Professional Documents
Culture Documents
1 by John B. Conway
2 Last updated on April, 15th 2016
PREFACE
Most of the exercises I solved were assigned homeworks in the graduate courses Math 713 and Math 714
”Complex Analysis I and II” at the University of Wisconsin – Milwaukee taught by Professor Dashan Fan
in Fall 2008 and Spring 2009.
The solutions manual is intended for all students taking a graduate level Complex Analysis course. Stu-
dents can check their answers to homework problems assigned from the excellent book “Functions of One
Complex Variable I”, Second Edition by John B. Conway. Furthermore students can prepare for quizzes,
tests, exams and final exams by solving additional exercises and check their results. Maybe students even
study for preliminary exams for their doctoral studies.
However, I have to warn you not to copy straight of this book and turn in your homework, because this
would violate the purpose of homeworks. Of course, that is up to you.
I strongly encourage you to send me solutions that are still missing to a.kleefeld@fz-juelich.de (LATEXpreferred
but not mandatory) in order to complete this solutions manual. Think about the contribution you will give
to other students.
If you find typing errors or mathematical mistakes pop an email to a.kleefeld@fz-juelich.de. The recent
version of this solutions manual can be found at
http://www.math.tu-cottbus.de/INSTITUT/kleefeld/Files/Solution.html.
The goal of this project is to give solutions to all of the 452 exercises.
CONTRIBUTION
Christopher T. Alvin
Martin J. Michael
David Perkins
Robert Browning
for contributions to this book.
2
Contents
4 Complex Integration 43
4.1 Riemann-Stieltjes integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43
4.2 Power series representation of analytic functions . . . . . . . . . . . . . . . . . . . . . . . 49
4.3 Zeros of an analytic function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59
4.4 The index of a closed curve . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61
4.5 Cauchy’s Theorem and Integral Formula . . . . . . . . . . . . . . . . . . . . . . . . . . . 62
4.6 The homotopic version of Cauchy’s Theorem and simple connectivity . . . . . . . . . . . 64
4.7 Counting zeros; the Open Mapping Theorem . . . . . . . . . . . . . . . . . . . . . . . . 67
4.8 Goursat’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68
5 Singularities 69
5.1 Classification of singularities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 69
5.2 Residues . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76
5.3 The Argument Principle . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 83
3
6 The Maximum Modulus Theorem 85
6.1 The Maximum Principle . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85
6.2 Schwarz’s Lemma . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 87
6.3 Convex functions and Hadamard’s Three Circles Theorem . . . . . . . . . . . . . . . . . 89
6.4 The Phragmén-Lindelöf Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91
4
Chapter 1
1
d)
3 + 5i
!
19
Re =
7i + 1 25
3 + 5i
!
8
Im = −
7i + 1 25
e)
√
−1 + i 3 3
Re
= 1
2
√
−1 + i 3 3
Im = 0
2
f)
√
−1 − i 3 6
Re
= 1
2
√
−1 − i 3 6
Im = 0
2
g)
0, n is odd
n
=
Re (i ) n ∈ {4k : k ∈ Z}
1,
n ∈ {2 + 4k : k ∈ Z}
−1,
0, n is even
Im (i ) =
n
n ∈ {1 + 4k : k ∈ Z}
1,
n ∈ {3 + 4k : k ∈ Z}
−1,
2
h)
0, n=2
√
2 , n=3
2
−
n=4
−1,
!n !
1+i
√2
= − 2 , n=5
Re √
2
n=6
0,
√
2 , n=7
2
n=8
1,
1, n=2
√
2 , n=3
2
n=4
0,
!n !
1+i
√2
= − 2 , n=5
Im √
2
n=6
−1,
√
− 22 , n=7
n=8
0,
Exercise 2. Find the absolute value and conjugate of each of the following:
3−i i
−2 + i; −3; (2 + i)(4 + 3i); √ ; ; (1 + i)6 ; i17 .
2 + 3i i + 3
3
Solution. Let z = x + iy.
⇒: If z is a real number, then z = x (y = 0). This implies z̄ = x and therefore z = z̄.
⇔: If z = z̄, then we must have x + iy = x − iy for all x, y ∈ R. This implies y = −y which is true if y = 0 and
therefore z = x. This means that z is a real number.
Exercise 4. If z and w are complex numbers, prove the following equations:
|z + w|2 = |z|2 + 2Re(zw̄) + |w|2 .
|z − w| 2
= |z|2 − 2Re(zw̄) + |w|2 .
|z + w|2 + |z − w|2 = 2 |z|2 + |w|2 .
4
1.3 The complex plane
Exercise 1. Prove (3.4) and give necessary and sufficient conditions for equality.
Solution. Let z and w be complex numbers. Then
||z| − |w|| = ||z − w + w| − |w||
≤ ||z − w| + |w| − |w||
= ||z − w||
= |z − w|
Notice that |z| and |w| is the distance from z and w, respectively, to the origin while |z − w| is the distance
between z and w. Considering the construction of the implied triangle, in order to guarantee equality, it is
necessary and sufficient that
||z| − |w|| = |z − w|
⇐⇒ (|z| − |w|)2 = |z − w|2
⇐⇒ (|z| − |w|)2 = |z|2 − 2Re(zw̄) + |w|2
⇐⇒ |z|2 − 2|z||w| + |w|2 = |z|2 − 2Re(zw̄) + |w|2
⇐⇒ |z||w| = Re(zw̄)
⇐⇒ |zw̄| = Re(zw̄)
Equivalently, this is zw̄ ≥ 0. Multiplying this by w
w, we get zw̄ · w
w = |w|2 · z
w ≥ 0 if w , 0. If
t = wz = |w|1 2 · |w|2 · wz . Then t ≥ 0 and z = tw.
Exercise 2. Show that equality occurs in (3.3) if and only if zk /zl ≥ 0 for any integers k and l, 1 ≤ k, l ≤ n,
for which zl , 0.
Solution. Not available.
Exercise 3. Let a ∈ R and c > 0 be fixed. Describe the set of points z satisfying
|z − a| − |z + a| = 2c
for every possible choice of a and c. Now let a be any complex number and, using a rotation of the plane,
describe the locus of points satisfying the above equation.
Solution. Not available.
5
Exercise 2. Calculate the following:
a) the square roots of i
b) the cube roots of i
√
c) the square roots of 3 + 3i
√
Solution. c) The square roots of q 3 + 3i.
√ √ 2 √
Let z = 3 + 3i. Then r = |z| = 3 + 32 = 12 and α = tan−1 √33 = π3 . So, the 2 distinct roots of z
√
are given by 2 r cos α+2kπ + i sin α+2kπ
n n where k = 0, 1. Specifically,
π π
√4 + 2kπ + 2kπ
!
√
z= 12 cos 3
+ i sin 3
.
2 2
Exercise 3. A primitive nth root of unity is a complex number a such that 1, a, a2 , ..., an−1 are distinct nth
roots of unity. Show that if a and b are primitive nth and mth roots of unity, respectively, then ab is a kth root
of unity for some integer k. What is the smallest value of k? What can be said if a and b are nonprimitive
roots of unity?
Solution. Not available.
Exercise 4. Use the binomial equation
n !
X n n−k k
(a + b)n = a b,
k
k=0
where !
n n!
= ,
k k!(n − k)!
and compare the real and imaginary parts of each side of de Moivre’s formula to obtain the formulas:
! !
n n
cos nθ = cosn θ − cosn−2 θ sin2 θ + cosn−4 θ sin4 θ − . . .
2 4
! !
n n
sin nθ = cosn−1 θ sin θ − cosn−3 θ sin3 θ + . . .
1 3
6
Solution. The summation of the finite geometric sequence 1, z, z2 , . . . , zn−1 can be calculated as nj=1 z j−1 =
P
n
zn −1
z−1 . We want to show that z n
is an n th
root of unity. So, using de Moivre’s formula, zn
= cis 2π
n =
n
cis n · n = cis(2π) = 1. It follows that 1 + z + z + ... + z = z−1 = z−1 = 0 as required.
2π 2 n−1 z −1 1−1
Exercise 6. Show that ϕ(t) = cis t is a group homomorphism of the additive group R onto the multiplicative
group T = {z : |z| = 1}.
Solution. We have
Re(zn ) = rn cos(nθ) ≥ 0
implies cos(nθ) ≥ 0 for all n. This implies θ = 0 as we will show next. Clearly, θ < [π/2, 3π/2]. If
π
θ ∈ (0, π/2), then there exists a k ∈ {2, 3, . . .} such that k+1 ≤ θ < πk . If we choose n = k + 1, we have
(k + 1)π
π ≤ nθ <
k
which is impossible since cos(nθ) ≥ 0. Similarly, we can derive a contradiction if we assume θ ∈ (3π/2, 2π).
Then 2π − π/k ≤ θ < 2π − π/(k + 1) for some k ∈ {2, 3, . . .}.
7
1.6 The extended plane and its spherical representation
Exercise 1. Give the details in the derivation of (6.7) and (6.8).
Solution. Not available.
Exercise 2. For each of the following points in C, give the corresponding point of S : 0, 1 + i, 3 + 2i.
Solution. We have
|z|2 − 1
!
2x 2y
Φ(z) = , , .
|z|2 + 1 |z|2 + 1 |z|2 + 1
If z1 = 0, then |z1 | = 0 and therefore
Φ(z1 ) = (0, 0, −1).
Thus, z1 = 0 corresponds√to the point (0, 0, −1) on the sphere S .
If z2 = 1 + i, then |z2 | = 2 and therefore
!
2 2 1
Φ(z2 ) = , , .
3 3 3
Thus, z2 = 1 + i corresponds to the point 23 , 32 , 13 on the sphere S .
√
If z3 = 3 + 2i, then |z3 | = 13 and therefore
!
3 2 6
Φ(z3 ) = , , .
7 7 7
Thus, z3 = 3 + 2i corresponds to the point 37 , 27 , 76 on the sphere S .
x2 − 1
!
2x
Φ(z) = 2 , 0, 2 .
x +1 x +1
Therefore the set
x2 − 1
( ! )
2x
, 0, |x ∈ R ⊂S
x2 + 1 x2 + 1
corresponds to the real axes in C. That means the unit circle x2 + z2 = 1 lying in the xz−plane corresponds
to the real axes in C.
If z is on the imaginary axes, then z = iy which implies |z|2 = y2 . Thus
2y y2 − 1
!
Φ(z) = 0, 2 , 2 .
y +1 y +1
Therefore the set
2y y2 − 1
( ! )
0, , |y ∈ R ⊂S
y2 + 1 y2 + 1
corresponds to the imaginary axes in C. That means the unit circle y2 + z2 = 1 lying in the yz−plane
corresponds to the imaginary axes in C.
8
Exercise 4. Let Λ be a circle lying in S . Then there is a unique plane P in R3 such that P ∩ S = Λ. Recall
from analytic geometry that
P = {(x1 , x2 , x3 ) : x1 β1 + x2 β2 + x3 β3 = l}
where (β1 , β2 , β3 ) is a vector orthogonal to P and l is some real number. It can be assumed that β21 +β22 +β23 =
1. Use this information to show that if Λ contains the point N then its projection on C is a straight line.
Otherwise, Λ projects onto a circle in C.
Solution. Not available.
Exercise 5. Let Z and Z 0 be points on S corresponding to z and z0 respectively. Let W be the point on S
corresponding to z + z0 . Find the coordinates of W in terms of the coordinates of Z and Z 0 .
Solution. Not available.
9
Chapter 2
10
(d) D := {z ∈ C : z is real and 0 ≤ z < 1}
1
The set cannot be open by the argument given in 2.1) and it is not closed because zn := 1 − n is a
sequence in D that converges to a point outside of D.
(e) E := {z ∈ C : z is real and 0 ≤ z ≤ 1}
This set E is not open by the observation in 2.1) and it is closed because its complement is open: If
z , E and z real, then B(z, min{|x|,|x−1|}
2 ) is contained in the complement of E, if z is imaginary then
B(z, |Imy|
2 ) is completely contained in the complement of E.
Exercise 3. If (X, d) is any metric space show that every open ball is, in fact, an open set. Also, show that
every closed ball is a closed set.
Solution. Not available.
Exercise 4. Give the details of the proof of (1.9c).
Solution. Not available.
Exercise 5. Prove Proposition 1.11.
Solution. Not available.
Exercise 6. Prove that a set G ⊂ X is open if and only if X − G is closed.
Solution. Not available.
Exercise 7. Show that (C∞ , d) where d is given (I. 6.7) and (I. 6.8) is a metric space.
0
Solution. To show (C∞ , d) with d(z, z0 ) = [(1+|z|22|z−z |
)(1+|z0 |2 )]1/2
for z, z0 ∈ C and d(z, ∞) = (1+|z|22 )1/2 , z ∈ C is a
metric space.
i) d(z, z0 ) ≥ 0. 0
Since |z−z0 | ≥ 0, we have d(z, z0 ) = [(1+|z|22|z−z |
)(1+|z0 |2 )]1/2
≥ 0 for all z, z0 ∈ C (the denominator is always positive).
Obviously, d(z, ∞) = (1+|z|22 )1/2 ≥ 0 for all z ∈ C.
ii) d(z, z0 ) = 0 iff z = z0 . 0
We have 2|z − z0 | = 0 iff z = z0 . Therefore, d(z, z0 ) = [(1+|z|22|z−z |
)(1+|z0 |2 )]1/2
= 0 iff z = z0 . d(∞, ∞) =
limz→∞ (1+|z|2 )1/2 = 0. Thus, d(∞, 0) = 0 iff z = ∞.
2
11
which follows from a simple computation
(z − x)(1 + x̄z0 ) + (x − z0 )(1 + x̄z) = z − x + x̄z0 z + x x̄z0 + x − z0 + x x̄z − x̄z0 z
= z + x x̄z − z0 − x x̄z0
= (z − z0 )(1 + x̄x).
Using (2.1) and taking norms gives
|(z − z0 )(1 + x̄x)| = |(z − z0 )(1 + |x|2 )| = |(z − z0 )|(1 + |x|2 )
= |(z − x)(1 + x̄z0 ) + (x − z0 )(1 + x̄z)|
≤ |z − x|(1 + |x|2 )1/2 (1 + |z0 |2 )1/2 + |x − z0 |(1 + |x|2 )1/2 (1 + |z|2 )1/2 (2.2)
where the last inequality follows by
|z + x̄z0 | ≤ (1 + |x|2 )1/2 (1 + |z0 |2 )1/2
⇔ (1 + x̄z0 )(1 + xz̄0 ) ≤ (1 + |x|2 )(1 + |z0 |2 )
and
|z + x̄z| ≤ (1 + |x|2 )1/2 (1 + |z|2 )1/2
⇔ (1 + x̄z)(1 + xz̄) ≤ (1 + |x|2 )(1 + |z|2 )
since
(1 + x̄z)(1 + xz̄) ≤ (1 + |x|2 )(1 + |z|2 )
⇔ x̄z + xz̄ ≤ |x|2 + |y|2
⇔ 2Re(xz̄) ≤ |x|2 + |y|2
which is true by Exercise 4 part 2 on page 3. Thus, dividing (2.2) by (1 + |x|2 )1/2 yields
|z − z0 |(1 + |x|2 )1/2 ≤ |z − x|(1 + |z0 |2 )1/2 + |x − z0 |(1 + |z|2 )1/2 .
Multiplying this by
2
(1 + |x|2 )1/2 (1 + |z0 |2 )1/2 (1 + |z|2 )1/2
gives the assertion above.
Exercise 8. Let (X, d) be a metric space and Y ⊂ X. Suppose G ⊂ X is open; show that G ∩ Y is open in
(Y, d). Conversely, show that if G1 ⊂ Y is open in (Y, d), there is an open set G ⊂ X such that G1 = G ∩ Y.
Solution. Set G1 = G ∩ Y, let G be open in (X, d) and Y ⊂ X. In order to show that G1 is open in (Y, d),
pick an arbitrary point p ∈ G1 . Then p ∈ G and since G is open, there exists an > 0 such that
BX (p; ) ⊂ G.
But then
BY (p; ) = BX (p; ) ∩ Y ⊂ G ∩ Y = G1
which proves that p is an interior point of G1 in the metric d. Thus G1 is open in Y (Proposition 1.13a).
12
Thus [
G1 = BY (p; ).
p∈G1
where G = BX (p; ) is open in (X, d). (Proposition 1.9c since each BX (p; ) is open).
S
p∈G1
2.2 Connectedness
Exercise 1. The purpose of this exercise is to show that a connected subset of R is an interval.
(a) Show that a set A ⊂ R is an interval iff for any two points a and b in A with a < b, the interval
[a, b] ⊂ A.
(b) Use part (a) to show that if a set A ⊂ R is connected then it is an interval.
Solution. Not available.
Exercise 2. Show that the sets S and T in the proof of Theorem 2.3 are open.
Solution. Not available.
Exercise 3. Which of the following subsets X of C are connected; nif X is not connected,
o what are its
components: (a) X = {z : |z| ≤ 1} ∪ {z : |z − 2| < 1}. (b) X = [0, 1) ∩ 1 + 1n : n ≥ 1 . (c) X = C − (A ∩ B)
where A = [0, ∞) and B = {z = r cis θ : r = θ, 0 ≤ θ ≤ ∞}?
Solution. a) Define X = {z : |z| ≤ 1} ∪ {z : |z − 2| < 1} := A ∪ B. It suffices to show that X is path-connected.
Obviously A is path-connected and B is path-connected. Next, we will show that X is path-connected.
Recall that a space is path-connected if for any two points x and y there exists a continuous function f from
the interval [0, 1] to X with f (0) = x and f (1) = y (this function f is called the path from x to y).
Let x ∈ A and y ∈ B and define the function f (t) : [0, 1] → X by
(1 − 3t)x + 3tRe(x), 0 ≤ t ≤ 13
f (t) = (2 − 3t)Re(x) + (3t − 1)Re(y), 31 < t ≤ 23
(3 − 3t)Re(y) + (3t − 2)y,
3 < t ≤ 1.
2
13
This function is obviously continuous, since f (1/3) = limt→ 1 − f (t) = limt→ 1 + f (t) = Re(x) ∈ X and
3 3
f (2/3) = limt→ 2 − f (t) = limt→ 2 + f (t) = Re(y) ∈ X. In addition, we have f (0) = x and f (1) = y. Therefore
3 3
X is path-connected and hence X is connected.
b) There is no way to connect {2} and { 23 }. Therefore X is not connected. The components are [0, 1), {2},
{ 32 }, { 43 }, . . ., {1 + 1n }.
c) X is not connected, since there is no way to connect (2, 1) and (1, −2). The k − th component is given by
C − {A ∩ B} where
A = [2πk − 2π, 2πk)
and
B = {z = r cis θ : r = θ, 2πk − 2π ≤ θ < 2πk}, k ∈ {1, 2, 3, . . .}.
Exercise 4. Prove the following generalization of Lemma 2.6. If {D j : j ∈ J} is a collection of connected
subsets of X and if for each j and k in J we have D j ∩ Dk , then D = {D j : j ∈ J} is connected.
S
Solution. Let D = j∈J D j and C = {D j : j ∈ J}. If D is connected, we could write D as the disjoint union
S
A ∪ B where A and B are nonempty subsets of X. Thus, for each C ∈ C either C ⊂ A or C ⊂ B.
We have C ⊂ A ∀C ∈ C or C ⊂ B ∀C ∈ C. If not, then there exist E, F ∈ C such that E ⊂ A and F ⊂ B.
But, we assume A ∪ B is disjoint and thus E ∪ F is disjoint which contradicts the assumption E ∩ F , ∅.
Therefore, all members of C are contained in either A or all B. Thus, either D = A and B = ∅ or D = B and
A = ∅. Both contradicting the fact that A, B are assumed to be nonempty. Hence,
[
D= Dj
j∈J
is connected.
Exercise 5. Show that if F ⊂ X is closed and connected then for every pair of points a, b in F and each
> 0 there are points z0 , z1 , . . . , zn in F with z0 = a, zn = b and d(zk−1 , zk ) < for 1 ≤ k ≤ n. Is the
hypothesis that F be closed needed? If F is a set which satisfies this property then F is not necessarily
connected, even if F is closed. Give an example to illustrate this.
Solution. Not available.
14
intersect A in a point different from x. In particular, for every integer n there is a point xn in B(x; 1n ) ∩ A.
Thus d(x, xn ) < n1 which implies xn → x (see Proof of Proposition 3.2). Then x ∈ A0 , so x ∈ A ∪ A0 .
“⊇”: To show A ∪ A0 ⊆ A− . Let x ∈ A ∪ A0 . If x ∈ A, then x ∈ A− (A ⊂ A− ). Now, assume x ∈ A0 but not
in A. Then there exists {xn } ⊂ A with limn→∞ xn = x. It follows, ∀ > 0 B(x; ) ∩ A , ∅ since {xn } ⊂ A. By
Proposition 1.13f we get x ∈ A− .
Exercise 2. Furnish the details of the proof of Proposition 3.8.
Solution. Not available.
Exercise 3. Show that diam A = diam A− .
Solution. Not available.
Exercise 4. Let zn , z be points in C and let d be the metric on C∞ . Show that |zn − z| → 0 if and only if
d(zn , z) → 0. Also show that if |zn | → ∞ then {zn } is Cauchy in C∞ . (Must {zn } converge in C∞ ?)
Solution. First assume that |zn − z| → 0, then
2
d(zn , z) = p |zn − z| → 0
(1 + |zn |2 )(1 + |z|2 )
since the denominator (1 + |zn |2 )(1 + |z|2 ) ≥ 1 is bounded below away from 0. To see the converse, let
p
d(zn , z) → 0 or equivalently d2 (zn , z) → 0. We need to show that if zn → z in the d-norm, then |zn | 9 ∞
because otherwise the denominator grows without bounds. In fact we will show that if |zn | → ∞, then
d(zn , z) 9 0 for any z ∈ C. Then
4 |zn |2 − zn z̄ − z̄n z + |z|2
d2 (zn , z) =
1 + |zn |2 1 + |z|2
4 |zn |2 − 2Re(zn z̄) + |z|2
=
1 + |z|2 |zn |2 + 1 + |z|2
2
4 1 − 2Re(z n z̄)
|zn |2
+ |z|z|n |2
= 2
if |zn | , 0
1 + |z|2 + 1+|z| |zn |2
d(zn , z) → 0 and therefore the numerator 2|zn − z| → 0. Hence convergence in d-normpimplies convergence
in |·|-norm for numbers zn , z ∈ C. Next assume that |zn | → ∞. Then clearly also 1 + |zn |2 → ∞ and
therefore d(zn , ∞) = √ 2 2 → 0. The last thing to show is that if zn → ∞ in (C∞ , d), also |zn | → ∞. But
p1+|zn |
d(zn , ∞) → 0 implies 1 + |zn |2 → ∞ which is equivalent to |zn | → ∞.
Exercise 5. Show that every convergent sequence in (X, d) is a Cauchy sequence.
Solution. Let {xn } be a convergent sequence with limit x. That is, given > 0 ∃N such that d(xn , x) < 2 if
n > N and d(x, xm ) < 2 if m > N. Thus
d(xn , xm ) ≤ d(xn , x) + d(x, xm ) < + = , ∀n, m ≥ N
2 2
and therefore {xn } is a Cauchy sequence.
15
Exercise 6. Give three examples of non complete metric spaces.
qR
1
Solution. Example 1: Let X = C[−1, 1] and the metric d( f, g) = −1
[ f (x) − g(x)]2 dx, f, g ∈ X. Consider
the Cauchy sequence
0, −1 ≤ x ≤ 0
fn (x) = nx, 0 < x ≤ 1n .
n < x ≤1
1,
1
It is obvious that the limit function f is discontinuous. Hence, the metric space (X, d) is not complete.
Example 2: Let X = (0, 1] with metric d(x, y) = |x − y|, x, y ∈ X. The sequence { 1n } is Cauchy, but converges
to 0, which is not in the space. Thus, the metric space is not complete.
Example 3: Let X = Q, the rationals, with metric d(x, y) = |x − y|, x, √
y ∈ X. The sequence defined by x1 = 1,
xn+1 = x2n + x1n is a Cauchy sequence of rational numbers. The limit 2 is not a rational number. Therefore,
the metric space is not complete.
Exercise 7. Put a metric d on R such that |xn − x| → 0 if and only if d(xn , x) → 0, but that {xn } is a Cauchy
sequence in (R, d) when |xn | → ∞. (Hint: Take inspiration from C∞ .)
Solution. Not available.
Exercise 8. Suppose {xn } is a Cauchy sequence and {xnk } is a subsequence that is convergent. Show that
{xn } must be convergent.
Solution. Since {xnk } is convergent, there is a x such that xnk → x as k → ∞. We have to show that xn → x
as n → x. Let > 0. Then we have ∃N ∈ N such that d(xn , xm ) < 2 ∀n, m ≥ N since {xn } is Cauchy and
∃M ∈ N such that d(xnk , x) < 2 ∀nk ≥ M since xnk → x as k → ∞. Now, fix nk0 > M + N, then
d(xn , x) ≤ d(xn , xnk0 ) + d(xnk0 , x) < + = , ∀n ≥ N.
2 2
Thus, xn → x as n → ∞ and therefore {xn } is convergent.
2.4 Compactness
Exercise 1. Finish the proof of Proposition 4.4.
Solution. Not available.
Exercise 2. Let p = (p1 , . . . , pn ) and q = (q1 , . . . , qn ) be points in Rn with pk < qk for each k. Let
R = [p1 , q1 ] × . . . × [pn , qn ] and show that
n 21
X
diam R = d(p, q) = (qk − pk ) .
2
k=1
Solution. By definition
diam(R) = sup d(x, y).
x∈R,y∈R
16
Let x = (x1 , . . . , xn ) ∈ R and y = (y1 , . . . , yn ) ∈ R. Then clearly, pi ≤ xi ≤ qi and pi ≤ yi ≤ qi for all
i = 1, . . . , n. We also have
Note that we get equality if for example xi = pi and yi = qi for all i = 1, . . . , n. Thus the maximum distance
is obtained, so v
t n
X
diam(R) = sup d(x, y) = (qi − pi )2 = d(p, q).
x∈R,y∈R i=1
Exercise 3. Let F = [a1 , b1 ] × . . . × [an , bn ] ⊂ R and let > 0; use Exercise 2 to show that there are
n
rectangles R1 , . . . , Rm such that F = mk=1 Rk and diam Rk < for each k. If xk ∈ Rk then it follows that
S
Rk ⊂ B(xk ; ).
Solution. Not available.
Exercise 4. Show that the union of a finite number of compact sets is compact.
Solution. Let K = ni=1 Ki be a finite union of compact sets. Let {Gλ }λ∈Γ be an open cover of K, that is
S
[
K⊂ Gλ .
λ∈Γ
17
Solution. Let (X, d) be a given metric space and let S ⊂ X be totally bounded. Let > 0. Since S is totally
bounded, we have by Theorem 4.9 d) p. 22 that there exist a finite number of points x1 , . . . , xn ∈ S such that
n
[
S ⊆ B(xk ; /2).
k=1
2.5 Continuity
Exercise 1. Prove Proposition 5.2.
Solution. Not available.
Exercise 2. Show that if f and g are uniformly continuous (Lipschitz) functions from X into C then so is
f + g.
Solution. The distance in C is ρ(x, y) = |x − y|. The distance in X is d(x, y). Let f : X → C be Lipschitz,
that is, there is a constant M > 0 such that
We have
ρ( f (x) + g(x), f (y) + g(y)) = | f (x) + g(x) − f (y) − g(y)| = | f (x) − f (y) + g(x) − g(y)|
≤ | f (x) − f (y)| + |g(x) − g(y)|
≤ Md(x, y) + Nd(x, y) = (M + N)d(x, y), ∀x, y ∈ X.
∀1 > 0 ∃δ1 > 0 such that ρ( f (x), f (y)) = | f (x) − f (y)| < 1 whenever d(x, y) < δ1
and
∀2 > 0 ∃δ2 > 0 such that ρ( f (x), f (y)) = | f (x) − f (y)| < 2 whenever d(x, y) < δ2 .
We have
ρ( f (x) + g(x), f (y) + g(y)) = | f (x) + g(x) − f (y) − g(y)| = | f (x) − f (y) + g(x) − g(y)|
≤ | f (x) − f (y)| + |g(x) − g(y)|
≤ 1 + 2 ,
18
whenever d(x, y) < δ1 and d(x, y) < δ2 , that is, whenever d(x, y) < min(δ1 , δ2 ). So, choosing = 1 + 2 and
δ = min(δ1 , δ2 ), we have shown that
∀ > 0 ∃δ > 0 such that ρ( f (x), f (y)) = | f (x) − f (y)| < whenever d(x, y) < δ.
| f (x)g(x)| ≤ M ∀x ∈ X.
Let f be Lipschitz, that is, there exists a constant N1 > 0 such that
and let g be Lipschitz, that is, there exists a constant N2 > 0 such that
Now,
so f g is Lipschitz and bounded. It follows immediately that f g is uniformly continuous (see page 25 after
Definition 5.6). For the sake of completeness, we give the proof.
19
It remains to verify that f g is uniformly continuous, since we have already shown that f g is bounded. We
have
whenever d(x, y) < min(δ1 , δ2 ). So choosing = M1 2 + M2 1 and δ = min(δ1 , δ2 ), we have ∀ > 0 ∃δ > 0
such that
| f (x)g(x) − f (y)g(y)| <
whenever d(x, y) < δ. Thus, f g is uniformly continuous and bounded.
Exercise 4. Is the composition of two uniformly continuous (Lipschitz) functions again uniformly continu-
ous (Lipschitz)?
Solution. Not available.
Exercise 5. Suppose f : X → Ω is uniformly continuous; show that if {xn } is a Cauchy sequence in X then
{ f (xn )} is a Cauchy sequence in Ω. Is this still true if we only assume that f is continuous? (Prove or give
a counterexample.)
Solution. Assume f : X → Ω is uniformly continuous, that is, for every > 0 there exists δ > 0 such that
ρ( f (x), f (y)) < if d(x, y) < δ. If {xn } is a Cauchy sequence in X, we have, for every 1 > 0 there exists
N ∈ N such that d(xn , xm ) < 1 for all n, m ≥ N. But then, by the uniform continuity, we have that
20
Solution. Not available.
Exercise 8. Use Lebesgue’s Covering Lemma (4.8) to give another proof of Theorem 5.15.
Solution. Suppose f : X → Ω is continuous and X is compact. To show f is uniformly continuous. Let
> 0. Since f is continuous, we have for all x ∈ X there is a δ x > 0 such that ρ( f (x), f (y)) < /2 whenever
d(x, y) < δ x . In addition, [
X= B(x; δ x )
x∈X
is an open cover of X. Since X is by assumption compact (it is also sequentially compact as stated in
Theorem 4.9 p. 22), we can use Lebesgue’s Covering Lemma 4.8 p. 21 to obtain a δ > 0 such that x ∈ X
implies that B(x, δ) ⊂ B(z; δz ) for some z ∈ X. More precisely, x, y ∈ B(z; δz ) and therefore
ρ( f (x), f (z)) ≤ ρ( f (x), f (z)) + ρ( f (z), f (y)) < + =
2 2
and hence f is uniformly continuous on X.
Exercise 9. Prove the following converse to Exercise 2.5. Suppose (X, d) is a compact metric space having
the property that for every > 0 and for any points a, b in X, there are points z0 , z1 , . . . , zn in X with z0 = a,
zn = b, and d(zk−l , zk ) < for 1 ≤ k ≤ n. Then (X, d) is connected. (Hint: Use Theorem 5.17.)
Solution. Not available.
Exercise 10. Let f and g be continuous functions from (X, d) to (Ω, p) and let D be a dense subset of X.
Prove that if f (x) = g(x) for x in D then f = g. Use this to show that the function g obtained in Exercise 6
is unique.
Solution. Not available.
21
Chapter 3
Exercise 3. Prove that lim sup(an +bn ) ≤ lim sup an +lim sup bn and lim inf(an +bn ) ≥ lim inf an +lim inf bn
for bounded sequences of real numbers {an } and {bn }.
Solution. Let r > lim supn→∞ an (we know there are only finitely many by definition) and let s > lim supn→∞
(same here, there are only finitely many by definition). Then r + s > an + bn for all but finitely many n’s.
This however, implies that
r + s ≥ lim sup(an + bn ).
n→∞
Since this holds for any r > lim supn→∞ an and s > lim supn→∞ bn , we have
Let r < lim inf n→∞ an (we know there are only finitely many by definition) and let s < lim inf n→∞ (same
here, there are only finitely many by definition). Then r + s < an + bn for all but finitely many n’s. This
however, implies that
r + s ≤ lim inf (an + bn ).
n→∞
Since this holds for any r < lim inf n→∞ an and s < lim inf n→∞ bn , we have
Exercise 4. Show that lim inf an ≤ lim sup an for any sequence in R.
22
Solution. Let m = lim inf n→∞ an and bn = inf{an , an+1 , . . .}. Let M = lim supn→∞ an . Take any s > M.
Then, by definition of the lim supn→∞ an = M, we obtain that an < s for infinitely many n’s which implies
that bn < s for all n and hence lim supn→∞ bn = m < s. This holds for all s > M. But the infimum of all
these s’s is M. Therefore m ≤ M which is
lim inf an ≤ lim sup an .
n→∞ n→∞
Exercise 5. If {an } is a convergent sequence in R and a = lim an , show that a = lim inf an = lim sup an .
Solution. Suppose that {an } is a convergent sequence in R with limit a = limn→∞ an . Then by definition, we
have: ∀ > 0 ∃N > 0 such that ∀n ≥ N, we have |an − a| ≤ , that is a − ≤ an ≤ a + . This means that all
but finitely many an ’s are ≤ a + and ≥ a − . This shows that
a − ≤ lim inf an ≤ a +
|n→∞
{z }
=:m
and
a − ≤ lim sup an ≤ a + .
|n→∞
{z }
=:M
By the previous Exercise 4, we also have
a − ≤ m ≤ M ≤ a + .
Hence,
0 ≤ M − m ≤ 2.
Since > 0 is arbitrary, we obtain m = M and further
a − ≤ lim inf an ≤ lim sup an ≤ a + ,
n→∞ n→∞
we obtain
lim inf an = lim sup an = a.
n→∞ n→∞
P∞
Exercise 6. Find the radius of convergence for each of the following power series: (a) n=0 an zn , a ∈ C;
n2 n
(b) ∞
P P∞ n n P∞ n!
n=0 a z , a ∈ C; (c) n=0 k z , k an integer , 0; (d) n=0 z .
lim sup |bk |1/k = lim sup |ak |1/k = lim sup |a| = |a|.
k→∞ k→∞ k→∞
Therefore, R = 1/|a|, so
|a| , a , 0
1
R= .
∞, a = 0
2
b) In this case, bn = an where a ∈ C.
n2 2
an
R = lim
bn
= lim
a
= lim = lim 1
n→∞ bn+1
n→∞ n2 +2n+1 n→∞ 2n+1
n→∞ a(n+1)2 a a
0, |a| > 1
1
= lim 2n+1 = 1, |a| = 1 .
n→∞ |a|
∞, |a| < 1
23
c) Now, bn = kn , k is an integer , 0. We have
R = lim sup |bn |1/n = lim sup |kn |1/n = lim sup |k| = |k|.
n→∞ n→∞ n→∞
So
1 1k , k > 0, k integer
R= = .
|k| − 1k , k < 0, k integer
zn! =
P∞ P∞
d) We can write n=0 k=0 ak zk where
0, k = 0
2, k = 1
ak =
1, k = n!, n ∈ N, n > 1
0, otherwise
Thus,
lim sup |ak |1/k = lim sup |1|1/k! = 1.
k→∞ k→∞
Therefore 1/R = 1 which implies R = 1.
Exercise 7. Show that the radius of convergence of the power series
∞
X (−1)n
zn(n+1)
n=1
n
is 1, and discuss convergence for z = 1, −1, and i. (Hint: The nth coefficient of this series is not (−1)n /n.)
Solution. Rewrite the power series in standard form, then
∞ ∞
n
X (−1)n n(n+1) X k (−1)
if ∃ n ∈ N s.t. k = n(n + 1)
= ak z with ak = .
n
z
n=1
n n=1
0
else
To find the radius of convergence we use the root criterion and therefore need the estimates
√ √
1 ≤ n(n+1) n ≤ n n for n ∈ N.
1
The first inequality is immediate from the fact that n ≥ 1 and hence n n(n+1) ≥ 1. For the second inequality
note that
n ≤ nn+1
1 1
⇔ n n(n+1) ≤ n n
√ √
⇔ n(n+1)
n ≤ nn .
Using this one obtains
r
n(n+1) (−1)n 1
| |= √ ≤1
n n(n+1)
n
and
r
n(n+1) (−1)n 1 1
| |= √ ≥ √n .
n n(n+1)
n n
24
√n √
Vague memories of calculus classes tell me that n → 1, thus 1
R = lim sup an = 1, i.e. R = 1.
n(n+1)
P (−1)n
If z = 1 the series reduces to ∞ n=1 n which converges with the Leibniz Criterion.
If z = −1 we note that the exponents n(n + 1) are always even integers and therefore the series is the
same as in the previous case of z = 1.
Now let z = i. The expression in(n+1) will always be real, so if the series converges at z = i, it converges
to a real number. We also note that formally
∞ ∞
X (−1)n n(n+1) X n1
ifn mod 4 ∈ {0, 1}
= .
i cn with 1
n=1
n n=1
− n if n mod 4 ∈ {2, 3}
Pk
Define the partial sums S k := n=0 ck . We claim that the following chain of inequalities holds
a) b) c) d)
0 ≤ S 4k+3 < S 4k < S 4k+4 < S 4k+2 < S 4k+1 ≤ 1.
16k2 + 8k − 1
S 4k+3 − S 4k = c4k+1 + c4k+2 + c4k+3 = − < 0, hence a)
(4k + 1)(4k + 2)(4k + 3)
1 1
S 4k+4 − S 4k = c4k+3 + c4k+4 = − + < 0, hence c)
4k + 3 4k + 4
S 4k+2 − S 4k+1 = c4k+2 < 0, hence d).
Relation b) is obvious and so are the upper bound c1 = 1 and the non-negativity constraint. We remark that
{S 4k+l }k≥1 , l ∈ {0, 1, 2, 3} describe bounded and monotone subsequences that converge to some point. Now
that |cn | & 0 the difference between S 4k+l and S 4k+m , l, m ∈ 0, 1, 2, 3 tends to zero, i.e. all subsequences
converge to the same limit. Therefore the power series converges also in the case of z = i.
f (z + h) − f (z) |z + h|2 − |z|2 (z + h)(z̄ + h̄) − zz̄ zz̄ + hz̄ + zh̄ + hh̄ − zz̄
= = =
h h h h
h̄
= z̄ + h̄ + z =: D.
h
If the limit of D exists, it may be found by letting the point h = (x, y) approach the origin (0,0) in the complex
plane C in any manner.
1.) Take the path along the real axes, that is y = 0. Then h̄ = h and thus
h
D = z̄ + h + z = z̄ + h + z
h
25
and therefore, if the limit of D exists, its value has to be z̄ + z.
2.) Take the path along the imaginary axes, that is x = 0. Then h̄ = −h and thus
h
D = z̄ − h − z = z̄ − h − z
h
and therefore, if the limit of D exists, its value has to be z̄ − z.
Because of the uniqueness of the limit of D, we must have
z̄ + z = z̄ − z ⇐⇒ z = −z ⇐⇒ z = 0,
if the limit of D exists. It remains to show that the limit of D exists at z = 0. Since z = 0, we have that D = h̄
and thus the limit of D is 0.
In summary, the function f (z) = |z|2 = x2 + y2 has a derivative only at the origin with value 0.
Exercise 2. Prove that if bn , an are real and positive and 0 < b = lim bn < ∞, a = lim sup an then
ab = lim sup(an bn ). Docs this remain true if the requirement of positivity is dropped?
Solution. Let a = lim sup an < ∞. Then there exists a monotonic subsequence {ank } of {an } that converges
n→∞
to a. Since lim bnk = b, lim ank bnk = ab. Hence, {ank bnk } is a subsequence of an bn that converges to ab. So
k→∞ n→∞
ab ≤ lim sup an bn . Hence, lim sup an bn ≥ b lim sup an .
n→∞ n→∞ n→∞
Now, let a = lim sup an = ∞. Then there exists a subsequence {ank } of {an } such that lim ank = a > 0.
n→∞ k→∞
And, since lim bn > 0, lim ank bnk = ∞. Hence lim sup an bn = ∞. In this second case, lim sup an bn ≥
n→∞ k→∞ n→∞ n→∞
b lim sup an .
n→∞
In both cases, we have established that ab ≤ lim sup an bn . Now, since for all n ∈ N, an > 0 and bn > 0,
n→∞
1 1
consider lim = . Applying the inequality we have established replacing bn with 1
bn and an replaced
n→∞ bn b
with an bn :
1 1
lim sup an = lim sup (an bn ) ≥ lim sup an bn .
n→∞ n→∞ bn b n→∞
Rearranging,
lim sup an bn ≤ b lim sup an .
n→∞ n→∞
26
Solution. Let n ∈ N. Also let a = n1/n . Then
a = n1/n
⇐⇒ log a = log n1/n
log n
⇐⇒ log a =
n
log n
⇐⇒ lim log a = lim
n→∞ n→∞ n
log(x) log n
Now, let f (x) = . Then lim f (x) = 0 by L’Hopital’s Rule. Thus, lim = lim f (n) = 0 also. So
x n→∞ n→∞ n n→∞
lim a = lim n = 1.
1/n
n→∞ n→∞
Exercise 4. Show that (cos z)0 = − sin z and (sin z)0 = cos z.
Solution. We have by definition
1 iz !0 i 1 iz
(cos z)0 = e + e−iz = eiz − e−iz = − e − e−iz = − sin z
2 2 2i
and similarly
1 iz !0 i iz 1
(sin z) =
0
e −e−iz
= e + e−iz = eiz + e−iz = cos z.
2i 2i 2
Exercise 5. Derive formulas (2.14).
Solution. Not available.
Exercise 6. Describe the following sets: {z : ez = i}, {z : ez = −1}, {z : ez = −i}, {z : cos z = 0},
{z : sin z = 0}.
Solution. Using the definition we obtain
( ! )
1
{z : ez = i} = + 2k πi , {z : ez = −1} = {(1 + 2k) πi} ,
2
( ! ) ( ! )
1 1
{z : ez = −i} = − + 2k πi , {z : cos z = 0} = +k π ,
2 2
and
{z : sin z = 0} = {kπ}
where k ∈ Z.
Exercise 7. Prove formulas for cos(z + w) and sin(z + w).
Solution. We have
eiz + e−iz
cos(z) =
2
eiz − e−iz
sin(z) = .
2i
27
1. Claim: cos(z) cos(w) − sin(z) sin(w) = cos(z + w).
Proof:
(2k + 1)π
( )
G≡ k ∈ Z .
2
Then tan z is defined and analytic on C−G. If z ∈ G, then cos z = 0 so tan z is undefined on the non-extended
complex plane.
Exercise 9. Suppose that zn , z ∈ G = C − {z : z ≤ 0} and zn = rn eiθn , z = reiθ where −π < θ, θn < π. Prove
that if zn → z then θn → θ and rn → r.
Solution. Not available.
Exercise 10. Prove the following generalization of Proposition 2.20. Let G and Ω be open in C and suppose
f and h are functions defined on G, g : Ω → C and suppose that f (G) ⊂ Ω. Suppose that g and h are
analytic, g0 (ω) , 0 for any ω, that f is continuous, h is one-one, and that they satisfy h(z) = g( f (z)) for z in
G. Show that f is analytic. Give a formula for f 0 (z).
Solution. Not available.
Exercise 11. Suppose that f : G → C is a branch of the logarithm and that n is an integer. Prove that
zn = exp(n f (z)) for all z in G.
28
Solution. Let f (z) be a branch of the logarithm so that e f (z) = z. Let n ∈ Z and consider en f (z) . In the
following cases we shall apply several of the properties of the complex exponential function developed in
the discussion on page 38 in the text.
CASE 1: Assume n > 0. Then we note that
f (z) = ζ k · eLog(z)/n ,
where k = 0, . . . , n − 1 and therefore they are all constant multiples of each other.
Exercise 14. Suppose f : G → C is analytic and that G is connected. Show that if f (z) is real for all z in
G then f is constant.
Solution. First of all, we can write f : G → C as
29
where u, v are real-valued functions. Since f : G → C is analytic, that is f is continuously differentiable
(Definition 2.3), we have that u and v have continuous partial derivatives. By Theorem 2.29, this implies
that u, v satisfy the Cauchy-Riemann equations. That is,
∂u ∂v ∂u ∂v
= and =− . (3.1)
∂x ∂y ∂y ∂x
Since f (z) is real ∀z ∈ G, this implies
v(z) ≡ 0
and therefore f (z) = u(z). So, since v(z) = 0, we have
∂v ∂v
= =0
∂x ∂y
and by (3.1) we obtain
∂u ∂u
= =0
∂x ∂y
and thus u0 (z) = 0 (see reasoning of equation 2.22 and 2.23 on page 41). Hence f 0 (z) = 0. Since G is
connected and f : G → C is differentiable with f 0 (z) = 0 ∀z ∈ G, we have that f is constant.
n o
Exercise 15. For r > 0 1et A = ω : ω = exp 1z where 0 < |z| < r ; determine the set A.
Solution. Define the set S = {z : 0 < |z| < r} where r > 0. The image of this set under 1/z is clearly
( )
1
T = z : < |z| .
r
Exercise 18. Let f : G → C and g : G → C be branches of za and zb respectively. Show that f g is a branch
of za+b and f /g is a branch of za−b . Suppose that f (G) ⊂ G and g(G) ⊂ G and prove that both f ◦ g and
g ◦ f are branches of zab .
Solution. Not available.
Exercise 19. Let G be a region and define G∗ = {z : z̄ ∈ G}. If f : G → C is analytic prove that
f ∗ : G∗ → C, defined by f ∗ (z) = f ( x̄), is also analytic.
30
Solution. Let z = x + iy and let f (z) = u(x, y) + iv(x, y). By assumption f is analytic and therefore
u and v have continuous partial derivatives. In addition the Cauchy-Riemann Equations u x = vy and
uy = −v x are satisfied. Since f ∗ (z) = f ( x̄), we have f ∗ (z) = u∗ (x, y) + iv∗ (x, y) where u∗ (x, y) = u(x, −y)
and v∗ (x, y) = −v(x, −y). Hence, we have u∗x (x, y) = u x (x, −y) = vy (x, −y), u∗y (x, y) = −uy (x, −y) = v x (x, −y),
v∗x (x, y) = −v x (x, −y) and v∗y (x, y) = vy (x, −y) and therefore u∗x = v∗y and u∗y = −v∗x so f ∗ is analytic.
Exercise 20. Let z1 , z2 , . . . , zn be complex numbers such that Re zk > 0 and Re(zl . . . zk ) > 0 for 1 ≤ k ≤ n.
Show that log(z1 . . . zn ) = log z1 + . . . + log zn , where log z is the principal branch of the logarithm. If the
restrictions on the zk are removed, does the formula remain valid?
Solution. Let z1 , . . . , zn ∈ C such that Re(z j ) > 0 and Re(z1 · · · z j ) > 0 for 1 ≤ j ≤ n. The proof will be
by induction. Consider first the case where n = 2. Let z1 , z2 ∈ C as above. Then − π2 < arg z1 < π2 , − π2 <
arg z2 < π2 and − π2 < arg(z1 z2 ) < π2 . But note arg(z1 z2 ) = arg z1 + arg z2 implies that −π < arg z1 + arg z2 < π.
Now, recall
log(z1 z2 ) = ln |z1 z2 | + i arg(z1 z2 )
= ln |z1 | + ln |z2 | + i arg(z1 ) + i arg(z2 )
= log(z1 ) + log(z2 )
Assume this formula is true for n = k − 1. Let z1 , . . . , zk ∈ C as above. Then
log(z1 . . . zk ) = log((z1 · · · zk−1 )zk )
= log(z1 · · · zk−1 ) + log zk by the case when n = 2
= log z1 + log z2 + . . . + log zk−1 + log zk by the case when n = k − 1
Hence, this is true for all n such that zi , 1 ≤ i ≤ n, satisfy the restrictions.
If the restriction on the zk are removed, does the formula remain valid? Consider the complex numbers
z1 = −1 + 2i, z2 = −2 + i. Then z1 z2 = 0 − 5i. Clearly, z1 , z2 , and z1 z2 do not meet the restrictions as stated
above. Now,
log(z1 ) = ln |z1 | + i arg z1
log(z2 ) = ln |z2 | + i arg z2
√ √
Thus log z1 + log z2 = ln 5 + ln 5 + i( 3π 2 ) = ln 5 + i( 2 ), but note that 2 < (−π, π) and log(z1 z2 ) =
3π 3π
π
ln 5 + i(− 2 ). Thus log z1 + log z2 , log(z1 z2 ) where log z is the principal branch of the logarithm. Hence,
the formula is invalid.
Exercise 21. Prove that there is no branch of the logarithm defined on G = C − {0}. (Hint: Suppose such a
branch exists and compare this with the principal branch.)
Solution. Define the subset Ĝ of G by Ĝ = C − {z ∈ R : z ≤ 0}. We use the notation Log for the principal
part of the log on Ĝ, that is
Log(z) = log |z| + i arg(z)
where arg(z) ∈ (−π, π). We will prove the statement above by contradiction.
Assume f (z) is a branch of the logarithm defined on G. Then restricting f to Ĝ gives us a branch of the log
on Ĝ. Therefore its only difference to the principal branch is 2πik for some k ∈ Z. This yields
f (z) = log |z| + i arg(z) + 2πik
where z ∈ Ĝ. Since f is analytic in G, it is continuous at −1. But we can check that this is not the case, thus
we have derived a contradiction
31
3.3 Analytic functions as mappings. Möbius transformations
Exercise 1. 1. Find the image of {z : Re z < 0, |Im z| < π} under the exponential function.
Solution. We have
{z : Re z < 0, |Im z| < π} = {z = x + iy : x < 0, −π < y < π}.
The image of {z = x + iy : x < 0, −π < y < π} under the exponential function is given by
{e x+iy : x < 0, −π < y < π} = {e x eiy : x < 0, −π < y < π}
= {e x (cos(y) + i sin(y)) : x < 0, −π < y < π}
= {r(cos(y) + i sin(y)) : 0 < r < 1, −π < y < π}.
If 0 < r < 1 is fixed, then r(cos(y) + i sin(y)) describes a circle with radius r without the point (−r, 0)
centered at (0, 0).
Since r varies between 0 and 1, we get that the image is a solid circle with radius 1, where the boundary
does not belong to it, the negative x-axis does not belong to it and the origin does not belong to is.
Exercise 2. Do exercise 1 for the set {z : |Im z| < π/2}.
Solution. We have
π π
{z : |Im z| < π/2} = {z = x + iy : x ∈ R, − < y < }.
2 2
The image of {z = x + iy : x ∈ R, − π2 < y < π2 } under the exponential function is given by
π π π π
{e x+iy : x ∈ R, − <y< } = {e x (cos(y) + i sin(y)) : x ∈ R, −
<y< }
2 2 2 2
π π
= {r(cos(y) + i sin(y)) : r > 0, − < y < }.
2 2
If r > 0 is fixed, then r(cos(y) + i sin(y)) describes a half circle with radius r centered at (0, 0) lying in the
right half plane not touching the imaginary axis.
Since r varies between 0 and infinity, we get that the image is the right half plane without the imaginary
axis.
Exercise 3. Discuss the mapping properties of cos z and sin z.
Solution. Not available.
Exercise 4. Discuss the mapping properties of zn and z1/n for n ≥ 2. (Hint: use polar coordinates.)
Solution. Not available.
Exercise 5. Find the fixed points of a dilation, a translation and the inversion on C∞ .
Solution. In general, we have
az + b
S (z) = .
cz + d
To get a dilation S (z) = az, we have that b = 0, c = 0, d = 1 and a > 0. To find a fixed point, we have to find
all z such that S (z) = z. In this case az = z. Obviously z = 0 is a fixed point. Also z = ∞ is a fixed point,
since a· ∞ = ∞(a > 0) or S (∞) = ac = a0 = ∞.
To get a translation S (z) = z + b, we have that a = 1, c = 0, d = 1 and b ∈ R. To find a fixed point, we have
to find all z such that S (z) = z. In this case z + b = z, which is true if z = ∞. To see that S (∞) = ac = 10 = ∞.
To get a inversion S (z) = 1z , we have that a = 0, b = 1, c = 1 and d = 0. To find a fixed point, we have to
find all z such that S (z) = z. In this case 1z = z which is equivalent to z2 = 1 and thus z = 1 and z = −1 are
fixed points.
32
Exercise 6. Evaluate the following cross ratios: (a) (7 + i, 1, 0, ∞) (b) (2, 1 − i, 1, 1 + i) (c) (0, 1, i, −1) (d)
(i − 1, ∞, 1 + i, 0).
Solution. We have
z − z3 z2 − z3
S (z) = / , if z2 , z3 , z4 ∈ C (3.2)
z − z4 z2 − z4
z − z3
S (z) = , if z2 = ∞ (3.3)
z − z4
z − z3
S (z) = , if z4 = ∞. (3.4)
z2 − z3
a) By (3.4) we get
7+i−0
(7 + i, 1, 0, ∞) = = 7 + i.
1−0
b) By (3.2) we get
2−1 1−i−1 1 −i 2 1+i 1+i
(2, 1 − i, 1, 1 + i) = / = / = =2 =2 = 1 + i.
2 − 1 − i 1 − i − 1 − i 1 − i −2i 1 − i (1 − i)(i + 1) 2
c) By (3.2) we get
0−i 1−i 1−i 2 1+i 2
(0, 1, i, −1) = / = −i/ = −i = −i (1 + i) = −i − i2 = 1 − i.
0+1 1+1 2 1−i1+i 2
d) By (3.3) we get
i−1−1−i −2 i + 1 −2
(i − 1, ∞, 1 + i, 0) = = = (i + 1) = 1 + i.
i−1−0 i − 1 i + 1 −2
Exercise 7. If T z = az+b
cz+d , find z2 , z3 , z4 (in terms of a, b, c, d) such that T z = (z, z2 , z3 , z4 ).
Exercise 8. If T z = az+b
cz+d show that T (R∞ ) = R∞ iff we can choose a, b, c, d to be real numbers.
az + b
Solution. Let T z = . Assume T (R∞ ) = R∞ . Then let z0 ∈ R∞ such that T z0 = 0. Observe that this
cz + d
b b
implies az0 = −b, so − ∈ R∞ and r1 ≡ ∈ R∞ as well. Likewise, if z∞ ∈ R∞ such that T z∞ = ∞, then
a a
33
d
r2 ≡ ∈ R∞ . Now let z1 ∈ R∞ such that T z1 = 1. Then
c
az1 + b
=1
cz1 + d
az1 + b = cz1 + d
c d b
z1 1 − = −
a a a
z1 z1 r2 r1
− − + =0
c a a c
z1 + r1 z1 + r2
=
c a
z1 + r1 c
= ∈ R∞ .
z1 + r2 a
c d d c
Let r3 = . Then = × = r2 r3 ∈ R∞ . Thus
a a c a
az + b z+ b z + r1
Tz = = c ad =
cz + d a z + a
r3 + r2 r3
z
and we have thus found real coefficients for T .
Now conversely, let us assume that a, b, c, d ∈ R∞ . Thus, for all z ∈ R∞ , we must have T z ∈ R∞ due to
the fact that R is closed under multiplication and addition. Thus, T (R∞ ) = R∞ .
Exercise 9. If T z = az+b
cz+d , find necessary and sufficient conditions that T (Γ) = Γ where Γ is the unit circle
{z : |z| = 1}.
Solution. We want if zz̄ = 1, then T (z)T (z) = 1.
az + b az + b (az + b)(āz̄ + b̄)
T (z)T (z) = 1 ⇐⇒ = 1 ⇐⇒ =1
cz + d cz + d (cz + d)(c̄z̄ + d̄)
⇐⇒ azāz̄ + bāz̄ + azb̄ + bb̄ = czc̄z̄ + dc̄z̄ + d̄cz + dd̄
⇐⇒ zz̄(aā − cc̄) + z(ab̄ − cd̄) + z̄(bā + dc̄) + bb̄ − dd̄ = 0.
This is the same as the equation zz̄ − 1 = 0 if
ab̄ − cd̄ = 0
bā − dc̄ = 0
and
aā − cc̄ = 1
bb̄ − dd̄ = −1
which is equivalent to |a|2 − |c|2 = 1 and 1 = |d|2 − |b|2 . Hence, we have the two conditions
ab̄ − cd̄ = 0 and |a|2 + |b|2 = |c|2 + |d|2 .
These are the sufficient conditions. Let c = λb̄, then ab̄ − cd̄ = 0 yields ab̄ − λb̄d̄ = 0 iff a = λd̄ iff d = λ̄ā .
Insert this into |c|2 + |d|2 = |a|2 + |b|2 yields
|a|2
|λ|2 |b|2 + = |a|2 + |b|2 ,
|λ|2
34
and therefore we can take |λ| = 1. Then 1
λ̄
= λ, and so the form of the Möbius transformation is
az + b
T (z) = , where |λ| = 1
λ(b̄z + ā)
or
az + b
T (z) = λ̄ , where |λ| = 1.
b̄z + ā
Take λ = e−iθ , then
az + b
T (z) = eiθ , for some θ.
b̄z + ā
This mapping transforms |z| = 1 into |T (z)| = 1.
Exercise 10. Let D = {z : |z| < 1} and find all Möbius transformations T such that T (D) = D.
Solution. Take an α ∈ D = {z : |z| < 1} such that T (α) = 0. Its symmetric point with respect to the unit
circle is
1
α∗ =
ᾱ
since
R2
z∗ − a =
z̄ − ā
(see page 51) with a = 0 and R = 1 (the unit circle). Therefore T (α∗ ) = ∞. Thus T looks like
z−α
T (z) = K
ᾱz − 1
where K is a constant. (It is easy to check that T (α) = 0 and T (α∗ ) = T ( ᾱ1 ) = ∞). Finally, we are going to
choose the constant K in such a way that |T (z0 )| = 1 where z0 = eiθ . We have
eiθ − α
T (z0 ) = K
ᾱeiθ − 1
and therefore
|eiθ − α| eiθ − α e−iθ − ᾱ eiθ − α e−iθ − ᾱ
1 = |T (z0 )| = |K| iθ = |K| = |K| = |K|.
|ᾱe − 1| |eiθ |· |ᾱ − e−iθ | ᾱ − e−iθ α − eiθ
(z∗ , z2 , z3 , z4 ) = (z, z2 , z3 , z4 )
35
Recall that the above left-hand cross-ratio implies a unique Möbius transformation T for which T z2 = 1,
T z3 = 0, and T z4 = ∞. By Proposition 3.10, T maps Γ to R∞ . In fact, the definition of symmetry may be
rewritten as
T z∗ = T z.
or
z∗ = T −1 T z (3.5)
Likewise, there is some transformation S for which S w2 = 1, S w3 = 0, and S w4 = ∞. Again, S maps Γ to
R∞ . We wish to show that
z∗ = S −1 S z. (3.6)
Now, we proceed by showing that the right hand sides of (3.5) and (3.6) must be equal:
T −1 T z = T −1 T S −1 S z
Observe here that T S −1 must have real coefficients by Exercise 8 because R∞ 7→ R∞ under T S −1 . Thus we
observe that T S −1 = T S −1 so
T −1 T z = T −1 T S −1 S z = S −1 S z.
Hence we have the desired result.
Exercise 12. Prove Theorem 3.4.
Solution. Not available.
Exercise 13. Give a discussion of the mapping f (z) = 12 (z + 1/z).
Solution. The function f (z) = 12 z + 1z = z 2z+1 can be defined for all z ∈ C − {0} and therefore also in the
2
punctured disk 0 < |z| < 1. To see that in this domain the function is injective, let z1 , z2 be two numbers in
the domain of f with the same image, then
For the real and imaginary part of w the following equations must hold
a = 12 r + 1r cos θ
(3.7)
b = 12 r − 1r sin θ.
If f (z) = w has imaginary part b = 0 then sin θ = 0 and |cos θ| = 1. Therefore points of the form
a + ib, a ∈ [−1, 1], b = 0 cannot be in the range of f . For all other points the equations (3.7) can be solved
for r and θ uniquely (after restricting the argument to [−π, π)).
Given any value of r ∈ (0, 1), the graph of f (reiθ ) as a function of θ looks like an ellipse. In fact from
36
2 2
formulas (3.7) we see that 1
a
1 + 1
b
1 = 1.
2 (r+ r ) 2 (1− r )
If we fix the argument θ and let r vary in (0, 1) it follows from from equation (3.7) that the graph of f (reiθ )
is a hyperbola and it degenerates to rays if z is purely real or imaginary. In the case θ ∈ {(2k + 1)π | k ∈ Z}
the graph of f in dependence on r is on the imaginary axis and for θ ∈ {2kπ | k ∈ Z} the graph of f (reiθ ) is
2 2
either (−∞, −1) or (1, ∞). If cos θ , 0 and sin θ , 0 then cosa θ − sinb θ = 1.
Exercise 14. Suppose that one circle is contained inside another and that they are tangent at the point a.
Let G be the region between the two circles and map G conformally onto the open unit disk. (Hint: first try
(z − a)−1 .)
Solution. Using the hint, define the Möbius transformation T (z) = (z − a)−1 which sends the region G
between two lines. Afterward applying a rotation followed by a translation, it is possible to send this region
to any region bounded by two parallel lines we want. Hence, choose S (z) = cz + d where |c| = 1 such that
π
S (T (G)) = x + iy : 0 < y < .
2
Applying the exponential function to this region yields the right half plane
f (z) = c +d
e z−a + 1
where the constants c and d will depend on the circle location.
Exercise 15. Can you map the open unit disk conformally onto {z : 0 < |z| < 1}?
Solution. Not available.
Exercise 16. Map G = C − {z : −1 ≤ z ≤ 1} onto the open unit disk by an analytic function f . Can f be
one-one?
Solution. Not available.
Exercise 17. Let G be a region and suppose that f : G → C is analytic such that f (G) is a subset of a
circle. Show that f is constant.
37
Solution. We easily see that we have M(ia) = 0. Therefore the region B, C, E and F which touch the line
ia are mapped somehow to the region U, V, X and Y which touch 0. Similarly we have M(ib) = ∞ and
therefore the region B and E which touch the line ib are mapped somehow to the region U and X which
touch ∞. Thus we conclude that C or F goes to either V or Y. Let us find out. Let x, y be small positive
real numbers such that the poin z = x + iy + ia ∈ E. Thus, the imaginary part of Mz is a positive number
multiplied by x(b − a) and therefore also positive. Therefore we conclude that M maps E to U and B to X.
Because B and C meet at the line ia, we conclude that X and M(C) do, too. Hence, M maps C to Y and F
to V. By a similar argument, we obtain that M maps A to Z and D to W.
Exercise 19. Let a, b, and M be as in Exercise 18 and let log be the principal branch of the logarithm.
(a) Show that log(Mz) is defined for all z except z = ic, a ≤ c ≤ b; and if h(z) = Im [log Mz] then
0 < h(z) < π for Re z > 0.
(b) Show that log(z − ic) is defined for Re z > 0 and any real number c; also prove that |Im log(z − ic)| < π2
if Re z > 0.
(c) Let h be as in (a) and prove that h(z) = Im [log(z − ia) − log(z − ib)].
(d) Show that Z b
dt
= i[log(z − ib) − log(z − ia)]
a z − it
(Hint: Use the Fundamental Theorem of Calculus.)
(e) Combine (c) and (d) to get that
Z b y − a !
x y−b
h(x + iy) = dt = arctan − arctan
a x + (y − t)
2 2 x x
(f) Interpret part (e) geometrically and show that for Re z > 0, h(z) is the angle depicted in the figure.
Solution. Not available.
αz+β
Exercise 20. Let S z = az+b
cz+d and T z = γz+δ , show that S = T iff there is a non zero complex number λ such
that α = λa, β = λb, γ = λc, δ = λd.
Solution. ⇐: Let λ , 0 be a complex number such that
α = λa
β = λb
γ = λc
δ = λd.
Then
αz + β λaz + λb λ(az + b) (az + b)
T (z) = = = = = S (z).
γz + δ λcz + λd λ(cz + d) (cz + d)
Thus, S = T .
⇒: Let S = T , that is S (z) = T (z). Then S (0) = T (0), S (1) = T (1) and S (∞) = T (∞) which is equivalent
to
b β
= = λ1 ⇐⇒ b = λ1 d, β = λ1 δ (3.8)
d δ
a+b α+β
= (3.9)
c+d γ+δ
a α
= = λ3 ⇐⇒ a = λ3 c, α = λ3 γ. (3.10)
c γ
38
Insert b = λ1 d, β = λ1 δ, a = λ3 c and α = λ3 γ into (3.9), then
λ3 c + λ1 d λ3 γ + λ1 δ
=
c+d γ+δ
⇐⇒ λ3 cγ + λ1 dγ + λ3 cδ + λ1 dδ = λ3 γc + λ1 δc + λ3 γd + λ1 δd
⇐⇒ λ1 dγ + λ3 cδ − λ1 δc − λ3 γd = 0
⇐⇒ λ1 (dγ − δc) − λ3 (dγ − δc) = 0
⇐⇒ (λ1 − λ3 )(dγ − δc) = 0.
Thus, either λ1 − λ3 = 0 or dγ − δc = 0.
If λ1 − λ3 = 0, then from (3.8) and (3.9), we get λ3 = ac = db = λ1 which implies ad − bc = 0 a contradiction
(Not possible, otherwise we do not have a Möbius transformation).
Thus, dγ − δc = 0 ⇐⇒ dc = γδ ⇐⇒ γc = dδ := λ, λ , 0 or
γ = cλ (3.11)
δ = dλ. (3.12)
39
Exercise 22. (a) Show that a Möbius transformation has 0 and ∞ as its only fixed points iff it is a dilation,
but not the identity.
(b) Show that a Möbius transformation has ∞ as its only fixed point iff it is a translation, but not the identity.
Solution. a) Let M be a Möbius transformation with exactly two fixed points, at 0 and ∞. We know that
az + b
Mz =
cz + d
b
with a, b, c, d ∈ C. We know that M(0) = 0 so = 0, whence we conclude that b = 0. But we also
d
a az
know that M(∞) = ∞ so = ∞, meaning c = 0. Thus Mz = = αz for some α ∈ C. Since both
c d
b and c were 0, we know that both a and d are nonzero so α is likewise nonzero and finite. Suppose
by way of contradiction that α = 1. Then for any z̃ ∈ C∞ , Mz̃ = z̃ and M has infinitely many fixed
points, a contradiction. Thus α , 1 and M is a (complex) dilation not equal to the identity.
On the other hand, assume M is a dilation not equal to the identity. In this case, we are free to express
M as Mz = αz with α , 1. It is clear from this representation that M has fixed points at 0 and ∞ and,
of course, at no other points.
b) Let M be a Möbius transformation with exactly one fixed point at ∞. Again, we know that
az + b
Mz =
cz + d
and we can see that c = 0 as before. This time, however, we also examine the lack of a second fixed
point. Recall that if z̃ is a fixed point of M, then z̃ satisfies cz̃2 + (d − a)z̃ − b = 0, which in the case
b
of c = 0 reduces to (d − a)z̃ − b = 0 or z̃ = . We note that b , 0 because 0 is not a fixed point
d−a
of M. Suppose that d , a. In such a case, there is a finite value of z̃ that is a fixed point of M, a
contradiction. Thus, it must be the case that d = a and
b
Mz = z + .
d
Thus M is a translation.
Now assume M is a translation. Then we can express M as Mz = z + β. Here, in the convention of
the text, we have a = 1, b = β, c = 0, and d = 1. The fixed points z̃ of M satisfy cz̃2 + (d − a)z̃ − b = 0,
but no finite z̃ satisfies this equation for the given coefficients. Clearly, however, M has ∞ as a fixed
point, so ∞ is the only fixed point of M.
Exercise 23. Show that a Möbius transformation T satisfies T (0) = ∞ and T (∞) = 0 iff T z = az−1 for
some a in C.
Solution. Not available.
Exercise 24. Let T be a Möbius transformation, T , the identity. Show that a Möbius transformation S
commutes with T if S and T have the same fixed points. (Hint: Use Exercises 21 and 22.)
Solution. Let T and S have the same fixed points. To show T S = S T , T , id.
? : Suppose T and S have two fixed points, say z1 and z2 . Let M be a Möbius transformation with M(z1 ) = 0
and M(z2 ) = ∞. Then
MS M −1 (0) = MS M −1 Mz1 = MS z1 = Mz1 = 0
40
and
MS M −1 (∞) = MS M −1 Mz2 = MS z2 = Mz2 = ∞.
Thus MS M −1 is a dilation by exercise 22 a) since MS M −1 has 0 and ∞ as its only fixed points. Similar,
we obtain MT M −1 (0) = 0 and MT M −1 (∞) = ∞ and therefore is also a dilation. It is easy to check that
dilations commute (define C(z) = az, a > 0 and D(z) = bz, b > 0, then CD(z) = abz = baz = DC(z)), thus
? : Suppose T and S have one fixed points, say z. Let M be a Möbius transformation with M(z) = ∞. Then
MS M −1 (∞) = MS M −1 Mz = MS z = Mz = ∞.
Thus MS M −1 is a translation by exercise 22 b) since MS M −1 has ∞ as its only fixed point. Similar, we
obtain MT M −1 (∞) = ∞ and therefore is also a translation. It is easy to check that translations commute
(define C(z) = z + 1 and D(z) = z + b, b > 0, then CD(z) = z + a + b = z + b + a = DC(z)), thus
Exercise 25. Find all the abelian subgroups of the group of Möbius transformations.
Solution. Not available.
Exercise 26. 26. (a) Let GL2 (C) = all invertible 2 × 2 matrices with entries
! in C and let M be the group
a b
of Möbius transformations. Define ϕ : GL2 (C) → M by ϕ cz+d . Show that ϕ is a group
= az+b
c d
homomorphism of GL2 (C) onto M. Find the kernel of ϕ.
(b) Let S L2 (C) be the subgroup of GL2 (C) consisting of all matrices of determinant 1. Show that the image
of S L2 (C) under ϕ is all of M. What part of the kernel of ϕ is in S L2 (C)?
Solution. a) We have to check that if
! !
a b â b̂
A= and B=
c d ĉ d̂
then ϕ(AB) = ϕ(A) ◦ ϕ(B). A simple calculation shows that this is true. To find the kernel of the group
homomorphism we have to find all z such that az+b cz+d = z. This is equivalent to az + b = cz + dz and by
2
comparing coefficients we obtain b = c = 0 and a = d. Therefore, the kernel is given by N = ker(ϕ) = {λI :
λ ∈ C× }. Note that the kernel is a normal subgroup of GL2 (C).
b) Restricting ϕ to S L2 (C) still yields a surjective map since for any matrix A ∈ GL2 (C) both A and
the modification M = √det 1
A
A have the same image and the modification matrix M has by construction
determinant 1. The kernel of the restriction is simply N ∩ S L2 (C) = {±I}.
Exercise 27. If G is a group and N is a subgroup then N is said to be a normal subgroup of G if S −1 T S ∈ N
whenever T ∈ N and S ∈ G. G is a simple group if the only normal subgroups of G are {I} (I = the identity
of G) and G itself. Prove that the group M of Möbius transformations is a simple group.
41
Solution. Not available.
Exercise 28. Discuss the mapping properties of (1 − z)i .
Solution. Not available.
αz − β̄
uα,β = and let U = {uα,β : |α|2 + |β|2 = 1}
βz + ᾱ
(a) Show that U is a group under composition.
(b) If S U2 is the set of all unitary matrices with determinant 1, show that S U2 is a group under matrix
multiplication and that for each A in S U2 there are unique complex numbers α and β with |α|2 + |β|2 = 1
and
α β
!
A=
−β̄ ᾱ
α β
!
(c) Show that 7→ uα,β is an isomorphism of the group S U2 onto U. What is its kernel?
−β̄ ᾱ
(d) If l ∈ {0, 21 , 1, 32 , . . .} let Hl = all the polynomials of degree ≤ 2l. For uα,β = u in U define T u(l) : Hl → Hl ,
by (T u(l) f )(z) = (βz + ᾱ)2l f (u(z)). Show that T u(l) is an invertible linear transformation on Hl , and u 7→ T u(l)
is an injective homomorphism of U into the group of invertible linear transformations of Hl , onto Hl .
Solution. Not available.
42
Chapter 4
Complex Integration
Since γ(a), γ(b) ∈ R, γ(b) − γ(a) < ∞. It follows that γ is of bounded variation for any partition P. And
also v(γ; P) = sup{v(γ; P) : P a partition of [a, b]} = V(γ) = γ(b) − γ(a).
Exercise 2. Prove Proposition 1.2.
Solution. Let γ : [a, b] → C be of bounded variation.
(a) If P and Q are partitions of [a, b] and P ⊂ Q then v(γ; P) ≤ v(γ; Q).
Proof will be by induction. Let P = {a = t0 < t1 < . . . < tm = b}. Suppose Q = P ∪ {x}, where tk < x < tk+1 .
Then,
X
v(γ; P) = |γ(ti ) − γ(ti−1 )| + |γ(tk+1 ) − γ(tk )|
i,k+1
X
≤ |γ(ti ) − γ(ti−1 )| + |γ(x) − γ(tk )| + |γ(tk+1 ) − γ(x)|
i,k+1
= v(γ; Q)
Now consider the general case on the number of elements of Q \ P. The smallest partition set for Q \ P
contains the trivial partition composed of {a, b}. Using the case defined above, we have v(γ; Q) ≥ v(γ; P) ≥
v(γ; Q \ P) ≥ |γ(b) − γ(a)|, whenever P ⊂ Q.
(b) If σ : [a, b] → C is also of bounded variation and α, β ∈ C, then αγ + βσ is of bounded variation and
43
V(αγ + βσ) ≤ |α|V(γ) + |β|V(σ).
Let P = {a = t0 < t1 < . . . < tm = b} be a partition. Since γ and σ are of bounded variation for [a, b] ⊂ R,
Xm
there exists constants Mγ > 0 and Mσ > 0, respectively, such that v(γ; P) = |γ(tk ) − γ(tk−1 )| ≤ Mγ and
k=1
m
X
v(γ; P) = |σ(tk ) − σ(tk−1 )| ≤ Mσ . Then,
k=1
m
X
v(αγ + βσ; P) = |(αγ + βσ)(tk ) − (αγ + βσ)(tk−1 )|
k=1
Xm
= |αγ(tk ) + βσ(tk ) − αγ(tk−1 ) − βσ(tk−1 )|
k=1
Xm
= |(αγ(tk ) − αγ(tk−1 )) + (βσ(tk ) − βσ(tk−1 ))|
k=1
Xm
≤ |αγ(tk ) − αγ(tk−1 )| + |βσ(tk ) − βσ(tk−1 )|
k=1
Xm m
X
= |αγ(tk ) − αγ(tk−1 )| + |βσ(tk ) − βσ(tk−1 )|
k=1 k=1
Xm X m
= |α| |(γ(tk ) − γ(tk−1 ))| + |β| |(σ(tk ) − σ(tk−1 ))|
k=1 k=1
m
X Xm
= |α| |γ(tk ) − γ(tk−1 )| + |β| |σ(tk ) − σ(tk−1 )|
k=1 k=1
= |α|v(γ; P) + |β|v(σ; P)
≤ |α|sup{v(γ; P) : P a partition of [a, b]} + |β|sup{v(σ; P) : P a partition of [a, b]}
= |α|V(γ) + |β|V(σ)
<∞
The result is two-fold, V(αγ + βσ) ≤ |α|V(γ) + |β|V(σ) and it follows αγ + βσ is of bounded variation by
|α|V(γ) + |β|V(σ).
Exercise 3. Prove Proposition 1.7.
Solution. Not available.
44
Solution. Let γ : [a, b] → C be Lipschitz, that is ∃ a constant C > 0 such that
Then, for any partition P = {a = t0 < t1 < . . . < tm = b} of [a, b], we have
m
X m
X m
X
v(γ; P) = |γ(tk ) − γ(tk−1 )| ≤ C|tk − tk−1 | = C |tk − tk−1 | = C(b − a) =: M > 0.
k=1 k=1 k=1
Hence, the function γ : [a, b] → C, for [a, b] ⊂ R, is of bounded variation, since there is a constant M > 0
such that for any partition P = {a = t0 < t1 < . . . < tm = b} of [a, b]
m
X
v(γ; P) = |γ(tk ) − γ(tk−1 )| ≤ M.
k=1
Exercise 7. Show that γ : [0, 1] → C, defined by γ(t) = t + it sin 1t for t , 0 and γ(0) = 0, is a path but is
not rectifiable. Sketch this path.
RExerciseR8. Let γ and σ be the two polygons [1, i] and [1, 1 + i, i]. Express γ and σ as paths and calculate
γ
f and σ f where f (z) = |z|2 .
45
0 ≤ t ≤ 1}. So γ10 (t) = i and γ20 (t) = −1. Therefore,
Z Z Z
f = f+ f
γ γ γ2
Z1 Z
= |z|2 dz + |z|2 dz
γ1 γ2
Z 1 Z 1
= (t2 + 1)(i)dt + ((1 − t)2 + 1)(−1)dt
0 0
Z 1 Z 1
=i (t2 + 1)dt − (t2 − 2t + 2)dt
0 0
#1 #1
t3 t3
" "
=i +t − − t2 + 2t
3 0 3 0
!
4 1
= i− −1+2
3 3
4 4
= i−
3 3
4
= (−1 + i)
3
Exercise 9.R Define γ : [0, 2π] → C by γ(t) = exp(int) where n is some integer (positive, negative, or zero).
Show that γ 1z dz = 2πin.
Solution. Clearly, γ(t) = eint is continuous and smooth on [0, 2π]. Thus
Z Z 2π Z 2π
−1
z dz = e −int
ine int
dt = in dt = in(2π − 0) = 2πin.
γ 0 0
Solution. Clearly, γ(t) = eint is continuous and smooth on [0, 2π] (It is the unit circle).
Case 1: n = −1 Z Z 2π Z 2π
z−1 dz = e−it ieit dt = i dt = 2πi.
γ 0 0
Case 2: n , −1
2π 2π #2π
ei(n+1)t
Z Z Z "
zn dz = eint ieit dt = i ei(n+1)t dt = t
γ 0 0 i(n + 1) 0
1 h i(n+1)t i2π 1 h i
= e = ei(n+1)2π − 1
n+1 0 n+1
1 1
= [cos((n + 1)2π) − i sin((n + 1)2π)1] = [1 − i· 0 − 1]
n+1 n+1
= 0.
46
Solution. Define
γ1 (t) = 1 + it, t from − 1 to 1 → γ10 (t) = i
γ2 (t) = t + i, t from 1 to − 1 → γ20 (t) = 1
γ3 (t) = −1 + it, t from 1 to − 1 → γ30 (t) = i
γ4 (t) = t − i, t from − 1 to 1 → γ40 (t) = 1.
Thus
Z
1
dz
γ z
Z 1Z −1 Z −1 Z 1
1 1 1 1
= i dt + dt + i dt + dt
−1 1 + it 1 t+i 1 −1 + it −1 t − i
Z 1 ! Z 1 !
−1 1 1 1
= + dt + i − dt
−1 t + i t−i −1 1 + it −1 + it
−t + i + t + i −1 + it − 1 − it
Z 1 Z 1
= dt + i dt
−1 (t + i)(t − i) −1 (1 + it)(−1 + it)
Z 1 Z 1
1 1
= 2i dt − 2i dt
−1 t + 1
2 2
−1 −1 − t
Z 1 Z 1
1 1
= 2i 2+1
dt + 2i 2+1
dt
−1 t −1 t
Z 1
1 π π π
= 4i dt = 4i [arctan(z)]1−1 = 4i − − = 4i = 2πi.
−1 t 2 + 1 4 4 2
R eiz
Exercise 12. Let I(r) = γ z dz where γ : [0, π] → C is defined by γ(t) = reit . Show that limr→∞ I(r) = 0.
Solution. To show limr→∞ I(r) = 0 which is equivalent to ∀ > 0, ∃n ∈ N such that if r > N, then |I(r)| < .
Let > 0, then
Z iz Z π ireit Z π Z π
e e ireit ireit
|I(r) − 0| = |I(r)| = dz = it
=
≤
rie dt i e dt e dt.
γ z 0 reit
0
0
Hence,
Z π it Z π Z δ1 Z π−δ2 Z π
eire dt = e−r sin(t) dt = e−r sin(t) dt + e−r sin(t) dt + e−r sin(t) dt
0 0 0 δ1 π−δ2
for δ1 > 0 and δ2 > 0. Since e−r sin(t) is continuous, so δ1 > 0 can be chosen such that
Z δ1
e−r sin(t) dt < , ∀r > 0.
0 3
Similar, δ2 > 0 can be chosen such that
Z π
e−r sin(t) dt < , ∀r > 0.
π−δ2 3
47
Finally, because of the Lebesgue’s dominated convergence Theorem
Z π−δ2 Z π−δ2
lim e −r sin(t)
dt = lim e−r sin(t) dt
r→∞ δ1 δ1 r→∞
we have
π−δ2
Z
lim e−r sin(t) dt < .
r→∞ δ1 3
Hence,
lim I(r) = 0.
r→∞
1
Exercise 13. Find γ z− 2 dz where: (a) γ is the upper half of the unit circle from +1 to −1: (b) γ is the
R
Exercise 14. Prove that if ϕ : [a, b] → [c, d] is continuous and ϕ(a) = c, ϕ(b) = d then ϕ is one-one iff ϕ is
strictly increasing.
Solution. Not available.
Exercise 15. Show that the relation in Definition 1.16 is an equivalence relation.
Solution. Not available.
Exercise 16. Show that if γ and σ are equivalent rectifiable paths then V(γ) = V(σ).
Solution. Not available.
Exercise 17. Show that if γ : [a, b] → C is a path then there is an equivalent path σ : [0, 1] → C.
Solution. Not available.
Exercise 18. Prove Proposition 1.17.
Solution. Not available.
Exercise 19. Let γ = 1 + eit for 0 ≤ t ≤ 2π and find
R
γ
(z2 − 1)−1 dz.
48
Solution. Let F1 and F2 be primitives for f : G → C. Recall then that F10 = f = F20 . Let h = F1 − F2 for
all z ∈ G. Then for all z ∈ G,
h0 (z) = F10 (z) − F20 (z) = f (z) − f (z) = 0
Since G is open and connected with h0 (z) = 0 for all z ∈ G, then h is a constant, say c: h = c. So
h = F1 − F2 = c and F1 (z) = F2 (z) + c for all z ∈ G.
RExercise 22. Let γ be a closed rectifiable curve in an open set G and a < G. Show that for n ≥ 2,
γ
(z − a)−n dz = 0.
(z − a)1−n
Solution. Let f (z) = (z − a)−n for all z ∈ G. Then f has the antiderivative F(z) = on G. Since
1−n
F (z) = f (z) where n ≥ 2 (note F is undefined for n = Z
0
1). Now, let γ be a closed rectifiable curve in G with
endpoints z1 , z2 ∈ C. Since z1 = z2 , F(z1 ) = F(z2 ). So, (z − a)−n dz = F(z2 ) − F(z1 ) = 0.
γ
Exercise 23. Prove the following integration by parts formula. Let fR and g be analytic in G and let γ be a
rectifiable curve from a to b in G. Then γ f g0 = f (b)g(b) f (a)g(a) − γ f 0 g.
R
Hence, Z Z
f g0 = f (b)g(b) − f (a)g(a) − f 0 g.
γ γ
49
Solution. Not available.
Exercise 3. Suppose that γ is a rectifiable curve in C and ϕ is defined and continuous on {γ}. Use Exercise
2 to show that
ϕ(w)
Z
g(z) = dw
γ w −z
is analytic on C − {γ} and
ϕ(w)
Z
g (z) = n!
(n)
dw.
γ (w − z)n+1
Solution. Not available.
an (z − a)n have radius of convergence 1 and suppose that
P
Exercise 4. (a) Prove Abel’s Theorem: Let
P
an converges to A. Prove that X
lim− an rn = A.
r→1
Exercise 5. Give the power series expansion of log z about z = i and find its radius of convergence.
Solution. Assume a ∈ C is not zero, then
∞ ∞
1 1 1 1 1 1 1 X (−1)n X (−1)n
= = = = (z − a)n
= (z − a)n ,
z a+z−a a a+z−a
a
a 1 + z−a
a
a n=0 an n=0
a n+1
where the radius of convergence is |a|. Let a = i, then integrate term by term yields
n
π X
∞ i2 ∞
π X in+1
∞
π X (1 + iz)n
log(z) = i + (z − i)n+1
+ i − (z − i)n+1
= i − ,
2 n=0
(n + 1)in+1 2 n=0
n+z 2 n=1
n
Note that the logarithm is undefined at zero. Thus, of all branch cuts of the logarithm, the best radius of
convergence we can achieve is 1.
50
Exercise 7. Use the results of this section to evaluate the following integrals:
(a) Z iz
e
2
dz, γ(t) = eit , 0 ≤ t ≤ 2π;
γ z
(b) Z
dz
, γ(t) = a + reit , 0 ≤ t ≤ 2π;
γ z−a
(c) Z
sin(z)
dz, γ(t) = eit , 0 ≤ t ≤ 2π;
γ z3
(d) Z
log z 1
dz, γ(t) = 1 + eit , 0 ≤ t ≤ 2π and n ≥ 0.
γ zn 2
Solution. a) Let a = 0, r = 1, n = 1, f (z) = eiz and f 0 (z) = ieiz . Clearly f (z) is analytic on C and
B̄(0; 1) ⊂ C. Now use Corollary 2.13.
eiz
Z Z iz Z iz
1! 1 e e
f 0 (0) = dz ⇐⇒ i = dz ⇐⇒ dz = −2π.
2πi γ (z − 0)2 2πi γ z2 γ z
2
b) Let a = a, r = r, n = 0, and f (z) = 1. Clearly f (z) is analytic on C and B̄(a; r) ⊂ C. Now use Corollary
2.13.
Z Z Z
0! 1 1 1 1
f (a) =
(0)
dz ⇐⇒ 1 = dz ⇐⇒ dz = 2πi.
2πi γ (z − a)1 2πi γ z − a γ z − a
c) Let a = 0, r = 1, n = 2 and f (z) = sin(z). Then f 0 (z) = cos(z) and f 00 (z) = − sin(z). Clearly f (z) is
analytic on C (p. 38) and B̄(0; 1) ⊂ C. Now use Corollary 2.13.
Z Z Z
2! sin(z) 1 sin(z) 1 sin(z)
f 00 (0) = dz ⇐⇒ − sin(0) = dz ⇐⇒ 0 = dz
2πi γ (z − 0)3 πi γ z3 πi γ z3
Z
sin(z)
⇐⇒ dz = 0.
γ z3
d) We have that
log(z)
f (z) =
zn
is analytic in the disk B(1; 12 ) where n ≥ 0. Furthermore, γ is a closed rectifiable curve (γ(t) is a circle with
radius r = 1/2 and center (1, R0) in C). Obviously γ(t) = 1 + 12 eit ⊆ B(1; 12 ). Hence, by Proposition 2.15, f
has a primitive and therefore γ f = 0. Therefore,
Z
log(z)
dz = 0.
γ zn
Exercise 8. Use a Möbuis transformation to show that Proposition 2.15 holds if the disk B(a; R) is replaced
by a half plane.
51
Exercise 9. Evaluate the following integrals:
(a)
e − e−z
Z z
dz where n is a positive integer and γ(t) = eit , 0 ≤ t ≤ 2π;
γ zn
(b) Z
dz 1
n where n is a positive integer and γ(t) = + eit , 0 ≤ t ≤ 2π;
γ z− 1 2
2
(c)
Z
dz
where γ(t) = 2eit , 0 ≤ t ≤ 2π. (Hint: expand (z2 + 1)−1 by means of partial fractions);
γ z2 + 1
(d) Z
sin z
dz where γ(t) = eit , 0 ≤ t ≤ 2π;
γ z
(e)
z1/m
Z
1
m
dz where γ(t) = 1 + eit , 0 ≤ t ≤ 2π;
γ (z − 1) 2
Solution. a) Let a = 0, r = 1, n = m − 1 and
f (z) = ez − e−z
f 0 (z) = ez + e−z
f (z) =
00
ez − e−z
..
.
f (m−1) (z) = ez − (−1)m+1 e−z .
e − e−z
Z z
(m − 1)!
f (m−1)
(0) = m
dz
2πi γ (z − 0)
e − e−z 0 , m odd
Z z
(m − 1)!
=
⇐⇒ dz
2πi γ z m 2 , m even
e − e−z , m odd
Z z
0
= (m > 0).
⇐⇒ dz
zm 4πi
, m even
γ
(m−1)!
f (z) = 1
f 0 (z) = 0
00
f (z) = 0
..
.
f (m−1) (z) = 0.
52
Clearly f (z) is analytic on C and B̄( 21 ; 1) ⊂ C. Now use Corollary 2.13.
! Z
(m−1) 1 (m − 1)! 1
f = m dz
2 2πi γ z− 1
2
1 , m = 1
Z
(m − 1)! 1
m dz =
⇐⇒
0 , m > 1
2πi γ z− 1
2
2πi , m = 1
Z
1
m dz = .
⇐⇒
,m > 1
γ z− 1 0
2
A+B = 0 (4.1)
Ai − Bi = 1. (4.2)
From (4.1), we get A = −B inserted into (4.2) yields −2Bi = 1 and therefore B = − 2i1 and A = 1
2i . Thus
Z Z Z
dz 1 dz 1 dz
= − .
γ +i
z 2+1 2i z − i 2i z
γ γ
For the first integral on the right side, use Proposition 2.6. Let a = 0, r = 2 and f (w) = 1, γ(t) = 2eit ,
0 ≤ t ≤ 2π. Clearly f (z) is analytic on C. We also have B̄(0; 2) ⊂ C. Then
Z Z Z
1 f (w) 1 1 1
f (z) = dw ⇐⇒ 1 = dw ⇐⇒ dz = 2πi,
2πi γ w − i 2πi γ w − i γ z−i
So Z
dz
= 0.
γ z2 + 1
d) Let a = 0, r = 1, n = 0 and f (z) = sin(z). Clearly f (z) is analytic on C and B̄(0; 1) ⊂ C. Now use
Corollary 2.13.
Z Z Z
0! sin(z) 1 sin(z) sin(z)
f (0) (0) = 1
dz ⇐⇒ 0 = dz ⇐⇒ dz = 0.
2πi γ (z − 0) 2πi γ z γ z
53
e) Let a = 1, r = 1/2, n = m − 1 and
f (z) = z1/m
1 1/m−1
f 0 (z) = z
m !
1 1
f 00 (z) = − 1 z1/m−2
m m
..
. ! !
1 1 1
f (m−1) (z) = − 1 ·...· − (m − 2) z1/m−(m−1) .
m m m
z1/m
Z
(m − 1)!
f (m−1) (1) = m
dz
γ (z − 1)
2πi
z1/m
! ! Z
1 1 1 (m − 1)!
⇐⇒ − 1 ·...· − (m − 2) · 1 = m
dz
m m m 2πi γ (z − 1)
z1/m
Z ! ! !
2πi 1 1 − m 1 − 2m 1 − (m − 1)m
⇐⇒ m
dz = ·...·
γ (z − 1) (m − 1)! m m m m
m−2
z1/m
Z
2πi Y
⇐⇒ m
dz = (1 − im).
γ (z − 1) (m − 1)!mm−1 i=0
z2 +1
dz where γ(t) = reit , 0 ≤ t ≤ 2π, for all possible values of r, 0 < r < 2 and
R
Exercise 10. Evaluate γ z(z2 +4)
2 < r < ∞.
z2 + 1
Solution. Let f (z) = . Then f (z) can be decomposed using partial fractions as
z(z2 + 4)
z2 + 1 1/4 3/8 3/8
f (z) = = + + .
z(z2 + 4) z z − 2i z + 2i
z2 + 1
Z Z Z Z Z
1 1 3 1 3 1 1
It follows, dz = dz + dz + dz. By Proposition 2.6, dz =
γ z(z2 + 4) 4 γ z 8 γ z − 2i 8 γ z + 2i γ z
2πi f (0) = 2πi where f ≡ 1 as f ≡ 1 is analytic on B(0, 2) and γ = 0 + reit with 0 < r < 2. Now, note z−2i 1
is
Z
1
analytic on B(0, 2) and γ for 0 < r < 2 is in B(0, 2). Thus, by Proposition 2.15, dz = 0. Similarly,
γ z − 2i
z2 + 1 π
Z Z
1 1
dz = 0. It follows for 0 < r < 2, dz = 2πi = i. Now, for 2 < r < ∞, note γ(t) = reit
γ z + 2i γ z(z + 4)
2 4 2
so γ0 (t) = ireit . Calculating the integrals in turn,
Z Z 2π it Z 2π
1 ire
dz = dt = i dt = 2πi.
γ z 0 reit 0
For the second integral, we use Proposition 2.6 with a = 0, 2 < r < ∞, f (w) = 1, and γ(t) = 0 + reit for
54
0 ≤ t ≤ 2π. Clearly f (z) is analytic on C and B̄(0; 2 < r < ∞) ⊂ C. Then,
Z Z
1 f (w) 1 f (w)
f (−2i) = dw ⇐⇒ 1 = dw
2πi γ w + 2i 2πi γ w + 2i
Z
1
⇐⇒ dz = 2πi
γ z + 2i
z2 + 1
Z Z Z Z
1 1 3 1 3 1
dz = dz + dz + dz
γ z(z + 4)
2 4 γ z 8 γ z − 2i 8 γ z + 2i
1 3 3
= (2πi) + (2πi) + (2πi)
4 8 8
= 2πi
1 + iz
!
1
f (z) = log ;
2i 1 − iz
also, show that tan f (z) = z (i.e., f is a branch of arctan z). Show that
∞
X z2k+1
f (z) = (−1)k , for |z| < 1
k=0
2k + 1
55
since sec(0) = cos(0)
1
= 11 = 1 and sec z = cos1 z is an even function. The radius of convergence is the closest
distance from 0 to the nearest non-analytic point which is precisely π2 .
Since 1 = cos z sec z, we can multiply the series for sec z and cos z together to obtain
∞ X
n
X E2k
1= z .
i−k
2i
(−1)
i=0 k=0
(2k)!(2i − 2k)!
Finally, we can compare the coefficients of z2i and multiply by (2i)! to obtain the formula
n !
X 2n
(−1)n−k E2k =0
2k
i=0
which is equivalent to
! ! !
2n 2n 2n
E2n − E2n−2 + E2n−4 + · · · + (−1)n−1 E2 + (−1)n = 0.
2n − 2 2n − 4 2
n+1 n+1
! !
0 = a0 + a1 + · · · + an .
1 n
Using the fact that f (z) + 21 z is an even function show that ak = 0 for k odd and k > 1. The numbers
B2n = (−1)n−1 a2n are called the Bernoulli numbers for n ≥ 1. Calculate B2 , B4 , · · · , Bl0 .
Solution. The Bernoulli numbers Bn are defined by
dn ez z−1
Bn = lim , n = 0, 1, 2, . . .
z→∞ dzn
We determine the largest R such that
∞
z X Bk
z
= zk for 0 < |z| < R.
e − 1 k=0 k!
The function f (z) = ez z−1 has a removable singularity at z = 0, because it can be extended to 0 by an
analytic function g on a small neighborhood B(0, r) of 0, setting
ez z−1 if 0 < |z| < r
.
g(z) :=
1
if x = 0
Furthermore the function f has essential singularities exactly at z = 2πk, k ∈ Z − {0}. Therefore f (z) has
a Laurent series expansion on the punctured disk ann(0; 0, 2π) and the negative indices disappear because
the singularity at the origin is a removable one. The uniqueness of the Laurent expression together with the
56
formula for the coefficients in the expansion (Theorem 2.8, p. 72) give the desired result.
First we compute B0 = limz→0 ez z−1 = 1 and note that the result in question does not hold for B0 . Also
z
compute B1 . Taking the limits, B1 = limz→0 (1−z)e −1
= − 21 . Consider the equation ez z−1 = ∞
P Bk k
(ez −1)2 k=0 k! z for
z ∈ ann(0; 0, 2π). This is equivalent to
∞ ∞
X zl X Bk k
z =
z .
l=1
l! k=0
k!
Divide by z , 0, then
∞ ∞ ∞ ∞
X zl−1 X Bk X zl X Bk
1 = =
l! k=0 k! l=0 (l + 1)! k=0 k!
l=1
∞ X n
X Bm m zn−m
= z
n=0 m=0
m! (n + 1 − m)!
∞ n
X X Bm
= zn
n=0 m=0
m!(n + 1 − m)!
∞ n
zn X n + 1
X !
= Bm
n=0
(n + 1)! m=0 m
∞ n
zn X n + 1
X !
= B0 + Bm .
n=1
(n + 1)! m=0 m
57
In part b) the values of B0 = 1 and B1 = − 12 have been computed already. Also B3 = B5 = B7 = 0 by
the second statement of part b). It remains to compute B2 , B4 , B6 and B8 . The formula involving binomial
coefficients in the part above can be solved for Bn and
n−1 !
1 X n + 1
Bn = − Bk .
n+1
k
k=0
This gives
!
1 1 3 1
B2 = − (B0 + 3B1 ) = − 1 − = ,
3 3 2 6
1 1
B4 = − (B0 + 5B1 + 10B2 ) = − ,
5 30
1 1
B6 = − (B0 + 7B1 + 21B2 + 35B4 ) = ,
7 42
and
1 1
B8 = − (B0 + 9B1 + 36B2 + 126B4 + 84B6 ) = − .
9 30
Exercise 14. Find the power series expansion of tan z about z = 0, expressing the coefficients in terms of
Bernoulli numbers. (Hint: use Exercise 13 and the formula cot 2z = 21 cot z − 21 tan z.)
Solution. To find the power series expansion of tan z about z = 0, we replace z by 2iz in the function
z(ez + 1)
f (z) =
2(ez − 1)
which we obtained in the previous problem. We obtain
and therefore
∞ ∞ ∞
n 2n
X 4 B2n
X 4 B2n
X 4n (4n − 1)B2n 2n
z tan z = 1 − z = z .
2n
2n
z − 1 −
n=1
(2n)! n=1
(2n)! n=1
(2n)!
Hence,
∞
X 4n (4n − 1)B2n
tan(z) = z2n−1 .
n=1
(2n)!
58
4.3 Zeros of an analytic function
Exercise 1. Let f be an entire function and suppose there is a constant M, an R > 0, and an integer n ≥ 1
such that | f (z)| ≤ M|z|n for |z| > R. Show that f is a polynomial of degree ≤ n.
Solution. Since f is an entire function, that is f ∈ A(C), we have by Proposition 3.3 p. 77, that f has a
power series expansion
∞
X f (k) (0)
f (z) = ak zk , whereak =
k=0
k!
with infinite radius of convergence. We have to show that f (k) (0) = 0 for k ≥ n + 1, then we are done. Let
r > R and let γ(t) = reit , 0 ≤ t ≤ 2π. Note that γ is a closed and rectifiable curve. Then
Z Z
k! f (z) k! | f (z)|
(k)
| f (0)| = k+1
dz ≤ k+1
|dz|.
Corollary 2.13 p.73 2πi 2π
z γ |z|
γ
Since r > R, |γ(t)| = |reit | = r > R, 0 ≤ t ≤ 2π. So | f (z)| ≤ M|z|n , z ∈ {γ}, we get
M|z|n
Z Z Z
k! | f (z)| k! k!M
|dz| ≤ |dz| = |z|n−k−1 |dz|
2π γ |z|k+1 2π γ |z|k+1 2π γ
Z
k!M n−k−1 k!M n−k−1
= r |dz| = r 2πr
|z|=r 2π γ 2π
1
= k!Mrn−k = k!M k−n → 0
r
as r → ∞ since k ≥ n + 1 ⇐⇒ k − n ≥ 1. Hence, | f (k) (0)| = 0 ∀k ≥ n + 1 and thus
n
X f (k) (0) k
f (z) = z;
k=0
k!
59
Solution. Let f : G → C be analytic, where G is a region. Let a ∈ G such that
| f (a)| ≤ | f (z)| ∀z ∈ G. (4.3)
Obviously, f (a) satisfies (4.3) since 0 ≤ | f (z)| ∀z ∈ G is true.
Now, suppose f (a) , 0 ∀a ∈ G. Define
1
g(z) = .
f (z)
Clearly, g ∈ A(G) (since f (a) , 0 ∀a ∈ G) and
1 1
|g(z)| = ≤ = |g(a)|, ∀z ∈ G.
(def) | f (z)| (4.3) | f (a)| (def)
According to the Maximum Modulus Theorem 3.11 p. 79, g is constant and thus f is constant. Thus, we
conclude: Either f (a) = 0 or f is constant.
Exercise 7. Give an elementary proof of the Maximum Modulus Theorem for polynomials.
Solution. Not available.
Exercise 8. Let G be a region and let f and g be analytic functions on G such that f (z)g(z) = 0 for all z in
G. Show that either f ≡ 0 or g ≡ 0.
Solution. It is easy to verify the following claim:
If f (z) =constant in B(a; R) ⊂ G, then f (z) =same constant for all z ∈ G.
Proof: Suppose f (z) = c in B(a; R). Define g(z) = f (z) − c, then g(z) ∈ A(G). g(n) (a) = 0 for all
n = 0, 1, 2, . . .. So g(z) = f (z) − c ≡ 0 on G.
where the last step follows since Re( f (z)) ≥ 0 by assumption. Thus, g(z) is bounded and an entire function,
and therefore g is constant according to Liouville’s Theorem 3.4 p. 77 and hence f (z) is constant, too. It
follows that U is constant.
60
Exercise 10. Show that if f and g are analytic functions on a region G such that f¯g is analytic then either
f is constant or g ≡ 0.
Solution. Not available.
for some constant c (see Corollary 3.6 p. 77) where a1 , . . . , an are the zeros of p(z). By the product rule we
obtain
Xn Yn X n Y n
p0 (z) = c (z − ak )0 (z − al ) = c (z − al ).
k=1 l=1 k=1 l=1
l,k l,k
Thus
Pn Q n
Z c l=1 (z − al )
p0 (z) k=1
Z
dz =
l,k
Qn dz
γ p(z) γ c k=1 (z − ak )
Z !
1 1 1
= + + ... + dz
γ z − a1 z − a2 z − an
Z Z Z
= (z − a1 ) dz + (z − a2 ) dz + . . . + (z − an )−1 dz
−1 −1
γ γ γ
n
X
= n(γ, a1 )2πi + n(γ, a2 )2πi + . . . + n(γ, an )2πi = 2πi = 2πin,
k=1
since by Definition 4.2 p. 81 γ(t) = Reit , 0 ≤ t ≤ 2π or γ(t) = Re2πit , 0 ≤ t ≤ 1 is a closed and rectifiable
curve and a1 , . . . , an < {γ} since R > 0 sufficiently large so that p never vanishes in {z : |z| ≥ R}. In addition,
we have n(γ; ai ) = 1 ∀1 ≤ i ≤ n. Hence,
Z 0
p (z)
dz = 2πin.
γ p(z)
Exercise 4. Fix w R= reiθ , 0 and let γ be a rectifiable path in C − {0} from 1 to w. Show that there is an
integer k such that γ z−1 dz = log r + iθ + 2πik.
Solution. Not available.
61
4.5 Cauchy’s Theorem and Integral Formula
Exercise 1. Suppose f : G → C is analytic and define ϕ : G × G → C by ϕ(z, w) = [ f (z) − f (w)](z − w)−1
if z , w and ϕ(z, z) = f 0 (z). Prove that ϕ is continuous and for each fixed w, z → ϕ(z, w) is analytic.
Solution. Not available.
Exercise 2. Give the details of the proof of Theorem 5.6.
Solution. Not available.
Exercise 3. Let B± = B̄(±1; 21 ), G = B(0; 3)−(B+ ∪ B− ). Let γ1 , γ2 , γ3 be curves whose traces are |z−1| = 1,
|z+1| = 1, and |z| = 2, respectively. Give γ1 , γ2 , and γ3 orientations such that n(γ1 ; w)+n(γ2 ; w)+n(γ3 ; w) =
0 for all w in C − G.
Solution. Not available.
Exercise 4. Show that the Integral Formula follows from Cauchy’s Theorem.
Solution. Assume the conditions of Cauchy’s Theorem, that is: Let G be an open subset of the plane and
f : GR → C an analytic function. If γ is a closed rectifiable curve in G such that n(γ; w) = 0 ∀w ∈ G − C,
then γ f = 0.
Now, let a ∈ G, where a < {γ}. Define
f (z)− f (a)
z−a , z , a
g(z) = .
f 0 (a),
z=a
Clearly, g ∈ A(G). (Check the power series of f (z) like in the proof of Theorem 3.7 c) ⇒ b) p. 78) By
Cauchy’s Theorem, we obtain
Z Z
f (z) − f (a)
g=0 ⇒ dz = 0
γ a<γ γ z−a
Z Z
f (z) f (a)
⇒ dz − dz = 0
γ z−a γ z−a
Z Z
f (z) 1
⇒ dz = f (a) dz
γ z−a γ z−a
Z
f (z)
⇒ dz = f (a)n(γ; a)2πi
Def. 4.2 p.81
γ z−a
Z
1 f (z)
⇒ dz = n(γ; a) f (a).
2πi γ z − a
Solution. Since γ is a closed rectifiable curve in C, {γ} is bounded. So there exists R > 0 such that
{γ} ⊂ B(a; R). Hence C\B(a; R) belongs to the unbounded component of B(a; R). Therefore n(γ; w) = 0
∀w ∈ C\B(a; R) by Theorem 4.4 p.82. We can apply Corollary 5.9 p.86 if we let G = B(a; R) the open set
and f : G → C given by f (z) = 1 is analytic. Further γ is a closed and rectifiable curve in G such that
n(γ; w) = 0, ∀w ∈ C\G,
62
then for a in B(a; R)\{γ}
Z
(n − 1)! 1
f (a)n(γ; a) =
(n−1)
dz
2πi γ (z − a)n
Z
(n − 1)! 1
⇒ 0· n(γ; a) = dz
2πi γ (z − a)n
Exercise 6. Let f be analytic on D = B(0; 1) and suppose | f (z)| ≤ 1 for |z| < 1. Show | f 0 (0)| ≤ 1.
Solution. We can directly apply Cauchy’s estimate 2.14 p. 73 with a = 0, R = 1, M = 1 and N = 1, that is
by assumption f is analytic on B(0; 1) and | f (z)| ≤ 1 for all z in B(0; 1) (since |z| < 1). Then
1!· 1
| f 0 (0)| ≤ = 1.
11
So | f 0 (0)| ≤ 1.
z n
R
Exercise 7. Let γ(t) = 1 + eit for 0 ≤ t ≤ 2π. Find γ z−1 dz for all positive integers n.
Solution. Let G = B(1; R) (open) where 1 < R < ∞ and let f : G → C be given by f (z) = zn which
is analytic on G. By Theorem 4.4 p. 82, n(γ; w) = 0 ∀w ∈ C\G since C\G belongs to the unbounded
component of G and γ is a closed and rectifiable curve in C.
Now, we can apply Corollary 5.9 with G and f defined above such that n(γ; w) = 0 ∀w ∈ C\G and γ is a
closed rectifiable curve in G, then for a = 1 in G\{γ}
zn z n
Z Z
(n − 1)! (n − 1)!
f (n−1) (1)n(γ; a) = n
dz = dz
2πi γ (z − 1) 2πi γ z−1
z n
Z
(n − 1)!
⇒ n! = dz
2πi γ z−1
z n
Z
⇒ dz = 2πin,
γ z−1
63
since we suppose fn : G → C is analytic for each n ≥ 1 and T is closed and rectifiable. We also have
Z Z
f = lim fn = lim 0 = 0
T n→∞ T (4.4) n→∞
The first equality follows by Lemma 2.7 p. 71 since T is closed and rectifiable and since each { fn } ∈ A(G),
we have fn is continuous for each fn and by the uniform convergence to a function f , we get f is continuous
(Theorem 6.1 p. 29).
Finally,
R we can apply Morera’s Theorem 5.10 p. 86 to obtain that f is analytic in G, since f is continuous
and γ f = 0 for every triangular path T in G.
Exercise 9. Show that if f : C → C is a continuous function such that f is analytic off [−1, 1] then f is an
entire function.
Solution. By Morera’s Theorem, it suffice to show that for every triangular path T in C, we have T f = 0,
R
since we can find an open neighborhood G containing T (is closed and rectifiable) such that f ∈ A(G) (by
assumption) and n(T ; w) = 0 ∀w ∈ C\G (by Theorem 4.4 p. 82).
Case 2: A triangle touches I exactly at one point P. This single point ofR intersection P is a removable
singularity, since f is continuous. Again apply Cauchy’s Theorem to obtain T f = 0. (Procedure: Translate
the triangle by ±i depending if it lies above or below the x-axis. By Cauchy’s Theorem T f = 0 over the
R
where the first equality follows by Lemma 2.7 and the second one by case 1.
Case 4: A triangle T is cut into 2 parts by I. Then, we can always decompose the triangle T in three parts.
Two trianglesR are of the kind explained in case 3 and one is of the kind explained in case 2 (a sketch might
help). Thus, T f = 0 again.
Case 5: A triangle T contains parts of I (also here a sketch might help). In this instance, we can decompose
the triangle into 5 parts. Two triangles Rare of the kind explained in case 3 and the other three triangles are
of the kind explained in case 2. Hence, T f = 0.
Summary: Since T f = 0 for every triangular path in C and f is continuous, we get by Morera’s Theorem:
R
64
Solution. Assume γ is a closed and rectifiable curve in G and γ ∼ σ1 . Since σ1 (t) ≡ a and σ2 (t) ≡ b, we
surely have that σ1 and σ2 are closed and rectifiable curves in G. If we can show that σ1 ∼ σ2 , then we get
γ ∼ σ2 , since ∼ is an equivalence relation, that is:
γ ∼ σ1 and σ1 ∼ σ2 ⇒ γ ∼ σ2 .
So, now we show σ1 ∼ σ2 , that is, we have to find a continuous function Γ : [0, 1] × [0, 1] → G such that
Γ(s, 0) = σ1 (s) = a and Γ(s, 1) = σ2 (s) = b, for 0≤s≤1
and Γ(0, t) = Γ(1, t) for 0 ≤ t ≤ 1. Let Γ(s, t) = tb + (1 − t)a. Clearly Γ is a continuous function. (it is
constant with respect to s and a line with respect to t). In addition, it satisfies Γ(s, 0) = a ∀0 ≤ s ≤ 1 and
Γ(s, 1) = b ∀0 ≤ s ≤ 1 and Γ(0, t) = tb + (1 − t)a = Γ(1, t) ∀0 ≤ t ≤ 1. So σ1 ∼ σ2 .
Exercise 2. Show that if we remove the requirement “Γ(0, t) = Γ(1, t) for all t” from Definition6.1 then the
curve γ0 (t) = e2πit , 0 ≤ t ≤ 1, is homotopic to the constant curve γ1 (t) ≡ 1 in the region G = C − {0}.
Solution. Not available.
Exercise 3. 3. Let C = all rectifiable curves in G joining a to b and show that Definition 6.11 gives an
equivalence relation on C.
Solution. Not available.
Exercise 4. Let G = C − {0} and show that every closed curve in G is homotopic to a closed curve whose
trace is contained in {z : |z| = 1}.
Solution. Not available.
where γ(θ) = 2| cos 2θ|eiθ for 0 ≤ θ ≤ 2π.
R dz
Exercise 5. Evaluate the integral γ z2 +1
Solution. A sketch shows that the two zeros of z2 + 1 (they are ±i) are inside of the closed and rectifiable
curve γ (The region looks like a clover with four leaves ). Using partial fraction decompositions gives
Z Z Z
dz 1 1 1 1
= dz − dz
γ z2+1 2i γ z − i 2i γ z + i
Z Z
1 1 1 1
= π dz − π dz
2πi γ z − i 2i γ z + i
= π (n(γ; i) − n(γ; −i))
Def 4.2 p. 81
= π· 0 = 0,
since n(γ; i) = n(γ; −i) since i and −i are contained in the region generated by γ. Hence
Z
dz
2+1
= 0.
γ z
Exercise 6. Let γ(θ) = θeiθ for 0 ≤ θ ≤ 2π and γ(θ) = 4π − θ for 2π ≤ θ ≤ 4π. Evaluate
R dz
γ z2 +π2
.
Solution. A sketch reveals that the zero −πi is inside the region and the zero πi is outside the region. Using
partial fraction decomposition yields
Z Z Z
dz 1 1 1 1
= dz − dz
γ z 2 + π2 2πi γ z − iπ 2πi γ z + iπ
= n(γ; iπ) − n(γ; −iπ) = 0 − 1 = −1,
Def 4.2 p. 81
65
since iπ is not contained in the region generated by γ, so n(γ; iπ) = 0 and −iπ is contained in the region, so
n(γ; −iπ) = 1. Hence, Z
dz
= −1.
γ z +π
2 2
R 7. Let f (z) = [(z− 2 −i)· (z−1− 2 i)· (z−1− 2 )· (z− 2 −i)] and let γ be the polygon [0, 2, 2+2i, 2i, 0].
1 3 i 3 −1
Exercise
Find γ f .
Exercise 9. Let G be a region and let γ0 and γ1 be two closed smooth curves in G. Suppose γ0 ∼ γ1 , and Γ
satisfies (6.2). Also suppose that γt (s) = Γ(s, t) is smooth for each t. If w ∈ C − G define h(t) = n(γt ; w) and
show that h : [0, 1] → Z is continuous.
Solution. Not available.
Solution. Let γ be a closed rectifiable curve in C not passing through ±i. Using partial fraction decompo-
sition and the definition of the winding number we obtain
Z Z Z !
dz 1 1 1 1
= dz − dz = (2πin(γ; i) − 2πin(γ; −i)) = π (n(γ; i) − n(γ; −i)) .
γ 1 + z 2 2i γ z − 1 γ z + i 2i
R ez −e−z
Exercise 11. Evaluate γ z4 dz where γ is one of the curves depicted below. (Justify your answer.)
66
where γ is a closed rectifiable curve in G (open) such that n(γ; w) = 0 for all w ∈ C − G and f : G → C is
analytic.
In our case a = 0 and γ satisfies the above assumptions for exercise a), b) and c). Let f (z) = ez − e−z which
is clearly analytic on any region G. We have f (3) (0) = e0 + e−0 = 2 and using the formula above for k = 3
we obtain
e − e−z
Z z
1 2πi
4
dz = 2πi· 2n(γ; 0) = n(γ; 0).
γ z 6 3
Hence, n(γ; 0) = 1 for part a) and thus the result is 2πi
3 . We have n(γ; 0) = 1 for part b) and thus the result
is 4πi
3 . We obtain the same result for part c).
67
If z = a, then clearly f (n) (a) = 0 for m − (n − k) > 0 and f (n) (a) , 0 for m − (n − k) = 0. If k = 0 and m = n,
then f (m) (a) = f (n) (a) = m!g(a) , 0 since g(a) , 0 by assumption. Hence, f (n) (a) = 0 for n = 1, 2, . . . , m − 1
and f (n) (a) , 0 for n = m.
Exercise 4. Suppose that f : G → C is analytic and one-one; show that f 0 (z) , 0 for any z in G.
Solution. Assume f 0 (a) = 0 for some a ∈ G. Then f (a) = α where α is a constant. Define
F(z) = f (z) − α.
Then F(a) = f (a) − α = α − α = 0 and F 0 (a) = f 0 (a) = 0 by assumption. Hence, F has a as a root of
multiplicity m ≥ 2.
Then, we can use Theorem 7.4 p. 98 to argue that there is an > 0 and δ > 0 such that for 0 < |ξ − a| < δ,
the equation f (z) = ξ has exactly m simple roots in B(a; ), since f is analytic in B(a; R) and α = f (a). Also
f (z) − α has a zero of order m ≥ 2 at z = a.
Since f (z) = ξ has exactly m (our case m ≥ 2) simple roots in B(a; ), we can find at least two distinct
points z1 , z2 ∈ B(a; ) ⊂ G such that
f (z1 ) = ξ = f (z2 )
contradicting that f is 1 − 1. So f 0 (z) , 0 for any z in G.
Exercise 5. Let X and Ω be metric spaces and suppose that f : X → Ω, is one-one and onto. Show that f
is an open map iff f is a closed map. (A function f is a closed map if it takes closed sets onto closed sets.)
Solution. Not available.
Exercise 6. Let P : C → R be defined by P(z) = Re z; show that P is an open map but is not a closed map.
(Hint: Consider the set F = {z : Im z = (Re z)−1 and Re z , 0}.)
Solution. Not available.
Exercise 7. Use Theorem 7.2 to give another proof of the Fundamental Theorem of Algebra.
Solution. Not available.
68
Chapter 5
Singularities
69
j)
1
f (z) = zn sin .
z
Solution. a) According to Theorem 1.2 p.103, z = 0 is a removable singularity, since
sin(z) sin(z)
lim (z − 0) = lim z = lim sin(z) = 0.
z→∞ z z→∞ z z→∞
If we define,
z , z,0
sin(z)
f (z) = ,
1,
z=0
then f is analytic at z = 0. A simple computation using L’Hospital’s rule yields limz→0 sin(z)
z = 1.
b) We have (see p. 38)
∞
X z2k
cos(z) = (−1)k
k=0
(2k)!
and therefore
∞
cos(z) X z2k−1 1
= (−1)k = + analytic part.
z k=0
(2k)! z
Thus cosz z has a simple pole at z = 0.
c) According to Theorem 1.2 p.103, z = 0 is a removable singularity, since
cos(z) − 1 cos(z) − 1
lim (z − 0) = lim z = lim cos(z) − 1 = 1 − 1 = 0.
z→∞ z z→∞ z z→∞
If we define,
z ,
cos(z)−1
z,0
f (z) = ,
1,
z=0
then f is analytic at z = 0. A simple computation using L’Hospital’s rule yields limz→0 cos(z)−1
z = 0.
e) We know
∞
X zk
log(1 + z) = (−1)k+1 .
k=1
k
So we can write
∞ ∞ ∞
log(1 + z) 1 X k+1 z
k X
k+1 z
k−2
1 1 X k+1 z
k−2
= (−1) = (−1) = − + (−1)
z2 z2 k=1 k k=1
k z 2 k=3 k
−z
= 1 + z(z−1)
z+1 z+1
. Now partial fraction decomposition of z(z−1) yields
z+1 1 2
=− +
z(z − 1) z z−1
so
1 2
f (z) = 1 − +
z z−1
70
and hence f (z) = zz2+1
2
−z
has poles of order 1 at z = 0 and z = 1 and the singular part is z−1
2
− 1z (by Equation
1.7 and Definition 1.8 p. 105).
i) We know (see p. 38)
∞
X z2k+1
sin(z) = (−1)k
k=0
(2k + 1)!
so 2k+1 2k
∞ 1 ∞ 1
1 X z
X z 1 1 1
f (z) = z sin = z (−1) k
= (−1) k
=1− + − + ...
z k=0
(2k + 1)! k=0
(2k + 1)! 3!z 2 5!z4 7!z 6
Therefore f (z) = z sin 1z has an essential singularity at z = 0 (it is neither a pole nor a removable singularity
by Corollary 1.18c). We have
f ({z : 0 < |z| < δ}) = f [ann(0; 0, δ)] = C
by the Casorati-Weierstrass Theorem p. 109. But f ({z : 0 < |z| < δ}) = f [ann(0; 0, δ)] is either C or C\{a}
for one a ∈ C by the Great Picard Theorem (p. 300). In this case,
f ({z : 0 < |z| < δ}) = f [ann(0; 0, δ)] = C.
z2 +1
Exercise 2. Give the partial fraction expansion of r(z) = (z2 +z+1)(z−1)2
.
Solution. Not available.
Exercise 3. Give the details of the derivation of (1.17) from (1.16).
Solution. Not available.
Exercise 4. Let f (z) = z(z−1)(z−2)
1
; give the Laurent Expansion of f (z) in each of the following annuli: (a)
ann(0; 0, 1); (b) ann(0; 1, 2); (c) ann(0; 2, ∞).
Solution. a) We have 0 < |z| < 1 and using partial fraction decomposition yields
!
1 1 1 1 −1 1
f (z) = = = +
z(z − 1)(z − 2) z (z − 1)(z − 2) z z − 1 z − 2
∞ ∞
!
1 1 1 1 1 X n 1 X z n
= − = z −
z 1 − z 2 1 − 2z |z|<1and |z/2|<1 z n=0
2 n=0 2
∞ ∞ !n+1 ∞ !n+2
X X 1 X 1
= z =
n−1 n−1 n
z − 1 − z
n=0 n=0
2 n=−1
2
∞
X
= 1 − 2−n−2 zn , (0 < |z| < 1).
n=−1
71
c) We have 2 < |z| < ∞ and thus
1
f (z) =
z(z − 1)(z − 2)
∞ !n ∞ !n
1 1 1 1 1 1 1 X 1 1 X 2
= + = +
− −
z z 1 − 1z 2
z 1− z
|1/z|<1and |2/z|<1 z z n=0 z z n=0 z
∞
X 1 n+2 X ! ∞ !n+2 ∞
1 X
= − + 2n = (2n − 1)z−n−2
n=0
z n=0
z n=0
−2
X
= (2−n−2 − 1)zn , (2 < |z| < ∞).
n=−∞
π
Exercise 5. Show that f (z) = tan z is analytic in C except for simple poles at z = 2 + nπ, for each integer
n. Determine the singular part of f at each of these poles.
Solution. Define zn = π2 + nπ. We know tan(z) = cos(z)
sin(z)
and (cos(z))0 = − sin(z). Hence, tan(z) has a simple
1
pole at each zn with residue −1 and with singular part − z−z n
at each zn .
Exercise 6. If f : G → C is analytic except for poles show that the poles of f cannot have a limit point in
G.
Solution. Not available.
Exercise 7. Let f have an isolated singularity at z = a and suppose f (z) . 0. Show that if either (1.19) or
(1.20) holds for some s in R then there is an integer m such that (1.19) holds if s > m and (1.20) holds if
s < m.
Solution. Let limz→a |z − a| s | f (z)| = 0 hold, that is limz→a (z − a) s f (z) = 0 for some s in R. Then it holds
obviously for any greater s’s. Hence, there exist an integer n > 0 such that
and
(In fact we are free to choose any positive integer greater than s). Now, (z − a)n f (z) thus has a removable
singularity at z = a (by Theorem 1.2 p. 103) applied to (5.2)) and its extended value is also zero by (5.2).
Thus (z − a)n f (z) has a zero of finite order k at z − a. So
Thus,
0,
s>m
lim |z − a| | f (z)| =
s
z→a ∞,
s<m
72
where m = n − k.
Now let limz→a |z − a| s | f (z)| = ∞ for some s in R. Then there exists an integer n < 0 so that
(In fact we are free to choose any negative integer less than s). Now (z − a)n f (z) thus has a pole at z = a
(by Definition 1.3 p.105 and (5.1)) and (z − a)n f (z) has a pole of finite order l at z = a and so
Thus,
0,
s>m
lim |z − a| s | f (z)| =
z→a ∞,
s<m
where m = n + l.
Exercise 8. Let f , a, and m be as in Exercise 7. Show: (a) m = 0 iff z = a is a removable singularity and
f (a) , 0; (b) m < 0 iff z = a is a removable singularity and f has a zero at z = a of order −m; (c) m > 0 iff
r = a is a pole of f of order m.
Solution. a) ⇒: Let m = 0. Then by Exercise 7, we have
0,
s>0=m
lim(z − a) f (z) =
2
.
(5.4)
z→a , 0, s = 0 = m
Thus using s = 1, f (z) has a removable singularity (by Theorem 1.2 p. 103) with the extended value equal
to f (a) = limz→a f (z) , 0.
⇐: Let z = a be a removable singularity and f (a) = limz→a f (z) , 0. Then limz→a (z − a) f (z) = 0 by
Theorem 1.2 p.103. By Exercise 7, we obtain that there is an integer m such that
0, s > m
lim |z − a| | f (z)| =
s
.
z→a ∞, s < m
But m = 0, since
0,
s>0
lim(z − a) f (z) =
s
,
z→a ∞,
s<0
which follows by (5.4).
b) ⇒: Let the algebraic order be defined at z = a and be equal to −m (m > 0). Then by Exercise 7, we have
Recall limz→a (z − a) s f (z) = 0 if s > −m so it is true of s = 0 and s = 1. Thus, f (z) has a removable
singularity at z = a and also the extended function has the value limz→a f (z) = 0 at z = a (p. 103 Theorem
73
1.2). Now h(z) := (z − a)−m f (z) has a removable singularity at z = a (since limz→a (z − a)−m+1 f (z) = 0) but
h(z) has extended value
h(a) = lim(z − a)−m f (z) , 0
z→a
⇐: Assume f (z) has a removable singularity at z = a and let z = a be a zero of order m > 0. Then
f (z) = (z − a)m h(z) where h(z) is analytic in |z − a| < δ, δ > 0 and h(a) , 0. Then
0, s > −m
lim |z − a| | f (z)| = lim |z − a| |h(z)| =
s s+m
z→a z→a ∞, s < −m
lim(z − a) s f (z) = 0
z→a
by Exercise 7. Then for z , a, we have h(z) = (z − a)m f (z) has a removable singularity at z = a with
h(a) , 0. Now f (z) = (z − a)−m h(z) where h ∈ A(B(a; δ)) and h(a) , 0. Thus f (z) has a pole of order m at
z = a.
⇐: Let f (z) have a pole of order m at z = a. Then f (z) = (z−a)−m g(z) where g(z) ∈ A(B(a; δ)) and g(a) , 0.
Thus limz→a (z − a)m f (z) = g(a) , 0 and
So
0,
s>m
lim |z − a| | f (z)| = lim |z − a|
s s−m
|z − a| | f (z)| =
m
z→a z→a ∞,
s<m
by Exercise 7. Therefore, m > 0 is the algebraic order of f at z = a.
Exercise 9. A function f has an essential singularity at z = a iff neither (1.19) nor (1.20) holds for any real
number s.
Solution. ⇒: We prove this direction by proving the contrapositive (P → Q ⇐⇒ ¬Q ⇒ ¬P). Assume
(1.19) or (1.20) hold for some real number s. Then by Exercise 7, there exists an integer m such that (1.19)
holds if s > m and (1.20) holds if s < m. Then by Exercise 8, z = a is either a removable singularity or a
pole. Hence z = a is not an essential singularity (by Definition 1.3 p.105).
⇐: Also this direction by is being proved by showing the contrapositive. Assume that f has an isolated
singularity at z = a which is not an essential singularity. Then either z = a is a removable singularity or a
pole (by Definition 1.3 p.105). Again by Problem 7 and 8, in either case there exists an m such that (1.19)
or (1.20) holds. (If z = a is removable, then either m = 0 or m < 0; if z = a is a pole, then m > 0 by
Exercise 8).
Exercise 10. Suppose that f has an essential singularity at z = a. Prove the following strengthened version
of the Casorati–Weierstrass Theorem. If c ∈ C and > 0 are given then for each δ > 0 there is a number α,
|c − α| < , such that f (z) = α has infinitely many solutions in B(a; δ).
74
Solution. Not available.
Exercise 11. Give the Laurent series development of f (z) = exp 1
z . Can you generalize this result?
Solution. Not available.
Exercise 12. (a) Let λ ∈ C and show that
( !) ∞ !
1 1 X 1
exp λ z + = a0 + an zn + n
2 z n=1
z
75
5.2 Residues
Exercise 1. Calculate the following integrals:
a)
∞
x2 dx
Z
0 x4 + x2 + 1
b) Z ∞
cos x − 1
dx
0 x2
c) Z π
cos 2θ dθ
where a2 < 1
0 1 − 2a cos θ + a2
d) Z π
dθ
where a > 1.
0 (a + cos θ)2
Solution. Note that
∞ ∞
x2 dx x2 dx
Z Z
1
=
0 x4 + x2 + 1 2 −∞ x4 + x2 + 1
2
since x4 +xx 2 +1 is even. Let γR = [−R, R] ∪ CR where CR = Reit , 0 ≤ t ≤ π and R 0 (draw a sketch).
2 π 2π
f (z) = z4 +zz 2 +1 has two simple poles at a1 = ei 3 , a2 = ei 3 enclosed by γR . By the residual Theorem, we have
R
x2 z2
Z Z Z
2πi(Res( f, a1 ) + Res( f, a2 )) = f = dx + dz.
γR −R x + x2 + 1
4
CR z4 + z2 + 1
Thus,
∞ 2
x2 dx z2
Z Z X
= − lim dz + 2πi Res( f, ak ).
−∞ x + x2 + 1
4 R→∞ CR z4 + z2 + 1 k=1
We have
Z Z
z2 z2 |z|2 |z|2
Z Z Z
f (z) dz =
dz ≤ dz ≤ |dz| ≤ |dz|
CR z + z + 1 CR z + z + 1 CR |z + z + 1|
4 2 4 2 4 2 4 2
CR |z| − |z| − 1
CR
R2 πR3
Z
= 4 2
|dz| = 4 → 0 as R → ∞.
R − R − 1 CR R − R2 − 1
π π z2 2π π 1
Res( f, ei 3 ) = limπ (z − ei 3 ) = ei 3 limπ (z − ei 3 ) 4
z→ei 3 z4 + z2 + 1 z→e i3 z + z2 + 1
2π π
2π 1 ei 3 ei 3
= ei 3 limπ = =
z→ei 3 4z + 2z
3 3π π 2π
4e 3 + 2e 3
i i
4e 3 + 2
i
√ √
2 + 2 3i 2 + 2 3i
1 1 1 1
1 1
= √ = √ = √ +
4(− 2 + 2 3i) + 2
1 1
2 3i 4 3i 4
1 1
= − √ i.
4 4 3
76
Finally, we calculate Res( f, a2 ).
2π 2π z2 4π 2π 1
Res( f, ei 3 ) = lim (z − ei 3 ) = ei 3 lim (z − ei 3 ) 4
2π
z→ei 3 z4 +z +1
2 2π
z→ei 3 z + z2 + 1
4π 2π
4π 1 ei 3 ei 3
= ei 3 lim = =
z→ei 3 4z + 2z
3 6π 2π 4π
2π
4ei 3 + 2ei 3 4ei 3 + 2
√ √
− 12 + 12 3i − 12 + 12 3i 1 1
= √ = √ = √ −
4(− 2 − 2 3i) + 2
1 1
−2 3i 4 3i 4
1 1
= − − √ i.
4 4 3
So
2
π π
! !
X 1 1 1 1 1
2πi Res( f, ak ) = 2πi − √ i+ √ − = 2πi − √ i = − √ i2 = √ .
k=1
4 4 3 4 3i 4 2 3 3 3
Hence,
∞
x2 dx 1 π
Z
= √ .
0 x4 +x +1 2 3
2
eiz −1
b) Let f (z) = and γ = [−R, −r] + γr + [r, R] + γR where γR = Reit , 0 ≤ t ≤ π and γr = re−it , 0 ≤ t ≤ π
z2
and 0 < r < R (A sketch might help to see that γ is a closed and rectifiable curve). Clearly γ f (z) dz = 0
R
We have
−r R
eix − 1 e−ix − 1
Z Z
dx = dx.
−R x2 r x2
So
R e +e
−ix −ix
−r
eix − 1 R
eix − 1 e−ix + e−ix − 2
R −1
Z Z Z Z
dx + dx = dx = 2 2
dx
−R x2 r x2 r x2 r x2
Z R
cos(x) − 1
= 2 dx
r x2
Therefore,
R
eiz − 1 eiz − 1
Z Z Z
cos(x) − 1 1 1
2
dx = − 2
dz − dz
r x 2 γR z 2 γr z2
which implies that
∞
eiz − 1
Z Z ! Z iz !
cos(x) − 1 1 1 e −1
dx = lim − dz − lim dz
0 x2 R→∞ 2 γR z2 r→0 2 γ
r
z2
The first term on the right hand side is zero, since
Z iz
|eiz − 1|
Z Z Z !
e − 1 1
|dz| + iz
dz ≤ |dz| ≤ 2 |e | |dz|
z2 |z|2 R
γR γR γR γR
1 2π
≤ 2
(πR + πR) = → 0 as R → ∞.
R R
77
The second term on the right hand side is π, since
Z iz !
e −1 1
lim 2
dz = − 2πi Res( f (z), 0) = −πi2 = π
r→0 γr z 2
( f (z) can be written as zi +analytic part and therefore Res( f (z), 0) = i). Hence,
π
Z ∞
cos(x) − 1 1 1
2
dx = − · 0 − · π = − .
0 x 2 2 2
c) If a = 0, then
Z π Z π
cos 2θ dθ 1 1
= cos 2θ dθ = [sin 2θ]π0 = [0 − 0] = 0.
0 1 − 2a cos θ + a2 0 2 2
Assume a , 0. We can write
Z π e2θi +e2θi
1 2π 1 2π
Z Z
cos 2θ dθ cos 2θ dθ
= = 2
dθ.
0 1 − 2a cos θ + a 2 2 0 1 − 2a cos θ + a 2 2 0
eθi +eθi
1 − 2a 2 + a2
Let z = eiθ . Then dz = iz dθ =⇒ dθ = dz
iz . Hence,
e2θi +e2θi z2 + 1
z2
2π
z4 + 1
Z Z Z
1 1 dz 1
2
dθ = 2
= dz
|z|=1 z z − az − a + a z
eθi +eθi
+ a2 2 2 2
2 0 1− 2a 2 2 |z|=1 1−a z+ z +a
1 2 iz 4i
z4 + 1 z4 + 1
Z Z
1 1
= − dz = − dz
a z+1
2
4ia |z|=1 z2 z2 − 1+a 4ia |z|=1 z2 (z − a) z − 1
a
By the Residue Theorem and the fact that |a| < 1, since a2 < 1
z4 + 1
Z
dz = 2πi Res f ( f, 0) + Res( f, a)
1
|z|=1 z2 (z − a) z −
a
z4 +1
where f (z) = .
It is easily obtained
z2 (z−a)(z− 1a )
d 2 z4 + 1 d z4 + 1
Res( f, 0) = lim z = lim
z→0 dz z2 (z − a) z − a1 z→0 dz (z − a) z − 1
a
−4z z − az − a z + 1 − (z − 1) 2z − a − a
3 2 1 4 1
1
= lim 2
=a+
z→0
z2 − az − a1 z + 1
a
and
z4 + 1 z4 + 1 a4 + 1 a4 + 1
Res( f, a) = lim(z − a) = lim = = .
a(a2 − 1)
z→a z2 (z − a) z − 1a z→a z2 z − 1
a a2 a − a1
So
z4 + 1 a4 + 1 2a4 4πia3
Z !
1
dz = 2πi a + + = 2πi 2 =− .
2 a(a = 1) 1 − a2
|z|=1 z2 (z − a) z − a1 a a(a − 1)
Finally,
π
4πia3 a2
Z !
cos 2θ dθ 1
= − · − = π .
0 1 − 2a cos θ + a2 4ia 1 − a2 1 − a2
78
Exercise 2. Verify the following equations:
a)
∞
π
Z
dx
= 3, a > 0;
0 (x2 +a )
2 2 4a
b)
∞
(log x)3
Z
dx = 0;
0 1 + x2
c)
∞
π(a + 1)e−a
Z
cos ax
dx = , if a > 0;
0 (1 + x2 )2 4
d)
π/2
π
Z
dθ
= , if a > 0;
a + sin θ 2 [a(a + 1)] 2
2 1
0
e)
∞
π
Z
log x
dx = − ;
0 (1 + x2 )2 4
f)
∞
π
Z
dx
= ;
0 1 + x2 2
g)
∞
eax π
Z
dx = , if 0 < a < 1;
−∞ 1+e x sin aπ
h) Z 2π Z 4π
log sin2 2θ dθ = 4 log sin θ dθ = −4π log 2.
0 0
where
" # " #
d 1 d 1
Res( f, z1 ) = lim (z − ai)2 = lim
z→ai dz (z − ai)2 (z + ai)2 z→ai dz (z + ai)2
−2 2 1
= lim =− = 3 .
z→ai (z + ai) 3 (2ai)3 4a i
Also
π R
Z Z
1 dx
2πi = = + f (z) dz
4a3 i 2a3 −R (x2 + a2 )2 CR
where the latter integral on the right hand side is zero since
Z Z Z Z
1 1 1 1
dz ≤ |dz| ≤ |dz| ≤ 2 |dz|
CR (z + a ) CR |z + a |
2 2 2 2 22 2 2 2 (R − a2 )2 CR
CR (|z| − |a| )
πR
= → 0 as R → ∞.
(R2 − a2 )2
79
Hence,
∞ ∞ R
1 π π
Z Z Z
dx 1 dx 1 dx
= = lim = = .
0 (x2 + a2 )2 2 −∞ (x2 + a2 )2 2 R→∞ −R (x2 + a2 )2 2 2a3 4a3
eiaz
c) Let f (z) = (1+z 2 )2 and γR = [−R, R] + CR where CR = Re , 0 ≤ t ≤ π. So f has z1 = i as a pole of order 2
it
where
eiaz
" # " iaz #
d d e
Res( f, z1 ) = lim (z − i) 2
= lim
z→i dz (z − i) (z + i)
2 2 z→i dz (z + i)2
(z + i) iae − 2(z + i)e
2 iaz iaz
(z + i)iaeiaz − 2eiaz
" # " #
= lim = lim
z→i (z + i)4 z→i (z + i)3
2 2
2i2 aei a − 2ei a −2ae−a − 2e−a (a + 1)e−a
= = = .
(2i)3 −8i 4i
Also
(a + 1)e−a π(a + 1)e−a R
Z Z
2πi = = f (x) dx + f (z) dz
4i 2 −R CR
where the latter integral on the right hand side is zero since
Z Z Z
eiaz |eiaz |
Z
1
f (z) dz =
dz ≤ |dz| ≤ |dz|
CR (1 + z ) CR |1 + z |
2 2 2 2 2 2
CR (|z| − 1)
CR
1
= Rπ → 0 as R → ∞,
(R2 − 1)2
arg(z) < 3π2 } with log(z) = log |z| + iθ, θ = arg(z). f (z) has a simple pole i enclosed by γ. By the Residue
80
Theorem
z2a−1 i2a−1
Z
f (z) dz = 2πRes( f, i) = 2πi lim(z − i) = 2πi
γ z→i (z − i)(z + i) 2i
π π
= πi 2a−1
= πe (2a−1) log i
= πe(2a−1)(0+i 2 ) = πeaπi e−i 2 = −πieaπi .
Also Z Z −r Z Z R Z
f (z) dz = f (x) dx + f (z) dz + f (x) dx + f (z) dz .
γ
|−R {z } |γr {z } |r {z } |γR {z }
I II III IV
I)
−r R Z R Z R (2a−1)(log |−x|+iπ)
(−x)2a−1
Z Z
e
f (x) dx = f (−x) dx = dx = dx
−R r r 1 + x 2
r 1 + x2
Z R (2a−1) log x Z R (2a−1) log x
e e
= e(2a−1)iπ dx = −e2aπi
dx
r 1 + x 2
r 1 + x2
Z R 2a−1
x
= −e2aπi dx.
r 1 + x2
IV)
πR2a
Z Z Z
z2a−1 |z|2a−1 R2a−1
f (z) dz = πR =
dz ≤ |dz| ≤ → 0 as R → ∞
γR γR 1 + z2
γR |1 + z |
2 R2 − 1 R2 − 1
since a < 1.
II) Similar to IV)
πr2a
Z
f (z) dz ≤ 2 → 0 as r → 0
γr r −1
since a > 0.
Hence, if r → 0 and R → ∞, we get
Z Z ∞ Z ∞ Z ∞
−πie =
aπi
f (z) dz = −e2aπi
f (x) dx + 0 + f (x) dx + 0 = (1 − e 2aπi
) f (x) dx.
γ 0 0 0
Thus, Z ∞
−πie aπi
= (1 − e 2aπi
) f (x) dx
0
and so
∞
−πieaπi π
Z
−iπ iπ iπ
f (x) dx = = = = = .
0 1 − e2aπi e−aπi − eaπi eaπi − e−aπi 2i sin(aπ) 2 sin(aπ)
Therefore,
∞
eax ∞
x2a−1 π π
Z Z
dx = 2 dx = 2 =
−∞ 1 + ex 0 1 + x2 2 sin(aπ) sin(aπ)
provided 0 < a < 1.
81
Exercise 4. Suppose that f has a simple pole at z = a and let g be analytic in an open set containing a.
Show that Res( f g; a) = g(a)Res( f ; a).
Solution. Not available.
Exercise 5. Use Exercise 4 to show that if G is a region and f is analytic in G except for simple poles at
a1 , . . . , an ; and if g is analytic in G then
Z n
1 X
fg = n(γ; ak )g(ak )Res( f ; ak )
2πi γ k=1
for any closed rectifiable curve γ not passing through a1 , . . . , an such that γ ≈ 0 in G.
Solution. Not available.
Exercise 6. Let γ be Rthe rectangular path [n + 12 + ni, −n − 21 + ni, −n − 12 − ni, nR + 12 − ni, n + i + ni] and
evaluate the integral γ π(z + a)−2 cot πz dz for a , an integer. Show that limn→∞ γ π(z + a)−2 cot πz dz = 0
and, by using the first part, deduce that
∞
π2 X 1
=
sin πa n=−∞ (a + n)2
2
(Hint: Use the fact that for z = x + iy, | cos z|2 = cos2 x + sinh2 y and | sin z|2 = sin2 x + sinh2 y to show that
| cot πz| ≤ 2 for z on γ if n is sufficiently large.)
Solution. Not available.
Exercise 7. Use Exercise 6 to deduce that
∞
π2 X 1
=
8 n=0
(2n + 1)2
for a , an integer.
Solution. Not available.
Exercise 9. Use methods similar to those of Exercises 6 and 8 to show that
∞
π 1 X 2(−1)n a
= +
sin πa a n=1 a2 − n2
for a , an integer.
Solution. Not available.
82
Exercise 10. Let γ be the circle |z| = 1 and let m and n be non-negative integers. Show that
(±1) p (n+2p)!
p!(n+p)! , if m = 2p + n, p ≥ 0
Z 2
1 (z ± 1)m dz
=
2πi γ z m+n+1 0,
otherwise
R entire function−1and let a, b ∈ C such that |a| < R and |b| < R. If γ(t) = Re ,
it
Exercise 13. Let f be an
0 ≤ t ≤ 2pi, evaluate γ [(z − a)(z − b)] f (z) dz. Use this result to give another proof of Liouville’s
Theorem.
Solution. Not available.
where γ is the circle |z| = R. Show that g is analytic and discuss the properties of g.
Solution. Not available.
Exercise 4. If f is meromorphic on G and f˜ : G → C∞ is defined by f˜(z) = ∞ when z is a pole of f and
f˜(z) = f (z) otherwise, show that f˜ is continuous.
83
Solution. Not available.
Exercise 5. Let f be meromorphic on the region G and not constant; show that neither the poles nor the
zeros of f have a limit point in G.
Solution. Not available.
Exercise 6. Let G be a region and let H(G) denote the set of all analytic functions on G. (The letter
“H” stands for holomorphic. Some authors call a differentiable function holomorphic and call functions
analytic if they have a power series expansion about each point of their domain. Others reserve the term
“analytic” for what many call the complete analytic function, which we will not describe here.) Show that
H(G) is an integral domain; that is, H(G) is a commutative ring with no zero divisors. Show that M(G), the
meromorphic functions on G, is a field.
We have said that analytic functions are like polynomials; similarly, meromorphic functions are analogues
of rational functions. The question arises, is every meromorphic function on G the quotient of two analytic
functions on G? Alternately, is M(G) the quotient field of H(G)? The answer is yes but some additional
theory will be required before this answer can be proved.
Solution. Not available.
Exercise 7. State and prove a more general version of Rouche’s Theorem for curves other than circles in
G.
Solution. Not available.
Exercise 8. Is a non-constant meromorphic function on a region G an open mapping of G into C? Is it an
open mapping of G into C∞ ?
Solution. Not available.
Exercise 9. Let λ > 1 and show that the equation λ − z − e−z = 0 has exactly one solution in the half plane
{z : Re z > 0}. Show that this solution must be real. What happens to the solution as λ → 1?
Solution. Not available.
Exercise 10. Let f be analytic in a neighborhood of D = B̄(0; 1). If | f (z)| < 1 for |z| = 1, show that there is
a unique z with |z| < 1 and f (z) = z. If | f (z)| ≤ 1 for |z| = 1, what can you say?
Solution. Let g(z) = f (z) − z and h(z) = z. Clearly g, h are analytic in a neighborhood of B̄(0, 1) since f is
analytic. Note that g, h have no poles. Let γ = {z : |z| = 1}. We have
|g(z) + h(z)| = | f (z) − z + z| = | f (z)| < 1 = |z| = |h(z)| ≤ |g(z)| + |h(z)|
on γ since | f (z)| < 1 for |z| = 1. By Roché’s Theorem, we get
Zg − Pg = Zh − Ph .
But Pg = Ph = 0, so
Zg = Zh (inside the unit circle).
Since h(z) = z has only one zero (z = 0) inside the unit circle, we get that
g(z) = f (z) − z
has exactly one zero inside the unit circle. Hence, there is a unique z such that f (z) − z = 0 ⇐⇒ f (z) = z
with |z| < 1.
If we choose f (z) = z, then | f (z)| ≤ 1 for |z| = 1 and therefore we have infinitely many fixed points.
If we choose f (z) = 1, then | f (z)| ≤ 1 for |z| = 1 and therefore we do not have any fixed points.
84
Chapter 6
85
Solution. Not available.
Exercise 4. Let 0 < r < R and put A = {z : r ≤ |z| ≤ R}. Show that there is a positive number > 0 such
that for each polynomial p,
sup{|p(z) − z−1 | : z ∈ A} ≥
This says that z−1 is not the uniform limit of polynomials on A.
Solution. Not available.
Exercise 5. Let f be analytic on B̄(0; R) with | f (z)| ≤ M for |z| ≤ R and | f (0)| = a > 0. Show that the
number of zeros of f in B(0; 13 R) is less than or equal to log1 2 log Ma . Hint: If z1 , . . . , zn are the zeros of f
in B(0; 31 R); consider the function
n !−1
Y z
g(z) = f (z) 1− ,
k=1
zk
and note that g(0) = f (0). (Notation: nk=1 ak = a1 a2 . . . an .)
Q
Then we can use the Maximum Modulus Theorem (Version 3). Instead of showing that
So assume lim supz→a | f (z)| > M. But this implies lim supz→a | f (zn )| > M since zn → z as z → ∞, that is zn
gets arbitrarily close to z and since f is analytic, that is continuous, we have f (zn ) gets arbitrarily close to
f (z).
86
6.2 Schwarz’s Lemma
Exercise 1. Suppose | f (z)| ≤ 1 for |z| < 1 and f is a non-constant analytic function. By considering the
function g : D → D defined by
f (z) − a
g(z) =
1 − ā f (z)
where a = f (0), prove that
| f (0)| − |z| | f (0)| + |z|
≤ | f (z)| ≤
1 + | f (0)| |z| 1 − | f (0)| |z|
for |z| < 1.
Solution. We claim that |g(z)| ≤ 1 and g(0) = 0. It is easy to check that g(0) = 0 since
f (0) − a a−a
g(0) = = = 0.
1 − ā f (0) 1 − āa
We also have
| f (z) − a|
|g(z)| = ≤1
|1 − ā f (z)|
since | f (z)| ≤ 1. (Can you see it?) Now, apply Schwarz Lemma.
Solution. The answer is no. Assume there exist an analytic function f : D → D with f ( 12 ) = 43 . According
to the definition, we have
Eαa = { f ∈ A(D) : | f (z)| ≤ 1, f (a) = α}.
In our case, we have a = 1
2 and α = 34 . We know,
0 1 − |α|2
f (a) ≤
1 − |a|2
and therefore we must have
2
3 7
0 1 1 − 4
!
7 3 7
2 = = = = 0.583̄.
16
f ≤ 3
2
1 − 12 4
16 4 12
But f 0 ( 12 ) = 2
3 = 0.6̄ which is not possible.
87
Exercise 3. Suppose f : D → C satisfies Re f (z) ≥ 0 for all z in D and suppose that f is analytic.
(a) Show that Re f (z) > 0 for all z in D.
(b) By using an appropriate Möbius transformation, apply Schwarz’s Lemma to prove that if f (0) = 1 then
1 + |z|
| f (z)| ≤
1 − |z|
for |z| < 1. What can be said if f (0) , 1?
(c) Show that f (0) = 1, f also satisfies
1 − |z|
| f (z)| ≥
1 + |z|
(Hint: Use part (a)).
Exercise 4. Prove Caratheodory’s Inequality whose statement is as follows: Let f be analytic on B̄(0; R)
and let M(r) = max{| f (z)| : |z| = r}, A(r) = max{Re f (z) : |z| = r}; then for 0 < r < R, if A(r) ≥ 0,
R+r
M(r) ≤ [A(R) + | f (0)|]
R−r
(Hint: First consider the case where f (0) = 0 and examine the function g(z) = f (Rz)[2A(R) + f (Rz)]−1 for
|z| < 1.)
Solution. Not available.
Exercise 5. Let f be analytic in D = {z : |z| < 1} and suppose that | f (z)| ≤ M for all z in D. (a) If f (zk ) = 0
for 1 ≤ k ≤ n show that
n
Y |z − zk |
| f (z)| ≤ M
k=1
|1 − z̄k z|
for |z| < 1. (b) If f (zk ) = 0 for 1 ≤ k ≤ n, each zk , 0, and f (0) = Meia (z1 z2 , . . . , zn ), find a formula for f .
Solution. Not available.
Exercise 6. Suppose f is analytic in some region containing B̄(0; 1) and | f (z)| = 1 where |z| = 1. Find a
formula for f . (Hint: First consider the case where f has no zeros in B(0; 1).)
Solution. Not available.
Exercise 7. Suppose f is analytic in a region containing B̄(0; 1) and | f (z)| = 1 when |z| = 1. Suppose that
f has a zero at z = 14 (1 + i) and a double zero at z = 12 . Can f (0) = 12 ?
Solution. Not available.
Exercise 8. Is there an analytic function f on B(0; 1) such that | f (z)| < 1 for |z| < 1, f (0) = 1
2, and
f 0 (0) = 43 ? If so, find such an f . Is it unique?
88
6.3 Convex functions and Hadamard’s Three Circles Theorem
Exercise 1. Let f : [a, b] → R and suppose that f (x) > 0 for all x and that f has a continuous second
derivative. Show that f is logarithmically convex iff f 00 (x) f (x) − [ f 0 (x)]2 ≥ 0 for all x.
Solution. Not available.
Exercise 2. Show that if f : (a, b) → R is convex then f is continuous. Does this remain true if f is defined
on the closed interval [a, b]?
Solution. Since f is convex on (a, b) and if a < s < t < u < b, we have
f (t) − f (s) f (u) − f (s) f (u) − f (t)
≤ ≤ (6.1)
t−s u−s u−t
which we show now. Let a < s < t < u < b, t = λs + (1 − λ)u with λ = u−s u−t
∈ (0, 1). Since f is convex on
(a, b), we get
u−t t−s
f (t) ≤ f (s) + f (u)
u−s u−s
which implies
(t − s) f (u) + (u − t) f (s) − (u − s) f (t) ≥ 0
which is equivalent to
89
Thus it remains to show the claim. The proof uses (6.1).
First, consider a point z ∈ (x − δ, x) and apply the second inequality in (6.1) gives
f (x) − f (x − δ) f (z) − f (x)
≤
δ z−x
which gives the first inequality in (6.3).
Applying the outer inequality in (6.1) to the three points z < x < x + δ gives
f (x) − f (z) f (x + δ) − f (x) f (z) − f (x) f (x + δ) − f (x)
≤ ⇐⇒ ≤
x−z x+δ−x z−x δ
which gives the second inequality in (6.3).
Now, consider the case x < z < x + δ. Then, the first inequality in (6.3) follows from the outer inequality in
(6.1) applied to the three points x − δ, x, z.
f (x) − f (x − δ) f (z) − f (x) f (x) − f (x − δ) f (z) − f (x)
≤ ⇐⇒ ≤ .
x−x+δ z−x δ z−x
The second inequality in (6.3) follows from the first inequality in (6.1) applied to x, z, x + δ.
f (z) − f (x) f (x + δ) − f (x) f (z) − f (x) f (x + δ) − f (x)
≤ ⇐⇒ ≤ .
z−x x+δ−x z−x δ
Thus, we have proved the claim.
The statement is not true if f is defined on the closed interval [a, b]! Here is a counterexample: Define
f : [a, b] → R by
0, x ∈ [a, b)
f (x) = .
1, x = b
Clearly, f is convex on [a, b], but f is not continuous at x = b (but the function is continuous on (a, b)).
Exercise 3. Show that a function f : [a, b] → R is convex iff any of the following equivalent conditions is
satisfied:
f (u) u 1
(a) a ≤ x < u < y ≤ b gives det f (x) x 1 ≥ 0;
f (y) y 1
f (u)− f (x) f (y)− f (x)
(b) a ≤ x < u < y ≤ b gives u−x ≤ y−x ;
(c) a ≤ x < u < y ≤ b gives f (u)−
u−x
f (x)
≤ f (y)− f (u)
y−u ;
Interpret these conditions geometrically.
Solution. Not available.
Exercise 4. Supply the details in the proof of Hadamard’s Three Circle Theorem.
Solution. Not available.
Exercise 5. Give necessary and sufficient conditions on the function f such that equality occurs in the
conclusion of Hadamard’s Three Circle Theorem.
90
Exercise 6. Prove Hardy’s Theorem: If f is analytic on B̄(0; R) and not constant then
Z 2π
1
I(r) = | f (reiθ )| dθ
2π 0
is strictly increasing and log I(r) is a convex function of log r. Hint: If 0 < r1 < r < r2 find a con-
tinuous function ϕ : [0, 2π] → C such that ϕ(θ) f (reiθ ) = | f (reiθ )| and consider the function F(z) =
R 2π
0
f (zeiθ )ϕ(θ) dθ. (Note that r is fixed, so ϕ may depend on r.)
Solution. Not available.
Exercise 7. Let f be analytic in ann(0; R1 , R2 ) and not identically zero; define
Z 2π
1
I2 (r) = | f (reiθ )|2 dθ.
2π 0
Show that log I2 (r) is a convex function of log r, R1 < r < R2 .
Solution. Not available.
Hence,
M,
a∈A
lim sup | f (z)| = .
−ηk
z→a (a),(b)
Mκk , a ∈ Bk ∀k
91
By the Maximum Modulus Theorem III, we have
|F(z)| ≤ max{M, Mκ1−η1 , . . . , Mκn−ηn } ∀z ∈ G.
Thus,
n n η
|gk (z)|−1 κkηk ≤ κk k max{M, Mκ−η1 , . . . , Mκ−ηn }
Y Y
| f (z)| = |F(z)| ϕk (z) 1 n
k=1 k=1
+
for all z in G and for all ηk > 0. Letting ηk → 0 ∀k = 1, . . . , n gives that | f (z)| ≤ M for all z in G.
Exercise 3. Let G = {z : |Im z| < 12 π} and suppose f : G → C is analytic and lim supz→w | f (z)| ≤ M for w
in ∂G. Also, suppose A < ∞ and a < 1 can be found such that
| f (z)| < exp[A exp(a|Re z|)]
for all z in G. Show that | f (z)| ≤ M for all z in G. Examine exp(exp z) to see that this is the best possible
growth condition. Can we take a = 1 above?
Solution. Not available.
Exercise 4. Let f : G → C be analytic and suppose M is a constant such that lim sup | f (zn )| ≤ M for each
sequence {zn } in G which converges to a point in ∂∞G. Show that | f (z)| ≤ M. (See Exercise 1.8).
Solution. Claim: Let M be a constant such that lim supn→∞ | f (zn )| ≤ M for each sequence {zn } in G with
z = lim zn , ∀z ∈ ∂∞G (6.4)
n→∞
implies
lim sup | f (z)| ≤ M for all a ∈ ∂∞G. (6.5)
z→a
If G would be a region together with the claim would give | f (z)| ≤ M ∀z ∈ G by the Maximum Modulus
Theorem III.
However, G is assumed to be an open set. But every open set can be written as a union of components
(components are open and connected). So each component is a region.
Therefore, we can apply the Maximum Modulus Theorem III to each component once we have shown the
claim and additionally we have to show that the boundary of G is the same as taking the boundaries of the
components:
Clearly, since the components of G add up to G, we have that the boundary of the components must include
the boundary of G.
So it remains to show that the boundary of the component does not include more than the boundary of G.
Assume it would be the case. Then there needs to be a boundary of a component lying inside G (since every
component is lying inside G). But this would imply that it must be connected to another component of G
contradicting the fact a component is a maximally connected subset.
Hence, the boundary of G equals the boundary of all its components.
It remains to show the claim which we will do by showing the contrapositive.
Proof of the claim: Assume not (6.5), that is
∀M > 0 ∃a ∈ ∂∞G : lim sup | f (z)| > M
z→a
which is equivalent to
∀M > 0 ∃a ∈ ∂∞G : lim+ sup{| f (z)| : z ∈ G ∩ B(a; r)} > M
r→0
92
by definition. Then, clearly ∃δ > 0 such that limr→0+ sup{| f (z)| : z ∈ G ∩ B(a; r)} > M + δ. Let {zn } be a
sequence with limn→∞ = a and let rn = 2|zn − a|. Obviously, we have limn→∞ rn = 0. Next, consider the
sequence αn = sup{| f (z)| : z ∈ F ∩ B(a; rn )}. Then limn→∞ αn > M + δ. In addition, {αn } is a nonincreasing
sequence, therefore limn→∞ αn > M + δ implies αn > M + δ ∀n. Thus, ∃ yn ∈ G ∩ B(a; rn ) such that
| f (yn )| > M + δ. Taking lim sup in this inequality yields
that is
lim sup | f (yn )| ≥ M
n→∞
where limn→∞ yn = a, which gives “not (6.4)”. Hence (6.4) implies (6.5).
Exercise 5. Let f : G → C be analytic and suppose that G is bounded. Fix z0 in ∂G and suppose that
lim supz→w | f (z)| ≤ M for w in ∂G, w , z0 . Show that if limz→z0 |z − z0 | | f (z)| = 0 for every > 0 then
| f (z)| ≤ M for every z in ∂G. (Hint: If a < G, consider ϕ(z) = (z − z0 )(z − a)−1 .)
Solution. Not available.
Exercise 6. Let G = {z : Re z > 0} and let f : G → C be an analytic function with lim supz→w | f (z)| ≤ M
for w in ∂G, and also suppose that for every > 0,
1
lim sup{exp(−/r)| f (reiθ )| : |θ| < π} = 0.
r→∞ 2
Show that | f (z)| ≤ M for all z in G.
Solution. Not available.
Exercise 7. Let G = {z : Re z > 0} and let f : G → C be analytic such that f (1) = 0 and such that
lim supz→w | f (z)| ≤ M for w in ∂G. Also, suppose that for every δ, 0 < δ < 1, there is a constant P such that
| f (z)| ≤ P exp(|z|1−δ ).
Prove that
# 21
(1 − x)2 + y2
"
| f (z)| ≤ M .
(1 + x)2 + y2
1+z
Hint: Consider f (z) 1−z .
Solution. Not available.
93
Chapter 7
94
ε
ε ∈ (0, 1) such that Bd (x, ε) ⊂ O. Choose δ positive such that δ < 1+ε , then Bµ (x, δ) ⊂ Bd (x, ε). Similarly, if
δ
O is an open set in (S , µ) and δ is such that x ∈ Bµ (x, δ) ⊂ O then choose ε > 0 with ε ≤ 1−δ which implies
Bd (x, ε) ⊂ Bµ (x, δ). Since this can be done for any element x ∈ O, open sets in (S , d) are open in (S , µ) and
vice-versa.
The fact that exactly the open sets in (S , d) are open in (S , µ) leads to the statement about Cauchy sequences.
Assume that {xn }n is a Cauchy sequence in (S , d). To see that it is Cauchy in (S , µ), let ε > 0 be arbitrary
but fixed. By the above there is a δ small enough that Bd (x, δ) ⊂ Bµ (x, ε) and δ depends only on ε, but not
on x ∈ S . Since {xn }n is Cauchy in (S , d) there is N ∈ N such that d(xm , xn ) < δ whenever m, n ≥ N and
therefore also µ(xm , xn ) < ε for m, n ≥ N. The opposite statement holds with a similar argument.
Exercise 2. Find the sets Kn obtained in Proposition 1.2 for each of the following choices of G: (a) G is an
open disk; (b) G is an open annulus; (c) G is the plane with n pairwise disjoint closed disks removed; (d) G
is an infinite strip; (e) G = C − Z.
Solution. a) G is an open disk,
Let a ∈ C and r > 0 such that G = B(a, r). Set
!
1
Kn = B a, r −
n
where a ball of negative radius is to be understood as the empty set. Depending on the size of r, a
finite number of Kn may be empty, not violating the condition Kn ⊂ int Kn+1 , and obviously G = ∞
S
n=1 .
b) G is an open annulus,
Let a ∈ C be the center of the annulus with radii r, R, 0 ≤ r < R < ∞ so that G = ann(a, r, R). Define
!
1 1
Kn = ann a, r + , R − ,
n n
again with the interpretation that an annulus with inner radius larger than the outer radius is the
empty set.
d) G = {z ∈ C : |Imz| < 1},
For this open set G define
( )
1
Kn = {z = x + iy ∈ C : x, y ∈ R, |x| ≤ n} ∩ z = x + iy ∈ C : x, y ∈ R|y| ≤ 1 − .
n
Although G is unbounded each Kn is bounded and closed and hence compact and G = ∞
S
n=1 Kn .
e) G = C − Z.
Here we can define
n !C
[ 1
Kn = {z ∈ C : |z| ≤ n} ∩ B ( j, ,
j=−n
n
an intersection of closed set, one of which is bounded, hence Kn is compact. Also Kn ⊂ int Kn+1 by
definition and G = ∞
S
n=1 .
95
Solution. Not available.
Exercise 4. Let F be a subset of a metric space (X, d) such that F − is compact. Show that F is totally
bounded.
Solution. Not available.
Exercise 5. Suppose { fn } is a sequence in C(G, Ω) which converges to f and {zn } is a sequence in G which
converges to a point z in G. Show lim fn (zn ) = f (z).
Solution. Not available.
Exercise 6. (Dini’s Theorem) Consider C(G, R) and suppose that { fn } is a sequence in C(G, R) which is
monotonically increasing (i.e., fn (z) ≤ fn+1 (z) for all z in G) and lim fn (z) = f (z) for all z in G where
f ∈ C(G, R). Show that fn → f .
Solution. By Proposition 1.2 we can find a sequence {Kn } of compact subsets of G such that ∞
S
n=1 Kn . Thus,
WLOG we can assume that G is compact. Define gn = f − fn ∀n. Clearly gn is continuous ∀n, since f
and fn are continuous by assumption. Since fn is monotonically increasing, gn is monotonically decreasing.
Since fn converges to f , gn converges pointwise to zero, that is
∀ > 0 ∃N ∈ N ∀x ∈ G : 0 ≤ gN (x) < .
2
Since gN is continuous, there is an open neighborhood B(x; r) around x (with r < ∞). For any y ∈ B(x; r)
we have gN (y) < , that is
Since gN is monotonically decreasing, we surely get gn (y) < for every n ≥ N and for every y ∈ B(x; r).
These open neighborhoods will cover G. Since G is compact, we can find finitely many x1 , . . . , xk such that
B(xi ; r) cover G for every value of . Note that the values of N can change the chosen center x of each
those neighborhoods, say Ni . Therefore, let M = maxi Ni . Because of the monotonicity of gn , we have that
gn (y) < ∀ n ≥ M in every open neighborhood B(xi ; r), that is, for every value in G. Hence,
which shows fn → f .
Exercise 7. Let { fn } ⊂ C(G, Ω) and suppose that { fn } is equicontinuous at each point of G. If f ∈ C(G, Ω)
and f (z) = lim fn (z) for each z then show that fn → f .
Solution. By Proposition 1.2 we can find a sequence {Kn } of compact subsets of G such that ∞
S
n=1 Kn . Thus,
WLOG we can assume that G is compact. Since fn is equicontiuous at each point of G, we have that
∀ > 0 ∃δ > 0 : d( fn (x), fn (y)) < whenever |x − y| < δ. (7.2)
3
Taking the limit as n → ∞, we also get
d( f (x), f (y)) < whenever |x − y| < δ. (7.3)
3
by the pointwise convergence ( f (z) = lim fn (z) ∀z ∈ G by assumption). As in the previous exercise, we
can find finitely many points y1 , . . . , yk ∈ G such that the open neighborhoods B(yi ; δ) cover G, since G is
96
compact. To be more precise: For every point x in G, we can find an open neighborhood B(yi ; δ) for some
i = 1, . . . , k. Since fn → f pointwise, we have
d( fn (yi ), f (yi )) < ∀n ≥ Ni .
3
Set N = maxi Ni , then we have
d( fn (yi ), f (yi )) < ∀n ≥ N ∀i = 1, . . . , k. (7.4)
3
Finally, for an arbitrary x ∈ G and n ≥ N we have
d( fn (x), f (x)) ≤ d( fn (x), fn (yi )) + d( fn (yi ), f (yi )) + d( f (yi ), f (x)) < + + =
(7.2),(7.3),(7.4) 3 3 3
where we choose yi such that |x − yi | < δ. This shows fn → f .
Exercise 8. (a) Let f be analytic on B(0; R) and let f (z) = ∞ n=0 an z for |z| < R. If fn (z) =
P n Pn k
k=0 ak z , show
that fn → f in C(G; C).
(b) Let G = ann(0; 0, R) and let f be analytic on G with Laurent series development f (z) = ∞ n
P
n=−∞ an z . Put
fn (z) = k=−∞ ak z and show that fn → f in C(G; C).
Pn k
Solution. a) Let G = B(0; R). This result is proved with the Arzela-Ascoli Theorem. With the given function
f define an analytic function
X∞
g : G → C, g(z) := |ak |zk . (7.5)
k=0
Thus for a given z ∈ G, { fn (z) : fn ∈ F } is bounded and therefore has compact closure.
Next, we want to show equicontinuity at each point of G. Fix z0 ∈ G and let ε be positive. Let r > 0 be such
that B(z0 ; r) ⊂ G. With the function g(z) defined in equation (7.5) and the computations from above we have
for all w ∈ ∂B(z0 ; r) and for all n ∈ N
| fn (w)| ≤ g(|w|).
The boundary of the disk with radius r is compact and so is g(∂B(z0 ; r)). Thus there is a positive number M
0 , r))| ≤ M.
such that |g(∂B(z
εr
Choose δ ∈ 0, min{ 2r , 2M } and let |z − z0 | < δ then as in the proof of Montel’s theorem the following
estimate holds
I
1 fn (w)(z − z0 )
| fn (z) − fn (z0 )| = | dw|
2πi |w−z0 |=r (w − z)(w − z0 )
2M
≤ δ ≤ ε.
r
By Arzela-Ascoli the sequence { fn } is normal in C(G) so there is a subsequence { fnk } that converges in C(G).
Since f is analytic and { fn } is the sequence of partial sums of f , { fn } itself is an analytic Cauchy sequence
in C(G). Hence every subsequence converges to the same limit, which shows that fn → f in C(G). As a last
step recall that H(G) is complete as a subspace of C(G) (Corollary 2.3) and { fn } ⊂ H(G) thus also the limit
function f ∈ H(G).
97
7.2 Spaces of analytic functions
Exercise 1. Let f, f1 , f2 , . . . be elements of H(G) and show that fn → f iff for each closed rectifiable curve
γ in G, fn (z) → f (z) uniformly for z in {γ}.
Solution. Not available.
Exercise 2. Let G be a region, letRa ∈ R, and suppose that f : [a, ∞] × G → C is a continuous func-
∞
tion. Define the integral F(z) = a f (t, z) dt to be uniformly convergent on compact subsets of G if
Rb
limb→∞ a f (t, z) dt exists uniformly for z in any compact subset of G. Suppose that this integral does con-
verge uniformly on compact subsets of G and that for each t in (a, ∞), f (t, · ) is analytic on G. Prove that F
is analytic and
∂ f (t, z)
Z ∞ k
F (k) (z) = dt
a ∂zk
Solution. Not available.
Exercise 3. The proof of Montel’s Theorem can be broken up into the following sequence of definitions and
propositions: (a) Definition. A set F ⊂ C(G, C) is locally Lipschitz if for each a in G there are constants
M and r > 0 such that | f (z) − f (a)| ≤ M|z − a| for all f in F and |z − a| < r. (b) If F ∈ C(G, C) is locally
Lipschitz then F is equicontinuous at each point of G. (c) If F ⊂ H(G) is locally bounded then F is locally
Lipschitz.
Solution. Not available.
Exercise 4. Prove Vitali’s Theorem: If G is a region and { fn } ⊂ H(G) is locally bounded and f ∈ H(G) that
has the property that A = {z ∈ G : lim fn (z) = f (z)} has a limit point in G then fn → f .
Solution. The sequence { fn } is a locally bounded sequence in H(G) and by Montel’s Theorem then { fn } is
normal, so there is a subsequence { fnk } ⊂ { fn } that converges to f in H(G).
Suppose that fn 9 f in H(G) then there must be a compact set K ⊂ G the convergence is not uniform on
K. In other words there must be an ε > 0 so that for all n ∈ N there is zn ∈ K with | fn (zn ) − f (zn )| ≥ ε. By
compactness of K extract a subsequence of {zn }, say {znm } that converges to a point z0 ∈ K.
The sequence { fn } is locally bounded, so in particular the subsequence { fnm } with indices corresponding
to {znm } is, and again by Montel’s Theorem now applied to the subsequence and again the completeness
of H(G) there is an analytic function g such that fnm → g in H(G). On the set A of points of pointwise
convergence fn (z) → f and fn (z) → g.
Now G is a region and A has a limit point in G so by the Identity Theorem (Chapter 4, Corollary 3.8)
already f = g on G which gives a contradiction on the set K and the point z0 because
98
Solution. Not available.
Exercise 7. Suppose F is normal in H(G) and Ω is open in C such that f (G) ⊂ Ω for every f in F . Show
that if g is analytic on Ω and is bounded on bounded sets then {g ◦ f : f ∈ F } is normal.
Solution. Not available.
Exercise 8. Let D = {z : |z| √
< 1} and show that F ⊂ H(D) is normal iff there is a sequence {Mn } of positive
constants such that lim sup n Mn ≤ 1 and if f (z) = ∞ n
P
0 an z is in F then |an | ≤ Mn for all n.
H(D) converges to f iff γ | f (r) − fn (z)| |dz| → 0 as n → ∞ for each r, 0 < r < 1.
r
99
have that gn never vanishes on G\{z0 }, since fn are assumed to be one-one functions.
Therefore, the sequence {gn } satisfies the conditions of the Corollary 2.6 resulting from Hurwitz’s Theorem,
where the region is G\{z0 }. Thus, either g ≡ 0 or g never vanishes (g has no zeros). Since g(z) = f (z) − f (z0 )
is not identically zero on G\{z0 }, we must have g(z) = f (z) − f (z0 ) has no zeros in G\{z0 }. This implies
be a region and let M be a fixed positive constant. Let F be the family of all functions f in H(G)
(b) Let G !
such that G | f (z)|2 dx dy ≤ M. Show that F is normal.
Solution. a) Let B̄(a; R) ⊂ G and f : G → C be analytic. Let γ(t) = a + reit for 0 ≤ t ≤ 2π, then by
Cauchy’s Integral Formula we have
Z Z 2π
1 g(w) 1
g(a) = dw = f (a + reit ) dt.
2πi γ w − a 2π 0
Multiply by r, we get
Z 2π
1 h i2
f 2 (a)r = f (a + reiθ ) r dθ (7.7)
2π 0
which implies
Z 2π Z R
1 h i2
f (a) =
2
f (a + reiθ ) r dr dθ.
πR2 0 0
So Z 2π Z R
1 2
| f (a)|2 ≤ f (a + reiθ ) r dr dθ.
πR2 0 0
100
b) Let G be a region and M be a fixed constant. Let F be the family of all functions f in H(G) such that
"
| f (z)|2 dx dy ≤ M. (7.8)
G
to obtain
B∞ (a; δ) ⊂ B(a; R).
Proof of the claim: Let z ∈ B∞ (a; δ). This is equivalent to
2|z − a|
p <δ
1 + |z|2 1 + |a|2
p
2|z − a| 2r
⇐⇒ p < √
1 + |z| 1 + |a|
p
1 + R 1 + |a|2
p
2 2 2
r p
⇐⇒ |z − a| < √ 1 + |z|2
1 + R2
101
which implies (z ∈ B∞ (a; δ) ⇒ z ∈ B(0; R), that is |z| < R)
r √
|z − a| < √ 1 + R2
1 + R2
⇐⇒ |z − a| < r.
|z − a| < r
δ
⇒ |z − a| <
r< 2δ 2
δ
⇐⇒ |z − a| < · 1
2
δp p
√ ⇒√ |z − a| < 1 + |z|2 1 + |a|2
1≤ 1+|z|2 1+|a|2 2
2|z − a|
⇐⇒ p <δ
1 + |z|2 1 + |a|2
p
⇐⇒ d(z, a) < δ.
C∞ − K ⊂ B∞ (∞; δ).
102
Proof of the claim:
C∞ − K = C∞ − B(0; r)
= {C − B(0; r)} ∪ {∞}
= {C − {z ∈ C : |z| ≤ r}} ∪ {∞}
r
4
q⊂ − z ∈ : |z| ≤ − 1 ∪ {∞}
C C
δ 2
4
r> −1
δ2
r
4
= >
z ∈ : |z| − 1 ∪ {∞}
C
δ2
r
4
= − 1 < |z|
z∈C: ∪ {∞}
δ 2
2
= < δ
z∈C: p ∪ {∞}
1 + |z|
2
= {z ∈ C : d(∞, z) < δ} ∪ {∞}
= B∞ (∞; δ).
Therefore,
C∞ − K ⊂ B∞ (∞; δ).
d) Let K ⊂ C where K is compact. To show: There is a number δ > 0 such that B∞ (∞; δ) ⊂ C∞ − K. Let
B(0; r) such that B(0; r) ⊃ K where r > 0. Clearly
C∞ − B(0; r) ⊂ C∞ − K.
So it suffices to show: There is a number δ > 0 such that
B∞ (∞; δ) ⊂ C∞ − B(0; r)
for a given r > 0.
Claim: Choose δ ≤ √2 to obtain
r2 +1
B∞ (∞; δ) ⊂ C∞ − B(0; r)
and hence
B∞ (∞; δ) ⊂ C∞ − K.
Proof of the claim:
B∞ (∞; δ) = {z ∈ C : d(∞, z) < δ} ∪ {∞}
2
= < δ
z∈C: p ∪ {∞}
1 + |z|
2
2 2
<
⊂ z ∈ : ∪ {∞}
C √
r + 1
p
1 + |z|
δ≤ √ 2 2 2
r2 +1
= {z ∈ C : r ≤ |z|}} ∪ {∞}
= {C ∪ {z ∈ C : |z| < r} ∪ {∞}
= C∞ − {z ∈ C : |z| < r}
= C∞ − B(0; r).
103
Therefore,
B∞ (∞; δ) ⊂ C∞ − B(0; r).
Exercise 2. Show that if F ⊂ M(G) is a normal family in C(G, C∞ ) then µ(F ) is locally bounded.
Solution. Not available.
h(D) = D
by construction. We have
104
We also have
|h(z)| ≤ 1 ∀z ∈ D
since h : D → D. Thus, the hypothesis of Schwarz’s Lemma are satisfied, and hence, we get
|h0 (0)| ≤ 1.
We have
h i0 0
h0 (z) = g( f (g−1 (z))) = g0 ( f (g−1 (z))) f 0 (g−1 (z)) g−1 (z)
1
= g0 ( f (g−1 (z))) f 0 (g−1 (z))
g0 (g−1 (z))
where the last step follows from Proposition 2.20 provided g0 (g−1 (z)) , 0. So
1
h0 (0) = g0 ( f (g−1 (0))) f 0 (g−1 (0))
g0 (g−1 (0))
1 1
= g0 ( f (a)) f 0 (a) = g0 (a) f 0 (a) 0 = f 0 (a)
g0 (a) g (a)
(g0 (a) > 0 by assumption). Therefore
|h0 (0)| = | f 0 (a)| ≤ 1.
Thus, we have shown that
| f 0 (a)| ≤ 1.
Exercise 6. Let G1 and G2 be simply connected regions neither of which is the whole plane. Let f be a
one-one analytic mapping of G1 onto G2 . Let a ∈ G1 and put α = f (a). Prove that for any one-one analytic
map h of G1 into G2 with h(a) = α it follows that |h0 (a)| ≤ | f 0 (a)|. Suppose h is not assumed to be one-one;
what can be said?
1−1
Solution. Define the function F(z) = f −1 (h(z)). This is well-defined since f : G1 −−−−−−→ G2 and h :
onto
1−1
G1 −−−−−−→ G2 . Clearly F(z) is analytic since f and h are analytic, F(z) is one-one and F : G1 → G1 by
construction. We have
F(a) = f −1 (h(a)) = f −1 (α) = a.
Thus by Exercise 5, we get
|F 0 (a)| ≤ 1.
We have
0 1
F 0 (z) = f −1 (h(z)) = f 0 (h(z))h0 (z) = h0 (z)
f 0 ( f −1 (h(z)))
Solution. Let a ∈ G such that f (a) = 0 and f 0 (a) > 0. Since g is one-one mapping from G onto ∆, we
clearly have g(a) = α, where α ∈ ∆ (α does not have to be zero). Next, define
z−α
g1 (z) = .
1 − ᾱz
Clearly, g1 is a Möbius transformation mapping ∆ to ∆ and in addition g1 is one-one and analytic. Now
define
g2 (z) = g1 (g(z)).
Then, g2 is one-one and analytic and maps G onto ∆. In addition, we have
But g02 (a) need not necessarily satisfy g02 (a) > 0. However, g02 (a) , 0 ∀z ∈ G since g2 is one-one. Therefore,
define the rotation
g3 (z) = eiθ z
for θ ∈ [0, 2π). Clearly g3 maps ∆ onto ∆. g3 is one-one and analytic. Finally, let
And,
h0 (z) = (g3 (g2 (z)))0 = (g3 (g1 (g(z))))0 = g03 (g1 (g(z)))g01 (g(z))g0 (z)
(1 − ᾱg(z))· 1 − (g(z) − α)· (−ᾱ) 0
= eiθ g (z).
(1 − ᾱg(z))2
So,
(1 − ᾱα) − 0 0 iθ 1 − |α|
2
1
h0 (a) = eiθ g (a) = e g0 (a) = eiθ g0 (a).
(1 − ᾱα)2 2
(1 − |α| ) 2 1 − |α|2
Clearly, we can choose a θ ∈ [0, 2π) such that h0 (a) > 0 (depending on the sign of g0 (a). Recall g0 (a) , 0
since g is one-one and α ∈ ∆, so 1−|α|
1
2 > 0). For example: If g (a) < 0, then pick θ = π, so e
0 iθ
= −1 or
θ = −Arg(g0 (a)) will work, too.
By uniqueness of the map f ( f satisfies the properties of the Riemann Mapping Theorem), we have
f (z) = h(z)
106
since h satisfies the properties of the Riemann Mapping Theorem, too. Thus,
g(z) − α
f (z) = h(z) = g3 (g2 (z)) = eiθ g2 (z) = eiθ g1 (g(z)) = eiθ .
1 − ᾱg(z)
So
1 − ᾱg(z) = eiθ g(z) − αeiθ
⇐⇒ f (z) − ᾱg(z) f (z) = eiθ g(z) − αeiθ
⇐⇒ (eiθ + ᾱ f (z))g(z) = f (z) + αeiθ
f (z) + αeiθ
⇐⇒ g(z) = iθ .
e + ᾱ f (z)
Exercise 8. Let r1 , r2 , R1 , R2 , be positive numbers such that R1 /r1 = R2 /r2 ; show that ann(0; r1 , R1 ) and
ann(0; r2 , R2 ) are conformally equivalent.
Solution. The function f : C → C; f (z) = rr21 z is analytic and it maps the annulus ann(0; r1 , R1 ) bijectively
into ann(0; r2 , R2 ). The inner boundary {z : |z| = r1 } of the domain is mapped to the inner boundary of
ann(0; r2 , R2 ). For the outer boundary note that by assumption R1 = Rr22r1 , so if |z| = R1 then | f (z)| = rR2 r11 =
R2 . The inverse function is f −1 (z) = rr12 z, an analytic and non-constant function also. Therefore the result is
proved.
Exercise 9. Show that there is an analytic function f defined on G =ann(0; 0, 1) such that f 0 never vanishes
and f (G) = B(0; 1).
Solution. Not available.
107
Exercise 2. Prove that limz→0 log(1+z)
z = 1.
Solution. First note that,
log(1 + z)
f (z) =
z
has a removable singularity at z = 0, since
log(1 + z)
lim z f (z) = lim z = lim log(1 + z) = log(1) = 0
z→0 z→0 z z→0
and therefore
log(1 + z)
limz→0 = 1.
z
Exercise 3. Let f and g be analytic functions on a region G and show that there are analytic functions
f1 , g1 , and h on G such that f (z) = h(z) f1 (z) and g(z) = h(z)g1 (z) for all z in G; and f1 and g1 have no
common zeros.
Solution. Let f and g be analytic functions on the region G. Let {a j } be the zeros of f with multiplicity n j .
Let {b j } be the zeros of g with multiplicity ñ j .
If f and g have no common zeros, let h = 1. Then f1 = f and g1 = g. Clearly f1 , g1 and h are analytic on
G such that f (z) = h(z) f1 (z) and g(z) = h(z)g1 (z) for all z in G and f1 and g1 have no common zeros.
Otherwise let {z j } be the set of common zeros of f and g with multiplicity m j = min(n j , ñ j ). Then {z j } form
a sequence of distinct points in G with no limit points on G (since the zeros are isolated). Then there is an
analytic function h defined on G whose only zeros are at the points z j with multiplicity m j (by Theorem 5.15
p. 170). Let f1 = hf and g1 = gh , then clearly f1 and g1 are analytic functions on G such that f (z) = h(z) f1 (z)
and g(z) = h(z)g1 (z) for all z in G. (since f1 and g1 have removable singularities at the z j ’s by construction;
the multiplicity of z j ’s in f and g is greater or equal than the multiplicity of z j ’s in h). In addition, we have
that f1 and g1 have no common zeros by construction.
Exercise 4. (a) Let 0 < |a| < 1 and |z| ≤ r < 1; show that
a + |a|z ≤ 1 + r
(1 − āz)a 1 − r
(b) Let {an } be a sequence of complex numbers with 0 < |an | < 1 and (1 − |an |) < ∞. Show that the infinite
P
product
∞ !
Y |an | an − z
B(z) =
n=1
an 1 − ān z
108
converges in H(B(0; 1)) and that |B(z)| ≤ 1. What are the zeros of B? (B(z) is called a Blaschke Product.)
(c) Find a sequence {an } in B(0; 1) such that (1 − |an |) < ∞ and every number eiθ is a limit point of {an }.
P
Since arctan(x)
x ≥ 12 for all values x ∈ (0, 1] the estimate
∞ ∞ ! ∞
X X 1 1X1
θn = arctan ≥
n=1 n=1
n 2 n n
1
is valid. The right hand side does not converge, therefore the angles do not converge and there is no z ∈ C
with the desired properties (note that rn > 1 for all n, thus z , 0).
q
The second infinite product is a product of real numbers and zn = |1 + ni | = 1 + n12 . The estimate
2
1 + n12 ≤ 1 + n12 implies that 1 ≤ zn ≤ 1 + n12 . Thus for any integer N ∈ N
N N N !
Y Y Y 1
1≤ zn ≤ 1+
n=1 n=1 n=1
n2
where the last term is absolutely convergent by an example in class. Therefore the sequence of the partial
zn is an increasing, bounded sequence that converges in the real numbers. With log(zn ) > 0
QN
products n=1
for all n, the comparison with the sum of logarithms (Proposition 5.4) gives absolute convergence.
Q
Exercise 7. Show that ∞ n=2 1 − n2 = 2 .
1 1
Solution. Consider
n n n
k−1 k+1
! Y ! ! Y ! !
Y 1 1 1
Pn = 1− 2 = 1− 1+ =
k=2
k k=2
k k k=2
k k
n
n !#
Y k−1 k+1 k−1 k+1
! ! " !
X
= = exp
exp log log
k k k k
k=2 k=2
n n
X
X
= + exp log(k + 1) − log(k)
exp log(k − 1) − log(k)
k=2 k=2
= exp log(1) − log(n) + exp − log(2) + log(n + 1)
n+1 n+1
( !)
= exp − log(2n) + log(n + 1) = exp log = .
2n 2n
So,
∞
n+1 1
!
Y 1
1− = lim Pn = lim = .
n=2
n2 n→∞ n→∞ 2n 2
109
Exercise 8. For which values of z do the products (1 − zn ) and (1 + z2n ) converge? Is there an open
Q Q
set G such that the product converges uniformly on each compact subset of G? If so, give the largest such
open.
Solution. Consider the infinite product ∞ n
Q
P∞ n=1 (1 − z ). By definition and Corollary 5.6 this converges abso-
n
lutely if and only if n=1 −z converges absolutely. From Calculus it is known that the convergence is also
uniform for |z| ≤ r < 1 with r ∈ [0, 1).
If z is an nth root of unity for a positive integer n, then one of the factors in the infinite product becomes 0
and the product converges to 0, but not absolutely according to Definition 5.5. If there is no n such that z
is nth root of unity then no factor of the infinite product equals zero and there is a subsequence {(1 − znk }k
such that |1 − znk | > 1.5. We conclude that ∞ n=1 (1 + z ) does not converge.
n
Q
S th
With the denseness of n∈N {z ∈ C : z is n root of unity} in the unit sphere it follows that the maximal set G
such that the convergence is uniform on compact subsets is the unit disk.
The behavior of ∞ n=1 (1 + z ) is almost the same as the previous one. Substitute w := z , then the conver-
Q 2n 2
gence is uniform for |w| ≤ r < 1, so |z| ≤ sqrtr < 1. Also if |z| -and hence |w|- is greater than 1, then the
infinite product diverges. Similar to the previous case one factor equals 0 if z is a 2nth root of −1.
The maximal region G such that the convergence is uniform on compact sets is again the open unit disk.
Exercise 9. Use Theorem 5.15 to show there is an analytic function f on D = {z : |z| < 1} which is not
analytic on any open set G which properly contains D.
Solution. Not available.
Exercise 10. Suppose G is an open set and { fn } is a sequence in H(G) such that f (z) =
Q
fn (z) converges
in H(G). (a) Show that
X∞
0 Y
fk (z) fn (z)
k=1 n,k
0
converges in H(G) and equals f (z). (b) Assume that f is not the identically zero function and let K be a
compact subset of G such that f (z) , 0 for all z in K. Show that
∞
f 0 (z) X fn0 (z)
=
f (z) f (z)
n=1 n
110
iff A has a limit point in G.
(d) Let a ∈ G and J = J({a}). Show that J is a maximal ideal.
(e) Show that every maximal ideal in H(G) is a prime ideal.
(f) Give an example of an ideal which is not a prime ideal.
Exercise 13. Find an entire function f such that f (m + in) = 0 for all possible integers m, n. Find the most
elementary solution possible.
Solution. Not available.
Solution. We know by the double-angle identity of sine sin(2z) = 2 sin(z) cos(z) (this is proved
easily by
z2
using the definition) or sin(2πz) = 2 sin(πz) cos(πz). Since, we know sin(πz) = πz ∞
Q
n=1 1 − n2 , we obtain
where the last statement follows by splitting the product into a product of the even and odd terms (rear-
rangement of the terms is allowed). Hence
∞ ! ∞ ∞
4z2 Y 4z2 z2
Y ! Y !
2πz 1− 1− = 2πz 1 − 2 cos(πz)
n=1
(2n)2 n=1 (2n − 1)2 n=1
n
∞ ∞ ∞
z2 Y 4z2 z2
Y ! ! Y !
⇐⇒ 2πz 1− 2 1− = 2πz 1 − cos(πz).
n=1
n n=1 (2n − 1)2 n=1
n2
Thus,
∞
4z2
Y !
cos(πz) = 1− .
n=1
(2n − 1)2
111
Solution. We know
ez − e−z e−i(iz) − e−(−i)(iz)
sinh(z) = =
2 2
−ei(iz) + e−i(iz) −ei(iz) + e−i(iz)
= =i
2 2i
ei(iz) − e−i(iz)
= −i = −i sin(iz)
2i
∞ ∞
(iz)2 z2
Y ! Y !
= −i(iz) 1− 2 2 =z 1+ 2 2
n=1
nπ n=1
nπ
Therefore,
∞
z2
Y !
sinh(z) = z 1+ .
n=1
n2 π2
We have
ez + e−z e−i(iz) + e−(−i)(iz)
cosh(z) = =
2 2
ei(iz) + e−i(iz)
= = cos(iz)
2
∞ ∞
4(iz)2 4z2
Y ! Y !
= 1− = 1+
n=1
(2n − 1)2 π2 n=1
(2n − 1)2 π2
Therefore,
∞
4z2
Y !
cosh(z) = 1+ .
n=1
(2n − 1)2 π2
πz πz
Exercise 3. Find a factorization of the function cos 4 − sin 4 .
Solution. Not available.
π (2n)2
=
Q∞
Exercise 4. Prove Wallis’s formula: 2 n=1 (2n−1)(2n+1) .
112
7.7 The gamma function
Exercise 1. Show that 0 < γ < 1. (An approximation to γ is .57722. It is unknown whether γ is rational or
irrational.)
Solution. Not available.
√
Exercise 2. Show that Γ(z)Γ(1 − z) = π csc πz for z not an integer. Deduce from this that Γ( 21 ) = π.
Solution. Assume z is not an integer, then by Gauss’s Formula p. 178 we get
n!nz m!m1−z
Γ(z)Γ(1 − z) = lim lim
n→∞ z(z + 1) · · · (z + n) m→∞ (1 − z)(2 − z) · · · (m + 1 − z)
n!n!nz+1−z
= lim
n→∞ z(1 + z)(1 − z)(2 + z)(2 − z) · · · (n + z)(n − z)(n + 1 − z)
(n!)2 n
= lim
n→∞ z(12 − z2 )(22 − z2 ) · · · (n2 − z2 )(n + 1 − z)
(n!)2 n
= lim
1 − 2z 2 1 − 2z 3 · · · 1 − nz 2 (n + 1 − z)
2 2 2 2
n→∞ z(n!n!) 1 − z
12
1
= lim
n→∞ z2 z2 z2 z2 n+1−z
z 1− 12
1− 22
1− 32
··· 1 − n2 n
1
=
z2
z2
2
z2 n+1−z
z limn→∞ 1 − 12
1− 22
1 − 3z 2 · · · 1 − lim
n2 n→∞
| {zn }
=1
1 π
= Q∞ = Q
z n=1 1 − n2 z2
πz n=1 1 −
∞ z2
n2
π
= = π csc(πz)
sin(πz)
where the step before the last step follows by p. 175 Equation 6.2. So
Γ(z)Γ(1 − z) = π csc(πz)
1
!
1
! π
Γ Γ 1− = π csc
2 2 2
which implies
√
!
1 √
Γ = π· 1 = π.
2
√
Exercise 3. Show: πΓ(2z) = 22z−1 Γ(z)Γ(z + 12 ). (Hint: Consider the function Γ(z)Γ(z + 12 )Γ(2z)−1 .)
Solution. Following the hint define a function f on its domain G = {z ∈ C : z < (Z − N)} by
2z−1 z z 1
!
f (z) = √ Γ Γ + .
π 2 2 2
113
Let x be a positive real number. It suffices to show that f (x) satisfies the Bohr-Mollerup Theorem. By the
logarithmic convexity of Γ is follows that
!
√ x x 1
log f (x) = (x − 1) log 2 − log π + log Γ + log Γ +
2 2 2
is a convex function. Also f satisfies the functional equation of the Gamma-function:
2x
!
x 1 x
f (x + 1) = √ Γ + Γ +1
π 2 2 2
x
!
2 x 1 x x
= √ Γ + Γ
π 2 2 2 2
x2 x−1 x 1 x
!
= √ Γ + Γ
π 2 2 2
= x f (x).
Γ( 1 )
Lastly, also f (1) = √2π = 1; thus by Theorem 7.13, f agrees with Γ on the positive real numbers. With the
Identity Theorem then f agrees with Γ on the whole domain G.
Exercise 4. Show that log Γ(z) is defined for z in C − (−∞, 0] and that
∞
X z z
log Γ(z) = − log z − γz − log 1 + − .
n=1
n n
and
Z ∞
Ψ(z) = e−t tz−1 dt. (7.11)
1
We can write
1 ∞
1X ∞ 1
(−t)n z−1 X (−1)n
Z Z Z
Φ(z) = e−t tz−1 dt = t dt = tn tz−1 dt
0 0 n=0
n! n=0
n! 0
∞ #1 X∞
(−1)n tn+z (−1)n
X "
= =
n=0
n! n + z 0 n=0 n!(z + n)
114
Thus,
∞ Z ∞
X (−1)n
Γ(z) = + e−t tz−1 dt (7.12)
n=0
n!(z + n) 1
Claim 1: Γ(z) given by (7.12) is the analytic continuation of (7.11), that is Γ(z) given by (7.12) is defined
for all z ∈ C − {0, −1, −2, . . .}.
Proof of Claim 1: We know from the book that Ψ(z) is analytic for Re (z) > 0.
Claim 2: Ψ(z) is analytic for Re (z) ≤ 0. Thus Ψ(z) is analytic on C.
Proof of Claim 2: Assume Re (z) ≤ 0. Then
But since e− 2 t tRe (z)−1 → 0 as t → ∞, there exists a constant C > 0 such that tRe(z)−1 ≤ Ce 2 when t ≥ 1.
1 1
Hence, we have
|e−t tz−1 | ≤ |e−t |· |tz−1 | = e−t tRe(z)−1 ≤ e−t Ce 2 t = Ce− 2 t
1 1
1
and therefore Ce− 2 t is integrable on (1, ∞). By Fubini’s Theorem for any {γ} ⊂ G = {z : Re(z) ≤ 0},
Z Z ∞ Z ∞Z
e−t tz−1 dt dz = e−t tz−1 dz dt = 0
γ 1 1 γ
which implies Z ∞
e−t tz−1 dt ∈ H(G).
1
In summary, Z ∞
Ψ(z) = e−t tz−1 dt ∈ H(C).
1
Thus, Claim 2 is proved.
It remains to show that
∞
X (−1)n
Φ(z) =
n=0
n!(z + n)
is analytic on C − {0, −1, −2, . . .}. Note that Φ(z) is uniformly and absolutely convergent as a series in any
closed domain which contains none of the points 0, −1, −2, . . . and thus provides the analytic continuation
of Φ(z). Since
∞ Z ∞
X (−1)n
+ e−t tz−1 dt
n=0
n!(z + n) 1
115
Exercise 7. Show that r
Z ∞ Z ∞
1 1
sin(t ) dt =2
cos(t ) =
2
π.
0 0 2 2
√
Solution. We have shown that Γ 1
2 = π (see Exercise 2 p. 185). Thus
! Z ∞ Z ∞
√ 1 −t − 21 2 2
π=Γ = e t dt = 2a e−a t dt
2 0 0
(because of Theorem 7.15 p. 180). The last step involves integrating a complex integral. Hence, we have
√
π
Z ∞
2 2
e−a t dt = . (7.13)
0 2a
1−2i+i2
Let a = 1−i
√ ,
2
then a2 = 2 = −i and therefore
Z ∞ 2 Z ∞ Z ∞
− 1−i
√ t2 −(−i)t2 2
e 2
dt = e dt = eit dt
0
Z0 ∞ 0
Z ∞ Z ∞
= cos(t ) + i sin(t2 ) dt =
2
cos(t2 ) dt + i sin(t2 ) dt
0 0 0
√ √ r r r
π π 1+i 1 1 1 1 1 1
= = √ = π(1 + i) = π+i π.
(7.13) 2 1−i
√
2
2 (1 − i)(1 + i) 2 2 2 2 2 2
Thus, r r
Z ∞ Z ∞
1 1 1 1
cos(t ) dt + i
2
sin(t ) dt = 2
π+i π
0 0 2 2 2 2
which implies r
Z ∞
1 1
cos(t ) dt =
2
π
0 2 2
and r
Z ∞
1 1
sin(t ) =
2
π.
0 2 2
Exercise 8. Let u > 0 and v > 0 and express Γ(u)Γ(v) as a double integral over the first quadrant of the
plane. By changing to polar coordinates show that
Z π
2
Γ(u)Γ(v) = 2Γ(u + v) (cos θ)2u−1 (sin θ)2v−1 dθ.
0
The function
Γ(u)Γ(v)
B(u, v) =
Γ(u + v)
is called the beta function. By changes of variables show that
Z 1 ∞
tu−1
Z
B(u, v) = tu−1 (1 − t)v−1 dt = dt
0 0 (1 + t)u+v
Can this be generalized to the case when u and v are complex numbers with positive real part?
116
Solution. Let u > 0 and v > 0, then by Theorem 7.15 p. 180 and three changes of variables (indicated by
“CoV”) we obtain
Z ∞ Z ∞
Γ(u)Γ(v) = −s u−1
e s ds e−t tv−1 dt
0 0
Z ∞ Z ∞
2 2
= 2 e−x x2u−2 x dx· 2 e−y y2v−2 y dy
CoV:s=x2 ,t=y2 0 0
Z ∞Z ∞
2 2
= 4 e−x −y x2u−1 y2v−1 dx dy
0 0
Z π/2 Z ∞
2
= 4 e−r r2u−1 (cos θ)2u−1 r2v−1 (sin θ)2v−1 r dr dθ
CoV:x=r cos(θ),y=r sin θ 0 0
Z π/2 Z ∞
2
= 4 e−r r2u+2v−1 (cos θ)2u−1 (sin θ)2v−1 r dr dθ
0 0
Z ∞ Z π/2
−r2 2u+2v−1
= 4 e r dr (cos θ)2u−1 (sin θ)2v−1 dθ
0 0
Z π/2
1 ∞ −t u+v−1
Z
= 4 e t dt (cos θ)2u−1 (sin θ)2v−1 dθ
CoV:t=r2 2 0 0
Z π/2
= 2Γ(u + v) (cos θ)2u−1 (sin θ)2v−1 dθ.
0
This implies
π/2
Γ(u)Γ(v)
Z
B(u, v) = =2 (cos θ)2u−1 (sin θ)2v−1 dθ.
Γ(u + v) 0
Next, we show Z 1
B(u, v) = tu−1 (1 − t)v−1 dt.
0
We have
Z π/2
Γ(u)Γ(v)
B(u, v) = =2 (cos θ)2u−1 (sin θ)2v−1 dθ
Γ(u + v) 0
√ 2u−2 √
Z 1 2v−2
= 2 t 1−t dt
CoV:t=cos2 θ 0
Z 1
= tu−1 (1 − t)v−1 dt.
0
Hence, Z 1
B(u, v) = tu−1 (1 − t)v−1 dt.
0
Finally, we show
∞
tu−1
Z
B(u, v) = dt.
0 (1 + t)u+v
117
We have
Z 1
B(u, v) = tu−1 (1 − t)v−1 dt
0
∞ s u−1 s v−1
Z
= 1− (1 + s)−2 ds
t
CoV:s= 1−t 0 1+s 1+s
Z ∞
1 1
= su−1 (1 + s)−2 ds
(1 + s) u−1 (1 + s)v−1
Z0 ∞
1
= su−1 (1 + s)−2 ds
0 (1 + s)u+v−2
Z ∞
su−1
= ds.
0 (1 + s)
u+v
Hence,
∞
tu−1
Z
B(u, v) = dt.
0 (1 + t)u+v
Yes, the beta function can be generalized to the case when u and v are complex numbers with positive real
part. We have seen that
∞ π/2
tu−1
Z Z
B(u, v) = dt = 2 (cos θ)2u−1 (sin θ)2v−1 dθ
0 (1 + t)u+v 0
I) We have
Z 1 Z 1
|tu−1 (1 + t)−u−v | dt ≤ |tu−1 |· |(1 + t)−u−v | dt
0 0
Z 1
≤ tRe(u)−1 (1 + t)−Re(u)−Re(v) dt
0
Z 1
≤ tRe(u)−1 < ∞
0
where the last step follows since Re(u) > 0 and the previous one since Re(u) > 0 and Re(v) > 0 and
t ∈ (0, 1). This implies |tu−1 (1 + t)−u−v | is integrable on (0, 1). By Fubini’s Theorem for any {γ} ⊂ G × G
1 1
tu−1 tu−1
Z Z Z Z
dt dz = dz dt = 0
γ 0 (1 + t)u+v 0 γ (1 + t)u+v
118
which implies
1
tu−1
Z
dt ∈ H(G × G).
0 (1 + t)u+v
II) We have
Z ∞ Z n
|t u−1
(1 + t) −u−v
| dt ≤ lim |tu−1 (1 + t)−u−v | dt
1 n→∞ 1
Z n
≤ lim |tu−1 |· |(1 + t)−u−v | dt
n→∞
Z1 n
= lim tRe(u)−1 (1 + t)−Re(u)−Re(v) dt
n→∞ 1
Z n
1
= lim tRe(u)−1 Re(u)+Re(v) dt
n→∞
1
tRe(u)+Re(v) 1
t +1
Z n
1
= lim t−1−Re(u) Re(u)+Re(v) dt
n→∞ 1 1
t +1
Z n
1
≤ lim dt < ∞
n→∞ 1 t1+Re(v)
where the last step follows since Re(v) > 0 and the previous one since Re(u) + Re(v) > 0, t ≥ 1 and
therefore 1
Re (u)+Re(v)
≤ 1. This implies |tu−1 (1 + t)−u−v | is integrable on (1, ∞). By Fubini’s Theorem for
( t +1)
1
any {γ} ⊂ G × G
Z Z ∞ Z ∞Z
tu−1 tu−1
dt dz = dz dt = 0
γ 1 (1 + t) γ (1 + t)
u+v u+v
1
which implies
∞
tu−1
Z
dt ∈ H(G × G).
1 (1 + t)u+v
In summary
∞
tu−1
Z
dt ∈ H(G × G).
0 (1 + t)u+v
Exercise 9. Let αn be the volume of the ball of radius one in Rn (n ≥ 1). Prove by induction and iterated
integrals that
Z 1
αn = 2αn−1 (1 − t2 )(n−1)/2 dt
0
Bn (r) = {x ∈ Rn : |x| ≤ r}
and define the volume of Bn (r) by Vn (r). Clearly, V1 (r) = 2r, V2 (r) = πr2 , V3 (r) = 3 πr
4 3
and therefore
V1 (1) = 2, V2 (1) and V3 = 34 π.
Claim: For arbitrary n we have
Vn (r) = rn Vn (1)
119
which implies
= rn Vn (1).
This implies Vn (r) = rn Vn (1). (Note that this is kind of obvious, since we scale the unit ball in Rn by r in
each dimension to obtain the ball with radius r in Rn ). We could have proved the formula by mathematical
induction. Using spherical coordinates simplifies the computation if preferred.
120
Exercise 11. The Gaussian psi function is defined by
Γ0 (z)
Ψ(z) =
Γ(z)
(a) Show that Ψ is meromorphic in C with simple poles at z = 0, −1, . . . and Res(Ψ; −n) = −1 for n ≥ 0.
(b) Show that Ψ(1) = −γ.
(c) Show that Ψ(z + 1) − Ψ(z) = 1z .
(d) Show that Ψ(z) − Ψ(1 − z) = −π cot πz.
(e) State and prove a characterization of Ψ analogous to the Bohr-Mollerup Theorem.
Solution. Not available.
Solution. The function ξ is analytic on C − ({−2k : k ∈ N0 } ∪ {1}) as a product of analytic functions. The
1
factors z, z − 1 and π− 2 z are entire. The zeta-function has a simple pole at z = 1, hence limz→1 (z − 1)ζ(z)
exists in C and the function ξ is well-defined at z = 1.
The function Γ 12 z has simple poles at the non-positive even integers. For z = 0, limz→0 zΓ 21 z ∈ C. For
negative even integers z = 2k, −k ∈ N the poles of Gamma coincide with the simple zeros of the zeta-
function, hence limz→2k ζ(z)Γ 12 z exists in C also. Therefore the function ξ is analytic at each point.
The functional equation of ξ is related to the functional equation of ζ (8.3, p. 192), evaluated at 1 − z, i.e.
!
1
ζ(1 − z) = 2(2π) Γ(z)ζ(z) sin π(1 − z) .
−z
(7.15)
2
Furthermore the proof uses variants of problems 1, 2 of the homework set 5, in particular
! ! !
1 z 1 z 1
Γ − Γ + = π csc π(1 − z) (7.16)
2 2 2 2 2
!
√ z 1 z
πΓ(z) = 2 Γ
z−1
Γ + . (7.17)
2 2 2
121
Then the following chain of equalities holds.
!
− 21 + 2z 1 z
ξ(1 − z) = (1 − z)(−z)π ζ(1 − z)Γ −
2 2
! !
(7.15) − 12 + 2z 1 z 1−z −z 1
= z(z − 1)π Γ − 2 π ζ(z)Γ(z) sin π(1 − z)
2 2 2
1 Γ(z)Γ 2 − 2 1 z
1
!
= ξ(z)π− 2 21−z sin π(1 − z)
Γ 2 z 2
(7.16) 1 Γ(z) π csc 12 π(1 − z) 1
!
= ξ(z)π 2 − 2 1−z
sin π(1 − z)
Γ z 2 Γ 1+z2 2
2
1 Γ(z)
= ξ(z)π 21−z
2
Γ 2 Γ 21 + 2z
z
2z−1 1 z
!
(7.17) 1 1
= ξ(z)π 2 21−z 1 Γ +
Γ 12 + 2z π 2 2 2
= ξ(z).
which gives the desired contradiction because the log(ζ(z)) has a simple pole at z = 1.
Exercise 3. Prove that ζ 2 (z) = ∞
n=1 nz for Re z > 1, where d(n) is the number of divisors of n.
P d(n)
be the factorization of n into a product of primes p1 , . . . , pm and suppose that these primes are distinct. Let
µ(1) = 1; if k1 = . . . = km = 1 then let µ(n) = (−1)m ; otherwise let µ(n) = 0.
Solution. Not available.
122
Exercise 7. Prove that ζζ(z) Λ(n)
0
(z)
=− for Re z > 1, where Λ(n) = log p if n = pm for some prime p and
P∞
n=1 nz
m ≥ 1; and Λ(n) = 0 otherwise.
Solution. Not available.
Exercise 8. (a) Let η(z) = ζ 0 (z)/ζ(z) for Re z > 1 and show that limz→z0 (z − z0 )η(z) is always an integer for
Re z0 ≥ 1. Characterize the point z0 (in its relation to ζ) in terms of the sign of this integer.
(b) Show that for > 0
X∞
Re η(1 + + it) = − Λ(n)n−1(1+) cos(t log n)
n=1
123
Chapter 8
Runge’s Theorem
Remarks. The next two problems are concerned with the following question. Given a compact set K
contained in an open set G1 ⊂ G, can functions in H(G1 ) be approximated on K by functions in H(G)?
Exercise 2 says that for an arbitrary choice of K, G, and G1 this is not true. Exercise 4 below gives criteria
for a fixed K and G such that this can be done for any G1 . Exercise 3 is a lemma which is useful in proving
Exercise 4.
Exercise 4. Let K be a compact subset of the open set G; then the following are equivalent:
(a) If f is analytic in a neighborhood of K and > 0 then there is a g in H(G) with | f (z) − g(z)| < for all
z in K;
(b) If D is a bounded component of G − K then D− ∩ ∂G , ;
(c) If z is any point in G − K then there is a function f in H(G) with
124
Exercise 6. Let K be a compact subset of the region G and define K̂G = {z ∈ G : | f (z)| ≤ k f kK for all f in
H(G)}.
(a) Show that if C∞ − G is connected then K̂G = K̂.
(b) Show that d(K, C − G) = d(K̂G , C − G).
(c) Show that K̂G ⊂ the convex hull of K ≡ the intersection of all convex subsets of C which contain K.
(d) If K̂G ⊂ G1 ⊂ G and G1 is open then for every g in H(G1 ) and > 0 there is a function f in H(G) such
that | f (z) − g(z)| < for all z in K̂G . (Hint: see Exercise 4.)
(e) K̂G = the union of K and all bounded components of G − K whose closure does not intersect ∂G.
Solution. Not available.
Γ : [0, 1] × [0, 1] → G,
Γ(s, 0) = γ(s),
Γ(s, 1) = R(τ(s)),
Γ(0, u) = Γ(1, u) ∀ u ∈ [0, 1].
Θ : [0, 1] × [0, 1] → G,
Θ(s, 0) = R(τ(s)),
!!
1
Θ(s, 1) = R τ ,
2
Θ(0, u) = Θ(1, u) ∀ u ∈ [0, 1].
The function Θ ◦ Γ satisfies Definition IV 6.1 (p.88), the curve γ is homotopic to the point R τ 12 and by
Definition IV 6.14 (p.93) the set G is simply connected.
Exercise 2. If K is polynomially convex, show that the components of the interior of K are simply connected.
Solution. Not available.
125
8.3 Mittag-Leffler’s Theorem
Exercise 1. Let G be a region and let {an } and {bm } be two sequences of distinct points in G without limit
points in G such that an an , bm for all n, m. Let S n (z) be a singular part at an and let pm be a positive
integer. Show that there is a meromorphic function f on G whose only poles and zeros are {an } and {bm }
respectively, the singular part at z = an is S n (z), and z = bm is a zero of multiplicity pm .
Solution. Let G be a region and let {bm } be a sequence of distinct points in G with no limit point in G;
and let {pm } be a sequence of integers. By Theorem 5.15 p.170 there is an analytic function g defined on G
whose only zeros are at the points bm ; furthermore, bm is a zero of g of multiplicity pm .
Since g ∈ H(g) and {an } ∈ G, g has a Taylor series in a neighborhood B(an ; Rn ) of each an , that is
∞
X
gn (z) = αk (z − an )k ∈ B(an ; Rn )
k=0
where αk = 1 (k)
k! g (an ). Goal: Try to use this series to create a singular part rn (z) at an such that rn (z)gn (z) =
sn (z) or
∞ mn mn ∞
X X A jn X A jn X
rn (z) αk (z − an )k = ⇐⇒ = αk rn (z)(z − an )k .
k=0 j=1
(z − an ) j j=1
(z − a n ) j
k=0
Claim:
mn
X
rn (z) = B jk (z − an )− j−k (8.1)
j=1
works.
Proof of the claim:
∞
X ∞
X mn
X
αk rn (z)(z − an )k = αk B jk (z − an )− j−k (z − an )k
k=0 k=0 j=1
∞
X mn
X
= αk B jk (z − an )− j
k=0 j=1
mn ∞ mn
X X X A jn
= (z − an )− j αk B jk =
j=1 k=0 j=1
(z − an ) j
(see (8.1)). By Mittag-Leffler’s Theorem, there is a meromorphic function h on G whose poles are exactly
the points {an } and such that the singular part of h at an is rn (z).
Set f = g· h. Then by construction f is the meromorphic function on G whose only poles and zeros are {an }
and {bm } respectively, the singular part at z = an is S n (z), and z = bm is a zero of multiplicity pm . (Note that
the zeros do not cancel the poles since by assumption an , bm ∀ n, m).
126
Exercise 2. Let {an } be a sequence of points in the plane such that |an | → ∞, and let {bn } be an arbitrary
sequence of complex numbers.
(a) Show that if integers {kn } can be chosen such that
∞ !k
X r n bn
(3.4)
k=n
an an
(f) Let ω and ω0 be two complex numbers such that Im(ω0 /ω) , 0. Using the previous parts of this exercise
show that the series !
1 X 0 1 1 z
ζ(z) = + + + ,
z z − w w w2
where the sum is over all w = 2nω + 2n0 ω for n, n = 0, ±1, ±2, . . . but not w = 0, is convergent in M(C) to a
meromorphic function ζ with simple poles at the points 2nω + 2n0 ω0 . This function is called the Weierstrass
zeta function.
(g) Let P(z) = −ζ 0 (z); P is called the Weierstrass pe function. Show that
!
1 X 0 1 1
P(z) = 2 + −
z (z − w)2 w2
where the sum is over the same w as in part (f). Also show that
for all integers n and n0 . That is, P is doubly periodic with periods 2ω and 2ω0 .
127
Exercise 3. This exercise shows how to deduce Weierstrass’s Theorem for the plane (Theorem VII. 5.12)
from Mittag-Leffler’s Theorem.
(a) Deduce from Exercises 2(a) and 2(b) that for any sequence {an } in C with lim an = ∞ and an , 0 there
is a sequence of integers {kn } such that
∞ !k −1
!
X 1 1 1 z 1 z n
h(z) = + + + ... +
n=1
z − an an an an an an
is a meromorphic function on C with simple poles at a1 , a2 , . . .. The remainder of the proof consists of
showing that there is a function f such that h = f 0 / f . This function f will then have the appropriate zeros.
(b) Let z be an arbitrary but fixed point in C − {a1 , a2 , . . .}. Show that if γ1 and γ2 are any rectifiable curves
in C − {a1 , a2 , . . .} from 0 to z and h is the function obtained in part (a), then there is an integer m such that
Z Z
h− h = 2πim.
γ1 γ2
(c) Again let h be the meromorphic function from part (a). Prove that for z , a1 , a2 , . . . and γ any rectifiable
curve in C − {a1 , a2 , . . .}, Z !
f (z) = exp h
γ
defines an analytic function on C − {a1 , a2 , . . .} with f 0 / f = h. (That is, the value of f (z) is independent of
the curve γ and the resulting function f is analytic.
(d) Suppose that z ∈ {a1 , a2 , . . .}; show that z is a removable singularity of the function f defined in part
(c). Furthermore, show that f (z) = 0 and that the multiplicity of this zero equals the number of times that z
appears in the sequence {a1 , a2 , . . .}.
(e) Show that
∞ !2 !k
!
Y z z 1 z 1 z n
f (z) = 1− exp +
+ ... + (3.7)
n=1
an an 2 an 2 an
Remark. We could have skipped parts (b), (c), and (d) and gone directly from (a) to (e). However this
would have meant that we must show that (3.7) converges in H(C) and it could hardly be classified as a new
proof. The steps outlined in parts (a) through (d) give a proof of Weierstrass’s Theorem without introducing
infinite products.
128
(f) An ideal J is called a fixed ideal if Z(J) , ; otherwise it is called a free ideal. Prove that if J = (S)
then Z(J) = Z(S) and that a proper principal ideal is fixed.
(g) Let fn (z) = sin(2−n z) for all n ≥ 0 and let J = ({ f1 , f2 , . . .}). Show that J is a fixed ideal in H(C) which
is not a principal ideal.
(h) Let J be a fixed ideal and prove that there is an f in H(G) with Z( f ) = Z(J) and J ⊂ ( f ). Also show
that J = ( f ) if J is finitely generated.
(i) Let M be a maximal ideal that is fixed. Show that there is a point a in G such that M = ((z − a)).
(j) Let {an } be a sequence of distinct points in G with no limit point in G. Let J = { f ∈ H(G) : f (an ) = 0
for all but a finite number of the an }. Show that J is a proper free ideal in H(G).
(k) If J is a free ideal show that for any finite subset S of J, Z(S) , . Use this to show that J can
contain no polynomials.
l) Let J be a proper free ideal; then J is a maximal ideal iff whenever g ∈ H(G) and Z(g) ∩ Z( f ) , for
all f in J then g ∈ J.
Solution. Not available.
Exercise 5. Let G be a region and let {an } be a sequence of distinct points in G with no limit point in G.
For each integer n ≥ 1 choose integers kn ≥ 0 and constants A(k) n , 0 ≤ k ≤ kn . Show that there is an analytic
function f on G such that f (k) (an ) = k!A(k)
n . (Hint: Let g be an analytic function on G with a zero at an of
multiplicity kn + 1. Let h be a meromorphic function on G with poles at each an of order kn + 1 and with
singular part S n (z). Choose the S n so that f = gh has the desired property.)
Solution. Not available.
√ √
Exercise 6. Find a meromorphic
√ function with poles of order 2 at 1, 2, 3, . . . such that the residue at
each pole is 0 and lim(z − n)2 f (z) = 1 for all n.
Solution. We claim that the function
∞ √
X 3 nz2 − 2z3
f (z) = √
k=1
n3/2 (z − n)2
√
has the desired properties. f has poles of order 2 at z = n, n ∈ N (and no other poles) and it is analytic
for every z ∈ C that is√not one of the poles. Moreover f converges in M(C). To see this let r > 0 and choose
N ∈ N so large that n > 2r for all n ≥ N. Then for |z| ≤ r and n ∈ N
√ √ √
3 nz2 − 2z3 r2 (3 n + n) 16r2
| 3/2 √ 2 | ≤ 3/2 √ ≤ 2 =: Mn .
n (z − n) n ( n − r)2 n
This is the majorant independent of z for the Weierstrass’ Criterion.
√
Next fix m ∈ N and consider the limit in equation limz→ √n (z − n)2 f (z) = 1,
∞ √
√ 2 √ 2X 3 nz2 − 2z3
√ (z −
lim m) f (z) = lim
√ (z − m) √
z→ m z→ m
n=1
n3/2 (z − n)2
m−1 √ √
X (z − m)(3 nz2 − 2z3 ) 3m3/2 − 2m3/2
= lim
√ √ +
z→ m
n=1
n3/2 (z − n)2 m3/2
∞ √ √
X (z − n)(3 nz2 − 2z3 )
+ lim√ √
z→ m
m+1
n3/2 (z − n)2
= 0 + 1 + 0 = 1.
129
Lastly we have√ to check that the residuals are 0 at the poles. By Proposition V 2.4, p.113, for a function
g(z) := (z − m)2 f (z), it has to be verified that g0 (z)|z= √m = 0.
First find the derivative of f as
∞ √
X 6 nz2 − 6nz − 2z3
f (z) =
0
√
n=1
n3/2 (z − m)3
√
then compute the residuum at z = m
√ √ √
Res( f, m) = g0 (z)|z= √m = 2(z − m) f (z) + (z − m)2 f 0 (z)z= √m
∞ √ √
X 2(z − m)(3 nz2 − 2z3 )
= √
n=1
n3/2 (z − n)2
∞ √ √
X (z − m)2 (6 nz2 − 6nz − 2z3 )
+ √
n=1
n3/2 (z − m)3 √
z= m
∞
X √ √ √
= 2(z − (n))(3 nz2 − 2z3 ) + (z − m)(6 nz2 ) − 6nz − 2z3 )
p
n=1
√ #
z− m
· 3/2 √
n (z − n)3 z= √m
√ √
If n , m and z = m, the last factor equals zero, in the case n = m, (z − m)2 cancels directly and we are
left with √ √
12 m − 2z3 − 6mz −6z(z − m)
√ = = 0.
n3/2 (z − m) z=m n3/2
z=m
√
The residuum vanishes for all m, m ∈ N and therefore the function considered in this exercise has all the
required properties.
130
Chapter 9
131
Solution. Not available.
132
Solution. Not available.
Exercise 8. Let γ : [0, 1] → C be a path with γ(0) = 1 and γ(t) , 0 for any t. Suppose that {( ft , Dt ) : 0 ≤
t ≤ 1} is an analytic continuation of f0 (z) = log z. Show that each ft is a branch of the logarithm.
Solution. Not available.
Exercise 3. Let Γ : [0, 1] × [0, 1] → C be a continuous function such that Γ(0, u) = a, Γ(1, u) = b for
all u. Let γu (t) = Γ(t, u) and suppose that {( ft,u , Dt,u ) : 0 ≤ t ≤ 1} is an analytic continuation along γu
such that [ f0,u ]a = [ f0,v ]a for all u and v in [0, 1]. Let R(t, u) be the radius of convergence of the power
series expansion of ft,u about z = Γ(t, u). Show that either R(t, u) ≡ ∞ or R : [0, 1] × [0, 1] → (0, ∞) is a
continuous function.
133
Exercise 3. Let X and Ω be sets and let {N x : x ∈ X} and {Mω : ω ∈ Ω} be neighborhood systems and let
T and S be the induced topologies on X and Ω respectively.
(a) Show that a function f : X → Ω is continuous iff when x ∈ X and ω = f (x), for each ∆ in Mω there is
a U in N x such that f (U) ⊂ ∆.
(b) Let X = Ω = C and let Nz = Mz = {B(z; ) : > 0} for each z in C. Interpret part (a) of this exercise
for this particular situation.
Solution. Not available.
Exercise 4. Adopt the notation of Exercise 3. Show that a function f : X → Ω is open iff for each x in X
and U in N x there is a set ∆ in Mω (where ω = f (x)) such that ∆ ⊂ f (U).
Exercise 6. Adopt the notation of Exercise 3. For each point (x, ω) in X × Ω let
U(x,ω) = {U × ∆ : U ∈ N x , ∆ ∈ Mω }
(a) Show that {U(x,ω) : (x, ω) ∈ X × Ω} is a neighborhood system on X × Ω and let P be the induced topology
on X × Ω.
(b) If U ∈ T and ∆ ∈ S, call the set U × ∆ an open rectangle. Prove that a set is in P iff it is the union of
open rectangles.
(c) Define p1 : X × Ω → X and p2 : X × Ω → X by p1 (x, ω) = x and p2 (x, ω) = ω. Show that
p1 and p2 are open continuous maps. Furthermore if (Z, R) is a topological space show that a function
f : (Z, R) → (X × Ω, P) is continuous iff p1 ◦ f : Z → X and p2 ◦ f : Z → Ω are continuous.
134
Solution. Not available.
Exercise 4. Consider the sheaf S(C), let B = {z : |z − 1| < 1}, let l be the principal branch of the logarithm
defined on B, and let l1 (z) = l(z) + 2πi for all z in B. (a) Let D = {z : |z| < 1} and show that ( 21 , [l] 12 ) and
( 12 , [l1 ] 21 ) belong to the same component of ρ−1 (D). (b) Find two disjoint open subsets of S(C) each of which
contains one of the points ( 21 , [l] 12 ) and ( 12 , [l1 ] 21 ).
Solution. Not available.
135
Solution. Not available.
Exercise 6. Show that an analytic surface is arcwise connected.
Solution. Not available.
Exercise 7. Suppose that f : C∞ → C∞ is an analytic function.
(a) Show that either f ≡ ∞ or f −1 (∞) is a finite set.
(b) If f . ∞, let a1 , . . . , an be the points in C where f takes on the value ∞. Show that there are polynomials
p0 , p1 , . . . , pn such that
n !
X 1
f (z) = p0 (z) + pk
k=1
z − ak
for z in C.
(c) If f is one-one, show that either f (z) = az + b (some a, b in C) or f (z) = a
z−c + b (some a, b, c in C).
Solution. Not available.
√
Exercise 8. Furnish the details of the discussion of the surface for z at the end of this section.
Solution. Not available.
Exercise 9. Let G = z : − π2 < Re z < π2 and define f : G → C by f (z) = sin z. Give a discussion for f
n o
√
similar to the discussion of z at the end of this section.
Solution. Not available.
136
Solution. Not available.
Exercise 6. In this exercise all spaces are regions in the plane.
(a) Let (G, f ) be a covering of Ω and suppose that f is analytic; show that if Ω is simply connected then
f is one-one. (Hint: If f (z1 ) = f (z2 ) let γ be a path in G from z1 to z2 and consider a certain analytic
continuation along f ◦ γ; apply the Monodromy Theorem.)
(b) Suppose that (G1 , f1 ) and (G2 , f2 ) are coverings of the region Ω such that both f1 and f2 are analytic.
Show that if G1 is simply connected then there is an analytic function f : G1 → G2 such that (G1 , f ) is a
covering of G2 and f1 = f2 ◦ f . That is the diagram is commutative.
(c) Let (G1 , f1 ), (G2 , f2 ) and Ω be as in part (b) and, in addition, assume that both G1 and G2 are simply
connected. Show that there is a one-one analytic function mapping G1 onto G2 .
137
Chapter 10
Harmonic Functions
u xx + uyy = 0. (10.1)
Since u : G → R is harmonic, u is infinitely times differentiable by Proposition 1.3 p. 252. Thus, the third
partial derivatives of u exist and are continuous (therefore u xyy = uyyx and uyxx = u xxy ). Now, we show that
u x is harmonic, that is
(u x ) xx + (u x )yy = 0.
u xx + uyy = 0. (10.2)
In addition, u is infinitely times differentiable by Proposition 1.3 p. 252. Thus, all the partials are continuous
(therefore u xy = uyx ).
To show: f = u x − iuy is analytic which is equivalent to showing
a) Re( f ) = u x and Im( f ) = −uy are harmonic and
b) u x and −uy have to satisfy the Cauchy Riemann equations (by Theorem III 2.29).
138
a) By the previous exercise, we have seen that u x and uy are harmonic. Therefore, −uy is harmonic, too.
Thus, part a) is proved.
b) We have to show that the Cauchy-Riemann equations are satisfied, that is
Exercise 5. If f is analytic on G and f (z) , 0 for any z show that u = log | f | is harmonic on G.
Solution. Not available.
Exercise 6. Let u be harmonic in G and suppose B̄(a; R) ⊂ G. Show that
"
1
u(a) = u(x, y) dx dy.
πR2 B̄(a;R)
Solution. Let D be a disk such that B̄(a; R) ⊂ D ⊂ G. There exist an f ∈ H(D) such that Re( f ) = u on D.
From Cauchy’s Integral Formula, we have
Z Z 2π
1 f (w) 1
f (a) = dw = f (a + reiθ ) dθ
2πi γ w−a 2π 0
Multiply by r, we get
Z 2π
1
f (a)r = f (a + reiθ )r dθ
2π 0
139
and then integrate with respect to r yields
Z R Z R Z 2π
1
f (a)r dr = f (a + reiθ )r dθ dr
0 0 2π 0
Z R Z 2π
r2 1
⇐⇒ f (a) = f (a + reiθ )r dθ dr
2 2π 0 0
Z 2π Z R
1
⇐⇒ f (a) = f (a + reiθ )r dr dθ
πR2 0
" 0
1
⇐⇒ f (a) = f (x, y) dx dy.
πR2 B̄(a;R)
where the last step follows by changing from polar coordinates to rectangular coordinates. Now
" "
1 1
u(a) = Re( f (a)) = Re( f (x, y)) dx dy = u(x, y) dx dy.
πR2 B̄(a;R) πR2 B̄(a;R)
Thus "
1
u(a) = u(x, y) dx dy.
πR2 B̄(a;R)
1 + z 2
!
u(z) = Im
1−z
140
for all θ. We have
1 + reiθ 2
!
iθ
u(re ) = Im
1 − reiθ
1 + reiθ 2 1 − reiθ 2
! !
= Im
1 − reiθ 1 − reiθ
(1 + reiθ )(1 − reiθ ) 2
!
= Im
(1 − reiθ )(1 − reiθ )
(1 + reiθ − re−iθ − r2 )2
" #
= Im
(1 − reiθ − re−iθ + r2 )2
(1 + 2ri sin θ − r2 )2
" #
= Im
(1 − 2r cos θ + r2 )2
((1 − r2 ) + 2ri sin θ)2
" #
= Im
(1 − 2r cos θ + r2 )2
(1 − r2 )2 + 4ri sin θ(1 − r2 ) − 4r2 sin2 θ
" #
= Im
(1 − 2r cos θ + r2 )2
4r(1 − r2 ) sin θ
= .
(1 − 2r cos θ + r2 )2
Note that the denominator is zero iff r = 1 and θ = 2πk, k ∈ Z ⇐⇒ z = 1.
If we assume, that r = 1 and θ , 2πk, k ∈ Z, then
4· 1· (1 − 12 ) sin θ 0
lim− u(reiθ ) = u(eiθ ) = = 2 = 0.
r→1 (1 − 2· 1· cos θ + 1 )2 2 2 (1 − cos θ)2
If θ = 2πk, k ∈ Z, then
4r(1 − r2 ) sin(2πk) 0
lim− u(re2πk ) = lim− = lim− = 0.
r→1 r→1 (1 − 2r cos(2πk) + r )
2 2 r→1 (1 − r)4
Thus,
lim u(reiθ ) = 0.
r→1−
This does not violate Theorem 1.7. The reason is the following: If we pick u = u and v = 0, then the
condition
lim sup u(z) ≤ 0
z→a
141
Exercise 8. Let u : G → R be a function with continuous second partial derivatives and define U(r, θ) =
u(r cos θ, r sin θ).
(a) Show that
∂ u ∂2 u 2∂ U ∂U ∂2 U ∂ ∂U ∂2 U
" 2 # 2
!
r2 + = r + r + = r r + 2.
∂x 2 ∂y2 ∂r 2 ∂r ∂θ 2 ∂r ∂r ∂θ
So if 0 < G then u is harmonic iff
∂ ∂U ∂2 U
!
r r + 2 = 0.
∂r ∂r ∂θ
(b) Let u have the property that it depends only on |z| and not arg z. That is, u(z) = ϕ(|z|). Show that u is
harmonic iff u(z) = a log |z| + b for some constants a and b.
Solution. Not available.
Exercise 9. Let u : G → R be harmonic and let A = {z ∈ G : u x (z) = uy (z) = 0}; that is, A is the set of zeros
of the gradient of u. Can A have a limit point in G?
Solution. Let u be harmonic and not constant. By Exercise 1 p. 255, we know that u x and uy are harmonic.
By exercise 2 p. 255, we know that f = u x − iuy is analytic. Define B = {z ∈ G : f (z) = 0} = {z ∈ G :
u x (z) − iuy (z) = 0}. Clearly
A = {z ∈ G : u x (z) = uy (z) = 0} = B
since u x (z) − iuy (z) = 0 iff u x (z) = uy (z) = 0 (u x (z) and uy (z) are real). Since f is analytic, the zeros are
isolated and therefore B cannot have a limit point in G (Corollary 3.10 p. 79). This implies that A cannot
have a limit point in G.
If u is constant, then A = B = G and thus A can have a limit point in G. (In this case f ≡ 0 and by Theorem
3.7 p. 78 A has a limit point in G).
Exercise 10. State and prove a Schwarz Reflection Principle for harmonic functions.
for all reiθ in D. Using Definition 2.1 show that f is analytic on D iff
Z π
f (eit )eint dt = 0
−π
for all n ≥ 1.
142
Solution. Let D = {z : |z| < 1} and suppose f = u + iv : D → C is a continuous function such that u and v
are harmonic. Clearly u and v are continuous functions mapping D to R. By Corollary 2.9 we have
Z π
1
u(re ) =
iθ
Pr (θ − t)u(eit ) dt for 0 ≤ r < 1 and all θ (10.3)
2π −π
and
Z π
1
v(reiθ ) = Pr (θ − t)v(eit ) dt for 0 ≤ r < 1 and all θ. (10.4)
2π −π
Hence,
Z π Z π
1 1
f (re ) =
iθ
u(re ) + iv(re )
iθ iθ
= Pr (θ − t)u(e ) dt + i
it
Pr (θ − t)v(eit ) dt
(10.3),(10.4) 2π −π 2π −π
Z π Z π
1 h i 1
= Pr (θ − t) u(e ) + iv(r ) dt =
it iθ
Pr (θ − t) f (eit ) dt
2π −π 2π −π
for 0 ≤ r < 1 and all θ. Thus, we have proved
Z π
1
f (reiθ ) = f (eit )Pr (θ − t) dt
2π −π
for all n ≥ 1. ⇒: Let f be analytic on D and assume n ≥ 1 (n integer). Define g(z) = f (z)zn−1 . Clearly g is
analytic on D. Let γ = reit , −π ≤ t ≤ π, 0 < r < 1, then by Cauchy’s Theorem
Z
g(z) dz = 0
γ
Z
⇐⇒ f (z)zn−1 dz = 0
γ
Z π
⇐⇒ f (reit )ireit eit(n−1) rn−1 dt = 0
−π
Z π
⇐⇒ i f (reit )eint rn dt = 0
−π
Z π
⇐⇒ f (reit )eint rn dt = 0
−π
which implies Z π Z π
lim− f (reit )eint rn dt = 0 ⇒ f (eit )eint dt = 0 ∀n ≥ 1.
r→1 −π by Ex 3a p. 262
−π
143
Rπ
⇐: Assume −π
f (reit )eint rn dt = 0 for all n ≥ 1. We have for all z ∈ D
Z π
1
f (z) = f (re ) = iθ
f (eit )Pr (θ − t) dt
Part 1 2π
−π
Z π ∞
1 X
= f (eit ) r|n| ein(θ−t) dt
2π −π n=−∞
∞ Z π
1 X
= r|n| einθ f (eit )e−int dt
2π n=−∞ −π
1 X n π
∞ Z
= z f (eit )e−int dt.
2π n=0 −π
1 X n π
Z Z ∞ Z ∞ Z Z π
1 X
f (z) dz = z f (eit )e−int dt dz = zn dz f (eit )e−int dt
γ γ 2π n=0 −π 2π n=0 γ −π
| {z }
=0
n
since z is analytic for n ≥ 0.
Thus f is analytic on D.
Exercise 2. In the statement of Theorem 2.4 suppose that f is piecewise continuous on ∂D. Is the conclusion
of the theorem still valid? If not, what parts of the conclusion remain true?
Solution. Not available.
Exercise 3. Let D = {z : |z| < 1}, T = ∂D = {z : |z| = 1}
(a) Show that if g : D− → C is a continuous function and gr : T → C is defined by gr (z) = g(rz) then
gr (z) → g(z) uniformly for z in T as r → 1− .
(b) If f : T → C is a continuous function define f˜ : D− → C by f˜(z) = f (z) for z in T and
Z π
˜f (reiθ ) = 1 f (eit )Pr (θ − t) dt
2π −π
(So Re f˜ and Im f˜ are harmonic in D). Define f˜r : T → C by f˜r (z) = f˜(rz). Show that for each r < 1 there
is a sequence {pn , (z, z̄)} of polynomials in z and z̄ such that pn (z, z̄) → f˜r (z) uniformly for z in T . (Hint: Use
Definition 2.1.)
(c) Weierstrass approximation theorem for T. If f : T → C is a continuous function then there is a
sequence {pn (z, z̄)} of polynomials in z and z̄ such that pn (z, z̄) → f (z) uniformly for z in T .
(d) Suppose g : [0, 1] → C is a continuous function such that g(0) = g(1). Use part (c) to show that there is
a sequence {pn } of polynomials such that pn (t) → g(t) uniformly for t in [0, 1].
(e) Weierstrass approximation theorem for [0,1]. If g : [0, 1] → C is a continuous function then there is a
sequence {pn } of polynomials such that pn (t) → g(t) uniformly for t in [0, 1]. (Hint: Apply part (d) to the
function g(t) + (1 − t)g(1) + tg(0).)
(f) Show that if the function g in part (e) is real valued then the polynomials can be chosen with real
coefficients.
144
Solution. Not available.
Exercise 4. Let G be a simply connected region and let Γ be its closure in C∞ ; ∂∞G = Γ − G. Suppose
there is a homeomorphism ϕ of Γ onto D− (D = {z : |z| < 1}) such that ϕ is analytic on G.
(a) Show that ϕ(G) = D and ϕ(∂∞G) = ∂D.
(b) Show that if f : ∂∞G → R is a continuous function then there is a continuous function u : Γ → R such
that u(z) = f (z) for z in ∂∞G and u is harmonic in G.
(c) Suppose that the function f in part (b) is not assumed to be continuous at ∞. Show that there is a
continuous function u : G− → R such that u(z) = f (z) for z in ∂G and u is harmonic in G (see Exercise 2).
Solution. Not available.
Exercise 5. Let G be an open set, a ∈ G, and G0 = G − {a}. Suppose that u is a harmonic function on G0
such that limz→a u(z) exists and is equal to A. Show that if U : G → R is defined by U(z) = u(z) for z , a
and U(a) = A then U is harmonic on G.
Solution. Not available.
Exercise 6. Let f : {z : Re z = 0} → R be a bounded continuous function and define u : {z : Re z > 0} → R
by
1 ∞
Z
x f (it)
u(x + iy) = dt.
π −∞ x + (y − t)2
2
Show that u is a bounded harmonic function on the right half plane such that for c in R, f (ic) = limz→ic u(z).
Solution. Not available.
Exercise 7. Let D = {z : |z| < l} and suppose f : ∂D → R is continuous except for a jump discontinuity at
z = 1. Define u : D → R̄ by (2.5). Show that u is harmonic. Let v be a harmonic conjugate of u. What can
you say about the behavior of v(r) as r → 1− ? What about v(reiθ ) as r → 1− and θ → 0?
Solution. Not available.
145
Hence, ϕ ∈ Subhar(G).
b)
Thus
π π Z π
αr r2 βr π
Z Z Z
1
ϕ(a + reiθ ) dθ = α2 − β2 + cos θ dθ + cos2 θ dθ − sin θ dθ
2π −π π 2π −π π −π
|−π {z } | {z } | {z }
=0 =π =0
π
r2 r2 r2
Z
− sin2 θ dθ = α2 − β2 + − = α2 − β2 = ϕ(a).
2π −π 2 2
| {z }
=π
Thus
π π Z π Z π
αr r2
Z Z
1 r
ϕ(a + reiθ ) dθ = α2 + β + cos θ dθ + cos2 θ dθ + sin θ dθ
2π −π π 2π −π 2π −π
|−π {z } | {z } | {z }
=0 =π =0
2
r
= α2 + β + ≥ α2 + β = ϕ(a).
2
Hence, ϕ ∈ Subhar(G).
d)
Thus
π π Z π Z π
αr r2
Z Z
1 r
ϕ(a + re ) dθ
iθ
= α −β+
2
cos θ dθ + cos θ dθ −
2
sin θ dθ
2π −π π 2π −π 2π −π
|−π {z } | {z } | {z }
=0 =π =0
2
r
= α2 − β + ≥ α2 − β = ϕ(a).
2
Hence, ϕ ∈ Subhar(G).
e)
146
Thus
π π
βr π
Z π
r2
Z Z Z
1 r
ϕ(a + reiθ ) dθ = α + β2 + cos θ dθ + sin θ dθ + sin2 θ dθ
2π −π 2π −π π −π 2π −π
| {z } | {z } | {z }
=0 =0 =π
r2
= α + β2 + ≥ α + β2 = ϕ(a).
2
Hence, ϕ ∈ Subhar(G).
f)
Thus
π π
βr π
Z π
r2
Z Z Z
1 r
ϕ(a + reiθ ) dθ = α − β2 + cos θ dθ − sin θ dθ − sin2 θ dθ
2π −π 2π π 2π
|−π {z } |−π {z } |−π {z }
=0 =0 =π
r2
= α − β2 − ≤ α − β2 = ϕ(a).
2
Hence, ϕ ∈ Superhar(G).
Exercise 2. Let Subhar(G) and Superhar(G) denote, respectively, the sets of subharmonic and superhar-
monic functions on G.
(a) Show that Subhar(G) and Superhar(G) are closed subsets of C(G; R).
(b) Does a version of Harnack’s Theorem hold for subharmonic and superharmonic functions?
Solution. Not available.
Exercise 3. (This exercise is difficult.) If G is a region and if f : ∂∞G → R is a continuous function let
u f be the Perron Function associated with f . This defines a map T : (∂∞G; R) → Har(G) by T ( f ) = u f .
Prove:
(a) T is linear (i.e., T (a1 f1 + a2 f2 ) = a1 T ( f1 ) + a2 T ( f2 )).
(b) T is positive (i.e., if f (a) ≥ 0 for all a in ∂∞G then T ( f )(z) ≥ 0 for all z in G).
(c) T is continuous. Moreover, if { fn } is a sequence in C(∂∞G; R) such that fn → f uniformly then T ( fn ) →
T ( f ) uniformly on G.
(d) If the Dirichlet Problem can be solved for G then T is one-one. Is the converse true?
Solution. Not available.
Exercise 4. In the hypothesis of Theorem 3.11, suppose only that f is a bounded function on ∂∞G; prove
that the conclusion remains valid. (This is useful if G is an unbounded region and g is a bounded continuous
function on ∂G. If we define f : ∂∞G → R by f (z) = g(z) for z in ∂G and f (∞) = 0 then the conclusion
of Theorem 3.11 remains valid. Of course there is no reason to expect that the harmonic function will have
predictable behavior near ∞ — we could have assigned any value to f (∞). However, the behavior near
points of ∂G can be studied with hope of success.)
Solution. Not available.
Exercise 5. Show that the requirement that G1 is bounded in Corollary 3.5 is necessary.
147
Solution. Not available.
Exercise 6. If f : G → Ω is analytic and ϕ : Ω → R is subharmonic, show that ϕ ◦ f is subharmonic if f
is one-one. What happens if f 0 (z) , 0 for all z in G?
Solution. Clearly f is continuous, since f : G → Ω is analytic and ϕ is continuous, since ϕ : Ω → R is
subharmonic. Define u = ϕ ◦ f , then u : G → R is continuous. If we can show that for every bounded
region G1 such that Ḡ1 ⊂ G and for every continuous function u1 : Ḡ1 → R that is harmonic in G1 and
satisfies u(z) ≤ u1 (z) for z in ∂G1 , we have
u(z) ≤ u1
for z in G1 , then u is subharmonic (by Corollary 3.5 p. 265).
Hence, let G1 be a bounded region G1 such that Ḡ1 ⊂ G and let u1 : Ḡ1 → R that is harmonic in G1 and
satisfies u(z) ≤ u1 (z) for z on ∂G1 . We have to show u(z) ≤ u1 (z) ∀z ∈ G1 .
Since f is one-one, we know that f −1 exists and is analytic. So define
ϕ1 = u1 ◦ f −1 : Ω̄ → R
with f −1 : Ω̄1 → Ḡ1 . Clearly ϕ1 is harmonic (harmonic composite analytic is harmonic). Since ϕ : Ω → R
is subharmonic, we can use Theorem 3.4 to obtain: For every region Ω1 contained in Ω and every harmonic
function ϕ̃ on Ω1 , ϕ−ϕ̃ satisfies the Maximum Principle on Ω1 . In fact ϕ−ϕ1 satisfies the Maximum Principle
on Ω1 . By assumption we have
u(z) ≤ u1 (z) ∀z ∈ G1
which is the same as
u(z) = ϕ( f (z)) ≤ u1 (z) = ϕ1 ( f (z)) ∀z ∈ ∂G1
since f maps G1 onto Ω1 , and thus ∂G1 onto ∂Ω1 (we choose this by assumption). Thus,
ϕ( f (z)) − ϕ1 ( f (z)) ≤ 0 ∀z ∈ ∂G1 .
Since ϕ − ϕ1 satisfies the Maximum Principle on Ω1 , this implies
ϕ( f (z)) − ϕ1 ( f (z)) ≤ 0 ∀z ∈ G1 ,
that is
u(z) − u1 (z) ≤ 0 ∀z ∈ G1
and we are done. Therefore, u = ϕ ◦ f is subharmonic on G.
If f 0 (z) , 0 for all z in G, then the previous result holds locally for some neighborhood in G. ( f is lo-
cally one-one and onto and f −1 is analytic and hence u = ϕ ◦ f is locally subharmonic). Here is the claim:
Let f : G → C be analytic, let z0 ∈ A, and let f 0 (z0 ) , 0. Then there is a neighborhood U of z0 and a
neighborhood V of w0 = f (z0 ) such that f : U → V is one-one and onto and f −1 : V → U is analytic.
Proof of the claim: f (z) − w0 has a simple zero at z0 since f 0 (z0 ) , 0. We can use Theorem 7.4 p. 98 to
find > 0 and δ > 0 such that each w with |w − w0 | < δ has exactly one pre-image z with |z − z0 | < . Let
V = {w| |w − w0 | < δ} and let U be the inverse image of V under the map f restricted to {z| |z − z0 | < }.
By Theorem 7.4 p. 98, f maps U one-one onto V. Since f is continuous, U is a neighborhood of z0 . By the
Open Mapping Theorem (Theorem 7.5 p. 99), f = ( f −1 )−1 is an open map, so f −1 is continuous from V to
U. To finally show that it is analytic, we can use Proposition 3.7 p. 125. We have
z f 0 (w)
Z
1
f (w) =
−1
dz.
2πi |z−z0 |= f (z) − w
Note, if we assume that ϕ is twice differentiable, then the result holds globally.
148
10.4 The Dirichlet Problem
Exercise 1. Let G = B(0; 1) and find a barrier for G at each point of the boundary.
|z − a|· | f˜(z)|
! !
| f (z)|
G(z) = − log | f (z)| + log |z − a| = − log = − log = − log | f˜(z)|
|z − a| |z − a|
where f (z) = (z − a) f˜(z) by assumption and f˜(z) is analytic on G with no zero. So G(z) has a removable
singularity at a and therefore G(z) is harmonic on B(a; r).
c) limz→w ga (z) = 0 for each w in ∂∞G. We have | f (z)| = 1 ∀z ∈ ∂∞G by assumption ( f (∂∞G) = ∂D). Hence
149
for each a in ∂∞G. This implies ga (z) = − log | f (z)| is a Green’s Function on G with singularity at a.
Solution to part b) ii):
Clearly, G is a simply connected region (not the whole plane). If we can find a map, say h : G → D, then
the Green’s Function, say ga , is given by
by Part 1 a). Note that h has to satisfy the following assumptions to use Part 1 a):
a) h : G → D one-one and analytic
b) h(a) = 0
c) h(G) = D.
The existence and uniqueness of this function h with the assumptions a), b) and c) is guaranteed by the
Riemann Mapping Theorem p. 160 Theorem 4.2. It remains to find h:
Claim: h : G → D given by
h(z) = f (g(z))
where
z−1 z − g(a)
g(z) = and f (z) =
z+1 1 − g(a)z
works. Thus, the Green’s Function for the region G = {z : Re(z) > 0} is given by ga (z) = − log |h(z)| where
h(z) is given by the Claim.
Proof of the Claim:
We will invoke the Orientation Principle (p. 53) to find g : G → D where g is one-one and analytic. Then
z−1
g(z) =
z+1
(see p. 53 in the book for the derivation).
From p. 162 we have seen that the Möbius Transformation (which is one-one and analytic)
z − g(a)
f (z) =
1 − g(a)z
maps D onto D such that f (g(a)) = 0. Hence h(z) = f (g(z)) maps G onto D. In addition h is one-one,
analytic and h(a) = 0 and therefore satisfies a), b) and c).
Exercise 2. Let ga be the Green’s Function on a region G with singularity at z = a. Prove that if ψ is a
positive superharmonic function on G − {a} with lim inf z→a [ψ(z) + log |z − a|] > −∞, then ga (z) ≤ ψ(z) for
z , a.
Solution. Not available.
Exercise 3. This exercise gives a proof of the Riemann Mapping Theorem where it is assumed that if G is
a simply connected region, G , C, then: (i) C∞ − G is connected, (ii) every harmonic function on G has a
harmonic conjugate, (iii) if a < G then a branch of log(z − a) can be defined.
(a) Let G be a bounded simply connected region and let a ∈ G; prove that there is a Green’s Function ga on
G with singularity at a. Let u(z) = ga (z) + log |z − a| and let v be the harmonic conjugate of u. If ϕ = u + iv
let f (z) = eiα (z − a)e−ϕ(z) for a real number α. (So f is analytic in G.) Prove that | f (z)| = exp(−ga (z))
and that limz→w | f (z)| = 1 for each w in ∂G (Compare this with Exercise 1). Prove that for 0 < r < 1,
Cr = {z : | f (z)| = r} consists of a finite number of simple closed curves in G (see Exercise VI.1.3). Let Gr
be a component of {z : | f (z)| < r} and apply Rouche’s Theorem to get that f (z) = 0 and f (z) − w0 = 0,
150
|w0 | < r, have the same number of solutions in Gr . Prove that f is one-one on Gr . From here conclude that
f (G) = D = {z : |z| < 1} and f 0 (a) > 0, for a suitable choice of α.
(b) Let G be a simply connected region with G , C, but assume that G is unbounded and 0, ∞ ∈ ∂∞G. Let l
be a branch of log z on G, a ∈ G, and α = l(a). Show that l is one-one on G and l(z) , α + 2πi for any z in
G. Prove that ϕ(z) = [l(z) − α − 2πi]−1 is a conformal map of G onto a bounded simply connected region in
the plane. (Show that l omits all values in a neighborhood of α + 2πi.)
(c) Combine parts (a) and (b) to prove the Riemann Mapping Theorem.
Solution. Not available.
Exercise 4. (a) Let G be a region such that ∂G = γ is a simple continuously differentiable closed curve. If
f : ∂G → R is continuous and g(z, a) = ga (z) is the Green’s Function on G with singularity at a, show that
∂g
Z
h(a) = f (z) (z, a) ds (5.5)
γ ∂n
is a formula for the solution of the Dirichlet Problem with boundary values f ; where ∂g ∂n is the derivative of
g in the direction of the outward normal to γ and ds indicates that the integral is with respect to arc length.
(Note: these concepts are not discussed in this book but the formula is sufficiently interesting so as to merit
presentation.) (Hint: Apply Green’s formula
"
∂v ∂u
Z " #
[u∆v − v∆u] dx dy = u −v ds
Ω ∂Ω ∂n ∂n
151
Chapter 11
Entire Functions
r(z−ak )
Solution. We have r2 −āk z
maps B(0; r) onto itself and takes the boundary to the boundary. Let
n
rm Y r2 − āk z
F(z) = f (z) m .
z k=1 r(z − ak )
Then F ∈ H(G) and F has no zeros in B(0; r) and |F(z)| = | f (z)| if |z| = r. Thus, by a known result, we have
Z 2π Z 2π
1 1
log |F(0)| = log |F(reiθ )| dθ = log | f (reiθ )| dθ.
2π 0 2π 0
Also
P∞ f (i) (0)zi
f (z) i=0
g(z) ≡ = i!
zm zm
P∞ f (i) (0)zi
i=m
= i!
zm
∞
X f (i) (0)zi−m f (m) (0) 0 f (m+1) (0) 1
= = z + z + ...
i=m
i! m! (m + 1)!
f (m) (0)
( f has a zero at z = 0 of multiplicity m) which implies g(0) = m! . Thus,
n !
Y r
F(0) = g(0)rm − .
k=1
ak
152
Therefore
n
Y r
|F(0)| = |g(0)|rm
k=1
|ak|
implies
n (m) n
X r f (0) X r
log |F(0)| = log |g(0)| + m log r + log = log + m log r + log .
|a | m! |a k|
k=1 k
k=1
Hence, (m) n Z 2π
f (0) X r 1
log |F(0)| = log + m log r + log = log | f (reiθ )| dθ
m!
k=1
|ak | 2π 0
which is equivalent to
(m) n Z 2π
f (0) X r 1
log + m log r = − log + log | f (reiθ )| dθ
m!
k=1
|ak | 2π 0
which proves the assertion.
Exercise 2. Let f be an entire function, M(r) = sup{| f (reiθ )| : 0 ≤ θ ≤ 2π}, n(r) = the number of zeros of f
in B(0; r) counted according to multiplicity. Suppose that f (0) = 1 and show that n(r) log 2 ≤ log M(2r).
Solution. Since f is an entire function, it is analytic on B̄(0; 2r). Suppose a1 , . . . , an are the zeros of f in
B(0; r) repeated according to multiplicity and b1 , . . . , bm are the zeros of f in B(0; 2r) − B(0; r). That is,
a1 , . . . , an , b1 , . . . , bm are the zeros of f in B(0; 2r) repeated according to multiplicity. Since f (0) = 1 , 0,
we have by Jensen’s formula
n ! X m ! Z 2π
X 2r 2r 1
0 = log 1 = log | f (0)| = − log − log + log | f (2reiθ )| dθ
k=1
|ak | k=1
|b k | 2π 0
which implies
n ! m ! Z 2π
X 2r X 2r 1
log = − log + log | f (2reiθ )| dθ
k=1
|a k| k=1
|bk | 2π 0
| {z }
≥ 0 since r ≤ |bk | < 2r
Z 2π
1
≤ log | f (2reiθ )| dθ
2π 0
Z 2π
1
≤ log |M(2r)| dθ = log |M(2r)|.
Def of M(r) 2π 0
Hence,
n !
X 2r
log ≤ log |M(2r)|.
k=1
|ak |
But
n ! n(r) ! n(r) !
X 2r X 2r Y 2r
log = log = log
k=1
|ak | k=1
|ak | k=1
|ak |
n(r) n(r)
Y r Y 2r
= log 2
n
= log 2
n(r)
+ log
k=1
|ak | k=1
|ak |
≥ n(r) log(2)
153
since 0 < |ak | < r implies > 1 ∀k which means > 1 so the logarithm is greater than zero. Thus,
r Qn(r) r
|ak | k=1 |ak |
lim cn (n!)1/(µ+1) = 0.
n→∞
M(r) µ+1
|cn | ≤ n
< eαr . (11.2)
r (11.1)
1
Define, r = n µ+1 λ, where λ is a positive constant, and choose λ > e for convenience. Then (11.2) can be
written in the form
µ+1 µ+1 αλµ+1 n
eαnλ 1 eαnλ e
|cn | < ⇐⇒ (n ) |cn | <
n µ+1
= .
1
(nn ) µ+1 λn λn λ
for n > N or
lim cn (n!)1/(µ+1) = 0.
n→∞
Exercise 2. Let f1 and f2 be entire functions of finite orders λ1 and λ2 respectively. Show that f = f1 + f2
has finite order λ and λ ≤ max(λ1 , λ2 ). Show that λ = max(λ1 , λ2 ) if λ1 , λ2 and give an example which
shows that λ < max(λ1 , λ2 ) with f , 0.
Solution. Not available.
Exercise 3. Suppose f is an entire function and A, B, a are positive constants such that there is a r0 with
| f (z)| ≤ exp(A|z|a + B) for |z| > r0 . Show that f is of finite order ≤ a.
Solution. Not available.
Exercise 4. Prove that if f is an entire function of order λ then f 0 also has order λ.
155
Now, let λ0 be the order of f 0 , then
1 − log |dn | − log |(n + 1)cn+1 |
= lim inf = lim inf
λ0 n→∞ n log n n→∞ n log n
− log(n + 1) − log |cn+1 |
= lim inf
n→∞ n log n
− log(n + 1) log |cn+1 | (n + 1) log(n + 1)
" #
= lim inf − ·
n→∞ n log n n log n (n + 1) log(n + 1)
− log(n + 1) n + 1 log(n + 1)
− log |cn+1 |
= lim inf + · ·
(n + 1) log(n + 1) |{z}
n→∞ | n log
{z
n
} | {z }
n
|
log(n)
{z }
→1
→0 →λ 1 →1
1
= .
λ
Hence, λ0 = λ and therefore f 0 also has order λ.
Exercise 5. Let f (z) = cn zn be an entire function and define the number α by
P
− log |cn |
α = lim inf
n→∞ n log n
(a) Show that if f has finite order then α > 0. (Hint: If the order of f is λ and β > λ show that |cn | ≤
r−n exp(rβ ) for sufficiently large r, and find the maximum value of this expression.)
(b) Suppose that 0 < α < ∞ and show that for any > 0, < α, there is an integer p such that |cn |1/n <
n−(α−) for n > p. Conclude that for |z| = r > 1 there is a constant A such that
∞
X r n
| f (z)| < Ar p +
n=1
nα−
(c) Let p be as in part (b) and let N be the largest integer ≤ (2r)1/(α−) . Take r sufficiently large so that
N > p and show that
∞ N
X r n X r n
α−
< 1 and α−
< B exp (2r)1/(α−)
n=N+1
n n=p+1
n
Solution. c) The order is λ = 12 . Note that sinh2 z = cosh2 z − 1 and that cos x is bounded for real values x,
so
| cos z|2 = cos2 x + sinh2 y ≤ cosh2 y ≤ cosh2 |z|.
156
Thus
1 |z| 1
| cos z| ≤ cosh |z| = (e + e−|z| ) ≤ e|z| ≤ e|z| ,
2 2
and therefore √
| cos z| ≤ exp(|z|1/2 ).
This implies that the order λ ≤ 21 . Next we want to show that λ = 21 . Seeking contradiction assume that
there is > 0 and r > 0 such that
√ 1
| cos z| ≤ exp(|z| 2 − ) (11.3)
√ 1 n 1 n 1 1
| f (z)| = | cos z| = |e + e−n | > en = e− log 2+n > e 2 > exp(n−2 n) = exp(n2( 2 −) ) = exp(|z| 2 − ).
2 2 (ii) (iii)
This shows that no > 0 can be found that satisfies equation (11.3). This implies λ = 12 .
Exercise 7. Let f1 and f2 be entire functions of finite order λ1 , λ2 ; show that f = f1 f2 has finite order
λ ≤ max(λ1 , λ2 ).
Solution. Define M(r) = max|z|=r | f (z)|, M1 (r) = max|z|=r | f1 (z)| and M2 (r) = max|z|=r | f2 (z)|. Since f1 and
f2 are entire functions of finite order λ1 and λ2 , respectively, we have for > 0,
λ1 +/2
M1 (r) < er (11.4)
and
λ2 +/2
M2 (r) < er (11.5)
provided r is sufficiently large. Hence, the order of f (z) = f1 (z)· f2 (z) has finite order λ ≤ max(λ1 , λ2 ).
Exercise 8. Let {an } be a sequence of non-zero complex numbers. Let ρ = inf{a : |an |−a < ∞}; the
P
number called the exponent of convergence of {an }.
(a) If f is an entire function of rank p then the exponent of convergence ρ of the non-zero zeros of f satisfies:
p ≤ ρ ≤ p + 1.
(b) If ρ0 = the exponent of convergence of {an } then for every > 0, |an |−(ρ+) < ∞ and |an |−(ρ−) = ∞.
P P
(c) Let f be an entire function of order λ and let {a1 , a2 , . . .} be the non-zero zeros of f counted according
to multiplicity. If ρ is the exponent of convergence of {an } prove that ρ ≤ λ. (Hint: See the proof of (3.5) in
the next section.)
157
(d) Let P(z) = ∞ n=1 E p (z/an ) be a canonical product of rank p, and let ρ be the exponent of convergence of
Q
{an }. Prove that the order of P is ρ. (Hint: If λ is the order of P, ρ ≤ λ; assume that |al | ≤ |a2 | ≤ . . . and fix
z, |z| > 1. Choose N such that |an | ≤ 2|z| if n ≤ N and |an | > 2|z| if n ≤ N + 1. Treating the cases ρ < p + 1
and ρ = p + 1 separately, use (2.7) to show that for some > 0
∞ !
X z ρ+
< A|z| .
log E p
n=N+1
an
Prove that for |z| ≥ 21 , log |E p (z)| < B|z| p where B is a constant independent of z. Use this to prove that
N !
X z ρ+
< C|z|
log E p
n=1
a n
b)
∞
Y z
f (z) = 1−
n=1
n!
c)
f (z) = [Γ(z)]−1 .
Solution. b) Considering g(z) := ∞ z
Q
m=1 1 − n! one notes that g(z) is already in form of the canonical
product with the entire function in the exponent being constantly zero and p = 0. Hence also the genus
µ = 0. The simple zeros of g(z) are at z = n! and from Exercise 8a) it follows that λ ≤ 1. In fact we will
show that λ = 0. It suffices to show that the exponent of convergence ρ = 0 and to employ Exercise 8d).
Let m ≤ N, let n > 4m then
Each product of consecutive numbers is of the form (n − (k − 1))k, for 1 ≤ k ≤ 2m. By choice of n, nk ≤ 12
and n − k + 1 > 2m which justifies the individual estimates by n. In total this yields n! > n2m for n large, or
equivalently
X∞ X∞
1
(n!)− m ≤ n−2
n=4m n=4m
and the sum on the left converges for every positive integer m. We conclude that ρ = inf{m : the left sum converges} =
0. By Part d) of Exercise 8 we conclude that the order of g(z) is zero.
158
11.3 Hadamard Factorization Theorem
Exercise 1. Let f be analytic in a region G and suppose that f is not identically zero. Let G0 = G − {z :
f0
f (z) = 0} and define h : G0 → R by h(z) = log | f (z)|. Show that ∂h
∂x − i ∂h
∂y = f on G 0.
f 0 = u x + iv x and f 0 = −iuy + vy
and thus
2 f 0 = u x + iv x − iuy + vy
implies
1 1 1
f0 = u x + iv x − iuy + vy = u x − iuy − iuy + u x = 2u x − 2iuy = u x − iuy .
2 (C-R) 2 2
Therefore,
f 0 u x − iuy
= . (11.6)
f u + iv
∂h ∂h
Next, we calculate ∂x = h x and ∂y = hy where h(z) = log | f (z)| = 1
2 log(u2 + v2 ). Using the chain rule, we
get
u v
h x = hu u x + hv v x = ux + 2 vx
u2 + v2 u + v2
and
u v
hy = hu uy + hv vy = uy + 2 vy
u2 +v2 u + v2
and hence
∂h ∂h
−i = h x − ihy
∂x ∂y
u v u v
= ux + 2 vx − i 2 uy − i 2 vy
u2 + v2 u + v2 u + v2 u + v2
u v
= (u x − iuy ) + 2 (v x − ivy )
u +v
2 2 u + v2
u v
= (u x − iuy ) + 2 (−uy − iu x )
(C-R) u2 + v2 u + v2
u iv
= (u x − iuy ) − 2 (u x − iuy )
u2 + v2 u + v2
u − iv
= (u x − iuy )
u2 + v2
u − iv
= (u x − iuy )
(u − iv)(u + iv)
u x − iuy
= .
u + iv
159
Compare this with (11.6) and we obtain the assertion
∂h ∂h f0
−i = .
∂x ∂y f
Exercise 2. Refer to Exercise 2.7 and show that if λ1 , λ2 then λ = max(λ1 ; λ2 ).
Solution. Not available.
Exercise 3. (a) Let f and g be entire functions of finite order λ and suppose that f (an ) = g(an ) for a
sequence {an } such that |an |−(λ+1) = ∞. Show that f = g.
P
(b) Use Exercise 2.8 to show that if f , g and {an } are as in part (a) with |an |−(λ+) = ∞ for some > 0
P
then f = g.
(c) Find all entire functions f of finite order such that f (log n) = n.
(d) Give an example of an entire function with zeros {log 2, log 3, . . .} and no other zeros.
Solution. a) Since f and g are entire functions of finite order λ, also F = f − g is an entire function of finite
order λ (see Exercise 2 p. 286). Suppose that f (an ) = g(an ) for a sequence {an } such that |an |−(λ+1) = ∞.
P
Assume F . 0 ( f . g), we will derive a contradiction. Since F . 0, the sequence {an } are the zeros of F,
because
F(an ) = f (an ) − g(an ) = 0
since f (an ) = g(an ) by assumption. By Hadamard’s Factorization Theorem (p. 289), F has finite genus
µ ≤ λ since F ∈ H(C) with finite order λ. Since by definition µ = max(p, q) where p is the rank of F, we
certainly have
p ≤ λ.
By the definition of the rank (p. 281 Definition 2.1), we have
∞
X
|an |−(p+1) < ∞,
n=1
where an ’s are the zeros of F. Therefore by the comparison test, we also have
∞
X ∞
X
|an |−(λ+1) ≤ |an |−(p+1) < ∞
p≤λ
n=1 n=1
so n=1 |an |−(λ+1) < ∞ contradicting the assumption ∞ = ∞. Hence F ≡ 0, and therefore we
P∞ P −(λ+1)
n=1 |an |
obtain f = g.
b) Since f and g are entire functions of finite order λ, we also have F = f − g is an entire function of finite
order λ (see Exercise 2 p. 286). Suppose that f (an ) = g(an ) for a sequence {an } such that |an |−(λ+) = ∞.
P
Assume F . 0 ( f . g), we will derive a contradiction. Since F . 0, the sequence {an } are the zeros of F,
because
F(an ) = f (an ) − g(an ) = 0
since f (an ) = g(an ) by assumption. Let ρ be the exponent of convergence of {an }, then
ρ≤λ
160
Therefore by the comparison test, we also have
∞
X ∞
X
|an |−(λ+) ≤ |an |−(ρ+) < ∞.
ρ≤λ
n=1 n=1
Hence n=1 |an |−(λ+) < ∞ contradicting the fact |an |−(λ+) = ∞. Thus, F ≡ 0 and therefore we get the
P∞ P∞
n=1
assertion f = g.
161
Chapter 12
1 3|z − a|
| f 0 (z)| ≤ , and | f 0 (z) − f 0 (a)| < .
ρ0 2ρ20
For z ∈ B(0, ρ0 ) define g(z) = f (z + a) − f (a). By convexity of B(a, ρ0 ) the line segment γ = [a, a + z] is
completely contained in B(a, ρ0 ). It follows that
Z
1
|g(z)| = | γ f 0 (w) dw| ≤ |z| ≤ 1 =: M.
ρ0
The function g is not necessarily injective on B(0, ρ0 ) but the problem only asks for an estimate on the
Landau constant for which injectivity is not required. In this setting Lemma 1.2 gives
ρ2 |g0 (0)|2
! ! !
1 1
g(B(0, ρ0 )) ⊃ B 0, = B 0, = B 0, .
6M 4·6 24
Exercise 2. Suppose that in the statement of Bloch’s Theorem it is only assumed that f is analytic on D.
What conclusion can be drawn? (Hint: Consider the functions f s (z) = s−1 f (sz), 0 < s < 1.) Do the same
for Proposition 1.10.
Solution. Not available.
162
12.2 The Little Picard Theorem
Exercise 1. Show that if f is a meromorphic function on C such that C∞ − f (C) has at least three points
then f is a constant. (Hint: What if ∞ , f (C)?)
Solution. First consider an entire function f that misses three points in C∞ , one on which is ∞. Then there
are two distinct numbers a, b ∈ C that are not in the image of f . By Little Picard’s Theorem the function f
must be a constant.
Next consider a meromorphic function on C that is not entire. Hence ∞ ∈ f (C) and by assumption there
are distinct a, b, c ∈ C − f (C). Define a function
1
g(z) := , z∈C
f (z) − a
where γ is the circle |z| = r < R and a is any complex number. If it is assumed that this integral takes on
certain values for certain numbers a, does this imply anything about the nature of the singularity at z = 0?
Solution. Not available.
Exercise 2. Show that if f is a one-one entire function then f (z) = az + b for some constants a and b, a , 0.
Solution. Not available.
Exercise 3. Prove that the closure of the set F in Theorem 4.1 equals F together with the constant functions
∞, 0, and 1.
Solution. Not available.
163