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ayT™.
nat116 The Inverse and Open Mapping Theorems 35,
Then f(T) =D manT"-! = Sn + 1)an41T". The given differential equation
has the form
oo
DOO + Dani T” = bo + i f(T) + bo f(TY +--+.
=
Equating the coefficient of T” on both sides, we see that a = bo, and
(2+ Vang = Pr(bos «+s bn Gy +++5@n)
where P, is a polynomials with positive integer coefficients. In particular, starting
with a) = bo, we may then solve inductively for ay41 in terms of a1, ..., dy for
n > 1. This proves the existence and uniqueness of the power series f(T).
‘Assume next that g(T) converges. We must prove that f(T) converges. Let By
be positive numbers such that |bj| < Bg, and such that the power series G(T) =
¥ BrT* converges. Let F(T) be the solution of the differential equation
F(T) = G(F(T)),
and let F(T) = 0 AmT™, with Ay > O and |ay| < Ay. Then
(2+ Anti = Pa(Bo,--++ Bri Ais +++ Ans
with the same polynomial P,. Hence |an+il < Ansi, and if F(T) converges so
does f(T).
Since g(T) converges, there exists positive numbers K, B such that
lol < KB forallk =0,1,....
We let By = K B*. Then
K
oo
G(T) = K )- BYT* = ——_
(1) y T°
and s0 it suffices to prove that the solution F(T) of the differential equation
K
F(T)=
1—BT
converges. This equation is equivalent with
F(T) =K+BF(1)F(1),
which we can integrate to give
F(T)= KT + BEE
By the quadratic formula, we find
1-(1—2KBT)!?
Je 2K BP" = KT +
B
We then use the binomial expansion which we know converges. This concludes
the proof.
F(T) =Tl
Cauchy’s Theorem, First Part
IiI.1_ Holomorphic Functions on Connected Sets
Exercise III.1.1. Prove Lemma 1.5, that is, prove
Lemma. Let S be a subset of an open set U. Then S is closed on U if and only if
the complement of S in U, that is, U — S is open. In particular, if S is both open
and closed in U, then U — S is also open and closed in U.
Solution. Suppose S is closed, and let w € U — S. Since U is open, U — S is
not empty. Then for some n the ball of radius 1/n centered at w is contained in
U and this ball does not intersect S, for otherwise w is in the closure of S which
contradicts the fact that S is closed and w € S. Hence U — S is open.
Conversely, suppose that the set U — S is open, and let z € U and z € S, where
'§ denotes the closure of S. If z is not in S then there exists a ball centered at z
which is contained in U — S. So z is not adherent to S, a contradiction which ends
the proof.
Exercise III.1.2. Let U be a bounded open connected set, { fn} a sequence of con-
tinuous functions on the closure of U, analytic on U. Assume that { fy} converges
uniformly on the boundary of U. Prove that ( f,} converges uniformly on U.
Solution. We use Cauchy’s criterion for uniform convergence. Let ||lau and [|-llv
denote the sup norm on the boundary of U and the sup norm on U respectively.
Let € > 0 and choose N such that for all n,m > N we have Il fx — fmllau < €-
By the maximum modulus principle, the function f, — fm attains its maximum on
the boundary of U, so we have || fx — finllu < € for all n, m > N which implies
the uniform convergence of the sequence { f,} on U.IIL2 Integrals over Paths 37
Exercise IIL1.3. Letai, ..., ay be points on the unit circle. Prove that there exists
a point z on the unit circle so that the product of the distances from z to the a; is
at least 1. (You may use the maximum modulus principle.)
Solution. Consider the map f : D(O, 1) > C given by
Tc — a).
kel
‘The closed unit disc is compact and the function f is continuous on D(0, 1) and
analytic in the open unit disc. We have |f(0)| = 1 and | f(ax)| = 0 for all k =
1,..., Which implies that f is not constant. By the maximum modulus principle,
f attains its maximum at a point z of the unit circle, so | f(z)] > |f()| = 1.
f@ =a) @—
IIL.2 Integrals over Paths
Exercise III.2.1. (a) Given an arbitrary point zo, let C be a circle of radius r > 0
centered at zo, oriented counterclockwise. Find the integral
f ( — 20)"dz
Ic
for all integers n, positive or negative.
(b) Suppose f has a power series expansion
F@)= YO az - 20)
which is absolutely convergent on a disc of radius > R centered at zo. Let Cr be
the circle of radius R centered at zo. Find the integral
f F@dz.
Ce
Solution. (a) Suppose n # —1 and let f(z) = (z — zo)". Then if
= 1 _ zpyttl
BG) lars 7% ~ 20)
we see that g’ = f so f has a primitive and since C is closed we find that
fe — 2z9)"dz =0.
ic
Ifn = ~1 we parametrize C by y(t) = zo + re with t € (0, 27], and we get
a any 2 pielt
S ahh taal = Te dt =2ni.
Icz—% Jo ¥(t)—z0 fo relt38 IIL. Cauchy's Theorem, First Part
(©) Let f(z) = Dpa-m 4K(Z — Z0)*. The sequence { f,} converges uniformly on
Cr hence
im f p= for
noo Sc, Ce
The results obtained in (a) imply that
f{ Sf (2)dz = 2mia_y.
Ice
Exercise 11.2.2. Find the integral of f(z) = e* from —3 to 3 taken along a
semicircle. Is this integral different from the integral taken over the line segment
between the two points?
Solution. Since f’ = f, the function f is its own primitive. Therefore the integral
is independent of the path and is equal to f(3) — f(—3).
Exercise I1L.2.3. Sketch the following curves with <1 <1.
(a) y(t) =1+it
(b) y(t) =e
()y@) =e"
(d) y(t) =1+it+?
Solution.
wit @ Z nk
¥ erie
0. (Draw a
Picture.) Let ce = zo + x and at! = 2 — x, where x is real positive. Find
lim (
x0, \z
(Draw the picture.) Warning: The answer is not O!
Solution. The picture is the following:40 III. Cauchy’s Theorem, First Part
Since 0’(t) = ic we have
-> dt
ite +x
Reducing to the same denominator we find that this last integral is equal to.
-2ic f! 1
ee —— at
x f, (te/xP +1
1
-1
ae [F arctan(te/x)] = —Ai arctan(c/x).
x le
The limit lim,_.oo arctan(u) = 2/2 implies that
1 1
lim ( ae = ~2ni.
x0), \z—0 za"
Exercise 11.2.8. Let x > 0. Find the limit:
B
lim Z - ) at
Boo J_g \t+ix x
Solution. We write
1 1 -tix -2i 1
thix tix Pe x (/xP+l
so the integral in the limit is
21
= = [xarctan(t /x)]2 = —4i arctan(B/x).
‘Whence
Brod
jim (4
Boo J_g \t FixTIL2 Integrals over Paths 41
Exercise 11.2.9, Let y : [a,b] > C be a curve. Define the reverse or opposite
curve to be
en es
such that y~(t) = y(a + b — 1). Show that
[-ra-[r.
Solution. The integral along the reverse path is
.
f F=f —F(y(a+b-—1))y'(a+b-—1)dt.
- a
Changing variables u = a +b —t we obtain
f F= [ * Forw)yy' du = — i Fr,
as was to be shown.
Exercise I11.2.10. Let [a, b] and [c, d] be two intervals (not reduced to a point).
Show that there is a function g(t) = rt +s such that g is strictly increasing,
g(a) = c and g(b) = d. Thus a curve can be parametrized by any given interval.
Solution. By putting r =
—ra we get the desired function g.
Exercise I11.2.11. Let F be a continuous complex-valued function on the interval
[a, b). Prove that
> >
ff Fea) < f |FQ@)ldt.
(Hint: Let P = [a = a0, 1,...4a, = b] be a partition of (a,b). From the
definition of integrals with Riemann sums, the integral
. wt
[ F(0)dt is approximated by the Riemann sum 5 F(ax (ans — a)
7 ra
Whenever max(ay..i — ag) is small, and
o at
f |F(|dt_ is approximated by Y*\F(ax)\(ax41 — a4)-
a =
The proof is concluded by using the triangle inequality. ]
Solution. Given € > 0 there exists § > 0 such that for any partition of size < 6
we have the following two inequalities:
So
fo F-S Fara: a0) << a
a k=042 III. Cauchy’s Theorem, First Part
en
fi Srenvass —a)
t=O
k. The estimate |an| < || fI|z/R" of the coefficients in the
power series expansion of f gives in our particular case the inequality
lan] < CR*/R"
which holds for all large R. Letting R > 00 we get that a, = 0 for all n > k. So
in the power series expansion of f, all terms of degree > k are equal to 0, whence
{ isa polynomial of degree < k.IV
Winding Numbers and Cauchy’s
Theorem
IV.2 The Global Cauchy Theorem
Exercise IV.2.1. (a) Show that the association f +> f'/f (where f is
holomorphic) sends products to sums.
(b) If P(z) = (@ —ay)-++(z — ay), where a1, ..., dn are the roots, what is P'/P?
(c) Let y be a closed path such that none of the roots of P lie on y. Show that
1
Sep [ OUPadde = Wa) + WO a)
i J,
Solution. (a) The product rule for differentiation implies that
(fay _ f'g | fa’ _f'
(evan faseereae ta
fe fe fe f
so the association f ++ f"/f sends products to sums.
(b) Let us write &(f) = f’/f. Part (a) implies that © (F] fi) = 2 &(fi) so if
fe = 2 — ax, then (ff/feN(2) = 1/(z — ay) and therefore
ae
a.
OPQ) = FO = y a
(©) By definition
1 dz
wore = 55 [IV.2 The Global Cauchy Theorem 49
so using part (a) we find
1 5 _i¢<
gy [Pas = Behe = WO.)
ra
as was to be shown.
Exercise IV.2.2. Let f(z) = (z — z0)"h(z), where h is analytic on an open set U,
and h(z) # 0 for all z € U. Let y be a closed path homologous to 0 in U, and
such that 29 does not lie on y. Prove that
Sas fa tate)
ani J, F@ sa dz = Wy, zo)m.
Solution. We have
£@ _ 4@
f@— z=20 Ate)”
The hypothesis that h does not vanish on U implies that h’/h is holomorphic on
U and therefore by Cauchy's theorem its integral along y is 0. So
1 (fy,
2ni Jy f@ 2ni Jz
Exercise IV.2.3. Let U bea simply connected open set and let z1, ... Zn be points
of U. Let U* = U —{21, ..., 2n) be the set obtained from U by deleting the points
Ziy-++4 2m Let f be analytic on U*. Let yx be a small circle centered at z and let
= gi [ FO.
Let h(z) = f(z) — Y ag/(z — zx). Prove that there exists an analytic function H
on U* such that H' = h.
m
dz = W(y, zo)m.
Zo
Solution. Fix a point w € U*. Given a path y in U* from w toa point z € U*
define
Hy@= [ meds.
7
We claim that this function is independent of the path chosen from w to z. Indeed,
‘suppose 7 is another path from w to z. Then we have
Hy (2) — Hy(2) = f hegyas,
7
where yz is a closed curve in U*. Since U is simply connected, the path y is
homologous to 0 in U. By Cauchy's theorem, we see that if m, denotes the winding
number of 1 with respect to zp, then
fro045 = Yom f mecae.
# Ye50 IV. Winding Numbers and Cauchy’s Theorem
By construction, we have
I hgydg =0
which proves our claim. So we may use the notation H to denote the function
defined above. The standard argument then shows that H is analytic and that
H’ = h. This concludes the proof.Vv
Applications of Cauchy’s Integral
Formula
V.1 Uniform Limits of Analytic Functions
Exercise V.1.1. Let f be analytic on an open set U, let zo € U and f'(zo) #0.
Show that
ani [ iors
F'@0) Sc F@)— Feo)”
where C is a small circle centered at zo.
Solution. For z near zp we can write f(z) — f (zo) = a1(2— 20) +.42(2— zo ++*
with ay = f’(zo) ¢ 0. So
S@) = fo) = aile - 20) ( + Fe -)t- ‘)
which after inverting the expression in parenthesis implies that on a small disc
around zo the function given by 775=4-; is analytic, thus by Cauchy's formula
We get
1 [ (cane
2mi Sc f= Feo) a f'(z0)"
Exercise V.1.2. Weierstrass’ theorem for a real interval {a, b] states that a contin-
Uous function can be uniformly approximated by polynomials. Is this conclusion
still true for the closed unit disc, i.e., can every continuous function on the disc be
uniformly approximated by polynomials?52 V. Applications of Cauchy's Integral Formula
Solution. Since polynomials are holomorphic, the uniform limit of a sequence of
polynomials is holomorphic. However, not every continuous function on the disc
is holomorphic (z ++ Z for example), so the conclusion of Weierstrass’ theorem is
false for the closed unit disc.
Exercise V.1.3. Let a > 0. Show that each of the following series represents a
holomorphic function:
(a) D2, €-""* for Re(z) > 0;
(b) 1 Ea or Re(z) > 0;
() De, Ty for Re(z) >1
Solution. (a) Let c > 0, fy(z) = e7#”? and z = x + iy where x and y are real
numbers. Then
nant) nants
le
e
Ifx = Re(z) > ¢, thene~™"* < e-@""© < e~"¢ and the geometric series -(e~*“)"
converges for ¢ > 0 so we conclude that the series > e~®”" converges uniformly
for Re(z) > c. Clearly, the functions f, are holomorphic so the series $7 e~®""*
defines a holomorphic function on Re(z) > 0.
(b) Let f(z) = e~"*/(a-+n)?. The functions f, are holomorphic and for Re(z) > 0
we have |e~*"?| < 1 which implies that | f,(z)| < 1/n?. The convergence of
¥ 1/n? implies that the series )° e~®"*/(a +n)? defines a holomorphic function
for Re(z) > 0.
(©) Let fa(z) = 1/(a +n). Then | fu(z)| = 1/(a +n)", so if Re(z) = 1+ €, for
€ > 0, we get that | f,(z)| < 1/n'**. Since > 1/n!** converges, we conclude that
the function > 1/(a +n)? is holomorphic for Re(z) > 1.
Exercise V.1.4. Show that each of the two series converges uniformly on each
closed disc |z| = |-2i|-lz+i]=2-s.
Therefore
Z(s:)
converges. Since s was arbitrary we have shown that the series
(FE)
defines an analytic function on the disc of radius 1 centered at70 —_V. Applications of Cauchy’s Integral Formula
Exercise V.3.4. Let {zn} be a sequence of distinct complex numbers such that
1
Ys converges.
lal?
2/4 1
y G =a 2)
defines a meromorphic function on C. Where are the poles of this function?
Prove that the series
Solution. Let f(z) = 0%, (ea = 4). and let R > 0. We now show that f
defines a meromorphic function on the open disc D(0, R) or radius R centered
at the origin. The hypothesis that 5 1/Izn|? converges implies that |zn| —> 00 as
n —> 00. So there are only finitely many n such that z, € D(0, R). Select N so
large that for all n > N we have |z,| > 2R. Each z, € D(0, R) is a pole of order
2. Write
& 1 1 =, 1 1
10=¥ (gay 7) + (ae -3):
The first sum exhibits the poles in D(0, R), so it is sufficient to show that the
second sum defines a holomorphic function on D(0, R). We have the estimates
| 1 1 2 + 2224 E42e|
Game Bl lee al lew? |z-1)
=
we
1 FR +2R
=EPale)
lenP (1 — &)
B
a
zn
where B is some large positive constant. By hypothesis $7 1/|zn|? converges, so
this completes the proof.
Exercise V.3.5. Let f be meromorphic on C but not entire. Let g(z) = ef. Show
that g is not meromorphic on C.
Solution. Since f is not entire it has at least one pole, say at zo. In a neighborhood
of zo we can write
(@ — 20)" f (2) = p(2) + (z — 20)" A(z)
where h is holomorphic and p is a polynomial of degree < m. So
PO)
ae (z— 20)”
+h@),
and therefore
ef = eee otto),V.3 Isolated Singularities 71
But e*) is holomorphic at zo, and the power series expansion of the exponential
shows that e™“5”" has an essential singularity at zo, so e/) is not meromorphic
on C.
Exercise V.3.6. Let f be a nonconstant entire function, i.e., a function analytic
on all of C. Show that the image of f is dense in C.
Solution 1. In the spirit of this chapter we use the Casoratti-Weierstrass theorem.
Suppose f is an entire function whose image is not dense in C. Then there exists a
complex number a and a positive number s such that | f(z)—c| > s for all complex
Write f(z) = 1% 4q2" and suppose that there are infinitely many nonzero
terms in this expansion. Then, for all z # O let g(z) = f(1/z). We see that g has
an essential singularity at 0 so by the Casoratti-Weierstrass theorem for some z
near 0 we have |g(z)—a| < s,hence | f(1/z)—a| < s. This contradiction implies
that the power series expansion of f can have only finitely many terms. Then the
fundamental theorem of algebra guarantees that f is constant. This contradicts the
hypothesis.
Solution 2. Suppose there exists a complex number o and a positive number s such
that | f(z) — @| > s, for all complex z. Then the function ¢(z) = 1/(f(z) — a) is
entire and bounded, so by Liouville’s theorem, g is constant. Hence f is constant,
again contradicting the hypothesis.
Exercise V.3.7. Let f be meromorphic on an open set U. Let
g:V3U
be an analytic isomorphism. Suppose that (zo) = wo, and f has order n at wo.
Show that f 0 has order n at zo. In other words, the order is invariant under
analytic isomorphisms. [Here n is a positive or negative integer]
Solution. We can write
5
F(w) = YP an(w — wo)"
for all w near wo. Also we have (z) = wo + bi(z — zo) + b2(z — 20)? + ++ for all
Z near zo, We assume that g is an analytic isomorphism so b, # 0. Put w = g(z)
in the expression of f at wo. Since b; # 0 we see that the composite f 0 y also
has order n at zo.
Exercise V.3.8. A meromorphic function f is said to be periodic with period w if
S(@+w) = f(z) forall z € C. Let f be a meromorphic function, and suppose f
is periodic with three periods w,, w2, ws which are linearly independent over the
rational numbers. Prove that f is constant. [Hint: Prove that there exist elements
w which are integral linear combinations of w1, w2,w3 and arbitrarily small
in absolute value.] The exponential function is an example of a singly periodic
Junction. Examples of doubly periodic functions will be given in Chapter XIV.72 _V. Applications of Cauchy’s Integral Formula
Solution.
Following the hint, we prove that there exists integral linear combinations of w), w2
and ws Which are arbitrarily close to 0 (and not 0 since the three periods are linearly
independent over the rational numbers.) Let 1 = wi/ws and @) = w2/ws. It
suffices to show that for every positive integer N, we can find integers m, m2 and
n such that
|m 1%, + mzt2—n|