The radius
tainly convergent within Yx and has sum
V There are now
of G cannot, therefore, be less than that of x
rx
denote the
circle
three possibilities:
Cx may have a larger radius than C In this case Cx lies
provides an anapartly outside G and the new power series
.
(i)
We can then take a point z 2 withm
lytical continuation of /(as).
Gx and outside C and repeat the process.
boundary of /(). In this case we
(ii) C may be a natural
C and the circle Cx touches C
outside
cannot continue f(z)
,
CQ was chosen.
when CQ is not a natural
(hi) Cx may touch C internally even
is a singuboundary of /(). The point of contact of C and Gx
internally,
point z x within
no matter what
obtained by the analytilarity of the complete analytic function
For there is
series.
cal continuation of the original power
on
necessarily one singularity
Cx and
this
cannot be withm
not a natural boundary of the
power
(zZo) this Process of forming new
function /(z)
anafunction
the
series provides a simple means of continuing
all
deduce
to
It is, therefore, theoretically possible
We
see, then,
that
=2
if
is
TC
>
lytically.!
from the prothe properties of the complete analytic function
series which defines
perties of the coefficients a n of the Taylor
on the theory of analytical continuation by power
f For further information
Oours d' Analyse, 2 (1918), 23562.
Goursat,
aeries, see, for example,
CAUCHY'S THEOREM
the function
problem
87
This interesting but extremely difficult
however, beyond the scope of the present book.f
is,
Example
initially.
Show
that the function
f(z)= l+z+z* + ...+z+...
can be continued analytically outside its circle of convergence.
The circle of convergence O of this power series has the equation
z = 1. Within C the sum of the series is (1 z)~ l
But this function
is an analytic function, regular in any domain which does not contain
.
the point z
I,
and so provides the required
analytical continuation
of/(z).
however, instructive to carry out the continuation by means of
a is any point within C it is easily seen that the power
series expressing /(z) in powers of z a is
It
is,
power
series. If
(za) n
(I o)+i"
\za\
1 o.
at z
1, which is, therefore, a
singularity of the complete analytic function denned initially by the
given power series. If, however, a is not real and positive, we have
The
of convergence
circle
Now
<
if
<
1,
Ox of this new power series is
Cy touches
<7
jl a\ > 1 o, so that Cx crosses C ; in this case the
provides an analytical continuation of /(z) outside C
new power
series
Example
Show
2.
that the circle of convergence of the power series
/(Z)
= l ++2 +2 +2 +
2
...
a natural boundary.
The circle of convergence C of the power series is \z\ = 1. If the point
e" 4 on C is not a singularity of /(z), then /(re" 4 ) must tend to a finite
is
number
limit as the real
r increases
and tends
to unity. J
Let us consider, then, the behaviour of /(z) as z moves up to C along
the radius through the point of affix e 2"!*", where p and q are integers.
Now we can express /(z) in the form
OD
f{z)
say.
Since
a unique
/1 (re
limit
23wi / a *)
asr>
y2
= I++z + ...+a+ 2 z "
m=a+l
= A() +/(*),
a
is
1.
re 2D/29)
a polynomial in r of degree
2, it
tends to
But
= 2
=8+l
r ae 2i+j)irf
_ y
r a f
=a+l
An
interesting account of recent researches on this problem is given by
Mandelbrojt, La Serie de Taylor (Collection 'Seientia'; 1926).
See also Dienes, The Taylor Series (Oxford, 1931), Chapter X.
t It is not, however, the case that, if /(re01*) tends to a finite limit, then
e M is not a singularity olf(z). For example, the binomial expansion of (lz)t
Hadamard and
<
converges when z
1, and (1 r)i tends to zero as **
a singularity (a branchpoint) of (1 z)i.
1.
Yet
is
CAUCHY'S THEOREM
88
which tends to infinity as r > 1. Accordingly the point of affix e 2 ""*/ 24
on Ca is a singularity of /(z).
But any arc of C no matter how small its length, contains a point
whose affix is of the form e2""*/ 2*, where p and q are integers. There
are, therefore, points whose affix is of this form within every circle which
,
crosses
Ca
its circle
, so that it is impossible to
continue f(z) analytically outside
of convergence.
REFERENCES
Complex
and Cauchy's theorem :
d' Analyse, 2 (Paris, 1918), Chap. XIV.
Pollard, Proc. London Math. Soc. (2), 21 (1923), 45682; 28
integration
E. Goubsat, Cours
S.
(1928),
14560.
G. N. Watson, Complex Integration and Cauchy's Theorem (Cambridge
Math. Tract, 1914).
Analytical continuation:
E. Goubsat,
Chap. XVT.
loc. cit.,
Hadamabd and
J.
S.
Mandelbbojt, La
Sirie de Taylor (Collection
'Scientia'; Paris, 1926).
MISCELLANEOUS EXAMPLES
1. The function /(z) is regular when
\z a\ < R. Show
< r < R, then
that,
if
2ff
where F(6) denotes the
2.
The function /(z)
/'()
real part
is
regular
a
then
fla)
JK
'
2ni
F(6)e"de,
of/fa+re8*).
when
< R<
\z\
<
R'.
Prove that,
if
R',
B2 ~ aa
f{) d
J(
>
(za)(R*za)
J
f
'
where
is
the circle
\z\
0<r<R,
Deduce Poisson's formula,
R.
that, if
o
3.
/(z)
\z\
<
When
<
R, the function/(z) is regular and satisfies the inequality
> 1. Show, by applying Poisson's formula to log/(z), that, if
kR where k < 1, then
z
l/WI
<
I/WI^*.
4.
The function
CAUCHY'S THEOREM
when \z\ < E and has
89
/(z) is regular
the Taylor
QO
expansion
o an zn
Show
that, if r
<
R,
= JKV.
/(w*)cW
2^J
o
Hence prove
that, if /(z)
M when
<
fo
5.
Deduce Cauchy's
notation of
a
iJ 2
/{M)(a))
<
<
R,
ilf 2
from Ex.
inequalities
4.33,
\z\
4,
and show
that, in the
n MjRn
,
and only if f(z) = Me ai(z a)n/Rn where <* is a real constant.
6. The integral function f(z) satisfies everywhere the inequality
k where A and k are positive
constants. Prove that/(z) is
]f( z )\ < A\z\
a polynomial of degree not exceeding k.
if
that the branch of the function (1 2/^z+z )+ 1 when z = 0, is regular when is less than the
^\W~ 1) anc so can be represented by a Taylor series
07. Show
equal to
1 /2
\z\
which
is
smaller of
i+f P.0*)*".
Prove that the
coefficients in this
expansion are given by
* J^ 2/4Z+Z
2 ) 1 / 2
efe
where
a closed contour surrounding the origin but not enclosing
either of the points /tVO u,2 ~ ^)8. Prove that the function exp{w(z 1 )} is regular save at the origin
and can be expanded as a Laurent series
is
00
2jt
where
JJu)
( 1)V_()
= J
cos(0wsin0)
d#.
The function /(z) is regular when \z\ > R and
> oo. Prove that f(z) can be expanded as a
9.
z
/(z) is
bounded as
the form
series of
CO
23~". convergent when
10.
is
\z\
>
R.
The function /(z) is regular in the strip a < Imz < <x, where a
Prove by using Laurent's theorem that, if f(z) is periodic,
positive.
of period
2tt, it
can be expanded in the form
CAUCHY'S THEOREM
90
where
C)}
/(z)er* dz,
o
the series being uniformly convergent in the strip
for every positive value of S ( < a).
a+S < Imz < a
Deduce thatf
00
/(z)
+ 2 (aoosnz + 6sinwz),
2v
where
aB
27T
6 = 
/(z)coswz dz,
o
11.
Each of the
12.
functions
Show
z),
cosec 2 zlog(l
(ii)
has a pole at the
origin.
Find
that the circle
its
\z\
Show
that the
>?* M
sum
acz
T^ +
a when
14.
is
z/(sinz tanz)
1 is
a natural boundary of each of the
^
<i
is
(iii)
order and residue in each case.
functions
13.
/(z)sinraz dz.
cotz,
(i)
\z\
<
1,
but
(a
 c)
is
\z\
<
1,
z2
z*
(z^ri+z^i + z^i + )
when
Prove that the sum of the
z/(l z 2 ) when
2 ;=?**
<*>
of the series
z
>
1.
Why is this?
series
(1+Z)(1+Z M + 1 )
but
is l/(z 2
1) when
\z\
>
1.
The function
f(z) is regular within and on the circle C whose
R, save for simple poles b x 6 2
b n within C. Moreover, /(z) does not vanish on G, but has simple zeros a a
am within
x
%
C. Prove that the function
15.
equation
is
\z\
*>"> filial ft
8=1
is
regular
(!e9
6=1
and nonzero within and on O, and
also that \F(z)\
/(z)j
on O.
t This result is Fourier's theorem for analytic functions of a complex
variable.
detailed account of the conditions under which Fourier's theorem
for functions of a real variable is valid will be found in Hobson's Functions
of
a Real Variable, 2 (1926).
CAUCHY'S THEOREM
By applying Poisson's formula to
r
<
log F(z),
show
91
that, if z
= rew where
R, then
iogi/<*)i
log
8=1
2 log li^=^l +
l^=^r S=l
2ir
+ 2^
JJ2
lo
j.2
gl^^>l .ffl2JfrcoB(g^)+^
Deduce that
2ff
log
/(^) d*
= ftr^
J5^gp
flog
/(0,.
not a zero or pole of f(z).
be modified if f(z) possessed multiple poles
or multiple zeros within C ? (Jensen, j")
provided that the origin
How
would these
t J. L.
is
results
W.
V. Jensen, Acta Math. 22 (1899), 35964.
CHAPTER V
UNIFORM CONVERGENCE
5.1.
The limiting function
Let
of a sequence of functions
be a sequence of onevalued functions,
each defined in a bounded closed domain D.
At present we do
not assume that these functions are differentiable
or even continuous in D; they are merely functions of the
complex variable
z in the most general sense.
(z),
s x {z), s 2 (z),...
It may happen that, when
is a point of D, the sequence of
complex numbers s (Q, Sl (), S2 (),. tends to a
definite finite
limit.
We
then say that the sequence of functions is
convergent
. If the sequence converges at each point of D,
it is said to
be convergent in D, and the limiting function
s{z) of the sequence
is defined at each point of
by the equation
at
D
s(z) = lim sjz).
This means that, given any point
of D and any positive
number e, no matter how small, we can find an integer
that \s(Z)sn(Q\
made
definite
< e Wh en
N such
> N.
The
N, which
integer
is
by being taken
as small as possible, will depend,
in general, not only on e but also on the
particular point under
consideration; we denote this fact by writing
N(e,
In
this
N=
way we have
).
associated with the convergent sequence
a function N{e, z) which is defined at each
point of
and which
only takes positive integral values. In
general, this function
will not be bounded in D. But when
N( e ,z) is bounded, we say
that the sequence is uniformly convergent in
the domain D.
The uniform convergence of the sequence implies,
therefore
that there exists an integer
M( e depending
M=
on
),
e alone,'
<
such that N{e,z)
M( e ) at each point z of D. In other words,
the sequence of functions s (z),
Sl (z),... converges uniformly in
the domain
to the limiting function s{z) if, given a
positive
number e, no matter how small, we can find an
integer M,
depending on e alone, such that the inequality
s (z)s n {z)\
e
holds at each point z of
provided only that
The idea of uniform convergence is of great
importance in
n^M.
<
analysis; for, as
UNIFORM CONVERGENCE
we shall see, it often enables
93
us to deduce properties of the limiting function of a sequence from the common
properties of the members of the sequence.
5.11.
The
principle of uniform convergence
The definition which we have just given of the uniform convergence of a sequence presupposes that the limiting function
of the sequence is known. Before we proceed to discuss the
properties of uniformly convergent sequences, it is desirable to
express the condition for uniform convergence in a form which
does not involve the actual determination of the limiting function. This is provided by the following principle of uniform
convergence, analogous to the principle of convergence for
sequences of numbers. The necessary and sufficient condition for
the
uniform convergence of the sequence of functions s (z), s (z),
x
bounded closed domain
is that, corresponding to
s 2 (z)... in the
any positive number e, there should exist an
on e alone, such that the inequality
\
<
P ^)sJz)\
s m+
integer m(e), depending
holds at each point z of
for every positive integer p.
In the first place, the condition is necessary.
sequence converges uniformly to s(z),
of 8 5.1,
...
...
we
For if the
have, in the notation
D provided that n > M(%e).
m = M(%e) and p is any positive integer,
= \{s(z)s m (z)}{s(z)sm+p
m+p (z)sm
< Hz)sm + \s(z)sm+p
<e
at each point z of
\s
(z)\
(z)\
Hence,
if
(z)}\
(z)\
at each point z of D.
The condition is also sufficient. For if it is satisfied, the
sequence converges, in virtue of the principle of convergence, to
a limiting function s(z). If we make p tend to infinity in the
inequality
we
sm+p\ z )
find that
But
since
\s
sm\ z )\
\s(z)s m (z)\
n (z)
m (z)\
<e
<
<
e>
e.
at each point of
provided that
UNIFORM CONVERGENCE
94
n> m, this inequality gives
\s(z)s n (z)\
=
<
\{s(z)s m (z)}+{s m (z)s n (z)}\
\s(z)sm (z)\ + \s m (z)~s n {z)\
<2e,
when n >,m. Hence the sequence converges uniformly
5.12.
to s(z).
Uniformly convergent sequences of continuous
functions
At first sight we should expect that the limiting function of
a convergent sequence of continuous functions would itself be
continuous. This is, however, not the case. For example, the
sequence of functions 1, z2 z4 z 6 ,... converges at each point
within and on the ellipse x 2 +2y 2
1, yet the limiting function
of the sequence has the value 1 at the points z
1, but is
zero at every other point within or on the ellipse. It can, however, be proved that ifs (z), s^z), s (z),... is a convergent sequence
2
,
of functions, each continuous in a bounded closed domain D, a
sufficient condition for the continuity in
of the limiting function
of the sequence is that the convergence be uniform.
For if the sequence is uniformly convergent, then, given any
s(z)
positive
number
e,
we can
find
an integer M, depending on
alone, such that the inequality
holds at each point z of D, provided only that
and z 2 are any two points of D,
n^z M. Hence,
if z x
\s{z x )s{z
2)
=
<
lisiz^s^z^+is^z^s^z^+ls^z^siz^}
l*(i) *jf(i)+
\s(z 2
)sM (z z )\ + \sM ( Zl )sM (z 2 )\
<2e+\sM (z 1 )sM {z2 )\.
But
a continuous function, and so is also uniformly
We can therefore find a positive number 8, depending only on e, such that the inequality
s
(z) is
continuous.
<e
of D for
M)w(z')l
holds for each pair of points
Hence,
if
\z 1
z 2
<
8,
z, z'
we have
Kzi) s(z 2 )
this proves the theorem.
<
3e;
which \zz'\
< 8.
UNIFORM CONVERGENCE
From
we
95
deduce that if s (z), s^z), s 2 (z),... is a
sequence of continuous functions which converges uniformly to s(z)
in a bounded closed domain D, and if L is a contour lying in
D, then
r
r
this
shall
lim
n>co
s n (z) dz
The function
s(z) dz.
5:
Li
Jj
has been shown to be continuous in
and
Now, given any positive number e, we can, by hypothesis, find an integer M, depending on e
alone, such that, when n
M, the inequality \s(z)sn (z)\
e
holds everywhere in
and, in particular, on L. Hence, if I be
the length of L, we have
s(z)
so is certainly integrable along L.
<
j"
s(z)
dz
s n (z) dz
 {s(z)sn {z)} dz
<d.
Since, however, e
can be as small as we please, this shows that
lim
J
s n (z) dz
Lt
5.13.
f s(z) dz.
L*
Uniformly convergent sequences of analytic func
tions
Let us suppose that the sequence of functions s
(z),
s^z), s 2 (z),...
domain D within a closed
contour C, and that each member of the sequence is an analytic
function regular within C. Then s(z) is also regular within G and
the sequence s'
n {z) converges uniformly to s\z) in D.
converges uniformly to s(z) in every closed
We know that the limiting function s(z) is continuous within
C; we shall prove that it is also regular there by means of
Morera's theorem ( 4.4).
Let L be any contour, not necessarily closed, lying entirely
within C. Since each member of the sequence is a regular
analytic function, J s n (z) dz depends only on the affixes of the
L
endpoints of L.
But since L lies within C, it lies in a closed domain in which
the sequence of functions converges uniformly, and so
lim
The value of
f s(z)
s n {z) dz
s(z) dz.
dz depends, therefore, only on the affixes of
UNIFORM CONVERGENCE
96
the endpoints of L. Hence,
by Morera's theorem,
s{z) is
regular
within C.
show that s^(z) converges uniformly to s'(z) in
domain D within C. We construct a closed contour
r which lies within G and yet is definitely outside D; let 8 be
the shortest distance between T and D. Now let a be any point
of D; then, by Cauchy's integral for the derivative of an analytic
It remains to
any
closed
function,
27rt
()
\z~af
J
r
But, by hypothesis, s n (z) converges uniformly to 5(2) within
and on T. Hence, when we are given any positive number e,
we can find an integer M, depending on c alone, such that
\s(z)s n (z)\ < e when z is any point within or on V, provided
that n >
By the result of 4.14, it follows that, when
tc
> M,
'(a);(o)
where
is
the length of V.
el1
<
2ttS 2
'
The expression on the righthand
and therefore s^(z)
side of this inequality is independent of a,
converges uniformly in
D to the limiting function s'(z).
A repetition of the same argument shows that s^(z) converges
uniformly in every closed domain within
to
s"(z),
and so on
indefinitely.
5.2.
Uniformly convergent series
Let each term of the
infinite series
^ un z
(
De a onevalued
We
function of z, defined in a bounded closed domain D.
associate
series the sequence of partial sums s (z), s^z), s (z),...
2
with this
6re
()
If this sequence
s{z),
we say
is s(z).
If,
= o(*)+i()+a() + +().
D
convergent in
and has the limiting function
that the series converges in
and that its sum
is
further, s n (z) tends to its limiting function uniformly
in D, the infinite series
is
said to be uniformly convergent in
the bounded closed domain D.
If each term of the infinite series
bounded closed domain D, and
2 un {z)
is
continuous in a
if the series converges .uniformly
UNIFORM CONVERGENCE
in D, then the sum of the series s(z)
Moreover, if L is any contour in D,
\ s{z)
dz
= f
is also
un (z)
97
continuous in
dz.
This important result is obtained immediately
by applying the
theorems of 5.12 to the sequence of partial sums
of the infinite
series.
Similarly,
series
we deduce from
5.13 that if each term of the infinite
ujz) is an analytic function, regular within a closed conand if the
tour G,
infinite series converges uniformly in every closed
within C, then the sum of the series s{z) is
also an
analytic function, regular within G. Moreover,
domain
*'(*)
= 2<(z),
the latter series being uniformly convergent
in
D. This result is
sometimes called Weierstrass'sf doubleseries theorem,
since his
proof of it depended on expressing each term as
a power series
and rearranging the double
It should be
theorem to the
series
so
on
formed.
we can apply
Weierstrass's
u^(z), to obtain
*"(*)
and
series so
observed that
= !<(*),
In other words, a uniformly convergent
can be differentiated term
indefinitely.
series of regular analytic functions
by term
we
as often as
5.21. Weierstrass's
please.
M test
One of the
simplest sufficient conditions for the uniform convergence of a series is Weierstrass's ilftest, which
runs as
follows.
The
lutely in
a bounded
an
J ujz) converges uniformly and absodomain D if each term satisfies there
n where
n is independent of z and
infinite series
closed
inequality \un {z)\
2M
<M
n is convergent.
t Monatsberiehte der Preuss. Akad. Wiss. (1880), 71943. This paper is
Weie 'strass 8 Werke, 2 > 20130. See also Bromwich,
Infinite Series
, orKnopp,
(lZb), lbb7,
Theory and Application of Infinite Series (1928); 4303.
'
no^oif
UNIFORM CONVERGENCE
98
The
that
convergent in D. To prove
uniformly convergent in D, we observe that, if
the nth. partial sum of the series, then
series is evidently absolutely
it is also
s n (z) is
m+p
m+p
\s
m+%
m+p
i

2 un(z < m+1
2 K( z
m+1
m+P (z)sm {z)\
)l
m+p
<*>
2 Mn
< m+1
2 Mn < m+1
Now 2 Jfn is
for every positive integral value of p.
hence, given any positive
number
we can choose
e,
2Mn<e
convergent;
m so that
m+1
With
this value of
m, which depends only on
K+*(2 ) s(z )l
where
denotes any point of
The required
result
now
e,
we have
<e
and # is any positive integer.
by the principle of uniform
follows
convergence.
00
Example
The radius of convergence of the power
1.
series
2o an zn
B. Show that the series converges uniformly and absolutely when
< R', provided that R' < R. Deduce that the sum of the series is
an analytic function regular within its circle of convergence.
is
\z\
00
Example
Show
2.
that the series
2 n~
converges absolutely and
uniformly in any bounded closed domain in which Biz
5.22. Further tests for the
>
1.
uniform convergence of an
infinite seriesf
The
closed
(i)
series ]T
domain
uniformly convergent in a bounded
sums of the series
2 (z) o,re uniformly bounded
D,
z
** uniformly and absolutely convergent
{v n( z )~ vn+i( )}
in D,
(iii)
D if
the partial
in
(ii)
an(z ) vn(z )
and
v n (z) tends
to zero
uniformly in D.
The tests of this section are similar to those of Abel and Dirichlet for
f
the ordinary convergence of real series. They were first published by Hardy,
Proo. London Math. Soc. (2), 4 (1907), 24765.
UNIFORM CONVERGENCE
99
Let us write
= ao(z)+a (z)+...+an
$.() = ao(z)v (z)+a (z)v (z)+...+a (z)v
n
n
*()
(z),
(z).
The first condition implies that there exists a
positive constant
K, such that the inequality \s {z)\
< K holds when z is any
n
point of D and n is any positive integer.
As in 2.43, we obtain by partial summation
8n+p (z)8n (z)
=
and
n+pl
Z+i Sr{z){v {z)Vr+1 {z)}+Sn+p {z)vn ^{z),
*.(*K + l(*)+
therefore
1^(2!)^)!
< ^{K +1
(z)l
n+
<^{K +
1
\
+l
Vr (z) Vr+l(z)
+lVn+pm
+ i<Wz + f (a)wr+1 (a)}
when z denotes any point of D and p is any positive
integer.
The second condition states that the series
(z)v
converges uniformly in
i(z)l
r
)l
\v
(z)\
D. Hence, given any positive numlber
we can find an integer lt depending only on e, such
that
n+l
\vr (z)v
when
r+1 (z)\
>
< e/K
z is any point of
and n
iV3
Moreover, since n () tends to zero uniformly in
Z>, we can
find another integer
depending only on e such that
2
\e\K when n
K(z)\
2 and z is any point of D.
.
N
^N
,
<
bining these results,
and
N,
2
we
Com
find that, if
l^.f(a)^(2)
,
<
is
the greater of N.
e,
for every positive integral value of
p.
Hence, by the principle
of uniform convergence, the sequence of functions
8 (z), S^z),
S2 (z),... converges uniformly in D. This completes the proof.
In a similar manner it can be provedf that
the series
an(z) vn (z) is uniformly convergent in a bounded closed
domain
Dif
(i)
the series
an {z) converges uniformly in D,
t See 2.43, Ex. Compare the corresponding discussion of the
uniform
convergence of integrals in 5.52.
UNIFORM CONVERGENCE
100
(ii)
the series
which
(iii)
is
K(z) v+i(z )l
*s
and has a sum
convergent
bounded in D, and
the function v (z) is
bounded in D.
00
Example
series ~2,an z n ,
The power
1.
whose radius of convergence
1. Show that the series converges
is unity, converges at the point z
< 8 < \n.
uniformly in the domain 1 z\ < cosS, arg(l z)\ < 8, if
oo
Deduce that
m
as z > 1 along any path within the circle of convergence which does
not touch that circle.
We apply the second test of 5.22, with an (z) = an vn (z) = zn Since
a n is convergent and an does not depend on z, the first condition is
.
satisfied.
When
The
\z\
third condition
<
1,
is
also satisfied since v
{z)
1.
we have
2 k(z)^+1 2 =
(
)
ri*l
s
l
l"
=iE$y
Nowthe domain defined by the inequalities 1 z\ <
cos 8, arg(l z)\
<
S,
a sector of the circle with centre at z = 1 and radius cos 8. If
< 8 < \n, each point of the sector, save z = 1, lies within. the circle
of convergence of the given power series. In this sector we have
1 z = pe, where < p < cosS and 8 < < 8. Hence
is
<j>
z
and
12/jcos^+p 2
<
l2pcosS+/3 2
< 1 2pcos8+pcos8 < 1 pcosS + Jp
\z\ < 1 pcos8.
so
cos 2 8,
It follows, therefore, that at each point of the sector, save z
1,
2M*)W*>l<i^=2Bec8.
=
also satisfied at z
1, since each term of the series
vanishes there. The second condition of the test is
thus also satisfied, and the proof of the first part of the problem is
completed.
By 5.12, the sum of the series ^,an zn is continuous in the sector
This inequality
Ki( z )
^thi^ 2
is
)!
under consideration. Hence
as z > 1 along any path in the sector. This conclusion also holds when
1 which does not touch the circle of
z > 1 along any path within z
convergence; for, by choosing 8 sufficiently near to \ir, we can ensure
that such a path lies in the given sector.
More generally, if the radius of convergence of the power series 2) an zn
is finite and nonzero, and if the series converges at the point z on the
UNIFORM CONVERGENCE
circle
101
of convergence, then
as z  z along any path which does not touch the circle
of convergence.
For the series an z^zn has radius of convergence unity and
at the point z
power
converges
This result
1.
AbeVs theorem on
is
the continuity of
series.
Example
Give an example to show that
2.
if
the power series
2 an zn has a finite nonzero radius of convergence, and if the sum of the
series tends to a finite limit as z >
a path which does not touch that
that
2 a z
on the
of convergence along
not necessarily the case
circle
circle, it is
converges.f
Example
3.
Riemann's Zetafunction
denned by the equation
is
CO
(z)
= 2n
~">
wh en Rlz >
1.
this function into the region
that the analytical continuation of
where Rlz
(l2i*)(z)
Hence show that the only
Show
>
is
given
by
l*_2*+3*4*+....
singularity of (z) in the righthand half of
a simple pole of residue 1 at the point z = 1.
We have seen ( 5.21, Ex. 2) that the series denning (z) converges
uniformly and absolutely in any bounded closed domain to the right of
the zplane
is
the line Rlz
Hence, by
1.
when Rlz > 1.
Now, when Rlz
(
>
5.13, (z) is
an analytic function, regular
1,
 2i~*)(z) = 2 n% 1  2**) = w* 2 V (2n)'
l
i
= 1* 2*+3
i
...,
the reordering of the terms of the series being valid by absolute convergence.
now show that the latter series converges uniformly in
any bounded closed domain
in which Rlz > S, provided that S is
positive. We use the first test of 5.22, with
We
a(z)
The
(i) is
partial
satisfied.
sums of
(l) n
2 an
Condition
vn (z)
(n+l).
are alternately 1
(iii) is
and
0,
so that condition
also satisfied, for
K(z) = (n+l) E,s < (n+l),
and so vn (z) certainly tends to zero uniformly in D.
To show that condition (ii) also holds, we use the formula
m+2
1
() Vfi() = {n+l)"(n+2)" = z
j r* dt.
TC+l
f For an account of the conditions under which the converse of Abel's
theorem is true, see, for example, Landau, Darstellung und BegriXndung einiger
neuerer Ergebnisse der Funktionentheorie (Berlin, 1929), 5267.
UNIFORM CONVERGENCE
102
This gives
+2
<
to.(*)vn(*)
+2
/ l
1*1
M*<
m+l
<
2
l
t* ldt
+l
lalfn+l)
8 1
.
Since z is bounded in ), it follows by Weierstrass's Mtest that
{vn( z )~ vn+i( z )} converges uniformly and absolutely there.
We have thus shown that the series
rj(z)
1* 2*+ 3* 4*+...
converges uniformly in any bounded closed domain in which Rlz
Hence
Biz >
an analytic function, regular when Rlz
we have
1 2
= ,, j,,.,,,
q(z) is
1,
0.
>
0.
But when
(12
r)(z)
>
)(z).
Accordingly this equation provides the analytical continuation of (z)
into the region
< Rlz < 1.
Now the function 1 2 12 has simple zeros at the points given by
(1 z)Iog2 = 2pm,
where p is any integer or zero. The equation (z) = q(z)j( 1 2 1  2 ) shows
that a point of this set is a simple pole of (z), provided that tj(z) does
not vanish there, and also shows that (z) has no other singularities in
the righthand half of the zplane.
The point z
1 is a simple pole of (z), since
residue there is
.,.
,,
But no other
zero of
equation
where
^(z)
which the reader
1_z is
l z +2~
sl
q(l)
log 2.
The
log2
a pole of
(z).
= i_ 8 i
(
To show
this,
we use the
)(lg)f
2. 3* +4' +5* 2.6"+...,
The function ij x (z) is
when Rl z > 0. Hence the poles
will easily prove.
analytic function, regular
12 1*
i
1
evidently an
of (z) in the
righthand half of the zplane are the points of the set
(1 z)log3
where q
2qm,
any
integer or zero, at which ^(z) does not vanish.
If (z) possessed a pole other than z
1 in the righthand half of the
zplane, this would imply the existence of integers p and q such that
is
log 3
log2
which
is
impossible.
5.3. Infinite
Hence
(z)
= pq'
has only one pole in Rlz
>
0.
products
The symbol
(l+a1 )(l+aj(l+aa )...(l+an )...,
which involves the multiplication of an infinite number of complex numbers, has, in itself, no meaning. In order to assign
UNIFORM CONVERGENCE
a meaning to the value of such an
sequence of partial products
103
infinite product,
we form the
p v p 2 p 3 ,..., where
,
n
1 + ar)JP=IT(
r=l
If
pn
tends to a
we say
finite
nonzero limit
that the infinite product
is
as
n tends
convergent, and
to infinity,
we
write
p=f[(l+a
r ).
however, p n tends to zero or does not tend to any finite
we say that the infinite product is divergent.
In order that the infinite product may converge it is necessary that no factor should vanish; for if l+m
0, then p n
when n
m. We shall suppose this condition is always satisfied. It is also necessaryf that an >
as n > oo, since
If,
limit,
We
shall
Pn = Pnl+ anPnV
now show that the necessary and
sufficient condition
for the convergence of the infinite product JJ (l\an ) is the convergence of the series 21og(l~t~am ), where each logarithm has its
principal value.
n
Let us write
sn
We then have pn =
= 2 log(l+o
r ).
exp(s m ).
But
since the exponential function
is continuous, s n > s implies that
pn > es
This proves the
sufficiency of the condition.
Now
sn
= logp n +2qn
Tri,
where qn is an integer. Since the principal value of the logarithm
of a product is not necessarily the sum of the principal values
of the logarithms of
its factors,
qn
is
not necessarily zero.
We
show that qn is, however, constant for all sufficiently large values
of n; from this the necessity of the given condition will follow
immediately.
Let us write <xn and /3n for the principal values of the arguments of l+an and p n respectively. If the infinite product is
convergent,
is
<x
and j3m
n *
>
/?,
say, as
n > oo. The
integer qn
then given by
al
+ ++
<*2
<*n
= Pn + tyn"
f The example of the infinite product JJ (1+ l/w)> *or which pn
shows that this condition is not sufficient.
(n+1),
UNIFORM CONVERGENCE
104
Hence we have
as n > co. But since q is an integer, this implies that
n
qn
for all sufficiently large values of n.
Therefore, if p n tends to the finite nonzero limit
it
follows that
and
sn
so the condition
is
as
=q
 co,
^logp+2qm,
,
also necessary.
5.31. Absolutely convergent infinite products
The infinite product JJ (1+aJ is said to be absolutely convergent if the series
log(l +aj is absolutely convergent.
Evidently an absolutely convergent infinite product is convergent and its value is not altered when its factors are deranged. The necessary and sufficient condition for the absolute
convergence of the infinite product
JJ (l+an ) is the absolute convergence of the series
<V
For since an > as n *> co, we can find an integer
such
that
\an
< i when n^N.
Hence we have, when
N
n^ N,
_log(l+am )
a
and so
3^4
Jo B
<
log(l+J
'"
< aB
.
This shows that the series 2,log(l+a ) converges absolutely
if
n
and only if the series
Kl is convergent, and the required
result follows at once.
Uniformly convergent infinite products
Let u^z), u 2 (z), u3 (z),... be a sequence of onevalued functions,
defined in a bounded closed domain D, such that the infinite
5.32.
product IIO+mJz)} converges at each point of D.
sequence of partial products
If the
/Js)=TT{i+^(s)}
converges uniformly in D,
verges uniformly in D.
The simplest
we say
test for the
that the infinite product con
uniform convergence of an
infinite
UNIFORM CONVERGENCE
product
105
the Jftest, which states that the infinite
product
1
+m(2)}
converges uniformly and absolutely in the bounded
IT{
closed domain
if each function un (z) satisfies there an inequality
\u n (z)\
n where
n is independent of z and
is conis
<M
^Mn
vergent.
The absolute convergence of this product
of 5.31.
Let us write
Pn = JJ (1+M
Then since
r ).
a consequence
*
is
convergent,
r is
Pn tends to a finite limit as n + 00.
Now when n >m,we have
!/(*)/(s)l
But
if
we multiply out
l/m (*).
{1
+u
fl{l+ur (z)}l\.
m+1
(z)} 1,
we obtain an expression
of the form
I u (z)+ I u {z)u {z)+ 2 u {z)u (z)u {z)+...+
+Um +l(z)Um+2(z )Un
r
(z),
whose absolute value does not exceed
ZK+ZM M +ZM M Ml+ ...+Mm+1 Mm+2 ...M
r
= fl(l+M )l.
r
m+l
Hence we have
\L(z)fm (z)\
< r=l
ft (i+mm n (l+jr,) 1} = pn ~pm
m+1
K
But
since
positive
when
n>m.
when n
e,
Pn
number
tends to a hmit,
e,
we can
and then choose
assign arbitrarily a
m so that < Pn Pm <
This gives
l/(z)/m(z)l <e
> m and z is any point of D. Since m depends only on
the sequence of functions
fx (z), /,(),
The test is thus established.
/,(),...
Finally, it follows immediately
5.13 that if the infinite
converges uni
formly.
product
Jl{l+un (z)}
from
converges uniformly to f(z) in every closed
domain within a closed contour C, and if each factor of the product
is an analytic function, regular within G,
thenf(z) is also regular
within C.
UNIFORM CONVERGENCE
106
Discuss the convergence of the infinite products
Example.
()('*)('<">
('9('+i)('l)('+l)
{(M('+iH{(iM((+iHD
in any bounded closed domain
1.
which contains none of the points
\z
< R when z lies in D. Since
convergent, the product (i) converges
uniformly and absolutely in D, by the Mtest. If F(z) is the value of
the product, it is an analytic function, t regular in D.
On the other hand, the product (ii) does not converge absolutely in
D, since the series B(l l + i+i+i+i + . ) is divergent. Let us write
There exists a constant
\z
/n 2
< R 2jn s
and
R such that
R /n
2
2 is
+
Fn (z),fn (z) for the nth partial products of
(i)
we have
and
(ii)
respectively.
Then
and so the sequences f^z), f3 (z), /6 (z),... and f^z), /4 (z), /6 (z), both
converge uniformly to F(z). Hence the infinite product (ii) converges
uniformly in
to F(z).
To discuss the third product we write
(l_)e/n=
n/
un (z)
where
lun (z),
)'
=2
when n > R.
Similarly
we have
(i+)r4=
<
when
where
tf(z)
ilftest
shows that the product
e(R/n) 2
is
(iii)
(),
any point of 2? and n > R. The
converges uniformly and absolutely
ini).
Finally, since the partial product of (iii) of order 2n
the third product also converges to F(z).
5.4.
is
equal to
Fn(z),
Functions depending on a parameter
Let f{z,a) be a onevalued function of the two complex
variables z
and
f It is well
a,
defined
known
when
that F(z)
z lies in a
sin nz/{nz).
See
bounded closed
6.83,
Ex.
UNIFORM CONVERGENCE
domain
and a
107
<
in the circle !<*<*
p. If /(z, a ) tends
to a finite limit as a > a when z is
any point of D, the
limiting function F{z) has a definite finite
value at each point
lies
Let us suppose that this is the case. Then, given any
positive
c we can find a positive number 8{e, z),
depending on
and on z, such that \f(z,<x)F(z)\
6 when aa
8.
number
e
<
We choose S as large as possible.f
Then
<
a onevalued
8(e, z) is
positive function of z defined everywhere in D. If there
exists
a positive number A(e), independent of z, such that S(e, z)
> A(<=)
D to
at each point z of D, we say that/(z, a) tends uniformly in
the limiting function F(z) as a > <x
.
By
the appropriate modification of the analysis of 5.12, we
can show that iff(z, a) is a continuous function ofz in the bounded
closed
domain
<
for each value of a in a
p, and if
F(z) uniformly as a > a then F{z) is continuous in D.
Moreover, if L is any contour lying in D,

f(z, a) >
lim
if,
f(z,*)dz=
F(z)dz.
Again, by an argument similar to that of 5.13, we find that
for every value of a in a <*
p, the function f(z,ot) is an

<
analytic function of z, regular within a closed contour C, and
if
f(z, a) > F(z) uniformly in every closed domain
within C, then
F(z)
is
regular within
C and
dz
uniformly in D.
5.5. Analytic functions
denned by
definite integrals
Let F(z, t) be a onevalued function of the complex variable
= x+iy
and the
a closed contour
real variable
C and a
F(z,t)
where
<f>
and
tfi
^ <
t
b.
defined
when
z lies within
Let us write
= <f>(x,y,t)+ii/,(x,y,t),
are real functions of the three real variables
t The existence of a largest 8
section of the real numbers.
is
readily proved
by means
of Dedekind's
UNIFORM CONVERGENCE
108
x, y,
If
t.
and
<f>
are continuous functions of position in the
ift
corresponding region of the threedimensional space in which
(x, y, t) are rectangular cartesian coordinates, we say that F(z, t)
is a continuous function of both variables z and t.
We
shall
now show
both variables
when z
that
lies
if F(z,
t)
is
a continuous function of
C and a ^t ^ b,
within a closed contour
and
if, for each such value of
regular within C, the function
t,
f(z)
F(z,
t)
is
an
analytic function,
F(z,t) dt
J*
is also regular
within
G and
its
derivatives of all orders
may
be
found by differentiating under the sign of integration.
To prove this, we divide the range of integration into n equal
parts
by
points
<t1 <t2 <...<
tn _ x
<tn =
and consider the behaviour of
fn(z)
= ZF(z,Wrt l)
r
r=l
as
> oo. Since F(z,
t)
is
a continuous function of
t,
fn (z)^JF(z,t)dt=f(z)
a
as
> oo, for each value of z under consideration.
We now show that fn (z) tends to its limiting function f(z)
uniformly in every closed domain
within C. Since F(z, t) is
a continuous function of both variables when z lies in
and
=5* t
^ b, it is uniformly continuous there.
positive
on
e,
number
e,
Hence, given any
we can find an integer to, depending only
such that the inequality
\F(z,
holds
t)F{z, t')\< e
when z is any point of D provided that
But, since
\t't\
/.(*)/()
=2
' 1
tL
{F(z,tr )F(z,t)}dt,
<
(b~a)/m.
UNIFORM CONVERGENCE
109
we have
l/(*0/()l<i
> m,
provided that n
\F(z,tr )F(z,t)\dt<(b~a) e
and so the sequence
uniformly con
is
vergent.
By
the theorem of
in D.
But
follows that f(z) is
5.13, it
and
function, regular within C,
since
an analytic
also that/4(z) >f(z) uniformly
AMT^fctJ.
r=l
b
this implies that
/' (2)
8F
f
J
Z
'
dt.
8z
The derivatives of higher orders may be discussed in the same
manner. This completes the proof of the theorem.
Example. Show that the equation
2w
2v
dt
J 1+zsini
V(i z ")
holds everywhere in the z plane, supposed cut along the real axis from
co to 1 and from +1 to +00, provided that the branch of >J(l z 2 )
which reduces to
1 at the origin is taken.
The integrand is a continuous function of both variables, save when
= cosec*. Now as
real axis
from 00 to
varies from
1 and
to
moves along the
increases from 77
and then back to
this point
77,
then back to
00;
as
moves along the real axis from + 00 to +1
Thus the integrand is a continuous function of both variables
when t is real and z lies in the cut zplane; moreover, for each such value
of t, it is an analytic function whose only singularity is a pole lying on
to
277, it
+ co.
one or other of the
cuts.
Hence, by
5.5,
the value of the integral
an analytic function, regular in the cut plane.
We can, however, show by elementary methods that, when
1 < z <
is
1,
the value of the integral is 2tt/J(1z*), the positive square root being
taken. But the branch of 27r/V(lz 2 ) which is positive when
1 < z < 1
is an analytic function, regular in the cut plane.
We have thus shown that the expressions on each side of the equation
2tt
dt
/1+zsini
277
^/(l
2
)
are regular in the same cut plane and are equal when
1 < z < 1. By
analytical continuation, this equation holds everywhere in the cut plane.
UNIFORM CONVERGENCE
by infinite integralsf
110
5.51. Functions defined
Let the function F(z,
(i)
t)
satisfy the following conditions:
a continuous function of both variables when z lies
within the closed contour C and a
t
T, for every
finite value of T;
it is
< <
(ii)
(iii)
for each such value of
regular within C;
the integral
an
it is
t,
analytic function of
z,
= JF(z,t)dt
f(z)
z lies within C and uniformly conwhen z lies in any closed domain D within C.
Thenf(z) is an analytic function of z, regular within C, whose
derivatives of all orders may be found by differentiating under the
is
convergent
when
vergent
sign of integration.
The
third condition
means
T tends to infinity,
that, as the real positive
number
T
j F(z,t)dt
a
tends to f(z) when z is any point within
vergence is uniform when z lies in D.
C and
that the con
Let us consider, then, the behaviour of
n
n (z)
= j F(z,t) dt
a
as the integer
n tends to infinity. By
5.5,
fjz)
is
regular within
C and satisfies all the conditions of the theorem of
f\z) is regular
in/).
5.13.
Hence
within C, and f(z) converges uniformly to
f'(z)
But
a
00
and so
/'(*)= [
J
8F{z
'
t]
dt.
8z
This completes the proof of the theorem.
t It is assumed that the reader is acquainted with the theory of the convergence of infinite integrals, as given, for example, by Hardy, Pure Mathematics (1921), Chap. VIII.
UNIFORM CONVERGENCE
uniform convergence
5.52. Tests for the
111
of infinite in
tegrals
The simplest
test for the
uniform convergence of an
integral is the analogue of Weierstrass's
runs as follows.
test
infinite
5.21),
and
be a continuous function of t when
z lies in a bounded closed domain
and t^a, satisfying at each
point of
the inequality
Let F(z,
t)
< M(t),
\F(z,t)\
where M(t)
is
a positive function, independent of
CO
J"
Then,
z.
if
oo
M(t) dt converges, the integral J F(z, t) dt
is
uniformly and abso
lutely convergent in
D.
T
Since F(z,
t) is
a continuous function of
t,
J"
F(z,
t)
dt exists
for every value of
CO
T (> a)
and
for each point z in
D.
By
hypothesis, J
(t) dt converges; we can, therefore, assign arbitrarily a positive number e, and then choose T, independently
of
so that
z,
j M(t)
T
But
if
T'
<
dt
e.
> T, we have
2"
j
T
2"
F{z, t)dt
<j
co
\F{z,
< j M(t) dt < e
<tt
CO
Hence
lies
J F{z,
a
t)
dt converges absolutely
and uniformly when
in D.
To
discuss the uniform convergence of integrals which do not
converge absolutely, the following tests, similar to those of 5.22
for series, are frequently of service. Let u(z, t) and 8v(z, t)/8t be
continuous functions of
when
z lies in
a bounded
closed
domain
CO
D and f^ a. Then the integral J u(z, v(z, dt is uniformly cona
vergent in D if either of the following sets of conditions is satisfied:
t)
I.
(i)
u(z,t) dt
^ K, where K is
t)
independent of z and T,
TINIFOKM CONVEKGENCE
112
QO
~^ dt
(ii)
uniformly and absolutely convergent in D,
is
St
and
(iii)
v(z,
>
t)
as
> oo uniformly with respect to
z.
CO
II.
u(z,t) dt is
(i)
uniformly convergent in D,
CO
\8v(z,t)
dt converges
and
is
dt
a bounded function of
z,
and
(iii)
For
v(z,
a) is
a bounded function of z in D.
we shall only prove this theorem under conThe proof under conditions I follows very similar
brevity,
ditions II.
lines.
The operation of partial summation on which the proof of
the corresponding tests for series depended is replaced here by
by
integration
parts.
Let us write
t
V{z,
Then,
if
>
T'
u(z,
t)
T,
v(z,
t)
t)
f u(z,
t) dt.
we have
dt
= {U(z, T')U(z, T)}v{z, T')~
T
T'
j{U(z,t)U(z,T)}
^dt.
Now, by condition II (i), we can assign arbitrarily a positive
number e and then choose T, independently of z, such that the
inequality U{z, t)U(z, T) < e holds when t > T and z is any
point of D. Hence

3"
u(z,
2"
t) v(z,
t)dt
<
J \v(z, T')
\dv(z,t)\
dt
dt
2"
6v(z,
v(z,a)+
t)
dt
j
8v(z,t)
dt
dt
UNIFORM CONVERGENCE
113
2"
<.{tfc,)
+ 2j*j^
dt\
where, by II
(ii)
independent of
and
Il(iii), the finite positive
number
T, T'. This, however, shows that
z,
u(z, t)v{z,
t)
is
dt
converges uniformly in D.
Example
1.
Show
that
J*/
when Rlz >
0,
provided that the branch of Vz which
is
positive
on the
real axis is taken.
Let
D be any bounded closed domain which contains part of the real
and
axis
lies entirely
inequality
Rlz
>
8,
to the right of the imaginary axis, so that
the
> 0, is satisfied at each point z of
Now
where 8
00
and SeM'dt
is
convergent.
Hence, by the
Jtftest,
converges uniformly and absolutely in D, and
function of z, regular in D.
When z is real
substitution zt 2
its
the given integral
value
and positive, we can evaluate the
w 2 which gives
is
an analytic
integral
by the
/^*=ij^*=iy(i).
the square root being positive. Hence the expressions on each side
of
the equation
/*~i/(i)
are analytic functions of z, regular in D, which are equal on the
positive
part of the real axis, provided that we take that branch of the square
root which is positive when z > 0. It follows, by the principle
of
analytical continuation, that the equation still subsists
everywhere
ini).
4111
UNIFORM CONVERGENCE
114
Example
2.
that the result of Ex.
Show
holds
when Rlz
>
0,
GO
provided that z
Deduce the value of
0.
J"
cos<
dt.
o
00
We
prove,
of
first
that, if
all,
>
2" dt converges uniformly
J e
0,
when r
number
e*
<
r
Now
when Rlz
if
[argz[ < w, no matter how small the positive
\z\ < R,
may be. The ilftest is obviously inapplicable here, since
is
any
0.
positive
number less than r, we have seen that the
when Rlz > 8, \z\ < R. Accordingly it
integral converges uniformly
demonstrate its uniform convergence in the two rectangles
denned by
< Rlz < S, p < Imz < R, where p = V^S 2 ) > 0.
This we do by writing the integral in the form
suffices to
exfeW at,
where z
x+iy, and then applying the second
u(z,t)
Now, when
<
<
Ur
<
S,
iytf
v{z,t)
<
\y\
test of 5.52,
with
e^Jt.
we have
R,
= ^(e^'e^^) < 1,
12*2/
f u(z,t) dt
J
'I
so that condition I(i)
constant sign and
{
Again
is satisfied.
Bv(z,t)
j _e*T"
e
I(ii) also holds; for 8v/dt is
of
er^
as
T > oo,
uniformly with respect to
Finally, since
z.
\v(z, t)

<
1/t,
00
condition I
satisfied,
(iii) is
and
so
e~*
dt
converges uniformly.
a
00
We
have thus shown that
J"
e_J*' dt
converges uniformly^
when
<
< R and
<
and so represents a regular analytic
domain for which Rl z > 8, the value
of the integral is ^(tt/z). Hence, by analytical continuation, this is the
value of the integral when Rl z > 0, provided that z =#= 0.
Putting z = eei we have
\z\
function.
But
argz
\n,
in the part of this
oo
exp( e^a )
dt
iVjre* 84 .
t Actually we proved this result with a as lower limit. This, obviously,
does not affect the result but considerably simplifies its proof. It should be
and also when RI z < 0.
observed that the integral diverges when z
UNIFORM CONVERGENCE
115
CO
In particular,
dt
e**'
JV^e""*/ 4,
o
00
and so
CO
cost* dt
jsin a
d<=
/^.
REFERENCE
Bbomwich,
Appendix III.
T. J. I'a
Infinite Series
(London, 1926), Chaps. VII,
X and
MISCELLANEOUS EXAMPLES
CO
Show
1.
that the series 'ze~ nz converges absolutely but not unio
formly in the sector \z\ < B, argz < 8, where
<8
convergence uniform when r < \z\ < B, argz < 8?
Prove that the sum of the
2.
z
is
<
J7r.
Is the
seriesf
\zn
jLi
an analytic function whose only
= 0, 1, 2,....
n!
singularities are simple poles at the
points
oo
Show
3.
^an n~ converges
but is not necessarily convergent when Rl z = 0. Prove
that, if ~2,an
convergent, the series
is
when Rl z
>
0,
also that the convergence
for
which Rlz
4.
The
>
series
where 8
2 am (z
a
a nonintegral value of
bounded closed domain.
is
uniform in any bounded closed domain
>
0.
)(z 2
Show
z.
)...(z
that
it
2
) is known to converge for
converges uniformly in any
Discuss the convergence of the following infinite products:
5.
wftfiSH
<i>f[(*3.
1
Show
also that,
when
\z\
<
1,
the value of the product
If J
6.
<j>(t)
dt converges,
show that J e~a^>(t)
gent
t
(iv) is
1/(1 z).
CO
CO
when
dt is
uniformly conver
o
\z\
The accent
<
B, argz
<
8, if
indicates that the
<
<
\n.
term corresponding to n
is
omitted.
UNIFORM CONVERGENCE
H6
00
7.
' 8 + 2rf
Show that
dt is
j e
uniformly and absolutely convergent in
00
any bounded closed domain and that
its
value
is Vire*
Deduce that
00
f e~p
cos 2tydt
Vwe"'.
00
8.
The function
not tend to a
F(z,
t)
the conditions of 5.5 save that
satisfies
finite limit as
>
it
does
but
a,
6
f F(z, t) dt
a
lim
.F(z,
*)
(S
>
0)
a+o
exists. Show that if this limit is approached uniformly when
any bounded closed domain within C, the function
z lies in
/()
= j F(z,t)dt
a
may be
analytic function, regular within C, whose derivatives
calculated by differentiation under the sign of integration.
is
an
00
OO
it  1 cost
1
Showthatt
9.
\tz 1 sintdt
dt,
represent analytic functions of z which are regular
and
1 <
10.
Biz
<
when
<
Rl z
<
respectively.
Prove that the equation
T(z) =; f eH z 1 dt
an analytic function of z, regular
zT(z).
the difference equation T(z+1)
defines
when Rl >
oo
t Consider
and
separately.
0,
which
satisfies
CHAPTER VI
THE CALCULUS OF RESIDUES
6.1.
Cauchy's theorem of residues
Let f(z) be continuous within and on a closed contour
regular, save for a finite number of poles, within C.
Then
J
f(z)
dz
2irix{sum of residues of f(z) at
and
poles within G).
its
Fio. 2
If we denote
by zx z 2 ,..., zn the poles of/(z) within C, we can
draw a set' of circles Cr of radius e and centre z
r
which do not intersect and all lie within G, provided that e is
sufficiently small. Then f(z) is regular in the domain bounded
externally by C and internally by the circles G We can, therer
,
evidently
fore,
deform
f(z) until it
continuously without crossing a singularity of
consists of the circles Cr joined together by a poly
gon P, as shown in the
figure.
ff(z)dz= \f{z)dz
We then have
(f(z)dz
=f
ff(z)dz,
the integral round the polygon
vanishing since /(z)
within and on P.
Let zr be a pole of order m, say, so that
f(z)
= <f,(z)+y 7^
is
regular
THE CALCULUS OF RESIDUES
118
where
<f>(z)
regular within
is
1X
S~
nT
C
Now
on
Cr
= z +ee
we
jf{z) dz
Then
(i.
Cr
where 6 varies from
to
2tt.
Making
find that
= 2=
1_s
s
Cr
=
From
6i
this substitution
and on Cr
2iri
eP#Hd6
J
X (residue
2ma x
of /(z) at zr ).
this it follows that
(f(z)de
= i
=
f/(z )efe
2 (residue of/(z) at z
2vix
r ).
This completes the proof of Cauchy's theorem of residues.
6.2.
The number
of zeros of
an analytic function
An
important deduction from Cauchy's theorem of residues
a formula for the number of zeros of an analytic function
within a given closed contour. Let f(z) be regular within and
on a closed contour C, save for poles 6 1; b 2 ,..., b n none of which
lie on C. Moreover, let f(z) not vanish on C but have zeros
av a2 ,..., am within C. Then, by the theorem of residues,
is
_L [11
M
M'^dz
J
equal to the sum of the residues of/' (z)//(z) at its singularities
within 0.
Now the only possible singularities of this function are the
poles and zeros of f(z). If a is a zero of order r, we have
is
f(z)
where
<f>(z)
is
regular
of a. This gives
since
(j>'(z)/</>(z)
{zaYftz)
and nonzero in a
(z)
f(z)
But
is
certain neighbourhood
^
za+W
(z)
regular in the neighbourhood of a, the
function f'{z)jf(z) has a simple pole of residue r at z
= a.
Simi
THE CALCULUS OF RESIDUES
=6
119
a pole of order s of the function /(z), then
z
has
a simple pole of residue
s at z
f'( )/f(z)
b.
If, therefore, the order of the zero at z
ap is rp and the
order of the pole at z
bp is s
p we have shown that
larly, if z
is
=
=
This result takes a particularly simple form if we agree to regard
each zero of order r as equivalent to r simple zeros and each
pole of order s as equivalent to simple poles; for, with this
convention,
_L
2tt
O
,,.
*<*>
dz
J f(z)
c
equal to the excess of the number of zeros of /(z) within
over the number of poles there.
is
If
we
excess
is
actually carry out the integration,
we
find that this
equal to
^Pg/(z)]c
since log /(z)

= ^[arg/(z)]c
2^[logl/(Z )l+iarg/(z)] c
returns to its original value
round C. Hence
the excess of the
when we go once
number of zeros over
the
number
of poles of f(z) within C is (l/2n) times the increase in arg/(z) as
z goes once round C. This result is sometimes called the principle
of the argument.
Example 1 . If g(z) is regular within
conditions of 6.2, show that
C
J
c
Example
f'(z)
2. If f(z)
and on G and f(z)
g{z)dz=
is
9(a" }
^
the
8" 9{b
and on C and does not vanish
of the zeros of /(a) within C is
regular within
on C, show that the sum of the
affixes
_1 [ ZI(
iidj
2TriJ
o
dZ '
f(z
f(z)'
the affix of a multiple zero being repeated according to
6.21. RouchS's
satisfies
its order.
theorem
Rouchef has proved
regular within and on a
that, if /(z) and g(z) are two functions
closed contour C, on which f(z) does not
f Journal de Vtcole Pol.
39
(1862), 217.
THE CALCULUS OF RESIDUES
120
\g(z)\ < \f(z)\, then f{z) and f{z)+g{z) have the
same number of zeros within C.
For let f(z) and f(z)+g(z) have respectively m and n zeros
vanish and also
within C, multiple zeros being counted according to their order.
Then the function
has n zeros and
,.
poles within C, and is regular and never
the principle of the argument, 2n(n m) is
equal to the increase in the argument of F(z) as z goes round G.
But, when z is on C, we have
By
zero on C.
m{F(z)}
^ l
m >0.
Hence
as z goes round C, F(z) describes a closed path entirely
to the right of the imaginary axis, so that its argument returns
to its original value; and this proves Rouche's theorem.
In particular,
f(z)
we take
m
a z
g(z)
if
g()
we have
=a
,
zm
1
+a 2 z*+...+am
*m 1
\a z\
which can be made as small as we please by taking \z\ sufficiently large. Hence there exists a circle \z\ E on which /(z)
does not vanish and also \g(z)\ < \f(z)\. But f(z) has one zero of
order
within this circle; therefore, by Rouche's theorem, the
polynomial a zm +a1 zm 1 +...+a has precisely
zeros within
m
the circle \z\
R for all sufficiently large values of R. If these
zeros are z v z 2 ,..., z m multiple zeros being repeated according
to their order, the function
,
a zm +a lZm i+...+am
(zz x )(zz a )...(zzm )
is
an
which tends to a as \z\ + oo, and so has
values of z, by Liouville's theorem. Hence
integral function
the value a for
all
aQ z'+a 1 z^+...+am
= a (z Zl )(zz )...(z~zm
2
).
We have thus proved the fundamental theorem of the algebra
THE CALCULUS OF RESIDUES
of complex numbers, that a polynomial
of degree
and can be expressed as a product of
linear
Example
121
m has m zeros
factors.
Prove that a rational function takes any given
value
1.
p tunes where p is the number of its poles, including the point at infinity,
a pole of order
being counted s times.
Example
2. Each function of the sequence
/ (z), /^z), /a (z),... is
regular in the closed domain
bounded by a closed contour C. The
sequence converges uniformly to/(z) in D. Show that,
if/(z) does not
vanish on C, then f(z) and the functions /(z), for all
sufficiently large
values of n, all have the same number of zeros within G.
Prove also that a zero of/(z) is either a zero of /(z) for all sufficiently
large values of n or else is a limiting point of the set
of zeros of the
functions of the sequence. (HuBWiTZ.f)
6.22. Inverse functions
Let f(z) be an analytic function, regular in a neighbourhood
of
at which it takes the value w
The necessary and
sufficient condition that the equation f(z)
w should have a unique
solution z
F(w), regular in a neighbourhood of w is thatf'(z
)
should not vanish.
the point z
The condition is obviously necessary. For if F(w) were regular
F'(w ) would be finite; since, however
in a neighbourhood of w
*"K)
l/f(*o),f{zo) cannot be zero.
The proof of the
sufficiency of the condition is
the one given below
much more
due to Landau.J We shall suppose that z and m> are both zero; for, if they were not, we could
make the transformation z'
zz w'
ww By hypothesis, f(z) is regular when \z\
R, and so can be expressed
there as a convergent Taylor series
difficult;
is
<
= a z+a z +...,
= a > 0.
/'(0) = \a
3
f(z)
where
Now
if z x
where A
<
and
1,
z 2 are
any two points of the region
\z\
we have
< XE
/W/W = L +  an{zr + zn%+ ...+zri
i
t Math. Annalen, 33 (1889), 24666.
t Berlin SUzungsberichte (1904), 111833; (1926), 46774. Math.
30
(1929), 61617.
Zeitschriff.
J
'
THE CALCULUS OF RESIDUES
122
Hence
small that
if A is so
f aJAiR" < a,
1
the equation
Moreover,
if
\f'(z)\
=/(z) can have at most one root in \z\ ^ XR.
such a root exists, it is not a multiple root; for
k+ fnan zA > a fnlaJA^B" >
1
But, by hypothesis,
f(z) is regular in
^ M,
and
/(z)
< M/R,
\an
<
i?
is
\z\
where
Hence, by Cauchy's inequalities, we have
there an inequality
0.
< M/Rn
and
so satisfies
finite constant.
therefore
 ^ _ A)2 < jj _ A)8
(1
(1
If we now take A = \Ra\M, so that A ^ \, we easily find that
\n\an \Xn  Rn ~ < 8o/9.
Hence the equation m> = /(z) has at most one simple root in the
region
< \R?a\M.
2,KA
^ 2, ^
if
\z\
This, of course, implies that f(z) has but one zero
\z\
<
\R2 ajM, namely the known
when
simple zero at the origin.
We
deduce from this, by the aid of Rouche's theorem, that/(z) w
has precisely one simple zero in the same region, provided that
w is not too large.
Now when \z\ %R2a/M, we have
/( 2 )
>\a1 z\f\an *\
2
oo
^a\z\M 2\ Z/R\ n
2
4M
4M
Z,
2
by making use of the
UM
'
4JHRaj
fact that
Rouche's theorem, that/(s)
Ra
^ 4M
*'
6M
^ M We now see, by using
.
has just as
many
zeros as/(z)
ww
THE CALCULUS OF RESIDUES
in the region
other words,
< iR
\z\
a/M, provided that
\w\
123
< R a?/M.
2
has precisely one simple zero there;
this zero by F(w).
Finally,
for F(w),
it
by
6.2,
Ex.
2,
In
us denote
explicit
formula
namely
= 2 f g dz,
J f(z)w
c
C denotes the circle
= \R alM. On the contour
z = \Waeu\M,
*<)
where
we can obtain an
let
\z\
C,
where t varies from
function of
to 2v, and so the integrand is a continuous
and w. Hence, by 5.5, F(w) is an analytic func
M<
tion of w, regular when
\R2a2 \M. This completes the
proof of the sufficiency of the condition.
It should be observed that we have not proved that J.R 2 a2 /Jf
is the radius of convergence of the Taylor series for F(w) in
powers of w. All we know is that the radius of convergence is
not less than ^RW/M.
Example. The function f(z) is regular in a neighbourhood of the
point z at which it takes the value w
Show that, if the first
1
derivatives of/(z) vanish at z the equation /(z)
w has a solution
,
zz
= 1 bn(ww
l
)lr,
where the series of powers of (w a ) x lv converges in a neighbourhood
of wa Deduce that z is a jpvalued function of w, having a branch point
.
at
6.23. Lagrange's
formula for the reversion of series
We have just seen that, if
+
f(z) = w +a 1 (zz )+a 2 {zz
2
is
regular near z
there
is
(%
...
# 0)
a unique function
= zo+bjiw )+b (w +...,
regular near w such that z = F(w) is the solution of the equaF(w)
tion
== f(z).
It is possible to obtain the coefficients b n
ww 2 an z z n *ne power
equating coefficients. A more elegant
substituting in the equation
series for
method
ww
we
o)
and
can, however, be obtained
theorem, as
by
shall
now
show.
by means of Cauchy's
THE CALCULUS OF RESIDUES
6.22, we have
124
In the notation of
where
by
the circle \z
is
integration
by
^ J f(z)w
c
= lB?a/M.
From
this it follows,
parts, that
dz
27rtj f(z)w'
,
and so
We have,
however, shown that
\mw > fBW/^
\
when
where
z lies
on the contour G. Hence
if
< <
A
1, the infinite series under the sign of integration in the formula for F'(w) converges uniformly with respect
to z and so can be integrated term by term. This gives
F'(w)
where
nb
= f n6 n (ww )i,
n=l
1
dz
2w
2?rt J {/(*)>}*'
Since f(z)w has a simple zero at z and vanishes nowhere
on C, the coefficient nbn is evidently the residue
n a* the point z
of
z ) w
simple method of
else within or
{f(
is
o}~
to proceed as follows. If
<f>(z)
is
regular within
we
write
and on C, and therefore
finding b n
THE CALCULUS OF EESIDUES
125
If we substitute this value of b n in the series for F'(w),
find that iff{z) is regular in a neighbourhood of z and iff{z )
we
f'(z
^ 0, then the equation
f(z)
=w
has a unique solution, regular in a neighbourhood ofw
where
ftz)w
This
is
(zz
of the form
)/<f>(z).
Lagrange's formulaf for the reversion of a power
more general
It is a particular case of the following
series.
expansion
which
is
also
due to Lagrange. The proof of
this is left io the
reader.
6.3.
The evaluation
The
of definite integrals
devoted to one of the first applications which Cauchy made of his residue theorem the evaluation of definite integrals. The method to be adopted in any
particular case should be clear after a consideration of the
typical examples discussed below.
It should, however, be observed that a definite integral which
can be evaluated by Cauchy's method of residues can always
be evaluated by other means, though generally not so simply.
On the other hand, quite simple definite integrals exist which
rest of this chapter is
00
cannot be evaluated by Cauchy's method,
x*
J e~
dx being a case
in point.
We discuss
here three
2ff
/(cos 6, sin 9) d0,
main types of
definite integral,
namely
oo
oo
f(x) dx,
a;"
/^)
dx.
co
We also show how the values of certain integrals, usually determined by a complex change of variable, can be
means of Cauchy's theorem.
t Mimoirea de VAcod. Roy. des. Sci. (Berlin)
24
easily
found by
(1768), 251.
THE CALCULUS OF RESIDUES
126
The evaluation
6.4.
of
/(cos0, sin0) dd
f
o
If /(cos 0, sin 0)
and
sin 6
which
is
a rational function of the two variables cos
on the range of integration, we make
is finite
the transformation z
=e
9i
The
becomes
integral
g(z) dz,
where g(z) is a rational function of z, finite on the circle C
whose equation is \z\ 1. The labour of evaluating the residues
of g(z) may often be considerably lightened by preliminary
manipulation of the integral, before introducing the complex
variable
z.
Example
1.
Evaluate
J^ 2aJL
<'
z 22J_ sin
where a
is positive.
If
we denote the
by
required value of the integral
I,
we know
that
saw
_1
~
acUf)
I"
2 J o a +sir
sin 2 ^'
o
since the integrand
is
periodic, of period
n.
We may now
evaluate the
by the method of contour integration by making the substitution z = e**. This, however, leads to an integrand containing a polynomial of degree 4 in the denominator, so that the work would be rather
integral
laborious.
A simpler method is to write
TT
_
=
27T
Tt
a ^4>
2
2
J a + sin <
_
~
2ad^>
+ 2a cos2^
2
add
+ 2ra cos0'
2
and then
to put z
em .
In this way we find that
2ai
22
22(l + 2a
rdz,
)+l
where
denotes the circle z
I.
The integrand has simple poles at the points l+2a2 2oA/(l + o2 ) and
(l
2a 2 ) 2aA/(l a 2 ). If we take the positive square root, the former
point lies outside C, the latter within C; moreover, the residue at the
pole within O is
,
From
this
it
follows,
2V(l+2 )'
by Cauchy's theorem
= 7r/V(l+a
2
).
of residues, that
THE CALCULUS OF KESIDUES
Example
2.
Evaluate J
e coa9 cos(nB sin0) dd,
127
where n
is
a positive
integer.
Consider
2ir
e ooee {eos(n6 sin0) isin(n9 sm6)}dd
o
2jr
.
e cos8+islnflei tfQ
e^" 1
dz.
The
origin
there
is
1
z
1 of the function e z~"
, and the residue
277/n!.
Since the integrand has no other singularity, J
a pole of order
is 1/ra!.
n+
Equating real and imaginary parts, we have
27r
f e cos0 C os(n0 sin0)
d0
= 2~,
til
2w
I
6.5.
e>80sin(0 sin0) ^0
The evaluation
of
f
f(x)
0.
dx
save
If the function /(z) is regular in the halfplane Imz
possibly for certain poles which do not he on the real axis, we
can evaluate
00
by considering the
integral of f(z)
round a closed contour, con
R to R and
a semicircle in the
from
upper half of the zplane on this segment as diameter, provided
that the integral round the semicircle tends to a limit as R > co.
sisting of the real axis
The simplest case occurs when the integrand
is
0(\z\~ k )
Since the length of the semicircular
1_fc
it is 0(i?
) when
 00, prois large, and this will certainly tend to zero as
vided that k
1. When, however, the integrand is not of the
order of \z\~ k , where k
1, a more delicate type of argument
is needed to determine the limit of the integral round the semi
for large values of
part of the contour
\z\.
is
nR, the integral along
>
>
circle.
THE CALCULUS OF RESIDUES
128
method
It will be observed that this
gives
R
lim
f(x) dx.
00
If
Jti
j f(x)dx
f
exists in the ordinary sense.f it
is
necessarily equal to this limit.
may, however, happen that the
It
even though the
the limit the Cauchy
limit exists,
In this case we
integral does not.
call
00
and write
principal value of J f(x) dx,
lim
dx
f f(x)
=P
~R
f f(x) dx.
oo
Finally, it should be noticed that there is no special merit in
a semicircle. All we need is a curve joining the points iJ
which tends to the point at infinity as R > oo. For some purposes, the rectangle with vertices i?, R\iR is more con
venient.
Example
1.
Evaluate
x+2
/
We
consider
a;
+10a; 2 + 9
dx.
J^g**,,
/=
r
the contour consisting of the real axis from
to
and
the semicircle in the upper halfplane on this segment as diameter. The
integrand has simple poles at the points *> 3t; when R > 3, the poles
i and Zi, which have residues
(l+i)/16 and (3 7t)/48 respectively,
lie within T. Hence, by Cauchy 's theorem of residues,
where
is
I
t
The
5tt/12.
integral exists in the ordinary sense
when
oo
J f(x) dx
f(x) dx,
oo
converge separately
that
is,
when
s
f
f[x)
dx
B
tends to a limit as It and
jS
tend to infinity independently
THE CALCULUS OF RESIDUES
Now, when
129
the integrand is 0(z 2 ); we should, therefore,
expect that the integral round the semicircle would be
0(1/ R) when
is large, and so would tend to zero as
R > oo. To put this argument in
a rigorous form, we write z
Rem when z lies on the semicircle, to obtain
\z\ is
large,
x*x+2
J*4 +
R
BV"BV"+2B&
J=
where
(i? 2 e 29*+l)(.R 2 e 29*+9)
o
Remembering the important inequality^
1
ah,^
we
find that the
\a\\b\
modulus of the integrand does not exceed
R3 +R* + 2R
(i? 2 l)(i? 2
when
R>
3.
1
'
so that
We have
=>
9)
Hence
as 12 
(i? 2 l)(J? 2 9)'
oo.
thus proved that
*+2
+ 10a; + 9 ax
2
5v
12
~R
But, since the integrand behaves like
1/a;
for large values of x,
x 2 x+2
zdx
i
i
x
I +X0x +9
>
exists in the ordinary sense
and
has, therefore, the value &ir/12.
00
efo,
where a
>
0.
16
00
is
z 2 \a%
dz
taken round the contour of Ex. 1. When R > a, there is only one pole
of the integrand within T, namely a simple pole at ai of residue
e/(2ai); hence
2 =
^^
t See
4111
1.23.
*t8
THE CALCULUS OF RESIDUES
x+iy and y > 0, we have
Now, when z
to _ 6 v
< 1,
e& = e
We
halfplane.
upper
so that e is bounded in the
130
fa
should, therefore,
Y would be 0(ljR),
R > oo. To prove this,
expect that the integral round the curved part of
when R is
we write z
and so would tend
Be94 when z lies on the
large,
to zero as
semicircle to obtain
R
~~
J=
where
,dx+J,
+a2
a;
'
ti5cos8 Usinfl
^Be8<
e
 <#
p2 aW +a*
,
JB*e
2fli _i
From
this it follows that
7T
7
^
e SaiaBM
<
so that
as
R > oo.
We have thus proved that
the integral
0C
x z +a'
exists in the ordinary sense, has the value
and imaginary parts, we find that
which obviously
we now
+,
Ja.
If
>
C cosx j
ire~
Example
r
siax j
co
_oo
>
rre
equate real
as
dx,
3. Evaluate
iK sin. oc
=;
ir^
s
a'*
dx,
when a
is positive.
We shall find the value of this definite integral by considering the
*
contour integral
fe
T
Here T denotes a closed contour consisting of the segment of the real
axis from R to R and a curve a in the upper halfplane which joins
the ends of this segment and tends to the point at infinity as R > oo.
Evidently, for sufficiently large values of R, there is no singularity of
the integrand on T and one singularity, namely the simple pole ai,
iU,
within r.
By
THE CALCULUS OF RESIDUES
Cauchy's theorem of residues,
follows that
it
= me~a
for all sufficiently large
values of R.
can also express / in the
We
form
R
dx +J,
where
zei*z
z*+a~2'
deIicate
of argumentTsIeeded
^
oTllttto^
*
S *hlS
* keeP the semicircular contour a and
l Jordan's
T1 inequality; this explained in
apply
mOTe
1S
fl
is
trtzsT
use a rectanguiar
CaSS
C nSiStS f thr6e
*
th
ifwtfaiyU^
A
w ^**.
tx
^
6.52,
s to
below
more
f this
ie
is
*
R+iy)e xv
{
"(iJ+M/T+^r*^
say.
We then have
R
2
2
fV(B +2/ )e",
U\<
.RV2
f
J
R*J2
so that
^ ^
as i? > oo; similarly
J3
Jil<
is
Adding th6Se
^ * "*
tTt J t
R is increasedfindefinitely.
to zero as
results >
we *"* t^t J
tends
THE CALCULUS OF RESIDUES
13 2
Another simple method of obtaining the limit of J is to keep the
semicircular contour or and integrate by parts, f This gives
f
J
ze
use<M*
f(a
*+&** = " L*M^]s +
,
We
s 2 )^
"
and the two terms on the righthand
to zero as
1^+oY
side of this equation clearly
tend
R > co.
have thus shown that
B
lim
This, however, implies that
j
J x +a
2
= me
da;
the existence of this infinite integral in the ordinary sense being an easy
consequence of Dirichlet's test. J Equating real and imaginary parts,
we obtain
K
OT
f a;cosa;
,
2
2
J x +a
I
,
dx
fxsinx
..
j^x dx
0,
2
2
J K +a
CO
From
= ire
a.
00
this it follows that
a;
I
when a
is
sin a;
+ a?
x*
da;
positive.
Example
4.
Prove that
a;
J
provided that Bla
HI a is negative ?
Example
5.
is
Jx
Show
da;
+a?f
What
positive.
=
is
it
8a"3
'
the value of this integral
when
that
dx
(a;
when the
\trer a ,
real parts of
+ aa
2
)
(x 2
+6
a and b are
2
)
TT(2a+b)
2a 3 6(a+6) 2
positive.
I owe this remark to Mr. W. L. Ferrar.
j See Bromwich, Infinite Series (1926), 477. This test is essentially the
second test of 5.52, above, under conditions I with the references to uniformity
omitted.
f
THE CALCULUS OF RESIDUES
133
Example
the upper
6. f(z) is an analytic function whose only singularities in
halfplane are poles, finite in number, and which has no
on the real axis. Show that,
uniformly with respect to 6 when
singularity
R > oo,
if
Rf(Reei ) tends
<
<
n,
to zero as
then the principal
CO
value of J f(x) dx
at
its
is
equal to
2iri
times the
sum
of the residues of f(z)
poles in the upper halfplane.
6.51. Cauchy's definition of
an improper integral
The ordinary definition of the integral of a function f(x) of
the real variable x over a finite interval a
x
b presupposes
that f(x) has a definite finite value at each point of the interval.
We shall now explain how Cauchy extended this definition to
cover cases when f(x) is infinite at a finite number of points of
the interval.
< <
It suffices to consider the case when there is only one point c
at which f(x) becomes infinite. If c is not an endpoint of the
interval,
we take two
small positive numbers
and
and con
q
sider the expression
ce
f(x)
dx
J"
f(x) dx.
j
c+t]
and tends to a unique limit as e and rj
tend to zero independently, we say that the improper integral
of f(x) over the interval exists, its value being defined by
If this expression exists
f(x) dx
lim
e
f
f(x)
dx
lim
j
'
f(x) dx.
7)
however, the expression does not tend to a limit as
tend to zero independently, it may still happen that
If,
r)
!ce
j
f(x)
dx
When
and
>
j f(x) dx\
j
c+e
a
exists.
this is the case,
we
Cauchy
by
call this limit the
principal value of the improper integral and denote
it
P j f(x) dx.
a
Finally, if f(x)
becomes
infinite at
an endpoint, a
say, of
134
THE CALCULUS OF RESIDUES
we say that f(x) is
the range of integration,
< x < b if
integrable over
lim
e^ +
f(x)
dx
exists.
When we attempt to determine the value or principal value
of an improper integral by means of Cauchy's theorem of residues, we have the difficulty that the integrand has a singularity
c on the contour of integration. We avoid this
difficulty by
modifying the contour in the following way: we delete from the
area within the contour the portion which also lies within
a
small circle \z c\
e and then integrate round the boundary
of the remaining region. This process is called indenting
the
contour.
The integral round the indented contour is calculated by the
theorem of residues and then the radius of each indentation is
made to tend to zero. This process gives the Cauchy principal
value of the improper integral, and the question of the
existence
of the improper integral in the ordinary sense requires
further
investigation.
The' details of this method will become obvious
from a consideration of the following examples.
Example 1 Prove that, if a > 0,
.
Trsma
We consider
r
where the closed contour T consists of the real axis from
R to
a semicircle in the upper half of the zplane on this segment
R and
as diameter.
Smce the integrand has poles at z
a, which lie on this contour, we
modify T by making an indentation of radius e at a and
another of
radius r) at a. The integrand is now regular within
and on T, and so
is
zero.
Evaluating the various parts of the integral
/"
in9
ecosflB
B
r,
iM*de+j1+ jt+
a . geW
J,
OTj
/
+
J
we
obtain
oe
B
/
+
J
a+n
_JL_2(fe)
a+e
where Jt and Js denote the integrals round the indentations
at a and
a respectively.
THE CALCULUS OF RESIDUES
The modulus of the
135
term on the righthand side of this equation
is less than ttR/(R 2 a 2 ) and so this term tends to zero as R > oo. To
evaluate Jlt we observe that, on the indentation at a, z = a + ee m where
decreases from it to 0. Hence
r
first
,,
exp(ta+iee w
eiePdO
2a+eeei
o
Trie*"
2a
as e tends to zero.f
R  oo, > 0,
Making
J2 tends
Similarly,
ri
 0,
we
to
fynitr^ja as
t]
tends to zero.
find that
TO
J
where, so
limits
far,
and
the integral
2a
is
a principal value with respect to the
also with respect to the singularities at
a. But
infinite
since the
integrand behaves like 1/a; 2 for large real values of x, the integral is an
ordinary infinite integral as regards the limits. If, however, we write
x
a+, we find that the integrand behaves like a constant multiple
of l/ when is small. Thus the integral exists only as a Cauchy principal
value with respect to the pole a; a similar remark applies to
a.
Finally, equating real and imaginary parts, we obtain
QO
cosa?
f g
(fe
2
J a?x
00
00
it
= sma,
a
.
f jsina: dx=0.
2
a; 2
J a
00
Example 2. The function /(z) has a simple pole of residue r at a point
on a simple closed contour T. If T be indented at c, show that the
integral of f(z) round the indentation tends to rod as the radius of
the indentation tends to zero, a being the internal angle between the
two parts of T meeting at c.
c
at
Example 3. By integrating eiz/z round the rectangle
R, R + Ri indented at the origin, prove that
sin a;
/
Example
4.
ax
with vertices
jfit.
,
Obtain the result of Ex. 3 by using an indented semi
circular contour.
f Evidently J1 has, as limit,
2, below.
See Ex.
ni times the
residue of the integrand at a.
THE CALCULUS OF RESIDUES
136
6.52. Jordan's inequality
Since cos 6 decreases steadily as 6 increases from
to \n,
the mean ordinate of the graph of y
cos a; over the range
x
d also decreases steadily. But this mean ordinate is
< <
cosxdx
e
CJ
sine

We
< 6 < \w,
have therefore proved that, when
no
that
is,
s^ sin# <
that
0.
tr
is known as Jordan's inequality.^
The importance of Jordan's inequality
This
lies in the fact that
enables us to evaluate integrals of the type exemplified
by
6.5, Ex. 3, without having to use a rectangular contour or
integration by parts.
it
00
Example
1. Evaluate
<
f *~^4x,
where a
>
0.
~~\~Ctr
00
We have
already proved that
7T
R
Now the absolute value of the second integral on the lefthand side does
not exceed
>P2
/*
'
<i^
e2R6/v
d#
by Jordan's
inequality,
t Comj8 a? Analyse, 2 (1894), 286.
THE CALCULUS OF RESIDUES
which tends to zero as
R >
137
We have thus proved that
oo.
lim
y
from which the value of the given
dx
= w",
integral follows at once.
CO
Example
2. Evaluate
f sin a;
I
ax,
dx,
by the
aid of Jordan's inequality.
CO
Example
\z
= B in
Prove Jordan's lemma, that, if a denotes the semicircle
the upper halfplane and if m > 0, then
3.
lim f
J
emizf(z)
dz
0,
Bco
provided that, as
<
<
B > oo, f(Re
Bi
)
>
uniformly with respect to 6
when
ir.
00
Evaluation of integrals of the form
where a is a real constant
6.6.
xp^x)
dx,
Let f(x) be a rational function which has either no poles or
else
only simple poles on the positive part of the real axis. Then
00
if
xaf(x) >
as x
and
>
x >
also as
oo, J
a;
a_1/(a;)
dx converges
at the upper and lower limits of integration and possesses a
Cauchy principal value with respect to each singularity on the
range of integration.
There are three main methods of evaluating such integrals.
First method. If we
make the substitution t
CO
ex ,
we find that
QO
tPyit) dt
= j eaxf(ex
dx.
co
The
latter integral
may
be evaluated by considering
f e
az
f(e
z
)
dz,
V consists of the segment of the real axisf from
to
R, and the semicircle in the upper halfplane on this segment as
diameter.
But if a is a pole of f(z), the function /(e2) has a pole at each
where
f Indented
if
necessary.
THE CALCULUS OF RESIDUES
loga+2w7rt, where n is any integer. The contour
thus expressed as a sum of an infinite series of resi
138
point z
integral
is
dues, which often diverges.
This difficulty is overcome by observing that, since f(ez )
a rational function of ez
is
the values of the integrand on the real axis differ from
2w only in the factor e2c"".
those on the line Im z
that
is,
We
consider, therefore,
 **/(*)
dz,
where F is the rectangle with vertices R, R\2vi, S\2iri, S,
and then make the positive numbers R, S tend to infinity.
Second method. The function za_1/( z) has, in general, a
~
branchpoint at the origin. If za x is taken to be real and
positive on the positive part of the real axis, the branch of
2 u_1/( z) so defined is regular, save for poles, in the whole
zplane cut along the negative part of the real axis.
R to R and the
If, then, r consists of the real axis from
semicircle in the upper halfplane on this segment as diameter,
indented at the origin (and elsewhere, if necessary), we can
evaluate
j zPyiz) dz
r
by Cauchy's theorem of
residues.
But the contribution
of the
real axis to this contour integral is
j x^fix) dx
+ j {re
a 1
7,i
f(re" i )&' i dr
xa ~ 1f(x) dx
since argz has increased to
tt
ea
r" 1/^) dr
when z reaches the negative part
The value of the given integral
of the real axis in going round I\
is
then obtained by equating imaginary parts.
f It may, however, be summable by one
summation of divergent series.
of the conventional
methods
of
THE CALCULUS OF &ESIDUES
139
Third method. If V denotes the contourf formed by the circles
\z\
R, \z\
e joined together along the upper and
lower
sides of the cut along the negative part of the real
axis,
we may
evaluate
J
2 a V(z) dz,
where z" 1 has
its principal value, by Cauchy's theorem of
residues, since the integrand is regular, save for
poles, within
and on T. The contributions of the two
e 'ri/(r) dr
J
since arg z
^r a ^(r) dr =
J*
sides of the cut are
2isina7r j ra ~ lf(r)
dr,
equal to iri on the cut. The value of the required
follows at once. It should be observed that the
contour in the third method may be derived from that of the
integral
first
is
now
by the
ez
substitution
f.
These three methods are illustrated in the following examples.
CO
Example
1.
Evaluate
where
jj~dt,
<
<
1.
First method. If we
put
ex,
we have
CO
CO
J e*+l
J 1+*
co
We
consider therefore
<*"
'
..
dz,
r
where
where
the rectangle with vertices at R, R+2m, S+Zrn,
S
R and 8 are positive. The integrand has but one singularity
within T, a simple pole at z
m; the residue is
is
lixn
^=pl =
and so I = 2irie'ri
But we may write
eai
lhn ^2li
= _**
B
2ot
2jt
so
t Cf. Fig. 4
on
p. 141.
THE CALCULUS OF BESIDUES
140
q<iR
Now
+ iy
2ire aR
< e*l'
idy
=
/
o
R > oo,
which tends to zero as
<
since a
2ff
moreover
eoS +
27re_aS
ridy\<
/ rw, + r"'pil?j'
o
S >
which tends to zero as
oo,
>
since a
Hence we have
0.
CO
2Trieam =(l e 2a"
r
)
00
J e^+l
CO
'
so that
ax
dec,
00
at
J 1+*
dx
J *"+!
sin ffl7T
be observed that, by the principle of analytical continuawhen < Rl a < 1, since the expressions on
each side of the equation are analytic functions of a, regular in this strip.
It should
tion, this equation also holds
Second method.
We
consider the value of the contour integral
IS
where
2 a_1
has
its
and T is the contour of Fig. 3, the
and 1 being e and r\ respectively. Since
within and on T, I is zero.
principal value
radii of the indentations at
the integrand is regular
This contour integral can be written in the form
~ x dx +J+
~ x dx +
ij
^ do
Ref*
J
where
l+r
^JR
dr
+
T
Jlee
I
denotes the integral round the indentation at z
iRa eaBi
lRem
1
which tends to zero as
if?
;p
do,
1.
Now
Ra
<
Hi?1'
do\
oo,
since a
<
1.
Again, since a
>
0,
we have
THE CALCULUS OF RESIDUES
as e *
Also,
0.
limit of
Hence,
as
if
tj
by applying the
>
result of 6.51,
Ex.
141
2,
we
find that the
is ni.
we make
i?
s
oo, e
0,
1*
77
>
J 1+a:
we
0,
dx
obtain
\iri
0,
Fig. 4
the
first integral
singularity
we
1.
being a Cauchy principal value with respect to the
Equating real and imaginary parts in this formula,
find that
sinCMT
IE
01
!+*
dx
7T
as before, and also that
00
CO
!*
dX
C0SO7T
1+*
dx
7TCOta77.
THE CALCULUS OF RESIDUES
142
method
It should be observed that the second
two definite integrals at once.
Third method. If
is
the contour of Fig.
z01
when
has
its
we have
2iri
1 dz =
4,
gives us the values of
principal value. Evaluating this contour integral,
we
obtain
Be
1+r
Bi
8*
1+r
and fourth terms arise from integrating along the
upper and lower sides of the cut. If we now make B > go and e > 0,
in which the second
we
evidently arrive at the same result as before.
Complex transformations
6.7.
When a given
of definite integrals
definite integral has
been evaluated,
it is
often
possible to deduce formally the values of certain related integrals
by means of a complex change of variable. Cauchy's theorem
of residues provides a simple means of proving the validity of
this formal process. We shall illustrate this by considering two
transformations of the wellknown integral
!
In the
first place, let
e~ x' dx
Vtt.
us consider
= Je*'dz,
being the rectangle whose vertices are R, .R+i&, where
Since the integrand is regular within and on T, / is
b is real.
Hence we have
zero.
e~x* dx
e^+^'i dy
e^+w dx
e^^'i dy.
B
But
since
b
f e <RiV?i
dy <
161
J
o
R
'+y'dy<
&e*
+*'
THE CALCULUS OF RESIDUES
which tends to zero as
>
oo, this
143
equation gives
00
2
e x +b'( cos
2bx isia.2bx) dx
f e*'
dx
Vtt.
00
we
Thus, equating real and imaginary parts,
obtain
00
("
dx
Jn e
xS
e sin 26a; dx
0.
e _a;, cos 2bx
6 ',
oo
oo
I"
OO
Secondly, let us take the same integrand in the case when
R, bounded by radii argz
T is the sector of the circle \z\
As before, / vanishes,
a
Jtt.
a, where
and argz
Jw
and
=
< <
so
B
f
e~ x ' dx
e^00326 ^'^ 20 iRe0i dd
B
g ! cos2a ir ! sin2agoa ^y_
("
Now
f
e ficos20iiJ
sin2e^e9t
rf#
l?coB2B
.R f e
gQ
<
Hence, making
by Jordan's
R > oo, we
and
deduce that
oo
inequality.
!
!
sln2a
c r oos2air
^r
_e
cci
e x'
gx
_ e _ai
so
e
I"
'',oos2o:
cos(r2 sin2a) dr
jVncosa,
fVirsina,
00
provided that
er
'
oos2a! sin(r 2 sin
Jir < a <
Jw.
2a)
rfr
Vn,
THE CALCULUS OF KESIDUES
144
Cauchy's expansion of a function as a series of
6.8.
rational functions
One of Cauchy's most important
applications of his theorem
concerned with the expansion, under suitable conditions, of an analytic function as a series of partial fractions.
Let us suppose that
of residues
(i)
is
the function f(z) is regular, save for poles, in
any
finite
region of the zplane;
(ii)
there exists
an
increasing sequence of positive numbers
n + oo, and such that the circle
such that Rn > co as
whose equation is \z\
for
(iii)
the
passes through no pole of f(z),
any value of n;
upper bound of
\f(z)
on
Cn is itself bounded asn^oo;
>0 as n>co, uniformly with respect to 6 in
< < 2tt, or, more generally, in every portion of this
interval which does not include one of a finite number
of
iv )
9i
!/(# e )
Then,
if is not
= Rn
Rn
Cn
exceptional values of
6.
a pole of f(z), we have
/()
Sn () is the
of f(z) within Gn
where
sum
= lim#J),
of the residues of /(z)/( z) at the poles
That this theorem does provide the required representation
of /() in partial fractions is easily seen. Tor if a is a pole of
with principal part
f(z)
the
sum 8n (0
is
Ji b (za.)r
r
,
the contribution of
a.
to
2 b (Ccc)':
r
Let us now suppose that is any point of a bounded closed
domain D which lies in  < R and contains no poles of f(z).
Then since Rn ^co with n, we can choose an integer
such
RN >
R; the point lies, therefore, within all the circles
Cn for which
N. Since the singularities of /(z)/( z) are
and the poles of f(z), we have, by the theorem of residues,
that
n^
55 J
iS* = *>*
t Exercices de Math. (Paris, 1827)
7, 32444.
reprinted in (Euvres de Cauchy (He serie)
'
THE CALCULUS OF RESIDUES
145
>
provided that n
N. It remains to show that the integral on
the lefthand side of this equation tends
to zero as n > oo.
For simplicity, we shall suppose that there is only
one exceptional value of 6, a say; the method
of proof is, however,
applicable in the general case. By hypothesis
(iii), there exists
a positive number M, independent of n, such
that \f(z)\
when z lies on Cn moreover, by (iv), if 8 is any positive
number,
the upper bound e of \f{R e9i
n
)\ when a+S
n
2,7+aS
tends to zero as n > oo. It follows that,
when
<M
< <
n^N,
dz
<
AgJ*/(.Be*)d0
i
< nfj
+S
/*" +
a
<
and
27r+a8
/ ,.*
/v_lS
fi
B,
^S(2Jf8+27wJ,
R..R
HmlfMZ dz < 2MS.
so
kko J
But
as 8
is
quite arbitrary, this implies that
lim
/ iz
It should be observed that
dz
0.
we have shown
incidentally that
Sn (Q converges uniformly to /(C) when lies in the domain D.
By this theorem the function /() is expressed as a series of
the form
00
si(0+
2 {sn+1 (0sn (0},
n=l
which converges uniformly in any bounded closed domain
which
contains no poles of f(z). But S
n+1 tt)~S (Q is the sum of
"
the
n
residues of /()/( z ) at the poles of
f(z) between Cn and Cn+1
have, therefore, expressed /() as a series of partial
fractions
which converges uniformly, provided that the terms are suitably
bracketed.
We
4111
THE CALCULUS OF RESIDUES
146
6.81.
The expansion of
cosecz as a series of partial frac
tions
application of the theorem of the previous section, we
consider the expansion of cosecz as a series of partial fractions.
This function has simple poles at the points 0, ir, 2tt,,.., so
As an
whose equation is \z\ (n+^)n, does not
pass through a pole of cosec z for any value of the integer n.
In order to apply the theorem, we must consider the behaviour
of cosec z on this circle.
Let us draw, with each pole as centre, a circle of radius e,
where e is less than \n. We shall show that cosec z is boundedf
that the circle
in the region
In the
Cn
T exterior to
Icoseczl
all
these circles.
= x\iy, we have
first place, if z
2
:
<
so that the inequality [cosecz]
2
.
tt
= cosech2/
< cosecha holds in the part of
<
T outside the strip Imz a. On the other hand, cosecz is
obviously bounded in the portion of T within the rectangle with
vertices zt%nai, and therefore, by periodicity, is bounded in
which Imz < a. Combining these two
holds everyan inequality cosec z <
being obviously dependent on e.
where in T, the constant
As the points on the circle Cn are all at a distance not less
than \tt e from the circles defining T, this inequality also
holds everywhere on Cn independently of the value of n.
Again, when z = (n\%)Tre ei we have
the part of
results,
we
for
find that
< cosech Kra+iVsin^l < cosech{(w+J)7rsinS},
provided that 8 < 6 < ttS or 77+8 < 6 < 2tt 8, where 8
cosecz
any small
positive
number.
It follows that, as
n >
00,
is
cosec z
tends to zero uniformly with respect to 8 in the two given
angles.
All the conditions of the theorem of 6.8 are thus satisfied.
t The method of proof is taken from the footnote on p. 32 of Lindelof's
Borel tract, Le Calcul des Residus (Paris, 1905).
A similar result can be proved in the same manner for each of the functions
sec z, tan z, cot z, e^'jifi1
a
1)
(0
1 ), in the regions obtained by excluding
their poles by small circles.
< <
THE CALCULUS OF RESIDUES
Hence,
if is
147
not a pole of cosec z,
= lim j (residue of cosec /() at z = mn)
cosec
~n
By Weierstrass's if test, this series converges uniformly and
absolutely when lies in any bounded part of T,
and so may
be integrated term by term. This gives
= log^+logi+ f (_ 1) m log /
m=l
logtanK
tan
K = MC f[ I
Since tan A/(A) >
Hence,
unity.
if
as >
we
write
fM
m
WV(W )_)
7r
0,
the constant of integration
2z,
is
we have
tan z
1
Hi mvj/ni
(2^1)^)'
which represents tan 2 as a quotient of two
each of which is an integral function.f
6.82.
An
Cauchy
infinite products,
extension of the theorem of 6.8
also showed how the theorem of 6.8
when
the function f(z) satisfies conditions (i),
not condition (iv). In this case the function
F{z)
may
(ii),
and
be used
(iii) but
= fQ
z
is
on
considered;
Cn
it
Bn e
hence, as
to 9 in
obviously
ei
> ao,
<6<
satisfies
conditions
(i)
and
(ii).
But
and so
F(Rn e ei )
2tt.
tends to zero uniformly with respect
The function F(z)
t Cf. the results of Exx. 33, 36 at the
satisfies, therefore, all
end of
this chapter.
THE CALCULUS OF RESIDUES
6.8, and we conclude that
148
the conditions of
= lim (sum
moo
of residues of
t{Z
at poles of^^ within
t)
particularly important case of this arises
and has only simple
regular at the origin
poles.
Cn
\.
)
when f(z) is
we suppose
If
that the poles a v a 2 a 3 ,..., of residues 6 X b 2 b 3 ,... respectively,
are arranged in order of increasing distance from the origin, so
,
<
that
z
<
\a 2
at ar oif(t)/(ztP)
<
\a 3
<
...,
= bJ
whilst the residue at the origin
1\
\z ar
aj'
The
is /(0)/z.
partial fraction
now becomes
/(s)
= /(Q)
K
^ a (za
Z,
and
easily find that the residue
is
ar (zar )
formula for f(z)/z
we
)'
so, finally,!
/wzro+^kL.+i).
More generally, if the condition (iii) of 6.8 is replaced by the
boundedness, as n > oo, of the upper bound on Gn of \z~pf(z)\,
where p is a positive integer, the function f(z)/zp+1 satisfies all
the conditions of 6.8, and the representation of f(z) as an
infinite series of partial fractions follows immediately.
6.83.
The representation
infinite
of
an integral function as an
product
Let F(z) be an integral function which does not vanish at
the origin but has simple zeros z lt z 2 z3 ,..., arranged in order of
,
As these
oo as n >
increasing modulus.
of finite affix,
If
we
\z n
>
\
write F(z)
zeros can have
(z zr )0(z), then
zero in a certain neighbourhood of zr
J\z7
no limiting point
oo.
regular and nonHence we have
<J>(z) is
~ zz + (zj'
r
t This series converges uniformly in any bounded closed domain which contains none of the poles of /(z), provided that the terms are arranged in groups
corresponding to poles of equal modulus.
THE CALCULUS OP RESIDUES
149
and
so the only singularities of F'(z)JF(z) are simple poles of
residue 1 at the points zr
.
Let us now suppose that F'(z)/F(z)
6.8.
satisfies
the conditions of
It follows that
= 2
CO
*"()
F(z)
^i z
n=l
the series being uniformly convergent in any bounded closed
domain which contains none of the zeros of F(z), provided that
the terms are suitably bracketed. If we now integrate term by
term, we find that
log.F( Z )
Hence
= log *(<>)+
=
F(z)
F(0)
J~J
^V
log^l
(11
the infinite product being uniformly convergent in any bounded
closed domain which contains none of the zeros of F(z).
If, however, F'(z)/F(z) satisfies only conditions (i), (ii), (iii) of
6.8, it
follows
by
6.82,
that
r(z)_F'(0)
F(z)
and
F(0)
^/
+ Z\zz
+ zJ'
n
1\
so
where A is a constant of integration, whose value is easily seen
to be logi^(O). Finally, taking the exponentials of the expressions on each side of this equation, we deduce that
F(z)
F(0)e**"l F
FT
[(l
]e*4.
nl
n = 1 \\
CO
Example. Prove
that sin7rz
T (l
ttz 1
^J.
Let us consider the integral function
CO
V
'
.Z/
'
(2w+l)!
THE CALCULUS OF RESIDUES
150
which
is equal to
simple zeros at z
(s,imrz)j(TTz)
when
and
to
Moreover,
its
z =
= 1, 2, 3
F'(z)
the conditions of
when
0.
It
has
F(Z)
satisfies all
logarithmic derivative
Hence
6.8.
F'(z)
F(z)
BMoo
^
U n
z+nj
Integrating,
we
Z, z 2 n*
4.
obtain immediately
wn(.5>.
i
We cannot,
however, writef
=n'
('.)
CO
since this infinite product diverges.
Again, by
6.82, "we
havej
00
00
V/
+ iWV(J
\zn
n)
Zii
IV
n)'
/_, \z\n
l
each of these series being uniformly and absolutely convergent in any
bounded closed domain which contains none of the
zeros of F(z).
From
this it follows at once that
i
00
and
sm ttz
so
= ttzTT' N1 WM,
00
the latter product being absolutely convergent.
REFERENCES
E. Lindelof, Le Calcul des Risidus (Borel tract Paris, 1905).
G. N. Watson, Complex Integration and Cauchy's Theorem (Cambridge,
;
1914).
The accent
% F'(0)/F(0)
indicates that the
lim jwcotwz
term corresponding to n
1
0.
is
omitted.
THE CALCULUS OF EESIDUES
101
MISCELLANEOUS EXAMPLES
If the function /(z)
1.
/(z)
it is
= M,
show that
regular within and on the level curve
a double point of this curve if and only if
is
is
a zero of/'(z).
which is
2. If C is a simple closed level curve of the function /(z)
regular within and on C, show that/(z) has at least one zero within C.
1. (Maczeros within C, f'(z) has
Prove also that, if /(a) has
DONAlD.t)
3.
Show
that, if k
>
1,
the equation
2 n 6fc
has n roots in
4.
\z\
<
The function /(z)
whose modulus
1.
..
is
regular in
than
is less
1 az
I",
<
z
Show
1.
where
that, if
,,
has only one zero
the function
has exactly one zero in \z\ < 1, provided that the constant be
ciently small. (Cambridge, 1932.)
5.
Express as a
2 ( g /x >
Z2
y.
when w
D,
PW
6.
Show
Hence prove that
0.
(12/xw+w2 )1
where
suffi
powers of w the solution of
series of
which reduces to
a,
1,
,.,}
it
<
6
'2
= ^7
= 2wMP(ja),
dy1)"
^S
that the solution of the equation
z
which reduces to a when
w=
= a+we
is
2
'w;
the expansion being valid
when
\w\
f Proc. London
(1916), 22742.
Mi
= a+weP+^2e+...+ ^ n^ea +...,
Math. Soc.
(1),
<
29
e 1
 1110
(1898), 576. See also
Watson,
ibid. (2),
15
THE CALCULUS OF RESIDUES
152
Show
7.
that, if
\a\
<
1,
dO
2tt
2
J l+z 2acos0
'
and deduce the value of the
Show
8.
>
when Rl a
that,
integral
when
o
m.
>
1.
0,
taxi(d+ai) d0
Show
9.
that, if
m be real and <
1
<
1,
2w
J^m
+
cob 9
2o sin
cos(m sin #) sin(m sin
+ 0)} d6 =
2ttcosio,
o
2jt
+ a  2a sin
2
^W
sm g
g cos ( m sin # + ^)>
dfl
27rsinma.
(Edinburgh, 1931.)
10.
By
using Cauchy's formula for the derivative of sin a or other
wise, prove that
2jt
{cos
sin(a
+ cos 0)cosh(sin 0) + sin
cos(<x
+ cos 0)sinh(sin 0)} d0
=
11.
277 cos a.
(Edinburgh, 1930.)
Prove that
CO
/cos x dx
(x 2
+a
)(
+6
6
e~ a \
77
/e
= ^Zfei\"6
^1
CO
when the
real parts of
a and 6 are positive and a
also that
f cosjcefo
( 2
CO
when the
12.
is
not equal to
b.
Show
OT
real part of
Show
is
+a2
= 7r(l+o)
a
2a 3 e
positive.
that the Cauchy principal value of
dx
00
where
f,
v and
,
are real,
is
Xm^ie^Hiq),
the value of A being
THE CALCULUS OF RESIDUES
1,
or1
0,
according as
is
153
greater than, equal to, or less than
unity.
Deduce that
OC
sin m(x)
smn(xr))
(xi)
(xr,)
/
when n >
m>
ax
_
Tsinm^i;)
{
_ v)
'
0.
CO
13.
Prove that
14.
Showthat
J^L dx =
cos^cos 9.
(Math. Trip., 1919.)
n.
= 7T(p _ g)
<fe
00
when p and
q are positive.
Prove that the residue of the function e^/fa* 2zcosa+l) 2
,
< a. < w ), at the pole which lies in the upper halfplane is
Me"os, where
e s in(nsina+l)
15.
(n.
>
0,
4sin 3 a
Hence show that
a
x(x*
/
d
16.
+ l)sinnxdz
__ 7rAsin(n cos <x)
(x* 2x* cos 2a fl)
4 cos a
(Edinburgh, 1930.)
Jdx
Prove that
"
00
evrinlmnx)
= frr(e
(Catchy.)
1).
17.
where
By integrating round
c,
R, and
<S
the rectangle with vertices ciB,
are positive, prove that, when a > 0,
c
SiR,
+ coi
f
dz
c coi
the path of integration being a straight line parallel
to the imaginary
Show
18.
also that the integral
Show
that, if
Bla
>
0,
is
zero
\1ma\
when a <
<
0.
n,
c+ooi
*"&=
SU177Z
2*
l
e<"
c ooi
the path of integration being the straight line Rlz
c,
where
<
<
I.
THE CALCULUS OF RESIDUES
By
integrating
19.
e'^'cosechirz round the rectangle
R%i, show that, if < a < it,
154
cos(aa: a )
dx
& cos iac,
a#
ismja.
with vertices
00
coshoo:
sinlaa^)
COSh7TX
(Math. Trip., 1932.)
20.
Show
1 <
that, if
<
<
and
x"dx
fl
I
21.
Prove that,
if
{
J
<
3, b
>
xa l ain(inabx)
f
J
it,
7rsinoa
+ 2a; cos oc+x"
<
<
xP 1 sin(iTTabx)i
C
sina7rsina;
>
0, c
0,
dx
~^^ =
in<p*e<>,
\c
 =
Xx=
nc6c).
oc).
fncr*2 cos(iTa
cos(fcna
(Cattchy.)
22.
Prove that,
<
if
<
u a/
j8
<
and
<
sino7r
2,
la/
ex
23.
By making
the transformation
eM ,
show that
24. /(z) is a rational function with no poles on the real axis and is
such that zf(z) tends to zero as z > 00 and also as z > 0. By integrating
logz/( z) round an appropriate contour, prove that
00
QO
flog x {f{x) +f(x)}dx +iri] f(x)dx
is
equal to
2m times the sum of the
How
residues of log z/(
z) at
is this result to be modified
in the upper halfplane.f
are simple poles on the real axis?
t This result is of particular
value when/(z)
is
j"/(a;)
dx, whereas the
method of
poles
an odd function, as it enables
00
us to evaluate
its
when there
8.5 fails.
THE CALCULUS OF RESIDUES
Show
25.
155
that
dx
J
(1
+*)*"
2 2
J (1+* )
*"'
Find the theorem corresponding to that of Ex.
z) round the same contour.
Hence evaluate the integral of Ex. 23.
26.
24, obtained
by
integrating (logz) 2/(
27.
7r,
By integrating z/(l ae_fa round
7T+m, prove that, if a > 1,
)
the rectangle with vertices at
IT
aXSmX
2acosa:+a ,dx
2
= TTlog(l+a
).
What
is
the value of this integral
<
when
<
(Catjchy.)
1 ?
28. Integrate logsinz round the rectangle with vertices at
and it, and so prove that
iR, indented at
0,
it,
tt+iR,
if
logsinaicfa;
29.
By
integrating eoz /(e2te
H:
30.
Prove that,
if
n <
= 7rlog2.
1) round a suitable contour, prove that
dy
<
v,
j77Coth Jira Jo.
sinhax
/!sinh7W
00
31.
The
Gamma function is
da;
tan \
denned by
00
T(a)
when a
and
>
0.
Integrate z0
so prove that, if
^
>
("
afl 1 er
round a
and
\tt <
dx
sector, indented at the origin,
ex
<
\tt,
00
xar 1 e xmBa
(xsina) dx
f
J
Show
that this formula
still
holds
T(a)
(aa).
sin
sin
when
a=47rif0<a<l.
THE CALCULUS OF KESIDUES
156
32. Integrate the principal value of za
and
<
so prove that, if
<
and
>
~V round the contour of Fig. 5,
0,
CO
f eiv (c
+ iyf
dy
2e~ c sin <nrT(a).
00
RtiR
ic+FR
ciR
RiR.
Fig. 5
Deduce that
iff
("
co8{te,ne(la)6}seo 1 +a $de
e^sincwrlXa).
(Catjchy.)
33.
<
By
integrating the branch of z~ v (c+az) q which is real when
0, a
contour of Fig. 5, prove that, if c
>
< c+a, round the
and p < 1 < p+q, then
s
00
00
dy
(c+iyY(aiy)
34.
Prove that secz
4tt2
(l) n (2w+l)/{(2n+l)V 2 42 2}.
35.
Show
that, if
is
not an integer or zero,
00
sin7r( Z +)
= sin^ Yl {{ 1 + ^h) e~*Hn+h) }
>
THE CALCULUS OF RESIDUES
36.
Prove that tanz
2o l/{(2n+l)
8z
7r
157
4z 2 }.
00
Deduce that
cosz
(1
...
37.
Show
<
that, if
e"
l1
f
~~
ez
38.
<
1,
00
O 2zoos2mra 4w7r sin 2mra
+ Z,
2*
+ 4nV
aa
Prove that
00
cosh z cosz
39.
Prove that,
if
x"*
^
+ OTZ 2'
l) nncosechn7T
(W7r) + z
4
^_<
n=l
<
.
2
<
tt
tt,
CO
sin az
sin77Z
sr*
^_/
it
sin Ma
rs=l
00
cosaz_
sin7rz
40.
Prove
~ ttz
that, if b is not
an
2j
v"
cosna
it
Zi
zz
'
integer,
CO
sin7r6sin7r(z 6)
suittz
=
41.
lzbn)(b+n)'
oo
A function /(z) is regular for all finite values of z and satisfies the
= n + , where n is an
M
inequality /(z)cosec7rz <
on the circles \z\
integer and
is independent of n. Show that
m _ s [m+
ffi>
,(/
.,(i + i) +/<>( fi))]s
i^(z) is
an
series of the
integral function such that {F(z)} k can
above form
that, if \F(n)\
then F(z)
is
<
be expanded in a
for every positive integral value of k.
K when n = 0,
1,
2,...,
K being
a constant.
Show
independent of n,
(Cambridge, 1933.)
a periodic analytic function of period tt whose only singu< Rlz < tt are simple poles %, a 2 ,..., an of residue
c 1; c 2 ,..., c n respectively. Show that, if f(x+iy) > as 2/ > +oo and > i'
as y > oo, uniformly with respect to x, then
42. /(z) is
larities in
the strip
l'l= 2i%cr
By applying this result to the function /(z)cot(z z), where
a pole of /(z), prove that
/(z)
h(l
+ l')+ 2cr cot(zor
1
).
is
not
CHAPTER
VII
INTEGRAL FUNCTIONS
The factorization of integral functions
The most important property of a polynomial is
7.1.
that it can be
expressed uniquely as a product of linear factors of the form
HJHJK)
"where
A is a constant, p a positive integer or zero,
z n the points, other
than the
origin, at
and z v z 2 ,...,
which the polynomial
vanishes, multiple zeros being repeated in the set according to
their order.
Conversely, if the zeros are given, the polynomial
determined apart from an arbitrary constant multiplier.
Now a polynomial is an integral function of a very simple
type, its singularity at infinity being a pole. We naturally ask
whether it is possible to exhibit in a similar manner the way in
which any integral function depends on its zeros. It has been
shown in 6.83 that such a factorization is possible under
is
certain circumstances.
There
sidered.
are,
however, two rather serious
The
first is
number of zeros
that
if
difficulties to
be con
an integral function has an
infinite
z 1 z 2 ,..., z n ,..., say, it is
,
that the infinite product IJ
not necessarily the case
(1 z/zm converges, much
)
less
that
the value of the product
factors.
2,
independent of the order of its
(sin ttz)j(ttz) has zeros 1,
product!
is
For example, the function
3,...;
but the
infinite
GO
defined as the limit of
M
M
'
'
and JV tend to infinity independently, diverges. This product can, however, be made to converge by grouping its factors
as
t Here and in the sequel, the accent indicates that the infinite term, given
0, is to be omitted.
by n
INTEGRAL FUNCTIONS
suitably, but,
even
so,
159
the value of the product then depends
on the mode of grouping.!
It was shown by Weierstrass that the appropriate method of
expressing (sin ttz)/(ttz) as a convergent infinite product whose
value does not depend on the order of its factors is
sinnz
TTZ
frK'SH
Evidently it will not suffice, in the solution of our problem, to
consider only simple factors of the form (1 z/z n ).
A second difficulty is due to the fact that there exist integral
functions which never vanish, ez being a simple instance of this.
It follows that a knowledge of the zeros of an integral function
cannot determine the function save for an arbitrary constant
multiplier; the multiplier is now an integral function with no
zeros.
The most general
integral function with
no zeros
is
of the
where g{z) is itself an integral function. For if
integral function which never vanishes, the function
eff(2) ,
form
an
f(z) is
m=miM
is
an integral function. Integrating the expressions on each
of this equation along any path from z to z, we find that
also
side
log f(z)
= log/(z
F(z) dz.
)+
J*
*.
But
is
as the expression on the righthand side of this equation
an integral function, the result stated is now established.
Example 1 Prove that
.
" *
('+9(>+JK'9(>+i)('+3(>5)
We have
K'+3("+3('i)v+En)('+s)M
2n
i

See the examples at the end of this section.
INTEGRAL FUNCTIONS
160
n
oo
co
as
n >
oo.
The required
now
result
follows
by
Weierstrass's formula
for sin 772.
Example
2. Prove that
('+f)('+l)('+l)('f)('+I)('+I)('+l)('D
7.2.
The construction
of
an integral function with given
zeros
If f(z)
is
an integral function with only a
finite
number of
zeros, z x , z 2 ,..., z n , say, the function
f{z)l{zz 1 ){zz i )...{zz n )
is
an integral function with no
f(z)
where
^(z) is
an
zeros; hence
= (zz )( )...(zB )eP
1
integral function.
however, an integral function has an infinite number of
cannot have a limiting point in any finite
region of the plane, since such a limiting point would be a
singularity of the function. The only limiting point of the set
is, therefore, the point at infinity.
We now prove Weierstrass's theorem, that if z, z 2 ,..., zn ,...
be any sequence of numbers whose only limiting point is the point
at infinity, it is possible to construct an integral function which
vanishes at each of the points z n and nowhere else. The construction involves the use of Weierstrass's primary factors
E(z,0)
(1 z )ez +zt 2 ++zPIP (p>0).
lz; E(z,p)
If,
zeros, the set of zeros
Each primary
factor
is
zero, a simple zero at z
an integral function which has but one
1.
< we have
E{z,p) = exp{log(l Z )+2 + +

Now when
\z\
1,
...
+ Jj
f Abh. der Preuss. Akad. Wiss. zu Berlin (Math. Klasse) (1876), 1160;
reprinted in Weierstrass's Werke, 2, 77124.
INTEGBAL FUNCTIONS
and so
log E{z,p)
_^H_^1 _
p+2
p+1
From
this it follows that,
[log E(z,p)\
161
when
\z\
"'
<i
< ^(1 + + 1+...) ^
1
2]e]p+K
We may suppose that the origin is not a zero of the integral
function to be constructed; for if we
require a function which
vanishes at the origin, we need only multiply
the function 0(z)
determined below by an appropriate power
of z. Let the given
zeros z 1 z 2 ,... be arranged in order of
nondecreasing modulus,
multiple zeros being supposed to be repeated
in the set according
to their order. Then, since r
\zn increases indefinitely with
n
n, we can always find a sequence
of positive integers
pv p 2 ,...,
pn ,... such that the series
,
w~
converges for
pn
= n,
all positive
since for
holds for
values of r. In fact, it suffices to take
any given value of r the inequality r/r
n < \
all sufficiently large values
of n.
next assign arbitrarily a positive number
R and then
choose the integer
such that rN
2R
rN+1 Hence, when
n
and \z\
R, we have
We
>N
and so
It follows,
<
<
logWl,^_ij
by
2/^".
Weierstrass's if test, that the series
os
ii
converges absolutely and uniformly
that the infinite product
when
Mi"ttU
<
lu
ll
\z\
<
R. This implies
INTEGRAL FUNCTIONS
B, no
converges uniformly and absolutely in the circle \z\ <
integral
an
represents
so
and
matter how large B may be,
162
function G{z).
With the same value of B,
< B < rM+1
that rM
Then
we choose another
all
y\ E (, Vn \\
L\
integer
M such
the functions of the sequence
(m
= M+l,M+2,...),
\*
<
B.
\z\
vanish at the points z 1; z 2 ,..., zM and nowhere else in
zeros of
Hence, by Hurwitz's theorem ( 6.21, Ex. 2), the only
0(z) in
means
But since .ft is arbitrary, this
a,,..., z
l5
are the points of the sequence
of
G(z)
zeros
that the only
\z\
< B are z
This completes the proof of the theorem.
function G{z)
Since there are many possible sequences p n the
has
sequence
a
such
when
But
not uniquely determined.
given
the
with
function
integral
the most general
z v z a> ...
is
been
zeros
7.3.
fixed,
is
G(z) e H(z\

The
where
(z) is
principle of the
an
integral function.
maximum modulus
and on a
Let f(z) be an analytic function, continuous within
bound
upper
the
be
Let
G.
within
regular
and
closed contour
everywhere
holds
/(z)
inequality
of /(z) on C. Then the
at a point within C if and only
within C. Moreover, /(z)
proof of this result, which
following
iff{z) is a constant. The
modulus, is due to
maximum
is known as the principle of the
<M
=M
Landau.
If n
is
any
positive integer
and a any point within G, we have
by
Cauchy's integral formula. If a
this equation gives
where
is
is
at a distance 8 from C,
it/
the length of C. Hence
/
The expression on the lefthand
Vln
side of this inequality is
independent of
INTEGRAL FUNCTIONS
making tend
163
so that,
n,
to infinity,
J
obtain
the
first
result of the theorem.
Again
=~f
nf'(a){f(a)}ni
dz
{/(*)}*
and
so
Now
we
n \f( a )
if there exists
\f(a) *i
<
a point a within
{zaf
2jtS 2
such that
\f(a)\ ==
this inequality gives
making >cowe obtain/'(a)
'
0. Similarly we can show that
if
the derivatives of f(z) vanish at z
a By
Taylor's theorem it follows that/(z) is
constant in a neighbourhood of a and hence, by analytical continuation,
is constant
everywhere within and on C. This completes
the proof of the
theorem.
/(o)
= M,
all
It should be observed that the principle
of the
maximum
modulus holds also when/(z) is continuous in the
closed annulus
and regular in the open annulus bounded by
two nonintersecting closed contours C and C
For if a is any point of the
x
2
open annulus, we have
.
and the proof follows the same lines as before,
the upper bound of \f(z)\ on G and C
1
7.31.
The maximum modulus
If f(z)
is
the circle
on that
For,
an
circle.
(r) is
<r
an integral function
modulus
steadily increasing
principle of the
is
continuous on
unbounded function.
modulus, we have
maximum
Ifir^Ji
where rx
of
integral function, its
= r and so actually attains its upper bound M(r)
\z\
by the
M being now
2.
< M(r
2)
and hence
M(rx )
< M(r
2 ),
INTEGRAL FUNCTIONS
164
save in the trivial case when/(z) is a constant. Moreover, M{r)
cannot be bounded; for if it were, /(z) would be a constant, by
Thus M(r)
Liouville's theorem.
increases indefinitely with
r.
We can, however, prove very much more than this; in fact,
r)
log if (e^) is a continuous function of, whose graph is convex
a
downwards. To prove this, we consider the behaviour of z f(z)
constant
to
be
r 2 where a is a real
a
in the annulus r x
<
<
fixed later.
The function
z af(z) is not, in general,
onevalued.
But
if
we
cut the annulus along the negative part of the real axis, we
obtain a domain in which the principal branch of this function
is regular. The maximum modulus of this branch in the cut
annulus
Now
is
attained on the boundary of the domain.
a is real, all the branches of z af(z) have the same
If we consider a branch of this function which is
since
modulus.
<
<
argz
\tt,
regular in the part of the annulus for which \it
attain
its
maxivalue
cannot
principal
that
the
we see at once
modulus on the cut, and so must attain it on one of the
mum
boundary
when
rx
<
the annulus.
circles of
\z\
<r
We
have thus shown that,
2,
a
z /(z)
< maxfrJJfta), f?Jf(r
8 )}.
Using an obvious notation, we deduce at once that
r a M{r)
when
< r <C r
< m.ax{r%Mv rM
2.
We now choose
a.
so that
r\Mx
= r%M
2;
2}
thus
logjMJMJ
We
then have
or, finally,
The
r a M(r)
< r M
{M (x)Y*rtoi
x,
and so
< JfJwhWjiftogCrW.
result contained in this inequaUty is
known
as Hadamard's
threecircles theorem.^
t Bulletin de la Soc. math, de France, 24 (1896), 186. The result obviously
holds not only for integral functions, but also for any function which is regular
in an annulus.
Since
<M
from which
and
INTEGRAL FUNCTIONS
we may write this inequality
follows that M(r)
it
we may show
rx
(r),
>M1
that Jf(r)>Jf2 as
as r >
^+0.
r>r 2 0.
r 2 are arbitrary, this implies that
function of
165
in the
form
Similarly
Since, however,
M(r)
is
a continuous
r.
Finally, if
we
write
(&ih(0
>?()
= log M(e%),
we
when
find that,
< tf.l)l(fi) + (ffi)^tfa),
= log M(e^) is convex downwards. We
so that the graph of
17
express this property
by saying that
log M(r)
is
a convex func
tionf of log r.
Example.
on
\z\
(r) is
and A
r,
is
the
maximum modulus of the integral function/^)
and
a constant between
decreases steadily as r increases,
1.
Show
that M(\r)jM(r)
and that
limM(A)/Jlf(r)
0,
r><x>
save
when /(z)
this case
is
a polynomial.
What
is
the limit of the quotient in
The order of an integral function
An integral function is said to be of finite order if there exists
real number k, independent of r, such that its maximum
7.4.
modulus M(r) on the
= r satisfies the inequality
logilf(r) < r k
circle
\z\
for all sufficiently large values of
number
If f(z)
k,
the function
is
inequality
of
finite
is
r.
If there exists no such
said to be of infinite order.
order, the constant k occurring in the
log Jf(r)< r*
must be positive. For if it were zero or negative,
be bounded and so f(z) would be a constant, by
(r)
would
Liouville's
theorem. Moreover, if the inequality holds for one value of
evidently holds for all greater values of k.
k,
it
t For an account of the properties of convex functions, see J. L. W. V.
Jensen, Acta Math. 30 (1906), 175, or Hardy, Littlewood, and Polya, Inequalities (Cambridge, 1934), 708, 916.
INTEGRAL FUNCTIONS
166
By means of a Dedekind section of the real numbers, we
can determine a number p with the property that, for a given
integral function f(z) of finite order, the inequality
log
holds for
when k
(r)
rk
large values of r
all sufficiently
< p.
M <
This number p
is
>p
when k
holds for a sequence of values of r which increase
In other words,
is
loglogM{r)
r>oo
logr
of infinite order,
indefinitely.
we have
logr
^*<c
Many
of the elementary functions of analysis are integral
functions of finite order. For example, a polynomial
zero; ez sinz,
,
and cosz are of order
the other hand, ef
Example,
/(z) is
maximum modulus
is
an
that/'(z)
is
cos Vz
1;
is
integral function of finite order p.
on \z\
r. Prove that, if jR
of/'(z)
< mr) <
shall
of order
.
On
>
M^r)
is
the
r,
also of order p.
7.41. Integral functions of finite order with
We
is
of order
of infinite order.
^W l/l
Deduce
The
called the order of f(z).
< p, the inequality
log M(r) >r k
when
definition implies that,
When /(z)
but not
now show
order with no zeros if
already seen that
that
e H(0> is
an
no zeros
integral function of finite
and only if H(z) is a 'polynomial. We have
is an integral function with no zeros if
an integral function; moreover, if H(z) is
e ff^>
and only
if H(z) is
a polynomial of degree k, e H& is obviously of finite order k.
To complete the proof of the theorem, it only remains to show
that if the real part of an integral function H(z) satisfies the
inequality
mH{z)
< rP+*
for every positive value of e and all sufficiently large values of r,
H(z) is a polynomial of degree not exceeding p. This analogue of
Liouville's
theorem
is
due to Hadamard.f
t Journal de
Math.
(4)
(1893), 1867.
INTEGRAL FUNCTIONS
By
Taylor's theorem,
167
we have
H{z) = a +a z+a z +...
r
dz
1
H{z)~,
an =
i
where
being the
circle
\z\
r.
Now, when n
> 0,
*W >/<
2w
co
V
=
am rm n e(m+n)l)ii d6
0,
the termbyterm integration being valid since the series
am z m converges uniformly. By addition, it follows that
Hence we have
Kr"<i
\mH(re6i )\d6.
f
o
On
the other hand
2ir
O
2ff
and
Rl
so
i
Rl #(re<)
d0.
J
o
Hence we
see that
2rr
2Rla
+KK <
{Ri#l+Rl#}d0.
But the integrand
or
<
0.
Since
is
equal to 2R1J? or according as
rP + we have, therefore,
Rl# <
B1H >
2Rla +Kr
<
4r>>+
for every positive value of e and all sufficiently large values of r.
If we now write this inequality in the form
4rP+ e  n
r n
Kl <
2Rla
168
and then make
H(z)
INTEGRAL FUNCTIONS
we see that an = when n
r > oo,
a polynomial of degree not exceeding
the proof of the theorem.
is
p.
> p,
and
so
This completes
Example. Prove
that, if /(z) i s an integral function of finite
order,
attains any assigned value, with at most
one exception, infinitely
often. Show also that, if the order is a fraction,
there is no exceptional
value.f
it
7.42. Jensen's inequality
Let f(z) be an integral function which does
not vanish at the
Let its zeros, arranged in order of increasing
modulus, be
2 i> z 2 s 3> multiple zeros being repeated.
Then if
origin.
,
>
%
RN
we have
\f(0)\
< R < N+1
< M(R)\ Zl z
\z
\,
...
\.
For the function
R*zz
= f(z)f\ =^_
F{Z)
also an integral function, and \F(z)\ =
]/(z) when \z\ = R.
Hence when z< R, we have, by the principle of the maximum
is
modulus,
< M(R)
\F(z)\
where M(R)
Putting z ==
is
0,
the
we
maximum modulus
of f(z) on
\z\
J?.
find that
as stated above. This resultj
is
known
as Jensen's inequality.
Let us now denote by n{r) the number of zeros of
f(z) in
\z\
r; evidently n(r) is a nondecreasing
function of r which
is constant in any interval which does
not contain the modulus
of a zero of /(z). Then
<
log^L_
f f^_ f^dx
W_1
The
result contained in this
theorem, to which reference was
is
example
made
in
is
a particular case of Pieard's
4.55.
t The inequality evidently also holds if f(z) is not an integral function, but
regular when z < B. See also p. 90, Ex. 15, for a
more general result
Acta Math. 22 (1899), 35964.
INTEGRAL FUNCTIONS
169
Accordingly Jensen's inequality can be written in the form
^cte< log Jlf(JJ)log /(0).
From this we deduce that if f(z) is an integral function of
finite order p, then n(r)
0(rP+ e ) for every positive value of e and
all sufficiently large values
r.
For
if
we put
B=
of
2r,
we have
2r
~Y dx < log Jf(2r)log /(0) < ArP+*
o
for every positive value of e
and
all sufficiently large
being a finite constant independent of
a nondecreasing function, we have
2r
n(r)\og2
But
values of r,
since n(x) is
2r
<f
r.
dx^j^ldx< Ar^,
and
so n(r)
0(rP+*).
The exponent of convergence of the zeros of f(z)
Let/(z) be an integral function with zeros z z ,... arranged
x
2
in order of increasing modulus. We associate with this sequence
of zeros a number p x defined by the equation
7.43.
loan
^.
*<*,
log r
where rn
\z n \.
This number p x is called the exponent of convergence of the zeros of f(z), since it has the following important
property.
and
// Pl
diverges
is finite, the series
when t
< Pl
r~ T converges when t > p
for every real value ofr.
For
if Pl is finite
and t
> Rl
log n
holds for
but if Pl is infinite, the series diverges
the inequality
,
all sufficiently large
rl
values of n, and so
> n1+P,
170
where p
On
INTEGRAL FUNCTIONS
T
(t Pi )/(t+ Pi ) > 0. Hence 2 * converges when
the other hand,
and t has any
< n.
which r
if Pl is finite
and t
<p
1;
or if Pl
is infinite
real value, there exists a sequence of integers for
Let iV be such a value of n and let m be the
than %N. Then since rn increases with n,
least integer greater
we have
N
A^m
rN
JS
But
as there are values of JV as large as
that
2 fn
we
please, this implies
diverges.
If Pl is finite, the series ] ?n
divergent. For example, if r n
pl
may
be either convergent or
we have p x =
nQogrif, we again have
= n,
diverges; but
if r n
and
Pl =
2 TO_1
but
1,
in this case the series converges.
Finally, if f(z) is an integral function of finite order P
finite and does not exceed P For, by 7.42,
Pl is
p,
tt loen
lim=
J
n*ooAogr
n
^loa(ArP+
w < hms^
= P +e,
= hm logrc(r)
logr
logr
t+
,
)
'
j^oo
for every positive value of
Example. Show
,t
e,
and
that the series
so Pl
^ p.
00
2V
and tne
integral J w(a;)a; 1
T
da;
converge or diverge together.
7.5.
Canonical products
If f(z)
is
an integral function of finite order P with an
infinite
p such that
1 ~ p is convergent. If
integer,
an
is
not
p is the
series
the
2 *"n
px
either
be
may
an
integer,
is
than
if
less
greatest integer
p
Pl
Pl
number of zeros
z lt z 2 ,...,
there exists a least integer
Pl or
By
Pi 1. But,
7.2,
in
any
the infinite
case, Pl
1 <
< Pi < p
i?
product
CO
0(z)
converges uniformly and absolutely in any finite region of the
plane, and represents an integral function which vanishes if and
only if z is a zero of f{z). We call it the canonical product formed
with the zeros of/(z); the integer p
is
called its genus.
INTEGRAL FUNCTIONS
7.51. Borel's theorems on canonical products
171
Borelf has proved two fundamental theorems on canonical
products which we shall deduce from the following lemma. $
If 0(z) is a canonical product of genus p with zeros zv z 2 ,...,
and
if
N is a positive integer such that
logfj 1
where I
is
\z
<
2z
% +1
,
then
7<log(?(z)< J
equal to
zn
(P
(P
> 0),
0),
2ii
+t
being independent of
N+l
ftl
z.
The canonical product
is
We
say.
In
shall denote
n 2 we
,
io g
have un
n 2 iK
io g
\z\,
<
n2
\zn
\ and
<
\,
\z/z n
by
r,
rn
un
respectively.
so
iog^,^) <2 2<+!,
N+l
by the inequality of 7.2.
To obtain inequalities satisfied by U 1 we have to
and p = 0. Now when p
separately the cases p >
\z\ ~^\, we have
\E{z,p)\
and
<
(l
+ 2)exp( Z +i 2 3+...+ i Z
consider
>
and
*),
so
log \E(z,p)\
<log(l+\z\)+\z\ + i\z\*+...+\z\*>^A\z\P
t Acta Math. 20 (1897), 35796.
j The proof of this lemma is a modification of that of Valiron, Integral
Functions (Toulouse, 1923), 538.
INTEGRAL FUNCTIONS
172
where
is
independent of z; similarly
\og\E{z,p)\
>logl z  2 _iz*.
\z\p
p
^log\l~z\A\z\p.
Since
un
> \ in
IIj,
we deduce from
these inequalities that
N
z
2 ^g
> 0.
when #
If
Af << log in; <^fg,
i
we combine
2
2k
this
with the other inequality
< iogn < 2JV+l
 g+i,
the result stated in the lemma for p >
follows at once.
When p = 0, we have
+1
JV+1
log
G(()
= log n

na
[iog
i
N
C
log
+ 2 5>
+
iV
and
< 2^g(l+un )+2^_u
n =
iV+l
I,
also
log\G(z)\>"^log
2
iV + l
iV
= 2 log
+ Zlog(l+un )I
> 2 logl 
/.
This completes the proof of the lemma.
We shall now prove the first of Borel's theorems, that the
order of a canonical product is equal to the exponent of convergence
of
its zeros.
Let jubea number such that p
r~ /* is convergent. Then, when
< < p+ and also such that
p > 0, we have
oo
= A2 ^+2 2
+
2V
<
2^M
fi
<+2^
1
+
2V
+1 ""
<,
1
since un
INTEGRAL FUNCTIONS
\ when n ^ N, and un < f when n
(iV
00
iV
173
> N.
This gives
+l
'
A similar proof can be given when p =
and leads to the same
result.
Let the exponent of convergence of the zeros of G(z) be p v
from the lemma that, when p. > pv the inequality
It follows
<ef
10(3)1
holds for all sufficiently large values of r, and so the order p of G(z)
cannot exceed p. Since p
is
any number greater than p v
this
We
have, however, already proved that p x
plies that p
pv
for any integral function. Hence, for a canonical product, p 1
im
^p
= p.
From this theorem, in conjunction with the lemma, we deduce
and an arbitrary
number of circles of
that, given a canonical product G(z) of order p
positive
number
e,
there exists
arbitrarily large radius
an
infinite
on each of which holds
\G(z)\
>el*i p+e
This theorem sets a lower bound to the
say, of \G(z)\
on
\z\
we cannot expect
To overcome
M(r).
minimum
value, m(r)
r.
Since m(r) vanishes whenever r
G(z),
the inequality
is
the modulus of a zero of
that m(r) will behave quite as simply as
this
difficulty,
we
describe a
circle
\z n = r~ h about each zero z n for which rn = \z n
1,
h being any real number greater than p. Since ~^r~ h is convergent, these circles do not cover the whole plane, and so there
exists an infinite number of circles \z\ = r of arbitrarily large
radius which do not intersect any of the small circles having
\
>
zeros of G(z) as centre. It will, therefore, suffice to prove that
the inequality in question holds for all sufficiently large values
\z\, provided that z lies outside all these small circles.
The proof of the theorem depends on the inequality
of
log \G(z)\^ log
fl
1 /
established in the lemma.
As we have shown,
for all sufficiently large values of
r.
INTEGRAL FUNCTIONS
174
It will be recalled that the integer
inequality
z/z n
1
rN
>
<
2r
< rN+1
provided that r
iog
Now when
> 2,
n 11
was defined by the
r n < 1, we have
and so
>0.
*n s;i
But when
we have
< rn ^
and
2r
z lies outside all the small circles,
il
Hence
log
x
Tr i+n
(2r) x + h
> iV(l+A)log2r.
2J
Krn <2r
We have, however, shown in 7.42 that, for all sufficiently large
values of
N < ArP+**.
r,
Combining these
results,
we
N
logfj
It follows that,
r
find that
>
when
A(l+h)log(2r)rP+* e
z lies outside all the small circles
and
sufficiently large,
is
log \0{z)\
This result
7.6.
is
> rp+i*{l + (A+h)log(2r)} >
rP+*.
due to Borel.
Hadamard's
factorization
theorem
is an integral function of finite order p which has zeros
and does not vanish at the origin, it can be factorized in
If f(z)
Zy, z 2 ,...
the
form
f(z)
G(z)e*n,
where 6(z) is the canonical product formed with the zeros of f(z)
and H(z) is a polynomial of degree not exceeding p.
It has already been proved that such a factorization is possible, H(z) being an integral function. It remains to show that
H{z) is a polynomial.
Let
/>!
be the exponent of convergence of the zeros of f(z).
0(z) is of order p v and p x does not
lie denotes an arbitrary positive number, there exists,
Then the canonical product
exceed p.
as
we have
INTEGRAL FUNCTIONS
seen, an infinite number of
just
arbitrarily large radius
But
circles
\z\
=r
of
on which the inequality
\G(z)\
is satisfied.
175
>e~rH+e
since f(z) is of order p, the inequality
\m\<erP+e
holds for all sufficiently large values of r.
From these two inequalities it follows that
<e
e
l
\G(z)\
for a certain set of arbitrarily large values of
principle of
maximum
r.
Hence, by the
modulus,
<
e H(*)

e2r>>
+<
and so e B& is an integral
function which does not vanish and whose order does not exceed
By 7.41, H(z) is a polynomial whose degree does not
p.
exceed p. This completes the proof of Hadamard's factorization
for all sufficiently large values of
r,
theorem.
H{z) of degree q, the greater of the
of f(z). Since^
genus
p,
p and q
integers # and q is called the
It
order.
its
exceed
not
does
the genus of an integral function
can be shown that, when p is not an integer, the genus is the
integer less than p. But when p is an integer, the genus
If 0{z)
is
p and
of genus
<
<
greatest
is
either p or
p 1,
the actual determination in any particular
case being sometimes difficult.
Example. Prove
z ij>log \G(z)\
>
that, if 0(z) is
as
\z\
>
oo.
a canonical product of genus p,
(Poinoabei.)
7.7.
The Taylor
finite
coefficients of
order
The necessary and
to be
an
an integral function
sufficient condition for
integral function of finite order is that
lim
mco
log(i/Kl)
nlogn
>0j
of
INTEGRAL FUNCTIONS
The condition is necessary. For suppose
order p. Then, when 1c > p, the inequality
!76
M(r)
that/(z)
of finite
is
< e^
by the maximum modulus of f(z) for all sufficiently
values of r. Hence we have, by Cauchy's inequality,
is satisfied
large
The expression on the righthand
a
maximum
side of this inequality has
value (ek/n) n lk attained
,
when
KK(j
From
= njh, and so
rk
this it follows that
i^iog(i/Kl)
nlogn
so that the condition
It remains to
show
is
>0
necessary.
that, if
n log n
is positive, f(z) is
an
sider separately the
We
integral function of finite order.
two
cases,
(i)
finite,
(ii)
con
infinite.
Let us suppose that p. is finite. The definition of p. implies
is an arbitrary positive number less than
p., there exists
an integer iV such that the inequality
that, if e
lo g(VKI)
holds whenever
> N.
>
(pe)nlogn
This inequality
\an
<
may
be written
%(/**).
But since pe is positive, this implies that aj 1/n tends
n > co and hence that f(z) is an integral function.
Now, when r > 1, we have
to zero
as
l/(*)l
< I KK+ f
an r
< Ar+
f (JLY
N+X
where
is
a constant. Let us choose an integer
Mv e
If r
2V+1
is
< 2r <
sufficiently large,
< < if
to
'
(Jf+l)Fe.
will
be greater than N.
we have
r
M such that
< rM < exp{(2r) /(M)logr}
1
When
INTEGRAL FUNCTIONS
177
and so
^ exp{(2r)>JIogr}j
2, \^i)
<^)
< exp{(2r) ^ 'logr} 2 n^^
= B exp{( 2r J^^log r}
where
B is independent
Z,
M+l \iJFv
x
""^
'
of
r.
Also
"^Zl^
M+
2, Iu(jif+i )/)'
+1
ikf
'
'
1,
Combining these inequahties, we find that
< ArN +Bex V {{2r)Wi>*\ogr}+l,
/(2)
from which
it
follows that
M(r)
< exp{2(2r) /^ >logr}
1
for all sufficiently large values of r. Let us
of f(z) by
p
lo E lo 8
lim
r)
so
Again,
an
order
M ^ j^ log 2 + log(2r)iV'>+loglog
^
logr
logr
r*oo
and
now denote the
Then we have
p.
r
'
p <^ l/(p e).
it
infinite
also follows
from the definition of p. that there
number of positive
log(l/KI)
or
\an
integers
<
exists
n such that
(p,+e)nlogn,
>K,(f+e)m_
\
Using Cauchy's inequality we find that, for each such value of n,
M(r)
we take
If
2nJl + e ,
M(r)
>
lojf
>
{^f.
we now have
>2 n = exp{(ir) '^+ 'log 2}
1
for certain arbitrarily large values of
r. This, however, implies
that p 2s l/(p,+e).
have thus shown that the order p of f(z) satisfies the
inequality
We
__ <p <
p+e
pe
T
for all positive values of e less than
we
find that f(z)
4111
is
p..
of finite order 1/p.
Making
tend to zero,
INTEGKAL FUNCTIONS
178
To
deal with the case
inequality
when
log( !/ 0n

/x is
)

infinite,
we observe
that the
> Xn log
and all sufficiently large
holds for any given positive value of
part
of the previous argurepetition of the first
values of n.
ment shows that /(a) is an integral function of order not exceedcan be as large as we please, the order of f(z)
ing IjK. Since
This completes the proof of the theorem.
It should be observed that we have proved incidentally that
must be
zero.
y.
nlogn
log(l/KD
is
the order of the integral function /(z).
REFERENCES
E.
R.
E.
G.
Bobel, Lecons sur les fonctions entieres (Paris, 1900).
NEVANLimsrA, Le Theoreme de PicardBorel (Paris, 1929).
C. Titchmaesh, The Theory of Functions (Oxford, 1932), Chap. VIII.
Valibon, Lectures on the General Theory of Integral Functions (Toulouse, 1923).
See also G. Polya and G. Szego, Aufgaben und Lehrsatze aus der
Analysis (Berlin, 1925), 2, IV. Abschn., Kap. 1.
1.
Prove that,
MISCELLANEOUS EXAMPLES
> 1, the integral function
if 
CO
is
of order zero.
2.
Show
that, if a
>
1,
the integral function
00
is
of order 1/a.
3.
Prove that.f
KK
if
io g
Iim
+1 j
logi
= K>0)
oo
the function 2) an 2
ig
an
integral function of order not exceeding
l//c.
Show
also that the order is 1/k if
Iim
io g
KK
+1 j
logn
f Use Stirling's approximation to the
and
positive,
See
8.5.
T{\+x)
= K>0
Gamma function,
e*x*<J(2TTx){l+o(l)}.
that
when x is large
INTEGRAL FUNCTIONS
4.
179
Determine the orders of the following integral functions:
(i)
cos Vz;
00
7rrr
(iv)
2*J(Vz)
>
0);
l2 "+2n!r(v+n+l)
o
5. /(z) is
an
integral function of finite order p.
Show
that, corre
sponding to any positive number e, there exists an infinite number of
circles \z\ = r of arbitrarily large radius on which the lower bound m(r)
of
\f(z)\ satisfies
the inequality
m(r)
>
e'"^.
the order of an integral function is not an integer
or zero, it is equal to the exponent of convergence of its zeros. Deduce
that such a function has an infinite number of zeros.
6.
Prove that,
7.
By means of Hadamard's factorization theorem
if
prove that,
not an integer or zero,
00
Bmir(z+h)
sin7r/iTT
CO
{(
+ ^T^) 6^ /<n+W
00
and
also that
simrz
ttz
jl
+ )e~* n
;
j.
)'
if
is
CHAPTER
VIII
CONFORMAL REPRESENTATION
8.1.
Isogonal mapping
that the functions u(x,y) and v(x,y) are continuous and possess continuous partial derivatives of the first
order at each point of a domain 8 in a plane in which x and y are
Let us suppose
u(x, y),
rectangular Cartesian coordinates. The equations u
v(x, y) set up a correspondence between the points of 8 and
v
the points of a set 2 in the (u, v)plane. The set 2 is evidently
a domain and is called a map of 8. Moreover, since the partial
derivatives of the first order of u and v are continuous, a curve
in 8 which has a continuously turning tangent is mapped on
a curve with the same property in 2. The correspondence
between the two domains is not, however, necessarily a oneto
one correspondence.
2
v = y2
is given by taking u = x
mapped on the triangle bounded by
simple example of this
The domain x
u = 0, v = 0,
+y <
1 is
u\v
1,
but there are four points of the
circle
corresponding to each point of the triangle.
A method of mapping 8 on 2 is said to be isogonal if it
a onetoone transformation which turns any two intersecting
curves of 8 into two curves of 2 which cut at the same angle. In
order that the correspondence may conserve angle in the sense
just defined, it is both necessary and sufficient that the involution
of orthogonal directions at each point of S be transformed into
the involution of orthogonal directions at the corresponding
point of 2. This is equivalent to saying that the isotropic
directions at each point of 8 transform into the isotropic directions at the corresponding point of 2, and conversely.
Now the differential equation of the isotropic directions in
is
the
(x, 2/)plane is
{dxf+{dyf
{duf +{dvf
Hence
0.
= h {{dxf + {dyf}
2
where h depends only on x and y and
is
not zero.
To determine the properties of the functions u and v for which
this equation holds, we make the substitution
du
= ux dx +uy dy,
dv
= vx dx +vy dy,
CONFORMAL REPRESENTATION
where
181
denote partial differentiation, and then equate
coefficients. It follows that the functions u and v satisfy the
partial differential equations
suffixes
we satisfy the first two equations by putting
ux = hcosoc,
vx = Asina,
uy = hcosfi,
v y = AsinjS,
we find that the third equation is also satisfied if a /? = ^7r.
Hence, if the correspondence u = u(x,y), v = v(x,y) is one
If
toone, it is also isogonal if and only if, at each point of 8, the
four firstorder partial derivatives satisfy one of the following
sets of equations:
(a)
ux
= vy
uy
= vx
(b)
ux
= vy
uy
= vx
and do not vanish simultaneously
The equations (a) are, however, the wellknown CauchyRiemann differential equations. In virtue of the initial restrictions on u and v, the conditions (a) and (b) are, therefore,
equivalent to
(a')
u+iv
where f{x\iy)
since
is
\f(x+iy)\ 2
= f(x+iy),
(V)
uiv=f(x+iy),
an analytic function, regular in 8. Moreover,
= ux \vx the derivative f(x\iy) vanishes
,
nowhere in S. In other words, the only isogonal transformations
of a domain S of the zplane into a domain 2 of the wplane
are of the form w = /(z) orw= f(z), where f(z) is an analytic
function whose derivative is finite and nonzero at each point
of S. Actually
it suffices
to consider only isogonal transforma
tions of the former type, since the transformation
equivalent to
= f(z)
followed
by a
= f(z)
is
reflection in the real axis
of the wplane.
Now if f(z) is an analytic function, regular in a neighbourhood
of the point z at which /'(z) does not vanish, we know, by the
inversefunction theorem ( 6.22), that the equation w
f(z)
up a onetoone correspondence between a certain neighbourhood of z in which /'(z) does not vanish and the region within
a certain closed contour within which the point w = f(z ) lies.
Thus the neighbourhood of z is mapped isogonally on the region
sets
within the closed contour.
It must not, however, be supposed that,
if f'(z) is finite
and
CONFORMAL REPRESENTATION
182
/(z) necessarily
nonzero at each point of a domain S, then w
maps S isogonally on a domain of the wplane. For, although
a neighbourhood of each point of S is mapped isogonally, it is
not necessarily the case that the mapping of the whole of S
2
is a onetoone correspondence. For example, the function z has
<
<
\z\
2,
a derivative 2z which is finite and nonzero when 1
2
on
an
overdomain
this
maps
z
argz
fw; yet w
fw
\n, and so the
argu>
tt
\w\
4,
lapping region 1
transformation is not onetoone.
<
<
Example. Show
that
<
<
w=
z/(l
<
z)
8.11.
\z\
real axis
<
from
isogonally on the
oo to J.
Conformal mapping
Let us suppose that
tion,
maps
whole wplane, supposed cut along the
<
= f(z), where f(z) is an analytic func
maps a domain S of
the zplane isogonally on a certain
x(t)+iy(t)
is a regular arc z
of the wplane. If C
in 8, the equation of its map is
domain
= f{x(t)+iy(t)},
G is mapped on a regular arc T, say.
and respectively the angles which
Let us now denote by
and Y at the points of the same parameter t
the tangents to
make with the real axis. Then we have
so that
ifi
<f>
= tan
^
x
= &Tg{x(t)+iy(t)}
and
arg
f{x(t)+iy(t)}\
= arg[/'(z){^)+^(<)}]
= <Harg/'(z).
i/j
is equal to arg/'(z) and so depends only on the affix
point
the
z and not on the particular curve through that
of
point. This, however, implies that the transformation conserves
not only the magnitude of the angle of intersection of two curves
Thus
c/>
but also the sense of the angle.
since the transformation w = /(z) is equivalent to
=
w /(z) followed by a reflection in the real axis of the wplane,
But
this transformation conserves the
intersection of
two
magnitude of the angle of
curves but reverses its sense.
conformal transformation
is
defined to be an isogonal trans
CONFORMAL REPRESENTATION
183
formation which conserves the sense of an angle as well as its
magnitude. It follows that the only conformal transformations
of a domain of the 2plane into a domain of the wplane are of
w f(z), where f(z) is an analytic function.
Returning now to the regular arc C and its map T, let us
denote by s and a the lengths of C and V respectively up to
the point of parameter t. Then we have
the form
~
= V(* +2/ = \m+im\
dt
2
=
dt
da
j
and
jMt)+iy(t)} = \m{m+m}\;
hence we see that
= z n **.
t
dt
Jf'(
dt
We
have thus shown that the conformal transformation
w = /(z) maps a small neighbourhood of a point z on a neighbourhood of the corresponding point w which, correct to the
,
obtained by a magnification in the ratio
and a rotation through the angle arg/'(z ).
first
order,
is
/'(z
)l
Example 1 . The domain S of the zplane is mapped conformally on
the domain 2 of the wplane by to
f(z). Show that the curves in 2
corresponding to x
constant and y
constant form two orthogonal
families. Verify that this is the case when (i) w = coshz, (ii) w
z2 .
Explain the apparent contradiction in (ii) when x
and y
0.
Example
2. Prove that, in the notation of Ex.
11
1,
the area of
is
\f(z)\*dxdy.
Example 3. The function w =/(z) maps ]z\
domain of area A. Prove that A > ir/'(0) 2 i? a
<R
conformally on a
Example
4.
Prove that the quadrant
\z\
<
1,
<
argz
mapped conformally on a domain S in the wplane byui=
Find S and determine the length of its boundary.
<
4/(z
Jw
is
+ l)
The derivative of the function 4/(z+ 1) 2 is finite and nonzero at each
point of the quadrant. Accordingly w
4/(z+l) a maps the quadrant
conformally on a domain S provided that w does not take any value
twice in the quadrant. Now if
4/(*+l)
then either z
Zj
= z
z 1 or z
2 certainly is not.
formally on a domain
4/(zx
+ l)
2
,
2. But if zt is a point of the quadrant,
Hence w = 4/(z+l) 2 maps the quadrant con1
in the wplane.
CONFORMAL REPRESENTATION
184
The boundary of 2 is evidently a closed contour T. But since w is
infinite only when z = 1, the quadrant is mapped on the domain
within r.
When
z moves along the real axis from
to \, w moves along the
from 4 to 1, and so the length of this part of V is 3.
When z moves from 1 to i along an arc of \z\ = 1, we have z = e 2U
where t increases from to 77. Then w moves from 1 to 2i along the
arc whose parametric equation is w = secHe~ 2ii From this we deduce
that \w\ = 2 Rlw>, so that the path is an arc of the parabola with
focus at the origin and directrix Rlw = 2. The length of this part
real axis
of
is
lt
/4
JI3J 2aeoHdt = V2+log(l+V2).
Finally
when
2i
to 4.
moves along the imaginary
axis from i to 0, w goes
write z
itexit, where t increases from 77
to 0, we find that the parametric equation of this portion of V is
w 4cos 2ie 2i*. This curve is, however, the inverse of the parabola
w sec 2<e 2tt with respect to the circle \w\ 2, and so is a cardioid
with cusp at the origin. The length of this portion of V is
from
If
we
=
=
JM*=J
Combining these
8 cos t dt
4V2.
w/4
it/*
results,
we
see that the length of
is
+ 5V2+log(l + V2).
Simple functions
liw = f(z ) maps a domain S conformally on a certain domain
2 of the wplane, we say that/(z) is simple^ in 8. The charac
8.12.
teristic
property of such a function
more than once
in 8.
is that it takes no value
The general theory of simple functions
too difficult to be included in the present book.J It is, howshow that if f(z) is regular within and on
a closed contour C and takes no value more than once on C, then
is
ever, quite easy to
f(z) is
The
simple within and on G.
relation
= f(z) evidently sets up a continuous oneto
one correspondence between the points of
t
The French and German words
For an account
C and the points of a
are univalente and schlicht respectively.
of the very interesting recent work on this subject, see,
for example, L. Bieberbach, Lehrbuch der Funktionentheorie, 2
(1927), 8294;
P. Dienes, The Taylor Series (1931), Chap. VIII; E. Landau, Darstellung und
Begriindung einiger neuerer Ergebnisse der Funktionentheorie
(1929), 10714.
CONFORMAL, REPRESENTATION
185
w is any point of the wplane which does
on T, the number of zeros of f(z)w within C is
closed contour I\ If
not
lie
f(*)
^_
dw
>
(7
V being that which corresponds to the positive sense of description of 0.
Ifw lies outside T, then
0, and so no point within C is
mapped on a point outside I\ But when w lies within C,
we have
cannot be negative,f the equa1. Since
tion f(z)
w has precisely one root within G when w lies
within r.
To complete the proof of the theorem it only remains to show
that f(z) cannot take a value w x on T at any point z within C.
If this were the case, a neighbourhood of z x would be mapped
conformally on a neighbourhood of w^; this is impossible since
the neighbourhood of wx contains points outside T.
the direction of integration round
m=
m=
=
Riemann's theorem on conformal mapping
The fundamental problem in the theory of conformal mapping
8.2.
concerned with the possibility of transforming conformally
a given domain S of the zplane into any given domain of
the wplane. Actually it suffices to consider whether it is possible to map conformally any given domain on the interior of
a circle. For if
1 and w
f(z) maps S on 
g{Q maps
2 on 
1, then the equation w
g{f(z)} provides a conformal transformation of S into 5).
It is not, however, possible to map a completely arbitrary
domain on the interior of a circle; there must be some restriction
on the nature of the boundary. For example, we cannot map
a domain whose boundary consists of a single point conformally
on 
1; for if the domain had a single boundary point,
which we may take to be the point at infinity,  the mapping
function
f(z) would be an integral function which satisfied
1 and so, by Liouville's
everywhere the inequality \f(z)\
theorem, would be a constant. Thus, in order that a domain
is
<
<
<
<
f This implies that the sense of description o'f T is the positive one.
a is the boundary point, it can be transformed into the point at
J If z
infinity by z x
l/{za).
CONFORMAL REPRESENTATION
186
may
be mapped conformally on a
than one boundary point.
must possess more
circle, it
The simplest case occurs when the boundary is a simple closed
Jordan curve. It can be shown that if S is the open domain
bounded by a simple closed Jordan curve G, there exists a unique
analytic function f(z), regular in S, such that w
= f(z) maps 8 con
and also transforms a point z = a within G
into the origin and a given direction at z = a into the positive
direction of the real axis. This theorem was first stated by
Riemann in his inaugural dissertation^ at Gottingen in 1851, but
his proof, which depended on the Calculus of Variations, was
shown by Weierstrass to be incomplete.
formally on
<
\w\
Whilst
it is difficult to give a rigorous proof of this theorem,
truth will become obvious to the reader who is content to
rely on physical intuition. Let us suppose that such a function
its
does exist and consider what properties it must have.
In the first place, f(z)/(za) is regular and nonzero in S and
so is of the form e^ where <f>(z) is regular within C. Thus
(2,)
f{z)
Moreover, since
\f{z)\
the condition
Now
on
C, the function ${z) satisfies there
B1 ,,
logz a\\tS\<p(z)
,
>
0.
the real part of an analytic function satisfies Laplace's
equation
d2y
dx*
where
{za)e^z\
= x\iy.
If,
e2
+ ~8yJ=0
'
therefore, it could be
shown that there
exists a unique real solution of Laplace's equation,
vanishes on
and
is finite
within
G save at the point
whose neighbourhood it behaves like log
<f>(z) would be given by the equation
V say, which
js
= a, in
a, the real part of
= log \za\+m<f>(z).
The CauchyRiemann differential equations would then enable
us to find the imaginary part of <f>(z), save for an additive
constant.
physical argument renders intuitive the existence of such
t See Riemann's Ges. Werke (1876), 343.
CONFORMAL REPRESENTATION
187
a solution of Laplace's equation. For consider an earthed
cylindrical conductor of infinite length whose crosssection is
the curve C. Then V is uniquely determined as being the
electrostatic potential within this cylinder due to a linecharge
axis of the cylinder and
of density
\, which is parallel to the
passes through the point of affix a. Unfortunately, however, it
existence and
is just as difficult to give a rigorous proof of the
uniqueness of the electrostatic potential! as it is to prove Rie
mann's theorem on conformal representation.
If the reader is prepared to accept this argument from physical intuition, it is easy to complete the 'proof of Riemann's
theorem. It only remains to choose the arbitrary additive constant occurring in the imaginary part of (f>(z) so as to make the
o correspond to the real axis in the
given direction at z
wplane. We shall not attempt to give here an adequate proof
of Riemann's theorem, which can be found in various easily
accessible works. J
Homographic transformations
We shall now consider whether it is
8.3.
possible to
formally the complete zplane, apart from a finite
exceptional points, on the complete wplane. If it
it will be effected
by a relation w
= f(z), where /(z)
is
map
con
number of
is
possible,
an analytic
function which has only a finite number of singularities.
The function f(z) cannot possess an isolated essential singularity; for, by Weierstrass's theorem ( 4.55), a function ap
proaches as near as we please to any assigned value in every
neighbourhood of an essential singularity, and this is clearly
inadmissible here. The only singularities of f(z) are, therefore,
poles, of which the point at infinity may be one, and so f(z) is
a rational function ( 4.56).
But, by 6.21, Ex. 1, a rational function takes any assigned
value p times, where p is the number of its poles. Hence the
function /(z) has but one singularity, a simple pole, since a conformal transformation is onetoone. If the singular point is at
Potential Theory (Berlin, 1929).
f See O. D. Kellogg, Foundations of
Caratheodory, Conformal Representation (Cambridge,
J See, for example, C.
1932), Chap. V; L. R. Ford, Automorphic Functions (New York, 1929),
Chap. VIII; G. Julia, Lecons sur la representation conforme (Paris, 1931),
Chap. III.
CONFORMAL REPRESENTATION
188
finite distance,
the transformation
w
where
and d
a, b, c,
the singularity
if
A (^
formation
8.31.
is
are constants such that
ad be
= 0;
but
at infinity, then
is
and
0)
of the form
(az\b)J(cz+d),
w
where
is
= Az+B,
are constants.
In either case the trans
homographic.
Homographic transformations which leave the
unit
circle invariant
Homographic transformations which map the circle a = 1
on \w\
1 are of particular importance in the theory of func
tions.
type
Jr
The transformation
if
w=
(az+b)/(cz+d) will be of this
az+b
cz+d
,
whenever
\z\
using conjugate complex numbers,
1;
(az+b)(dz+b)
The constants a,
b, c,
(cz+d)(cz+d).
and d must,
therefore, satisfy the equations
= cc+dd,
as well as the inequality ad ^ be.
aa+bb
Now,
if
we
cd~,
not zero, the second equation gives b
cd/a and
Substituting these values in the first equation,
is
find that
and so
ab
= cd/a.
hence b
\a\
When
...
7T
\aacc)(aadd)
,
=
=
\c\
or
\a\
c,
0,
\d\.
= a& where y is real. Sub= cd, we deduce that d = bev
we can
write c
stituting this in the equation ab
\a\
we require
Hence, when \a\
\c\, the transformation degenerates into
w ev*, which is not a homographic transformation.
To deal with the case \a\
\d\, we write d
ae~ Si , where
is real.
We easily find that c =
be~ Si so that the transforma,
For an account of the elementary properties of homographic transformaG. H. Hardy, Pure Mathematics (Cambridge, 1921), 946. Some of
these properties are given in examples 6, 7, 8, 9 at the end of Chapter I of the
t
tions, see
present book.
CONFORMAL REPRESENTATION
tion
189
of the form
is
.az\b
As
a\bz
where
\a\
6.
A similar investigation shows that this formula
when a
also holds
0,
particularly simple form
the transformation then taking the
w=
eai /z,
where a
is real.
When w and z are connected by the homographic transformation
can be shown without
(^l), it
(1 ww)\a+bz\*
Hence when
>
\a\
(^1)
In
<
<
\z\
1,
we have
difficulty that
(1 zz){aa 66).
\w\
<
or \w\
>
according as
Thus the homographic transformation
maps \z\ < 1 conformally on \w\ < 1 only if \a\ > 6.
8.33 we show that no other conformal transformation has
6
or
\a\
6.
this property.
8.32. Schwarz's
lemma
The proof of the result stated at the end of the previous
on the following lemma due to Schwarz.f //
section depends
regular in
satisfies the inequality
< R, where
< M, and iff(0) = 0, then the inequality \f(z)\ < M\z\/R
holds whenever
< B. Moreover, equality can occur only when
is a real constant.
f(z) = Mze /E, where
f(z)
is
it
\z\
/(z)
\z\
ai
a.
from the data of the lemma that f(z) is expansible
as a power series a 1 z+a 2 z2 +..., whose radius of convergence is
not less than R. The function <j>(z)
f(z)/z is, therefore, regular
It follows
when
\z\
<
R.
Let a be any number whose modulus is less than R. If we
choose r so that \a\
r
R, then, by the principle of the
maximum modulus, the function <f>(z) attains its maximum
r. Hence
modulus in \z\
r at some point on the circle \z\
< <
we have
\<t>{a)\
and so
< max
M = max
^(a)
/(2)
< M/r.
This last inequality holds no matter how near r is to R, and
Making r > R, we deduce that
<f>(a) is independent of r.
M/R, the first result of the lemma.
\<f>(a)

<
t
H. A. Schwarz
(1869), Ges.
Math. Abhandlungen,
2, 10910.
CONFORMAL REPRESENTATION
190
number a of modulus less than B, such that
we know that <j>(z) is a constant of modulus
M/B. Hence we have f(z) = Mze ai/B, where a is a real conIf there exists a
= M/B,
\<j>(a)\
This completes the proof of the lemma.
stant.
Example. Prove that, if /(z) satisfies the conditions of Schwarz's
Show also that equality occurs only when
/'(0) < M/B.
ai
f(z) = Mze /B, where a is a real constant.
lemma,
Riemann's theorem for a
8.33.
circle
Let us suppose that w
f(z) maps \z\ < 1 conformally on
\w\ < 1 and turns the interior point z
c into the origin. We
shall now show that such a transformation is necessarily homo
graphic.
We know
on
z,
\w\
we obtain a transformation w
\w\
all
=sC
and conserves the
= <^() which maps
origin.
This function

on
<() satisfies
the conditions of Schwarz's lemma, and so
when  < 1.
But we can
that
(z c)/(l cz) maps \z\
1 conformally
and transforms z
c into the origin. Eliminating
also write
this
transformation in the form
= O(w), where O(w) again satisfies the conditions of Schwarz's
lemma. Hence we have
ia
when
\w\
<
when  <
lemma now
the
1.
1,
and
so \w\
.
If,
inequalities,
we
find that
The second part of Schwarz's
is a real constant. Thus
where a
gives
w
is
Combining these two
w = e a%
transformation w = f(z)
and so
<
is
of the form
1 cz
homographic.
in addition,
we
require that the direction arg(s
c) =
/?
at
be transformed into the positive direction of the real axis,
we must take a = jS.
We can now show that there is a unique function w = f(z)
which maps \za\
B conformally on \w\ 1 and also transc is to
<
CONFORMAL REPRESENTATION
forms an interior point
191
= c into the origin and a given direc
For the
1,
(za)/B maps \za\ < B on \z'\
c into an interior point z' d and leaves the
transforms z
prescribed direction unaltered. We have only to apply a
homographic transformation to get the result stated. This completes the proof of Biemann's theorem for a circle.
Example. Show that the region z a < jR is mapped conformally
on w < 1 by
Rlzc)
tion at c into the positive direction of the real axis.
transformation
z'
<
JR 2 (za)(5a)
where a is real and z
c is the point
'
which is transformed into the origin.
The conformal representation
8.34.
of a halfplane
on
a circle
We shall now consider the problem of mapping the halfplane
Imz
<
>
1 and simultaneously transconformally on \w\
0.
forming a given point c of that halfplane into the origin w
the
By choosing R sufficiently large, we can make c he within
circle \ziB\
B. As B tends to infinity, the interior of this
circle increases until it
Now the
up the whole
fills
halfplane.
transformation
in
Be ai (z c)
(ziB){c+iB)
1
maps \ziB\ < B conformally on \w\ < 1 and turns z
w = 0. If we write this transformation in the form
ie ai (z
c)
v
(1 icjB)z c
and then make B>co, we
find that
w=
where
\w
<
A
1,
maps the
and turns
zc
halfplane
= c into w =
It should be observed that,
make any
= c into
by
Imz
>
conformally on
0.
suitably choosing
prescribed direction at z
positive direction of the real axis at
priate changes in the argument of
A,
we can
= c correspond to the
= 0. Making the appro
8.33,
we
easily
show that
COKFOBMAL REPRESENTATION
192
Riemann's theorem on conformal representation
is
also true for
a halfplane.
Finally, by making a preliminary translation and rotation,
any halfplane can be mapped conformally on the interior of
circle.
Example
1. Show that Imz >
is mapped conformally on Imio >
w = (az + b)/(cz + d), provided that a, b, c, and d are real and
ad be > 0. What happens if ad be < 0?
Example 2. Show that w = (i g )/(l + z) maps
< 1 conformally
on Rlw > 0. Determine the curves in the toplane which correspond to
by
\z\
z
and to argz
a.
Schwarz's principle of symmetry
8.4.
Let
AB
be a closed contour consisting of a segment
of the
and a curve in the upper halfplane joining the ends
of that segment. Let f(z) be an analytic function which is
regular within T and continuous within and on T, and which
real axis
also takes real values
continue
on AB.
We
f(z) analytically across
/( z )=/(z)
This result
known
is
shall
now show
AB by means
that
we can
of the equation
as Schwarz's principle of
symmetry.f
If
Tt
we
reflect
in the real axis,
consisting of the segment
We
plane.
when
on
within
within
on T,
By hypothesis,
Ii; for
r and
when
<f>(z)
is
regular within T. It
and z+h
lie
within
rx
we denote by C
is
also regular
and z+R he
=m
the closed contour formed by the curved
<f>(z) is evidently continuous within and on G.
the
5.5,
function
r and L),
Hence, by
so
If
lower half
<f>(z)
= lim M+R)m
parts of
closed contour
by the equation <f>(z) = f(z)
and by (f>(z) = f(z) when z is within or
define the function
z is within or
T\.
we obtain a
AB and a curve in the
f tz
2tti
a
t Journal fur
Math, 70 (1869), 1067.
CONFORMAL REPRESENTATION
when z lies within F, we have
193
regular within G. But,
is
2m
2m
r
the value of the
first
Hence we
vanishes.
and, similarly, also
J
ii
integral
is <f>(z)
see that F(z)
and the second
<j)(z)
when z lies within 1^.
when
integral
z lies within T,
Finally,
by continuity,
when z is an interior
point of the segment AB, but not necessarily when z is an endfollows that this equation holds also
it
point of that segment.
We have
C.
Since
thus shown that the function <f>(z) is regular within
equal to /(z) within T, it provides the required
it is
analytical continuation of f(z) across
proof of the principle of symmetry.
Example
AB.
This completes the
r is a closed contour consisting of an arc AB of the
and a curve within that circle joining A to B. The function /(z) is regular within T and continuous within and on I\ By
mapping the arc AB on a segment of the real axis, prove that, if f(z) is
real on AB, it can be continued analytically across AB by means of the
circle
\z\
relation /(z)
1.
= /(l/z).
Example 2. The function /(z) satisfies the conditions of Ex. 1, save
that it now takes values of modulus 1 on the arc AB. Show that the
analytical continuation of/(z) across
Example
3.
Show
<
that, if
air <
is
<
argz
mapped conformally on the upper
8.5.
AB is given by/(z) =
1,
<
l//(l/z).
the angular region
era
halfplane
by
w=
z 1 /! 2 "'.
The conformal representation of a polygon on a half
plane
Let us suppose that the relation w
f(z) enables us to map
the domain within a closed polygon T in the zplane conformally
on the region lmw>0. We propose to investigate the properties of this function f(z).
Actually it turns out to be more
convenient to consider, not /(z), but the inverse function
z
F(w).
Now the function F(w) is regular and F'(w) does not vanish
when
Imw >
0.
From
d
this it follows that
,
_,,.
F"(w)
CONFORMAL REPRESENTATION
194
is
regular in the upper halfplane.
also true at
any point on the
line
We next
Imw =
show that
this is
which does not
correspond to a vertex of V.
Let L be a side of Y making an angle 8 with the real axis.
Then if b is any point of L which is not a vertex of Y, (zb)e~ 0i
b,
is real on L. Hence if w
/} is the point corresponding to z
6i
segment
the function {F(w)b}e~ is real and continuous on the
A of the real axis corresponding to L, and is regular when
Imw > 0. By Schwarz's principle of symmetry, this function
can be continued analytically across A it is, therefore, regular
and can be expressed as a Taylor series
of the form
a>
{F(w)b}e~ ei
2 ar {wP) r
;
in a neighbourhood of j8
r=l
where the
ar are real. Now if the first nonzero
expansion were ap this would imply that the
coefficients
coefficient in this
two segments into which L is divided by the point 6 intersect
at an angle v/p. Hence a x is not zero, and so dlogF'(w)jdw is
regular in a neighbourhood of p and is real when w is real.
When
finity,t
where the
coefficients cr are real
in this case
dlogF'(w)/dw
and
is
L
z'
w~r
cx
the point at in
is
^ 0.
tt
real
us suppose that
let
and
F'(w)
intersecting in the vertex
Next,
= fc
F"{w)
of the point at infinity
is
similarly
{F(w)b}e 6i
Hence
=b
the point corresponding to z
we have
This gives
vf
regular in a neighbourhood
when
w is real.
and
are consecutive sides of
where Y has an angle cm. The
function F(w) cannot be regular in a neighbourhood of the point
z', since an angle am at z' is mapped
w' corresponding to z
on an angle it at w' But since arg{(z' z)e~ ei} is equal to zero
on L and L' respectively, the function [{z' F(w)}e~ ei ] l!a
is real and continuous on the segment of the real axis corresponding to the consecutive sides L and L'. Moreover, this
and
cm
f In this case
length.
consists of
two segments
of the real axis, each of infinite
function
CONFORMAL REPRESENTATION
regular when lmw>0, since F(w)z'
is
and does not vanish
before,
we
there.
195
is
regular
Applying the same argument as
see that
[{z'F(w)}e 8iYI
regular in a neighbourhood of w' and can be expressed as
a Taylor series of the form
is
[{z'F(w)}e Bi]U<
where the
= f b (ww'Y,
r=l
coefficients b r are real
gives
= z'+e
F{w)
ei
and
(ww')<*
2 b' (ww')
r=0
where
b' is
r
,
not zero. Hence we have
F'(w)
where O(w)
not zero. But this
b x is
is
regular
(W M?') a 1 <I>(w;),
and does not vanish
in a
neighbourhood
of w', and so
t logi^(w)
&
v
dw
=
5_^.
w w '^<b{w)
Hence
if w' corresponds to a point at which V has an angle car,
the function dlogF'(w)/dw has there a simple pole of residue
a 1.
In a similar manner the reader will readily show that, if the
point at infinity corresponds to a vertex of T of angle oar, then
iogF'(u,)
aw
= ?+y*L.
w
'
/L,vf
2
Now suppose
that the points a, b, c,..., I (all of finite affix) lie
on the real axis of the wplane and correspond to the vertices
of r, and let
.
om,
prr, yrr,..., Arr
be the corresponding angles of V. Then the function
dlogF'(w)/dw
must
(i)
satisfy the following conditions:
It is regular
when Imw^O save
01, y 1,..., A 1
residue oc1,
c,..., I
(ii)
respectively.
It is real
when w
is real.
for simple poles of
at the points a,
b,
CONFORMAL REPRESENTATION
196
It possesses
(iii)
an expansion of the form
&
dw
w^ Z*vf
=
valid in a neighbourhood of the point at infinity.
>
and real when
Since the function is regular when Imw
0, we can continue it analytically across the real axis
by Schwarz's principle of symmetry, and we find that the only
Imj
singularities of the function in the
complete wplane are the
prescribed poles on the real axis. Hence, by
is a rational function and so is of the form
Uo
F'{w)
dw g
where
= ^1+^i
wo
+...+
4.56,
wl
the function
+(w)
<&(w) is a polynomial.
Now when
\w\ is large,
we have
d\ogF'(w)=<!>(w)+y^r
dw
<
a l)+(jSl)
where
c(
But
cwr, jSw, yrr,...,
since
polygon,
vf
+ (yl)+... + (Al).
Xv are the internal angles of a closed
(i_ a ) 7r+ (i_ 8) 7r+ ... + (lA) 7r=
2tt
and so c[ = 2. Hence in order to satisfy condition (iii), <E>(w>)
must be identically zero.
We have thus shown that the mapping function F(w) satisfies
the differential equation
dw
r,,,
log F' {w)
Integrating this equation,
F(w)
A
B 1
a h~
w bi + H w Ir
1
= a
we deduce
= A\ (wa) a 
that
(wb)P 1 ...(wl) x  1 dw
+B,
A and B are constants of integration. The integrand is
not onevalued in the complete wplane, but has branchpoints
a, b, c,..., I on the real axis. But if we take a definite branch of
the integrand and suppose that the path of integration never
passes below a branchpoint, F(w) is regular when Imw
0,
save at the points corresponding to the vertices of F.
It remains to show that the constants A, B, a, &,..., I can be
where
CONFORMAL REPRESENTATION
197
determined. Now, with any set of real numbers a, b,
the correct order, the relation z = F(w) maps the line
on a closed polygon V, not necessarily simple, whose
suitably
in
c,..., I
Im w
same as those of I\ But, in order to construct
a polygon similar to a given polygon of n sides, it does not
suffice to make corresponding angles equal; there are n 3 other
conditions to be satisfied. We can, therefore, choose three of
the numbers a, b, c,..., I arbitrarily and then choose the rest to
angles are the
make
T' similar to I\ This done, the scale, orientation, and
I"" are determined by \A\,axgA, and
respec
position of
tively.
We
can therefore choose
and
to
make
V coincide
with r.
Let us denote by C the closed contour in the wplane which
consists of the segment of the real axis from
R to R, indented
at the points a, b, c,..., I, and the semicircle in the upper halfplane on this segment as diameter. The function
= i {wa) a 
(wb)P 1 ...(wl) x  1 dw
+B
and on C. Moreover, when w goes round C,
polygon T, indented at the vertices and also at
regular within
is
z describes the
the point corresponding to w
oo. It follows, by 8.12, that
the region within C is mapped conformally on the region
within r. If we now make R tend to infinity and the radius
of each indentation of C tend to zero, we find that the region
Imic
>
polygon
is
F
z
mapped conformally on
of angles
cut, /fo,..., A7r,
= A j (wa)<*
the interior of the closed
by the relation
(wb)P 1 ...(wl) x  1 dw
+B,
provided that the constants are suitably determined. This result
was discovered independently by Schwarzf and Christoffel.J
a is the point at infinity.
has to be modified; we now require
It is often convenient to suppose that
In
this case, condition
(iii)
that the expansion
a
+V^
^ Z, vf
#logJ'=Aw &
w
v
'
t Journal Jiir Math. 70 (1869), 10520.
% Annali di Math. (2) 1 (1867), 95103; 4 (1871), 19.
CONFORMAL REPRESENTATION
198
should hold near the point at infinity. Making this change, the
reader will readily prove that
F(w)
=A
Examples
8.51.
(wb)P 1 (wc)v 1 ...(wl) x  1 dw
+ B.
of the use of the SchwarzChristoffel
formula
The region within a
a+fi+y
1, is
by taking
ABC,
triangle
mapped conformally on
=D
of angles oltt, /3tt, yrr where
the upper half of the wplane
(wa^Hwb)* 1 ^ c)ti dw + E.
The constants a, b, c can be chosen arbitrarily, and D and E are then
fixed by the scale, orientation, and position of the triangle. In particular,
if we take 6 at infinity, the relation connecting w and z becomes
z
= D f (w ay^w c)''1 dw + E.
The only nondegenerate triangles for which this integral can be
simply evaluatedf are the equilateral triangle, the rightangled isosceles
triangle, and the rightangled triangle with one angle \tt. In each of
these cases w is an elliptic function of z.
There are, however, certain interesting degenerate triangles for which
the integral can be easily evaluated. These are discussed below.
AB
fixed and make y
(i) Let us keep A and C and the direction of
tend to 1. The triangle becomes the region between two straight lines
intersecting at A at an angle oltt. Taking a = 0, the relation connecting
w and z becomes
=
z
The reader
will' easily
Fw +E&
verify that this relation enables us to
map
the
an conformally on Iiaw > 0.
(ii) Let us keep A and C fixed and make jS tend to zero. The triangle
becomes the region between two parallel lines on one side of a transversal the corresponding relation between w and z is
<
angle
arg{(z E)/F}
<
nj,(wa)' (wcy 1 dw
1
where oL+y
+18,
1.
The simplest case occurs when the transversal cuts the parallel lines
l,we then have
at right angles, so that a
1, a
y
J. Taking
c=
dw
+E
a
i)
/:V(^
To
w=
verify that this
coshz. Writing z
is
the case,
x+iy,
w=
coshacosj/,
Dcozhriw+E.
we take D =
u+iv, we find
v
1,
E=
0,
that
sinhxsiny.
f See Love, American Journal of Math. 11 (1889), 15871.
so that
CONFORMAL REPRESENTATION
Keeping the positive number x fixed, let y vary from
evidently moves round the upper half of the ellipse
+ sinh
;
cosh 2a;
199
to
it.
Then
a;
to oo, this arc of the ellipse sweeps out
Moreover, as x increases from
the upper half of the wplane. Thus w = coshs maps the halfstrip
Rlz > 0, < Imz < ?r conformally on Imw > 0. The discussion of the
correspondence of the boundaries of the two regions is simple and is left
to the reader.
AB
fixed, and then make a and /8
(iii) Let us keep O and the direction
tend to zero and y tend to 1. In this way the triangle degenerates into
the strip between two parallel lines, which is mapped conformally on the
upper half of the wplane by taking
(wa)
dw +E.
= 1,22 = 0, a = 0,
us consider the case when
to tt,
is kept fixed and Imz increases from
w moves round the upper half of the circle \w\ = e^1 ". Moreover, as
Rlz increases from oo to oo, this circular arc sweeps out the upper
< Imz < w conhalf of the wplane. Thus w = ez maps the strip
formally on Imw > 0.
As a
verification, let
so that
w=
8.52.
The conformal representation
ez .
Rlz
If
of a rectangle
on a
halfplane
Christoffel shows that it is possible to
the interior of a rectangle conformally on the upper half of the
wplane by a transformation of the form.
The theorem of Schwarz and
map
=D
[(wa){w b^wc^wd)]1 2 dw +E.
!
We shall now consider the particular transformation of this type
10
z=
[(lw2 )(l kHv2 )] 1 2 dw,
!
< k < 1.
This integral is an elliptic integral and its value cannot be expressed
in terms of the elementary functions of analysis. At the present stage
we cannot discuss the transformation by expressing w explicitly in terms
of z, as this involves a knowledge of the theory of elliptic functions.
Let us suppose that the integrand is positive on the real axis when
1 < w < 1, and that it is defined elsewhere on the real axis by continuation along a path in the upper halfplane. It is easily seen that the
where
2
1 2
integrand is equal to i[(w 2 1)(1 khv )'] ! when 1 < w < ljk, and is
1 / 2 when w
1/k. We now consider how z
>
l)(A 2w 2
[(w 2
equal to
l)]
CONFORMAL REPRESENTATION
200
behaves when w describes the complete boundary of the positive quadrant
of \w\ < R, where R > 1/fc.
As w moves along the real axis from to 1, 2 moves along the real
axis from
to K, where
1
K=
[(lw 2 )(l& 2w> 2 )]i/ 2
<Z
This integral converges, and so
is finite and positive.
When 1 < w < 1/k, the corresponding path of z is given by
[(l^jflW)] 1 /! dw +i
f [(M> 2 l)(lifc 2 tt>2)]l/2
dw.
The
first integral is
from
to
K'
as
K,
equal to
increases
whilst the second
1 to 1/k, where
is
real
and
increases
from
Ilk
K'
f [(w> 2
l)(lJW)]1 /2
The number K'
is
from
moves along the
to l/k, z
When w >
evidently
finite.
the path of z
1/k,
dw.
Thus as w moves along the real
Rlz = K from K to K+iK'.
given by
axis
line
is
w
s
= K+iK'
[(^lXiVI)]'/' dw.
J"
Ilk
But
if
we
write
kw
f [(w 2 l)(^ 2
\/t
in this integral,
w2 l)] 1 2 dw =
1/*
find that
[(l^XlW)]1 2 (ft
we
l/ftw
= K
2
2 )]~i/ 2
j [(l )(ltt
<ft,
llkw
and so
Hence as
line
Imz
w moves
#'+
[(lPXlkH*)] 1!*
dt.
(A)
along the real axis from 1/k to R, z moves along the
to the point of affix
K' from K+iK'
llkB
iK'+
[(l* 2 )(l 2 )] 1 / 2 ^.
By
analytical continuation, the formula (A) holds everywhere in
1/k. Hence z is regular there and can be represented by a convergent series of inverse powers of w; in fact, if we expand the integrand
\w\
and
>
integrate term
by term, we obtain
(1+P)
kw
6k aw 3
CONFORMAL, REPRESENTATION
ziK'
This shows that
201
= ^ (l + ofr^))
when \w\ is large, and so the path of z, as w moves from R to iR, lies
within a circle of centre iK' whose radius tends to zero as R> oo.
Moreover, the argument oiziK' decreases by %w in moving along this
path.
Finally
when w
iv
where v
is
we have
positive,
i f
[(l+v 2 )(l+fcV)] 1 / 2
dv.
Since this integral is real and positive and decreases as v decreases,
moves along the imaginary axis from the point near iK' to the origin
as w moves along the imaginary axis from iR to 0.
have thus
shown
We
w moves round the complete boundary of the positive
\w\ < R, z moves round the rectangle with vertices 0, K,
that, as
quadrant of
K+iK',
iK', indented at iK', and that the radius of the indentation
* oo. From this it follows, by 8.12, that the region
tends to zero as
< argw < \n is mapped conformally on the interior of this rectangle.
Now z is purely imaginary when Rlw 0. By using Schwarz's principle of symmetry, we find that the region %n < argw < n is mapped
conformally on the interior of the rectangle with vertices 0, iK',
K+iK', K. Combining these two results, we see that the relation
w
z
[(
w
2
)(
 kho
)] 1 ! 2
dw
enables us to
K+iK',
map the interior of the rectangle with vertices K, K+iK',
K conformally on the upper half of the wplane.
REFERENCES
The
C.
theory of conformaf. representation:
Cab.athodoby, Conformal Representation (Cambridge Math. Tract,
1932).
A. R. Fobsyth, Theory of Functions (Cambridge, 1918), Chaps.
XIX,
XX.
G. Julia, Lecons sur la representation conforme (Paris, 1931).
G. Julia, Principes giometriques d 'analyse, 1 (Paris, 1930), 2 (Paris,
1932).
The application of conformal representation to physical problems:
H. Batbman, Partial Differential Equations of Mathematical Physics
(Cambridge, 1932), Chap. IV.
A. R. Fobsyth, loc. cit., 63952.
H. Lamb, Hydrodynamics (Cambridge, 1916), Chap. IV.
M. Walker, Conjugate Functions for Engineers (Oxford. 1933).
CONFORMAL REPRESENTATION
202
MISCELLANEOUS EXAMPLES
1. Show that stereographic projection
conformally on a plane.
maps the
surface of a sphere
2. Prove that it is possible to map a surface of revolution conformally
on a plane in such a manner that the meridians and parallels on the
surface correspond to lines parallel to the axes of coordinates.
Show that, in the case of the sphere
X=
where
<
provided by
3.
Y=
i?sin#cos<,
<
<^<
Prove that, when
parallel to the real
w=
RcosO,
mapping of
2n, a conformal
Mercator's projection x
y
<f>,
n,
Z=
Rsm<?sin<,
this
type
is
logtan J0.
tanhz, the curves corresponding to lines
in the zplane form two families
and imaginary axes
of coaxal circles.
Show that this relation maps the strip
the upper half of the toplane.
< Im z <
\tt
conformally on
4. Prove that w
cosz maps the strip
< Rlz < ir conformally on
the whole wplane, supposed cut along the real axis from
oo to 1
and from
1 to
oo.
5. The circles z 1 = V2, z+l
V2 divide the zplane into four
domains, of which one contains the origin; show that this domain is
mapped conformally on \w\ < 1 by w = 2z/(l 2 ).
(Math. Tripos, 1932.)
6.
Find a function
w = f(z)
which maps
z
<
conformally on the
w=
exterior of the parabola v 2
correu\iv, with z
4m, where
sponding to w
3 and the positive directions of the real axes at these
points corresponding to one another.
7.
Prove that,
if
>
>
0,
(Math. Tripos, 1932.)
the equation
(a+b)z*2wz+(ab)
provides a conformal map of the annulus *J{(a b)/(a + b)} < z < 1
on the interior of the ellipse x2/a2 +2/ 2 /6 2
1, cut along the real axis
between
its foci.
Discuss the representation in the wplane of the curves \z\ = r,
a, and, in particular, the behaviour of the transformation at
points on the boundary of the annulus.
argz
8.
Prove that
w=
(1+z 3 2 j(l z3
(l+z 3 ) 2 +i(lz 3
)
2
)
2
)
the region \z\ < 1,
< argz < J77 conformally on \w\ < 1. Discuss the correspondence between the boundaries of the two regions.
maps
(Edinburgh, 1932.)
ww
CONFORMAL REPRESENTATION
203
domain S containing the circle \z\ = 1 is mapped conformally
on a region by w = f(z), the circle being transformed into a curve T.
9.
Show
that the curvature of
is
[i+bi{zT( 2 )//'(z)};k/'(z).
w
10.
Show
that
2 )]" 1 / 2
[w(l
dw
maps the upper
half of the wplane conformally
on the
interior of
in
square of side J ^/(cosec 6) dd.
TV
11.
Prove that
=
f
maps
<
\w\
(1
dw
4 ) 1 / 2
conformally on the interior of a square of diagonal
2 $ (lw*) 1 !* dw.
o
12. Show that the region outside a square
mapped conformally on \w\ < 1 by
13.
The function
inequality
/(z) is regular in
< M; moreover,/(0) =
/(z)j
to the function
prove that
14.
\z\
<
Show
plane Rlz
<
B.
,jy
15.
z
<
"
>
ft > 0, the relation
conformally on the strip
satisfies
the
';
',
,
conformally on
7rat> = 2ft log z
h < Rlw <
maps the
ft.
half
Deduce that
1+z
01.1log
= 2ft
__
h < Elw <
h.
The function /(z) is regular in \z\ < B, where its real part
an inequality Rl/(z) < ft; moreover, /(0) = 0. Show that the
satisfies
inequality
^
llm/WKlog^
2ft
z
holds
it
(CabatheodOey.)
TTIW
maps
B, where
By applying Schwarz's lemma
M*cf(z)'
that, if
>
<
z
c.
jtf{/(z)c}
(Z)
when
dw.
in the zplane can be
when
\z\
<
B. (Cabathodoby.)
CONFORMAL REPRESENTATION
204
16.
The function /(z)
is
negative; moreover, /(0)
\z\ < B, where its real part
considering the function
regular in
1.
By
1/(8)
show that the
inequalities
B+\ z \< VW\ < R\ z
IT
hold when
\z\
<
tl
R. (Lindelof.)
2R
Z
\
is
never
CHAPTER IX
THE GAMMA FUNCTION
The definition of T(z)
The problem of finding a function
9.1.
when x
continuous
was
a positive integer,
showed that the
x n)
>
first
of a real variable x which
to x\ when x
and reduces
solved by Eulerf
positive
is
in 1729,
limiting function^ U(x) of the sequence
H(x,n)
is
when he
lZ
(W
/ Ti w
i
l.
x
(*+l)(a;+2)...(a;+TO)
*'
2 *>"*
'
has the desired property. To prove this we observe that,
x,
a; is a positive integer and n
tt,
is
n\x\
>
~n =
when
x\nx
(+l)(n+2)...(n+a;)
(+*)!
/IHFSH)
as
> oo.
Euler also gave a definite integral formula for this function
II (a), which is most simply obtained by considering the expression
(lr) n  1 rc
dr,
which is now called an Eulerian integral of the first kind. When
n is a positive integer and x > 1, it is easily shown, by in
by parts, that the value of this integral is
Writing t = nr, we deduce that
tegration
II {x,
n)/nx+i
U{x,ii)= f
(l
J""
1
t
x dt,
from which
it
follows
(cf.
9.21) that
OO
U{x)=
eH x
dt.
He announced his discoveries in two letters addressed to Goldbach. These
are printed in Correspondance matMmatique et physique de quelques ceT&bres
geometry du XVIIIi sttcle (SaintPetersbourg, 1843), 1, 118.
% This notation is due to Gauss.
(
THE GAMMA FUNCTION
206
This infinite integral is called the Eulerian integral of the
second kind.
In the present chapter we consider the properties of the
Gamma functionf of a complex variable, defined by the
Eulerian integral of the second kind
00
= J e~U*i dt
r(z)
whenever
has
its
this integral converges
principal value),
and
(it
defined
being understood that V~x
by
analytical continuation
elsewhere.
Example. Show
The
9.11.
To
that T(n)
(w 1)! when n
is
a positive integer.
analytical character of V{z)
discuss the convergence of the integral defining T(z), it is
most convenient to write
V{z)
= <D(z)+T(z),
where
<S>{z)
oo
= f c^
dt,
T(z)
e~ x
dt.
We
consider the function Y(z) first.
Let us suppose that z lies in a quite arbitrary bounded closed
domain. Then there exists a constant A such that Biz ^ A
when z lies in this domain, and so
when
1.
But
since e
^A_1 tends to
zero as tf> +oo, there
depending on A, such that A_1
Hence we have
exists a constant C,
t
1.
when
e ^i
<
Ce when
<je u
given domain, and so, by the
test ( 5.52),
is uniformly and absolutely convergent. It follows, by 5.51, that T(z) is an analytic function,
z lies in the
the integral defining T(z)
regular in every
bounded closed domain, and
so
is
an integral
function.
f The notation T(z) is due to Legendre. For some purposes it is still found
more convenient to use the older notation of Gauss and write 11(2 1) for the
function denoted here
by
T(z),
THE GAMMA FUNCTION
To deal with
transformation
the integral for
t
\ju,
*(*)
207
simplest to
<J>(z), it is
make
the
which gives
= j e
uz ~x du.
xlu
<
0. It is,
This integral obviously does not converge when Rl z
in
any
bounded
convergent
however, uniformly and absolutely
closed domain which lies definitely to the right of the imaginary
axis.
For in such a domain an inequality Biz
and hence
8,
where S
>
0,
is satisfied,
e lluu Sl
<^
I
M Sl
> 1. The result stated follows immediately by the
and implies that <5(z) is an analytic function, regular
when Biz > 0.
We have thus shown that T(z) is the sum of an integral function Y(z) and an analytic function <I>(z) which is regular to the
right of the imaginary axis. We next show how to continue
when u
Jftest,
$(z) analytically across the imaginary axis.
If in the formula
<D(z)
e'F 1 dt
,
j
o
Taylor series and then integrate term by
term, as we obviously may when Rlz
0, we find that
we
replace er*
by
its
>
o>( Z )
But
(1)"
n\ (z\n)
and absolutely convergent
domain which contains none of the points 0, 1,
this series is uniformly
closed
in
any
2,...,
and so provides the analytical continuation of $(z).
The Gamma function is therefore of the form
where Y(z)
is
an
integral function.
'
'
The only singularities of
T(z) are thus simple poles at the points 0,
at z
n being ( l) n/n\
1,
2,..., the residue
9.2.
Tannery's theorem
In order to prove the identity of the Gamma function and
Euler's limit ( 9.1), we need the following lemma, which is the
THE GAMMA FUNCTION
208
analogue of a wellknown theorem concerning
Tannery.f
Km /(*,) =
Jf
Km
then
n><x>
provided that
f(t,
f
J
f(t,n)dt=
n) tends to
its
such that
\f(t,n)\
due to
HmAw =+oo,
9(t),
and provided also that
interval,
series,
f g(t) dt,
J
any fixed
limit g(t) uniformly in
a positive function M(t)
values of n and t, and also such
there exists
< M(t) for all
00
that J M(t) dt is convergent.
a
Let r be any number greater than
enough to make A > t, we have
Then
a.
if
is
chosen
large
An
GO
jf(t,n)dtjg(t)dt
+ ffdt
j(f9)dt
jgdt
A,
<
But
j U(t,n)g(t)} dt
since \f(t,n)\
< M(t).
\g(t)\
< M{t)
+j
\f(t,n)\ dt
+j
for all values of n,
\g(t)\ dt.
we
also
have
This gives
00
jf(t,n)dtjg(t)dt
T
<
00
{/(*,
n)g(t)}
dt\
J"
Now f(t, n)
a
< <
t
t,
2J
M(t)
dt.
converges uniformly to g(t) in the fixed interval
so the first term on the righthand side of this
and
inequality tends to zero.
A
lim
njoo
t See
Hence we have
oo
f(t,
n)dt
J*
Bromwich,
g(t) dt
<
j M(t)>dt.
Infinite Series (2nd edition), 49, 172.
THE GAMMA FUNCTION
209
00
we can make
Since the integral J M{t) dt converges,
the expres
on the righthand side of this inequality as small as we
by making t sufficiently large. But as the expression on
sion
please
the lefthand side of the inequality does not involve
t,
this
implies that
00
\l
lim
m>oo
and
so the
lemma
f(t,n) dt
 j g(t) dt
is
proved.
Example. Let F(n)
= 2 v (n),
where
r=0
with
n.
Then if v,(n) >
lim.F(n)
provided that ]vr (n)\ <
converges. (Tannery.)
M,.,
where
= fw
r=0
r,
r is
formula for
now show that, if
9.21. Euler's limit
shall
tends steadily to infinity
wr as n > oo for each fixed value of r, prove that
>oo
We
0,
independent of n and
~Mr
V{z)
then F(z, n) tends to P(z) as n > oo, the convergence being uniform in any bounded closed domain D which contains none of
the singularities of Y(z). The proof falls into two parts.
In the first place, we have
But
since
i+
K)'('+rwhen
r is large, the infinite
,+o
product
converges uniformly and absolutely in
to an analytic function
F(z), say. This, however, implies that Y{z, n) tends uniformly
to F(z) in D. It only remains to show that F(z) is identical with
4111
T>
V
THE GAMMA FUNCTION
210
by the theory of analytical continuation, it
prove this whenf Biz
1.
if n is a positive integer and Rlz
1, it is easily shown
r(z); moreover,
>
suffices to
Now
by
>
by parts that
integration
V{z,n)
=n
(1r)"^1 dr
(lYt^ 1 dt.
f
o
It will follow that
00
T(z, n) 
eHf 1
dt
T(z),
provided that we can show that the conditions of Tannery's
theorem are
From
satisfied.
the equation
wwr**follows that,
it
^ ^ n,
when
2n
o
Hence,
if
x denotes the
real part of z,
ix+l
and so
as
(l
 ]
+
n > oo, uniformly with respect to
first
e*1
t
condition of Tannery's theorem
Again,
we
also
in
is
any fixed
thus
interval.
The
satisfied.
have
00
But
since
>
1, J e
^* 1
dt converges
and the second condition
of Tannery's theorem is satisfied. This completes the proof of
Euler's limit formula for T(z).
f
We
take Rl z
>
limit of integration.
1 instead of
Rl z
>
to avoid difficulties at the lower
THE GAMMA FUNCTION
we have shown
211
It should be observed that
incidentally that
This formula
is also due to Euler.
Example. Show, by vising Hurwitz's theorem
6.21,
Ex,
2),
that
T(z) never vanishes.
9.22.
Two
We
shall
important identities
now deduce from Euler's limit formula the two
important identities
= z r(z)
= Trcosec
r{z+i)
and
r(z)r(lz)
To prove
the
T(z+1)
ttz.
we observe that
identity,
first
^^
= lim
+ 2)...(z++l)
,(z+l)(z
n\ns
= zlim
nrMoZ(3+l)(z+2)...(z
+ ) z+n+1
= zT(z).
From
this it follows
integer,
Again,
p(n)
we
also
immediately that, when n
_ 1} p(l) =
"lUL
>ooZ(z+l)...(z
TC
^_^
mlml ~z
lim
72,)
m^oo(l z)(2 z)...(m+l z)
nlnln
= lim
*=oZ(l 2
Z2 )(2 2 Z2 )...(2 Z
Hence, by the example of
1.
Prove that T(i)
2.
Show
= TrcosecTTZ.
Vtt.
that
(2n)!
6.83,
T(z)r(l z)
Example
Example
a positive
have
= hm 
r(z)r(lz)
(n
is
2 inrHT(n
+ i)/^TT.
)(rc+l_ Z )
THE GAMMA FUNCTION
212
Example
3.
Show
that, if
a; is
r ^i
real,
JLm^Y
Example 4. Prove that T(z,n) = nT(n+l)T(z)IT(n+z+l).
duce that n z T(n)IT(n+z) * 1 as n > co.
C Example
5. If
De
denotes the derivative of log T(z), show that
<Jj{z)
tjj(lz)
l]j(z)
9.23. Legendre's duplication
7T
COt 773.
formula
was shown by Legendxe that T(2z) can be simply expressed
in terms of T(z) and T(z+). To prove this result, we observe
that, by 9.22, Ex. 2,
It
r(2z, 2)
=
If
2z(2z+ i)(2z+ 2)...(22+2)
2 2z
~1
n2zn\ T(n+%)
\/nz{z+l)(z+2)...{z+n)(z+^)(z+l)...(z+n^)
22Z_1
nz n)T(z+
we now make n > oo and
find that
^V^z)
n)
r n + X^ z +i+ n
(
use the result of
2
2 * i
9.22,
Ex.
4,
we
r(z)r(z+i).
Legendre's duplication formula.
This
is
9.3.
The Eulerian
integral of the first kind
The Beta function B(p,q) is a function of two complex
variables p and q, defined by the Eulerian integral of the first
kind
B(p,q)
1
j tP^lt)^
dt
whenever
this integral converges, it being
p,i
_e
(i_)gi
(pi)\ogi
}
understood that
=e
(ai)iog(i0
where the logarithms have their principal values. This equation
defines B(^, q) when the real parts of p and q are positive. For
other values of the variables, the Beta function is defined by
analytical continuation.
As we have just seen, there
is
a close connexion between the
THE GAMMA FUNCTION
shall
now
213
kind and the Gamma function. We
exhibit this connexion more fully by showing that
Eulerian integral of the
first
q'
F(p+q)
Tor simplicity of proof, we assume temporarily that the real
parts of p and q exceed unity.
Let us denote by SR the square bounded by the lines x = 0,
x B,y = Q,y=R. We then have
CO
T{p)T(q)
j"
00
e xaP~ l dx
e^ 1 dy
= hm
R^J
= lim
dx
dy ex yxp 1y^ 1
exvxPhfl 1 dxdy,
f f
Rhx>JJ
Sb
the double integral being equal to the repeated integral since
the integrand is a continuous function of both variables. We
next show that
T(p)T(q)
lim
f f
erxvxvryi\ dxdy,
Tr
TB denotes the triangle bounded by the axes and the line
x+y = J?.
where
For,
if
we
call the
integrand f(x, y),
/(*, V)
dxdy
J" J"
we have
jj f{x, y) dxdy
tr
Sb
jj fix,y)dxdy
1xTs
<
<
jj \f{x,y)\dxdy
jj
Sb
But
dxdy jj
\f\
\f
dxdy
= jj
sK
dxdy
SrI%
this last expression tends to zero as
jj
Sji
\f\
e va>Rij>iyHii
B * oo,
since
dxdy > r(Rl^)r(Rlg).
THE GAMMA FUNCTION
214
Hence
T(p)r(q)
lim
f f e *J'a;
q,
R
T(p)Y{q)
= Km
**%
the substitution
^i(l q)i
<Zq
e^+a1 d X
^ x (l <) a_1 <&
effw 1 df
CO
V"
**T,
equation we now make
we obtain
If in this last
x+y
V(p+q)B(p,q).
when
the real parts of p and q exceed
whenever the integral
however,
unity. The result still holds,
the
real parts of p and
defining B(p,q) converges, that is, when
q are positive. For the expressions on each side of the equation
are regular analytic functions of each variable.
We have thus proved that
This proves the theorem
w*
Bip
'
\
q)
 TMEM
~ W+rt
when the real parts of p and q are positive. For
of p and q, this equation is to be regarded as the
other values
definition of
the Beta function.
An important generalization of the Eulerian integral of the
first
kind
is
due to Pochhammer,f who showed that, with
this
general definition of the Beta function,
zP^l zY~x dz
4:e^+^i smTrpsimTqB(p,q),
denotes a rather complicated contour encircling each
and 1 twice in opposite directions. For the
of the points
details of this we refer the reader to Pochhammer's original
where
memoir.
9.4. Euler's constant
We now show that the numbers
= 1 +l + l + +l~ 1S n (n=
1,2,3,...)
f Math. Annalen, 35 (1890), 495. See also Whittaker and Watson, Modern
Analysis (1920), 2567.
THE GAMMA FUNCTION
215
form a convergent sequence whose limit y lies between and 1.
This constant y, which is approximately equal to 05772, is of
great importance in the theory of the Gamma function and is
known as Euler's constant.
To prove this, we observe, in the first place, that the sequence
usually
is
a steadily decreasing one. For
*+i
u.
On
= rjlog(n+l)+log% = _L+Iog/l
n+1
nfi
the other hand, since
1/t
decreases as
+J>
1+1 + 1+
dt
>
4.
L\ < 0.
n+1)
increases,
l
+1
1
.
>
from which
it
follows that
1
< un <
1.
The sequence is, therefore, bounded and steadily
and so tends to a limit y. Moreover, by the last
y must lie between and 1.
9.41.
The canonical product
decreasing,
inequality,
for 1/T(z)
We have already seen that T(z) is an analytic function which
has no zeros and has simple poles at the points 0, 1, 2,...
From this it follows that l/r(z) is an integral function with
simple zeros at the points 0,1,2,.... We now exhibit the
property more clearly by proving that
TO^n(HM'
is an integral function of order
due to Schlomilchf and F. W. Newman. J
To prove this, we start with the equation
so that l/r(z)
is
This formula
_ z(z+l)(z+2)...(z+n)
r(z,ra)
t Archiv der Math,
t
1.
n\nz
und Phys. 4 (1844), 171.
Cambridge and Dublin Math. Journal, 3 (1848), 5760.
216
in the notation of
r(^j =
2 1
(
THE GAMMA FUNCTION
9.21. Hence we have
1
+l)( +l)(
+$ e
2log "
= 2 exp(2 (l + I + ^ + + I_log W J} {(l + ^
))
...
as n > oo, by the result of
the required result.
9.5.
Asymptotic expansions
A series
+^+^ + ...+^ +
which
may
zn
z2
all
Since T(z, n) > V(z), this gives
9.3.
...,
either converge for large values of
values of z,
is
F(z), valid in a given range of values of arg z,
value of n, the expression
z4F{ Z )A
When
\z
or diverge for
if,
for every fixed
^l^...M
n
z2
tends to zero as
z
an asymptotic expansion of the function
called
> oo, whilst arg z remains in the given range.
this is the case,
function and the series
we denote the
by writing
relationship
between the
F(z)~A +^+^+....
This definition, which
is due to Poincare,f implies that the
between ^(2) and the sum of n terms of its asymptotic
expansion is of the same order as the (+l)th term when \z\ is
large, a fact which often renders an asymptotic expansion more
suited for numerical computation than a convergent series.
If a function F(z) possesses an asymptotic expansion
difference
F(z)~A +^l+^+...,
2
z
t Acta
Math. 8
(1886), 295344.
THE GAMMA FUNCTION
the coefficients are determined successively
lim F(z)
=A
217
by the equations
]imz{F(z)A
=A
1,
\z\>QO
lim
#{f(z)AiM = A 2
isl
and so on. On the other hand, a knowledge of the asymptotic
expansion does not determine the function, since two functions
may possess the same asymptotic expansion. For example, ellz
and ellz \e~z have the same asymptotic expansion
z 2 .2!
z.l!
valid in the angle argz
9.51.
<
\it.
A more general definition of an asymptotic expan
sion
It
may happen
possess
that, even though the function F(z) does not
an asymptotic expansion, there exists a function G(z)
such that
VM
G(z)
z2
in a certain range of values of arg z. In this case,
The term A
G(z) is called the
we
shall write
dominant term of this asymptotic
representation of F(z).
Example
1.
Show
that, if /(z)
~ 2 Am z~m and
9( z )
~ 2 Bm z~m
***
the same range of values of argz, then
Cm = A Bm +A x B^+Az Bm_^+...+A m B
where
Example
2.
Prove that,
if
f{x)
<~2^m a;
a
positive,
then
Z* mxm
i
~OT
when x
is
large
and
THE GAMMA FUNCTION
218
9.52. Watson's
lemma
The following lemma, due to G. N. Watson,f enables us to
determine very simply the asymptotic expansion of a function
defined by a definite integral. Although the type of integral
considered is apparently very special, the lemma does, in fact,
cover many of the cases which occur in analysis.
Let us suppose that f(t) is an analytic function, regular, save
possibly for a branchpoint at the origin,
a and 8 are positive, and let
when
< a+8,
\t\
= 2 am ^)x
/(*)
when \t\^.a,r being positive. Let us suppose, further,
t is positive and t^ a,
1/(01
where
that,
when
< K4*
K and b are positive numbers independent of
'
where
t.
Then
GO
F(z)
f e*f(t)
o
am V{mlr)zm
dt~f
m=1
'r
and argz < %tt A, where A is an arbitrary
positive number. The lemma states that the asymptotic expansion is obtained by substituting in the integral the series for/(<)
and then integrating formally term by term.
To prove this lemma, we observe that, having fixed a positive
when
\z\
integer
is large
M, we can
find a constant
Ml
f(t)
is
true
such that the inequality
am #mMA
<
CHfmsiijt
when t^0,no matter whether
Ml "
F(z)
=2
< a or not.
er*am &&i dt
+BM
Hence,
if
Ml
= 1 am T(mlr)zl*+RM
m=l
we have
to
show that
M BM is bounded as
t Proc. London Math. Soc.
Functions (1922), 236.
>r
(2),
17 (1918), 133.
\z\
> oo.
See also Watson, Bessel
Writing z
THE GAMMA FUNCTION
x\iy, we find that
\Rm\
=
<
219
j e*[f(t)2a*fi**}
dt
exi ClfM^ 1 e bt dt
_
~
CT(M/r)
{xb) M r
'
xb is positive. But from the condition
\n
A,
we have x ^ Z sinA, so that x 6 is positive
<
> tcosecA. Hence, when argz < \tt A < Jw and
provided that
argz
if
Z

\z\
> fecosecA, we have
Mlr
Z
**'
<
CT{MJr)\z\^
( Z
sinA6)^
this completes the proof of the
9.53.
We
now
(1)
'
lemma.
The asymptotic expansion
shall
_
~
of T(z)
discuss the behaviour of T(z) for large values
by finding the leading terms in its asymptotic expansion,
valid when [argz < it. One way of doing this involves proving
of
\z\
first Stirling's!
logr(z)
In
asymptotic series
Z _i)l 0gz
_ z+i
0g (2.)+
this formula, the coefficients
defined
^Jtg^.
are Bernoulli's
numbers
by the expansion
izcothiz
= 1+2 ( 1 r_ljB'(^)!)
T S= X
The required asymptotic expansion of T(z) can be deduced from
its logarithm, though it is difficult to give any simple
that of
formula for the coefficient of the general term.
As this methodj involves a number of difficult preliminary
transformations, we obtain here the asymptotic expansion of
First published in his Method/us differentialis (London, 1730), 135.
j See Whittaker and Watson, Modern. Analysis (1920), 24653.
f
THE GAMMA FUNCTION
220
T(z) directly from the definition as an integral, by a method
based on Watson'sf discussion of a closely related problem of
Ramanujan.
When
and
z is real
positive, the transformation
T(z)
and
=  r(l+z) = 
Although we have proved
real
f e't* dt
z~zez V(z)
so
and
= z er
z
f (ne 1 ")*
du
(we 1 ") 2 du.
by supposing that z is
by the theory of analytical
this formula
positive, it will also hold,
any closed domain
continuation, in
zu gives
00
00
in
which z~zez Y(z)
is
regular
and the integral is uniformly convergent. The formula is, therefore, true when Rlz > 0.
Let us suppose, then, that Rlz > and that \z\ is large. We
from
from
to
1
to
1,
u increases steadily
from
and then decreases steadily from
observe that
ue>~
as
to
u increases
u increases
We now write
oo.
oo
T()
(we 1 ")*
du
+ j (Ue  V y dU,
x
it
to 1 as
1
being convenient to use different symbols for the variables
in the different parts of the range of integration.
we make the
If, in the second integral,
e~'
from
Ue1  17
1
to oo
increases steadily
on the other hand,
from
if
to oo as
we put
er
first integral, t
decreases steadily from oo to
from
this
to
1.
In
way we
substitution
increases
= ue ~ u in
x
as
the
increases
obtain the equation
00
to which
we may apply Watson's lemma.
Now U and u
are the
t
t Proe. LoncUm Math. Soc.
end of the present chapter.
two
real solutions of the equation
= u 1 logtt.
(2),
29
(1929), 293308.
See also Ex. 18 at the
THE GAMMA FUNCTION
221
In order to determine the nature of these solutions we consider
& = wlogQ+w),
the equation
denning
as a function of the complex variable .
regarded
as a function of w, is twovalued in the
,
neighbourhood of the origin, its two branches being
Now
Since each branch
<
= w(l wfw;
2
an analytic function of w, regular when
is
with a simple zero at
that the equation
\w\
1,
.)i/a.
w=
follows,
0, it
= w{\ %w+lw
2
...)
by
6.22, 6.23,
1/2
possesses a unique solution
regular in a neighbourhood

<p
of the origin.
As we saw
in 6.23, the coefficients a n are given by the fact that
residue of t,~ n at
0; in particular,
a2
3>
ai
86'
270'
We shall denote this solution by w^jC).
is
the
4320
Similarly, the solution of
= w (l fw+1102
where w
< p, is w = w
...)l/2,
= w i( )

2 ()>
2 ()
have thus shown that the function w{t) defined by the
regular in
We
ah
na n
equation
= w log(l+w)
has two branches w = w (0> w = w
each regular in a neigh,
.,.
2
2 (),
bourhood of the
larities
origin.
The only branchpoints or other singu
of m>() are the points at which dwjdt,
Since
dw
1.
zero or infinite.
_ Ul+w)
w
d
these are
is
and the points corresponding to
Of these,
is
w=
w (),
not a branchpoint of
and
and
the value of corresponding to w
1 is infinite; thus the
only singularities of w^jX) of finite affix are given by 2
imri,
where n
is
a positive or negative integer. Similarly for
w> 2 ().
THE GAMMA FUNCTION
we now put 2 = 2t, we see that the functions U, u are
regular when \Lmt\ < 2n, save for a branchpoint at the origin,
and that, when \t\ < 2tt,
222
If
U=
l+(2tyl*+a 2 (2t)+a3 (2t) s l*+ai (2ty+...,
l(2t)^+a (2t)a3 (2tfl 2 +ai (2t^...,
;i
the square roots being positive
when
is
real
and
positive.
Lastly, since
dt
d(Uu)/dt is bounded when
lemma
son's
> e > 0.
The conditions of Watsatisfied, and the asymptotic
are, therefore, all
expansion of
is
Ul + lu'
dt~Ul~i~lu
obtained by substituting for
and u
their expansions in
powers of ^j{2t) and integrating formally term by term. From
this it follows that, when argz < \n A < \n and \z\ is large,
ze?r(z)
~ V( 2 r (4)+ 3r (f)3(2/2)+5r(l)a
~ V(2W2)[l+3 /z+lW3 +]
6 (2/
/2)[
Z )2
...],
Hence the required asymptotic expansion
1
The range
9.54.
of
*>~r/(7)[
is
+i5+se +
]
of validity of the asymptotic expansion
We next prove that this asymptotic
expansion of T(z)
is
valid
\z\, except when z lies in an arbitrarily
small angle enclosing the negative part of the real axis.
followed from
The validity of the expansion when El z
for all large values of
>
applying Watson's
lemma
to the formula
CO
z~zeV{z)
e~d F{t) dt,
where
F(t) = d(Uu)/dt. Now by applying Cauchy's theorem
to the integral of e^Fty) round the complete boundary of the
THE GAMMA FUNCTION
< R bounded by axgt =
show that, if \n < a < \n, then
sector of
e<*F(t) dt
= j exp(zte
223
and argt
*
ai
<x,
we
easily
)F{te ai )e ai dt
when
the real parts of z and ze ai are positive. But the latter
integral converges uniformly in any closed domain for which
Rl(ze ai )
and represents an analytic function. The expres
>
on the lefthand side of this equation is equal to z~seT(z)
when Biz > 0. Since the halfplanes Rlz > and Bl(ze orf ) >
have an area in common, it follows, by analytical continuation,
sion
that
oo
zse*r(z)
exp( zteai)F(te ai )e ai dt
when m(ze ai )
> 0, provided that fn < a <
Writing temporarily
ai
for ze ,
far.
we obtain, by Watson's lemma,
00
a<
i
af
j exp(z*e )f(te )e
o
dt
e ^F(te ai )e ai dt
J*
\z/
From
12
i"288^"7
T 12z T 288zaT
this it follows that
V\/\
when
arg(ze a *)
12z^288z2^
<
Jtt A, where A is an arbitrary positive
number. But since a is any number between frr, this implies
that the asymptotic expansion is valid under the single restriction argz
77 8, where 8 is any positive number.
<
9.55.
The asymptotic behaviour
of \Y(x+iy)\
when y
is
large
Since T(z) takes conjugate complex values at points which
are symmetrical with respect to the real axis,f we have
iW =
t This
it is
real
r(z)r(z),
obvious from the canonical product for l/r(). Alternatively
a consequence of Schwarz's principle of symmetry ( 8.4), since T(z) is
when
is
z is real.
THE GAMMA FUNCTION
224
and
when
so,
<
argz
it,
r(z)l
Writing
= x+iy,
\T{x+iy)\
~27re*V25/z
this gives
2TTe 2x (x+iy) x+iv (xiy)
= 2ire2x (x +y
2
Then
~
?/
is
large
l\z\
2ire2
"Oyix^ny+ix
r(x+iy)
results,
\T(x+iy)\
is finite
e^+2 arctan
27rt/2*i e 7'.
~ 2tt( yf*H
\T(x+iy)\ =
Combining these two
when x
2

we remember
follows immediately if
+tl
and negative, the corresponding asymptotic
formula
9.56.
e 2vaT8z
(~2\a;l/2
1
When
x  iv
suppose that y increases indefinitely, whilst x remains
Now
finite.
x  ll2
and
\y\
Another proof
that
\T(xiy)\.
we
~ V(2^)
have, finally,
\y\*V*er*yU*
large.
of Legendre's duplication
formula
We now
give an alternative proof of Legendre's duplication
formula, depending on the use of Liouville's theorem.
Let us consider the function
= 2 *r(z)r(z+i)/r(22
2
<f>(z)
).
Its only possible singularities are the poles of the
numerator and
the zeros of the denominator. Now the numerator has simple
0, 1, 2, 3,...; but since these
poles at the points 2z
points are also simple poles of the denominator, they are not
singularities of <(z). The denominator T(2z) never vanishes.
Hence
<(z)
has no singularity of finite
affix
and
so
is
an
integral
function.
Again
<j>(z)
is
a periodic function of period
flz+1)
fa)
2 s(s+i)
(2z+l)2z
1,
since
by the recurrence formula for the Gamma function. Hence, if
we can show that fa) is bounded when Rlz > 1, say, it will
THE GAMMA FUNCTION
by periodicity, that it is bounded all over the
But, by the asymptotic expansion of r(z), we have
follow,
<f>(z)
1/2
(l
2(j)
+ ^( +
1
y=
225
zplane.
2^1 + 0(1/ W)}
when \z\ is large and argz < w Hence <j>{z) is certainly
bounded when Rlz > 1.
We have thus shown that </>(z) is an integral function which
remains bounded as z^oo in any manner. By
Liouville's
.
theorem, this implies that </>(z) is a constant, its value
2Vtt being
found by making z>oo. This completes the
proof of Legendre's dupHcation formula
77*r(2z)
Example. Prove Gauss's
tive integer,
r( Z )r( z
2^ir(z)r(Z +).
multiplication theorem that, if
+I)r(z+ ^)...r(z + ^1 =
)
n is a posiv
(2w )*<"~*r(n*).
Hankel's contour integral for l/r(z)
The Eulerian integral of the second kind denned
T(z) only
when the real part of z was positive. We now
introduce a
9.6.
contour integral, due to Hankel.f which represents
the
function under
much
Gamma
less restrictive conditions.
Let us consider the contour integral
dtz dt.
The integrand has, in general, a branchpoint at the
origin, but
each branch is a onevalued function of t, regular
in any domain
of the complex plane supposed cut along the
co
to
0.
real axis
We choose the branch for which
(ftz
= e's
from
10 !?',
where log* has its principal value.
Let D be a contour in the cut plane which starts at
p on
the lower edge of the cut, goes round the origin
in the positive
sense, and returns to
p on the upper edge of the cut. This
contour can be continuously deformed without crossing
the cut,
t Zeitschriftfur Math. u. Phys. 9 (1864).
4111
7.
THE GAMMA FUNCTION
226
until
from
p to 8,
edge of
upper
and then the
consists of the lower edge of the cut
it
< 8 < p, the circle
where
the cut from
to
\t\
8,
p. This deformation does not
alter the
value of the integral.
Now on the upper edge of the cut, we have t uevi where
u is real and positive, and so the integrand takes there the value
g uzlogu ZTTl == g ^z qS7.
Similarly
grand
is
on the lower edge of the cut
now
e~ w u~ z eZ7ri
= ue, and the inte
Hence we have
p
f e't~z
dt
(e* ezni )
e uu~ z
du +1,
I=j exp(8tP)&&*H d0.
where
77
But
if z
= x\iy,
IT
\I\
<
&xe* oose+y6 dd
<
2TT^ x e
h +^y\
7T
and so / tends to zero with
thus shown that
8,
provided that x
<
1.
We
have
p
z
f eft~
dt
2ismrrz
e~ u u~ z dz,
>
0.
provided that Rl(lz)
obtained from
contour
the
denote
Now let C
p tend
to infinity.
We
by making
then have
00
[4tz
dt
= 2isin7TZ
&
Since r(z)r(l z)
e~ uuz
du
2&'sin7rzr(l z).
= TrcosecTrz, it follows that
^J_ = JL
1
^(Z)
f <}t z dt.
2771 J
o
>
0,
Although we have only proved this formula when Rl(l z)
analytical
theory
of
the
of
z,
by
values
aU
for
it does, in fact, hold
continuation, since the expressions on each side of the equation
are integral functions.
THE GAMMA FUNCTION
227
This completes the proof of HankePs formula, that
o
for all values of
where the contour
z,
starts at the point
on the real axis, encircles the origin once in the
and returns to its startingpoint.t
It should be observed that
(2 )
save
0,
we have shown
o^
2^ sin 772 J\
J*1
oo
positive sense,
incidentally that
dt
for all values of
z,
1,
2,...
REFERENCES
N. Nielsen, Handbuch der Theorie der Gammafunktion
(Leinzis
8
1906).
'
E. LnsTDBLOF, Le calcul des residus (Paris, 1905), Chap.
IV.
MISCELLANEOUS EXAMPLES
By
integrating pier* round the complete boundary of a
quadrant
of a circle, indented at the origin, prove that
1.
OO
^e* dt =
e"zi / 2 r(z)
provided that
<
<
Rlz
Deduce the values of
1.
00
00
tf^cos t
f t'tsin t dt.
dt,
o
2.
By
integrating
~H~ round a
l
suitable closed contour,
show that
CO
f e stt*i dt
s~T(z)
provided that the real parts of s and z are positive. Deduce the
values of
00
j*
^iecoscos (A<silla)
df
when A > 0, x > 0, and Jtt < a <
3. Show that, when x is positive,
which occurs between
t
and
%tt.
T(x) has a single
2.
We shall frequently write
(0
+
f
oo
for
minimum
value
THE GAMMA FUNCTION
228
CO
Show
4.
B(p,q)
that
provided that the real parts of
T(Z)T{1Z) = TTOOSeOTTZ.
Prove that
5.
jf^^+i'
p and
Deduce that
q are positive.
, ,.
/ 2
provided
that,
Show
6.
the real parts of p and g are positive.
that,
when the
real parts of p
and q are
positive,
(o+6)W
(a+&*)"+
J
o
provided that a/6
by
Prove,
7.
uvw
z,
is
not a real number between
and
1.
y + z,
using the transformation u = x+y+z, uv
if /(*) is continuous and a, /3, y are positive,
or otherwise, that,
where the triple integral is over the volume bounded by the coordinate
planes and the plane x+y + z = 1. (Dibicbxet.)
t,y = t+u, or otherwise,
Prove, by using the transformation xy
are
positive,
and
and
a.
continuous
j8
is
that, if /(*)
8.
f dx f
9.
wwxrvii^
Show
that Euler's constant y
is
ff+ffl
J/w(
*)* fP ~ 1 *
given by
*s[/{(^?J(3"?
L
10. If
tji(z)
denotes the derivative of logics), prove that
oo
*>=yjJ+2sii)
THE GAMMA FUNCTION
229
Deduce that
0(1)
= y+ ^f
0(n+l)
y,
7=l
00
Show
also that
il>'(z)
rs
A* (n+zf
>
;
n=
11.
Show
that
0(4)
12.
y21og2,
Prove that, when Rlz
*'>
>
fcr.
0,
= J(tiS*)*
Deduce that
oo
0(z+l)
13.
0'()
Prove that,
if
= +k>gz
Rlz
>
(jcoth^ je^cft.
0,
221
i+'
J
d<
Deduce that
 dt
(l
+ )A0(z).
i0(z
+ )log
T(x+i)T(y)
log
&
r(y+4)r(a;)
provided that the real parts of x and
14.
Show
are positive.
2/
and
that, if the real parts of a
6 are positive,
1a;
o
Deduce that
l
(a^a^Xlas")
_,
(lx)loga;
T(a + c)r(6)
B r(6 c)r(a)'
+
provided that the real parts of
15.
c+o,
a, b,
The logarithmic integral function
li(z)
is
+c
loi
OC
Prove that
li(e_z )
all positive.
denned by
dt
are
du,
THE GAMMA FUNCTION
when argz < ^7r A < \tt,
230
and deduce
that,
(1
16.
Show
when
that,
\tt A
<
arg2
2<
1!
<
3'
\tt,
CO
f _.
.,
J\
a1
(al)(a2)
(Leqendbb.)
17.
The
error function
defined
is
by
00
Erfcz
Prove that, when
argz
<
<
77 A
f ert'dt.
tt
/i_j_+i^_i^_5 +...).
41J+
2 z
18.
Show
2V
3 6
2 2z 3
l2s
that, if
1
+ V. + 2l +  + (nl)l + n\n
*6
'
co
01 (we1")" cftt '
Deduce
that, as
n >
(Ue l~ u ) n dV\.
'
'
00,
f'~
1,_*
r
135n
_ "*"""'
2835w 2
(Ramanttjan, Watson.)
19.
Prove that,
if
1 + ... + <<>,
<*=!_
then
Hence show that, as n
1 to , and that
e 
1_1
dw,
H'3'
increases
from
to
00,
<f>
n decreases steadily
from
^~2 + 8^ + 32^ + 20.
Deduce from Ex.
12 that,
if \z\ is
large
and
argz
<
\tt,
then
Hence show that
logr(z+l)
~(z + i)logzz + ilog27r+
J^T^i
t Use 9.51, Ex. 2. The constant \ log 2tt is determined by using the
dominant term of the asymptotic expansion of F(2+ 1).
THE GAMMA FUNCTION
Find an asymptotic expansion, valid when
21.
Rl z
231
>
0,
is
\z\
and
large
of the function
V(i+*)'
Extend the range
of validity of this expansion
= 4 (^ cos z  Y sin z),
2L* dt
Vz
V*
and deduce that
Z
00
= V(Xsinz+Fcosz),
^dt
Vz
Vi
where,
when
\z
is
>
and Rl z
large
0,
1.3.5.7.9
1.3.5
X ~2z~lW +
v
X
22.
Show
that,
when
13
l3g7
2_t"
i
(2z)
is
\z\
large
cos(tz)
(2z) 5
(2z) 4
and
,,
argz
<
Jot A
<
Jot,
5!
3!
*2
z4
z6
2!
4!
z3
z5
Z
OC
sin(iz)
,,
23.
By
integrating
ttz*
coaeCTTSJT(\s), where z
the rectangle with vertices
that
2m
Prove that
S
>
this
is positive,
aiB, RiR, where a
is
positive,
round
show
(7+ooi
z~ s T(s) ds
e z
J
a ooi
formula also holds when argz
<
J77 8, where
0.
24.
Deduce from Hankel's contour
= 2m
_L
T(z)
where a
>
0,
25. /() is
where c
is
provided that Rlz
>
integral that
a+coi
Jtr*dt,
J
0.
(Laplace.)
an analytic function of z, regular in the halfplane Rlz < c,
ar denotes the value of the rth derivative of /(z) at
positive;
THE GAMMA FUKCTION
232
Show
the origin.
that the equation
(0+)
\mzf
a 1
dz
2isina w
f> 1
[f(t)a
+a t1
^+
...
+ (l)*+^t*}dt
o
is
provided that the integer k
true,
lies
between Rl( a) and Rl( a 1 ).
(Cattchy.)
26.
Prove that, when Rl z
<
0,
00
where k
is
the integer which
between Rl( z) and Rl( z I).
lies
(Saalschutz.)
27.
Show
 =
that the equation
l(z
infinite sets of roots,
(logB)
as
n >
oo,
28.
where
which behave asymptotically
rc{l
integer n.
+ l)
c,
^ 0,
has three
like
+ o(l)},
,i'T^i,;Tj^;
one root of each set being associated with each large positive
(Habdy.)
Show
that the inverse factorial series
00
z(3+l).. .(z+n)
converges whenever J,an n~ z is convergent, provided that z is not a
negative integer or zero; and conversely.
Prove also that the convergence of either series is uniform in a bounded
closed domain D, if it is uniform for the other, provided that
contains
none of the points 0, 1, 2,...
(Landatj.)
CHAPTER
THE HYPERGEOMETRIC FUNCTIONS
10.1.
Homogeneous
Before we
linear differential equations
discuss in detail the properties of several im
portant analytic functions denned by differential equations, it
is desirable to consider whether there exists an analytic function
w(z) which satisfies the homogeneous linear differential equation
dnw
.& n
x
.dw
where the coefficients p^z), p 2 (z),..., p n (z) are analytic functions
whose only singularities of finite affix are poles, and, further,
if such a solution does exist, to ask what effect the singularities
of the coefficients have on the nature of the solution.
The simplest equation of this type
d
+p(z)w
presents
solution
On
little difficulty.
is
Its variables are separable,
= exp
i
and the
p(z) dz\.
the other hand, the equation of order two
^+p(Z
Tz
+q(z)w=0
has no such simple solution. We restrict our attention to this
equation for two reasons; firstly, the analysis in this case is
easily extended to the more general case, and, secondly, the
particular functions with which we deal in the sequel do, in
fact, satisfy
point z
secondorder equations.
is
said to be
an ordinary point of
this differential
the functions p(z) and q(z) are regular in a neighbourhood of z all other points are called singular points of the
equation
if
differential equation.
10.11.
The
solution near an ordinary point
We now show that if z G is an ordinary point of the equation
d
dii)
in)
+piz)
Tz
+q{z)w==0
THE HYPERGEOMETRIC FUNCTIONS
234
if a Q and a x are two arbitrary constants, there exists a unique
function w(z) which is regular and satisfies the differential equation
in a certain neighbourhood of z and which also satisfies the initial
conditions w(z ) = a w'(z ) = a v This theorem, which is due
to Fuchs,f shows that the only possible singularities of the
and
function defined
by the
the coefficients p{z) and
differential equation are the poles of
q(z).
For simplicity we suppose that z is zero. Then since p(z)
and q(z) are regular in a neighbourhood \z\ < R of the origin,
they are expansible as Taylor
series of the
form
CO
00
the radius of convergence of each series being not less than R.
find a formal solution by substituting
We now try to
=a
r a 1 z\a 2 z
J
\...
in the equation
d2 w
\p
dw
st
and equating coefficients. This gives
2a = a p +a q
2.3a = 2a # +a +a
x
1 ;p 1
1 g'
+a
g1
and, generally,
(nl)nan
(nl)an _ 1 p +(n2)an _ 2 p 1 +...+a 1 p n _ 2 +
+ an2Qo + an3.Ql+ + a
a n3+ a On2
These equations determine the coefficients an successively as
linear combinations of a and a x
We next show that this power series which satisfies the differential equation formally and also satisfies the given initial
conditions, has a radius of convergence which is not less than R.
The proof of this is rather difficult, since we know very little
about the coefficients pr and qr
and
the maximum values, necessarily
Let us denote by
.
f Journal fiir Math. 66 (1866), 121. See also Forsyth, Theory of Differential
Equations, 4 (1902), Chap. I, and Bromwich, Infinite Series (1926), 162.
} This involves no loss of generality. For, if z a is not zero, we make the
transformation z'
zzn
THE HYFERGEOMETRIC FUNCTIONS
finite,
of
\p(z)\
and
on the
\q(z)\
circle
\z\
235
where
r,
<
R.
Then, by Cauchy's inequality, we have
\p n
and so
\p n
< Mir",
\qn
< K/r",
\qn
< N/r\
< K\r^\
M and Nr.
where K is the greater of
Writing b and 6 X for a
2K
and
so
and
x
we have
respectively,
< ^M+^oltfol < b K+b
\a
<b
26 = 2b K+b
2
where
\a x
K\r
<
K+b
2b 1
KJr,
K/r.
Similarly,
< 2o
+6
H6 1 +6
< 2b K+2b Kr +b Kr~
< 3b K+2b Kr +b Kr\a
and so
^6
2.36 = 36 Z+26 ^r +6 ^r"
where
Proceeding in this way we find that \an < b n where
(nl)nb n = nb n _ K+(nl)b n _ Kri+...+b Kr n +K
2.3o,
2 i>
>
j 1
1 g
From
this equation
we
see that the coefficients b n are con
nected by the recurrence formula
{nl)nb n {n2){n\)b n _ 1 r^
But
as
n2
Kx
nr
this gives
>
2 b n zn
oo,
is
= wh n _
K.
n
so that the radius of convergence of the power series
6 m it follows by the comr. Since, however, \a n
\
<
parison test that the radius of convergence of
2 an zn cannot be
than r; moreover, as r was any number
shows that 2 an z converges when \z < R.
less
less
than R, this
The function
w(z)
=^?an z n
o
is,
\z\ < R and satisfies the prescribed
The formal processes of termby term
multiplication, and rearrangement of power
therefore, regular
when
conditions at the origin.
differentiation,
THE HYPERGEOMETRIC FUNCTIONS
236
by which this function was made
to satisfy the differential
equation are now seen to be completely justified, since all the
series involved converge uniformly and absolutely in every
closed domain within \z\
R. This completes the proof of the
theorem.
Since a n is a linear function of a and a x we can express the
series
solution
we have just found in the form w(z)
The function
(z)
=a w
(z)\a 1
w1 (z).
a solution of the differential equation
is
which satisfies the initial conditions w (0) = 1, Wq(0) = 0,
whereas w^z) is a solution satisfying the conditions w^O)
0,
Wi(0) = 1. Every solution of the differential equation regular
in the neighbourhood of the origin is, therefore, a linear combination of the solutions w (z) and w x (z), which we call a fundamental pair of solutions. Obviously w (z) and wx (z) are linearly
independent; by this we mean that there is no linear combination of them which is identically zero.
So far, the functions w (z) and w^z) are defined only in a
neighbourhood of the origin. When we continue these functions
analytically, they remain linearly independent solutions of the
differential equation. The continuation can be carried out along
any path which does not pass through a singular point of the
differential equation, and so the solution will ultimately be
defined all over the zplane. In the next section we show that
is not onevalued, by proving that a singularity
of a differential equation is, in general, a branchpoint of its
the continuation
complete solution.
Example 1 Prove that the necessary and sufficient condition that
the two functions /(z) and g(z) should be linearly independent is that the
determinant
.
A(/,/)
should not vanish.
two
g(z)\
/(*)
(This determinant
is
called the
Wronskian of the
functions.)
Example
2.
Show
w"\p(z)w'+q(z)w
0,
that, if
^A(w
so that
Deduce
&.(w
that, if
(z)
(z)
and w^z) are two
solutions of
then
,w 1 )+p(z)Mw ,w 1 )
,w x
and
= CexpJ
w>i(z)
become
0,
p(z) dz
Q (z)
and
x (z)
after analytical
THE HYPERGEOMETRIC FUNCTIONS
237
continuation round a closed curve T,
A(
where
10.12.
is
the
sum
W W
t)
A(w wjer***,
,
of the residues of p{z) at
The nature
its
poles within T.
of the solution near a regular singu
larity
a singularity of the differential equation
if it is a pole of one or both of the
w" +p(z)w' +q(z)w
functions p(z) and q(z). We call it a regular singularity if it
is not a singularity of either of the functions (z z )p(z) and
The point
is
(zz fq(z); otherwise it is called an irregular singularity.
The reason for this distinction is simply explained. In a
neighbourhood of a regular singularity, the differential equation
possesses, as we shall shortly prove, two linearly independent
solutions which are regular save possibly for a branchpoint at
the singularity. But near an irregular singularity, the method of
solution by series breaks down and the singularity of the complete
solution is of a much more complicated character. A general
investigation of the behaviour of the complete solution near an
irregular singularity is beyond the scope of the present book.f
If the origin
is
a regular singularity of the differential equa
tion under consideration, the functions zp(z) and z\{z) are
of the origin and so possess
regular in a neighbourhood \z

<R
convergent Taylor expansions of the form
CO
00
WW = J,Pr
ZT
Z2 2(Z)
>
= 2 ?r *>
where the coefficients p q and q x are not all zero. We now
show that, in general, the equation possesses two linearly independent solutions of the form
,
CO
w(z)
= z a '2,a
zr ,
a root of a certain quadratic equation. When we
power series in the differential equation and
equate coefficients, we find that this expression is a formal
solution of the equation if a and the coefficients ar satisfy the
where a
is
substitute these
conditions
ev a
a
o* ( )
>
n
>
t See Forsyth, Theory of Differential Equations,
Differential Equations (1927), 41737.
(1902), or Ince, Ordinary
THE HYPERGEOMETRIC FUNCTIONS
238
rei
and
an F(ac+n)
=  a {(<x+s)Pn _ +qn _
s=o
s
s}
>
1),
where
jp'(a) denotes the quadratic a(a lj+jjoa+g,,.
The first equation is satisfied by choosing a arbitrarily and
making a a root of the quadratic equation F(a) = 0. This equation is called the indicial equation and its roots the exponents
of the regular singularity under consideration. The remaining
equations determine successively the coefficients as as constant
provided that F{a+n) does not vanish for any
multiples of a
positive integral value of n. Hence, if the indicial equation has
distinct roots which do not differ by an integer, this process
two formal
gives
solutions,
one corresponding to each root of
the indicial equation.
however, the roots of the indicial equation are equal or
by an integer, we may obtain only one formal solution. We
leave this case for the moment as it presents certain difficulties
which do not occur in the general case.
If,
differ
10.13.
The convergence
of the series solution near a
regular singularity
We
have just seen that the
differential equation
w"{p(z)w'+q(z)w
=
00
always has one formal solution
= z a 2
u valid near the
regular singularity at the origin,
when the
To prove
and that
it
has two such solu
an integer or
that this formal series does represent a solution
of the equation, we have to show either that the series }T an z n
terminates or else that it has a nonzero radius of convergence.
Let us suppose that the series does not terminate. We show
that if zp(z) and z2 q(z) are regular when \z\
B, the radius of
tions
zero.
difference of the exponents is not
<
convergence of ^,an zn is not less than B. The proof is very
similar to that of 10.11.
If a is the other root of the indicial equation, the coefficients
an are given by
i
n(n+ococ')an
as{(oc+s}pn _s +qn _s}.
Let us write bn
\an
=J
s=o
when < n < 8, where S =
a a' and
J
THE HYPERGEOMETMC FUNCTIONS
T
239
m is the least integer greater than 8, we have
m(m 8)a, ^ m(m+a m
Then
a.
if
ot.')a
ImX
2 {(a+s)# m s +gw
s
'
<2
But
of
r
M and N denote the maximum values, necessarily
if
\zp(z)\
<
and
\z
q(z)\
on the
respectively
circle
\z\
r,
finite,
where
R, Cauchy's inequality gives
\p n
and
b s{(s+r)\p m s \+\q m s\}
so
where
[p n
< Jf/i*
< Kir*,
\q n
\q n
< N/r*
< tf/r,
K is the greater of M and JV. Substituting these bounds
and n we find that \am < b m where
for \p n
g
,
m(wS)6m
(s+r+l)bs/rm *.
=^ 2
=
s
Similarly
we can show that
n(n~S)6 n
From
this equation,
\a n
K
< 6m when n^m,
f (s+r+l)b
8=0
we
/r
where
n ~\
see that the coefficients b n satisfy the
recurrence formula
n(n8)b n (nl)(nl8)b n ^/r
But
= K(n+r)b n _
x lr.
this gives
bn
The radius of convergence of the
Since, however,
n{n8)r
Mm (6 n /6 m _1 =
and so
\a n
K(n+r)
n{n 8)r'
(nl)(l8)
b n i
<
series
6 m it follows
,
1/r.
2 b n zn
is,
therefore,
by the comparison
r.
test
that the radius of convergence of }T an z n cannot be less than r;
moreover, as r was any number less than R, this implies that
this series is convergent
when
\z\
<. B.
^an zn
za
The formal processes which made w
justified
since
completely
are now seen to be
all
& solution
the series in
THE HYPERGEOMETRIC FUNCTIONS
240
volved converge uniformly and absolutely in every closed
domain within \z\
B.
When the exponentdifference is not an integer or zero, we
derive in a similar manner a second independent solution
w z a ']T a'n z n corresponding to the other root of the indicial
equation. In this case at least one of the solutions has a branchpoint at the origin.
10.14. Solutions valid for large values of
To
discuss the nature of the solution in the neighbourhood
we make
of the point at infinity,
The
\z\
the transformation z
Ijt.
differential equation
d2w
.dw
M +p{z)
dz
+ q{z)w
then becomes
d*w
(2
/1\]
dw
/1\
[jkijjYi+T^
The behaviour of the solution for large values of \z\ is now
determined by solving the transformed equation in the neighbourhood of the
origin.
Accordingly we say that the point at infinity
point if
2
/1\
i p [l)'
are regular at the origin, that
an ordinary
q \t
is, if
2zz2p(z),
are regular at infinity.
is
z 4 q(z)
The complete
solution of the equation,
valid in a neighbourhood of the point at infinity,
is
in this case
of the form
where a
a are arbitrary constants.
Again, the point t
is a regular singularity of the trans,
formed equation
if
tWt)'
^1\~f\
are regular there;
we
say,
therefore, that the point at infinity is a regular singularity if
zp(z)
and
z 2 q(z) are regular there.
In
this case, p(z)
and
q(z)
are
THE HYPERGEOMETBIC FUNCTIONS
expansible,
241
Laurent's theorem, in series of the form
by
(Jg )
= 2 + a + ft+...,
23
a2
M = +++
>
i? of the point at infinity.
convergent in a neighbourhood z
It may now be shown, just as in 10.13, that there exist in
this neighbourhood two linearly independent solutions
= z a ^an z~ n
w
where a and
a!
= z~ a 2 K z~ n
'
are the roots of the indicial equation
provided that these roots do not differ by an integer or zero.
The
solution
integer or zero
10.15.
When a a'
when
the exponent difference
is
an
where s is a positive integer or zero, the
For if s = 0, the two solutions become
whilst
s
identical,
if
> 0, all the coefficients in one of the solutions from some point onwards are either infinite or indeterminate. It is, however, well knownf that a knowledge of one
solution of a linear differential equation of order n enables us
to depress the order to n 1. In our case, we obtain in this
way a linear equation of the first order which can be integrated
solution of 10.13
8,
fails.
immediately.
To
effect this depression of order,
we make,
according to the
usual rule, the change of independent variable
=w
(z)v,
where w (z) is the known solution of exponent
v is found to satisfy the equation
dz 2
whose solution
v{z)
\w
a.
The function
dz
is
= A+B
t See, for example, Forsyth, Treatise on Differential Equations (1914), 1303.
4111
THE HYPEKGEOMETBIC FUNCTIONS
242
where
and
are arbitrary constants.
second solution, valid near the origin,
"
iv(z)
Now
=w
Hence the required
is
z
a and cxs are the roots of the indicial equation
so that
w^
exv
l}s
2a.
Hence we have
{~i p{z)dz)
+a lZ +...)2
z*(a
exPi
"
J
PxV^\
dz\
= K+C+...)^ exp { J <*!+**+) *}
= ztogiz),
where ^(0) = 1/ag. Since a ^ 0, the function (aofa^H...)is
regular in a neighbourhood of the origin.
regular there
g(z)
Hence
and can be expanded as a convergent Taylor
= 2 gn zn
Substituting this series for
second solution
w=w
we
g(z),
g(z) is also
series
find that the
is
(z)
\
J
z 1 *
y gn zn dz
o
= w (z)[y^^ + g
\/i ns
g
y ^l
ns
logz+
Zi
m=0
n.=8+l
In particular, when the exponentdifference
).
j
s is zero, this
solution can be written in the form
=gw
w
As g
CO
{z)\ogz+zi + 1
2 b n zn
not zero, this solution possesses a logarithmic branchWhen the exponentdifference s is a positive
integer, the second solution takes the form
is
point at the origin.
w
If
it
happens, as
=gw
may
{z)\ogz+z a
'
2 cn z n
be the case, that gs
is
solution does not involve a logarithmic term.
zero, the
second
THE HYPERGEOMETRIC FUNCTIONS
An
method of determining the second solution
is an integer or zero is due to
alternative
when the
243
exponentdifference
Frobenius.f
Example
1.
Determine two linearly independent solutions of the
equation
valid
(i)
z*(z+l)w"z*w' + (3z+ \)w
near z
(ii)
0,
near
1.
(Fobsyth.)
Example 2. Determine two linearly independent solutions of Bessel's
e<luation
zw" + w' + zw
valid near the origin.
Example
3.
Prove that the equation
z<*w"
+ (z+l)w'+w =
has an irregular singularity at the origin, and show that the method of
solution by series gives only one integral of the equation valid near
the origin.
Example
4.
Show
that the equation
z s w"
+ z w'\w =
2
has an irregular singularity at the origin, and that
find a series solution valid near the origin.
10.2.
The second order
it is
impossible to
differential equation with three
regular singularities
If the only singularities of the differential equation
w" J[p(z)w' \q(z)w
are regular singularities at
P(z)
Q(Z)
=
=
f,
tj,
and
, the functions
)(zn )(zt,)<p{z),
(z^zrjfizlMz)
are integral functions. Moreover, since the point at infinity is
not a singularity of the differential equation, the functions
2zz2p(z) and z 4q(z) are regular at infinity. This is the case if
and only if P(z) and Q(z) are quadratics in z and the coefficient
of z 2 in P(z)
is 2.
Accordingly we can write
p(z)
= A
zC zn
C
ztJ
t Journal fur Math. 76 (1873), 21424. See also Forsyth, Treatise on
Differential Equations (1914), 24358; Ince, Ordinary Differential Equations
(1927), 396403.
THE HYPERGEOMETRIC FUNCTIONS
244
where
A+B+C =
2,
and
= D
(zi)(z v )(zOg(z)
F
zV
z7]
here the capital letters denote constants depending on the
exponents of the singularities.
The
indicial equation relating to the singularity
f
the form
If the exponents at are a and
A=
y
17
and
Moreover,
0.
this gives
(_,)(_)'.
are
ft,
and those at
ft'
are
E = {nOiviW,
iftft',
C=ly/,
since .4 + jB+C ==
trary, but are connected
J>
2,
by the
(J^^Jyy'.
the six exponents are not arbirelation
+ a'+ft+ft'+y+y' =
1.
differential equation is therefore of the
d2 w
dz*
takes
we have
B=
The
<x' ,
D=
1aoc',
Similarly if the exponents at
y,
]c(kl)+Ak+D/{(Z v )(ZQ}
now
a<xoc'
[
zi
1 ft
ft'
z~^T^
'
form
lyy'\dw
"i=jfe"~
yy
(z$){qt.)
'
x
*
(zQGn)
(ty)(vZMJ) w
{zv)()
(zi)(zrj)( Z
0
In the notation introduced by Riemann, we express the fact
wisa solution of this differential equation by writing
that
Pla.
W
Example
ft
z\.
ft'
linear differential equation of the second order
but one singularity, a regular singularity at the
equation is zw"\2w' = 0.
Example
2.
origin.
Show
has
that the
linear differential equation of the second order has
These are a regular singularity of exponents tx and
the origin and a regular singularity of exponents jS and ft' at infinity.
Find the equation and show that a+a'+ft+ft'
0, oca.'
ftft'.
but two
singularities.
a' at
THE HYPEKGEOMETRIC FUNCTIONS
Example
3.
Show
245
that the differential equation satisfied
function
by the
w=
co
Plcc
W p
y'
is
dtw
(
1 g '
y y'\ dw
+1
Example
4.
Prove,
by transforming the
oo
z*(lz)ep a
)3
0'
y'
=p
differential equation, that
co
a+p
j3p 9
la'+p P'p q
I
y+<?
y'+q
also that
oo
'
[0
Plcc
U'
Example
(co
=P
U'
,8
JS'
y'
1/(12).
J
Prove that
5.
l^JU^KK
U
1
and
+^+i=r")(i=ij(i=) =
_^
(0
U'
and
z\
y'
= P\a+p
p p  q
y+q
[a'+p
P'~pq
y'
+q
also that
Plot.
P'
y'
=P
z
J
where z lt &, Vl , & are derived from
homographic transformation.
z,
p
p>
yy
v respectively by the same
,
The hyper geometric equation
we make the homographic transformation
10.21.
If
and use the
results of
Exx.
5 of the preceding section,
4,
we
find that
(
P\<*
y'
(0
[=P
J
[a'
oo
t)
y>
= t%l~t)yp\
[tx'
oo
ct+ji+y
A.
ot+fi'+y
y'y
"J
THE HYPERGEOMETRIC FUNCTIONS
246
in order to determine the properties of the solution of
Hence,
the secondorder equation with three regular singularities,
suffices to discuss the behaviour of the function
oo
w=
Pl
[lc
which
satisfies
a
b
t\,
cab
the equation
t(lt)w"+{c{a+b+l)t}w'abw
This
is
it
0.
called the differential equation of the hypergeometric
the hypergeometric equation.
the possible occurrence of
regarding
To avoid difficulties
of this equation, we
solution
complete
logarithmic terms in the
of the exponentnone
that
shall suppose in the present chapter
more
function, or,
differences
briefly,
c 1, ab, a+bc
is
an integer or zero.f
The generalized hypergeometric equation
we introduce the operator & = z djdz, we find that
10.22.
If
the
hypergeometric equation
z{
l z) *E+{c(a+b+l)z}^ab,
takes the simple form
= z(&+a)(&+b)w,
&(&+cl)w
a fact which
equation by
is
of importance in the formal solution of the
series.
be of generalized hypercan be written in the form
differential equation is said to
geometric type if
it
= z{&+oc
the order of this equation
10.3.
To
is
){&+oc 2 )...(&+ocp )w;
equal to the greater of p and q+1.
The hypergeometric function
discuss the nature of the solution of the hypergeometric
equation
&{&+cl)w
= z(&+a){&+b)w
The case of zero or integer exponentdifferences has been discussed by
f
Proc.
Iandelof, Acta Soc. Scient. Fennicae, 19 (1893), No. 1, and W. L. Ferrar,
Edinburgh Math. Soc. (1), 43 (1925), 3947.
THE HYPERGEOMETRIC FUNCTIONS
247
near the regular singularity at the origin, we substitute formally
the series
= z 2 a 2
o
and equate
We
coefficients.
find that the exponent
oc
satisfies
the indicial equation
a(a+C 1)
and that the
an
coefficients
(<x+n){cx+cl+n)an
From
where
satisfy the recurrence
formula
= a + a +nl)(ot+b+nl)an _ v
(
the recurrence formula,
an
we deduce
that
r(oc+a+n)r(oc+b+n)
r(a +l\n)r(a+c+n)
'
an arbitrary constant, and so we obtain two formal
is
solutions
y r(a+n)T(b+n)
r(c+n)n\
z
Z,
gl _ c
'
^ r(ac+l+)r(6c+lfn)
Z
r(2c+n)n\
Zn
'
But
since the two power series converge absolutely and uniformly with respect to z in every closed domain within the unit
circle,
the validity of these solutions
when
\z\
<
follows im
mediately.
We now
define the hypergeometric function F(a,b;c;z) by the
equation
T(a)V(b)
r{a+n)V{b + n)
V(c+n)
71=0
F{a,b;c;z) = y
FW~^^'
^'~Z
V
when
<
'
l
z
n\
and by analytical continuation when \z\ > 1; it is an
z, which is certainly regularf when \z\ < 1.
In terms of this new function, the two solutions of the hyper\z\
1,
analytic function of
geometric equation valid near the regular singularity at the
origin are
F{a,
Example
ziF{l+ac, l+bc; 2c; z).
b; c; z),
1.
Show
that
(lz)
\o
~ =
gT
6
=
=
.F( a ,j8;jS;z),
zF(l,l;2;z),
limWa,fi;S;).
We shall see later that it has branchpoints at
and
oo.
THE HYPERGEOMETRIC FUNCTIONS
248
Example
2. Prove that
^F(a,b;c;z)=
dz
Example
3.
Show
that,
c F(a+l,b + l;c+l;z).
when
the hypergeometric equation, valid
two independent
1,
when
\z\
<
1,
solutions of
are F(a,b; l;z) and
00
T(a)T(b)F(a,b;Uz)logz+
*'
^T
J^'r
l
where
sT
^ (j+Z=I + b+^1 ~ n}
1
10.31.
The
An
integral representation of F(a,b;c;z)
series
the hypergeometric function can be
defining
written in the form
Effl
;e;z)
r^=
5j^r(a+JB(6+,c6)5.
Using the Eulerian integral of the
when Rlc
first
kind,
we deduce
that,
> R16 > 0,
r(c)
i
it
being understood that the
sign of integration are
made
arg
many valued
definite
= arg(l =
t)
functions under the
by taking
0.
Y{a+n)zntnjn\ converges unithe series
formly with respect to t over the whole range of integration,
and so we can invert the order of integration and summation
Now when
\z\
<
1,
to obtain
!W)j(a,M;,) =
V
c)
Jf
*i(lr
<& *
f ^%
T(c
J<
6)
n\
T(a)
<ft,
r(c6)
249
THE HYPERGEOMETRIC FUNCTIONS
where (lzt) a has its principal value.
that, when \z\ < 1 and Rlc > R1& > 0,
T^E^^l a,b;c;z)
F{
r (c)
We
have thus shown
= h H ltr^(lzt)dt.
o
on the righthand side of this equation is, howdomain of the zplane,
ever, uniformly convergent in any closed
and so represupposed cut along the real axis from 1 to +oo,
plane. Hence this
sents an analytic function, regular in the cut
The
integral
the analytical
integral representation of F(a,b;c;z) provides
case when
the
in
function
hypergeometric
continuation of the
Rlc
> R16 >
If
0.
doublecircuit integral for the
we had used Pochhammer's
we
Beta function (see 9.3) instead of the Eulerian integral,
F(a,b;c;z),
for
integral
doublecircuit
should have obtained a
on the paravalid in the cut plane, without any restrictions
reader to
the
refer
we
this,
meters b and c. For the details of
Pochhammer's memoir already
10.32.
The value
of F(a,b;c;
Since T(a+n)ir(n)
nave
na
cited.
1)
when Rl(ca6)
when n
r(a+n)V(b+n)
r(c+) n\
is
large
> 0.
and positive^ we
1__
~ ncob+r
Hence the hypergeometric series F(a,b;c;l) converges if and
only if Rl(c a b) > 0. When this condition is satisfied, it
follows from Abel's theorem on the continuity of power series $
that
F{a,b;c;l)
lim F{a,b;c;x).
s*l0
If,
in addition, the condition
deduce from
Rlc
> R16 >
is satisfied,
the integral formula of 10.31 that
r(c)
K
r(b)r(cb)J
6
~
t See
r(c)r(co6)
T{ca)r(cb)'
9.22,
Ex.
4.
t 5 22 >
Ex
we
THE HYPERGEOMETRIC FUNCTIONS
250
The
additional restrictions on the real
parts of b
however, quite unnecessary for the truth of
this
and c are
and only
result,
arise on account of the particular
method of proof adopted.
Although the restrictions can be removed by an
principle of analytical continuation,
proof, as follows.
If
we
it is
appeal to the
simpler to give a direct
write
F(a,b;c;z)
= A n z",
F(a,b;c+l;z)
= f Bn z n
it is
easily verified that
c{c~ab)A n
from which
it
e(eab)
But
since
(c~a)(cb)Bn +cnA n ~c(n+l)A n+1
follows that
I^ n =
(ca)(cb)
(N+1)A N+1 ~ l/Nc  a ,
 Bn c(N+l)A N+1
this equation gives
c(cab)
provided that Rl(c o 6)
Y{c~a)Y{c~b)
_,
>
'
From this we easily deduce that
0.
rW^=T) F(a b;c;1)
'
V(c+ma)V(c+mb)
L
for every positive integral value of
r(c)rc F)
Let us now write
F{a b;C
'
'
F(fl,b;c+m;z)
Then, since
integer
Cn
1}
<
'
=l+fcn zn
= Rl(c a b).
1).
larg6j
we can
when n
> N,
is
that,
< _JL _J_
nK+m+l ^ jym nK+l'
Hence we have
Ttf+1
'
m, and hence
~ l/ea++i when n
1
where k
= ]F(a,b;c+ m
N, independent of m, such
\Cn
_,
(c\m)r(c+m a b)
find
an
251
THE HYPERGEOMETRIC FUNCTIONS
where
Cn
is
of n,
independent of m. Since, for every fixed value
asmco,
tends to zero
also tends to zero
this inequality implies that ]
Cn
and hence that
\imF(a,b;c+m;l)
1.
m> ro
This completes the proof that the equation
F ^ b
,,
is
true
when
'
c'
1)=
the real part of
r(c)r(c o 6)
r(ca)rJ^b)'
cab
is
positive.
analytical continuation of F(a,b;c;z)
1 * in the hypergeometric equation satisfied
If we put z
by F{a, b;c;z), we find that
The
10.33.
t(lt)~+{(l+a+bc)(a+b+l)t}^abw
which
also of hypergeometric type.
is
From
0,
this it follows that
the hypergeometric equation has two linearly independent solutions
F(a,b;l+a+bc;lz),
(lz)
c a  b
F(ca,cb; 1+cab; 1z)
when 1 z\ < 1. We make the second solution definite
~ by giving to (1 z)c a h its principal value.
The region in which these two solutions are defined has an
valid
area in
was
common
with the region
defined. In this
common area,
\z\
<
1 in
which F{a,b;c;z)
the three solutions must be
connected by a linear relation
F{a,b;c;z)
= AF{a,b;l+a+bc;lz)+
To determine
Rl(a+6)
+B(lz)c  a  b F(ca,c~b;l+cab;lz).
the constants A and B, we suppose that
< Rlc <
1,
so that the three series
F(a,b;l+a+bc;l),
F(a,b;c;l),
F(ca,cb; 1+cab;
are convergent.
If we make z tend to
1)
along the real axis,
F(a,b;c;l)
= A.
we
find that
252
Similarly,
1
By
THE HYPERGEOMETRIC FUNCTIONS
making z tend to zero, we have
= AF(a,b; l+a+bc; l) + BF(ca,c~b; 1+cab;
1).
10.32, the first equation gives
r(c)r(co6)
T(c a)T{c by
The second equation now becomes
r(c)r(ic)r(ca6)r(i+o+6 C
r(co)r(i+oa)Tv=6jF(i+6c) +
)
+5 r(i C )r(i+co6)
F(I6)r(io"j
from which
it is
not
difficult to
deducef that
r( C )r(a+6 C )
ir(6)
We have thus proved that the relation
+
,
V(c)T{a+bc)
'
r(o)r(6)
when
holds
z
<
1,
^^""^^M+caMz)
lz
<
El(o+6)
1,
provided that
<
Rlc
<
1.
This restriction on the parameters a, b, c is not necessary for
the truth of this result, and arises as a result of the method of
proof adopted. An alternative proof, valid for all values of the
parameters, will be found in Barnes's memoir cited below.
The importance of the result lies in the fact that it provides
the analytical continuation of F(a,b;c;z) into the region
1
2
1 and shows that this function has a branch point at
I
<
=
1
1.
10.4. Barnes's contour integral for F(a,b;c;z)
Barnes,J following Pincherle and Mellin, has represented
the hypergeometric function by means of a contour integral
t
By

using the formula T(z)F(lz)
v eosec CT z.
London Math. Soc. (2), 6 (1908), 14177;
Atti d. E. Accademia dei Lincei, Rendiconti (4), 4
(1888), 694700, 7929.
Acta Soc. Scient. Fennicae, 20 (1895), No. 7.
% Proc.
THE HYPERGEOMETKIC FUNCTIONS
Gamma
whose integrand involves
of Barnes's formula
253
A particular case
functions,
is
CT+001
ztti
sin tts
ct cot
<
<
when \z\
arg( z)
ir, the path of integration
1,
being the straight line Bis
a, where
1
a
0; this has
already been given as an exercise for the reader.f
Now if & denotes the operator z d/dz, we have formally
valid
JWff)
r(c)
^a
'' c ' z)
< <
r(+*)r(6+0)
r^+#)nT+^)
+ + +
''
)
j_ r>+#)r(6+fl)
r(c+0)r(l+p)
2w

conns
a cot
a+xi
r(a+ s )r(b+s)
r(c+ 5 )r(i+s)
sin?
( z) s ds
(7 OOl
2?r*
r(c+)
'
This
is Barnes's contour integral for F(a,b;c;z).
Let us consider, then, the integral
i
277*
in the case
r( a+S )r(6+,)r(,)
r(cfs)
<
< tt e, where e is an
The path of integration is the
modified, if necessary, by loops to make the
lie to the right of the path and those of
when
\z\
1,
arg( z)
arbitrary positive number.
imaginary
poles of
axis,
r( s)
r(a+s)r(b+s)
to its left; this
neither a nor 6
is
is always possible, provided that
a negative integer.} We suppose, as before,
that none of the exponentdifferences c 1, a b, a+bc is an
integer or zero.
This integral may be evaluated by Cauchy's theory of resi
x
z, z by
s, in Ex. 18 on page 153.
t Replace e~ by
t The case when a or 6 is a negative integer is unimportant, since F(a, b;c;z)
then a polynomial.
Barnes's formula does, in fact, provide a solution of the hypergeometric
equation when this condition is not satisfied.
is
THE HYPERGEOMETKIC FUNCTIONS
254
dues. Let C denote the closed contour formed by three sides
of the rectangle whose vertices are iN, iV+i*iV, together
iN.
with the portion of the path of integration from iN to
We
take
to be an integer, greater than Ima and Im6, so
that no poles of the integrand lie on C. We then have
j_ rr(o+)r(H*)r()'(z)*ds
(
2tt
r(c+s)
(z)
= sum of residues of r(a+s)T{b+s)T{s)
r{c+s)
at the
poles within
N
2, r(c+n)r(l+n)*
'
and so
iN
r(a+s)r(b+s)r(s)
T(c+s)
i_
2ni J
iN
N r(a+n)T(b+n)
zn
T{c+n)
n=
:J,
2,Tri
J denotes the integral along the remainder of C. We
now show that J tends to zero as N > oo.
where
We find it
convenient to write
iN + N + i N + h + iN
iN + N + i
+ N + iiN
S
iN
= J \J2J3,
1
iN
say,
and to consider Jv J2 J3 separately.
Now, when s is large and args
,
r(a+s)r(b+s)
<
77,
+tf[l+o(l)],
r(c+ S )r(i+s)
where
= a+bcl,
and
r(o+a)r(6+)
r(c+s)r(i+s)
<x\if3
Hence, in
Jx
</2 ,
so
s
a e^ args [l+o(l)].
J3 we have
,
T(a+s)r(b+ S )
r(c+s)r(i+s)
where
is
a constant, independent of N.
shall
But
Jlt
in
THE HYPERGEOMETRIC FUNCTIONS
= oiN, so that, when JV is large,
255
ir( *)r(l+)
Z) =
s
(
<
z \ e Nemz)
<
4^e nN
Iz^irON^
These inequalities give immediately
<
IJJ
iirAN ae eN j \z\do
<
2{2N+l)nAN<*e*N
since
In
and
<
z
infinity.
Ja
1; this
Jx
implies that
tends to zero as JV tends to
In a similar manner we prove that J tends to zero.
3
however, we have s = N+^+it, where
JV
t
JV,
< <
so
ir()r(i+)i
"
lain
and
(_ z ) s
ff (JV
+*.+*)
\z\
i
co S h7r
<
2tte^
n&
'
N+ietax&.$.
It follows that
\J2
<
2 7r^JV a z iv'+*
e nlUta.Tg(z) dt
JV
< 2TrAN a
\z\
N+i
N
j e^dt
JV
<
But
since
z
<
1,
4fnAN a \z\ N+*lc
J2
this implies that
tends to zero as JV tends
to infinity.
We have
thus shown that
JVi
n+)r(6+)r()
JL
2ni
r(c+s)
Ni
z)
as
JV
Z
as JV>
r(c)
oo,
so that,f
when
\z\
<
27ri
J
ooi
r(c+n)
and arg( z)
r(c+)
n!
<
tt,
z)
t That the integral on the righthand side actually converges and
a Cauchy principal value, will be easily proved by the reader.
as
is
not
THE HYEERGEOMETBIC FUNCTIONS
256
Finally,
we show
that the integral
ooi
r(a+s)V(b+s)r(s)
r(c+ 5 )
ds
analytic function, regular in the zplane supposed
to 00, and so provides the analytical
cut along the real axis from
represents
an
continuation of
all over this cut
r(a)T(b)
plane.
For in any closed domain of the out plane, there holds an
inequality arg( z)\ < n e, where e is a positive constant.
it where t is real and \t\ large, then
It easily follows that, if s
r(a+s)r(b+s)V(s)
K is independent of z and
where
t.
Kmm
This implies that Barnes's
repreintegral converges uniformly in the closed domain and so
integral
the
of
value
the
As
function.
analytic
sents a regular
1,
has been shown to be r(a)T(b)F(a,b;c;z)/r(c) when \z\
immediately.
the result stated follows
<
The behaviour
10.41.
of F{a,b;c;z) near the point at
infinity
similar to that of 10.4, it can be
is a positive integer,
difficulty that, if
By an argument
without
much
shown
ooi
2iri
T(a+s)T{b+s\r{: s)
J_
T(c+s)
_ z)8ds
coi
m+ ooi
j_
2ni
c
J
r(a+8)r(b+a)r(s)
T(c+s)
yt , a
m oi
+ y (residue at s = an)+ J, (residue at s =
bn),
to
where p and q are integers, not exceeding m, which tend
integral
second
the
infinity with m. The path of integration in
obtained by translating that of the first integral a distance
new contour
to the left. If a or 6 is a positive integer, the
is
is
THE HYPERGEOMETRIC FUNCTIONS
257
indented so that the pole, which would otherwise
to its
lie
on
Now
v
= a n is
the residue at s
r{a+n)V{ban)
r{l+n)r(can)
'
'
/_,) I>+)r(l+ c+n) simr(a+nc) _ n
Z
r(l+n)r(l+a6+) simr(a+nb)
sin7r(ac) _
r(o+)r(l+a c+n) _ n
Z
sin7r(a by
r(l+n)r(l+ab+n)
'
arg( z)\
where, as usual,
s
it, lies
left.
= b n.
'
<
77.
similar result holds at
Hence we have
ir(&)
F(a,b;c;z)I
Y(c)
sinTr(qc)
y a \p
r(a+n)r(l+ac+n) z^
^ r(6+n)r(l+6c+^) z
sin7r(6c)
r sin77(6a)^
Z^
r(l+b a+n)
'
n\
where
m+ct>i
J=
na+sWib+sWis)
2t
T(c+5)
2 OOZ
001
= J 2 2ni
r(am+ a )r(6m+ S
f
ooi
z~ m J,
r(cm+s)r(lm+s)
simrs
'
say.
But when arg( z)\ < tt e where e > 0, J is a bounded function of m and z; hence J >
as m > 00 provided that z > 1.
We have thus shown that, when z lies in the part of the cut
plane for which
\z\
>
1,
r(a)T(b)
F(a,b;c;z)
r(c)
r(a)F(ba)
(z)~ aF(a,
r(ca)
.
'
4111
l+o c; l+o 6;sg1 )+
r(6)r(o6)
(z)"F{b,
r(c6)
1+6 c; 1+baiz1
).
THE HYPERGEOMETRIC FUNCTIONS
258
This equation provides the analytical continuation of F(a, b; c; z)
outside its circle of convergence and shows that the function
so defined possesses a branchpoint at infinity.
We have now proved that the function F(a, b;c;z) defined
by the power
series
T(a+n)T{b+n)
T(c+n)
V{a)V{b) 4,
n=0
<*
V(c)
zn
n\
<
1, and defined by analytical continuation when
a onevalued analytic function, regular in the whole
plane supposed cut along the real axis from 1 to +co.
when
\z\
\z\
1, is
The
10.5.
relations
between contiguous hypergeometric
functions
Let us denote by P(z) a solution of a secondorder linear
with three regular singularities. If A and
of this differential equation, the funcexponents
any
two
are
fi
in P(z) by A+l
tion Pa+i, i( z )> obtained by replacing A and
m
and i respectively, is said to be contiguous to P(z). Since
P(z) has two exponents at each of its singularities, there are
thirty functions contiguous to P(z). Biemannf proved that the
differential equation
jjl
ju.
function P{z) and any two functions contiguous to it are connected by a linear relation whose coefficients are polynomials
in 2. The recurrence formulae satisfied by the Legendre functions are particular cases of this general theorem.
Now if we transform
P(z) and
its
contiguous functions to the
hypergeometric form
1
00
1 c
cab
as in 10.21, we find that Riemann's theorem is a consequence
of an earlier one due to Gauss. According to Gauss, the function
F(a',b';c';z) is contiguous to F{a,b;c;z) if it is obtained by
increasing or decreasing one and only one of the parameters
a, b, c by unity. There are, then, six hypergeometric functions
denoted by
and these may be conveniently
Fb _, Fc+ Fc _ in an obvious notation.
F{a,b;c;z),
contiguous to
Fa+ Fa _, Fb+
,
(Math. Klasse),
t Abh. d. Ges. d. Wiss. zu Gottmgen
(1857), 124.
THE HYPERGEOMETRIC FUNCTIONS
259
Gaussf showed that, between F(a,b;c;z) and any two hypergeometric functions contiguous to it, there exists a linear relation
with polynomial coefficients. There will then be fifteen such linear
relations.
The simplest method of proof consists in determining the
required linear relation when \z\
1 from the series definition
of the hypergeometric function, and deducing the result in
general by analytical continuation.
<
For example,
,,rr(&)_.
~T7c)
r(c+n)
4*
y
Z
r(c+n)
{ aa
r(c)
Thus the equation
H
holds
when
10.6.
The
If
n\
r a + n + 1 W(b+n) z_
\z\
<
1,
n\
y r(a+n)r(b+n+l)
Z
r(c+n)
zn
n\
+~ bJ>b+},
XT
(ab)F
,
,
= aFa+ bF
b+
and hence generally.
generalized hypergeometric function
we attempt
to solve the generalized hypergeometric equa
tion
&(&+Pi~ l)(&+p 2  1)...(&+ Ps  l)w
= Z(d+<x )($+a )...(&+*p )w
by a series of the form z? cn zn we find that
1
00
w=
yV
r (Y+<Xi+n)r(y+<x 2 +n)...r(y+(Xp +n)
F(Y+Pi+n)nr+P2+n)...r(y+pa +nj
Z
n\
provides a formal solution
when y is a root of the equation
y(y+ Pl l)(y+p 2 l)...(y+pa l) = 0.
Apart from the case when the
series terminates and so represents a polynomial multiplied by zv, this formal series solution
will be valid only within its circle of convergence. Now the
t Ges. Werke, 3, 130.
THE HYPERGEOMETRIC FUNCTIONS
260
radius of convergence of the series
is 0,
1,
or oo according as
< q. p 1 > q, the formal solution breaks
down completely. When pl < q, we obtain q+1 solutions,
p1
>, =,
If
or
provided that none of the coefficients becomes infinite or indeterfunction,
minate. If pl
q, each solution is an integral
valid
all over
is
and
so
of
z,
power
a
multiplied, possibly, by
<
q, the series solutions are valid
the zplane. But when pl
must be defined outside this
1
and
only within the circle \z\
circle by analytical continuation.
The solution of exponent zero at the origin is usually denoted
by pFq (<x 1 ,a2 ,...,<xp
Pl ,p 2 ,... >Pa ;z),
where
r(pi)r(p,)...r(p)
r( 1 +)r( +n)...r( p +n) *
r( Pl +n)r(pz+n)...r( Pq +n) n!"
ls
2=
In
the ordinary hypergeometric function
notation,
this
is
2 Ji(a,6;c;z).
In dealing with asymptotic expansions we shall find it conq, even though the
venient to use this notation when p 1
>
series diverges.
10.61.
The
function ^(ajpjz)
The function
F {ol;p\z)
satisfies
&[&+piyw
If
we
= {&+a)w.
write this in the form
z
we
the differential equation
see that it has
 z)
w
Tz
l* +{p
an
>
irregular singularity at infinity
and 1p
regular singularity of exponents
at the origin.
and a
When
solutions of this
p is not an integer, two linearly independent
equation are ^(a.pjz) and z^^F^a p+l;2 p\z)\ these are
valid
over the zplane, since
easily shown that
all
It is
!*!(; p;z)
FX is
an integral function.
= VmF{*,P;p;zlP),
J3JCO
so that the irregular singularity at infinity arises from the 'confluence' of the singularities at j3 and infinity of the equation
satisfied
THE HYPERGEOMETRIC FUNCTIONS
Many of the properties
by
F(cc,l3;p;z/fS).
261
of ^(a;^;^),
which is usually
called a confluent hypergeometric function, can
be obtained by this limiting process, though a rigorous proof is
often difficult. But since a direct proof by the methods of this
chapter is generally quite straightforward, the most important
formulae and certain deductions from them are given as exercises for the reader.
Example
Prove that, when Rla
1.
>
and Bi(pa)
>
0,
TMTipot^F^ocp.z)
T(p) (
e^^lt)"" 1
dt,
where
*" _1
and (1 ty" 1 have
Example 2. Prove,
or otherwise, that
by a transformation
x Ji(a;p;2)
provided that p
their principal values.
of the differential equation
e^F^p a;p; z),
not a negative integer or zero.f (Rummer's}
is
first
transformation.
Example
Show that
3.
the function
dw
W
dz*+Pdz
d?w
Z
w=
^(piz)
satisfies
the equa
Hence show that
tF^at;
provided that
2ot is
2<x;
2z)
e\Fx (<x+h hz\
not a negative integer or zero. (Kummer's second
transformation.)
Example 4. Prove that,
integer or zero,
when
arg( z)\
<
\n and a. is not a negative
wi
ooi
where the path of integration
sary,
by loops
ones to
to
make
its right.
Example
5.
the imaginary axis, modified, if necesthe negative poles lie to its left and the positive
(Baknes.)
Show
that,
^
Deduce Kummer's
is
first
when
 Si
argz
In proving
T(n s)z s
transformation.
9.55.
4.42.
this result, it is
77,
ds.
f For a discussion of the case when
Bessel Functions (1922),
<
(Babnes.)
a negative integer, see Watson,
J Journal fur Math. 15 (1836), 13841.
necessary to use the asymptotic formula of
p is
THE HYPERGEOMETRIC FUNCTIONS
262
Example
Prove that, when
6.
<
args
fn
and p
is
not an integer,
Wfr
T( S )T(lps)T{*+s)z ds
J
T(lp)T(ot) 1 F1 (ot; P ;z) + T{pl)T(l+otp)z^i' l F1 (l + ap;2p;z)
its right
and
exists. The contour is the imaginary
loops to make the positive poles lie to
the negative poles to its left. (Barnes.)
10.62.
An
asymptotic expansion
provided that the righthand side
axis, modified, if necessary,
It is possible to obtain
when
\z\
is
large
and Rlz
by
an asymptotic expansion of ^(c^pjz)
by applying the method of 10.41
<
to the integral
r() rw ...,,_
;2
>
r(p)
J^
f
r(+).
r (^ z
and then deducing the corresponding expansion when Rlz >
by the aid of Kummer's first transformation. If, however, we
use the result of Ex. 6 of the previous section, namely that,
when
argz
77 e
<
fw,
cot
2ttI
TTl
r(s)r(i P s)r(oc+s)zs ds
coi
r(lp)r(oc) 1F1 (oc; P ;z)+
+r(pl)r(l+<x P yP1F1 (l + cp;2p;z),
we can determine the required asymptotic expansion over a
much wider range of values of arg z.
Let us consider,
)"
in
then, the integral
r (s)r(ip)r( a +s)z da,
C is the rectangle with vertices at iM, K{iM,
KiN, iN, modified in the following manner. In the first
where
place, the righthand side of the contour
if necessary, so
its right
is
provided with loops,
that the positive poles of the integrand
and the negative ones to
its left.
Secondly,
lie
to
we take
 The analysis which follows is a slightly modified form of the work of
Barnes, Cambridge Phil. Trans. 20 (19048), 25961.
THE HYPERGEOMETRIC FUNCTIONS
K Rla
263
= m,
a positive integer, and indent the lefthand side
the
pole
a lies within the contour.
so that
By Cauchy's theory of residues, we have
sum
^ r(+)r(i +/>+) /_
= z_ a
If
a n within C
of residues of integrand at poles
we can show
i\"
that the integrals along the sides parallel to the
tend to infinity, it will
and
real axis tend to zero as
follow that
.
2m
T(s)r{lps)r(<x+s)zs ds
001
= z_ x
y r(+)r(i+/+) /_i\
+
K+cci
r(a)r{lpa)r(+a)* da.
K<ni
Now on the upper side of the rectangle G, we have s =
where
^ a ^ 0.
formula of 9.55 that,
then
K
if
being kept fixed,
is
and
large
it
s lies
follows
on
o\iM
from the
this side of C,
\r( S)r(ips)r(+8)z\
(2 7r )
<
(277)3^271 Im(p +a )/2 e eMJfRl(apl/2) Z
/M\,
since ]argz
3/2
e ,rIm(/ + a " 2 c M(arg;S + 3 'r
JfE1(a P 1
' 2)
'2
'z/if I"
< fw e <
fir.
Hence the absolute value of the
integral along the upper side of
does not exceed
o
AM m(ccpime m
f Z/M\d<r,
\
K
where
M
M =
independent of
and
As
this expression
does the integral
along the upper side of C. In a similar way it can be shown
that the integral along the lower side of C tends to zero as
2V>oo.
is
evidently tends to zero as
z.
oo, so also
THE HYPERGEOMETRIC FUNCTIONS
264
We have
i,
thus proved that, when argz
<
\tt,
r(8)r(ip8)r(*+a)* ds
2m J
coi
a p+n)
V n+n)r(l+
+
Z
nl(z)
n\(z)
n=0
where
'
'
'
a m+coii
J=*2m
r(s)r(i P s)r(<x+s)z*ds
ocmcci
r(oc+ms)r(l+ocp+ms)r(sm)za ds
ooi
when
0(1)
\z\
is large.
Hence we
see that
T(cc)r(lp) 1F1 (a; P ;z)+
+ r(l+*p)r(pl)ziP F (l+ a p;2 P ;z)
1
~ r(a)r(l+p)a F L + ap; IJ,
l
the series on the righthand side being an asymptotic expan
when \z is large and argz < \tt; for the
by terminating the series at the mth term is
sion valid
^ m*+m]r(\+c
(
L p+m)
m
m!
l)
which
is
10.63.
If
we
of the order of the
error caused
''
term omitted.
first
The asymptotic expansion
of jF^aipiz)
write
= P,
r(l +*p)T(p 1)^(1 + a p; 2p; z) =
r( a )r(l+a P ^
1+ocp; Z' =
r(<x)r(l P ) 1F1 (oc;p;z)
)2
(a,
the result of the previous section
P+z>pQ
for large values of
\z\.
is
when
argz
this holds
when
that,
~ zi?
In particular,
J7T
Q,
JR,
< argz ^
77.
<
tt,
THE HYPERGEOMETRIC FUNCTIONS
265
But when \tt < argz < ir, we have fir < SkTg(ze~ 2ni < n,
and so this asymptotic formula holds when z is replaced by
)
zez. This gives
Pf z ip e 2(i/>)Q
since P, Q,
B are unaltered.
Psin7rp
In a similar manner
ia
R,
Ehminating Q, we find that
e7r<xiz<x Rs,m.TT{p a).
can be shown that, when
it
77
< argz <
\it,
~ entiztEsmirip a)
Psimrp
for large values of
~ z e^
These two results can be combined into
\z\.
the single formula
Psinvp
valid whenRlz
<
0,
~ {z) aB sin tt(pol)
provided that(z) a hasits principal value.
We have thus proved that, when Rlz <
1
F1 (oc;p;z) ~ *M_(_ z )^( a
I
(p a)
0,
1+ocp; zi).
From this we deduce, by Kummer's first transformation
2), that when Rlz > 0,
10.61,
Ex.
xJi(;
provided that
P ;s)
zfi*
~ J^^ipoc, l;i),
has
its
principal value.
REFERENCES
Linear differential equations:
A. R. Forsyth, Theory of Differential Equations, 4 (Cambridge, 1902).
E. L. Ince, Ordinary Differential Equations (London, 1927).
E. T. Whittakeh and G. N. Watson, Modern Analysis (Cambridge,
1920), Chap. X.
The hypergeometric function:
F. Klein, Vorlesungen uber
die hypergeometrische
Funktion (Berlin,
1933).
E. T.
Whittaker and G. N. Watson,
loc. cit.
Chap. XIV.
The generalized hypergeometric functions
H. Bateman, Partial Differential Equations of Mathematical Physics
(Cambridge, 1932), Chap. IX.
E. T. Whittakeb and G. N. Watson, loc. cit. Chap. XVI.
THE HYPERGEOMETRIC FUNCTIONS
MISCELLANEOUS EXAMPLES
266
1. Show that the hypergeometric
whenRl(l + c a 6) > 0.
Prove that, when R16 < 1,
2.
Prove that, when
z is
Denoting by
>
Rl(z+A+1)
Clt C8
4.
convergent
(2n)!
=o
T(l+z)jT(l+z a.), show
that,
if
0,
[z+hY
where C
powers of
is
Z*2*nn,\n\z+n
the ratio
[]
b;c; 1)
not a negative integer or zero,
nz)T(j)
T(z+i)
3.
series F(a,
,...
C[z?+C1 [z]W + tf2 l>]"W + ...,
are the coefficients in the expansion of (1+A) a in
h.
Show
>
when Rl z
that,
0,
r(z)Vz
T(z+i)
*'
=
~ V/fi + 4(z+l) + 4
I
5.
If the two
12,32
.
(z+ l)(z + 2)
where
infinity
(z+ l)(z+2)(z+3)
+ "T
\
way
that
< xi+!++,,
independent of n, prove that
lim
6i
+ 6 + +6 =
2
provided that the righthand limit
Prove that an = T(a+n)/n\
when Rl a. > or when a. = 0.
6.
Deduce
8 12
ai+K + +K
,
with n in such a
KI+KI++KI
is
1.3.5
.
sums
K+o,+...+on
both tend to
+4
that, if sn denotes the
exists.
satisfies
sum
lin,
(Jensen.)
the conditions of Ex. 5 only
of the
first
n terms of the
series
F(a,b;c;l), then
r(e)n"+
*n
when Rl(c a b) <
0,
ft
'!
~ T(a)T(b)(a+bc)
and
T(a+b)
~WjW) losn
when
a+b.
(M. J. M. Hin.f)
t Proc. London Math. Soc. (2), 5 (1907), 335; 6 (1908), 339. The proof
indicated in this exercise is a modification of one due to Bromwich, ibid.
(1909), 101.
7.
THE HYPERGEOMETRIC FUNCTIONS
converge when \z\ < 1, and
2' 2 K
If the series ^l
z<i
over, the coefficients an satisfy the conditions that
(")
2 W^ <
2 Om
K
I
<
when
31 "!
<
(i)
%l
the constant
1,
is
267
if,
more
divergent,
X being in
dependent of x, prove that
km ~
<i o
z<
"
a a;w
= hm
*
CT
provided fhat the righthand limit exists.f
8.
Show
Rl(c a 6)
that, if
<
0,
F(a,b;c;x)
T(c)T(a+bc)
Jt (lxf"<>.
Prove also .,
that
t.
9.
Show
lim
T(a)T(b)
F(a,b;a+b;x)
,hm / rl /M V,
a^io lg[l/(l x )\
when Rl(c a b)
that,
<
T(a+b)
r
,\rih\
T(a)r(6)
Gauss.)
0,
\F(a, b;c;x)
V,
Z/
T(a+bcn)T(oa+n)F(cb+n)T(c)
'
___
K+c_ a
_J
n<rica)r(cb)T(a)T(b)
'
T(cab)T(c)
T(ca)T(cb)'
k being the integer such that k
< Rl(a+6 c) <
ifc+1.
(Hardy.)
10. Determine the fifteen relations with polynomial coefficients which
connect F(a, b;c;z) with a pair of contiguous hypergeometric functions.
(Gauss.)
11.
Show
that the complete solution, valid
equation
,.
z(l_z)_ + i( a+J8+l)(l2Z
when \z 
<
i,
of the
0^ =
is
w = ^F{i a ,ij3;i;(l2^} + B(l2 2 )J{i(a+l),i( 8+l);;(l2Z
where A and B are arbitrary constants.
/
12.
Show
that, if
Rl(o b)
r (e +A)
when
A is
large
and
00
JT
8=0
fc
Ts + 6
>
0,
6' c
+A
argA
<
1
e T
(1
2
) },
)ZTp^
the coefficients ks being defined by
77,
' 1
e T
w
(l z+ze7 )".
t For an account of this and other generalizations of
of Cesaro, see Pringsheim, Acta Math. 28 (1904), 1.
a wellknown theorem
THE HYPERGEOMETRIC FUNCTIONS
268
Show
also that the asymptotic expansion is valid
where 8
>
0,
provided that 1 zr l
Deduce from Ex.
13.
12,
<
when
<
argA
it S,
(Watson.))
1.
the asymptotic expansion of
F(a+\,b+\;c+\;z).
14.{
Show
when
that,
<
\z\
1,
00 00
T(a)T(b)F(a,b;i;z)
"
I"
e""" cosh 2<J(uvz) u" 1 ^' 1 dudv,
provided that the real parts of a and b are positive. (Whittakeb.)
Prove that, when arg^
15.
T{b)
r(c)
Show
n 8, where 8
>
0,
F a,b;c;z h)
{
T(s)T(a+s)T(b+s)
"'WIIV'"
F(a+s,b+s;c+s;z)h
~
T(c+s)
"'
that,
'
2m
provided that arg(l z)
16.
<
when
<
8.
ds,
(Whittakeb.)
< Rls < Rla <
R16,
T(s)T(as)T(bs)
F(a s, b s;c s;z)
T(cs)
T(a)T(b)
F(a,b;
T{c)
Show
17.
c;izt)? 1 dt.
that, if
(lz) a + b  c F(2a,2b;2c;z)
then
= f>n ,
o
=I^2
00
I6 ;c
+ i; ^W ca,c6;c + i; ^)
18.
of v
is
(Whittakeb.)
The Incomplete Gamma Function
positive, by the equation
y(v,z)
denned,
is
ITST)
when the
S,,
real part
f etyidt.
o
Show
that
V y{y, z)
= F (v; v + 1 z).
1
t Cambridge Phil. Trans. 22 (191223), 277308. In this paper, Watson
determines the asymptotic expansion of F(a+e 1 X, & + e 2 A; c+e A;z), where
3
*i, 2> *3 take the values 0, 1, or 1 for large values of A.
t The results contained in Exx. 14, 15, 16 were obtained by E. T. Whittaker
by applying contact transformations to the solution of differential equations
by definite integrals: Proc. Edinburgh Math. Soc. (2), 2 (1931), 189204.
THE HYPERGEOMETEJC FUNCTIONS
19.
269
Prove that the Error Function
z
Erfz
fexp( t*)dt
o
is
equal to z 1 .F'1 (J;f ;
20.
a 2
).
The generalized Laguerre polynomial!
n being a
i'(z)
is
defined
by the
positive integer or zero. Prove that
__
z
= e z~
!>(*)
(i)
rJ n
(er^f),
(0+)
"
(n)
(2)=
mahri
*)'
00
21.
Show
that,
when
];
<
1,
00
22.
Prove that the integral
00
converges when Rla > 1 and that it has the value r(ct+n+l)/n! or
and n are equal or unequal.
zero according as the integers
00
Deduce that, if/(s) can be expanded as a series of the formj
and termby term integration
is
valid,
2o cn ?'(*)
then
00
23.
Show
that, if m\n is a positive integer or zero,
1 \m p e rfm+n
/
Deduce that
= > zO^s)
(Dbbuyts.)
r=
The polynomial discussed by Laguerre (Bull. Soc. math, de France, 7
by putting a = 0. The generalized Laguerre polynomial was introduced by Sonine, Math. Annalen, 16 (1880), 180 (412).
X The question of the convergence of such a series may often be settled by
f
(1879), 7281) is obtained
the use of Fejer's asymptotic formula (Comptes Rendus, 147 (1908), 1040),
L^\z)
y(^^')coB{2V()(2+lW4}+0(n/>/),
/
valid
when n
is
large
and
z finite.
THE HYPERGEOMETRIC FUNCTIONS
270
24.
Prove that
IV+n+lXsir
dt =
le^mt)
"
nlz"+ n+1
J
o
provided that the real parts of z and
25.
a+ 1
are positive. (Soninb.)
Prove that
provided that the real parts of p and cx+1 are positive. (Koshliakov.)
26.
Show
L^(2z)
that
r(+l+)i^^j^).
M. Wnarar.)
(B.
r=0
27.
Show
that
*()
=^
eH+lJa {2j(zt)}dt,
J
provided that the real part of n + a+1
the Bessel function
is
positive.
Here Ja (u) denotes
{wr
**>"2*i\T(ix+n+iy
o
28.
Prove that
(i)
(ii)
(iii)
Deduce
LWIgLjz) = L^\z),
^S?
>
(*)= i&tj'fc),
nL\z)
that, if
is
(2n+ a lz)<f2 1 ( 2 )(n+ Q; l)<f2 2 ( z ).
not a negative integer,
iw^W) mx)my)
(n+1)!
T(n+oc+l)(xy)
29.
Show
that
f
30.
tL^(z)/T(a+n+l)
4 (zt)iJ{2<J(zt)}.
Prove thatf
m=
where
{L%\x)L%Uy )L%Ux)L%\y)}.
/.()
t See Hardy, Journal
(1933), 189.
= (M *
J ^rfSfl)
London Maths Soc. 7
(1932), 138;
Watson,
ibid.
THE HYPERGEOMETRIC FUNCTIONS
31.
The Hermite polynomials
are defined
exp(2te* 2 )
= 1 Hn (z)tn/nl
Prove that
,
(i)
(ii)
(Hi)
Show
32.
Hn = (l)exp ^exp( Z
HM = (ir2n'.L<*\z
Hin+1 = (l)"2WnUiLj*>(*)2
(z)
(ii)
),
is
2 n n!
34.
Vw
),
(z)
w=
^Hn(z) = 2nHn_ 1 {z),
fl^z) 2zHn (z) + 2nHn_1 (z) =
ffn (z)
is
0.
a solution of
dz a
Show
(z)
d*>
^
33.
that
(i)
Deduce that
271
by the expansion
_ dw
2zz+ 2nw =
dz
0.
that the value of the integral
or zero
j e^Hm {x)Hn (x)dx
00
according as the integers m and n are equal or unequal.
Prove that,t when

<
1,
+ See Watson, loc.
eit.
CHAPTER XI
LEGENDRE FUNCTIONS
11.1. Legendre's differential equation
last chapter we discussed the solution of the hypergeometric equation under the assumption that none of the
exponentdifferences was an integer or zero. We shall now consider in detail an equation of hypergeometric type in which this
condition is not satisfied, namely Legendre's differential equation
In the
=
(lz*)^2z^+n(n+l)w
1
0,
dz
dz
where n
is an integer or zero.
This equation, which is of importance in mathematical
physics, arises when one tries to find a solution of Laplace's
equation
o 2 t/
8W
2217
dX 2 ^8Y2 ^dZ 2
a polynomial of degree n in X, Y, and Z. Such a soluharmonic of degree n. If we transform this
partial differential equation to spherical polar coordinates
(r, d, (f>) defined by the equations
which
is
tion
called a solid
is
X = rsin0cos<,
it
Y=
Z=
rsin0sin<,
rcosfl,
becomes
8r 2
+r
8r
+r
d 02
r2
+ r gm
2
^~
It follows that every solid harmonic of degree n is of the form
r n S n (9,<j>), where S n (d,<f>) is a polynomial in sin#, cos#, sin0,
cos <f> and satisfies the partial differential equation
cosec0^sm0^)+cosec 20^+rc(w+l)#n
Sn (8,
<f>)
is
0.
usually called a spherical harmonic of degree n.
In particular,
if
Sn (e,<f>)=f(0)coBm^+ e ),
where
m and e are constants, we find
tion of
that
= f(d)
is
a solu
LEGENDKE FUNCTIONS
cosecd^(sm9j?\+{n(n+l)
or,
putting z
273
cosec 2 d}w
0,
= cos 8,
2\d
n
{1  Z)
2
d^
o
2z
dw
+
di
n{n+1)
l^] W =
\
This differential equation, which reduces to Legendre's equation
0, is called the associated Legendre equation. Its solution is seen, without much difficulty, to be of the form
when m
w= P
Riemann's notation ( 10.2).
In the problem of determining solid harmonics of degree n,
the parameter m can take only the values 0, 1, 2,..., n, and this
in
is
the case of greatest interest since the exponentdifferences are
then all integers. We shall show that the associated Legendre
equation has, in this case, only one solution which is a polynomial in z and ^/(l z2 ); it is denoted by P%(z) when to is not
zero and by PJz) when to is zero. It follows from this that
there are only 2n+ 1 linearly independent spherical harmonics
of degree n, namely
PJcosfl),
P^(cose)cosw4,
P^(cos0)sinm<,
Any other spherical harmonic of degree n is
of harmonics of this set.
In the present chapter,
we
(m
1,2,.. .,n).
a linear combination
consider the form of the complete
and of the associated equation
n are positive integers or zero and
solutions of Legendre's equation
only in the case when
m and
m does not exceed n.
The Legendre polynomials
When n is a positive integer or zero,
11.11.
the point at infinity is
a regular singularity of Legendre's differential equation, the
exponents there being n+1 and n. If we attempt to satisfy
the equation by a series of the form
w=
41U
zc{a
+a1 z1 +a2 zrj
+...},
LEGENDRE FUNCTIONS
274
we
n is
find that the solution of exponent
where
say,
^4
and
JB
(n+l)(+2)(+3)(n+4)
2.4(2n+3)(2w+5)
"
two arbitrary
are
constants.
"
r "7
The second
from the fact that the equation which should
constant B
out to be an identity. The solution of
turns
determine a2n+1
exponent n\ 1 is found to be
arises
w = Cw
C is an arbitrary constant. We have thus found formally
2,
where
two
linearly independent solutions of Legendre's equation, viz.
w = Awv
Aw x
Cw2
a polynomial in z of degree n and
so certainly satisfies Legendre's equation for all values of z. The
second solution is a nonterminating series of descending powers
1; the formal processes which
of z which converges when \z\
made it a solution are thus completely justified. A discussion
of the analytical continuation of the second solution within the
The
first
solution
is
>
unit circle
is
deferred for the
moment.
(2n)\/{2 n (n\) 2 }, we can write the polynomial soluTaking A
tion in the form w = Pn (z), where
(l)r(2n2r)l
#.
Z, 2"r!(n r)!(n 2r)l
z
'
2r
is \n or \{n 1) according as n is even or
Legendre's polynomial of degree n. In parti
where the integer p
odd.
We call Pn (z)
cular,
P {z)=l, P1 (z) =
From
z,
this definition
p f\
*n\*>
P(*0
2
i(3 l),
we deduce
>T
x^
P,()
that
r_
Z,2"r!(nr)I<fe
(
v
z2n2r)'
i(&?3).
LEGENDRE FUNCTIONS
dn
l) n\
cfe^
r!(n r)\
=
"%!
275
2 n n\ dz n
1
Pn (z) =
and so
=
dn
f
2*r\(nr)\
(z 2 l).
This
is Rodrigues's formula for Legendre's polynomial.
Using Cauchy 's formula for the nth derivative of an analytic
function, we obtain from Rodrigues's formula the following contour integral formula, due to Schlafli:
p(z)
 ^
1
dt
where
C is
Example
a closed contour surrounding the point
Pn (z) are all real
Example
= ^Sf^^'ii^i^"
Show
3.
Pn
Example
4.
according as n
Example
5.
is
__^__ ^ _i n+i(in+1
s
f;z2)
even or odd.
Show, by using Rodrigues's formula and integrating by
j z*Pn (z) dz
0, 1, 2,...,
n 1.
Deduce that
l
Pm{*)Pn(z)
dz=0
l
when
)
Pn (z) is equal to
i
F(n+\,~n;l;l(lz)).
parts, that
when k
z.
that
(.z)
Prove that
(_l)(i)/ 2
or
2. Prove that
Pn{z)
Example
Deduce from Rodrigues's formula that the n zeros of
and lie between ; 1.
1.
the integers
m and n are unequal.
LEGENDRE FUNCTIONS
276
Example
6.
Prove that
1
fz
2^!)*
Pn('
(2w+l)
i
c
Deduce that
{P(z)} 2
dz
2n + l
Example 7. Show that a polynomial/(z)
in the
form
of degree
n can be expressed
f(z)
= 2a P (z),
T
r=0
1
where
2r4 1

=
or
f(z)PT (z)
dz.
l
More
generally, prove that if /(z)
expanded as a
an analytic function which can be
is
series
r=0
which converges uniformly 'when
given by the above formula.
1 <
11.12. Laplace's integral for the
<
1,
the coefficients ar are
Legendre polynomials
We shall now deduce from Schlafli's integral a definite integral
Pn (z), due to Laplace. Let us take as the contour
formula for
the circle \t z\
= <J\z 1.
2
Then on C we have
= z+(z 1)W,
2
tt to tt. Evidently it is immaterial which
where varies from
branch of *J(z2 1) is taken.
Making this change of variable, we find that
<f>
=
1
2(z 2
l)h^{z+(z l)*cos<} =
2
and hence that
'
J ( z )
2{tz){z+(flfco&4>}
^J{
z +( z2
1
icos
^M ^
IT
Since the integrand
is
an even function of
<f>,
it
follows that
TT
pn {z) = I
f {z+(z 2
 l)*cos# <ty.
This formula is known as Laplace 's first integral for the Legendre
polynomial Pn {z).
LEGENDRE FUNCTIONS
Example. By making the transformation
{z + (z 2 l) 1 2 COS^}{z(2 2 lJ^cOSl/.}
when z is real and greater than unity, show that
'
pn (z) =when
>
1.
By
{2
+ (2
l) 1/2 cosoj} 1
277
daj
appealing to the principle of analytical continuation,
prove Laplace's second integral formula, that
w
4(z)
M {z+(z*l)
1 li
cosw} n  1 dw,
where the upper or lower sign
Show
positive or negative.
when
z is
is taken according as the real part of z is
also that Laplace's second integral diverges
purely imaginary.
A generating function for the Legendre polynomials
The Legendre polynomials can also be denned as the coefficients in the expansion of (1 2hz+h 2 )~ 1 2 as a series of ascending
1 1 .2.
powers of h, a result which enables us to determine very simply
many of the properties of Pn (z). To prove this, we sum the
series 2 h nPn ( z )Using Laplace's first integral, we find that
>
nP(z)
^
= ~2
i
^{z+(z2 l) } cos<}^
yhn{z+{z ~l)icoa<t>}n
2
d<f>,
provided that we can justify this inversion of the order of
integration and summation.
Let us suppose that
&<(le)/( 2 +Vz 2 l),
where
<e<
1.
We
then have
\h{z+(z*l)icos<f>}\
<
\h\{\z\
00
and
so the series
2 hn
{z\ (z 2
+ l j*}<
z
l,
1 )*cos </>}"
converges absolutely and uniformly with respect to the real
LEGENDRE FUNCTIONS
The inversion of order is thus
278
variable
<j>.
valid.
It follows
that
00
2 hnPn {z) =
n=
TT
{lhzhizzl^coscf,}1
d<j>
by the fact that
when h = 0.
Now (1 2Az+A2 ) 1 2 regarded as a function of h, has but two
the branch of this function being determined
equal to
it is
'
and these are branchpoints
at h
z(z2 1)*.
Hence, by Taylor's theorem, this function is expansible as a
series of powers of h whose radius of convergence is the smaller
f z i(2 2 !)*[ But we have seen that, for sufficiently small
values of h, the function is expansible in the form
hnPn ( z )As the Taylor expansion of an analytic function is unique, we
have thus shown that
singularities,
00
(l2hz+h 2 )^
<
provided that \h\
convergence of this
Example
P(l)
2.
to prove that
series is
{*)
In particular, the radius of
1)*.
1 ^ z ^
unity when
1.
Prove that
P.(l)
l,
Example
\z(z 2
= 2 hnPn
P2W (0) =
(l),
Use the identity
P (cos 6)
is
TC
(1
"^y
2hcos6+h =
2
*Vi(0)
1.3(2n)(2n2)
...
+ 2.4(2nl)(2n3) 2c S( " 4)e+ Deduce that
Example
P(cos0)
3.
Show
<
when
that, if
(1+ft
2
)
(l2hz+h*)
Deduce that
2"(w!) a
is real.
h+ 1/h =
2/k,
then
(1zk)'
a" is equal to
t
(2n+I)!(
,,,
ln
,  ,.2n+l
(2n+1)P
3) (z)+(2n
2
'
0.
(1 heK ){\ he61 )
equal to
LEGENDRE FUNCTIONS
The recurrence formulae
We shall now find the recurrence formulae
279
11.21.
connecting Legendre polynomials of different orders by using their generating
y^ h) =
function
This generating function
differential equation
i_2hz+ hi)il>.
easily seen to satisfy the partial
is
(l2hz+h?) I
Hence we have
(zh)V.
(1Zhz+V)
 nh^PJz) =
(zh)
where the
<
\(z a l) i \.
hn ~ x we find that
coefficients of
nPn (z)(2nl)zPn ^(z)+{nl)Pn _ 2 (z)
which
is
the
first
of the recurrence formulae.
we now
^)_^M = ^
,
that
Z
If
differentiate
(dPn (z)
dPB _ x (z)l
dz
dz
JTt
(i)
(Z ).
with respect to
z,
dPn _Jz)
dPn ^(z)\
dz
dz
it
follows
by formula
dPJz)
From
dPn
these three formulae,
Jz)
it is
g Pn+i(g) _ggt=i(g)
(Z
(ii)
(with
for n), that
,...,
easy to deduce that
(2n+l)Pn (g),
IM = nzP {z)nP _M,
2_ 1} d
(2nl)Pn _ 1 (),
n 1
.
ii)
we obtain
=
from which
(i)
0,
from the relation
Similarly,
we deduce
(z),
converge absolutely provided that
infinite series
1*1
Equating
f h"Pn
o
(iv)
(v)
LEGENDRE FUNCTIONS
280
2_i)^) =
(n+l)zPn (z)+(n+l)Pn+1 (z).
(3
(vi)
It should be observed that the six recurrence formulae of this
paragraph are really particular cases of the formulae of Gauss
connecting contiguous hypergeometric functions
1 1 .22.
10.5).
The integral of a product of Legendre polynomials
The polynomials PJz),
Pn {z) satisfy the differential equations
^{(l* 2 )P;j+m(m+l)Pm
0,
{(lz*)P'n} +n {n+l)Pn
0,
where dashes denote differentiation with respect to z. If we
multiply these equations by Pn and P respectively and subm
we obtain
tract,
(mn)(m+n+l)Pm Pn
= Pm ^{(l*)P;}Pn ^{(l*)P;J
Hence, by integration, we have
(mn)(m+n+l) j Pm Pn dz
= [(l2 )(Pm P;P^PJ]^.
But, by the recurrence formula
(l^)(Pm P;_p;pj
so that,
when
(v),
= nPm Pn _ mPm _ Pn ^{mn)zPm Pn
x
m ^ n,
fpm Pn dz =
I
K
L
fi<i Pn + (mn)zPm Pn
(m )(m+n+l)
\
J Si
a formula which enables us to integrate the product of two
different Legendre polynomials between any limits.
To determine the corresponding formula for the integral of
the square of a Legendre polynomial,! we observe that, by the
t See Hargreaves, Proc. London Math. Soc.
(1),
29
(1898), 11523.
LEGENDRE FUNCTIONS
recurrence formulae
and
(ii)
(iii),
2Pn (zPn Pm _i)
2Pn l\"n
= jZlz Pn~\~ z "nl
and
z * nl) "T Pn~r*n1
*"nl"n\>
so
(2+l) \ P\ dz (2l) P*_ x
J
we now put n
1, 2,...,
= [zP+zP 2PK _
1
1 Pj;.
m and add, we obtain
fpi dz  fpi dz =
(2m+l)
<fe
a,
a,
If
281
z p2 +2z (Pf+P+...+p2 l _ 1 )+
a,
ai
+ z p^2(p p +p p +...+pm _
P =
1
or, since
P (z) =
1,
x (z)
(2m+l) jPldz
pj]*;,
z,
[2 Z (P+Pl+...+PJl _ 1 )+
ai
+zP* 2(P1 P2 +P2 P3 +...+Pm _ 1 Pm ).
l
In particular, since
PK (1) =
1,
JPM z )PB z
(
fe
Pn ( 1) =
= 1 _2j:i
( 1), we
see that
orO
m and n are equal or unequal. This
can also be proved by using Rodrigues's formula and
integrating by parts, as suggested in 11.11, Exx. 7 and 8.
according as the integers
result
Example
Show
that, if
;>
n and
m n is even,
j Pm (z)Pn (z)
is
equal to
or l/(2n+l) according as
Example
2. Prove that
dz
m>
or
n.
j Pir (z)P3s+ i(z) dz
(l)r++i(2r)!(2a+l)!
4f+(2r 2s l){2r+2s+2)(r!)*(s\)''
(Rayleigh.)
LEGENDRE FUNCTIONS
282
Example
J
3.
Show
(\z*)P'm (z)P'n (z) dz
that
[(lz*)Pm (z)P^z)fz l+n(n+l)
j Pm(z)Pn (z) dz.
Deduce the value of
l
[ (1
z 2 )P^(z)P;(z) dz.
(Habgbeaves.)
l
Example
4.
P'n (z)
Show
that
(2ral)PM_ 1 +(2n5)P_ 3 +(2n9)PM _ 5 +...,
the last term being 3PX or
according as n
otherwise show that, if
> n,
is
even or odd. Hence or
j P'm (z)P'n {z) dz
n(n+ 1)
or
l
according as
11.3.
m n is even or odd.
Legendre polynomials of large degree
In many of the applications of Legendre polynomials it is
necessary to discuss the convergence of series of the form
y,an Pn (z), and therefore to know how Pn (z) behaves when its
degree is large. We shall now give an account of Darboux'sf
method of deducing the asymptotic expansion of the Legendre
polynomials of large degree from their generating function.
Let us consider, in the first place, the case when the point z
does not lie on the real axis between 1, so that z
cosh,
where Rl
0. We then have
>
_
provided that \h\
e f. The generating function of the polynomials PM (cosh) is, therefore, of the form (e~ A)*F(fe),
where F(h) is regular when \h\
e$.
We can, however, write
<
<
F(h)
is
= (2sinhS+e?A)= f (i,r)(efA)'/(2sinh0'+,
1 '2
f Journal de Math. (3), 4 (1878), 5 and 377. It will be seen that the method
applicable to many of the functions defined by a generating function.
LEGENDKE FUNCTIONS
where
(a, r)
283
denotes the binomial coefficient
r(a+l)/{'!r(+lr)}.
This power series converges
this it follows that, for
any
when
e
h\
<
2sinh.
From
positive integral value of p,
where G(h) is regular when A
We have thus shown that
<
e^[.
(e~h)v+iG(h)
= 2 APm (coshO f (ir)(eftrV(2sinh) r+i
=0
r=0
= 2 ^(oo H h  (t,r)(rl,
r?o
=
say.
By
yA_}
!.**
Taylor's theorem, this expansion
\h\
The
coefficients
an
<
is
when
valid
e.
am are given by
= J_.
e C_fc)i>+*Q!(A)**
c
denotes a circle concentric with and interior to the
circle of convergence. We can, however, deform the contour,
where
without altering the value of the integral, until it consists of
_
the circle of convergence \h\
e S indented at the singularity
e ^. Moreover, the integral round the indentation tends to zero
with the radius of the indentation.
Accordingly, if we write h
e~^ +6i on the modified contour,
where 6 varies from to 2it, we obtain
an
= e npM
(
ATT
f
J
The
first
0i )*>+lG{e+8i
dd
2w
eJnC
= _L
Z7T
J
say.
6^(1
e n8if(6)
derivatives of f(9) are continuous, whilst its
derivative of order
p+1,
being of the form
(1 e6i )~*g(8), where
LEGENDRE FUNCTIONS
284
g{6) is
continuous,
fore integrate
p+1
and
discontinuous at
is
by
times
e(npi)Q
2w
{ni)P+ 1
We can
2tt.
there
parts to obtain
r e  ei (l eei )ig(6) d6.
o
But
this integral
remains
n > oo, and
finite as
so
np+1 e~ n ^an
is
uniformly boundedf as n > oo, provided that lies in a closed
domain where the inequality Rl
is satisfied.
We
>
> 0,
when Rl
therefore see that,
PJcosh)
2 ( hr)(r
_
},)
f r(j+f)r(i+r)
9X
since the
is large,
this equation
(i)V*+x
!V(27rsinh)45
/ee\
,
(2 sinh ) r+ *
'
term corresponding to r = p is
PB (0OBh)
'
e<+^>e
V7rZ.TC!r!r(TO+r) k
But
(2 sinh )+*
0(e n ^/n p+i
\^+V'
) when
can be written
r(i+r)r(j+r) /
r! T(^ n+r) \
ee
y+
2sinh/
^\

^t+*/
In other words,
^ CS
4;
~ ! V(277sinh
2,
rl
r(Jnfr)
2 sinh J
'
the series on the righthand side being an asymptotic expansion
in Poincare's sense when Rl
0, since the error caused by
terminating the series at any term has the same order of magni
>
tude as the first term omitted. It should be observed that this
asymptotic expansion may be written in the form
'< t
0~^^'(=^*'SEEW
and, in particular, that
p (c h
;pSW){ 1+0
This analysis has to be modified slightly
t It can, in fact, be shown that n^+'e
O in the next equation can be replaced
portance here.
when
z is
a real
^ tends to zero uniformly, so that
by
o.
This
is,
however, of no im
LEGENDRE FUNCTIONS
number
lying between
285
since the branchpoints of the
1,
generating function then both he on the circle
< < n,
case we write z = cos0, where
\h\
==
1.
In
this
and make use of the
fact that
Z/
'
'
(2sin0) r +*
;
'
(2isin^r+i
regular save at the branchpoints e 6i moreover, at e ei this
function behaves like (e ei h) p+i G(h), where 0(h) is regular
is
when
\e
Bi
h\ <
in powers of h
find that, if e
2sin0,
and
similarly at e~ 8i
If we
and apply the same argument
now expand
we
as before,
^ 6 ^ it e where e > 0, then
PM (cos0)
\7rsm0J
/2
(1)"
{r(r+)y
cos{(ttr+i)fl+i(2rl) ff}
2vr!r(r+J)
%!
^sinfl
and, in particular, that
^
This approximation
any
is
oos{{n+\)ein}+0{nW).
valid only
when
^ 6 < 7r
positive number. It can, however, be
'
p (cos&)
e,
where
e is
shown that
l<V(^)
under the less restrictive condition < 8 < n. A proof of this
will be found in Hobson's book, Spherical and Ellipsoidal
Harmonics.
11.4.
is
The complete solution of Legendre's equation when
an integer
of Legendre's differential
equation at the points
1 are both zero, the complete solution
has a logarithmic singularity at these points. To discuss the
nature of the complete solution near these singular points we
apply the usual rule for solving a linear differential equation
when one solution is known, that is, we make the substitution
Since the exponentdifferences
w=
PJz)u.
LEGENDRE FUNCTIONS
286
We
find that
satisfies
the equation
(lz*)Pn (z)^ + 2{(lz*)P^(z)zPn (z)}^
from which
it
0,
follows that
z
where
and
= A + Bj.
dz
(z*l){Pn {z)Y'
Hence the complete
are arbitrary constants.
solution of Legendre's differential equation
Now Pn (z)
is
is
a polynomial of degree n, with n distinct zeros
no zero being equal to 1. Accordingly we
z v z 2 ,..., z n , say,
have,
by the theory of partial
(z 2 l){P(z)} 2
Here ar
Pn (z) =
is
2(zl)
the residue of
fractions,
2( Z +1)
+ Z\zz + {zz
f\r
l/[(z 2 l){Pn (z)} 2 ]
=z
at z
r.
If we write
(zzr )F(z), we easily find that
a
2{zr
F(zr )(lz*)F'(zr )}
{lzl){F{zr )f
But
if
we
substitute (zzr )F(z) for
ferential equation,
we
Pn (z)
in Legendre's dif
obtain
h(z~zr ){(l~zi )F"{z)2zF'(z)+n(n+l)F(z)}+
+{(lz*)F'(z)zF(z)}
= z we find that a = 0. Substituting the value of
l){Pm (z)} so obtained, we have as the complete solution
putting z
l/[(z 2
0;
r,
of Legendre's differential equation
= APn (z)BUpn (z)!og?+Pn
(z)
J zz,
r=l
'
= AP^B^P^log^W^z)},
where A and B are arbitrary constants and W^^z)
nomial of degree n 1.
is
a poly
LEGENDRE FUNCTIONS
The second
287
solution of Legendre's differential equation
which we have just determined, has logarithmic branchpoints
1, but any branch of the function is onevalued and
1
regular in the zplane supposed cut along the real axis from
at z
to
1.
We now
define
n (z)
in this cut plane
by
assigning to
the logarithms their principal values; we call this solution the
Legendre function of the second kind. This is equivalent to taking
2
where the path of integration does not cross the cut.
The cut is a line of discontinuity of Qn {z). For, if 1< n
we have
lim
When n
= iP.^W^TirilWUG*)
Qn ^ei)
Qn (^+0i) Qn {fi Oi)
and so
is
< 1,
rriPJfi,).
a point on the cut, it is convenient to define Qn (ix)
mean of Qn ([j.0i). With this convention
as the arithmetic
we have
when
1 < <
/x
1.
The behaviour of Qn (z) at infinity
When \z\ > 1, we can expand the function
1 1 .41
Qn)
\Pn {z)\0g
^W
n _^z)
Z
z
as a series of the form
Qniz)
= PJ 2 )(i + ^ + i + }^^)
= z"i{a +a z +a z*+...}
3
ar being constants. If am is the first nonvanishing coefficient, this solution has the exponent
n\\
say, the coefficients
at infinity.
We saw, however, in
11.11 that the exponents of Legendre's
LEGENDRE FUNCTIONS
288
and
solution of exponent
n.
equation at the regular singular point at infinity are
w+1. Evidently Qn (z) cannot be the
Accordingly, we identify Q n (z) with
+l, viz.
the solution of exponent
(n+l)(n+2)(n+3)(n+4)
"^
where
(7 is
4"
2.4(2ra+3)(2w+5)
+ ""'/'
a constant.
a2n is the first nonzero coefficient,
a fact which enables us to determine the polynomial Wn^z).
To determine C, we equate coefficients of z~ n  1 in the two
expansions. This gives
It should be observed that
= a 2n
(2n)\
_
~~
2(w!)2(2w+l
n{n 1)
n(rc l)(n 2)(w 3)
2(2w 1) 2+ 2.4(2w l)(2n3) 2
"J
We
have thus proved that, when
*W 
2+ir( W +)
\z\
1+
Z
\
>
1,
2(2^+3)
2.4(2n+3)(2+5)
a result which can be expressed most simply in the form
Example
Show
that
.(*)
= ilog^y,
Z I
Q,(*)
= *P (ss)log?if*,
.(*)
= iPaWloggy^+f
1,
Q t (z) = izlogp^
Z 1
LEGENDRE FUNCTIONS
Example
2.
Show
^=
)
289
that
(Siy.
(z
 1)
li?,
n + 1 n + 1;2w + 2:
'
the latter formula being valid when \z
sponding formula, valid when z+ 1 > 2 ?
1
>
2.
ii)'
What
is
the corre
Example 3. Prove
that, if we replace the factorials in the functions
functions, the functions so obtained are linearly
independent solutions of Legendre's differential equation for general
values of the parameter n. [The functions n (z) and Q n (z) so defined are
by
of Ex. 2
Gamma
called the Legendre functions of the first
11.42.
An
integral formula for
and second kinds
respectively.]
Qn (z)
Using the duplication formula for the Gamma function, we
find that we can write the hypergeometric series for Q {z)
n
( 11.41) in the form
fc)
QnW
*
when \z\
we have
>
1.
2z )
(
we
4j
2s )
But, by the Eulerian integral of the
an(i so
If
V{S+i)
V {n+2S)l r(w+s+f)
s
= _L^
M+1
oo
insert vanishing terms of the
first
kind,
form
(n+2s+l)\
n\ (2s+
$!*ir*
l
in this infinite series,
we
find that
We can invert the order of integration and summation in this
last equation; for, since
\z\
I
4111
>
1,
the series
(n+r)\(t\ r
n\r\
\z
LEGENDRE FUNCTIONS
when 1 ^ t ^ 1. It
290
converges uniformly
Q n (z)
or, finally,
?>
_^+i
^3^
1
This formula, which
follows that
the analogue of Schlafli's integral for
is
Pn (z), has been proved under the assumption that
\z\
>
1.
The
however, uniformly convergent when 2 lies in any
closed domain of the zplane supposed cut along the real axis from
1 to +1.
Hence, by the principle of analytical continuation,
this formula for Q n (z) holds everywhere in the cut plane.
integral
is,
Example. Prove
type as those
that
satisfied
by
Qn (z)
satisfies
11.43. Heine's integrals for
We
shall
recurrence formulae of the same
Pn{z).
now deduce from
Q n (z)
the formula
1
two
^ P ^
2^1 J (zt)^1
1
Qui*)
integral representations of
Laplace's integrals for
Qn (z) which
a real one. If
as
varies from
= z l)h
(z
we take the
to
1,
positive square root,
6 varies from a to
iUog
2
& 2
direct substitution that,
QJ?)
z is real
and greater
we
find that,
a, where
= arccothz,
the real value of the logarithm being taken.
by
are analogous to
Pn (z).
Let us suppose, in the first place, that
than unity, so that the transformation
is
dt
when
>
From this it follows
1,
{( l)*oosh0}
de,
LEGENDRE FUNCTIONS
and
so, since
the integrand
291
an even function of 0,
is
QnW =
2
/ {z(z l)*cosh0}
dd.
This formula is important since it enables us to calculate simply
the functions Qn {z). For example,
(z)
=*=
ilog^+J,
z
Qt (z)
= za(z
l)hmhac
frlogt+1l,
z
and
so on.
For the more
when 2 is complex, we
If we now make the
{z+(z
we
difficult discussion
of this formula
refer the reader elsewhere.
substitution
l)*cosh}{z( z2 l)icosh0} =
find that, as 9 varies
and hence,
from
to a,
<f>
varies
1,
from
after a little easy manipulation, that,
when
to
z
foo,
>
1,
00
QnW =
{2
+ (z
l)*COSh <}!
This formula, which is due to Heine, $
place's second integral for PJz).
d<f>.
the analogue of La
is
we wish to extend this formula to the case when z is comwe must first ensure that the integral is onevalued and
convergent. This is the case if we take the branch of (z 2 1)*
which is positive when z > 1, and make a cut in the zplane
If
plex,
along the real axis from oo to 1. If z lies
domain within the cut plane, the integral
in a
bounded closed
00
(zf ( 2
2_ l)icosh Jl
converges uniformly with respect to z, and so represents a reguwhich is equal to Qn (z) when z
1. From
lar analytic function
>
t See, for example, Hobson's memoir published in Phil. Trans. (A) 187
(1896), 443531, or his Spherical and Ellipsoidal Harmonics (Cambridge,
1931),
Chap. V.
t Journal fur Math. 42 (1851), 735.
The cut from  1 to 1 is required to make (z 2  1)* onevalued, whilst that
from oo to 1 ensures that z+(z 2 l)*co8h ^ never vanishes when
> 0.
<j,
LEGBNDRE FUNCTIONS
292
this it follows,
by
analytical continuation, that the formula
CO
holds everywhere in the zplane, supposed cut along the real axis
2
1)* has its principal
1, it being understood that (z
rom oo to
value. The value of QJz) on the cut is determined by the
equation
(ijn+igjz)
QJ _ z) =
when z
11.5.
F.
<
1,
and by the convention of
when
1.4
Neumann's integral for QJz)
Neumannf showed that if z is any
<z<
1
1.
point of the zplane,
supposed cut along the real axis from 1 to +1, QJz) can be
expressed in terms of Legendre's polynomial by the relation
i
QJZ) =
We
du
J1
PnW zu
deduce this result from Cauchy's integral formula
4.31,
Ex.).
Let z be any fixed point of the wplane which does not lie
on the real axis between 1 and +1. We choose a closed
contour Cx which surrounds the points 1 but not the point z,
and which does not cross the cut; we also take the circle Ca
whose equation is \w\ = R, where R > \z\. Since QJw) is
regular in the annulus bounded by Cx and C2 Cauchy's formula
,
gives
1
dio
c,
r.
<
dw
modify the expression on the righthand side of this
equation by making R tend to infinity.
It follows from 11.41 that, for all sufficiently large values
We now
of
H'
\QJw)\^A/\w\"+\
A=
.
where
n\
Vw
2 r(n+f)
t Journal JUr Math. 37 (1848), 24.
LEGENDRE FUNCTIONS
293
Hence we have
2ttA
Qn( w );
J
and
R n (B\z\Y
wz
this implies that the integral
round
C2
tends to zero as
R tends to infinity.
We have thus shown that
QnW =
dw
^J
.()
is regular in the cut plane, we can deform the
without altering the value of the integral, until it
rj joined
consists of the two sides of the cut from
1fe to 1
ij.
Moreover, since
e, io
by the circles w+l
1
But
Qn (w)
since
contour
1;
W
the integrals round these small circles tend to zero as
and
ij
tend to zero. It follows that
i
QnW =
du
{Qn (u0i)Qn (u+0i)}^u
Finally, since
Qn (u0i)Q n (u+0i)
when 1
<u<
1,
this
= *iPn (u)
formula can be written in the form
1
which
is
Neumann's
result.
11.51. Heine's expansion of (zu) 1 as a series of Le
gendre polynomials
Let us suppose that it is possible to expand
of Legendre polynomials of the form
1
m=0
am Pm {u).
l/(z
u) as a series
LEGENDRE FUNCTIONS
294
Then, by
11.11,
Ex.
the coefficients am are given
7,
by
dw
du
D/
j Pn (u)^ = (2m+l)Qm (z).
2m\\
I"
i
This suggests that the formula
1
U = m2=o (2m+l)Qm (z)Pn (n)
probably true, provided that certain restrictions are made
z and u. This result, which is due to Heine, f is of
great importance; for on it depends the theory of the expansion
of a class of analytic functions as series of Legendre polynomials.
The proof given below is due to Christoffel. J
When
1, it follows from the recurrence formulae
is
concerning
m^
=
(2m+l)uPm (u) =
(2m+l)zQJz)
(m+l)Qm+1 (z)+mQm ^(z),
{m+l)Pm+1 (u)+mPm _ 1 (u),
that
(2m+l)(zu)Q m (z)Pm (u)
= (m+l){Qm+1 (z)Pm (u)Qm (z)Pm+1 (u)}
m{Qm (z)Pm _ 1 (u)Qm _ 1 (z)Pm (u)}.
The corresponding formula when
(zu)Q
From
(z)P (u)
m=
is
= {dCOPoMGoOOAMRi.
these two formulae
we
have,
by
addition,
m=0
(2m+l)Qm (z)Pm (u)
= %Z^
+ l^)Pn (u)Q n (z)Pn+1 (u)}.
u +P^{Qn
%%
l
To prove Heine's formula, we have
therefore to
show that
(n+l){Qn+1 (z)Pn (u)Q n (z)Pn+1 (u)}
tends to zero as n tends to
infinity.
Now, if z = cosh(a+ijS) where a > 0, and if ^ is real, we have
[z+(z l^cosh^l = !cosh(aH/3)+sinh(a+^3)cosh<
= ^{^(cosh 2a+cos 2j8)+sinh 2acosh^+
2
f
J(cosh
2a cos 2/J)cosh2 <}
^ ^/{cosh2a+sinh2acosh^} ^ ea
t
Journal filr Math. 42 (1851), 72.
% Ibid 
55
(1858), 6182.
LEGENDRE FUNCTIONS
from Heine's integral
It follows
!(*)
{z+(z2
295
11.43) that
l^cosh^}"
&j>
J"
{cosh 2a+sinh2a cosh ^}<"+ 1
>'
2
d<f>
J*
o
00
e (i)a f { C osh
2a+sinh 2a cosh ^} _1
d<
= e(m  Q (cosh 2).
if u = cosh(y+iS) where
1)a
Similarly,
> 0,
and
if
is real,
we
have
+ (M l)icOS0
= cosh(y+tS)+sinh(y+iS)cos0
= V{K cosn 2y+cos 28)+sinh 2y cos0+ J(cosh 2y cos 2S)cos 0}
< ^{cosl^+sinh^} = ev,
2
*t
and
by Laplace's
so,
1^)1
=
Now suppose that
number
(+ 1)
less
<
=
<
first
than
a.
integral
11.12),
{u+(u2 I)*cos0}d0
< en
v.
and that e is an arbitrary positive
Then, when
< 7 < a e, we find that
a.
is
fixed
Qn+lWnM Qn(z)Pn + l{u)
{n+ l){e"Q (cosh 2a)emy+e<w  1 a Q
(n+ 1 ) #o(cosh 2a)e"<ya'{l ea +r}
(w+l)Q (cosh2a)e Ke {l+e2a!}.
>
(cosh 2a)e<'l + 1>r}
This last expression does not depend on j3, 7, or 8, and tends to
zero as n tends to infinity. It follows that the series
f(2n+l)Q n (z)Pn (u)
converges uniformly with respect to j8, 7, and 8 and has sum
l/(z).
The simplest way of stating this result is to use geometrical language. If we keep a. fixed and vary /?, the point
cosh(a+ij8) traces out an ellipse with foci at the points of
z
affix
+1
and major
axis of length 2 cosh a.
The condition
LEGENDRE FUNCTIONS
u = cosh(y+i8) lies
296
^y<
a. e means that
within or on the
smaller confocal ellipse of major axis 2cosh(a e). The result
we have
just proved can therefore be stated in the following
form. The series
Z(2n+l)Qn (z)Pn (u)
o
and u when z lies on a fixed
^ 1 and u lies in any closed
converges uniformly with respect to z
ellipse
C with foci at the points of affix
domain
definitely within C.
11.52.
Neumann's expansion theorem
If f( z )
is
an
The sum of
the series is l/(zu).
and on an ellipse
can be expanded as a series
analytic function, regular within
C with foci at the points of affix
of Legendre polynomials
1,
it
M = fa P
n (z)
which converges uniformly when z
ellipse
For
Cv
if
lies
within or on a smaller
confocal with G.
is
any point within or on
Cv we
have
u
=
=
2^ JV(s)
o
2~
 (2n+l)Qn (z)Pn (u) du
2 cj m(2n+l)Q
n (z)Pn (u) du,
the inversion of the order of integration and summation being
valid since the infinite series under the sign of integration is
uniformly convergent with respect to z and u when z lies on C.
From
this it follows that f(u)
convergent series
can be expressed as a uniformly
,
f(u)
= J,an Pn {u),
o
where
=
2
'
JJMQ
c
n (z)dz.
This completes the proof of K. Neumann's expansion theorem.
The actual determination of the constants an is best carried
out by deforming the contour G, as in 11.5, until it consists
of the two sides
by the
LEGENDRE FUNCTIONS
of the cut from 1+e to 1 ij,
z+l
circles
e,
value of the integral for a n
\zl\
rj.
297
joined together
This does not alter the
It easily follows that
= ^^
f f(x){Q(xOi)Q(x+Oi)} dx
l
and hence that
a
2ra+l
f(x)Pn (x) dx.
we can
Alternatively
J*
term by term in the equation
integrate
f(x)Pn (x) dx
(*
_i r=0
_i
ar Pr (x)Pn (x)dx
which leads to the same result; this process is valid on account
of the uniform convergence of Neumann's series.
For theorems of a similar nature relating to functions of a
real variable, we refer the reader to Chapter VII of Hobson's
Spherical and Ellipsoidal Harmonics.
Example. The
function f(z)
an analytic function regular in an
is
annulus bounded externally by an ellipse C 2 with foci at the points of
affix J: 1, and internally by a smaller confocal ellipse. Show that /(z)
can be expanded as a series of the form
/(z)
where
= f an Pn (z)+f bn Qn (z),
2n+l
2~=
f(z)Q(z) dz,
J
c,
2n+l
K= 2
Prove also that the
series
jf(z)Pn (z)dz.
converges uniformly in any closed domain
(K. Neumann.)
definitely within the annulus.
11.6.
The
associated Legendre functions
We saw in
11.1 that the problem of finding all the spherical
harmonics of degree n depends on solving the associated Legendre differential equation
w
dw
 z).d^2z
2
(1
^+r
" +1)
2
)
"i=^r =0.
LEGENDRE FUNCTIONS
298
where n and
(^
n) are positive integers or zero.
This
dif
ferential equation has three regular singularities, its complete
solution being of the form
oo
(1
If
we make
fyn
\m
n\\
the substitution
are changed to
mn and m+f
1.
n
w
\m
\m
(z2
z\.
)
l) imu,
the exponents at
and m, and the exponents at infinity to
But this function u satisfies the differential
equation
(in
(1 z 2 ) 2(m+l)z
az
and
this,
by
f(M m)(n\m\l)u =
dz
fitj
0,
Leibniz's theorem, can be written in the form
dm
,d v
dv
(,,
^).+(+i).}.
a
dl?
= dmvjdzm
where u
Hence,
if
is
any solution of Legendre's
differential equation, the function
w=
satisfies
2 l)*
(z
v
'
^
dz m
the associated Legendre equation.
Accordingly
we take as the two linearly independent solutions
of this equation the functions
P(z)
= Z *_l)**g^,
(
QZ(z)
being supposed that the zplane
from
1 to 1 and that (z 2
1)* has
it
is
its
2_i)**^l),
cut along the real axis
principal value.
These
functions are called the associated Legendre functions.
When m
We
is odd, P%{z) is undefined on the cut from
1 to
complete the definition when
1
x
1 by writing
1.
< <
where the positive value of the square root is taken; it must,
however, be remembered that, although P(z) is now defined
everywhere,
P(x)
it is
discontinuous across the cut, since
lim
+
c
el m7ri P%(x+ie)
= Km er^
e*+0
mr,i
F^{x ie).
LEGENDRE FUNCTIONS
When
is
even, P%(z)
a polynomial of degree n, and so
is
regular everywhere; but as
in definition according as
when
1 < x <
1,
all
Similarly
even or odd, we suppose that,
is
(l)(la*)*?Lg^
values of ra.f
convenient to define <2(x),
it is
by the equation
( l) m Q%(%)
is
undesirable to have differences
it is
the equation
PZ(x)
holds for
299
= i hm {ei
m7ri
when
<x<
1
1,
Q%(x+ei)+e* m7H QZ(x ei)},
e>+0
Q n (x) when
which agrees with the definition of
m=
The
0.
functions P%{x), Q(x) so defined evidently satisfy the differential equation for real values of x.
Example
Prove that P()
is
even or odd according as n
is
even
or odd.
Example
Prove that
2.
J \TO/2
z2
(pl+m
Deduce that
^" (8,
2.n!(+)!
2.(2nl)
'
(nwt)(wml)(nw2)(nOT3)
_4
"*"
2.4.(2n 1)(2 3)
Example
Show
3.
Show
4.
that
"
l
according as
Example
n
5.
is
or
is
^^^
2n+l
not equal to
orO
(ra m)!
r.
Prove that
\^
l
J
according as
/z4l\/ 2 dn
fi( Z )IT( 2 ) dz
J
_ '"/'
that
Example
n x)Pl(x)
*
J^
= L^^l
m(nm)\
a;
or0
m is or is not equal to h.
Hobson's definition. The factor ( 1) is sometimes omitted; to
distinguish the two cases, it is usual to write T%(x) = (lx 1 ) m 2 dmPn (x)jdxm
a notation due to Ferrers (Spherical Harmonics (1877), 76).
t This
is
300
Example
Show
6.
LEGENDRE FUNCTIONS
< n,
that, if r
xP%(x)P?(x) dx
l
when
vanishes, save
= n 1,
when
value
its
4w 2 1 (n m
Example
Show
7.
that, if
(ir!?(*0i)
11.61.
is
(n+m)l
2tt
1)!'
1 < x < 1,
= e m" {(x)Ti7nf?(a;)}.
2
A lemma of Jacobi
Before
we
discuss the representation of P(z)
integrals, it is convenient to
prove that,
r = (_
JmlgfapmlJ,
rffi
if
fj.
l)ml (2m)!
l.
2 m m!
to
an interesting result due to Jacobi. f
The result is true when to = 2; for, in
shown that
by
definite
cos <j>,
sin ra<A,
r
this case, it
is
easily
d8in3<f>
We
shall
show that the lemma
is
true generally
by the method
of induction.
lemma
Let us suppose that the
value of to. Then, writing
Jr
true for
some
particular
(l)i(2m)l
2 mTO!
TO
we deduce
is
>
'
that
dmsin2m_1 <
d sin m<f>
dp
^tocosto^
__
sin <f>
dfj,
and
dm+1 sin2m i<
d/i"+
~ m sinTOcsin< WiCOSTO, cos
2
<
'
sin3 <
Hence, by Leibniz's theorem, we have
dm+1 sm2m +1
dfxm + 1
m+
2m _
d {(l j?)sin
m+
1
(f>
dfj,
1
<f>}
= K{ sinm<f> TOcosTO^cot^+
+ 2to(to+ l)cos m<f> cot 0~to(to+ l)sinTO^}
2
t Journal filr Math. 15 (1836), 34. Tho proof given here
Proc. London Math. Soc. (2), 23 (1925), (Records) xxx.
is
that of Ferrar,
LEGENDBE FUNCTIONS
301
= Km(2m+l)cos(m+l)(f>lsin<f>
m+1
d(j.{
If
we now
integrate with respect to
dm
2m+1
fi,
we
find that
J2m+2)!
= (=1
m+1 2+ (m+l)!
<f>
d/*
the constant of integration vanishing since the expression on
each side of the equation is an odd function of <f>.
We have thus shown that, if the lemma is true for any particular value of m,
true for to =
true for the next greater.
it is
But
since it is
true generally.
2, it is
11.62. Integral representations of P%(z)
The simplest
integral formula for P%(z)
Schlafli's integral for the
Pn {z >
is
the analogue of
Legendre polynomial, namely
 ^2^r (z
1}
zri J (*)h+i
'
C is a simple closed contour within which the point z
This follows immediately from the generalized Rodrigues's
formula
lUm Jn+m
2
where
lies.
pm(~\
by using Cauchy's
L>
Vs
integral for the
2_ \\n
(n+m)th
derivative.
When z does not he on the real axis between 1, we
as C the circle \t~z\ = Vl z2 ~ *! Then on C we have
t
where
It
(z
now
can take
= z+(z l)*e<^,
2
1)* has its principal value and
<f>
varies from
follows, exactly as in 11.12, that
P( Z )
(W+
)!
n\
I
it
n
2
f {z+(z lfcOScf>} COSmcf,
J
o
Now by
the
lemma
cos mi
r
we have
rf^sin 2 " 1 y
^ da
^
,w 2 mm!
l)"i(
,
v
m
d^
rf/x
(2m)!
of 11.61
d*f>.
to 2n.
LEGENDRE FUNCTIONS
302
where
denotes
fx
We
coscf>.
(2m)\nl
by parts
Integrating
Finally, putting
fx.
rr
we deduce
that
we
cos (/>,
dp
m times,
(n m)\
{2m)\
can, therefore, write this definite
form
integral for P%(z) in the
obtain a second definiteintegral
formula for P%(z), namely
(2m)l(nm)\
it
J
o
vahd when the zplane is cut along the real axis from 1 to 1
and (z2 1)* has its principal value.
It should be observed that the two integrals of this paragraph
reduce to Laplace's
Example
(z 2
integral for the Legendre polynomial
first
m is zero.
when
l)
1 /2
has
Show
that,
when
the zplane
is
cut from
to
and
principal value,
its
{z+(z 2 l)i/ 2 cos^r
P.(a)
+2
y ^
+ r
.PS{z)oosmd,.
T
Z, 7(n
m)l
m=l
Example
By
2.
{z
when
>
applying the transformation
+ (z
l) 1 2 cos^}{z(z 2 l)i/ 2 C osi/r}
/
the second definite integral of
1 to
11.62,
show that
IT
PS(Z)
2 m m' (n\m)*
(2^!
(r^\
(zi
 l)m
'\)
{*+(**
ll2 osco}i
S ma>da>.
Deduce
Z)
that,
when the
^~^(
zplane
22
1
where the upper or lower sign
m
)
is
also that the integral diverges
is
cut from
'2
ij{
to
1,
1
Z +( Z2 l) 1/2 ^}''M
taken according as Rl z
when Rl z
0.
>
or
^ ^^,
<
0.
Show
LEGENDRE FUNCTIONS
Example
By
3.
303
using Jacobi's lemma, show that
IT
FT(z)
1)*"
,
n
n!
(nm)\
77
'~
f
{z
+ (z l)
2
1/2
 1 cosmtodto,
ooso)} n
J
o
where the upper or lower sign
Example
4.
Show
is
taken according as Rl z
<
<
that, if
>
or
<
0.
n,
(coadisin9coB<l>) n
Pn (cos0)
+ 2 2 (l)me~ml
m=i
^PJ^cosflJcosm^.
2
(n\m)\
11.63. Integral representations of <2(z)
We have
seen in
axis between
11.42 that,
and
when
does not
lie
on the
real
1,
i
i
From
by
this it easily follows
differentiation
under the sign of
integration that the equation
Oft)
mV
Jl=gT
(l)m(+")'
(g ._l)i.
v
f
n+m+1
J (zt)
2 n+1 n\
'
'
i
holds everywhere in the cut zplane. This
definiteintegral
representation
of Q%(z),
generalizations of Heine's integrals
As the analysis runs on exactly
and 11.62, we state the results
Example
Q%(z)
where a
Prove that, when
(irfo+m)!
it
the
11.43) can be deduced.
similar lines to that of 11.43
as exercises for the reader.
z is real
and greater than unity,
^_ (z2 _ 1)
i/2
cosh ^ coshm0d ^
2.
Show
that, if
.
coshmfl
Hence prove
that,
when
W)!W
= ~!r
?.t
(2m)! (n my.
(
the fundamental
and from
arccothz.
Example
Q%(z)
is
ft
!l
/u
coth0,
= rsinh0.d
2""m!
(2m)!
>
msinhsm 1
j
m
dfx,
1,
2m
(z
l) m;2
{ziz^l^coshe^^smh^ede.
LEGENDRE FUNCTIONS
304
Example
_
Deduce from Ex. 3 that the equations
l l) m (n4m)lm<2 m
2
2
',
(z  ir' x
y \.j
(2m)!
(n m)\
3.
<
CO
f {z
+ (2  1
s
l
)
/*cosh <} 1 sinh 2m<
d<f>,
CO
Q"(z)
t\\mn
*
,,"
{z
+ (
l) 1 2 cosh^}icoshm^d^
/
hold everywhere in the cut zplane.
The addition theorem for the Legendre polynomials
1 1 .7.
OA and the radius
denotes the angle between a fixed line
If
vector to the point of spherical polar coordinates
(r,d,<f>), the
a spherical harmonic of degree n. Accordingly we can express this harmonic as a series of the form
function.
Pm (cos0)
Pm (cos0) =
where the
is
a o PK (cos0)f
2 {am C0Bm(
m=l
f>
Jr
m sinm(f>)P%(cos9),
am and b m are independent of 6 and
In
has polar coordinates (r v 6 X 0), this expansion
coefficients
particular, if
(f>.
becomes
Pm (cos 6 cos ^f sin# sinflj cos
=a
<f>)
n
o
P(cos0)f
a result which
m=l
(a m cosm^f & m sinm0)P(cos0),
called the additiontheorem for the
is
Legendre
polynomials.
If
we
and
write z
z x for
cos# and cos^ respectively, this
additiontheorem takes the form
Pn (0 =
where
Pn {z)+ J
= zz
(a m cos m</>+b m sin m<j>)P^(z),
(zi l) i (z\~l)icos<j>.
In the present section we propose to determine the coefficients
am and b m for general complex values of z and zx
Let us suppose, in the first instance, that z and z x are real
and greater than unity and that ^ ^ ir, so that is certainly positive. The expansion
.
<f>
CO
2 ^pm (0 =
m=0
(12^+^1,2
LEGENDRE FUNCTIONS
305
then holds for all sufficiently small values of h. We now express
the function on the righthand side of this equation as a definite
integral and deduce the additiontheorem by equating coefficients of powers of h.
When h is real, it is easily shown that
(l2h+h2 )W
= [(zhz
1)
{(z2 l)2h(z2 l)i(zll)icos<f>+h*(zll)}]l
IT
[( z
^i)+{( 22  1 ) 2^22  l
i
)
! l
icos<
A+
+h2 (zll)}icos(woc)]for every real value of a. In particular, if
tana
da>
we take
ft(sl)W
=
(z
we
l)*A(zfl)*cos<'
obtain
(1 2AC+&
=^
) 1 ' 2
[{zhz 1 )
+ {(z
l)i~h(zl~l)icOS<j>}cOSOJ
IT
\h(z\ l)*sin0 sin co] 1 dco
tt
==
kn\
z +( z2
1 ) icosw
 h z i+( zi{
1 ) icos
("i>)}]~ ld "
IT
This formula also holds, by the theory of analytical continuation, for all sufficiently small complex values of h.
For any fixed value of h which satisfies the inequality
we can expand the integrand
series in
<
77
a)
of the last integral as a powerh which converges uniformly with respect to a> when
Accordingly we can integrate term by term to
it.
obtain
iAPB ()=(l2MHtf)i'
=o
V,I f {z +(zll)i C S <f>)}n
= Z/
2tt
{z+(z l)*cosco} +i
(qJ
4111
re
LEGENDRE FUNCTIONS
Equating coefficients, we deduce that
306
J_ f
n ^'
27T
{ Zl
ir
If
we
+ (zll)icO S (<Q4>)y j^
{+(* 1)*COSO>}+1
substitute in this equation the value of
{z 1 +(zfl)*cos(o> 4>)}
given in
PJ z i)
11.62,
Ex.
we
Pn (t) is equal to
find that
*"
f
2
J {z+(z
2t7
1,
l) cosw}"+
i
'
7T
TT
^(ra+m)!
(rc+m)!
^l
77
{z+(z 2
 l^costo}^
But
cosm(ft)^)dw
77
{(!
cos mo>
(;* l^COSft)}"* 1
~ COSm ^
c?a>
"
{z+^lJicog^+l"
7T
7T
+ Smm ^
,
TT
== 2Tr(l) m
by
11.62,
Ex.
3,
sin mco dio
f
{2
+ (22l)*cosa,r +
^^P(z)cosm^,
the integral involving sinmaj vanishing since
integrand is an odd function of
We have thus shown that, when
its
co.
and
z x are real
and greater
than unity,
P{ii(s? !)*(! 1)*oob^}
= Pn (z)Pn Zl )+2
(
J ^^(l)
m=l
i
m P^(z)P^(^)cosm<l>.
'"
the proof of the additiontheorem, we have only
to extend this result to general complex values of z, z 1 and <j>.
Let us suppose that the Argand plane is cut along the real
To complete
and that (z2 1)* and (zf 1)* have their
principal values. When z is any point of this cut plane, z 1 (> 1)
and being real, the expressions on each side of the last equation are regular analytic functions of z which are equal when
axis from
<j>
to
LEGENDRE FUNCTIONS
z is real
and greater than
By
unity.
307
the principle of analytical
still holds for such complex values
and < remaining real. The restriction on zx is next
removed in the same way. Finally it is not necessary to suppose
continuation, the equation
of
zx
z,
that
<f>
is real,
since the additiontheorem expresses the equality
of two polynomials in e^ 1 and e~^ 1
We have thus shown that if z and
any two points of the
axis from 1 to 1, and
z x are
Argand plane supposed, cut along the real
is any complex number, the equation
if
<f>
Pn (0 = Pn (z)Pn
( Zl
)+2
g=^(_i r p( z )p
(zi )cosm0,
=i
where
and
= zz l)l{z\ l^cos^, holds provided
1)* have their principal values.
(z
that (z 2
1)*
(z\
Example. Prove
P(cos 6 cos d x
+ sin
that,
when
6X
6,
and
<j>
are real,
sin 6 t cos <j>)
= Pw (cose)P(cos6' + 2
1)
S p^^ PS(
l
CoS
e)PS(ooad 1 )oo S m4.
n=l
Legendre functions of non integral order
In the present chapter we have only discussed the
11.8.
solution
of the associated Legendre equation
 z)o\d w 2z dw n{n+i) m
d* Tz+{
i=*r=
case when m ^ n and m and n are positive integers
,,
(1
in the
or
which is of most frequent occurrence in physical
problems. For a discussion of the solution in the general case
when m and n have any real or complex values, we refer the
reader to the original memoirs, in particular those of Barnesf
and HobsonJ.
zero, the case
REFERENCES
H. Bateman, Partial
Differential Equations of Mathematical Physics
(Cambridge, 1932), Chap. VI.
E. W. Hobson, The Theory of Spherical and Ellipsoidal Harmonics
(Cambridge, 1931).
E. T. "Whittakeb and G. N. Watson, Modern Analysis (Cambridge,
1920), Chap. XV.
t Quarterly Journal of Math. 39 (1908), 97204.
% Phil. Trans. (A), 187 (1896), 443531. See also Hobson's book cited above.
LEGENDRE FUNCTIONS
MISCELLANEOUS EXAMPLES
308
1.
Show that the value
of the integral
j z(lz*)P'm (z)P'n (z)
dz
l
is
zero unless
m = n^
Find the value of the
1.
integral in these excep
tional cases.
2.
Prove that,
if
m>
n,
= i^^l_{3m(m+l)n(n+l) + 6}
j P'^z)P'n (z)dz
or
l
according as
3.
m n
even or odd.
is
Prove that
Pl
nKZ)
dh
~~2rd) hn + 1 (l2hz+h 2 ) 1
'
where
is
a simple closed contour enclosing the origin but neither of
2 ; the branch of (1 2hz+h i ) 1 2 is that which
the points z(z 2 l) 1
reduces to I when h
4.
Deduce from Ex.
'
0.
3 that
hndh
rt^A.
nK
~ 2mi
f
(l2hz+h2 ) 1 2
J
r
where Y is a simple closed contour enclosing both the points
the branch of (1 2hz + h i fl i is specified by the condition
'
'
z (z 2 l)1
'
2
;
(l2hz+h*) 1 2 /h>l
l
> oo.
Hence prove
as h
<
when
that,
v.,
o\
R.(COS0)
BV
'
<
V2 f
77
it,
+ 37775 "4>,
,,
r
COS0)
ooa(n
;
(COS0j
j)<f>
1'2
the positive square root being taken, f
5.
Show
where R
and Z.
is
that
if
R = X + Y* + Z
2
2
,
the numbers involved being real,
regarded as a function of the independent variables X,
To
t This is the DiriohletMehler integral for the Legendre polynomials. 9
prove it, deform, the contour Y until it consists of two small circles about e ',
joined by an arc of \h\ = 1, covered twice.
LEGENDBE FUNCTIONS
Prove that the polynomial
6.
W_
n
l (z)
309
the differential equation
satisfies
(lz*)^2z^ + n(n+l)w =
2P'n (z).
Deduce that
2n 1
2w
2ra 5
(Chbistoffel.)
Show
7.
that
Wn_^(z) = ^i' (*>P_ (8)+
1
P (*_
1
(8)+...+P _ 1 (>P ().
1
Prove the following generalization of Rodrigues's formula:
8.
=  1 r +1 2"n
Qn(z)
where
Z>
_1
D^^z 2  1 J"" 1
denotes integration from the point at infinity to
z.
Show that
9.
P{*)Qr^MPni(*)Qn(z) =
Deduce that
.w =
tp.(. )
iog!
pllW 2
r^km
Prove that
10.
00
00
(2n+l){Qn (z)Y dz
(8lKfli(s)} ,
fe
= ^.
(2n
+ l){Qn Z )}Mz (
J"
(2nl){(2_ 1 ( Z )} 2 dz
=1.
Hence show that
CO
CO
j (2n+l){Qn (z)}*dz=^?,
+i
i
1
CO
(2n+ l){Qn (z)Y
fe
= _
J I.
(Habgbeaves.)
Prove that
11.
p.(*)q;(8)p;(*)q,()
Show
12.
i/(iz 2 )
that
(l^MPiaP^Q^.!) =
Deduce
that,
when
j
i
(2n
+ 3)Pn+1
does not
lie
(w+l) 2 (P+i<2+1 P<2Jbetween 1,
 j (2n+ 1)P Q dz
= z ("+l Vjh1+P 0)~(P Cn+i+Pn+
dz
$)
LEGENDRE FUNCTIONS
310
Show
also that
i
(2n+l) j
Pn (x)Qn (x) dx (2n + 3)
Pm+1 M<3 M+1 (z) =
o
1
Hence evaluate
PK (a:)C n
(Habgbeaves.)
d*.
(a;)
13.
Prove that
(2t&4 \)z
= ^piy
pw(*)Qi(*)Pi(*)0h()
14.
Show
that
(l+x)m +nPm (x)Pn(x) dx
{mlni} 2 {2m + 2n+lj\'
l
15.
Show
(TlTCHMABSH.)
that
1
(mn)(m+n+l) j Pm (x)Q n {x)
dx
l_(l)+.
l
Deduce
that, if m\n
odd,
is
{mn)(m+n+ 1)
Pm (x)Q n (x) dx =
1.
(Nicholson.)
16.
Prove that
l
(2m2n)(2m+2n+l)
P2m {x)Q m (x) dx
(2n)! [2 mm\
l_(_l\m+^
,
17.
d_
(2m)!l2n!
(Nicholson.)
v
Show, by the aid of the addition theorem or otherwise, that
l
{x)
dx
Vda;r
2
^{Pn (0)}K
l
Hence show that
Deduce Catalan's expansion
sin^
br
'
""O
18.
Prove that,
if
2 .4.
! r )
,{P
(a!)
~ P'* l(a!)}
(Nicholson.)
n > m,
P(cos0)cosm0<H?
=7,
^
,
,,,
nr
or
LEGENDRE FUNCTIONS
according as
nm is
311
even or odd. Deduce that
oo
n=m
and
sin{(2m+ l)cos 1 z}
=
19.
Show
,.,V
(r,
{P
(m+i)
r(n+m+2)r(nm+l)
K_m
T(n+m+i)T(nm+l)
(z)
 Pa" (Z)}
(Nicholson.)
that
r(m+in+i)r(lmn)
P(cos0)si
sinm0 dd
o
when
m>
n and
m n is odd, and that the value of the integral is zero
(Heine.)
in all other cases.
20.
The equation of a nearly
a{l
spherical surface of revolution
+ eP(cos#)}, where e is small. Show that,
if e 3
be neglected,
is
its
volume and surface are respectively
21.
Show
that
if
m>
n and
>
f.()P,(*)V*(*)<fc
J
m\A m =
where
0,
= (2^+2^25+1)^^/
.3 .5...
(2m 1).
00
22.
where
 hPn (z)Pn {zh) = ^ (1 _^
Prove that
(Febbebs.)
27T
2)1/2
X denotes the complete elliptic integralf of modulus
(Gebonimus.)
J(lE^}
23.
Show
that, if
^f
sufficiently small,
\h\ is
hn *w
Q n {z)
=

(1
v
!
2fts+A
24.
{z
! ) 1 / a
i
/l
~S
arccosh
" 7(^l)i/2
Prove that
+ (z
l) 1 /2}i
00
= (+D 2,
f
See
The complete
14.42.
elliptic
2 7r.m!(m++l)!
integral of
modulus k
1
is f <ft/\/{(l
^^^
2
)(l W)}.
LEGENDRE FUNCTIONS
312
25. If
>
and y
*J(x
1), show that
j Pn (l+2y*am.
!i
d<j>
<f>)
(Nicholson.)
TT{Pn (x)}".
26.
Prove that,
if
1 <
xt
<
and
dj,
j dx p.&jp.tf.)
1
where
^=
&=
1 <
2ff
aa . i
+ (1 _ a
S) i/2(
x2
<
1,
~ p
x
n d),
_ aa)i/2 0OS (^_^
i)>
aa;,+(l) "(la) 1 /Scos(^^),
1
CHAPTER XII
BESSEL FUNCTIONS
12.1. Bessel's differential
equation
In the present chapter we determine the complete solution of
Bessel's differential equation
d2w
dz
dw
v2 \
^zdz^\
z2 )
where v is a constant. It is an equation of the confluent hypergeometric type considered in 10.61, and has a regular singularity of exponents y at the origin and an irregular singularity
at infinity.
This differential equation is of frequent occurrence in physical
problems. Eor example, it arises in the determination of the
solutions of Laplace's equation associated with the circular
and so its solutions are sometimes called cylinder funcFor suppose we transform Laplace's equation
cylinder,
tions.
8W
82 V
+ + _
8X* 8Y* 8Z*
82
to cylindrical coordinates
(p,
<f>,
Z) defined by the equations
= psin<f>;
1 8W
8W n
8W 1 _
+ 8V +  + W2 = 0.
X = pcos<l>,
41
this gives
It follows that the expression
V
where
Jc,
v,
and
= ekZw{p)coa(v(j>\e),
are constants,
is
a solution of Laplace's equa
w satisfies Bessel's
1 dw
dw
tion provided that
equation
;+r+(*)=o
+ pdp~
lf?
with independent variable hp.
In most physical problems V must be a onevalued function
of position in space, and so v must be an integer. In this case
the exponentdifference at the origin is an integer and it turns
out that it is impossible to express the complete solution in
powers of z. It will, therefore, be necessary to distinguish
'
314
BESSEL FUNCTIONS
between formulae which hold for general values of v and those
which are valid only when v is an integer. We do this by
adopting the convention, usual in this subject, that the parameter occurring in BesseVs equation will be denoted by a Roman
letter instead of a Greek one in any formula which holds only
for
integral values of that parameter.
12.11.
If
The Bessel functions
we
write z 2
Bessel's equation
4x and denote by # the operator xdjdx,
becomes
(&
This equation
\v
)w{xw
satisfied formally
is
0.
by the
series
CO
X<x
2 cr&>
r=0
provided that a
is a root of the indicial equation a2
\v2
the coefficients cr being connected by the recurrence formula
{(a+ffi^K+Cri
Now
if
we take
\v,
is satisfied
is
0,
Mn
r!r>+Hl)'
independent of
Hence
r.
w
is
+cr _ 1
by taking
cr
where
0.
the recurrence formula becomes
(v+r)7cr
which
0,
Z,r!r(v+r+l)
=6
equation in question. But since this
converges uniformly and absolutely in every circle
R, the formal processes by which this solution was ob
series solution of the
infinite series
\x\
<
tained are valid
all
over the xplane.
^i
and, similarly,
where
z2
1xY
r\ T{v+r+l)
w
Ax, are
Bx^
two
We have thus shown that
y
Z^rWiv+r+l)'
(
x)r
solutions, not necessarily independent,
of Bessel's differential equation of order
v.
BESSEL FUNCTIONS
We now
v to
315
define the Bessel function of the
be the function
first
kind of order
Jv (z)( 2 z)
Zr\r(v+r+l)'
r=
where
value.
{\z) v
exp(vlog^z),
The function
the logarithm having
(\z)~ v Jv (z) is
its
principal
thus an integral function.
In this notation, the expression
w
is
= AJ (z)+BJ_
v
v (z)
a solution of Bessel' s differential equation depending on two
it remains to determine whether it is the
arbitrary constants;
complete solution or not. In the first place, it is obviously not
the complete solution when v
0, since it then reduces to a
constant multiple of J (z). Again, if n is a positive integer,
we have
,.,,.
{\)
^
2< rlFl n+r+1)
,
Jn( z )
(fc)~
{\zf
r=0
= (W2h r(+r+l)
when t is a negative integer or zero. The
we have just obtained is therefore not the complete
solution when v is an integer, since it then reduces to a constant
multiple of Jv {z). The nature of the complete solution in this
since 1/T(i) vanishes
solution
case accordingly requires further investigation.
When v is not an integer each coefficient in the expansions
of Jv (z) and J V (z)
J V (z)
is finite
and nonzero. The functions Jv (z) and
are, in this case, evidently linearly
independent solutions
of Bessel's differential equation.
Example. Prove
that the Wronskian of
A(J,J_)
J {z) and
v
J_(z) is
ttz
By 10.11,
Now when
Ex.
\z\ is
2,
we have
small,
A(^,,
J_ v )
C/z,
where
C is
a constant.
BESSEL FUNCTIONS
316
Hence
A(j j_>
j,( 2 )j:,,( Z )j;(2)jl,( Z )
r(iv)r(v)JU
[r(i+v)r(i.)
Comparing the two expressions
for the Wronskian,
A,J_ r =
we
+ 0(z) J
find that
2sinv7T
This result shows that
not an integer or zero.
12.12.
Jv (z) and
77Z
<7_,,(z)
The recurrence formulae
As Jv (z)
is
are linearly independent
for
if v is
Jv (z)
the limiting form of a certain hypergeometric func
we should naturally expect that Gauss's formulae connecting contiguous hypergeometric functions would provide, in
tion,
the limit, recurrence formulae connecting Bessel functions. This
is indeed the case, but it is much simpler to prove these recurrence formulae directly from the definition of
The
first
Jv (z).
recurrence formula states that
Jv 1 (z)+Jv+1 (z)
= ~JM
For
(i)
^i(2)+^+i(2)
(wiV
(2Z)
r!r(v+r) +
Z
(~^
2 r
)
(i*
2 r
)
L^^r^+r)
{iz)
lW)
r_
+2
Zr!i>4r42)J
(Hf>+^)(rl)!r(v4r+l)
(_ ^2)
J
.'ir(v+r+l)
the reordering of the terms of the two infinite series being
on account of their absolute convergence.
justifiable
BESSEL FUNCTIONS
we
Similarly
~
= ^ Y [W) +
1
and
* }
317
see that
\r\
T(v+r)
2jrir(v+r+l)l
+ (rl)! r>+r+l)J(~l)
4J.'
^i( 2 ) Jv+i( z )
so
2JV
'
Z ),
where the accent denotes differentiation with respect to
From
(i)
and
u)
z.
the remaining recurrence formulae
(ii),
Jv {z)+J'v (z)
Jv _ x {z),
(iii)
Jv+1 (z),
(iv)
Jv {z)J'v {z)
and
may
be easily obtained.
Example
Prove by induction that, when
(T =
Example
2.
m is an integer,
(m+2n)(m+n 1)!
.(*)
m is any positive integer,
~J {z>J (z)} = zJ _m (z),
{z JAz)) = (^""^Wz)
Show
(d
that, if
\
~''
izizY
Example 3. Prove that, if v is real, there lies precisely one zero of
z~"Jv+1 (z) between any two consecutive real zeros of z~ v Jv (z).
Example
4.
Show
Example
5.
Prove that
J* (Z)
that
CI)
ShlZ
J i(Z) =
'
(S
C aZ
Deduce the values of J %(z).
Example
6.
<j3)
Show
that, if a
f3
and
> 1,
ftJAotVm dt = iBJ^oa)*^^^)*^),
a:
2a 2
t{J(ocb)Y dt
2
(
a ^){J,((tf)}H{^)
(LOMMEL.)
BESSEL FUNCTIONS
318
Example 7. Prove
of Jy (x), then
> 1
that, if v
and a and
f3
are distinct zeros
tJv (ctt)Jv (f3t)
dt
0,
o
l
^ t{JMW dt
l{Jv+1 (a)}K
Hence show that, when v > 1, the zeros of Jv (x), apart from x
all real and distinct. (Lommei.)
12.13. Schlafli's contour integral for
If
we
0,
are
Jv (z)
use Hankel' s formula
(0+)
00
where
arg<
77
on the path of integration, we obtain
'V
We
consider, therefore, the function
00
obtained by inverting the order of integration and summation
in this last expression.
By
5.51, we find that F(z) is an
whose derivatives of all orders can be obtained
by differentiating under the sign of integration. It follows that
applying the theorem of
integral function
the Taylor expansion of F(z)
f(z)
is
2 <*r^
***
(\z) v Jv (z) are integral functions with the same
Taylor expansion and so are identical. Hence we have
Thus F(z) and
BESSEL FUNCTIONS
where
^ v on the path of integration.
arg
319
This result
is
due
to Sehlafli.t
The Bessel functions of integral order
When n is a positive or negative integer or zero,
12.2.
integral
Schlafli's
(0+)
exp/i
Ju*><*fpH3**
has as integrand a onevalued analytic function of t whose only
singularity of finite affix is an essential singularity at the origin.
Hence we can deform the path of integration, without altering
the value of the integral, until it consists of the circle \t\
provided that z is not zero. Making the substitution
we
= \\z\R,
\zu,
t
find that this gives
Jn( z
exp{z( tti)}i du,
2^1}
o
where
denotes the circle
holds also
when C
is
\u\
This formula evidently
_R.
any simple closed contour
encircling the
origin.
In particular,
Bi
where
if
we take
<
Jn
=e
<
jt
77,
for
we
the
circle \u\
1,
on which
obtain the formula
IT
(Z )
2rr
in0+izBine JQ
f e
J
IT
TT
and hence
This
is
Jn (z)
/g inB+izsind igind izsm$\ JO
Bessel's integral for
Example
Show
Jn( z )
t Ann. di Mat.
(2),
C os(nd zsind) d6.
Jn (z).
that
= 77~
cos(zcosd%mr)cosn0d9.
J
5 (1873), 204.
$ Berliner Abh. (1824), 124.
BESSEL FUNCTIONS
320
Deduce, by the use of Jacobi's lemma, Poisson's integral formula
where n
>
0.
Example
Show from
2.
the series definition that
n
T^wm j (^^
provided that Rl(v+)
Example
3.
>
0.
Prove that,
if z
and
x\iy
than \,
if
is
real
and not
less
lizle"
Example
4.
Show
that
cos(v# zsin#) dd
satisfies Bessel's
Example
5.
equation of order v only
Show
L\
where the path of integration
12.21.
We
when
v is
an
integer.
that
is
e zsinh(n( rf^
any curve joining the points
The generating function
^ni.
Jn {z)
for
have just proved that
Jv
= iif e*
du
U n +V
!/)_
C denotes any circle with centre at the origin. Since the
only singularity of the integrand is at the origin, it follows
immediately from Laurent's theorem ( 4.52) that
where
oo
e hz(ullu)
= 2 UnJn
(z),
GO
the series converging uniformly with respect to
it
lies in
any annulus
<R ^
1
\u\
bounded closed domain.
The functions Jn (z) are therefore the
^ R2
and
u and
when
z lies in
coefficients in the
any
expan
BESSEL FUNCTIONS
321
sion of the generating function e^" 1/") as a Laurent series
in u,
and, for this reason, are sometimes called the Bessel
coefficients.
This expansion was, in fact, Schlomilch'sf definition of the
Bessel coefficients, and from it he derived many of their principal properties.
Example 1. Show by means of Schlomilch's generating function
that the Bessel coefficients satisfy the recurrence formulae of
12.12,
and hence that they are solutions of Bessel's differential equation.
Show
also that
Example
efesine
J_ n (z)
= Jn  z) =  1
(
nJ
n (z).
2. Prove that
rn 4QAG
= Jo{z) + 2  JM (z)cos2n6+2i f Jsn+1 (z)sm(2n +
1
and deduce the Fourier
Example
3.
series for cos(zsin0)
and
sin(zsin0).
m
(Jacobi.)
Prove that
= 2 (2n+ 1)^(2),
izcosz = J (z)9J3 (z) + 25J(z)...,
izsiaz = 4J (z)16J4 (z) + 36J,(z)....
z
(Lommel.)
Example
4.
Show
that
00
Jn (z + z')
= 2 Jm z )Jnm(.z')
(
(K.
NEUMANN.)
00
12.3.
The
solution of Bessel's equation
by complex
in
tegrals
We have already seen
equation
12.2,
Ex.
5) that Bessel's differential
,,
rri
is satisfied
by
ezslnht
 vt
dt
iri
when
v is
an
integer.
We now
propose to determine whether
there exist solutions of the form
6
sainht  vt
f e
dt
for general values of
v.
t Zeitsdirift fur Math,
4111
und Phys. 2
(1857), 13765.
BESSEL FUNCTIONS
322
integral funcIt should be observed that the integrand is an
particular
the
of
independent
is
integral
tion of t, so that the
It
is, moreand
6.
a
points
the
path of integration which joins
over, useless to consider integrals of this type
round closed
contours since they all vanish identically.
When the limits a and 6 are finite, we can differentiate
under the sign of integration to obtain
d2 w
dw
>.
dz
dz*
*stah<W( z2 cos h2e
ZSmh V2 )dt
This result also holds when one or both of the limits are infinite
provided that the integral for w converges uniformly. If we can
choose a and b so that this last expression vanishes, w is a solution of Bessel's equation.
When the
wi, we have
limits are
2Sinh ' '<(zcosh+v)]"
[e
7ri
2i{zv)sinvTT.
ni
w=
Hence
e**^" dt
J"
iri
is
a solution of Bessel's equation
if
and only
if v is
an integer
or zero.
not an integer or zero, the appropriate values of
a and b are given by the considerations which follow.
Let us consider now a path of integration consisting of the
<x, the imaginary axis
negative part of the straight line Imt
When
v is
Im =
+oo+
pi in the
The limits of integration are then ao+oci and
usual notation. We suppose, moreover, that z = re lies in a
bounded closed domain D for which ^7r+a+S < 8 < \tt\ol S,
from
oci
to
/3t,
and the
positive part of the straight line
ei
where
8 is
When R
an arbitrary positive number.
is positive, we have
Rl{zsinh( R+ai)}
^re Rcos(d+a.)
lre Rcos(eoc) <
\rer R
Jre^sinS.
fi.
BESSEL FUNCTIONS
If v
[gs Blah
<W(2 cogh
<
<+ v )
[e*
R > co,
when
<= _ B+af
(rcoshi?+ v)exp(re Jre^sinS+A^+jua).
Since by hypothesis r
as
323
= X+i/j,, it follows that
bounded
is
8inlu  w
in
D, we deduce that
(zcosbJ+v)]<= _
R+a
*
the convergence being uniform with respect to
z
D. In a similar manner we can show that
2 lies in
[e* slnh
' w
(zcosh*+v)]
<=B+iJ
as .B>oo, provided that p =
a the convergence being
uniform with respect to z when z lies in D.
Lastly, it can be shown without much difficulty that,
under
these conditions, the integral
oo+ai
converges uniformly with respect to
z when z lies in D. Hence
an analytic function, regular in D, whose derivatives can
be found by differentiation under the sign of integration, and
is
w satisfies all the conditions necessary to
of Bessel's equation of order v.
We have thus shown that the functions
so
+ (w a )t
fy
=o + ai
a solution
ee S inhlvl^ t
oo + ai
are solutions of Bessel's equation of order
in the angle
it
oo(7r+a)i
gzainh lvl
make
^w+a+S < argz <
arbitrary positive number.
paths of integration can be
It
v,
valid
when
^4 a _s, where
z lies
is
an
evident, moreover, that the
any contours which are asymptotic
to the particular contours defined above.
12.31.
is
The Hankel functions
In particular, we
find,
by taking a
Trt
0,
that
BESSEL FUNCTIONS
32 4
iri
oo
X
Hf\z)=
e*^"
dt,
valid when
are solutions of Bessel's equation of order v,
functions of
Bessel
\n. These functions are called the
argz
of order v.
the third hind, or, more briefly, the Hankel functions^
ranges
other
for
The analytical continuation of these functions
<
of values of arg z
is
provided by the formulae
oo
+ (7r a)i
J
co + ai
00 (7T + 0j)t
TTl
ao + ai
where 7r+a+S <
<
argz
proved
ment by which this is
the case when a. = \tt.
H^\z) is defined when
177+aS and
may be
argz
co
> 0.
\tt,
The arguby considering
whilst
+ iiri
f
TTl
<
illustrated
e*
einht  vl dt
0O + J7U
<
<
ir. We have
argz
a solution of Bessel's equation when
in the first
identical
are
functions
two
these
that
show
to
definition.
of
region
common
their
quadrant,
\rt 8. If we apply
argz
8
Let us suppose that
is
0< <
<
Cauchy's theorem to the rectangle with vertices \ni, B\\ni,
M+Tri, tti, we find that
R+Ti
R+im
R+m
zsinhl  vl dt
f
zsmhtvtdt=
ezsinbt vt dt.
e
e
R+ini
im
lm
But, on account of our restrictions on argz, the second integral
on the righthand side tends to zero as B  oo, and so
f
irri
zetnh.tvt
fa
ez sinh lvt fa.
iwi
Hankel who first realized their importance. The
t So called because it was
definition adopted here is not the usual one, but is essentially equivalent to
116.
that of Hopf and Sommerfeld, Archiv der Math, und Phys. (3), 18 (1911),
BESSEL FUNCTIONS
Similarly
we can show
I"
ez sinh '"' dt
00
Hence, when
the
first
+ Tri
(*
ez sinh
'~
CO + $TTi
z lies in
co
325
that
ezsinhl
 vl
dt
co
quadrant,
co + $ttI
e s:s,nh
' w
df,
co \iri
which is the required result.
In this way the Hankel functions are continued analytically
all over the zplane. It will, however, be observed that the
functions so defined are not onevalued, but possess a branchpoint at the origin, even in the case when v is an integer.
Example 1. Show that H^l(z), fll2 >(z) are also solutions of Bessel's
equation of order v by proving that
H%(z)
eH{z),
H1\(z)
erHf\z).
Example 2. Prove that the Hankel functions H(z), Hf{z) satisfy
the same recurrence formulae as Jv (z).
Example
3.
Show
that $
H(ze?*)
Hf^ze)
=
=
emiH?>(z),
2cosvrrH^(z) + e' 7'iH^(z).
Hence prove that
fl(ze2 )
Hf\ze*)
=
=
i?< 1, (z)2cosv7re'"rffff(z),
(4cos 2 v7rl)H(z)
+ 2cosnre""' Hi
i
1)
(z).
(Wbbeb; Gbaj\)
12.32.
The connexion between
the Bessel and Hankel
functions
We
shall
now show
that the Hankel and Bessel functions are
connected by the relations
= H?>(z)+H?\z),
= e^ HW(z)+e^ Hi \z),
<
2Jv (z)
2J_ v (z)
provided that argz
it.
t See Ex. 3.
Jw
j It is simplest to prove these formulae in the first instance when arg z
arg(ze"*)
in this case \n
fir. The formulae for general values of z follow
by analytical continuation.
This restriction is needed since the Bessel functions are not defined outside
this range of values of arg z. The formulae we are about to prove may be used

<
<
to extend their range of definition.
<
BESSEL FUNCTIONS
326
If z
re
8i
,
where
w < <
section give
w, the
formulae of the previous
.+<**
H<?\z)
dt,
J
co
#<,2) (z)
exp(re 04 sinhv<)
771
+ Oi
TTl
exT>(re ei smhtvt) dt.
x + Oi
^h+ih
Hence we have
\{H\z)+H<?\z)}
exV (reeisinhtvt)
[
co
dt,
di ni
the path of integration being the positive part of the line
Imi
tt8, the imaginary axis from
(n+d)i to (TT6)i,
and the positive part of the line Im t
tt6. If we make, in
turn, the
two substitutions
00
$[H( Z )+H(z)}
= L
= u0i,
ew
we obtain
2v/r,
+ TTl
e^{reei sinh(uei)vu+vei} du
2tti
00
7TI
oo + jrt
If ^
=
2rn
29i
exp{Are lre
e u }
2
_
_
7TI
(0+ >
C
2ni
(0
But
Jv (z)
From
this
J_(a)
is
r v e v6i
e vu
dv
2 v v v ~v
4i;
exp{t>
vBi
ev6i
rr(izr
this last expression
fore
_r e
2 20i
Pj
00
'
CO
du
Schlafli's integral for
.
7(z),
and there
{J?<( z )+#t>(*)}.
we deduce that
4{H i>F (z)+fi<!),()}
(
a result which reduces to J_ n (z)
i{e^)( 2 )+e *#<,2 >(z)},
( l)V(z) when n
is
an
integer.
12.33.
The complete
solution of Bessel's equation
Although the Hankel functions are merely linear combinations of the functions J(z) and J_(z) when v is not an integer,
BESSEL FUNCTIONS
327
remarkable property of
they possess, as we
being linearly independent solutions of Bessel's equation for all
values of the parameter v, so that the complete solution is
shall prove, the
= AH<?\z)+BH<?\z),
where A and B are arbitrary constants.
For when v is not an integer, the Wronskianf of Jv (z) and
JV (z) is given by
A(J, J_)
= J (z)JL (z)J'v(z)JM
i4 {H^z)+H^(z)}^{e^HW(z)+e^H^(z)}
v
{e^m^\z)+e^m^\z)}^H^\z)+H^\z)}\^
and
by the example of
so,
12.11,
But, for any fixed value of z, the Hankel functions are integral
functions of v, and so, by continuity, the Wronskian of H(z)
and v2) (z) is 4/(7nz) for all values of v. Since the Wronskian
never vanishes, H'^ {z) and H^{z) are linearly independent solu
tions of Bessel's equation.
12.4.
is
The Bessel
function of the second kind
In view of the fact that the behaviour of Jv {z) near the origin
much simpler than that of the Hankel functions, it is very
desirable to retain it as one of the standard solutions of Bessel's
equation.
defined
As a second
solution
by the equation
Yy (z)
= {H (z)H (z)},
v
for all values of the parameter
Jv (z)
we
we take Weber's J function Yv (z),
v.
Remembering that
h{Hl(z)+Hi(z)},
see that the linear independence of
t See
10.11,
Exx. 1, 2.
Math. 76
Jv (z) and Yv (z)
follows
(1873), 9; Math. Ann. 6 (1873), 148. There are
several other definitions of a second solution of Bessel's equation, the present
one being the most satisfactory. See Watson, Bessel Functions, 3.5 et seq.
X
Journal
fiir
BESSEL FUNCTIONS
from that of the Hankel functions. Yv (z)
328
is usually called the
Bessel function of the second kind. Evidently
v (z) satisfies the
same recurrence formulae as Jv {z).
When
v is
not an integer,
12.32 that
follows from the formulae of
it
coaJTlz
Y (~)
v(
T
)Jv(z)
sinvrr
When
v is an integer, this formula fails because the numerator
and denominator are then both zero. But since the Hankel
functions are continuous functions of v, so also is Y (z). Hence
v
the value of Weber's function of integral order is given by the
equation
_
T
= ]im COSV7rJ  J^ zl
If
we
The
Sin VTT
vvn
12.41.
" {z)
Yn (z)
Yn (z)
series for
substitute in the formula
Y(z)
*
= COSV7tJ
v( z
) jv(z)
sin vtt
the power series for the Bessel functions,
we obtain the expan
sion
V r }7f>
TM = cot (W Z^r\T(v+r+l)
vtt
r=0
cosec
vtt
(^"2,r \r(v+r+l)
r
vahd when
_,
not an integer. This formula
v is
fails
when
v is
an
integer.
Now by
the ordinary rule for finding the limit of a quotient,
we have
v
Yn (z)
,
J_(z)
= hm cos vttJJz)
tii
?P,.
SU1V7T
v*n
= hm
cos vtt
v

= Ilim (^_
TT
vn
dv
when n
is
._
(
sin vtt Jv
=?
dv )l
{tt
cos vtt}'
)^
dv
l) n
(
n (z),
positive or zero.
Moreover, since Y_ n (z)
the case
tt
ov
v*n\
it suffices
to consider only
BESSEL FUNCTIONS
Denoting the derivative of log
{iz)V
dv
T(t)
by
329
<p(t),
we
find that
2 r!r(v;r+l) ^ ^^+ r+1)
* ^ +r+1)}
2 r47^Sy!
r!(+r)!'
(
>
r=0
* Z)W
{l0g{ 2)
r=0
as v > n.
When n is positive, we have to consider separately the first
n terms of the series for 8J_J8v since T( v+r+1) and
ifj( v+r+1) have poles at v = n when r takes the values
0, 1, 2,..., Ti1.
This difficulty does not arise when n is zero.
When r = 0,1, 2,..., n 1, we have
8_
( l) r (Jz)"+2
(%z) v+2r
'
r!T( v+r+l)J
p( v
_^
8v
r v  r
(
Ttr\
[sin V7T log \z\tt cos V7r+sin vct i/r(v r)]
( l)(iz)"+
\l z)  V+ 2r sin
( r 1)!
2,5
r!
as v >
7i.
Treating the terms for which r
forward way, we see that
_i).^^"ffcr=l)l( W
ov
^^
rl
2=
 1)s
ti
in the straight
^+
iily!^ +1)
 log( *s)}
as v > n. Hence,
when n
can be expanded as a
Yn
Z)
is
a positive integer, Weber's function
series of the
^ 2 ^feS^
2io
form
g^)^+ )^+ r +
i
m1
1 )}
(nriy.
r=0
This formula also holds when n
0, the terms in the second
line being omitted. It is sometimes useful to modify this formula
by
writing
#1)
=y,
#+l)=l + ii + + Iy,
where y denotes Euler's constant.
...
BESSEL FUNCTIONS
330
The asymptotic expansions of the Bessel functions
Although we have now represented the complete solution of
12.5.
Bessel's equation
some
in
cases
by
the convergence
by
is,
ascending powers of z (multiplied
which are convergent for all values of z,
series of
logz),
unfortunately, so slow
when
\z\
is
large that
an examination of the initial terms of such a series gives
practically no information regarding the value of its sum. To
overcome this difficulty, we now propose to determine, by means
of the method of steepest descents,! expansions of the Bessel
functions in inverse powers of z which are asymptotic in Poincare's sense, even though they are divergent for all values of z.
The method of steepest descents, J which was devised by
Debye to obtain asymptotic expansions of Bessel functions of
large order, consists essentially in representing the function
under consideration by an integral along a path with a particular
geometrical property.
Let us suppose that we wish to find the asymptotic behaviour,
\z\ is large, of a function defined by a contour integral of
when
the form
e?fWF{w)dw
which converges when Rlz is positive, the functions f(w) and
F(w) being analytic functions of w, regular in a region of the
wplane which contains the path of integration. The path of
integration
is
to be deformed, if possible, until the following
conditions are satisfied:
(i)
(h)
To
the path of integration goes through a zero
the imaginary part of f(w)
is
obtain a geometrical picture of this,
face defined
off'(w);
we
consider the sur
by the equations
w=
in a space in
constant on the path.
which
(u, v,
u\iv,
t)
R1/(m>)
are rectangular Cartesian coordinates.
For an account of other methods of determining these asymptotic expanWatson, Bessel Functions, Chap. VII. The only application of the
method of steepest descents to the present problem seems to be that of Meijer
(Proc. Kon. Akad. Wet. Amsterdam, 35 (1932), 65767, 85266), although
Sommerfeld and Hopf (loc. cit., p. 324) used it to find the dominant term.
} Sometimes called the saddlepoint method.
Math. Ann. 67 (1909), 53558; Miinchener Sitzungsberichte (5), 40 (1910).

sions, see
BESSEL FUNCTIONS
331
The height of a point on this surface above the plane t = can
never be a true maximum or minimum, since t satisfies the
partial differential equation
dH
8u2
The
dH
+ 8v* _
~
'
may, however, possess points at which the tangent
t = 0, and these are necessarily saddle
points. At such a saddlepoint, dt/du and dtjdv both vanish, and
hence, by the CauchyRiemann conditions, f'{w) also vanishes
surface
plane
is
parallel to
there.
If
we
construct a
means of contour
map
lines,
of this surface on the
the curves of this
(u,
v)plane
map on which
by
the
imaginary part of f(w) is constant are everywhere orthogonal
to the contour lines and so are the projections of the paths of
steepest ascent or descent
on the
surface.
Let us suppose that it is possible to modify the path of
integration in this way without altering the value of the integral
and so to express the function as a sum of integrals along paths
of steepest descent starting at a saddle point w
Integrals along
paths of steepest ascent cannot occur as they evidently diverge.
On a path of steepest descent, f(w) f(w )r, where r is real
and positive and increases indefinitely as we move away from
the saddlepoint. We have,therefore, to consider the behaviour
of a sum of integrals of the form
.
00
when
\z\
is large.
To each of these we can, in general, apply
lemma ( 9.52), and so deduce the re
the result of Watson's
quired asymptotic expansion.
be
This brief explanation of the method of steepest descents will
made clearer by a consideration of the following section.
12.51. The asymptotic expansions of the
tions
Hankel func
In the present section we find an asymptotic expansion of
the Hankel function Hf^z) by applying the method of steepest
BESSEL FUNCTIONS
332
descents to the integral
jjW{z)
v
e zalnht
iri
~ vt
dt
co+ai
where
arg(ze _ai
<
)!
\n.
From this
the asymptotic formulae for
the other solutions of Bessel's equations are easily deduced.
and
The saddlepoints are given by the equation coshtf
so are
where n
(n{\)Tri,
on the path of integration
lies
nie ivni Hf\z)
the substitution
an
is
integer.
Of
these,
If
for all values of a.
\rri
we make
\m\w, we find that
0Oti(7T oc)i
exi>{ze i7Ti cosh.wvw}dw
(ir cc)i
co + J(w a)i
co
exp{ze i,Ti cosh w} cosh vw dw.
2
J
To
bring this formula into agreement with the theory of the
e ai so that arg
\tt. This
we write z
previous section,
gives
<
co+( W /3)i
v ni
'
Trie^
H^
l
xi
{le'
exp^e^'coshw^coshi/wdw;,
ol\\tt.
where /?
We have now to see whether there exists
a path of steepest descent which starts at the origin and goes
to infinity in the required direction.
2tt. The steepest paths through
Let us suppose that
/3
the origin are given by the equation
< <
e^coshw
where r
is real.
If
we
e w __
efi
t,
we find that
i_ Te #_( T2 e 2#_2Te#)i/2,
solve for w,
so that argw> (7r ,8) as r>+0 and argw>^j8 as
t >
0. There are therefore four steepest paths through w
0,
the paths of steepest descent being given
as t * +oo,
eM
by
^ 0.
Moreover,
^ + a^^^i
j
so w > oo+(7r fi)i or oo(77 fi)i. Hence there is a
path of steepest descent which leaves the origin in the direc
and
tion
&rgw
2(77 /J)
and tends
to infinity in the direction
333
BESSEL FUNCTIONS
oof(TT /3)i; we can take this as path of integration without
altering the value of the integral. Hence we have
irie*
H y{te
vvi
ai
)
dw
e^coshvw ^
2exp(e^)
"T
d
o
00
= exp(eP
e~^ T
J
)
In order to apply Watson's lemma to
show that
first
=
this integral,
dsmhvw
regarded as a function of the complex variable t,
conditions of the lemma; these are as follows:
(ii)
satisfies all
the
regular, save possibly for a branchpoint at the
a+8, where a and 8 are positive;
origin, when t
F(t)
is
\F(t)
I
<
< KebT holds when t > a, K and b being positive
numbers independent of
(hi)
we must
= ST'
E{r)
(i)
dr
.F(t)
can be expanded as a
F(r)
valid
when
t
r;
series of the
form
= f am T<*
m=l
< a, r being positive.
Now, from the equation
e^coshw
we
eP l
= ew ^V(r).
positive on the path
as t ^ +0, V(+t)
sinh \w
find that
Since arg >,> \{tt j8)
is
of integration. Moreover, sinh^w is an analytic function of r,
regular save for the branchpoint at the origin.
On the other hand, sinh vw is an analytic function of sinh \w,
regular
when
From
sinh;
<
1.
Its Taylor expansion is
=!
r=l
this it follows that
sinhvw
is
an analytic function of
t,
BESSEL FUNCTIONS
334
regular, apart
from a branchpoint at
0,
when
t
<
2.
Also,
for such values of r the expansion
y (4v2rw
X
is
I
This implies that, apart from a branchpoint at the
when t
2 and can then be represented
valid.
<
origin, F(r) is regular
bv the
3 2),.,(4,*(2,i)2)
series
F(r)
V(2t)
Hence conditions
when r
Finally,
2(2r)!
(i)
is
and
of Watson's
(iii)
and
large
^ l\2rd
ew
lemma
are satisfied.
positive,
7r
P> i
*?~.
and
dr
It follows that there exists a positive
number
t x with the pro
perty that
\e
when
>t
<
3t,
But
x.
<
e
1/r,
dto/cTr
<
2/r
since
= vcoshvw
F(t)
ar
this implies that there exists
\F(r)\
when t
dition
^ Tl
(ii)
lemma
is
constant
such that
< At" < Ae
1
Since \F(t)\
of the
a
is
bounded when
<r<r
x,
con
also satisfied.
By the formal termby term integration whose validity is a
consequence of Watson's lemma, we now deduce that, when

is
large
and
7ri&
arg
v"i
<
\tt,
H<?\t,e ai )
2
=
exp(e#)
e^F(r) dr
BESSEL FUNCTIONS
335
~ /?V' exp{e^+^m[r() +
(4^P)(4^3^)...(4^(2rl)^) /e<^)Y
^tv.,
(+i)
1 ,
{2rJ\
r=l
V
JU
x
Z,
"^
(4v 2
,
*
l 2 )(4v2 3
)...(4v 2
2r
r! (2e
r=l
(2rl) 2 )
ai r
)
In obtaining the expression in the last line we have used the
duplication formula for the Gamma function.
If
we
restore the original variable
(O
we
find that
\l/2
\
X
is
z,
exip{i(zivTTiTr)}x
2,
2^r\V2izf
the asymptotic expansion of H^\z), valid
and
arg(ze _orf )
<
when
\z\
is
large
\n.
<
ai
\tt,
In proving this formula we assumed that !arg(ze )
a+%n must he
where the only restriction upon a. is that (3
and 2n. If we allow /? to vary over this range, we
between
asymptotic expansion is valid when \z\ is large,
the
find that
2tt.
argz
that
tt
only
provided
argz
2tt and \z\ is
that,
when
w
shown
We have now
asymptotically
by
represented
is
H^\z)
large, the Hankel function
<
<
<
the series
H<(z)
where
~ (A)
M=
<
^
^1')^^^^!^
1/2
expzW^)}[l+
,(V,r)
(2iz) r
This result, for general complex values of v and z, was first
obtained by Hankel.f
Since the Hankel functions are connected by the relation
#<2>( Z )
it
= e^H^ze^),
follows immediately from the asymptotic expansion of H<P(z)
t Math.
Ann.
1 (1869), 4915.
336
that,
BESSEL FUNCTIONS
when 2tt< argz < it and \z\ is
large,
H (z)
(
has the
asymptotic expansion
The asymptotic expansions of the Hankel functions for other
ranges of values of argz may be deduced from the formulae of
Ex. 3.
Although these asymptotic expansions are in the form of
divergent series, they may be used for computing the value of
the Hankel functions, since the error incurred by terminating
12.31,
the series at any point
is of the same order of magnitude as the
term omitted. More precise information on the magnitude
of the error will be found in 7.3 of Watson's treatise and also
first
in the series of papers
Example
by Meijer already
cited.
Prove that the formulae
r=0
hold for large values of
Example
\z\
provided that argz
<
n.
Show that the asymptotic expansions for the Hankel
functions terminate when v is half of an odd integer. Deduce that, if
v = n\ where n is a positive integer or zero,
JM =
"v
'
2.
(iy
\ttz)
/2
[ sm(z
v
_ 2imr)
'
(P'("+2r)i
jLt (2r)i(n2r)l(2z) 2r
(nl)/2
+ cos( Z in,T
(iy(n+ar+l)l
(2r+l !(ro2rl)!(2;
2r l)!(22) 2r+ 1
Z, (2r+l)!(n
<m/2
\m!
^*
v
I
'
i
sMz+inrr)
,
Z,
V
^
(2r)!(n2r)!(2z)
l'n+2r+l)!
(2r+l)l(n2rl)!(2,)n
J
BESSEL FUNCTIONS
12.6.
337
The Neumann polynomials
We now propose to investigate the properties of certain polynomials associated with the Bessel coefficients which are of
importance in the theory of the expansion of an arbitrary
analytic function /(z) as a series of the form
= 2 aA(z
/(z)
These are the
expansion
Neumannf polynomials On (t), denned by
the
J (z)O
2 Jn {z)On
(t)+2
We
)
{t).
71=1
from the formula
start
00
(t z)1
f e<l
 sinhw
coshw
!l
'>
dw
which
valid
is
when
~R\(t z)
> 0,
and use Schlomilch's gene
rating function in the form
= jo(z)+ ^
n=l
e*sinh,
{ e'+(l)e'}Jre (z).
This gives
00
(tz) 1
f e~' Bi* hw
2 {enw +( l) ne~ nw}Jn {z)\ dw
coshw\j {z)+
n=1
00
=J
Q {z)
e tBtahwcosh
w dw
+ 2 Jni z
provided that it
and summation.
is
?
)
e~ teblbwco8h.w{e nw +(l) n e nw} dw,
permissible to invert the order of integration
sufficient condition for the validity of this process is the
convergence of the
series
\e tBinhw coshw{e nw
+{l) nenw}JJz)\dw.
t K. Neumann, Journal fur Math. 67 (1867), 310. The Neumann polynomial
was formerly called the Bessel function of the second kind, by analogy with
the corresponding formula in the theory of the Legendre polynomials. But the
terminology
4111
is
misleading as
On (t)
is
not a solution of Bessel's equation.
Z
BESSEL FUNCTIONS
and Im z = y, we have
338
But
if
Rl t
=t>
00
f \e~lsi]lhw co8hw{e nw \(l) n e
nw}J
dw
n (z)\
o
00
o
00
<
4J (z)e* T
ci TCV't + 1 'w
dw
00
= 4J(z)eiT (2/r)' +%!
< 8\z\ n elT +v/rn+1
l
by
12.2,
\Z\
< T.
Ex.
The interchange
3.
We have thus shown that,
{t z )i
is
thus certainly valid
when Hit
= J (z)O
>
when
\z\,
(t)+22 U*)on {t)
=i
where
OJt)
n
i*
e' 8lnhwcosh;
J
o
cosil
cosh
.
smh
nw dw,
the upper or lower function being taken according as
even
is
or odd.
The functions
Rl
> 0. We
n (t) have, so far, been denned only
their region of definition and
now extend
that the expansion of (t z) _1
condition
<
\z\
Now, when n
cos
^nw
sinh
is
when
show
valid under the less restrictive
\t\..
> 0, we know thatf
2 n 4smhvw
\
+
+ 2(2n
T
ff*~ *\ sinh" w ^
2)
a
n(nl)(n2)(n3)
2.4(2 2)(2 4)
^J
J
the upper or lower function being taken according as n is even
sinhw, we find that,
or odd. If we make the substitution u
f See Hobson, Plane Trigonometry (1911), 105.
BESSEL FUNCTIONS
>
when n
339
> 0,
and Bit
00
n(nl)(n2)(3)
and
'
so
/0
2 " lw!
m
*
f!
*+*
2
*
~'~2(2n2)
+ 2.4.(2n2)(2n4J~ K
the series terminating just before a zero or negative
term would
occur in the denominator. On the other hand,
00
(t)
8lnhw cosh
f c'
w dw
.
'
We now
mean
define OJt) to
these polynomials in
l/t,
for all
values of arg t.
From
we
this definition
\n(t)\
so that,
by
12.2,
Ex.
see that,
when n
>
0,
< ~W*2),
3,
Z n
< ^^e^dW+Imz).
I
\Jn {*)O n {t)\
Hence, when z < j? and t lies in a bounded closed domain for
which * > R+e, where e is positive, the series
4>(*)0 o (<)+2
 4(z)O(0
converges absolutely and uniformly with respect to z and t.
its sum is (tz) 1 when Rl*
z, it follows by analytical
continuation that this will still be the sum when \t\
\z\.
>
Since
We have
>
thus shown that
()!
provided only that
Example
1.
= J (z)O (t)+2fjn (z)On
<
\z\
(t),
\t\.
Prove that the Neumann polynomials are connected
by the recurrence formulae
(l)0+1W+(+l)O^(f)?(^l)OW
0^(00,^(0 =
OiW =
20'n (t)
= n8inlfMr
(
>
1),
OJ(0.
where accents denote differentiation with respect to
t.
>
1),
BESSEL FUNCTIONS
O n (t) satisfies the differential
3dw /, na l\
340
Example
2.
Show
d?w
where g n (t) denotes
equation
that
\jt
...
or n/fi according as
even or odd.
is
Example 3. Show that, if C denotes any simple closed contour about
the origin,
Om (z)O n (z)
dz
Jm(z)O n(z)
dz
0,
J*
(m
^ n),
(m
>
c
j"
Jm (z)Om{z) dz =
tri
1).
Neumann's expansion theorem
K. Neumann showed that iff(z) is an analytic function, regular
12.61.
when
\z\
<
B,
it
can be expanded as a
f(z)
=a
series of the
form
J (z)+2fan Jn (z),
i
which
The
converges uniformly in every closed
coefficients
an are given by
an==
domain within
\z\
B.
\z\
B,
the relation
iL /
n{t)
dL
\t\~R
For
we have
if z lies
in a closed
domain within the
circle
K1.R
= 2^
\t\
J
=R
f^[Jo( Z
o(
t)
+ 2 I Jn(^n(t)}dt.
Since the series occurring under the sign of integration converges uniformly with respect to z and t, we can integrate it
term by term to obtain Neumann's
result.
REFERENCES
H. Bateman,
Partial Differential Equations of Mathematical Physics
(Cambridge, 1932), Chap. VII.
A. Gkay, G. B. Mathews, and T. M. MaoRobeet,
Bessel Functions (London, 1922).
Treatise
on
BESSEL FUNCTIONS
G. N. Watson,
on
Treatise
the
341
Theory of Bessel Functions (Cam
bridge, 1922).
E. T.
Whittakeb and G. N. Watson, Modern Analysis (Cambridge,
1920), Chap.
XVII.
MISCELLANEOUS EXAMPLES
hm (_
Prove that
1.
n>oo ^
provided that x
Show
2.
is
is
an
integer,
= J(?EyJn+i{z)
'ePn (t)dt
and deduce that
Prove that
j
CO
equal to 2/(2n+l) or
or unequal.
is
Show
4.
that,
00
Vfi)
3.
positive.
when n
that,
I)"W CO s) = Jm x
nf
ni
when
2 {2n+
1)iMJ
(z)PW+i
(Baubb.)
J^^J^x) dx
X
according as the integers
and n are equal
cosfl is positive,
oo
= AL~
I
P(cos0)
\m
ezvxej^xsinejx" dx.
(Hobson.)
Prove that the product J^zjJ^z)
5.
W** y
n0
Show
6.
is
equal to
r^+ v +2n+l)(zy4r
rtja+v+n+ljrdu+n+ljr^+n + l)'
(ScHxJunx)
that
00
7T
Jv {z)
=
cos(z sin 0v0) d0
 ^^
=
d<,
oo
jr
^(z)
f e*^*"*
sin(zsin0v0)d0
provided that the real part of z
is
e^^VHe^cosra) d#
positive.
(Schlafli.)
Prove, by termby term integration, that the equation
7.
e
J
4<*)f
d*
2v
^r( v +l)^l~2~'
2' v+1
'
*)
BESSEL FUNCTIONS
> 0, Rla > and 6 < \a\. Apply
342
holds when Rl(/*f y)
of analytical continuation to show that the equation
>
less restrictive conditions ~R\(fx{v)
Show
8.
the principle
true under the
and 111(0^*6) > 0. (Hankei,.)
is
that
provided that argp
<
\tt
and
Prove that, when Rlv
9.
>
Rl(/i+i)
0.
(Hankel.)
> 1,
c
+ ooi
ooi
the path of integration being the straight line RI(
10.
R1j>
= c>
By using the formula for Jv+1 (tu) given in Ex.
> 1, u >
0, c
>
9,
0.
(Sontne.)
prove that, when
0,
e+ooi
oo
c ooi
e
Deduce that
+1 (m) t&
J,,(f )^,
where
e is
equal to
0, $,
or
according as
is less
than, equal to, or
greater than unity.
11.
Prove that the relafton
00
F(x)
+1
=
j
(jJ
Jv+1 (xtW(t) dt
oo
implies that
0(t)
(?X
+1
Jv+1 {tu)F'(u) du
provided that
integration
we can
differentiate the first integral
and invert the order of a
under the sign of
certain repeated integral.
[This is
the Hankel Transform Theorem. Sufficient conditions for its validity are
given by Burkill, Proc. London Math. Soc. (2), 25 (1926), 51324. See
also Titchmarsh, Proc. Camb. Phil. Soc. 21 (19223), 46373.
The more usual form of the theorem is obtained by writing
F'(x)
stf+yix),
*'(*)
00
it
then states that
f(x) ==
t</>(t)Jv (xt)
dt
t"+^(t);
BESSEL FUNCTIONS
343
00
implies that
</>(t)
uf(u)Jv (tu)
du."\
12.
Prove that, when the
/a+ 1 and v are positive,
real parts of
2
= ^
z i+r)/2JAi+,(2Vz)
((
Hence show
that,
when n
is
an
"/ 2 J(2V'u)(zu)" 1 dv.
integer,
z
z z
z (M+n)/V
M+ (2Vz)
integration being performed
13.
Show
z W^(2Vs) dz,
Jj"...j*
times. (Sonine.)
that
(z+h)~"H{2^z+h)}
^ ^r^m=
<,'
+m)/2
<W2Vz),
00
*</ V,,(2V*),
m=0
when
the latter expansion being valid only
14.
Show
that,
when Rl(v+J) >
\h\
<
\z\.
> 1,
RI/a
00
= Jtf+g J^_
(t+z)"l*Jv{2j(t+z)}t dt
(2^ 5 ).
(Sonine.)
15.
Show
that,
when Rl(v+ J) >
0,
l
[ eia lfi
\y x l 2
dt
licosirrr f
where the contour C, on which arg(/ 2 1)
goes round t = 1 once positively and t =
Deduce that
Jv (z)
r(
g)
)(
T^
provided only that
<
77, is
a figure of eight which
once negatively.
"
<(*
j
16.
coszm(1 u^f 1 ! 2 du,
 l)
of Ex.
5,
dt,
(Hankel.)
v+J is not a positive integer.
By using the result
1'2
'
prove that
IT
J (2zsmijt)cos2niJ> difi
and
also that
J2n (2zsini/t)
dip
7r{J(z)} 2 ,
tt{JJz)}
2
.
BESSEL FUNCTIONS
344
1 7.
Show
that, if Z =
z2
+ z\  %zz
J (Z) =
18.
By
that, if
cos B,
 J (z)Jm (z% )eM.
00 m
integrating round a semicircle in the upper halfplane, show
>
a,
a,
"
_
~ m.a?
H
(au)li
x*'
/
HPjxu) du
(
this being
a Cauchy principal value.
CO
C JJau)YJxu) JJxu)YJau) du
r* j
mi
D6dUCe
that
j.
J
19.
Show
Jv {au)Y + {iA au)Y
irav
" 5?
that, for all values of the parameter
v,
,,
(TOHMABSH.)
the complete primi
tive of the differential equation
>ldw
dw
+
d 2w
dz*
v2 \
'
zHz\ l + zj) W =
w=AUz)+BKv(z),
is
where
'
m=
KM =
m!\T(v+m+\)'
.
Jirie'"
20.
Prove that, when
argz
21.
Show
argz
<
rf
a
i2F>(e"*/ z).
2
/
\n and
\z\
is large,
V(2t7Z)'
that,
when
<
jt,
oo
4( z )
00
K(z)
+ wi
==
~*
2w
J
e^coshicraidw,
7li
e zcosllw coshvw dw,
the path of integration in the former integral being along straight lines
from oo 7ri to
iri, from
ni to iri, and from
to oo+wi.
CHAPTER
XIII
THE ELLIPTIC FUNCTIONS OF WEIERSTRASS
13.1. Periodic functions
function
/(z) is said to
be periodic
if
there exists a non
zero constant 2a such that the equation
f(z+2a>)
holds for
all
values of
z.
= f(z)
The number 2w
is
called a period of
f(z); evidently, if n is a positive or negative integer, 2wco is also
call 2a> a fundamental period if no submultiple
a period.
We
of
a period.
it is
periodic function which has only one fundamental period
For example, ez is simplyperiodic,
being
2ni. A function which possesses
fundamental
period
its
more than one fundamental period is said to be multiplyperiodic. In the present chapter we show that multiplyperiodic
is
said to be simplyperiodic.
functions exist
by constructing Weierstrass's doublyperiodic
function p(z), which has two fundamental periods whose ratio
is not real; every other period is a sum of multiples of these
two fundamental periods.
The existence of such a function naturally suggests the
fol
lowing questions:
(i)
Does there exist an analytic function, regular save for
poles, which has two fundamental periods whose ratio
is
real?
Does there exist an analytic function, regular save for
poles, which possesses more than two independent
fundamental periods?
(ii)
These questions were first asked by Jacobi,f who showed in
each case that such a function is necessarily constant.
Example. The
that, if
function /(z) has two periods
2ma) 1 + 2nco 2
is also
and
2co 2 .
Show
a period.
f See the earlier part of Jacobi's paper, Journal fur
is reprinted in his Qes. Werke, 2 (1882), 2550.
which
2coi
m and n denote positive or negative integers or zero, the number
Math. 13
(1835), 5578,
346
13.11.
THE ELLIPTIC FTOJCTIONS OF WEIERSTRASS
The lower bound of the periods of an analytic
function
As a preliminary step
we show that a
Jacobi,
in provingf the results established
by
periodic analytic function which is not
a constant cannot possess arbitrarily small periods.
Let/(z) be an analytic function which has a set of periods 2a>,
where the lower bound of \co\ is zero. If z is a point at which
f(z) is regular, the function f(z)f(z
points z +2j.
But
has a zero at each of the
bound of
since the lower
exists a point of the set z f2a> in every
This
is
impossible J unless f(z)f(z
is
a>
is zero,
there
neighbourhood of
identically zero.
Hence
the result.
13.12. Jacobi 's first question
We now answer Jacobi 's first
analytic function f(z), other than
question
by showing that
constant, has
if
an
of periods
a multiple of
set
where A is real, each of these periods is
fundamental period.
If the only values which A takes are positive or negative
integers, there is nothing to be proved; 2a> is then the fundamental period.
2co,
2Aco,
single
however, there are periods 2Aw with nonintegral values
each such period is expressible in the form 2mco+2ixco,
where
is a positive or negative integer or zero and
a
1.
Evidently 2aa> is itself a period, since it is the difference between
the periods 2Ad> and 2m<a. Thus corresponding to every period
2Aco which is not a multiple of 2a>, there exists a period 2<x<o,
where
a
1.
There can, however, be only a finite number of periods of the
form 2<xoj. For if there were an infinite number, they would
possess a limitingpoint in virtue of the BolzanoWeierstrass
theorem; as the difference of any two of the periods 2aco is also
a period, this would imply that there exist periods of arbitrarily
small modulus, which is impossible by 13.11.
Let us write 2<x> x
2<x x w, where a x is the least of the numbers
If,
of
A,
< <
< <
f In framing the general argument of 13.H13.13 I am materially indebted to Mr. W. L. Ferrar and Mr. J. Hodgkinson, and I wish to take this
opportunity of thanking them.
% See 4.51.
THE ELLIPTIC FUNCTIONS OF WEIERSTBASS
Then
347
and each of the periods 2Aw are multiples of 20^.
For if not, by a repetition of the previous argument we could
find a period 2a 2 co x where
< a 2 < 1, and this is impossible
by the definition of 2a> v This completes the proof of the
a.
2cu
theorem.
It should be observed that we have shown incidentally that
an
analytic function, other than a constant, has distinct periods
if
and 2Aco, where A is real, then A is necessarily rational. For 2oj
and 2Xco are multiples of a fundamental period 2w x
Finally, it is evident that if all the periods of an analytic
function are of the form 2Aw, where A is real, the function is
2co
simplyperiodic.
13.13. Jacobi's second question
Let/(z) be an analytic function, other than a constant, which
two fundamental periods 2w x and 2a> 2 whose ratio is
not real. Such a function cannot be simply periodic. We now
answer Jacobi's second question by showing that it must be
doublyperiodic, in the sense that every period is a sum of
multiples of a certain pair of fundamental periods, not necespossesses
sarily 2co 1
and 2w 2
Since ct^/a^
is
not
real,
we can express any period
and
in the form 2Aco 1 +2/o 2 where A
,
fx
are real,
2a>
by
uniquely
solving the
simultaneous equations!
If
Rico
=ARla) 1 (jU.Rlaj 2
Ima>
= Almwx+juJmajg.
turns out that the only values of A and
it
which occur are
nothing more to
of multiples of 2to 1
positive or negative integers or zero, there
be proved, since every period
and
2co 2
If,
2Zco 1
is
a sum
is
fj.
is
which are not of the form
however, there are periods
+2mco 2 where I and m are integers or zero, each such period
,
expressible in the form
2la) 1 \2ma) z \2oto) 1 \2fSa) 2 ;
t These equations do determine A and
and
this,
by
hypothesis,
is
not zero.
/t,
since their determinant is
THE ELLIPTIC FUNCTIONS OF WEIERSTRASS
348
here
a and
and
m denote integers or zero, and
0< a< 1,
<<
1,
not being simultaneously zero. Evidently the number
/?
2ao> 1 +2co 2
is itself
a period.
We now see
that neither
<x
nor
f$
can be zero;
for if /? were zero, a
would not be zero, by hypothesis, and f(z)
would have periods 2aj t and 2aa> 1 This is impossible, by 13.12,
since 2tu x is given to be a fundamental period.
We have thus proved that, corresponding to each period 2w
which is not of the form 2Zoj 1 +2maj 2 where I and m are integers,
there exists a point 2aco 1 +2^o) 2 which represents a period and
lies within the parallelogram with vertices 0, 2cu
1; 2o> 1 +2oj 2 2cu 2
There can be only a finite number of such points; for, if there
were an infinite number of them, it is easily seenf that f(z)
would have periods of arbitrarily small modulus, which is impossible. Moreover, no two periods of the set have the same
value of /?; for if 2ao) 1 +2to 2 and 2a'co 1 +2co 2 were two such
periods, 2\ix~a'\w 1 would also be a period, and this is im.
possible.
We
that there exists a unique point of the set
which the value of fl is least. Let us call it 2&> 2
Every period of f(z) can be expressed as a sum of multiples of
2u> x and 2w 2
For if not, a repetition of the preceding argument
shows that we can find a period of the form 2a'a> 1 +2/}'co 2 where
see, then,
2a<o 1 f 2j8w 2 for
< a' <
1,
< $' <
1.
2 a 'a> 1 +2 8'a4
i
But
since
2(<x'+a 8')a> 1 +2#S'a> 2 ,
i
We have thus proved
that if f(z) is an analytic function, other than a constant, which
possesses periods whose ratio is not real, it is necessarily doublythis contradicts the definition of 2co 2
periodic.
If 2co and 2a/ are two periods of a doublyperiodic function
with the property that every other period is a sum of multiples
of 2a> and 2o/, we say that 2o> and 2a>' form a pair of primitive
periods.
The periods
2<o 1
and
2o> 2
evidently form such a pair.
When a pair of primitive periods is known, an unlimited number
t Cf.
13.12.
THE ELLIPTIC FUNCTIONS OF WEIERSTKASS
if we write
349
of other pairs can be found. For
O =
x
where
Coj x \dco 2 ,
and d are integers connected by the relationf
then 2Q X and 2Q 2 are also periods. Moreover
a, b, c,
ad be =
1,
ui^
= dQi bQ
= cQ
w2
2>
As any period is expressible
it is
Q =
fltojtfeajg,
as a
x aQ 2 .
sum of multiples of 2od and 2w 2
sum of multiples of 2Q X and
>
therefore also expressible as a
2Q 2 thus 2Q X and 2Q 2 form a
;
Example. Show
pair of primitive periods.
that any three periods 2to 1( 2co 2
periodic analytic function are connected
by a
2la) 1 +2mco i +2na) 3
where
13.2.
I,
m, and n are
The
2w 3
of a multiply
relation
0,
integers.
an
definition of
An elliptic function is
elliptic function
defined to be a doublyperiodic analytic
function whose only possible singular points in the finite part
of the plane are poles.
elliptic
functions,
it
is
Before we actually construct special
convenient to consider some of the
properties of elliptic functions in general.
Let/(z) be an elliptic function with a pair of primitive periods
2a) x
and
pose, as
With
2a> 2
The imaginary part of
we may without
co 2 /to 1 is
not zero; we sup
loss of generality, that it is positive, f
this convention, the points 0, 2oj v 2cu 1 +2co 2 , 2co 2 ,
taken
in order, are the vertices of a parallelogram described in the
positive sense.
/(z);
We
call it
a primitive periodparallelogram of
number of
we have proved,
there are evidently an unlimited
periodparallelograms.
Since, as
primitive
the only
and n are
periods of/(z) are of the form 2mcj 1 \2nco i where
integers, the vertices are the only points within or on a primitive
,
periodparallelogram whose affixes are periods.
Now mark
in the
Argand plane the points of
^ m,n =
2ma> 1 +2na) 2
affix
t Evidently the integers a and 6 must be prime to each other. When a and
and d can be found by the process of repeated division used in
determining the G.C.M. of two numbers. See Chrystal, Algebra, 1 (1910), 45;
2 (1919), 436.
primitive
J For if lTa(uiJai 1 ) is negative, we consider instead the pair of
periods 1w x and
2tu 2
b are fixed, c
THE ELLIPTIC FUNCTIONS OF WEIERSTBASS
350
where
points
Qpq
and n take the values
,
0.p+lq , Oj, +lg+1 ,
1, 2,... Then the four
are the vertices of a parallelo
0,
>8+1
gram, which is obtained from the primitive periodparallelogram
by a translation without rotation; it is called a periodparallelogram, or, more briefly, a mesh. The Argand plane is
completely covered by this system of nonoverlapping meshes.
The points z\Qpq and z+Q.rs obviously lie in different
meshes; if we translate one mesh until it coincides with the
second, these two points become coincident. Accordingly we say
that the point z+Clpq is congruent to the point z+Q,
Then
rs
since Q r>s QpQ is a period of/(z), it follows that/(z) takes the
same value at every one of a set of congruent points. The
behaviour of an elliptic function is therefore completely determined by a knowledge of its values in a primitive period.
parallelogram.
From this it follows that an elliptic function must possess poles.
For
an
if f(z) is
elliptic
periodparallelogram,
where
a finite constant.
is
mesh the values
/(z) is
function which
it satisfies
it
But
\f(z)\
< K;
regular in a primitive
\f(z)\
< K,
since f(z) repeats in every
takes in a primitive periodparallelogram,
an integral function which
equality
is
there an inequality
hence,
by
satisfies
everywhere the ina con
Liouville's theorem, it is
stant.
An
elliptic
mesh. For
function has only a finite number of poles in any
had an infinite number, the set of poles would
if it
possess at least one limiting point,
a limitingpoint of poles
we
see that
an
elliptic
an
and
this is impossible since
essential singularity.
Similarly
function has only a finite number of zeros
is
in any mesh.
When we
wish to calculate the number of poles (or zeros) of
it is inconvenient to have
poles (or zeros) on the boundary of the mesh. But as there are
only a finite number of poles and zeros in each mesh, we can
always translate the mesh without rotation until no pole or zero
lies on its boundary. The parallelogram obtained in this way is
called a cell. The set of poles (or zeros) in a given cell is called
an
elliptic
function in a given mesh,
an irreducible set.
Example 1. Show
f(z).
that, if f(z)
is
an
elliptic function, so also is
THE ELLIPTIC FUNCTIONS OF WEIERSTRASS
Example
2.
with a given
elliptic
The
13.21.
351
Show that all primitive periodparallelograms associated
function are of the same area.
and zeros
irreducible poles
of
an
elliptic
function
We prove, first of all, that the sum of the residues of an elliptic
function atjts poles in any cell is zero. For if C is a cell, the sum
of the residues of the elliptic function /(z) at its poles within G is
c
and
this is zero, since the integrals along opposite sides of
cancel on account of the periodicity of f(z).
The number of poles of an elliptic function in any cell, each
pole being counted according to its multiplicity, is called the
orderf
The order of an
of the function.
least two, since
an
elliptic function is at
function of order one would have one
elliptic
irreducible pole of residue zero,
We
next show that an
in each
cell,
multiplicity.
zeros in a
which
is
impossible.
has
function of order
zeros
multiple zeros being counted according to their
For
if
the
nm
cell,
elliptic
elliptic
is
function f(z) of order
has n
sum of the residues of
equal to the
a* its poles in the celLJ But/'(z) is obviously an elliptic
function with the same periods as f(z), and therefore so also is
f'( z )/f( z )
f'( z )/f( z )',
nm =
hence
0, which proves the theorem.
we prove that the sum of the affixes of the zeros of an
Finally
cell\\ exceeds the sum of the affixes of its
by a period. For if f(z) is an elliptic function
with primitive periods 2cj x and 2a> 2 the sum of the affixes of
its zeros in the cell C exceeds the sum of the affixes of its poles
elliptic
function in any
poles in that
cell
there bytt
tl
Cz
,
1
2m J
2?nJ
z)
dz.
f(z)
should be observed that the word order has different meanings in the
theory of elliptic functions and the theory of integral functions.
t See 6.2.
More generally, a being any constant, the elliptic function /(z) of order
takes the value a
times in each cell.
Multiple zeros (or poles) are repeated in these sums according to their
t It

multiplicity.
ft
See
6.2,
Ex.
1.
THE ELLIPTIC FUNCTIONS OF WEIERSTRASS
352
If the vertices of
difference
L
2i
are
t\2ui 1 ,
t,
t\2w 1 \2ui 2 , t\2<o 2
this
is
f >/'(*)
(z+2a> 2 )f (z+2co 2 ) \
\M
ds
f(z+2co 2 )
(z+2co 1 )f'(z+2co 1 ) }
fs/'fr)
to*
\M
/(+2i)
2^1
=
since f(z)
f
J
^z2
M
2^{2co 1 [log/( Z )
+2
f&
/(*)
2 W2 [log/( Z ) +2 ""}
and /'(z) have the periods 2&> x and 2w 2
takes the same value at each vertex of
.
Now f(z)
the
the
sum
sum
of the affixes of the zeros of f(z) in the
of the affixes of its poles there by
.{2m7rio} 1 2mricD 2 }
2mo> 1
2na>
cell
C.
Hence
exceeds
2,
Itl
where
and n
required result
are integers.
is
now
13.3. Weierstrass's
As 2mco 1 2na> 2
is
a period, the
established.
Sigma
function
Let f(z) be a simplyperiodic analytic function of period it,
which has simple zeros z 1; z 2 ,..., zm and simple poles p v p 2 ,,p n
in the strip
Rlz
It is easily seen that
it.
<
m
II sin(z z,)
/(z)
= g{z)e**> I
IJ sin(z
,
r)
or 1
where g(z) is an integral function of period it and k
according as
n is even or odd.
If we wish to exhibit in a similar manner the way in which
an elliptic function with primitive periods 2u> 1 and 2a> 2 depends
on its zeros and poles, we must first construct an integral function with simple zeros at the points l mn which is to play a
part similar to that of sinz in the theory of simply periodic
THE ELLIPTIC FUNCTIONS OF WEIERSTRASS
functions.
353
The simplest function with the required property is
Weierstrass's canonical product.
In order to construct this canonical product, we
mine the exponent of convergence of its zeros. If 9
must
deter
= arg(o> /w
2
1 ),
we have
Imwj+wwsjl 2
=m
\cj 1
+n
\o)
+2mncoae\co 1 (u 2
\.
< 6 < cos0 = fi, where < < Hence
Imwj+w^l = TO w +, w = 2mTC
= (ljL6)(m K +i U2 )+ t(TO]a; wh
> (l M )(m Wl +rc W2
> (1 (m +n
But
since
77,
/j,
iia) 1 co
j
2
From
)
),
the smaller of
loijl
iTO^+wwal
where 6
fj,)a
is
c
where a
1.
<
and
co 2
.
we
Similarly
see that
(l+ /i )6 2 (m 2 +r2,2 ),
the greater of la^l and cu 2 .
these two inequahties it follows that the double series
is
2*
where summation
\^m,n\~
'
extended over all positive and negative
integral and zero values of m and n, save m
n
0, converges
or diverges with the series
is
= =
2' (m2 +n?)<l2
But it
is
shown by the
easily
integral testf that the latter series
>
<
convergent when a
2 and divergent when a
the exponent of convergence of the zeros Q m m is 2.
is
2.
Hence
It now follows from the general theory of canonical products
J
that the doublyinfinite product
where multiplication
is extended over all positive and negative
and zero values of m and n, save m = n = 0, converges
uniformly and absolutely in any bounded closed domain of the
zplane which contains none of the points l m n and represents
an integral function a(z\a> 1 w 2 ), of order 2, with simple zeros at
the points Q. m>n This function is Weierstrass's Sigma function.
integral
t See, for example,
Bromwich,
t 7.2.
4111
Aa
Infinite Series (1926), 86.
THE ELLIPTIC FUNCTIONS OF WEIERSTKASS
When there is no need to emphasize the parameters w x and w 2
on which the Sigma function depends, we shall denote it more
354
by
briefly
a{z).
be observed that a{z) is not an elliptic function; for
would be identically zero in virtue of the theorem
of 13.2, and this is certainly not the case.
In the canonical product for a(z) we can arrange the factors
in pairs, such as
It should
if it
were,
it
~er)
Mcr~ + 25r)'
1+ i~) exp _
if~ + 2i5"4
o
(
the second factor being derived from the first by replacing
and n. But since these two factors interchange
and n by
when we replace 2 by z, it follows that o{z) is an odd func
tion of
z.
13.31. Weierstrass 's elliptic function p(z)
Before
we show how
elliptic functions
can be constructed as
quotients of products of Sigma functions,
discuss the properties of Weierstrass 's
which
is
it is
elliptic
convenient to
function @{z),
very closely connected with a{z).
log a(z) can be written as a double
The function
series
which converges absolutely and uniformly in any bounded
closed domain D which contains none of the points D mj .
Weierstrass' s Z eta function^ is denned by the equation
C{z) =^
^oga(z);
termby term differentiation gives at once
i+2'{di+a
L +ff
the double series being uniformly and absolutely convergent in
the domain D, since
t This function
is
its
general term
is
0(Q mn
3
).

not to be confused with Riemann's Zeta function
Us)
which
is
= f n,
1
of importance in the analytic theory of numbers.
(z) is
THE ELLIPTIC FUNCTIONS OF WEIERSTRASS
therefore
each of the points
If
we
355
an analytic function with a simple pole of residue
replace
becomes
Q m .
and n by
and n, the
at
series for (z)
l,_z_\
,_
J[
Hence
C{
z)
so that (z)
is
+ Z \~z+Q
am<n o*J
m:n
an odd function.
(z) is
since the residue at each of its poles is
residues of
an
elliptic
m,
not an elliptic function,
whereas the sum of the
1,
function at a set of irreducible poles
is
zero.
Weierstrass's'f elliptic function p(z) is
equation
*<*>
now denned by
the
^w
It follows that p{z) is represented
by a double
series
"" = 3+ 2' {l^yik}
which converges uniformly and absolutely in every bounded
closed domain containing none of the points 0. m>n Hence p(z)
is an even analytic function whose only singularities are double
.
poles of residue zero at each of the points
To show that
p(z)
is
an
mn
we consider the
increased by 2a> x or 2a> 2
0.
elliptic function,
behaviour of its derivative when z is
This derivative p'(z) is given by the equation
where summation is now extended over all positive and negative
and zero values of m and n without exception. From
integral
this,
we
see that
,
ey
2
but since the set of points
this equation becomes
0, m _ ln is
p'(z+2w 1 )
t Weierstrass, Ges. Werke,
the same as the set
$>'(*).
(1895), 24555.
l m>n ,
THE ELLIPTIC FUNCTIONS OF WEIEKSTEASS
has the period 2a) x similarly we can show that it has
356
Thus
p'(z)
the period 2oj 2
function, for it
The function
is
doublyperiodic with a triple pole of residue
zero at each of the points t2 mw
2^
and
p'(z)
is,
an
therefore,
elliptic
form a pair of primitive periods of
p'(z).
For if not, there would exist a network of periodparallelograms, each having a smaller area than the parallelogram
with vertices 0, 2a> 1; 20^+ 2a> 2 2a> 2 some of these would evidently contain no singularity of p'(z), and this is impossible.
Moreover,
2o> 2
By
integrating the equation
p'(z+2a> 1 )
we obtain
The value
of the constant
Since p(z)
is
p(z\2u> x )
= p'(z),
= p(z)+C.
C can be found by putting z = a^.
an even function and p(<^i) is finite, this gives
G = p{u>Jp{a> x ) = 0,
a period. Similarly 2co 2 is also a period. Hence
p(z) is a doubly periodic function whose only singularities are
poles, and so is an elliptic function. Evidently 2cd x and 2a> 2
form a pair of primitive periods of p{z).
When it is desirable to put in evidence the primitive periods
2(n x and 2a> 2 with which p(z) is constructed, we denote it by
so that
2w 1
p(z\o) v
w 2 ).
13.32.
The pseudo periodicity
If
we
is
(z)
integrate the equation p(z{2oj 1 )
^+2^) =
relation
where
have
of
2r) x is
t{z)
p(z),
we
+ 2^
a constant of integration; putting
obtain the
a> lt
we
= ( Wl )(c^) = 2K),
Hence 1 = (a>
Similarly
Uz+2w = (a) + 2^
is
odd.
x ).
7j
2)
then,
a{z)
2 Vx
since (z)
where
and
ij
= ^(to
2)
Neither
by symmetry,
since (z)
is
not an
t/
rj
would
2,
nor ^ 2 i s zero; for if
also be zero, which
elliptic function.
The
rj
were zero,
impossible
function (z) has,
is
therefore, a pseudoperiodicity, in that the function is repro
duced, apart from an additive constant,
a period of
p(z).
when
z is
increased
by
THE ELLIPTIC FUNCTIONS OF WEIEESTKASS
The constants
^ and
t]
7]i (v
by the
are connected
357
relation
= i 
2 rl2 0} i
For the only singularity of (z) within or on the cell C of
w 1 ui 2 co 1 +to 2 to 1 +cu 2 oj 1 co 2 is a simple pole at
vertices
the origin of residue
2iri
(z)
hence
dz
J"
=
=
j {Uz)t(z2u> 1 )}dz+
2t]x
toi
dz
2t} 2
a>2
{t(z)t(z+2co 2 )} dz
cfe
a>i a>2
4^6024^2 0!,
which gives the required
result.
It is frequently convenient to
make
use of the period
where eoj+tug+wg = 0. The pseudoperiodicity of
respect to 2a> 3 is then expressed by the equation
C{z+2w a
where 7^+772+773
0.
the equation (z+2co x )
tegration
that
/
o
^
s
= (z) +
= ^4e
Putting z =
,
(7(3+20)!)
is
a constant.
Similarly
a(z+2cu 1 )
we can show
>,>
2l
,
e
2t7 1;
we deduce by
a(z),
co lt we have
fa^)
that
ct(z+2co 2 )
(j(z+2co 3 )
= e >^+^a{z),
= e ^(s+<"
2r
3 )cT(z).
These three equations exhibit the pseudoperiodicity of
z is increased by a period of p(z).
when
Example. Show
772603
that
77360,5
in
= e^fc+Mrfc).
Ct(
so that
2tu 3 ,
with
= i(z) + 27,
From
where
(z)
77360!
Tj 1
OJ 3
77 1
60 2
772 00! =
%ni.
a(z)
THE ELLIPTIC FUNCTIONS OF WEIERSTKASS
The algebraic relation connecting two elliptic func
358
13.4.
tions
We shall now prove the important theorem that if two elliptic
functions have a pair of common periods whose ratio
they are connected by an algebraic relation.
Let f(z) and
be two
g(z)
elliptic
is
not real,
functions having in
common
not real. From
a
primitive pair
as
in
13.13,
these periods we can construct,
property
that
every
common
of periods 2co 1 and 2oj 2 with the
period of f(z) and g(z) is of the form 2ma> 1 2ncu 2 where m and
n are integers. We are not necessarily supposing that 2a 1 and
2a> 2 form a pair of primitive periods for both functions; the
theorem will still be true, for example, if <a x and 2oj 2 are a
primitive pair of periods of /(z), and 2to x and w 2 are a primitive
2Q 2 whose
a pair of periods 2t2 1 and
ratio
is
pair of periods of
g(z).
Denote by a v a 2 ,..., am the points in the parallelogram with
vertices 0, 2oj 1; 2o> 1 +2oj 2 2cu 2 which are poles either of f(z)
or of g(z) or of both functions. Let fi r be the order of the pole
at aT if ar is a pole of both functions, let /xr be the greater
,
order.
We now consider a polynomial F(,
ij),
of degree
in
and
ij,
which has no constant term; such a polynomial involves
^n{n\Z) arbitrary constants.
<b(z)
therefore,
is,
2oj 2 ,
an
elliptic
The function
F{f{z),g(z)}
function of primitive periods
having poles at some
or all of the points ar
2oj x
and
Since the order of the pole ar cannot exceed n/u.r we can make
the principal part of O(z) at each pole identically zero by
,
choosing the \n(n\Z) coefficients to satisfy a certain set of
w(/x 1 +ju, 2 +...+
um )
homogeneous
n+3 >
linear equations.
If
2( /x 1 +/x 2 +...+jO>
there will be fewer equations than coefficients to be determined
so a suitable set of coefficients can always be found.l But
the coefficients are chosen in this manner, O(z) is an elliptic
and
if
f In
some
cases
it is
possible to find suitable ooeificients
n+3 =
An
example
of this is provided
2(ii 1 +ii t
by the
+ ...+pm
differential
by taking
).
equation of
13.41.
THE ELLIPTIC FUNCTIONS OP WEIERSTRASS
function without singularities
and
is
359
therefore a constant.
other words, there exists a polynomial F(,
In
such that
rj)
F{f(*),g(*)}
is
a constant, which
13.41.
The
is
the required result.
by
differential equation satisfied
p(z)
from the general theorem of 13.4 that there exists
It follows
relation connecting the two elliptic functions p(z),
they have the same primitive periods 2coj and 2w 2
This relation, which we shall now determine, is a differential
equation satisfied by the function p(z).
The function p(z) z~ 2 is regular in a neighbourhood of the
origin and so can be represented there by a power series
an algebraic
p'(z), since
CO
>(z)Z2
= 2X Z"
from Taylor's theorem that
a 2n+1 vanish and that
It follows
and
so on.
0,
fl
= 3r^,
hood of the
coefficients
z"+0(z),
regular in a neighbour
is
and has a zero of order n at the
origin
origin.
this equation it follows that
p'{z)
We now
is
= 2z
+2a 2 z+4a4 z3 +0(z 5
).
construct a polynomial in p(z) and
regular at the origin.
(z)
p' 2 (z)
To do
this,
p' 2 (z)4p 3 (z)
),
= 20a
= 20a
its
2
),
z 2 28a 4 +O(z 2 )
p(z) 28a4 +0(z2 ).
have thus proved that the function
<D(z)
= p'2(z)4p*(z)+20a
derivative
we observe
= z+3a z +3a +0(z
= 4z 8a z 16a +C(z
whence
We
odd
4=5I'^
= 2 +a 2Z +a
where 0(zn ) denotes a function which
which
the
Thus
p(z)
From
all
p(z)+28ai
that
THE ELLIPTIC FUNCTIONS OP WEIERSTRASS
360
regular in a neighbourhood of the origin
zero at the origin.
is
Now
Hence
mn
0.
an elliptic function with periods 2a> x and 2a> 2
regular in a neighbourhood of each of the points
as the only possible singularities of <3>(z) are the
0(2) is an elliptic function with no singularities,
<D(z) is
it is
But
Qffln
points
and so
and has a double
.
a constant. The value of this constant is zero, since
<I>(z) has a double zero at the origin. Hence p(z) is a solution of
the differential equation
is
@'\z)
where
a2
' Q^*
For many purposes
g2
20a 2
4p(2)20a a p(z)28o4
T O^V
more convenient
it is
60 ' &%,
93
to write
28a4
140 1' Cl'%,
the constants g 2 and g z being called the invariantsj of p(z). We
have thus proved that w = p(z) satisfies the differential equation
4vJs
Example
d 2 w/dz*
6tt>
Show
that
w=
g 2 w
p(z) satisfies the differential equation
Jft.
The function p(z)z~ % possesses a Taylor expansion of the form
p(z)z*
Show
valid near the origin.
{n2){2n + 3)c n
for
whose
a
3,4,5,....
coefficients
Example
2.
c1 z 2
+c 2 zH.+cM s 2
',
+...
that the coefficients are connected by the
+c
3(c 1 cm _ 2
Hence prove that
c n_ 3
+ + cM_
...
c1 )
a polynomial in ft and g s
are positive rational numbers.
cn is
Prove that
<t(z)
z+b 1 z< +b 2 z '+...+bn z+3+...,
1
where the coefficients b n are polynomials in ft and g3 whose coefficients
are rational numbers. In particular, show that
W=
Example
3.
Show
62
ft/240,
ft/840.
that
(T(A2AaJ 1 ,Ac0 2 )
(AzAco 1 ,Aaj a )
^(AzAcu 1 ,Aco 2 )
= A(7(zo) ,CU
= A^zlco^eo,),
= A p(zcu a)
1
2 ),
1(
2 ).
Prove also that the invariants of p(AzAa) 1 ,Ao) 2 ) are A~ 4ft, A_6 ft.
f
The reason
for the
name
will
be evident after reading
13.7.
THE ELLIPTIC FUNCTIONS OP WEIEBSTRASS
13.42. The constants e 1; e 2 and e 3
We shall now show that, if g2 and g 3 are the invariants
361
ciated with
4,tv
$){z),
the three roots e 1;
g 2 wg 3
To prove
and
an
since p'(z)
an odd
is
each of the points
wv
<xi
we have
elliptic function,
vanishes at
it
oj 2 .
But
function of order 3 with a triple pole at
elliptic
TO
sum
consequently the
its irreducible zeros is
points
asso
of the equation
so p'{z) vanishes at o^; similarly
p'(z) is
e3
of the fact that e v e 2 and e 3 are
the points where its derivative
this
Now
vanishes.
and
are all distinct.
we make use
taken by p(z) at
the values
e2
a period.
and w 3 form a
Since
of the affixes of
+to 2 + ttl 3
aj 1
0,
the
set of irreducible zeros of p'{z).
It follows that
ei
e2
@if\>,
= p(a>
= p(w
e3
2 ),
3)
are the three roots of the cubic equation in question.
Now
p(z)e 1 being an
,
double zero at z
primitive
ex
^e
cu 1;
elliptic function of order 2 with a
cannot vanish at any other point in the
periodparallelogram;
Similarly
constants
13.43.
ev e2
The
in
we can show that
and
particular,
e2
=fi
e3
e1
^e
and
so that the three
e 3 are all distinct.
solution of a differential equation
Let us consider the problem of finding the function
by the differential equation
_=
(4:w 3
g 2 wgs
defined
1l2
)
where g 2 and g3 are given constants. This problem can be presented in a somewhat different form;
of w by the equation
z\a.
where a
is
f (4w>
g wg
2
z is
given as a function
)~ 112
dw,
a constant of integration. If we could carry out the
and solve the resulting equation, w would be deter
integration
mined.
If the discriminant g\Z7g\ of the cubic
4uP
w g3
THE ELLIPTIC FUNCTIONS OF WEIERSTRASS
362
wQ say, and the integral
vanishes, the cubic has a multiple zero,
becomes
dw
which can be evaluated by the elementary methods of the
in
tegral calculus. It follows that, in this case, z can be expressed
in terms of
w by means
of the elementary functions of analysis.
If the discriminant of the cubic
distinct linear factors.
numbers
io x
We
and w 2 whose
,
g2
shall
ratio
is
is
60 2' O^t,
not zero, the cubic possesses
that, if we can find two
show
g3
not
real,
such thatf
140 2' K&,
the integral can be evaluated^ by means of the transformation
Assuming, then, that a^ and
z+
and
so
= j {^(Qg
p{\u) lt
oj 2 )
w 2 have been
2
found,
we have
p(09s} ll2 P'a) dC
(p{z\a.\<a x ,
w2
).
00
In particular,
(4ws g 2 wg3 )
~ 1/2
dw
w
equal to z+Q mn where
z is the point at which p takes the
value w. The period Q mn depends on the manner in which
the path of integration loops round the branchpoints e x e 2 and
is
es
of the integrand.
13.5.
The
The additiontheorem for
elliptic
p{z)
functions p(u) and p(u+v), regarded as functions
of the complex variable u, have the same pair of primitive
periods and so, by 13.4, are connected by an algebraic relation.
To determine
this relation
f{z) =
where
order
A
3,
we
consider the function
p'{z)+Ap{z)+B,
This is an elliptic function of
with a triple pole at each of the points Q mn it has,
and
are constants.
27g\ is not zero, is proved
t The existence of such numbers w lt <o 2 , when g\
in 15.31.
% It cannot, however, be evaluated in terms of the elementary functions
of analysis. See, for example, Hardy, Integration of Functions of a Single
Variable (Cambridge tract, 1905).
363
THE ELLIPTIC FUNCTIONS OF WE1ERSTRASS
is
affixes
whose
therefore, three irreducible zeros, the sum of
a period.
Now
is
if
u and
v are such that
a period of p(z),
none of the numbers u,v,uv
the constants A and B so
we can choose
=
p'(v)+Ap(v) + B =
that
p'(u)+Ap(u)+B
0,
0.
When this is done, the function f(z) has simple zeros at the
points congruent to u and v; the third irreducible zero is therefore congruent to
uv. Hence we have
p'{ u v)+Ap( u v) + B = 0.
Eliminating A and B from these equations, we obtain
p{u)
p'(u)
p{v)
P'(v)
p{u+v)
p'(u+v)
=0.
Now the derivatives occurring in this equation can be expressed
p(u+v) by means of the
differential equation for p(z), and so we have really expressed
p(u+v) algebraically in terms of p(u) and p(v).
algebraically in terms of p(u), p(v),
An
analytic function F(z)
theorem
if
said to possess an addition
there exists a formula which expresses
braically in terms of F(u)
to express
is
p(u+v)
and
F(v).
F{u+v)
Although we only
algebraically in terms of p(u),
alge
set
out
we have
actually proved the important result that p(z) possesses an
additiontheorem. It should be noticed that Weierstrassf
proved in his lectures that a function F(z) which possesses an
additiontheorem is either an algebraic function of z, or an algebraic function of exp(7rzi/co), where o> is a suitably chosen constant, or
an algebraic function of
)(z\cj v co 2 ), oj 1
and
cu 2
being
suitably chosen.
An
alternative form of the additiontheorem for p(z) can be
obtained by considering the
F(z)
elliptic
function
= p'\z){Ap{z)+Bf
= p3(z)A*p*(z)(2AB+g
2 )p(z)(g 3
+B*),
account of Weierstrass's lectures is given by Schwarz, Formeln und
t
Lehrsatze zum Gebrauehe der elliptischen Funktionen (Berlin, 1893). The
theorem to which we have just referred ia stated there without proof. Proofs
have been published by Phragmen, Acta math. 7 (1885), 3342, Koebe, Berlin
Dissertation (1905), and Falk, Nova Acta Soc. Upsal. (4), 1 (1907).
An
THE ELLIPTIC FUNCTIONS OF WEIERSTRASS
364
where the constants A and B have the same values as before.
This is an elliptic function of order 6, with six irreducible zeros
at the points u, v, (u+v). Since p(z) is an even function,
it
follows that the cubic equation
4p3AZpZ(2AB+g 2 )p(g3 +B*)
has the three roots p(u), p(v), and p(u+v).
deduce that
p(u) + p(v)+p(U +v)
\A*.
From
this
we
But
if
we
solve the equations defining
and B, we obtain
P'MP'W
A=
'
p(u)p{v)
Hence we have
a relation which expresses
and
p(u+v)
explicitly in terms of p(u)
p(v).
Example
Prove that the functions
/()=
(i)
P(z)
p'(z)
p(a)
p(z + a)
p'(a)
II
1
p'(z + <x)
l.
are elliptic functions with no singularities. Deduce the two forms of the
additiontheorem.
Example
(This result
Example
2.
is
Show
called the duplication formula for p(z).)
3.
Prove
p(u)
where
that
u+v+w =
that, if
=p
0,
p(v)
lt
The formula
By the second form
***+.>
2,
p(w)
=p
3,
then
(Pi+P2+P 3 )(PiP 2 p 3 g z
13.51.
=p
(PiPa+PiPs+PaPi + ig^.
for piz+cvj in
terms
of p(z)
of the additiontheorem for p(z),
\m^\^^
5
'
[p(z) ei}*
p(z)e 1
we have
THE ELLIPTIC FUNCTIONS OF WEIERSTRASS
365
{p(z)e2}{p(z)e3}
= ei+e e g)(z)(e
3
+e3
p(z)e 1
But since
e 1 \e 2 {e 3
piz+otj)
Similarly
relation can be written in the
0, this
we can show
e1 
p{z+oj 3 )
e3 
of
an
The expression
Sigma functions
e2 )(e 1 e3
p(z)e 1
that
p(z+a> 2 )
13.6.
(e 1
form
e2 
(e 2
1 )(e 2
P(z)e 2
(e 3
3)
'
e^fa
2)
elliptic function in
terms
of
In the next few pages we shall consider the problem of
expressing a general elliptic function in terms of the periodic or
pseudo periodic functions of Weierstrass. The simplest method
to express such a function as a quotient of products of Sigma
functions, the resulting expression being analogous to the
formula
n
m
g{z)e ik * XI sin(zzr ) f[ sin(zp r )
is
r=l
'
r=l
for a simplyperiodic function with assigned zeros
Let us consider then an
elliptic
2w 1; 2w 2> of which
and
poles.
function of order
n and
a set of irreducible zeros, a multiple zero being repeated in the set according
to its order. If p x Pi,, p n \, p'n i s a se ^ f irreducible poles,
a multiple pole being repeated according to its order, we know
primitive periods
z x ,z 2 ,...,z n is
Zl
+Z2 +...+Zn
= p +P ++Pnl+Pk+^>
1
where Q
is a period. If we replace p'
n \Q by p n we obtain a set
of irreducible poles p ls p 2 ,..., p n the sum of whose affixes is equal
to the sum of the affixes of the given set of zeros.
,
We now
construct the function
1_1 o(zpr )
THE ELLIPTIC FUNCTIONS OF WEIERSTRASS
366
which has the same poles and zeros as f(z). Hence f(z)jF(z) is
an integral function. But, by the pseudoperiodicity of a(z),
we have
1_1 exp{2^ 1 (z^ r
F(z)
+ Wl
)}
is of period 2w x
similarly 2oj 2 is also a period.
Hence .F(z) is an elliptic function. This implies that f(z)/F(z)
is an elliptic function with no singularities and so is a constant,
A say. We have thus proved that
so that F(z)
a(zpr )
1 1
a formula which exhibits the manner in which the
tion /(z) depends on its zeros and poles.
Example,
/(z) is
zeros z v z 2 ,..., z n ,
an
and
z i+ z 2+
zu
p lt p 2 ,..., p n Show
.
= Pi+Pt + +p
re
then
where
f(z)
= AeWviWJ* TT
that, if
,
o(zz T )
a constant.
p(z) p(a)
As an example on the theorem of
elliptic
+2ico 1 + 2ma) 2
'=1
is
A formula for
13.61.
func
of order n, with irreducible
elliptic function,
irreducible poles
elliptic
F (z) =
function
where a
is
13.6,
we
shall express the
p{z)p{a),
not a period, as a quotient of products of Sigma
functions.
We
Then
suppose, in the
first
instance, that 2a
is
not a period.
of order 2, and has a pair of irreducible simple
zeros a and a. Since F(z) has a double pole at the origin and
all
F(z)
is
congruent points,
it
follows at once that
){z)p{<x)
=A
J\^
'
where A is a constant.
To determine the value of A, we consider how the expressions
on each side of this equation behave near the origin. For
sufficiently small values of
P{z)p{a)
\z\,
= Z~* $)(*) + 0(z*).
THE ELLIPTIC FUNCTIONS OF WEIERSTBASS
367
Moreover, by Taylor's theorem,
= <t(oc)+Zo'(oc) + 0{z*)
= o(a)+z<r'(a)+0(z
a(z+ot)
and
a(z oc)
Using the result of
Ex.
13.41,
cr(zoc)a(z+a.)
2
o
Equating
coefficients of
A = l/o
find that
Z2
in the equation
z~ %
= A
(a).
g (g
is
'
We have
&(z)&(ol)
P(Z)
P(a)_
provided that 2a
follows that
^Wiqh)
(z)
p(z)p(a)
we
2, it
mn
thus shown that
 a g s +)
)
'
o(s)o*(eO
side of this equation are,
ever, analytic functions of a, regular save
Cl
>
z)
not a period.
The expressions on each
of the set
).
when a
is
how
a point
Hence, by the principle of analytical con<x is not a period
tinuation, the formula holds provided that
of p(z).
Example
(!)
Prove that
= JTIT'
(2)
(")
z)
37~T~?
ww
Deduce that
<r(2z)
Example
2{a{z)a(zo} 1 )a(zoD i )o(zoi t )}l{a(u} 1 )<j{m i )a((a i )}.
2.
Show
(r(2z)
that
'
2 CT 3 (z)3CT(z)CT'(z)a"(z)+CT 2 (z)cr"'(2).
*(*)
13.61 1
The functions
We now
define
{p{z)er}^
{p(z) ej1
'
as
which has a simple pole of residue
principal part of p'(z)
is
2/z
meaning that square root
+1
at the origin. Since the
near the origin, this definition
implies that
p'(z)
2{p(z) ei}^{p(z)e 2yi%p(z)e3yiK
In order to express {p(z)eryi2 explicitly in terms of Sigma
we write a = a>r in the formula of the last section
functions,
THE ELLIPTIC FUNCTIONS OF WEIERSTRASS
368
and obtain
a"(z)a2 (a) r )
by the pseudoperiodicity of
{fP(z)er yi*
Hence we have
cr(z).
0*^)0* (co r )
eVr'Z&+pl
o(z)o(a> r )
A consideration of the behaviour of the function near the origin
shows that the upper sign must be taken, and so
{p(z)er}W
= e*^^
(r
1, 2, 3).
a(z)(j(<v r )
We
see
from
the points
this
formula that
{p{z)e^2 has
and simple zeros at the points
l m>n
simple poles at
oi r \Q.
In particular, we shall always understand by
value taken by {p(z) cj 1 2 at the point co,.; thus
(er
mn
s)
^ the
'
(er
Example
es
112
)
= ev<r
"
Prove that {p(z) ej 1 2 is an elliptic function of periods
2a) x and 4a> 2 and of order two, which has 0, 2co 2 as a set of irreducible
poles and a> lt <o 1 + 2o) 2 as a set of irreducible zeros. Determine also the
corresponding results for {p(z) ej 1 2 and {p(z) e^lK
1.
'
'
Example 2. Show that
(eie^ 2 = i{,e % ex yl\
(esex)
Example
3. Prove,
pilaiL+aiz)
in terms of
4.
5.
=
=
e1
e1
= _
The functions
1 /2
63 )}i/ 2
1 2
2 )(e 1 e 3 )}
2 )(e 1
13.51
by
expressing
^(i<ui)g>("'i) '

g3(z)p(aJl )
ar (z)
the introduction of the functions
ar (z)
functions, that
+ {(6 e
{(e
that
p'{z)
By
e 2
functions.
Show
*a'(z+">i)
13.612.
t(e 3
Prove the formula of
Sigma
Example
es )V* =
= t(e1 e3 )V 2
(e 2
by using Sigma
P(hi)
Example
1'2
= e^^+f^
(r
1,2,8),
THE ELLIPTIC FUNCTIONS OF WEIERSTRASS
369
the formulae of the preceding section take the simple forms
= <$,
ft*,)*)*
(er
e
P = ap,
a{w
r)
which
prove to be of great importance in the theory of
will
Jacobi's elliptic functions.
The function ar (z)
an
integral function with simple zeros
Moreover,
it possesses pseudoperiodic
mn
properties analogous to those of a(z); these are expressed by
the two equations
at the points
is
co r \l
ar {z+2os )
where r
2l
Prove that oT (z)
is left
to the reader.
an even function and that
is
its
Taylor
is
aT (z)
Example
2.
(i)
(ii)
Show
l_ie,a+Js (
fl 11
_6e?)2
..
v.
that
o*00o =
(e a e,)of( Z )
(es
er )<j%z),
+ (e e
s
1 )oi(z)
The expression of an
Zeta functions
13.62.
It
z+ai
The proof of these formulae
s.
Example
expansion
= e ^ '\{z),
= e ^+<'>ov(z),
2
oy(z+2v)
+ (e1 e
8 )of(z)
0.
elliptic function in
terms
of
can be shown that, if f(z) is a simply periodic function of
it whose only singularities in the strip
Rlz < w are
<
period
simple poles p v p 2 ,..., p n of residue c 1; c 2 ,..., c n respectively, thenf
n
f(z)
= g(z)+ J c
r=l
cot(z~pr ),
where g(z) is a simplyperiodic integral function. We now propose to determine the analogous formula in the theory of elliptic
functions, where Weierstrass's pseudoperiodic function (z)
plays a part similar to that of cotz in the simpler theory J.
Now although (z) is not an elliptic function, we can easily
Ex. 42 on p. 157.
J (z) is the logarithmic derivative of o(z), just as eotz is the logarithmic
derivative of sin z.
t See
4111
bb
THE ELLIPTIC FUNCTIONS OF WEIERSTRASS
370
choose the constants ar so that
n
r=l
is
doublyperiodic. For
n
= ^a {i{z+2co p )^zp
<f>(z+2a> 1 )<l>(z)
r=l
2l?i
2a =
r
r )}
0,
n
if
2 r
zero; similarly
is
<t,(z+2a> 2 )<f>(z)
Thus
<(z) is
of the set
pr
an
elliptic
+Q min
0.
function with simple poles at the points
Using this result, we can express any elliptic function in
terms of Zeta functions and their derivatives if we are given
a set of irreducible poles and the principal part of the function
near each pole.
To prove this, consider an elliptic function f(z) of primitive
periods 2w x and 2o> 2 having a set of irreducible poles p x p 2 ,,
p n If the principal part of f(z) in the neighbourhood of p k is
,
**
1a
s=l
ktS
{zp k Ys
T ak 1 =
we must have
sum
since the
0,
of the residues of f(z) at a set of irreducible poles
we have just seen, that
It follows, as
is zero.
2 ak,i(zPk)
k=l
is
an
elliptic function.
We now construct the function
n
where
that
<s)
(z)
(1) (z)
m*
denotes the sth derivative of {(2;). If
= p{z), we see at once that F(z)
is
we remember
an
elliptic
func
moreover, an integral function, since the principal
part of F(z) at each irreducible pole has been made identically
tion.
It
is,
'
THE ELLIPTIC FUNCTIONS OF WEIERSTRASS
371
Hence, by Liouville's theorem, F(z) is a constant,
Thus the function /(z) can be expanded in the form
zero.
= i+jy
Az)
fc=l
This result
integrate
an
f /(z)
is
=fa
dz
fc(1
5 is the
1
when we wish
i )s i
= l S=2
7~fii^'"
2)
^^)+^^+^
constant of integration.
P(z)M*)
if
u+v+w =
= ^+)2C()2).
0,
() +(;()+(;()}+{'()+{'() +'()
Example
to
immediately
Prove that
Deduce thatf,
fc ).
loga(z pr )+
22 (fc
Example
of particular importance
It gives
say.
'*
elliptic function.
+
where
(i)*i^i^i>(3 ,p
s=l
0.
2. Prove that
g>(zac)p(zP)
p(a)p(iS)
+ p(Q; 8){^(za)+p(zP)p(a)p(^)} +
J
+#'( ^KC( )(* >3)+C()C(/8.
is
Example
3.
an
function of periods 2ui x and 2o> 2
elliptic
Show
that
C(*)J(j8){()8)+{(2^8)
Prove that
.
it is
equal to
g(g2a+j8)g(z2j8+oi)
ct(
13.63.
2  2a)o(z  a)a(z ft)
The expression
of
an
elliptic function in
terms of
Let us consider, in the first instance, an even elliptic function
of primitive periods 2co x and 2o> 2 which is regular and nonzero
at each point of the set Q mn The order of such a function is
,
necessarily
an even
integer, 2k say.
a zero of /(z) in a certain cell, the point in the
cell congruent to
zr is also a zero of the same order as zr We
can, therefore, choose k zeros z 1; z 2 ,..., z in this cell, each
k
Now
if z r is
f This result is a quasiaddition theorem for (z). It
theorem, since t,'(z) is not an algebraic function of {(2).
is
not a true addition
THE ELLIPTIC FUNCTIONS OF WEIERSTRASS
372
multiple zero being repeated according to its order, in such a
way that they, together with the points in the cell congruent
to
z z
1}
2 ,...,
z k form an
,
irreducible set.
Similarly
we can
choose k poles p 1} p 2 ,..., Pk> so that they, together with the points
of the cell congruent to
p v p 2 ,..., p k form an irreducible
set of poles.
When
the zeros and poles have been chosen in this manner,
the function
{)
l\ WPiPrY
where p(z) has primitive periods 2co x and 2w 2 is an elliptic
function having the same poles and zeros as/(z). Hence f(z)jF(z)
is an elliptic function with no singularities and so is a constant
A. Thus
k
P< g >frfo>.
,
f(z)
All
We
next remove the restriction that f(z) is regular and nonQ m>n If f(z) has a pole (or zero) at
such a pole (or zero) must be
points,
congruent
the origin and
positive
or negative integer s be
if
the
of even order. Hence,
zero at each of the points
suitably chosen, f{z){p (z)} s is an even elliptic function which is
regular and nonzero at each of the points O m>m and so is expres,
elliptic
We
have thus proved that an even
function of periods 2cn x and 2w 2 can be expressed as a
sible in
the above form.
rational function of p(z\co 1 ,co 2 ).
From
this it
is
easy to deduce that an
elliptic
function of
primitive periods 2a> x and 2co 2 can be expressed in the form
F{p(z)}+$)'(z)G{$>(z)},
2<u x and 2<u 2 and F(X)
For any elliptic function
where p{z) has the same primitive periods
and
G(X) denote rational functions ofX.
f(z)
can be written in the form
M=
l{/(^)+/(2)}+i{/(2)/(2)}.
term on the righthand side of this equation is an even
and so is a rational function F{p(z)} of p(z).
The second term is, however, odd; but since p'{z) is also odd,
is, therefore, a rational func\{f( z )f( z )}l&'i z ) i s even, and
The
first
elliptic function,
tion G{p{z)} of @(z).
The
result stated
now follows immediately.
THE ELLIPTIC FUNCTIONS OF WEIERSTRASS
373
An important consequence of this result is that every elliptic
function possesses an addition theorem. For an elliptic function
f(z)
is,
as
we have
seen, expressible in the
f(z)
form
F{p{z),g>'(z)},
F denotes a rational function. Hence,
p(v) = p 2
P() = Pi,
P'M = pi
where
writing
we have
=
/() =
/(+) =
f(u)
= p'
p'(v)
2,
F(Pl ,p{),
(i)
F{p 2 ,p'2 ),
(ii)
F{p(u+v),p'(u+v)}.
But by the addition theorem for p{z), we can express p(u+v)
and p'(u\v) as rational functions of p x p 2 p'x and p'2 and so
,
f(u+v)
where
C?
Pi
GipvPvpipz),
denotes a rational function.
Pv> Pi' Pi' an<i Pz fr
aid of the identities
*^e equations
4pt9aPi9
P'i
If
(i),
(hi)
we now
(ii),
and
eliminate
(hi),
by the
4pl9iPag
we
obtain an algebraic relation connecting f(u\v), f(u), and
f(v); this proves the theorem.
Example. Show that
p(zo)p(z + x)
>'(z)/(a){p(2)p(a)} 2 .
The evaluation of elliptic integrals
An integral of the form F(t, u) dt, where F denotes a rational
13.7.
J"
functionf of t and u, and where
u2
is
=a
tl
+4a1 P+6a2 P+4aa t+ai
a quartic of cubic function of t without repeated factor, %
an elliptic integral. For example, the integral
is
called
a
which
is
{\hH2 )dt
2
J V{(i )(i^
)}'
equal to the length of arc of an ellipse of eccentricity
It must be genuinely a rational function of t and u, and not a rational
f
function of t and u 1 In the latter case the integral can be expressed in terms
of the elementary functions of analysis.
2
J If u has repeated factor, we can evaluate the integral by means of ele.
mentary functions. See Hardy's tract
cited
on
p. 362.
THE ELLIPTIC FUNCTIONS OF WEIERSTRASS
374
it is from this fact that the
name.
class of elliptic integrals derives its
We shall now prove the important theorem that any elliptic
integral can be evaluated in terms of Weierstrass's periodic and
pseudoperiodic functions, combined with the elementary func
k and major axis 2a,
The
tions of analysis.
of this type;
is
first
integral into a canonical
step in the proof
to transform the
is
form
G(w, v) dw,
where
denotes a rational function of
v2
w and
4w3 g 2 wg3
v,
and
where g\21g\ is not zero.
Let us consider how the expression
=a
xi +4:a l x3y+6a 2 x2y2 +4:a3 xy3 +ai yi
= l'X\m'Y,
lX+mY,y
behaves under the transformation x
where A
lm' I'm is not zero. The quantities
g2
=a
ai 4 a 1 a3 +Bal,
ax
2
a3
a2
are
a2
a3
a4
known to be invariantsf with respect to this transformation.
This means that,
/
and
if
=A X
if
+4:A 1 Xs Y+6A 2 X 2 Yz +4:A 3 XYs +A i
G 2 and G3
are the
A s as g 2 and g3 are in a
same expressions
Y*,
in the coefficients
then G 2
A*g 2 and G3
A 6 <73 Mores
over, since / has no repeated factors, gl27gl is not zero. We
now show that the transformation can be chosen so that A
and
It
A 2 vanish
is
easily seen that
vanishes
if
l't
where
is
a root
of the equation
4>{t)
When
of
=a
+4:a 1 t3 +6a 2 t2 +4a3 t+ai
has been chosen in this way,
A2
0.
vanishes
if
the ratio
m to m' is given by
^m^+(6^2t
<f,;)mm'+(tUoQt
KW
0,
t See, for example, Elliott, Algebra of Qvantics (Oxford, 1913), 8, 21.
THE ELLIPTIC FUNCTIONS OF WEIERSTRASS
where a denotes the value of d(f>/dt when t = t and
<j>'
for
<j)g.
m't
value of
first
which makes
second value
<f>Q
and gives the transformation
nontrivial
= (X+XY) Y,
The corresponding value of/ is
Since
write x
y^(t)
where
Finally, if
values of
we
= X+XY,
\<j>'
we now
trivial transformation
not zero by hypothesis, the
is
is
gives the other coefficients
If
m'{t a <j>l~ &<j>' ).
m' provides a
Since
4i 1 I3 7+4i 3
Ax
m$
or
zero.
= $5/0o
where 6A
where
ty,
=/ee
IP+4
^4
Qz\A\.
X = wY/A v we find that
7*{4ufig2 v>g t )IAl
t
"
substitute for y in terms
where
Y*,
the invariance of g 2 and g3
1,
A y and A, we
A 3 = \g 2\A x
Y
= A^
(w^XAj),
"
w+XA 1
of Y and
replace the
obtain
w Mo)
= *o+^
With this change of variable, the general
brought to the canonical form
J
where
similarly
Hence
m=
The
375
elliptic integral is
G(w, v) dw,
w and v, and
4^g^wg^
denotes a rational function of
v
where g\%1g\ is not zero. Assuming that we can determine
numbers co x and co 2 whose ratio is not real, such thatj"
g,
60 2'
Q *,
g3
we make the transformation w
j G(w, v)dw
t
A proof
140 '
Q ,
p{z\w v co 2 ), which gives
= J G{p(z), p'(z)}p'(z) dz.
of the validity of this
assumption
is
given in Chapter
XV.
THE ELLIPTIC FUNCTIONS OF WEIERSTRASS
integrand is now an elliptic function of periods
376
As the
2^
and
can be evaluated in terms of Weierstrass's periodic and
pseudoperiodic functions by the method of 13.62. This proves
the theorem.
2cu 2 , it
Example. Prove
that, in the
above notation, the equation
i
implies that
= + ^'(t
ta
){p(l, gi ,g3 )^f(t )}\
REFERENCES
H. A. Schwabz, Formeln und Lehrsatze zum Oebrauche
der elliptisehen
Funktionen (Berlin, 1893).
J.
Tannery and
1.
Prove,
J.
Molk, Fonctions
elliptiques (Paris, 18931902).
MISCELLANEOUS EXAMPLES
p(z)
by the use of Liouville's theorem
or otherwise, that
+ {p(2z)e }^{p{2z)e3}^+
+ {p(2z)  e }W{p(2z)  ejVH {p(2z)  e }^{p{2z)  e
p(2z)
yl*.
Deduce that
p'dcoj
2.
Show
2(e1 ea
that, if 3a be
1/ 2
(eie 3 ) 1
a period of
{(e 1
e 2
1/ 2
+(61 e3
Prove that.f
()
if z 1
+z 2 f83 +4
A {^(Zr)e
1}
1' 2
}.
p{z),
{P(z)p(oc)}Mz+a)p(oc)}{p(z + 2oi)p(oc)}
3.
1/2
)
= p'2
(oc).
0,
+(e3 e1
n {pM*J^+
+ (eie )n{P(Zr)e
r
4
3}
1' 2
= K )(e 3 )(e e^.
4. Prove that, if oc+fi+y = 0,
P(P)P'(y)$>'W)P(y) = P(y)P'(oc)p'(y)p(oi) = P(*)P'(p)p'(a)p(p)
2
&(P)&(y)
P(y)~P(oc)
p(a)p(P)
= P'() +
P'iy  ${P(ot) +P(P)+ My)}
= {ip(cc)p(p)p(y)g ylK
a'(i8)
)}
3' 2
5.
Show
that
&'{e)&'(fi+aii)&'(z+a t )p'(z+a> t )
where g 2 and g3 are the invariants of
g\21g%,
p(z).
The simplest method is to write z x = z, z 2 = a, z 3 = 0, z 4 = yz, where
= 0, and then to regard the expression on the lefthand side as an
elliptic function of z, whilst a, jS, and y are constant parameters.
t
a +/?+7
THE
6.
ELLIPTIC FUNCTIONS OF WEIERSTRASS
if n is an integer, p{nu) can be expressed as a
377
Prove that,
rational
function of p(u). Show, in particular, that
where
tji
7.
If
.F(z)
(i)
p(2u)
(ii)
p(3u)
p' (u)[p(u)
2
4p 3 ff2pg a
p(u)
p(2u)].
a(z+a)a(z a)a(b + c)a(b c)+a(z+b)a(z b)a(c+a)a(c a) +
+ a{z + c)cr(z
by
prove,
c)cr(a+ b)a(ab),
considering the function F{z)/a\z) or otherwise, that F(z)
is
identically zero.
8.
Prove that
1
P(z)
P'(z)
p(a)
p(b)
p'(a)
9.
Show
~2 o(z+a + b)<j(za)o(zb)o(ab)
3
3
a (z)a s (a)o
p'(b)
'
(b)
that
p'{u
P(u
^'""(Wo)
p(Mi)
p'iuj
plnVfa)
P(^i)
#>'()
P{un )
p'{un )
j\re(l)/2
P ^(un
{
1!2!.. .n\o(u
ct"+ 1 (m
+u
)ct
+...+un II g(^A~ mm )
n+1 (u
(mi) . a
n
)
m+1
where the product is extended over all pairs of integers A and
to n, with the restriction that A < /*.
/j.
from
Deduce that
p(u)p(v)
p\u)
p'(u)p'{v)
p"(u)
p"(u)p"(v)
p'(v)
p"(v)
p'"(v)
p"'(u)
A (u
  12 o(2u+2v)o
v)
(Oxford, 1925.)
10.
Prove that
P'{u)
P"W
P'>)
p'"(u)
p(nl)( M
pW(u)
p<*\u)
= 1) {1!2!... (n1
a2
iy.y
_cr(nu)
{<j{u)}'
(KXETEBX.
THE ELLIPTIC FUNCTIONS OF WEIERSTRASS
378
11.
Prove that
Oi(2w)
CTj(2u)
o 2 (2m)
<t 2 (2v)
ct 3 (2m)
<j 3 (2v)
=
12.
otX2w)
(2w)
a 3 (2w)
ct 2
i 1y.1 ,4, :
Prove that,
(i)
(ii)
(iii)
^
if
n ,,i 'r(
M ''Wi+' W''+'W)<r(K+MM')
)
the numbers
y denote
<x, jS,
1, 2,
3 in
some
order,
= a (u)crl(a) oKu)a\a),
aj,u+a)aj.u a) = CT(w)<7i(a) (e e^)(e y (M)t7 (a),
oa (u+a)oa (u a) = CTj(w)<7(a) (e a
(a)<T (M).
o(u+a)o(u a)
Deduce the
)CT
ef,)t7
result of
Ex.
from equation
(iii).
(Tannery and Molk.)
13.
Prove that a(z+a)/a(a)
is
equal to
m.n
where multiplication
is
extended over
and zero values of m and n without
Deduce that
or (z)
= exp(Kz TT ((lo 5
14.
is
an
that, if q
e"i<u K so
and negative
integral
that
g
p(o
<
1,
+\
"'
)}
the function
same zeros as a(z).
an elliptic function without
integral function with the
By
showing that
deduce that
S(s)/cr(z) is
 **<W)
15.
) ex
Show
positive
all
exception.
n
29
;i^
singularities,
+ 
Prove that
/'?i a2 \
/1T3
* = Mfe) cos fe)
ff2(2)
6XP
teJ
2
,()
/*?iZ \
= expg)
1 1
"TT
(l
[ }
T^T" fl
1 1
+ 2g2B coS7Tz/co +24B
1:
(
+g
<lg 1)
+ 2qin
cosTTz/w l +q i
(1+g2 V
)'
i
\
THE ELLIPTIC FUNCTIONS OF WEIERSTRASS
Show that, if \q\ < 1 and
16.
= n(l+2 ").
2
2i
).
= n(i9 2n
?3
then 2ig 2 ?3
Prove that,
1
e,)V
= ri(i+28n=
n
1
).
e"W"\
(es^'^^V'W.
= ^g8flS.
16ggf
Prove that,
are real, and e
>
if
>
'*^^
q%q\
= iX, where A is real and positive, then e
wjm^
e3
(ei*) 1
Sigma
Prove that
19.
.
2coj
/i7iz \
TT
ttz
71
( 2 )
p(s)
= JI_ +
w2
20.
=1
ot+3 >
2^ 2o)! Zw
CO
= s?r 3+
Prove that
V
2
cosec
o^zljtu^aii)
Deduce that
21.
where
p(zico 1 ,co 2 )
Prove that
G2 =
Show
w=
60e?4gr 2,
that
if
CO
2a) x
coi
sin 2 ( 7rz/2a. 1 )
COt
2<u!
,7r(z 2no> 2 )
2^
=
=
+ COt
CO
!73
e2 , e3
i\,
>!
V' cosec wco
2l
^r
CO
exp(^ 1 s 2 )cr(s)<T1 (z).
p(z)+^(z+co!)
x.
p(z\^o) 1 ,oj 2 ) satisfies the differential equation
<?3
4w
z+b = p 2 (w), where
=0.
then
x,
e2.
18. Determine the limiting forms, as A> +oo, of the four
nXi.
functions with parameters cu 1
it, cd 2
22.
).
if
Deduce that
17.
s2
r=l
m=l
(fl
CO
CO
CO
?o=Il(l22n
379
146x^+22^3. (Oxford, 1922.)
dz
J (z+
the invariants of p(w) are
gr
4(6 a) and
CHAPTER XIV
JACOBI'S ELLIPTIC FUNCTIONS
The construction of elliptic functions with two
simple poles in each cell
In the previous chapter we saw that the order of an elliptic
function cannot be less than two and we considered in detail
Weierstrass's function ){z), which is of order two and has one
14.1.
We
double pole in each cell.
now introduce three other elliptic
functions of order two, which differ from p(z) in that each of
them has two simple poles in every cell; these are essentially
the
elliptic
functions of Jacobi. Whilst Jacobi's functions are
more complicated than
p(z), they possess, as we shall
advantages when we wish to obtain numerical
results in problems involving elliptic functions.
Let us consider the functions
slightly
see,
distinct
S(z)
(etejM
= *@,
C{z)
<7
2 (Z
)'
in the notation of the previous chapter. If
we
pseudoperiodic properties of a(z)
creased by 2cor
S(z), C{z),
D(z)
= SM,
02(2)
(*r
we make use of the
when z is in
find that,
and D(z) are reproduced, save
for
a multiplier 1, as indicated below.
2 Wl
2w 2
2m 3
1
C(z)
1
1
D(z)
S(z)
1
1
+1
1
It follows that each of the functions is doublyperiodic,
though
each has a different primitive periodparallelogram.
The only singularities of 8{z) are the points at which a 2 (z)
vanishes,
co 2
+Qmm
and these are simple poles at the points of the set
Thus S(z), and similarly C(z) and D{z), are elliptic
functions.
The three functions are not, however, independent. For since
and 4a> 2 are periods of each of them, it follows by the
theorem of 13.4 that C{z) and D(z) can be expressed as alge4a)!
JACOBI'S ELLIPTIC FUNCTIONS
381
The explicit formulae are easily obtained
braic functions of S(z).
when we observe that
S{z)
[m=j
C(z)
'
We find,
D{z)
(pm=^I
2)
'
~ W)ej
in fact, that
= {lS^z)}
C(z)
1 '2
D()
1 '2
fl_^Z3
fif8(
z ))
the square roots being chosen so that C(z) and D(z) have the
value
+1
The
at the origin, where 8(z) vanishes.
latter relation is usually written in the
D(z)
where
&
= {l&
S2 (z)} 1/2
= L "
Ke
form
1/2
2)
&
called the
is
modulus of the functions
Since e x e 2 and e 3 are distinct,
,
values
or
Similarly,
^1.
it must
is finite
1c
#(z), G(z), and D(z).
and cannot have the
also be possible to express the derivative
of S(z) algebraically in terms of the three functions.
and
so,
by
From
this
2{p(z)e 2fl*
>
'
13.611,
*>M
which gives
Now
(e 1
e^/ 2 {g)(z)e 1}i' 2 {g>( 2 )e3}i' 2
'()
we deduce
(e 1
e 2
1 /2
)
C(z)Z>( Z ).
that
=
D'(z) =
C'(z)
(e 1 e 2 )^D(z)S(z),
(e1 e 2 ) 1 2 A;2 5(2)C(z),
/
by using the formulae expressing
C(z)
and D(z)
in terms of
S(z).
14.11. General description of the functions 8(z), C(z),
D{z)
and
The function $(z) is an elliptic function with periods 4a> x and
2w 2 the points 0, 4a> 1; 4co 1 +2oj 2 2co 2 taken in order, being the
,
JACOBI'S ELLIPTIC FUNCTIONS
382
vertices of a primitive periodparallelogram. It
odd function;
Ke^^L^
=
8{z)
CT
since a(z)
is,
moreover, an
for
(ei
Z)
2(
e 2 )i/^
CT
8(z),
(Z)
odd and a2 (z) even.
is
when <r(z)
0; thus the only zeros of S(z)
are simple ones at the points of the set Q. m>n As two of these
zeros occur in every cell, 8{z) is an elliptic function of order
two. Similarly the only singularities of 8(z) are the points at
8(z) vanishes only
which
o
2 (z)
gruent to
vanishes,
a> 2
and
so are simple poles at the points con
or t Sa^f w 2
The residue of
8(z) at
lim Ue 1 e i )^o{z)
z+uj,
But
and
If
a2 {z)
so
o'z (o) 2 )
we remember
(mod 4^, 2w 2 ).
co 2 is
equal to
Z
^l)
= (e.e^^A
a2 \Z)
= e^
=
(co 2 )
z
(j(a) 2 z)/a(co ),
2
r? 2a,2
/ (T ( a>2)
that
(ei
_e 2 )i/2
= _ e ^ K)
ff(co )a(cu )
1
2
we
see that the required residue
is
Moreover, since the sum of the residues of an elliptic function at
poles in any cell is zero, the residue at 2co 1 +oj 2 is (e 3 eg) 1 2
The function C(z), however, is obviously an even elliptic function with periods 4a> 2 and 2a> 3 The points 0, 4w 2 4co 2 +2o> 3 2a> 3
taken in order, are the vertices of a primitive periodparallelogram for C(z); the latticef of periodparallelograms associated
with C(z) is thus different from that of S(z). The only zeros
of C(z) are found to be simple ones at the points of the set
its
'
f The reader is advised to draw a diagram of the lattice of periodparallelograms associated with each of the functions S{z), C(z), and D(z). He will see
that the three lattices considered here are not the only possible ones for
example, we might have taken the points 0, iw^ iui^ 2a> 3 ,
2 co 3 as the vertices
of a primitive periodparallelogram of C{z).
The three lattices of periodparallelograms considered here are probably the
simplest, since each is derived from the preceding one by a cyclic permutation
;
of
to lt
w z and
,
to R ,
JACOBI'S ELLIPTIC FUNCTIONS
aj 1
+Omn
two of these in each
as there are
383
C(z) is of
cell,
order two.
The
two
singularities of C(z) fall into
poles at points congruent to
residue at
cu 2
<r
(z)
2
^KW^3.)
)2
a(o) 2 +cu 3 )
a^(co 2 )
From
this it follows that the residue at
set
i(e3 e 2 )~112
is
The
is
^ g iK) = _ e^o
they are simple
,
and congruent points
Urn (g>i(g) ]
*~<4
sets;
or 3co 2 (mod4a> 2 2w 3 ).
a> 2
i(e 3
_e y
1/2
each pole of the second
Finally, as the reader will easily show, D(z) is an even elliptic
function with periods 4co 3 and 2w 1; the points 0, 4oj 3 40)3+20^,
,
taken in order, being the vertices of a primitive periodparallelogram. It has a simple zero at each point of the set
a>3+Q mn as two zeros he in every cell, D(z) is of order two.
Moreover, its only singularities are simple poles at points congruent to co 2 or to o> 2 +2w 3 (mod4oj 3 20^), the residue at each
1 2
pole of the first set being i(e 1
and at each pole of the
2)
second set i(e x e 2 ) 1 2
2co 1;
'
14.12.
'
The complementary modulus
The complementary modulus k' associated with
and D(z) is denned by the equation
_
and so
is
8(z), C(z),
fae,)*/*
connected with the modulus k by the relation
k2 +k' 2
Moreover,
k' is finite
Example. Prove
and
is
1.
not equal to
or
1.
that
K) = 1,
S(co 3 = 1/k,
C(coj)
C(o) 3 )
=
=
0,
Z(coj)
ik'/k,
D(o 3
=
=
k',
0.
14.2. Jacobi's elliptic functions
The occurrence of the
factor
derivatives of S(z), C(z),
{e x
112
2)
in the formulae for the
and D{z) suggests that
it
would be
advantageous to change the independent variable from
where u
(e 1 e 2 ) ll2 z.
z to u,
JACOBI'S ELLIPTIC FUNCTIONS
384
we
Accordingly,
define Jacobi's elliptic functionsf
by the
equations
sn
dnu
and the
d
=sn
du
(1 an2 **) 1
we add 4w 1 (e1
numbers
dntt
1/2
2)
(1 ^sn3 ^) 1 2
d
cnw
du
= dnMsnK,
dnu
or 4a> 2 (e 1
1/2
to u, the three func
2)
and dntt are unaltered. Accordingly we
^^^
R=
14.1
k 2 sia.ucnu.
iK
the quarterperiods:]: of Jacobi's
from
C{(e l e 2 ) 1 l 2 u},
Dlfae^Wu},
A
cnuanu,
du
tions snu, cn,
off 14.1 now take the simple forms
identities
cna=
If
cna
<S{(ei e^Wu},
when u
that,
is
>
the
= vfaejM
elliptic functions.
increased
call
by a
It follows
halfperiod 2K, 2iK',
2K Jr 2iK', snw, cnw, and dnu are reproduced, save for a
multiplier 1, as shown below.
or
SI1M
CUM
dntt
2K
1
2iK'
2K+2W
+1
1
1
+1
1
+1
1
1
Finally, the equations denning Jacobi's
take the form
sniKz/ajj)
0>!
Example
snO
cnO
dnO
a{z)
2 (Z)'
Show
=
=
=
cn(Kz/coj)
(7
elliptic
functions
d^Kz/u^
<j
2 (z)'
now
,(*)
.(*)
that
1,
snK =
cnK =
0,
1,
dnK =
k',
0,
sn(K+iK')
ca(K+iK')
dn(K+iK')
1,
=
=
=
1/k,
ik'/k,
0.
t This notation is due to Gudermann (1838). Jacobi wrote sin am u,
cos am u, A am u for sn u, en u, dn u, when he published his discoveries in
his Fundamenta Nova Theoriae Functionum Ellipticarum in 1829 ; he regarded
sn u, en u, and dn u as the sine, cosine, and derivative of a function am u
defined
amw
by the equation J (1 ifc'sin'fl) 1 2 dB
/
% It should
be observed that ~Rl{K'IK)
>
u.
Cf. 14.41.
since Txaiwjwj)
>
0.
JACOBI'S ELLIPTIC FUNCTIONS
Example
Prove that Jacobi's
2.
385
functions have the Taylor
elliptic
expansions
cnw
l_i M2+l(i +4fc 2 )M*.,
valid near the origin.
Example
k
Example
3.
Show
that
e^iaKo^coJ/oVj,),
4.
Show
^
that.f if t
4a
k'
cua/a^
e<"tfl.K t r(a)/ff(<D
and g
2B )/(l+3 are 1
2B 1
frrrf[
{(l
4
)}
)}
frr
iK'
e,
n {(l+2
n {(i2 " )/(i+g K = n {(lg^m+g "*'
1 ),
)*},
g^jsji+gMi)^
m=l
Deduce that, when t is purely imaginary, the four numbers &, ,
are real and positive and that k, k' are less than unity.
Example
5.
k>0,
14.21.
K, K'
Prove that.t as Imrs +oo,
k'^l,
K>%rr,
The general properties
K'log(i/k) >
0.
of the functions snu, cnu,
and dau
It is convenient at this stage to translate into the new notation the properties of S(z), C(z), and D{z) discussed in 14.11.
The only
real difficulty is the determination of the residues.
We have
already seen that
S(z)
Use the
We
i<p
result of Ex. 16 on p. 379.
shall see in 14.4 that, when k is given, the principal value of
t is
determined, and that, when h * 0, the imaginary part of this principal value
tends to infinity. Thus k
4111

implies that
CC
K * Jw and K' Iog(4/fc) ^> 0.
JACOBI'S ELLIPTIC FUNCTIONS
386
where
<D
denotes a function which
is
regular at 2
o> 2 .
It
follows that

where
<1>
(eie 2) lf2
+<]>,
+<d
*(*')
(ce,) ^^')^
Thus snw. has a simple pole
is regular atw =
ni
sntt
,
1'2
iK"'.
of
residue 1/fc at every point congruent to iK' (mod ^K,2iK');
1/k at every
similarly, it also has a simple pole of residue
and dnw are
of
cnu
residues
point congruent to 2K+iK'. The
obtained in the same way.
We see, therefore, that snu is an odd elliptic function of order
two with primitive periods 4K and 2iK'. Its only singularities
are at points congruent to iK' or to 2K+iK' {moc\K,2iK');
1/k respecthese are simple poles with residues 1/k and
tively. Its only zeros are simple ones at points congruent to
or 2K.
A slight
difficulty occurs
when we come
to translate into the
new notation the properties of en u and dn u. It will be remembered that the lattices of periodparallelograms of C(z) and D(z)
were obtained from that of S(z) by cyclic permutations of the
parameters
there
is
<o l5 co 2 ,
no special
and co 3 In the theory of Jacobi's functions
symbol for co^ e 2 ) 1/2 and a certain lack of
.
We
we wished, take the parallelovertices 0, UK', 2K+2iK', 2K2iK' as fundamental for cnu. But since every period of cnu is of the form
4mK+2n(K+iK'), it is usually found more convenient to take
the points 0, 4K, 4K+2{K+iK'), 2K+2iK' as the vertices of
symmetry
gram with
results.
could, if
the primitive periodparallelogram of cnu.
The function cn is, then, an even elliptic function of order
two with primitive periods 4iJT and 2K+2iK'. Its only singularities are at points congruent to iK' or to 2K+iK' (mo&lK,
2K+2iK'); these are simple poles, with residues i/k, i/k
respectively. Its only zeros are simple ones at points congruent
to
K or 3K
elliptic function of order two with
Its only singular points are
and
UK'.
primitive periods 2K
2if, 4i.fi:'); these are simple
(mod
UK'
congruent to iK' or to
Its only zeros are
respectively.
poles of residue i and +i
Finally,
dnu
is
an even
simple ones at points congruent to
K+iK'
or
K+BiK'.
JACOBI'S ELLIPTIC FUNCTIONS
387
14.22. Glaisher's notation for quotients of Jacobi's functions
convenient to have a notation for the reciprocals and
quotients of Jacobi's elliptic functions. We shall write
It
is
sn/cn
cnu/snu
1/cnu
= sew,
= csu,
This notation
= ndtt,
cnit/dnw = cdw,
dnu/cnu = dcu.
= new,
sntt/dnw = sd,
dnu/snu = dsu,
1/snu ='nsu,
l/dn
due to Glaisher.f
is
The addition theorem
Since snu, enw, and dnu are
14.3.
elhptic functions, each of these
functions possesses an addition theorem whose form we shall
now
determine.:]:
Let us consider the function
F(u)
where
= en ucn(u + A snusn(u
and a are
ex)
constants.
It is
2K and
2iK'.
primitive periods are
an
elliptic
at),
function whose
not congruent to
K, iK' or K+iK' (mod2K,2iK'), each term in F(u) has two
simple poles in each cell at points congruent to iK' and u+iK'.
We can, however, choose the constant A so that the principal
part of F(u) at iK' and congruent points is identically zero;
thus F(u) is an elliptic function with only one pole in each cell
and so is a constant, by Liouville's theorem. Putting u
0, we
see that F{u)
en a.
The appropriate value of the constant A is determined by
observing that, when \u\ is small,
If
a.
is
F(u)
Hence
A=
cna+ttdnasna uA
dn a and
so.
<x+0(u2 ).
so
cnucn(u a)+musxx(u a)dna
= cnac.
(i)
This formula is true provided that a is not congruent to iK',
the restrictions that a. is not congruent to
or K\iK' being
relaxed by an appeal to the principle of analytical continuation.
t Messenger of Math. 11 (1882), 86.
t The method of proof given here is a slight modification of that of Hurwitz
and Courant, Funktionentheorie (3rd edition) (Berlin, 1929).
&&
JACOBI'S ELLIPTIC FUNCTIONS
388
In a similar manner we can show that, when a
to iK',
(ii)
= u+v in equations and
we obtain
c c s s dn(u+v) = cn(u\v),
d d lc s s cn(u+v) = dn(it+^))
brevity, we have written s = sna, d = dnv, and
we now put
(i)
a,
and
not congruent
= dna.
daudn(u a)+k2 snusa(u a)cna
If
is
(ii),
where, for
so on. These equations give at once
{u+v) =
Finally, writing a
s1
from which
= v in equation
d sa(u\v) = c c
2
this last equation
(i),
we
'
ivbk
obtain
cn(u\v),
follows that
it
sniu+v)
Now
{u+v)
lwr'
sn(u+v)=
8l (la
iVAi
can be written in the form
)^(l^l)V+* a (la;P(l^) 1/a
j^
,
on using the identities connecting the functions sau, can, and
dnw. This equation expresses sn(u+v) as an algebraic function
of sn u and sn v, and so is the addition theorem for sn u. Similar
remarks apply to the formulae for ca(u\v) and dn(u\v).
We have thus shown that the Jacobian elliptic functions
possess the addition theorems
snttcnwdn^+sni'ciiadnM
sa(u\v)
sn2 ttsn2 v
ca{u\v)
cnucnv dnwdnflsnwsnw
1 2 sn2 sn2
dn(w+v)
Aa.uAa.v Wsnusn.vcin.ucnv
1
Example
ea(u\K)
fc
sn2 sn2
Prove that
cdw,
sn(u+K+iK')
on(u\K)
k'&du,
dn(u\K)
kidcu,
cn(u+K+iK')
dn(u+K+iK') = ik'scu.
k'ndu,
ih'k^ncu,
JACOBI'S ELLIPTIC FUNCTIONS
Example
2.
Deduce from Ex.
sn(u+iK')
Hence show
that,
when
sn(
_1 nsM,
cn(u+iK')
dn(u{iK')
= icsu.
fc
\u\ is
,.
dsu,
1.2
= t< + os *+
3. Prove that
cn(M + a)cn(w a)
=
=
dn(u+<x)dn(u a)
sn(w + a)sn(M a)
Example
2F1.
dn 2m
i^+...,
dn(+iK')
Example
= ik~
small,
MW = ^ +
389
that
4. Writing
(sn 2
(cn
sn a)/(l &
2
a dn asn
2
sn 2 Msn 2 a),
M)/(l
&
sn 2 wsn 2 a:),
(dn <xk cn <xsn u)/(lk 2 sn i usn 2a).
s, c, d,
D for snw, cnw, dn, sn2w, en 2m,
S, C,
respectively, prove that
_ 1 2s + k s
2
_2scd_
"lW
_l 2k s + k s
1 AV
lfc 2s*
2 2
'
i
"
Deduce that
Example
sn iK
Example
Show
5.
1/V( 1
6.
* = ?? *>
" = ?
'"ItS'
thatf
en pC
fc'),
VA'/V( 1
+ &'),
dn Jit
V/b'.
Prove that
sn(w+K:)
u + en u dn w
cn 2 M + fc'sn 2 w
fc'sn
(l+&')~ 1/22 ~
14.4. Jacobi's elliptic functions of given
modulus
Weierstrass's elliptic function
obviously a homogeneous function of the three variables z, wj,
ai 2 of degree
2; in particular, the constants e x e 2 and e 3
is
and
homogeneous functions of
Hence the function
are
aj x
and
8{z)
co 2
1/2
= ^^
f In this result, the branches of the square roots of k' and
requiring them to be positive when
k
1.
by
<
of the same degree.
<
1+k' are defined
JACOBI'S ELLIPTIC FUNCTIONS
homogeneous of degree zero in z, a^, and <o 2 and so
form F(z/co v t), where t = coa/o^. But this gives
390
is
is
snu
^(ejea)1 2}
/
of the
Flt^e^^/a^T}.
1 2
a) 1 (e 1 eg)
is a function of t alone, it follows that snu depends only on the independent variable u and the parameter t;
similarly for cnu and dn.
This means that, when t is assigned, we obtain the same
Jacobian elliptic functions, no matter what pair of parameters
As
and w 2 we employ in
cu 1
their construction, so long as the ratio
equal to r.
Similarly the quantities
u) 2 /coi is
(e3
e 2 )W
K = co^ea)
1' 2
,
iK'
(%e,)*"
= tofaejW
are functions of t alone; moreover, the explicit formulae, found
in
14.2,
Ex.
4,
Conversely,
1,
show that they are analytic
functions, regular
> 0.
when Imr
when k2 has a given value
c different
from
or
the Jacobian elliptic functions are uniquely determined. (This
fact
is
often emphasized
so on.f)
(e 3
To prove
2 )/(e 1
is positive,
2)
and
this,
by denoting them by
we need to show that
= c always has a root
sn(w, k),
and
the equation
t whose imaginary part
also that every root of this equation leads to
the same set of Jacobian elliptic functions.
This problem is completely solved in Chapter
XV.
We
show
there that the equation always has a root r lying in a certain
'fundamental region' of the upper half of the rplane, and that
any other solution is of the form (ar +2&)/(2cT +^), where a, b,
c, and d are integers such that ad4bc = 1. From this it is
deduced that the functions sn(u, k), cn(u,k), and dn(u,k) are
uniquely determined when k2 is given.
The equation (e3 e 2 )/(e 1
c defines t as a manyvalued
2)
function of c, with branchpoints at c
0, 1, oo. Each branch
is regular in the cplane supposed cut along the real axis from
and from 1 to +oo. As c > the principal branch t
oo to
tends to infinity along a line parallel to the imaginary axis.
The notation
is
rather unfortunate, as k 3
is
given, not k.
JACOBI'S ELLIPTIC FUNCTIONS
391
These branchpoints of r, regarded as a function of c, are such
co, and is
1 and c
that eviT has branchpoints only at c
axis from
the
real
regular in the cplane supposed cut only along
to +00.
Finally, sincef
*K' = tK,
K = \* ft {(lg (l+2 where q = e" these results imply that K is an analytic function of
regular in the cut cplane, and that K is also regular
2rl
27l 2
1 4
)
},
iT
c,
'
provided that an additional cut
from oo to
14.41.
When
Jc
is
an
of
not equal to
f
is
madej along the
real axis
0.
The evaluation
2
is
an
or
elliptic integral
1,
the expression
(l_ Z2)l/2(l_fc2 Z2)l/2
elliptic integral.
We now
show
d,Z
that,
when
the path of
integration does not pass through a branchpoint of the integrand, we can evaluate this integral by means of the substitution
z
= sn(w,
Jc).
= m(w, k) defines w as a manyvalued funcFor if w f{z) is any solution of this equation, then
w = f{z)+4mK+2niK'
w = 2Kf(z)+4mK+2niK'
The equation
tion of
z.
and
are also solutions for all positive
values of
m and n.
and negative
= (l 2)i/2(i_F2
dz
z
the only singularities of
Z =
and zero
integral
Since
2 ) 1 / 2
are branchpoints at z
and
l/lc.
There
is,
however, a unique solution of the equation which
regular in a neighbourhood of the origin and vanishes at the
F(z), say, is a conorigin. The existence of this solution w
is
sequence of the inversefunction theorem of 6.22, since sn(w>, k)
has a simple zero at the origin and is regular when \w is small.
\
t See 14.2, Ex. 4.
% Actually the cut from
See 14.44.
c= ltoc=
+oois unnecessary
in the case of K'.
392
JACOBI'S ELLIPTIC FUNCTIONS
As the path of integration does not pass through a branchpoint of the manyvalued function w{z), we can continue F{z)
analytically along
it. Accordingly the transformation w
F(z)
determines a definite path of integration in the wplane, which
starts at the origin and ends at a point v, where v is a certain
solution of the equation sn(v, k)
s.
The particular solution
v which has to be taken evidently depends on the manner in
which the path of integration in the zplane passes between the
branchpoints 1 and l//fc.
If we now make the substitution z
m(w, k) and suppose
that the integrand has the value
1 at the origin, we obtain
S
j*
Example
1)
(lS)l/(ljy2*)V dz
= j dtU = V.
Prove that
i
(i)
(lt*)r 1 l*(k' i +kH*) 1 l*
dt,
cnu
1
(ii)
(iii)
= j (**+ l)i/ty+Jfe')i/ dt,
(l* 8 )1/*^ &')!/(&,
00
CSM
sdw
(iv)
J"
 &'*)!/*( 1 +
2 2 ) 1 / 2
A; *
dt.
Example
2.
Show
that, if
k2
is
not equal to
or
1,
(l
WsmHyWdt =
v,
where v is a solution of the equation sn(v, k) = sin 0. (This equation
was used by Jacobi as the definition of his function 6 = amo.)
The expression
14.42.
We
saw
in 14.4 that
of
K in terms of k
K is an analytic function of c
(= k2 ),
regular in the cplane supposed cut along the real axis from
shall now show that the equation
to +00
We
j (1
o
^^(l ta)y* dx = K,
JACOBI'S ELLIPTIC FUNCTIONS
where the path of integration
where in this cut cplane.
By
14.41,
where
1
393
is a straight line, holds every
the value of this integral
is u\4mK\2niK'
a zero of 1 snu. But as
function of order two with a double zero
m and n are integers and u is
sn is an elliptic
u = K, we have
at
(1 a*)V*(l ce)i/ dx
(4m+l)K+2niK',
J"
where m and n are integers to be determined.
Let us consider first the case when
<c
<
value of the integral
In
principal value of t
K' are
is
and
also real
real
is
and
positive.
this case the
purely imaginary, and therefore
This implies that
0.
2)i/2(l Ca; 2 ) 1 2 dx
j (l_ x
/
K and
m^
positive.
But if m were positive, there would
between and 1, such that
so that the
1,
and
a number x
exist
= K;
we should then have sniC
m=
=x <
1,
which is impossible. Hence
0.
We have
thus shown that
i
2 )i/2(i_
2)i/2
ca;
dz
j (la;
=K
< c < 1. The truth of this formula when c lies anywhere in the cut plane immediately follows by the principle of
when
analytical continuation.
K expressed as a hyper geometric function
If we write x sin 5 in the integralformula for K,
14.43.
that
we
find
j,
K = j (lcsinW)
1'2
dd,
<
when c lies in the cut plane. When c
1, we can expand the
integrand as a series of ascending powers of c which converges
uniformlyf with respect to 6 and so can be integrated term by
f
By Weierstrass's
ilftest,
since
<
sin2
<
1.
JACOBI'S ELLIPTIC FUNCTIONS
394
term. This gives immediately
where
k2
By the principle of analytical continuation, this formula holds
everywhere in the cplane, supposed cut along the real axis from
1 to +o, since the expressions on each side of the equation
are both regular all over the cut plane.
The expression of K' in terms of k'
We now prove that K' is the same function
14.44.
of
k'
as
K is of
k, by considering the effect of renaming the parameters a^ and
<a 2 which occur in the definition of Jacobi's elliptic functions.
we
= o^,
toi+coj+cog
^> * ne se^ ^
points 2m'a>[\2n'<o'2 where m' and n' take all positive and
negative integral and zero values, is identical with the set of
periods 2mco 1 \2nu> 2 of Weierstrass's function p(zto 1 ,a) 2 ). It
If
write
co^
o> 2 ,
o> 2
follows that
p{z\u[,a> 2 )
= p(z\w v
and
a(z\co[, oj'2 )
l(z\w[,oi'2 )
a) 2 ),
a(z\w 1
(zaj 1; a> 2 ),
cu 2 ).
On the other hand, the constants which occur in the equations
w 2 and
expressing the pseudoperiodicity of (zwi,
are no longer tj 1 and ij 2 For, if
a(z\io[,o)2)
= 2r][+Z(z\co[,a>
= (
w =
% = +7j
Z,{z+2a>[\u}'1 ,<jj'2 )
then
and
7]'
(coico{,to
v
2)
similarly
r}'
Hence we obtain a
if
we
r]
2 ),
co 2 aj 15
2rj 2
2)
rj 2 ,
different set of Jacobian elliptic functions
use the parameters co'x and co 2 instead of <x} 1 and co 2
find the modulus and quarterperiods of this new set
.
Next we
of
elliptic functions.
Using an obvious notation, we have
k(a>[, co 2 )
3ea ) 1/2
(eie^l*
{pMe&l* =
{pCoDW
{pfaW!)^!*
{P(^2)%}
by the definition of (er ea )^ 2 Now {p{z) ej 1 2
function with periods 2ta x and 4w 2 hence
/
is
1/a
'
an odd elliptic
since
V
(e 3
2)
 ei
)i' 2
{PWJW ~ "(e^) " Ke,)
= ifoe,) ", (e,^) ^ = i{e e fl\
1'2
1'2
'
It
JACOBI'S ELLIPTIC FUNCTIONS
follows, therefore, that k{w[, w'2 )
k'ico^
395
w 2 ), and
similarly that
= k(u) v co 2 ). Thus the modulus and complementary
modulus are interchanged by the interchange of parameters.
Again, we have
k'(w[, co 2 )
K(a>[,a>'2 )
= utteietfl* = oApiuJeJ* =
vfaejV*.
which gives at once
= K(a>i,
K' (co[, ca'2 )
similarly
Hence, when k
K'(a> r
o) 2 )
not real and greater than unity,
(coi,a> 2 ) is
= K(w{,
co 2 ).
ojg)
= f (la*)*l{l&(a>i,to3a?}i
l*
dx
o
i
= {lx^^lk'^co^^x }2
1'2
dx,
K'
that
is,
save
when
k' 2
= j (lx ) /2(i_fc'2
2
1.
a;
2)i/2
dX}
This proves the required result.
see that K'
by using the result of 14.43, we
function of c (= k 2 ), regular in the
Further,
analytic
is
an
cplane supposed
cut along the real axis from
oo to 0; the additional cut from
1 to +oo, imposed in 14.4, is unnecessary. The explicit
formula for K' as a function of
14.45. Jacobi's
c is
imaginary transformation
We
have just seen that the primitive periods of sn(, k')
are 4K and 2iK, and hence those of sn(m, k') are 2K and AiK'
Therefore the functions sn(w, k) and sn(w, k') have a common
pair of periods 4K and UK', and this implies that they are connected by an algebraic relation which we shall now determine.
By definition, we have
'
7(z\co[,w'2 )
'
K[
_ K' o(z\w[,
z (z\coi,co 2 )
co{
cr(z)aK)
_ Z'
(i)'
)a(a)2 \u>[, u> 2 )
e^V(z+U2a)i,co2)
g(g)
JACOBI'S ELLIPTIC FUNCTIONS
396
But iK'JK
tojw^ and so K'/to^
K'/w 2
= iK/w^
Hence
snl
\ 0>!
Putting ifz
CO!
oi 1 u,
or
2 (z)/
is
\o>!
2 (z)
isc(, &),
From
the required algebraic relation.
= nc(u, h),
cn(iu, k')
we obtain
sn(ra, k')
which
ff
da{iu,k')
this it follows
dc(u,k).
These three equations constitute Jacobi's imaginary transformationf of his elliptic functions.
Example
equation
1.
Deduce Jaoobi's imaginary transformation from the
8n(.Jfc'>
(lz a )*l*(lk'*zi ) 1 2 dz
iu,
by the
substitution z
Example
i/(l
2 1/ 2
)
2. Prove
by the aid of Jacobi's imaginary transformation
*/V*.
en \iK'
that
sn %iK'
the square roots being positive
Example
V( 1
when
dn fyK'
k)Wk,
<
<
V( 1
+ *),
1.
3. Prove that
14.46. Landen's transformation
The theory of the transformations of elliptic functions is concerned with the expression of the Jacobian functions of parameter t' in terms of those of parameter r, where
T
'
(aT+b)/(CT+d),
and d being integers such that ad be is positive. A very
simple instance^ of this is provided by Jacobi's imaginary
transformation, in which r'
1/t.
a, b, c,
The general theory of these transformations is beyond the
scope of the present book; we shall consider only Landen's
t Fundamenta Nova, 345.
} For others, see Ex. 18 on p. 416.
See,
195232.
however, Tannery and Molk, Fonctions
elliptiques,
(Paris, 1896),
JACOBI'S ELLIPTIC FUNCTIONS
= 2t.
transformation, defined by r
This
397
of historical interest,
is
being the first case ever discussed, t
In order to determine Landen's transformation, J we consider
first the connexion between Weierstrass's Sigma functions
and
ff(za> 1 ,a) 2 )
o(zcoi,a> 2 ),
where
these give
fl
It
= ^w
and
<o 2
= a>
2,
since
= 2^? = 2t.
shown that
easily
is
co{
being understood that the parameters of a(z) are w 1 and a> 2
unless the contrary is explicitly indicated. From this it follows
that
it
acoi,oi)
e li
8, 1 +()+S(z+co 1
)>
and hence that
and
= eiCOg
172
i7 1
+S(w 2 )+^(a)1 +w2 )
= Cj 0)2+2^.
Let us now suppose that the Jacobian elliptic functions con(j(z\a)[, w 2 ) have quarterperiods L, iL' and modu
structed from
lus
I.
Then
mm
sn
(2zL
_ _L
a{z \o}[,
wi
= 2_L
q)a)g(tt)a a>i, ta 2 )
e^^crCz+coaloji.wa)
y+
= 2iy e
2r7, 8
&>!
>(*,>(, +,
'h z+ie
Z+
Z
exp{(2
^ +eia>a)2+Kz2 _
"I h ^2 ici(2+a) 2 )
+ ^(zf w
2 )}
<T
a> l) Cr a> 2) g
l+ a, 2)
a^z+^aiz+^+ai^ia)])
(7 (
PM.
tt)
Trans. 65 (1775), 285. Landeil, however, deals Only with
the idea of 'inverting' an elliptic integral to obtain an elliptic
function (due to Abel and Jacobi) not having been introduced until 1826.
t A simpler but less obvious method of finding Landen's transformation is
suggested in Ex. 2 at the end of this section.
See Ex. 20 on p. 379.
t Laaden,
elliptic integrals,
398
JACOBI'S ELLIPTIC FUNCTIONS
_^
2L
a{z)a1 (z)
ai t
a 2 {z)a 3 {z)
= K?4 d (?4
s
Kz
Writing
cojtt,
we have
Ksn(2Lu/K, I)
2Lsn(u, k)cd(u, k).
(i)
It remains to determine the relations connecting the quarter
periods and moduli of the
two
sets
of Jacobian functions.
The
relations connecting the quarterperiods are
putting u
in this equation. This gives
= \K
Ksn(L,l)
and hence, by
14.3,
Ex.
found by
2sn(pr,&)cd(pr,fc),
5,
L=
l{l+k')K.
Using this value of L/K, equation
sn{(l+>,Z}
(i)
becomes
(l+ft')sn(,*)od(,ife).
Moreover, since
2L/L'
we
also
have
Again,
if
L'
we
2ico[/a>^
write equation
v\iK'
we
L'dc(v,k)
kHn(v,k)
= K/K',
(l+k')K'.
(i)
L' m(, k)cd{u, k)
and then put u
ia>Jco 2
in the
form
= K' sn(L'u/K',
I)
obtain
K'
_
~ lBa.(L'v/K',iy
Multiplying the expressions on each side of this equation by v
and then making v tend to zero, we have
^l
K
B~
L'V
and so
=
i' 2
{l+k'f
1+*'
We have thus proved that
&n{{\+k')u,l)
where
(l+k')sn(u,k)cd(u,k)
(lk')J(l+k'). This
transformation.
I
is
the result
known as Landen's
JACOBI'S ELLIPTIC FUNCTIONS
Example
cn{(l+k')u,l}
dn{(l+fc>.0
Example
f
2.
399
Prove that, in the notation of the previous section,
Show
=
=
{l(l+k')sa%u,k)}nd(u,k),
{l(lk')sD?(u,k)}nd(u,k).
that Landen's transformation
(lPsinV)1 8
'
^=
is
equivalent to
(l^sin^)"1 2 ^,
(1+fc')
'
J
o
sin&
where
(14fc )sinfl1
oo8^(l* , sinei )1
'i>.
Obtain this result also by a direct transformation of the
14.5.
Legendre's three kinds of
integrals.
elliptic integral
We shall now show that the problem of evaluating the general
elliptic integral
J F{t, u) dt,
and v?
where
F(t, u) denotes a rational
a quartic or cubic polynomial in
t without repeated factors, can be reduced to the evaluation of
three very simple types of elliptic integral.
Since F(t, u) is a rational function of t and u, we can write
function of
and
u,
F(t,u)
where iV and
is
= N(t,u)/D(t,u),
denote polynomials in
and
u.
Now
u) is a polynomial in t and u2 since it does not
alter when we change the sign of u, and so becomes a polynomial
in t alone when we substitute for v? in terms of t. Thus
D(t, u) D(t,
uF{t,u) = uN(t,u)D(t, u)jG(t),
denotes a polynomial in
where
we multiply out uN(t,u)D(t,
terms of t, we obtain ultimately
If
uN(t,u)D(t,
where
<I>
and
t.
u)
'
for
u%
in
) = {t)+uY(t),
\F denote polynomials in
F(t u)
and substitute
t.
Hence
^uW) + WY
As the second term in this expression for F(t,u) can be integrated by means of elementary functions, the problem of
evaluating the general elliptic integral has been reduced to the
discussion of the simpler integral
T $() dt
J G(t)u
400
JACOBI'S ELLIPTIC FUNCTIONS
Let us suppose, in the
v
where
<x,
/?,
and
y,
first instance,
that
(tac)(tl3)(ty)(tZ),
8 are,
by
Making the
hypothesis, distinct.
transformation!
z2
we
= {088)(<)}/{(a8)(<)8)},
easily find that
V{(ay)(/2S)}^
where
A;
cubic in
say
,,.
,.
the appropriate transformation
at once
,,
v( a
where k2
^(lrj ff_^
{(a 8)(j8 y)}/{( y)(j8 8)}.
==
7) dt
is z 2
If,
however, 2
where
<J{(lz 2 )(lk 2 z2 )}'
H f = / ^Ha^a*
.R(z 2 ) is
*)} 1 *
or
2 be a
&>
is
finite
con
1.
The next step is to express R(z 2 )
The general elliptic integral
in z2
a rational function of z2 and k2
stant, not equal to
(t<x)/(tfi); this gives
(/3 y)/(cc y). Hence, no matter whether
quartic or cubic, we have now shown that
is
2dz
,,,
sum of partial fractions
thus reduced to a sum of
as a
is
integrals of the following types,
2 2 '{(l3 2 )(l/fc 2 2 2 )}i/2 dz,
J"
(l+w2 )8{(lz2 )(lA; 2z2 )}1
/2
dz,
J*
where r and
s are integers, s being positive,
and v
is
a con
stant.
by using wellknown methods of the integral calculus,
easy to obtain reduction formulae by means of which each
of the above integrals can be expressed in terms of one of the
Finally,
it is
t For an alternative method which only involves the use of a homographic
transformation, see Ex. 29 at the end of the present chapter.
&
JACOBI'S ELLIPTIC FUNCTIONS
401
three standard forms of Legendre:
2
2
1
j {(lz )(lFz )}
/2
dz,
z 2 {(lz2 )(l&V)} 1 ' 2 dz,
2 ) 1
{(lz2 )(lPz2 )}1
j (l+vz
These are called the
first
The
elliptic integral of
we make
dz.
first,
The evaluation of the
kind has already been discussed in
14.51.
If
of the
elliptic integrals
third kinds respectively.
'
and
14.41.
the second kind
the substitution z
1
2
2
2 2
z )} ' 2 dz,
J z {(l )(l
2
J sn (, k) du. But since
= u
sn(w, k) in Legendre's in
we
tegral
dn2 (u, k) du
second,
integral of the
2
(
find
that
it
becomes
sn?(u, k) du,
the latter integral could equally well be taken as the standard
elliptic integral of the second kind, and this proves to be more
convenient. It
is
usual to write
u
E(u, k)
dn2 (, k)
du,
being supposed that the path of integration does not pass
through a pole of the integrand. When it is unnecessary to
emphasize the modulus k, we shall denote the function more
it
briefly
We
by
E(u).
shall
now show
that E(u)
is
an odd analytic function of
u, regular save for simple poles of residue
2mK+(2n+l)iK'.
To prove this, we observe that dn2 u
is
+1
an even
at the points
elliptic
tion of periods 2K, 2iK' whose only singularity in
any
funccell is
a double pole of residue zero at the point congruent to iK'. It
round any closed contour which
does not pass through a pole is zero, and hence that E(u) is
a onevalued function. Moreover, since the derivative of E(u)
is dn 2 M, E(u) is an odd function whose only possible singularities
are the poles of dn 2 u. We know, however, that, if a is a pole
follows that the integral of dn2 u
ofdn2 w,
4111
6xx 2
u=
(ua)2 +<f>(u),
Dd.
JACOBI'S ELLIPTIC FUNCTIONS
402
where
<f>(u) is
where O(m)
residue
regular at
is
hence
a.;
E(u)
(ucx^+Qiu),
regular at
a.
Thus a
is
a simple pole of E(u), of
+1.
is not an elliptic function,
any
set of its poles can never
since the sum
when u is increased by
that,
be zero. We can, however, show
2K or 2iK', E{u) is reproduced, save for an additive constant.
For we have
2K
U+2K
E{u+2K)E(u) = f dn2 w du = j dn2 w du,
It should be noticed that E(u)
of its residues at
u
since
a period of the integrand, and hence
2K is
E{u+2K)E(u)
Putting u
= K, we find that
Similarly
E(2K)
we can show that
E(u+2iK')E(u)
E(2K).
2E{K).
E(2iK'),
but no simpler form of the constant can be obtained at the
present stage, since iK' is a pole of E(u).
14.511.
The complete
elliptic integral of the
second kind
The constant E(K) is called the complete elliptic integral of
the second kind, and is usually denoted by E. If we write
$nu = sin# in the equation
K
f
dn2
du,
o
ot/2
we
E=
find that
1 2
j (lcsin^)
'
dd,
is an analytic
k2 From this it can be shownf that
c
function of c, regular in the cplane supposed cut along the real
1 to +oo, and that
axis from
where
We
k'
as
Since E' is the same function of
regular in the cplane supposed cut along
write E' for E(K',k').
is
of
k, it is
t Cf.
14.43.
JACOBI'S ELLIPTIC FUNCTIONS
the real axis from
Example
oo to 0,
Show
Example
>
that, as h
dc
ks
Example
(KE)/k3 > 77.
9
= E ~ Kc
dc~
c'
= k'
c'
'
cc'
'
2 = K'~ W
c
form
2. Prove that
~
2~
=E K
dc
where
in the
0,
E'>1,
E^irr,
403
and can be written
'
dK _ K'cE'
'
<>
dc
'
cc'
'
2.
3. Show,
by using the
results of Ex. 2, that
EK'+E'K KK'
is
independent of
c,
and
find its value
by making
v
0.
14.512. Jacobi's imaginary transformation of E(u)
To find the effect of Jacobi's imaginary transformation on
the function E(u, k), we write
in
E(iu, k)
= J dn
u
2
(,
k)dt
and so
ij dn 2 (iu, k) du
2
j dc (, k')
du,
E{iu, k)+iE(u,
k')
[dc 2 (,
k')+dn^u, k')] du
ij\l+^{sn(u,k')do(u,k')}
From
du.
this it follows that
= iu+isn(u,k')dc(u,k')iE(u,k').
particular, by putting u = 2^', we obtain the formula
E(2iK',k) = 2iK'iE(2K',k') = 2i(K'E').
E(iu,k)
In
Hence, by
14.51,
E(u+2iK',k)
E(u,k)+2i(K'E').
14.513. Legendre's relation
Since the only singularities of E(u) are simple poles of residue
at the points 2mK+{2n+l)iK',
+1
E(u) du
2m,
JACOBI'S ELLIPTIC FUNCTIONS
404
when C
is
with vertices K,
the parallelogram
K+2iK',
K+2iK', and K. Hence
2Tri=
{E(u)E(u+2iK')} du
{E(u+K)E(uK)}du.
K
When we make
this
use of the pseudoperiodic properties of E(u),
becomes
2wt
= UK{K'E')+UK'E,
EK'+E'KKK' =
\tt.
or
This relation, which
the formula
i\
is
r^wx
x w2
due to Legendre, is the analogue of
\n which occurs in the theory of the
integral (z) of Weierstrass's function p{z).
The quasi addition theorem
14.514.
for E(u)
Let us consider the expression
F(u)
E(u)+E(v)E(u+v),
regarded as a function of u. By the pseudoperiodicity of E(u),
it is an elliptic function with periods 2K and 2iK'. It has a pair
of irreducible simple poles iK', iK'v, and two irreducible
simple zeros 0, v. But snusn(u+v) is an elliptic function of
same irreducible poles and zeros
as F(u); thus snusn(u+v)/F(u) is an elliptic function without
singularity and so is a constant.
When i* is small, we have
periods
2K and
2iK', with the
snusn(u+v)
u{lS'()}+0(w2 )
f(S)
and
usnv+Q(u2
snt;
1oW ^ Q
f
.,
"'
therefore
snusn{u\v)
l'(it)
sni;
1 dn2
t>
k2 snv'
for all values of u.
We
have thus shown that
E{u)+E(v) E(u+v)
k 2 anu$nvsn(u+v),
the quasiaddition theorem for E(u). There can be no
true addition theorem, as E(u) is only pseudoperiodic.
which
is
JACOBI'S ELLIPTIC FUNCTIONS
405
14.515. Jacobi's Zeta function Z(w)
For some purposes it is desirable to have a function which is
of the same general character as E(u), but is simplyperiodic.
Such a function
is
Jacobi's function Z(u), denned
tlon
Z()
by the equa
E(u)uEIK.
It is easily verified that
Z(u+2K)
Z(ic+2iK')
Z(),
on taking into account Legendre's
Z(u)iri/K,
relation.
Thus Z(u)
is
simplyperiodic with period 2K.
Example. Show
that
Z(u)+Z(v) Z(u+v)
14.52. Jacobi's
k 2 Bnuanvsn(u{ v).
Theta function 0()
We
now introduce Jacobi's function Q(u), which plays a part
in the present theory similar to that of o{z) in the work of
Weierstrass.f This function
is
defined
by the equation
S{u)
= 0(0) exp  Z(tt) du,
o
a constant which we shall choose later. We show
that (u) is an even integral function of period 2K, whose only
zeros are simple ones at the points 2mK\{2n\\)iK'
For if aisapoleof Z(u) we know that Z(u)
(u<x) 1 +^(u),
where 0(0)
is
where
is
<f>(u)
regular at
<x,
and
so
two determinations of
u
/
Z(u)du, along different paths of integration,
multiple of 2m. Hence log0(w)
&(u)
(u)
itself is
is
a many valued function, but
onevalued. Moreover, as Z(w)
is
an odd function,
possible singularities of Q(u) are the poles of Z(u).
log(M)
= log(w a)+
0>{u) is regular at a,
()
t In fact,
factor.
by a
even.
The only
where
is
differ
we shall show that
f <j>(u)
du
= \og{u a)+$,
and so
( )e>.
(Kzl<o x ) and a 2 (z)
differ
only in an exponential
JACOBI'S ELLIPTIC FUNCTIONS
Hence {u) has a simple zero at each pole of Z{u). Since, however, any pole or zero of Q(u) is a polef of Z(u), it follows that
() is an integral function whose only zeros are simple ones
406
at the poles of Z(u).
Z(u+2K)
Finally, since
= Z(u), we have
(u+2K) = A&{u),
where A is a constant. If we put u = K and remember that
@(u) is an even function, we find, that A = 1; thus {u) is
simplyperiodic J with period 2K. This completes the proof of
the fundamental properties of @(u).
14.521.
The Fourier
series for Q(u)
is an integral function of period 2K,
by a Fourier series
Since 0(w)
represented
Q(u)
= oe'"
ri l
it
can be
z
,
00
which converges uniformly and absolutely in any bounded
closed domain of the iiplane. We shall deduce the values of
the coefficients an from the important identity
@{u+2iK')
where q
er7,K^
To prove
= gie'^*^),
this identity
we
integrate the equation
= Z(u)7ri/K.
Q(u+2iK') = Aeiu K
Z(u+2iK')
This gives
where
is
<s>{u),
a constant of integration.
To
find
A, we put
= v %K'\ we then have
iK = (iK'+v) _ Q(iK'+v)
Aoe
*
(iK'+v) ~ Q(iK'v)'
But, when
is smaU, @{iK'+v) = '(iK')v+0(v*),
\v\
and
&(iK') does not vanish, since Q(u) has only a simple zero at
iK'. Hence, when v > 0, we obtain Aq
1, and so
&(u+2iK')
t Since Z(m)
'()/().
% If it were doubly periodic, it
the case.
See Ex. 10
= qHvlK {u).
on
p. 89.
would be a constant, which
is
certainly not
JACOBI'S ELLIPTIC FUNCTIONS
407
Substituting in this identity the two series
@(u)
= f an en u K
Q(u+2iK')
CO
From
CO
coefficients of e{n
and equating
= 2 an q2ne nviu K
~ 1)7ri utK
,
an
this it follows that
we
'
find that
rft.n1
(l) na qn\
for all positive
and
negative values of n. Hence
= a 2 (l) nqn
Q(u)
*e
n" iu K
'
CO
The constant a
at our disposal, since, in the definition of
is
Jacobi's Theta function, 0(0) was left undetermined.
fix 0(0) by taking a
1. This gives
We now
CO
CO
= 2 ( i)grV
Q(u)
Mri '*
=1+22 ( W'cosimru/K).
1
CO
This series provides a valuable method of computing 0(tt);
for since 'Rl(K'/K) > 0, we have \q\ < 1, so that the series converges rapidly.
The
14.53.
elliptic integral of
Making the substitution
integral of the third kind,
(1+ks
2 ) 1
2
2 2
1
J {(l2; )(l)k 2 )}
If v
= 1
of the
of
v,
Z
'
z =
the third kind
sn(u, k) in Legendre's elliptic
we obtain
_ C
~J
du
l+rsn2
_M _
sn%
U
2
l+vsn
"J
r
'
the evaluation can be completed in terms
of the second kind. For other values
k 2 sn2 a, and we have to evaluate
choose a so that v
or
elliptic integral
we
+&2 sn2 a
C
J
ST1 It
We shall take as the fundamental
kind Jacobi's function
u
,
of the third
elliptic integral
snacnadnasn
lk sn asn u
f &2
,
II(,o)=
du.
k l snto sn%
du,
and
this
can be expressed in terms of Jacobi's Theta function.
JACOBI'S ELLIPTIC FUNCTIONS
408
For, using the addition theorems for
snu and
Z(u),
we have
U(u,a)
k 2 snusna{sn(u\a) Jr sn(u a)}du
ij {Z{ua)Z{u+a)+2Z(a)} du.
o
Hence
II(,a)
= Jlog^^J + Z(a).
The expressions for E(u) and Z() in terms of
Weierstrass 's Zeta function
14.6.
The function &n?u
is
an
elliptic
IK and
function of periods
2iK', with one double pole per cell at the point congruent to
iK', the principal part at iK' being
and suppose that o^/^i = i^'IK, we find that
(K/co^ 2 Aa?(Kzlu)y) is an elliptic function of periods 2co v 2a> 2 with
one double pole ]per cell at the point congruent to co 2 As the
principal part of this function at to 2 is (a co 2 ) 2 it follows, by
= Kz\u>
{uiK')~ % If we substitute
x,
13.62,
where
that
a constant.
we integrate the expressions on each side of this equa
J. is
When
tion,
K2
^dn = C'(a+,)+4,
we
find thai;
El^)=Uz+w )+Azr,
a
a,
the constant of integration being determined by the fact that
0. To find the constant A, we put z
a^. This gives
12(0)
EK/wx
t,{ai
1 \oi 2 )
J Au)
r
1
and so
We
= Au>
EK
rj
x ri 2 ri z
= A(a
+7j v
rj.
have thus obtained the formula
.ST
w IKz\
EK
Vl
wl
wl
w l Wl/
which expresses the
elliptic integral
of Weierstrass's Zeta function.
of the second kind in terms
JACOBI'S ELLIPTIC FUNCTIONS
From
this equation,
w1
14.61.
o> x
\oi x }
The connexion between (u) and
a(z)
the connexion between {u) and
last equation of 14.6 in the form
To show
log
dz
and
\cjoJ
jlogc
= dz
a ()
and
integrate between the limits
we now use the result
we
a{z),
write the
z.
^,
wi
This gives
= 0(O)exp( foxsV^iW 2
(Kz/toj)
If
409
follows at once that
it
of Ex. 15 on p. 378,
)
we deduce from
this equation that
()
= G ft {l292m  cos(7m/X)+g4m 1
2
},
= e~vK IK and O
depends only on q. As this formula
is of great importance, we give in the next section a proof of
it which is independent of the theory of Sigma functions and
which gives incidentally a very simple expression for 0.
'
where q
14.62.
If
\q\
The
<
1,
infinite
product formula for @(u)
the infinite product
F(t)
n
1
n
fl{(lq* H)(lq* H )}
l
converges uniformly and absolutely in any bounded closed
domain not containing the origin. Hence F(t) is regular in every
\t\
a
annulus
j8 and can be represented there by a uni
< <
formly and absolutely convergent Laurent series
F(t)
= 2"Jn
F{t), we can show, as in
Moreover, since qtF(q2 t)
n
n
to determine a
remains
It
( \) q \.
that an
Now the function
,
(i?2 "1
/(*)
= IT
*)
14.521,
JACOBI'S ELLIPTIC FUNCTIONS
an integral function, expansible as a Taylor series
410
is
f(t)
= fb n
t,
1
where b
1.
Since F(t)
/(fifty ), we can express a n in
terms of the coefficients br by multiplying together the series
for/(<) and/( _1 ) and then equating powers of t n this gives
;
an
= K + hK+l + b
2 b n+2+
But if we substitute the Taylor series in the identity
(1 qt)f(qH) = fty) and equate coefficients, we find that the
coefficients b n are connected by the recurrence formula
k=
from which
it
&ni<r7(i<72w ),
follows that
*.= (WA>,
where
cn
Hence
(l)"ga
and so
(1 q2 )(l
= =
o
4
tf
)...(l q 2n ).
(1)"
f
cn.
~{
+ V ^
3
cr c n+r
M,
As o is independent of n, it is necessarily equal to the limit as
n tends to infinity of the expression on the righthand side of
this equation.
Since
and so
\q\
<
l/c TC is
1, c n tends to a finite nonzero limit as %>
a bounded function of n. Hence we have
oo,
q2(nr+r')
cr cn+r
where
is
<^i<?i
independent of n. Since
2n
2i<?r>
2r
l<zl
is
convergent, this
inequality shows that
Km
n*
and so
y1
^i
= 0j
Cr C n+r
= lim l/cn =1/11 (lq2n
'
moo
We have thus
shown that
fl{{lq2n )(l g 2 * 1 *)^
1
).
" 1 * 1
)}
= 00
2 ( lJV"*".
JACOBI'S ELLIPTIC FUNCTIONS
411
= exp{TriujK), we obtain
2n  co&('7Tu/K)+q in 2n
(*) = f[{{lq )(l~2q
Putting
2
)},
the required formula for @(u).
14.63. Jacobi's Eta function H{u)
Closely associated with Jacobi's function @(u)
his
Eta
denned by
function,
H()
The
is
relation
^WexptJwwt/Z) (+')
between (u) and H(it)
0()
is
a reciprocal one; for
iqW&cpQriuWKlu+iK'),
as the reader will easily verify
by using the formula
for
(u+2iK').
H() is an odd integral function which possesses simple zeros
at the points of the set 2mK\2niK' The effect of increasing
.
u by 2K or 2iK' is given by the equations
B.(u+2iK') = q~ 1 errt "l K H.{u).
B.(u+2K) = H(),
Thus H()
is
a simplyperiodic function of period
Example. Show
that
(i)
H()
= 22 iy*q'*a+1)
n=0
(ii)
H(w)
14.64.
'l
am{(n + i)iru/K},
2q1 i sin(iTrulK) fl {{lq* n )(l2q* n cos(TTu/K) + q ln )}.
l
The expression
terms
4K
of 0(it)
of Jacobi's elliptic functions in
and H(w)
It follows at once
from the formulae of 14.521, 14.63 that
1 or fthe function H()/0(w) is reproduced with multipliers
when u is increased by 2K or 2iK' respectively, and so is an
elliptic
function of periods
K and 2iK'.
In any
cell it
has two
simple zeros (the zeros of H()) at points congruent to
and
2K, and two simple poles (the zeros of ()) at points congruent
to iK' and 2K\iK'. Hence snuQ(u)j'H.(u) is an elliptic function with no singularities, and so is a constant whose value
0(^)/H() is found by putting u
K. We have thus shown
that
8WU
(K)H.lu)
'.
B.{K)(u)
JACOBI'S ELLIPTIC FUNCTIONS
412
Similarly
it
CILU
can be proved that
H(Z)0
Example. Prove
v&
dnU
'
n(K)/@(K),
dnw
14.7.
(K)@(u)
that
Vfc'
and deduce that
snu = V(l/*)H()/0(tt),
Show
also that
cn
(o)/0(js:),
V(*7*)H(+JC)/0(t),
VA'0(m+U:)/0(m).
*J(2K/tt)
(K).
The numerical evaluation
of elliptic functions
The simplest method of computing the numerical values of
Jacobi's elliptic functions, when q is given, is provided by the
formulae of 14.64, which express them as quotients of
and
H functions.
For, in the formulae
QO
Z,
Vfcsnw
= 2=2
l
+2
2K
J Woos^
(~
<
we have \q\
1 so that the initial terms of these rapidly
convergent series give very accurate approximations to the
values of snu, cnu, and dnw.
Usually, however, it is the modulus k, and not q, which is
given. When this is the case we have to determine the values
of
and q before we can calculate the values of the elliptic
etc.,
functions.
Now
possible to calculate
it is
K and K'
in terms
of k by using the hypergeometric series
when
\k 2 and 1 k 2 are less than unity, and thence to find
from
the formula q = e" r' But as k2 and 1 k2 are never
q
small simultaneously, at least one of these series converges far
too slowly to be of much use.
An alternative procedure, due to Weierstrass, gives q immediately in terms of k. We know that
\
V*'
=  2g+2g2g+...
M
l+2q+2q*+2q
Q{K)
1
+...
JACOBI'S ELLIPTIC FUNCTIONS
l
andso
we
If
write
methods
2g+2g'+y+...
4
l
+2g16 +...
= jfr
+
+ 2g
2e = (1 VF)/(1 +
1
Vfc'
Vfc')
for the reversal of series,
413
= e+2e
+15e
we
and apply the ordinary
find thatf
f150e
13
f...,
term omitted being of the order of e17 This series is
convergent when [e < \, a condition which is certainly satisfied
in the case of greatest practical importance, namely that in
which 1c lies between and 1.
The power of this method for calculating q is seen from the
fact that, when
< k2 < \, e < 1/23. The second term in the
series for q is thus less than 10 6 and can, in general, be omitted.
J
When q has been found, K is then calculated from the formula
J(2K/ir) = (K) = l + 2q+2qi+2q+...,
the
first
and
finally
K' from the equation
nK'
= Klogq
1
.
Having found q, K, and K', the computation of Jacobi's elliptic
functions can be readily carried out.
14.8.
The four Theta
functions
In his later work, Jacobi denoted the functions H(w), K(u+K),
&(u+K), and @(u) of the Fundamenta Nova by &x(z,q), &2 (z,q),
where 2Kz = ttu. For our
#3(3,(7), and &4{z,q) respectively,

purposes Jacobi's older notation was preferable.
Another method of introducing the elliptic functions of Jacobi
is to determine, from first principles, the properties of the four
Theta functions defined by means of infinite series, and thence
to deduce the whole theory of Jacobi's elliptic functions, defined
as quotients of Theta functions. For an account of this very
t See Weierstrass, Werke, 2 (1895), 276, or Schwarz's account of WeierFormeln und Lehrsatze zum Gebrauche der ettiptischen Funk
strass's lectures,
tionen (Berlin, 1893), 54.
k2
1, it is probably best to interchange k and k' and determine
J If i
e~"KIK', and thence find q.
For an example of this, see Whittaker's discussion of a problem in rigid
dynamics, soluble in terms of elliptic functions, in his Analytical Dynamics
(Cambridge, 1917), 1449.
This notation, which is a slight modification of Jacobi's, is the one now
in general use. Jacobi himself wrote &(z, q) for & t (z, q).
<

<
JACOBI'S ELLIPTIC FUNCTIONS
414
beautiful theory,
we must, with
regret, refer the reader else
where.!
REFERENCES
C. G. J. Jacobi,
Fundamenta Nova Theoriae Functionum Ellipticarum
(Konigsberg, 1829); reprinted in his Ges. Math. Werke, 1 (1881),
49239.
A. Caylby, Elliptic Functions (London, 1895).
J. Tannery and J. Mole, Fonctions elliptiques (Paris, 18931902).
E. T. Whittakbb and G. N. Watson, Modern Analysis (Cambridge,
1920), Chaps.
XXIXXII.
MISCELLANEOUS EXAMPLES
1
Show that sn w, en , and dn u tend to sin , cos u, and
as k >
2.
0,
and to tanhu, sechw, and
respectively
sechw. respectively as k
>
1.
Prove that
/
&' 2
cn 3 w
sn "3u
M\ 2
cnwdni
elm/
\snMdn
are elliptic functions of periods
K,
'
3
da3u
dn
M
2
sn 3 w\ 2
k2k
k
k' 22BD3u
4.
enwdnu/
IsnucnM
'
iK'.
z =
< k < 1, the curves in the
sna (w, fc), where
3. Show that, if
zplane on which the real and imaginary parts of w = u+iv are constant
form two orthogonal families of Cartesian ovals, whose equations are
z 1 zdn(2w,&)
\zl\cn(2v,k')+\z\dn(2v,k')
=
=
cn(2M,&),
1.
< k < 1, the transformation z = ^Jk saw maps
4. Prove that, if
conformally the interior of the rectangle with vertices w = ^K+^iK'
on the interior of the circle \z\ = 1, provided with cuts along the real
axis from
V&
to
and from
VA; to
1.
Show that the part of the w plane within the ellipse ui lai +vijbi = 1,
where w = u+iv, is mapped conformally on the interior of the circle
z = 1 by the relation
5.
^V^sn^arcsin^^],
where Jacobi's parameter q is given by q = (a 6) /(a+6)
2
6.
2
.
(Schwabz.})
Prove that
{l + dn(w+j)}{l + dn(w v)} =
where D = 1 sn wsn .
{l+sn(w+u)}{l+sn(w v)}
{l+cn(w+u)}{l+cn(w v)}
2
(cnv+snudnv) 2/D,
(cnM+cnv) 2/>,
(dnu+dnv) 3 /D,
f See, for example, Whittaker and Watson, Modern Analysis (Cambridge),
Chapter XXI, or Tannery and Molk, Fonctions elliptiques, 2 (Paris, 1896), The
notation in the latter book is slightly different from that given above.
% See Forsyth, Theory of Functions (1918), 61415.
JACOBI'S ELLIPTIC FUNCTIONS
Show
7.
415
that
sn(u+v)cn( uv)+sn(uv)on(u+v)
L
2snenwdnt;/(l
2
jfc
sn 2 M srA>),
en(u+v)cxi(uv)+sa(u+v)3n(uv)
= (cn t! sn*udn*M)/(I A^sn^wsnfy).
if tanh U = fcsn , tanhF = fcsn y, then
tanh(U F) = fcsn(M+)sn(M v).
2
Show
8.
that,
Deduce that
sn{v+w)m(vw)+sn(w+u)sn(wu)+sn(u+v)sn(uv) +
+k
sn(v+w)sn(tv+u)sn(u+v)sa(vw)sii(wu)sn(u~v)
0.
(Glaisher.)
9.
circle
AB is a fixed diameter of a circle. P, Q are variable points on the
such that ZPAB = am(u+a), LQAB = am(a), where a is a
constant. Prove that the chord
PQ
envelopes a
circle.
(jACOBi.f)
10. P, Q are points on the ellipse a;
+2/ /& = 1 of eccentric angle
am(<ia). Show that, if a is constant and u variable, the locus of the
pole of PQ is the ellipse
a
11.
Prove
that
snpC+cnp:=
is
12.
Show
an
elliptic
sum
/a 2
^aa'a+^m^Ka) =
1.
snfX
K = k' sd $K.
cdJX, en
Deduce that
1.
snM+acnM+/?dnwfy, where a, /S, y are constants,
function of periods 4K, UK' and of order 4 and that the
of the affixes of its zeros in any cell is congruent to (mod4K, UK').
Deduce
that
that, if
m1 +m 2 +m3 +m4
0,
*!
0,
dt
= snur cr = cnur dT = daw,.
Hence or otherwise show that
where sT
c t <22
dr
c 3 rf4
c t d3
(Cayley.)
0.
"*4
13.
Determine the periods and order of the
elliptic
function
snusn(u+K)+cxsn(u+K)+l3sn.u+y,
t This result is of importance in Jaeobi's discussion of Poncelet's poristio
polygons {Journal filr Math. 3 (1828), 376). See also Forsyth, Messenger of
Math. 12 (1882), 100.
c d
416
where
a,
/J,
y are
JACOBI'S ELLIPTIC FUNCTIONS
Hence show that, if m1 +m 2 +ms +m4
constants.
*i^i
2 1*2
14.
Ml
Prove,
2K,
<*i
^a
**2 "'a
$3 C 3
^3^*3
C3
^3
S4 C4
4 rf4
C4
d4
by using
0.
(Oxford, 1923.)
theorem or otherwise, that,
Liouville's
+ Ma + M + M4 = 0,
k' kV^s^s^ Si+h ^ c^c^^d^ d
if
d4
0.
(GUDEBMANN.)
15.
Deduce from Ex. 14
k^s^CgC^
(i)
(ii)
eZ1
(iii)
kc c s s
= c^^d^k^s^s^,
= d d 3 s4 c4
2
d2
ci
d 2 c.,c 4 4&' 2s 1 a 2
s1 s 2 d3 di
= 0,
d d
m1 +m2 +m 3 +m4
that, if
i,
(H. J.
16.
Show
that, if snu, enu,
and dnM are denoted by
S.
s,
Smith.)
c,
and d
respectively,
_ 1+s n2s+2k a 3 k2s i \ 2
l+sn3~ lsll + 2s2fc2 s3 fcW
lsn3w
lcn3w
_ 1
I k'
'
+ 2A:' c + 2fc c + k c*
2
+k c
ldn3u _ ld / /2 + 2A;' 2rf2d3 dn 2
~ \ + d\k' 2k'H+2d 3 d l
l + dn3w
l+cn3w~
l+c\k' 2k' e2k
2
i)
2
'
fc
'
17. If the nine roots of en 3w
are c x , c 2 ,...,c 9 , prove that
3k* fl
a,
<V+ifc'
18.
T'
By
considering
= 1/(1+t),
(iii)
the
t'
2 <V
four
transformations
= (1+t)/t,
snl&w, tJ
snii&'w,
0.
(ii)
regarded as an equation in en u,
=
I
(iv) t'
&sn(,
(i)
t'
fc),
t&'sc(M,&),
e,miku,j\
= ifcsd(M,
snl&'w.rr;)
t/(1+t),
1+t, prove that
fc),
k'sd(u,k).
Deduce the corresponding transformations of enw and dnw.
JACOBI'S ELLIPTIC FUNCTIONS
417
Prove the results of Ex. 18 by direct transformation
of the integral
formula
mM)
19.
= j
(l_ 22)l/2( 1 _ &2z2 )i/2
dz.
Prove Gauss's transformation,
viz. that if A = 2Vfc/(l+fc),
= (l+k)sn(u,k)/{l+ksn*(u,k)},
cn{(l+A) M) A} = cn(u,k)dn(u,k)/{l+kan^u,k)},
dn{(l + k)u,X} = {1  k sn (u, k)}/{l + k sn M
k)}.
20.
sn{(l+&) M ,A}
Show also
that, if 4A, 2iA' are the periods of sn(w,A),
A=
A' = i(l+k)K'.
o and 6 are two real positive numbers. Two
sequences of
numbers, a 1( a 2 a a ,... and b lt b b
are defined by the equations
2
3
(l+k)K,
21.
= i(<*+t>),
= i(a +b
ar+i
Show
say.
22.
that, as
real
n >
(This limit
bt
6r+1
r ),
= J(ab),
= J(a b
r
r ).
o and bn tend to the same finite limit,
M(a,b)
called the arithmetico geometric mean of a
and b.)
is
00,
Prove that, in the notation of Ex. 21,
de
f
J (a*cosW+b*sw.'0)W
Deduce
that, if
<
<
f
a
J (a?cos
df
+ 6fsinV)
1 / 2
1,
K = frr/M(l,k'),
K' = iTrJM{l,k).
Show that the arc s of the lemniscate r 2 = a2 cos 20, measured
from
the point of polar coordinates (a, 0), is given by r =
a cn(W2/a, 1/V2).
23.
Prove that, for the
elliptic functions of modulus 1/V2,
004321
q
1854 > correct to four significant figures.
Deduce that the
flength of a complete loop of the lemniscate is 262a,
approximately.
=K =
'
A rigid
body is performing finite oscillations about a fixed horizontal axis, under the action of gravity. Show that, if
its angle of swing
is 2a, its period of oscillation is 4Kj(l/g),
where k
sin<x and I is the
length of the equivalent simple pendulum.
If gravity is suddenly reversed when the pendulum is
at the end of
a swing, show that the new period is 4JC'*](ljg).
24.
25.
Show
that
2k
^dau+kcnu'
cnudu
arctan(&sdw),
dn u du
= am w.
Ee
JACOBI'S ELLIPTIC FUNCTIONS
Deduce the integrals of the other elliptic functions of Jacobi by
creasing u in turn by K, iK', K\iK'.
418
26.
cd
w,
in
2
2
2
2
2
Prove that the integrals of ns 2 w, nc 2 w, nd w, sc w, cs w, sd w, ds w,
func2
elliptic
Jacobi's
E{u),
terms
of
expressed
in
dc M can all be
and
tions,
u.
Show
27.
r (A;
du
that
sn m en u dn"1 ^)
(n+ l)dn+2M(2n l)(l + fc' 2 )dn2tt+(n l)dn 2M.
Hence obtain reduction formulae
j
dnmit
for
dnmM du.
du,
J
Find
n
also similar formulae for sn u,
cnnw.
Prove that
28.
2X
2K
und?u du
= ?^*L,
 und'u du
J*
= ^p(l +fc'
)X,
2K
j undhidu
^{2(l + fc' 2 }.E+fc'a.K}.
that any quartic or cubic polynomial in x without repeated
factor can be expressed in the form
29.
Show
w =
2
{A(x<xy + B(xpY}{C(xaf+D(xfiY},
where A, B, C, D,
a,
and
are real
/2
if
the coefficients of the quartic
are real.
Hence prove, by using the nomographic transformation
t
(asa)/(j8),
evaluated in terms of
J B{x, w) dx can be
Legendre's three kinds of elliptic integral, together with the elementary
functions of analysis.^
that an
30.
elliptic integral
Express x in terms of u when
X
2 2*) 1/ 2 dt.
[ (1f t
(Math. Trip., 1914.)
31.
Prove that
U(u,v) THv,u)
32.
Show
,_,.
H(u,a) + TI(v,a) U.lu+v,a)
f
uZ(v)vZ(u).
that
The advantage
modulus when the
of this
method
coefficients in
w1
k 2 snasnusnvsii(u\v a)
ilog
,_
r.
of reduction is that it always gives a real
are real, unlike the reduction of 14.5.
JACOBI'S ELLIPTIC FUNCTIONS
33.
Prove that
34.
Show
II(w,ia+K,k)
419
Xl(u,a+K',k').
that
Il(u,a)+Il(u,b)~U(u,a+b)
_
~
35.
,.
* lo S
By
k saasa.bsnu8n{a+b u)
rJT,r+t
M _, _
i+rsnasnosnMsn(afAfM)
2
1
i
snasn6sn(a+6).
l
'
'
integrating round a cell of snu, prove that
[ snu eiqp(imriu/K) du = JT^* {1  (  1 )"}.
l
* '
2K
Deduce that snu is expansible as a Fourier series
2n
g"+i/2
\
o
<
valid in the strip \Ixn(u/K)\
36.
TZl(K'/K).
Prove that the expansions
cnu
2n
a* 1 / 2
"ST*
Kk 2, T+^+i cos M +*W^,
<
hold in the strip
Im(/iir)
37.
Deduce from Exx.
38.
Show
<
m(K'/K).
36 the Fourier series for cd u, sd u, and nd w.
35,
that
ns M
cosec
+  ^j^^^n+^nu/K,
o
the Fourier series on the righthand side being convergent in the strip
\Ixa(u/K)\
39.
< 2m{K'/K).
Prove that the expansion
,
611
= E + 2tt
K K?
holds in the strip \Im(u/K)\
Deduce that the formula
<
wo"
"V
r^iS
Z
C08W /#
B,1(K'/K).
^
00
Z(u)
2t7
=
j>
l
is
valid in the
same
strip.
n

sin totw/JC
JACOBI'S ELLIPTIC FUNCTIONS
420
= 0,
"O c. d
, 8, So s,
zk)+zk)+zk)+zk) =  1+
Z7T
d d d s d 4 V*r c
E^CgC,^ ^d s ^
~ Wc^CzCi k' 2 o
V +d d dl di jL, d
Prove that,
40.
if
t^+Mj+Ma+M*
fc
^Wi
fc
r
'
II H(w
K) + r=l
r=l
transformation 2u' = u^+u^u^u^ 2u
II
invariant under the
is
Prove that
41.
r)
r.
Deduce that
K)(m 2 )H(m 3 )H(m4 )+H(m1 )H(m 2 )0(m3)0K)
and
(u 1 +K)(u i +K)(u a )(u i )TI(u 1 +K)TI(u 2 +K)H(u 3 )H.(u i )
are also invariant.
Show that, in the notation of Ex. 41,
(u1 +K)(u 2 +K)(u3 )(ui )+TI{u 1 +K)H.(u 2 +K)Tl{ua )E.(ui )
42.
= 0K+jr)0K+x)0W)0W)+HW+x)HW+x)H(J)H(i).
(1 fcsnM snM )(l fcsnM snM
43.
is
ksn(t x)en(yz)
+ ksn(tx)sn{yz)
equal to unity.
4)
ksnUiSnU2){ i +ksnU3SIlUi )
invariant under the transformation of Ex. 41.
1
is
Prove that
Deduce that
lfcsn(f 2/)sn(z x) lksn(tz)sn(xy)
l+&sn(*2/)sn(za>) l+ksn(tz)sn(xy)
CHAPTER XV
THE ELLIPTIC MODULAR FUNCTIONS AND
PICARD'S THEOREM
The construction
modulus
15.1.
of elliptic functions
given
of
It was seen in the previous chapter that the problem of evaluating an elliptic integral is solved if we can construct Jacobian
elliptic functions when c, the square of the modulus, is given.
By the first formula of Ex. 4 on p. 385, we have to show
that, when c has any given value different from
or 1, we can
find a number t whose imaginary part is positive, which satisfies
<
the equation
/ ,
, x R
,
where q
e, and, moreover, that each solution of this equa
same set of Jacobian elliptic functions.
equivalent form of this problem is the determination of
two parameters <o t and u> 2 , such that Im{a> 2/cD 1 ) is positive,
which satisfy the equation
tion leads to the
An
p(w t + 0)2^,0)^ p(u) 2 \a) v W 2 )
P(">iK,o> 2 ) p(a> 2 o. 1 ,w a )
Actually a precise value for
wx
^
~
cannot be determined from this
equation, since the expression on the lefthand side is a function
of t
co 2 ju> x alone; but this is immaterial, since a) disappears
when we
construct the Jacobian elliptic functions
Weierstrass's Sigma functions.
by means of
however, we reduce the elliptic integral to Weierstrass's
13.7, we are given three constants e 1; e 2 and e3
whose sum is zero, and have to determine Wj and w 2 such that
If,
form, as in
= P(i),
and Im(a)Ju} > 0.
ei
1)
e 2 = p(w 2 ),
But when we take
e3
geneity of p(z), we find that this problem
as the one we have just stated.
15.2.
The primitive periods
of
an
= pi^+ws)
into account the
is
homosame
precisely the
elliptic
function
the periods 2^ and 2w 2 of an elliptic function were
said to be a pair of primitive periods if Im(co /cu ) is positive and
2
1
In
13.2,
THEOREM
if every other period of the function is of the form 2mw 1 +2ww 2
where m and n are positive or negative integers or zero. When
MODULAR FUNCTIONS AND
ELLIPTIC
422
PICARD'S
this is the case, the parallelogram with vertices 0,
2w 1; 2w 1 +2w 2
2w 2 is a primitive periodparallelogram; if the affix of a point
within or on this parallelogram is a period, the point is necesone of the vertices.
There are obviously an infinite number of pairs of primitive
periods. If 2u> x and 2o> 2 form one pair, the numbers
sarily
2o>i
form another
and only
if
<a 1
if
= 2bw +2aw
> and
= rco^+sui^,
2w 2
2doj 1 +2cco 2 ,
Im(w 2 /oui)
= pco[+qco
a> 2
2,
where p, q, r, and s are integers. It is easily seen that Im(w 2 /wi)
has the same sign as ad be, and so ad be > 0. If we solve
the first set of equations for co 1 and w 2 we obtain
,
(ad bc)a) 1
and
= aaj{cco'
a

so
(adbc)o) 2
2,
=
=
q
r
b
d

ba>{+dw 2
= (ad be),
.
(ad bc)(ps qr) = 1 and hence that
ad be = 1. We have thus shown that if 2w x and 2w 2 form a
pair of primitive periods of an elliptic function, so also do
From
this it follows that
2coi
if
2dco 1 +2cco 2 ,
2a> 2
26a> 1 +2ao) 2
and only if a, b, c, and d are integers such that ad be 1.
Out of the infinite number of pairs of primitive periods of the
given elliptic function, we now choose a particular pair of special
importance, in the following manner.
In the first place, there exists a unique period, 2w say, which
is such that the inequalities
2w
<
hold whenever 2Q
2Q,
< arg 2co < arg 2Q
any other period of the function. Further,
number of periods 2io' such that 2w and
2a>' form a pair of primitive periods, and these all lie on a
straight line parallel to the line through the points cu and co.
Of these, at most two are nearer to the origin than the rest. If
there is only one, call it 2cot; if two, let 2cot be the one which
is
there are an infinite
MODULAR FUNCTIONS AND
ELLIPTIC
THEOREM
423
The unique
pair
PICARD'S
gives the smaller (positive) value to arg(a//w).
of primitive periods chosen in this
way is
called the fundamental
pair of primitive periods of the given elliptic function, and the
corresponding periodparallelogram the fundamental primitive
periodparallelogram.
>
<
<
Obviously t
argr
1, and, if \r\
1, then
%tt.
Moreover, as 2a> and 2co+2cot also form a pair of primitive
periods of the function, we have jl+r
r;
but since
arg(l+r)
argT when Intr
0, the sign of equality is not
<
t 1
t,
>
we can show
that
where, however, the sign of equality can
now
and so 1+t
permissible,
>
>
<
Similarly
t.
occur.
Therefore if 2co and 2cot form the fundamental pair of primitive periods of an elliptic function, t lies in the region defined
by the
inequalities
t
>
1,
>
t+1
t,
t 1
>
t.
This
bounded by an arc of the circle T = 1 and the
straight lines RIt = i; the only boundary points which
belong to the region are those for which the real part of t
region
is
is
not negative.
15.21.
The modular group
of transformations
If 2oo, 2ojt and 2a/, 2a>V are two pairs of primitive periods
of an elliptic function, there exist, as we have just seen, integers
a, b, c,
and
d,
connected by the relation
co't'
When,
therefore,
= aoyr\bw,
cm'
ad be
1,
such that
= Carr\dco.
we change from one
pair of primitive periods
to another, the quotient r undergoes the homographic trans
formation
ar+b
CT+d
,
A transformation of this type,
connected by the relation
where
ad be
a, b, c,
1, is
and d
are integers
called a modular trans
formation.
The
it
(i)
modular transformations forms a group, since
two characteristic properties of a group, namely:
set of all
possesses the
If t'
is
= (a,T\b)l(cT\d)
is
a modular transformation, so also
the inverse transformation t
= (dr' b)/(cr' a).
ELLIPTIC
424
(ii)
If t x
MODULAR FUNCTIONS AND PICARD'S THEOREM
(a 1 T+b 1 )/(c 1 r+d 1 t 2 = (a T +6 )/(c r +rf
are
2 1
2
2 1
2
),
two modular transformations, so also is the transforma2
(^iC 2 +c 1 d2 )T+(b 1 c 2
+d1 d2 )'
which
is obtained by the successive application of the
given transformations.
The group of modular transformations is called the modular
group.
Two points in the Tplane are said to be congruent with
respect to the modular group whenever their affixes are connected by a modular transformation. If Imr
0, there is
evidently no point congruent to t in the lower halfplane;
>
moreover,
if
a point
is
congruent to a point on the real axis,
We
either the point at infinity or else lies
on the real axis.
shall only consider the effect of modular transformations on sets
it is
of points in the upper halfplane, as the corresponding results
for the lower halfplane can be obtained by a reflection in the
real axis.
It follows immediately
from the work of the preceding section
which is congruent
to t' with respect to the modular group and which lies in the
region defined by (i) t > I and  < Rlr <
or (ii) T > 1
and < R1t < . This region is called the fundamental region
of the modular group.
We have not, however, shown that r is the only point of the
fundamental region congruent to t'. Now if tx were another
point of the fundamental region congruent to r', r would be
x
that
if
Imr'
is
positive, there exists a point t
congruent to t; this is impossible, as we shall now show.
Let us suppose, then, that tx and t are connected by a modular
transformation rx
(aT +b)/(cT+d) and that r lies in the funda2
mental region; we consider separately the cases c
0, c
1,
>
If c = 0,
and
c2
1.
the transformation becomes r t = t+w, where n is
an integer, and so tx does not lie in the fundamental region.f
The point at infinity is invariant under this transformation.
Ifc2 = ^thetransformationisoftheformTi
l/(rn),
m=
t It must be remembered here that boundary points on the
do not belong to the fundamental region.
line
Rl
= J
ELLIPTIC
MODULAR FUNCTIONS AND
PICARD'S
THEOREM
425
m and n
where
are positive or negative integers or zero. Now
the inequality \rn\
1 holds for all points of the fundamental
region if n
or 1, and for all save certain boundary points if
>
<
In these cases tj m
1, so that t is certainly
outside the fundamental region. When n
0, we have to consider the boundary points t
e $i where %rr
\n, and so
Tx
d"^. It follows that r belongs to the fundamental
or
1.
< <
m =
when ra =
and 6 = \n, or when m = 1 and
= i^; in both cases, t is identical with t. Again, when =
k > 1 save when t = e ' this gives r m = e ^
so that t lies in the fundamental region only when m = 0, in
region only
1,
1
77
which case tx and t are
Finally,
when
c2
>
identical.
1,
the form
the transformation can be written in
But
so that
hence tx
We
Ti
is
d
+ >
V3c2
<*W
V3
2V3
'
certainly not in the fundamental region.
that, if Imr' is positive, there exists a
have thus shown
unique point t which lies in the fundamental region of the modular
group and is congruent to r' with respect to that group.
modular transformation
t'
Z7(t), being homographic,
region conformally on a region of the
upper halfplane bounded by three circular arcs (or straight
lines) intersecting at angles \tt, Jtt, 0. It is convenient to denote
this region by U, which is also the symbol of the transformation
maps the fundamental
producing it; we denote the fundamental region by /.
Every point of the upper halfplane lies in at least one of the
regions congruent to /, so that they completely fill the upper half
we shall show that they do so without any overlapping.
For suppose that r'x is a point common to the regions U and
V, produced from / by the modular transformations t' = U(r),
t' = V(r); let t x be the point of / congruent to t^ Then, if
t = ?7 _1 (t') is the transformation inverse to r' = U(r), we have
plane;
Tl
U\r'x )
UWirJ,
426
ELLIPTIC
so that t x
is
MODULAR FUNCTIONS AND
a point of I which
transformation
t'
?7
_1
is
PICARD'S
THEOREM
invariant under the modular
F(t).
We
have, however, just seen that at most one point of I is
invariant under a modular transformation and that such a point
has
Hence the regions U and V can have
common, and so do not overlap.
affix e 7' 3 , e wi/2 , or co.
at most one point in
/+
\+
\
~+~\\
/+
I//''""
In the above figure are shown the fundamental region and a
of the regions congruent to it. In each case the dotted
curve is congruent to the imaginary axis; it divides each region
into two parts and corresponding parts are marked with crosses.
At first sight, it appears that two adjacent regions would have
a whole side in common, contrary to what we have just proved.
This is not the case, since part of the boundary of each region
does not belong to it.
number
15.22.
The
elliptic
modular functions
An analytic function /(t), regular save for poles when
Im t > 0, is called an elliptic modular function^ if there exists
an algebraic relation between the functions /(r) and/(r') whenever t and t' are connected by a transformation of the modular
f The standard work on elliptic modular functions
Theorie der ettiptischen Modulfunktionen (Leipzig, 1890).
is
Klein and Fricke,
ELLIPTIC
MODULAR FUNCTIONS AND
= /(t')
PICARD'S
THEOREM
427
modular transformations, /(t) is
said to be an automorphic function^ of the modular group.
We can easily construct an elliptic modular function out of
the invariants g s g3 of Weierstrass's function p(z\co, cor), which
are unaltered when we replace 2co and 2o>t by any other pair
of primitive periods 2a/ and 2o>V. But since
group.
If /(t)
for all
g z (w,
cor)
w 4gr 2 (l, t),
g3 (co, cor)
= co~ g
6
3 (l, r),
follows gl/gl is a function of t which is invariant when r undergoes a modular transformation. As g\]g\ can be shown to be
regular in the fundamental region, save for one simple pole, it
it
is
an automorphic function of the modular group.
On
the other hand, the function
^=^t\m^
=
where q
eniT is an elliptic modular function, but not an automorphic function of the modular group. To prove this, we
,
observe that, as
we saw
in
15.1,
A(t)
(e 3
2 )/(e 1
2 ),
and e 3 are the values taken by @{z\to, cot) when
and <o+o>t. Now when we change to a new pair of
primitive periods, 2a>' and 2a>V say, the numbers e{, e 2 e'z are
where
e v e2 ,
co, tor,
a permutation of e 1; e 2 e3 Hence, when r is connected with
t by a modular transformation, A(t') is equal to one of the six
.
functions
Mr),
lA(r),
W)
^^ w^
i>
l~
wy
obtained by permuting e v e 2 and e3 Since A(t) is regular when
1, that is, when Imr
0, we have thus shown that A(t)
\q\
,
<
is
an
>
elliptic
15.23.
modular function.
TheAgroup
group of transformations A is said to be a subgroup of
another group B, if every transformation of A belongs to B
although there are transformations of B which do not belong
f For the theory of automorphic functions in general, see, for example,
L. R. Ford, Automorphic Functions (New York, 1929), or Forsyth, Theory of
Functions (Cambridge, 1918).
428
ELLIPTIC
MODULAR FUNCTIONS AND
We now
PICARD'S
THEOREM
modular function A(t) is
an automorphic function of a certain subgroup of the modular
to A.
show that the
elliptic
group.
We have seen that A(co 2 /to 1 ) A(a> 2 /a>i) if 2co[, 2a> 2 form a pair
of primitive periods of p(z \a) v a) 2 ), such that p{<*>[)
e lt
This
case
e
and
p(a>'
e
is
the
if
P(oj 2 )
2
s)
3
co[
= dco
1 \2cu>2,
u>2
26co 1 faa> 2 >
where a, b, c, and d are integers such that adibc = 1, a and
d being odd.f Writing a> 2
u> x t, eo 2 = oj[t'
we find that
A(t')
A(t) when t'
(ar+2&)/(2cTfrf), where a, b, c, and d are
integers such that
We
',
shall call a
ad4bc
1.
modular transformation of
this special type
a Atransformation. The set of all Atransformations evidently
constitutes a group, which is a subgroup of the modular group;
we call it the Agroup. The elliptic modular function A(t) is,
therefore, an automorphic function of the Agroup.
15.24.
Two
The fundamental region
of the Agroup
points in the rplane are said to be congruent with
respect to the Agroup if their affixes are connected
transformation.
on the
As two congruent
real axis or
by a
A
points are necessarily both
both on the same side of that
axis, it suffices
to consider only the effect of Atransformations on sets of points
in the region Im t
0.
We show first of all that the Agroup possesses a fundamental
region
by
2Q 2 and 2Q2 of
considering the periods
such that ^(Qy)
=e
p(z\oj x ,
cu 2 )
the ratio co^co^ being an
2
assigned number t' whose imaginary part is positive.
The fundamental primitive periodparallelogram of p(z) contains either one or
we
call it
oj.
ev
>(:Q 2 )
two points of the
set Cl v If there is only one,
If there are two, they are the midpoints of opposite
we take as <o the one nearer the
uniquely defined and satisfies the con
sides of the parallelogram;
origin.
dition
We
In
o>
way, co
w+2mre
this
is
,
where
0.
mn
is
any period of
p{z).
next consider the points co' of the set Q 2 such that 2co
and 2a/ form a pair of primitive periods of p(z). These points
u>' he on a straight line parallel to the line through a>, and at
f It will be seen that the condition
are odd.
ad 46c =
1 itself implies
that o and d
ELLIPTIC MODULAR FUNCTIONS AND PICARD'S THEOREM 429
most two of them are nearer to the origin than the rest. If there
is
only one,
we
call it cot.
If there are two,
we take
as cot the
one which gives the smaller (positive) value of arg(a//w). Thus
cot is uniquely denned and satisfies the condition
wt
<
WT+Qm>n
,
where Q. m>n is any period of p(z).
In this way we have found a number t which is congruent
to the given number t with respect to the Agroup, and which
satisfies
the inequalities
1
<
2m+l+2*r,
r
<
2p+(2g+l)r,
for all positive or negative integer or zero values of m, n, p,
Each of these
q.
and
inequalities is satisfied if
1
<
2t+1,
1<2t11,
t
<
t+2,
t<t2.
The point t hes, therefore, in a region bounded by the straight
RIt = 1 and the semicircles 2t1 = 1; moreover, it
is easily verifiedf that the only boundary points which belong
to the region are those for which RIt > 0. We call the region
lines
denned in this way the fundamental region of the Agroup.
We have thus shown that, when Inn' > 0, there exists a
point in this fundamental region which is congruent to t with
is not, however, obvious that t is the
only point of the fundamental region congruent to t'. If there
were another such point t1; t and tx would be two points in the
fundamental region congruent with respect to the Agroup, and
0, there
this can be shown to be impossible. J Hence, iflmr'
exists a unique point t in the fundamental region of the Xgroup
respect to the Agroup. It
>
which
is
congruent to t with respect to that group.
Each Atransformation maps the fundamental region conformally on a region in the upper halfplane, bounded by four
semicircles (or straight lines) all orthogonal to the real axis. It
can be shown, just as in the case of the modular group, that
these 'quadrilaterals' congruent to the fundamental region fill
the upper halfplane completely without any overlapping. Two
t
By
finding t
when
t'
= l+iy and when
2t'
= l+eM
omitted, since it is a simple modification of that given in
15.21 in connexion with the modular group.
J
The proof
is
+
l'+.
t
to
!+s
<
<
ELLIPTIC
MODULAR FUNCTIONS AND
PICARD'S
THEOREM
431
quadrilaterals can
have at most one point in common, and such
a common point is congruent to one of the points 0, 1, or oo of
the fundamental region.f
The figure given opposite shows the fundamental region and
a number of the regions congruent to
it
with respect to the
Agroup.
The behaviour of A(t) in the fundamental region
The function A(t) is regular in any bounded closed domain in
the upper half of the rplane and never takes there the values
and 1. We now show that these exceptional values 0, 1, and oo
are the limits to which A(t) tends as r moves in the fundamental
region of the Agroup up to one of the corners 0, 1, or oo.
15.3.
Now
X(t)
where q
=&
rtT
Hence,
16q
if
= u\iv,
t
co
where
A(r)

is
where v
Now as
*
independent of u and
we have
Therefore \{u\iv)
v.
In particular,
>0as
A(t) >
t moves to the origin in the fundamental region, the
1/t tends to infinity in the
Jacobi's imaginary transformation,
A(t)
and so
1,
\lp2nir \8
v > oo, uniformly with respect to u.
as t > oo in the fundamental region.
point
< Mr fj (^JW) < Ar ">
,
so
'
= e < ew
\q\
and
[l+q^ij
A(t) >'l as t >
same
region.
But, by
we have
lA(l/r),
(i)
in the fundamental region.
Again, sincef
A(T)
A(r+l)l
= A(rl)l
the function A(t) tends to infinity as t >
'
in the
(U)
fundamental
region.
When t lies on the imaginary axis,
also real.
But X(iv)
t The proofs
by the reader.
{ See
is
q is real and hence A(t) is
a continuous function of the real variable
of these statements are omitted, as they can be easily supplied
Ex. 18 on p. 416.
ELLIPTIC
432
MODULAR FUNCTIONS AND
THEOREM
PICARD'S
and 1 on the
values between
v; therefore A(t) assumes
that
deduce
A(t) is also
imaginary axis. Using formulae (ii), we
on each of the lines
real and takes all values between
oo and
all real
RIt
by formula (i), we see that A(t)
values between 1 and + on each of the
1.
takes all
2rl
Finally,
real
and
l.
The zerosf
15.31.
is
semicircles
of A(t) c
a closed contour in the upper half of the Tplane on
which A(t) never takes an assigned value c, different from or 1,
If
is
gVf'
the function A(t) c has
N zeros within T, where
J A(t)c
We suppose, in the first place, that c is not real, so that A(t) c
has no zeros on the boundary of the fundamental region, and
we take V to be the boundary of that part of the fundamental
region for which
Imr
where
")
The
<
> 0.
l/2e,
t ie\
This contour
analysis of this section
is
>
\r\ ie\
e,
shown
>
e,
in the figure above. Since
is essentially
the same as that given
Whittaker and Watson, Modern Analysis (Cambridge, 1920), 4813.
by
ELLIPTIC
MODULAR FUNCTIONS AND
A(t) > 0, 1, oo as t > oo, 0,
PICARD'S
THEOREM
433
respectively in the fundamental
we can make e so small that no zero of the function
occurs in the part of the fundamental region outside T. The
value of the contour integral then remains constant as e deregion,
creases;
we
find its value
by
considering the limit as
>
0.
Now when t moves along the arc F'E', its affix is \\\e n a)i
(~'
The congruent point of the fundamental
region has affix l+i&ei and so describes the arc FE. It follows
that the integrals along F'E' and EF cancel. Similarly the sum
of the integrals along OH and H'G' is zero.
The value of the contour integral is thus equal to the sum of
the integrals along HH', G'F', E'E, and FG. We consider these
where 6
increases.
parts separately.
Now when Imr
therefore express
it
as a
A(t)
regular since
1, A(t) is
power
\q\
^e
_,r
.
can
16q(l+a1 q+a a ^+...)
which converges uniformly with respect to t when
Hence we have
A'(r)
We
series
Imr
>
1.
167rig(l+2o 1 gr+3o 1 gi+...),
and so the function
A'(t)
167Mg(l+2ffl 1 g+3a 2 g 2 +...)
__
A(t)c ~
c+16q(l+aiq +a 2 q2+...)
tends to zero as Idit> oo, uniformly with respect to Rlr, provided that c is not zero. From this it follows that the integral
along HH' tends to zero with e, since Imr
l/(2e) on HH'.
When
t moves along the arc E'E, the point Tl
scribes the straight line HH', and hence
f
J
^W ar
J 
\{T)c~a^
E'E
<SA(t)
aw^^T
BB'
so
J
E'E
(t)
AW=C
= 1 A(t
1 ),
^J
A(Tl)
_ (1 _ c) *i
BB'
By the same argument as before,
1 c is, by hypothesis, not zero.
41U
lm
But, by Jacobi's imaginary transformation, A(t)
and
= 1/t de
yf
this tends to zero with
e,
since
434
ELLIPTIC
Again,
MODULAR FUNCTIONS AND
when t describes the arc FG,
moves along the righthand half of the
f
dX{r)
THEOREM
PICABD'S
= 1/(t 1)
the point r x
line
HH
c*A(t)
so that
',
But, by Ex. 18 of p. 416,
A(t)
AK)'
which gives
A'(t)
f
J
1
A'fa)
f
)l
(lc)A(r
A( Tl )
J
1
A(t)c
by
HK
FG
Similarly,
using the transformation r x
= 1/(t+1),
we
can show that
A'(r)
AW=c
Combining these
that
9^iAT
27ri^
dT
results,
lim
= lim
__J__A'(t
__
{lc)\{rx )l
we
find that, so far,
1)
A( Tl )
^
,
we have shown
jL^^^th
(lc)A(r)l
A(t)
HH'
The integrand
can, however, be written in the
77
and
form
(l+2a lg +3a 2 ga +...)
(l+a iq +a^+...){l~(lc)X(T)y
this tends to
iri
as
Imr^ +oo,
uniformly with respect
1.
2m, and so
have thus proved that, when c is not real, the function
A(t) c has one zero in the fundamental region of the Agroup.
It remains to consider the case when c is a real number not
equal to or 1. In this case, A(t) c will have a finitef number
of zeros on the sides EF, E'F', GH, and G'H' of Y, and none
in the part of the fundamental region outside T, provided that
e be sufficiently small. Now F'E' does not belong to the fundamental region, but is congruent to FE with respect to the
Agroup; a similar remark applies to the sides G'H' and GH.
to R1t.
From this
it
follows that 2niN
We
f It cannot have an infinite number, since A(t) c
onI\
is
regular within
and
ELLIPTIC MODULAR FUNCTIONS AND PICARD'S THEOREM 435
Accordingly these zeros occur in pairs which are symmetrically
placed with respect to the imaginary axis.
We now
cut out each zero on E'F' and O'H' by an indentawhose radius is so small that it cuts out no other zerof of
X(t)c. The zeros on EF and OH are then brought within V
tion
by
circular arcs congruent to these indentations, as
the figure.
We
region, this
means that the function has
shown in
then apply the same argument to the modified
contour, observing that the integrals along the indentations and
the congruent circular arcs cancel, and conclude that A(t) c
has one zero within the modified contour. Since, however,
points on E'F' or O'H' do not belong to the fundamental
precisely one zero in
that region.
Hence
it
follows that, if c
is
any number not equal
or
to
1,
modular function A(t) takes the value c once in the
fundamental region of the Xgroup.
In particular, we see that A(t) increases steadily from
oo to
as t moves along the straight line from 1 to 1+ooi, then
from to 1 as t describes the imaginary axis from cci to 0, and
finally from 1 to +oo as t moves along the semicircle joining
the elliptic
the points of affix
and
1.
The solution of the problem of 15.1
We now show that the Jacobian elliptic functions are uniquely
15.32.
determined when the square of the modulus is assigned.
For we know that the equation A(t)
k 2 has an infinite number of roots; each root t is connected with the root t in the
fundamental region of the Agroup by an equation
where
(ar+2b)/(2cr+d),
and d are integers such that adibc
1.
construct two sets of Jacobian elliptic functions from
the Weierstrassian functions p(z\2cT+d,ar+2b) and p(z\l,r),
the square of the modulus k has the same value for each set.
If
But
two
a, b, c,
we
since the
sets of
when k2
two Weierstrassian functions are
identical, the
functions are also identical. Thus,
given, sn(u,k), cn(u,k), and dn(w,&) are uniquely
Jacobian
is
elliptic
determined.
t This
is possible,
since the zeros of
a regular analytic function
are isolated.
MODULAR FUNCTIONS AND
Conformal mapping by A(r)
ELLIPTIC
436
15.4.
PICARD'S
THEOREM
In the fundamental region of the Agroup, the function A(t)
OA C. Hence
is real only on the sides of the curvilinear trianglef
the imaginary part of A(t) is always of the same sign within this
'triangle'. To determine this sign, we observe that
A(r)
made
f(q) can be
sufficiently large, and so
where
if t
lftrfl +/(?)},
as small as we please by taking Imr
Im A(t) has the same sign as Im q. But
= u\iv,
Imq
= Im(e
7riu '"')
OA C.
and this is positive within
sin ttu e~
Thus
the
m
,
imaginary part of A(t)
vanishes on
is positive within the curvilinear 'triangle' OAG, and
of A(t)
part
imaginary
that
the
we
see
its boundary. Similarly
vanishes
and
OA'G
'triangle'
curvilinear
is negative within the
on
its
boundary; in
fact,
by Schwarz's
principle of
symmetry, J
A(t) takes conjugate complex values at points which are symmetrical with respect to the imaginary axis.
Since A(t) is regular and simple within the fundamental region
and takes there every value save real values between oo and
and between 1 and foo, the transformation z = A(t) maps
the interior of this region conformally on the whole zplane,
and from 1 to
supposed cut along the real axis from co to
+oo. The upper sides of the two cuts correspond to A C and OA
respectively, the lower sides to A'G and OA'. There exists,
therefore, a unique inverse function t
the cut zplane, and maps
region of the Agroup.
15.41.
The
it
= v(z) which is regular in
conformally on the fundamental
inverse function
v{z)
A(t) defines t as a many valued function of
z
the function v(z), which we have just defined, the
fundamental branch of t; any branch of t is connected with
v{z) by a Atransformation. We now consider how these other
branches of r can be obtained by continuing analytically the
The equation
z.
We
call
function
v{z)
across the cuts in the zplane.
certain results in
Chapter
t See the figure of
We do this by using
XIV which depended on showing that
15.24.
% See 8.4.
ELLIPTIC
MODULAR FUNCTIONS AND
PICARD'S
THEOREM
437
the Jacobian elliptic functions are uniquely determined when
the square of the modulus is given; the work of the present
chapter has completely justified this assumption.
Now v(z) iK'/K, where and iK' are the quarterperiods
of the Jacobian elliptic functions of modulus z1 2 But
has
'
branchpoints at z
and
= oo, and K' at z =
and z
K
= oo;
from their expressions as hypergeometric functions.
has branchpoints at 0, 1, oo.
To determine the nature of these branchpoints, we use the
equation
,^
this follows
Hence
v(z)
V{Z)
dz\K]
4iK*z(lz)'
which follows immediately from the result of 14.511, Ex.
z < 1, this equation can be written in the formf
2.
When
v'(z)
ja
TtVZ
the infinite series having
v{z)
\z\
+a 1 z+a 2 z
1
+...,
as circle of convergence.
Hence
= log z+$(z),
TTl
where
<j>(z)
is
regular
The function
when
\z\
<
1.
a logarithmic branchpoint
once round
z =
in the positive sense, we obtain a new branch t = v(z)+2
of the inverse function J; this branch maps the cut zplane conformally on the interior of the 'quadrilateral' CA0 1 A x of the
at the origin.
v(z) has, therefore,
When we
continue
v(z) analytically
figure of 15.24.
On
the other hand,
d(
we have
v'{z)
deduce from
this, in
_L
V(Z)
where
i/i(z)
is
regular
t Since 1/{(1 z)K'}
is
AiK'H{\z)
v (z)
dz\v{z)J
We
TT
a similar manner, that
= !.iog(iz)+^z),
TTl
<
when 1 zj
regular
when
\z\
<
1.
1
and has the value 4/w 2 at the
origin.
should be observed that this implies that e'r8T , regarded as a function
has no branchpoint at the origin, but has a simple zero there.
t It
of
z,
MODULAR FUNCTIONS AND
ELLIPTIC
438
The
at z
singularity of v(z)
PICABD'S
1 is therefore
THEOREM
most simply
explained by saying that l/v(z) has a logarithmic branchpoint
1 once
1. When we continue v(z) analytically round z
at z
inverse
r
of
the
in the positive sense, we obtain a new branch
function, given
by the equation
*t
so that
+2
2i>(z)+l
This branch maps the cut plane conformally on the interior of
the 'quadrilateral' OA C2 A 2 of the figure, which is obtained from
t/(2t+1).
the fundamental region by the Atransformation r'
The point at infinity is the only other branchpoint of v(z).
But as a circuit about the point at infinity is the same as a
circuit
any
about
and
1,
there
is
no need to consider
this
further.
by the equation
by repeated circuits about
appropriate orders. Each such branch maps
All the branches of the function t defined
A(r)
=z
can therefore be obtained
and z
in
the cut zplane conformally on the interior of a 'quadrilateral'
congruent to the fundamental region of the Agroup. It follows
that every transformation of the Agroup can be generated by
t+2 and
repeated applications of the two transformations t'
t/(2t+ 1). For this reason, these transformations are called
t
the generating transformations of the Agroup.
theorem
It is well known that a polynomial
value n times, where n is the degree
15.5. Picard's
takes any assigned finite
As a
polynomial is an integral function with a pole at infinity, we
naturally ask whether every integral function actually attains
any given value.
The theorem of Weierstrass, proved in 4.55, does not really
answer this question. It merely shows that we can find a
sequence of points at which the integral function approaches as
near as we please to the given value.
The answer to this question was first given by Pieard,f who
of the polynomial.
t Oomptes rendue, 88 (1879), 10247.
MODULAB FUNCTIONS AND PICARD'S THEOEEM
ELLIPTIC
proved that an
439
integral function actually attains every finite value,
This result
save one exceptional value at most.
is
known
as
Picard's theorem.
We know that the equation e2 =
a has an infinite number of
any given finite value of a, save a = 0; but if a = 0,
the equation has no roots at all. Thus zero is an exceptional
roots for
ez
On
the other hand, there exist integral functions
with no exceptional values; the function sin z is a simple example
value of
of
this.
In order to prove Picard's theorem, we have to show that an
integral function F(z), which never takes two given values, a or
b say, must be a constant. The simplest proof of this is Picard's
original proof,
by means of the function
v(z)
introduced in
15.41.
The function
= l&t^.
Hz)
JK
'
ba
an integral function which never takes the values
consider the function r
v{f{z)}, where t lies
the fundamental region of the Agroup when 2
0.
or
is
now
When z describes a closed curve
a closed curve V, since f(z)
is
enclose either of the points
C, the point
We
=
= f(z) describes
onevalued. This curve
or
1.
initially in
cannot
for if it enclosed the point
(or 1) by
(or 1), we could make F pass through t
deforming C, and this is impossible by hypothesis. Thus v(t)
returns to its original value when t describes JT, and so v{f(z)}
is a onevalued function of z.
The point t
v{f(z)} lies, therefore, in the fundamental
region for all values of z, and t is always finite, since /(z) is never
zero. Hence v{f(z)} is an integral function whose imaginary part
t
is positive.
It follows that the function
(z)
is also
an
integral function.
= *
But
= e ^"^ <
1
^(2)
we
see,
Hence
since
1,
by applying
Liouville's theorem, that
f(z) is also
a constant.
Picard's theorem.
<j>(z) is a constant.
This completes the proof of
440
MODULAR FUNCTIONS AND PICARD'S THEOREM
Elementary proofs of Picard's theorem
ELLIPTIC
15.51.
Although Picard's proof of his theorem is quite simple, it
involves the rather difficult theory of the elliptic modular function A(t). It is, however, possible to prove the theorem by
elementary methods without the use of the modular function.
The first elementary proof was due to Borel.f More recently,
other elementary proofs have been given by BlochJ and P*.
Nevanlinna. These proofs are of great interest, as they have
been the startingpoints of new methods in the theory of functions.
For an account of the application of the modular function to
the discussion of the behaviour of a function near an isolated
essential singularity,
we refer the reader to Julia's tractff m the
Borel collection.
15.52. Landau's
theorem
Let /() be an analytic function which
when
B, no matter how
takes the values
values of
or
\z\
<
is regular and never
B. If this were true for all
large, f(z)
would be an integral
function with two exceptional values, and this
Picard's theorem.
therefore,
finite
The
upper bound L;
<