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Contents
Contents
Liguori editore City:
Year: 2001 Edition: Secon
Language: Italian Pages: 248
ISBN: 9788820768331 ID: 2505023
1 Basic notions Time added: 2020-04-20 12:59:23 Time modified: 2020-04-20 2 16:00:01
1.1 Complex differentiationambridge. . . Mathematics
. . . . . . .Tripos.
. . . .Part
. . IB.
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1.2 Power series . . . . ambridge.
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. . . .Part
. . IB.
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. . 4 Lent, 2018. Lectures by. G. P.
1.3 Conformal maps . Paternain.
. . . . . Notes
. . . .by.. Qiangru
. . . . .Kuang
. . . .... . . . . . . . 8
ambridge. Mathematics Tripos. Part IB. Complex Analysis. Lent, 2018. Lectures by. G. P.
2 Complex Integration Paternain.
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2.1 Integration along curves . . . . .12:59:23
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2.2 Cauchy’s Theorem, Size: weak1 version
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Year: 2001 Edition: Secon
2.3 Cauchy Integral Formula, weak version . . . . . . . . . . . . . . . 17
Language: Italian Pages: 248
2.4 Application of Cauchy Integration
ISBN: 9788820768331 Formula . . . . . . . . . . . . 18
ID: 2505023
2.5 Uniform limits of holomorphic functions 12:59:23
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2.6 Zeros
gerg of holomorphic functions
Size: . . . . Liguori
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2.7 Analytic continuation Year:. 2001
. . .Edition:
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Language: Italian Pages: 248
3 Complex Integration rgergerII
ISBN:
egergreg 9788820768331 ID: 2505023 24
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. . . . . . . . . .Mathematics
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3.2 General form of Cauchy’s theorem . . . . . . . . . . . . . . . . . 26
2018. Lectures by. G. P. Paternain. Notes by. Qiangru Kuang ...ambridge. Mathematics
Tripos. Part IB. Complex Analysis. Lent, 2018. Lectures by. G. P. Paternain. Notes by.
4 Laurent expansion, Singularities
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Complex Analysis. Lent, 2018. Lectures by. G. P.
Language: Italian
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ISBN: techniques
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integration
by. G. P. Paternain. 2505023 . . . . . . . . . . . . . 34
Notes by. Qiangru Kuang ...ambridge. Mathematics Tripos. Part IB.
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2020-04-20 12:59:23
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Index ISBN: 9788820768331 ID: 2505023 41
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1
1 Basic notions
1 Basic notions
Some preliminary notations/definitions:
Notation.
• 𝐷(𝑎, 𝑟) is the open disc of radius 𝑟 > 0 and centred at 𝑎 ∈ C.
• 𝑈 ⊆ C is open if for any 𝑎 ∈ 𝑈, there exists 𝜀 > 0 such that 𝐷(𝑎, 𝜀) ⊆ 𝑈.
• A curve is a continuous map from a closed interval 𝜑 ∶ [𝑎, 𝑏] → C. It is
continuously differentiable, i.e. 𝐶 1 , if 𝜑′ exists and is continuous on [𝑎, 𝑏].
• An open set 𝑈 ⊆ C is path-connected if for every 𝑧, 𝑤 ∈ 𝑈 there exists a
curve 𝜑 ∶ [0, 1] → 𝑈 with endpoints 𝑧, 𝑤.
where 𝑢, 𝑣 ∶ 𝑈 → R are the real and imaginary part of 𝑓. Here we use (𝑥, 𝑦) ∈ R2
to denote the coordinates of 𝑎 + 𝑏𝑖 ∈ C.
𝑓(𝑧) − 𝑓(𝑤)
𝑓 ′ (𝑤) = lim
𝑧→𝑤 𝑧−𝑤
exists. 𝑓 ′ (𝑤) is called the derivative of 𝑓 at 𝑤.
Remark.
1. There is an alternative term analytic. In actuality, it is the same as
holomorphic for complex functions. However, it comes with a flavour
associated with the Taylor expansion and sometimes defined in terms of
such. Later in the course we will prove that the definitions are equivalent.
2. Complex differentiation follows the same rules as real differentiation. For
example, sums of differentiable functions are differentiable, product, quo-
tient, chain rules etc also hold.
2
1 Basic notions
Example.
1. Polynomials are entire functions.
2. If 𝑝(𝑧) and 𝑞(𝑧) are polynomials with 𝑞(𝑧) not identically zero, then 𝑝
𝑞 is
holomorphic on C \ {zeros of 𝑞}.
In IB Analysis II we studied function from R𝑛 to R𝑚 and their differentiability.
Indeed a complex function C → C can be view as a function R2 → R2 so how
does complex differentiability relates to differentiablitiy in R2 ? It turns out that
in addition to satisfy the differentiability on R2 , the function has to satisfy a
particular partial differential equation.
Recall that 𝑢 is differentiable at (𝑐, 𝑑) ∈ 𝑈 if there exists (𝜆, 𝜇) ∈ R2 such
that
𝑢(𝑥, 𝑦) − 𝑢(𝑐, 𝑑) − (𝜆(𝑥 − 𝑐) + 𝜇(𝑦 − 𝑑))
→0
√(𝑥 − 𝑐)2 + (𝑦 − 𝑑)2
as (𝑥, 𝑦) → (𝑐, 𝑑). In this case 𝒟𝑢(𝑐, 𝑑) = (𝜆, 𝜇) is the derivative of 𝑢 at (𝑐, 𝑑).
If this holds then 𝜆 = 𝑢𝑥 (𝑐, 𝑑) and 𝜇 = 𝑢𝑦 (𝑐, 𝑑), the partial derivatives of 𝑢 at
(𝑐, 𝑑).
𝑢𝑥 (𝑐, 𝑑) = 𝑣𝑦 (𝑐, 𝑑)
𝑢𝑦 (𝑐, 𝑑) = −𝑣𝑥 (𝑐, 𝑑)
in which case
𝑓 ′ (𝑤) = 𝑢𝑥 (𝑐, 𝑑) + 𝑖𝑣𝑥 (𝑐, 𝑑).
3
1 Basic notions
Example. Let 𝑓(𝑧) = 𝑧. Then 𝑓(𝑥 + 𝑖𝑦) = 𝑥 − 𝑖𝑦, 𝑢(𝑥, 𝑦) = 𝑥, 𝑣(𝑥, 𝑦) = −𝑦.
We have
𝑢𝑥 = 1 ≠ −1 = 𝑣𝑦
so 𝑓 is not differentiable anywhere in C.
Remark.
𝑢𝑥𝑥 = 𝑣𝑦𝑥
𝑢𝑦𝑦 = −𝑣𝑥𝑦
Proof. From IB Analysis II, 𝑢 and 𝑣 are differentiable. The result follows from
the previous theorem.
Proof. Follows from the analogous result for differentiable functions on a path-
connected subset of R2 (Mean Value Inequality from IB Analysis II).
4
1 Basic notions
2. its derivative is given by the series ∑𝑛=1 𝑛𝑐𝑛 (𝑧 − 𝑎)𝑛−1 , which also has
∞
radius of convergence 𝑅,
3. 𝑓 has derivatives of all orders on 𝐷(𝑎, 𝑅) and 𝑓 (𝑛) (𝑎) = 𝑛!𝑐𝑛 ,
4. if 𝑓 vanishes identically on some disc 𝐷(𝑎, 𝜀) then 𝑐𝑛 = 0 for all 𝑛.
𝑛|𝑐𝑛 |𝑟𝑛−1 𝑛 𝑟 𝑛
𝑛
= ( ) →0
|𝑐𝑛 |𝜌 𝑟 ⏟
𝜌
<1
𝑗=0 𝑛𝑤 𝑛−1
if 𝑧 = 𝑤
Claim that for every 𝑟 < 𝑅, (∗) converges uniformly on the set {(𝑧, 𝑤) ∶ |𝑧|, |𝑤| ≤
𝑟}.
Proof. |𝑐𝑛 ℎ𝑛 (𝑧, 𝑤)| ≤ |𝑐𝑛 |𝑛𝑟𝑛−1 = 𝑀𝑛 . Since we know ∑ 𝑀𝑛 < ∞, by Weier-
strass M-test (∗) converges uniformly.
5
1 Basic notions
if 𝑧 ≠ 𝑤
∞ 𝑛 𝑛 𝑓(𝑧)−𝑓(𝑤)
∑𝑛=1 𝑐𝑛 𝑧 𝑧−𝑤
−𝑤
= 𝑧−𝑤
𝑔(𝑧, 𝑤) = { ∞
∑𝑛=1 𝑐𝑛 𝑛𝑤 𝑛−1
if 𝑧 = 𝑤
So 𝑓 ′ (𝑤) exists and equals to 𝑔(𝑤, 𝑤) as desired. This proves (1) and (2). (3)
follows by induction on 𝑛. Finally if 𝑓 vanishes identically on a disc about 𝑎
then 𝑓 (𝑛) = 0 for all 𝑛 and by (3) 𝑐𝑛 = 0 for all 𝑛.
Proof. Exercise.
Proposition 1.7.
6
1 Basic notions
log ∶ 𝑈 → C
𝑧 ↦ log |𝑧| + 𝑖 arg(𝑧)
where arg(𝑧) takes the unique argument of 𝑧 in the interval (−𝜋, 𝜋).
Proposition 1.8.
1. log 𝑧 is holomorphic on 𝑈 with derivative 1𝑧 .
2. If |𝑧| < 1 then
∞
(−1)𝑛−1 𝑧𝑛
log(1 + 𝑧) = ∑ .
𝑛=1
𝑛
Proof.
7
1 Basic notions
𝑧 𝛼 = exp(𝛼 log 𝑧)
Here arg(𝑧) = 𝜃 ∈ [0, 2𝜋) for 𝑧 = 𝑟𝑒𝑖𝜃 . Consider the images 𝛿𝑖 (𝑡) = 𝑓(𝛾𝑖 (𝑡)). The
new angle is
8
1 Basic notions
Example.
1. Möbius maps 𝑓(𝑧) = 𝑎𝑧+𝑏𝑐𝑧+𝑑 where 𝑎𝑑 − 𝑏𝑐 ≠ 0. It is a bijection from C ∪ {∞}
to itself. It maps circles/lines to circles/lines.
We will just state an important theorem here which will not be proven in
this course:
9
2 Complex Integration I
2 Complex Integration I
2.1 Integration along curves
Let 𝑓 ∶ [𝑎, 𝑏] → C be a continuous map, then its integral is simply the sum of
the integral of the real and imaginary part:
𝑏 𝑏 𝑏
∫ 𝑓(𝑡)𝑑𝑡 = ∫ Re 𝑓(𝑡)𝑑𝑡 + 𝑖 ∫ Im 𝑓(𝑡)𝑑𝑡.
𝑎 𝑎 𝑎
Proposition 2.1.
𝑏
∣∫ 𝑓(𝑡)𝑑𝑡∣ ≤ (𝑏 − 𝑎) sup |𝑓(𝑡)|
𝑎 𝑡∈[𝑎,𝑏]
𝑏 𝑏
∫ 𝑓(𝑡)𝑑𝑡 = ∣∫ 𝑓(𝑡)𝑑𝑡∣ 𝑒𝑖𝜃
𝑎 𝑎
so
𝑏 𝑏
∣∫ 𝑓(𝑡)𝑑𝑡∣ = 𝑒−𝑖𝜃 ∫ 𝑓(𝑡)𝑑𝑡
𝑎 𝑎
𝑏
= ∫ 𝑒−𝑖𝜃 𝑓(𝑡)𝑑𝑡
𝑎
𝑏
= ∫ Re(𝑒−𝑖𝜃 𝑓(𝑡))𝑑𝑡
𝑎
𝑏
≤ ∫ |𝑓(𝑡)|𝑑𝑡
𝑎
≤ 𝑀 (𝑏 − 𝑎)
If the equality holds then |𝑓(𝑡)| = 𝑀 is constant by the last inequality, and it
follows from the second last inequality that arg 𝑓(𝑡) = 𝜃 so 𝑓 is constant.
10
2 Complex Integration I
−𝛾 ∶ [−𝑏, −𝑎] → 𝑈
𝑡 ↦ 𝛾(−𝑡)
then
∫ 𝑓(𝑧)𝑑𝑧 = − ∫ 𝑓(𝑧)𝑑𝑧.
−𝛾 𝛾
∫ 𝑓(𝑧)𝑑𝑧 = ∫𝑓(𝑧)𝑑𝑧.
𝛾 𝛿
= ∫ 𝑓(𝑧)𝑑𝑧
𝛾
In reality, we may encounter curves that are not 𝐶 1 , for example along the
sides of a square. However, they are made of pieces of 𝐶 1 curves. In a sense that
will be address by the definition below, this is the worst case we will encounter
in this course.
11
2 Complex Integration I
Then we define 𝑛
∫ 𝑓(𝑧)𝑑𝑧 = ∑ ∫ 𝑓(𝑧)𝑑𝑧.
𝛾 𝑖=1 𝛾𝑖
Example.
𝛾 ∶ [0, 2𝜋] → 𝑈
𝑡 ↦ 𝑒𝑖𝑡
2. 𝑓(𝑧) = 𝑧 2 . 𝛾 = 𝛾1 + 𝛾2 where
𝛾1 ∶ [−𝑅, 𝑅] → C
𝑡↦𝑡
𝛾2 ∶ [0, 1] → C
𝑡 ↦ 𝑅𝑒𝑖𝜋𝑡
Then
∫ 𝑓(𝑧)𝑑𝑧
𝛾
= ∫ 𝑓(𝑧)𝑑𝑧 + ∫ 𝑓(𝑧)𝑑𝑧
𝛾1 𝛾2
𝑅 1
= ∫ 𝑡2 𝑑𝑡 + ∫ 𝑅2 𝑒2𝜋𝑖𝑡 𝑖𝜋𝑅𝑒𝑖𝜋𝑡 𝑑𝑡
−𝑅 0
2𝑅3 2𝑅3
= −
3 3
=0
In general, for a holomorphic function, if the closed path does not include a
pole of the function then the integral along the curve is 0.
12
2 Complex Integration I
∫ 𝑓(𝑧)𝑑𝑧 = 0.
𝛾
13
2 Complex Integration I
Now
𝐹 (𝑤 + ℎ) − 𝐹 (𝑤) 1
∣ − 𝑓(𝑤)∣ = ∣∫ (𝑓(𝑧) − 𝑓(𝑤))𝑑𝑧∣
ℎ |ℎ| 𝛿
ℎ
ℓ(𝛿ℎ )
≤ sup |𝑓(𝑧) − 𝑓(𝑤)|
|ℎ| 𝑧∈𝛿ℎ
→1⋅0
as ℎ → 0 since 𝑓 is continuous.
This proposition, or the proof thereof contains an idea that can be applied
to more general circumstances. We first define
We thus have
14
2 Complex Integration I
A triangle is, as one might infer, the region bounded by a closed curve made
of three straight line segments.
Proof. Let 𝑎0 = 𝑎 and 𝛿𝑤 and 𝛿𝑤+ℎ be straight line segments in the previous
proof.
∫ 𝑓(𝑧)𝑑𝑧 = 0.
𝜕𝑇
since internal lines cancel in pair. Thus there exists 𝑖 such that
𝑦
∣∫ 𝑓(𝑧)𝑑𝑧∣ ≥ .
𝜕𝑇𝑖
4
𝑇 0, 𝑇 1, …
such that
𝑦
∣∫ 𝑓(𝑧)𝑑𝑧∣ ≥
𝜕𝑇 𝑖
4𝑖
and
ℓ
ℓ(𝜕𝑇 𝑖 ) = .
2𝑖
Now as 𝑇 is compact, the 𝑇 𝑖 are closed nested sets, they have non-empty
intersection, i.e. there exists
∞
𝑧0 ∈ ⋂ 𝑇 𝑖 .
𝑖=0
15
2 Complex Integration I
= ∣∫ (𝑓(𝑧) − 𝑓(𝑧 ′
0 ) − (𝑧 − 𝑧0 )𝑓 (𝑧0 ))𝑑𝑧∣
⏟⏟⏟⏟⏟⏟⏟⏟⏟
𝜕𝑇 𝑛 has anti-derivative so =0
≤ ℓ(𝜕𝑇 𝑛 )𝜀 sup |𝑧 − 𝑧0 |
𝑧∈𝜕𝑇 𝑛
𝜀ℓ2
≤ 𝑛.
4
Thus 𝑦 ≤ ℓ2 𝜀. Since 𝜀 is arbitrary, 𝑦 = 0.
∣∫ 𝑓(𝑧)𝑑𝑧∣ = ∣∑ ∫ 𝑓(𝑧)𝑑𝑧∣
𝜕𝑇 𝑇′ 𝜕𝑇 ′
≤ ∑ ∣∫ 𝑓(𝑧)𝑑𝑧∣
𝑇′ 𝜕𝑇 ′
≤ 6|𝑆|ℓ𝑀 2−𝑛
where the last line is because a point can belong to at most 6 triangles. Let
𝑛 → ∞ gives the result.
16
2 Complex Integration I
1 𝑓(𝑧)
𝑓(𝑤) = ∫ 𝑑𝑧.
2𝜋𝑖 |𝑧−𝑎|=𝜌 𝑧 − 𝑤
It would be easy if the path is a circle around 𝑤 but unfortuntely it isn’t. Instead,
𝑓(𝑧) 𝑓(𝑤)
∫ 𝑑𝑧 = ∫ 𝑑𝑧 (1)
|𝑧−𝑎|=𝜌
𝑧−𝑤 |𝑧−𝑎|=𝜌
𝑧 −𝑤
∞
𝑓(𝑤)(𝑤 − 𝑎)𝑛
= ∑∫ 𝑑𝑧 (2)
𝑛=0 |𝑧−𝑎|=𝜌
(𝑧 − 𝑎)𝑛+1
𝑓(𝑤)
=∫ 𝑑𝑧 (3)
|𝑧−𝑎|=𝜌
𝑧−𝑎
= 2𝜋𝑖𝑓(𝑤) (4)
where (3) is justified by using the example of 𝑧 𝑛 before and (2) is justified by
the geometric series
∞
1 1 (𝑤 − 𝑎)𝑛
= 𝑤−𝑎 =∑
𝑧−𝑤 (𝑧 − 𝑎) (1 − 𝑧−𝑎 ) 𝑛=0
(𝑧 − 𝑎)𝑛+1
∫ 𝑓𝑛 (𝑧)𝑑𝑧 → ∫ 𝑓(𝑧)𝑑𝑧.
𝛾 𝛾
17
2 Complex Integration I
as 𝑛 → ∞.
1 1 1
|𝑓(𝑤) − 𝑓(0)| = ∣∫ 𝑓(𝑧) ( − ) 𝑑𝑧∣
2𝜋 |𝑧|=𝑅 𝑧−𝑤 𝑧
1 𝑤𝑓(𝑧)
= ∣∫ 𝑑𝑧∣
2𝜋 |𝑧|=𝑅 𝑧(𝑧 − 𝑤)
1 2𝜋𝑅|𝑤|𝑀
≤
2𝜋 𝑅(𝑅 − |𝑤|)
→0
as 𝑅 → ∞.
18
2 Complex Integration I
Hence equality holds, and by Proposition 2.1 |𝑓(𝑧)| = |𝑓(𝑎)| for all 𝑧 on |𝑧−𝑎| = 𝜌.
Since 𝜌 is arbitrary, |𝑓(𝑧)| = |𝑓(𝑎)| for all 𝑧 ∈ 𝐷(𝑎, 𝑟). Thus 𝑓 is constant (see
example sheet 1).
where
𝑓 (𝑛) (𝑎) 1 𝑓(𝑧)
𝑐𝑛 = = ∫ 𝑑𝑧
𝑛! 2𝜋𝑖 |𝑧−𝑎|=𝜌 (𝑧 − 𝑎)𝑛+1
for any 0 < 𝜌 < 𝑟.
1 𝑓(𝑧)
𝑓(𝑤) = ∫ 𝑑𝑧
2𝜋𝑖 |𝑧−𝑎|=𝜌 𝑧 − 𝑤
∞
1 (𝑤 − 𝑎)𝑛
= ∫ ∑ 𝑑𝑧
2𝜋𝑖 |𝑧−𝑎|=𝜌 𝑛=0 (𝑧 − 𝑎)𝑛+1
∞
1 𝑓(𝑧)
=∑( ∫ 𝑑𝑧)(𝑤 − 𝑎)𝑛
2𝜋𝑖
𝑛=0 ⏟⏟⏟⏟⏟⏟⏟⏟⏟⏟⏟⏟⏟
|𝑧−𝑎|=𝜌
(𝑧 − 𝑎)𝑛+1
𝑐𝑛
19
2 Complex Integration I
Proposition 2.19 (Cauchy integral formula for derivatives). Use the same
notation as in Taylor expansion, we have
𝑛! 𝑓(𝑧)
𝑓 (𝑛) (𝑤) = ∫ 𝑑𝑧.
2𝜋𝑖 |𝑧−𝑎|=𝜌 (𝑧 − 𝑤)𝑛+1
Proof.
𝑑 𝑓(𝑧) 𝑓 ′ (𝑧) 𝑓(𝑧)
( )= −
𝑑𝑧 𝑧 − 𝑤 𝑧 − 𝑤 (𝑧 − 𝑤)2
Now integrate over |𝑧 − 𝑎| = 𝜌, since anti-derivative of 𝑑 𝑓(𝑧)
𝑑𝑧 𝑧−𝑤 exists,
Now apply Cauchy integral formula for a disc to the first term. Inductively, we
derive
𝑛! 𝑓(𝑧)
𝑓 (𝑛) (𝑤) = ∫ 𝑑𝑧.
2𝜋𝑖 |𝑧−𝑎|=𝜌 (𝑧 − 𝑤)𝑛+1
Note the subtlety between this and Taylor’s theorem: Taylor’s theorem gives
us the coefficient of the power series expansion around 𝑧 (which holds trivially
at 𝑧) while Cauchy integral formula tells us the value of derivatives of any order
at a point in the disc.
20
2 Complex Integration I
0 = ∫ 𝑓𝑛 (𝑧)𝑑𝑧 → ∫ 𝑓(𝑧)𝑑𝑧 = 0
𝛾 𝛾
so by Morera 𝑓 is holomorphic on 𝐷.
Next, by Cauchy integral formula for derivatives for any 𝑤 ∈ 𝐷(𝑎, 𝑟/2),
21
2 Complex Integration I
22
2 Complex Integration I
1−𝑧 on C \ {1}.
1
analytically to a domain larger than 𝐷(0, 1). |𝑧| = 1 is called the natural
boundary. See example sheet 2.
3. 𝜁(𝑠) = ∑∞ 1
𝑛=1 𝑛𝑠
defines an analytic function in {𝑠 ∶ Re 𝑠 > 1} and has an
analytic continuation to C \ {1} but it takes effort to prove!
Proof. Recall that if 𝑈 is bounded then 𝑈 is bounded and closed so |𝑓| attains a
maximum on 𝑈. Suppose the maximum is achieved at 𝑎 ∈ 𝑈. Then Theorem 2.15
says that 𝑓 is constant on 𝐷(𝑎, 𝑟) for some 𝑟 > 0. Thus 𝑓 is constant on 𝑈 and
hence on 𝑈.
23
3 Complex Integration II
3 Complex Integration II
In this section we are going to prove the general form of Cauchy’s theorem, by
formalising “number of loops” of a path around a point (which is as an aside,
easy to do for 𝐶 1 curves but difficult in the continuous case), and subsequently
observe the interplay between holomorphic functions and the global topology.
𝜃(𝑏) − 𝜃(𝑎)
𝐼(𝛾, 𝑤) =
2𝜋
to be the index of 𝛾 with respect to 𝑤 or the winding number of 𝛾 with
respect to 𝑤.
Lemma 3.1. Let 𝛾 ∶ [𝑎, 𝑏] → C \ {𝑤} be a closed curve. Then there exists
𝜃 ∶ [𝑎, 𝑏] → R continuous (in fact piecewise 𝐶 1 ) such that
𝛾(𝑡) = 𝑤 + 𝑟(𝑡)𝑒𝑖𝜃(𝑡)
𝑑
((𝛾(𝑡) − 𝑤)𝑒−ℎ(𝑡) ) = 𝛾 ′ (𝑡)𝑒−ℎ(𝑡) + (𝛾(𝑡) − 𝑤)𝑒−ℎ(𝑡) (−ℎ′ (𝑡)) = 0
𝑑𝑡
so 𝛾(𝑡) = 𝑤 + (𝛾(𝑎) − 𝑤)𝑒ℎ(𝑡) so if we set 𝜃(𝑡) = arg(𝛾(𝑎) − 𝑤) + Im ℎ(𝑡) then it
is 𝐶 1 .
24
3 Complex Integration II
1 𝑑𝑧
𝐼(𝛾, 𝑤) = ∫ .
2𝜋𝑖 𝛾 𝑧 − 𝑤
Lemma 3.3.
1. 𝐼(𝛾, 𝑤) is constant on each path-component of C \ 𝛾([𝑎, 𝑏]).
2. If 𝑤 is in the unique unbounded component of C\𝛾([𝑎, 𝑏]) then 𝐼(𝛾, 𝑤) =
0.
Proof. We know 𝐼(𝛾, ⋅) ∶ C \ 𝛾([𝑎, 𝑏]) → Z takes value in Z which is a discrete
space so we would like to show it is continuous, which then implies that 𝐼(𝛾, ⋅)
is constant on each path-connected component.
Take 𝐷(𝑤, 𝑟) such that 𝐷(𝑤, 𝑟) ⊆ C \ 𝛾([𝑎, 𝑏]). Then for all ℎ ∈ 𝐷(𝑤, 𝑟),
1 1 1
|𝐼(𝛾, 𝑤 + ℎ) − 𝐼(𝛾, 𝑤)| = ∣∫ ( − ) 𝑑𝑧∣
2𝜋 𝛾 𝑧 − 𝑤 − ℎ 𝑧 − 𝑤
1 ℎ
= ∣∫ 𝑑𝑧∣
2𝜋 𝛾 (𝑧 − 𝑤 − ℎ)(𝑧 − 𝑤)
|ℎ| 𝑑𝑧
= ∣∫ ∣
2𝜋 𝛾 (𝑧 − 𝑤 − ℎ)(𝑧 − 𝑤)
|ℎ|
≤ ℓ𝑀
2𝜋
→0
25
3 Complex Integration II
Then
1 𝑑𝑧 1 ℓ
|𝐼(𝛾, 𝑤)| = ∣∫ ∣≤ →0
2𝜋 𝛾 𝑧 − 𝑤 2𝜋 |𝑤|/2
as |𝑤| → ∞.
Equipped with this definition, we can now make rigorous the notion of simple-
connectedness, without resorting to some sloppy definition using “absence of a
hole”.
is a homotopy.
26
3 Complex Integration II
This says that given two homotopic paths, we can find finitely many inter-
mediate paths, each of which is an elementary deformation of the previous one.
Elementary deformation localises paths to convex open sets on which convex
Cauchy’s theorem applies, ergo allowing us to deduce the general Cauchy’s
theorem.
Proof. This is an exercise in uniform continuity. Let 𝐹 be the homotopy between
𝜙 and 𝜓. Im 𝐹 is a compact set and C \ 𝑈 is closed so
dist(Im 𝐹 , C \ 𝑈 ) = 𝜀 > 0.
For this 𝜀, 𝐷(𝐹 (𝑠, 𝑡), 𝜀) ⊆ 𝑈 for all (𝑠, 𝑡). Since 𝐹 is uniformly continuous, there
exists 𝛿 > 0 such that
‖(𝑠′ , 𝑡′ ) − (𝑠, 𝑡)‖ < 𝛿 ⟹ |𝐹 (𝑠′ , 𝑡′ ) − 𝐹 (𝑠, 𝑡)| < 𝜀. (∗)
and
𝑖
𝐶𝑖𝑗 = 𝐷(𝐹 ( , 𝑥𝑗 ), 𝜀) ⊆ 𝑈 .
𝑛
By (∗) we check that if 𝑠 ∈ [ 𝑖−1
𝑛 𝑛, 𝑖
], 𝑡 ∈ [𝑥𝑗−1 , 𝑥𝑗 ] then 𝐹 (𝑠, 𝑡) ⊆ 𝐶𝑖𝑗 . Then 𝜙𝑖 is
an elementary deformation of 𝜙𝑖−1 .
∫ 𝑓(𝑧)𝑑𝑧 = ∫ 𝑓(𝑧)𝑑𝑧.
𝜙 𝜓
∫ 𝑓(𝑧)𝑑𝑧 = 0.
𝜙
∫ 𝑓(𝑧)𝑑𝑧 = ∫ 𝑓(𝑧)𝑑𝑧.
𝜙 𝜓
27
3 Complex Integration II
Proof. Trivial.
Remark. Let 𝜙, 𝜓 ∶ [𝑎, 𝑏] → 𝑈 be two closed homotopic curves in a domain
𝑈. If we take 𝑤 ∈ C \ 𝑈, then the function 𝑧−𝑤
1
is holomorphic in 𝑈 and by
Homotopy form of Cauchy’s theorem, 𝐼(𝜙, 𝑤) = 𝐼(𝜓, 𝑤).
28
4 Laurent expansion, Singularities and the Residue theorem
𝐴 = {𝑧 ∈ C ∶ 𝑟 < |𝑧 − 𝑎| < 𝑅}
1 𝑓(𝑧)
𝑐𝑛 = ∫ 𝑑𝑧,
2𝜋𝑖 |𝑧−𝑎|=𝜌 (𝑧 − 𝑎)𝑛+1
{𝑧 ∈ C ∶ 𝜌′ ≤ |𝑧 − 𝑎| ≤ 𝜌}
𝐶1 ∶ |𝑧 − 𝑎| = 𝜌1
𝐶2 ∶ |𝑧 − 𝑎| = 𝜌2
∫ 𝑔(𝑧)𝑑𝑧 = ∫ 𝑔(𝑧)𝑑𝑧
𝐶1 𝐶2
so
𝑓(𝑧) 𝑑𝑧 𝑓(𝑧) 𝑑𝑧
∫ 𝑑𝑧 − 𝑓(𝑤) ∫ =∫ 𝑑𝑧 − 𝑓(𝑤) ∫
𝑧−𝑤 𝑧−𝑤 𝑧−𝑤 𝑧−𝑤
𝐶1 ⏟𝐶
⏟2⏟⏟⏟ 𝐶2 ⏟𝐶
⏟2⏟⏟⏟
2𝜋𝑖𝐼(𝐶1 ,𝑤)=2𝜋𝑖 2𝜋𝑖𝐼(𝐶2 ,𝑤)=0
29
4 Laurent expansion, Singularities and the Residue theorem
so
1 𝑓(𝑧) 𝑓(𝑧)
𝑓(𝑤) = (∫ 𝑑𝑧 − ∫ 𝑑𝑧) = 𝑓1 (𝑤) + 𝑓2 (𝑤).
2𝜋𝑖 𝐶
𝑧−𝑤 𝐶
𝑧−𝑤
1 2
uniformly as ∣ 𝑤−𝑎
𝑧−𝑎 ∣ < 1. Thus use uniform convergence to get
∞
𝑓1 (𝑤) = ∑ 𝑐𝑛 (𝑤 − 𝑎)𝑛
𝑛=0
where
1 𝑓(𝑧)
𝑐𝑛 = ∫ 𝑑𝑧.
2𝜋𝑖 𝐶 (𝑧 − 𝑎)𝑛+1
1
To deal with 𝑓2 we use the same trick with the role of 𝑧 and 𝑤 reversed:
∞
1 1/(𝑤 − 𝑎) (𝑧 − 𝑎)𝑚−1
− = 𝑧−𝑎 = ∑
𝑧−𝑤 1 − 𝑤−𝑎 𝑚=1
(𝑤 − 𝑎)𝑚
where
1 𝑓(𝑧)
𝑑𝑚 = ∫ 𝑑𝑧.
2𝜋𝑖 𝐶 (𝑧 − 𝑎)−𝑚+1
2
on 𝐴 and let 𝑟 < 𝜌 ≤ 𝜌 < 𝑅, then ∑𝑛=0 𝑐𝑛 (𝑧 − 𝑎)𝑛 must have radius of
′ ∞
so this implies also that the expansion is unique and completes the proof.
30
4 Laurent expansion, Singularities and the Residue theorem
1. 𝑐𝑛 = 0 for all 𝑛 < 0. In this case we just get a power series which
converges on all 𝐷(𝑎, 𝑅) and defines an analytic function on 𝐷(𝑎, 𝑅).
We say that 𝑓 has a removable singularity at 𝑎.
2. There exists 𝑘 > 0 such that 𝑐−𝑘 ≠ 0 but 𝑐𝑛 = 0 for all 𝑛 < −𝑘. We
say that 𝑓 has a pole of order 𝑘 at 𝑧 = 𝑎.
Example.
1. 𝑓(𝑧) = sin𝑧 𝑧 has a removable singularity at 0. To see this, expand sin 𝑧
in Taylor series as usual, and get a (Laurent) series by dividing by 𝑧. As
Luarent series is unique, this is the series representation.
2. 𝑒𝑧
𝑧100and 𝑧19 have a pole at 0, by the same argument as above but replace
“power series” by “Laurent series”.
3. 𝑒1/𝑧 has an essential singularity at 0.
In IID Riemann Surfaces we will learn that poles correpsond to normal points
of a holomorphic function defined on a Riemann surface, and it is only the
essential singularities that stand out.
lim (𝑧 − 𝑎)𝑓(𝑧) = 0.
𝑧→𝑎
Proof.
• ⟹ : Write ∞
(𝑧 − 𝑎)𝑓(𝑧) = ∑ 𝑐𝑛 (𝑧 − 𝑎)𝑛+1
𝑛=0
so it vanishes as 𝑧 = 𝑎.
• ⟸ : Consider
(𝑧 − 𝑎)2 𝑓(𝑧) if 𝑧 ≠ 𝑎
𝑔(𝑧) = {
0 if 𝑧 = 𝑎
31
4 Laurent expansion, Singularities and the Residue theorem
so ∞
𝑓(𝑧) = ∑ 𝑐𝑛+2 (𝑧 − 𝑎)𝑛
𝑛=0
and hence 𝑓 has a removable singularity at 𝑧 = 𝑎.
Proof.
• 1 ⟹ 2: Using Laurent expansion for 𝑓 and multiply by (𝑧 − 𝑎)𝑘 , we get
a power series with non-zero constant term defining 𝑔.
• 2 ⟹ 1: The Laurent series for 𝑓 is obtained by (𝑧 − 𝑎)−𝑘 times the Taylor
series for 𝑔.
• 2 ⟺ 3: 𝑔 is holomorphic at 𝑧 = 𝑎 with 𝑔(𝑎) ≠ 0 if and only if 1
𝑔 is
holomorphic at 𝑧 = 𝑎.
Finally suppose 𝑓 has a pole at 𝑧 = 𝑎. Then by 2 |𝑓| → ∞ as 𝑧 → 𝑎.
Conversely if |𝑓| → ∞ as 𝑧 → 𝑎, then for some 𝑟 > 0, 𝑓 is non-zero for
0 < |𝑧 − 𝑎| < 𝑟. Therefore 1𝑓 is holomorphic for 0 < |𝑧 − 𝑎| < 𝑟 and 1𝑓 → 0 as
𝑧 → 𝑎. By the previous proposition 1𝑓 has a removable singularity at 𝑧 = 𝑎.
Thus there is a holomorphic ℎ on 𝐷(𝑎, 𝑟) with ℎ1 = 𝑓 for 0 < |𝑧 − 𝑎| < 𝑟. As
𝑓 → 0 as 𝑧 → 𝑎, ℎ has a zero at 𝑧 = 𝑎.
1
32
4 Laurent expansion, Singularities and the Residue theorem
Proof. See example sheet. A long hint: if there eixsts 𝜀 > 0, 𝑟 > 0 such that
Res 𝑓 = 𝑐−1 .
𝑧=𝑎
holomorphic in C \ {𝑎}.
33
4 Laurent expansion, Singularities and the Residue theorem
Proof. The idea is to write the Laurent expansion at a singular point as the sum
of the “problematic part”, i.e. the principal part, and the “good part”, i.e. the
power series part, and apply the previous proposition and Cauchy’s theorem
respectively.
At 𝑧𝑖 , 𝑓(𝑧) = ∑∞ 𝑐𝑖 (𝑧 − 𝑧𝑖 )𝑛 with principal part 𝑔𝑖 (𝑧) = ∑−1
𝑛=−∞ 𝑛
𝑐𝑖 (𝑧 −
𝑛=−∞ 𝑛
𝑧𝑖 )𝑛 . Recall that 𝑔𝑖 defines a holomorphic function on C \ {𝑧𝑖 } and hence
on 𝑈 \ {𝑧𝑖 }. Thus 𝑓 − ∑𝑘𝑖=1 𝑔𝑖 is holomorphic in 𝑈 \ {𝑧𝑖 }𝑘𝑖=1 with removable
singularties at 𝑧𝑖 . Thus by Homotopy form of Cauchy’s theorem,
𝑘
∫(𝑓(𝑧) − ∑ 𝑔𝑖 (𝑧))𝑑𝑧 = 0.
𝛾 𝑖=1
(𝑧 − 𝑎)𝑔(𝑧) 𝑔(𝑎)
Res 𝑓 = lim = ′ .
𝑧=𝑎 𝑧→𝑎 ℎ(𝑧) ℎ (𝑎)
𝑔(𝑘−1) (𝑎)
Res 𝑓 = coefficient of (𝑧 − 𝑎)𝑘−1 in the Taylor series of 𝑔 = .
𝑧=𝑎 (𝑘 − 1)!
34
4 Laurent expansion, Singularities and the Residue theorem
The main “skill” is to choose the right integrand and the right path. Somes
lemma also help us deform paths into more amenable forms.
Example. Consider
∞
cos 𝑥
∫ 𝑑𝑥.
−∞
1 + 𝑥 + 𝑥2
Let 𝑓(𝑧) = 𝑒𝑖𝑧
1+𝑧+𝑧2and 𝛾 = 𝛾𝑅 + 𝛾0 where 𝛾𝑅 is the semicircle in the upper half
plane around the origin of radius 𝑅. 𝑓 has a simple pole at 𝑤 = 𝑒2𝜋𝑖/3 with
index 𝐼(𝛾, 𝑤) = 1. By Cauchy’s residue theorem,
where the residue can be computed using rules from last time.
Let 𝑧 = 𝑅𝑒𝑖𝑡 where 𝑡 ∈ [0, 2𝜋]. Then
𝜋
∣∫ 𝑓(𝑧)𝑑𝑧∣ = ∣∫ 𝑓(𝑅𝑒𝑖𝑡 )𝑅𝑖𝑒𝑖𝑡 𝑑𝑡∣
𝛾𝑅 0
𝜋
≤ 𝑅 ∫ |𝑓(𝑅𝑒𝑖𝑡 )|𝑑𝑡
0
≤1
⏞
|𝑒−𝑅 sin 𝑡 |
𝜋
= 𝑅∫ 𝑑𝑡
|1 + 𝑅𝑒𝑖𝑡 + 𝑅2 𝑒2𝑖𝑡 |
0 ⏟⏟⏟⏟⏟⏟⏟⏟⏟
≥𝑅2 −𝑅−1
𝑅𝜋
≤ 2
𝑅 −𝑅−1
→0
as 𝑅 → ∞. Therefore
∞
cos 𝑥 2𝜋 1 −√3/2
∫ 𝑑𝑥 = Re(2𝜋𝑖 Res 𝑓) = √ cos 𝑒 .
−∞
1 + 𝑥 + 𝑥2 𝑧=𝑤 3 2
The key idea is that the integral along the semicircle 𝛾𝑅 vanishes as 𝑅 → ∞.
35
4 Laurent expansion, Singularities and the Residue theorem
∫ 𝑓(𝑧)𝑒𝑖𝛼𝑧 𝑑𝑧 → 0
𝛾𝑅
This comes very handy when one computes Fourier transforms. Also this
makes our first example almost trivial.
Proof. We know |𝑓(𝑧)| ≤ |𝑧|𝑐
for large |𝑧|. Observe that on [0, 𝜋2 ] the function
sin 𝑡
𝑡 is decreasing. Thus sin 𝑡 ≥ 𝜋 for 𝑡 ∈ [0, 2 ]. Then on the path 𝑧 = 𝑅𝑒 ,
2𝑡 𝜋 𝑖𝑡
−𝑅𝛼2𝑡 𝜋
𝑒 𝜋 0≤𝑡≤
|𝑒𝑖𝛼𝑧 | = 𝑒−𝑅𝛼 sin 𝑡 ≤ { −𝑅𝛼2𝑡′
2
𝜋
𝑒 𝜋 0 ≤ 𝑡′ = 𝜋 − 𝑡 ≤ 2
so
𝜋/2 𝜋/2
𝑖𝑡 2𝑅𝑡𝛼
∣∫ 𝑒𝑖𝛼𝑅𝑒 𝑓(𝑅𝑒𝑖𝑡 )𝑖𝑅𝑒𝑖𝑡 𝑑𝑡∣ ≤ ∫ 𝑒− 𝜋 𝑐𝑑𝑡
0 0
𝑐𝜋
= (1 − 𝑒−𝑅𝛼 )
2𝑅𝛼
→0
as 𝑅 → ∞.
Example. Consider
∞
sin 𝑥
∫ 𝑑𝑥.
0
𝑥
Let 𝑓(𝑧) = 𝑒𝑧 . A naïve choice of semicircular path would pass through the pole
𝑖𝑧
36
4 Laurent expansion, Singularities and the Residue theorem
Example. Consider
𝜋/2
𝑑𝑡
𝐼 =∫ .
0 1 + sin2 𝑡
Note 𝐼 = 1 2𝜋
4 ∫0
𝑑𝑡
1+sin2 𝑡
. On the unit circle 𝑧 = 𝑒𝑖𝑡 ,
𝑒𝑖𝑡 − 𝑒−𝑖𝑡 𝑧 − 1𝑧
sin 𝑡 = = .
2𝑖 2𝑖
Thus
1 𝑑𝑧
𝐼= ∫
4 |𝑧|=1 (1 + (𝑧−1/𝑧)2 )𝑖𝑧
−4
𝑧
= 𝑖∫ 𝑑𝑧
𝑧 4 − 6𝑧 2 + 1
|𝑧|=1 ⏟⏟⏟⏟⏟
𝑓
= 2𝜋𝑖 ⋅ 𝑖( Res√ 𝑓 + Res√ 𝑓)
𝑧=1− 2 𝑧=−1+ 2
√
𝜋 2
=
4
37
5 The Argument principle, Local degree, Open mapping theorem & Rouché’s
theorem
𝑓 ′ (𝑧) 𝑘 𝑔′ (𝑧)
= + .
𝑓(𝑧) 𝑧−𝑎 𝑔(𝑧)
where ord𝑧𝑖 𝑓 and ord𝑤𝑗 𝑓 denote the order of the zeros and poles.
As a side note, we have the famous theorem (which we will definitely not
prove) which gives a precise definition of the “interior” of a closed curve:
Theorem 5.3 (Jordan curve theorem). Every simple closed curve admits
an orientation such that it bounds a domain provided 𝑈 is simply connected.
38
5 The Argument principle, Local degree, Open mapping theorem & Rouché’s
theorem
39
5 The Argument principle, Local degree, Open mapping theorem & Rouché’s
theorem
1 𝐹 ′ (𝑧)
0= ∫ 𝑑𝑧
2𝜋𝑖 𝛾 𝐹 (𝑧)
1 ℎ′ 𝑓′
= ∫ − 𝑑𝑧
2𝜋𝑖 𝛾 ℎ 𝑓
= 𝐼(ℎ ∘ 𝛾, 0) − 𝐼(𝑓 ∘ 𝛾, 0)
= #zeros of ℎ − #zeros of 𝑓
|𝑓| = |𝑧 4 | = 16
|𝑔| = |6𝑧 + 3| ≤ 6|𝑧| + 3 = 15
so |𝑓| > |𝑔|. Thus by Rouché, 𝑝 has 4 zeros inside |𝑧| < 2. Now consider
⏟ on |𝑧| = 1, verify that
4 + 3 + 6𝑧
𝑝(𝑧) = 𝑧⏟
𝑔 𝑓
|𝑓| = |6𝑧| = 6
|𝑔| = |𝑧 4 + 3| ≤ |𝑧 4 | + 3 = 4
so 𝑝 has 1 root inside |𝑧| < 1. Thus we conclude that 𝑝 has 3 roots in 1 ≤ |𝑧| < 2
and 1 root in |𝑧| < 1.
40
Index
41