Vector Analysis Notes

Matthew Hutton
Autumn 2006 Lectures

Contents
0 Introduction
0.1 What is vector analysis . .
0.2 Notation . . . . . . . . . .
0.2.1 Vectors . . . . . . .
0.2.2 Functions . . . . .
0.2.3 Inner Product . . .
0.2.4 Partial derivatives .

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4
4
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4
5

1 Lecture 1 The real thing

1.1 Gradients and Directional derivatives
1.2 Directional Derivatives . . . . . . . .
1.2.1 Generally in one dimension .
1.2.2 Generally in n dimensions . .

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5
5
6
7
7

2 Visualisation of a function f : Rn Rn
2.1 Curves . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

7
10

3 Line Integrals
3.1 Integrating by scalar fields . . . . . . . . . . . . . . . . . . . . . . . . . .
3.2 Integrating vector fields . . . . . . . . . . . . . . . . . . . . . . . . . . .

11
11
11

4 Gradient Vector Fields

12

5 Surface Integrals

16

6 Divergence of Vector Fields

20

7 Gauss Divergence Theorem

23

8 Integration by Parts
8.1 Application . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
8.2 Uniqueness . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

28
29
29

9 Greens Theorem

29

10 Stokes Theorem (curls in R3 )

33

11 Spherical Coordinates

36

12 Complex Differentation
12.1 Basic properties of Complex Numbers . . . . . . . . . . . . . . . . . . . .
12.2 Limits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
12.3 Continuity & Differentiation . . . . . . . . . . . . . . . . . . . . . . . . .

36
37
37
38

13 Complex power series

39

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14 Holomorphic Functions

42

15 Complex Integration

44

16 Cauchys theorem

46

17 Cauchy Integral Formula

48

18 Real Integrals

54

19 Power Series for holomorphic functions

56

20 Real Sums

60

Lecture 0:3/10/06

Introduction

0.1

What is vector analysis

In analysis differentiation and integration were mostly considered on R or on rectangles

(between points a and b). However a function on a circle is as valid as on a straight line.
Vector analysis generalises these results onto curves, surfaces and volumes in Rn
Example 0.1. The normal way to calculate an integral is to find an anti-derivative of
the function and use the fundamental theorem of calculus (FTC)
f (x) + F
The value of

Rb
a

(1)

(x)

Z
a

f (x)dx =

Z
a

F (x)dx = F (b) F (a)

(0.1)

f (x)dx can be computed by looking at the boundary points, a and b.

This can be generalised to Rn , by Gauss Theorem. Gauss Theorem says that we can
find the area with just the boundary lines.

0.2

Notation

There are many different notations you may use, especially in Physics/Engeneering
0.2.1

Vectors
x Rn , x = (x1 , x2 , . . . , xn )

alternatives x, ~x, x, x I normally use x, physicists generally use ~r = (x, y, z) where

p
r = x2 + y 2 + z 2 , however this is no good with n dimensions as you soon run out of
letters!
0.2.2

Functions

f : Rm Rn with component functions f1 , . . . , fn Rm R, alternate ways of showing

functions are f , f , . . .
0.2.3

Inner Product
hx, yi =

n
X

xi yi for x, y Rn

i=1

alternate (xy), x y, xT y
1
2

The biggest challenge is getting LaTeX to write them all... ;)

In this case this is actually the scalar (dot) product

(0.2)

Figure 1: Graph showing a peak

0.2.4

Partial derivatives

for f : Rn R, x Rn
d
f (x + hei ) + f (x)
f (x) = lim
h0
dx
h
alternates, f (x),

1
1.1

f
(x),
xi

d xi , . . .
ft (t, x) =

f (t, x)
t

fx (t, x) =

f (t, x)
x

Lecture 1 The real thing

Gradients and Directional derivatives

How does a function f : Rn R change when we move from a point x Rn in some

direction y Rn ? This can be seen in figure 1 We can reduce the problem to one
dimension. Consider : R R, 7 f (x + y) the change of f at a point x in direction
of y equals the change of at point = 0 and thus is (0).
Definition 1.1 (The directional derivative). f : Rn R at x Rn in the direction of
y Rn
f (x + y)
Dy f (x) = lim
(1.1)
0

Figure 2: Graph showing how the directional derivative varies

Example 1.1.
f : R2 R2 , f (x) = x21 + x22
f (x + y) = (x1 + y1 )2 + (x1 + y2 )2
= x21 + x22 + 2x1 y1 + 2x2 y2 + 2 y12 + 2 y22 Dy f (x) = 2x1 y1 + 2x2 y2 = h2x, yi
This is shown in figure 2.

In this case this gives:

0 () =

n
X

i f (xi + yi )

i=1

Dy f (x) = (0) =
0

n
X

i f (x)yi

i=1

where i f (x) is the gradient part (of f ).

1.2

Directional Derivatives

f (x + y) f (x)
0

Do you really need to calculate this for every Dy f (x) for all directions y?
Dy f (x) = lim

Its probably worth looking over section 1.2 first as thats the order we did it in lectures.

We have to calculate the derivative of : 7 x + y 7 f (x + y)

R g Rn f R
In general this is shown in the next two subsections.
1.2.1

Generally in one dimension

0
f (g() = f 0 g() g 0 ()

1.2.2

Generally in n dimensions

0

f (g() =

n
X

i f 0 g() gi0 ()

i=1

Definition 1.2. For Rn R the vector f = (i f, . . . , n f ) is called the gradient of f .

Alternative notations include gradf, . . . f
Definition 1.3 (Cauchy-Schwarz inequality). If x, y C then
|hx, yi|2 hx, xi hy, yi [1]

(1.2)

Another form of this, which we use here is:

|hx, yi| kxk kyk

(1.3)

Remark 1.1. From the Cauchy Schwarz inequality (equation 1.3) we get:
|Dy f (x)| = |hf (x), yi| kf (x)kkyk
Where ||y|| = 1 we get:
||f (x)|| ||Dy f (x)|| ||f (x)||
And for: y =

f (x)
||f (x)||

we get


f (x)
||Dy f (x)| = f (x),
kf (x)k

This then implies that y is maximal if y points in direction of the gradient.

Visualisation of a function f : Rn Rn

Graphs of scalar fields.

Definition 2.1. f : D R where D Rm
Example 2.1. m = n = 1 as in Analysis I, f (x) = sin(x), this is shown in figure 3
7

(1.4)

Figure 3: Graph of f (x) = sin x

Figure 4: Graph of the function: z =

sin(x2 +3y 2 )
0.1+r2

+ (x2 + 5y 2 )

exp(1r2 )
,
2

r=

p
x2 + y 2

Figure 5: This graph is the original Grapher example, it is included because it looks cool,
and not a boring uniform orange, if it confuses you ignore it, it adds nothing to figure
4 in terms of vector analysis. In the image the colour gradient represents the height (z
value, on x, y, z axis), but could be use to represent some extra criteria.

Example 2.2. For m=2,n=1 we can draw something as shown in figure 4

For m 3, n = 1 it is difficult, colour coding could be used to represent a variable,

in a similar way to how figure 5 does for the z direction. Applications of this include
temperatures distributions on 3D bodies or pressure in a liquid.
f 1 (c) = {x Rn | f (x) = 0}5
f (x, y) = x2 + y 2

2.1

Curves

These can be described in two ways:

1. Implicitly giving the graph C Rn
2. Explicitly as parametric curves : R Rn
Example 2.3.
1 = x2 + y 2
Then equation 2.1 can be written parametrically as:


cos t
(t) =
sin t

(2.1)

(2.2)

For a curve : R Rn where t is the position at time t.

(t + h) (t)
h0
h

0 (t) = lim

If 6= 0 then 0 (t) is a tangent vector and the tangent line is given by 7 (t) + 0 (t)
Definition 2.2. A vector x Rn is orthogonal to a curve : R Rn at the point (t)
if hx, (t)i = 0 i.e. if it is orthogonal to the tangent line.
Lemma 2.1. Let f : Rn R be a scalar function, a Rn . Then f (a) : {x
Rn |f (x) f (a)} this means the gradient is orthogonal to the tangent lines.
Proof. Let : R {x | f (x) = f (a)} be a curve with (0) = a.

= hf ((t), 0 (t)it=0 = hf (a), 0 (t)i
=

m
X

0i (t)i f 0 ((t))

i=1

Then
0=


d
f ((t))t=0
dt

Sorry for the excessively complex example. Blame Apple for making such a cool graph.[/ apple/maths
geek]
5
It seems something is missing here
4

10

Line Integrals

We want to take integrals along a curve C Rn , there are two methods of integrating
line integrals.

3.1

Integrating by scalar fields

Definition 3.1 (Length of curve). Let : [a, b] Rn be a curve, then the scalar line of
u : Rn R is:
Z
Z b


u=
u (t) || 0 (t)||dt

a
R
6
other forms of line integrals uds the has no useful role.

3.2

Integrating vector fields

Definition 3.2. Ley be a curve and f a vector field the tangent line integral of f along
[a, b] Rn a vector field. Then the tangent line integral of f along is given by:
Z
Z b


f=
f (t) , 0 (t) dt

alternative notations are:

f T ds,

f ds,

Z
C

f ds

Lecture 5: 16/10/06
Example 3.1. Length of the circle line, let


cos t
(t) =
t [0, 2]
sin t


sin t
0
(t) =
t [0, 2]
cos t
p

|| 0 (t)|| = ( sin t)2 + (cos t)2 = 1 = 1

Z
Z 2
1=
1 1dt = 2
C

This answer is the same as you get from the old fashioned method of finding the circumference using circumference = 2r
Remark 3.1. The tangent line integral can be written as:

Z
Z b

0 (t)
f=
f (t) , 0
|| 0 (t)||dt
|| (t)||
C
a
R
with an inner product.7 C f is the scalar line integral of the component of f along the
tangent line.
6
7

a piece of LaTeX is missing here check original notes

doesnt make much sense to me now, maybe I was distracted ;)

11

Example 3.2. Work done when moving a mass along the line cos x


t
(t) =
cos t


0
f (x, y) =
mg


 

Z
Z
Z 
1
0
mg sin tdt = mg cos t = mg+mg = 2mg
,
dt =
f =
mg
sin t
0
0

0
(3.1)
This example is continued as example 4.1 in the next chapter.

Gradient Vector Fields

Definition 4.1. A gradient vector field is a vector field f : Rn Rn with f = V for

some V : Rn R, V is called the potential of f .
Remark 4.1.
1. V is not unique as V = (V + C), c R, this means the
potential is not unique.
2. Not every vector field is a gradient vector field
Theorem 4.1 (Fundamental Theorem of Calculus for gradient vector field). Let V : R
R? be a scalar field f = V ? and : [a, b] Rn ? a curve then
Z




f = V (b) V (a)

Proof. The ??? 7 V (t) has R R derivative.
n

D

0 X

0

0 E
0
V (t)
=
i V (t) (t) = V (t) , (t)

(4.1)

i=1

Therefore 8
Z
Z bD
Z b

0 E

0




f=
f (t) , (t) dt =
V (t) dt = V (b) V (a)

As we now know:

f = V (b) V (a)

More destractedness I think ;)

12

(4.2)

Figure 6: Diagram showing routes between two points a and b, and a loop about a point
a
Example 4.1.
f=

0
mg

can be written as V and V = mgy for every curve, (t) = (x(t), y(t)) we get:
Z
f = V ((b)) + V ((a)) = mgy(b) mgy(a)

butRin this case y(b) = 1, y(a) = 1 = mg + mg = 2mg 9 f is a vector field. is a curve.

f which is the integral of f over the curve .
Z




f = V (b) V (a)

Remark 4.2. If f 10 is a vector field and is a line then

path but only the two end points.

f does not depend on the

Remark 4.3. If f = V then figure 6 implies that

Z
Z
f = V (b) V (a) and
f = V (a) V (b)
1

this means that

f =

f.

Definition 4.2. A loop is where the end point is the start point as shown in figure 6.
Example 4.2.


y
f (x, y) =
x


 

Z
Z 2 
cos t
sin t
sin t
(t) =
t [0, 2] = f =
,
dt
sin t
cos t
cos t

0
Z 2
Z 2
2
2
sin t + cos tdt =
1 dt = 2


this means that f is not a gradient vector field.

9
10

2mg is what we got before

not 100% on whether this is f

13

Figure 7: Graph of a vector field

V (x) = V (0) +

Z
x

where x is the straight line from 0 to x for every potential V . If V1 and V2 are two
different potentials, then:
Z
Z


V1 (x) V2 (x) = V1 (0) + f V2 (0) f


Is then constant.
Example 4.3 (Finding a potential). Let f (x, y) =

1
2

in figure 7) Suppose f = V then this implies that

x
y

V
1
x2
= x V = + C1
x
2
4
V
1
y2
= y V = + C2
y
2
4
These two equations imply that:
V =
so V (x, y) =

y2
4

x2
4

y 2 x2

+C
4
4

is a valid solution.

14

(this vector field is shown

Figure 8: Graph of a vector field

Example 4.4. Let f (x, y) =
f = V then

2y
x+y

(this vector field is shown in figure 8) Suppose

V
= 2y V = 2xy + C1 (y)
x
1
V
= x + y V = xy + y 2 + C2 (x)
y
2
This has no solution which implies that f cannot be a gradient field.

Definition 4.3. f : R R is called a radial vector field if


x
g(kxk) kxk
if x 6= 0
f (x) =
0
x=0
19/10/06
Z

f=

V = V ((b)) V ((a))

(if f is a gradient)
Example 4.5. Radial vector fields: Let:

x
g(kxk) kxk
if x 6= 0
f (x) =
0
x=0
0
, where
p g : (0, )
 R We always find (0, ) R with = g. Let v(x) = (kxk) =

x21 + + x2n We then get:

1
xi
xi
v(x) = (kxk) = p 2
2xi = 0 (kxk)
=g
2
x
kxk
kxk
2 x1 + + xn
15

= fi (x) V = f
Thus we now know that radial vector fields are always gradients.

Surface Integrals

There are two methods of describing a surface in R3

1. Level set of f : R3 R
2. Parameterisation r : A R3 where A R3

r1 (s, t)
r(s, t) = r2 (s, t)
r3 (s, t)
Find the surface Cs normal vectors for level sets:
= f
f C N
kf k
for parameterisations 11 A plane is defined by two vectors and a point. Or a point and
a vector orthogonal to the plane. At r(s, t) the vectors r
and r
are tangent vectors of
s
t
the surface:
r r

CN =
s t
is therefore normal to C this implies that
r
= s
N
r
s

r
t
r
t

12

x1
y1
x2 y3 x3 y2
x2 y2 = x3 y1 x1 y3
y3
x1 y2 x2 y1
x3

Definition 5.1. Let r : A R3 , A R2 be a parameterisation of some surface C. Then

the scalar surface integral of f : R3 R is:


Z
ZZ

r r

f=
f r(s, t)
s t dsdt
r
A
R
Remark 5.1. r 1 is the surface area of C.
R
R
R
Remark 5.2. Alternative notations C f1 , C f ds, C f dA (some diagrams Im not copying)


Z
X

r r

f
f r(s, t)
s t dsdt
r
s,t
11
12

(see paper notes)

next bit unclear

16

Figure 9: Diagram showing how the area of a parallelogram is found.

Figure 10: Diagram showing a sphere.

23/10/06
Z

f=

ZZ

r r

f r(s, t)
s t dsdt
A

Properties of x, let z = xy then:

1. z x and z y
2. kzk is the area of the parallelogram spanned by x and y (shown if figure ??.
3. The orientation of z is given by the right hand rule.13
Example 5.1 (Spherical Cap). First we parameterise it.

cos s cos t
r(s, t) = cos s sin t
sin s

sin s cos t
r
sin s sin t
=
s
cos s
13

http://en.wikipedia.org/wiki/Right_hand_rule

17

(5.1)

Figure 11: Diagram showing a y = cos x for x [, ]

So therefore


p
r r p
= cos4 s + cos2 s sin2 s = cos s cos2 s + sin2 s = cos s
s t

(5.2)

Therefore the area of the cap with radius 1, is:

Z Z
Z
2
1=
1 cos sdsdt

2 cos sds

= [2 sin s]02

= 2 2 sin


= 2 1 sin
If = 2 , sin = 1 So therefore
2(1 1) = 4

(5.3)

Which is the surface area of a sphere of radius 1.

Example 5.2 (Newtons kissing problem). An example of this in one and two dimesions
is shown in figure 12 For R3 how many simultaneously touching balls can touch a given
ball? 14 To find an upper bound by calculating the area shadowed surface area taken
by each ball, this is shown in figure 13.
1

= sin , as we can define =

2
2
14

J Leech proved that the correct number is 12, in Math Gazette 40 (1956) p22/23

18

Figure 12: Diagram showing Newtons kissing problem in one and two dimensions.

Figure 13: Diagram showing the shadowed area in Newtons kissing problem

19


1
= cos =
2
3
Shadowed surface has area 2(1 sin ) as we found in example 5.1.
!





3
2
3
= 2 3
2 1 sin
= 2 1
= 2
2

3
2
This therefore gives an upper bound of
4

= 14.93 (2dp)
2 3 

This gives between 12 and 14 balls. Below are the results for various values of n
n=1
2
n=2
6
n=3
12
For n = 4 the answer is probably 24 but a strict upper bound of 25 is
n=4
24*
n=8
240
n=24 196560
as far as we know for sure. [2]15
24/10/06
Z

V = V ((b)) V ((a))

Divergence of Vector Fields

: S R3 then the flux

Definition 6.1. Let S R3 be a surface with unit normals N
R
3
3
is hf, N
i. The inner product tells you
of f : R R across S in the direction of N
S
and this is shown in figure 14. Alternative
how much of f is Rpointing in the
N
R direction

and f d s .
notations include S f N
S
Example 6.1 (Flux out of a box). If we take the box = [ax , bx ] [ay , by ] [az , bz ], this
is shown in figure 15
The flux through the top
Using the parameterisation

x
rt = (x, y) = y , x [ax , bx ], y [ay , by ]
tz

Z bx Z by
r

r
i =

hf, N
f3

x y dydx
ax
ay
For this citation the ability to open .ps and .gz files required, i.e. Linux/Mac OS X, if you use
Windows youre basically screwed, you can use a command line tool to open the .gz but then you need
a copy of ghostscript or Acrobat Professional (well for the cost of that you might as well buy a Mac ;)
), drop me an email and I can send you a copy.
15

20

Figure 14: Diagram showing how the inner product works

Figure 15: Flux Box

21



1


0
r

0
r
r





1 = 0 = 1
x x y = 0


0
0 1
Z
Z bx Z by

f3 (x, y, tz )dydx
hf, N i =
ay

ax

st

(6.1)

The flux through the bottom

0
= 0
N
1

i = f3 b2 changed a2
hf, N
Z
Sbottom

i =
hf, N

bx

by

ay

ax

f3 (x, y, tz )dydx

Top+Bottom
Z

bx

by

ay

ax

bx

ax

f3 (x, y, b2 ) f3 (x, y, a2 )dydx

Z

by

bz

az

ay

|
Similarly

f3
(x, y, z)dz dydx
z
{z
}
by FTC

bx

by

bz

f1
(x, y, z)dzdydx
az x
ay
ax
Sleft Sright
Z
Z bx Z by Z bz
f2
i =
hf, N
dxdydz
ax
ay
az y
Sfront Sback

i =
hf, N

(6.2)

Taking the sum of equations 6.2, 6.3 and 6.4 we then get the total flux which is:
Z
Z bx Z by Z bz
f1 f2 f3

hf, N i =
+
dzdydx
y z
az x
ay

ax

(6.3)
(6.4)

(6.5)

Definition 6.2 (Divergence). The divergence of a vector field f : Rn Rn is divf :

Rn R
n
X
fi
divf =
x
i=0

Alternative notations: V , V and V

Remark 6.1. Scalar field to vector field
V : Rn R gradV : Rn Rn
f : Rn Rn f : Rn R
22

Figure 16: Diagram showing f (x) 

Definition 6.3. Let V : Rn R be a scalar field. The Laplacian of V is V = div gradV
(Scalar field)
 V 
n
X
Vi
x1
gradV =
div gradV =
V
ki
xn
i=1
Alternative notations include: V , V , 2 V .
26/10/06
divf (x) =

X f
x

= [a1 , b1 ] [a2 , b2 ] [a3 , b3 ]

Z

i =
hf, N

(x)

divf (x)dx

(6.6)

Remark 6.2. If is a small box around a R3 then = [a1 , a1 + ] [a2 , a2 +

] [a3 , a3 + ] Then
Z
div(x)dx divf () Va ()

i
hf, N
V0 ()
Thus the divergence gives the outward flux per unit volume.
divf (a)
=

Remembering that divf (x) = f

Gauss Divergence Theorem

Definition 7.1 (Divergence). The divergence of a C1 vector field f R3 is:

3
X
fi
divV = V =
xi
i=1

23

(7.1)

Figure 17: Positive Divergence

Figure 18: Zero Divergence

Figure 19: Negative Divergence

24

Theorem 7.1 (Divergence Theorem). Let R3 be a bounded with a surface and

. Let V : R3 be continuously differentiable, then:
outward unit normals N
Z
Z
i =
hV, N
divV (x)dx
(7.2)

Remark 7.1. The theorem

also works for n 6= 3 but one has to define the surface integral,
R
n = 2 is a line and is a (scalar) line integral.
R
Remark
7.2.
divf
(x)dx
is
just
an
iterated
integral,
alternative
notation
is:
divf dV (n =

R
3), divf dA (n = 2).
Example 7.1. Box in R3 already done in example 6.1
Example 7.2. Ball of radius R in Rn
= B(0, R) Rn
(x) = x
= Shell of Sphere, N
R

Let:

x1
xn
+ +
x1
xn
= 1 + + 1 = n
Z
Z
D xE
ndx = B(0, R) x,

R
B(0,R)

f (x) = x divf (x) =

Z
B(0,R)

R n Volume of Ball = R Surface Area of Ball

For n = 2 then VolB(0, R) = R2 This means that the length of B(0, R) = 2R, for
n = 3 the volume of the ball is 34 R3 And the surface area is R3 times that.
30/10/06
Sketch Proof of Divergence theorem.
1. As we covered in example 6.1, it is already true for boxes.
2. Therefore we can use the fact that it holds for boxes to suppose the theorem holds
for 1 , 2 as shown in figure 20, what about the region 1 2 ? Then:
Z D
E Z D
E Z D
E
=
+

V, N
V, N
V, N

Since the contribution form the shared boundary cancels as they are in opposite
directions, this is equal to:
Z
Z
Z
=
V +
V =
V
1

16
16

Im using nabla instead of div here as its easier

25

1 2

Figure 20: Diagram of 2 boxes for sketch proof of divergence theorem

3. For simple regions (in R2 )



is simple = (x, y)f (y) x g(y) y [a, b]



= (x, y)f(x) y g(x) x [c, d]
So a circle with a hole in the middle of it (like a wheel with a missing axle) isnt
simple but if you cut it in half into a semi circle then it would be simple.17 .
4. If we show is simple then:
Z
Z b Z g(y)
Z b
Z


V1
V
dA =
(x, y)dxdy =
V1 (f (y), y)
f (y), y) dy (7.3)
x
a
f (y) x1
a
V1


V1
through the boundary, the region is shown in figure 21 The flux
Flux of
0


g(y)
k () =
for y [a, b]
y
 0

g (y)
0
k () =
1
  

x
y
Generally we know that

y
x
 0

 0

1
1
g (y)
g (y)

N=
=q

2
1
1
kR k
1 + g 0 (y)
Z 
k
17

V1
0

,N

In metric spaces language it is simple if it is topologically equivalent to a square

26

Figure 21: Diagram showing the region with two boundary functions and two flux
functions.
1
0
k (y)k
Z b
a



As

V1
0

1
g 0 (y)

 
,



1

0 
k

R (y)kdy
0 

(y)k
k
R
Z b

V1

=
Similarly for the LHS:
Z

V1
0



V1 g(y), y dy

,N

Z
a

V1 f (y), y dy

  Z 
 
V1
V1

=0
,N =
,N
0
0
T
B
Z b

V1 g(y), y V1 f (y), y dy
a


Z
V1
=

dA
0



V1
This then shows that the theorem holds for V =
. If we then use f and g
0
instead of f and g, and if we interchange x and y we get that:
  Z


Z 
0
0

,N =

dA
V2
V2



Adding these results together completes the proof.

27

Integration by Parts

If the following hold:

R, 18 =

Proposition 8.1. Then for f : R where f is C1 . Then:

Z
Z
f
19
=
f N
x

(8.1)

Proof. Let v = (f, 0, 0) then:

v =

f
i = fN
1
hv, N
x1

If the divergence thoerem is applied to the special vector field v given in equation 8.1,
then using (0, f, 0) and (0, 0, f ) we can also show it for i = 2, 3.
Remark 8.1. The full divergence theorem (theorem 7.1) can be derived from equation
8.1
Proposition 8.2. Integration by parts:
Z b
Z b
 b
0
u0 vdx
uv dx = uv a
a

(8.2)

Then applying equation 8.1 to f = gh we get:

g
h
f
=
h+g
xi
xi
xi
Z
Z
Z
h
g
i

= g
+
ghN
x
x
i
i

Proposition 8.3. Let g : R be twice continuously differentiable, i.e. apply proposig

tion 8.1to f = x
i
Z
Z 2
y
g

=
Ni
2
xi
xi
Summing up over i then gives
Z

g =

i
hg, N

(8.3)

f
Proposition 8.4. Applying proposition 8.2 with g = x
and sum over i we get:
i
Z
Z
Z
i
f h = hf, hi +
ghf, N

hgradf, hi hgradf, gradhi

18
19

This means the closure of as in metric spaces

i for i = 1, 2, 3.
in the lectures described as N

28

(8.4)

(a, d)

(b, d)
T

(a, c)

(b, c)

Figure 22: A rectangle

8.1

Application

Temperature distribution in steady state. R3 a piece of material. Fix temperature

f (x) x . In steady state the temperature solves:

T (x) = 0 x
T (x) = f (x) x
The existence of a solution s of this is a difficult question.

8.2

Uniqueness

Assume T and T are solutions, then D = T T solves

D = T T = 0 0 = 0 x
D(x) = T (x) T(x) = f (x) f (x) = 0 x
Using proposition 8.4 we get:
Z
Z
Z
i
DhD, N
D = hD, Di +

| {z }
=0

kDk2 = 0

D(x) = 0 x
D is constant and D = 0 at the boundary, therefore T = T so T is a unqiue solution.

Greens Theorem

20
20

This section is done by Matthew Pusey

29

Consider a function f : R2 R2 and a rectangle = [a, b] [c, d] with boundary unit

tangent vectors T in the anticlockwise (positive) direction. This is shown in Figure 22.
On the right side, R . which is the line segment from (b, c) to (b, d):
 
Z d
Z D
E Z d
0

f (b, y),
dy =
f2 (b, y)dy
f, T =
1
c
c
R
The remaining sides, L , B , T are similar (but take care with signs):
Z
L

Z
T

Summing these gives:

Z D
E Z

f, T =

Z
D
E
f, T =

f, T =
E

f2 (a, y)dy

f1 (x, c)dx

Z b
E

f1 (x, d)dx
f, T =
a

f2 (b, y) f2 (a, y)dy +

f1 (x, c) f1 (x, d)dx

The Fundamental Theorem of Calculus then gives:

Z dZ b
Z bZ d
f2
f1
=
(x, y)dxdy
(x, y)dydx
c
a x
a
c y
Z dZ b
f2 f1

dydx
=
y
c
a x
Definition 9.1 (2-D curl). For f : R2 R2 , the curl of f is given by:
curl f (x) =

f2 f1

x
y

E
R D
Remark 9.1. f, T is the circulation around . By talking small boxes we find that
curl f (x) is the circulation of f around x.
Sometimes you can see what the curl is:
Example 9.1.
 
y
v(x, y) =
x
This is shown in figure 23.
curl v(x, y) = 1 (1) = 2

30

Figure 23: Diagram showing a vector field.

Figure 24: Diagram showing a vector field.

31

Figure 25: Diagram showing a vector field.

Example 9.2.
v(x, y) =
This is shown in figure 24.

x
y

curl v(x, y) = 0 0 = 0

Example 9.3.

 
0
v(x, y) =
x

This is shown in figure 25.

curl v(x, y) = 1 0 = 1

Theorem 9.1 (Greens Theorem or Stokes Theorem in R2 ). Let be a bounded region

R2 is continously
in R2 , and T be positively oriented tangent vectors for . If f :
differentiable then:
Z D
E Z

f, T =
curl f


f2
Proof. Define g =
.
f1
By the Divergence Theorem:


E Z

g, N =
div g

and T, and the definition of div g this

By considering the relationship between N
becomes:
Z D
E Z

f, T =
curl f

32

10

Stokes Theorem (curls in R3)

6/11/06
as unit normals of S, and
Theorem 10.1. Let S R3 be a bounded surface with N
3
T unit tangent vectors
D
Eto the boundary line S. Let f : S S R be continuously
, T is positively oriented, then:
differentiable. If N
Z D

E Z

curlf, N
hf, Ti = 0
S

points upwards, the tangent vectors

Remark 10.1. Positive oriented means that if N
points downwards, the tangent vectors are clockwise. (i.e. the
are anti-clockwise,and if N
right hand rule applies).
Remark 10.2. In R3 , curl = f

2 f3 3 f2
3 f1 1 f3
1 f2 2 f1

Remark 10.3. In R2 curlg = 1 g2 2 g1

Example 10.1. For g : R2 R2 and f : R3 R3

g1 (x, y)
f (x, y, z) = g2 (x, y)
0

00
curlf = 0 0 = curl g
curl g
For R R {0} and 0 R2 (the x-y plane), we then get
+
Z
Z *
0
curl g =
curl f, 0
0

1
And so by Stokes theorem
=

f, T

g, T


Example 10.2. S = {(x, y, z)z = x2 + y 2 , z 4} This is then of the form

y
r(x, y) =
2
2
x +y
33

Figure 26: Graph showing a hemispherical bowl, the top should be smooth at the point
of the peaks, but grapher cant draw it correctly.

2x
N (x, y, z) = (2 x2 y 2 ) = 2y = S
1
Is then parameterised by:

2 cos t
(t) = 2 sin t , t [0, 2]
4

A diagram is shown in figure 26 Now let

y
f := x2
3z 2
* 2 sin t 2 sin t +
Z D
E Z 2
4 cos2 t 2 cos t = 4
f, T, =
S
0
3 16
0

00

00
curl f =
2x 1

Z
ZZ
ZZ
0
2x

0
2y
hcurl f, N i =

dsdt =
2x 1dsdt
S
2x 1
1
ZZ
2x 1dxdy

B(0,2)

ZZ
B(0,2)

2xdxdy

34

ZZ
B(0,2)

1dxdy

Figure 27: Graph showing region being lifted to R3

0 4 = 4 (as we got before!)
Z D
E Z D
E

curl f, N =
f, T
S

Proof of theorem 10.1. We lift Greens theorem from R2 to R3 , this is shown in figure


27. Now we parameterise by : [a, b] R2 . S is parameterised by r (u) =



0
u [a, b]. Tangent TS r (u)
r 1 r 2
+
s u
t u
Z

hf, Ti
S

Z b

r 1 r 2
=
f (u) ,
+
s u
t u
a

Z b 
r  
f,
0
s 

r
=
, (u) du
f, t
a

Z 
r  
f,
s 

r
, T
f, t

Similarly
Z D

curl f, N

35

(10.1)

r r
curl f r(s, t) ,

s t

dsdt

Omitting the middle (Chain rule + hard work)


r  
ZZ
s 

f, r
=
curl
f, t

(10.2)

By Greens theorem equations 10.1 and 10.2 are equal. When showing the equality of
10.2 we have to keep track of many (about 48) terms, in later courses we find differential
forms useful for this.
Remark 10.4. If f : R3 R3 is a gradient then:
Z D
Z D
E
E

curl f, N |{z}
=
f, T = 0
S

Stokes

Z D

E
f, T = V (b) V (a)

by the FTC for gradient vector fields.

curl grad v =

v
x
v
y
v
z

2v
2v

yz zy

=0

Curl of Dgradient
fields is always zero. Similarly f : R3 R3 with f = curl v we
E vector
R
R
= div f , div curl v = = 0
get f, N

11

Spherical Coordinates

Skipped, will be a PDF of most of this topic included later.

12

Complex Differentation

21

The aim of this section is to understand calculus for functions f : C C, and its link
to vector analysis.
Definition 12.1 (Complex Numbers). The complex numbers are defined by:



C = x + iy  x, y R, i2 = 1
Clearly, there is a one-to-one correspondence between C C functions and R2 R2
functions:
{f : C C} {(u, v) : R2 R2 }
Where f (x + iy) = u(x, y) + iv(x, y).
36

Im

Re

Figure 28: Planar representation of a real number z

12.1

Basic properties of Complex Numbers

z = x + iy
z = r cos + ir sin
p
r = x2 + y 2 = |z|
y
= arg(z)
= arctan
x

Addition
(x1 + iy1 ) + (x2 + iy2 ) = (x1 + x2 ) + i(y1 + y2 )
Multiplication
(x1 + iy1 )(x2 + iy2 ) = (x1 x2 y1y 2) + i(y1 x2 + x1 y2 )
The meaning of this is clearer in polars, for example if z = r cos + ir sin and w =
s cos + is sin then:
zw = rs cos( + ) + irs sin( + )
Complex conjugation
z = x + iy z = x iy

12.2

Limits

Definition 12.2 (Limits). For zn , z C:

zn z |zn z| 0
21

The next two sections are done by Matthew Pusey

37

By the definition of |z|:

p
zn z
(xn x)2 + (yn y)2 0 xn x and yn y
Lemma 12.1. If zn z and wn w then:
zn + wn z + w
zn wn zw
z
zn

if w 6= 0
zw
w
Sketch proof. Exactly as for R, but need to avoid inequalities in C, which make no sense.
Still have that:
|zw| = |z||w|
|z + w| |z| + |w|
And can define an open ball:
B(z, ) = z 0 C : |z z 0 | 
So that:

12.3

zn z  > 0N N such that n N, zn B(z, )

Continuity & Differentiation

Definition 12.3 (Continuity). A function f : D C for D C is continuous at z D

if: B(z, ) D for some  > 0 and:
zn z = f (zn ) f (z)
Note: This must hold for all sequences (zn ) with zn z. We say f is continuous on D
if f is continuous at every z D.
Remark 12.1. f is continuous at z  > 0, > 0 such that:
|zn z| < = |f (zn ) f (z)| < 
Definition 12.4 (Differentiation). A function f : D C with D C is differentiable
at z D if
f (z + h) f (z)
f 0 (z) = lim
h0
h
exists. Note that this means
f (z + hn ) f (z)
n
hn

f 0 (z) = lim
exists for any hz 0.

38

Example 12.1.
f (z) = z
Its clear that

zn z = f (zn ) f (z)

So f is continuous.
z+hz
f (z + h) f (z)
=
= 1 1 = f 0 (z) 1
h
h
Example 12.2.
f (z) = z
zn z = xn x, yn y
= xn x, yn y
= f (zn ) f (z)
So f is continuous. But it is not differentiable, since the limit

f (z + h) f (z)
h
= lim
h0
h0 h
h
lim

does not exist. For example, with hn =

1
n

it tends to 1 but with hn =

i
n

it tends to -1.

Lemma 12.2. Let f, g : D C, with D C, be continuous (and differentiable) at z.

Then f + g, f g and fg (g 6= 0) are also continuous (and differentiable).
Let f (x + iy) = u(x, y) + iv(x, y). Then certainly:
f continuous uv continuous
But:

f differentiable uv differentiable

does not hold in general.

13

Complex power series

Definition 13.1.

n=0 cn

converges (to c) if:

SN =

N
X

cn

n=0

converges (to c).

As in R, we have the Cauchy criterion for a sequence (zn ):
 > 0, N N such that m, n N, |zm zn | < 
Loosely speaking, a sequence is Cauchy if |zm zn | 0 as m, n . It is easy
to show that if (zn ) is Cauchy its real and imaginary parts are Cauchy, so the sequence
converges in C since the parts must converge in R.
39

Lemma 13.1. If |fn (z)| Mn z D and

n=0

f (z) =

Mn < then

fn (z)

n=0

converges for all z D. Also, if all the fn are continuous then so is f .

P
Proof. Let SN = N
k=0 fk (z). Then, assuming without loss of generality that m > n:


m
 X



|Sm (z) Sn (z)| = 
fk (z)


k=n+1


m
 X




Mk 


k=n+1


 X




Mk  0 as n


k=n+1

Theorem 13.2 (Power series). Let (cn ) be a sequence in C, and define:

f (z) =

cn z n

n=0

Then there exists some R [0, ] such that f (z) converges if |z| < R, and doesnt
converge if |z| > R.
Notes:
1. f may or may not converge when |z| = R.
2. A similar theorem holds in R and the proof carries over.
3. The theorem can be applied repeatedly.
4. f is C on B(0, R), with:

X
k
f
(z)
=
n(n 1) (n k + 1)cn z nk
z k
n=k
5. If f (z) converges on B(0, R) then g(z) =

n=0 cn (z

To calculate R we can use the ratio test.

Lemma 13.3 (Ratio test). If
|zn+1 |
L [0, ]
|zn |
then

n=0 zn

converges if L < 1 and diverges if L > 1.

40

a)n converges on B(a, R).

Sketch proof. Observe that



m
m
 X

X


zk 
|zk |



k=n+2

k=n+1

and use the result on R + Cauchy

Example 13.1.
f (z) =

X
n=0

(3 + i)(2i)n (z + i)n
{z
}
|
cn



|zn+1 |  (2i)n+1 (z + i)n+i 
=
= |2i(z + i)| = |2i||z + i|
|zn |
(2i)n (z + i)n 
= 2|z + i| 2|z + i| = L
So when |z + i| < 21 , f (z) converges, and when |z + i| > 21 , f (z) doesnt converge. This
gives R = 12 .
Example 13.2.
f (z) =

X
zn
n=1



n
|zn+1 |  z n+1 n 
=
=
|z| |z| = L

n
|zn |
(n + 1)z
n+1
This gives R = 1.
What about when |z| = 1? f (1) diverges, f (1) converges to log 2. In general this is
a hard problem.
Definition 13.2 (Common power series).
z

e = exp(z) =

X
zn
n=0

cos(z) =

1 2n
z (1)n
(2n)!

n=0

cosh(z) =

X
n=0

sin(z) =

X
n=0

sinh(z) =

n!

1 2n
z
(2n)!

1
z 2n+1 (1)n
(2n + 1)!

X
n=0

1
z 2n+1
(2n + 1)!

Lemma 13.4.
eiz eiz
2i
ez ez
sinh(z) =
2

eiz + eiz
2
ez + ez
cosh(z) =
2

sin(z) =

cos(z) =

41

Proof. Use the power series. For example, to prove the one for cos(z):

eiz + eiz
1X
=
2
2 n=0

(iz)n (iz)n
+
n!
n!

1 X z n ((i)n + (i)n )
=
2 n=0
n!
The numerator here is 2in if n is even, and 0 is n is odd. Therefore it equals:

X
z2k
k=0

Example 13.3.
sin(iy) =

14

2k!

(1)k = cos(z)

ey ey
ey ey
=i
= i sinh(y)
2i
2

Holomorphic Functions

Let f (x + iy) = u(x, y) + iv(x, y), for h =  + i 0

u(x + , y) u(x, y)
v(x + , y) v(x, y)
u
v
+ i lim
=
+i
0
0


x
x

lim
For h = 0 + i.

u(x, y + ) u(x, y)
v(x, y + ) v(x, y)
+
i lim
0
0
(i)

i

f 0 (z) = (i) lim

f is only differentiable if

u
v
u v
+i
= i
+
x
x
y y

Definition 14.1 (The Cauchy Riemann equations). A complex function f (x + iy) =

u(x, y) + iv(x, y) is differentiable if and only if:
u
v
=
x
y
v
u
=
x
y
Theorem 14.1. Consider f : D C, D C with:
f (x + iy) = u(x, y) + iv(x, y)
v
v
, u , x
, y
exist at (x0 , y0 ) and the Cauchy
1. If f is differentiable at (x0 , y0 ) then u
x y
Riemann equations (definition 14.1) hold at (x0 , y0 ).

42

v
v
2. If u
, u
, x
, y
and are continuous in a small Ball around (x0 , y0 ) then f is
x
y
differentiable at (x0 , y0 ) with z0 = x0 + iy0 with

f 0 (z0 ) =

v
v
u
u
+i
=
i
x
x
y
y

Example 14.1 (Example to show the difference between points 1 and 2). f (z) = z 3
must be differentiable everywhere.
f (x + iy) = (x + iy)3
= x3 + 3x(iy)2 + 3x2 (iy) + (iy)3
= x3 3xy 2 +i (3yx2 y 3 )
| {z } |
{z
}
u(x,y)

v(x,y)

u
= 3x2 3y 2
x
v
= 3x2 3y 2
y

(14.1)
(14.2)

As you can see equations 14.1 and 14.2 are the same.
u
= 6xy
y
plv
= 6xy
x
As you can see equations 14.3 and 14.4 are the same.

(14.3)
(14.4)

21/11/06
Example 14.2 (Hard example).
f (x + iy) = x2 + iy 2
u
x
v
x

v
= 2x, y
= 2y, (these are in general not equal so the function isnt differentiable.
u
= 0, y = 0 (these are equal and have to be equal for differentiability.)
Therefore f is only differentiable if x = y.

Definition 14.2. If a function f : D C where D C is holomorphic at z0 D if

f is differentiable for all z B(z0 , ) for some  > 0. f is holomorphic on D if it is
holomorphic z D.
Remark 14.1. The aim is to apply Vector Analysis to this problem.

43

If f (x + iy) = u + iv is holomorphic then we define:



u(x, y)
f (x, y) =
v(x, y)
For R2 R2 , then
F (x, y) =

u v

x y

and
curl F (x, y) =
F2
x

15

=
|{z}

by Cauchy Riemann

u v

=0
y x

F 22
y

Complex Integration

Theorem 15.1. Consider a parameterised curve [a, b] C

(t) = x(t) + iy(t)
0 (t) = x0 (t) + iy 0 (t)
Remark 15.1. The Divergence theorem and Greens theorem might be useful here.
Definition 15.1. For F : D C:
Z b
Z


f (t) 0 (t)dt
f=
a

Z b 





0 
Im f (t) 0 (t) dt
Re f (t) (t) dt + i
a

Example 15.1.
f (x + iy) = x2 + iy
(t) = t(1 + i) for t [0, 1]
Z
Z 1
f=
t2 + it2 (1 + i)dt

t2 + it2


+ it2 
t2 dt

2it2 dt

= 2i

t2 dt

 3 1
t
= 2i
3 0
2i
=
3
22

I dont understand this.

44

Remark
R
R 15.2. If and parameterise theR same path
R in the same direction, then if:
f = f . If the direction is reversed then f = f .

Example 15.2. Integrate f (z) = z around B(i, 2). Since eit = cos t + i sin t, we can use
(t) = 2eit + i to parameterise B(i, 2).
Z
Z


2eit + i 2ieit dt
f=

Z
0

 + 2eit +
i)2ieit dt
i
(

2eit + 4idt

2eit
=
i


2

+ 8i

= 8i
Z

f=

Z
a

f (t) 0 (t)dt

eit
e dt =
i


it

t=2
t=0

23

Theorem 15.2 (Fundamental Theorem of Calculus for Complex Integrals). Let f : D

C be holomorphic for D C, : [a, b] C then
Z




f 0 = f (b) f (a)

Proof.
Z

Z
a

f
=
z

Z
a

f
(t)
(t)dt
z
t







f (t) dt = f (b) f (a)
t

This last statement is trueby applying the real Fundamental theorem of calculus to




Re f ((t) and Im f (t)
Remark 15.3. If f 0 = 0 and f is over a connected region24 , then f is constant.
23
24

This doesnt make much sense tbh

As in metric spaces

45

16

Cauchys theorem

For : [a, b] C

(t) = x(t) + iy(t)

f (x + iy) = u(x, y) + iv(x, y)

We get that
Z

f=

Z
a

=
=

Z b
a

u x(t), y(t) + iv x(t), y(t) x0 (t) + iy 0 (t) dt
b

Z
a

(ux vy )dt + i
0

where F (x, y) =
theorem (7.1)

(uy 0 + vx0 )dt

  0 
  0 
Z b
u
y
u
x
dt

dt + i

0
x0
v
y
v
a
Z D
Z
E
D
E

=
F, T + i
F, N

u(x, y)
v(x, y)

?????

Now by using Greens theorem (9.1) and the divergence

Theorem 16.1 (Cauchy). Let a function f : D C, D C be holomorphic and D

a region with a boundary of . If is a parameterisation of then:
Z
f = 025

Proof.
Z

Z D
E Z D
E

f =
F, T +i
F, N
|{z}

| {z }
| {z }
C
R2

Z D

Z
?????

F, T |{z}
=
E

Green

F, N

R2

curl F

=
|{z}

=
|{z}

Cauchy-Riemann

Divergence

div F

=
|{z}

Cauchy-Riemann

Remark 16.1. The theorem holds for more general curves so as the curve in figure 29
and in this case
Z
Z
Z
f=
f+
f =0

However the curve has to be simple, i.e. it must be possible to contract the curve to a
point, so for example it wouldnt apply to the curve in figure 30, as * D
25

This is the main result of the Complex Analysis part if the course

46

Figure 29: A more general curve to which Cauchys theorem applies.

Figure 30: A region and domain which it doesnt apply

47

Figure 31: Complex circle of radius .

Example 16.1.

1
, (t) = Reit t [0, 2]
z
Z 2
1

it

1dt = 2i 6= 0
i
Re dt = i

it
Re

0

f (z) =
Z 2
Z
f=

27/11/06
Proposition 16.2. We have seen that:
Z
1
dz = 0 Real numbers
z
B(0,R) 1 + e
Proof.

1 + ez = 0 ez = 1

This is shown in figure 31. Now we know that |ez | = ex and arg(ez ) = y and ez = 1
which implies that x = 0, y = (2n + 1), n Z. This means that for a ball of radius less
than , i.e R [0, ) then the value of the integral is zero. This means f is holomorphic
on any complex circle with R < .

17

Cauchy Integral Formula

Let be the boundary of a connected region C with positive orientation.

R
Remark 17.1 (Idea 1). 26 We can deform without changing the integral f . As we
26

These are really ideas but I using remarks instead

48

Figure 32: Diagram showing the region bounded by a curve , and a second curve
splitting it into two pieces.

can see in figure 32 if there are a few points in the region bounded by gamma which arent
holomorphic we can split the region into two pieces without changing the integral with a
split off region, bounded by the curve . If f is holomprohic on and between and ,
then if is the part of and bounding this new region then
Z
f =0

Also

f=

27

f =0

simple loop

Remark 17.2 (Idea 2). If f is holomorphic on and inside except for a finite number
of points z1 , . . . , zn , this is shown in figure 33 and leads to what is shown in 34.
Z

f=

n Z
X
i=1

B(zi ,)

 > 0 small enough so that the balls dont overlap.

27

check original notes

49

Figure 33: Diagram showing the integral inside a curve

Figure 34: Integrals around the non homomorphic points.

50

Remark 17.3 (Idea 3). If:

f (z) =

an z n

n=0

converges on B(0, R), R > 0, then:

Z
Z
f (z)
a0
dz =
+ a1 + a2 z + dz
|
{z
}
B(0,) z
B(0,) z
Holomorphic

= a0

2i
|{z}

As in example

+ |{z}
0

Cauchy

Similarly
Z
B(0,)

f (z)
dz =
zn

a0
+
n
z
| {z }

an1
+ an + an+1 z +
|
{z
}
z
Holomorphic

zero as primitive by FTC

1k
z
= (1 k)z k (except for k = 1)
z
Z
a0
an2

+ + 2 dz |{z}
=
0
n
z
z
by the FTC
Z
f (z)
= |{z}
0 +an1 2i + |{z}
0

n
B(0,R) z
FTC

Cauchy

28/11/06
Theorem 17.1 (Cauchy Integral Formula). Let be the boundary of a connected region.
Let f be holomorphic on and inside .
Z
f (z)
= 2if (z0 ) z0 inside
z z0
Remark 17.4. Holomorphic functions are special, the values of f along completely
determine the values of f inside .
Lemma 17.2.

Z b
 Z b




x(t)
+
iy(t)dt
|x(t) + y(t)|dt


a

Proof. If:
Z
a

x(t) + iy(t)dt R

Z b

Z b








x(t) + iy(t) dt = 
x(t)+ dt

a

|{z}

by Analysis 3

51

Z
|x(t)|dt

|x(t) + iy(t)|dt

Generally
Z

x(t) + iy(t)dt = rei f orr, R, [0, 2]

r=e

Z
a

x(t) + iy(t)dt =

Z
a

ei x(t) + iy(t) dt

 Z b
Z b
Z b


 i  




i






1 x(t) + iy(t)dt
e x(t) + iy(t) dt =
e x(t) + iy(t) dt
=
a

Remark 17.5. If |f (z) M on a curve then:

 Z b
 Z  Z b 
Z b
 


0 
0
 f = 
f (t) (t) 
< M | (t)|dt = M
| 0 (t)|dt
 


Therefore this means that M is the length of .

Proof of theorem 17.1. By deforming
Z
Z
f (z)
f (z)
=
dz
B(z0 ,) z z0
z z0
Z
Z
f (z0 )
f (z) f (z0 )
=
dz +
dz
z z0
B(z0 ,) z + z0
B(z0 ,)
|
{z
} |
{z
}
(a)

(17.1)

(b)

Then part a of equation 17.1 is equal to:

Z
(a) = f (z0 )

B(0,)

1
dz = f (z0 )2i
z

Then the absolute value of part b of equation 17.1 is:



 f (z) f (z0 ) 



 2 |f 0 (z0 )| + 1 2
|(b)| max 

z z0

(17.2)

then for small epsilon the right hand side of equation 17.2 tends to zero as  0, therefore
part b of equation 17.1 tends to zero. 28
Example 17.1.
Z

0
If i is outside
sin z
2i sin i If i is inside
dz =

zi
?
If i is on the curve though we are lost.

This is shown in figure 35

29
28
29

Not convinced complete.

Check complete.

52

Figure 35: Diagram showing the three possible cases for the curve

53

Figure 36: Diagram showing the integral of split into four pieces.

18

Real Integrals

Aim to find the integral of:

Z

sin x
dx
x

(18.1)

As sinx x 1 as x 0 (by LHopital as cos1 x 1) So the function is defined everywhere.

A diagram of the curve which we will use to integrate equation 18.1 is shown in figure
36. The strategy for solving this integral is to Integrate f along by Cauchys theorem
(16.1). As we known that f is holomorphic in the region enclosed by in figure 36 then
we know that:
Z
Z
Z
Z
f+
f+
f+
f =0
(18.2)
1
3
2
4
|
{z
}
what we want

30/11/06 To solve equation 18.1 we find f over 1 and 3 .

f (z) =
Equation 18.2 oviously then leads to:
Z
Z
Z
f+
f=
2

54

eiz
z

eix
dx +
x

Z


eix
dx
x

cos x + i sin x
dx +
x

cos x + i sin x
dx
x

As since cos is an even function, and x is odd.

cos x
cos(x)
=
x
x
Z R
sin x
dx
i
0
R x
From Cauchys theorem as we showed in equation 18.2
Z
Z
Z
f+
f + int3 f +
f =0
1

So:

sin x
dx = lim
0
x

Z

f+

Z
3

Z iz
e 1
1
dz +
dz
f=
z
3
3
3 z
| {z } |
{z
}

(a)

(18.3)

(b)

Now (a) = i by question 2.2 of sheet 4.


 iz
e 1
 Length of 3
|(b)| max 
3
z 
C where C is a constant. Which tends to zero as  0.
eiz 1
eiz e0
=i
ie0 (0)
z
iz
R
This 3 f i as  0.
R
Now we claim that 1 0 as R This is because 1 (t) = Reit , t [0, ]
= R(cos t + i sin t)

Z iR(cos t+i sin t)


e

it 


i
Re 


it

Re

0
Z
Z
 iR(cos t+i sin t) 



e
dt =
eR sin t dt
(18.4)
30

So as sin t is positive over 0, and it is symmetric along 2 . Equation 18.4 then becomes:
Z
2
=2
eR sin t dt
(18.5)
0



As on 0, 2 sin t

So therefore equation 18.5 then is less than

(18.5) 2

Rt
/2

0
30

=2

Z
0

not totally sure why last point holds

55

e2Rt

2R/2
2R0



2
e
e
=
2
R

!
=

R
e 1
R

1 eR 0 as R By Cauchys Theorem as R
i
|

19

sin x
dx + |{z}
0 |{z}
i = 0
x
1
3
{z
}

2 ,4

Power Series for holomorphic functions

Theorem 19.1. Suppose f : D C and D C is holomorphic, then:

f=

ar z r

r=0

where

r=0

ar is a convergent power series on any ball B(a, R) D

Remark 19.1. If f is holomorphic implies that f is a power series so f is C

Theorem 19.2.

f (z)
dz = 2f (0)
z

This is assuming that f : D C is holomorphic, B(a, R) D (An image of this is

shown in figure 37). Together they imply that f is equal to a power series on B(a, R)
Proof. We can assume (without loss of generality) that a = 0 by shifting everything to
the origin. Then for every 0 < r < R
Z
1
f (z)
dz z0 B(0, R)
(19.1)
f (0) =
2i B(0,r) z
If z0 B(0, r) then:

z 
1
1 X  z0 n
1 1
 0
=
=
 <1
z
z z0
z 1 zz0
z n=0 z

1
1 X  z0 n
f (z0 ) =
f (z)
2i B(0,R)
z n=0 z

Z

X
1
1
=
f (z) n+1 dz z0n
2i
z
B(0,r)
n=0
Thus f equals a power series on B(0, r) for all r < R, this implies the radius of convergence
is greater than or equal to R.

56

Figure 37: A region containing a ball

Remark 19.2. Let f be holomorphic and g D. By the theorem, f (z) =

f (z) =
0

n
n=0 cn (za)

ncn (z a)n1

n=1

X
k
k f (z) =
n(n 1) (n k)cn (z a)nk
z
n=k
k
f (a) = k!ck (00 + 01 + )
z k
Thus we get:

X
n
(z a)n
f (z) =
f (a0
z n
n!
n=0

Remark 19.3 (Taylors formula).

1
f (x) = f (a) + f 0 (a)(x n) + f 00 (a)(x a)2 +
2
Corollary 19.3. If is a simple loop, f is holomorphic on and inside then:
Z
f (z)
2i n
dz
=
2ic
=
f (a)
n
n+1
n! z n
(z a)
57

(19.2)

Figure 38: As you can see the black function is C 1 , the blue function is the differential
of it.
c0
cn
f (z)
=
+

+
+ cn+1 +
| {z }
z n+1 |z n+1{z } z
=0 by Cauchy

(19.3)

=0 by FTC

For n = 0, this is the Cauchy Integral formula (CIF).

Definition 19.1. A function is called Analytic if it can be expanded into a power series everywhere, around every point. We have just seen that analytic holomorphic in
complex analysis.
Lecture 28 31 In C f is C 1 f is C f is C f can be expanded as a power
series. In R if f is C 1 it doesnt imply that f is C . e.g:
 3
x x>0
f (x) :=
x2
is C 1 as you can see in figure 38 In R if f is C this doesnt imply that f can be expanded
as a power series.
As (well it seems like usual), I have borrowed Jack Heals notes for this lecture, I was very very tired
so I missed it
31

58

Figure 39: f (x) = e x , x > 0 and f (x) = 0, x 0.

Figure 40: A diagram shown the sequence zi tending to a point z .

Example 19.1.
f (x) =

x1

x0
x>0

f is drawn in figure 39. There is no power series for this function because

nf
(0)
xn

= 032

Proposition 19.4. Let (zn ) D be a sequence, such that limn zn = z D If f and

g are holomorphic, and f (zn ) = g(zn ) for every n then f = g. This is shown in figure
40.
Proof. Let h = f g, since h is holomorphic, one has:
h(z) = a0 + a1 (z z ) + a2 (z z )2 +
Take limits as n , this implies that a0 = 0. If you then divide by z z then:
h(z)
= a1 + a2 (z z ) +
z z
32

As x 0, f (x) 0 faster than any polynomial

59

If you evaluate at z = zn and take limits as n we get a1 = 0. By induction, you

then get ak = 0 k.
Remark 19.4. If (zn ) doesnt converge the above doesnt hold. e.g. f (x) = sin x, g(x) = 0
[(zn ) = kk Z] e.g. f (x) = sin2 x + cos2 x g(x) = 1 One has sin2 x + cos2 x = 1 x C.
Theorem 19.5. Let f : C C be holomorphic, if their exists M such that |f (z)| < M
z C then f is constant.
Proof. We have:
f (z) =

an z n

n=0

with

1
an =
2i

f (z)
dz
n+1
B(0,R) z
Z



Z
 f (z) 
f (z) 
1
1 

 dz
dz
|an | =
2  B(0,R) z n+1  2 B(0,R)  z n+1 
Z
1
M

dz
2 B(0,R) Rn+1
Z

1 M
M
2 R = n
n+
1
2 R

R
This holds for every R > 0, therefore an = 0 for n 1. This means that
|an |

f (z) =

an z n = a0

n=0

(i.e. f (z) is constant.)

Theorem 19.6. Every non-constant polynomial P on C has at least one root. ( z C
s.t P (z) = 0)
1
is holomorphic in C. P = a0 + a1 +
Proof. Suppose f has no root. Then f (z) = P (z)
n
+ an z There exists an R > 0 and C > 0 s.t. |P (t)| C|z|n for |z| > R. Therefore
1
|f (z)| CR
n for |z| > R. Since P has no root, f has no C pole (i.e. 1/0 is undefined)[3],
this means that their exists M s.t |f (z)| < M for |z| < R, by the previous theorem f
must be constant, which implies that P is also constant. If P is a polynomial of degree
n and P (a) = 0, then P (z) = (z a)P (z) where P is a polynomial of degree n 1.

20

Real Sums

The aim is to find the solution of:

X
k=

60

(20.1)

Figure 41: A diagram of the box N

61

Idea: calculate

Z
N

f (z)

cos(z)
dz
sin(z)

f is holomorphic except at z1 , z2 , . . . , zM .
Z
cos(z)
dz
f (z)
sin(z)
N
=
|{z}

M Z
X
B(zN ,)

CIF k=1

This allows us to compute

PN

k=N

Remark 20.1 (Details).

N
X

(20.2)
2
i

k=N

f (k)

f (k).

eiz eiz
=0
2i
eiz eiz z Z

sin(z) =

Using:

z3 z5
+

3!
5!
As we know that sin(a + b) = sin a cos b + cos a sin b






sin(z) = sin (z k) + k = sin (z k) cos k + cos (z k) sin(k)
| {z }
sin(z) = z

=0


2 (z k)2
+ cos(k)
= (z k) 1
3!
|
{z
}


=g(z)z as zk

cos(z)
=

f (z)
sin(z)
B(k,)
Z

cos k
1
f (z)
zk
g(z) cos(pik)

cos(k)
= 2if (k)
= 2if (k)
|{z}
cos(k)
CIF

Example 20.1.
f (z) =
At i :

Z
B(i,)

f (z)

z2

1
1
=
+1
(z i)(z + i)

cos(z)
1 cos(i)
cos(i)
= 2i
=
|{z}
sin(z)
i + i sin(i)
sin(i)

At i : 2i

CIF

1 cos(i)
cos(i)
=
i i sin(i)
sin(i)

1
, cos(z)
has poles at (zk)
for z Z. The integral along the box N (as shown if figure
sin(z)
41) as N .
Z


cos(z) 
C

f (z)
dz  max | | (Length of N ) 2 4(2N + 1) 0

zN
sin(z)
N
N

62

With N

X
cos(i)
1
0 = 2
+ 2i
2
sin(i)
k +1
k=

X
k=

X
k=

k2

k2

1
cos(i)
=
+1
i sin(i)

1
cosh
=
= tanh() 3.15
+1
sinh

References
[1] Cauchy Schwarz inequality on Wikipedia
http://en.wikipedia.org/wiki/Cauchy-Schwarz_inequality
[2] Kissing Number Problem
www.lix.polytechnique.fr/~liberti/kissing-ctw.ps.gz
[3] Pole (Complex Analysis)
http://en.wikipedia.org/wiki/Pole_(complex_analysis)

63