BASIC COMPLEX ANALYSIS Third Edition JERROLD E. MARSDEN California Institute of Technology MICHAEL J. HOFFMAN California State University, Los Angeles W. H. Freeman New YorkAcquisitions Editor: Richard J. Bonacet ‘Marketing Manager: Kimberly Manzi Project Editor: Penelope Hull Text Designer: Jerrold F. Marsden Cover Designer: Michael Minchillo Mlustrator: Fine Line Studio Production and Illustration Coordinator: Susan Wein Compositor: Jerrold F. Marsden ‘Manufacturer: RR Donnelley & Sons Company Library of Congress Cataloging-in-Publication Data Marsden, Jerrold E. Basic complex analysis / Jerrold E. Marsden, Michael J. Hoffman, — 3rd ed. p.cm. Includes index. ISBN 0-7167-2877-X (EAN: 9780716728771) 1. Functions of complex variables. 1. Hoffman, Michael J. I. Title. (QA331.7.M36 1999 5151.9-de21 98-41459 cP © 1999, 1987, 1973 by W. H. Freeman and Company. All rights reserved. No part of this book may be reproduced by any mechanical, photographic, or electronic process, or in the form of a phonographic recording, nor may it be stored in a retrieval system, transmitted, or otherwise copied for public or private use without written permission from the publisher. Printed in the United States of America Fifth printing W.H Freeman and Company 41 Madison Avenue, New York, NY 10010 Houndmills, Basingstoke RG21 6XS, EnglandContents Preface 1 Analytic Functions 1.1 Introduction to Complex Numbers... 5. . 1.2. Properties of Complex Numbers 1.3. Some Elementary Functions 1.4 Contimious Functions ac LS Basie Properties of Analytic Functions... . 1.6 Differentiation of the Elementary Functions . . 2 Cauehy’s Theorem 2.1 Contour Integrals Mead 22 Cauchy's Theorem—A First Look... 2... « 2.3 A Closer Look at Cauchy's Theorem . 2.4 Cauchy's Integral Formula. . . . 2.5 Maximum Modulus Theorem and Harmonic Functions 3. Series Representation of Analytic Functions 3.1 Convergent Series of Analytic Funetions 3.2 Power Series and Taylor's Theorem... . « 3.3 Laurent Series and Classification of Singularit 4 Calculus of Residues 4.1 Calculation of Residues ... 2.6... 4. n 4.2 Residue Theorem... . 43. Evaluation of Definite Integrals . 4.4 Evaluation of Infinite Series and Partial-Fraction Expansions... 2.00.02 cee eee 5 Conformal Mappings 5.1 Basic Theory of Conformal Mappings 5.2 Fractional Linear and Schwarz-Christoffel ‘Transformations 95 95 ul 198 ida - 164 183, + 184 + 203 229 243 + 243, - 256 269 . 304 319 - 319 - 327vi 5.3 Applications of Conformal Mappings to Laplace's Equation, Heat Conduction, Electrostatios, and Hydrodynamics... . . . 6 Further Development of the Theory 6.1 Analytic Continuation and Elementary Riemann Surfaces... . - 6.2 Rouché’s Theorem and Principle of the Argument... 6.8 Mapping Properties of Analytic Functions . 7 Asymptotic Methods 7.1 Infinite Products and the Gamma Function... . . « 7.2 Asymptotic Expansions and the ‘Method of Steepest Descent 7.8 Stirling’s Formula and Bessel Functions 8 Laplace Transform and Applications 8.1 Basic Properties of Laplace Transforms . 8.2 Complex Inversion Formula 5 83. Application of Laplace Transforms to Ordinary Differential Equations . . . . . . Answers to Odd-Numbered Exercises Index Contents - 427 446 457 . AST a7 476 481 506Preface This text is intended for undergraduates in mathematics, the physical sciences, and engineering who are taking complex analysis for the first time. ‘Two years of calculus, up through calculus of several variables and Green's theorem, are adequate preparation for the course. The text contains some references to linear algebra and basic facts about ed analysis, but the extent to which they are emphasized can be adjusted by the instructor depending on the background and needs of the class. ‘The book has a generous number of examples, exercises, and applications. We have made a special effort to motivate students by making the book readable for self-study and have provided plenty of material to help students gain an intu- itive understanding of the subject. Our arrangement enables application-oriented students to skip the more technical parts without sacrificing an understanding of the main theoretical points. Applications include electric potentials, heat conduc- tion, hydrodynamics (studied with the aid of harmonic functions and conformal mappings), Laplace transforms, asymptotic expansions, the Gamma function, and Bessel functions. ‘The core of Chapters 1 to 6 can be taught in a one-semester course for math- ‘ematics majors. In applied mathematics courses, if some of the technical parts of Chapter 2 and parts of Chapter 6 are omitted, then parts of Chapters 7 and 8 can be covered in one semester. It is healthy for mathematics majors to see as many of the applications as possible, for they are an integral part of the cultural and historical heritage of mathematics. Symbols The symbols used in this text are, for the most part, standard. The sot, of real numbers is denoted R, while C denotes the set of complex numbers. “Lff” stands for “if and only if” (except in definitions, where we write only “if”). The end of a proof is marked @™, the end of the proof of a lemma in the middle of a. proof of a theorem is marked ¥ and occasionally, the end of an example in the text is marked . The notation Ja, bl represents the open interval consisting of all real numbers « satisfying a =a, Im2—6, where = a+ bi. Note that Rez aud lm > are always real numbers (see Figure 1.1.1).§1.1 Introduction to Complex Numbers 5 ¥ = (20, 2b) pitwelarsbsy) Figure 1.1.1: The geometry of complex numbers. Algebraic Properties The complex numbers obey all the algebraic mules that ordinary real numbers do. For example, it will be shown in the following discussion that multiplicative inverses exist for nouzero clements. This meaus that if z # 0. then there is a (complex) number 2’ such that 1, and we write 2’ =27'. We can write this expression unambiguously (in other words, 2! is usiquely determined), because if z2” = 1 as well, then 2f = 2!- 1 = 2/(zz") = (2/z)2” = 1-2" = 2", and so 2” = !. To show that 2’ exists, suppose that z = a+ ib £0. Then at least one of a £ 0,6 ¢ 0 holds, and so a? + # 0. To find 2/, we set 2" = a’ + i ‘The condition 22" = 1 imposes conditions that will enable us to compute a! and 6 Computing the product gives 22’ = (aa’ — bb!) + (ab! +a'b)t. The linear equations ca’ — bi’ = 1 and al +a’h = 0 can be solved for a’ and #/ giving a! = a/(a? +0) and Uf = —b/(a? + 6°), since a? + # 0. Thus for 2 =a + ib A 0, we may write Having found this candidate for 2~' it computation to check that it works. Tf 2 and w are complex numbers with w # 0, then the symbol 2/1 means zw; we call 2/w the quotient of 2 by w. Thns =~! = 1/2. To compute 2-*, the following series of equations is common and is a useful way to remember the preceding formula for 2~': 1 ib a-ib a b ati (atta o) rR aR PR6 Chapter 1 Analytic Functions In short, all the usual algebraic rules for manipulating real mumbers, fractions, polynomials, and so on, hold for complex numbers. Formally, the system of complex numbers is an example of a field, The crucial rales for a field, stated here for referenc see Addition rules (i) ztw=w+e (i) z+ (w+s)=(@tw)+s (ii) 2+0=2 {iv) 2+ (-2)=0 Multiplication rules (i) w= wz (i) (2u)s = 2(ws) 1 for z 40 Distributive law 2(u +s) = 2u +28 In summary, we have ‘Theorem 1.1.2. The complex numbers © form a field The student is cautioned that we generally do not define inequalities like 2 < w, for complex 2 and w. [one requires the usual ordering properties for reals to hold, then such an ordering és impossible for complex numbers.’ Thus in this text the notation 7 < w will be avoided unless 2 and w happen to be real. Roots of Quadratic Equations As mentioned previously, one of the reasons for using complex numbers is to enable us to take square roots of negative real numbers. That this can, in fact, be done for all complex numbers is verified in the next proposition. Proposition 1.1.3 Let 2 € C. Then there exists a complex number w € © such that w? = 2. (Notice that —w also satisfies this equation.) "This statement can be proved as follows. Suppose that such an ordering exists. ‘Then either 42 000ré <0, Suppose that > 0. Thon #4 > 0, so 1 > 0, which is absurd. Alternatively, suppose that ¢ <0. Then ~i > 0, so (~i)(~#) > 0, thay > 0, again absurd, Tf2 = a+ ib and w = e+ id, we could say that 2 < w if’ < cand 6 0 and p= I if) <0. From the expressions for @ and J we can conclude three things:8 Chapter 1 Analytic Functions 1, The square roots of a complex number are real if and only if the complex number is real and positive. ‘The square roots of a complex number are purely imaginary if and only if the complex unimber is real and negative 3. ‘The two square roots of a number coincide if and only if the complex number is zero, (The student should check these conclusions.) ‘We can easily check that the quadratic equation az? + bz + ¢ = 0 for complex numbers a,b,c has sohutions 2 = (—b + ¥# —dac) /2a, where now the square root denotes the two Square roots just constructs Worked Examples Example 1.1.4 Prove that 1/i = ~i and that 1/(i-+1) = (1-#)/2. Solution First, - Also, 1 _ a a-i_i-i a+1i¢il-i because i+ —i since (14 A)(1—#) =141=2. Example 1.1.5 Find the real and imaginary parts of (2 +2)/(z~1) where 2 = + iy, Solution We start by writing the fraction in terms of the real and imaginary parts of and “rationalizing the denominator", Namely, 242 (e+2)+iy _— (+ 2)+iy (@-1)-iy 1 (@-)+iy (@-I+iy (2-1) iy (+2) —1) + y? + ilyle — 1) — yla +2)] @-1P47 . Hence, ete 2+y? G+ and —3y 1 ga m1 @-ipee Example 1.1.6 Solve the equation 24 +1 =0 for =j1.1 Introduction to Complex Numbers 9) Solution Let 2? = w. ‘Then the equation becomes u* +%= 0. Now we use the fornmla a+ ib = (e+ p38) we developed for taking square roots. Letting a = 0 and b= —1, we get Consider the equation 2? = (1 — i)/V2. Using the same formula for square roots, but now letting a = 1/v2 and 6 = —1/V9, we obtain the two solutions From the second possible value for w we obtain two further solutions: : ae a) roa (PO, See, 2 In the next section, de Moivre’s formula will be developed, which will enable us to find the nth root of any complex number rather simply. Example 1.1.7 Prove that, for complex numbers 2 and w, Re(z + w) =Re2+Rew and Im(z + w) = mz + Imw. Solution Let z= 2+ ty and w = a+ ib. Then 2+ w = (# +a)+i(y +4), so Re(z+u) =2+a = Rez + Rew. Similarly, Im(2+w) =y +b=Imz + Imw. Exercises 1, Express the following complex numbers in the form. a+ i (a) (2431) + (444) 2438 3 T+ 2. Express the following complex numbers in the form @ + bi: (a) @+30(4+40) (b) (8 + 67)?10 w 2 U Chapter 1 Analytic Functions . Find the solutions te Find the solutions to the following equations: ©) aa Find the real and imaginary parts of the following, where 2 = 2+ iy: Is it true that Re(zw) = (Rez)(Rew)? If ais real and z is complex, prove that Re(az) = a Rez and Im(az) = a Imz. Generally, show that Re : C + R is a real linear map; that is, Re(az + bw) = a@ Rez +b Rew for a,b real and z,w complex. * Show that Re(éz) = —Im(z) and that Im( number z. Re(z) for any complex (a) Fix a complex number = 2 + iy and consider the linear mapping 6. : R? — R? (that is, of C+ C) defined by ¢.(w) = 2-w (that is, multiplication by 2). Prove that the matrix of @, in the standard basis (1,0), (0,1) of R? is given by = -w yor (b) Show that sya = Os, 9s, Assuming that they work for real ummbers, show that the nine rules given for a field also work for complex numbers. Using only the axioms for a field, give a formal proof (including, all details) for the following:I.E Introduction to Complex Numbers a 13.° Let (a — iy) /(a + fy) =a+ib, Prove that a? + 6? = 1. 14. Prove the binomial theorem for complex numbers; that is, letting 2,1 be complex nninbers and n be a positive integer, + (Q)etas (g) tat ens (Ow Use induction on nr. 15, Show that z is real if and only if Re = 16. Prove that, for each integer k, Abed 1 ARH Ly jh ght ie Show how this result gives a formula for i for all n by writing n = 4ke+J js3. impli (a) +4 (b) (a) 1. Simplify the following: (a) @-at the following: 19. ify the following: 20. (a) 21(2228) = (#122) 28 {e) If 2; and 2p are real, 2 22 is the usual product of real numbers