ABN.

- ane
oO Tnnece®
LopOMnseNslscad
OTT

” fs
oe
BBIOTECA
40g
S
LOUISipL. PENNISI |
2 4
A é
[hey
\
eee
NWACION
m
hy _ University of Illinois, Chicago 815, 9307
aes ney € \ eee fi!
& Fra, l4e:
KA, ky, , wis oo
SOME YLTAp x nyt
en With the Collaboration of Cul

LOUIS I. GORDON ©
DASUUIEALT Pop eee ne
beg Poe
i thcobe A pe
ne “rer
and SIM LASHER
University of Illinois, Chicago

Ps

wY S
P, Aw Yy
x Pe
" 14
nS Yo

x
Of} x,
x1 x2

Elements ofCOMPLEX VARIABLES

004 8675
|.
co

| 0018879 || HOLT, RINEHART AND WINSTON

i
; 000 | New York — Chicago - San Francisco — Toronto — London

| 001: 4
| |
 . Preface

Students enrolled in a first course in the theory of functions of a complex

variable usually present a variety of backgrounds and degrees of mathematical
maturity. Consequently, the author has included a good deal of elementary
material accessible to the student whois takinghis first course beyond calculus.
It seemed also desirable to present the material in sufficient detail in order to
minimize a sense of vagueness which is apt to disturb the beginning student
when only the highlights of the argument are given.
In undertaking to prove theoremsin full detail there is, of course, the danger
of the text becoming too ponderous. Fo circumventthis difficulty, the device of
separating auxiliary arguments and stating them in the form of exercises has
been used. These exercises, in turn, have been supplied with liberal hints or
complete solutions.
Chapters 1, 3, and 4 are devoted to the algebraic properties of complex
numbers, the notion of an analytic function, and an extensive treatment of,
elementary functions. Chapter 2 and the beginning of Chapter 3 contain a
presentation of those basic concepts associated with the notions of limit and
continuity that are used in later chapters. The latter part of Chapter 5 and
Chapters 6 and 7 deal mainly with the Cauchy integral formula and its con-
03-011450-0 sequences, the Taylor and Laurent expansionsand theresidue theorem together
with its applications. Thefirst-part of Chapter5 is devoted to contour integration
Copyright © 1963 byHolt, Rinehart and Winston, Inc.
and a proof of the Cauchy integral theorem based on the concept of winding
Library of Congress Catalog Card Number: 63-7619 _ number. Chapter 8 contains a discussion of the mapping properties of analytic
All Rights Reserved functions and some examples of conformal mapping. Chapter 9 deals with
89012 22 987 application of analytic functions to the theory of flows. .
In a one-semester course,Chapters 1, 3, 4, 5, 6, and 7 would constitute the
Printed in the United States of America |.
main part, and the remaining chapters may be dealt with morelightly.
To provide an opportunity for the student to assimilate and familiarize
himself withthe subject matter, a considerable number of examples have been

A250
incorporated into the body ofthetext, and a large variety of exercises have been
placed at the end ofvarious sections. Answers and hints to many of these exercises
will be found in the back.of the book.
The numbering system is according to chapter and section. For example,
the sixth section of Chapter 3 is designated by 3.6; the second theorem of
vi , PREFACE

Section 3.6 is designated by Theorem 3.6.2, and so on. In general, in order to

facilitate references, results are stated as theorems. -
The author wishes to acknowledge his indebtedness to his colleagues .
Roger G. Hill, Lawrence R. Sjoblom, and Nicholas C. Scholomiti,. whose
counsel he has enjoyed during the writing of this book and who have read the
manuscript making valuable suggestions and contributions. Also, he wishes to
express his appreciation to Professor Haim Reingold of Illinois Institute of
Technology for making possible the use of the text’ in mimeographed form
during the evening classes. While acknowledging the contributions ofhis colla- Contents
borators and his colleagues, the author assumes full responsibility for the
contents of the book.

November 1962 L.L.P. PAGE

Chicago,Illinois ChapterI. COMPLEX NUMBERS AND THEIR GEOMETRICAL
REPRESENTATION
1.1. Complex Numbers

\o MN =
1.2. Subtraction and Division of Complex Numbers
1.3. Conjugate and Absolute Value of a Complex Number
1.4. Geometric Representation of Complex Numbers
1.5. Polar Form of Complex Numbers
1.6. Products and Quotients of Complex Numbers 16
1.7. Powers and Roots of Complex Numbers 20
1.8. The nth Roots of Unity 21

Chapter2. POINT SETS, SEQUENCES, AND MAPPINGS

2.1. Point Sets on the Real Line andin the Complex Plane 28
2.2. Open, Closed, and Connected Sets 30
2.3. Sequences 33
2.4, Some Fundamental Properties of the Real and Complex
Number Systems 36
2.5. Compact Sets 39
2.6. Algebraic Operations with Sequences 41
2.7. Series of Complex Numbers 43 .
2.8. - Upper and Lower Limits 48
29, Continuous Mappings Sl
2.10. Continuous Curves 37
211. Sets of Points in k-dimensional Euclidean Space 60
2.12. Stereographic Projection 61
2.13. Stereographic Projectionfrom the Point S(0, 0, 0) 64

Chapter 3. (SINGLE-VALUED) ANALYTIC FUNCTIONS OF A

COMPLEX VARIABLE

3.1. Functions of a Complex Variable 66

3.2. Limits of Functions. 67
viii CONTENTS CONTENTS ix

PAGE PAGE
3.3. Continuity 72 6.6. Integration and Differentiation of PowerSeries 214
3.4. The Derivative of a Function B 6.7. The Algebra-of Power Series 219
3.5. Differentiation Formulas 80 6.8. Sequences andSeries of Functions 222
3.6. The Cauchy-Riemann Conditions - 83
3.7. The Laplace Partial Differential Equation 88
3.8. Level Curves 91 Chapter 7. THE CALCULUS OF RESIDUES

7A. ' Singularities and Zeros 230

Chapter 4, ELEMENTARY FUNCTIONS 7.2. Residues 236
4.1. The Exponential Function 96
73. Singularities at Infinity 243
-4.2. The Trigonometric Functions 100
7.4. Poles and Zeros of Meromorphic Functions 248
7.5. The Evaluation of the Integrals of Certain Periodic
4.3. The Hyperbolic Functions 105
Functions Taken between the Limits 0 and 27 253
4.4, The Logarithmic Function, 107
7.6. The Evaluation of Certain Types of Integrals, Taken
4.5. Multiple-valued Functions 115
4.6. The Inverse Trigonometric Functions _ 124 between the Limits — © to oo 255
77. Indented Contours 264 —
4.7, The Elementary Operations and Elementary Functions 128
7.8. Integrals Involving Multiple-valued Functions 268
7.9. Mittag-Lefler Theorem 279
Chapter 5. INTEGRATION 7.10. Analytic Functions Determined by Their Values near .
5.1.. Definitions, 130
a Point 284
5.2. Contour Integration 136
5.3. Variation of the Logarithm along a Contour 148 Chapter 8. CONFORMAL, REPRESENTATION
5.4. The Winding Number 150
5.5. Simple Closed Contours ~ 152 8.1. Analytic Mappings 288
5.6. The Positive Direction along a Simple Closed Contour 153 _ 8.2. Mappings of Domains 289
5.7. Simply Connected Domains 155 8.3. Conformal Mapping v 293
5.8. Cauchy’s Integral Theorem for the Interior of a Circle 158 8.4. The Case F’(z) =0 297
5.9. Integrals around Closed Contours in a General Domain 166 8.5. The Linear Transformation 302
5.10. The Cauchy Integral Theorems 175 8.6. Inversion with Respect to a Circle 304
5.11. Indefinite Integrals 178 8.7. The Reciprocal Transfermation 305
5.12. The Cauchy Integral Formula 181 “8.8. The Point at Infinity 308
5.13. Derivatives of Analytic Functions 184 8.9, The Linear Fractional Transformation 309
5.14. Morera’s Theorem 186 8.10. Invariance of the Cross Ratio 311
5.15. Cauchy’s Inequality for F(a) 187 8.11. Symmetry with Respect to a Circle 317
5.16. Liouville’s Theorem . 187 8.12. Some Examples of Linear Fractional Transformations 319
5.17. The Existence of a Branch of the Logarithm 188 8.13. The Transformation w = z + k/z,k>0 324
8.14. The Transformation under (8.13.1) of Circles Passing
Chapter 6. POWER SERIES
through the Points z = +k 327
8.15. The Joukowski Airfoil 330
6.1. Definition of Power Series 195 8.16. The Exponential Transformation 337
6.2. Properties of Power Series 195 © 8.17. The Transformationw=cosz __, 341
6.3. Uniform Convergence 197 © 8.18. Functions Induced by the Mapping of One Domain
6.4. Taylor’s Series 201 into Another 347
detec pct.

6.5. Laurent’s Séries 206 8.19. SomeBasic Properties of Harmonic Functions 348
 CONTENTS

PAGE
Chapter9. APPLICATION OF ANALYTIC FUNCTIONS TO THE
THEORY OF FLOWS

9.1. Introduction 354

9.2. Fundamentals of the Theory of Flows ' 355
9.3, Locally Circulation and Source Free Flows 360
9.4, Examples of Flows Arising from Certain Familiar
Complex Potentials 363
9.5. Flow around a Cylindrical object 372
9.6. Flow around an Obstacle (continued) 380
. 9.7, ‘The Euler and Bernoulli Equations in Hydrodynamics 386
9.8. Force Exerted by a Flow around a Cylindrical object 389
9.9. The Schwarz-Christoffel Transformation 393 ELEMENTS OF COMPLEX VARIABLES
BIBLIOGRAPHY 409

ANSWERS AND HINTS 4i1

INDEX 453
 Complex Numbers
and Their Geometrical
Representation

>
iH a Sty
oe
1.1. COMPLEX NUMBERS. An approach to complex numbers is to
_consider the properties of expressions of the form a -+ bi, where a and b are
real numbers and 7 is one of the imaginary roots of x* +1 = 0. Weshall
approach the subject of complex numbers, however, by considering the set of
all ordered pairs of real numbers. An ordered pair of real numbers will be
denoted by the symbol [a, 6]. When we say the number pairs are ordered,
4 we mean [a, b] and[}, a] are to be considered different unless a = b.

a Definition 1.1.1. ‘The system of complex numbersis the set of all ordered
e pairs [a, b| of real’ numbers with two binary operations, addition, +, and multi-
plication, +, defined as follows:

[a, 5] + [c,d] = [a+c¢,b +4],

[a, b] « [e, d] = [ae — bd, ad + bc}.

Two complex numbers [a, b] and [e, a are equal if, and only if, a = and
b= d.

Let us put « = [a, 6], 8 = [c,d], y = [e, f]. From the above definition
and from the properties of real numbers, we mayestablish the following

——THEOREM1.1.1.
a + B =f-+«. Addition is commutative. (1.1.1)
a +(B+y)=(«+)+y. Addition is associative. (1.1.2)
Thete exists a complex number 7 namely, [0, 0], such that
atr=a=T + a, for all «. — (1.1.3)
2 COMPLEX NUMBERS. GEOMETRICAL REPRESENTATION 1.2 SUBTRACTION AND DIVISION 3

a+ 8 =f+a. Multiplication is commutative. . (1.1.4) Wedenote-

a+(8+y) =(a:):y. Multiplication is associative. (1.1.5) < tT—a by+a-
a(B+y)=a'BP+a-y. Multiplication is distributive
with respect to addition. (1.1.6) Numbersof the form [a, 0] can be set. up in a one-to-one correspondence
with the real numbers a: [a, 0] <> a. In view of Definition 1.1.1, we have
Proof. We shall prove (1.1.2) and(1.1.5).
[a, 0] — a,
o + (8 + y) = [a,b] + f{fe, 4] + [ef B
= [a,b] + [e+ed+f] [a, 0} + [6,0] = [2 + 4,0] a+,
[a, O} : [b, O] = [ab, 0] ab. «
=[at+(+e,b+(a+f)]
=[a@+e)+e¢(6+4)+f] The above threeconditions establish what is known as an isomorphism between
=fa+ce,b+ d]+[e, f] - the set of ordered pairs of the form [a, 0] and the set of real numbers, Because
= {[¢, 6] + [e4} + lef] =(@+8)+y, of these three conditions wecanreplace [a, 0] by a, and,in particular, 7 == [0,0]
by 0. Therefore, in practice it is convenient to write [a, 0] = a, and to regard
thus establishing (1.1.2). the real numbers as a subset of the complex numbers.If we deriote [0, 1] by 2,
we see that
a (B+ y) = [a,b] {[c, d] - [e, f}}
= [a, b] - [ce — df, of + de] ; P= 1-8=[0,1)- (1 =[-L0=—-1. (1.2)
= [a(ce — df) — b(cf + de), a(ef + de) + b(ce — df )]
Hence i is a square root of — 1, Also, in view of Definition 1.1.1 .
== [(ae'— bd) e — (ad + bc) f, (ac — bd) f + (ad + bc) e]
= [ac — bd, ad +- bc] - [e, f] [2,0] + [0,1] « [2,0] = [a, 0] + [0, 4] = [4,4],
= {[a, 4] [e, d]}} - laf] = (a ‘By, hence :

thus establishing (1.1.5). | [a,b] = a + i. (4.22)

Note that the number 7 ‘in (1.1.3) is necessarily unique, for, suppose that
another number 6 = [g,h/] exists such that [a, b] -+ [g, #] = [a,b]. Then
a+g—=aandb+h = b, Hence g = 0 and h = 0. Consequently 5 = [0, 0].
1.2. SUBTRACTION AND DIVISION OF COMPLEX NUMBERS
THEOREM 1.2.1. Given two complex numbers a = [a, b] and B = [e, dj,
there exists a unique complex number y = [e, f] such that « + y = Bp.
Proof. In view of Definition 1.1.1, « + y = £ if and only ifate=c
and b + f = d; or equivalently, if and only if e = c — a and f = d — b, Thus
y exists and is unique. ,
Definition 1.2.1. Subtraction. Given two complex numbers « and f, we
define the difference y, denoted by B-— «a, to be a complex number such that
Baty.
It, follows at once from Theorem 1.2.1 that y exists andiis unique. Also
note that
+ —a =[0,0] — [a,b] =[—a, —B].
Thus[a, b] may be denoted by @ + 7b with the understanding that a is [a,0], :
b is [b, 0], and a + 7b is a plus 7 times 5, In the complex number[a, 6], a is
called the real part and b the imaginary part. Also a and b are known,respectively,
as the real and the imaginary components of the complex number[a, b]. Complex
numbers of the form [0,6] = 0+ ib are known as pure imaginary numbers.
In practice, it is convenient to write 0 + 2b as 2b. The complex number a + ib
is imaginary if b ~ 0. It is easy to verify that
0: [a,b] =0, © (1.2.3)
k + [a,b] =[ka, kb], (& is any real number). (1.2.4)
For any complex numbera,it follows from (1.2.4) that 1+ « = a and
(— 1) -« = a, From (1.2.2) we see that a complex number a + ib = 0 if,
and only if, a = 0 and b = 0. Thus, a + ib 4 Oif, and only if, a? + bb A~0.
Weshall write « - 8 as of, aa as a’, a® as aa’, and so forth.
——THEOREM 1.2.2. Given two complex numbers « = [a, bj and 8 = [c,4],
B40, there exists a unique complex number 5 = [g, A] such that B35 = a
 4 COMPLEX NUMBERS. GEOMETRICAL REPRESENTATION 1.3 CONJUGATE AND ABSOLUTE’ VALUE_ . 5
Proof. In view of Definition 1.1.1, 88 == « if, and only if, cg — dh =.a 4, Ad? 344i
and ch + dg == b. Since B 4 0, ¢? + @ + 0. Solving for g and h, we obtain 4 Sar TOR
- 5, j8 — 377 4 21 — #4) — (— i),
ac +.bd be — ad
=> eid and A= ae 6. (1 —a (1 +2). ;
Hence 6 = [g, A] is uniquely determined. 1. Law)
Definition 1.2.2. Division. Given two complex numbers « and B, 8 4 0, 8. Showthat the number z = latv3 satisfies the equation ay — : =1.
wedefine the quotient 8, denoted by a/8, to be a complex number such that
oo =
=, BS.
Also show that (* =1v3) =1.
It follows at once from Theorem 1.2.2 that 8 exists and is unique. Moreover 9, Prove (1.1.1).
if ~« = [a, 6] and B = [e, d], then 10. Prove (1.1.4) and (1.1.6).
f

5 2 a ne ad) 11. Prove (1.2.3) and (1.2.4).

ep bere ape. (1.2.5) 12. Using the ordered pair representation for. 7 and b, show by direct calcula-
tion that ib = bi. “s r
Remark 1.2.1. Complex numbers expressed as in (1.2.2) may be added,
subtracted, multiplied, and divided formally as in the algebra of real numbers
provided 7?, when it occurs, is replaced by — 1; for example, 1.3. CONJUGATE AND ABSOLUTE VALUEOF A .
COMPLEX NUMBER
(a +i) + (c + id) ate +ilb +d), (1.2.6)
(a4 2%) =—(e-+id)=a—ctib—d), | (1.2.7) Definition 1.3.1. ‘The conjugate & of a complex number « = [a, 5) =
=aib,
is given by & = [a, — b] = a —ib...
(a ++ ib)» (¢+ id) = ac — bd + i(ad + be), (1.2.8)
Using the above definition, one can verify that the conjugate of the sum,
(a-+id) _ (a+ib)(@—id) _ ac thd , , bead (1.2.9) difference, product, and quotient of two complex numbersis equal, respectively,
(c+id)” (c+id)(c—id) OTP Oe
to the sum, difference, product, and quotient of their conjugates; that is,
give the results required by Definitions 1.1.1, 1.2.1, and 1.2.2. Also in (1.2.9)
we assume that c -+- id 4 0. It is now clear why Definition 1.1.1 implies the etp=at+B. _ 034)
commutative, associative, and distributive laws; for these laws are valid in the a—p=a—B8. oo (1.3.2)
algebra of real numbers and will remain valid after we put 2 = — 1,
The converse of (1.2.3) also holds: if the product of two complex numbers oB= a8. 3.3)
is zero, then at least one of the factors must be zero. In fact, if « - 8 = 0 and
B40, then by (1.2.3) \ Ga GAO. (1.3.4)
=6)() =0-() =o
ok.

Weshallverify (1. 3.1) and (1.3.3). Leto = a+ ib and 8 =c-+id. Then . ?

vB =(a +0) ib +d) = (ad) + (cid) = +B.

me
EXERCISES 1.2 a8 = (ac — bd) —i(ad -- be) = &B.

- Exercises 1-7 reduce the numberto the form a + ib. ‘Also observe that a = a. «
/ 1. (3 + 61) + (5 — 21) + (4 —Si). Remark 1.3.1. It follows from (1.3.1)-(1.3.4) that if Ros B, y, 7) is a
rational expression involving the complex numbersa, f,y, -*:, then
2. (2 — 31) — (5 + 44) — ( 2 — 5).
| 3. (3 +5) (—4—2i/)(—1 +4).
 6 » COMPLEX: NUMBERS, GEOMETRICAL REPRESENTATION
1.3 CONJUGATE AND ABSOLUTE VALUE — . | 7
Definition 1.3.2. The modulus or absolute value of a complex number
Proof Utilizing (1.3.1) and Theorems 1.1.1, 1.3.1, and 1.3.2, we have
a = [a,b] = a + ib, written | « |, is given by | a| = Va? +Be. .

Note that the absolute value of .a complex number is a nonnegative real . | 2 + ®2 P=

= (a+ 2) (a
+ + %) = (2% + 33) (% + Be)
number. = By Ry + 21 Bq + By%_ + Ba%
Suppose that z = [x,y] = « + iy.* Let us denote by A(z) and I(2),
=| a,+ 2R(2, Z) + | 2 /?
respectively, the real part x and the imaginary part y of the complex numberz.
Weshall establish the following simple but useful S/a (+2) 2%] +] 2? . r
= |a,[+2[ || a0l + lee?
~——THEOREM 1.3.1. If 2 = x + iy, then we have = (| 2,| + ||),

|z| =|] and [2 = 2% (1.3.5) from1 which inequality (1.3.9) follows, .

The above result can be extended by mathematical induction to any
2&(z) = 2+ 2 and 2F%(z2) = 2 — &. (1.3.6)
finite number of complex numbers. The following theorem is left as an exercise
|Ae)| Sle] and | Ae) S]al. (1.3.7) for the reader.
Proof.
——THEOREM1.3.4. The absolute value of the sum of n complex numbers
[| = += Ve(Hy = | 2], cannot exceed the sum of their absolute values; that is,
B= (w+ ly) (we —y) =v + yr =e)
> «| <> 1%. — (1.3.10)
a+ B= (w+ iy) + (« — iy) = Ie = 2M(2). kel k=l
&— B= (x + ty) — (x — yy) = Wy = A(z).
——THEOREM 1.3.5. If 2, and 2, are any two complex numbers, then the
absolute value of | 2, | — | 2, | does not exceed the absolute value of 2, — 2;
Since | = |? = | Bz) |? + |. A(z) |?, it follows that | A(z) | < |x| and
that is,
te) | Siz)
| #10! <|z,—2%|. (13.11)
THEOREM 1.3.2. The absolute value of the product of two complex Proof. Utilizing (1.3.2) and Theorems 1.1.1, 1.3.1, and 1.3.2, we have
numbersis the product of the absolute values of the factors; that is,
| By — Bp |® = (% — 2) (2 — 2)
| %%| = | 2 | %|- . (1.3.8) => B24 —_ By Be —_— BoB + Bodo

Proof. Utilizing (1.3.3) and ‘Theorems 1.1.1 and 1.3.1, we have
| %1% |? = (8122) (2139) =* (B12) (2,32) = (31%), (2239) = | 21 |? | 22,
from which equation (1.3.8) follows, since the absolute value of a complex .
number is nonnegative.
= | a1 |? — 28(a,%) +| 2 |.
= | 1 |? — 2 | 229| + | 22 /? = ( 21] — | 21)
from which inequality (1.3.11) may now be deduced,
Inequality (1.3.11)may also be derived directly from (I.3.9) and vice versa.
(See Exercises 1.3.10 and 1.3.11.)

EXAMPLE1.3.1. Let ‘us show that if 2, + 2, and 21%, are both real,
——THEOREM 1.3.3. The absolute value of the sum of two complex
then either 2, and 2, are both real or 2) = 2.
numbers cannot exceed the sum of their absolute values; thatis,
Solution. Let 2, + Sy = 7, and 24%, = 72, where r, and rv, are real
[2+ %|S | a | + | 82]. (1.3.9) numbers. It is sufficient to prove the results for the case when 2, and 2, are
not both zero—for example, 2, +4 0. Then
* It is to be understood, even when it is not explicitly stated, that when we
write.z, we mean that 2 is a complex numberequal to x + iy, x and y real.
 8 COMPLEX NUMBERS.« GEOMETRICAL -REPRESENTAT 9
ION Se
_1.4 GEOMETRIC REPRESENTATION
where 7, = 1,/| 2, |? is real. Thus
_ 2 Derive the result of Example 1.3.1 by using g the identity.
- 13% + & = 1,
== (2 + 2)" — 4x12. °
(%1 %)) =
Since ¥(%) = —¥4(z_) and.¥(r,) = 0, we obtain (see Exercise 1.3.2) :
13. Prove that (> a) = Es
Bye
~ 70(6) +4029) =0, ot (Lr)F(a) = 0. k= heal

€
Therefore, either 7, = 1 and hence a= = %, or ¥(z,) = 0 from whichit follows
that 2, is real and, consequently, 2, is also real, 14. Prove that (II ) = Il Bae
(kel kel
~~

EXERCISES 1.3 (The symbol IT stands for product.)

va] Bl
1. Prove (1.3.2) and (1.3.4).

is
15. Prove that
2. Prove that if 2, and 2, are any complex numbers, then
_ (a) Be, + 22) = A(z1) + (2s), 16. Prove Lagrange’s identity in the complex form:
(b) 4(% + 82) = F(z) + F(a),
- (¢) Klee) = A(z) B(x.) — F(z) F(z), 5 uy) = d/o218) 2 — | os8,. — on; |.
>
(d) A(282) = B(x) Fe) + F(a) B(x). j= j=l j=l 1sj<ksn

. Prove that if 2, 40, then | z,/z,| = | 2 [/| &|.

Bw

17. Prove Cauchy’s inequality in the complex form:

. Find the absolute value of (32 + 7)/(32 — 1)? in terms of x and
y.
. Prove that if'z* = ()®, then g is either real or pure imaginary.
mn

PE "sd Oey PS |B ?.
. Prove that | (1 — az —D){ 1, Provided that za 1.
Ia

. Prove that 18. Prove the triangle or Minkowski inequality in the complex form:

[reel
[Ble +e yn = [2lot]"+
a Re
gta) t8@(GAte )=1
B. Prove that if 2, + 2, and 2,%, are both real, then either z,
and. z, are both
real or 2, = — 25,
1.4.- GEOMETRIC REPRESENTATION OF COMPLEX . NUMBERS.
9. Prove that if z + 1/z is real, ‘then either.#(z) = 0 or| z| = 1, According to Gauss, complex. numbers may be interpreted as points. in a two-
10. Let 2, and &, be any complex numbers, Proceeding directl dimensional plane.: We introduce in this plane a rectangular coordinate system,
y from Theo- and the complex number z= x + iy is made to correspond to the point
rem 1.3.3, show that
= (x, y) with the real component «x of z as abscissa and imaginary component
l1|—|a|s | % — x2 | ysof 2 as ordinate: Wecall this plane the complex plane or the z plane. The x axis
and and y axis are referred to as the real axis and theimaginary axis, respectively.
Hereafter, we shall use the words “point” and “complex number” interchan-
|2,|—|2| = — | a— 2%].
geably. Also, at times, whenreferring to the complex plane, we shall omit the
Usé this to infer (1.3.11), word “complex.”
For example, the number —3+4 2: is representedby the point (— 3, 2)
/ U1. Derive (1.3.9) directly from (1.3.11),
as shown in Fig. 1.4.1.
 10 COMPLEX NUMBERS.. GEOMETRICAL REPRESENTATION 1.4 GEOMETRIC REPRESENTATION . 11
\ ' ‘

Each point (different from the origin) of the complex plane determi - Wesee that the difference 2, — 2, is represented by a vector from the point z,
nes a -
vector (directed line segment) from the origin to thepoint. If the point to the point.z,. Vectors with common length and direction are identified.
is the «
origin, the zero vector results. Thus a complex number mayalso berepre
- If z = x + iy, then | z| = Vx? + *. Geometrically, the absolute value
sented by a vector. Since addition of two complex numbers is perform
ed by of zis the lengthof the vector 2; it is thedistance of the point ¢ from the
origin. The distance between the points z, and 2, is
Y
z plane
V(x. — *) + (Ye — 1)* = |B — 2%|. (1.4.1)
3,2
Plxy)
(
—3+2)
) xtiy From (1.4.1) one mayreadily verify that

| %—~ % | = | %— x |, |%—%| 2 lx2—| (1.4.2)

4-3-2107 1 2 $4 - and

Fic. 1.4.1. Complex Plane. | %—#%| Slay —m{+|y.—|- (1.4.3)

addition of their « and y components, it is seen that addition of Remark 1.4.1. Inequality (1.3.9) is known as the triangleinequality and
complex . is of basic importance in analysis.-Inequalities (1.3.9) and (1.3.11) may now be
numbers corresponds to geometric vector addition in the comple
x plane readilyestablished by observing (see Figs. 1.4.2 and 1.4.3) that each side of a
according to the parallelogram law as shown in Fig. 1.4.2.
triangle is less than or equal to the sum of the other two sides; and that the
y y difference of two sides of a triangle is less than or equal to the third side; the
top, equalities holding only when thetriangle is degenerate.
Py : Remark 1.4.2. The reader should keep in mindthat the complex numbers
eN
44, ‘S are not ordered. Thus, the expressions 2, > z, or 2, < 2, have no meanings
14 : 3 unless 2, and 2, are real numbers. However, the greater than or less than
P, KY |Ys P, N— P.2
relation does hold between the absolute values of complex numbers,since the
x P, absolute values are real numbers. For example, to assert that | 2, | > | 2;|
” Ly ; 2
yx 3 %, mY ” means that the point 2, is farther away from the origin than is the point 2,.
. ° ‘Also when we write, for example, z = k, k > 0,it is then to be understood
oO eo X xX that z is a real positive number.
[— X3-—>| Oo
x,—™ x9

Remark 1.4.3. We shall mean by a circle of radius r and center x, the |

Fie. 1.4.2. Addition of Complex Fic. 1.4.3. Subtraction of Complex set of all points z satisfying | z — z)| = 1; by a disk of radius r and center zy
Numbers, Numbers. the set of all points 2 satisfying | z — 2,| <r together with none, someorall
of the points of the circle | z — | = 7; and by the unit circle, the. circle with”
Let P, and P, be the points z, and &,; Then addition is
described as radius r = 1 andcenterat the origin, wherein all cases 7 is a positive number.
follows, Through P,, draw P,P, equal and parallel to OP». Then
P, has coor- Il
dinates (x, + x,y, +), and P, represents the point z, +2,
In vectorial 4 EXAMPLE1.4.1. Suppose that 2, 2,23 are three complex numbers
notation, we have | such that |2,|—=|2,| =|[2,[=1 and 2,4 %_ + 8 = 0. Show that
—> —- — %) %q, 23 are the vertices of an equilateral triangle inscribed in the unit circle.
OP, = OP, + P,P, = — — —>-
OP, + OP, = OP, + P,P,
Also, if Ps is the point 25, we have (see Fig. 1.4,3) Solution. In Fig. 1.4.4,let 2, = OP;, k = 1,2, 3. Then in thetriangle
=——_ — —_ ,
P,P,P, we have PP, = 25 ~- &1; P,P, = 23 — 2, P,P, =-2, — 23. We would
like to show that | 2, —2,| = | %3; —2,| =|, — 23|. Weshallfirst verify
% — %, = OP, — OP, = OP, + P,P, = OP, = P,P, that | 2, — 2, | = | 2, — 2, |. Since z, + 2, + 2, = 0, then 2, = — (z+ 25).
 12 COMPLEX NUMBERS. GEOMETRICAL REPRESENTATION 1.4 GEOMETRIC REPRESENTATION oS 13
Thus | 2, —2,| =|2%,— 23] is equivalent to | 2a + 23 | = | 2zg ++ 2%|. 7. Prove that -| 2+ 2|? + | 2p — ag |? = 2] 2|*+ 2][2%How is this .
However, this expression is” equivalent to related to the geometrical theorem that the sum ofthe squares of the
‘diagonals of a parallelogramiis equal to the sum of the squares of the sides?
(2%, + 5) (2% + %3) — (283 + 22) (223 + 2) = 0, . Prove that the equation of a circle in the z plane is given by \

(az%+b3+bz +¢=0, 70

where a 4 0 and are realconstants and b a complexconstant.

. Prove that if | «| = 1 and « ¥ 8, then | (w — B)/(1 — Ba) | = 1. °
10. Show that if.« is a complex number such that | «| <1, then 1 +-« lies
to the right of the y axis.
11. Showthata straightline perpendicular to a complex vector « has an equation
of the form
a& + ag+k=—=O0O (kreal),

k, ~25/
12. Prove that V2|x + iy| 2-[el|+|y| 2 le+y).
43. Prove that the vectors. B= 1 + ty, Fy = x, + ty, are perpendicular af,
and only if,* 2,%).+ 3,3, —'0.
P;
14. Prove that the points 2,, 22, %3 in the complex plane-are collinear if, and
Fic. 1.4.4
only if, the ratio (z3 —- 2,)/(%_ — %,) is real.
which can be easily verified if we expand andusethe fact that 2,2, = 2%, = 1. 15. Show that if the points 2, 2, 23 in the complex planeare collinear, then
In a similar manner, we verify that | z, —2,| = | 2%, — 2,|. Hence triangle there exist real numbers p,q7, not all equal to zero, such that
P,P.P, is equilateral. Since | 2, | = | z,| = | 3 | = 1, the triangle P,P,P, can
Ptratr=0 and pa,+ qz.+7rz, — 0.
be inscribed in the unit circle.
16. Prove that three points By By Rs in the complex plane cannotall lie on the
EXERCISES 1.4 same side of the real axis if 2, + 22 + 35 == 212535.
17. Let z, p, and g be complex numbersand ka real’‘positive constant different
In Exercises 1-3, perform the additions and subtractions graphically, and check from unity. Show that / ; \
‘the results algebraically. J
1. (4 + 32) + (2 + 5i).
can be expressed as
2. (—2 ~ 34) — (4 — 28).
3. (2 + 4i) — (3 — 2%) + (— 6 —i6i). (a) | 2 P — 2&(62) + |p=Pl 2 |? — 2@(G2) + | @
4 - Show graphically that (a) the sum of a complex numberand its conjugate
is a real number, and A) the difference between a complex number .and Show that (a) can be written as
a

(b) [2p — 2bSM

— eg
its conjugate is a pure imaginary number.
. Identify all the points in the complex plane which satisfy the following Patal, ler
PPRigh _ 9,
relations:
Prove that
(a) 2% = 22 — 1),
(b) Js 1] <2|e41], (c) |p — Pg |? — (1 — ) [|p P—B | ¢ |] =k\p—a/.
(c) |e +1[s54—|2—1}. * Let B and C be propositions. B if, and onlyif, C meas that C implies
. Prove (1.4.2) and (1.4.3). ‘B Gf), and B implies C (only i).
14 COMPLEX NUMBERS. GEOMETRICAL REPRESENTATION 1.5 POLAR FORM / . 15

Use (c) to show that (b) can be expressed as — Notethat any integral multiple of 27 may be addedto 6, # in radians, without
changingthe value of z. The principal value of arg z, denoted by Arg 2, is that
. keg _ Alp-g
(d) -4—2 JL — A] °
yalue which satisfies the inequality--—a<arge Sa.

18. Suppose that z, ~ 0. (a) Show thatif i P(x,y)

| 2+ 22] =| #1 | + | 22| or if | 2, — | = lil —[#el
then By = 72,7 = 0.
(b) State and prove the converse of the assertion in (a) above.
19. (a) Show that if I is a circle passing through the points z = -- k, k > 0,
’ then a point z will be exterior to, on, or interior to I’ according as

2% — 2bS(z)
Fic. 1.5.1
is greater than, equal to, or less than k*, where bd is real ‘and z = ib
is the center of I.
(b) Show that for any complex number 2, = x, + tyy, y,; # 0, the points “The conjugate 2 = x -~ ty is simply the reflection in the real axis of the
— hk, k, 2, and k?/z, lie on a circle. | point z and’ we have
(c) Prove that if a circle passes through the points — &, 2, and k?/z,, it
must also pass through the point z = k. |g|=|s| =r, agz=—arge = —8. (1.5.4)
(d) Show that z is a point interior to the circle I given in (a) aboveif, and
only if, the point 22/z is exterior to I. Thus the polar form of the conjugate z is

z = r(cos6 — isin 6). (1.5.5)

1.5. POLAR FORM OF COMPLEX NUMBERS. It is convenient to
introduce in the z plane polar coordinates. We may recall that each point P-
The polar representation of a complex number about a point other than
of the plane and hence each complex number z is uniquely determined by
the origin is given by
two polar coordinates v and 6, where ¢ is the (nonnegative) length of the segment
OP joining
j the point P to the origin, while @ is the angle from the x axis to - ye | 2 — 2%» = p(cos$ + isin) (1.5.6)
this segment(see Fig. 1.5.1). The polar coordinates(r, @) of the point z = x +- iy
can be determined from the equations where ¢ is.the angle of inclination of the vector _ %q with the positive « axis
and p is the distance between z and 2. (See Fig. 1.5.2.)
x=rcos0, y=rsin§, (1.5.1)
and we have .
r=|s|=Vxe2+ 4%, tan 0 =.

@ is called the argument or amplitude of z. We write

6 = arg 2. (1.5.2)

Using these relations we may write z = « ++ ¢y in its polar form:

O|
& = r(cos @ + isin 6). (1.5.3) Fic, 1.5.2
 oe | 17
1.6 PRODUCTS AND QUOTIENTS
16 COMPLEX NUMBERS, GEOMETRICAL REPRESENTATION

1.6. PRODUCTS AND QUOTIENTS OF COMPLEX NUMBERS, ©] ‘Thus we have anotherverification of (1.3.8), namely,-
In Section 4.1 of Chapter 4, we shall define the function e*, when g is a-complex
number, as follows , | mee] =n=| %1|° [eel
e* == ettiv — e%(cos y + isin y), (see Fig. 1.6.2) and we also have that ;

and we shall prove that the function e* thus defined has many of the properties, arg (21%) = arg 21 + arg 22, (1.6.5)
associated with the real exponential function e*. When z = 0 -+ zy, we have
up to a multiple of 27, that is,
e” = cosy + isin y. (1.6.1) | arg (21%) = arg 2, + arg 2 -+ 2km,
Weshall, therefore, represent the expression cos 6 +7 sin 0 by the symbol e”, k=0,+1,°°:
Observethat e” would be obtained from the right-hand memberof (1.5.3)
by taking r = 1. Thus,for 6 real, e% represents a unit vector which makes an Hence, we have established the following
' angle @ with the positive « axis (see Fig. 1.6.1). Utilizing the trigonometric
Y
2429 A

re
22
9,
ay, 6,
2 r

W
6

Fic. 1.6.2. Multiplication of Complex Numbers.

Fic. 1.6.1
THEOREM 1.6.1. -The product of two complex numbers is a complex
number whose modulus is the product of the two moduli and whose argument
identities, we leave it as an exercise for the reader to verify that the complex- ~ is the sum of the two arguments (up: to a multiple of 27) of the two given
complex numbers.
valued function e“? has the following properties:
Suppose that 2, 4 0, then
git oie eilPr+02)
ne jilOy-B,), (1.6.6)
(Cae _ eo,
i
.
Bq -reet82 Ty
.
Thus
‘0, (1.6.2)
|#| 4 — | (1.6.7)
ge =
CpG 01-02) : .
| Bo Te ||

gore) _ 40 —0, +1, #2. and arg (2;/%_) = 9, — 9 = arg 2; — arg 2, up to a multiple of 27. Hence,
we have the following
Let
a= ryeand zy = rye, (1.6.3) ——THEOREM 1.6.2. The quotient of two complex numbers is a complex
Multiplication becomes muchsimplified by using (1.6.3) and (1.6.2): number whose modulusis the quotient of the two moduli and whose argument
is the difference of the two arguments (up to a multiple of 27) of the two given
Bq = rye" r,¢e"2 — ryrgeOrt), (1.6.4) complex numbers, the denominator being nonzero.
 18 COMPLEX NUMBERS. GEOMETRICAL REPRESENTATION . : 19
1.6 PRODUCTS ‘AND QUOTIENTS
Remark 1.6.1. Any equality of the type arg 2, = arg 2, means that for: In Exercises 6-8, use the polar form to perform the indicated operations.
any pair of values of arg 2, and arg 2, the equality holds, up to a multiple of 27.
':
" Similarly, arg z = 6 meansthat any valueof arg z is equal to 6 up to a multiple . 6. (1 FiV3DL —i-V3).
of 2m. Also note.that two complex numbers 2, and % are equal if, and onlyif, .
7 (1 +iv3).
| 2% | =|2,| and arg z, = arg z, (up to a multiple of 27).
8. [((- V3 +0 +I +2V3).
“EXAMPLE 1.6.1. Let us write 9 . Find the real and imaginary parts and the modulus of -

. 1 + cos 6 4-zsin 0
(1 + 7)8
1+ cos¢ +ising *
(V3 + i) 10. Verify (1.6.2).
in polar form. ;
11. Prove that arg z 4 arg % = 27, where n is an integer.
Solution. : Let |
12. Show thata circle with center at 2) has an equation of the form
%&=14+i
and zB — BFe— Be +k =O (A real).
&y = V3 +7.
Then 13. Show that the triangles whose vertices are 21, 2, %3 and 24, 25, % are

age t= 7 ial V2
. similar if; and only if,
a x I
and oo , & 8 1|=0.

8g.
paosent(L)=%, jayla2
= ° —
; —1 _—
1
==
7
. =
By 8, |

14. The complex numbers 2,, 2, 2, are represented by the vertices A, B, C

Thus
of an isosceles triangle, the angles at B, C being each (7 — «)/2. Prove that
ao
a= V2 (cos 7 + isin 5) = 4/2eitn/4)
(%3 — 2) = A(z, _ 1) (3, — 2) sin?
2
and
“15. Show that twolines joining the points 2,, 22, and 2, %, are perpendicular
By =2 (cos z -- ésin z) = Dette/6) provided that arg [(z, —s2)/(%3 — 34)] = + (7/2); thatis, if
Consequently, & — Be
* 3 .. _ _ oO . Bz — Ba
RB 2V2e) VD VD 5 5 is pure imaginary.*
2 = “qeitnjay = 7a (52/12) _ VY“ (cos 5m + isin 757).
16. Prove that the curves| (z — 1)/(z + 1) | = k, and arg [(z — 1)/(z +1)] =hy,
-where k, # 1 and k, 4 0 are real constants, are orthogonalcircles.
17. Prove thatif the points 2,, 22, 23 are vertices of an equilateral triangle, then
EXERCISES 1.6
a+ 83 + BB = By8—q + 2y%y + 3y%.
'
In Exercises 1-5, write z in the polar form.
18. Show that a necessary andsufficient condition* that four points 2,, 22, 23, 24
1. ge = — 242i, lie on a circle, in that order, is
22=1-—ivV3. | (#1 — #8) (#3 — #4) | + | (2 — 9)(1 — 4) | — | (2 — 21)(Ba — 4) | =0.
3.2 = —3. This is known as Ptolemy’s Theorem.
4.2 =2i, .
* Let B and C be propositions. A necessary and sufficient condition for B
5. 2=—VitiVvi. is C means that B implies C (necessity), and C implies B (sufficiency).

20 COMPLEX NUMBERS. GEOMETRICAL REPRESENTATION
1.7. -POWERS AND ROOTS OF COMPLEX NUMBERS: ‘By. repeated
application of (1.6.4), one deduces the formula for the ath power of 2:
_ so
4.8 THE NTH ROOTS OF UNITY’ 21
> has an argument 9) = 6/n and the others are uniformlyspaced. around the
~ circumference of the circle, each being separated from its neighbors by an angle
" equal to 2x/n. Fig. 1.7.1 illustrates the case for the fifth roots of z.

a= (re) = eM (w= 1,2, 0+). / (1:7.1) : Summarizing, we may say that there are n nth roots of any complex number
z # 0. They all have the same modulusandtheir arguments are equally spaced.
In particular, if we let r = 1 in (1.7.1), we obtain DeMoivre’s Theorem:
If m and n are relatively prime positive integers (that is, have no common
(e**)” = ei? factors), then it follows from formulas (1.7.3) and (1.7.1) that
or

(cos 6 + isin 6)" = cos nO -+ isin nO (n= 1,2, +"). (1.7.2) Bmln wn Jer etl(m nO-+k- (amany) k=0,1],°°,2—1. (1.7.4)

Formula (1.7.2) enables usto find the nth roots of z = re’, For,if we have One may vetify that (1.7.2) is also valid when x is a negative integer.
oo Also (1.7.4) holds when m/n is negative.
a =z and x = re%%, ae
then
eit — rel, 1.8. THE NTH ROOTS OF UNITY. In virtue of the formula

‘Thus n ? 1 =cos0 +7sin0 = 2,

19 = Vr (the. real positive mth root), and :
0) =O-+2kn (k= 0, +1, 42, it follows from (1.7.3) that the nth roots of unity are given by
Hence - ef2knin) kk =0, 1,2 —1. (1.8.1)
gin — A7p eil(O/ni+e(On/n)] (k= 0,1, 4,2 — 1). (1.7.3) oo
For example, when == 3, there are three cube roots, namely,

ellen) = 0, 1,2. . (1.8.2)

_ When k = 0,(1.8.2) gives 1. The values k = 1, 2 give, respectively,

et(2/3)% 4(— 1+ i 3), ei(4/3)n 4(— 1— i+/3). .

These complex cube roots of unity are usually denoted by the symbols w, w®,
either being the square of the other. They are also connected by therelation

ltw+to® =0. (1.8.3)

For, w? = 1 implies that (o — 1) (w? + w+ 1) = 0. But w ¥ 1, hence (1.8.3)
follows. The cube roots of unity are illustrated in Fig. 1.8.1.
Fic. 1.7.1. Fifth Roots of z. Similarly, we denote by w, the root corresponding to k = 1 in (1.8.1):

Remark 1.7.1. It might appear in (1.7.3) that there are infinitely many iy = eal, (1.8.4)
complex numbers corresponding to the infinitely many possible values of k.
Using (1.7.2) we write the n roots of unity. as
However, we may show (see Exercise 1.8.13) that when k == 1 + m, we obtain the
same complex number as when k = m. Thus weneedonly to take consecutive Bossy ath, (1.8.5)
n? nm
values of & to obtain all the different mth roots of z. For convenience, we have ta-
ken k = 0, 1,.2, ++, —1. Observe that the nth rootsofre“ lie ona circle centered By Remark 1.7.1, the mth roots of unity are the vertices of a regular n-sided
at the origin O and having radius equal to ry == 4/7. Also, one of the nth roots polygon inscribed in the circle |x| = 1 with one vertex at the point z = 1.
 22 . COMPLEX NUMBERS. GEOMETRICAL REPRESENTATION 1.8 THE NTH ROOTS OF UNITY 23.
Also, the complex nth roots of unity are connected by therelation Hence, &(%,) = —4,k=0,1,°",4,'and the roots lie on theline (x = — 4)
whichis parallel, to the ii maginary axis.
l+o, or +pant = (1.8.6)
For, w% = 1 implies that : | EXAMPLE 1.8.2. Suppose.that the points P andOrrepresent the complex .
numbers x and 2%, respectively, in the complex plane. Suppose that P lies on-
| (on, — 1) (wht pot4 8 +o, +1)=0, a circle with unit radius’ and center at z = 1. Show geometrically that
| 22 —2| =|2| and that 3 arg (z — 1) = 3 arg 2? = 2 arg (2? — 2).
But w, ~ 1, hence (1.8.6) follows.
Solution. In Fig. 1.8.2, lef C denote the center of the circle. We have
y, (p=, Q= x and |z|= OP. Thus OQ/OP = OP/l = OP/OC. Let
‘arg 2 = 6. Since Zx0Q = 20 and ZxOP = 6,it follows that ZPOQ = 0.
w
Hence triangles OPQ and. OCP are similar. Since OC'= CP, we see that
OP = PQ. Therefore, | z| = | 2? — |.
~
[o™
120° y A(z?)
120°

So

ND
N
N
|
w?

Fic. 1.8.1. Cube Roots of Unity.

Remark 1.8.1. Observe that if z) is any nth root of 2, then

Runt . . (1.8.7)
Roy Yq» By
are the wth roots of 2. Fic. 1.8.2

EXAMPLE1.8.1. Denote the roots of the equation = + 1% -+ 28 =0

by 2, &=0,1,°",4. Show that A(z,) = — 4, k = 0,1, ++, 4, that is, all Since ZL xCP = 26 and ACPD = 0, we have Z. «DQ = 30. Thus
arg (s —1) = arg= 20 and arg (2 — 2) = 30.
the roots lie on a line (x = — 4) whichis parallel to the imaginary axis.
Solution. Observe that (z + 1)> + 2° = 0 may be written as
' Therefore, 3 arg (z — 1) = 3 arg2? = 2 arg (2? — 2).
[—(@ + 1a] = 1.
Hence by (1.8.1), we obtain | EXERCISES 1.8
—(a + 1)/z = fl), R= 0, 1,0, 4.
. Find the square roots of 7.
Aw fs WN ee

Let 2
T= ‘A and solve for z. We find the roots to be
. Find the fourth roots of 1.
1 Find the fifth roots of — 32.
®e = Tp (A = 0,1, °*', 4)
Find the fourth roots of — 2.— 21/3 and check graphically.
oe 1° _- (1 +.c0s Ak) — isin AR
1+cosdkk+isinAk 2(1 -++ cos AR) Find the values of (3/2 + 4/2)?/8,
1 tésin dk Evaluate (3 + 42)89/(1 + 2i)” in the form x + zy,| obtaining each of the
2 20 + cos Ak)” real numbers x, y correct totwosignificant figures.
 4 COMPLEX _ NUMBERS. GEOMETRICAL REPRESENTATION | 4,8 THE NTH ROOTS OF UNITY, . 25
7. Solve: @24+1=0. .20.. Observe that -
8. Find the three roots of the equation 23 + 22 + getls0. (l-a-atpeorte)(l—a) = 1-24,
9. Show that the equation 3225 = (z + 1) has four ii maginary roots, twoo of
which lie in the second quadrant and two in the third. Also show that: For x < 1, we have
. . 1] — grt
all of the roots lie on the circle:

(ae@ - Using this formula, derive the following formulas:

. In Exercises 10-12, use DeMoivre’ s theorem [see formula (1.7.2)], to prove the ~ _ 1. sin [(@ + 1/2) 9]
following results: _ 208k = 54+ Say
10. cos 56 == cos® 6 — 10 cos? @ sin? 6 + 5 cos 6 sin’ @.
11. cos? 6 + sin® 6 = (1/64) (cos 86 -+ 28 cos 49 + 35). > oot B_ cos
aesin RO = J2-2 2sin 1/2) 6] , where 0 < 0 < 2n,
[(m +(6/2)
12. sin’ 8 + cos® @ = (1/8) (3 cos 40 + 5).
13. In (1.7.3), verify that we get n distinct nth roots, which are determined by 21. Let z == cos 6 + isin 0 = e**, Establish the results given below.
- (a) a” + 1/2" = 2cos nO and 2” — 1/2" = 2isin v0.
placing & in turn equalto 0, I, *:, 2 — 1, and that for & equal to any other
When x is a positive odd integer:
integer, we get values that can be obtained by the earlier substitutions.
14. Verify formula (1.7.2) whenn‘is a negative integer, 1 (n-1)/2 n
(b) cos" 8 = aa > (77) 20s (n — 2r) 6,
+5, Let x, -+ iy, = (1 +13)" where n is a positive integer. Prove that
. — [jmp (n—-1)/2 . (ny .
Xan — nn = 2?0-F V3. . (c) sin? @ = — ay (— 1) (*) sin (n — 2r) 8,
“16. Prove that

(EEBEESG) - = G- a]+40 G9)

where

(“) _ ne —1) (0 —2) (nr

y Hl Viorr>0,(7) a1.
Ny 7 Nye p. .
° 17. Prove that the real values of +/z + 8%, where z = re, are given by °
Rrk=0,1, When7 is a positive even integer: .
2 A/F cos ( + A --,n — 1. Find thereal values of
(d) cos" @ = et ‘S (7°) cos i
¢ 2r) 6+55
x(,2)
Vina Mais,
18. The points 2, 2, 23 form an equilateral triangle in the complex plane (@) sing = GU" “sO (—1(” ) cos (n — 2) 8 +xLm").
with 2, = 4 + 67 and 2. = (1 — 7) %,, Determine the two possible values r=0

of 25.
22. Show by expanding (cos @ + isin 6)" and| equating the real and ii maginary
19, The three points in the complex plane which correspond to the roots of parts that
the equation
— 8p2* + 3gz —7r = 0 (a) cos nd = y- 1)" (5) cos-#” 8 sin?6,
r=0
are the vertices of a triangle ABC. Prove that the centroid of the triangle
is the point corresponding to p. If the triangle ABC ii s equilateral, prove _(b) sin 26 => (- 1) , by n1) cos (n—27-1)
| 9O sin?)
gin (2741) 8,
that p? = gq.
26 COMPLEX NUMBERS. GEOMETRICAL REPRESENTATION 1.8 THE NTH ROOTS OF UNITY 27

9 HomansSEPETA
where
n
(3) _
_ an — 1) (n — 2) ‘(a — 27 +
(2r)!
+1) tore 0, (6) =4
Verify that
Qnty
parte =] and m= (ES (c) Ti) =, T(x) = — +a, T,(x) = — i x + 98,
Here [x] meansthe greatest integer less than or equal to the real number x,
That is, [x] is that integer p whichsatisfies the inequalities T,(x) = poeta T(x) = Pe — Fat + at

pSu<pH+t. Note that originally| « | <1, since x = cos @. However, the polynomials
Thus, we have given in (a), (b), and (c) are defined for all x, —0 <<” <0,
x—1<[x] Sx. ‘25. Consider the’ set of complex numbers z = » + ty, the set of matrices of the
form : *y
For example, [.5] = 0, [1.58] = 1, [8] = 8, [—..578] = — 1,
[— 4.997] = — 5. The symbol [x] is to be read: the greatest integer in x, A= (_ y 4 ,
or bracket x. f (x). = [x] is called the bracket function. and the-one-to-one correspondence
23. Show that when z is a positive odd integer
x tie (_22).
K+1 (— Lyeer-t 222
—("P +b r— 3/2
(a) cos 2? = ) cogl™+2r—2k—-2) 6,
Denote this correspondence by A = 2*. Let 2, = x, + ty, and
r=l1
2r — 1 2r — 2
Ay, _— ( Xr, *) k=1,2.
and when x is a positive even integer ?

—IJr
(b) cos 7@ = (— 1)* cos'"-2*) 6 Define A, + A,, A,Ap, aA, a real, as follows:
kad Po
Y
Ao Ena (MIA 2) ~
cinetr—2k-2) Xp
1 + x eae AA, |
= ( HX — Vie ¥1Ye +
T 3)
+h ri (M5, 3 +) e0s % Ay + Aa = (yoy Hy + Xe — %Vq — XeVy MX Vi Vo

where aA=(_*%),
p= ODAC IP Lm — — 1) — ay ax
Show that
and the bracket function is defined in Exercise 22 above. (1) (21 + %)* = eft 23, (21%2)" = 2f%3, (az)*= az”
24, The Tchebycheff polynomials are defined by | | Note: The complex numbers form what is known as a linear algebra of
order two over the field of real numbers. In view of relations (1), we say
TA(x) = 2" cos n8, n= 1,2," that the linear algebra of complex numbers is isomorphic to the’ linear
where § = arc cos x or « = cos @, and further we define T,(x) = 1. Use algebra of matrices of the form A,
the result of Exercise 23 above to show that if x is a positive odd integer,
then

(a) T(x) =
n
Qn+1
.
(n41)/2 (

r=1
(ene P32) as
ar —1 2r —2
Xe .
and if # is a positive even integer, then

2
we
Point Sets,
Sequences, and
Mappings
2.1. POINT SETS ON THE REAL LINE AND IN THE COMPLEX
PLANE. The correspondence betweén the complex numbers and the points
in the plane, as well as the correspondence between the real numbers and the
points on therealline, is of importance in the theory of functions. In the ensuing
discussion, the concepts of point set and set of numbers will be used interchan-
geably. Sets of real and complex numbers will constantly be considered as
point sets on the line and in the plane, and vice versa. We shall now take up
briefly a few basic properties of point sets on the line andin theplanethatwill
be utilized in the forthcoming chapters.*
The terms aggregate, class, collection, and family are used synonymously
with the term set. The points of these sets will also be referred to as the elements
of the sets. A set S is a subset of a set T, written S < T, if every element of S
is an element of T. The expression S < is also read _Sis contained or included
in T. A‘nonempty set S is a proper subset of a set T, written SC T, if S is
contained in J and there exists at least one element of J that is not an element
of S. The expression SC r is also read S is properly contained or properly
included in T.
"Two sets, R and S, are said to be equal, and we write R = S if, and only
if, every element of R is an element of S and every element of, S is an element
of R. Thus R = if, and only if, RES and SER.
If Sisasubset of 7, then the set ofall points of T that are not in Sis called
the complement of S with respect to T. For example, if the set S consists ofall
real numbers x such that | «|< 1, then the complement of S, with respect
to the set T of all real numbers, consists of all real « such that | «| > 1. How-
ever, the complementof the same set S, with respect to the set T of all complex
* Much of the content of the next few paragraphs applies also to sets in
general.
AO
91 POINT SETS ON THE REAL LINE 29
~ gumbers, consists of the set of all real x such that |x| >1 and, in addition,
‘all z such that A(z) 4 0.
The union.of twosets, S and T, written SU T, is the'set ofall elements
"which belong either to S or to T:(or to both S and T). The intersection of two
“sets, S and 7, written Sm T, is the set of all elements which belong to both
Sand 7. For example, let.S be the set of.all real x such that 0 <x <2,.and
Jet T’ be the set of all real x such.that 1/2 <x <3. Then Sv T is the set of
all real x such that 0 S « S 3,sand SOT is the set of all real « such that
“4j2<#*# S2. ‘
Since there may not be any elements belonging to both of two arbitrary
sets S and; 7, it-is convenient to speak of the null or voidset, which has no
elements whatever. *.
_ The following observations are left as exercises for the reader. For sets R
S, and T, we have
COMMUTATIVE Laws. SU T=TUS and SOT=TOS.. |
Assocrative Laws., RU (SUT) = (R US)UT and
RA(SAT)= (ROS) OT.
Disrrigutive Laws. R A(SUT)=(ROS)U(RAT) and - .
RU(SAT)= Ru syaRun
If {S,}is a family ofsets,that is, « varies‘and for each o there is a set ‘of the
family, then by the union of the sets {S,}, written U S,, we mean the:set of
all points z contained in at least one of the’ S,. By the intersection of the sets
{S,}, written © S,, we mean thesetofall points 2 such that 2 is contained i4 n
all the S, where « varies over a givenindex set A. 2
Two sets S and T are said to be disjoint if their intersection is the null
set. For example, if S is the set of all'x such that | z| < 1 and T is the set of
all points z such that | z — 2| < 1, then S and are disjoint.
Theset ofall points ¢ on the real line suchthat « < ¢ < 6 (where we may
have a = — ©, 8 =, or both) is called an open interval and is denoted by
(c, B). In case « and f are finite, they are.called the boundary points of the
interval. The set of all points t, « St Sf, « and § finite, consisting of the
open interval a < é <8 together with its boundarypoints « and 8 is called
a closed interval, and is denotedby [«, 8]. In the sequel, when we writea <t <8,
we understand that « and f are finite and « < 8. The word interval will be used
_to designate the set consisting of an open interval with both, one, or none of
its boundarypoints. For example, the set ofall real points ¢ such thatO.< ¢ <1
is an open interval. Similarly, the set of all real ¢ such that —o <i? <5 is
also an openinterval.
* The sets considered in the sequel are nonvoid except where the context
clearly indicates otherwise. .
 ‘
30 POINT SETS, SEQUENCES, AND MAPPINGS
By an open interval in the complex plane: I = (a,, ao; by, b,) where ay, ag,
b,, and b, are finite, we mean the set of-all points z = x + dy such that
a <x" <a, and b, <¥y <b. It consists of all x interior to the rectangle
formed by the lines 'x = a,, y = b; (j = 1, 2). By the boundary ofan interval,
we mean theset ofall points z on the sides of the rectangle. An openinterval I
with its boundaryis called a closed interval. It consists of all z = x + iy such
that a4, S « S a,, by S y S b,. The word interval is used to denote an open
interval with none, some, orall of its boundary points.
Let S be any point set on therealline. A point ¢, is said to be a lower bound : . _ sets in the plane. Similar definitions may be formulated for points on therealline.
of S, if t; S ¢ for all t in S. A point t, is said to be the greatest lower bound of
S when the following twoconditions are fulfilled: (1) ¢, is a lowet bound of S —
and (2) if ty) > ¢,, then.t) is not a lower bound of S. The latter condition can
also be stated as follows: for any ty > ¢,, there exists a t in S such that t < ty.
A point #, is said to be an upper bound of S if t, => t for all tin S. A point ¢,
_ is said to be the least upper bound of S when the following two conditions are
satisfied: (1) ¢, is an upper bound of S and (2)if t) < tg, then ¢, is not an upper
bound. Again, this latter condition is equivalent to the following: if t) < t,, '
then there exists a ¢ in S such. that t) < ¢. For-example,if S is the set ofall
real ¢ such that 2? < 3, then ¢ = 2 is an upper bound while ¢ = 4/3is the
least upper bound. Similarly, ¢ = — 2 is alower bound, while t = —4/3
is the greatest lower bound.
If a set S of points on the real line has no finite upper bound, wesay that
the least upper bound is equal to , Similarly, if Shas no finite lower bound,
then the greatest lower bound of S is said to be equal to — ~, If the set S has
finite lower and upper bounds, then S' is said to be bounded, otherwise, S is
said to be unbounded. A set S is boundedif, and only if, there exists a constant K
such that | «| < K for all « in S. A set of complex numbers S is said to be
_ boundedif there exists a constant K such that | x | < K forall z in S. In other
words, all points of S lie within a circle with center at the origin and radius K.
By the diameter of a set S of complex numbers we mean theleast upper
boundof the set r,, = | 3, — 2% | for all z, and z, in S. If a set is bounded,
_ then its diameteris finite.
2.2. OPEN, CLOSED, AND CONNECTED SETS
Definition 2.2.1. A neighborhood of a point 2 in the complex -plane is
the set of all points z such that
[z—2%|<e,
where « is any given positive real number.
Weobserve that this definition asserts that a neighborhood of the point 2,
is given bytheset ofall points x whose distance from 2, is less than e, thatis,
theset ofall points z interior to a circle with center at z, and radiuse; it includes
the point z, and excludes the points on the circumference.
9.2 OPEN, CLOSED, AND CONNECTED. SETS 31
Weshall have occasion to consider a neighborhood of a point 2, with respect
|toaset S. By this we shall mean the set ofall points z of S such that | z —- 25 | <
for some « > 0. Thus,if t) is a point on thereal line, then a neighborhood of
"fy with respect to the.real line. is the set of all real ¢ such that |t—t| <e
for some ¢ > 0. Similarly,if ¢, is a point in a closed interval J = [t,, t)] on the
real line, then by. a neighborhood of t, with respect to J we shall mean the set
t _ of all real ¢ in J such that | t — t)| < « for some ¢ > 0.
In the remainder of this chapter, we shall state our definitions for point
A set S is said to be open (relative to the complex plane) if each point z
of S has a neighborhood which lies entirely in S. For example, the interior of
a circle forms an open set. Also, the entire complex plane, each of the half
planes Zz) > 0, A(z) < 0,4%(z) > 0 or.4(z) < 0 forms an open set. On the
other hand, the interior of a circle plus the circumference does not form an
open set, since no neighborhood of a point on the circumferencelies entirely
) — within the set. Observe that a set of real numbers may be openrelative to the
real line but not with respect to the complex plane; for example, theset ofall
real ¢ in the open interval10, 1). (See Exercise 2.2.1.)
Definition 2.2.2. A point Zo is said to be an accumulation point of a set S,
if every neighborhood of zy contains infinitely many points of S.
Thepoint2,itself may or may not belongto the set S. For example, suppose.
that S consists of the set of real points {1, 1/2, -,.1/n, -:}, then 2, = 0 is an
accumulation point of S but does not belong to S. Again, each point on the
circle | z | = M is an accumulation point of the set of points| z |< M, but
does not belong to that set. On the other hand, each point interior to the circle
|z| = M is an accumulation point of the set of interior points, and belongs
to the set of interior points.
Observe that in the above definition of an accumulation pointall that is
' _ really required is that every neighborhood of z) contains at least one point
of S distinct from 2p. For, if this condition is satisfied, then the neighborhood.
_|%—~ 2| < contains a point 2, 4 % belonging to S. Similarly, the neigh-
borhoodofall z such that | z — 2) | < | 2, — 2| contains a point z, belonging
to S whichis different from 2) and 2,. This process may becarried outindef-
initely. It follows that the neighborhood | z — Xo | <e contains an infinite
number of points of S.
A set S is said to be closed (relative to the complex plane)if every sccumule-
tion pointof SS is itself in S. For example,theset ofall points for which | z | = M,
|z| <M, or |z| = M (M =O)all form closed sets. In particular, the
_ complex plane is closed. The set of numbers x + zy with x and y rational is
not closed. Thesetofall points consisting of the point z = 2, with all the points
for which | z| < 2 is neither open nor closed. Also one may easily verify that
& . the null set is both closed and open. The union of a set S with the set of accu-
. tnulation points of S is called the closure of S.
 32 POINT SETS, SEQUENCES, AND MAPPINGS 33 SEQUENCES 33
A boundary point of a set S' is apoint, every neighborhood of which contains EXERCISES 2.2
at least one point of S and atleast one point not in S. The boundary points
of the set: consisting of all points z such that |z| <M, M > 0 are the points + A ‘Show thatthe. set of all real # such that0 <t < | is ‘open relative to the
on the circle | z | = M. Observe that no boundary point of an open set can real line, but not open relative to the complex plane.
_belong to the set; however,every boundary point of a closed set- belongs to a 2. Show that theset consisting of all the complex numbers is both open and
the set. closed.
A point2% is said to be an interior point ofa set S if there exists a neighbor-
#3. Prove that the complement of an openset is closed, and the complement of
hood of zg) containedin S, The interior of a set S is the set consisting of the
_ a closed set is open,
interior points of S.
#4, Prove that the interiot of a set is an open set, and that the closure of a set
Definition 2.2.3. A set S is said to be separated into the sets S, and S, is a closed set.
if (1) S, and S, are nonvoid,(2) S is the union of S, and S,, (3) S, and S, have
*5, Prove that the:union of any family of opensets is open,
no points in common, (4) S, contains no accumulation point of Sj, and (5) Ss
contains no accumulation point of Sj. +6. Show that the intersection of any family of closed sets is closed.
07, Let S,, be the open interval (— I/n, 1 + 1/n). Show that the intersection
Definition 2.2.4. A set Sis said to be connected’if it cannot be separated
1 Sn is the closed interval [0; 1].“Prove that the intersection of a finite
into two sets satisfying conditions (1)-(5) of Definition 2.2.3.
number of opensets‘is open.
Definition 2.2.5. An open connected set together with some, none, or ‘8. Let S,, be the closed interval [1/n, 1 — 1/n]. Show that U;, S, is the
all of its boundary pointswill be called a region. If none of the boundary points open interval (0, 1), Prove that the union of a finite number of“Soned sets
are included, the region will be called an open region or a domain. If all the is closed.
boundary points are included, it will be called a closed region.
9. Suppose that, {S,} is a family of connected sets having a commonpoint2.
EXAMPLE2.2.1. Describe geometrically the region in the z plane Show that the union S = U S,is also connected.
. determined by |z +7|<|2—1|, where zs =~ +74, 10. Let E be a connected set, and let F consist of the set E together with some
of the accumulation points of Z. Show that F is a connectedset.
Solution.
Describe geometrically the regions in the x planédetermined by the following
patil? =(z +i) (@$2) = (2418 —1) = 28 — Uz — 2) + l= 284+2y41. inequalities. - ,
Similarly, | 2 — 1.|? = 2% — 2x + 1. Hence | z + 7| < |2z—1 | is equivalent to
y < —«x. Thus the region lies to the left of the line y = — x as shown in
‘UL [s—1{ sl “12. [|2-—1|21
. Fig. 2.2.1. “13. A(z) > 0. “14, 0 <F(z) < 2m. GRILE\,
15. [22-1] <1. 16. |2?9—1|/ <5. as S
17. Az?) = 9. 18.(2%) = 9. ‘S dal?
19.2S|z-1|54.° 20. |z—-1|S4|/z—-2|. /& gic
21. A(z —1) <|al. . 2. |x—1[t|e4+1] S48 ofS
23. 0 <argz < 2/4. 24. 0 < Az) < 20. ‘S Blal:
25, |a@—2| <1. 26. |2—2|<|#+2) (8 2] £
27. |1—2| $31 —|2). %|z-1-2/<3) \S ¢&
29. |x —2| S2|z-2i|, 30. Afze-YiSteXel > 7

2.3. SEQUENCES. A_ sequence {z,} of complex numbers is defined by

assigning to each integer n (n = 1, 2, --*) a complex number z,. The point z,
is called the nth term of the sequence. Two sequences {z,} and {w,} are the
Fic. 2.2.1. Region y < — x. . sameif, and only if, z, = w, for all x. For example, the sequences {1, 2, 3, 4, -+:}
\
34 . POINT SETS, SEQUENCES, AND MAPPINGS ' 9,3 SEQUENCES . 35.
and {l, 1, 2, 3, 4, +++} are not the same, even thoughtheset of points S involved, Proof. Suppose that « > 0. Then since the sequence {z,} has a limit,
in the sequence is the same-in each case, namely, the set of all positive integers, . there exists an N such that | z, — %)|<e for all n > N. Consequently,
A subsequence of a sequence {z,} isa sequence{z,,} whose termsare selected “|8m — &o| <e for all m > N, : ‘
from the terms of the original sequence and are arranged in the same order,
That is, (1) to each term z,, of the subsequence {z,,}, there corresponds a. Definition 2.3.3. A’sequence{z,,} is saidto be boundedif for some constant
term. z, of the original sequence {z,} such that z,, = 2, and (2) if 2, and~ M, | 2,| <M for all 2. ;
3x, j <k, correspond, respectively, to 2, and zj, then p < q. A boundedsequence need not converge. For example, {(— 1)"} is a bounded
sequence which does not converge. However, the converse of this proposition
Remark 2.3.1. Observe that if {z,,} is a subsequence of {z,}, then for - ’ is: true.
each m, 2, = %, for some n = m.,

Definition 2.3.1. A sequence {z,} is said to be a Cauchy sequence if, for — ——T.HEOREM 2.3.2. If {z,} is a convergent sequence of complex numbers,
every « > 0, there exists an integer N (depending upon ¢) such that then {z,} is bounded.
The proof is left as an exercise for the reader,
| &n — Bm| <<
Definition 2.3.4, A sequence {z,} is said to have an accumulation point &>
for all mm > Nandn > N. if given any neighborhood N(z,) of 2, an infinite number of terms of the
Definition 2.3.2. A sequence of complex numbers {z,} is said to converge sequence are contained in N(2,).
to-2, or to have the limit 2, and we write
Observe that a sequence may have an accumulation point and yet it may
, lim %, = % OF 2%, —> &% (2.3.1) not have a limit. For example, the point z, = 1 is an accumulation point of
the sequence
if for every ¢ > 0, there exists an integer N such that
1 1 1 11 1. 1 “I
|%,—2%|<<« for n>WN. (2.3.2) Pty 2taltz2tgltg2tgltg2t e .

Geometrically this meansthat all points 2,, > N, lie within a circle of This sequence, however, has no limit since the terms 1 -+ (1/n) (n = 2,3, ++)
radius'e« and center at z) as shown in Fig. 2.3.1. approach | while the terms 2 + (1/n) (n = 2, 3, -+-) approach 2.
If the sequence fails to converge, it is said to diverge. Observe also that a sequence may have accumulation points, although the
set of points used in the sequence has no accumulation ‘points, For example,
Y the sequence{1, 2, 1, 2, 1, 2, -+-} has 1 and 2 as accumulation points. However,
the point set {1, 2}, consisting of all the points used in the sequence is a finite
set and hence does not have an accumulation point.

——THEOREM 2.3.3. Let {z,} be a sequence of complex numbers, where

Bm = Xy +yn (a = 1,2, ++). A necessary and sufficient condition that {z,}
converge to the limit 2) = xg + iyo is that

lim #, = %9; dim yn = Yo. ~ (2.3.4)

NOD |
—> x
oO
LG
Proof. Necessity. Suppose that the sequence has a limit & Then from
Fic, 2.3.1 Definition 2.3.2, we have for any given « > 0

THEOREM 2.3.1. If a sequence {z,} has a limit 2, then for every |2,—2%|<e for a>N.,
subsequence {z,,} of {z,}, we have
Using(1.4.2) we obtain. |
lim 2, = 2
mre
(2.3.3)
| #%, —%9| S| %—x%| <<, |¥n —Vol S| 2, —%| <e for n>N.
 . 5 ~ . ‘ . *

36 POINT SETS, SEQUENCES, AND MAPPINGS ‘9.4 SOME FUNDAMENTAL PROPERTIES 37

Hence (1) DEDEKIND Cur Property. If the real line is decomposed into two non--
lim «,,.== »0»
now” jim
1Yn == Yo Vo. empty sets S, and: S, such that t, < ¢, for every point ¢, in S, and ¢, in S,,
~ then either S, has a least upper bound in S, or S, has a greatest lower
Sufficiency. Suppose that the twolimits ii n (2.3.4) exist. Then for a given bound in S,. : ’
« > 0, N can be chosensufficiently large so that This implies the existence of a point t) in S, or Sy such that f, is
simultaneously the least upper bound of S, and the greatest lower bound
| #_y — % |< €/2, |Yn —Ho| < ¢/2 for n> N. of S,. All points ¢, less than ty are in S, and all points t, greater than fy
"are in So.
Using (1.4.3) we obtain |
2) Tue DEDEKIND PROPERTY. Every bounded set of real numbers has a
| 2n— | S|, — | + lon —| <e for n>N. least upper bound and a greatest lower bound.

Therefore the given sequence {z,} has the limit 2) as the theorem requires. (3) THE ComPLeTeNEss Property. Every Cauchy sequence of real numbers
has a limit. _

EXERCISES 2.3
1. Show that if a sequence of complex numbers {z,} has an accumulation
point 2», then there exists a subsequence{z,,} of {z,,} such that lim 2,, = 2%.
. .
(4) THE BoLzaNo-WEIERSTRASS PROPERTY. Every boundedset of real numbers
containing an infinite numberof points has an accumulation point.
(5) THe Nestep INTERVAL PRopeRTY. Given a nested sequence of closed
intervals,* that is, a sequence of closed intervals J,, J, J, +**, such that
mMmr>en

Ina € I, (n = 1,2, ++°), then there exists at least one point common to
2. Show that a point 2, is an accumulation pointof a set S of complex numbers
all of the intervals.
if, and only if, there exists a sequence {z,} of distinct points in S such.
‘that lim z, = 2%.
nro These five properties can be shown to be equivalent, that is, any one of
3. Let Sj, S:, S3, 1+ be a sequence of sets such that diameter (S,) > 0 them can be derived from any one of the others. In view of Remark 1.4.2,
as m—» o, Show that there cannot be more than one point commonto analogs of properties (1) and (2) for-complex numbers do not exist. On the
all the sets of the sequence. other hand, weshall see that properties (3), (4) and (5) may be extended without
difficulty to the system of complex numbers.
4. Show that if a sequence {z,} has a limit, then it is a Cauchy sequence.
5. Show that if a set S' is not bounded, then there exists a sequence{z,} of THEOREM 2.4.1. Every Cauchy sequence of complex numbers has a
points in S such that | z, — z,| 2 1 for all m and n,m 4 n. limit.
6. Show that any sequence {z,} such that | 2, — %m | = 1 for all m and n,
Proof. Let {z,} be a Cauchy: sequence of complex numbers, where
m £ n, cannot have an accumulationpoint.
7. Show that if a sequence {z,} converges to 29, then the sequence {£,,}, where Bn = Xq + Vn (m = 1,2, ++).

1 n
By (1.4.2) | a@m_— %,| <|2%m—2%n|, and hence for any « > 0, there exists
an integer N such that | x, — %,| < «when m > Nandn > N. Consequently,
also converges to Xp _{%p} is a Cauchy sequence, and by the Completeness Property for real numbers,
has a limit xp.
/‘8. Prove Theorem 2.3.2.
Similarly, {y,} has a limit yo. By Theorem 2.3.3, the sequence {z,} has the
limit 9 = xp + 1Yo-
2.4. SOME FUNDAMENTAL PROPERTIES OF THE REAL AND
COMPLEX NUMBER SYSTEMS. Weshall state without prooffive funda- ——THEOREM 2.4.2. Every bounded set S.of complex numbers containing
mental properties of the real number system. * :an infinite number of points has an accumulation point.

* See L. Graves, The Theory ofFunctions ofReal Variables, 2d ed., Chaps.II-III. * According to the convention made in Section 2.1, closed intervals are
New York: McGraw-Hill, 1956, bounded.
38 ~ POINT SETS, SEQUENCES, AND MAPPINGS
Proof. Let S be the given set of complex numbers and let {z,} be a
sequence of distinct points in S, Since S' is bounded, there exists a constant M
such that | z, | < M forall x. By (1.4.2), we have also| Xn |< Mand|y,| <M,
where 2, = X, + ty, Thus, {«,} and {y,}'are bounded sequences. Consequently .
{see Exercise 2.4.4) the sequence {x,} has an accumulation point Hoe Hence
(see Exercise 2.3.1) there exists a subsequence{x,,} of {x,,} such that x,, —> xp.
Let {z;,} and {y/,} denote the corresponding subsequences of {z,} and
{yn}. Since the subsequence {y;,} is bounded, it has an accumulation point yp.
Hence, there exists a subsequence {y,} of {y;,} such that y, — yp. Let {x,}
and {z,} be the corresponding subsequencesof {x/,} and {z;,}. Since a, > 9;
it follows from Theorem 2.3.1 that x, — x», and consequently
at ae o ff .
By = Xp + Wy, —> Ky + Yq = Bo
Since theterms of the sequence {z,} are all distinct, so are those of the sub-
sequence {z,,}, and hence (see Exercise 2.3.2) 2, is an accumulation point of S.
THEOREM 2.4.3: Let {I} be a sequence of closed intervals in the.
plane such that J+) cI(m7 = 1, 2,- **). Then there exists att least one point
commonto all the intervals of the sequence.
Proof. Suppose that Jconsists of all z = x + zy such that
(n} Sx Sam
am (n) and (n) Sy Sh.
bin (n)
Since (+) < I(n = 1,2, ++), it follows that
a Sale) Saand 6somcom =f = 1, 2).
Let J™denotethe set ofall « such that a <x Sal”. Then {]‘™} is a nested
sequence of intervals on thereal line, and by the Nested Interval Property for
real numbers, there exists a real number x) such that a\” < x) < a!”forall n.
Similarly, there exists a real number yo such that bf”< yy < ai for all x.
Consequently, the point z) = %» -+ zy, is contained in every interval le,
EXERCISES 2.4
1. Show that every set S of real numbers hasa least upper bound and greatest
lower bound, finite or infinite.
2. Suppose that A is a set of points on thereal line. Show that A is an interval
if, and only if, it has the following property: Given any two points t, and t,
in A, then the set of points t such that t; S ¢ S #,is also in A.
3. Suppose that Jj, J,, Ig, :«+ is a sequence of closed intervals in the plane
such that [,,,, SI, and diameter (J,) + 0 as n —> ©, Show that there exists
a unique point 2) common. to all J,.
9,5 COMPACT. SETS , 39
_ 4, Prove that if a sequence {x,} of real numbers ii s bounded, then it has an
accumulation ‘point.
4, Show thatif S is a bounded set of complex numbers, then any sequence
{z,} in S has an accumulation point.
6. Show that a bounded sequence of complex numbers {z,} has only one
"accumulationpoint 2,if, and only if, jim By =F Bo.
7, Show that a set J of points on the real line is connected if, and only if,
Tiis an interval.
,. 2.5. COMPACT SETS. An especially important role in the theory of
functions is played by sets that-are both bounded and closed. Such sets are
. called compact sets. For example, a closed interval J = [«, 8] on the real line
is compact; and so is the set of all complex numbers z such that | z |< M
(M constant).
——THEOREM2.5.1 (Heine-Borel). Let S be a compactset. Supposethereis .
a family {G,} of open sets such that each point of S is contained in at least
one of the G,. Then there exists a finite subfamily {G,3 (j = 1, 2, +++, 2) of
{G,} such that every point of S is in at least one.of the Cu
Proof. Suppose that nofinite subfamily of {G,} covers S. (That is, there
is no finite subfamily {G,a j = 1,2, +++, 2 of the G, such that every point of S
is in at least one of the G,D) Since |S is a boundedset, it is contained in some
closed square QO whose sides have length k, Subdivide Q into four closed con-
_ gruent squares, the length of whosesides is k/2. Then there must beat least
one of these, say Q,, such that nofinite subfamily of {G,} covers S 7 Q, (that
is, the part of S contained in Q,). Subdividing Q, into four closed congruent
squares with sides of length 2/22, then for at least one of these squares, denoted
~ by Q,, there is no.finite subfamily of {G,} which covers S A Q,.
Continuing this Process, we obtain an infinite nested sequence of closed
squares Q DQ, DQ, D + +, such that diameter (Q,) —> 0 and nofinite subfamily
of {G,} covers SO Q,,. By Theorem 2.4.3, there is a point z, commonto all _
the squares Q,,. This point is in S and hence contained in one of thesets of
{G,}, say G, . Since G, is an openset, there exists an « > 0 such thatall z
satisfying [2 —2%|< € are contained in G, . Furthermore, since 29 is con-
tained in all the Q, and diameter (Q,,) —> 0,it fellows that for 7 sufficiently large,
| — a) | < ¢ for every z in Q,, and thus Q,, is contained in G, . Hence G,
covers SQ,This contradicts the condition that nofinite subfamily of iG}
covers the part of S contained in any Q,,. Thus the theorem is established.
——THEOREM 2.5.2 (Bolzano- Weierstrass). ‘Aset S is compact if, and only
if, every infinite subset of S has an accumulation point in S.
 40 POINT SETS, SEQUENCES, AND MAPPINGS
Proof. The theorem holds trivially for’ sets containing only a finite
number of points, since such sets are compact. (See Exercise 2.5.1.) For the
remainder of the proof, let S contain an infinite number of points.
Suppose that S is compact, and let S, bea subset of S containing infinitely
many points. Clearly S, is bounded, and by Theorem 2.4.2 it has an accumula-
tion point %9. Since 2, is also an accumulation point of S and S is closed, z) must ~ corresponding terms of the two given sequences.
be in S.
Conversely, we shall show that if S is a set such that every infinite
subset of S has an accumulation point in S, then S is compact.
Weshall first show that S is bounded. For, if S were not bounded, there fas Bay i's
would exist a sequence {z,} of points in S such that | z_ — 2%, | = 1 for all m
and n, mn (see Exercise 2.3.5) and, consequently, this infinite set of points
in S would not have an accumulation point. (See Exercise 2.3.6.)
Next we shall show that \S' is closed. If there were an accumulation point Bp
of S which is not contained in S, there-would exist a sequence{z,} of distinct
points in S such that z,— 29. (See Exercise 2.3.2.) This sequence cannot
have an accumulation point other than 29. (See Exercise 2.4.6.) Thus, the infinite
' set of points z, in S would have no accumulation point in S. The theorem is
now established.
EXERCISES 2.5
1. Let S be set consisting of a finite numberof points. Show that S is bounded
and closed, and hence compact...
2. Let {S,} be a family of compactsets having at least one point in common.
Show that their intersection 4 S,, is also compact.
3. Showthatif Sis a compactset of real numbers, then it containsits greatest
lower bound andleast upper bound.
4. Let {R,}be a sequence of compact sets such that Ri41S R, (n = 1, 2, +).
Showthat there exists at least one point z, common to allthe R,.
’ below. Wefirst prove the following
5. Show that if a point set S has the Heine-Borel Property described in Theo-
, rem 2.5.1, then it is boundedandclosed.
6. Let I = [t,,¢3] be “a closed interval on the real line. Suppose that each
point ¢ in J is contained in a neighborhood N(t) belonging to a given
family {N(t)} of neighborhoods with respect to J. Show that there exists
a finite subfamily {N(é,)}, k = 1,2, +, 2, of {N(t)} covering I.
7. Let S bea boundedand closed set. Show that any sequence {z,} in S has
an accumulation point in S.
8. Show that the union of a finite number of compact sets is compact. . Hence {a,«,} is a null sequence,
. 41
2.6 ALGEBRAIC OPERATIONS WITH SEQUENCES ©
2:63: ALGEBRAIC OPERATIONS WITH SEQUENCES
Definition 2.6.1. Given two sequences {z,} and {w,}, then by the sum,
difference, product, and quotient.of the two sequences we mean the sequence
obtained by adding, subtracting, multiplying, ‘and dividing, respectively, the
In particular, if one of the two given sequences hasall its terms equal to
a constant c, we obtain the sum, difference, product, and quotient of the other
sequence and the constantc. Thus,if w and 8 denote, respectively,the sequences
se} and {w, Wp, tty Wry }, then
a B= {2% wh Wy, Bg Way; Bq Wns “hs
OB = {21Wy, SQW, **'; FaWn, oh, .
a Z By
a= i! wy we (w, #7 0,n = 12, (2.6.1)
CH = {C%4, CBg, **y CBny};
and so on.
Strictly speaking, the quotient of two sequences has a meaning only when the
divisor sequence contains no zero terms. However, when the divisor. sequence,
for example, {w,}, contains only a finite number of zero terms and if wy, is the
last zero term in the sequence, then by the quotient of {z,} by {w,} we mean
the sequence {2y4m/WnNim}, m = 1,2, °°
Definition 2.6.2. A sequence which ‘has a limit equal to zero is called
a null sequence.
If the sequence {z,,} converges to 2, then the sequence {z, — 2} is a null
sequence. We may write {z,} = 2 + {%, — %o}, which shows that any conver-
gent séquence may be written as the sum of a fixed number and a null sequence.
Conversely,if {z,} can be written as {z,} = 2) + {o,}, where {c,} is a null
sequence, then | z, — %)| = | a, | < ¢for n > N(e) and the sequence{z,} is
convergent. Here N(e) means that N depends on «.
Weshall utilize the concept of null sequence to establish Theorem 2.6.1
LEMMA 2.6.1. a) The product of a null sequence by a bounded
sequence is-a null sequence. (2)The sum oftwo null sequencesis a null sequence.
Proof. (1) Let the null-and bounded sequences be denoted by {a,} and
{a,}, respectively. Then there exists a constant M such that | a, | < M for
all n. Also, given an « > 0, there exists an N suchthat | a, | < «/M forn > N.
Thus |
| pQin | <M|ay | <My=« for n>N.
 42 _- POINT SETS, SEQUENCES, AND MAPPINGS 9,7 SERIES OF COMPLEX NUMBERS 43
(2) Let {8,} be a null sequence also. Then for n sufficiently large we have ‘Jence, the sequence{1/z,}is bounded. Since 2,, = % + a and Wy = Wy + Bus
"where {o,} and {8,} are null sequences, we have
oe < £forn > M6) and Bel <=5 forn >N,{é) Bn Bp Bott By 40%, — SoBn
Wy Wo Wy + B, Wy WM +B)
Hence for x > N(e) = max LN,(6); N,(e)], we have using (1.3.9) -
- Since Ww) % 0 and the sequence {1/z,} is bounded, we see that
Jon + Bul Sloml +1 <5 +5 =
Thus {«, -+ 8,} is a null sequence, and the lemmais established.
aera ~ fab
We+ Bn) WoW,
-js a bounded sequence. By Lemma2.6.1, {we, — %o8,} is a null sequence and
Remark 2.6.1. From the above lemma and Theorem 2.3.2 it also follows
that the product and difference of two null sequences. is a null sequence. wf * (Wo%q — zabr){
{ WW + Bn)
THEOREM 2.6.1. The sum or difference of two convergent sequences | is also a null sequence. Thus
is convergent, and the limit of the sum or difference of the two: sequencesis
the sum or difference of their limits; that is, if lim z, = 2) and lim w, = w), | | =| — #0 + null sequence,
Wo
lim (, + @,) = 2% — M%.- (2.6.2) , from which (2. 6.4) now follows.

Definition 2.6. 3. A sequence of complex numbers {en} i| s said to diverge

The product of two convergent sequences is convergent, and the limit to the limit ©, and we write
of the product is the product of the limits; that is, —
‘ +
lim z, = or 2%, > _ (2.6.5)
NO .
lim (% * @n) = % * Wo. (2.6.3) .
noe if, given any real number K, there exists a number N such, that
. The quotient of two convergent sequences is convergent, provided the , |%|>K for 2 >N,
sequence by which weare dividing is not null, and the limit of the quotient is
the quotient of the limits; thatis, Geometrically, this means that given any circle with center at z = 0,
. all the points z,, for x sufficiently large, lie outside this circle.
Bi Bo
lim =
nao Wy,
= T(t #0). - (2.6.4) Remark 2.6.2. In Section 2.12, we shall add a new point to the complex
. plane called “the point at infinity,” and we shall denote this point by the
‘Proof. The verification of (2.6.2) will be left as an exercise for the reader. symbol , We shall also define a system of neighborhoods at this point. It
Concerning (2.6.3). Let {z,} = 2) + {a} and {w,} = wy + {8,}, where will then be seen that if z, —> o in- the sense of our present definition, then
{o,} and {8,} are null sequences. Then given any neighborhood of the “point at infinity,’ there exists a number N
such that when 2 > N, z, will be in that neighborhood.
{Fn} = BM + {2Bn a Won + OB}.

By Lemma2.6.1 and Remark 2.6.1, {zo8, + wo%, + onB,} is a null sequence. 2.7. SERIES OF COMPLEX NUMBERS. Let %, 2), °',2,,'"° be a
- Hence (2.6.3) is established. sequence of complex numbers. The symbol Se
Concerning (2.6.4). Since w) 4 0, we may take « = | w)/2| and we have eq tater tate, (2.7.1)
e > 0. Since w,, —> wo, it follows that | w, —Wy | < ¢ for nm > N(e). Utilizing
(1.3.11) we have for n> N(e) denotes an infinite series of complex numbers. For convenience, we shall use

[205 | = |+ (Cy — a) | B | ey | — | ty — oya the equivalent symbol

an| -|3 Sn — | (2.7.2)
 45
44 POINT SETS, SEQUENCES, AND MAPPINGS q SERIES OF COMPLEX NUMBERS

to représent the series (2.7.1). Weshall denote the nth term of the infinite "Proof. From (2.7.4). and (2.7.5) we have
series (2.7.1) by z,
Oo”
The sum indicated ii n (2.7.1), which involves the addition of an infinite number
of complex numbershas, in itself, no meaning. In order to assign a meaning Dn = lim S, =S.and
nel
n>
>)w, =limT,= T,
n=l .-.
to the sum of such an infinite series, we consider the associated sequence of °
partial sums S,, S,, «+, S,,, °+, where ‘where Sy == %1 + 8+ --g, and T, = w, + wy+- +-Wp. From Theo-
‘yem 2.6.1 we obtain
S, = 2
So = % + 2° YG + Wp) = lim(S, +T,) =S+T.
soe le ee (2.7.3) . n=l

Sp = 81 + 2 fe +8, Also ~ /

> Fen = lim (kS,) = k lim S, = RS.

nel N20 n-00
The series B,, %p maybedefined as the pair of sequences {z,} and {S,}. 3

oye . oo :
Definition 2.7.1. The series Z,,_, 8, of complex numbers is said to be
, : * ——THEOREM2.7.3. A necessary and sufficient condition for a series
convergent, or to converge, if there exists a finite number S such that De12n of complex numbers to converge is that for every « > 0 there exists
an integer N such that
lim S, = 8. (2.7.4)
|S, —S, | = | Ba. + Snag bo + em| <e€ for m>n>N.-
(2.7.8)
S is then called the sum of the series, and we write
Proof. The theorem states that a sequence {S,} of partial sums has a
_ limit if, and only if, it is a Cauchy sequence. Now, if {S,} is a Cauchy sequence,
By, =. (2.7.5) then by Theorem 2.4.1 {S,,} converges. Conversely, if the sequence {S;,} has a
n=l
limit, then it is not difficult to show that it is a Cauchy sequence. (See Exer-
cise 2.3.4.)
The series is said to be divergent, or to diverge, if limS, either does not
exist or is infinite.
——THEOREM 2.7.4. A necessary (but not sufficient) condition ‘for a
series D,-) %, of complex numbersto converge is that
THEOREM 2.7.1. A necessary and sufficient condition for. the series
Yna1 %n to converge to the sum S is that lim z, = 0.
N20
(2.7.9)

S Aa,) = AS) and ¥ H(z) = (5). (2.7.6) Proof. Suppose that the series converges to S, thatis,
n=l n=l
(,
lim S, = S.
NIO
The proofis left as an exercise for the reader.
Then
lim 2, = lim(S, — S,) = S.— S = 0.
——THEOREM 2.7.2. If N20

Note that condition (2.7.9) is not sufficient to guarantee convergence.

Sx, =8 and Su, = T, For, we need only observe that the harmonicseries Di, l/n satisfies this
n=l n=l condition, yet is not convergent.
then
Remark 2.7.1. The above theorem may also be interpreted as saying
-that if the mth term of theseries Dee 2, a8 nm —» © does not converge to zero,
> (%, + Wp) sg +T and > hz, = RS (k constant). (2.7.7)
n=1 : n=l “then the series D,_,Rn diverges,
 46 POINT SETS, SEQUENCES, AND. MAPPINGS: SERIES OF COMPLEX NUMBERS 5 47.

Definition 2.7.2. A series ret 8, of complex numbers is said t calculus, and will.be left
“The proofiis. similar to that given in elementary
converge absolutely or be absolutely convergentif the series Drei |2,, |is convergent, n exercise for the reader.
Remark 2.7.2. In case L = 1, the given series may converge or diverge.
THEOREM 2.7.5. - If the series D,_, , of complex numbers converge
absolutely, then D,,_, 2, converges. Consider ¢he harmonic series of order pi Xyeny 1/n?. Observe that thelimit of
atio is 1. One can easily verify that this series will converge for p > 1
Proof. ‘The theorem follows from the Cauchy criterion (Theorem 2.7.3) and diverge forp Sl.
F i 3. h
of ing ( 3.10), we have les
‘VYAMPLE 2.7.1. ‘Test the series ret inn for absolute convergence.
[Znga bee + 2m] S | Fns\| t+ + | Bm |. ‘Solution. | &n43/%n| = 1(n + 1). Hence
If the series Xz, converges absolutely, then for each « > 0 an N, depending |
* Sn+1
upon e, can be found such that lim == = 0,
no] Bp

l@rarlto + lami<e form>n>QN, and the series L,,.,7"/n! converges absolutely.

and, a fortiori, we have
/pxAMPLE 2.7.2. Test the series ¥,,-,1"/n for absolute convergence.
Snap boc bey il <e form>n>N. . ,
Solution. | %n43/%_ | = n/(a + 1). Hence
Thus the series Xz, converges.
Note that the converse of the above theorem is false. We need only to 7 lim 2242 = 1,
observethat the series X°_, (— 1)"*1/n is convergent, but: not absolutely. ;
Other useful tests for convergence of infinite series of complex numbers . and the test fails.
will now be given. "Let 2, = %, + ip, where 2, = 7"/n. Then

“2S
OA (__t\r — |)r-1
1) aid Yon =Gey:

bas
—— THEOREM 2.7.6 (Comparison test for convergence). If | 2,| S| w, |
for all n > N, and the series X*_, | w, | converges, then the series Y2_, z,is =i

absolutely convergent.
Eachof these alternating series is convergent, thus the given series is convergent;
Proof Given ¢ > 0,there exists an integer N > N such that however, neither of the above two. series converges absolutely, since they both
-form harmonic series. Hence, the given series does not converge absolutely.
‘a wee m Se Wy ve t'| wy fi > N,
[emir | Fo tm] S| naa | bo +L em | <e on Using the distributive law (1.1.6), we know that the product of two finite
since the series 2 w, converges absolutely. Hence, the series ¥ z, also converges sums Drea z, and D,,_, #, can be obtained by multiplying the two sums term
absolutely. ‘by term. To what extent is this true of infinite sums? An answer is given by
\ e following theorem:* ,
—THEOREM 2.7.7 (Ratio test). If.
—THEOREM 2.7.8. If the series L,-,2%, = S and Lj1W, = T are
lim 22+ =L, -absolutely convergent, then the series
NO Bn

then
> (24Wy +b Sena Foote + Sp_1We + FM) © (2.7.11)
f#L< 1, > z,, is absolutely convergent, and n=l ~

n=l
Iso converges absolutely and has the sum S - T.
(2.7.10)
ifL > 1, > &, is divergent. - *See K. Knopp, Theory and Application of Infinite Series, pp. 146-147.
London: Blackie 1951).
n=l ?
 48 POINT SETS, SEQUENCES, AND MAPPINGg@ 9,8 UPPER AND LOWER LIMITS 49
The expression given in (2.7:11) is called the Cauchy product. of the tw, _ provided that for every real number N, Xn >> N for infinitel
y many 7. Also
given series.
So far, we have used the triangle inequality for finite sums. We wouk lim x, = —, (2.8.4)
n~r00
like to inquire whether inequality (1.3.10) can be extended to infinite series coe
An answeris given by the following provided that for every real number N, x, < N for infinitely many 2.

THEOREM2.7.9. Ifthe series Line &n Of complex numbers converge EXAMPLE 2.8.1.Let us verify that
absolutely, then
oO tim
a (1 + sin (=
5-)| =2, lim [1 + sin (5*)] = 0.
dF <P ll. | (2.7.12 .
2 .
N20

nel

™ Solution. Let x, = 1 -+ sin (n7/2). Then

The proofis left as an exercise for the reader.
Snr = 2, k=0,1,2,°°,
Xn = 1, k= 1, 2, a)
EXERCISES 2.7 Xaneg = 0, k=O0,1,2,-
1. Show that for any positive integer N, the series ret %, converges5 if, and:p.. Hence
only if, the series Dy x, converges. : cp iim*, = lim0 yey = 2, lim «, = lim Sats = 0.
2. Prove Theorem 2.7.1. noe nw
3. Prove Theorem 2.7.9.
EXAMPLE2.8.2. Let us verify that

2.8. UPPER AND LOWERLIMITS. In Chapter 6, we shall discuss the |.

fe Hig
more
a 0] =0, nO
tim (— 140 =n] = —o.
concept of the radius of convergence of a power series Leo €,(% — op)"
A very useful formula for evaluating the radius of convergence will be given. Solution. Let Hy = (— 1j*n — 2, Then
in terms of the “upper limit” of a sequence of real numbers. If-a sequence {x,} : : : Xeni = 0 k =0,1,2,°*,
of real numbersis bounded from aboveand has one or more accumulation points,
the least upper boundofall the accumulation points is called the upper limit ¥oy = — 4k, k= 1, 2,0
or limit superior of the sequence {x,}. Denoting it by. 8, we write ‘Hence
lim x, = B. (2.8.1) : lim x, = lim,D Xenia = 0, lim «, = limD gy, = —
n> / NIw ¢ N20

Similarly, if the sequence {x,} is bounded from below andhas one or more. ' - EXAMPLE 2.8.3
accumulation points, the greatest lower bound ofall the accumulation points © — ;
is called the lower limit orlimit inferior of the sequence {x,}. Denoting it by a, | iim [x sin (a)| — 0 lim [n sin (F)| — 0,
we write ; : 2 Se 2
lim x, = a. (2.8.2)
NO The following theorem will be used in connection with evaluating the
radius of convergence of a powerseries.
If the sequence {x,} is unbounded from above or from below, we may.’ Ps
‘extend the above definitions by introducing + © and — ~ aspossible limiting “f* ~—THEOREM 2.8.1 (Root test). Suppose that {z,,} is a sequence of complex
values. Wesay that numbers and
lim x, = +,
n20o
(2.8.3) jim V| 2,| = L.
50 POINT SETS, SEQUENCES, AND MAPPINGS 4,9 CONTINUOUS MAPPINGS . 51

Then | - 4, Suppose that the sequence {x,} of real numbers has finite lower limit a.
Show that given any « > 0, then |x, —a|<e for infinitely many 2,
ifL <1, > By is absolutely convergent, and and no numberless than « has this property,
n=1
(2.8.5) - §, Show that for a real numbera and a sequence of real numbers {x,} we
have lim,,.o %, == if, and only if, lim,,,, %, = lim, %, == 0
ifh > I, > 8, is divergent.
Fe

n=l 6. Supposethat lim,,.,., V7 2, | = L. Show that

Proof. Suppose thatL < 1. Letr bea positive number such that lL <r <1.
ifL <1, > %, is absolutely convergent;
Then, except for, at most, a finite number of 2, we have a/|| <7. (See n=1
Exercise 2.8.1.) Hence
‘ ve)

| &n| <7” when x = N for some N. ifL > 1, > 2, is divergent;

n=l :

Since the geometric series r¥ + rN+1 4 N+? + ... converges, it follows from if L = 1, thetest fails,
Theorem :2.7.6 that the series | z4| + | @yia| + | 2x42 |--+ + also converges,
97, Evaluate the following ligiits when they exist:
Consequently, the series D,.., | 2, | also converges. (See Exercise 2.7.1.) Thus,
the series DL,1%n converges absolutely.
(a) lim in (b) lim ee
yt
Suppose that L > 1. Hence there exist an infinite number of 7’s such
that V/|2,
[| 2, | > 1. (See Exercise 2.8.1.) Consequently, we have foran infinite
number of 2’s, | 2,.| > 1. _Henee, by Theorem 2.7.4 the series D>, %
diverges.
.
omar]
. |
at a
{in

Remark 2.8.1. When L = 1, the series may converge or diverge. For

(c) lim (=i)
Now
Din? nt + sty
+. 5i
4
tim
int + 5
3 2

. nro ne
- nm.

example, consider the series D,, 2, where x, = 1/n®. Then

« 8.. Test for absolute convergence and for convergence:
lim V[@_ 1 = lim 1/Va? = 1.
(2) Bm.
S apn
Op tt
© Davi ¥ ayn

wv
Consequently, (see Exercise 2.8.5)
oo in : 2, 14+a2\"
L=lim Vjz,| =1. O35
er © dmern ©) 2 7)

This series, however, converges for p > 1 and diverges for p < 1.
(g) Le (h>ap
21)8 (i) yo

! EXERCISES 2.8 2. log jn 00, a oO ni

() 2a= > (4) ew) > (=) “

1. Suppose that the sequence {x,} of real numbers has a finite upper limit 8.
Show that for any given « > 0, we have (a)X, > B — ¢ for an infinite number ay n n3 3n) yn

of n’s and (b) exceptfor, at most, a finite numberof n’s, we have x, < 8 + €. 2(eraeea) *
(m (n) 5EM
ee.
n=1
2. Formulate an assertion concerning the lower limit « of a sequence {x,}
of real numbers similar to that of Exercise 1 above concerning the upper
limit 8. ; , 29. CONTINUOUS MAPPINGS. ‘If to every point z of a set A there
is assigned a unique point w in a set B, we say that we have a mapping T of
3. Suppose that the sequence {x,} of real numbers has a finite upper limit f.
A into B, and we write
Show that given any « > 0, | x, — 8 | < « for infinitely many values of 1,
and that no number larger than 8 has this property. T: AB. (2.9.1)
 u,
52 POINT SETS, SEQUENCES, AND MAPPINGS
If w is the point in B assigned by the mapping T to the point z in A, we say ,
that z is mapped into w, and we write
w = T(2). a 0.92)
The point w is called the image of z, and the point z is called an antecedent
of w. Observe that while each point z in A has only one image point, a point.w
in B-may have more than one antecedent. This will occur when two distinct
points z, and z, in A are mapped into the same point w in B. For example, . °
if T assigns to every point 2 the point w = 2, then the points z = + 1 both
have the same image point w = 1. Note also that when T maps A into B,
there may be points in B which have no antecedents in A. If every point w
of B is theiimage under T of some point z of A, then we say that T maps A
" onto B. Note that when T maps Aonto B, B as well as A is exhausted,thatis,
every point in B has at least one antecedent in A.
If any two distinct points in A are assigned distinct image points in B,
then T is said to be a one-to-one mapping of A into B. If A, is a subset of A,
then theset of all w in B such that w is the image.of some z in A,,is called the
image of A, under T and is denoted by 7(A,). In particular, the set of all w
in B that are imagesof points in A is denoted by T(A). Of special importance
is the case when T maps A in one-to-one fashion onto B. Then we can form
a mapping which assigns to every point w in B its unique antecedent z under
the mapping T. This latter mapping, called the inverse of T, is denoted by
T-1, and we write
z= T-\w). (2.9.3)
Clearly, T-! maps B one-to-one onto A.
If T maps A onto a set B and B,is any subset of B, then the set of all z
in A such that T(z) is in B, is called the inverse image T-\(B,) of B, under the
' mapping T. In particular, if B, consists of a single point. w, then 7-(w,) is
the set of all x such that T(z) = w. Observe that the symbol T~* has been
used in two different but related senses.
Let 7, be a mapping ofa set A into a set B, andlet T,be a mapping of
the set B into a set C. Then, by the product T, = T,T, of the two mappings
T, and T,, we mean the mapping T; of the set A into the set C which assigns
to each point z of A the point ¢ in C obtained as follows: We take the point w
in B, which is the image of z under T,, and then find the image ¢ in C of the
point w under the mapping JT. That is
¢ = T(z) = T.[Ti(2)]. _ (2.9.4)
Weshall need the following
LEMMA 2.9.1. Suppose that T maps a set A onto a set B. Let B,
and B, be disjoint subsets of B, and let A, and A, be their respective inyerse
images under T. Then A, and A, are also disjoint. r
2.9 CONTINUOUS MAPPINGS 53
Proof If z were a point common to A, and A,, then w = T(z) would
be both in B, and B,, thus contradicting the hypothesis that B, and By are
disjoint.
Definition 2.9.1. A mapping T of a set A into a set B is said to be
. continuous if, for each point 2) in A and any neighborhood N(w,) ofits image
point wy in B, there exists a neighborhood of 2» which is mapped by T into N(w,).
If T is a continuous one-to-one mapping of a set A onto a set B such
that the inverse mapping 7-1 of B onto A is also continuous, then T is said
to be a homeomorphism, a bicontinuous mapping or a topological mapping of A
onto B. The sets A and B are said to be homeomorphic.
THEOREM 2.9.1. Let T be a continuous mapping of a set A into a
set B. If lim, jo Zn = 2p where the sequence of points {z,} and 2, are in A,
then
“tiny T(&n) = T(%). (2.9.5)
Conversely, if T is a mapping of a set A into a set B and limy,,0 T(%n) = T(%)
whenever lim,2n = %, with 2, and z, in A, then T is continuous.
Proof. Suppose that T is continuous. Let wdenote the image pointof 2,
-under T and let N(w9) be any neighborhood of wy. By Definition 2.9.1, there
exists a neighborhood N(z») of 2) which is mapped by T into N(w,). Thus,
if z, is in N(z), then T(z,) is in N(wo). Since 2, —> 2, 2%, is in N(z,) for n
sufficiently large. Conséquently, T(z,) is in N(w,) for x sufficiently large. Thus
Conversely, suppose that lim,,.. T(%,) = T(%) whenever lim,jc. 2, = %
If T were not continuous, then there would be a point 2, and a neighborhood
N of T(z) such that no neighborhood of z is mapped entirely into N. Thus,
for each n,the neighborhood of z, given by | z — 9 | < 1/n wouldcontain points
whose images are not in N. Let z, be such a point. Then | 2, — 2)| < I/n
and, consequently, z,, > %. Since T(z,) is outside of N, T(z,) does not approach
T(&). This contradiction shows that T must be continuous.
_~-— THEOREM 2.9.2. Suppose that T is a continuous mapping of a set A
onto a set B. If A is a connected set, then B is also a connected set.
Proof. We shall establish the theorem by showing that if B were not
connected, then A would also be not connected.
Suppose that B is not connected. Then from Definition 2.2.4, B is the
union of two nonemptydisjoint sets B, and B, such that neither of them contains
an accumulation point of the other. Let A, and A, be the respective inverse
images of B, and B, under the mapping T. Since the image of any point z in A
is either in B, or in B,, x must be in A, or Ag, and, consequently, A is the union
: - of A, and A,. By Lemma 2.9.1, A, and A, are disjoint. We shall now show
that neither A, nor A, contains an accumulation point of the other.
 54 ' POINT SETS, SEQUENCES, AND MAPPINGS
Suppose, for example, that the point z) in A, is an accumulation point
of Aj. Then (see Exercise 2.3.2) there exists a sequence {z,} of points in A,
such that z, — %. By Theorem 2.9.1, we have T(z») —> T(2). But this ‘is —
impossible, since 7'(z,) is in B, and T(z,) is in By, Thus, if B is not connected,
A is also not connected, and the theorem is established.
——THEOREM 2.9.3. Let T be a continuous mapping of a compact.set A
-onto a set B, Then B is also compact.
Proof. If B contains only a finite number of points, then B is compact.
(See Exercise 2.5.1.) It is, therefore, sufficient to consider the case when B
contains an infinite numberof points. We shall show that every infinite subset
B, of B contains an accumulation point in B. It will then follow by Theo-
rem 2.5.2 that B is compact. : ax=6b and ya=b
Let{z,} be any sequence ofdistinct points in B,, andlet {z,,} be a sequence
of points in A such that w, = T(z,) for all ». Clearly, the z, are distinct, and
since the set A is compact, the sequence{z,} has by Theorem 2.5.2 an accumula-
tion point z, in A. Consequently, by Exercise 2.3.1, there exists a subsequence
{zn} of {z,} such that 2), > 2. It follows from Theorem 2.9.1 that the sub-
sequence{w,,} of {zv,}, where w,, = T(z), has a limit w = T(z) in B. Hence,
the set B, has an accumulation point w, in B, The theorem is thus established.
THEOREM 2.9.4. Let T be a continuous mapping of a compactset A
into the real line, and let T(A) denote the image of A under T. Then there
exist points t, and t, in T(A) Such that t; St S ft, for all points ¢ in T(A).
Proof. By Theorem 2.9.3 T(A) is bounded and closed. By the Dedekind
Property of Section 2.4, T(A) has a greatest lower bound #, anda least upper
bound #,. Since T(A) is closed, it contains both t, and t,. (See Exercise 2.5.3.)
A nonempty set G is called a group if the following four conditions are
satisfied:
(1) There exists an operation that associates with each ordered pair of
elements a, b of G a unique element c of G. (The element:is also defined
when a = b.) This operation will be called multiplication and the element c¢
will be called the product of a and b, and we write c = ab. (The product ab
may depend uponthe order of the factors a and 6; ab, in general, may, not be
equal to ba.) , Thus, in both cases we get the sameresult.
(2) The multiplication is associative, that is, if a,b,c aré elements of G,
then-
(ab) ¢ == a(bc).
(3) The set G contains an identity element, that is, an element e such
that for every element,a of G
ae=—ea =a,
2.9 CONTINUOUS MAPPINGS. | 55
_ (4) For each element a of G there exists an inverse element, that is, an
element a=! such that
aa? = aa =e,
' (5) If besides the four conditions given above, the group’ also satisfies
the commutative law, that is, if for any two elements a and’b of G we have
ab = ba,
then the group is called commutative or abelian.
Remark 2.9.1.' It can be shown that in a group G each of the equations
has a unique solution with respect to the unknowns x and y. From this follows
. .
in particular, the uniqueness of the identity
. . .
and of the inverse element, since e,
is the solution of the equation ax = a, and the element a~ is the solution of
ax = e,
Let A be a nonempty set. We shall call any one-to-one mapping of the
set A onto itself a transformation* of the set A.
—THEOREM 2.9.5. Thecollection ofall transformations of a nonempty
set A forms a group under the operation defining the product of transformations.
Proof. Let T, and T, be two transformations of A, It is easy to see that
their product T, = T,7, is also a transformationof A.
Multiplication of transformationsis associative, that is, (7; T,)T, =T3(T.7)).
To prove this equality, we must show that (TT) Ti(z) = T,(T,7,)(z) for all
elements z of A. Now
(Ts12) Ti(z) = (T.T2) (Ty(2)) = T3(T(Ti(2)))
and
T;(T,T) (2) = 1,(T2T(2)) = T,(T,{T,(z))).
The identity for G is the identity transformation J defined by I(z) =2
for all z in A. The inverse of a transformation T of A is the transformation
I which transforms every T(z) of the set Ainto z. Hence,all the conditions
for a group are satisfied and the theorem is thus established,
. In Section 8.1, however, transformation is used interchangeably with
mapping. — :
56 POINT SETS,. SEQUENCES, AND MAPPINGS
EXERCISES 2.9
. Suppose that Tisa mapping of a set A onto a set B. Show that T is con-
tinuous if, and only if, for every subset B, of B, open with respect to B,
the inverse image A, is open with respect to A. , image z of any point ¢ in J is given by
. Suppose that T' is a,continuous mapping of a connected set S into the real
line R. Let « and f be image points under this mapping. Show that every
point in R lying between « and § is-also an image point.
. Let H and G be continuous mappings of the set A into the set B and of
the set B into the set C, respectively. Show that the product F = GH,
mapping the set A into theset C, is also continuous. , Intuitively, this definition of a curve* may be interpreted as follows.
. Suppose that T, is a one-to-one mapping of a set S, onto a set S,, and 7,
is a one-to-one mappingof S, onto a set S,. Show that the product T,; = T,7,
is a one-to-one mapping of S, onto S, and that Tj} = Ty1T;".
. Suppose that 7:' is a topological mappingof a set S, onto a set S,, and T,
is a topological mapping of S, onto a set S;. Show that the product T; = T,T,
is a topological mapping of S, onto S3.
. Show that if T is a topological mapping of a set A onto a set B, then a
subset A, is open with respect to A if, and only if, its image T(A,) is open
_ with respect to B.
. Show that if T is a topological mapping of a set A onto a set B, then a
subset A, of A is connected if, and only if, its image T(A,) is connected.
. Suppose that T is a one-to-one mapping of a set A onto a set B. Suppose
furthermore that if A, is a subset of A, open with respect to A, then the
image B, of A, is open with respect to B. Show that the inverse mapping
T—of B onto A is continuous, |
. Suppose that T is a continuous one-to-one mapping of a set A onto set B.
Suppose furthermore that if A, is any subset of A, open with respect to A,
then its image is open with respect to B. Show that T is a topological
mapping of A onto B.
10. Let S = UL, S;be the union of the disjoint subsets S,, and. let S’ = UE, S;
_ be the unionof the disjoint subsets S;. Suppose that T maps S one-to-one
onto S’. Suppose further that each of the subsets S; is mapped under T
into S;. Show that T maps each S, one-to-one onto S,
11. Let S be separated into the connected sets D, and D,, and let S’ be
separated into the connected sets Dj and Dj. Suppose that T is a continuous
mapping of S onto S’, Show that T maps D, onto D; and D, onto D,
or else T maps D, onto D, and D, onto Dj.
12. Let S be a collection of transformations of a set A having the property
that whenever T,, J, are membersof S, then Tyand T,7,are also members
of S. Show that Sis a group. (It is assumed that both A and S are not
empty.)
2.10 CONTINUOUS CURVES 57.
2.10... CONTINUOUS CURVES. Let I = ft, t,] be a closed interval on
the real line, that is, J is the set of all ¢ such that t; < ¢ < t, with t, and ty
finite. Let Cbe a continuous mapping of J into the complex plane. Then the
mapping C is said to represent a continuous curve or path in the plane. The
z= C(t).
However, we shall often write z = C(t) as
& = a(t). (2.10.1)
Supposethat a point x moves continuously in the plane during the timeintervalJ:
t, St St,. Then at each instant ¢ of the time interval J, the traveling point
occupies a definite position z = 2(t) in the plane. Thus we have a continuous
- mapping C whichassigns to each instant ¢ in J, a definite complex number
= a(t) denoting the position of the traveling point at that instant. The
mapping C thus gives the motion of the point during the time interval J.
EXAMPLE 2.10.1. Suppose that the position z of a moving pointis
given by oe
a(t) = cos 2mt + isin 2zt, Ostsi. (2.10.2)
Then as ¢ varies from0 to 1, the moving point travels once around the unit
circle in a counterclockwise direction.
Now consider a moving point whose position z = a(t) at each instant ¢
is given by
a(t) = cos 4at + isin 4nt, OSiS1. (2.10.3)
Then as ¢ varies from 0 to 1, the point will travel around the unit circle twice
in a counterclockwise direction.
Although the locus of the travelingpoint, namely, the set of points on the
unit circle, is the same in (2.10.2) as in (2.10.3), the path is said to be different
in each case. For, in (2.10.2) the point traverses the unit circle once, whereas
in (2.10.3) the unit circle is traversed twice. If we now let C, and C, denote,
respectively, the mappingsof the interval [0, 1] given by (2.10.2) and (2.10. 3),
then even though the imageof the interval [0, 1], namely, the set of points on
the unit circle, is the same inboth cases, nevertheless the mappings C, and C,
are considered to represent different curves.
Consider, however, the path traced by a moving point during the time
0 St S 2, whose position at each instant t is given by
a(t) = cos 2mt + isin 2nt, 0Ost<2. (2.10.3)
' * Here and in the sequel the curves under consideration are understood to be
continuous, except where the context clearly indicates otherwise.
58 POINT SETS, _ SEQUENCES, AND MAPPINGS
It is clear that although the motion of the traveling point given in (2.10.3). is
different from that in (2.10.3)’, the path traced by the moving point is the same
in both cases, namely, in each case the unit circle is traversed twice in the
counterclockwise direction. We say that the mappings given by (2.10.3) and.
(2.10.3)’ represent the same continuous curve.
Moregenerally, a point traveling during the time interval I: «< t<Bp
according to the law z = C(t), and a pointtraveling duringthe time interval J’:
« <2t’ <p’ according to the law xz = C’(#’), are said to describe the same path
if for every ¢, and t,in I witht, < t,, there correspondpoints ¢; and ¢, in J’ such
that (a) t) < £3, (b) C(t,) = C’(#)), (©) C(tz) = C'(é,) and (d) the correspondence
between the set of points ¢ in J and thesetof points t’ in J’ is one-to-one.
Equivalently, if the continuous mappings C and C’ map respectively,
the closed intervals J: « St < B and I’: « <i?’ S P’ into the plane, then, C
and C’are said to represent the same curve, if there exists a topological mapping
T of I onto I’ with T(a) = a’ and T(8) = f’ such that C is the product ofthe
mapping T followed by the mapping C’, that is, C = C’T’
The mappings #@ and.¥ which respectively assign to everyy point z=x+y
in the plane the real numbers x'= 4(z) and y =.4(z) are clearly continuous.
Hence, the product mappings #C and. ¥C which assign to every point ¢ in I
the points x = A[C(t)] and y = 4[C(E£)] are also continuous. The image points
of t under these mappings are usually denoted by
x= x(t) and y = y(t). (2.10.4)
Definition 2.10.1. Let C be a continuous mapping of the closed interval
I = [t,, tg] into the plane..Let t) be any point in J, and let 29 = C(t) be the
image of ¢). Then by a neighborhood of 2, along the curve C, we mean the'set
of all sy = C(t), with t in a neighborhood N(t)) of ty with respect to the inter-
val I, (See Fig. 2.10.1.)
Definition 2.10.2. Let C be a continuous mapping ° the closed interval
I = [a, 8] into the plane. Let a =% <t, <i, < = B be a sub-
z(tp)
fo
! b
f; N(to) to
Fic. 2.10.1. Neighborhood Along a Curve.
2.10 CONTINUOUS CURVES 59
division of J, and. let J, denote the closed intervals [#,_,, til, ke l,2Qeoyn
Suppose that C maps each interval J;, onto a line segment. Then the curve
respresented by the mapping is said to be a polygonal curve or a polygonalline.
In the following theorem we shall prove a characteristic property of open
connected sets which is often used to define a domain.
——THEOREM 2.10.1. An open set D is a domain if, and only if, any two
points in D can be joined by a polygonalline lying in D.
Proof. Suppose that any two points in D can be joined by a polygonal
line lying in D. Let 2, be a fixed point in D. Then is the union ofall poly-
gonal lines in D joining 2, to the points of D, Each such polygonal line is a
connected set. (See Exercise 2.10.2.) Since the union of a family of connected
sets having a commonpointzy is also connected (see Exercise 2.2.9), it follows
that D is connected.
Conversely, suppose that Dis a domain and let z, be any point in D.
Weshall show that any other point z in D can be joined to 2, by a polygonal
line in D. For, suppose to the contrary, that there is some point z, in D which
cannotbe joined to 2, by a polygonal line in D. Let D, and D, denote, respectively,
the set of all points in D which can and which cannot be joined to 2,. (The
point 2, itself will belong to D,.) It is not difficultto see (see Exercise 2.10.6)
that if a point z in D can be joined to z, by meansof a polygonalline in D,
then there exists a neighborhood N(z) of z, contained in D, such that every
point of N(z) can bejoined to z, by a polygonalline in D. In other words, if a
point z belongs to D,, then there exists a neighborhood N(z) of z such thatall
points in N(z) are in D,. It follows that D, contains no accumulation points
of D,. Similarly, if a point z belongs to D,, then there is a neighborhood N(z)
of x such that all points in N(z) are in D,, It follows that D, contains no accu-
. mulation points of D,. Thus D is separated (in the sense of Definition 2.2.3)
, . into the sets D, and Dy. Since D is aconnectedset, this is not possible. Hence,
all points in D can be joined by a‘polygonalline in D to the point 2,. Since 2,
is an arbitrary point in D, the theorem is established.
The following lemmawill be found useful and the proof will be left as
an exercise for the reader. (See Exercise 2.10.8.)
LEMMA 2.10.1. “Let C: 2 = a(t), where ¢ is in the closed interval
I = [a, f], represent a continuous curve. Let each z = a(t), t in J, be contained
in some domain D;(where the D, are notnecessarilyall distinct), Then there exists
a finite subfamily D,,j = 1,2, ++, k of {Dj} where the intersectionsDs AD,
jl
are not empty, and ‘a subdivision of I given by: a = ¢5 < i<- Ls ti es B
such that if I’; denotes the curve given by z = a(t),4, St < t,, then I;
is contained in D,.
j
60 . POINT SETS, SEQUENCES, AND MAPPINGS 2.12 STEREOGRAPHIC PROJECTION 61
. The only change to be madeis that expressionsof the type| z — 2,|, denoting
EXERCISES2.10 _ the distance-between. the two. points and 2, in the plane, are to be replaced
by ‘the distance given in (2.11.1), between the points P and P° in E,. This
1. Let x, = C(é)) be a point on the curve represented by the continuous —
also applies to the theorems concerning mappings, point sets, and sequences
mapping C, and let N(z9) be a, neighborhood of g, in the plane [that is,
in the plane proved in the previous sections. However, some of the theorems
N(z,) is the set of all z such that | z —.2)| < ¢, « > 0]. Show that there
in Section 2.6, such as those relating to division of one sequence by another,
exists a neighborhood of 29 along the curve which is contained i1 n N(z).
apply only to sequences of complex numbers.
2. Show: that the set of all points z on a continuous curve is connected, In the next section, we shall be concerned with sets of points in three-
3. Let {D,} be a family of domains having in commonatleast one point 2. dimensional Euclidean space £3. Then a neighborhoodof a point Po: (x9, Vo. &)s
Show that the union UD, is a domain. with respect to a set S in Eg, is the set of all points P: (x, y, x) in S such that
4. A set S in the plane is said to be convex if given any two points 2, and 2,
in S, then the line segment joining z, to 2, is also contained in S, Show VemHP +(e RP <e, (2.11.2)
_ that the interior of a circle is convex. for some « > 0. That is, a neighborhood of the point P, with respect to S,
5, Let the interior S of a circle bé contained in an open set D, andlet 2, and 2, consists ofall points Pin S lying within a sphere of center at P, and radius «.
be any two points in S. Show thata point 29 in D can bejoined to 2, by means
of a polygonalline in D if, and only if, 2) can also be joined to 2, by means EXERCISES 2.11
of a polygonal line in D.
6. Let D be an open set andlet2, be a fixed point in D, 1. Showthat the sequence {P} of points in E,, where P™ == (4, x6”, «+ , 2e'”),
“converges to a point PO== (af, xl, -+, 0) in E, if and only if
(a) Let x be a point in D which can be joined to 2, by a polygonal line
in D, Show that there is a neighborhood. N(z) of z in D such that lim x) = x,
nae
f= 1,2, ,k
every point in N(z) can be joined to 2, by polygonal line in D.
(b) Show that if z is in D and cannot be joined to 2, by meansofa poly-
gonalline in D, then there is a neighborhood of z contained in D none 2.12. STEREOGRAPHIC PROJECTION. Consider the sphere . with
of whose points can be joined to 2, by meansof a polygonalline in D. center at (&, 7, ¢) = (0, 0, 1/2), radius 1/2, and tangent at the point S: (0, 0, 0)
7. Let C be a continuous curve given by z = a(t), « S ¢ < f. Show that the to the plane 7 whose equation is = 0. (See Fig. 2.12.1.) Let N be the point
set of all points of C is compact.
N(0,0,1)
8. Prove Lemma2.10.1. _
N
\
\
2.11. SETS OF POINTS IN k-DIMENSIONAL EUCLIDEAN SPACE. P(E,7,£)
Bya point in k-dimensional Euclidean space (denoted by E,,), we mean an ordered
k-tuplet of real numbers (x;, %g, °*°, i)If S is a set of points in #,, then by a (0,0, 3)
neighborhood of a point P®: (x, «{, ++, «) with respect to S, we mean the
set of all points P: (34, x2) °**, #,) in S such that
5(0,0,0) 2.
V(x, — xOPE (we, — aOR $e, — HOP <e,
1 1 2 2 k k
(2111) / z=xtiy

for some ¢ > 0.

Remark 2.11.1. Observe that for k = 2 we have the familiar definition
- of neighborhoodsin the plane. The definitions in the previous sections concerning
sets and sequences in the plane such as the definitions of Cauchy sequence,
limit of a convergent sequence, compact sets, continuous mappings and so on,
are carried over, word for word, to the case of point sets and sequences in E,,.
Fic. 2.12.1. Stereographic Projection.
(0, 0, 1) diametrically opposite to the point of tangency S. Let P: (&, 7, €) be
any point on the sphere other than N. Theline joining N to P will pierce the
plane 7 at the point Q: [€/(1 — £), n/(1 — &), 0], corresponding to the complex
number zg = (€ + mf)/((1 — ¢). [See Exercise 2.12.2(a).] Thus the 7 plane can
62 POINT SETS, SEQUENCES, AND MAPPINGS
also be considered as the z plane with the x,y axes coincidingrespectively
with the €, 7 axes. We say that the point Q is the projection of thepoint P into
the plane 7. The point N is called the center of projection.
Conversely, any point Q:(x, y) in the plane corresponding to the complex
number z = x + iy lies on a line passing through the point N and intersecting
the sphere at the point P whose coordinates are given
Got
ery pl’ e+ PHT’ ees
[See Exercise 2.12.2(b).]
er FHT) (2.12.1) |
‘Let T be the mapping which assigns to each point P on the punctured
sphere xy (that is, the set of all points on % other than N)the point Q at which
the line NP intersects the plane 7. ‘Then T maps Done-to-one onto the plane 7
while the inverse mapping T-1 maps the plane 7 one-to-one onto thePunctured
sphere Y.
Furthermore, it is not difficult to show (see Exercise 2.12.5) that the
mappings and T-1 are both continuous. Thus, T is a topological mapping
of X’ onto the z plane. Under this mapping, there corresponds to every point P:
(é,, 6) on the sphere a unique complex number z =(é + 77)/(1 — §); and _
vice versa, to every complex number z = x + iy there correspondsthe point P
given by (2.12.1), Moreover, this correspondence between the points of a
and the set of all complex numbers is bicontinuous, that is, nearby points on
Y’will correspond to complex numbers which differ little from each other,
andvice versa.
- Thus, we may consider the mapping T as setting up a new coordinate
system on Dy whereby to each point P, with Euclidean coordinates (£, 7, $),
there is assigned the complexcoordinate z given by z = (€ + m7)/(1 — 2).
Consequently, the set of all complex numbers, instead of being considered as
points on a plane, may be consideredas points on the punctured sphere Yr.
Thus we have ‘another geometric representation of the complex numbers. '
In view of this representation, we may define a spherical neighborhood of a
complex number2, represented on x’ by the point Po, as being the set of all
complex numbers represented by the points of x which lie within a spherical
cap of radius « and center at Po
As in Definition 2.3.2, we shall say that a sequence of complex numbers
{z,} approaches the limit zo,if, given any spherical neighborhood N(z) of. 29,
there exists an integer K such that z, is in N(z)) when 2 > K.It is not difficult
to see (see Exercise 2.12.6) that 2, > % in the above sense if, and only.if,
%, —> &p in the sense of Definition2.3.2. Wesay that this system of neighborhoods -
is equivalent to the system of neighborhoodsgiven in Definition 2.2.1.
It is geometrically evident (see also Exercise 2.12. 10) that a sequence of
points {P,} on the punctured sphere d’converges to the point N(0, 0,1) if,
and only if, z, >, where z, are the complex numbers represented by the
points P,,. Thus,it is natural to say that the point N(0,0, 1) has the coordinate
B= oO,
“9.12 STEREOGRAPHIC PROJECTION 63
; It is also geometrically evident (see also Exercise 2.12.9) that for any number
M. > 0, theset of all complex numbers z with | z | > M corresponds to the
get of all points on Y lying in a neighborhood V of N(O, 0, 1). Consequently,
-aneighborhood of z = © consists of all complex numbers z such that | z| > M,
M >0. Thus, in addition to the ordinary complex numbers, we have by means
of the spherical representation, arrived at an additional number z = ©, whose
a
neighborhoodsaregiven by | z| > M, M > 0. This number cannot be con-
sidered a memberof the set of all complex numbers as far as the algebraic
operations of addition, subtraction, multiplication, and division are, concerned;
however, it can serve as the limit of a sequence of complex numbers {%,}. This
happens when | Sn | exceeds, for sufficiently large n, any preassigned positive
_ number.
Weshall also discover in later chapters other instances where the adjoining
of g = © to the system of complex numbersleads to considerable simplification
in the statement and proof of theorems, The system of complex numbers
augmented with x = © is known as the extended complex plane. In the spherical
representation, every complex number including z = © is represented by a
point on the sphere. In the planar representation, however, only ordinary
(finite) complex numbers are represented by points in the plane. The number
_ g = 0 is represented by an abstract or ideal point outside the plane. A neighbor-
hood of z = © consists, along with itself, of the exterior of a circle in the
ordinary plane with center at the origin.
As in Definition 2.2.5, any connected set D on the sphere &, which is
open with respect to L, will be called a domain on the sphere. The set of complex
numbers corresponding to the points of a domain on the sphere will be called
a domain in the extended complex plane. Such domains are of two types. Those
that do not contain the point z = © are clearly domains in the sense of Defi-.
nition 2.2.5. (See Exercise 2.12.12.) Those that do contain the point z = ©,
consist of the point z = © together with a domain,in the sense of Definition 2.2.5,
containing the exterior of somecircle | #| = 7. .
EXERCISES 2.12
1. Let © be the sphere with center at (0, 0, 1/2) and radius 1/2. Show that if
(é, 7, ¢) is any point on Y, then & + 7? = &(1 — £).
2. Let N(0,0, 1) and P(é,», £) be points on the sphere Y with center at
(0, 0, 1/2) and radius 1/2. Let x = « +-.zy denote the point 2 at which
the lineNP pierces the plane 7: ¢ = 0.
(a) Show that « = (€ + mi)/(I — 9).
z+% z—% . 2B
(b) Show that é = and ¢ = —~— +.
Azee- 1°" 2i(2% + yo zz+1
 64 ‘POINT SETS, SEQUENCES, AND MAPPINGS
3. Suppose that a sequence 2, = *, + iy, in the plane converges to
Bg = Xy -+ tq. Show that the sequence of points on the punctured sphere »y
ny ¥n_ Xn +93
wot L? a tot la ton tl
converges to
( Xo. Yo xp +95 ).
wet HPL byt IL ag toy +1
- 4, Suppose that a sequence of points (€,; Ya, G,) on the punctured sphere y
converges to the point (&, 79, %o), C9 4 1. Show that the sequence of points
[En/(1 — Sn)s n/(1 — Sn)» 0] converges to the point[£/(1 — £0), no/(1 — £0),0].
' 5, Showthat the mapping T of the punctured sphere X' onto the plane a
described in this section, and the inverse mapping 7-1 are both continuous.
6. Show that a sequence {z,} converges to 2, when 2, and a, are regarded as
points on the punctured sphere %” if, and only if, {z,} also converges to 2,
when 2, and2» are regarded as points in the plane 7.
7. Show thatif 2 is the complex number correspondingto the point P(é, 7, 2) on
the punctured sphere D’, then | x | > Mif, and onlyif, (1—Q < 1/1 + M?),
M> 0.
8. Let P(é, 7, ) be a point on the punctured sphere &’. Show that the distance
of P from N(0, 0, 1) is equal to V1 — &.
9. Show that the complex numbers |z| > M correspond to the points
P(é, n, €) on the prnewurdsphere 2’ lying within a spherical cap whose
radius is equal to 1/(V M? + 1), M> 0.
10. Let {z,} be a sequence of complex numbers, and let P, be the points
representing z,, on the punctured sphere D’. Show that lim,00 2, = © if,
and only -if, the sequence of points {P,,} converges to the point N(0,0,1).
11. Let A be.a subset of the punctured sphere i’. Show that A is open with
respect to the sphere » if; and only if, A is open with respect to the punc-
- tured sphere Y.
12. Show that under the mapping T described in this section, a setA on the
punctured sphere Dis connected and. open with respect to the sphere X
if, and only if, its image in the plane z is a domain.
2.13. STEREOGRAPHIC PROJECTION FROM THE POINT S(O, 0, 0).
If instead of projecting the points on the sphere XY from the point N(0, 0, 1)
into the plane 7: ¢ = 0, we project them from the point S(Q,0, 0) into the
plane 7’: £ = 1, we see that to each point P(é, 7, ¢) on the punctured sphere L
consisting of all points on the sphere other than S(O, 0, 0), there corresponds
the péint (é/f, n/£, 1), which may be represented by the complex number
(€ + yi)/f. Let T, be the mapping which assigns to each point P(é, y, 2) on
9,13 STEREOGRAPHIC PROJECTION : 65
"the complex number (é + nile. As in the previous section, it is easy to
see that T, isa topological mapping of x’ onto the setof all complex numbers,
“Let us also consider the mapping T,, which assigns to each point P(é, 7, £)
on >” the Point P\é, — , &. Then, clearly, 7, is a topological
mapping of ="ontoitself, Let T's = T,T, be the mapping of X"' onto the set
of all complex numbers. obtained as follows: To each point P(é, , {) on y",
we first assign by the mapping 7, the point P’(é, — 7, £); then we follow by
assigning to P’, by means of the mapping T,, the complex number (£ — ni)/E.
It is easy to establish (see Exercise 2.9.5) that 7 is a topological mapping of
>" onto theset ofall complex numbers. This allows us to introduce another
coordinate system on 2’ whereby each point P, whose Euclidean coordinates
are given by (, 7, ¢), is assigned the coordinate w = (€ — i)/f. The point
-S(0, 0, 0) has no coordinate while the point N(0,0, 1) has the coordinate w = 0.
Asin the previous section, a sequenceof points {P,} on converges to
the point S if, and only if, for any number K > 0, | w, | > K for n sufficiently
large. Hence,it is natural to assign to the point S(0, 0, 0) the coordinate w = ©,
Thus, under ‘the coordinate system introduced in this section, the roles of the
, points N(O, 0, 1) and S(O,0, 0) are interchanged. That is, under the coordinate
" system given in Section 2.12, the points S(0,0,0) and N(0,0,1) had the respective
coordinates z == 0 and z = © whereas, in this section, the coordinates of S(0, 0, 0)
and N(0, 0, 1) are w = and w = 0.
Any point P(é, 1, ) on the sphere &, other than N(0, 0, 1) and S(O,0, 0),
is contained both inand ” andthushas the coordinate z = (E+ m/l — 9
as well as w = (& — yf)/f. It is easily seen (Exercise 2.12.1) that wz = 1.
Hence w = I/z and z == I/e.
EXERCISES 2.13
1. Show that under the stereographic mappings described in Sections 2.12 and
2.13:
(a) angles are preserved; that is, the mappings are isogonal; and
(b) circles on the sphere % are mappedinto circles and straight lines in the
extended complex plane.
2. Verify that the complex numbers form a commutative group, underaddition;
and the non zero complex numbers form a commutative group under multi-
plication.
Note, further, that by (1. 1.6), multiplication of complex numbersis distri-
butive with respect to addition. Thus, the complex numbers form whatis
knownas a field. The complex numbersalso form a division algebra of order
two over the field of real numbers.
 . 67
‘3.2 LIMITS OF FUNCTIONS
_Examples of single-valued functions:

5 so,
w= 8,
etl
.wy =
B4’
ig]
Ws = ~,
_.
w, =. &, w, = |2\%,

(Single-valued) ' The functions w,, w,, and ws are defined for all values of z, whereas w, and w,
are not defined* for z = 4 and z = 0, respectively. In accordance with Defini-
tion 3.1.2, we see that the function w, = 2° has for its domain of definition D

Analytic Functions the entire complex plane, and for its range of values R also the entire complex
plane. For the function w, = (z + 1/(z — 4), D is the entire complex plane
except the point z = 4, and R is the entire complex plane except the point
of a Complex Variable w, = 1.

Remark 3.1.2. A complex function w = f(z) may also be written in

the form
w= f(z) = u(z) + 20(2), (3.1.2)

where u(z) and (2) are real valued functions of the complex variable z, and
are equal, respectively, to the real and imaginaryparts of f(z). Letting z = x + ty,
= we see that zw, u, and v mayalso be regardedas functionsofa pair of real variables,
(x,y). For, if # and y are given, then the value of x and consequently also the
3.1. FUNCTIONS OF A COMPLEX VARIABLE values of f(z), u(z), and o(z) are determined, Hence we may write

Definition 3.1.1. Let D be an arbitrary nonempty point set of the complex w c= f(z) = u(x, y) + iv(x,y). (3.1.3)
plane. If zis allowed to denote any point of D, then z is called a complex
variable and D is called the domain* of variation or domain of definition of 2. _ EXAMPLE3.1.1. Let us determine u(x, y) and o(x, y) when
Definition 3.1.2. We say that w is a complex or complex-valued function F(z) = 2 + 32 +4.
of the complex variable z with domain of definition D and range of values R-
if D and R are two nonemptypointsets of the complex plane; if to each point z Solution. u(x, 9) + to(x, y) = f(z) = (« + wy)? + 3x + ty) + 4. Hence
of D there correspondsat least one point w of R; and if for each point w of R
u(x, y) = x® — y? 4 3x + 4, Wx, y) = Zxy + 3y.
there is at least one point z of D to which w corresponds. The symbolic notation

w = f(z) _- B11)
| 3.2. LIMITS OF FUNCTIONS
then indicates that w is a function of g. Wecall z and w the independent and
dependent variable, respectively. In case no two points of R correspond to the Definition 3.2.1, Let w = f(z) be a single-valued function defined in a
same point of D, f(z) is called'single-valued. , domaint D except pethaps at the point & of D. We say that the limit of the
We would like to remarkthat in case R consists of just one point, F() is is
called a-constant function. * Except where the context indicates otherwise, we only consider functions
whose domain and range are contained in the finite complex plane; that is, the
Remark 3.1.1. A complex function f(z) of the complex variable z can set of all finite complex numbers; and phrases such as all z or the entire complex
be regarded as a sort of machine which when a complex number z is fed into plane refer to the finite complex plane. However, if we regard wz and wz, in the.
examples above, as functions with values in the extended complex plane (see
it, delivers at least one complex number f(z). A single-valued function f(z)
Section 2.12); then they may also be defined for z == 4 and z = 0,respectively.
- with. domain of definition D and range R is the same thing as a mapping At times, we shall explicitly state that the complex numbers under consideration
of the set D onto R. (See Section 2.9.) are finite valued.
t The definitions and theorems in Sections 3.2 and 3.3 relating to limits
* Domain. of variation and domain of definition are to be distinguished from and continuity in domains are essentially the same for sets of complex numbers
domain which designates an open connected set. (See Definition 2.2.5.) other than domains. :

66
 68 (SINGLE-VALUED) ANALYTIC FUNCTIONS (3.2 LIMITS OF FUNCTIONS 69
function f(z) as z approaches 29 equals w,, and we write _ Hence
a2 4
lim(2) = Wy or f(z)» mas Z—> 2% lim - - = 41.
zoeg — Dt
_ if, for every « > 0, there exists a number § > 0 such that
The following theorem will give us a useful criterion for a function to
have a limit.
f(z) —m| <e . (3.2.1)
when 0 <|z—2| <6. _—THEOREM 3.2.1. Let w = f(z) = u(z) + iv(z) be defined in. a
If no such wp exists, we shall say that lim,,,, f(z) does not exist. ‘domain D except possibly at the point z, of D. Then

Remark 3.2.1. If a limit exists, it is unique. For suppose that lim f(z) ==u+ iM (3.2.2)
a> 0

. lim f(z) = w, and lim f(z) = wp. if and only if ;

Bey Rey .

lim u(z) = uy tim o(2) = v9, (3.2.3)

Then, given any « > 0, there exist 8, > 0, 8, > 0 such that z>%q . az

Proof. Suppose that the limit (3.2.2) exists. From Definition 3.2.1 we have
| f(s) — w, | <5 when 0<|z—2| < 4,
| f(z) — wy |<<¢ when 0<|z—2%| <8.
| f(z) — w,| <5 when. 0 <[z—2)| < 4. This relation may be written as
De Abe!
Hence, for § = min (8,, 5,), we obtain | (uw — m) + ilo — %)| <e when 0<|z—2%| <6.

|, — | = | [f(2) — a] —[flz) — »] | Using (1.4.2) we: obtain

S (f(s) —w| + |f(2) — 2| | u(z) — uy | <‘e, | o(2) ~ %|<e¢ when 0<|z—2%| <5.
<.¢ when 0.< | z—2%| <8.
poco GUE Expressed in the form of limits, these relations are
Since ¢ is any arbitrarily small positive number, it followsthat | w, — w,| == 0,
that is, wy, = wy.
lim. u(z) = Ug) lim U(z) = UV.

Now, suppose that the two limits (3.2.3) exist. Then

EXAMPLE3.2.1. Let us show that

2 | u(z) — ty| << when 0<|z—2| < 4,

lim = +4 = 44, 2
2 78t g — 24

| (2) — %1 <5 when 0 < [z—2|< 6;

Solution. Observe that the function fla) = (zx% + 4)/(z — 27) is defined
everywhere except at z = 2i. Definition 3.2.1 does not require that f(z) be
Letting 6 = min (6,, 5,),we have utilizing (1.3.9)
defined at z = 2i, All that matters is what happens to f(z) when zis sufficiently
close to 27. Thus, for z 27, we have | f(z) — wy | S| u(z) — up| + | oz) — | << when 0<|2z—2|<65.

| fle) —4é| =| 2 — 24]. Expressing this result in terms of a limit, we have

If we take 0 < | 2 —27| < « = 5, weobtain lim F(a) =
= Wy,
22g

f(z) —4i| << when 0<|2—2i| <8. as the theorem requires.

 ao

710 , (SINGLE-VALUED) ANALYTIC FUNCTIONS LIMITS OF FUNCTIONS — 7

Remark 3.2.2. According to the definition ‘of a limit of a real function ——THEOREM 3.2.3. If lim,.,, f(z) = wy and lim F = W,, th
of two real variables [see W. Kaplan, Advanced Calculus, page 76 (Reading: . o ° os «) _
lim [f(2) + F(@)] = m + Wo, on (3.2.9)
Addison-Wesley, 1957)] condition (3.2.3) can be written as
lim u(x,9) = ty Sim o(09) = 2 (3.2.4) lim [f(2) — F(2)] = uy — Wo (3.2.10)
. . :
YG Yo

. a Le) F@)] = ate ; (3.2.11)

and means that given any « > 0, there exists a number 5 > 0 such that
: 2p, A/(@) = kee (kt constant), (3.2.12)
|u(%,9) — up| << and |o(x,9) —%] <e
when 0 <V@—=mpPly<3. ee) fim J@ _
2 F(z) W, wy, 40), (3.2.13)
Thus, one may use the properties oflimits of a real function of tworeal variables Proof. Concerning (3.2.9). Let « > 0 be given. Then for some 8, >0
to study the properties of limits of a function of a complex variable. , and 8,>0, we have (see Definition 3.2.1)
Weshall nowestablish thefollowing useful
| fle) — 26 | <5 when 0<|2—2%| <8,
——THEOREM 3.2.2.
. €
.

lim (wz + 8) =a%+ 8 (a, 8 constants). | F(z) — Wol< 2 when 0 <|z—2| <8,
2% .

In particular Letting 5 = min (6,, 8,), we have utilizing (1.3.9)

lim B= B, | [f(z) + F(a)] — (@ + W)| < | f(2) — m9 |-+ | Fe) — Wy | <e
lim 2 = 2 when 0 < | z — 2) | < 8, from which (3.2.9) now follows. ,
0 . Concerning (3.2.11). We observe that

Proof. Suppose first that « 4 0, Then for every « > 0 “ ee f(z) F(z) — mW, = [F(z) — Wi] [ F(z) — wy]

provided that
| (a +B) — (ata ++ B)| <e fo 7 Mo LAG) ~ wal + alte) ~ Wa.
. q _ Now, given any « > 0, there exists a5 > 0 such that when 0 < | z— %| <5,
. . = we have °
[z—%|<7 7. Eo
[| a | F(2) — | < min [1, | and | f(z) — »| <p
Thus, for § = ¢/| «|, we have _ 3(| %| + 1) 30 Wot +1) *
| (a2 + B) — (a9 +A) |< when 0<|z—%| <8, I Hence by Theorems 1.3.4 and 1.3.2 we have

from which (3.2.6) now follows for the case. when « # 0. . | f(#)2) —woo | S | Fe) ~ Wo | |F(%) —1 +1 Wo | | £2) — wo|
If « =0, then (az + 8) — (az, +8) =O for every z. Thus, for any 7 €
5 > 0, we have vg ea
€
+ |W,
| (wz -+ B) — (az + B)| <¢ when 0<|jx—m| <8 lag mT En +!| aqep
ay
<fyfu8 \ 0
from which (3.2.6) now follows for the case when a = 0. qgta+s, =e when —2
Letting w = 0 in.(3.2.6), we obtain (3.2.7). (3 3 3 <le “ |<,
Letting « = 1 and 8 = in (3.2.6), we obtain (3.2.8). from which (3.2.11) now follows.
72 (SINGLE-VALUED) ANALYTIC FUNCTIONS 3 CONTINUITY , 73

From (3.2.11) and (3.2.7), (3.2:12) now follows. ° : . Wesee that f(z) is continuous at a point 2, in D if, and only if, for every
Write f(z) — F(z) = f(z). + (— 1) Fe). Using (3.2.9) and ~ (3.2.12), a ¢ > 0, there exists a number 6 > 0 such that
(3.2.10) now follows. a
Concerningf(3.2.13). This result may be established by showing that if @ If) —F(@) | <« a (3.3.3)
M,z.52,f(2) = #0, then lim,,,, 1/F(z) = 1/Wo # 0 and then applying “@
‘for allpoints z interior to D satisfying | z — 2) | < 8. Observe that the number 6
G.2.11). Let im F(a) =W, x 6. It follows that given an ¢ > 0, there
depends on « andalso, in general, upon 2).
exists a 6 > 0 such that if0 <|z—2| <5, then
Definition 3.3.2. A function is said to be continuous in a domain D if it
|F(2) — Wy| <min (LMol <1Mol),
2
js continuous at all points of D.
Observe that if f(z) is a continuous complex-valued function in a domain
D*, then it is, of course, single-valued and forms a continuous mapping of the
Consequently, when 0 < | z — 2% |< 8, we have
domain D into the complex plane, (See Remark 3.1.1 and Section 2.9.)
| F(z) | = | Wo + [F@) — Wo] | = | Mol — | Fle) — Utilizing Theorem 3.2.3, one may readily establish the following

° 2 2° ——THEOREM 3.3.1. Ifthe functions f(z) andF(z) are defined in a domain

D and are continuous at the point 2, in D, then
Hence, when 0 < z —2 < 8, we see that . x /
| F() + F(R), (3.3.4)
11) |My Fe) Wo Pe) «Wald f(z) — F(2), | (3.3.5)
: F(z) Wy | F(z) 1 | Wo | (I Wo |/2) | We | | 0 (/2 f(z) Fla), . (3.3.6)

Utilizing (3.2.11), (3.2:13) may now be established. f(z) (k constant), - . (3.3.7)

- S(a)/F) LF(2) 4 0], (3.3.8)
Remark 3.2.3. Let the polynomial P(z) be given by
are.also continuousat the point 29, |
P(8) = ay + y& + 4g8® 4 v8 ++ a2".
Remark 3.3.1. From (3.2.14) it follows that
It follows from (3.2.7) and Theorem 3.2.3 that
° P(8) = ay + a2 + aya® + ++ + a2"
lim P(z) = P(z>). : (3.2.14)
ero is continuous at any point 29. Any rational function

3.3. CONTINUITY Pee)

Q(z)’
Definition 3.3.1. The function w = f(z) defined in a domain D is said where P(z) and Q(z) are polynomials, is continuous at any point 2, provided
to be continuous at the point z, in D if . that Q(z) ~ 0.

lim F(z) =F). GB.3.1) ——THEOREM 3.3.2. . If F(z) is continuous and has the value w, at the
point 2, and if F(w) is continuous at wo, then F[f(z)] is continuousat 29.
Observe that this definition essentially asserts three conditions, namely: Proof. Since*F(w) is continuous at w, for every «> 0, there exists
, oO >

f(&).is defined, «’ > 0 such that

lim
2%q
f(z) exists, (3.3.2) | F(w) — F(w») | <¢ when |w—w|<’.
.

“stimf(2) = fle0) * We ordinarily say that functions have properties on a‘set S but in a
domain D. .
 74 (SINGLE-VALUED) ANALYTIC FUNCTIONS 3.3 CONTINUITY , | . 15
Also, since f(z) is continuous at 29, there exists a 5: > 0 such that Letting 8 = 1/2, 1/3, ++, I/n, ++, we get two sequences of points in R: {z,}
* and {£,} such that
| f(z) — wy] <e¢’ when |x>—2| <8.
1 :
Letting w = f(z), we obtain from. the above inequalities, [%— onl <= and f(z) —f(t,)| 2. , (3.3.10)
| FLf(2)] — FL F(@0)] |< when |z—2%| <4, Since the set R is bounded andclosed, we see by Theorem 2.5.2 (see also
Exercise 2.5.7) that the sequence{z,,} has an accumulation point z) in R.
from which it follows that F[ f(z)] is continuous at 25. There-
fore, by Exercise 2.3.1 we may pick a subsequence {z,,} which converges
Thus we see that a continuous function of a continuous function is con- to Roe
Let {f,,} be the corresponding subsequence of {En}. Now
tinuous.
[%—O,1Sle—z,|+]e,—-0) |.
(3.3.11)
THEOREM 3.3.3. Let f(z) be defined in a domain D and let F(z) be
continuous at the point 2, of D. Then Since 2), 3%, we have | % — x, | 0. Also, from (3.3.10), we have

Jimafl») = flea) fn — f, |-> 0. It follows by (3.3.11) that | 29 — ¢/, |

ow
Oand thus bi, > Soe

for every sequence {z,} in D converging to, 2». ISG) — IG) | S 1 F(@,) — F@) | + | fle) — AG)(3.3.12)
Proof. Since f(z) is continuous at 29, we have from (3.3.3)
Since f(z) is continuous at %, we see by Theorem 3.3.3 that the right-ha
nd
members of (3.3.12) both approach zero as m—>» 00, Hence
| f(z) —f(%) | << when |z—2%| <6.

Since the sequence {z,,} converges to 2), we have from Definition 2.3.2 | A) — F(G,,) |0 as m >,
1% —2%|<8 for n>N. . contradicting the statement made in (3.3.10) asserting that
Hence | f(z) — FG) | Se for all m.
| f(@n) —f(%) | <« for n> WN,
Thus f(z) is uniformly continuous on R, and the theorem is established.
from whichit follows that f(z,) converges to f(z). We shall illustrate the differences between continuity and uniform
con-
tinuity of a function f(z) defined on a set R by the following
Definition 3.3.3. A function f(z) defined in a domain D is said to be examples.
uniformly continuous in D if for every « > 0, there exists a 5 = 8(c) > 0 such
EXAMPLE3.3.1. Let R consist of the set of all points g such that
- that for all 2, and zg, in D
0<|z| <1. Let f(z) = 1/z for each value of x belonging to R.
Clearly
(3.3.9) F(z) is continuous on R; however, we shall now show that f(2)
| f(%1) — f(%) | < ¢ is not uniformly
continuous on R. Suppose for definiteness we take « — 1/10 and
that a 4,
when | 3, — 2, | <8. 0 <8 <1, can be found in accordance with Definition 3.3.3.
We choose two
points of R to be z, = 8 and zg, = (9/10) 8. Thus
|
——THEOREM 3.3.4. Let f(z) be. continuous on a compact set R, then —
f(z) is uniformly continuous on R.
im—al=|s—7aja
9
Fb co,
Proof. We-shall establish the proof by assuming the contrary to be true
_ and show that this leads to a contradiction. Thus, assume that f(z) is continuous For these two points we have
-on a compact set R, but fails to be uniformly continuous there. Then there
exists an « > 0 suchthat for each 8 > 0,there exist two points z and £ belonging
.to R so that
|; Me) ~fle)| =|s-|=5>H
1 10

Jet] <8 and |fe)-fO] Ee since 0<6 <1, thus contradicting the definition of unifor
m continuity.
76 (SINGLE-VALUED) ANALYTIC FUNCTIONS 3,3 CONTINUITY . 77

EXAMPLE3.3.2. Suppose thatthe set R is the sameasin Example 3.3.1

w=
1 . 2. w=
1
Let f(z) = 3% We shall verify that f(z) is uniformly co ntinuous on R. For
2, and 2, belonging to R, we have a ae 7 “eal:
13. wars gti. ; 14. w zal"
| Fe)— fle)| =| at28] =| +||1m] S214,20],
since 0 <|z| <1. If we take 8 = ¢/2, then for any two points 2, 2, of R "45. w= . 16. waa.

such that | z, — 2,| < 6, we will always have

In Exercises 17-19, find an explicit function 6 = 8(e) in conformity with the
| fla) — fl) | <e. definition of uniform continuity.
Thus f(z) = 2? is uniformly continuous on R. fe)=2-1, |zlS4.
Definition 3.3.4. Let f(z) be defined in a domain D except possibly at 18. f(2) =, lej2l
the point 2, of D. If, for any positive number N, a positive number 8 can be
found such that
9. f(2)=8+4+1, |s|S3.
|f(z)| > N when 0<|z—2%| <8,
20. Consider the function defined by the equations ,

then f(z) is said to tend to the limit infinity as z tends to %, and we write fe) = FQ it 2 #0, and f(0) =0.
lim f(z) = © or f(z) > © as z—> 2.
Be Show that f(z) is continuous at z = 0. -
21. Let the domain D consist of the points interior to the unit circle | x | = 1.
EXAMPLE3.3.3. Prove that f(z) = 1/(1 — 2) is not uniformly continuous in D. ,

=o,
22. Prove Theorem 3.3.1.
271 an | .
23. Prove that if f(z) is uniformly continuous in a domain D, then f(z) is
continuous in D,

EXERCISES 3.3 ti; . Prove that if f(z,) converges to f(z) for. every sequence {z,} converging
to 2, then f(z) is continuous at 29.

In Exercises 1-8 determine the set of values of x where the given function is 25. Prove that if f(z) is continuous on a compact set R, then f(z) is bounded
continuous.
on R,thatis, there exists a constant M such that | f(z) | << M for all zin R.
26. Prove that if g(z) is a real-valued continuous function on a compact set R,
‘Lw=8—22+1. 2. w=,
then there exist points « and 8 in R such that

. 3. _at+4i 4 “ao) S o(z) S 9(8) for all ein R.

OPT 4 w = 4(2%),
In ‘case g(z) is complex-valued, we have| g(x) | S | g(z)| S | g(8) |.
.
6u0u= 2
set22+3
5. w = 842i. 27. (a) Show that if C is a closed and boundedset in the complex plane and
~ (2 — 1) (2? +9)" f, is a point not.in C, then there exists a point 2, in C such that
“Tow=|2e+il. 8, w = #(—=).
z+ |z—f|2la—%| forall zinC.

In Exercises 9-16 decompose the given complex-valued function into its real (b) Prove the result in part (a) for the case where is the set of points on
and imaginary parts expressed as functions of « and y. ‘a continuous curve C: z-= a(t), «a StSp.
(c) Let C be a continuous curve and {, a point not on C. Show that there
9. w = 8 — 22, 10. vw =ye+y. exists a number p > 0 such that | z — ¢5| = p for all z on C...
‘78 (SINGLE-VALUED) ANALYTIC FUNCTIONS 3,4 THE DERIVATIVE OF A FUNCTION 79
28. Let S be a connected set and let-w = g(z) be a continuous function on S - A function f(z) is said to be analytic at.a point x, if f(z) is analytic in a
taking on integral values only. Show that g(z) ii s constant on S. , domain D containing 2..A function f(z) is said to be analytic on a set S if it
29, Let 2 be a compactset and let x be any point in the complex plane. Denote is analytic at each pointof S. Thetterms holomorphic andregular are often used
by p(z) the (minimum)distance from. g to &. [If z is in 2, then p(z) = 0.]. in place of analytic.
Show that p(z) is a continuousfunction of z.
30. Let S and 2 be two disjoint compact sets. Show that there exists a point THEOREM 3.4.1. If f(z) has a derivative at a point 2), then f(z) is
% in S and a point ¢, in X such that | z —¢| = | 2) — %,| for all z in S continuous. at 2.
and € in 2. ‘
Proof. Utilizing Theorems 3.2.2 and 3.2.3, we obtain
31. Let X' be a compact set and let S be a closed set disjoint from %. Show
that there exists a point £5 in 2 and a point zin Ssuch that | z—¢| 2
| % — %y| for all £ in Y andall z in S. lim [ f(z) — Feo) = lim(8 — &,) lim — = 0 - f'(%) = 0.
Roky 2%

32. Let F(z) be defined on a set S and let 29 be an accumulation point of S, Thus
Show that if
“lim (fo) =fOI=0,
lim f(z) = lim {f(%) + [4() — F(@o)]} = fo) + 0 = fle).
hy 2 ky

fz
Remark 3.4.2. The above result implies (see Exercise 3.5.11) that in
then lim f(z) exists.
Akg _ the neighborhood of 2, f(z) is bounded, that is, there exists a neighborhood
33. Let w = f(z) be a continuous one-to-one mapping of a compact set onto of , and a constant M suchthatfor z in this neighborhood,wehave| f(z) |< M.
{
its image. Show that the mapping is bicontinuous. Weshall now show that continuity of a function at a point 2) does not
imply that the function has a derivative at 2). Consider the function
3.4. THE DERIVATIVE OF A FUNCTION (3.4.3)
F(z) = [2 P.
Definition 3.4.1. Let w = f(z) be a single-valued function defined in a Observe that this function is continuous for all values of z, however, as we
domain D andlet 2, be any fixed point in D. Then w = f(z) is said to have a ’ shall see, it has a derivative only at the origin. Let
derivative at the point 2if the following limit exists; the number f’(z,) defined
by this limit is called the derivative: - _ fe) — fle) _ leh =P
7 8(3) = z— By 8-8 2% Re
G0).
df
lim Sle
= f'%o) = tim ) (3.4.1) Utilizing (1.3.5) we may write g(z) as -
z— &
The above definition asserts that given any « > 0, there exists a number —%% -,, (2 =%o
& > 0, depending upon ¢ and 5, such that a(#) = B— =a+% (J).
Let x — 2% = re, ¢ >0. Utilizing Theorem 1.6.2 and equation (1.6.), we
fel
I Meo) —f'(%)| << (3.4.2) | may now write g(z) as
when 0 <|2z—2| <5. 18
o(z) = F424 eT = 2+ 2,e-? = % + 2,(cos 20 — isin 26).
Definition 3.4.2. A single-valued function is said to be analytic (or an
analytic function) in a domain D if it has a derivative at every point in D. It is now evident that g(z) does not tend to a unique limit as z approaches 2).
Thus, for instance, if @ = 0, then g(z) approaches the limit %-+ 29, while if
Remark 3.4.1. In the sequel, functions are to be considered single-- 9 = 7/4, g(z) approachesthe limit 2, — iz). This is contrary to the requirement
valued except when the contrary is clearly indicated.* (see Remark 3.2.1) that if the limit of g(z) exists it must be unique. Thus
f'(&) does not exist when 2, 4 0.
* However, for the sake of emphasis, we occasionally shall explicitly state However, if 29 = 0, then g(z) = 2 which tends to zero as’z approaches 0
that a given analytic function is single-valued. in any manner. Thus F'(O) exists.
 81
80 (SINGLE-VALUED) ANALYTIC FUNCTIONS: 3,5 DIFFERENTIATION FORMULAS _-
3.5. DIFFERENTIATION FORMULAS, The formal rules for differen- _. Verification of (3.5.5). Suppose that g(z9) 40. Since we are: assuming
tiating complex functions are similar to those for real-valued functions of ‘one that g’(%) exists, we know. from Theorem 3.4.1 that g(z) is continuousat 29.
variable. We shall give these rules in thefollowing It follows that for z sufficiently close to %, £(2) * 0 and 1/g(z) is finite. We
further have
——THEOREM 3.5.1.
. 1 1 1
dc
qe 0 (e constant), (3.5.1) Balam Le — ae
“ef sb pe) ee) 1) ae)
dz |
qe 1. |
_
(3.5.2)
aoe
= tin | Gay PS ae [e(@o)F
If f(z) and g(z) are analytic functions in a domain D, then f(z) + g(z), : - from which follows that
F(z) a(z), F(2)/g8) “ =.0 in D] are analytic functions in D and
1 _g@)_
ae£ TFs) £e(s)] = ofie) ta,
82) (3.5.3) Le] =~ tear ee) 44
Since f(z)/2(z) = f(z) + 1/e(2), utilizing (3.5.4), (3.5.5) now follows.
4) +e),
£ (fle) ele) = fle) S&L 3.5.8) Verification of (3.5.6). Observe that 2” = 2+ 2”. Using mathematical
induction and (3.5.4), we see that (3.5.6) now follows.
i) as2). ~ f(z) ee
aa) 2 | Note that the proof of Theorem 3.5.1 parallels the proof of the similar
ay aay l= GO CUe@) # Vin D}. 3.55) theorem for real-valued functions of a real variable.

If n is a positive integer, then . Remark 3.5.1. Before establishing the next theorem for finding the
. derivative by the chain rule, we would like to make the following observation.
From the definition of a derivative, it follows that a function has a derivative
= nal,
an 8 (3.5.6) at z = 2, if, and only if, it satisfies an equation of the form
Proof. The verification of (3.5.1) and (3.5.2) will be left as an exercise (3.5.7)
for the reader.
f(s) — fle) = ( — #0) LF’(20) + A2)]
2 . -
Verification of (3.5.3) for the sum. Take any point 2) belonging to D. where A(z)is a null function, that is, it tends to zero as z > &),
Utilizing Theorem 3.2.3 and (3.4.1) we have

Lee) + e2)]— feo) + g(eo)] ——THEOREM3.5.2. If.y = g(2) is an analytic function of 2 in a domain D
lim with values in a domain R and if w = f(y) is an analytic function of y in R,
Beg 2 — Bo
then w = f[g(z)] is an analytic function of z in D, and has a derivative given
by the chainrule:
2Zq B— Bp #% _ B— Bo
dw dw dy
(3.5.8)
= f'(%) +8'(20), dz dq dz
from which (3.5.3) now follows for the case of the sum.
Proof. Let 2 belong to D. Then 7) = g(%) belongs to R. For convenience,
Verification of (3.5.4).
we let dz = z — 2%, 4g = g(z) — g(2) and
fin [ Lee) — fle) ale)4
ZB B— Bq Aw = f(n) — f(r) = fle(@)] — fle(e0)]-
= lim f(z) —
Se) 860) + lim g(%) F(z) — FR) Let an arbitrary increment dz produce an increment Agin the function (2)
Zky — & Zep B— B&B while 4g in turn produces an increment dw in the function f(y). Since both
functions have a derivative, by (3.5.7) we have
= fo) 8'(%0) + ale)(20);
from which (3.5.4) now follows. Ag =[g'(%0)-+ A] 42 and dw = {f"[g(%o)] + As} Ae.
 ”

82 (SINGLE-VALUED) ANALYTIC FUNCTIONS ' 3,6 THE CAUCHY-RIEMANN CONDITIONS 83

As Az —> 0, A, > 0. Also by Theorem 3.4.1, 4g — 0 and consequently 2 > 0. 3.6... THE CAUCHY-RIEMANN CONDITIONS. From G. 1.3) we may
Eliminating. 4g from the above expressions, we find write w= = Fe) aas
fe fle) = ule,y) + in(w, 9)
= {f'[e(%o)] + Aols! (%) + Ay].
where w1 and v are real-valued functions of « and y. Denote, asusual, the partial
Now utilizing Theorem 3.2.3, we obtain _ derivatives of u and v with respectto « and y by uy, Uy, Uy, V
. Aw , Ne
deo
-——THEOREM 3.6.1. A necessary condition for a function f(z) to be
dz paz = jim, Az = f'lg(#o)] 8’)
analytic in a domain D is that the four partial derivatives u,, Vqy Uy, Vy exist
and satisfy the Cauchy-Riemann conditions
for any 2, belonging to D. Henceforall x in D S
dn My = Vy Uy = — Ve (3.6.1)
dw , ” dw .
Ez =f [e(2)] 8 (2) = a Te at each point of D,

Remark 3.5.2. From Theorem 3.5.1, we see that a polynomialis analytic Proof. Let 2 = x9 + iy) be anyfixed point in D, Since f'(%) exists, the
for all values of z. A rational function, being a quotient of two polynomials, ratio
is also an analytic function in any domain D not containing zeros of the denom- S(2)—fo)
inator. 2 — Bp

musttend to a definite limit as z > z, in any manner. Wefirst choose to approach

EXERCISES 3.5
% along a line parallel to the real axis, I = Yo Then X— By =—xX— xy = Ax.
Thus 4
In Exercises 1-5' find dw/dz by using Theorems 3.5.1 and 3.5.2.
/"(%») =lim +
wa 4.9.)
09)
Ax
— lim
Ax0
90)
20% As, Ax OC90)
1. w = 1024 + za — 8s + s 7 4x0 -

2. w = x(2? — 1) , ' By Theorem 3.2.1, the partial derivatives 2, and v, exist at (i Vo) and we have

3. w = (2? — 4)/(23 4+ 22 — 5). , .

f (%) = Ug(%oy Yo) + Wy(Xo; Yo) (3.6.2)
( 1 te .

4.w= (= + =):
zg . bf Now,we choose to approach 2, along a line, x = xp, parallel to the imaginary
5 we (; 3 ar) : 7 axis. Then ¢ —- %y = IY — Yo) = iy. Thus
, 3 38 . :
6. Use Definition 3.4.1 to prove formulas (3.5.1) and (3.5.2). : “| f'(%) = m“to
Xo Yo—
+ ») — U(%osYo) 4 lim 2% Yo + *) = Y(%o» Yo)
7. Use (3.5.7) to prove formula (3.5.4). an |i y | Ay30
¥ y
8. Show that the functions w, = A(z), wy = F(z), Ws = |x| and w, = Arg z | Hence the partial derivatives u, and v, exist at (xp, yo) and
do not have a derivative anywhere. a : ;
9. By mathematical induction extend the chain rule for differentiating a , [| f'(%) = — Uy(Xo, Yo) + Vy(%os Vo) (3.6.3)
composite function for the case of » functions: w = f, {f[--- fa(2)]}-
“The right hand members of (3.6.2) and (3.6.3) are equal to the same
10. Define D[f(z)] = f'(z)/f(z). Prove by mathematical induction that complex number/’(z)) hence, on equating the real and imaginary parts, we get
D fife fa) = Lf D(f;). This is known as logarithmic differentiation.
11. Let f(z) be a function defined in a domain Dand let z, be a point in D at Up(Xo, Vo) = Vy(Xp, Yo)» Uy (Xo, Vo) =— Uy{Xo, Yo).
whichf(z) is continuous. Show that there exists a neighborhood of 2 where
J(8) is bounded. Since 2) was any point in D, the theorem nowfollows.
84. | (SINGLE-VALUED) ANALYTIC FUNCTIONS 3.6 THE CAUCHY-RIEMANN CONDITIONS 85

Remark 3.6.1. Observe that the Cauchy-Riemannconditions or Cauchy- However, if (x,y) approaches. the origin along the x axis, we have by (3.6.2),
Riemann differential equations (3.6.1) imply that the real and imaginary parts . since u,(0,0) = 1 and v,(0, 0) = 1,
of an analytic function f(z) = u + iv are not arbitrary; that is, we cannot,
in general, specify the functions u = u(x, y) and v = v(x, y) independently - f'0) = u,(0, 0) + i0,(0,0) = 1-4
and expect that the resulting function f(z) ==.u + iv will be analytic. In partic-
. Therefore, f’(0) does not exist.
ular, observe that no real-valued function [for which v(x, y) = 0] can be
The following theorem will give us a sufficient condition for F (2) to be
analytic in a domain D unlessit is a constant in D.
analytic.
vo:

Remark 3.6.2. To show that the conditions (3.6.1) of Theorem 3.6.1

THEOREM 3.6.2. A function f(z) = u(x, y) +-iv(x, y) is analytic in
_are not sufficient, we appeal to the following example.
a domain D if the four partial derivatives u,, vy, U,, V, exist, are continuous,
and satisfy the Cauchy-Riemann conditions (3.6.1) at each point of D.
EXAMPLE 3.6.1. Consider the function defined by the equations
Proof. . Let %q be any fixed point in D. Consider the expressions
f(3) = u(x, y) + io(w, yy) if 2540, and (0) =0 (3.6.4)
| Mu = U(x + Ax, Vo + Ay) — ul%o, Yo),
where .
3 __ 48 3 1 y8 Av = v(% + Ax, yo + Ay) — v(x, %o)- ‘
u(x, y) = =; F and v(«,y) = FF . (3.6.5)
By the continuity of the partial derivatives of u(x, y) and v(x, y), we have
[see W. Kaplan, Advanced Calculus, pp. 83-84, (Reading: Addison-Wesley,
Weshall show that the Cauchy-Riemann conditions (3.6.1) are satisfied 1957)]
at theorigin, but f’(0) fails to exist at the origin.
Au = Ua%o, Io) Axe + Uy{%q, Yo) AY + € Ax + ey Ay,
From the definition of partial derivative of real-valued functions, we have
. (3.6.6)
3 fy) Av = 0,(xX9; Yo) Ax + Vy(%o, Yo) Ay + &g Ax + €, Ay,
u,{0, 0) = m Me 0) — u(0, 0) — jim HO) Ly,
x 20 x
where €,, €9, €g, €, all approach zero when (4x, Ay) approaches(0,0).
and .
Let w = f(z) and considerthe ratio
1050) = rn MO) _ 0.0) fgg IAB
‘ y0
=O.
8 /y2)
¥ y0 y
4w 4u+iA
u+tdv 6. 6.7)
dz Ax +idy’
Similarly, we find that
Substituting the values of du and Av of (3.6.6) into (3.6.7) and utilizing equa-
v(0,0) = 1 and v,(0,0) = 1. tions (3.6.1), we obtain

Thus, the Cauchy-Riemann conditions are satisfied at the origin, that is,
dw
Fe = Mea, _ GE
+ 0, + (4, + i (de (ey + icy)
A ea (3.6.8)
\
u,{0,0) =1=,(0,0) and u,(0,0) = — 1 = — »,(0, 0). From (1.4.2) we have
. fAx< Ay
Now,we shall show that f’(z) does not exist at the origin. Let 2 vary along . S.|<1 and [52] 51.
the line y = «, Then from (3.6.4) and (3.6.5) we have
Thus, as (4x, 4y) approach (0, 0), (e + ies) (Ax/Mz) and (e, + te,) (Ay/Az)
f(s) =u+u=0+m.
both approach zero. Consequently, letting 4z —0 in (3.6.8), we obtain.
Thus, along the liney =x , , A
F'(@0) = Jim, F_~ = glo» Yo) + (0, Yo)
(0) = tim 22 =f)
4230 Az
ix 1 1
‘= lim
4
|
l|

20 —0 220 X + ix Since %) was any point in D, the theorem now follows.

 86 (SINGLE-VALUED) ANALYTIC FUNCTIONS 3.6 THE CAUCHY-RIEMANN CONDITIONS 87

Remark 3.6.3. Observe that the abovesufficiency conditions for f(z) to _ EXAMPLE 3.6.3. Let us determine the singular points of
be analytic include the requirement that the partial derivatives. u,, Uy, Ux) Vy eet Qe + §
be continuous. Conversely, if f(z) is analytic then u,, uy, Vz, Vy are continuous. . f(z) = (2? + 4) (2? —Sz + 6)"
(See ‘Theorem 5.13.1). Now combining Theorems 3.6.1 an 3.6.2, we obtain
Solution, From Theorem 3.5.1 we knowthat F(8) is analytic except for
those values of z for which the denominator becomes equal to zero. Hence,
THEOREM 3.6.3. A necessary and sufficient condition for a3 ‘function
the singularities of f(z) are z = + 2i,z =3,2=2.
f(z) = u(x, y) + to(x, y) to be analytic in a domain D is that the four partial —
derivatives u,,, Uy, Vy) Vy exist, are continuous, and satisfy the Cauchy-Riemann
conditions oo
-EXERCISES 3.6 Zz
Uy = Vy; Uy = — Vy (3.6.1),
at each point of D. In Exercises:1-8 test for analyticity.
It follows from Theorem 3.6.1 thatif F(z) is analytic, low = 8 +4 21, 2. w = (2 + 31? + 6.
f'(2)-= ty + 10g = Vy — itty, (3.6.9) 3.w=|2—1)% 271
z \bl . at4°
Del t EXAMPLE3.6.2. By using the Cauchy-Riemann conditions, we will
5. w= #(—*_)
(Ay),
showthat f(z) = 2° is analytic in the entire complex plane and that g(z) = | 2 |? 6 w= _ lal
TET
- is not analytic in any domain.
70 = 2H 8. w= =
Lt ‘ Solution. u+iw =f ©)= (# + ays Z-—1 g+2z0
1 hetice 9, Show that the function defined by the equations
EG! oh
3 u = x08 — Bay, v= Baty —
f(z) = xy%(a+
hydy) if 2 0, and f(0) =0
Thus
Uy = 3x° — 32 = v,, Uy, = — Oxy = — Vy does not haveaderivative at z = 0.
10. Suppose that uw and wv are expressed in polar coordinates 7, @ and have
Hence f(z) = 2° is analytic everywhere.
‘continuous partial derivatives in a domain’ D which does not include ©
Concerning g(z) = | |?.
2 = 0. Show that a necessary and sufficient condition that w = f(z) =
u+iv = gz) =+ y*, u + ibe analytic is that

hence buOrr
Lavy
00"
_
or
1 du
r 06°
“= x? + y?, v=Q.
|
i Moreover, if w = f(z) is analytic
Consequently
\
Uy = 2x, 0, = 0, Uy = 2y, Vy, = 0. + dw
i z= (cos @ — ¢'sin 6) ae .
Thus the Cauchy-Riemann conditions are not satisfied for z+ 0. Hence’ 11. Use Exercise 10 above to show that the functions
o(8) = | x |? cannot be analytic in any domain.
—~ met 0...
w= Ve = Vr [eos + isin S], r > 0, 0<0<27
Definition 3.6.1. A point 29 is called an isolated singular point or an
and |
isolated singularity of the function f(z) if f(z) is not analytic at 29, but is
_ x«-y cos? , sin .
analytic in a deleted neighborhood of zo. (By a deleted neighborhood of a v= py o ; —t——,7>0, © 0<6 < 20
‘point 2) we mean a neighborhood of 2) with the point 2) excluded.) Other.
types of singularities are discussed. in Section 7.1. are analytic.
 t
88 - (SINGLE-VALUED) ANALYTIC FUNCTIONS
12. Suppose that f(z) == u + iv is analytic in ‘a domain D and that u and v
have continuous second partial. derivatives in D,Show that
@) [21 r@ I} + ls ie) I[ =F@
and
6) +a) V@P=4r@R | For the present discussion, we are interested.in knowing that the, second
= 0 for all
13. Suppose that f(z) is analytic in a domain D and that f(2) =
z in D. Show that f(z) is a constant in D.
14. Supposethat two analytic functions have the same derivative in a domain D.
Show that they differ only by an additive constant.
1. Suppose that f(z) and f(z) are analytic functions in a domain D. Show
that f(z) is constant in D. , Ue yy, = 0.
16. Let f(z) be analytic in a domain D.
(a) Showthat if f(z) = u(x, y) + tc, where c is a real constant, then f(z) .
is constant in D.
(b) Show that if f(z) = ¢ + iv(x, y); where c is a real constant, then f(z)
-is constant in D.
17. Suppose that f(z) =u ++ iv is analytic in a domain D, Show thatif u? + 0
is constant in D, then f(z) is constant in D.
18. Let F(z) and g(2) be analytic functions in a domain containing the point 2%.
Suppose that f(%9) == g(%) = 0 and g’(z)) # 0. Show that
a L2) Seo)
im £(2) & (8)
‘The aboveresult is known as TLHospital’s rule.
19. Showthat the functions u(x, y) and v(x, ¥) given in (3.6.5) are continuous —
at the origin.
20. Suppose that f(z) is analytic in a domain D. Show that if (2) = f(;
then 9(z) is analytic in D, the mirror image of D inthereal axis.
3.7. THE LAPLACE PARTIAL DIFFERENTIAL EQUATION.
have observed from the Cauchy-Riemann conditions (3.6.1) that we cannot
choose two arbitrary differentiable functions u(x, y) and v(x, y) and be assured
that the resulting function f(z) = u + iv will be analytic. As soon as the
real part w (or the imaginary part v) of an analytic function f(z) is assigned,
the imaginary part v (or thereal part u) off(z) is determined within an arbitrary
constant by equations (3.6.1):
Up = — Uy, Vy = Uy.
3.7 THE -LAPLACE PARTIAL DIFFERENTIAL EQUATION 89
We shall now see that even the function u(x, y) or u(x, y) cannot be chosen
arbitrarily. For the present, we shall assume the following result which will
be established in Theorem 5.13.1.
If f(z) is analytic ii n a domain D, then the derivatives of all orders f’(z), ’
f'@)s ... exist in D: Moreover, the partial derivatives of u and v ofall orders
exist and are continuous functions of x and y forall (x, y) in D.
partial derivatives of u and v with respect to x and y exist and are continuous
in a domain D whenever f(z) is analytic in D. Differentiating equations (3.6.1)
we obtain
Vny = — Uy Vyq =F Ugg (3.7.1)
Since Vy, = Vy,, we see that
(3.7.2)
Equation (3.7.2) is called the Laplace partial differentialequation in two
independent variables x and y. It is also known as the potential equation and
plays an importantrole in Mathematical Physics and other branchesof Analysis.
It is ‘also writtenin the following forms:
,
Vu =0 .or Adu=Q, (3.7.3)
where ?, 4 represents the Laplacian operator &/Ax% -- 62/dy*,
| Definition 3.7.1. A real-valued function u(x, y) is said to be harmonic in.
a domain. D if for all x, y in D,all second Partial derivatives exist, are conti-
nuous, and
— Uy - Uyy = 0.
THEOREM 3.7.1. If.f(z) = u(x, y) + iv(«, y) ii s analyticin a domain’D,
then u(x, y) and u(x,y) are harmoniciin D.
Proof. That u(x, y) is harmonic follows from (3.7,2), Since v(x, y) is the
real part of the analytic function — #@), it is also harmonic, and the theorem
is established.
‘We Thus. we see that neither the real part u(x, y) nor the imaginary part v(x, y)
of the analytic function f(z) can be assumed arbitrary; on the contrary, each
must satisfy the corresponding Laplace differential equation: « °
Uno + Uyy = 0, Van 7Vyy7= 0.
Definition 3.7.2. If u(x, y) and v(«, y) are harmonic functions in a domain
. D such that f(z) = u(x, y) + v(x, y) is analytic in D, then v(x, y) is said to
be the conjugate of u(x, y).
 4
91
90 , ' (SINGLE-VALUED) ANALYTIC FUNCTIONS | 3,8 LEVEL CURVES

Remark 3.7.1. Observe that the word conjugate used in the above . 3.8. LEVEL CURVES
definition is different from that used in defining the conjugate of a complex \
number gz, which is denoted by %. Note also thatif v(x, y) is conjugate to u(x, y), “Definition 3.8.1. Let the function f(z) be defined in a-domain D. The
then — u(x, y) is conjugate to v(x, y), since u(x, y) and — u(x,y) are respectively | set-of all points 2 in D such that | f(z)| =M (M > 0) is known as a level
the real and imaginary parts of the analytic function — #f(z). curve (or contour curve) of the function f(z).

Observe that by giving M different values, we obtain different level curves.

EXAMPLE 3.7.1. Let us show that the function

u(x, y) = e* cos y - EXAMPLE 3.8.1. Let us find the level curves of f(z) = 2-1.

_ is harmonic, and then determine its harmonic conjugate v(x, y) and the analytic Solution... The level curves of f(z) = 2® — 1 are given by
function f(z) = u + iv. (Note: Theorem 8.19.1 assures us in advance that |2—1|/=M Crtey) 4
ae

these last two functions exist.)

or — a Rega ytd
Solution. Observe that
[(~ — 1)? + y*7] [(@ + 1)? + 97] = Me? Ve vies) = :
Uy, = e” COS Y, Une == e” COSY, Uy = — e* sin y, Uyy = — e* cosy.
If we usé polar coordinates, the level curves of f(z) are given by (oe dt) (> aid
’ Hence
(op? + 1)? = 4p? cos? 6 + M2,
Ung —+ Uyy = e* cos y — e* cosy = 0,
When M > 1, we have a system of level curves known as the Ovals of Cassini.
thus u(x, y) = e* cos y is harmonic. When M = |, the level curve is known as the Lemniscate of Bernoulli. When
In order to determine its harmonic conjugate v, we utilize equations (3.6.1): 0 < M <1, we have two systems of nonintersecting ovals surrounding the
points z = 1 and z = — 1, respectively. (See Fig. 3.8.1.)
Uy = Vy by = — Ve
Wesee that
Uy = e” COS y.

Integrating this equation with respect to y, and keeping x constant, we obtain

vy = e*siny + A(x),

where A(x) is an arbitrary function of x such that A’(x) exists. Since u, = — Vz,
we see that :
—esiny = — e*siny — A(x). Fic. 3.8.1
\

“Hence X’(x) = O and A(x) = c, where c is a real constant. Thus v = e* sin y + ¢ A level curve of a real function A(x, y) defined in a domain D is given by
is the harmonic conjugate of the function u = e* cos y. The function f(z) = the locus of a point (x, y) in D such that A(x, y) = C (C constant), Weshall
u-+- iv may now be written as _ now consider the level curves of the real part u(x, y) and the imaginary part
ux, y) of an analytic function f(z) defined in D. Thatis,
f(z) = e* cos y + ie” sin y + tc.
ule, yy =C, u(x, y) = C, (3.8.1)
Using(1.6.1) and defining for the present e* = e*+# =e. ev, we may write
. f(z) as where C, and C, are constants. We shall now show that this system of level
f(s) =He. curves forms an orthogonal system in D. For definiteness, let us consider two
 é
*

92 _ (SINGLE-VALUED) ANALYTIC FUNCTIONS 3.8 LEVEL CURVES 93

hence
J
level curves u(x, y) = c, and v(x, y) = cy. Suppose that they intersect at, a
point (x9, 79) in D. Also, let us assume that f’(z9) + 0. This condition implies . © - “= x? —'y?, v = Qxy.
that u,(x9, Yo) and u,(x%, Vo) do not vanish simultaneously, say w,(%9, Yo) 4.0.
Thus, the level: curves , .
By the implicit function theorem, u(x, y) =.c, determines in a neighborhood. .
of x) a single-valued differentiable function y = ¢(x) with the values of y . x — = Cy 2xy = C,
lying in a neighborhood |of yp. We have, moreover,
are rectangular hyperbolas. Their slopes ‘are given respectively by
dy _ __ Uy
dx Uy | Ws wy
~ dx y’ a de"
Similarly, since v,(%, Yo) 740, we get for the curve v(x, y) = 6 Attheir points of intersection we see that mm, = — 1, hence the family of
- curves x® — y? = C, 2xy = C, form an orthogonal system. A few level curves
_ de ey of u = C, and v = C,areillustrated in Fig. 3.8.2.
dy Vy"
In order that the curve v(x, y) = ¢, be orthogonal to the curve u(x, y) = ¢~
at (Xp, V9), the slope of v(x, vy) == ¢g must be the negative reciprocal of the slope
u(x, ¥),= ¢, at (%, Yo). Thus, the condition of orthogonality is given by

_ UAYo) _— Vy(Xp, Ho)

U(X, ¥o) ValXq, Yo) ,

which can be written as

U(X, Yo) (Xo, Vo) + Up(Xq, Vo) ValXo, Yo) = 0. (3.8.2)

Since f(z) is analytic at 29, the Cauchy-Riemann differential equations (3.6.1)

Ux(Xp, Vo) == Vy(Xs Vo)» Un(Xos Vo) = ty(Xo, Yo)»

imply equation (3.8.2). Thus, the level curve u(s, y) = ¢, is orthogonal to the
level curve v(x, y) = ¢, at the point (x9, Y9) of D.
In applications to electrostatics and the théory of gravitational potential,
the two systems of level curves u(x, y) = C, and v(x, y) = C, are the lines
‘of force and the equipotential lines; in hydrodynamics they are the stream
lines and the velocity potentiallines.
Observe that the level curves of f(z) are, in general, different from the
level curves of its real and imaginary parts.

EXAMPLE3.8.2. - Let us sketch the level’ curves of “=

u O andv = C, Fic. 3.8.2
when
F() = 2 & 0, EXERCISES 3.8
In Exercises 1-5 show that the given function is harmonic, then determineits
and verify directly the orthogonality of these curves.
harmonic conjugate.
Solution..
1. USF (x2 +2 #0).
‘ut iv = fla) =e + OY,
 94 (SINGLE-VALUED) ANALYTIC FUNCTIONS 3.8 LEVEL CURVES 95
u = Flog, (2+ 9%) (x + y® 0). os. AS. Let w = u(x, y) + to(w, y), where u and v have continuous first order

A ew
u = x — 3xy?, BS partial-derivatives with respect to « and y in a domain D. Since z = x + ty
u = cosh x cos y. and % = x — ty, we have x = (1/2) (z + 2) and y = (1/22) (z — 2). Thus
w can be written as , a : ,
. u = tan[(y — b)/(x — a)] (a, b constants, x ~ a).
wo = u( B+ x—B . (8+2 zB
In Exercises 6-9, the’given function satisfies Laplace’s equation. Determine the 7a) te A)
correspondinganalytic function « + iv. which can be looked upon as a formal identity in two independent variables
6. uw = e*x cosy — e*y sin y. ‘2 and %. A necessary and sufficient condition that w be independent of
is that @w/0% = 0. Show that this condition is equivalent to
7. uw = x8 — 3xy® 4 3x? — By? + 1.
8. u = (x — 1)® — 3xy? + 3y?. ou = ovax_ itBy
Ox” Oy’
9. u = e@"-v") cos Ixy,
10. If w = 1/z, show that the level curves u = C, and v = C,are orthogonal which are the Cauchy-Riemann conditions. Show that, if f(z) is analytic
circles which pass through the origin, and have their centers on the x axis and if either f(2) orf(| 2 |) is also analytic, then f(z) is constant. Verify that
and y axis, respectively. the functions w = 2ix, w = — 4y, w = | 2 |? are not analytic.

OAL Sketch the level curves u = Cy and v = C, when
z+4
Verify that the level curves u = C, and v= C, form an orthogonal
system ofcircles.
12. Let u(%, y) be a harmonic function of x and y. Also let x = «(6 1) be a
harmonic function of { and 7 and let y = y(¢, 7) be its harmonic conjugate,
that is,
Xe =y, and x, = — Ye
Show that 1,(£, 7) = u[a(f, »), (2, 9)] is a harmonic function of ¢ and y.
13. Suppose that f(z) = u(x, y) + iv(x,y), 2 =x +4, is analytic in a
domain D. Suppose further that for all z in D, | f(z) | < 1 and f’(z) does
not vanish. Show that the function
w= tog, [gE oe
satisfies in D the partial differential equation
16: It can be shownthatif u(x, y) is harmonicat a point z) = x» + 7Vy (thatis,
. harmonic in a domain D containing 2,), then it has a developmentin powers
of (« — x») and (y — 9) in a neighborhood of 25. Also, this power
series development will remain convergent and will converge to u(£, 7)
if « and y are replaced by the complex variables € and ” provided that
| €—x,| and |» —yq| are sufficiently small; in particular, if € and 7
are replaced by x» + (2 — 2,)/2 and yy + (2 — 2,)/2%, for | z — 2)| suffi-
.ciently small. It will then follow that in a neighborhood of 2, the analytic
function f(z) = u(x, y) + iv(x, y) associated with u(x, y) is given by
f(@) = 2u [= 5 #9 = Hi "| — u(%, Yo) + ic, (a)
where ¢ is a real constant.
In particular, if (x,y) is harmonic at the origin and & = 0, formula
(a) becomes
, 2 8
fa) = 2u G, 57) — 0, 0) +b ic, - )
Formulas (a) and (b) may beobtained (see hint) by expressing f(z) as
a powerseries and usingrelations of the form °

Ow wg ow oe
u(x, ¥) = f(z) + fle) = fle + iy) + FE FH).
eet aye48 Use formula (b) to check Exercises 7 and 8 above.
17. Let u(x, y) be harmonic in a domain D. Show that the Laplace equation
14, Suppose that the function u(x, y) is harmonic in a domain D, and that the
in polar coordinates is given in D by
partial derivatives of u of all orders exist and are continuous functions of *
and y in D, Show thatthe functions u,, ty, Uses Ueys Uyys Unex *** ave harmonic 07 Ou 1 Om
in D, ax (" ae) +> age = 0.
 4.1 THE EXPONENTIAL FUNCTION
97

4 Proof.

" e%e%2 = e%(cos y, + 7 sin 9) €*2(COS Yo ++ 7 Sin Vp)

“== e%1+2[c08 y, cos yp —'sin Vy sin Ve

Elementary Functions + i(sin 1 Cos Vg + sin ye cos )]

= et*lcos (y, + ya) + isin (yy + Yo)] = errs,
If we let 2, = 2 and 2, = — z in (4.1.2), we obtain

et = (4.1.3)

4.1. THE EXPONENTIAL FUNCTION. The exponential function e*, Furtherproperties of the exponential.function e? will be given in the following
' where « is a real number ande is the base of the natural logarithms, was studied
~ in calculus. We nowwishto define e* when z is a complex number. The function ——THEOREM 4.1.2. (a) For all x
e* should be so defined as to include, as a special case, the function e*, and
preserve the main properties of e*, namely, the law of exponents e*1 e%2 = e*1+%2, #0. . (4.1.4)
‘the fact that e° = 1 and (d/dx)(e*”). = ae**, where « is a constant. (b) [e”|=1 and |e| =e (z =x + iy). (4.1.5)
Let z = x + iy («, y real numbers). Then in order that the law of exponents
should hold, we require that MY (c) A necessary and sufficient condition that

ertiv — erly, =] a . (4.1.6)

is that 2 = 2kmi (where k is an integer).
In defining f(y) = e, we require that (0) = 1 and df/dy = if(y). Observe
that these two conditions are satisfied by. the function cos y + isin y, since (d) A necessary and sufficient condition that
cos0 +isin0 = | and
| e1 = 6% (4.1.7)
5 (0089 +isiny) = —siny +icosy = i(cosy +isiny). : . is that 3, — 2, = 2kni (where & is an integer),
Proof. Concerning (a). Using (4.1.2 h
Weconsequently make the following ©) e we dave
. 4 . eta Ma],
Definition 4.1.1.
mumbo If z = x + ty, we define e* = e*+*¥ to be the complex t ,
Since the p product is never zero, , neither
nei factor can be zero. Therefore #0.
an l :
pO ; _ Concerning (b). From Definitions 4.1.1 and-1.3.2 we ‘have
e* = e%(cos y + isin y). (4.1.1) |.
‘ A pe| = +/cos?y + sin?y = J
Observe that when z is real, that is, when y = 0, e? becomes equal to e”. a Also ;
Also, when z = 0, e? = 1. Note
? that arg e7 = y. , .
le" | =e] lew] =e,
Weshall now show that the law of exponents still holds. ap since e* > 0,

4 Concerning (c). Necessity. Suppose that e? _ 1. Th

——THEOREM 4.1.1. If 2, = x, + ty, and g,. =x, + iy, are two complex. I % SUPP , us
numbers, then e“cosy =] and e*siny = 0,
e71¢e72 = er1tze, . (4.1.2) Since e* ~ 0, we see that sinyy = 0. Hence y = mm, where -n is an integer.
On
 98 , - ELEMENTARY FUNCTIONS 4,1 THE EXPONENTIAL FUNCTION 99
But cos a = (— 1)". Since e* > 0, we see that e(-- 1)" = | only if « = 0 From Theorenis 3.5.2 and 4.1.3 we obtain the following
and n = 2k, where k is an integer. Thus x = x + ty = 0 -+ ina = 2kni.
——THEOREM 4.1.4. If w is an analytic function of z,'then é” is an analytic
Sufficiency.» Suppose that x = 2kmi, where & is an integer. Using (4.1.1) 7 function of z and
we obtain
dw
e& = ett — cos (2km) + isin (2k7) = 1. Ts =e “az
a (e”) = ew
(4.1.11)

Concerning (d). Observe that Let us put for convenience _ .

et = e if, andonly if, e-% = 1. e* = exp 2. (4.1.12)

Hence, from (c) we have that

EXAMPLE4.1.1. Let us show that exp % = exp 2, and that exp 2 is
| zy sy = 2kni (where is an integer). not an analytic function of.z in any domain D.

The theorem is thus established. Solution. exp % = ete” = e* (cosy — isin y).
Also
Definition 4.1.2. Let w = f(z) be a single-valued function defined in a.
- domain D ofthe complex plane, and let A +4 0.be a constant. Suppose that for exp2 = e%(cos y + isiny) = e*%(cos y — isin ¥)s
every z in D, z + A is also in D. The function f(s) is said to be periodic of
hence
PeriodA in D, if for all z in D
exp 2 = exp2.
f(z +A) = fe). (4.1.8)
Let 'u + iv = exp 2%. Then
From (4.1.2) and (4.1.6) we see that e* is of period 2zi, since
et tint 2nt
= e+ ett — @, (4.1.9) “w= e*cosy and v= —e*siny.

Oneeasily finds that.

THEOREM 4.1.3. The exponential function e* is analytic for all values
of z. Moreover Uy AV, and uu, A — vq.

< (e2) = et. (4.1.10) Since the Cauchy-Riemann differential equations are not satisfied anywhere,
exp 2 is not an analytic function of z in any domain D.(Also see Exercise 3.6.15.)
Proof. Let u +i = f(z) = e%. Since e* = e* cosy + ie” sin y, we have

u = e* Cos y, v = e* sin y, EXERCISES 4.1

It is easily seen that

1. Show that a necessary and_ sufficient condition that exp z = — 1 is that
Up = CP COSY = Vy, Uy = —e* SN Y = — Vy. | & = (2n + 1) wi (where x is an integer).
. Show that exp (iz) and exp (— zz) are analytic functions of z.

Ana WN
From Theorem 3.6.3, it now follows that ¢* is analytic for all values of 2.
Using (3.6.9), we have for any complex number z . Show thatexp (zz) = (exp z)” for all integers x,
. Show that | exp (Azz) | = e~*"*4 for A real.
a
dz e?) = f'(z) = uy, + iv, = e* cosy
J + ie* siny y = e, Show that if A(z) > 0, then | exp (éz)| <1.
Show that the function given by Z[exp (1 /(z -- 1))] is a harmonic function
and the theorem is thus established. of x and y in any domain D not including the point zg=1.
+

100 , ELEMENTARY FUNCTIONS ‘4.2 THE TRIGONOMETRIC FUNCTIONS. Do 101

4.2. THE TRIGONOMETRIC FUNCTIONS. Since .._. We shall say that a domain D is symmetric with respect to the origin, if
; for every point z in D the point — z is also in D.
e'¥ = cosy + isiny and. e-” = cosy — isin y, : . : ’
, Definition 4.2.3.. Let w = f(z) be a function defined in a domain D
subtracting and adding these equations we obtain which is.symmetric with respect to the origin. If f(— 2) = F(z) for all values
eit _ ev ev + e7iv of z in D, then f(z) is called an even function; if f(— z) = — f(z) for all
sin y = ay , cos y = = 5 (4.2.1) values of z in D, then f(z) is called an odd function.

Thesereal trigonometric functions will be extended to the domain of a complex | _ From (4.2.2) we see that sin z and cos 2 are respectively odd and even
variable by the following _ functions:

Given any complex number 2, we define sin(— 2) = —sinz and cos(— 2) = cosa. (4.2.5)
Definition 4.2.1.
git ptt it 4 eit The other trigonometric functions are given by the following
sing = a cos 8 = ——5——. . (4.2.2)
" Definition 4.2.4. Given the complex number 2, we define
Taking z to be real, we note that these equations are consistent with sin 2
equations (4.2.1), Also, note that sin z and cos 2 are both periodic with period 2, tangs = 7 for z 3 + nn,

Using Theorems4.1.4 and 3.5.1 we have the following Cos 8

cot g = sine for z 4 nn,
THEOREM 4.2.1. The functions sing and cos are analytic for all (4.2.6)
values of z. Moreover 1
sec 3 = z for z ~ 5 + nn,
co
d d .
qq Sins)
1
= cosz,
—
ae (cos 2)
— =
sin * . . (4.2.3)
4.2.3
1 y for 2 A nm,
csc 2 =

Definition 4.2.2. A point 2, for which f(z) = 0 is called a zero of the

‘wherein all cases 2 = 0, + 1, + 2,¢
function f(z).
Tan 2, cot 2 have period 7, while sec z, csc z have period 27.
THEOREM 4.2.2. The zeros of the functions sin z and cos 2 are given ~
Utilizing Theorems 4.2.1 and 3.5.1, we may readily establish the following
respectively by _

zg = wn and z= 5 + nm, (4.2.4) THEOREM 4.2.3. The functions tan z, cotz, secz, and cscz are
analytic functions of z except for those values of z excluded by Definition 4.2.4.
where n = 0, +1, +2,° Moreover ,
Proof. If sin z =0, then from (4.2:2) we obtain exp (212) = |. We then qi.ng 7
have in view of part (c) of Theorem 4.1.2 dg (tn 2) = sec? a for a A 5 + mm,
dix =2nni. or & = "nT (n =0, +1, +2, +). £ (cot zj= — csc? z for x & nm,
; 4.2.7
If cos = 0, then from (4.2.2) we obtain exp (27z) = — 1. Consequently, ( )
5, (see 2) = sec tan zforz #5 +m,
gx =a7/2+n0 (n = 0,41, +2, --).in virtue of Exercise 4.1.1. The theorem
is thus established. ad...
Note that the only zeros of the complex sine and cosine functions: arethe dz (ese 2) = — csc zg cot 2 for z 4 nm,
real numbers that appear already as the zeros of the real sine and. cosine func-
tions. , where in all cases = O,+1,+2,°..
 fos - |

102 . ELEMENTARY FUNCTIONS — 4.2 THE, TRIGONOMETRIC FUNCTIONS 103 ~

——THEOREM 4.2.4: liz =x + iy, then— aS _ Remark 4.2.2. Using properties of the exponential function, one may
. . . . 5 . .
show directly that the standard identities for the trigonometric functions of a
sing = sinwxcoshy +icosxsinhy, - (42:8) real variable x extend to the case of a complex variable z.-Thus we have, for
cos 2 = cos x cosh y — isin x sinh y. - (4.2.9) example,
sintz teosts=1, (4.2.14)
Proof. Verification of (4.2.8). Using (4.2.2) and (4.1.1), and recalling the
definitions that sinh y = (e” — e~¥)/2 and .cosh y = (e” + e-¥)/2, y real, we * sin (3, + 2.) =sing, cos %_ + cos 2, sin Rp (4.2.15)
obtain cos (2, + %) = ‘cos &, COS &y “F sin 2, sin &p, (4.2.16)
2i sin 2 = e# — e-™
sin (5 — 2) = COS 8, (4.2.17)
= e¥ (cos x + isin x) — eY (cos x — isin x)
= Zsin x(e” + e-¥) — cos x(e” — e~”) sin 2z = 2 sin 2 cos 2, (4.2.18)
= 21 sin x cosh y — 2 cos x sinh y,
cos 2z = cos? z — sin® z. (4.2.19)
- from which (4.2.8) now follows.
The proof for cos z is similar to that given for sin z. ; EXAMPLE4.2.1. Let us show that

——-THEOREM 4.2.5. If x = x + iy, then tan (2, 2)

(a + #2)
=
tan 2, + tan 2,
1 — tan 2, tan 2,
. (4.2.20)
sin 7y = isinh y, cos ty = cosh y, » (4.2.10)
' Solution, From (4.2.15) and (4.2.16) we have, as in the real case,
sin = sin 2, " cos J = cos z, (4.2.11)
sin (2, + 2»)
| sin 2 |? = sin® x + sinh? y, (4.2.12)
tan (#1 + #2) = cos (2, -+ &)
| cos z |? = cos? x + sinh? y. (4.2.13)
SiN 2, COS % + COS 21 SIN Zp
Proof. Verification of (4.2.10). If we substitute z'= 0 + iy into (4.2.8) COS 21 COS Z, — SiN 2, SiN By
and (4.2.9), we obtain (4.2.10). tan 2, + tan 2%,
Verification of (4.2.11). Replace z by % in (4.2.8) and (4.2.9) and recall 1 — tan 2, tang, *
that cosh (— y) = cosh y and sinh (— y) = — sinh y; we obtain

| sin 2 = sin « cosh y —icos «sinh y = sin 2,

EXERCISES 4.2

cos 2 = cos x cosh y +27 sin x sinh y = cos 2. 1. Prove Theorem 4.2.3.
2. Establish identities (4.2.14) to (4.2.19).
Verification of (4.2.12). Utilizing (4.2.8) and Definition 1.3.2, and recalling
. 3. Prove (4.2.9).
the identity cosh? y — sinh* y = 1, we obtain
4, Prove that exp (iz) = cos z -+ isin 2 and exp (— iz) = cos z — isin z.
| sin. |? = sin® x cosh? y + cos? x sinh? y 5. Prove that ,
= sin? x(1 + sinh? y) + cos? # sinh? y -
== sin? « + sinh? y.
cos 2, — cos 4, = — 2 sin (=25*1) sin (A254) .
6. Prove that
Similarly, one verifies (4.2.13), and the theorem is established.
. . Be teZ . &g—&
_ Remark 4.2.1. From (4.2.12) and (4.2.13) we see that the absolute sin %, — sin 3, — 2 cos (=25*1) sin (2) .
values of sin z and cos‘z. can be made as large as we please; however, when
z is real, the absolute values of sin z and cos z are never greater than unity. 7. Prove that | cos z |? = cos? x + sinh? y.
 104 _ ELEMENTARY FUNCTIONS 43 THE HYPERBOLIC FUNCTIONS 105
8. Show that the functions sin % and cos % are not analytic functions of z 43. THE HYPERBOLIC FUNCTIONS
in any domain D. s
Definition. 4.3.1.. Given any complex number 2, we define
9. Showthat | sin z| S cosh y and | sin 2 | > | sinh |.
,
10. Showthat | cos z | S cosh y and| cos z|.= | sinh y |. sinh z = Cn
7 ; oy SEE
5 (4.3.1)
11. Show thatif | z| <1, then | cosz| <2 and_| sin 2 | <$lz2|, 240.
12. Show that if w is an analytic function of z, then sin w and cos w are also Taking z to be real, we note that these equations are consistent with those
analytic functions of z, and for the hyperbolic sine and cosine. with real arguments:

a
da | sin w) == cos w ae
ee de? # (cos ) = — sin
dg
ao sinh x= ane"
~ cosh x = ore
5 (4.3.2) .
BI ” dz .
13. Prove results for the functions ‘in’ Theorem 4.2.3 similar to those given in Observe that sinh zg and cosh g are periodic with period 277,
Exercise 12 above.
Using Theorems 4.1.3 and 3.5.1, we have the following
14. Find the roots of the equation cos z = 2,
15. Find the roots of the equation sin z == cosh k, where & is a real constant. THEOREM4.3.1. The functions sinh z and cosh z are analytic for all
16. Prove that if sin 2, = sin z,, then either values of z. Moreover
& = 2, +2n7 or 2, = (2n+1)7—2,, where n is an integer. d,. a wy
Te (sinh 2) = cosh z, de (cosh 2) = sinh z. (4.3.3)
17. Prove that if cos 2, = sin 2,, then either
7 T Cog Utilizing (4.3.1), (4.1.6), and Exercise 4.1.1, we have the following
77 = + 2n7m or 57 a= (2n + 1) — 2, where 7 is an integer.
THEOREM 4.3.2. The zeros of the functions sinh gz and cosh are
18. Prove that if cos 2, = sin 2, then given respectively by

& = (— 1)x, + 5 +k, wherekis aninteger. s=nnt and z= (x + 1wt (4.3.4)

where n = 0, +1, £2,°.
19. Prove that tan 2, = tan 2, if and only if z, = 2, + m7, where n is an integer.
Note that the zeros of sinh x and cosh x are pure imaginary numbers.
20. Prove that
From (4.3.1) and Definition 4.2.3, we see that, sinh z and cosh % are respectively
sin 2x -+ 7 sinh 2y
odd and even functions:
tan 2 = cos 2x + cosh 2y °
sinh (— 2) =-—sinhz and cosh(— 2) = coshgz. (4.3.5)
21. Show that the equation tan z = cz, where c is real, has no complex roots
of the form z = x + iy, x #0, y 40. The other hyperbolic functions are given by the following
22. Show that if sin (x + dy) = csc (u + iv), where x, y, u, v are real, then
Definition 4.3.2. Given the complex number z, we define
sin u cosh v cos uv sinh v
a) sin x cosh = —~~————__ cos x sinh = — —————____;
(a) y cosh?» — cos? x’ y cosh? v — cos? x’ tanh z = sinh for z ~ (x + 5) mi
(b) tan x coth y + tanucothy = 0;
coth s= cosh 3 for z 4 nat,
(c) e# =itan > (2 =x+ty,w =u -+ iv); \ ' (4.3.6)
'(d) tanx = — sin ucsch 9; sech 2 = tosh = for z 4 (x + 5) wt

(e) tanh y cosh v = cos 4;

csch g = for z # nt,
(f) tanh v cosh y = cos x. sinh z
23. Use formula (b) of Exercise 3.8.16 to check Exercises 3.8.6 and 3.8.9. wherein all cases x = 0, +1, +2, °°.
 )
| . . nS

106 ELEMENTARY FUNCTIONS - 4:4 THE LOGARITHMIC FUNCTION 107

Tanh 2, coth z have period mi, while sech z, csch 2 have period 2ni. Also, we mayeasily verify the following identities:

Utilizing Theorems 4.3.1 and 3.5.1, we may establish the following - cosh? g — sinh?z = 1, oo “ (4,3.14)
/
sinh (2, + 3,) = sinh 2, cosh 2, +cosh 2, sinh 2, * (4.3.15)
THEOREM 4.3.3. The functions tanh 2, coth z, séch zg and csch z are
cosh (2, - 2.) = cosh 2, cosh zg, + sinh z, sinh 2, (4.3.16)
analytic functions of except for those values of z excluded by Definition 4.3.2, |
Moreover
sinh 5 ; 2) == icosh 2, (4.3.17)
ae (tanh.2)
doh = sech? zfors 4
I.
(x + 5) ni,
sinh 22 = 2 sinh z cosh g, (4.3.18)
cosh 2z = cosh? g + sinh? z. (4.3.19)
f (coth2) = —csch? g for z # nmi,
(4.3.7)
a (sech z) = — sech gtanh 2 for z Z (x + 5) mH EXERCISES 4.3
dz ~~ 2)”
. Prove Theorem 4.3.1, 2. Prove Theorem 4.3.2.

Go
4 (csch z) = — csch z coth 2 for z A nat,
. Prove Theorem 4.3.3. 4. Prove Theorem 4.3.4.
. Prove Theorem 4.3.5. 6. Verify (4.3.14)-(4.3.19).

WM
where in all casesxn = 0, +1, £2,°".
. Prove that if = « + dy, then

“sa
f

Using techniques similar to those employed to establish Theorem 4.2.4, .

one mayestablish the following sinh « cosh x + isin y cosy |
tanh z = : 7 .
cos? y cosh? x -}+ sin? y sinh? «

——THEOREM 4.3.4. lf z = « + 7y, then 8. Show that if tanh (« + ty) = u + wv, where x, y, u, v are real, then
sinh z = cosy sinh « + isin y cosh x, (4.3.8) sinh 2x sin 2y
cosh gz = cos y cosh x + isin y sinh x, (4.3.9) ~ cosh 2x + cos 2y ’ ~~ cosh 2x + cos 2y *

By comparing(4.2.2) and (4.3.1), and also utilizing the above theorem,one 9, Find the values of z for which sinh g = — 7; sinhe = — 1.
may readily establish the following 10. Show that if w is an analytic function of z, then sinh w and cosh w are also
analytic functions of z, and
——THEOREM 4.3.5. If 2 = x + iy, then d,. _ dw di, ay dw
qq (sinh w) = cosh w ——, qq (cosh w) = sinh w —.
sinh (iz) = 7 sin z, sin (iz) == 7 sinh 2, (4.3.10)
cosh (iz) =' cos 2, cos (iz) = cosh 2, (4.3.11) 11. Prove Theorem 4.3.4 byusing Theorems 4,3.5 and 4.2.4.
sinh # = sinh2, cosh & = cosh2, - (4.3.12) 12. Prove Theorem 4.3.2 by using Theorems 4.3.5 and 4.2.2.
| sinh z |? = sin? y + sinh? x, )
(4.3.13)
| cosh z |? == cos? y + sinh? x, 4.4. THE LOGARITHMICFUNCTION. Weobserved in Theorem 4.1.2
that e” (where w = a+ bi, a,b real numbers) is never zero. We now ask
Remark 4.3.1. By means of the relations (4.3.10) and (4.3.11), all the whetherthere exist other values that e” cannot assume. The following theorem
properties of hyperbolic functions enumerated in this section may be derived shows that e” attains all values except the value zero. We shall use the symbol
from the corresponding properties of the trigonometric functions; and vice Log |z| to mean the real natural logarithm of the positive number | |,
versa, , yo zax+y4£0.
108 _ ELEMENTARY FUNCTIONS 4 THE LOGARITHMIC FUNCTION . 109

THEOREM 4.4.1. For any complex number z ~ 0, there exist complex Solution. (a) | i| = 1 and Argi = 7/2, hence ,
numbers w such that e” = z. In particular, onesuch w is the complex number 7
Log = Log 13 =i.
Log |z|-+ 7 Arg, (4.4.1) _
(b) | 1 Fi] = V2 and Arg (— 1 +i) = $7, hence |
and any such w is: given by
Log (— 1 +i) = Log V2 +i 3a = 4 Log2 +747.
Log|#|+7¢Argz + 2nmi, (mis an integer). (4.4.2)
(c) j-—1—i| = V2 and Arg (— I i= —3n, hence
Proof. Writing z= x + iy in polar form, we have
Log (— 1 — i) = Log V2 — i 3a = 4 Log2 —i $7.
ge =l|z|e®, (| 2 | =r=Vxer4+ y?, 6 = Arge,—27 <0 Sz).
Remark 4.4.1. From Example 4.4.1 we see that it is not true, in general,
Now,observe that
-
that
Log (2%, * 8.) = Log 2, + Log z,
oboe |2l+7 Argz
=e
Log| 2] et Atez
=|zsleM=-x,
for (— 1 — 7) = (—1 +2) andyet
Hence, w = Log|z| +7 Arg zisa solution of the equation ee = B
Log (— 1 — 7) 4 Logi + Log (— 1 +72).
Suppose that w, is: another solution of e& = z, Then ei” = |, and from
Theorem 4.1.2 we see that However, we have the following
w, — w= 2am (n is an integer). ——THEOREM 4.4.2. If the-complex numbers 2g, 2,, 2, are different from
thus establishing the theorem. zero, then the principal values of the arguments and logarithmsof the product,
quotient and powers are given by
Definition 4.4.1. Let zg #40 be any complex number. If w is a complex
Arg (21° &) = Arg 2, + Arg gq + 27n,(2, 29), (4.4.5)
numbersuch that e” = 2, then w is called a logarithm of z and will be denoted
by w = log z. Log (2, * 22) = Log 2, -+ Log 2, + 2min,(%, 22); (4.4.6)
Arg (%/25) == Arg 2, — Arg 2, + 271,(2;, 22), (4.4.7)
By Theorem 4.4.1, we have
Log (2,/%2) = Log 2, — Log 2, + Qring(21, Bs), (4.4.8)
w = logz = Log|a| +t Arg + 2na, . (4.4.3)
Arg (2”) =n Argx 4+ 2nk(z,n), (4.4.9)
(—7 < Arg 2 XS a, n an integer). Log 2” = n Log g + 2ntk(z, n), (4.4.10)
In particular, the number w_givenby (4.4.1) will be called the principal value ~~ where n is any integer, and m, and 7, take on values — 1,0, 1 as follows:
of the logarithm of 2, and will be denoted by’
—1, ifaw < Arg 2,4 Arg 2, S 2z,
w = Logg = Log E | + i Arg z, (-a7<ArgeSan). (444) ny(%, %) = ( 0,if —a7 < Argez, + Arga, Sz, (4.4.11)
1, if — 27 < Arg 2, + Argz, S — 7,
Note that log z is not a single-valued but rather a multiple-valued function
of z. , —1,ifa < Arg 2, — Arg 2, < 2n,
; (21, 8) = 0, if —7 < Arg 2, ~Argz, S7, (4.4.12) ,
EXAMPLE4.4.1. Let'us show that 1, if —27 < Arga, —Arg2z,S —7

(a) Logi = i 5. and & is the integer given by the bracket function
(b) Log (— 1 +7) = 4Log2 +737.
R(x, n) = [5 _ A Arg a. | (4.4.13)
(c) Log (— 1 —i) = $Log2 ~—i 4m.
 ~ : . ’

110 ; ELEMENTARY FUNCTIONS @ -1u

44 THE LOGARITHMIC FUNCTION -
Proof, Verification of (4.4.5). “Let 4 =| ay | e%t, x = | 2 |e", where | then 7 <Arg 2, + Arg 2, S Qn. Thus, according to the above theorem, we
6, = Arg 2,,.0, = Arg 2, —7 <6 Sand 1 <b Sr. Note:that i‘ have

en <itbe an : ;
Log (2, - 8) = Log 2, + Log 2, — i2a = 15 +5 Log2 tiga — idm
Utilizing (1.6.4) we have
1 _ 3
i( 8,+05+2772) = 7 log? tga= Log 23.
% 8% = | || % | efrt%a) =|%|| a] ¢ ooo

where , is an integer such that

Remark 4.4.2, It follows from Theorem 4.4.2 that

—m <4 + 6 + Inn So. (4.4.14)

° ~ log (2, + 2) = log 2, + log z,, (4.4.15)
Suppose that Ne

@) m <0, + 0, S 2m. where the equation has the following meaning: Taking any value for any two
of the terms, we can find an appropriate value for the other term such that
Then (4.4.15) holds. In a similar sense, we also have
_ — 7 <0,+ 0, —2n <0,
log (#1)
“) _ log z, _ log 2p. ; ( 4,4
. .16)
so

7 <A +O, — 20 Sa, Let us write (4.4.4) as

and upon comparing this inequality with (4.4.14), we have (21, 22) = — 1.
u+iv = Log z = Logr +76, ; (4.4.17)
Suppose that

—a<4 +4 S70, (g=x+i,|2)=r= Ve Ly, Age = 0, —7 <0<7).

then clearly (21, 32) == 0. Finally, suppose that
Thus
— 2 <0,4+6< —7, u=Logr and v=9@,
then
Observe that Logr is not continuous at the origin. Also, Arg 2 is not.
0<0,+6,-+27 <7, continuous at the points on the negative half of the real axis; for, if x <0
so and-y > 0, we have
—7<0,+6,+27 So,
lim Arg (x + ty) = 7, lim. Arg (« — ty) = —
thus 1,(2,, 22) = 1, and (4.4, 5) is established.
Verification of (4.4.6). ' However, if we restrict our attention to the domain D consisting of the points
of the z plane with the nonpositive half of the real axis removed, then u and v
Log (21 * 2) = Log | 1° | + 7 Arg (2, - 2s) and their partial derivatives with respect to r and @ are continuous functions
== (Log | 2, | +7 Arg 2,) + (Log | 2, | -+ 7 Arg 9) + anim, %) of r and @. Moreover, utilizing Exercise
E 3.6.10, we see that the Cauchy--Riemann
= Log 2, + Log zg, + 2zin,(z,, 2). differential equations

Weshall leave the verification of the remaining formulas as an exercise ou 1 dv au: 1 du -

for the reader. or +00’ o& ~~ 28
Referring to Example 4.4.1 and Remark 4.4.1, let 2, = 7, 2,= —1 +i
and x, = (— 1 —7) = 2,: 2. Since Argz, + Arg 2, = 7/2 + 3a/4 = 5n/4, are satisfied when « = Logr and v = @.It follows that ‘Log z is analytic in D.
 112 . | ELEMENTARY. FUNCTIONS 4,4 THE LOGARITHMIC FUNCTION , 113
Also, again utilizing Exercise 3.6.10, we have a ——THEOREM 4.4.5. If 2, 0, 2. + 0 and w is any complex number, then

(%)” = By ge erriwon (2.29) | .

4 L 8) =
qq (108 = (cos30 — isin
7. 0) 2.(Lo
5p (Log r + 70) (4.4.21)

_ (cos@—isin#) 1 w w

SO (=) _ ma e2mivnal 24,29)

Bq) &2 .
(4.4.22)

Thus we have established the following

where 1,(%, 32) and 7,(2, 25) are the integers: defined in Theorem 4.4.2.
—— THEOREM 4.4.3. The function Log zg is single-valued and analytic in -
_ the domain D consisting of all points of the complex plane except those lying Proof. Verification of (4.4.21). Utilizing Theorems 4.1.1 and 4.4.2, we have
on the nonpositive real axis. Moreover, for zin D. (2130)” =* pwLog2,%9) = grlLogz,+Logeyt2nin,(2,Z_)]

S(Log 2) =i. (4.4.18) , _ evLogz, pwLogz, erniwny (24,25)

=_ atigt 2 twos (24 ,%9)

Weshall now define what is meant by a complex number raised to a
complex power. Similarly, one verifies (4.4.22), and the theorem is thus established.
Definition 4.4.2. If z 40 and w is any complex number, we define 2” by
Observe that the usual laws of exponents still hold, provided that
gv = evloge a (4.4.19) _— a < Arg z, + Arg 2 Sm. However, since (21, 32) and ,(z,, 22) can also
take on values + 1, we see that, in general,
where log z is given by (4.4.3).

Observe that if w is not a rational real number, then By

(21%)” ~ ava? and (2) fx ot
%
ewlogz
=e w[Log|2|-+-tArge-+2nni]

~ Let us write 2” as 2” = e” where pw = Log z.-Then, utilizing Theorems

n=0,+1,+2,-:, has an infinite number of values. The principal value
4.1.4, 4.4.3, and 3.5.2, we see that 2” is analytic in the domain Dconsisting
of 2” will be defined as the value
of all the points of the complex plane except the points x = — | z |. Moreover,
evloge
its derivative is given by

where Log % is given by (4.4.4). Henceforth, 2” will denote the value e?-°8, d wy =
— GO)
i qe wut
. deg) Gy = we 27 we —1 .
except wherethe contrary is indicated. Thus 2” becomes a single-valued function.

EXAMPLE 4.4.2. Let us find the value of the following expressions: Thus we have established the following
(a) (— i} and (b) (— 1).
Solution. THEOREM 4.4.6. The function z”, where w is any fixed complex
number, is analytic in the domain D, which consists of all the points of the
(a) (— i) w=: gtlog(—t) __ gil—in/a) gal?
complex plane except those points lying on the nonpositive real axis. Moreover
(b) (— 1)% = float) __ g2ittin) _ gan,
4 (2) = weet, (4.4.23)
——THEOREM 4.4.4. If 2 70 and w, and w, are any complex numbers,
then
n
ZMigte = gWitwe,
——THEOREM 4.4.7. If z 40, w, and A are any complex numbers, ‘then
(4.4.20)

Proof. — Log (2”) = w Log z + 2zik, (4.4.24)

guigis = ets Logz ewaLogz _— elstt,)Loga ‘== gtr twes, (24 = gu ernitk : (4.4.25) :
 114 - BLEMENTARY FUNCTIONS 4.5 MULTIPLE-VALUED FUNCTIONS . | 115

where & is the integer given by the bracket function . 5. Find the values of log 3.
: _ : / 6. Find the value of (1 +2)
k= E — 2) bos | 2 Le Aw) Are |: (4.4.26) 7. Find the value of Log [(1 -+.2)!~*].
a 8. Find the value of ¢!°8+#),
Proof. Verification of (4.4.24). Denote 2” by a, Arg x by @, and let 9. Find the value of [(1 + i)®-9]a+0, |
w= u- iv. Then , 10. Find the value of (~ 1 + ijt.
a= ewLoge _ ettiv) (Log|2|+76) = et Loglz|—v6 etvLogiz|+ue) 11. Find the value of [( + i)/2}-4.

_ Thus . 12. Show that (o/3 + 1)? = e*!2[cos (£ Log 2) + i sin (2 Log 2).
13.. Showthat (d/dz) (a*) = a* Log «, where « is a complex constant different
fou | = e*boeil-v8 and Arga = v Log| | +ud + 2zk, from zero,
where & is the integer such that 14. Show that B[(1 ++ i)Loe+O] — 2(1/arLoge p~(n*/18) ogg (A mLog 2).
15. Give another proof of Theorem 4.4.3 by utilizing Theorem 4.1.3.
—a <vLog|z|+ wht Qnk Sa
16. Show that for a fixed integer n, and Arg z varying
according to the in-
lving forfor k wewe gget equality,
ity, — 7 < Argz <a, k of Theorem 4.4.2 will also vary as follows:
Uponsolving Amin S&S Amax, where Rmax = | [/2}| and kein = —{) m|/2], and
t<kSt+l, [] denotes the bracket function.
where 17. Find the principal argument of 2° in terms’ of the principal argumentof 2.
1 wvLog|s|+ 40 18. Show thatif 6 is any real number such that z = | 2 | e, then
t= op
Therefore . Arg z = 0 + 2 [5 _ =| ,
g -
k=({t+1] = [5 — lelfu = [5 — £(@)laAw)
Avg2), where [] denotes the bracket function.
AT

Now 4.5. MULTIPLE-VALUED FUNCTIONS. A careful reading of the

definition of a function given in Section 3.1 shows, that we did not exclude the
Log 8” = Log a = Log|«| +7 Argo
case in which for somevalues of z in the domain of definition there corresponds
= uLog|z|— v8 + i(v Log | | + u6 + 2k) more than one value of w = f (z). When this is the case, we say that w =: f (z)
= (u + iw) (Log | z | + 160) + 2atk = w Log 2 + 2th. is a multiple-valued function. Although in Definition 3.4.2 the conceptof analytic
functionswasdefined only for single-valued functions, the property of analyticity
The verification of (4.4.25) is left as an exercise for the reader. mayalso be enjoyed by multiple-valued functions of a complex variable in the
\
sense to be explained below. An important class of such multiple-valued
functions arises when weconsider the inverse of a single-valued analytic function,
EXERCISES 4.4 In this section we shall study several examples of such functions.

1. Prove (4.4.7)-(4.4.10). _ EXAMPLE 4.5.1. Let us consider the equation

2. Prove (4.4.22) and (4.4.25).
we = xz, (4.5.1)
3. For arly complex number z 40, show that (a) Log (e*) = 2 +- 2mik,
where k = [4 — (.4(z))/27] and [] denotes the bracket function; Observe that z is a single-valued analytic function of w. However, when we
(b) | 2#| <e7; (c) | 24 | = | e408" | = | 2 |*, where A is real. consider the inverse function w = 4/%, we see that for each value of #0
4, Find the value of Log (1 — 7). there correspond two values of w.
 “4 ,

116 é = ELEMENTARY FUNCTIONS 4.5 MULTIPLE~VALUED FUNCTIONS 117

Let z = re. Using formula a.7.3) we may write (4.5.1) as
a branches*
w= Vr ei(012ie 2, R= 0, 1. * (452)
If we restrict @ to the range 0 < 9 < 2z, we obtain two single-valued functions
of z, namely,
w, = Vr ef) and wW, = Vr eill8+] OS0<2n, (4.5.3)
Observe that w, = — w,. Note, however, that although w, is defined .and is
single-valued for all values of z, it is not continuous at any point2% on the
‘positive real axis. For, as z > 2) from above, 6 —> 0 and w, — 4/r, while as
2 —> 2, from below, 6 — 2a and w, > — 4/7. In order to make w, continuous,
we restrict ourselves to the domain Dy: 0 < 6 < 27, r > 0, consisting of the
' g plane with the nonnegative half of the real axis removed. Then, the values
of w are given in Dy by the two single-valued continuous functions w, and
W, = — w,. To see that w, is a continuous function of z in Dy, observe that
w, is a single-valued continuous function of r and @, which in turn are single-
‘valued continuous functions of z in Dy. The nonnegative half of the real axis,
which is excluded from the domain Dg, is called a branch cut for w, and w,,
Weshall now show that w, is also an analytic function of z in Do.
Since z = w?, we have dz/dw, = 2w,. Also, since w, is a continuous
function of z in Do, we have
lim Aw, = 0.
4230
of the real axis. renioved, the values of w in D,, would again be given by the
Wi= Vr, We=-—W,, 1>0 1 <0 <a, (4.5.4)
Let us now examine the behavior of w = 1/2 as 2 moves along circle
with center at the origin ‘and radius 7). Let us begin with a fixed point
&p = 19 e%, rg > 0. Thenas 0 increases continuously, starting with the value 8,
the point x = 7, e*? willtraverse the circle in a counterclockwise direction. Let
us takeW = 4/r, ec, Thus, W is a single-valued continuous function of6 (not
necessarily of 2) varying continuously as z varies along thecircle, and such that
= 2. It is not difficultto show thatfor each value 6, of @, there is a neighbor-
hood, N(4), of 6, such that the values of W for 6 in N(6,) agree with those
given byatleast one of the fourbranchesw,(z)and W,(z), 7 = 1,2. We now observe
that as @ increases by 27, the value of Wis multiplied by — 1, since
4 /y, ef(O42m) 2 — _ V7, (8/2),
This, if the value of W corresponding to the point ais originally given by
one of the branches of w in D,, « = 0,7, wefind, after encircling the origin
once and returning to the point zg), that the value of w assigned to it is now
given by the other branch.

Therefore

420
tim 2%. = tim 4% — tim —1—
Az 4w,>0 Az 4w,>0 Az/Aw,
*Zo M

-~ i. t tb
jim, Az/Aw, dz/dw, 20,

For z in Do, w, ~ 0; thus dw,/dz exists (and is finite) for every point z in Dy.
Hence w, is a single-valued analytic function of z in Dy. Since wy = — a,
We is also a single-valued analytic function of 3 in Do. Fic. 4.5.1
Each of the functions w, and w,is called a branch in Dy of the multiple-
valued function w. More generally, we may define a branch of a multiple-valued The behavior of w that we have just described is equally valid for any
function as follows: e circle with center at the origin. Let'us now consider a circle C with center
at. + 0 and of radius suchthat the origin is exterior to this circle. Let x = re“®
Definition 4.5.1. Given a multiple-valued function w = f(z) defined in
vary around this circle, making a complete revolution. We see geometrically
a domain D in the complex plane. Let D, be a domain contained in D. Then,
(Fig. 4.5.1) that if 2 starts at P and traverses C in a counterclockwise direction,
by a branch of w in Dy, we mean a single-valued analytic function w, = g(z).
then as z describes the arc PMN,arg x increases from 0) to 0, -+ A, that is,
defined in Do, such that for any z in Do, g(z) is one of the values of f(z).
by A. When 2 traverses the arc NSP, however, arg z decreases by the same
amount. Thus we see that the total change in the arg z after one complete
Returning to Example 4.5.1, instead of taking 0 <6 < 27, we could
have restricted @ to the values —a <0< 7m. Setting z =re® and * Any ray 9 = a determines a domain D,, a<d <a + 22, r.> 0, in which
denoting by D, the domain consisting of the z plane with the nonpositive half w= V/.2 has two branches.
 o

1 18 : 2ELEMENTARY FUNCTIONS -MULTIPLE-VALUED FUNCTIONS 119

‘one finds that w, (and.also w,) is discontinuous at: points on the real axis to
revolution is zero. Therefore r and 6, and hence w, have returned to their
the left of z = — 1, and continuous at the points of the real axis lying on the
initial values: Consequently, the branches w, and w, interchange only when. zg segment —1<x* <1. Thus, in-order to make w, and w,
’ continuous, we
encircles the origin. This property, distinguishing the origin from all other
point. . restrict ourselves to the domain D, consisting of all the points of the 2 plane
points, is one of the main characteristics of what is known as a branch
with the exception of the points x = « + 04, |«| 21. Asin Example 4.5.1,
Let us consider the multiple-valued’ function we can show that w, is. also analytic in D, with dw,/dz = z/w,. Moreover,
EXAMPLE 4.5.2.
| . for each 'z in D,, the value of w, is one of the values of the multiple-valued
w = V22—1 defined by the equation
— Hence by Definition 4.5.1, w, (and also w,) is a branch
function w = V2 1.
wt = 22 — I], « (4.5.5) jn D, of the multiple-valued function w = \/z? — 1. The half lines x = 1,
y = Oand x S — 1, y = O are branchcuts for the branches w, and w,.
Let
Wecould have made thefollowing restrictions on 6, and 6,:
a—
atl1 =
= piel,
paei”s, (4.5.6) —7<O0,S0 and —7 <0, <7. (4.5.10)
Then we would again obtain two single-valued functions of z

W, = Voip, e149] and W, = — W,. (4.5.11)

If zy is any point on thereal axis such that| 2) | > 1, then W, approaches the same
value irrespective of the manner in which z approaches 2). However,if 2p is
real and| 2) | < 1, then W, approachesdifferent values according as z approaches
2q from aboveor below. In order to make W, continuous, werestrict ourselves
to a domain D, consisting of all the points in the z plane with the exception
of the points z = x -+ 0i,| «| S 1. As above, it can be shown that W, and W,
are branches in D, of the multiple-valued function w = /z? — 1. The branch
cut is now the segment —1.< x < 1, y=0.
Fic. 4.5.2

(See Fig. 4.5.2.) Then (4.5.5) may be written as

w? = pipetr+?a),
Hence

w = Vpxp, elton] k= 0,1. | (4.5.7)

+
By making the restrictions

0 = @ < 2z, (4.5.8) Fig. 4.5.3

—a7 <0 Sa,

we obtain two single-valued functions of z Note that each point z +4 +1 is in some domain (say D, or Dy) in
which there are two branchesof the function w given by w? = z* — 1, However,
wy = Vpip etl'rt)/2] and wy = — Wy. (4.5.9) » this cannot be said for the points z = 1 and z = — 1. Toseethis, let x vary
continuously in a counterclockwise direction along a circle.C with center at
From Fig. 4.5.2 -we see that the lim (0, + 8,) as x approaches any point © ) & = I, radius p, and having z = — in its exterior. (See Fig. 4.5.3.) Let the
on thereal axis to the right of the point z = 1 is zero if approached from. above ». initial point on C be 2, so that —
and 2m if approached from below. Thus the two limiting values of [(6, + 9.)/2] = —1= pet
. . aa on pets
differ by 7. Hence w, (and also w,) is discontinu ousat such a point. Similarly,
120 . _- BLEMENTARY FUNCTIONS |
and
Bot l= poetAs,.
where ,, A, and p$ are particular values of 6,,0, and pg, respectively, and Po
‘is the distance from the point zs = —1 to a point onthecircle C. Let the value
of w at &o be gi ven by
Wo = a/ PxPS ei (Ay + Ag) / 2 ;
As 2 travels in a counterclockwise direction along C, let 6, and 6, vary con-
tinuously, starting from the initial values 4, and 9. Thus,
w= Vpips gtl(8,4+-0,) /2]
will also vary continuously beginning with the initial value wy. As 2 completes
one revolution arriving at the point 2, we see from Fig. 4.5.3 that 6, returns
to its initial value A, while 6, assumes the value A, + 27. Hence w assumes
the value
V p,pe elt Arten+4el/2 — eiyy = — Wo,
Thus w, starting with the initial value wo given by one of the branches of the
function w for z = 2, and varying continuously as 2 travels along the circle,
arrives at a new value — w, given for 2 = 2 by another branch of w. This
shows that z = 1 cannot be in any domain D wherethere exists a branch of w.
For, if z == 1 were in such a domain D, then we could draw thecircle C in D,
and encircling the point z = 1 we should arrive at the same value Wy of w
initially given by our branch. A similar argumentapplies to the point z = — 1.
Fic. 4.5.4
Observe, however,[see Fig. (4.5.4)], that if z completes a revolution along
a circle C having both z = 1 and z = — exterior toit, then if w starts out
with the initial value w, for the point 2) on.C, it will return to this same value.
This fact is also true whenthecircle C contains both points zs = landz = — 1
in its interior. These exceptional points z = -+-1, are the branch points ofthe
multiple-valued function w = V2 — 1,
4,5 MULTIPLE-VALUED FUNCTIONS 121
EXAMPLE 4.5.3. w = log z.
. From Definition 4.4.1 we have for x == re*®, z ~ 0, that
w= logz =Log|.z|+iArge+2nni (4.5.12)
i (—7 <Argz Sa,r >Oandn =0, + 1,42, ++),
If we set 2 = 0 in (4.5.12), we obtain the single-valued function
Logz = Log|z|+¢Argz (—a <Argz <a,r> 0).
However, as we have already observed, (see the discussion preceding Theorem
4.4.3) Log z fails to be continuous for real nonpositive values of z. If we confine
ourselves to the domain D,, consisting of the z plane with the nonpositive
half of the real axis removed, then Log z is a single-valued analytic function
in D,,. Thus according to Definition 4.5.1, Log z + 2nmi is for each value of
na branch in D,, of the multiple-valued function w = log z. ;
The branch cut consists of the points on the nonpositive half of the real
axis. Also, from Exercise 4.5.4 we see that we could have chosen for a branch
cut the nonnegative half of the real axis. The values of log z would then be
given in the domain Dg, consisting of the z plane with the nonnegative half
of the real axis removed, by the branches
[Log (— 2) + i] + 2nmi, n=0, +1, 42,0
Thus, any point z #0 is in some domain (say D, or D,) where the values
of w = log z are given by the branchesof this function. However, this is not
true for the point z = 0, which is a branch point ofthe. function w = log 2.
Now,let C be a circle with center at the origin and arbitrary radius r,
and let x = 7," with 8 increasing continuously from 6 to 6) + 27. Thus,
the point 2 will traverse continuously the circle C in a counterclockwise direc-
tion starting at 29 = rq eand upon completing one revolution will return to
its initial position. Let us define
W =W(2) = Log ry + 6.
Observe that as z traverses the circle C,W varies continuously with @,
It is not difficult to show (see Exercise 4.5.5) that in the neighborhood of each
value 6, of 6, W coincides with at least one of the branches of w= log z.
Further observe that althoughthe real part, Log 79, of W returnsto its initial
value as z makes one revolution around C, the imaginary part 6 of Y changes
by 27.
However, if z = re” traverses a circle C with center at zg —a 70 and
of sufficiently small radius so that the origin is exterior to C, and if W is given
by
W = W(2) = Logr + #, % S9<6)+27, r>0, (4.5.13)
then, as in Example 4.5.1(see Fig. 4.5.1), upon completing a revolution, 7 and a;
and hence ¥, assumetheir initial values. oo. co .
 122 _ ELEMENTARY FUNCTIONS 4,5 MULTIPLE-VALUED FUNCTIONS ; 123
Remark 4.5.1. If in Example 4.5.1 we consider the domain D consisting of :- (L) for any point z, in D and any oneofthe values f,(2,) of f(z) at z = 2,
the plane with the point gz = 0 removed, we see that the multiple-valued. ; there exists a neighborhood N(z%) of 29, and a branch G,,(z) of the multiple-
function w = 4/z displays the following behavior: _ valued function f(z) defined over N(z,) such that G,(z,) = Fif%o)} and

(1) Given any point 2) in D and oneofthe values w,(z) of w = Jz,
then there exists a neighborhood N(z,) of 29 contained in D and a branch G,,(z)
of the multiple-valued function w = 4/z defined in N(zy), such that the value
of the branch at z = 2%coincides with the given value w,(z), that is,
W,(%) = G(R):
(2) Given any. two branches of the function w = 4/%, we can pass from
one branch to the other by continuous variation along some curve.
The same two properties are also true for the multiple-valued function
_ w= loge (see Example 4.5.3) and w = Vz* — 1 (see Example 4.5.2). In
Example 4.5.2, however, the domain D is taken as the z plane with the points
z = + I removed. Weshall now formulate explicitly the definition of a multiple-
valued analytic function in terms of the above two properties.
(2) for any two branches G,(z) and G,(z) of f(z), G.(z) is an analytic
continuation of G,(z) along some curve C in D.
EXAMPLE4.5.4. The function
A(z) = log z = Logr + 2, 0<O0<67,) x= re,
is a multiple-valued analytic function in the domain D of all complex z such
that z ~ 0. Similarly the function f(z) = log z = Log r + i, _0 <9 <a,
is analytic in the same domain D. Thefunction f,(z) is said to be an extension
of f,(2) since every branchof f,(z) is also a branch of f,(z). The function Fol2)
has no further extensions in D and is said to be maximal-in D.

InChapter2thereader has already encountered the concept of a(continuous) EXERCISES 4.5

curve or aro It is defined by a pair of continuous parametric equations «
x = a(t), y = y(t), t, St Sty; or simply by C: z = a(t), 4) St S by, with 1. In Example 4.5.2 show that w, and W, given in (4.5.9) ‘and (4.5.11),
a(t) = x(t) + zy(t). The reader has also encountered the definition of a. neigh- respectively, satisfy the relations w(—z)=w,(z) for 4(z) 0,
borhood of a point z along a curve, z being a point on the curve. (See Defini- W,(2) = ,(z) for A(z) > 0, and W,(z) = — w,(z) for ¥(z) < 0.
tion 2.10.1.) A function g(z) defined for all z on the curve C is said to be conti- 2. In Example 4.5.2 show that w, given in (4.5.9) is analytic in the domain D,,
nuous along C if g[2(t)] is a continuous function of ¢ for 47 St S ty. - consisting of the z plane with the points « + 0i, |x| = 1 removed. Also
show that
Definition 4.5.2. Let f(z) be afunction (not necessarily single-valued)
du, z . .
defined over a domain D, and suppose that C: z = a(t), 4) StS ty, isa ds ~ w,? for zin D,.
curve contained in D, Let g(z) be a continuous function defined along the
curve C. Suppose that for each point 3, = 2(t)) on C there exists a neighbor- 3. In Example 4.5.2 show that W, and W,, given in (4.5.11) are analytic in
hood N(z,) in D and a neighborhood N of 29 along the curve C such that the domain D,, consisting of the z plane with the points « + 0i, je|s 1
(1) N is contained in N(z,), (2) there exists over N(z)) a branch G(z) of f(z) removed. In particular show that
and (3) for z in N, g(z) = G(z). Then g(z) will be called a branch of f(z) along C.
aw,
| _2 foror gin
in Dy.De.
Definition 4.5.3. Let f(z) be a function (not necessarily single-valued) de-
fined over a domain D andlet G,(z) and G,(z) be two branchesoff(z) defined res-
pectively over two subdomains D, and D, of D. Let C: z = a(t), 4) St S bp, 4. In Example 4.5.3 show that Log (— 2) + i is a branch of the function
be a curve joining a point z, = 2(t,) in D, to a point z, = a2(z,) in D,. Suppose log x and is analytic in the domain Dg, consisting of the x plane with the
that g(z) is a branch of f(z) along C such that g(z) = G,(z) in some neighbor- nonnegative half of the real axis removed. Also show that for z in the
hood N, of 2, along the curve C, and g(z) = G,(z) in some neighborhood upper half of the z plane
N, of. 2, along the curve C. Then the branch G,(z) is said to be an analytic
Log (— 2) + im = Logg, |
continuation of G,(z) along the curve C.
‘whereas for z in the lower half of the z plane
Definition 4.5.4. A multiple-valued function f(z) defined over a domain D
is said to be an analytic function in D, if : Log (— z) +.i7 = Log # + Ini.
 4.6 THE INVERSE TRIGONOMETRIC FUNCTIONS
124 ELEMENTARY FUNCTIONS 125

5. Show that in a neighborhood of each point (r, 8), r >, the function Since the product of the roots of equation (4.6.2) equals the constant
W-= log r -+ 70 coincides withat least one of the branches Log z + 2nmi, term, we have
z#~—|a|;-or Log (— 2) + 7d + 2nai, 2 # | 2, of log z, where # is an
integer, and. z = re®, . _
WW, = —1 =e" 0, 41, £2,
6. Show that if z = a-+r,e', a 0, 7 <|a| and W = W(t) is a con- Hence | 7
tinuous. function of ¢ such that for each value of tf we have W? == 2, then log W, = — Log W, + (2k + 1) in *
Wit +20) = Wit).
7. Show that if z = 79 eit, ro > 0,7) A 1, and Wz) is a. continuous function and by (4.6.4) we have
of ¢ such that [W(2)]? = x? ~ 1, then W(t + 27) = W(t).
/ log [iz — iv(z)] = — Log[tz + r(z)] + (2k + 1) an. (4.6.5)
4.6. THE INVERSE TRIGONOMETRIC FUNCTIONS: arcsin 2, Since W = e™ and w = arc sin z, we see, upon taking logarithms in (4.6.4),
arc cos x AND arc tan z. The function w = arc sin zis defined by the equation that the values of w are given by the following equations

g=sinw (4.6.1) w = arcsing = —i log (iz + w),

(4.6.6)
From (4.2.2) we may write (4.6.1) as w = arcsing = — 1 log (iz — iv).
ew _— e7tw eziw — |
Observe that log (iz + iv) has a meaning, since iz +iV2* — 140 for
oe every x. From (4.6.6) and (4.6.5) we see that the values of w are given by
Thus
w = arcsinz = — i Log (éz + w) + 2kn,
. er —_ Diget? —] = 0.
w = are sing = 7 Log (ia +iv) + (2k + em
Letting W = e, we may write the above equation as k=0, +1, +2,:
W? — 2izW —1 = 0. (4.6.2) The above expressions can be combined into a single equivalent expression
The roots of this equation are given by w = arcsins = ki —(— It i Log(éz +i), k=0,4+1,42,% (46.7)
aie + vIn (4.6.3) Since [see (4.4.6)]
where 1/1—2 is a two-valued function. Setting Log (iz + iv) = Log i + Log (x. + v) + 2nni

vy = (8) = ppg et(O1+92)/2, = Fi + Log (z +») +2nvi, n=0, +1,

where pj, po, 91, 0, ate given by, (4.5.6) and (4.5.8) (see Fig. 4.5.2), we have
and noticing that & is an arbitrary integer, we may write (4.6.7) as
vi=eg?—l and (toP =1—2%
w =arcsinz = kn +(— 1) [5 — i Log (z + I, (4.6.8)
The values of the multiple-valued function 1/1—Fare thus given by
k=0,4+1, #2, +
i(z) and — ir(z).
For each value of k, equation (4.6.8) gives arcsin 2 as a single-valued
Hence, the values of W in (4.6.3) are given by function defined for all finite values of z. This function, however, is discon-
tinuousatall real values of z such that | z| 2.1, since »(z)is discontinuous at
Wy = 13 + io(2) and W, = iz — (2), (4.6.4)
these points. To express.arc sin x in terms of a singlé-valued analytic function,
where » is.single-valued. [See (4.5.8).] we confine ourselves to the domain D, in Example 4.5,2, which consists of the
 126 . ELEMENTARY FUNCTIONS 14,6 THE INVERSE TRIGONOMETRIC FUNCTIONS 127

finite x plane with the exception of all x = x + 0i, |x| 2 1. In this domain, a= 1,2 and »(z) is given in (4.6.9). Moreover for. z in the domain D, and k
& + is analytic. Moreover for z in D,, z +» cannot-take on nonpositive real. “and n fixed, arc cos 2 is single-valued and analytic and has the derivative
1 ;
values. For, if
is (arc-cos 2) =
(—1)ri (4.6.13)
gtv=-—b, brealandd =O, Wey?
then where 7 has the samevalue as in (4.6.12).
Flava +2)% ——-THEOREM 4.6.3. Forall-z except z = +7,
Hence

r= -h b+)
1
are tan z = ka -+ 5; Log ( a 7%), k= 0,41, 42,0. (4.6.14)
Moreoverfor z in the domain Y, and _k fixed, arc tan z is single-valued and
thus z is real and xy < — 1. Therefore, it cannot be in D,. It follows that for analytic and has the derivative ,
‘gin Dy, Log (z + v) and hencethe function arc sin z given in (4.6.8), for each k, 1
is single-valued and. analytic. 4 are tan z) = ——,
dz ~ | + 22°
(4.6.15)
Asimilar development for other inverse trigonometric functions may be
given. In addition to the domain D, of Example 4.5.2, we shall also refer to the To obtain similar results for the inverse hyperbolic functions, we first
‘domain Y, consisting of the finite z plane with the exception of all zx =0 + wy, observe that by using (4.3.10) and (4.3.11) we can deduce the following relations
|v | = 1. Observe that iz is in D, if and only if z is in D,, and iz is in D, if
| arc sinh g == — arc sin iz,
‘and only if zis in D,. co a
Weshall summarize the above results for w == arc sin z in Theorem 4.6.1
arc cosh g = — dare cos 2, ; (4.6.16)
are tanh g = — Zarc tan zz.
below and state corresponding theorems for arc cos z and arc tan 2. For con-
venience we shall restate the definition of »(z) [y°(z) = 2? — 1] given earlier. Consequently, we can now derive the following three theorems from Theo-
rems 4.6.1-4.6.3. ,
(2) = V pape eUrt?a)/?),
pes = 2 — 1, —a< a, < T, (4.6.9) ——THEOREM 4.6.4. Forall z,.

poe? = 241, 0S 4 < 22.

arc sinh g = kat — (—.1)* Log [éz ++ v(éz)] + is , (4.6.17)
Remark 4.6.1. In the ensuing theorems, the domains D, and 9, are those
k=), +1,+ 2, my
given in italics in the above paragraphs.
where »(z) is given in (4.6.9). Moreover, for z in the domain Y, and k fixed,
——THEOREM 4.6.1. For all 2, arc sinh 2 is single-valued and analytic and has the derivative
dy, (— Wet:
arc sin g = kw + (— 1)* 5 — i Log [z + r(z)]}, (4.6.10) . ay (are sinh 3) =. We) (4.6.18)
——THEOREM 4.6.5. Forall z,
4 , k = 0, + 1, + 2, sy

where »(z) is given in (4.6.9). Moreover for z in the domain D, and & fixed, arc cosh = 2kni+ (— 1Log[z +(e), &=0, +1, +2), (4.6.19)
arc sin z is single-valued and analytic and has the derivative. ,
‘n= 1,2 and r(z) is given in (4.6.9). Moreover for z in the domain D, and k
d . (— 1)
ds (are sin 2) =
W(z)
(4.6.11) - and a fixed, arc cosh z is sirigle-valued and ‘arialytic and has the derivative _

| & (arc cosh z) = SS. | (4.6.20)

——THEOREM 4.6.2. Forall z, .
are cos x = 2kw + i(—1)"Log[z +2(2)], k=0,41;42,-", (4.6.12) where n has the same value as in (4.6.19).
128 . ELEMENTARY FUNCTIONS ‘4.7 THE ELEMENTARY OPERATIONS 129

——THEOREM 4.6.6. For all gexceptz = +1, _ Definition 4.7.2. The elementary functions’ are those generated by
constants and the independent variable‘by:meansof a finite number of elementary
-
sro tanh #ae
= bri +} Logg(t ae k=0,bl, 42,0 (4.6.21)
l+e2 operations,

Examples of elementary functions:

Moreover, for z in the domain D, (the C; described{ positively) and k fixed,
arc tan 2 is single-valued and analytic and has the derivative 8 logs, log [1 + 22],
(3? +52 + 3) arc cos [(log tan z) (3
< (are tanh z) = 1— 2°
(4.6.22) + 47) 4],

sinh! [z + V2# —T] + cosh[log +I].

EXAMPLE4.6.1. - Let us find the values of arc sin i.
Solution. From (4.6.9) we have . .
EXERCISES 4.7
pes =z—-1L=—1 +i, poets = 2 +1=1+i.
Thus 1. Verify the relations in (4.6.16).
3 . 2. Prove Theorem 4.6.2.
A= /2, pp = V2, = 4™ 6, = 4° 3. Prove Theorem 4.6.3.

Hence 4, Prove Theorem 4.6.4.

_ 5. Prove Theorem 4.6.5.
v(i) = Vpype eil(6rt62)/2) = 4/2 etl), 6. Prove Theorem 4.6.6
Therefore 7. Find the roots of the equations (a) sin x = — i; (b) cosz = 2.
tedinj = ke (ere Ez _ihog i+ -V2 es], h=0,4142,- 8. Find the values of (a) tan-4(1 — 22); (b) tan-(1 — 7).
- 9. Find the values of (a) sinh-(— 4); (b) cosh-(4).
Show that are cos 2 = (— 1)*+4 arc sin x + (7/2) + ko, k =0, 41, £2,

>
-_
But
Log (i + /2 etl 2) = Log [(1 + /2) etm/2)] = Log al +b /2) + i5 .

Hence

arc sind = kr + (— 1)* [aw —iLog(1+ V2), k=0,41,42,°"

4.7. THE ELEMENTARY OPERATIONS AND ELEMENTARYFUNC-

TIONS. We are now in a position to define what is meant by elementary
operations and elementary functions.
Definition 4.7.1. The elementary operations on functions S@) and 9¢(z)
are those that yield any of the following:

fle) ta(2), fz) a2), F@)e2) (f@)% fe, log L/(@)],

where « is a complex constant.
In this definition, we are implicitly assuming that the indicated operations
are defined. For example, we require that g(z) 0 for f(z)/g(z), and that
f(z) #0 for log [f(z)], and so on.

5 | g(s) | < M for all s in S, except for, at most a finite number of points in S
Integration
5.1. DEFINITIONS. The reader has already encountered the concept of
a continuous curve. (See Section 2.10.) In the sequel we shall utilize almost
exclusively a special kind of continuous curve, namely, piecewise regular
curves or contours,
Let z = f(t) be a continuous complex--valued function defined on the
‘closed interval J: « < t < 8. Then, as we have seenin Section 2.10, the function
z == f(t) represents a continuous curve described by the point x = f(t) as t
increases from « to 8. Let us suppose in addition that the derivative f’(t) exists
and is. continuous on the interval J, and that f’(¢) #0, except perhaps at the
end points t = « and ¢ = 8. Weshall then say that the function z = f(t)
defined on the interval 7 represents a regular curve.
Let x = f(t) be a coritinuous complex-valued function defined on the
interval J: a St <p. Suppose furthermore that there exists a subdivision
of I: a = ty < ty < tp < +: <t, = B such that if we restrict the function
z — f(t) to any subinterval J: t,. St S ty, k = 1,2, +", 2, it will represent
a regular curve.: Then we shall say that the function z = 0) defined on the .
interval J represents a piecewise regular curve or a contour.
It follows that at any point ¢ other than the points fg, t), *'', ¢, of the
subdivision, f(t) is continuous and is not equal to zero. The points f(w) and
f(8) are called, respectively, the iitial and terminal points of the contour.
Graphically, a contour consists of a finite number of regular curves joined in
succession, At the points of junction, there may be vertices, cusps, or corners.
(See Fig. 5.1.1.)
A function z = f(t) is said to be piécewise continuous on the interval I:
a <t <8, if x = f(t) is defined and is continuous for all but at most a finite
numberofpoints ofJ, and if at each point of J where the function is not defined
or is not continuous, the right-hand andleft-handlimits exist. (At « we require
naaSOOSE FEAHATPRRGYMEE
only that the right-hand limit exist and at 8 we require only that the left-hand
limit exist.) Observe that a contour has a piecewise continuousderivative.
Remark 5.1.1. If g(s) is a complex-valued function defined ona set S, and
if for all points s in S, | g(s)| < M for some constant M,then the function g(s)
is said to be bounded on S. The statement that g(s) is, except for at most a
130
5.[ DEFINITIONS . ; 131
finite number. of points, bounded on S, will be understood to mean that
where g(s) may be undefined.
Let ¢ =f(t), a StS, represent a “contour Cc. Writing z=-x 4- Ly
and f(t) =- f(t) + if,(t), we see that the contour C is also given by the two
equations
x=f(t), yy =f,l2), aSisf,
where -f,(t) and f,(#) are continuous real-valued functions. Moreover,
fi(t) and f,(t) are piecewise continuous, and except for at’ most a finite
number of values of t, aS t< 8, [f,(t)}? + [fi]? 40. The verification
of this is left as an exercise for the reader. (See Exercise 5.1.2.)
We would also like to make the following observation. Since every con-
tinuous function on a bounded closed interval J is bounded on J (see Exer-
cise 3.3.25), it follows that the set of all points on a contour C is contained
within a sufficiently large square Q with center at the origin. Similan'y, we
observe that since f“(t) is continuous on each closed interval J,; thi StS t,
k == 1,2, +++,” of the subdivision of I: « < ¢ < B, we have| f’(t)| < M,for
tin hh. Letting M = max (M,, M,, --, M,), we see that | f’(t)| < M for t
nltiZ ths kR=1,2,°5"n—1, Thus, except for at most a finite number of
points inJ, f(t) and f(t) are both bounded on J. .
Two functions z = f(t), «< t< 8, and z = g(r), y S7 <8, will be
said to represent the same contour if there exists a function h(t),« Sts,
such that (1) h’(¢) is continuous and positive on a < t < f, (2) A(x) = y and
A(B) = 8 and (3) g[h(t)] =f (£). It follows from (1) that A(z) is continuous and
strictly increasing. If we set + = A(z), then as ¢ increases from « to f, 7 will
increase from y to 8 and the point z = g(r) = g[A(t)] will trace the same path
as the point z = f(t).
‘A contour C represented by z = f(t) on the interval 2 a StS, is
_said to be closed.if f(a) == f(8). A contour is said to be simple if for any two
points ¢, At, in I we have f(t,) #f(t,), except possibly when t, =o and
t, =f, that is, the contour does notcrossitself, A contour whichis both simple
and closed is called a simple closed contour. A circle and a polygon are examples
of simple closed contours.
If C is a contour given by = f(t), aw St <8,then by the inverse of C
we mean thecontourC given byz == g(t),a <t < B, where o(t) = f(« + B — 2).
As 7 increases from « to B, « -+ 8 — t decreases from B to « and the moving
point z = g(t) describing C retracesin the opposite direction the path of the
moving point z = f(t) describing C. Since f(t) = g(a + —12), it follows
that C is the inverse of C. The contours C and € are thus inverses of each
other. Intuitively, C and C represent the same curve traced in opposite direc-
tions.
Weleaveit as an exercise for the reader to show that the same contour C \
is obtained no matter what function is used to represent the contour C.
 132 | IwteonaTion| | DEFINITIONS , 133

Similarly, the definitions of closed and simple contours do not depend on the
function z = f(#) used to representthe contour. Also, in the sequel, definitions
and theorems involving contours do not. depend. on the functions used to
represent them, and the verification of this will be left as an exercise for the |
reader.
If C is a contour given by z = f(t), a St, then bya section of the
contour C we mean a contour C* given by 2 = f(t), o StS, where
asa <fi SP.
Remark 5.1.2. The terms closed, simple, simple closed, inverse and section
are defined for continuous curves as they are for contours.
Let C, and C, be contours given respectively by z = f(t), «StS y,
and z = g(t), y St <4, and suchthat f(y) = g(y), that is, the initial point .
of C, coincides with the terminal point of C,. Then the contour C given by
z =h(t),« St <8, where
tuitively, C is the path traced by describingfirst the path C5, then the path C,,
en C, and so on. Each C;, 7 = 0, 1, 2, +++, m is a section of the contour C,
- Let 2.== f(t), @ St <b, represent a contour C. Supposethat 2) = f(t)
is a fixed point on C. Let 2, = f(t) —7) and zx, = f(t) +), 7 >0 and
‘<-> 0 be two other points on C, (In case ty = a or 4, we consider only one point
z, or 2,.) Let R, denote the ray issuing from 2, and passing through 2, and
let R denote the ray issuing from 2, and passing through z,. (See Fig. 5.1.2.)
y
\

Wt) =| f(t),
40), ‘for «oStSy
for pated, (5.1.1)
is called the sum of C, and C, andwe write
C=C,4+C,
In the general case when C, and C, are given by functions defined respectively
byz =f(t),« St <y,andz = g(t), A St Sp, withy AA and f(y) = g(A), Fic. 5.1.2
we may (see Exercise 5.1.1) find a function representing C, which is defined over
an interval y <t < 8. Since now the terminal point of C, coincides with the > Then’the angles @, and 6, which the rays R, and R, form with the positive
initial point of C,, we may find the sum C = C, + C, asbefore. (See Fig. 5.1.1.) x axis are given respectively by 6, = arg (%) — z,) and 0, = arg (z_¢ — 2%).
Equivalently, we have
gn)
85 —- & 2, 8
ey = 88 and «ee = £9, (5.1.2)
| & = 2, | | %, — % |
q
f{o) Fy)=g{a}
If as 7 and ¢ approach zero, e“°n and ee both approach a commonlimit
e, then both rays R, and R, approach coincidence with the ray

Z=2+e%s, OSs<~m, (5.1.3)

issuing from 2) and forming the angle « with the positive x axis. This rayis
called a tangent to, or a tangent ray of, the contour C at the point 2.
——__-__ _
a t + A t . yu It is not difficult to show (see Exercise 5.1.5) that if f’(t,) 4 0, then
Fic. 5.1.1

Similarly, given any finite number of contours Cy, Cy, +++, C, such that the as Fa) ! (6.1.4)
terminal point of C;,_, coincides with the initial point of C,, & = 1,2, ++, 2,
where eis given in (5.1. 3).
we can find a contour C guch that
Wealso leave it as an exercise for the reader to show that a tangent at
CaQt Gb + Cy : [ . a given point on is independentof the function x = f(#) used to represent C.
rc
 *

134 INTEGRATION . DEFINITIONS 135

EXAMPLE5.1.1. The contour C: z = 2, + (2 — 2) t, 0 Ss tS], Consider the contours ,

describes a straight line segment. with initial point g, and terminal point Bay
The inverse contour is given by C zg =ze4, OStS4,
C') x = aye*, OStS2n—¢
C: z=a,+(z,—2,)(0+1—1t) = 2+ (2, —2) 4,058 <1.
, Then C' and C”are simplecontours with initial point z, and terminal point29,
whose points lie on the circle | z.| =p. (See Fig. 5.1.5.) C’ and C” describe
Th ~ . iti l . t . . . .

¢ initial point is now z, and the terminal pointis 2}.

EXAMPLE5.1.2. Let 2, be a point on the circle | z —'2)| = p. Then t

the contour C: x = % + (%, — 2) e, 0 St S< 2a, is simple and closed,
_and each of its points lies on the circle | z — z9| == p. We say that C describes c z
the circle once in the counterclockwise direction. (See Fig. 5.1.3.) .
y e
Y ox

zy Pen z5 ‘C'

Cy G Fic. 5.1.5

z C, 2) the two arcs of the circle | x | = p joining the point 2, to the point 2.
The inverse contour C” of C’”, with initial point z, and terminal point 2,
O| wx O| x is given by .
Cw 2g wye7H0+ 2-9-2) = wetted, 0<t< 2m —¢.
Fie. 5.1.3 Fic. 5.1.4

The inverse contour is given by Setting 7 = ¢ +1, C” may be written as

Or gaaety bS1rS 2.
Cs & = 2 + (a — Rp) eet 27-8)

=% +(%,— Ae, OSt S 2n. The sum C = C’ + C” is then a simple closed contour which is given by

C is said to describe the circle once in the clockwise direction. Cr x = aye, O0StS2r.

le 5 5.1.2, C describ
By y EExample ircl once in
escribes a circle terclockwise
in the counterclo direc
ckwise direction.
EXAMPLE 5.1.3. Let 2) 2, %% be the successive vertices of a
rectangle. (See Fig. 5.1.4.) The simple contours EXERCISES 5.1

Cy 2 = 2 + (2, — 2%) 8, 0Osisl,

Cy & =2,+(2, —-2,)(¢— 1), 18% 2, 1 Suppose that a contour C is represented by the function z = f(t),AStSp.
Cy 2=2,+(%—a%)(t-2), 25153, Let y St <5 be any other interval. Show that there exists a function
x =g(r), y S7 S64, also representing the contour C.
2. Let the contour C be represented by the function f(t) = f(t) + sft),
Cy 2=%+(%—%)¢—3), 38ts4
I

describe the successivesidesof the rectangle. ThesumC = C, +C,+C,+C,
is a simple closed contour describing the perimeter of the rectangle.
EXAMPLE5.1.4. ;~ Let z, and z, be two distinct. points on the circle
|z| =p. Then | 0/2, |==
= 1, and we maywrite 2,/2, = e4,0 <¢ < 2z.
a <t<f, where f(¢) and f,(¢) are real-valued functions. Show that
fi(t) and f,(t) are piecewise continuous and that [ AOP+ (AOL? A 0 at
all except at most a finite numberof values of ¢ in the interval a StS.
3. Let C: z =f(t), «St SB, be a contour and let ft, « <t <8, bea
value of t such that f’(é)) is defined. Show that f’(t) is continuous at fy.
 , é 137
136 INTEGRATION 5,2 CONTOUR INTEGRATION
4, Let C: 2 =f(t),« St < 8B, be acontour andlet z, = = f(t), «<< ty <p Forlater use, we now introduce the following notation. The expression
be a point on C such that f’(é)) exists and is not equal to zero. Show that
after a suitable translation and rotation of the coordinate axes, the equation: |: A) > [G,()dt] (5.2.7)
of C becomes Z = F(t) =e" f(t) — f(t), & = arg [f'Golf’) |].
where Z denotes the new coordinate of any point P in the:“plane, and shall denote the integral
we have F(ij) = 0 and F(t) > 0.
5. Let C:z = f(t),« S ¢ < 8, beacontour. Show that iff’(é) 40,0 < <p,
| [Hox G0 dt,
then the tangent to C at 2) = f(t) is given by
* where H(t) and G(#), i = 1, 2, +++, nm are complex-valued functions on J: «0 <t< f.
4 Silt) 5, OSs <a, Let.
2 20 TFG)| A(t) = H(t) +1H{t) and G(¢) = G,(t) + iG,(2).
5.2. CONTOUR INTEGRATION. Let H(t) and G(t) be bounded func- *“'Then applying (5.2.1) to (5.2.5) to the real-valued functions H,, G,, H, and G,,
tions defined and continuousover the interval « < ¢ < B, except possibly at a | we see that properties (5.2.1) to (5.2.5) are also enjoyed by complex-valuedfunctions
finite number of points where H(z) or G(t) are either undefined or discontinuous. . which are defined, bounded and continuous over the interval « = t <= B except
The reader is already familiar from calculus with the existence of the integral possibly at a finite number of points where the functions are either undefined
i or discontinuous,
| H(t) dt - Let the contour C be represented by z == f(t) on theinterval :a <t < B,
andits basic properties, namely, |
_ and let G(z) be a continuous complex-valued function defined on the contour C.
Then G[f(t)] is defined and continuous on the interval I. Now, dz/dt = f'(t)
B B p _is, except possibly for. a finite number of points, also defined, bounded, and
| [H(t) + G(t)] dt = | H(t) dt + | G(t) dt, (5.2.1) continuous on the interval J, It follows that the integral
x a o
8 ;
[eHe) dt =k f H(t) dt (k is a constant), (5.2.2) f otfelr@a (5.2.8)
exists. The value of this integral depends only on the function G(z) and the _
[Hod =— [HO dt, (5.2.3) contour C, That is, if the contour C’is also given by z = g(t), y St S 5,
then we have (see Exercise 5.2.14)
[Hoa + [aa =f nwa, a<y <fB. (5.2.4) 2 3

Furthermore, if :
f Lf@1P@at = [ Gle(e)l g'@) a.
t om ?
FQ) =| Adt, MS Therefore, we may denote the integral given in (5.2.8) by

then F(z) is continuous for « S ¢t S f and [ | GC@) ae,

Ft) = H(t) (5.2.5) po
© and we have by definition
co
at each point t where H(t) is continuous, B

In elementary calculus, the functions H(t) and G(e) were-assumed to be

[ Gea =f CLf@lr@a,
Cc . «
(5.2.9)
teal-valued. The integral of a complex-valued function of a real variable is
for any function z = f(t),« St < 8, representing C.
defined to be the integral of the real part of the function plusi times the integral
of the imaginary part of the function. That is, if H(t) = H,(t) + iH,(t), Remark 5.2.1. The integral Jo G(z) dz may also be defined directly as
a St <8, where A,(t) and H,(é) are real-valued functions, then . follows.. Suppose that C is a contour’ given by z = f(t), «St <8. Let Gz)
bea continuous complex-valued function defined on C, and let
J" H(t) at = f" Hy(t) dt +i| ” Halt) dt. (5.2.6) .
a=tp<t<e<ts~<t, =8
138 Lo INTEGRATION: 5.2 CONTOUR INTEGRATION © 139
be a subdivision of the interval a <t< B. For-each k, k = 1, 2, +++, 2 choos . Proof. The verification of (5.2.12) and (5.2.13) is left to the reader,
a point t;, ty. St, XS t,, and let 2, = f(t,) and z, = f(t,). (See Fig: 5.2.1,):-
Concerning (5.2.14). Let C, be given by z = f(t), «Sty. Then
see Exercise 5.1.1) we may consider C, as given by z= g(t), y St <8.
From (5.1.1), C = Cy + C, will then be given, by z = A(t),« St < 8, where

F(), for oe

A WA
IA A
ore
Mt) = g(t), for y
t follows that

C1
Pea)de +f Fe)ds =fFIFOLF@ ade + [ Meleat
Cy % y

d=to oh ty thot Hot ebay t,=B ° = | Flh(t)] h'(t) dt +|° FLAG) h(t) dt = |° FUR(L)] h(t) at
Fic. 5.2.1
Let us form the sum = F(z)dz.
c

=> Gz) (@e — 34-1): (5.2.10)

k=], “Concerning (5.2.15). Let C be given by z = A(t), « S ¢ S 8. Then from
‘Section 5.1, C is given by x = p(r), « <7 S 4, where p(r) = h(« + 8 — 7).
It can be shown that there exists a number S having the following property:
Let t= a+6—r. Then p(r) = A(t) and dp(r)/dr = — dh(t)/dt. Hence
Givenany « > 0, there exists a 8 > 0 such that

| S,—-S|<e. | F@)dz = |* Flp(r)] p'(2) dr = fPeayaae

Cc a 6
whenever. max | t;, — t,-, | <6. In other words, by making the subdivision
sufficiently fine, the sum S,, in (5.2.10) can be made to differ from S by as =— |“FUG h(t) dt = — [oF) ae.
little as we please. This number S may be shown to be equal to the integral
(5.2.8). Thus, we also have
Thus the theorem is established.
I. Ge)dze= lim ¥ G2) (fe —apa) (S.2.11) Remark 5.2.2. In the sequel, we.shall use the notation
’ . max|t,—t,— 100 B= 1

From the definition of the integral So G(z) dz given in (5.2.9) and utilizing |cue,f(z) dz
(5.2.1) to (5.2.4), we may establish the following
evenin cases where C, and C,are disjoint contours and C, -+ C, is not a contour.
THEOREM 5.2.1. Let F(z) and G(z) be continuous complex-valued The symbol So 4c f(z) dz will then denote the sum ofthe integrals
functions defined on the contour C. Let C = C, + C, be the sum of the i 2 :

contours C, and C, and let C denote the inverse of C. Then |f@ dz + [fe dz.
I. [F(z) + G(z)] dz = I. F(z) dz 4 I. G(z) dz, (5.2.12) Similarly, by the integral

| RF(z) dz =k | F(z) dz (k isa constant) (5.2.13) [ fea,

de c zo .
t=1

[ F@)as = [| F@ ast fo FG)ds, (5.2.14) we shall mean the sum:

c Cy Ce -

i}Fe) dze=—{Fla) de. | (5.2.15) > Jf

FG) de.
t=1
 140 a INTEGRATION: 5.2 CONTOUR INTEGRATION 141
Wego one step further and assign to the symbol’ 2. If one or more of the C; in the formal sum (5.2.18) is expressible as
the inverse of some other contour, say, C, = -¥,, then we may replace C, by — Yn
and simplify the resulting expression by the ordinaryrules of algebra.
I. F(3) dz
_ For example, if F == mC, + m,C, and C, = C,, then substituting — C,
Dy mC;
i=1 for C,, we obtain upon simplifying I = (m, — m,) C,: We shall now verify
the meaning that when C, = Cs

dm J, fle). JMmyCy+eC,
f(a) dz = |
(mg—my) C2
f(z) dz.

Here the m, are any integers, positive, negative, or zero. For

Two formal sums of contours I’ = Dj_, mC, and I” = Le1 eC; will
be considered equivalent and we write I = T", if J came
fis) dz =m] fle)da tm,fla) de
[ feds =f fle) az, (5.2.16) == My J, Ta) dz +m, I. f(z) dz = —m, J, I(2) dz + my I, F(z) dz

that is,
= (my _m) i, fle)dz = | fle) ds.
> m; |-,{@) de = >» wffea: ~ (5.2.17) (me—m)Co

Expressions such as I’ = %i,_, m,C; arise in a natural manner when we

for all functionsf(2) defined and continuouson the contours Cy, C; J =1,2,+,n
consider an integral over a contour I’, where part of the path is traced more
andi=1,2,-°,k.
than once.
The following operations upon a formal sum

r=>)m,C; | (5.2.18)
jt
lead to an equivalent formal sum:
1. If in (5.2.18) the C;, are themselves expressible as sums of other contours,
then these sums maybe substituted for the C, and the resulting expression may
then be simplified by. the ordinary rules of algebra.*
For example, if I = 4C, — 3C,, Cy = y, + y2-and Cy = y, — ya, then
after substitution and simplification, we get P' = y, + 7y,. We shall now verify
that
i} fla)ds=[ fla)ds. C,
4C\-3Cp vty
For Fic. 5.2.2

Were, 1% = 4), ede —3 [fede= 4]fade ffe)ae] For example,if the contour I describes the path indicated by the succession
of vertices A,4,A,4,A,A, in Fig. 5.2.2, then J. F(z) dz may be written as
Soc12C,-c, /(2) dz, where the contours C,, Co, and C, describe respectively
—3U, He) de — J f(a) dal = I, fa) de +7 J f(s)dz =| fla) de. the paths A,A,, A,A3, and A,Az.
yattye © If C is a contour given by z = f(t), « <t < B, and G(z) isa continuous
complex-valued function defined on C, then the symbol
* These are the rules applying to the addition and multiplication of scalars -
and vectors. For example, mC + mC = (my + m2) C, m(m,C) = (mym,) C,
and so on. [ 6@Laz!
c
 , i

142 INTEGRATION = 5.2 CONTOUR INTEGRATION 143

is used-to denote the integral , where F(z) is a continuous complex-valued function defined on the contour C:
t) = x(t) + y(t), «StS. Since 2'(t) is piecewise continuous on the

—
[oLfoOnir@| ae nterval J: a St S Band, 2(t) = «'(t) + iy‘(t), it follows, that x‘(¢) and y'(t)
"are also piecewise continuous ‘on J.’ For brevity we shall write
and we write
dx for x(t)dt and dy for y'(t) dt. (5.2.23) -
[_o@las = J’ GLAOLLF@Lae (6.219) Let oe | ,
. _ F(z) =u(z) + io(z).
Oo
Since (see Exercise 5.2.1)
Since & is determined. by the values of x and y, we write

GLP) FO at
B
Sf1GLfOM IPO)| a, ulz(t)] = u[x(z), 9(¢)] and ofz(t)] = vfx(2), y(2)].
Again, for brevity we shall write
it follows that
u for u[x(t), y(t)] and v for v[x(t), y(t)]. (5.2.24)

JCe) & Is J; | Ge) || de (5.2.20) jp. Thus

: B , B ‘
|Felat = | (u + iv) (dx + i dy)
Wealso have (see Exercise 5.2.2)
B B (5.2.25)
=| udv—ody+if udytods,
[l@l=t (5.2.21) a : x

where the meaning of the symbolsu, v, dx anddy is given by (5.2.23) and (5.2.24),
where L is finite and is the length of the contour C.* Thus every contour has t The usual way of writing (5.2.25) is
finite length.
[Pe de = Jude ody +i Judy +d,
Weshall now obtain a useful upper bound for the complex integral given (5.2.26)
in (5.2.9).
Although the integrands on the right-hand side of the equality sign in
——THEOREM 5.2.2. Let C be a contour given by z = f(t), «StS, J (5.2.26) are defined as functions of 2, they may equivalently be defined as
and let G(z) be a complex-valued function defined and continuous on C. If t functions of « and y. (See W. Kaplan, Advanced Calculus, pp. 228-229, 506,
L is the length of the contour C and | G(z) | S M at all points of C, then | Reading: Addison:“Wesley, 1957).
¢

| f G(z) dz | S ML. (5.2.22) \ EXAMPLE 5.2.1. Let us find the value of the integral J. & dz
Cc 1 (a) when C is the contour OB from z = 0 toz = 1 -++ @ (see Fig. 5.2.3);

Proof. Utilizing (5.2.20) and (5.2.21) we have y.

BS
|! (2) de | <f | Gla) | | de | <M f | dz | = ML. (i+i)
c c . . Cc

- We shall now develop another expression for the integral ,

|oF) ds |

* The length L of 4 contour C: 2(t) = x() + ip(t), « St SB, is defined by

LL = Beye + LyPpeae. ~ Fic. 5.2.3

144) 5.2 CONTOUR INTEGRATION 145
(b) when C is the contour OAB; - along the circle C with center at *0 and radius r describediin the counterclock-
(c) when C is the simple closed contour OABO. ‘ wise direction.

Solution, F(z) = 22 = (« +)? = y? + 2wxyi, thus Solution. The equation of the. circle C is given by
= f(t) =a tre, O0StS 20.
u(x, vy) = «® — vy? and ve, y) = 2xy.
Using (5.2.9) with G(e) = (3 25)" and f"(t) = re*, we obtain
The contours OA, AB, and OB are given respectively by
27
“de (z — zo)" dg =ir"! i} efintDt dt
OA: x(t)=t »+(t)=9, Ostsl. 0

AB: xt)=1,. yt)=t, OStS1. =

=i" [cos (n + 1) # + isin (n + 1) £] dt.
OB: x(t)=t, yt) =4, Ostisl.
[fn = — 1, then

On OA, we have u = tf, v =0, dx = x#'(t)dt = dt and dy = y"(t) dt =0, [@-atae aifat = Qn.
: 0
On AB, we have u == 1 — 2, v = 2t, dx = 0 and dy = dé. On OB, we have
u = 0, v = 242, dx = dt and dy = dt. Utilizing Theorem 5.2.1 and. (5.2.26)
we obtain
| (eat de = *[sin (4+ 1) t— feos +1) A=
c ,

(a) [sae = J — 28a +i f2e

ae = — 2 43.
5 Summarizing these results, we have for the circle C described above
oO. . 3 nag. §2mts n=—1
0
ne¢ 1 (5.2.27)
. J.@- #0 ds =| 0,
(b) [pita = fostare [ate = [tart [—2ede
0 0
EXAMPLE5.2.3. Using Theorem 5.2.2 let us show that

fo
2,2.
+if 0-Aa= —3t3%

where the path is the straight line from z =0-+itoz=2+2.

dz
(3) Joanc™ a= San? dz Ino # dz = Noun” dz — lon

Byay=o |
: Solution. Note that the length L of the curve C is simply 2. (See Fig. 5.2.4.)
* Also | 22| = | z |? = x? + y%, Since along C, y = 1, we see that «? + y* 2 1.
=(-3 - Thus | G(z) | = 1/| z |? S 1, for every point on C. Hence,» by Theorem 5.2.2
we have
pe
dz
Remark 5.2.3. When the integrands on the right-hand side of (5.2.26)
are expressed as functions of x and y, the solutions in (a) and (b) are given by
y
1 1 2 ; 2
(a’)
, Son”2 dx =
= | —_ y"ai dy +i2x
, 2 dx =3+ 74.
3e

1 . 1:
b Io edz=
o) 2 dz == Joa® dz + [ea
@de= f, x di.wt [aw
— 2y dy ©
(0+i) —____>
Cc
(2+}
ft 2,2.
+if — y?)y ) dy = —2£42
A + Rt

EXAMPLE5.2.2. Let us find the value of the integral

[ese (n any integer), Fic. 5.2.4

146 oo : INTEGRATION -§,2 CONTOUR INTEGRATION / 147

EXERCISES 5.2 : _. 7. Find the value’ of the integral

1. Let f(t) be a complex-valued function which is bounded and continuo I. (22 + 1) dz,
on a <t & B except for at most a finite number of points. Show that :
where C is the perimeter of the square as given in Exercis
| fi reat] s fi solat 8. Find the value of the integral
e 6 above,

,2. Let C be a contour given by x = f(t), « S ¢ S f. Show thatthe length cv

i} sin 2 dz,
of C is finite and is given by c
3 where C isthe polygonal line connecting, in the given order, the
So b=] fat. =30,2=4a+iz2=—3bo +i,z = —4n,
points

9. (a) Find the value of the integral

3. Evaluate the following integrals:
(a) fi (x — 1) dz on straight line from | to 2, dz
1 . .
cz?
(b) f-** (2 — 1) dz on the parabola y = «?,
0 where C is the circle |z| =, described in the counterclockwise
(c) pe x dz on the straight line from 1 to 1 + 23,
1 direction,
(d) f,«dz
c on the circle |z| = 1 described in the counterclockwise.; (b) Show that:
direction,
dz
(@) f@+y — ix?) dz on the path along the lines x =Oandy =1, a) =0,
ce
tf) f, (x? + iy®) dz on the right half of the unit circle | z | = 1 described. | for every closed contour C not passing through the origin:
in the counterclockwise direction.
10. Using Theorem 5.2.2, show that _
4, Utilizing equation (5.2.9) show that
(a) So dz = &, — 2,, where 2, and g,are respectively the initial and terminal | I. (x? + ty?) dz| Sa,
points of the contour C,
(b) So x dz = 4(z2? — 2%) for every contour C with initial ‘point &, and where C is a semicircle with zg = -+- 7 as ends of a diameter
.
terminal point 2, "4 11. Show that
“(c) J. #42 = 0 on aclosed contour C,
dz
r= + 1+ 20,
5. Compute the vafue of the integral Ja (z — a)rtt =o

- dz where C is a closed contour and & is any point not on C,

I. 2 1 , 12. Find the value of the integral
where C is the circle | z| = 2.
6. Find the value of the integral J,l#-1 las
whereC is the circle | | = 1 described in the counterclockwise direction.
I. é dz,
13. Find the value of the integral
where C is the perimeter of the square with vertices at the points z = 0,
[lela

c
to

eo
zg=],2=1+%, g =7 traversed in that order.

SS
~@
&

ao
Q
148 ; INTEGRATION 5.3 VARIATION OF THE LOGARITHM ALONG A CONTOUR 149

(a) on the straight line from —ito7, ~
(b) on the right half of the unit circle | x] = 1 described innthe counter-
clockwise direction.
14. Let the same contour C be represented by the functions z= f(t) and
z = g(t) defined respectively over the intervals « St SB andyst ss.
Suppose that-G(z) ii s continuous on C. Show that
Let ¢(t) = Log {1 + Afa(t)]}}, «o St SB. Then d(t) is continuous and
- of) =
=1+ A{a(z)}. Since the contour Ciis closed, 2(8) = a(a) and wesee that
(8) — $e) = Log {1 + Ala(6))>“Log {i + hLx(a))} = 0.
Consequently 4¢ log [1 -+ h(z)] = 0, and the lemmais established.
_ To show the existence of a complex-valued function ¢(¢) as given in (5.3.1),

faurolr@ae= f| Gls)ae we consider the indefinite integral

XN
wT) = fSgeco dtt+k, a<TSf, (5.3.3)
5.3. VARIATION OF THE LOGARITHM ALONG A CONTOUR.
Suppose that we are given a contour C: z = a(t), « St Sf, and a function where & is a-constant such that
G(z) analytic and nonvanishing on C. Suppose further that we have a complex-
valued function 4(t) continuous on the interval « < ¢ S B, such that e* = G[e(a)]. (5.3.4)

ef— Gla(t)]. (5.3.1) Since G(z) 40 for z on C, G'[z(z)]/G[e(Z)] is continuous for « St Sp.
Also 2’(t) is. bounded and continuous except for at most a finite number of
That is, for each ¢ on the interval a <¢ <8,¢(Z) is one of the values of points. Consequently ¢(7) is continuous for « < T < 8, and at each point of
log {G[a(t)]}. Then the value of 4(8) — ¢(a) is called the variation of log [G(z)] continuity of 2'(T) we have from (5.2.5)
along C and is denoted by
4c log G(z). ya, — G'1a(T)] (2) :
(5.3.5),
$(T) = Cla]
In other words, if log G(z) is allowed to vary continuously as the point
To show that e? — G[z(T)], we shall prove that the function
z = 2(t) traverses the contour C, then 4¢ log G(z) is the net change in the
value of log G(z). It is not difficult to show (see Exercise 5.3.1) that 4¢ log oe) H(T) = Gle(T) (5.3.6)
depends only on G(z) and C andis independentofg(¢). Thatis,if¢(¢),0 St S8,
is another continuous function such that is equaltol,a <-TS<fB.
To this end, we note first of all that H(T) is continuous. Furthermore,
ev = Gfa(t)], using (5.3.5), we find that H’(T) = 0, except for at most a finite number of
points where 2’(T) fails to exist. We know that any function A(T) satisfying
then
these conditions must be equal to a constant, say, H(T) = c. We shall next
W(B) — (x) = o(8) — $(a). show that c = 1.
From (5.3.3) we see that $a) = =k, By (5. 3.4) we then have
The following lemmawill be utilized in the proof of Rouché’s Theorem 7.4.3.
eb) — gk —Gla(a)].
LEMMA 5.3.1. Given a closed contour C: x = a(é), « St Sf, and
an analytic function A(z) such that | h(z) | < 1 for all z on C, then It now follows from (5.3.6) that H(«) = 1. Thus c = 1. Consequently A(T) = 1
and e?) — G[z(T)], « < T-S p.
Ac log [1 + h(z)] = 0. | (5.3.2)
From (5.3.3) we further obtain
Proof. Since for z on C we have| h(z) | < 1, it follows(see Exercise 1.4.10)
that the value of 1 + A(z) lies in the half plane A(z) > 0. We know (see
$(B) — (0) = (ae dt, - (5.3.7)
Example 4.5.3) that there exists a branch of log [1 + A(z)] in #(z) > 0, namely,
or
Log [I + H(2)] = Log | 1 + M(2) | +iArg [1 + A(2)} Ac log G(z) = J a (5.3.8)
"a7 < Arg [l + A(z)] <7.
 150 INTEGRATION: §,3 VARIATION OF THE LOGARITHM ALONG A CONTOUR 151 -

In the special case when C:z =a(t) a Sts= Bs is a closed contour, we _ Also, since by (5.2.15)
have 2(a) = (8), and consequently ad
: Lp id ip
Ao = G[s(a)] = Gla(B)] = | | ti leet tailoret
we have ~ .
_ It follows from (4.1.7) that 4(8) — (a) = 2ni, where n is an integer. Hence, AC, 6) = — oC, 0), . (5.4.4)
for any closed contour C, we have in virtue of (5.3.7) and (5.3.8)
C is the inverse of C.
1 1 G@ (5.3.9)
where n
~— Ae log G(z) =5 dz =
2at Qat l. G(z) . If C = 24_, m,C; denote a formal sum, where the C; are (possibly disjoint)
contours and the m, are integers, then we assign to the symbol »(C, £) the value
where z is an integer.
ot dz a 1 dz
ani| staal. eo (5.4.5)
EXERCISES 5.3 mss ; ;

ous on _
1. Show that if the complex-valued functions ¢(t) and ¥(¢) are continu in accordance with: Remark 5.2.2, and we have
the interval « <t < and ef = e”™, then

$(8) —$(a) = H(8) — H(a).. AC, 0 = >» muCy 0. (5.4.6)

2. Given a contour C: z = a(t), a StS. Let the functions f(z) and g(z)
be analytic and nonvanishing on C. Show that ——THEOREM 5.4.1. Let C be a contour. Then o(C, ¢) is a continuous

; Lfle) e(@)]. = Ac logfle) + Ae logg(2).

Ac log function of & for Enoton CG. :
Proof. For ¢ and ¢ not on C,utilizing (5.4.2), (5.2.12), and (5.2.20)

54. THE WINDING NUMBER. very important special case of (5.3.8) we obtain
EC
ae-%)dz
[X(C, Q —C, &) | =—- _ |
is obtained when we set G(z) = 2 — ¢, where ¢ is a point not on C. Then ° —O(z#—&)|
c(z
G(z) doesnot vanish on the contour C, and we have from (5.3.8)
<! a=_ fo [ | dz |
dz
1
epAcloae 9 = afge
4
641) Jere
mince ¢) is not on C, there exists a constant p > 0 such that | z — | =p
Thevalue of the expression in (5.4.1) depends on C and ¢ and weshall denote or all g on C. [See Exercise 3.3.27.(c).] Also when { — | S 2, I
it by by(1.3.11) for all zon C if oS 0/2 we have
I. Ae
MCD = 353 | (5.4.2) p
le~ 1 =1@-G) —C-W/2 }z—fgo|—-|E—-Sl 2 5
It follows from these inequalities that for | £— ,| S p/2
When is a closed contour, then by (5.3.9), o(C, £) is an integer and is
called the winding number of C with respect to €.
Remark 5.4.1. If a contour C is the sum of the contours C, and C,, [AC, 2) ~ uC, &) | = almpe,
then by (5.2.14) we have
where L is the length of the contour C. Hence
1 dz 1 dz 1 dz
wi leeata Tri loe=tt Piloz He fim o(C, £) = WC, 0),
Hence
(C, 0) = (Cy Q +xCyo) for C=C,+Cy (5.4.3). and the theorem is established.
152 Se | INTEGRATION
THEOREM 5.4.2. Let C be-a closed contour and let S be a connected
set having no points in common with C, Then (C, £) is constant for all ¢ in.g,
Proof. By Theorem 5.4.1, o(C, 2) is a continuous, function of @. Since Ss
is a connected set and o(C, f) takes on integral values only, it must bé constant
on S, (See Exercise 3.3.28.) : it follows from Lemma 5.4.1 that o(C, £) = 0 for all ¢ in D,.
In the sequel, we shall make use of the following
LEMMA 54.1. Let C be a closed contour and let S be a connected set
‘having no points in common with C..If S contains a sequence of points {€,}
such that £, — 0 as n>, then o(C, 4) = forall ¢ in S.
' Proof. By Theorem 5.4.2, o(C, £) is constant on S.-Since ¢, > ©, we
have (see Exercise 5.4.1) o(C, ¢,,) > 0. It follows that o(C, £) = 0 for all Cin S,
EXERCISES 5.4
1. Let C be a contour, and let {£,} be a sequence of points such that
C,~> © as n + ©, Show that lim r(C, ¢,,) = 0.
5.5. SIMPLE CLOSED CONTOURS. A continuous curve C:,z = (2),
a St SB, is said to be simple closed if x(a) = 2(8) and it does not intersect
itself. We shall now state without proof the following important
THEOREM 5.5.1 (Jordan curve theorem). Let C be a simple closed
curve. Then C divides the plane into two disjoint domains D, and D,. Further-
more, C is the boundary of D, as well as the boundary of D,.
In other words, the points not on C form two disjoint domains, Every
point of C is an accumulation point of D, as well as of D,, Finally, D, and D,
have no boundary points other than the points of C.
It can be further shown(see Exercise 5.5.2) that one of the two domains
is bounded and the other is unbounded, The bounded domain is called. the
interior of C and the unbounded domain is called the exterior of C. A pointis
said to'be interior or exterior to C according as it is contained in the bounded
or unbounded domain, respectively. (See Fig. 5.5.1, with D, bounded, D,
unbounded.)
D2
Fig. 5.5.1
.6 THE POSITIVE DIRECTION ALONG A SIMPLE CLOSED CONTOUR
153
THEOREM5.5.2. Let c be a simple closed contour. Then o(C, Q-=0
or. all ¢ exterior to C. ,
Proof. Let D, denotethe exterior of C. Since D, is unbounded, it contains
sequenceofpoints {¢,} such that f,, > c ds m —» , Since D, is also connected
EXERCISES 5.5 |
‘1. Let C be a simple closed curve and let D, and D, be the two domains into
_ which C' divides the plane. Let S bea connected set having no points in
. common with C, Show that S is contained either entirelyiin D, or entirely
- in Dy.
J, Let C be a simple closed curve and let D, and D,; bé the two domains into
which C divides the plane. Show that one of the domains Dy Dy iss bounded
and the other is unbounded.
. Suppose: that C = C, + C, is a simple closed contour and let { be any
point in the exterior of C. Show that oC, 0) = (Cy, 0) where Ce is the
inverse of Cy.
. Show that the winding numberof a contour with respect to a point-in the
plane is invariant under translation androtation ofthe coordinate‘axés,
5.6. THE POSITIVE DIRECTION ALONG A SIMPLE CLOSED CON-
TOUR. Let C: g =re#, OS? Ss 27, describe a circle: With f=
=0 in
(5.4.2) and using 6.2.27), we obtain —
AC, 0) =5 dz
ze
‘Since the interior of C is a connected set, we have by Theorem 5.4.2 that
o(C, 2) = 1 for all ¢ interior to C.
Fic. 5.6.1
 \

154 ‘ INTEGRATION 5.7 SIMPLY CONNECTED DOMAINS oo 155

As ¢ increases from t = 0 to f = 22, the point z = re# describes the | to. the tangent Tat 29, is called an inner normal to C at the point & if, except
circle C in the counterclockwise direction. A traveler whose position at each, ° for the point 29, it lies in the interior of C.
instant ¢ is given by z = re*', and whois facing in the direction of the motion, -
Observe that the above definition does notassert the existence of such an
traverses the circle in such a way thatthe interior of C is always to hisleft,
"inner normal. Theexistence will be asserted in the second of the following
Moreprecisely, at each point z = 2(t)) on C, one may draw a directed .
two theorems, the proofs of which we shall omit.
segment N withinitial point at z9, perpendicular to the tangent T and contained
in the interior of C. (See Fig. 5.6.1.) Such a directed segmentis called the
——THEOREM 5.6.1. Let Cbea simple closedcontour. Then v(C, gyj=+1
inner normalto C at 2. The traveler, facing in the direction of the tangentT,
for all { interior to C.-
‘will find the inner normal N pointing to hisleft. .
Observe that since the interior of C is a connected set, it follows from
This, in turn, means that the inner normal N is oriented -relative to the
Theorem 5.4.2 that o(C, ¢) is constant in the interior of C. Theorem 5.6.1
tangent T in the same wayasthepositive y axis is oriented relative to the positive °
thus asserts that either »(C, ) = 1 for all ¢ interior to C orelse o(C,f) = — 1
x axis. We may also express this as follows: If the coordinate axes are rotated
for all ¢ interior to_C. ,
and translated until the new origin Z = 0 coincides with z = 2, and the positive
direction of the new X axis lies along the tangent 7’, then the inner normal N
THEOREM 5.6.2. Let C: z= f(t), «<t< 8, be a simple closed
will lie along the positive Y axis. We shall say for brevity that the ordered
contour and let 29 = f(t), « < ty < f, be a point on C suchthat F' (to) exists
pair (7, N) is positively oriented.
and is not equal to zero, Then there exists an inner normal N to C at z = Xe
Weshall now extend the above observations to the case in which C is
Moreover, if T’ denotes the tangent to at 2, then the pair (T, N)is positively
any simple closed contour. Before doing so, we shall make the following two
oriented if, and only if, o(C, £) = 1 forall £ interior to C.
definitions.
As a result of Theorem 5.6.1, .we can formulate the following
Definition 5.6.1. Let A and B denote two mutually perpendicular
vectors issuing from a-point 2,. If by a rotation and translation of the xy axes Definition 5.6.3. Let C be a simple closed contour. If oC, f) = 1 for
we may obtain a new coordinate systemwith the origin at 2) and thepositive x all ¢ interior to.C, we say that the contour is described in the positive direction.
and y axes directed respectively along A and B, then we shall say that the If o(C, 2) = — 1 for all { interior to C, we say that the contour C is described
ordered pair of vectors (A, B) is positively oriented. in the negative direction. In the latter case, the inverse contour C is described
Figures 5.6.2 and 5.6.3 illustrate respectively positively and nonpositively in the positive direction.
(or negatively) oriented ordered pairs of vectors, (A, B). Let G(z) be a continuous complex-valued function defined on the simple
closed contour C' described in the positive direction. Then by the integral of
Y G(z) in the positive direction along C, we mean

B A
[ GC) dz.

Remark 5.6.1, From Theorem 5.6.2 it follows that-as one describes a

‘ B
simple closed contour C in the positive direction and facing in the direction
Zo 29 of the motion, then, except for at most a finite number of points on C, the
A
interior of C is always to one’s left. It is this criterion that is most often used
in practice for determining the positive direction along a contour.
B 70
6] x 5 x
5.7.. SIMPLY CONNECTED DOMAINS. Animportantrole in the theory
Fic.. 5.6.2 Fic. 5:6.3 of analytic functions is played by the concept of a simply connected domain.
Intuitively, this means a domain without “holes.” For example, the interior
Definition 5.6.2. Let C:2z =f(t),« <t<f, bea simple closed contour of a circle and the set consisting of all points’ such that #(z) > 0 are each
and let x) = f(t), « < t) < B, be a point on C such that f’(é) is defined, simply connected domains. The annulus D consisting of -all z such that
and f’(t) #0. A directed segment N, with initial point at z, and perpendicular r <|2|< R (see Fig. 5.7.1) is not a simply connected domain. Before pro-
156 . . INTEGRATION. <7 SIMPLY CONNECTED DOMAINS . 157

. If.the two. curves C and I in the above definitionlie in a domain D and

the values of the function F(t, s)0 StS 1, «Ss <&8,also lie in D, then
we saythat C is deformable in D into I. mS
, It is not difficult to show that if C is deformable into LF, then I is also
deformable into C, We merely use the function G(t, s) = F(1 — t, s).. The

RS
: reader may also verify that the deformability of one curve into another does not
Xx
~ depend upon the functions used to represent thesecurves.

coe Definition 5.7.2. A domain. D is said to be simply connected if, given

_ any two continuous curves Cand in D having the same initial and terminal
points, C is deformable in D into I. : ‘

Fic. 5.7.1 An alternative definition of a simply connected domain is given by

, Definition 5.7.3. Let D be a domain and let Ds, be the set corresponding
ceeding with the formal definition of a simply connected domain, weshall ‘to Don the sphere. (See Section 2.12.) Let Dy be the set of all points on ‘the
define the auxiliary notion of the continuous deformation of one curve into spherénot contained in Dy. Then the domain D is said to be simply connected
‘another. if Ds, is connected. coke
Let C: x = f(s) and I: ==¢(s), « Ss S 8, be two continuous curves ', Definitions 5.7.2 and 5.7.3 are equivalent. We shall not prove this here.* ”
having the sameinitial point 2, = f(«) = ¢(x) and the same terminal. point
2%, = f(8) = 4(B). Then, it is intuitively clear what is meant by gradually Definition 5.7.2 is intrinsic in the sense that it does not involve any point
deformingthe curve until it is brought into’ coincidence with I’, while keeping sets lying outside the domain D under consideration. Definition 5.7.3 is often
the initial and terminal points fixed. The process can be considered to take place » more ‘convenient for application, since it allows us to recognize more readily
during a certain time interval, say, from ¢ = 0 tot = 1. During each instance ¢, whether or not a domain is simply connected.
the curve C occupies a certain position and as ¢ varies, C is continuously altered
until in the end, when t = 1, C occupies the position. [. EXAMPLE 5.7.1, Let the domain D be the interior of a simple ‘closed
_In other words, at each instant ¢,0 < ¢ < 1, the curve C occupies a position curve Cc with the interior of a smallcircle 7 removed. Then D is not siniply
given by. connected, for the complement of Don the sphere &, consisting of theexterior
Ci s=fis), ass SB (5.7.1) of C together with the point z = oo and the interior of I’, is not a connected
set. (See Fig. 5.7.2.)
with f(x) = 21, f(8) = %, 0 St <1, x and 2, fixed. Theinitial position
C,is identical with C andthefinal position C,is identical with I’. As t increases
from t = 0 to t = 1, the function f,(s) changes “continuously” from f(s) = f(s)
to f,(s) = f(s). Let s’ be any fixed s, then f,(s’), 0 S ¢ S 1, gives the position
correspondingto s’ at each instant t. As ¢ increases from 0 tol, f,(s’) describes
a continuous path beginning at the point f,(s’) = f(s’) on C and ending at the
pointf,(s’) = ¢(s’) on I’. Thus, each pointf(s’) on C travels along a continuous
path until it is brought into coincidence with the corresponding point¢(s’) on ry
The function f,(s) in (5.7.1), which depends upon ¢ and s, may be written
as F(t, s). We are now ready to make the following

Definition 5.7.1. Let C:.2 = f(s) and I: z =4(s), «Ss SB, be two
continuous curves with the sameinitial point 2, and the same terminal] point29.
Wesay that C can be deformed continuously into I’ if there exists a function *
F(z, s) defined and continuous on the plane interval OS tS l,ass < 8B, Fic. 5.7.2 .
such ‘that F(t, «) = 2%, F(t,B) == 2, for all OS ¢t<1 and F(0,s) = f(s);
Te * See L. Ahlfors, Complex Analysis, p. 220, New York: McGraw-Hill, 1953.
F(,s) = ¢(s) for allen Ss SB.
 158 oo INTEGRATION 5,8 CAUCHY’S INTEGRAL THEOREM FOR THE INTERIOR OF A CIRCLE 159

EXAMPLE5.7.2. Let D be the domain’ consisting of the finite complex ——THEOREM 5.8.1 (Cauchy-Goursat). Let f(z) be analyticin the interior
plane with the point ¢ = 0 removed. Then D is-not simply connected. For, ‘Pp of acircle and let I’, and F, be two contours in D with the sameinitial and
when represented on a sphere, the complement of D consists of the points N ~ the sdme terminal points. Then
and JS (see Fig. 2.12.1) corresponding to z =0 and z = ©, which donotform
a connectedset. , | fla) dz = J Hla) de. (5.8.1)
ry ry
EXAMPLE5.7.3. Let D consist of the interior of the circle lz|/=1
with the segment 0 <x < 1, y = 0, removed. Then D is a simply connected Remark 5.8.1. The statement that
domain, for its complementon the sphere, consisting of the point z = o together _
with all the points | z | = 1 and the segment 0 < x < I, y = 0,is a connected [fede
wry
=| Pe fle) dz
set. :

for any two contours I’, and I, in a domain D with the sameinitial and the
EXAMPLE 5.7.4. Let D be the domain consisting of all finite z such
same terminal points, is equivalent to the statement that
that | z| > 1..Then D is not simply. connected, for the complement of D on
the sphere, consisting of the point z = « together with the domain representing
the set of points | z'| << 1, is not a connected set. |f(a) dz = 0,

EXAMPLE5.7.5. Let D be the domain consisting of thefinite plane for any closed contour I" in D. For, we may write 7 = I, + I, where Lr,
with the nonpositive half of the x axis removed, Then D is simply connected, and I, have the sameinitial and terminal points, and I, is the inverse of I’,
for the complement of D on the sphere, consisting of the point z = © together (See Fig. 5.8.1.) Then by (5.2.14) and (5.2.15) we obtain
with the image of the nonpositive half of the real axis, is a connected set. y

EXAMPLE 5.7.6.. Let the domains D, and D, be respectively the interior

and the exterior of a simple closed curve. Let D,, be D, with the point at
infinity adjoined. Then considering the complementsof thesets D,, D, and D,,
on the sphere, we see that D, and D,, are simply connected and that-D, is not
simply connected.

O| x
EXERCISES 5.7
Fic. 5.8.1

1. Show that if D is a simply connected domain, and z is a point not in D,

then (I, 2) = 0 for every closed contour I in D, [fe) dz = I, fls) dz = [. fils) dz — {,fe) de.
1
2. Let C and C, be simple closed contours such that C, is in the interior of C.
Show that every point exterior to C is also exterior to Cj. , Consequently, if

3. Let C, and C, be simple closed contours, each one lying in the exterior of
the other. Let J, denote the interior of C, and E, the exterior of C,. Show [ fe)az =f fle)ds, then f fle) dz =0, and conversely.
ry Pe we . L£ :
that J, is contained in F,. ,
Theorem. 5.8.1 may now be. restated in the following equivalent form.
_5.8.. CAUCHY’S INTEGRAL THEOREM FOR THE INTERIOR OF
A CIRCLE, In this section we shall prove* a special, “local,” case of the © ——THEOREM 5.8.2 (Cauchy-Goursat). Let f(z) be analytic in the interior
Cauchy integral theorem, namely, D ofa circle and let I” be any closed contour in D, Then —

* In this section as well as in the next one, we follow the presentation given [_fe) dz =0.
by L. Ahlfors, Complex Analysis, pp. 89-92. New York: McGraw-Hill, 1953.
160 ; INTEGRATION 5.8 CAUCHY’S INTEGRAL THEOREM FOR THE INTERIOR OF A CIRCLE 16]

Remark 5.8.2. It will follow from Theorem 5. 8.2 that if f(z) iss. analytic . LEMMA 5.8.3 (Goursat’s lemma). Let f(2) ‘be analytic in the interior
in the entire finite complex plane, then and0on the perimeter of a rectangle R. Then:

{ fe) ds =0 I(2) ds = 0, oe (5.8.4)

. . oe ye , is contour describin i
for every closed contour I’. For, since I" is a boundedset, it is contained in where C a conto crib g the perimeter of the rectangle R.
2 at the origin and ofsufficiently large radius,
the interior D of a circle with center Proof. Let us subdivide the rectangle R into four congruent rectangles
Now f(z) is analytic in D, and consequently R, (i = 1, ++, 4) as shown in Fig, 5.8.2. Furthermore,let C and C; (¢ = 1, +--+, 4)

Y
| f(a)dz =0..
r

Before proving Theorem 5.8.1, we shall establish a number of lemmas.

LEMMA 5.8.1. Suppose that F(z) is analytic in a domain D and ely “R \! | “ i

f(2) = F(z) in D, Let I’ be a contour in D with initial point z, and terminal i
point z,. Then — . } oR i | 'R, \

|Se) de =Fle) — F(a). (5.8.2) t=

oO x

Proof. Let I be given by z = 2(t), a StSp. Then by (5.2.9)

Fic. 5.8.2

Prey ae = freon eae denote respectively the contours describing the perimeters of R and R; in the
positive direction. Then we may write each C; asa sum
Since the integrand on the right is, except for at most a finite numberof points,
bounded and continuous on the interval a <= t < B and-equal to the derivative
of F[z(z)], we have (see Exercise 5.8.2)
: Cad Cy,
j=1

B , where each C,; is a contour describing a side of the rectangle R,.

[fe@ a'(t) dt = F[2(8)| — Fla(a)]. We have by Remark 5.2.2
Hence
|_ fede = | f(2) az. (5.8.5)
[f(@) ds = Fla)—Fla). Dc:
t=1 :
> Cy
ijel

LEMMA 5.8.2. Suppose that F(z)’ is: analytic in a domain D and Each of the sides of the rectangles R; lying interior to R forms the boundary
f(z) = F(z) in D. Let Py and IP, be two contours in D with the sameinitial of two neighboring rectangles and is represented by two of the C;;, one of which
and the same terminal point. Then is the inverse of the other. Thus (see Remark 5.2.2) the C,; conresponding to the
sides lying within R may be nite from the sum 2%}, C,; in (5.8.5). The
{ fl) ds = { fle) de (5.8.3) remaining terms in the sum Xj,., C;, clearly add up to C, and weobtain from
r, dy . ” (5.8.5)
‘

Proof. Let 2, be.the commoninitial point and z, thecommon terminal : (5.8.6)

J. f(z) dz,
point of I’, and I, The result now follows from (5.8.2). >I. F(z) dz =
[62 INTEGRATION 5,8 CAUCHY’S INTEGRAL THEOREM FOR THE INTERIOR OF A CIRCLE 163

Let R, be chosen so that Consequently

| ff) ds| > fe de i= 1,2,3,4. safer te =Jy) 4PM— ade + J00) @—ae
(5.8.12)
Denoting the rectangle R;, by R™, its boundary by C, and therespective
The first integrand on the right-hand side is the derivative with respect to z
values of| Se f (8) dz | and| Jom Ff) dz| by J and J,, we see from (1.3.10)
of the analytic function
and (5.8.6) that J = 4),
Subdividing the rectangle R® as we did for R and proceeding as above,
we obtain a rectangle R®contained in R”) and wehave the inequality J, = 4J,,
Ps) = (a9) x + LOO(e — ayy,
where
It follows from Lemma 5.8.2 and Remark 5.8.1 that the first integral on the
right-hand side of (5.8.12) is equal to zero, and consequently by (5.2.22) we
Ju=| fFcaMl@)a2 | have

and C®)is the boundary of R®), h= | |sod) a2 = ifsins 2) (8 =) ds

Continuing in this manner we get a sequence of rectangles (5.8.13)
Shy max| A(@) (@ — %9)| SL_ max|e —zo | ep,
RIRYDROD+, : (5.8.7)
where
each one contained within the preceding one, and we have J, S 4Jn4, where
fn = max| A(z) |.
In =| c fayf@) ae Now,| A(z) |—>0 as | z—2|—>0.* Consequently, «, > 0 as n>, Also,
since g and 2, are both contained in R™, we have (see Exercise 5.8.1)
and C™) is the boundary of R™, n = 1, 2, +++. It follows that

LO (5.8.8)
=’
|z— 2%| < Ln n=1,2,°. (5.8.14)
J Ss 4" J, n= 1, 2, wet

Let L, L,, Ly, +++ denote respectively the length of the perimeters of R, It follows from (5.8.13) and (5.8.14) that
RY, R®, ++, We find that
Le
Jn S vi
FE 5.8.15
(5.8.15)
Hence
Utilizing (5.8.8), (5.8.9), and (5.8.15) we get
L,=(§"L, 2=1,2,° (5.8.9)
Cy 2
Since (5.8.7) is a sequence ofclosed rectangles, there exists by Theorem 2.4.3 o<pe hn /2 L
en = V2” (5.8.16)
a point z, commonto all the rectangles. In particular, z, is in R,.and hence by
the hypothesis f(z) has a derivative at 29. It follows that Since ¢, can be made as small as weplease, it follows that

F(@) = fl@0) +f’) (@ — #) + A(z) (2 — 20), (5.8.10)

J=|[ c fe) az| =0,
where

fle) =fle) , and the lemmais established.

Ns)={ ®— #0 FG) Fw ay (5.8.11) * The conditions | zx — 2)|—> 0, |z|—>0 are, respectively, equivalent to the con-
0, if x = x%, ditions z—> 2, z—>0. :
164 INTEGRATION ' §.8 CAUCHY’S INTEGRAL THEOREM FOR THE INTERIOR OF A CIRCLE 165
LEMMA 5.8.4. Let f(z) be analytic in the interior D of a circle and point at z and terminal point at x +h, (See Fig. 5.8.4.) Then in view of
let.z, be the center of the circle D, Let F(z) be defined by (5. 8. 17), we have.
y

Pe)=f HO a, 68.7)
where the path of integration is any contourin D withinitial point 2) and terminal
point x which is the sum of one horizontal and one vertical segment. Then
F(z) is single-valued and analytic in D and we have

f(s) = Fe). (5.8.18)

Proof. To show that F(z) is single-valued in D, let I’, and I, be two
ol
contours joining 2) to z and eachconsisting of one horizontal and one vertical
segment. (See Fig. 5.8.3.) Then by Lemma 5.8.3 we have | Fic. 5.8.4

Y fonts Fe) _ |Sen KOa — I,IO dt] = iARC dt

A

= Tffle + myhat = [fle + hn) at

Also ° °

[FERRO — fey] =| free +aae— fp) at|

= If. [fle +at) ~fle)] at| S 1+ max, [fle + ht) — fle) |.
Since f (z) is continuous, it follows that

km ~fe)
F(a+ Oe
— F(z)
Fic. 5.8.3

Hence F,(z) = f(z).

ffOe— JAO a =JarJOH = 0. To show that f(z) = — iF,(z), let x and x+7k, k=40, & real,
be any two points in D. Let I, be as in Fig. 5.8.5 and let y’: £ = 2 + #kt,
Hence 0s7i<1,
[,fOu= [FOU. Y

ThusF(z), defined at each point gin Das5 the commonvalue of the two contour —
integrals, is consequently single-valued.
To show that F(z) is analytic in D and that f(z) = F'(z), we shall prove that

f(s) =F, = —iF,. 8 (5.8.19)

Let gz and z + hk, h 0,h real, be two points in D. Let I’, be a contour
joining z, to z and consisting of a vertical segment followed by a horizontal ol ~e
segment. Let y: = x + At,0 St <1, bea horizontal segment with initial Fic. 5.8.5
166 ° : ; INTEGRATION ‘5.9 INTEGRALS AROUND CLOSED CONTOURS IN A GENERAL DOMAIN 167

be a vertical segment with initial point z and terminal point z + ik Then Wecan, however, state the following theoremwhich is a ‘special case of
, Theorem 5.9.2 below.
sik) —F
Fis+8)—Fle) _ tolesate - THEOREM5.9.1. Let D be any open set andlet r be a closed contour
in D such that u(T, £) = 0 for all ¢ not in D. Then
S 1+) max | f(s + tht) — fle) |.
Hence . JFeld =0 (5.9.1)
lim F(z + ik) — F(z)
k-0 k
= (2), for all functions f(z) analytic in D.
Theorem °.9.1 asserts that if (5.9.1) holds for functions of the type
that is, f(z) = — iF,(z).
Letting F(z) = u(x, y) + iv(x, y), we see from (5.8.19) that u,, Uy, Ug, U 1@) =. ¢.not in D,
are continuous and satisfy the Cauchy-Riemann equations (3.6.1), and. conse-
quently F(z) is analytic in D. It also follows from (5.8.19) that f(z). = uz + iv, then (5.9.1) holds for all* functions F(z) analyticiin D.
and by (3.6.9) we have f(z) =.F’(z). Thus the lemmais established. - Recalling the meaning of

The proof of Theorem 5.8.1 now follows from Lemma 5.8.4 and I. f(z) dz and (> mC, ¢)
Lemma5.8.2. "
dy MC; ft
i=1

EXERCISES 5.8 given in Remarks 5.2.2 and 5.4.1, we shall state Theorem 5.9.1 in the following
more general form which will be utilized later on.
1. Show that if P is the perimeter of a rectangle R, then for any two points
2, and z, in R we have , ——THEOREM5.9.2 (Ahlfors).

_ Let D be any openset and let [ = Yi7_, mI’; be a formal sum of closed
{2 —-2,|S—=
a contours I’; in D such that »(I, 2) = 0 forall ¢ not in D, Then

2. Let F(z) be analytic in a domain D. Let I: z = a(t), « St S f, bea contour | f(z) dz =0 (5.9.2)
r
in D, Show that .
for all functions f(z) analytic in D.
[ SPROR ae = Fla) —Fle) Before proceeding with the proof of Theorem 5.9.2, we shall establish
a
~ the following two lemmas.
5.9. INTEGRALS AROUND CLOSED CONTOURS IN A GENERAL
DOMAIN. Theorem 5.8.2 asserts that, in the special case where D is the * The reason why the functions 1/(z — % play such a decisive role is as
follows: If F is a closed contour in D and Sis the set of all points lying on L,
interior of a circle, any closed contour I" in D has the property: J, F(z) dz =0
then .S is a closed and bounded set. By Runge’s Theorem (see Saks and Zygmund,
for all functions f(z) analytic ii n D. Analytic Functions, p. 176, Warsaw: 1952) there exists for every function f (z)
However, this is not necessarily true for more general domains D. For analytic in D, a sequence $,(z) of rational functions analytic in D and converging
example, if D consists of all points x + 0 in the-finite plane, and if I’ is a simple ' uniformly on S to f (2). Each ¢,(z) is the sum of a polynomial P,(2) plus constant
closed contour containing z = in its interior, then using Theorem 5.6.1 multiples of terms of the type 1/(z — £)* for ¢ not in D. By Lemma 5.8.1 we
have for k > 1
and equation (5.4.2), with £ = 0 and C replaced by I’, we have
dz
= 0. Also, f. P,(3) dz = 0.
r& — 6
[ S = amir, 0) = + 2ni #0,
re Now,if Thas the property that J. dzf(z — 0 = Ofor {notin D, thenf blz) dz =
: - for all n, and consequently f- f(z) dz = lim,540 J, $a(z) dz = 0.
although the function f(z) = 1/z is analytic in D. This applies also to the case when I’ is a formal sum of closed contours.
 168 ae INTEGRATION
5.9 INTEGRALS AROUND CLOSED CONTOURS IN A GENERAL DOMAIN 169
LEMMA5.9.1. Let D be any. open set and let
does not intersect Q, it follows from Lemma 5.4.1that v(y, a.) = 0. Thus
A; = 0, except for a finite number of the a;, and the sum (5.9.5) hasonly a
y= dm, 6.9.3) _ finite number of terms. We write
i=l

be a formal sum of closed polygonal contours y; in D with sides parallel to the Yo = > AC; | (5.9.6)
coordinate axes and such that v(y,.¢) = 0 for all ¢ not in D. Then — jel . .

| fe)dz=0 | (5.9.4) : where A; = oy, a) 40, f=1,2,057 |

for all functions f2) analytic in D,

Proof. The plan of the proof is(1)to express y asa formalsum:y = eCry
where A, 4 O are integers and eachC;, is a simple closed contour describing in the
positive direction the perimeter of a rectangle, (2) to show that each rectangle
whose contour C; appears in the sum lies in D, and-(3) to obtain from
Lemma 5.8.3 that ,
| flz)dz=0°
Cy

for each C,, and consequently.

[ Y feaz =fBac fle)de =>», [. fle) ds =0.

kal. 1,Ck

yr
Wenow proceedto carry out step (1) of our plan.
As we have seen in Section 5.1, each polygonal contour y, in the formal
sum (5.9.3) forms a boundedset. It follows that there exists a square Q bounded
by the lines x = + M, y = + M,where M is a positive integer, containing
all the y, in its interior. Fic. 5.9.1
We now subdivide the plane into a network of rectangles. by (a) drawing
the lines x =n, y=a,n = +M, +(M@+4+1), (M4 2), +, and (b) ex: As will.be explained later (see Remark .5.9,1 at the end of the proof of
‘ tending indefinitely the sides of the polygonal contours y;. (See Fig. 5.9.1 for this lemma), we are led from the consideration of special cases to the conjecture
the case where y = myy, + myo.) Observe that by extending the sides of that yp as given in (5.9.6) and y as given in (5.9.3) are equal. By this we
the y,; we are assured that rio one of the polygonal contours y,; has points in meanthat if the C; in (5.9.6) and the y, in (5.9.3) are expressed as sums ofthe
common with the interior of any rectangle of the constructed net. We. further S»y,q, Where each S,,is a contour describing a commonside oftwo rectangles R,
note that a side of any rectangle in the netis also a side of a contiguous’rectangle. -and R, of the net, then upon performing the simplifications considered in
Let now a; denote the center of each rectangle R; of the net, and let us Remark 5.2.2, y and yo will-becomeidentical. It will then follow that
write the formal sum

-Yac> . (5.9.5) f f(z) dz = | f(@) de.

Yo ¥

where A; = v(y,a;) is the winding number of the formal sum y about the point
First of all, we observe that since a, is in the interior of C,, and C, is
a;, and C; is the contour describing the perimeter of R; in the positive direction.
4 ' described in the positive direction, we have in accordance with Definition 5.6.3,
Since any point a, exterior to the square Q lies 6n a straightline which
(Cy, a) = 1. Moreover, if k + j, then a, lies on a straight line which does
170 , INTEGRATION 5.9 INTEGRALS AROUND CLOSED CONTOURS IN A GENERAL DOMAIN 171
not intersect C;. Consequently, by Lemma 5.4.
‘1, o(C;, a) = 0 for i xR, - Suppose that there were a rectangle R; whose perimeter C,is represented
It follows from (5.9.6) that in (5.9.12) and that there were a point ¢in R,that is not contained in D, Then,
from the hypothesis on y, we would have Ay, ¢) = 0. We may join ¢ to the
r , .
(Azs k= 1, 2, “ST, center a; of R; by a line segment L’, lying, except perhaps for the end point £,
I= AWCa) =
AY» Mx) = 2, 10, ? otherwise. 5.9.7).
.
jn the interior of C;. Consequently L’ is a connected set having no points in
common withy, and it follows from Theorem 5.4.2 that we. would also have
From the definition of the A;, we also have r(y, 4) = 0. But this would contradict the fact that »(y, a;) = Aw(C;, a,) =
\; % 0. Thus every C; ‘occurring in (5.9.12) lies, together with its interior, in D.
Nowforthefinal step in our proof: It follows from Lemma5.8.3 that for
WY) a) = des k= 1, 2, “yr
0, otherwise.
(5.9.8)
anyanalytic function f(z) in D, we have
It follows that v(y, a;) = v(yo, a;) for the center a; of each rectangle R, in the
net. This fact strengthens further our conjecture that. y = yo. We proceed now - | f(z) dz =0.
Cj .
to give the full proof of this assertion.
5epose to the contrary that y 4 yp». Then when expressed in terms of Hence
the S, 4, — Yo will contain at least one term kS,,, with k.=4 0. Note that
Sinyn represents a common side of the two neighboring rectangles R,, and R, | fea = | f(a) dz = > rj | f(z) dz =0,
¥ BaC, j=l C;
of the net. Thus S,,,, forms a part of the positively described perimeter, say
Cm, of one of the rectangles R,,. We now form the formal sum
a and our lemmais established.
Y =y— IY—kCms (5.9.9)
Remark 5.9.1. We can understand the reason for forming the sum
which when expressed in terms of the S,,q no longer contains S,,,. Then, for (5.9.5) as a possible expression for y by considering some special cases. For
the respective centers. a,, and a, of the rectangles R,, and R,, we have from example, if y is a simple closed contour given by the sequence of vertices
(5.9.9), (5.4.6), (5.9.8) and (5.9.7) A,A,A,4,A,;A,A, in Fig, 5.9.2, then it is intuitively evident that the innersides

oY", am) = AY, Am) — Yo: Im) — ke(Crys Gm) = Am — Am — & = —k, (5.9.10) A, = As A — As

and R Re
|
Uys On) = (Ys Fn) — (Yor Gn) — Fe Crs Gn) = An — An — 0 = 0.
| (5.9.11)
fora f t+ sa, |;
oo. —> As
Weshall now show that the results given in (5.9.10) and (5.9.11) lead to CT gaS = A, <_ As
a contradiction, for a,, and a, may be joined by a segment L which, except for Ry | Rs As A, =—_ Ag
its intersection with S,,,,, lies in the union of the interiors of R,, and R,. Since R,
y’ does notcontain the side S,,,, the segment L is a connected set that has no { *2 {1 *Gy t | “0, {
points in common with y’. But y’ is a sum ofclosed contours, and consequently, |
by Theorem 5.4.2, v(y’, 2)is constant for on L. Hence fy’, a,) = vy’, am), — — —_—>
contradicting the results given in (5.9.10) and (5.9.11). Ar As Az A;
Wehave thus completed the first step in the outline of our proof by showing Fic. 5.9.2 Fic. 5.9.3
that
of the rectangles R; (j = 1,2, 3) cancel each other, and we have y = C, + Cy + Cy.
r Since y is described in the positive direction, we have v(y, a;) = 1, j = 1, 2, 3,
Y= > AWC, Aj = oly,a) AO, 7 = 1,2, 0,7 (5.9.12) and consequently
j=l
3
We nowproceed to show that each perimeter C; in 6.9.12), together with = > u(y, a3) C;.
its interior, is contained in D, j=l
 ‘

172 8 ; . INTEGRATION 5.9 INTEGRALS AROUND CLOSED CONTOURS IN A GENERAL DOMAIN 173
However, if in Fig. 5.9.2, y denotes the contour 4,4,444;4,4,Ag, then Clearly, the contour I’, may be expressed as the sum
y = —C,—C, —C,. Since y.is now described in the negative: direction,
we have r(y, ai) = —1,7 = 1,2,3, and we haveagain Py T + Pyter tr
3 .
Y= Dy a) C}.
j=1

Anotherillustration is obtained from Fig. 5.9.3. Here y denotes the contour

given by the sequenceofvertices A,A,A,4,A;4g4;Ag41, As = Ay, and we have
y = C, — C,,If we write y = y’ + y”, where y’ andy’ are the simple closed
contours A,A,A,4,A, and A,;4,A4,A,A,, it is easily seen that

, lj=1, ”" 07 =1,

u(y ’ a;) = 0% —2 and u(y > a;) = ne = 2.

Hence
Fic 5.9.4
ya.) = vty’. a;
wy, a;) = vy", a;) +
iia) as sah
vy",
4)) _ 1j =2.
Furthermore, within each circle C; we can draw a-polygonal contour y; with
Thus again, we have that _the sameinitial and terminal points as J”;, and with sides parallelto the coordinate
- axes (see Fig. 5.9.5, for the case whenjj = 1, 2,3). By Theorem 5.8.1 we then
have
y = Dd
j=l
oly, a) Cy.
I_f(e) da = |J) ae
Weshall now establishthe following

LEMMA 5,9.2. Let I’, be any contour in an open set D. Then there for all analytic functions f(z) in- D.
exists a polygonal contour yo in D with sides parallel to the coordinate axes,
having the sameinitial point and the same terminal point as I, and such that:

{fe) dx = [Sede (5.9.13) |

for all functions f(z) analytic in D, and

Los £) = rye 6) . (5.9.14)

for all € not in D. ‘

Proof. Let I’; be given by z = a(t), at SB.For each ¢,there is a

circle C, with center at z = a(t) contained together with its interior D, in
the open set D. (See Fig. 5.9.4.) By Lemma 2.10.1 there exists a subfamily
C,, Cy, ***, Cy of the family of circles {C,} and a subdivision:

e=h<h<inr<h=8

of the interval « <¢< P such that for each j = 1,2, ++, k, the contour r;
given by z = a(t), tj-4 <t< t,, is contained in the interior D, of the circle Cj. Fic. 5.9.5
174 . INTEGRATION 510 THE CAUCHY INTEGRAL THEOREMS : 175

.
Let » = yi, +73 feeb y,: Then yo is a contour with the same initial ©
. :
5,10.
10. .THE CAUCHY INTEGRAL THEOREMs: We shall now. apply
point and the same terminal point as I’), and we have , ae Theorem 5.9.1 to establish :

——THEOREM5.10.1 (Catichy integral theoremfor a simply connected domain).

| I. f(z) dz => ff n= ¥ ff dz = [fea Let f(%) be analytic in a simply connected domain D and let P be any
f closed contour in D. Then _
thus establishing (5.9.13). : gE
Let £ be any point not in D, Then f(z) = 1/(z — ¢)is analytic in Dand [r fe)de=0 40.1)
a
hence by (5.4.2) and (5.9.13) we have

ae | de 1 dz =» Proof. If D consists of the entire finite complex plane, then (5.10.1)

Wo) =a]se aa vo* ct (vo §), - follows from Remark 5.8.2. L
_
= Suppose now that D does not consist of the entire finite complex plane.
‘ E Since D is simply. connected, it follows (see Exercise 5.7.1) that o(P, ¢) = 0
for all ¢ not in D, Thus (5.9.14) is proved and the lemmais established.
-E- for all € not in D. Hence by Theotem 5.9.1
Proof of Theorem 5.9.2. Let
| f(z) dz =0
7, r

P= > ml"; P :
jal f for all functions f(z) analytic in D.

be a formal sum ofclosed contours I"; such that v(I’, 2) = 0 forall ¢ not in D.’
By Lemma 5.9.2 there exists for each I, a closed polygonal contour y; with
sides parallel to the coordinate axes such that
ffe) dz = J.fla)de
Another corollary of Theorem 5.9.1 is .
- ——THEOREM 5.10.2 (Cauchy integral theorem for a simple closed contour).
fe Let Lr be a simple closed contour and let f(z) be analytic in an open set D
. | containing I’ andits interior. Then

for all analytic functions f(z) in D, and v(I'y {) = vy» 0) for all £ notin; D. [fle) dzas =0
Let now y denote the formal sum
Proof. If D is the entire finite complex plane, then the theorem follows
n 4 from Remark 5.8.2. .
y= 2 mir ; IfD is not the entire finite complex plane, then any point £ not in D must
- : by the assumption of the theorem be exterior to I’. Hence by Theorem 5.5.2
Wethen havefor all ¢ not in D : we have v(I, €) = 0 for ¢ not in D. It now follows from Theorem 5.9.1 that

[fe) ae=0
0=A, D => moll,9 => mor.9 =,0.
t=] i=l

| for all functions f(z) analytic in D,

It follows from Lemma5.9.1 that for all functions f(z) analytic in D, we have : Weshall now utilize Theorem 5.9.2 to establish a generalization of Theo-
4tem 5.10.2.
2) dz.
SAK

0= ft2)) dz => m, 2)dz =m 2)dz =

D2 ia ) x ff ) J ) —— THEOREM 5.10.3. Let C,C,, C., ++, C,, be simple closed contours
c 4, cach described in the positive direction and such that each C; is interior to C
ff and exterior to C;, for all j k, j,k = 1, 2, ---, 2. Let f(z) be analytic on each of
Errore

Thus Theorem 5.9.2 is established.

176 INTEGRATION : 5,10 THE ‘CAUCHY INTEGRAL THEOREMS 177

the contours C, C;(j = 1, 2, +, 7) and at each pointinterior to C and exterior: Also, since ¢ is interior to C, o(C, ¢) = 1. Hence
to all the C;. Then
s:103,
JoJ) ae vee [.fe) de. AP,=oAC,9 — Cn) — Yue, 9 = 1-1 0 =0.
|J@e= Jof”) dz + gxk

By Theorem 5.9.2 we then have © -

Proof. Let I denote the formal sum: I = C — C,—C,— +1 —C,,°
let R denote the set consisting of the contours C, C;,j = 1,2,+",” and
ny
- [ fe) az =0,
r
the points lying interior to C and exterior to each Cj, and let D be any open.
* fromwhich (5.10.3) nowfollows.
Y
Remark 5.10.1. The hypothesis in Theorem 5.10.3 may be relaxed

qi
» somewhat. Let D denote the domain consisting of all points interior to C and
: exterior to all the C;, j = 1,2, +++, m and let R denote the union of D,'C and
Al LY | Ca A nt . all the C;, Then in order for (5.10.3) to hold,it is only necessary that f(z) should
i Mi { HH iv N be continuous in R and analytic in D. The proof is based on the fact that the

aa
contours C' and C; may be approximated, as closely as we please, by contours
Wala ct C’ and C; lying in D. Weshall not go into the details here.
TT i "| iy
Remark 5.10.2. When a domain D in the finite complex plane has 2
C | Ue y
“holes”, we say that it is 2-tuply connected, More precisely, a domain D in
c | | Is |N D
the finite planeis said to be n-tuply connected if it can be obtained from a simply
a (HINT connected domain Dy by removing x disjoint connected compactsets. Denoting
NL | Cr at | these sets by #,, 7 = 1,2, +++, ”, it may be shown* that: we can construct 2

ih AA simple closed polygonal contours C;, 7 = 1,2, +++, such that E, is in the
. interior of C, and C;, is exterior to C, for jk, j,k = 1,2,+,m. (See
O
ye X
Fig. 5.10.2 for the case when 7 = 1, 2, 3.)

Fic. 5.10.1 © y

set containing R such that f(z) is analytic in D. (See Fig. 5.10.1.)

If D is the entire finite complex plane, then (5.10.3) holds, since each of
the integrals occurring in (5.10.3) is zero by Remark 5.8.2.

aES
Suppose that D is not the entire finite complex plane. (See Fig. 5.10.1.
D is denoted by the hatched area.) Then for any point ¢ not in D we have two
cases. I

CASE 1. (is exterior to C. It follows (see Exercise 5.7.2) that ¢ is exterior

to all the C;, and we have in virtue of (5.4.6) and Theorem 5.5.2

HP,0) =»(C ~¥ Cyt)=H, —YHCn0) =0.

n

Fic. 5.10.2
CASE 2. The point { is interior to one of the C; say, C,. Then ¢ is _ 4 :
exterior to each of the C,, j + k (see Exercise 5.7.3) and we have 4 Let C be any closed contour in the #-tuply connected domain D and form
@) the formal sum = C — 0%, A,C;, where A; = (C, f) for ¢ in E,, It is not

ACh 6)
_{b10, j=-
jAR ; *See S. Saks and A. Zygmund, Analytic Functions, p. 209. Warsaw: 1952. °
178 a INTEGRATION | 5,11 INDEFINITE INTEGRALS 179

difficult to see that o(I, 2) = 0 for’ all ¢ not in D, and we obtain from Theo. taken along a contour joining zg, to z and lying entirely in D, iss independent
rem 5.9.2 for all functions f(z) analytic in D of the path. Thus, this integral is.a (single--valued) function of the upperlimit 2.
Let us write
Fray= [SO att (5.11.1)
jfe) dx = yr Jf dz. - (5.10.4), :
Weshall now establish

* EXAMPLE 5.10.1. Let us show that

+4i
{ (sinh 2z ++ cos 2/2)? dz __ 0
@+3z)@+is
where the simple closed contour I" is the circle | z | = 2.
Solution. Observe that the singular points of

f(z) = (sinh 2z + cos 2/2)?/(z + 32) (2? + 16)

are at y = —- 34, 2 = + 4é and these points are not contained within or on I.

Thus f(z) is analytic within and on I’. The result now follows from Theorem
5.10.2. .

. EXAMPLE 5.10.2. Let us show that

Fie. 5.10.3
j (cosh 2z + sin 2/2)? dz _ 0 :
24(2? + 16) : _ —THEOREM 5.11.1. Letf(z) be analytic in a simply connected domain D.
- Then F(z) given by (5.11.1) is analytic in D and hasa derivative given by
where the boundary B consists of the circle | z| = 3 described in the positive Fz) = f(z) (5.11.2)
direction (counterclockwise), together with the circle | 2 | = 1 described in
the clockwise direction. Proof. Let 2 be anyfixed point in D, and let C be a circle with center at
2 lying, together with its interior, in D. Let z + be any pointinterior to C.
Solution. Observe that the singular points of
Then 2 can be joined to z + 7 by straight line segment. (See Fig. 5.11.1.)
__ (cosh 2z + sin 2/2)?
y

are at z = Oandz = + 44. Thus f(z) is analytic at all points within the annulus
R:1 <|2| <3 and onits boundary B. (See Fig. 5.10.3. ) From Theorem 5.10.3
the result now follows.

5.11. INDEFINITE INTEGRALS. From Theorem 5.10.1, we see that

if « = 2, and 8 = arerespectively a fixed and a variable point in a simply
connected domain D, and f(z) is an analytic function in D, then the integral

[tow Fic. 5.11.1

 180 . INTEGRATION 5.12 THE CAUCHY INTEGRAL FORMULA 181
Since f F(© df is independent of the’ path, we may take the integral. EXAMPLE 5.11.2. Let us find the value of the integral
Zo : . .
kt de .
f°" f(Oaalong the path from aq to z and then along the straight line, from | & ‘(Ra positive number),
20
ki .
gto 2 + 7 Utilizing (5.11.1) and Theorem 5.2.1, we obtain
for any contour joining — kz and Ai lying inthe simply connected domain D
Feta) —Fa) =] Oa —f Mat =f sO)at
z4+y & z+n :

consisting of the complex plane with the nonpositive half of the real axis removed.
Also Solution. An indefinite integral of the analytic function f(z) = 1/z in D
F(z +) — Fle) —f)
| peta
=- 71, UO — -fela
dt.
is. given (see Theorem 4.4.3) by the analytic function F(z) = Logz in D.
Thus we have by (5.11.3) and (4.4.4)
q
ki ,
Since f(z) is continuous in D, for every ¢ > 0, there exist a 6 >0 such that | WF Log hi — Log (— ki) = (Log & +5i) — (Log & —5i) = ni.
48
ki

If(2) —fl@)1 <« when |£—2] <8.

5.12, THE CAUCHY INTEGRAL FORMULA. By meansof the Cauchy
. Utilizing Theorem 4.2.2 we obtain
integral formula, equation (5.12.1) below, we can express the value of an
| Fl +0) — Fula) —f(2z)| <<,
analytic function f(z) at any point interior to a simple closed contour C as a
contour integral around C,
| n
provided that| 7 | < 8. From (3.4.2) we see that Fo(z) exists and is equal to f(z).
THEOREM 5.12.1. Let F(z) be analytic within and on a simple closed
Since z was any point in D,it follows that F(z) is analytic at all points in the
contour C. If 29 is any point interior to C, then
simply connected domain D.
Remark 5.11.1. Note that the properties of f(z) needed in the above f(%) = x C Sle)
de
kB’ (5.12.1)
proof are that f(z) is continuous and that the integral I, F(é) dé is inde-
pendentof the path. where the integral along C is taken in the positive direction.

Any function F(z) such that F’(z) = f(z) is called an indefinite integral
of f(z). By Lemma5.8.1 wesee that if F(z) is an indefinite integral of f(z), then
.HO) a = Fe) — Fe),
and consequently F(z) differs from F(z) of (5.11.1) by at most a constant.
Proof. Observe that the function ¢(z) = f(z)/(z — 2) is analytic at
all interior points of C except at z = 2. Describe about x = 2, 2 small circle
L of radius r‘lying entirely within C. (See Fig. 5.12.1.)
(5.11.3)

EXAMPLE 5.11.1.\ Given the function f(z) = 2", na positive integer.

Let us find the value of the integral _

| 'F@) ae
20 .

for any contour joining the points z) and 2}.

Solution. An indefinite integral of the analytic function f(z) =.2" is Fic. 5.12.1
given by the analytic function F(z) = z"*1/(n + 1). Thus, for any contour :
joining 2) and 2,, we have by (5.11.3) In the region R bounded by C and I,the function ¢(z) is analytic. Applying
Theorem 5.10.3 we have
24 apt zt

zo n~l n+ [dea = foe) ade,

182 . INTEGRATION
\
5.12 THE CAUCHY INTEGRAL FORMULA 183
where the integrals along C and I’ are taken inthe positive direction, Remark 5.12.1. Let f(t) be a continuous (complex--valued) functio
n
Since f (2) ii s analytic at 2p, utilizing (5.8. 10) we have defined on the closed interval a St Sb.Let us divide the interval [a, b] into
n equal parts dit = (b — a)/n. The average or arithmetic mean of the n values
) XO CW so dz
[ seydr= f LOG. j Led the) =A
pr ®—&8% B — % “fla + At), fla + 241), “, fla + ndt)
is given by
where A(z) is given by (5.8.11). Thus
7fla +kAt) = iam fla + RAL) At.
J n nm

| $(z) dz = (5.12.2) (5.12.6)

r
Now .
For zg on I’, we have z — 2, = re,. From (5.2.27) we see that
Jim =ay flat ‘aa =;
=al, H(t) dt. (5.12.7)
fret
dt & _. oni and f Tdz =0. (5.12.3)
:
Thus the“right.-hand member of(5.12.7) can be thought of as the average or
Also from (5.2.22) we have arithmetic mean of the continuous function F(t) over the interval a <i < 8,
In Theorem 5.12.1, if we take the simple closed contourrc to be a circle
| f ddz| <-2nr, (5.12.4) with center ‘at 2) and radius7, thatis,
r

where ¢ = max | A(z) |. Utilizing (5.12.2), (5.12.3) and (5.12.4) we obtain z= 2, + re’, 0<6 S 2z,
. :
20n
then (5.12.1) can be written as
| [ $e) de — anif(es)| = | [Adz] < dure. (5.12.5)
c r
f(%) = 5—
=|Flay + re) a0. (5.12.8)
From (5.8.11) we see that ¢ (= max,,,,| A(z) |) and hence also 2nre can be
made as small as we please if 7 = | x — 2)| is made sufficiently small. Since
the left-hand side of (5.12.5) is independentofr, it must be equal to zero, Hence Thus the value of an analytic function at the center of a circle equals the arithmetic
mean (or average) of the values on the circumference.

2miflzo) = {oe) 4 EXAMPLE5.12.1. Letus find the value of the integral

Thus
i [cos*(3z) + cosh*(4z)]? dz
Ale) = Qi
—. f(z) dz ,
lo F— Bp
&

where C is any simple closed contour having 2) = 0 inits interior, and the
and the theorem is established. integral along C is taken in the positive direction.
_ Cauchy’s integral formula (5.12.1) showsthat if a function is analytic within Solution. Observe that f(z) = [cos? (32) + cosh* (42)]* is analytic within
and on a simple. closed contour C, then the values of f(z) along C completely and on C. Also f(z) = f(0) = [cos? (0) + cosh4 (0)]$ = (2)? = 8. Hence by
determineits valuesatall interior points. If we changethe valuesof the function (5.12.1) with % == 0, the value of the above integral equals 1677.
along C, then we must change appropriately its values in the interior of C if
we wish to retain the analyticity of f(z); however, this may not be possible. ‘ EXAMPLE5.12.2. Let usfind the value of the integral
Note that the Cauchy integral formula will fail to give f(29) if 2 is taken
ee
exterior to the. simple closed contour C and f(z)) + 0; for then f(z)/(z — 2) of iz
(92 — iz + +4) dz
is analytic within and on C, and by Theorem 5.10.2 we have +1)aa

fed _ 6 where is the circle| z | = 2 and the integral along is taken in the positive
direction.
Cc %—
 184
be INTEGRATION 5.13 DERIVATIVES OF ANALYTIC FUNCTIONS
185
. Solution Decomposing the integrand intopartial fractions, we have . Now, using Theorem 5.2.2 we obtain

Qe —izt+4 A Bo Cc! 5.12.9

ol) et ep eo ‘ *) | al wate eam] = :
where A, B and C are constants. To find A, multiply (5.12.9) by 2 and let from which (5.13.2) now follows.
& = 0. We obtain A = 4. To find B, multiply (5.12.9) by z + zand let z = — 1, From (5.13.1) and (5.13.2) we see that
Weobtain B = 3. Similarly, we find C= 2, Hence
fl+h) —fle) _ 1 { leas
Ot ete _ | Me | 3dz de Fo) = Ying h ni do (2— RP’ (5.13.3)
c a(z* + 1) c 8 cet+i cet
This formula expressés the value of the derivative of
If we apply (5.12.1) to each of the right-hand members of the above expression, a function at a point as an
integral taken along a contour enclosing the point. It can be obtained
wefind by differen-
tiating equation (5.12. 1) under the integral sign with respec
(Bat =+4) te _ geami) 3(2ni) + 22m’) = 180 t to 25.
J at 42rd + 32ri) + 20m
Similarly, from (5.13.3) we obtain

5.13. DERIVATIVES OF ANALYTIC FUNCTIONS. A consequence of

f(a) = 2!
5f f(z) dz
Qi c (2 —%)§*
(5.13.4)
Theorem 5.12.1 is that the derivative of an analytic function is again an analytic
function. For, suppose that 2) + / is a point interior to the simple closed By mathematical induction it can be shown (see Exerci
contour C, then utilizing (5.12.1) and Theorem 5.2.1 we have se 5.17.6) that

h) — f(z 1p 1 1 f(z) — xf Ff (2) dz

2nt Jo (z — 2," (n = 0, 1, 2, 3, +) (5.13.5)
feted
fe) - | ilecece pol fee
ol f(z)dz _ for any 2p interior to the simple closed contour C. [By
f(z) we mean f(z,).]
An immediate consequenceof formula (5.13.5) is the follow
= Fail (2 — % — h) (z — 29) ing important
Observe that
THEOREM 5.13.1. Let f(z) be analytic in a domain D, Then all the
I _ 1 ‘ ok - derivatives of f(z) exist and are analytic functions in D.
(z — % — Ah) (2 —%) (2 — B)® "(ze — 2)? (2 — % —A)
Proof. Let 2) be any point in D, and let C be a circle
Hence with center at 2,
contai ned together with its interior in D. Then for n
= 0, 1,2, +++, we have
from (5.13.5) ©
o th) — fl) 1 flajdz_ he f(z) az
fat ; Ae -= a)Goa ani Joe Se
(5.13.1) C — ayer

Weshall now show that

for all z interior to C. Thus f(z) has derivatives'of all orders
in a neighborhood
of 29. Since 2, was any point in D, the theorem is establ
ef Greroecale 0 as[ki{—+0. (5.13.2) ished, on
TT Cc — #9 ~~ 89 S :
Remark 5.13.1. When f(z) =u(x, y) + iv(x, y) is analytic in a domai
n
Since f(z) is continuous on C, it is bounded on C so that | f(z)| = M D, we have from (3.6.9)
on C for some constant M. Let Z denote the length of C and let r be the
smallest distance from z% to C. Note that r > 0. Suppose that h is f(s) = te) = ty + iv,, (5.13.6)
chosen so that || < (1/2)7r. We then have for z on C, | z — 29 | 2r and and
ror
|z—%—h| Sle—ml—|h|Sr—-Lat, 2 2 #2) = ee = uw, + iv,. (5.13.7)
 (186 INTEGRATION . 5,15. CAUCHY’S INEQUALITY FOR F(%)
187
By mathematical induction (see Exercise 5.17.7) we obtain Remark 5.14.1. The hypothesis in Morera’s: Theorem may be relaxed.
nee, anf(2) ' We need only require that each point 2 in D be thecenter ofa circle C,
Crux, yy), .OP(x, yy) - “owe lying
FO(g)
AF (1) = axr Oye =
= OurOy i Gxt aye? 7,k —
=0,1,2,--,2
see
(6.138) together withits interior in D, suchthat (5.14.1) holds for every
closed contour P°
in C. For, it will then follow that f(z) is analytic within each such
circle C,
andr +k=n. and consequently f(z) is analytic in D. Moreover, we see from Lemma 5.8.4
Since for all », f(z) exists and is continuous in D,it follows that the -that we need only require that (5.14.1) be true for the case where
I is the
partial derivatives of u(x, y) and v(x, y) of all orders exist and are continuous perimeter of a rectangle,
in D.
It should be observed that the above result is not necessarily true for. _
5.15. CAUCHY’S INEQUALITY FOR f(z,)
functions of real variables. For example, f(x) = x°/2 has a first derivative at
x = 0, but fails to have a second derivative at x = 0.
THEOREM 5.15.1. Let f(z) beanalytic within and on a circle C with
center at 2, and radius 7, Let M be the maximum value of | f(z) | on C, then
EXAMPLE 5.13.1. Let us find the value of the integral
(e*+2 sinh 2) dz. ‘ Mn!
- [FP@)1S- (= 0,1, 2, (5.15.1)
Jco. (#—me”
where C is any simple closed contour having 2, = wiin its interior, and the Proof. Since the equation of the circle C is given by |z—2,|
=7,
utilizing (5.13.5) and Theorem 5.2.2 we find
integral along C is taken in the positive direction.
Solution. Observe that F(z) = & + 2 sinh g is analytic within and on C. | f(x) | = |! _f(e)dz_ | mM.
From (5.13.5) we have | Qari |
(e+ asinhz)dz- 2m ,,,, : thus establishing the theorem.
I. eam af). L
L
Since f(z) = e? + 2 cosh z + z sinh z, we find f”(wi) = — 3. Hence, the ir 5.16. LIOUVILLE’S THEOREM. Weshall now establish an important
value of the above integral is equal to — 3zi. theorem which is due to Liouville. —

5.14. MORERA’S THEOREM. ~——THEOREM 5.16.1. If f(z) is analytic and bounded forall values
Weshall nowestablish a theorem, due to of 2
Morera, which is a converse of the Cauchy Integral Theorem 5.10.1. in the complex plane, then f(z) is a constant.

Proof. Since f(z) is bounded, there exists a constant M such that

——THEOREM5.14.1. If f(z) is continuous in a domain D and if
|" fle) dz =0
_ for every closed contour I" in D, then f(z) is analytic in D.
Proof. By hypothesis f(z) is continuous. and
Fe) = [fd dt
is independent of the path. Hence by Remark 5.11.1, following the proof of
Theorem 5.11.1, F(z) is analytic and F’(z) = f(z) for z in D. It follows by
Theorem 5.13.1 thatf(z), being the derivative of an analytic function, is also
analytic for z in D; thus the theorem is established.
| f(z) | S Mforall values of z. Then, with 2 = 1 in (5.15.1), we have
for
any point 2,
. u
(5.14.1)
If@)|S—, (5.16.1)
where 7 is an arbitrary positive number. By choosing r sufficiently large, we
can make the right-hand side of (5.16.1) as small as we please. Hence f'(&%) = 0.
Since 2% was any point, it follows that f’(z) = 0 for all values of x. From
Exercise 3.6.13 weconclude thatf(z) is a constant, thus establishing the theorem.
Remark. 5.16.1. A function f(z) which is analytic for all finite values
of z is called an entire function or an integral function. Examples of nonconst
ant
entire functions are polynomials in z of degree n > 1, e*, sin 8, cos 2,
sinh zg
+. _ and cosh x. It follows from Theorem 5.16.1 that these functions are not bounded.
As an application of Liouville’s Theorem weshall establish the following
 INTEGRATION ' §,17 THE EXISTENCE OF A BRANCH OF THE LOGARITHM 189
188
If f(z) is a poly- —
Tr.HEOREM 5.16.2 (Fundamental theorem ofalgebra). THEOREM 5.17.1. Let f(z) be analytic in a simply connected domain D
then the equation .
nomial of degree x, n = 1, with real or complexcoefficients, with f(z)4 0 for all z in D, Then there exists in D a single-valued and
f(z) = 0 hasatleast one root. analytic function ¢(z) such that e*” —'f(z) for all z in D.
Proof. Let. Proof. Let .

f(a) = ay + aye + g2" 1 Ans”

(a, ~ 0). - b(z) = *. £()
fe at | _ (5.17.1)
We shall show that
Suppose that no value of z exists for which f(z) = 0.
this leads to a contradiction. Let us write f(z) as where 2 is. any fixed point in D and k is a constant such that e = f (%).

ja) =a (Sti tet gt ta)

Restricting the path of integration to lie in D, we see from Theorem 5.11.1
, a a Any
that 4(z) is analytic in D and

- For| 2| sufficiently large $(z) = ce (5.17.2)

| 40 ay wee
1
Le Gy 1
z
|
<Q
| an |
Let us now proceed essentially as in Section 5.3. Let us consider the
| 2 + gat
function
- and consequently
H(z) = e*™F(2),
ge topes bbe bal >
a By | an |
' Differentiating (z) andutilizing (5.17.2), wefind that 4’(z) = 0. Consequently

e~*) f(z) = M (M constant). (5.17.3)

Therefore, for| z| sufficiently large

14m l
[La | 5.16.2) Setting z = 2, in (5.17.3), noticing from (5.17.1) that 4(z)) = & and recalling
that e* = f(z), we find

and thus | f(z) | can be made as large as we please.

Since f(z) ~ 0 for any value of z, the function ;

| 1 Thus (5.17.3) may be written as e#” = f(z), and the theorem is established.
Remark 5.17.1. As a special case of Theorem 5.17.1, let D be a simply
have in view of connected domain not containing the origin. zs = 0. Then taking f(z) = 2,
is everywhere analytic. Moreover, for r sufficiently large we we see that there exists in D an analytic function ¢(z) such that e#” = z,
(5.16.2) that for |z|>7
If 4(z) is any other such function, then as in Section 5,3 (see Exercise 5.3.1)
| | g(z)|'< M (Ma constant). we havefor all z in D ,

Since g(z) is continuous on the compact set |z | <7,it

follows (see exereie Wz) — $(2) = 2kni (5.17.4)
c function which is
3.3.25) that g(z) is bounded there. Thus g(z) is an analyti where & is a fixed integer.
Theor em 5.16.1, at?)
bounded throughout the finite complex plane, and by In particular, D.may be the simply connected domain obtained by removing
also be a constant. This
is a constant. Hence f(z), the reciprocal of g(z), must from the finite complex planea ray issuing from z = 0. Theresults of Chapter 4
= 0, and the
contradicts (5.16.2). Consequently there exists a 2 such that f(z) concerning the existence of branches of the logarithm are now obtained as a
theorem is thus established. ;
special case of Theorem 5.17.1.
Observe that Theorem 5.17.1 depends only on the theoremsand definitions
RITHM. We
5.17. THE EXISTENCE OF A BRANCH OF THE LOGA of this chapter, and noneof these, including even those of Sections 5.3 and 5.4,
shall now establish the following useful depend on any previous acquaintance with the function log z.
 INTEGRATION 5.17 THE EXISTENCE OF A BRANCH OF THE LOGARITHM 19]
EXERCISES 5.17 4z
(32? + — 1) dz
@) J, (+O
+1. ,on ‘the circle | z | = 3,
1. If the simple closed contourCiis the circle \e| = | described in a positive 2

(or negative) direction, prove that the value of each of the following ) I. ins — epi 22) de on the circlei | z| = 3.
integrals is zero: 5. Use formula (5.13.5) to evaluate each of the following integrals.
For the
simple closed contour C take the boundary of a square whose
@ J. Fes" ef Seamer sideslie
along the lines x = +4 and y = +4, described in a positive directio
n,

@) I. ee (b) |oy
sinh 22 dz r [cos x + sin (2/2)] dz
(© | eeae,
“, DfFoIEP © |e
GDF (4) J, (= + mi)# ,
e* cosh 2 dz
© [eo
(2° + 424 — 222 +. 1) dz
. Prove .
0 [aa
6. Prove formula (5.13.5) by mathematical induction.
f edz =1(e—1), and fi sin az ie =: 1 (cos ax — 1).
7. Showthatif f(z) = u(x, y) + to(x,y) is analytic in a domain
D, then -
. Use formula (5.11.3) to evaluate each of the following integrals: gefin) anf (2) _ ule, y) ,v(x, y)
ep(2) = Ox" Byk Ox" By* + dx? Oy* ?
af . 14é
(a) Ir sin 22 dz, r,k =0,1,2,-++,n; rtk=n, zinD,
(b) [., (2? + 1) dz,
4/3 8. Let f(z) and 9(z) be analytic in a simply connected domain
2 D. Show that
(c) aula cosh 32 dz,
.
(d) I, (z — 1)dz,
J10) 8) de =f) a8) —flo) e(0) — |"a(2)"e) ds,
(x /6)4
(e) f eodz (f) | " cos 62 dz.
4 , where the path of integration is a contour from z = «to z
—(nl 6)4 = B lying in D.
The above formula gives us the rule for integration by parts.
. Use Theorem 5.12.1 to evaluate the following integrals. In each case the 9. Let C be a simple closed contour containing the origin, Use formul
simple closed contour C is described in the positive direction.
a (5.13.5)
to prove that
@) (er1)ae , on thec
ircle | z | = 1, Lfay
a?
n!
1 ex?
amido 2tt
10. Let C, C,, j = 1,2, +,n, and f(z) be as in Theorem 5.10.3.
(b) I. (sinh?+
z cos8)
d dz , on the circle | z| = 4, Show that
for any point z, interior to C and exterior to each Cj,
z— ant / a j = 1,2, +, we
have

© f c pt z—2 do
41. 322 — 4) dz
, on the circle | z| = 3, Fe = Apf(z)
dz
2ni Jo 2)P
(z — Boyet
Ee
> ay f(z)
dz (k =0, 1,2, -).
rh t C; 2)*
(8 — F
(d) I. A —~4) dz, on the circle | z| = 2, 11. Let f(z) be analytic within and on the circle I: x =
Re, If By = rei
is a point interior to I’, prove that
“2, om the circle | =| = 2,
© fiz Qn R? — 72 8
Teo) = i 0 REA IR, cos= g,) TRe) db.
==. on the circle || = 2,
(Afz This equation is known as Poisson’s integral formula,
192 INTEGRATION 5.17 THE EXISTENCE OF A BRANCH OF THE LOGARITHM . 193

12. Suppose that f(z) is analytic. Show that 9, allLetpoints

D,, be the. domain obtained from the complex lane .
z on the real axis.such that | z| < 1. Show Plane by removing

(a) PAfLog| fle) [| =O la) #0;(b) PALfe)|> 08 [A@) AO.

that there exists an
- analytic function p(z) such that [p(z)]? = 2? — 1 for: i
_ Example 4.5.2.) - I _ ah # in Des (ch
13. Let ¢(z) be a complex-valued function defined and continuous ona con- 20. Let f(%) and g(z) be continuous complex-valued functions which are
tour C. Show that ,
different from zero at each point in a domain D. Supposethat for some
1p Od
1) _= Taleb2
integer k # 0 we have [ f(z)]* = [g(z)]* for all z in D. Show that there
exists an integer m such that for all z in D
f(z) = e(2nim) ik o(z),
is analytic in every domain D containing nopoints of C, and its derivative
there is given by the formula 21. Suppose that f(z) is analytic in a domain D, and let 2 be a point in D
Let {z,} and {f,} be two sequences of points in D such that z, =4 €, for
“) - 1. #04
| f= mle all n, and such thatlim,,.. %, = % and lim,f, = &. Show that.

14. Let A(z) = 1/z and let C be the unit circle. The function — im oh _ Bn =f ().

$0) _=atp | Aa
t= 22. Verify thefollowing integrations. In each case determine the conditions on
the integrand and on the path of integration for which the integration is
valid. (In each case C depends upon «.)
is analytic interior to C. (See Exercise 13 above.) Show that the function
g(z) defined on |z| S 1 by gntl

(a) [ied = n+1 +6, (@#—2),

0) fE=togs +6
_ (fz, al <4,
#2) = }305), [z|=1,
is discontinuousat all points z on C.
15. Let f(z) and g(t) be continuous on the interval 0 $7 <1 and suppose (c) f edi =e +C,
that f(t) = 0 while g(¢) is complex-valued. Show that
d) fat
(4) [ a&tdtde =
toes +C (2 is a complex constant, a 4 0),
f°fe) at = dete) FO a
(e) fsing ae = —céise+C
where 0 < t, S1 and |A| <1.
16. Suppose that f(z) is analytic in a simply connected domain D, and that. . (f) [cos f df = sine +¢,
f(z) 0 for all z in D, Show that for any integer k 0, there exists
in D an analytic function y(z) such that
(g) f. tan ¢ dt = — Log cos 2 + C,
[u(2)* = f(z) for all 2 in D.
(h) [as =arcsing + C,*
17. Suppose that A(z) is analytic-in a neighborhood of 2, and that A(z) 4 0.
Show that for any integer k # 0, there exists a neighborhood N(zp) of 2
and an analytic function y(z) in N(zq) such that (i) lars = tare cos z ++ C,
[u(z)]* = A(z) for all z in N(z>). . (? a
(7) f al = arctanz + C,
18. Let D, be the domain obtained from the complex plane by removing all
points z on thereal'axis such that | z | 2 1. Show that there exists an analytic * To insure that the integrals in parts (h) to (m) are single-val
i ued, fix th \
function »(z) such that [»(z)]? = 2% — 1 for all z in Dj.(cf. Example 4.5.2.) of Rk in each of the Theorems 4.6.1 to 4.6.6 and x in Theorems 4.6.2 “es
194 INTEGRATION

0) [aR = sins +6,

, & d . :

6
za d
. (1) I. ae i = cosh"! zg + C,
Power Series
(m) i. fe = tanhz +C.

23, Extend Theorem 5.11.1 to the case where the domain D is not. simply
connected. oO ,

6.1. DEFINITION OF POWER SERIES. Aninfinite series of the form

!
wo

> Cn(Z — Bo)" = ly + y(% — %) + +6,(% — Bo)" +7", (6.1.1)

n=0

where z is a complex variable and 2p, ¢p, ¢, '**, are fixed complex numbers,
is called a power series in powers of (z — 2,). The numbers c,, 2 = 0, 1, °°,
are called the coefficients of the power series.

6.2. PROPERTIES OF POWER SERIES. The following theorem will

show that thesetof all z for which the powerseries (6.1.1) convergesis either the
entire complex plane, the interior of a circle (including possibly some points
on the boundary) with center at 29, or the single point 29.

THEOREM 6.2.1. Every power series Ln-o (8 — 8)" has a “radius of ©

convergence’ R such that when 0 < R < the series converges absolutely
for |x — | < R and diverges. for | x — 2)| > R. When R= 0,the series
converges only for z = 2%. When R = ©, the series converges for all z. The
number R is given by
1
R (6.2.1)
Tim Vje,]
N20

Proof. Tf we let «, = c,(% — 9)", we then have

= 7 —— 7 R—B
lim V| a, | = lim Vc, | | 7 — 2p| — =*ol,
n-200 n=>00 R

From Theorem 2.8.1 we see that the power series converges absolutely when

| z — 25 |
R <1, thatis,; when |2z—2|< R,

and diverges when

|% — %|
R >1, thatis, when |[z—2,|>R.

195
 , POWER SERIES. 6.3 UNIFORM CONVERGENCE
196 : .
R=0 th ies will converge only for x ="%y. When R = o,- 197
When = 0, the seri
Thus, the radius of convergenceis also given by
: tablished.
the series converges for all values of z. The theorem is thus esta | . eet an

Whenen 0 < R <~, , thecircle | z _ &y | = R is termed theoe circle of con- — dinos
i 2nee ,(% — &)*
n( .om m Whe,|
vergence. The above theorem asserts‘ that every power series
converges absolutely at every point in the interior of its circle o eon Ber when the limit on the right-hand side exists.
and diverges
i i ex terior
, at every point ci rc of convergen ce. On theecicle
its circle
i to its circle
of convergence it may converge at some points and diverge at omners seen
_ Remark 6.2.2. Suppose that. the series
by the following examples. In each of these examples the radius of converg
, .
ve Onl — &))" converges to
F(z) for each point z in a set S. We then
say that the series represents the
is equal to one. function F(z) in ‘S, and. we write F(z) = Dig ¢.(%
— %)" for x in S.
EXAMPLE6.2.1. Theseries Dy,» 2" does not converge for any point
on the circle of convergence. 6.3. UNIFORM CONVERGENCE. Weshall find the concep
t of uniform
_ convergence of.a power series very useful in
the sequel. We can always write
EXAMPLE6.2.2. The series %,,-; 2"/n® converges at every point on (6.1.1) in its circle of convergence as
. 7
the circle of convergence.
c,(2 — &)" = (2 —— 8)" + Ry(z)
EXAMPLE6.2.3. The series Diet 2a™/n converges for z = — 1 and (6.3.1)
. _ x ° » ° a
diverges for z = 1. where
.
;
of a power series,
©,
For brevity, we speak of the circle of seof2,
even when the series converges for all values of z. Inthi
In s case . the circle Ry(z) = At
> €,(% — B)". (6.3.2)
i i
~ of convergence encompasses the entire finite plane of comple x numbers.
For a fixed N, Ry(z) is a function of g in the
Remark 6.2.1. From Theorem 2.7.7 we see that if interior D ofits circle of conver-
gence. Observe that as N — 0, Rx(z) +
i. 0 at each point x in D. That is, for
- every « > 0, there exists a Positive integ
lim
Cn44 | er M(e, z) such that
N20 Cp |
| Ry(2)| << for N = M(e, 2).
exists, then the powerseries (6.1.1) will converge when
: | i The symbol, M(«, %) means that the number depends not
; 4 F also upon the point z of D,
only upon ¢ but
: Cn44.
{2 — 2| lim c <i, : 3
# Definition 6.3.1. The
power series (6.1.1) is said to converge
Pina point set S if, for each « > O there exists uniformly -
and will diverge when a Positive integer M(e) such that
: for all points z in S
| '— 29 | lim | “ost ot | Ruz) | <-
NOD ' n
63.3)
Letting for N > M(e).
7
R= no
lim | =
NL
3 (6.2.2) + —- The notation M(e) indicates that M(e<) depends only on € and
does not
: F vary with z in S._ .
a
, i | <R
° Cn(2 — 20)” converges when | z—2| :
i
we see that the power series L,-9 Weshall now establish the following impor
al nd diverges when | z — 2)| > R. Hence, the radius of convergence g tant
by (6.2.2) when the limit on the right-hand side exists. : THEOREM 6.3.1. Let the power series © n=0 &n(® ee}
— 2%)" have a nonzero
} tadius of convergence R. Then for any
circle P about 2, and radius r < R,
If lim V\e,| exists, then it is equal to him /\¢,| (see Exercise 2.8.5). }the power series Dey ¢,(z — 2%)"
N00 converges uniformly within and on I.
198 , POWER SERIES ‘6.3 UNIFORM CONVERGENCE ‘ 199
Proof; Draw the circles IP and I’, with centers at 2, and radii equal to Proof. Without loss of generality we may take %, = 0. Let us write (6.3.1)
r and R,, respectively, and such that r < R, < R. (See Fig. 6.3.1.) Since with 20 =
= 0 as
y
F(z) = ‘Sy(2) + Ry(z) Lo (6.3.4)
5
where | - .
N-1
F(z) = S o,2",
eo

Sy(2) = diene, Ry(2) = Dy

w
Cp8".
113
(6.3.5)

S
n=0 . n=0

Let / denote the closed region bounded bythecircle I andlet 2, be a point

in /. We would like to show that given any ¢« > 0, there exists a 8 > 0 such
that
| F(z) — Fla) | < « (6.3.6)
wm X for all points z in / satisfying | xs — z,| <8.
ol
Since by Theorem 6.3.1 the series, D,.
nwo nd" converges uniformly in Y,
“Fic. 6.3.1.
we can choose an WN such that
r< R,, 7 =AR, where 0 <A <1. If |z—2,| Sy, then | cg(e — 3)" | <
| cy | 7” == | Cy |A*RY. Since by hypotheses, the series Do fn(® — &)" con-
| F(z) — Sy(z) | < 3 (6.3.7)
verges for | z — 2,| == R,, it follows from Theorem 2.7.4 that | ¢,| RT <1
forn = M,, where M,isa sufficiently large fixed number. Also, sinceQ <A <1, | for all z in S. Since Sy(z) is a polynomialin z,it is a continuous function of z.
we have for any « > 0, A® < e(1 — A) when n = M,{c), where M,(e) is a Having chosen N as above, there exists a 5 > 0 such that
sufficiently large fixed number. Choose M(e) = max [M,, M,(e)]. We then
have for.N. = M(e) and |z—2)| S17 | Sw(#) — Sw(@) | <3 (6.3.8)

en(z ~ &)” < > ole — 29" |S Dien | MRE < >
n=N
an when | x — 2,| <5. Hence, for x in Y and | z — z,| <8, we havein virtue
of(6.3.7) and (6.3.8)
AN
= ANIL FAP+] =p 1—A | F(z) — F(z) |S F(@) — Sy(z) | + | Su(z) ~ Sy(2) |
aay =

Thus, in accordance with Definition 6.3.1, the theorem is established.

EXAMPLE6.3.1. Let us show that the series Dj) 22": converges
uniformly within and on.a circle | 2 | = .999. .
Solution. From (6.2.2) the radius of convergence R of Leet nz” is given by
| +1 Swe) Fla) <5+5 +9 = 5
§ thusestablishing the theorem.
Since any point interior to the circle of convergence C: |z — 2,| = R,
| RAO,is also interior to somecircle I’ contained entirely within C, utilizing
‘i. the above theorem we have

. a nol
R= jim 2™| = tim |-q| = 1 4) ——THEOREM6.3.3. A power series represents a continuous function at
@E every point interior to its circle of convergence,
Hence by Theorem 6.3.1 the series Dre nz” converges uniformly within and
on the circle | z| = .999. EXERCISES 6.3
THEOREM 6.3.2. Let the powerseries Teo Cp(& — 2p)" have a nonzero ~~ s
radius of convergence R. Then for any circle I with center at z) and radius
r < R, the powerseries Zreo ¢,(% — %)" represents a continuous function of
g in the closed region bounded by the circle I’. ’ Odea
200 . POWER SERIES 6.4 TAYLOR’S SERIES 201

>(c) > 4n(z — 2), , . (d) > m2", 8. Show that a power series converges uniformly and absolutely o« n any compact
set S containediin the interior of ‘its circle of convergence C.
9. Show that a: powerseries converges absolutely and uniformly on any contour
eo mo« ~ 1" 'y lying in the interior of thecircle of convergence of the powerseries,
OLa
n=1
NZ (l—s) a
6.4. 'TAYLOR’S SERIES. We are now going to expand an analytic function
n\ 2" Ha)iin a powerseries.
“an?
n *(h) > (a
+ i) 8"
n=1 n
: ——THEOREM 6.4.1. Let f(z) be analytic in the interior of a circle C
with center at 2) and radius R. Then at each point z interior to C
es (log 2") a < m—l_\., zr
() n=l n
, OY
n=l
Gep me Fs , .
1
‘| ; fe) = yr0) (e — 2)". (6.4.1)

. For what disks | z | <7 do the series in Exercise 1 converge uniformly ? E

. Show that the twoseries Thatis, the infinite series converges and has f(z) as its sum-function. Moreover,
| the above series converges uniformly within and on any circle I’ with center
> +3650 (Qn — ny (1 — 2)" . at % and radius 7 < R,
a ’ . ia /
) mab 2°4°6%"2n n L Proof. Let I and I, be circles concentric with C with radii r and 7,
ik respectively, and such that r <1, < R. (See Fig. 6.4.1.) Let z be any point
wl 3-50 (Qn — 1) (2 — 1" f y ,
b) | 2°4:6°::2n A P

have the samecircle of convergence. I

. Show that the two series (1

cy C,8"tt Ce
(a) yen",
n=0
“(b) xe“Ty
Cc

have the samecircle of convergence. al —

. Show that the radius of convergence of the following series is unity: me. 6
1G. 6.4.1
> Ee —1l)\(a—2)(a—n + y) an
ni within or on J" and let ¢ be any point on I, Then
where a is a complex numberdifferent from a nonnegative integer.
|f—2| =|C—%) —@—a)| 2/6—%|—|2-%| Bn —r. (6.4.2)
. Abel’s Test. Suppose that the coefficients:cg, ¢,,*** form a decreasing sequence
of positive numbers-such that lim,_,,. ¢, = 0.Showthat the series Le—9 &n2” Using (5.12.1) we have . oe
converges at all points of the unit circle except possibly at x = 1. Jt f (6) a
s fae)=s5
(2) Qmisr FoR ( 6.4.3 )
. Show that if the power series D9 Ca(® — %)” converges at z = 2, and
diverges at g =2, then it converges absolutely for all z such that .
| x — | <| 2, — 2| and divergesfor all z such that | z — 29 | > | % — 20 |, Observe that for any complex number f + 1, we have
and its radius of convergence R satisfies the inequality 1 - 7 a

}2,—%| SRS|2,—2|- TB
sr
1+B+ P+ 2, eee
+8 n—-1
+ TB (6.4.4)
202 . POWER SERIES| 64 TAYLOR’S SERIES , 203
for all z within or on I’. The right-handside of the above inequality ii s inde-
Let us write 1/(€ — 2). as .
pendent of z and tends to zero as m—> ©, Thustheseries (6.4.7) converges
Lo 1 J uniformly to f(z) for z within and-on thecircle I. Now, given any point z
C—2 (€—%)—( — % “interior to the circle C, we can take r so that | z—2z,| <r <R, then zwill be
interior to a circle T: | —2)| =1r < R. Consequently, (6.4.1) is valid for
all x interior to C. Thus the theorem is established.

E+ G=)+€ = 88) + (F=*9 4 NS80 The powerseries(6.4.1) is called the Taylor series. The circle of convergence -
~= %) Ca) Mi a | (=) of this seriesis at least as large as the largest circle with center at 2, in whichf(z)
» remains analytic. Thus whenit is known that f(z) is analytic in the interior
Thus / ( ’ - of a circle C, notest is required for the convergence of the Taylor series
1 1 (& — 2p) RRP within C,
fos Gua)tC aye Cay In Section 6.6 we shall prove the converse of the above theorem, namely,
(z — 2)" i) that every power series represents an analytic function in the interior ofits
+ Gea teat —ay | O49) &circle of convergence. We may now say ‘that f(z) is analytic at a point 2, if
‘From (5.13.5) : and only if it can be expanded in a convergent power series about that point. When
we say that a function can be expanded in a convergent power series about a
LR). | rn fa 2 =0,1,2,0 (6.4.6) point, we mean that the convergencetakes place in a neighborhood ofthe point.
ar ~~ Oni (€—2
— zr ,
In particular when zy == 0, the Taylor series reduces to one that is known
as the Maclaurin series:
Multiplying both sides of (6.4.5) by (1/277) f(¢) and then integrating over I’,,*
we obtain by (6.4.3) and (6.4.6)
fe) = yee
-henm, (6.4.11)
fl) = fe) +Pe sya f'ede ay + ” n=0

1 pee
ee s (z —a,)"1+R,, - EXAMPLE 6.4.1. Let us show that
(6.4.7)

where at
1 1m,
Brgy) ,, (n+) (FS)
[x —~ 2\" , [xe —2| <2.
_ (z — &)" F (2) _. 6.4.8
Rn = 2mt Ji, (f — x) (f — 2)" (
Solution. Let f(z) = 1/2%. Then
Weshall now show that | R, | > 0 as n> &.
Let K be the maximum valueof | f(¢)| on I}. (Such'a K exists by Exer- fs) = IPFt
{(— n=0,1,2,°.
cise 3.3.26.) Since |{—2,| =7, and |€—2|27,—7r for all 2 within gnte

or on I’ and ali £ on I’, we have utilizing (5.2.22)

1 Thus
le—al pFQL abl
Rl Sa | Teale — fQ2) = (@
<1 +it
Qn+2 ,
n=0,1,2, °°.

Kye
oat a=. Tim
K ) (ry
) . 5.4.9
(6.4.9) “aE Since f(z) is analytic for all values of z such that |z—2| <2, we have

Since 0 <7 <7, 7 = Ary, where 0 <A < 1. Hence from (6.4.9) we obtain — -3 (=IN@+D! (ayn
Qn+2 yn]

Re) < (So) K

(6.4.10)
=FY Cwm =" |2=—2| <2.
* Unless the contrary is indicated, integration is performed in the positive
direction.
 204 , , POWER SERIES 6.4 TAYLOR’S SERIES 205
Remark 6.4.1. Let C: |z—2%)| = R be the largest circle with center. ; From (6.2.2) the radius of convergence oftheseries is ee by
at 2, in which the function f(z) is defined and is analytic. Then Theorem 6.4.1
assures us that the Taylor series.converges to f(z) at each point 2 interior to : C
. R =lim|—e
the circle C, that is, whenever | 2 — 2, | < R. One should not conclude from ~ n> Cn H1 = fim (1+ (al Ta = V2.
this that R is necessarily the radius of. convergence of the Taylor series, for. -
Note that by means of the power series (6.4.12), f(z) = Log a,
it is possible that the radius of convergence can be larger than R.If this is so,
|z —-(—1+2]| <1, can be extended to be analytic in the larger circle,
then f(z), defined within C, can be extended to a larger domain and stil]
remain analytic. with center at 2) = — 1 +iand radius R’ = V2. (See Fig. 6.4.2.) However,
the values of f,(z) lying in this larger circle below the « axis do not agree
EXAMPLE6.4.2. Let us expand in a Taylor series the function. with the valuesof the original function f(z) = Log z.
f(z) = Logz = Log|z|+7 Arg 2, —a7 < Arg za,
EXERCISES 6.4
about the point 273 = —1 +2

Solution, Since f(z) is not analytic on the nonpositive half of the real axis 1. Obtain the Maclaurin series expansion of the following functions and
(see Remark 4.4.2), it follows that the largest circle C with center at 2) = —1+i determine in each case the circle of convergence:
within which f(z) is defined and analytic has radius R = 1. However, as we
(a) e*, (b) sin z, (c) cos 2,
_ shall see, the radius of convergence R’ of the Taylor series is greater than 1.
Note that - (d) sinh 2, (e) cosh 2, (f) 1/1 +),
f(H1 +4) = Log (— 1 +1) = 3 Log? + fri, -(g) 2/(1 — 2), -(h) Log (1 + 2), (i) tan z (write the first
and | four nonzero terms).

~ fe) = aL an
2. Expand in a Taylor series about the point indicated; determine the radius
of convergence R’ of the series and the radius R of the largestcircle within
us which the series converges to the given function:
n
f(A + p< — = (yt — yt f- (4) . 1 :

=—(n — yt (EY,
(a) z about z = I, (b) Vs = Vreil), 9<0<m,
about z = 1 +41,
Hence, from formula (6.4.1) we obtain (c) sinh z about z = qi, (d) e?1! about z = 2,

Log 3 = 521,Log 2,-++ 57

3. -X
Qltan[s—(-1
(>) Ba. +P (6.4.12)
about z = 3, () about z = 1,
(e) z “ 4
y
(g) f(z) = Je || 41, about z = 0, where the integral along the
circle C: | {| = 1 is taken counterclockwise.
NO SL

3. Let ‘f(z) be analytic ii n the interior of a circle C with center at &. Suppose
that f™(z)) = 0, » = 0,1, 2, +++. Show that f(z) vanishes identically atall
points interior to C.
-1+i 4, Showthat for all points z interior to the circle |z|=1,

| Log (1 + 2) | S — Log(1- | 2)).

5. Show that, if the values of an analytic function f(z) are known along an
arbitrarily small arc ending at 2, then its values are completely determined
Fic. 6.4.2 in the entire circle of convergence of the powerseries of f(z) about 2p.
 206 , POWER SERIES3 _ 6.5 LAURENT’S SERIES
207
\6.5. LAURENT’S SERIES. The following theorem, which gives us a _ Concerning the secondintegral in (6.5.4), let us write
generalization of the Taylor series, is due to Laurent.
obo Po
fz @—a)—-C_—x)
——THEOREM 6.5.1. Let S be the region bounded by the concentric
circles C, and C, with center at 2) and radii 7, and 7, respectively, fa <te
a " @=ad[t~ (=
C—2

Let f(z) be analytic within S and on C, and C,. Then at each point2 in °
_1
@—a)
badba ap
interior of S, f(z) can be represented by a convergent series of positive an
negative powers of (z — 2);
ea) TT Gay * are
@ cp:
Multiplying the above expression by (1/2mi) f(Q), and integra
ting over Ci,
(65) we obtain
f(z) = > ale — &)" + z b,(8 — %)-"
Lp fOd_ bh
where “tile t-2 ~G-w te Sat + @rap tT (6.5.6)
= i _LO ; a= 0, 1, 2, tee, : (6.5.2) where the 6, are numbers given by (6.5.3) and
On ni Cy (f — &)?

a Dyn (6.5.3) 7 Qailz Lf

— &%)" Cy Caaf
@—D (6.5.7)
» = til
l
Co
Fe) de n=1,2,°" ,
Let K be the maximum value of | F(6) | on Cy. For £ on
C, we have
the integral along C, and C, being taken in the positive direction.
|z—¢| =|(@—#)~(@—a)|2=l2—a|/—|f—»| =r—n,
Proof. Let ¢ denote a point on either C;: |—2)|=7 or on Cy
Thus
|{£—2)| = 72 Let x be any point in the interior of S: |z—x%| =",
1 _Kri dary K r, \"
{ § [tel Sa (7-1) 7 —y-
nh
C Since 7, <r, | T, | > 0 as n—» ©, Hence

~ 4 i. eS => ble — 24)". (6.5.8)

n=l

From (6.5.4), (6.5.5) and (6.5.8), the theorem nowfollows.

| xX
Oj} -
Remark 6.5.1. The series given in (6.5.1) is called the Laurent series
Fic. 6.5.1
expansion off(z) in the annular region S. Observe that the integrandsin (6.5.2)
and (6.5.3) are analytic functions of { in the region S. It follows from Theo-'
ry1 <1 <1, (see Fig. 6.5.1), From Theorem 5.10.3 (see also Exercise 5.17.10) rem 5.10.3 that any simple closed contour C lying in S and containing 2in
we obtain its interior may be used as the path ofintegration in place of the circular paths
Lp fa — Lf LO (6.5.4) C, and C,, Hence the Laurent series expansion of f(z) can also be written as
f@) = a5 Cy ¢—82 Qni Cy C¢—2
a

Proceeding as in connection with the Taylor series, the value of the first F(z) = > Oo,(8 _ Bo)", n< | B— B | < fe, (6.5.9)

integral in (6.5.4) is given by

where

1 FS) = > a,(z — Bo)", (6.5.5) 1/7 fad - - (6.5.10)

‘Qat Cy f—2 n=0 = oF | age m=0,1,42,-,
where the a, are given by (6.5.2).
and the integral along C is taken in the positive direction.
, ;
 208 POWER SERIES — 6.5 LAURENT’ $8 SERIES
' 6.5 . 209

It can be shownthat the Laurentseries (6.5.1)is uniformly and absolutely . _converges for.| z|'> 1 andtheseries
convergent in the closed annulus R, S|z—2%| SR, provided - ‘that

Toa yx
r, << R, < R, <r, (See Exercise6.8. 19.) 1 at

Remark 6.5.2. If f(z) is analytic within and on C,, then since — n + 1 < 0
for n = 1,2, ++, we see that the integrands of (6.5.3) are analytic functions convergesfor |.z | < 3. Consequently
of £ within and on C. Hence, by Theorem 5.10.2
ta 1 et
;1
Qn
€o(Ode
r =0,
€— zy"
ae
2=1,205> @ HGS) ~ aw IL ar 6.5.11)
converges for 1 <|2| <3.
and the Laurent series becomes a Taylor series.
Let us check (6.5.11) by using (6.5.10) to find the ,’s. Now
Remark 6.5.3. Theorem 6.5.1 reveals that under certain conditions an
analytic function can be expanded in aseries as in (6.5.1). At times this 1
theorem does not provide the simplest method for calculating the coefficients 19)=>—= sr:
E—E=B
a,, and by.
Taking 2) == 0, we may write (6.5.10) as
In Section 6.6, we shall show that the Laurent expansion as well as the
Taylor expansion of a given function about a point are unique in a neighbor-
hood of the. point. Taking these results for granted we shall be able to
| a
Qni to (§—1)(E — 3) ar?
compute the coefficients a, and 5, of some functions byeasier methods. If the
series (6.5.9) converges to f(z) in the region 7, <|%—2%| <7, where where C is a simple closed contour enclosing the origin and lying between the
r, =0 or rg =, the coefficients a, will still be given: by (6.5.10). (See circles |x| = 1 and |z| = 3. Let n > 0. Decomposing
opening remarks of Section 7.2.)
1

EXAMPLE6.5.1. Let us find the Laurent series expansion, in powers (¢ — D (¢ — 3) grt

of z, for the function f(z) = 1/(z — 1) (z — 3). into partialfractions, we obtain
Solution. Observe that f(z) is analytic for all values of z such that 1 A,
CNC SHRR Tt at Pte,
_ A, By n
1 <|2| <3. We mayfind the a,’s of (6.5.10) by using the following device.
We write f(z) as a sum of two geometric series, one series converging for (6.5.12)
| z| > 1 andthe other for | z| < 3. Decomposing f(z) into partial fractions,
wefind where A,, A, and B, (¢ = 1, 2, +,m + 1) are constants. From Theorem 5.10.2

1 _ 1 1 1 1 Ande |
@-)e@—-3) 2% —N + 2@—3) ~~ Ze—Tey 6 — #3)” [73> ;
Weknow that the series and from (5.13.5) we sée that
| 8
| of Bw _.. =f. Bride
anita taty w= Bra c & c & de GH
Hence a
converges for |«| <1. Since {1/z| <1 when | 2 | >1 and |2/3| <1 _1 Aad 1p Bade
when | z| < 3, the series on ai lo Ei Bai J¢ c
_ In virtue of Theorem 5.12.1, we obtain
Oy = Ay + By..
 210 POWER’ SERIES 6 5 LAURENT’S SERIES 211
Tofind A,, we multiply (6.5.12) by § — land let £== 1, We obtain A, = — 1/2. . For |t| =| +1] > 3, we have
To find B,, we first find A,. Multiplying (6.5.12) by — 3 and letting £ = 3,
Ag = 1/(2 + 3"). Now multiplying (6.5.12) by ¢ and letting f+, we obtain
P-%4+2 1. > 2, 5
C-=NE-2HE—3 BIT) ~ =a) tA
0=A,+A, + B,.
L$ 1 29% SHH
Thus 2a im tA tm Dt aetn
1 1
By= — Ay Ay =~ gop Hence

_ Hence for n = 0, we have . _l S

fe) =5 20 art?n+-2 4.5 + 3")
' —(n+1
(2 + Im), le+1|>3.|
1 i 1 1 .
a= A+ B= 7 tg Qo De EXAMPLE6.5.3. Let us show that the Laurent series expansion, in
powers of z, which represents the function
When n < 0, let — = g and we have
(a-} : fle) = sinh (« +2),
-1y at 1) (g=3) @
er (ee ee)a a inthe region |z| > 0,is given by

Since g(£) = 2-4/(€ — 3) is analytic within and on C, by Theorem 5.12.1

with 2) = 1, we obtain a, = g(1) and so .
where
1
omn=
=f9 / oom 9 sinh
sinh (2 (2 cos 6) 6) d0 dé.
xX, = z? n< 0.

Thus we have checked the coefficients in (6.5.11).

Solution. Observe that sinh (z + 1/z) is analytic for. all finite z= 0.
With 2, = 0, we may write (6.5.9) as
* EXAMPLE6.5.2. Let us show that the Laurent series expansion, in
powers of z + 1, which represents the function
sinh (2 + ‘) => On2",
22+]
LO) = a£2) where
in the region | x + 1| > 3, is given by ol sinh (¢ + 1/) a
m= a5] cet =0,+1,42,°",
bo,
7m(l
2p ameont 456 « 3m)
On (e by,
—(n+1)
and for the contour C enclosing the origin we shal! ‘take the circle |¢| = 1.
Then £ = eon C; and for any integer
Solution, Lett = x +1.Then
1 r?* sinh (e#® + e-*°) te*? dé
f(z) =f — 1) =(@ — 2 + De — 1) @ — 2lt — 3). on = Sag | gan
1 op,
Decomposing f(t — 1) into partial fractions, we obtain == in sinh (2 cos6) [cos nO — i sin n6] dd
0

e—w+2 1 2 5 1 - a pe,
=F I, cos 76 sinh (2-cos @) d? — a I, sin 76 sinh (2 cos 8) dé.
G=DE-DC-9 ~ —) E-TH-D
212 ; POWER SERIES 6.5 LAURENT’S SERIES 213
lo.
ORE
Observe that co, a

Qn : nO - y
i} sin 79 sinh (2 cos 0) d6 =0, - n=0, +1, 42,5, -' (1) Ja, <|AL k= 12+,
0 tn, (2) |a|>|Al zk =1,2,
2. Show that the Laurent series expansion, in powersof z, which
for, if we let @ = 2a — A, then represents the
function ,
Qa Qn
| sin n@ sinh (2 cos @) d# = — | sin nA sinh (2 cos A) dA. | f(g) = et/2V( 2-1/2), .
0 0
in the region | z| > 0, is given by
Now replacing A by @ in the right-hand memberof the above expression, we
obtain
270 .
SY Julus) 2",
| sin 7 sinh (2 cos 0) d8 = 0. — where
0 —
a 270
Thus we have Ju) = (— 1)"J_,(4) = Oe I, cos (28 — u sin 6) dé.

—~ [ cos 76 sinh (2 cos 8) dé The J,(u) are known as the Bessel functions of the first kind.
on 2m Jo .
3. Show that the Laurent series expansion, in powers of z, which represen
ts
Since the above expression remains unchanged when — 2is substituted the function
for n, it follows that w_, = %,, 2 = 1,2, +:. Hence ae 1
F(z) = sin [u (2 + =) ,

sinh (2 + ‘) = > Xy@” == > On” + aX% +3 Ops” in the region | z| > 0, is given by
N=—O n=1 n=1

1
a

ao 4 1 1 )
Og +2 on (2 + en ),
= M% +2 (2 + =)
where
1 Qn
On = a |: cos 76 sin (2u cos 6) dé.

EXERCISES 6.5 4. Show that the Laurentseries expansion, in powers of z, which represen
ts
the function
1. Find the Taylor or the Laurent series expansions (in powers of z) which
1
- represent the following functions in the indicated regions:
f(z) = yLh?
in the region | z| > | A], is given by-
© se=NeFH
()O<jz|<t @i<lze|<2% @) lal >2; a gnti ,

Substituting z = ein the foregoing expansion, deduce the followin

© @LeED expansionsfor h real and 0 <|h| <1:.
g

(1) |z| <1, (2) 1<|a| <2, (3) | =| > 2;

h® cos 1)é@ ____ cosh
2 (@ + 1) 4] 1—2heosd LR’
© Ener Si sin [em + 1) 1)7 0
(1) [z| <2, (2) 2<|z#| <3, (3):|#| > 3; 2 Theos dpi’
?
 214 POWER SERIES 6.6 INTEGRATION AND DIFFERENTIATION og POWER oy
. . SERIES ‘91!
. 6.6. INTEGRATION AND DIFFERENTIATION OF POWERSERIES, for N = M(e). Hence 718
From Theorem 6.3.3 we know that a power series Lnao &nl% — &o)” Yepresents
a continuous function F(z) interior to. its circle of convergence C: | |, Rv(2) hte) ds | 0 - as Nuvo,
|z—2)|=RA0.
Letting N — , equation (6.6.2) becomes
Weshall now show that interior to its circle of convergence, a powerseries
may be integrated or differentiated term by term, and it represents an analytic ‘ N-1 ° oo :
function. In the ensuing discussion, we shall deal with power series that have I. F(z)
(z) h(z) h(z) dzdz = Him,
i 2y en —
|0)" g,)" _
Ws) dz = en |Ba)" he) da,
a nonzero radius of convergence. Weshall now establish the following important

THEOREM 6.6.1. Let I be'a contour interior to the circle of conver- and the theorem is established.
gence C: | z — 2)| = R of a powerseries. Let A(z) be a continuous function
defined on I’, The series formed by multiplying each term of the powerseries If |¢—2 |< R, % and ¢ are the initial and
terminal points of I,
by A(z) can be integrated term by term over I’. Thatis, if and h(z) = 1 for all z on I, then by Lemma 5.8.1, equation
(6.6.1) becomes

FQ) =Dale—ay | lz<R, f ©, ¢

[F@) dz = > Cn I. (z — &)" dz = ye =e * .
©, — \r
(6.6.3)
then | .
If |f—2)| < Rand |a—2| < R, with « kept fixed, the expression
| F(z) h(z) dx = > bn | (z — x)" A(z)dz. (6.6.1)
. c
F(a) dz
a :
Proof. Since F(z) is a continuous function of z for |2—2)| < R and
. . —1
h(z) is continuous on I’, we see that F(z) h(z) and Lag Cn(z% — 20)” A(z) are becomes an indefinite integral of F(z). We then have
continuous functions on I’, Thus their integrals over I" exist. But

N-1 .
|Fe)
é :
de = "pq ©, ntl
| F(z) dz.+ |* Fe) dz = > —0)" +M, (6.6.4)
F(z) A(z) = 2, Cnl® — &)" h(2) + Ry(z) A(z),
where M is a constant.
and consequently the integral of Ry(z) #(z) also exists along I’. Hence, we have
THEOREM 6.6.2. A power series répresents an analytic function at
=1
| F(z) h(2) dz = Die, | (z — 29)" A(z) dz -+ I Ry(2) A(z) dz. (6.6.2) every point interior to its circle of convergence.
n=O
~ Proof. Let C denote the circle of convergence of the power series
Dn=0 Cn(& — &)" = F(z). By Theorem 6.3.3, F(z) is continuous at every point
Utilizing Theorem 6.3.1 (see also Exercise 6.3.9) we see that given any
interior to C. Let I’ be any closed contour interior to C. Since the initial and
« > 0,there exists a positive integer M(e) such that for all points z on I’ terminal points on I’ coincide, for each integer n, the right-hand memberof
[Rx(2z)|<¢« for N = M(e). (6.6.3) is equal to zero. Consequently

Denote by L the length of the contour I andlet | A(z) | S K forall points z [Fe) dz =0
on I’, (Such a constant K exists by Exercise 3.3.25.) Then
for every closed contour I’ interior to C. Hence by Morera’s theorem, F(z) is
| {, Rv(e) Me) ae | < [| Rule) || A(z) | | da | < KLe analytic at every point interior to C.-
 "216 "POWER SERIES 6.6 INTEGRATION AND DIFFERENTIATION OF POWER SERIES 217

——THEOREM 6.6.3. A power series can be differentiated term by term -— THEOREM 6.6.4. If a power series DnAC — 2%)" ‘converges to a
at every point.zinterior to its circle of convergence C:| z — 2 | = R. Thatis,if. - function f(z) at all points interior to a circle |z—2|=R, that..series is the
Taylor series expansion of F(a) ii n powers of ( — 29).

Fle) = eal@— 20)",

n=0
#401 <R Proof.
(6.6.6)
Since fa) = Linn
mae — Bo)", [3 — &| < R, we have from

.
then
[z—ag[_<R. (6.6.5)
fora) = mle, + (w+ 1) nla = 1) + Lenya— 2%)
NAF — %),
F(z) = zr
| + (+2) (0+ I) mo Benya— Bo)* +8 = 0,12, 005
| [a ael<Rk,
-Proof. Let { be any pointinterior to the circle of convergence C of the
power series. Let I’ be a circle with center at ¢ and contained in the interior Setting x = 2in the above expression we find
of C. Since by Theorem 6.6.2 F@) is analytic within and on I’, we have from
(5.13.3) a f%(%) = le, 2 =0,1,2, 0 (6.6.7) -
d Therefore
F(0) = P= oH
Fo_ fFla) Wa) de,
- _ where £2) => ele — wo)" =Df/%H) ES,
n=0 n=0
fami
1
M2) = —
Fe OF Thus, the given series is the Taylor series expansion of f(z) in powers of
Using (6.6.1) and again (5.13.3), we find (2 — 2).

THEOREM 6.6.5. If in an annular region S with center 2) a given

2 955
PO = fFe) Me) de = Ben 1 | “BR
(z — 2)" dz
function f(z) permits-an expansion of the form

Sanit ae [enn eR fla) =n=oo

> Cnl® — 2%)", (6.6.8)

Since { is any pointinterior to the circle of convergence, we have then the coefficients of this expansion are given by the formula
:
d
eo

F(z) = J) nee — ay", |e — 801 <BR, a ,

=f Gis
Cn ~~ Dat a= 0, + 1, + 2, te, (6.6.9)

» n=l

and the theorem is established. where I" is a simple closed contour lying in S and containing 2 in its interior
and the integral along J" is taken in the positive direction, That is, the expansion
By repeated “paton the above process to (6.6.5), we obtain is the Laurent series of f(z) in powers of (z — 29) for the region S.
Proof. Let the region S be bounded by two concentric circles C, and C,
ol cz —%yr*,
F(z) = Lan &=0,1,2,%512 — 2) <R. (6.6.6) having center at 2) and radii r, and:r, respectively, 7; <7,. Let I’ be a simple
nak
closed contour which we shall take to be a circle with center at z, and radius
= 1,2, ++ have the “1,0, <1 <7. Then I lies in the interior of S. Denote by ¢ the variable
Note that the original series and the series in (6.6.6),
along I. By hypothesis the given series. converges along I, and we have
same radius of convergence.

Weare now in a-position to show that the representation of an analytic

function by means of a powerseries about a given point is unique.
KO = Sell — a)"
k=—00
218 . . ' POWER SERIES 6.7 THE ALGEBRA OF POWER SERIES. - 219

Multiplying this expression by (€ — 2)"4, 2 == 0, +41, = 2,°", we obtain From (6.6.7) we obtain
upon integration [see Exercise 6.8.19(b)] :
| (Wx) - .
an =
p, = 0 , a= 0,1,2,- .

IO at = Sefeos Stel a
rE— ay A r$— 2 Thus the coefficients are equal for every value of n.
Remark 6.6.1. From the above theorem wesee that if a power series
oO

+> Cr I. ({ — Jr"dl. \ (6.6.10) Lino Cn(® — &)" converges to zero at every point in some neighborhood of
kont+1 the point &, then ¢, = 0, 2 = 0, 1, 2,-

By Example 5.2.2 we have

6.7. THE ALGEBRA OF POWER SERIES, By utilizing Theorems 2.7.2 and
2ut, k=—1, 2.7.8, one may establish the following
[a0 dt = 0, kA-1.
. ——THEOREM 6.7.1. If two powerseries
Thus, all terms in the right-handside of (6.6.10) vanish except one, namely,

atm = 211Cy.
Cn to fla) =>, ae —ay gle) = byl — 29)
n=0 n=0

Hence
fae _ a, have nonzero convergence radii r and R, r < R, then

ray Oe
Consequently , S(8) + g(2) = 2 (an ot bn) (z ~~ &)”, | z— &o | <y, (6.7.1)

“= 1 FQ) ae n=0,+1,42,°,
Ini r (¢ ~~ Bott ,
fle) a2) = > CZ — 2)", |ze—xl<r, (6.7.2)
and the theorem is established. n=0

where
Note that Theorem 6.6.5 is also valid when the region S is of the form
1 <|%—2%| <1, where 7, = 0 or 7, = ™. An immediate consequence of => OPn—t (n = 0, 1, 2, oe),
Theorem 6.6.4 is k=0

—-THEOREM 6.6.6. If two powerseries Weshall now establish the following

> a,(& — %)" and > b,(2 — 2)"; *———THEOREM 6.7.2. If two power series
n=0 \ n=0

both converge to the same functionf(z) in some neighborhood N:|%—2%|<R fl) =Seeman =Sile—ar 614)
n=0
of %, then the series are identical. That is,

dy, =by 12 = 01,2, have nonzero radii of convergence ry and. R, respectively, and if g(z)) < 0,
then there exists a power series D,,._, C,(% — %)" and a number o > 0
Proof. By hypothesis we have such that

fla) = Saale = 24)" =D Bale — ma |z—a| <P. a & en(e —_ )",, | ® — &% | < a. (6.7.5)
n=0
 POWER SERIES ‘6.7 THE ALGEBRA OF POWER SERIES 221!
220
_ From the aboveresults, we see that power series-can be added, subtracted
The coefficients c, satisfy the equations ve we we . :
multiplied, and divided giving .series which correspond, respectively, to the
,

CnDo- (6.1.6) sur, . . , . ,

sum, difference, product, and quotient of the sum-functions of the’original series
an = €obn + Cdn + Cobn—2 abe te yyy 1b
—
Proof. Since g(z) ig continuous at z =2 and g(%) 0, we see that EXAMPLE6.7.1. Given theseries expansion
em 3.5.1 ‘that
(2) 3 0 in a neighborhood of %. It follows from Theor
gen-l

_ f(z) sin g == a [jetl 2

ie) = “(2 7

is analytic in a neighborhood | z — 2 |< o of 2, Hence let us find the. first three nonzero terms of the Laurent series expansion of
csc g about the point z = 0.

~h(z) => la(® — Zo)" |z—%| <9. Solution. From Theorem 4.2.2, sin z = 0 only for z = m7, 1 —0, + 1
n=0
.
+ 2, ++. Hence csc z = I/sin 2 is analytic in the region 0 <|2| <7.

- Since f(z) = h(z) g(z), we have eee st

sin 2
=} — =i
8 ,
S ag(e — 20)" = Deals — 20" D bale — 200
n=0 n=0 :
where
_
~
2g gf 2
,
.

ion of f(z) in powers

Since by Theorem 6.6.4 the coefficients of the expans
of: (z — 2) are unique, we obtain from Theorem 6.7.1 Method 1. Apply (6.7.7) to find the coefficients ¢, in the series expansion of
1,

an = > CDnk (n = 0, 1, 2, m),

fa _ 1 _y
k=0
ae) ~ a)
thus establishing the theorem.
of g(2). If g(z) Note from (6.7.8)that b, == 1, b, = 0, by 1/31, bs = 0, b, =1/5!, bs = 0
Let p be the minimum distance between 2 and the zeros =0.
1, we have a, = 1, a, = a, =a, = +
_
o = min (p,7, R). so, since f(z) —
has no zeros, let p =o. Note that in (6.7.5) we may take
i
We
b sna!
= — 1/7!, +. Al
in (6.7.5), we have
Letting 7 be the radius of convergence of the powerseries
7 = min (p,7, R). n= 0, Oo = i _ 1.
|
Remark 6.7.1. Since g(%») 0, it follows that by A 0 in (6.7.4). Thus,
from (6.7.6) we obtain
n=l, ¢ = io
Cy bi, _ 0.

~
Cn = on —- Cdn
G,mn — Coby a — °° — ena
1 mai n 1 . (6.7.7)
by
n=2, qg=@ooi,aaoh 15
Cn—1 have already been
This equation enables us to compute ¢, whenC5, C1 **",
computed. ° n= 3, cy 3 = aSes=M
“by
abe=toby _= 0.
the first few
At times all that is necessary in a given problem is to find
e the first few 3 — Coby — Cgb, _ 7
terms of the series (6.7.5). Instead of using (6.7.7) to comput n= 4, C= ay CoD4 _ C10

c,’S, it is easier at times to compute them by dividing g(z)

into f(z) as in the bo 360"
case of division of two polynomials.* Thus

a we
* For justification of this process see L. Ahlfors, Comple
x Analysis, p. 145. Ft iyyley t
New York: McGraw-Hill, 1953.
399 . , POWER SERIES ~ 8 SEQUENCES AND SERIES OF FUNCTIONS
Definition 6.8. 1.
223
Hence » | The series S(z) = Lie
r Sn(2) is said to conver
* yniformly within a domain D,if ge almost
for every z, in D there exists a
at Lully
eset = 2 iy) =2 16" t 360° te, te 0<|zl<z.
| | N(&) of % con tained in D such that S(z) converges neighborhood
uniformly in N(z,).
- Remark 6.8.1. Using the Heine-Borel Theo
Method 2. By long division we have rem 2.5.1, one may show
* that S(z) is almost uniformly convergent within D if, and onlyif,
S(z) converges
1 uniformly in every closed and boundedset contained in
1 1 —l,1,i,(1__1)2 D.(See E xercise 6.8.22.)
see Sng a eT =;+a + Ga s)*+ We shall need the following two lemma
s. (See also Defini tion 6.8.2.)
ata at LEMMA 68.1. Let {f,(z}} be a sequence of functions
defined and
1 1 | 7 3 oes O<lel<nm continuous. in a domain D and converging almost unif
ormly to f(z) in D.
-Then f(z) is continuous in D,
6.8. SEQUENCES AND SERIES OF FUNCTIONS. If the functions Proof. Let 2) be any point in D.
By Definition 6.8.2, FAB) converges
uniformly to f(z) in the interior of a circl
fi(8), fol), °) fa(8), 0 are all: defined on a set R, they form a sequence of e C contained in D and containing 2,.
functions in R. Remarks similar to those given in Chapter 2 hold for infinite Consequently, f(z) is continuous in the
interior of C (see Exercise 6.8.21)
series whose terms are functions. For example, the symbol and, in particular, f(z) is continuous at
&. Since 2% is any point in D,it follows
that f(z) is continuous in D,
Filz) +A(2) + + Af2) $5 (6.8.1)
denotes an infinite series of complex functions. An equivalent symbolis LEMMA 6.8.2. Let f(¢ ) be a continuous function defined
C, and let on a contour
,
Sher 6.8.2)
n=1 -
8(2) = I. Oe
The series will also at times be denoted by S(z), that is, S(z) = Din=i nl)» Then g(z) is analytic at all points z not
lying on C.
The nth partial sum of the series is again a function of 2 andis denoted by To establish this result we need only to verif
y that
S,(2)=file) + fale)++ +fal). (6.8.3) -
Theseries Dea fr(%) may be defined as the pair of sequences lim &(z +b) — g(2)
A>0 h
{fa(2)} and {S,(2)}. exists for z not on C, and forthis result, use
the methodgiven in Section 5.13.
Convergence of the series is by definition equivalent to convergence of he Weshall now establish the following theorem
sequence ofpartial sums; if S,(z) converges to f(z) for a set of values of 2, due to Weierstrass.
then we write , ——THEOREM 6.8.1. Suppose that the
functions fz) (n = 1, 2,- **) are
S fla) = fle) : (6.8.4) analytic in a domain D, and suppose. that
the series Leet Tn (z) converges almost
n=l uniformly in D to the function f(s). Then
for this set of values of 2. f(z) is analytic in D;
(6.8.6)
Let the functions f,(z), 7 = 1,2, ++» be defined in a domain D and let
R be a set of points contained in D. Paralleling Definition 6.3.1, we shall say the series > J,{2) is almost uniformly convergent
that the series D,_, f,(2) converges uniformly in R to a function f(z) if, foreach - n=l
within D; (6.8.7)
« > 0, there exists a positive integer M(c), depending only on e, such that for \

all points z in R .
FOLK)ind. (6.8.8)
S40) — f(2)| <e | (6.8.5)
Proof. Put g,(z) = YiaJ,A2). Clearly
Bel g,(z) is analytic within D. Let C
for n = M(e). and C, be two concentri ¢ circles interior
to D with center s at 2 and radii r
924 POWER SERIES 6.8 SEQUENCES AND SERIES OF FUNCTIONS ~
225
Since g,(z) and f(z) are both analytic in’ D, usin; arr .
and r, respectively, 7 > 7, as shown in Fig. 6.8.1. Since £,() converges almost opti nalytic in D, using formula (5.13,3) we
¢ > 0,
uniformly in Dto f(z), it follows by Remark 6.8.1 that for an arbitrary
there exists an integer N(e) such that for » 2 N(e) vey =Lp |of
gi(z) Baa e | )
ni (6.8.14
[MO — a0 |S 6 (6.8.9)- and ~ ,
for all £ on the boundary of C. ey —+ AoQae
De) = a I, (C— 2 (6.8.15)
y
ft
Then for all € on the boundary of C and for all ¢ interi or to C), btai
from (6.8.15), (6.8.14) and (6.8.9) that for n = N(e) veo

If@)
7
—8@)|j Sa,
__ gf 1
[| AOeel
IF(S) — enE d

€ . er
< Ga =r I. |b | = Te (6.8.16)
Since « may be taken as small as we please, er/(r — 7)? can also be made
Ol
arbitrarily small and consequently .
Fic. 6.8.1

Let x be a point interior to C,. Utilizing Cauchy’s formula (5.12.1)

we have — lim gr(2) = f’(2)

nla) = 7g | BOS. (6.8.10) uniformly in the interior of the circle C with center at 29. Since 2is any point
in dD,Enl2) converges to f’(z) almost uniformly within D, in accordance with
Put Definition 6.8.1. This completes the proof of the theorem.
h(z) = a { 4. (6.8.11) Remark 6.8.2:- Note that Theorem 6.8.2 is a generalization of Theorems
-. 6.6.2 and 6.6.3.
ty
The existence of this integral for z interior to C is assured by the continui The following definition corresponds to a similar one relating to a series
of f(£). (See Lemma 6.8.1.) By Lemma 6.8.2, h(z) is analytic for 2 interior of functions. A sequenceoffunctions{ f,(2)} defined on a set R is said to converge
to C. For z interior to C, we have |f—z|>r—1. Now using (6.8.11), uniformly to a function f(z) on R if, for every « > 0, there exists a positive
(6.8.10) and (6.8.9), we obtain for n = N(e) integer N(e), depending only on «, such that for all points z in R

fLL =el09
1p LAO —eO1
| A(z) — g2(2) 1 S oF oes

< ay=F) [le =Goy

€ . re
(68.12) Definition 6.8.2. A sequence of functions {f,(z)} is said to converge
almost uniformly within. a domain D to a function f(z) if for every z in D
there exists a neighborhood N(z,) of 2, contained in D such that the sequence
Now re/(r — r,) > 0 as « 0. Hence {f,{2)} converges uniformly ‘to f(z) in N(2z).
Since the terms of a sequence f,(z)} can be interpreted as partial sums
fle) = Dof.(z) =limgnle) = he). (6.8.13) of the series:
. wel ,

it fit (h-hh) + fa) + + fa = faa)

Thus, f(z) is analytic in a neighborhood of 29. Since 2 is any point in D,
follows that f(z) is analytic in D, using Theorem 6.8.1, we have the following
 POWER SERIES 6.8 SEQUENCES AND SERIES OF FUNCTIONS
226 .
of analytic functions defined. - 5, If | z| <1, show that mm
——THEOREM 6.8.2. If a sequence {f,(z)}
n D to a function f(%), then.
in a domain D converges almost uniformly withi — (— 1-1 H,"*,
1 _.
(6.8.18) : [ Lo Be + )] ; 22, |
f(z) is analytic in D;
within D; © (6.8.19) .
the sequence{ f,(2)} converges almost uniformly where

limfi(2) = f(a) in D. (6.8.20) ' H,=1+24i4.41

1 1
ta txt +o.

6. Show that if z ~ 0, then

EXERCISES 6.8
eo

sent the following functions elz+(a8/222)] _. >

1. Find the Laurent series expansions which repre n=—-O
OB”,

in the indicated regions:

1 Q2)|zj>ls el /2)a pax

(1) 0<|a|<1,
(@) Say’ cos [a sin 6(1 — cos 0) — 6] do.
a(cos6+cos 26) :
ky, =
"" 2Qmat I, oe

| 2| > 0; (c) [zx —1| > 95 7. :Show :that thean

Laurent series expansion
p of 2 coth z about the origin is . of
(6) oon,
. Tt S$ 1 t. - igi i
9

B e
me c’ 0 <l21<IBk
Jal 8. athat the Laurent series expansion of z cot z about theorigin is iv
(4) Ne ¥Lénag (— 1)"¢,2", where the c, are as in Exercise 7 above “en
nt series expansions of the 9. (a) Show that the Laurent series expansion of f(z) = 1/(e* — 1
2. Obtain the first four nonzero terms of the Laure ) about
region s: the origin is of the form
following functions in the indicated
e?
» Po gr,
(a) #1 — 2%)’ O<|a|<1; at an! :

7 3 The numbers B,, are called Bernouilli’s numbers. Show that

(b) sec 2, qslel<a™
Be = 4, ? Bs = — A
By 1, By = 5 B, = % B,=0, B, = — x, 30”

(c) cotz, O<|a| <7 _ sg . .

and By = ¢g- Write the above expression as
urin series expansion of
3, Obtain the first four nonzero terms of the Macla & zs — B,
cosh 22 e—] +y=14+ or
(a) sin 32; (b)
eo
Utilize (4.3.6) and (4.3.1) to deduce that
obtained by setting k = 0
4. Show that if we define Arc tan 2 as the value
have
in (4.6.14) of Theorem 4.6.3, then for | z | < 1 we (b) . &79 coth52% 12
eo +5:
© ¢_ 1\n-l.
> (—1yr* gent,
(a) Arctan z = Ai Observe that (2/2) coth (2/2) is an even function. From this fact, show that
2n—1
(c) B= By, =B, = =Byyy =0, k= 1,2,3,0 .
2 (—1)3

(b) (Are tan 3)? = >or

Jon—1 an, Nowshow that

1,1 1. (d) | : x coth

2 z =x (n)i
S Bon (22),
2
where Jon—1 = 1 +3 +5 +°" +a
22 8 POWER 6.8 SEQUENCES AND SERIES OF FUNCTIONS 229
- 10. Show that* Observe that sech z is an even function, Using this fact show that
_-(b) By = Ez =h=°" = Eo,4 = 0, k=1,2,°,
-> (— ly a Owyen,
scotzs =
- Consequently
11. Show thaf
-sechz = Las .
Eon gen.
(c) ao
tan z = > (— 1 Ban (2° — 1) 2?rg2n-),
ml (2n)!
(a) Show that
12. Show that | .

eg Bae Ian,
sec 3 = > (— iy: en
(inle

19. Let
13. Show that

> (— ryt Bas,

csc z = a“ (2x)!
a¢gen-t — 1) 92-4, > 4,42 — Zo)" =Sa ~ o)” + > a,(z — %)”
n=O n=]

14. Show that - converge to the function f(z) in the annular region S:

ry <|2—%| <7
Log sin z = Log z +> (— 1)" Satay (22),
(a) Show that Yewp In(& — &)" converges absolutely and uniformly to
15. Show that F(z) in every annular region — ,

Log cos z = — > (— 1 Tat (22 — 1) 22ng2

n, SR, <|%— %| < Ra, n<R S|z—%] SR <r,
n=l
contained in S.
16. Show that
(b) Show that if is a contour inn theinterior of S and A(z) is a continuous
function on I’, then
Log tan z = Log 2 + > CL ijt aT (22r=1 1) 22ng2n,
[. F(z) h(z) dz = Sa«f. (% — Bp)” h(z) dz,
17. Show that Na—O

on(ny (22),
Log sinh z = Log 2 ++ >mae and in particular

18. (a) Show that the Laurent series expansion of sech.z about the origin is [fords =| [X ate3) dz =) [ag(z — xp)ds
‘Nes—00 n=—0
of the form

En 20. Suppose that theseries DA9 4,2" has a radius of convergence p > 0. Prove
Ms

at
nto * that the average offle) = (1/2") Dyno %2* over the circle | z}—=1,7 <p,
c
3
lL

The numbers £,, are called Euler’s numbers. Show that '
Ey=1, Ey=—1, Ey=5, Ey=—61 and E, = 1385.
* In Exercises 10 to 17, the representations hold in a neighborhoodofthe origin,
except possibly at z = 0.
is a,, 2 = 0, 1, 2,°
21. Show that the limit of a uniformly convergent sequence of continuous
functions is continuous.
22. Show that a sequence of functions {/,(z)} converges almost uniformly
within a domain D if, and only if, it converges uniformly in every closed
- bounded set contained in D.
 | 7.1 SINGULARITIES AND ZEROS 23]
| If we define (or possibly redefine) f(z) at z, to be equal to dy = lim,,.,f(z),

7 then f(z) becomes analytic at z = 2). A singularity of this type is said to be a

removable singularity, and ordinarily iis considered removed.

EXAMPLE7.1.3. ‘Suppose that

TheCalculus of Residues
f(a) = ys 2 £0,

f(0) = 2, z=0.
| We can make f(z) analytic at z = 0 by redefining f(0):

7.1, SINGULARITIES AND ZEROS. point 2is called a singular point f(0) =“tig> <-=1.
or a singularity of the function f(z), if f(z) is not analytic at 2, but every
neighborhoodof 29 contains at least one point at which f(z) is analytic. Recall
(see Definition 3.6.1) that 2) is an isolated singular point of f(z), if f(z) is not CASE 2. Supposethat all but a-finite number of the 5, vanish, in.(7.1.1).
analytic at 2, but is analytic in a deleted neighborhood of2p. In this case % is said to be a pole of f(z). Moreover, if b,,, m = I, is the last
nonzero coefficient in
n (7. 1.1), that is, b, =O for n > m, then ,
EXAMPLE7.1.1. The function f(z) = 1/(z — 1) is analytic except at Bin Bea” be
the point z=.
2 Thus z== | is an isolated singular point of f(z). f(z) = ay
Go +ga “+g
ay

EXAMPLE 7.1.2. The function f(z) = 1/[sin (1/z)] has an infinite

++ ——— +.Bante —_ Bo)" ’
number of isolated singular points given by (4.2.4), namely, 2 = 1/kz, g—-a (7.1.3) . |
k= +1, +2, £3,-+. The point z = 0 is a singular point of f(z) but is not
an isolated singular point, since every neighborhood of z = contains an and z = 2)is said to be a pole. of order (or multiplicity) m of f(z). In particular,
infinite number of other singular points of the function. when m = 1, 2 = 2% is said to be a simple pole of f(z). Observe that 2, is. an
Suppose that 2) is an isolated singular point of a function f(z). In this isolated singularity.
_case the Laurent expansion of f(z) converges for 0-< | 2 — 2)| <7, where'r
is the distance from 2, to the nearest singular point of f(z) other than 2,itself. EXAMPLE 7.1.4. .The function
(If 2, is the only singularity, then.r = ©.) Utilizing (6.5.1) we may write f(z) as
fay =e
h
FtSte
1
5! tt dete,
fle) = Zybole — 9)" +E ase — a0" 0<|z—ml<n (lad) z (1a > 0,

has a pole of order 5 atz=0.

wherethe coefficients a,,and b, are given in (6.5.2) and (6. 5.3). The series in
negative powers of (2 — %p)-in (7.1.1) is called the principal part of f(z) at the - CASE 3. Suppose that an infinite number of the 4, do not vanish in
isolated singular point Zoe It is the part that will show the character of the sin- (7.1.1). In this case z = 2, is said to be an essential singular point of f(z) or an
_ gularity off(z) at 2». ; essential singularity of f(z). The term essential singularity. is also used to denote
any nonisolated singular point.
Weshall now distinguish between three types ofisolated singular points.
EXAMPLE7.1.5. The function
"CASE 1. Suppose that 6, = 0, 2 =1,2,+~, in (7.1). We may then
write (7.1.1) as . fle) _ ee a 1 1 1 1 1 1 i
l+ata’ ata x bor tae Fo |z|>0,

f(z) =>. ae — a)",

n=0
zx MR (7.1.2)
has an isolated essential singularity at z = 0.
230
232° , | THE CALCULUS OF RESIDUES 7.1 SINGULARITIES AND ZEROS
Suppose that a function f(z) has a pole of order m at x = %oy that“is, Observe. in .the above theorem that the condition lim,5,A(z) exists’
bm # 0 and b, = 0 for n > m in (7.1.3). Let and is different from zero is. equivalent to the condition that m is the leas
Ms) =(@— ay") #a (7.1.4). positive integer such that (7 — a)"fla) has a removable singularity at s-- Xp ,

Multiplying both membersof (7.1.3) by (2— 2)”, we obtain -EXAMPLE 7.1.6. The function

. ‘ seat §
N&) = Om + Oma(® — Bo) + ott + By(8 — &)"™"
t®) = Ewe Iy
+ > a(% — &)"™, BF Bp (7.1.5) has a simple pole at z = — 2iand a pole oforder three at = 1. For, the
“ n=0 . .
functions
Thus A(z) has a removable singularity at x = 2. Also
Ae) = (# + 2i)fle) = At
& 2
. lim A(e) = lim (2 — 29)™f(2) = bn #0. (7.1.6) —1?

Conversely, weshall now show that if A(z) = (2 — 2)"f(z) has'a removable

Als) _= (2le 13
sy— EES,
+5
ea
singularity at z = 2, and lim,,,, A(z) = ¢ #9, then f(z) has a pole of order ¢ have removable singularities at z = — 2i and z = 1, respectively. Moreover,
mat z = &,. Since A(z) has a removablesingularity at z = 2), it can be expanded
in a Laurent expansion about z = 2with the coefficients of (z — 2)", m <0,
all vanishing. Thus we have
lim A(z) =-——1+—__
zai t (— 2i — 1)
#0, yaa
limaA(z) = (1 +89
23) 7

If f(z) is analytic in a domain D, then by Theorem 6.4.1, its Taylor series

(x — 2)" f(z) =Az)=DY) els — 20)".
n=0
(7.1.7)‘ expansion about any point z) in D is given by

Dividing both sides of (7.1.7) by (z — 20)”, and denoting c, by b,,_, form < m,
and c, by @,_for n = m, we obtain
fla) =D ale — ay a, =o) n=0,1,2,°. (7.1.9)
n=0

bn Bon b, If dy =a, = + = a, = 0 and a, & 0, then (7.1.9) becomes

fe) = qe
& — Bo)" = (= —.&)™ + (z—-2yr tote
ay
F(®) = an(% — 25)" + Om ile — 2)"+ = Yale — xo)". (7.1.10)
+ > ay(& — %)". (7.1.8)
In this casé f(z) is said to have a zero of order (or multiplicity) m at z = 2.
Since b,, = ¢g = lim,,,, (3) # 0, we see that f(z) has a pole of order m at A zero of order one is also called a simple zero. Note that we speak of poles
z= or zerosof order m only when m is a positive integer.

| . Remark 7.1.1. It follows from (7.1.10) that 29 is a zero of order m of a

Let us summarize theaboveresults by the following function f(z) if, and onlyif,

THEOREM 7.1.1. Suppose that the function f(z) is analytic in aneigh- le F(z) = (@ — 2)"A(z); (7.111)
borhood of a point z = 2except possibly at 29. Then f(z) has a pole: of order where A(z) is analytic at zy and A(z,) 4 0.
m, where m is a positive integer, if, and only if, the function Also it follows immediately from Theorem 7.1.1 (see also Exercise 7.1.1)
A(z) = (& — 2)™f(2) : (7.1.4) that z = % is a pole of order m of a function f(z) if, and only if,

has a removable singularity at z = 2, and fa = Gra A(z), ~ (7.1.12)

lim Xz) # 0. (7.1.6) where A(z) is analytic at %) and A(z) ~ 0.
 234 . : THE CALCULUS OF RESIDUgg. 7.1 SINGULARITIES AND ZEROS 235 -
Weshall now establish the following Solution. Utilizing part (d) of Theorem 4.1.2,.we have
elle — 7am einl?
THEOREM 7.1.2. Suppose that the function f(2) ii s analytic ina neigh.
borhood of a point z = 2, and that the coefficients of the Taylor expansion when —
of f(z) about z = 2, do notall vanish. If x = 29 is a zero of f(z), then there
=i + 2k,

32 |
exists a neighborhood of the point z == 2, which contains no other zero of ok =0,41,42,-
J(2). That is, this zero is isolated.
Thus
Proof. Let 29 be a zero of order m, then by Remark 7.1.1 we have ellt# = 7

F(@) = (2 — 2)"A(2); will be. satisfied by an infinite sequence z, approaching z = 0, namely,

_ where A(z) is analytic, and therefore continuous in a neighborhood of 25, and
AB) #0. Let | A(zo)| = 2k, k > 0. Then there exists a neighborhood GPa?
2
R=OtL+2
' |xz— | <6 of 2in which.

| A(z) — A(B) | < B. Here, the exceptional value stated in Picard’s theorem is zero, since for z ~ 0,
: alt £0 by (4.1.4).
Hence

| A(z) | = | A€@o) — [A(%o) — AC2)] | S | Al%o) | ~ | A(@) — A(z) | > 2k -—R=R EXERCISES 7.1 |
when | 2% —2%)| <8. Thus, A(z) does not vanish in the neighborhood
|z— 2%| <8. Since (z — 2)" #40 for z £2, we see that f(z) 40 for . Prove that a point & is a pole of order m of a function f(z) if, and only
0 <|2-- 2)| <5, thus establishing the theorem. if,

Remark 7.1.2. If 2 = 8 is a pole of order m of the function f(s),

F(2) = aa A(z);
then | f(z) | > °° as z-—> 2. For, by (7.1.12) we have

F(z) = (@ — &)-"A(2), where A(z) is analytic at 2 and A(z) 4 0.

where A(z) & 0 and A(z) is analytic, and hence continuous at 2. Therefore, we . Prove that a point 2, is a pole of order m of a function f(z) if, and only
can find a neighborhood N:| z —— 29| <5 of the pole suchthat| A(z) | > 4| A(z) | if, 2 is a zero.of order m of 1/f(z).
for z in N. Thusfor z in N, we have . Suppose that f(z) is not identically equal to a constant. Show that if f(z)
is analytic at 2) and f(z) = «, then there exists a neighborhood N(z,)
| f(z) | = |e — a |-™ | A(z) | > F| A(@o) | | & — 20 [> of 9 such thatif z is in N(z,) and z 4 2%, then f(z) 4 a.
Hence
[flz) | as a . Let f(z) = e/*, Show that there are an infinite number of 2’s in every
neighborhood of z = 0 whichsatisfy e!/* = — 1.
The following important theorem is due to Picard and we- state it without
. Let N and Ny be deleted neighborhoods of 2), with Ny C N. Let f(z) be
proof,
analytic in N. Establish the following results,
THEOREM 7.1.3. In every neighborhood of an isolated essential sin- (a) If f(z) has a removable singularity at 29, then f(z) is bounded in N,.
gularity an analytic function takes on every value, with one possible exception, (b) If f(z) has a pole of order m at 29, then (z — 2)f(z) is bounded but
an infinite numberof times. (= — 2)”"If(z) is unbounded in Np.
. Casorati-Weierstrass Theorem. If f(z) has an isolated essential singularity
EXAMPLE7.1.7. The function f(z) = e/? has an isolated essential
at 2p, then in any neighborhood of 2) it must comearbitrarily close to .
singularity at z = 0. Let us show that there are an infinite number of 2’s in
any specified number.
every neighborhood of z = 0 whichsatisfy
. Let N and N, be deleted neighborhoods of 2, with Ny CN. Let f(z) be
ell? — j, analytic in N (but not at 2»). Establish the following results.
236 THE CALCULUS OF RESIDURS 7 .2 RESIDUES
TD 237
(a) If f(z) is bounded in N, then 2, is a removable singularity of f(z), ' oty, and r, may betaken arbitrarily close to 0 and R , res Tespectively,
iv we see that
(7.2.1) holdsfor all z. such that 0.< | z— 2 | < R; and the path of integration
(b) If for-a positive integer m, (z — %))"f(z).is bounded but (z — %)"“Yf(2)
moe -C im(7.2.2) and (7.2.3) may be anycircle with centerat 2) and radiusr,0 <r <R
is unbounded in N,then f(z) has a pole of order m at z = 2.
‘The coefficient | . ,
{c) If (z — %)"f(z) is unbounded in Nyfor every integer m, then’ z = % 1 .
is an essential singularity of f(z). oo a aeOde (7.2.4)
(d) If f(z) is unboundedin No, then 29 is a nonremovable singularity.
or
of Res EF),
(7.2.3) 4) the residue
is called ere of f(z) at
taz = z,,
0 and will be e denoted
denoted by Res (z,)
. Let f(z) be analytic except for nonessential singularities in a bounded and |
closed set S. Suppose that f(z) is not identically zero in S.
Remark 7.2.1. If a function has a finite number of singular points, then
(a) Show that f(z) has only a finite number of singularities in S.
these singular points are isolated. For, each of the singular points is contained
(b) Show that f(z) has at most a finite number of zeros in S. in some neighborhood which does not contain the other singular points.
. Let f(z) be analytic except for nonessential singularities in the region S:
consisting of a simple closed contour C andits interior. Suppose that f(z) THEOREM 7.2.1 (Cauchy's residue theorem). Let C be a simple closed
is not identically zero in S. Show that /(z) has at most a finite number of contour, and let f(z) be analytic on C and in the interior of C except at a finite
zeros and poles in S. , numberof singular points 2,, 2, ***, 3, contained in the interior of C. Then
10. Suppose that except for poles, f(z) is analytic at each point of a closed ko
unbounded set R. Suppose furthermore that there exist constants |Ae) de = 2mni d\ Res [f(z), en], (7.2.5)
M > 0, >0 and p real such that for x in R and |2| > M, we have n=1

| f(z) | < k|z|%. Show that f(z) has only a finite number of poles in R
il. Suppose that f(z) is analytic in a domain D and that it has zeros of order
m,, at the points z = 2, k = 1,2, +++, 2, Show that there exists a function
~ g(z) analytic in D such that
F(a) = (@ — a4)(@ — aa) (@ — Ba)gle)
where the integral along C is taken in the positive direction.
Proof. Let Cy, ++, C, be. circles having centers at By 1, Z, and
such that they all lie interior to C and exterior to each other as shown in
Fig. 7.2.1. By Theorem 5.10.3, we have
Y

7.2. RESIDUES. Supposethat 2, is an isolated singular point of an analytic

function f(z). Let R be the distance from 2, to the nearest singular point of
f(z) other than 2itself. Let r, and r, be arbitrary positive numbers such that
0<1r, <1, <R. Let S be the annulus bounded by the concentric circles
C, and C, with center at 2, and radii r, and 72, respectively. Since f(z) is analytic *
in S and on C, and C,, we have by Theorem 6.5.1 and Remark 6.5.1 for z in S

Sanz — 8)" + py b,(8.— Bo)",

f(z) = n=0 (7.2.1)
|
where
! d (7.2.2)
On Oi Co n=0,1,2,-", eX

1 fO% yd.
7 1,2, (7.23) Fic. 7.2.1
bn = Da Jchar
and is taken to be circle with center at z) and radius 7 such that 7, <r < 1% |Wf) ae -> |-, fe) a
and the integrals along C are taken in the positive direction. However, since
238 _ THE CALCULUS OF RESiDURS 7.2, RESIDUES
239
wherethe integrals along C and C,,, 2 = 1, -*-, & are taken in the positive ditec.. Weshall now establish the following useful
tion. >
Now, using (7.2.4) we obtain
——THEOREM 7.2.2. Suppose that f(z) is analytic in
a neighborhood of
# = 2except at 2, where it has a pole of order m, Then
. k, . k
[ fle)de =) [_ fle) de = wid, Res [f(e), a0) | 1 ogm—1
. _e = Res [ f(z), 25] =
Gn yh tiny damn W ~ A0)"F(e))-
— (7.2.6)
thus establishing the theorem. -In particular, if f(z) has a simple pole at z = %, then

At times,it is easier to find the residue of a function at a given point by “ Res [f(z), 20] = lim (z — 2)f(2). (7.2.7)
using methods other than that given by formula (7.2.4). : °
Proof. Differentiate A(z) in (7.1.5) (m — 1) times with
respect to z and
EXAMPLE7.2.1. Let us evaluate take the limit as z—» 29. In view of (7.1.3) and (7.1.4) we obtain
» sinh . am1 m
|a & fim Fert Ue — 24)" f2)] = (om — 1)!, = (om — 1)! ResLf(2), sa
: thus establishing (7.2.6). —1; |
where C is thecircle | z | = 1 described in the positive direction. E g (7.2.6). When m 1 in (7.2.6), we get (7.2.7).
_ Solution. The function f(z) = sinh z/2® has a singular point ats =0 ~ EXAMPLE7.2.3. Let us evaluate the integral
interior to C. From Example 7.1.4 we see that b, = Res [ f(z), 0] = 1/5!. -
Hence, from (7.2.5) we obtain f e—gt] d
c @—-N@—-Ae+3 ™
f ow
sinh z dz=
= am
GB : the circle
where C is | | = 5, described in the positive direction.
Solution. The function f(z) = (2? — 2 + I)/(z — 1)
(z — 4) (2 + 3) has
EXAMPLE7.2.2. Let luat
et us evaluate impl
127) Polesa z=], = 2 =4,= and z
_ . wo. :
= — 3 in the interior of C. Utilizing
j (1 — 24) e* :
2b az, ° wy,
Cc s
- — a Res (1) = lim (z — 1) f(z) = lim 2Mt1
where C is the circle | | = 1 described in the positive direction. aol a1 (x — 4) (xz 4+ 3) 12’
Solution. . The function f(z) = (1 — 24)e**/25 has a singular point at z =0 R _y . e@—e+tl 1B
interior to C. To find the residue of f(z) at z = 0, we proceed as follows: es (4) = lim (= — 4) f(z) = lim
a (z—I)(e+3) = 721”.
(Ae oe
(Qari _ =e (1+ 22+ 22tA tae boon
+g tet aget + ) Res (—3) = lim(x +3) fl) = lim —"=#t1 13
2b 3 3 2-8 (2 —1I)(z—4) ~ 28
1 2peyot 2,2,4 11 _26
26 ., i Hence, Res (1) + Res (4) ++ Res (— 3) = 1, and by Theor
em 7.2.1 the value
Zl + 2a + aah + J=Rtatatzs 3z 15 1a] > 0. of the above integral is equal to 2ni.
f

Hence, 5, = Res [f(z), 0] = — 1/3. Consequently EXAMPLE 7.2.4. Let us find the residues of

(1 — z*)e* 2.
fz) =——*
[Gre = — 37

az — ai)”
-240 | : |THE CALCULUS OF RESIDUES 7.2 RESIDUES 241
Solution. The above function has a pole of order 2 at z = 0 and a pole _ where (2) = pl2)/A(z) is analytic at 2 and (2) = p(z)/A(zo) # 0. Thus,
of order 4 at g = mi. Utilizing (7.2.6) wefind, ’ ‘py Remark 7.1.1, 9(z) has a zero of order m at z = 2).
Concerning (7.2.8). Since g(z) has a simple zero at z = 2), we have in
1, d _ dt @& 4 . (n) .

Res (0) = 7plin g, FF @) = lin ge Lea

virtue of (7.1.10) with m = 1 and a, = a) » n=l, ew,

ee — 4) 7a
= lim [ (z — wi)8 wi? gle) = a(x) (2 — 2) + LE(e
2! — aye 4 i,
v4 i i a [S] ‘where q'(%) 4 0. Hence
. 1. @&
Res(wi) = 3i lim Sar [(z — mi)* f (2)] = 6m ae le lim 92). q'(%)-
a% (% — Bp) -
(23 — 62% 182e
alii je 1 (n+ 6nbi. — 18 — 24%)|
— 24 = gag
’ By (7.2.7) we have

——THEOREM 7.2.3. Let f(z) = p(2)/q(z), where the functions p(z) and Res [f(2), 6] = Be lim #0
lim (x — 2) f(z) = 29% re)
q(2) are both analytic at z = 2% and p(2%) # 0. Then f(z) has a pole of order
m at % = 2, if, and only if, 2is a zero of order mof (2),
In particular, when q(z) has a simple zero at 2 = 2p, then f(z) has a lim 2) q'(2)
232 (2 — >)
simple pole at z = % and

Res {f(2)s 26] = Pl20)/a/(20)- ~ (1.28) and the theorem is established.

Proof. Suppose that 2, is a zero of order m of q(z). Then by Remark 7.1.1 EXAMPLE7.2.5. Let us find the residues of
we have
gz) = ( — 2)"A(2); : F(z) = tanh z,

. Solution. Wehavef (z) = p(z)/q(z), whereP(z) = sinhz and 9q(z) = cosh z.

where A(z) is analytic at & and A(z) # 0. Therefore
From Theorem 4.3.2, the zeros of g(z) are given by z, = (n + 4) mi, n =0,
. _ plz) _ al) + 1,4+2,°+, and ¢'(z,) = p(z,) 4 0. Consequently, the z, are simple zeros
I) = Gay — @— ayn AB) of (2). From (7.2.8) we see that the residue at each pole is the same, namely,
Hence
(2 — 2)" f(z) = $2),
Res [fla29) = Be = SD 1, 0,412,
where 4(z) = p(z)/A(z) is analytic in a neighborhood of 2, since A(z) F 0. EXAMPLE 7.2.6. Let us evaluate
Moreover ~ er%

40 |c cosh 7z dz,
= lim 2) __ Plo)
lim (2 — a)” f(z)
at Az) —-A(Z)
where C is the circle | | = 1 described in the positive direction.
Hence, by Theorem 7.1.1 f(z) has a pole of order m at 2 = 2. Solution. Let f(z) = e*/cosh wz = p(z)/q(z). Using the method in
Conversely, if f(z) = p(z)/q(z) has a pole of order m at 2 = 2p, then by Example 7.2.5 above, we see that the singular points of F(z) contained in the
Remark 7.1.1 we have ; interior ofsthe circle | z| = 1 are given by z, =2/2 and z, = — 7/2. Utilizing
pis) Aa) oO » $B (7.2.5), (7.2.8), (4.3.5), (4.3.10) and (4.2.2) we get
qe) (@— ay" .
loa dz = 2ni }Res [f(e), 4] + Res |f(z), ~ at
where A(z) is analytic at z = 2) and A(z») # 0. Hence

q(2) = (% — 2)"H(2); 7 = Tay + Fe) Sal = 4isin 1.

“242 THE CALCULUS OF RESIDUR§:: 7.3 SINGULARITIES AT INFINITY 243
EXERCISES 7.2
(i) |.@epe
ETD along the circles: (1) | z} = x3

1. Show thatall the singular points in thefinite z plane of each of the following
functions are poles. Determine the order of each pole and the value of Q) late] = 3/2; (3) |z —i| = 3/2;
the residue of the function at each pole. 4) le+ij= 14; (8) |e—1j=19.

@ jee | 0) aeET
: 3, Let f(z) ‘be analytic within and on a simple closed contour C, and such
F(z) A OonC, Letf(z) havea simple zero at z = « interior to CandT(z) #0
that

at all other points in the interior of C. Show that the root « is given by
(c) coth z, | (d) st ’

(e) tan 2, (f) coche!

“=_ ilo
17 af
Tay
7.3. SINGULARITIES AT INFINITY. Let the function f(2) be analytic
for all values of z such that | z| > R, 0 < R <, Thenthe function F(wv) =
f{(1/»)is analytic for all valuesof w such that 0 < | w | < 1/R. Let the Laurent
(i) cot z, | (j) =r 2? series expansion of F(w) about w = 0 be given by
. 1 0 on. co . , 1 ;

(k) 2 = , : (1) ET? Ap) = Fe) = bao +2 auto O<|wl <>. (73.1)
eute
(”) STe+e
ee Then the following cases may occur.

2. Evaluate each of the following integrals, each integral being taken in the CASE 1. Aninfinite numberof the8, in (7.3.1) do not vanish, Then F(w)
” positive direction along the given circle. SO has an essential singularity at w =. In this case we say that F(z) has. an
essential-singularity at z = 0 and we have :
(a) | cot z dz alongthecircles: (1) |z| = 4; (2) |z—1|=2.°
c \ F(z) = > 5,8" + > a,8-", |z|>R. | (7.3.2)
n=1
(b) | tanh x dz along the circles: (1) |z| =3; (2) |a—1] =2.
Cc
CASE 2. All but a finite number of the b, in (7.3.1) vanish. Then we
dz may write (7.3.1) as
along the circles: -Q je) =23 Q2)ie—-ll|= 3.
(c) i)c sinh zg
er | 1
(d) i 2 along thé circle: | x | = 1. t() — Fla) = & aaa + + + Sam? bn #00 <|wl<z.
c an
dz - oa. _ Hence
(e) I. zoek along the circle: | z| = 1. -

(e?** — 52) dz
along the circles: (1) |z + 1| = 3; (2) |e-z l= . Hla) =) ana” + bye + dye? + 4 dpe, By ZO, |z|>R. (7.3.3)
(f) c #«+2i n=0

e* dz
© | yar along the circle: | z| = 2. . Now, F(w) has a pole of order m at w = 0 with principal part
Ze

(h) lo dz along the circle: | z| = 1.

wo tat
by bs eee
+ om
Bin
244 . THE CALCULUS: OF RESIDURg 73 SINGULARITIES AT INFINITY ‘ | 245

. par
In this case we say that f(z) has a pole of order m at 3 = © with principal
* the point N has no finite z coordinate. We then represent the function originall
“given as F(z) by F(w) = f(l/w). On the other hand, when discussing the
byx + Bys? oe + bn. (7.3.4
x
‘pehavior of afunction in a neighborhood of the point S (z = 0, w = oo), we
“use the z coordinate system. ‘
CASE 3. All the b, in (7.3.1) are equal to zero. Then we may write: | Itis just as natural to speak of a function f(z) = Fw), defined in a neigh-
(7.3.1). as : , : borhood of N (w = 0, s =), as being singular or analytic at N (w = 0
(2) = Fu) = > aun, O<|w| <i z = ©), as it is to speak of a function F(w) = f(z), defined in a neighborhood
w Ft of S (z = 0, w =~), as being singular or analytic at S (xz = 0, w = ©)
Hence — Weshall now establish
bli the following two lemmas. | |

fe) =Sae,
a [21> (7.3.5) EMMA.
LEMMA 7.3.1. Let f(z) be analytic in the domain |z| > R, R 20
Also and let f(z) have a pole of order m at z = with principal part equal to
lim F(a) = ay Lyja1 452’. Then there exists a constant Ry > 0 such that
mm ; .

wo . .

and consequently Al) =fe) — Do 13.2)

lim
limf( f(z)) = a.0 71.3.6
(7.3.6) is boundedin the region | z| 2 Ro.

Proof. From Case 2 above, we have

F(w) has a removable singularity at w = 0, and if we define F(0) to be equal

)— PetterHy]wm Xan
f(z) has
to dp, then F(w) becomes analytic at w = 0. In this case we say that by, be Din ~
a removable singularity at x ==, and if we define f() to be equal to a, we Bw) =f. (=) =f (=
say that f(z) is analytic at z = ©.
0O<|wil< i ;
Remark 7.3.1. Some light may be shed on the definition of singularity
two systems
at z = © if we refer back to Section 2.13. There we constructed and by Case 3 above, defining (0) = a, F,(w) becomesanalytic in the region
of complex coordinates on the sphere. Each point P(z, w) on the sphere, other |w| <1/R. Taking Ry > R so that 1/Ry < 1/R, we see that F,(w) is analytic
by the
than N and S, was assigned two complex coordinates 2 and w, related and therefore continuous, in the bounded closed set | w| < 1/R,. By Exercise
On the other hand, the points N and S were assigned only 3.3.25, there exists a constant K such that 7 °
equality z = 1/w.
one finite coordinate, namely N: w = 0, S: 2 = 0. :
“A function f(z) defined in a domain D of the complex plane may
be | F(z) t=|r(5) ee oe Ba Kfor jw|<
sphere.
regarded as a function defined in the corresponding domain D’ on the ’ Hence
assigns to each point P(z, w) in D’ the value f(8), may be -
This function, which
denoted by G(P) and we see that :
Ale) | = Lfle) — > ba! | SK for |2| 2 Ry
GP) = fe) =t(4).
. thus establishing the lemma. 7
f(z) and
Again, letting F(w) = f(1/w), we see that f(z) = F(1/z). Thus, LEMMA 7.3.2. Suppose that f(z) is analytic everywhere in the finite
more, it is evident from the above relations
F(w) are interchangeable. Further complex plane except for poles 2,, 25, ‘-*, 2,. Let P(z, z,) be the principal part
S,f(z ) is analytic in z if, and only if, F(z) is -
that at points other than N and of F(z) at 3 = 8), = 1,2, «+, k. ‘Then there exists a function ¢(z) analytic
we regard a function of a complex variable
analytic in w. It follows that when in the entire finite complex plane such that
te system
as a function on the sphere, there is no reason for favoring one coordina
over the other. ;
Whendiscussing the behavior of a function in the neighborhood of z = ©, He) = Pee, 2) +408). (7.3.8)
neighborhood of the:
that is, the behavior of a function on the sphere in the
it is natural to use the w coordina te system, since Moreover, ¢(z) has the same principal part at z — oo as fle).
point N (w = 0, 2 =='00),
 THE CALCULUS OF RESIDUES 7.3 SINGULARITIES AT INFINITY 247
246
Proof. ‘Consider the function B Then

Se) = ajay = OHO

1\- 1/w
ee) =xPes,»
= “where » - O
where H(w) = a
eo" byw po EO,
P(z, 2y) Dees . - Note that H(w)is analytic at w = 0. Thus we see that w = is not an essential
singularity of f(1/z). Therefore, z = is not an essential singularity of f(z).

- Clearly, g(z) is analytic in the entire finite complex plane except at the points. Conversely, suppose that f(z) has no essential singularity. Hence 3 =
Ry Bay" , &, where it has poles. Moreover, since for s 4 7, P(z,25) is analytic is at most a pole. Thus we can draw a circle C with center at the origin and
at # = 2,, the principal part of g(z) at z = 2, is P(z, 2,). Hence, &(2) has the sufficiently large radius R so that there are no finite singularities outside the
samepoles and principal parts at 21, a, ‘*, 3, as f (x) and is analytic everywhere circle C. Also, since f(z) has no essential singularities in the finite plane and
else. “since poles are isolated singularities, it can be shown (see Exercise 7.1.9 and
Now, consider the function the Bolzano-Weierstrass Theorem 2.5.2) that there can only be a finite number
of singularities in the interior and on the boundary of C. Let 2,, 24, +**, , be
& x Bry r= 1, 2, oe these singular. points, and let P(z, z,) denote the principal part of f(z) at z = 2,,
(2) = f(z) — a(z),
r= 1, 2,--,%. Then by Lemma7.3.2

This function is analytic in the entire finite complex plane except for possible k
$(z) = f(z) — > P(z,2,) (7.3.9)
poles at the points 21, 22, °**, %: However, the principal part of each pole of
rl
¢(z) is zero. Hence, (2) has removable singularities at 21, 22, °**, 3% and may ©:
be considered as analytic. Moreover, since g(z) approaches zero as z—> ©, is analytic for all finite z, and the principal part of d(z) at-z = o is the sameas
g(z) has a removable singularity at z = oo [see Exercise 7. 3,3(a)]. Hence, ¢(z) that of f(z). Denote this principal part by Byz +++ + B,,2”. Then by
has the sameprincipal part at z. = as f(z). Writing f(z) = g(z) + $(z), we “Lemma 7.3.1 there exists a constant Ry > 0 such that the function
see that the lemmais established.
Weshall nowestablish the following F(z) = 4(z) — > Ba!
THEOREM 7.3.1. A function f(z) isa rational function if, and only if, °: is bounded for | z| 2 Ry. Also F(z) is analytic for all finite z, and hence is
it has no essential singularities either in the finite complex plane or at : bounded in any closed bounded set. Thusit is bounded for | z| < Ry. Com-
infinity. bining the facts that it is bounded for || 2 Ry and | z|< Ry, and using
Liouville’s Theorem 5.16.1, we see that F(z) is a constant, say K. Thus
Proof. Suppose that f(z) is a rational function, then f(z) = p(z)/d(a)y |
where p(z) and (z) are relatively prime polynomials.* If z = 2 is not a zero . $3) — > Bi = K. (7.3.10)
of q(z), then f(z) is analytic!at z = 2. If 2 = 2%is a zero of q(), then (see
Theorem 7.2.3) f(z) has a pole at x = 2). Thus at all points in the finite :
complex plane, f(z) is either analytic or has a pole.
Utilizing (7.3.9) and (73:10), we then have
To examine the behavior of f(z) at z = 90, we consider the behavior of :
f(l/w) at w = 0. Let fiz) = K+ >P(z, %,) + Bys foe + Bua
r=)

plz) = Diazt and gz) = Doe, an #0, b, HO. where . ~ (7.3.11)

i=0 j=0
P(z, &,) ee
way
—e
ay

* Two polynomials p(z) and q(z) are said to be relatively prime if the only
- common divisors of p(z) and g(z) are constants. - Thus the theorem is established.
. 248 ‘THE CALCULUS OF RESIDURS:
Remark 7.3.2. From Theorem7.3.1 we see that a rational function’
possesses a decomposition into partial fractions. For, if a function is rational,
then by the above theorem it has noessential singularities, and hence itig
given by the expression (7.3.11).
EXERCISES 7.3
. ‘ . .
1. Let f(z) be analytic at z =, andin the exterior of a circle | z| = p,.
Show that for | z| > p;, we have
=a +44 S34.
FOS ONE
Also show that this series converges uniformly and absolutely on and in
the exterior of every circle | z| = p for p > py.
. 0 : pole at 2 = a with residue equalto k,
2, Show that if the series D,-9 @,/3" converges uniformly on a contour I’ to’ .
the function f(z), then
2 Qn
[fed = Qlae
3. Let M and M,be deleted neighborhoods of z = ~, with M, C M. Let F(z)
be analytic in M. Establish the following results.
(a) If F(z) is bounded in M, then z = © is a removablesingularity of F(z).
(b) If (I/z)"F(2) is bounded but (1/z)"-1F(z) is not bounded in M, ma
positive integer, then F(z) has a pole of order m at 2 =o.
(c) If (1/2)"F(z) is unbounded in M, for every integer m, then F(z) has an
essential singularity at z = ©,
4. Suppose that F(z) is analytic in a neighborhood ofgz =0 except at 7 =00
‘and lim,,,, F(z) = Q. Show that if we define F(o) = Q, then F(z) is
' analytic at z = 0,
5. Suppose that F(z) is analytic and bounded in a deleted neighborhood of
g = ©, Show that lim,.,,, F(z) exists.
7.4. POLES AND ZEROS OF MEROMORPHIC, FUNCTIONS. A
function f(z) which is analytic in a domain D, except at some points of D at
whichit. has poles, is said to be meromorphic in D, A meromorphic function
may have an essential singularity at zs = ©. We may consider the analytic
functions in D as a special case among the meromorphic functions in D.
THEOREM 7.4.1. Let C bea simple closed contour. Let G(z) be analytic.
on C and meromorphicin theinterior of C, andlet it have no zeros on C. Then .
1 G'(z) Ad -
tml Jo GeyN- P, (7.4.1)
14 POLES AND ZEROS' OF MEROMORPHIC FUNCTIONS 249
where N and P are the numberof zeros and poles respectively of G(z) interior
“to.C, and the integral is taken in the positive direction along C. The order of
each zero and ofeach pole is counted in: determining N and P,
' Proof. First of all observe (see Exercise. 7.1.8) that the number ofzeros
and poles of G(z) interior to is finite. Suppose that z = a is a zero of order
k of G(z). Then from Remark 7.1.1 we have
G(z) = — «)*A(z),
(2) (@ a)A(z)
where Ne is analytic at x = a and Xa) 0. Thus
| G(s) ok N(2)
Ge) ~ ea) Xa)" )
Observe that A’(z)/A(z) is analytic at z = a. Hence, G’(z)/G(z) has a simple
Now,suppose that z = f is a pole of order m of G(z). Then utilizing again
Remark 7.1.1 and proceeding as above, we find that G’(z)/G(z) has a simple
pole at z = 6 with residue equal to — m. If «, and 8; are the zeros and poles
of G(z) interior to the closed contour C, and k; and m, their orders respectively,
then from Theorem 7.2.1 we have
I. gy )
“G(z)_ = Imi(Sk; — Em, = Ini(N — P),
from which (7.4.1) now follows, and the theorem is established.
Let C: z =f(t), a<t<f, be a simple closed contour. Suppose that
- H(z) is analytic on C and meromorphic in the interior of C. Suppose further-
-. more that H(z) ~ & for z on C. Consider the curve
Pl=F@), Fe) =H), «St<p (7.4.2)
: Remark 7.4.1. The curve lin(7.4.2) is a contour since F(2) is continuous,
F(t) = H'(z)f(t) is piecewise continuous and F’() has only a finite number
. of zeros, a St P. Also I’ does not pass through &; and I’ is closed since
» C is closed.
-——THEOREM 7.4.2.. Let C: 2 = f(t), «St, be a simple closed
contour described in the positive direction. Suppose that H(z) is analytic on C
; and meromorphic in the interior of C. Suppose furthermore that H(z) + f,
for z on C. Let I’ be the closed contour given in (7.4.2). Then
oF, £o) == N— P, (7.4.3)
| where v(I’, £,) is the winding number of I’ about the point , and N and P are
. respectively the number of zeros and poles of H(z) — {, interior to C. The
order of each zero and of each pole is counted in determining N and P.
.250 : ! . THE CALCULUS OF RESIDUE 4 POLES AND ZEROS OF MEROMORPHIC FUNCTIONS 251

Proof. Setting G(z) = H(z) — fo in Theorem 7.4.1, we get Asanother example, let C: 2 = e', 0 St S 2z,describe the unit circle and
. “Jet G(z) = 2". Then I is given by € = (e#)® = e*, 0 <t < 2m and we have
1 A Ha) Teayt Ya, Where y, and yz are simple closed contours given respectively
ni c H(e)-—oy —N=P. by$ = e",0 StS aandl =e, St S2x, Both y, and y, are described
-jn the positive“direction and contain the point ¢, == 0 in their interior. Hence
By (5.4.2) and oe we have (I, 0) = 2, which agrees with the fact that in the interior of C, the function
dt 1 pe Fit) i G(2) = 2has a zero of order two at z = 0 and does not vanish at any other
sf _
Wl, O) = Oni t—%
=|
ni
—“_ d
» F(t) — by
.
point.
, . - The following useful theorem is due to Rouché,
_1 Pp AUOUO y 15 HO _»on_p _—
2nt J. ALf(t)] — dni Je H(z) — % ——THEOREM 7.4.3. Let the; functions f(z) and g(z) be analytic within
and on a simple closed contour C. Supposethat| g(z) | < | F(2) | for all z on C.
thus establishing the theorem.
Then the function f(z) + g(z) has exactly as many zeros in the interior of C
as the function f(z).
Theorem 7.4.2 is particularly useful when H(z) is analytic within and on C.
In this case, P = 0 and (7.4.3) becomes Proof. ‘Observe that since| g(z) | < | f(z) | for all z on C, it. follows that
neither f(z) nor f(z) + g(z) has a zero on C. Let N and N’ denote the number
UT, fo) = N. | _ (7.44)
of zeros of f(z) and f(z) + g(z) respectively, in the interior af C.
Usually, the contour I’ can be written as a formal sum of simple closed contours ~ Recalling the definition ofthe variation, 4c log G(z), of the logarithm of
yy that is, P= LiL, y; (see Remark 5.2.2), and by (5.4.6) we have G(z) along the contour C, we see from (5.3.9) and (7.4.1) with P = 0 that

(DP, Lo) = > oly; t,). 2niN = Ac log f(z) (7.4.5)

j=l * and
. iz 2niN'’ = Ac lo 2) + gz
Each v(y;, £5) can then be evaluated by inspection. If £) is exterior to y,;, then 4% clog L/@) 8@)] (7.4.6)
by Theorem 5.5.2, “rir Lo) = 0. If fy is interior to Vir then v(y5, 6)=+1 = Ac log fle) [1 + oe.
according as y, is described in the positive or negative direction. (See Theo- ~ f(z)
rem 5.6.2.) . . ;
For example,if P'is a contour given by ABCDEFGHAas shownin Fig.7.4.1, It is not difficult to show (see Exercise 5.3.2) that
4
A H clog}{ 2)[1 1 + 5
Anl (2)
-]] = Anal
clogse)+AAI
4c log [1 +8)
+H]. (74.7)
Since| o(2)/f(2) | < 1 for all z on C, it follows from Lemma5.3.1 that
_ ff oe Ac log [1 + #| =o. (7.4.8)
G *)
3 i Utilizing (7.4.5) to (7.4.8) we have
QniN’ = Ac log f(z) = 2aiN.
C=F Hence N’ = N andthe theorem is established.
Fic. 7.4.1
EXAMPLE 74.1. Let us show that every polynomial of the nth degree
then I” — y, + y2, where y, and y, are the simple closed contours given res- has 7 zeros.
pectively by ABCGHA and CDEF. Then for {interior to y, and exterior %
to ye, we have v(y,, 9) = 1 and v(ys, 9) = 0, respectively. Hence Solution. Let

AL, by) = rlybo)+Oya bo) = 1 p(z) =

—_ in” + Ap18"
ot +. + Qe + Ao» an f 0.
252 ; ; THE CALCULUS OF RESIDUES eo 7.5 THE EVALUATION OF THE INTEGRALS 253
Let us take EXERCISES 7.4
fla) = ag" and g(a) = ayaat Ho + ays + ay . 1. Let f(z) beanalytic within and: on the circle C: |z| = 1. Suppose that
Now we can choose a constant R sufficiently large so that | f(z) | <1 when | z| = 1.: Show that there: iis one and only one point 2,
interior to the circle C such that S(8) = 2%
| an | R® > | dy| Re + + [a | R+| a0: - (7.4.9)
: 2. Let S',(z) denote the ath partial sum of the Taylor expansion e? = Dee=09 2"/nl.
Consider the circle Cp with center at.the origin and radius R. When2is Prove that for every y > 0 there exists an integer N, depending on r, such
on Cp we have that S,(z) 4 0 for n 2 N andall z interior to the circle C: | z| = 7.

fl) | =| a, | Rand | g(2)| < [ana | RP + + la |R+ fal.
(7.4.10)
Thus, for all z on Cp we have from (7.4.9) and (7.4.10)
Ag) F< LF)
Therefore, by Theorem 7.4.3 we have that
| ple) =f) +202)
has as manyzeros in the interior of the circle Cp as f(z). But f(z) has n zeros
in the interior of Cp; namely, z = 0 is a zero of order n of f(z). Hence, p(z)
has also zeros in theinterior of Cp. Since, in virtue of (7.4.9), p(z) has no
‘zeros exterior to or on Ca, it follows that p(z) has ” zeros.
EXAMPLE7.4.2. Let us show thatif | a | > e, the equation az” — e* = 0
has n-roots in the interior of the unit circle C.
Solution, Let
os : where F(sin 6, cos 8) is a rational function of sin @ and cos @ which is finite
f(z) = az" and g(z) = — ee
Let z = « + iy be any point on C, then | z|" = 1 and | «|< 1. Consequently
: 3. Show that the equation
ger— |, a>l-
_has only oneroot in the interior of the circle C: | z| = 1.
E 4. Let {f,(z)} bea sequence ofanalytic functions defined in a domain D and
converging almost uniformly within D to a function f(z). Let C be a
simple closed contour interior to D. Suppose that f(z) ~ 0 forall z on C.
Show that there exists a number N such that for n => N,f,(z) has the same
numbetofzeros in the interior of C as f(z).
3 : 7.5. THE EVALUATION OF ‘THE INTEGRALS OF CERTAIN
4 PERIODIC FUNCTIONS TAKEN BETWEEN THE LIMITS 0 AND 2z.
| Suppose that we are given an integral of the form
I= |”: F(in 8, cos 6) .a8, (7.5.1)
f@ on the rangeof integration. The above integral can be evaluated by substituting
e” = x, Utilizing (4.2.2) we obtain

[7@)| =lal|2h=lal>e |
1 1
a . .

wv sind = + (s—2 ), cos 8 = (8 +a) and d@ = — iz dz. (7.5.2)

and in virtue of (4.1.5)
Thus (7.5.1) can be written as
|a(z)| =|e@#| =e Se
Hence for all x on C, we have l= | (8) de, (7.5.3)
Cc

| | e(2) | <1 fle) | ; : where f(z)is a rational function of z that is finite on the path of integration C,
and is the unit circle. Using Theorem 7.2.1 we then have
By Theorem 7.4.3 -
f(@) + 82) = a" — I= I. f(z) dz = ani > Res [ f(z), &n], (7.5.4)
‘has as many zeros interior to C as f(z). But f(z) has m zeros in the interior n=l

of C. Hence az” —e” has also m zeros in the interior of C. where the z, denote those poles off(z) which lie interior to the unit circle C: jz|=1,
. and the integral along C is taken in the positive direction.
 «

9.6 THE EVALUATION OF CERTAIN TYPES.OF INTEGRALS 255

: Ke ee

254 - \w. THE CALCULUS OF. RESID

EXAMPLE 7.5.1. Let us evaluate 16. THE EVALUATION OF CERTAIN TYPES OF INTEGRALS
TAKEN BETWEEN THE LIMITS —o TO
ra=f[" pple
1 + acos6’ ~" | ——TH.
|
THEOREM 7.6.1. 7.6.1 Suppose. that f(z) is meromorphic
phic ini the upper
half .plane and is analytic on the real axis. Also suppose that for| 2 |
Solution. Using (7.5.2) we may write the foregoing integral: as
ne sufficiently large | f(2) ls K/ |z|?, where p > 1 and K are constants. Then -
l= 2dz _ 2dz O° k ,
- I. ai(z® + 2z/a +1) I. ai(z — &1) (% -- Bs)” | fle) dx = 2ni >) Res(2), (7.6.1)
where ~ =
where the z,, denote those poles of f(z) that lie in the upper half plane.
—-1+Vi-@ -l-vil-—@#
Observe that the condition | f(z)| < K|z2|-? for | z| sufficiently large,
ay and 2%) =
a a
p > 1, implies that f(z) has only a finite numberof poles (see Exercise 7.1.10).

The function f(z) = 2/ai(z — 2) (z — 22) has simple poles at 2 = 2, and Proof. Let Cr denote the upper half of the circle | z| = R described
& = &, Since a? < 1, it is evident that | z,| > 1 and consequently 2, is exterior in the positive direction, and take R sufficiently large so that all the poles z,
to the unit circle C. Also, since 2,2, = 1, it follows that 2 is interior to C, =: of f(z) lie in its interior .as shown in Fig. 7.6.1. Using Theorem 7.2.1 we then
From (7.5.4) we then have have
R k
I = 2ni Res [ f(z), 21].
[_, f(x) de + Jo, f(z) dz = ani Res (2). (7.6.2)
By (7.2.7) we obtain ,

y
Res, [ f(3), 21] = lim (z — 23) f(z) = 4% a .
, ray ai(z,—%) iVvl—@

Hence

pa ewe,
270

o 1 + acos8@ VJf/1— a
: we X

In the ensuing sections, we shall make use of the following

Fic, 7.6.1
Definition 7.5.1. Let p be a real number. A function f(z) is said to be of .
, .
order 1/| 2 |? (in a neighborhoodof the point at infinity), written’ as sg News | x| = R when 2 is on Cg. Thus, for R sufficiently large, we have

fe) = 0 (=p)
i
(753) :
rom the hypothesis that for z on Cp,
‘ox /@)| SRR
f(z)| S KR. Al
K Alo
dz|< — _ 2
dz| = RP*
| JCr A(z) de | on JCp [f@)[ldels R i)Cr
if there exists a constant K such that
_. > 3p Thus, since p > 1 ,
. .K
If@)| Sia ; (7.5.6).
; s, I. F(z) dz—>0 as R —- ©,

R
_ when| 2 | is sufficiently large (that is, when | z| 2 M for someconstant M> 0).
Weshall also need the notion of what is meant by the upper half plane. Hence letting R —> ©, we obtain from (7.6.2)
4(2) > 0. By this we mean the set of all points z = x + ty such that y > 0. /
(z) < 0 consists of all z such that < 0. me| 5 . cr. k, ;
plane % (2)
The: lower half plane y< Oe Jim J f(x) dx = 2ni >) Res (2,), (7.6.2)'
-R n=1
956 THE CALCULUS OF RESIDURg: 7.6 THE EVALUATION OF CERTAIN TYPES oF INTEGRALS
es
257
from which (7.6.1) now follows (see Remark. 7.6.1 below), thus establishing where 7 = —m = 2. Thus wesee that f(z) satisfies the hypotheses of
the theorem. Theorem 7.6.1. Therefore
Remark 7.6.1. By definition, the improper integral
9%) ayo. ani > Res (2),
I". f(x) de = [°—« 2D “(1.68)
[fea X) ax = jm 5 [fea a x) ax
n=l

thus establishing the theorem.

(provided that the limit exists). In Theorem 7.6.1, since f(z) = 0(1/|2|?), p>, _ [fin Theorem 7.6.2, f(x) is an even function, then
it can be shown that PC f («) dx exists. In particular, limp... J_, f(#) a also
exists in (7.6.2)’ and , ;
_ Le) ae = ; |. He) dx = “iy, Res (z,). (7.6.9)
a /
m [", f(x) dx.
[. f(x) dx = li
Observe that the poles of f(z) in the upper half plane are precisely the
Weshall use Theorem 7.6.1 to establish the following roots of q(z) = 0 in the upper half plane.

____THEOREM 7.6.2. Let f(2) = p(2)/q(z), where(2)and q(2) are relatively _ EXAMPLE 7.6.1, Let us evaluate
prime polynomials and 9(z) has no real zeros. If the degree of 9(z) is at least ° x |
two greater than the degree of f(z), then
- (#? + 1) (x? + 4) t
Solution. Let F(2) = p(z)/9(2) = 27/(2? + 1) (22 + 4).
|” f(x) de = omni > Res (@%), (7.6.3) We see
p(z) and a2) are relatively prime. Thus, in the upper half plane, the poles
that

of f(z) are given by the roots of g(z) = (2? + 1) (2? + 4) =0. Hence, the
where the z, denote those poles of f(z) which lie in the upper half plane. polesoff (z) in the upperhalf plane are z = iand z = 24. Clearly, f(z) satisfies
Proof. Let the conditions of Theorem 7.6.2. Since the poles of F(&) are simple, by (7.2.7)
, we have

|
2

9) fe) lim [eaaepay]

:

# (7.6.4) ) lin
n

ae) Dd
am.

ls) Qa,
= ej 4, = b; 3, am 0, bn x 0. 7.6.4 Res 2) = lim z— t a) li ee = i

Res (21) = lim, (z — 2) f(z) = him

lim eter! = + .
We maywrite f(z) = p(2)/¢(2) as

1 a Therefore.
(7.6.5) .
1) ot
f(®) = gam RO),
Oo [c ee
o @ FDO TA de
soni (- te
ote) =F:
mers R(z) J Gmail (7.6.6) Also, since f(x) is an even function, we have
bo/3” oe by-a/% + bn ,
| eS a? 7
Now,for | 2 | sufficiently large }o (x? + 1) (#4 4) du = 6°
| am | + | din | _ x
< ldml+ 76.7) 4:
a.In, establishing the next theorem, ’ we shall make use of of the
the Jordan
Jord. Inequality,
|R(z)| Ss (b,|—1b, \/2 J
( af
given in (7.6.10) below. Observe that cos @ is a decreasing function for
. ; . aE 0 S 6 S w/2. Therefore, ) the mean ordinate of the graph hy = cos x over the
Hencefrom (7.6.5) and (7.6.7) we get for | z | sufficientlylarge aE ‘ange 0 < x S @also decreases steadily. This mean ordinate is given by
0
|R(z)| _K sin 0
Me) = Tem Tal af cos x dx
0 9
= —_—.,
258 _ THE CALCULUS OF RESIDUE 6 THE EVALUATION OF CERTAIN TYPES OF INTEGRALS 259

Hence, for 0 S 0 < a/2, we have _ Proof. Let x be on Cp. Then

1> sin8 >2

z—Re® = R(cos 6 + sin 6),
nn
(see Fig..7.6.2). For x on Cp wehave, in view of (4.1.5),
Thus [ em | — | efmR(cos 0+4 sin 6) | = | emR sin 6 | | ek cos | = em sind

29 = ing <6, OS0K 5° (7.6.10)

T ; n view of (7.6.11) and (7.6.10), and taking R = R, so that | f(z) | < KR-?
for 2 on Cp, we obtain
Weshall also need the following simpleresult:
7 7/2 ,
| |off (2) de|
f emsind dg —2 J ma sino db, (7.6.11)
= fem& a = | Fem fle) Riedo < [ies fe) | Ra
‘ 9 0

where m is a constant.
Verification of (7.6.11): K ¢* 2k nl? aK
< ar I, e—mR sine RdS
< Rea
I, e —-(2ntR fz) 0 dO =
— Re (1 — e-™),
e-mR

[ensne ag =f" emsinoag 4. |" emsind Jo.

0 0 al2

lim em f(z) dz = 0,
Using the substitution 6 = 7 + ¢in the last integral above, we get Roo
Cr
, 2 [2 | thus establishing the theorem.
f emsin 6 dp — — [ gm sina) dg = i emsin's dé ={ emsin 0 dp.
al nf 2 0 0 Weshall now establish the following useful

thus establishing (7.6.11). ——THEOREM 7.6.4. Let f(z) = p(2)/q(s), where p(z) and q(z) are rela-
tively prime polynomials and 9(z) has norealzeros, If the degree of g(z) exceeds
—THEOREM 7.6.3. Suppose that f(z) is meromorphic in the upperhalf that of p(z) and m > 0, then
plane. Also suppose that there exist positive constants p, K and R, such that for
|2| = Ry | f(s) | S K/| 2 |?. Then for every m > 0 f" fle) etme dy = Imi DS) Res [fle) em, ex) (7.6.13)

Row
lim [em fle)dz=0, (7.6.12) where the z, denote those poles of f(z)e** which lie in the upper half plane.
CR
Proof. Let Cp be the upper half of the circle |z| = R, and take R
where Cp is the upper half-of the circle | z| = R, Pi sufficiently large, say R > Ro, so that all the poles z, of f(z)e**, which are
‘ge located in the upper half plane, lie in its interior as shown in Fig. 7.6.3. From

y
\

Ce
Zz

\o>
R O R IX

| ‘Fic. 7.6.2 Fic. 716.3

260 , . THE CALCULUS OF RESIDUKg 6 THE EVALUATION OF CERTAIN TYPES OF INTEGRALS 261

Theorem 7.2.1 we then have RessLe)[/(z) e%,e, 2i] = tien —

Pg Ue 2/(2) “l= ln here
| lin Sy we pa )
em dg + Jo,#3) emt dz = anid Res [ f(z) e””, 2].
[, faye : Hence

f wee rf (x cos 4- ax sin x) un

ne (0? + 1) (x? + a 4 (+ p@+a
wo ~(x2£1)( = 3a)
Let the degree of g(z) minus that of p(z) be r. Then r > 0 and
On equating the imaginary parts in the above expression, we obtain

i) =(4).
||
[ x sin x 7 1
oo @41)Grpa @ a =a
Fae (e — —Y 1).
Thus the conditions of Theorem 7.6.3 are satisfied. Therefore
Since the integrand in the above integral is an even function, we have
lim | f(z) em* dz = 0.
Row Cc
[= x sin x

Hence, uponletting R—> © in (7.6.14), we obtain > @thwLa 4«= Ga e— 1).

R k Cauchy’s. principal value of an integral will now be defined.
lim
20
Y) Res [f(z) e™*,2].
| op fs) etdee = Ini at "Tf | f(x) | > © as x > c, then

It can be shownthat the integralin (7.6.13) converges.Thus(see Remark 7.6.1), lim, [{™ fla) de + {. f(x)dx] (7.6.16)
the theorem is established. no +0
Observe that the poles of f(z)e* in the upper half plane are precisely
the roots of g(3) = 0.in the upperhalf plane. may exist; this limit (provided it exists) is also written as
Since e#* = cosmx + isin mx, by taking the real and imaginary parts
of (7.6.13), we can evaluate integrals of the type
[0a
f f(x) cos mx dx, 7 f(«*) sin mx dx. (7.6.15)
and is called an improper integral. However, it might happen that neither of
EXAMPLE7.6.2. Let us evaluate.
the limits in (7.6.16) exists when « > 0 and » — 0 independently, but that.

xsinx. lim, |[f(x) de + I,

° fe) de] (7.6.17)
f. @
(x? -£ 1) + a #
exists, Whenthis limit existsit is called the Cauchy principal value of p I (x) dx
Solution. We see that f(z) = p(z)/¢(2) = 2/(2? + 1) (2? + 4) satisfies
and is denoted for brevity by P Se f(*) dx; thatis,
the conditions of Theorem 7.6.4. Thus, in the upper half plane, the poles of
op[_ LO) de = Tim, fo f(x
fae= p(z)e*™*/q(z) are given by the roots of g(z) = (2? + 1) (2? + 4) =0. ) dx + [.. fe) ax]. (7.6.18)
Hence, the poles of f(z)e™* in the upper. half plane are 2 =7 and z = 21.
Taking m = 1 in (7.6.13), we obtain
“ xer®
Note that if the limit exists. in (7.6.16), then it also exists in the sense
+
J. DG dx == 2nt [Res (7) -- Res (22)). given in (7.6.17), that is, the Cauchy principal value of p F(x) dx exists (and the
two limits are equal). Also, for f(«) = 0, the converse holds.
Since the poles of f(z)e# are simple, by (7.2.7) we have When f(x) is finite for all real values x, then by

Reeesil=ple M0 =ieeeTa Ge Py fw) dx

ger
262 _ THE CALCULUS OF RESIDUE 7.6 THE EVALUATION OF CERTAIN TYPES OF INTEGRALS 263
we mean diverges, since its indefinite integral: log (x* + 1) becomes infinite as x —> 0,
However, since the ee is an odd function, we have
jimffJe dx, (7.6.19) 7 ‘ R 3
(provided the limit exists).
f dv = Jim { AY dx = 0.
aH —-rxt?+1
Moregenerally, when| f(x) |-
> coasx—> d,,k = 1,2, +, 5,a,-< a, <:
< a,, then by oO EXERCISES 7.6

P| f(x) dx Usethe method ofresidues to verify that

a = 7

we mean . G +ay
1P i .
jim [i* fx) de + [fede + ®
max 7,>+0 at 2. [. x sin x _in ot
ead
aT g R . * + a4 2°
+{ fie) de + | _, fe) dx|, (7.6.20) de r
@g-1t Th s_h aT" 3. I, 6x?
25 = 0 .

(provided the limit exists). cos? x a

dy —7 —2
EXAMPLE 7.6.3. |
Let us show that for a ~ 0,a real, “f, Cepia gl Fe ‘
a . . COS ax _ 7 ab >

Pf. = tog >. i Get

oe @ = age (l + bye » 420, 6>0.
~~ :
0
; . dx _ a(a + 26)
does not exist as an improperintegral. 6. f. (x? + a®) (x? + B82 ~ 2ab%(a +5)” a>0, b6>0.

Solution. Let a> 0. Then

0, axzb,
7 [aw “+ aGa + iH =3 = Be ( - _ — ); a>0,b>
Plea wineta lea) |e =o, —1<a <1, nisaninteger,

» fr rrr iy eg ct, nao

= lim (log e — loga + log 2a — log ec) = log 2.

If we use (7.6.16), we obtain

3a a: . a—-€ a 3a a
ra cos mx de = TE” apt — at — mb(3b? + a®)\,
10. I ir
} 0 7, = lim,
nto | 0 sat] atyn zal
.
b>0, m=0.
= lim[log e — log a) + (log 2a — log y)]
foto
- Cota eH. a>0.
= log 2 + limtog (>)
. €

n2+0
12. \) Teo mF —l<a<l.
The latter limit is indeterminate.
The proof that P ie dx|(x — a) = log 2: also for a <0 is similar. 13. f Sahat do = ple-Ve—B), a>jb|>0.
The integral
14. I (1 + 2 cos 8)" cos nO io = Qn (3 — v3)", n=0,1-*
JCAN ie
~o Mt +1 3 +2 cos 0 V5
264 _THE CALCULUS OF RESIDUES“ :7.] INDENTED CONTOURS | . 265

15 [ME
ADAae =F4 J) evthsn
74

‘To evaluate So, F(z) dz, we shall need the following

| 5
dx 163 +5 Qn 1a n = 1,2,
16. [. Gt - pe I-46 on? LEMMA7.7.1. Let

"7 Qn emcosd [cos (m sin 8 asin (msin 0 -+ 6)} d _ >

‘COS ma, . Si gs=a+tre®, a< 6s 9, (7.7.2)
7 0 cos (m sin ) — asin msin
‘ {, WT
1 F?
@ a— Jas in
—-i<a<l. be an arc of the circle with center at a and radius 7. If f(z) has a simple pole
at 2 = a, then
18. {(cos x)" dx = ("),
J Qam-1 m
m= 1,2,°"
lim
r0
|« fe) a = 1(8, — 0) Res(a). (7.7.3)
where .
ny nn —1)(n—2)+- (1 —k +1) _ oe
(;) _ 7 —; k=1,2,-". Proof. Since f(z) has a simple pole at z = a,its Laurent expansion about
. a is given by
oO mem d ‘ o<
1 . I, ae Me = m, ,m n integers
integers, <=m <n .
Re)
Res
2n sin a(2m
+
2n
+ 1) f@) = + A(z),
where A(z) is analytic at z = a, Thus
7.7. INDENTED CONTOURS. Weshall now extend Theorem 7.6.1 to
the case where f(z), besides being meromorphic in the upper half plane, may
have simple poles on the real axis. Supposefirst that the only singularity of f(z) =) dz
on the real axis is a simple pole at z = a. Consider the following indented
contour C as shownin Fig. 7.7.1 (where a > 0). Thatis, C is the path consisting
= Res(a) [vs
re” db + I. A(z) dz (7.7.4)

= i(8, — 0) Res (a) + |« Me) a

Since A(z).is continuous at z = a, we can choose r sufficiently small so that

for a given « > 0
ste x
a
[A(z)| <|A@|+<¢, for zon S,..
Fic. 7.7.1
Thus as r > 0
of the semicircle Cp: z = Re”, 0S 6 <7, the interval -RSxSa—r,
the inverse C;, of the semicircle I’: = a + re”, 0 < @ S a,and the interval
a-+r<x«<R. As in Theorem 7.6.1, let f(z) have a finite numberof poles. ||oes J A@ del <M +4 fi del
By taking R sufficiently large and r sufficiently small, we can make the
contour C encloseall the poles of f(z) in the upperhalf plane. By Theorem 7.2.1 = [| Aa) | + ] (O — 8) r+ 0. (7.7.5)
we then have
Hence from (7.7.4) and (7.7.5) we obtain
[ ferd=f faderfeds | fede +]. fle) de
R = Y , atr
lim
730
|og, [02) de = iB. — 8) Res (0)
= anid Res(n). | (7.7.1)
n=l
thus‘establishing (7.7.3).
 266 . THE CALCULUS’ OF: RESIDUES 7.7 INDENTED CONTOURS , 267

Let us now return to (7.7.1). As in Theorem 7.6.1, let us suppose that for the polesof f(z) whichlie in the upperhalf plane. Let a; j= 1, 2, ‘1+, § denote
|x| sufficiently large | f(z) | S K/|2|?, where p > | and K are constants, the simple poles of f(z) which lie-on the real axis. If # > 0, then
Then as was seen in the proof of Theorem 7.6.1, we have
pf., fle) em de = Ini Y, Res [f(e) em, 2] + wi > Res [/(z) ea)
JimafJe dz =0. oe 7.7.)
™ (7.7.11)
Also, by definition Note that the functions f(z) and f(z) e”* have the same poles. However,
~ Res [ f(z) e*"*, 2] is not necessarily the same as Res[ f(z), 2,]-

Pf”se) de = fim[[""fa)ax + [feyas]. 027.7) EXAMPLE 7.7.1. Let us show that

From (5.2.15) and Lemma7.7.1, we obtain

00.
sin mx 7 e—mb .
I, «(0 + BP dx = rt [i 3 “(mb + 2)|, b>0,, m>0. (7.7.12)

lim i} f(z) dz = —lim | f(z) dz

Cr Lp’ Solution. The function f(z) e* = e™#/2(2? + 52)? has the same poles
in the upperhalf plane and along therealaxis asf (z) = p(z)/q(z) = 1/2(z? + 52).
= — il — 0) Res (a) = — im Res (a). (7.7.8) The poles off(z) are given by the roots of g(z) = 2(z? + 52)? = 0. Hence
f(z) e™* has a simple pole along the real axis at x = 0 and a pole of order
Utilizing (7.7.6), (7.7.7) and (7.7.8), wesee that as R — © and r — 0, equation two at z = bi in the upper half plane, Utilizing formulas (7.2.7) and (7.2.6)
(7.7.1) becomes we find
* etme 1
P |“ f(*) dx = oni > Res (z,,) + ¢ Res(a). (7.7.9)
Res [f(2) e, 0] = lim [af(e) e™] = limOE
Now, suppose that a,;, 7 = 1, 2, oy s are simple poles of f(z) along the
Res [ f(z). ene, bi] = Jims
“Ile ~ bi)? f(z) em] =
real axis. Applying the above process to each a; and using (7.6.20), we have. = ~ lin
in Eas.

the following — e-mb

THEOREM 7.7.1. Let f(z) be meromorphic in the upper half plane

and analytic on the real axis except for simple poles. Suppose furthermore
Thus, from (7.7.11) we obtain
that for | | sufficiently large we have | f(z)| S K/|2|?, where p > 1 and K
are constants. Then %0 etme ° (cos
+ mx +- isin mx)
I. bape=
ae P I ae
be
Pf° 1(@) de = Imid Res (2,) + nid Res (a,) (7.7.10)
-- ——
; (mb + 2)].
where 2,, 2 = 1,2, +, are the poles of f(z) in the upper half Plane, aj,
j =1,2,-",s are the simple poles of f(z) on the real axis, and P P, F(x) dx On equating the imaginary parts in the above expression, we have
is as given in (7.6.20).
sin mx | wT _ enmb
In a similar fashion, we may extend Theorem 7.6.4 to obtain the following — P[ &(® BAP dx = a4 [1 ay (nb + 2)].
wo + (7.7.13)

Since -
THEOREM 7.7.2. Letf (2) = p(z)/q(z), where plz) and q(z) are relatively
prime polynomials and the degree of g(z) exceeds that of p(z). Suppose that | sin mx 1
~. on the real axis f(z) has at most simple poles. Let z,, n = 1,2, +++, & denote aa | Se
268 _ THE CALCULUS OF RESIDUks 7.8 INTEGRALS INVOLVING MULTIPLE-VALUED FUNCTIONS 269
for’ x > 0, and Then

sin mx
x(a? a as x->0, |. we} f(x) de = T=)
wh (7.8.4)
- where z,,= 1, 2, “,k denote the nonzero6 poles of f(z), and F(z) is the
the P before the integral is not necessary. Since the integrand. in (7.7.13)igs
‘function given in (7.8. 2.
an even function, (7.7.12) now follows.
Note: Since lim,.,.. [| = |* |#(z) |] = 0, f(z) has only a finite number of poles,
(See hint to Exercise 7.1.10.)
7.8. INTEGRALS INVOLVING MULTIPLE-VALUED FUNCTIONS,:
Let us consider the integral Proof. Let the simple closed contour C = Cp +L, + C, +L, be as in
Fig. 7.8.1, where the radius R of Cy is sufficiently large, the radius r of C, is
co 4 fn) de sufficiently small and the segments L,, L, are sufficiently close to the real axis
I, so that all the nonzero. poles 2, 2%, °**,%, of f(z) are contained in the
‘interior of C.
where « is a real constant different from an integer, and f(z) is a meromorphic
function of z which has either no poles, or else only simple poles on the positive
part of the real axis.
Let D and D, denote, respectively, the domains consisting of the z plane —
with the nonnegative and the nonpositive parts of the real axis removed.
Since « is not an integer, the function

af(z) = eeDOH*f(x)
is a multiple-valued function with a branch point at the origin. However, if
we take the principal value of 2% (see Section 4.4), we obtain a single-valued
function
F((z) = el*-DLon f(z) | (78.1)
which is meromorphic in the domain Dy. Fic. 784. .
If wetake the principal value of (— z)*—",, we obtain another single-valued
function Since for z in D the poles of F(z) are the same asthe poles of f(z), we have
F(z) = efLog(—2)+#7] £2) : (7.8.2) by Theorem 7.2.1
which is meromorphic in the domain D. Note that F(z), as well as F,(2), is one |Fe) as = |oft” dz + i). F(z) dz + |fe) dz + |_fe) dz
of the values of 2*1/(z). Observe that in Do, F,(z) and f(z) have the same
poles, while in D, F(z) and f(z) have the same poles. Also (see Exercise 4.5.4)
k
F(z): = F,(z) for 4 (z) > 0, and F(z) = e*"F,(z) for ¥ (z) < 0. = 2ni >) Res [F(2), 3]. - (7.8.5)
One mayeasily show, [see Exercise 4.4.3(c)] that n=1 : ,

| F(z) | = | Foz) | =| 2°" 1f@) |: (7.8.3) | For z on Cp, we have | z| = R. Utilizing (7.8.3) and (5.2.22), we obtain
Weshall now establish the following useful
tfFede] sf Imeiléel 3lee)
THEOREM 7.8.1. Let f(z) be meromorphic in the complex plane and
suppose that f(z) has no poles on the positive real axis. Let « be a real =f[ leiif@) lab ae!
constant different from an integer. Suppose further that CR

lim [| 2 |*| f(z) [] =O and lim [| 2 |*|f(2) 1] ~0. = max [| 2 |* | f(2) Df. | @[> | dz | < 2m max [| 2 |*| f(e) |].
 THE CALCULUS OF RESIDURS 18 INTEGRALS INVOLVING MULTIPLE-VALUED FUNCTIONS 271
270
From the hypothesis, lim,.9 [| 2 |" | f(z) |] =0. Hence, given any « > 0; we have
there exists a constant R, > 0 such that for R.> Ro, we have a eran
¢ . [ — eant ~~ Sin oar
| J F(a) dz| < a - (7.8.6) oo,
Cr ’ Therefore

Now, |x| = 7 for z on C,. From the hypothesis, lim [| 2 {* | F(e) =

Proceeding as above wesee that given any « > 0, thereexists a constant ™>4 [2 J) de = nd»
such that for r < 79, we have

| f. F(z) ds| < ‘ (7.8.7) and the theorem is established.

" Suppose now that f(z) has a simple pole at z = a > 0. Let the simple
Also in view of Exercise 4.5.4, we see that if « > 0, then lim,,, F(z) = x*7 f (x) closed contour C=Cp+L1,+7,4+0,+C,+£,4+17,+L, be as in
when z — x from above the x axis and Fig.. 7.8.2, where the radius R of Cp is sufficiently large, the radius r of C,,
I, and I’, is sufficiently small, and the line segments L,, Ly, Lg and L, are suffi-
himF(a) = oD settf(x) = eter! wet f(x)
272
ciently close to the positive real axis so that all the poles 2,, 22, ‘++, 3, not on
the nonnegative x axis are contained in the interior of C.
when z— x from below the x axis.
Thus, having fixed the values of R and r so that (7.8.6) and (7.8.7) are
satisfied, we may take L, and L, sufficiently close to the x axis so that

\fo fx) dx — JFe) dz| < .

oo . (7.8.8)
| f(cat et fla) de — i}Fe) dz| <}.

From (7.8.5) to (7.8.8) we see that for any « > 0, we can choose ry > 0 suffi-
ciently small and R, > 0 sufficiently large so that ifr < rgand R > Ry, we have
r k
| |* etl flee) die + i}me fle) de — 2ni >; Res [F(z), 22] <e¢,
n=l

or Fic. 7.8.2
R | i
| (1 — 274) i} el f(x) dx — Qt » Res [F(2), 2n] <eé Proceeding as in the proof of the foregoing theorem we have
r n=l

Letting r + 0 and R > ~ and noting that eo"! 4 | when a is not an integer [7 de = I. F(z) dz + I, F(z) dz+ | F(a) dz + I, F(z) dz.
R 3 , rT; 4
we obtain

i=
i xl f(x) dx = _2ri_¥
ot Res[F(z), &n]: + [Fe dz [Fe dz + [Fe dz + [Fe dz
0 nel

nines eunt _. enant == 2nt > Res [F(2), 2y].

= sin oz, n=1
2i
979 . “THE CALCULUS OF RESIDUES| 71.8 INTEGRALS INVOLVING MULTIPLE-VALUED FUNCTIONS 273

For any ¢ > 0,ifr is sufficiently small, R sufficiently large and the segments Ey Since 1 — e?*"* & 0 for o not an integer, we have .
(i = 1, 2, 3, 4) sufficiently close to the x axis, we have

[nerd] <§ aot [frre] <§

. .

ree Is
P [ ard F(x) ‘dx = = f 4 f(x) dx +J xed
f(x) dx]

r
in(1 + e@a7!)
=aa
TaiRes[F(2), &,] + ——ar*
7) Res [Fu(2), a]
R

fee fle) de — [Fe ds| <$

_ 2m DYRes|[F(z), &] — cot ma Res [F,(2), a].
qe ont

S1In a7
n=

| fi Fx) de — Fe) dz| <5 Finally suppose that a;, 7 = 1, 2,+++,s are.simple poles of f(z) along the
positive real axis. Applying the foregoing process to each a,, we have the
following
air . € :

i Port Zant ead wal F(20) de —_— LP(2) ds| <3}

_
——THEOREM 7.8.2. Let f(z) be meromorphic in the complex plane and
:

suppose that on the positive real axis f(z) has only simple poles. Let «
i? , €
be a real constant different from an integer. Suppose further that
Jo. etant yal
Fle) F(x) dx —
JFe) F(z dz| <5.
<p lim {| 2 |*| fle) [] =0 and lim [} x |# | fle) [] =0.
Let F(z) be as in (7.8.1). Utilizing Lemma7.7.1, it is not difficult to show Then
(see Exercise 7.8.22) that for any « > 0, ifr is sufficiently small and the segments
L, (¢ = 1, 2, 3, 4) are sufficiently close to the x axis, we have P |: x%-L f(x) dx = | 1 &n] — 7 cot nay Res [F)(z), a,],
. e (7.8.10)
| — tm Res [F,(z), a] — I, F(z) dz <3: and .
“ r where 2,, 1 = 1,2,:*,k are the poles of f(z) in the complex plane except
| (7.8.9)
| — inetRes [Fy(a), a] — fEle) ds I< 5 those along the nonnegative real axis, a;, 7 = 1,2, ++, are the simple poles
off(z) along the positive real axis, and F,(z) and F(z) are respectively the values
of 2%! f(z) given in (7.8.1) and (7.8.2).
Hence, for any « > 0, we can choose 7) > 0 sufficiently small and R, > 0 ”

sufficiently large so that if r <7) and R > Ry, we have EXAMPLE 7.8.1. Let us show that

a-7 R

[Jf ae sedaet [eet fedde + | eatenfle) ds

. a+r . .

WF Feces <<?
1-

Solution. For « 40, 1, 2. Here, F(z) = 2%/(1 + 27)? = 2*1 f(z), where
> Res [F(z), 2] ~ éa(1 + €*) Res [F,(2), al <e,
+fety F(x)dee — 2nt n=l f(z) =2/(1 + 2°), Since — 1 <a <3, we see that
or lim [I [fle)] =0 and lim {|| |f(e) ] =0.
an R :
in, [a — ePont) i}. ee} f(x) dx + (1 — ean?) |un xl. f(x) dx The function f(z) has poles of order two at z = i and z = — i, Using Theorem
7.8.1 we have

= 2nt > Res [F(2), Sn] +. da(1 +6274) Res [Fo(2), a]. |, Wa =~ sn on
om(Res [F(z), 7] + Res [F(2), — ij}.
274 THE CALCULUS OF RESIDURS INTEGRALS INVOLVING MULTIPLE-VALUED FUNCTIONS 275
Utilizing formula (7.2.6), we find . By Theorem 7.2.1 we then have
: . 4 9 _ [ipk eat
mse +]an Tm Ro _emetia)
gm(R+iv) ¢Lyfi gin(w+2nt)
Res [F(2), i] = lim — [(@ —F@)]
pl+e ear
Tf
_ ae
= lim a lie _— i)?
no ef%-1)[Log(—2)+in)
tg vue . e
Gu z sal - 0 =e
| em-Rtiv) 7 dy = — Prien, . (7.8.11)

tim 4 eatLog(—2)+in] i extLog(-2)+in} « f(x + i) — 22] y

“(dal (#+iP $= x(a -—£ i oe
tl
ila — 1) ent-attimy (1 — a) ett? “
ae
ni \
d _eslLog(-a) +n]
Res {F(z), —i=
i] = Jim & (2+) 2 F(@)] = Jim 7)
es |
:

_=a)amin “k ; -
op x

4 Fie. 7.8.3
Hence .
a \i sant? i Note that in virtue of (4.1.5) and (1.3.11) we have
ml — a)z erantie’_. eunt .
|, ape = dane gant | em(R+iv) | <= gmR, [eRty 44] Sekt] —1 = eR 1,

_ _ ml —a)t 2¢sin (an/2) | "Thus in view of (5.2.22) we obtain

4 Sin cr :
. . Qn gm(R+iy) 7 ‘emR 29 QremR
ee) 2sin(an[2) (1 —a) I, Sear y|sa— [y= =.
4 2 sin (am/2) cos (am/2) 4 cos (az/2)° °
Remark 7.8.1. One should not conclude from the discussion given Since O< im <1, wesee that
so far that circular contours are the only ones that can be used to evaluate 2n gm R+ty) 7

integrals. In the following example, we shall evaluate an integral by using a

fim |ear Y= 0. (7.8.12)
rectangular path.
~ Similarly, one finds that
EXAMPLE 7.8.2. Let us show that lim 0 gm(-Rtiy) 7
wD an pete ay = 0. (7.8.13)

% ema 7 .
JtteGna? O<mst " Utilizing (7.8.12), (7.8.13), (4.1.6), we see that as R >, (7.8.11) becomes
. oO Me . —o Me p2nmt
by integrating the function e”#/(1 + ¢*) around the rectangular path along the | P - [Ee dx + P : The dx = — 2men,
lines y = 0, « =R, y = 2m and x = — R (see Fig. 738.3) and
@ ‘then letting R = ~ 8
tend to infinity. eomni
. P f gma dy = Qniennt,
Solution. Note that within the given rectangular region the function -o be L
2) =-e™/(1 + e*), 0 < m < 1, has only one pole, namely, at x = ai. Using a mi :
fe)= 158) oe p(2) = e* and a2)= \ ; e. we fi4 - Note that e?””"* 4 1 forO < m <1. Since f(x) = e*/(1 + e*) > 0, the P before
: , . the integral is not necessary. Hence
p(zi) _ emnt f eme . Qt 7
— emni,
= dx = ; -=~—; .
Res (ai) = Gay = i 0 1 + e* emnt __ p—mnt - Sin mar
276 _ THE CALCULUS OF RESIDURS 7.8. INTEGRALS INVOLVING MULTIPLE- VALUED FUNCTIONS 277

EXERCISES 7.8 10. Given that a oo dx = Vn)2, integrate e-*” around a rectangle with
vertices at 3 = 4 R,+R+i, R>0,b>0, and letting R—-, show
1. Prove that that

co gf 7 3. os_sin mx dx =5; m>0-

i e—cos (2bx) dx = va en,
@) P) gaye ae . 0 2

11. Integrate e#?/z around the rectangle with vertices at z = + R,+R+ikR,

2. Prove that if0 <a < 1, R-> 0, indented at the origin, and show that
oO xo-l d _. a . © yal co :
dx = 7 cot an, sin x
(a) I, x+1 — sin om’ (6) Py 1—-x : i} dx =m.
-o

3. Prove that if0 << «<1, —1<B <2, 12. Integrate 2/(1 — ae-**) around the rectangle with vertices at z = + 7,
-+-7 + iR, R> 0, and show that if a > 1
00 yal qrela-L)pi
7 Log (IWd
+2).
7 ax sin x
J, x -+ eB dx =
Totacow & =
Sin or

4. Prove that if -l1<a<1,—a7 <0 <7,

Also show that if0 <a < 1, then
~° ae dx = 7 sin ad
I, 1 + 2x cos 6 -+ x? ~ = Sinaw sind ~ Fe a
1 — 2acos x 4+ a®
be = 7 Log (1 + a).
0

5. Prove that if 0 < a < 2, 13. Integrate .e%/cosh wz around a rectangle with vertices at z = + R,
—R-+i,R+i2, R > 0, and show that if -7 <a <a,
” gard _ 20 2am + 4
I, hel dx == Vi cos ( é ) CSC amr.
° est a
I ——-——_ dx = sec x.
—« cosh ax 2
6. Prove that Deduce from this expression that
mien — emat)
dx =
PlwraelD
@ —a)(#—b) ea) —awcla<cn.
where a, b, m are real numbers, a + b, m > 0.
7. Prove that if —l<a<lha>0,b>0,a48, 14. Given. that f. e dy =v.77/2, integrate the function ¢* around the
boundary of the circular sector, OX @0 <a, a< m/4,0<Sr SR, and
[ x dx = a(a* — b*) letting R — © show that
o («+ a)(~ +6) (a — b) sin om

(a) I, e~t? 008 2a [cos (y®'sin 2a)] dr = Va Cos «,

8. Prove that if—1 <a < 3, 2

oe 7 oT
I, wi ™ = 4 ose 7 (a + 1). (b) | e~r*e0s 24[sin (r* sin 2a)] dr =~
— SiN a.
T .,

9. Prove that if0 <a <2,b>0, In particular, when « = 7/4, obtain the Fresnel Integrals:

. pO a
yt] = arb%—-2
(c) i cos (x) die = [ sin (x2) dx = von
sin(an/2) ”
278 THE CALCULUS ‘OF RESIDUES 7.9 MITTAG-LEFFLER THEOREM 279
15. Integrate Log sin g around the- rectangle with vertices at 0, 7, 7at iR, iR, In view of (c), we see that
R > O, indented at 0 and z, and show that .
° [ eaeae
f0 Log sin: « de = 7 Log 2.
is expressible as a linear combination of integrals of the form
16. Integrate e%*/sinh (7z) around the rectangle with vertices at s = +R,
—R-+i,R+i, R> 0,indented at 0 and i, and show that 4Di)
*) Log! dx withk <n,
f sinh ax 1 .
rr

0 sinh wx
yn t
2 an
—
7 <
a <
7
.
and. 2mi D;_, Res [F(s), #4].
~ 20. Show that
17. Show that the function f(x) = sech (V7/2) « satisfies the equation
: f (Log
x) ay -
(+aay * 76°
fe) = 2 [-10) cos xt dx,
21. Show that ifn = 2k-+1, k =0,1,2, +, then
18. Show that
(Log x)"
[A
cos x
0
wa fe
sin
x4 7
5° |, SESE a = 0.
| 22. Prove (7.8.9). Why cannot Lemma7.7.1 be applied directly to F(z) of (7.8.2)?
19, Let f(z) = p(z)/a(z), where p(z) and g(zyare relatively prime polynomials,
g(z) has no real zeros, and f(— z) = f(z). Let the degree of g(z) be at
least two greater than the degree of p(z). Let C be the indented contouras 7.9. MITTAG-LEFFLER THEOREM. Supposethat we wish to construct
shown in Fig. 7.7.1 with a = 0,that is, the semicircle C,, now has its center; a function f(z) which is analytic in the entire finite complex plane, except at
at the origin. Let F(z) = p(z) (Log 2)"/¢(z). Then from Theorem 7.2.1 : a finite number of points 21, 2, ‘+, 2, where it has poles, with the principal
we have part of each pole z, (r = 1, 2, ---, ) given in advance as

- (a) |Fle) de = I.Fe) dz + i.) (Log | « | + inj" dex P(e, z,) =ints
ay
a (7.9.1)

+ I.P(e) de + jp
DH)} (Log y dy = 2ni D Res [F(2), 2], Then by Lemma 7.3.2 we know that such a function f(z) can be constructed
and each such function is given by

where 2,,7 = 1,2, +++, 5, are the poles of F(z) in the upper half plane. Note that -
the poles of F(z) in the upper half plane are precisely the roots of g(z) = 0
fl2) = Pees s) + 40), 79.2
in the upper half plane. Show that
where ¢(z) is a function analytic in the entire finite plane.
(b) Jim I. F(2)dz =0 and lim I. F(z) dz =0.. Supposenow, that we wish to construct a function analytic in the finite
‘R T
complex plane, except atan infinite set of points 2,, 22, °* where it has poles,
with the principal part at each pole z, (r = 1, 2, +) prescribedby
Utilizing (b), show that (a) may be written as

)“23ytte
(Log « + in)" dx + [2
Pe)
> (Log 7” dx P(z, 2;) = Yety
aay
sy | (7.9.3)

= ani >) Res [F(2),2;]. (Observe that the set 21, 2, ** cannot have a finite accumulation point. For,
if g) were an accumulation point of the sequence, then every neighborhood.
 280 . THE CALCULUS OF RESIDUES’ 9 MITTAG-LEFFLER THEOREM "981

of % wouldcontain infinitely many poles; thus the point z) would be an essential’ "We shall now establish the following
singularity of our function. By. the Bolzano-Weierstrass ‘Theorem 2.5.2, the
absence ofa finite accumulation point implies that any bounded region contains _LEMMA 7.9.1. The function. fo(2) given in (7.9.8) is analytic in the.
only a finite numberof the points 2, 22, *'*.) “entire finite complex plane except for poles at the points z,, 2, °**, and the
In this case, we cannot always form the sum principal part of f,(2) at each of these points ‘z, is equal to P(z, 2,) as given
in (7.9.3).
> P(a, 2), _ Proof. We shall show that if C is any circle, then f(z) is analytic in the
ral
interior of C, except for thosepoints of the set 2, 2, ‘++ contained in the inte-
rior of C at which f(z) has poles with the principal part at each pole equal
since this sum does not necessarily converge. This difficulty will be overcome:
to P(z, 2) as given in (7.9.3).
by the following construction,
It is sufficient to consider the case where the origin is not a pole. For, Since the radius of C,,—> © as 4», there exists an integer N such
if we can construct a function f(z) for this case, then the function f(z) + P(z, 0), ‘that C is interior to Cy. Consider the sum
wherePC, 0) is the principal part at z = 0, will meet our requirements.
Let Cy = 1,2, ++ be a sequence of concentric circles with centers at
the origin and such that C, is interior to Cus tadius of.C, > © as p>,
file) = >: [hylz) — p,(2)).
u=N
(7.9.9)
and nopoleis interior to C, or on a C,, and noneof the 2, are interior to C,,
Let h,(z) be a rational function whose poles are those members of the given For 2 interior to Cy, each term of theseries is analytic, since all the poles of
sequence 2,, 29, °** which lie in the annular region between C, and Cys. and — A,(2), pe 2 N,lie in the exterior of Cy. Moreover, in the interior of Cy, the
whose’ principal parts at these poles. are the ones given in (7.9.3). [Such a series (7.9.9) converges uniformly, since by (7.9.7) each term h,(z) —'p,(z) is
function h,(z) may be obtained by adding the principal parts corresponding ~ in absolute value less than the corresponding term of the convergentseries
to the poles in the given annular region.] Then /,(z) is analytic in the interior
> 1
of the circle C,, and may be expanded aboutthe origin in a powerseries
ft=N 2"
h,(2) = Aw + Albg + Als? +. (7.9.4) . . oo "
Hence, the series (7.9.9) is a uniformly convergent series of analytic functions
for z interior to C, and by
: the: Weierstrass Theorem 6.8.1 the sum is also analytic.
Now, the circle C,, lies in the interiorof a slightly larger concentric circle within
From the mannerin which the i,(2) were constructed, we see that the sum .
* which h,(2) is alsoyanalytic. Thus (see Theorem 6.3.1), the powerseries in (7.9.4) |
converges uniformly to /,,(z) within (and on) C,,. Hence there exists an integer N-1

ny such that for z interior to C, we have fAz) = x [h,(2) — p,()] (7.9.10)

> | Wak | < + - (7.9.5) “ is analytic in the interior of C, except for the originally given poles, with the
kent iv principal parts P(z, z,) at each pole as prescribed. Since f(z) = f(z) + fale),
Put the sameis true of f(z). But C is an arbitrary circle. It follows that f(z) is
n, . analytic everywhere in the finite plane, except for poles at 3,, 2, °°, with the
pAz) = 2a Ayat : (7.9.6) 4 principal part at each z, equal to Pe, %,) as given in (7.9.3). Thus the lemma
is established,

a polynomial in'z. Then for z interior to C,,, we have from (7.9.4),(7.9.6) and a Weshall now state and prove the Mittag-Leffler theorem.
(7.9.5) that
wd ——THEOREM 7.9.1. Given a. sequence of points {z,} having no finite
1
| 4,{2) — p,f2) | < e (7.9.7) accumulation point and for each 7,7 = 1, 2, - , let b;,,j7 = 1, 2, +++, m,, be a
E finite number of nonzero constants. Let
Let us form the function

fle) = Uyl2) — 2 (7.9.8) PCs, = Dee ag.tt)

982 THE CALCULUS OF RESIDUES 7.9 MITTAG-LEFFLER THEOREM 283
Then there exists a function f(z) analytic in the entire finite complex plane Wenow form the series
exceptfor poles at 2, 89, ‘**, with the principal part at z = 2, given by P(z,z,),
Moreover, any other function F(z) satisfies these conditions if; and only if, A(z) =Yate ; O (7.9.15)
it has the form ‘=O

F(z) = 1) + 4(2), : — (7.9.12)

It is not difficult to show (see Exercise 7.9.5) that for each z not an integer, this
where (2) is a function analytic in the entire finite complex plane. series converges uniformly in a neighborhood ofz.It follows from the Weierstrass
Proof. ‘The proof of the first statement follows from Lemma 7.9.1, Theorem 6.8.1 that the function h(z) in (7.9.15) is analytic for z 47,
Concerning (7.9.12). Note that F(z) andf(z) both satisfy the conditionsprescribed =0, + 1, + 2, -. Moreover, at z = x, the principal part 1/(z — n)* of h(z)
if, and only if, F(z) — f(z) is analytic in the entire finite complex plane, that
is the same as that of
of nij(sin mz)? in (7.9.14). Consequently, by Theorem 7.9.1,
is, if, and only if, F(z) = f(z) + ¢(z), where ¢(z) is analytic. Thus the theorem. there exists a function
‘is established.’
a(2) = inna
=, Yai
n=—O
—
“(z —yi (7.9.16)
EXAMPLE 7.9.1. Let us show that
which is analytic in the entire finite complex plane.
a ~ I Weshall now prove that g(z) =0 by the following device due to H.
Ginna (z—np’
(7.9.13) _ Herglotz. Utilizing (7.9.16) we have
n=—O

Solution. Consider the function

& (5) = [sin
(72/2)]?
=p >—
‘(z a )
N=—-O
COS 12
cot 7s = — .
sin 7z and

Let p(z) = cos wz and g(z) = sin wz. From Theorem 4.2.2 the zeros of q(z) .
~~ “feos OP -> (z — = +1) °
are given by 2, =”, and q'(%,) = 7 cos (7z,) 40, 2=0,+1,42,°". NO

Consequently, by Theorem 7.2.3, the poles of cot wz are all simple. From
(7.2.8). we see that the residue at each pole is the same, namely, Adding the above two series, we obtain

P(Rn) _ _cos(w%,) 1 n=0,+1,+2,+. g (5) | 4¢ é x t) = Gls- ae

Res[cot zz, 2,] = = 49(z), (7.9.17)
Y (Bn) COS
“mt 8(7p) ,

It follows from the definition of the residue (see Section 7.2) that the principal :
part of cot wz at 3 = 2, is equal to (1/7) [1/(z — 2,)]. Thus,in a neighborhood
0<|z—2,| <1 of each 2,, we have ee) = 4[eG) +¢F 3")
i Put
1
cot me = — ze + $n(2), M = max| e(z) | for| | <1
Then for | z| < 1
where ¢,,(2) is analytic for | z —z, | < 1. Differentiating the above expression, 2
we get ,
an 1 , S
aerateee) salleG)| l e
72) = (@—*,P _ 7$'(2). (7.9.14) = _M <i +m)
4! 2
Hence-
It follows that the principal part at each pole 2, of 7?/(sin wz)? is equal to?
1f(z — ny. mst,
284. - THE CALCULUS OF RESIDUES - 910 ANALYTIC FUNCTIONS DETERMINED BY THEIR VALUES 285
thus M = and g(z) = 0 for | z |< 1. It now follows (see Theorem 7.10. 1)
that g(z) ==
hat p(s) = 0 foror ali all 2, erelore (7.9.17) b ecomes
Therefore expansion of f(z) about z = aj hasall of its coefficients equal to zero. Thus
the lemma is established.

2 => —n)j’ ——THEOREM 7.30.1. Let fe) be analytic in a domain D. Tf f(s) =0

&
a n=—O
@a jn a subdomain D, of D, then f(z) = 0 forall z in D.
thus establishing (7.9.13). Proof. Let 2, be any point in Dy. Then f(z).=0 in a neighborhood
N,(21) of 21. Let 2, be any other point in D. Weshall also show that f(z.) = 0.
EXERCISES 7.9 This will prove the theorem.
Let Ps = a(t), t; S t St, be a contour in D joining 2, to 2, and let
me 2. | I denote the closed interval [#,, tp] consisting of all ¢ such that t; <i < ty.
J. Show that — = — TT Then, since 2(¢) is continuous, there is a value ¢’ in the interior of I such that
(cos
osm2)? now
(gz)a — ny ,
for all ¢ in the closedinterval[¢,, ¢’], 2(t) is in N,(z,) and consequently /[z(t)] = 0.
In other words,there is a neighborhoodof z, on the curve I’ in which f(z) = 0.
2. Show “hac 7 tan wz = —2 [—
Pon 1 +
zents
orl Consider the set .S of all points z’ in J such that f(z) =0 forall z lying
between 2, = 2(t;)andz = a(t’), that is, S is the setofall t’ such thatf [2(t)] =0
for all ¢ in the closed interval [¢,, t’]. Then by the Dedekind Cut Property of
Section 2.4, we have one of two cases. Case 1: All points of J belong to S.
Case 2: 'There exists a point fy, tj < tg < ta, such that all points in J to the left:
of ty are in S, and all points in J to the right of ¢, are not in S. In Case 1, the
result follows, since f(z) = 0 for all x on I" and hence f(z.) = 0. We shall
3. Show that a cot 7z = I + > 3 28 5 now proceed to show that Case 2 leads to a contradiction, and thus the theorem
Fm P” will be established.
Suppose that Case 2 were true. Then, since /[z(t)] = 0 for all ¢ in J to
(-— 1)"22 the left of t), we also have by continuity that f(z) = 0, where 2) = 2(t)).
4. Show that ‘Sinw7z SOB4 > "22—mm" Thus f(z) = 0 for z == 2, as well as for all z on I preceding 2). It follows from
Lemma7.10.1 that there exists a neighborhood N(z,) of z) such that f(z) = 0
for z in N(z)).
Again, using the fact that z = e(¢) is continuousin ¢, there exists a neigh-
‘ borhood of 2) on the contour I" which is contained in N(z,). That is, there is
at”, t <t’’ <t,, such thatfor all ¢ in the closed interval [f, t’’], z(t) is in
N(z) and consequently f[2(t)] = 0. Thus, ¢”lying to the rightof t,is also in S.
converges uniformly in a neighborhood of 29. This contradicts the definition of t) which asserted that points to the right
of f) are not in S. The proof of the theorem is now complete.
7.10. ANALYTIC FUNCTIONS DETERMINED BY THEIR VALUES
NEAR APOINT. As a consequence of Theorem 7.1.2, we have the following Combining Theorem 7.10.1 and Lemma7.10.1, we have

LEMMA 7.10.1. Let f(z) be analytic in a domain D and let 2 be a
point in D. If there exists a sequence {z,} in D with all the z, different from 2p
such that z,, — 2 and f(z,) = 0 for all , then there exists a neighborhood
N(x) of & such that f(z) = 0 for all 2 in N(2%).
Proof. Since %,—> % and f(z,) = 0, it follows from the continuity of
f(z) that also f(z) =0. (See Theorem 3.3.3.) Since every neighborhood of
% contains zeros of f(z), we see from Theorem 7.1.2 that the Taylor series
; ——THEOREM 7.10.2. Let f(z) be analytic ina domain D andlet 2, be a
_ point in D, If there. exists a sequence{z,} in D with all the z, different from 2,
_ such that 2, — ) and f(z,) = 0 for all 2, then f(z) = 0 for all z in D,
As an immediate corollary of this theorem, we have
—T.‘HEOREM 7.10.3. ' Let f,(z) and f(z) be analytic in a domain D and
let 2) be a point in D.If there exists a sequence{z,,} in D with all the z,, different
 286 oe THE CALCULUS OF RESIDUES 7.10 ANALYTIC FUNCTIONS DETERMINED BY THEIR VALUES 287
_ from &, such that 2, — %) and f,(z,) = fo(z,) for all », then lz) == Hale) for
| . 8. We shall define the sum F(z) = F(z) + F(z): of two possibly. multiple-
all gin D. valued functions F,(z) and F,(z) as follows: Let z be a point in the common
- domain of definition of the functions. Let w, be oneof the values of F(z)
Proof. Let f(z) = fiz) —A. -Then,: since fi(%,) = fal&n)y we. have.
. and w, one of the values of F(z). Then, w = W, + ®,is one of the values
f(&,) = 0 for all x. By Theorem 7.10.2, f @) = 0 forall 2 in dD. Consequently,
of F(z).,
Fils) = fr(z) for all z in D.
(a) Show that a multiple-valued function equal to the sum of two multiple-
In particular, when Fz) is equal to a constant in Theorem 7.10.3, we valued analytic functions need not be analytic.
obtain (b) Show that a multiple-valued function equal to the sum of a multiple-
valued analytic function and a single-valued analytic function is analytic.
THEOREM 7.10.4. Let f(z) be analytic in'a domain D and let z be .
9. Obtain a chain rule (see Theorem 3.5.2) for multiple-valued analytic functions.
any point in D. If there exists a sequence {z,} in D with all the 2, different
from 2) such that 2, —> % and f(%,) = ¢ for all n; where c is a constant, then
f(z) =c for all z in D. '

EXERCISES 7.10

1. Suppose that f(z) is an analytic nonconstantfunction in a domain D, and

that z, is a point in D such that f(z.) = 0. Using the result of Theorem
7.10.2, show that there exists a neighborhood N(z)) of 29 in D such that if
& 34 & is in N(z), then f(z) 4 0.
2. Show that an analytic continuation between any two branches of a multiple-
valued analytic function can be accomplished by meansof a finite number
of branches,
3. Suppose that f(z) is an analytic function (not necessarily single-valued)in
a domain D. Let G,(z) be a branch of f(z) defined over a subdomainDy
of D. Show that if G,(z) = ¢ for all zg in Dy, where c is a constant, then
F(s) = ¢ for all z in D.
4. Suppose that H(z) is an analytic function (not necessarily single--valued) in .
a domain D suchthat for some branch A(z) of H(z), with domainofdefinition .
D,, contained in D, we have h’(z) = 0 for all z in D,. Show that H(z) is
constant in D.
5. Suppose that H(z) is an analytic function (not necessarily single-valued) in
a domain D, Let F(z) be single-valued and analytic in D. Suppose further
that for some branch h(z) of H(z), with domain of definition D, contained
in D, we have h'(z) = F’(z) for all z in D,. Show that H(z) is also single-
valued in D and differs from F(z) by at most a constant.
6. Suppose that H(z) is an analytic function (not necessarily single-valued) in
a domain D suchthat the real part (or the imaginary part) of H(z) is constant
in D. Show that H(z) is also constant in D.
7. Let D be the domain consisting of the finite complex plane with the point |
z = 0 removed. Let u(z) = Log |2| for z in D. Show that we cannot have
u = ZAf(z), where f(z) is single-valued and analytic in D.
 , 8.2 MAPPINGS OF DOMAINS .
. In virtue of Remark 7.4.1, we see that Tis indeed a contour.
289

8.2. MAPPINGS OF DOMAINS. We make the ‘following observation

- before: stating Lemma 8.2.1. The statement that a circle of arbitrarily small
Conformal ‘radius has a certain property shall be understood to mean, that given any
« > 0, there exists a circle with radius r < ¢ having the property in question

Representation . LEMMA 8.2.1. Let the mapping w = F(z) be analytic and not identically
equal to a constant in a neighborhood of z = 2). Let wy = F(z) and let 2 be
the least positive integer such that F(z.) + 0. Then there exists a circle C of
arbitrarily small radius with center at 2, and a corresponding circle P with
center at w, such that any point w, ¢ w, interior to I’ has exactly k distinct
antecedents z,, 7 = 1, 2, --+, &, interior to C,
Proof. Let
8.1. ANALYTIC MAPPINGS. Werecall from Section 2.9 that a mapping G(z) = F(z) — wp. (8.2.1)
T of a set A into a set B assigns to each element in A a unique elementin B.
Since G(z) and G"(z) are both analytic at 2), it follows (see Exercise 7.10.1)
In this chapter, we shall be interested in the case where A and B aresets of
that there exists a neighborhood N(z9) of 2) such that G(z) 4 0 and G'(z) 40
complex numbers. The mapping T thus defines a single-valued function
for every 2 54 2in N(%)- Let C bea circle of arbitrarily small radius in N(z,)
w = F(z) (8.1.1) with center at %9. Since by hypothesis, F(z)) = w, and F‘M(z9) = 0 forj < k
we have, by the Taylor expansion (6.4.1),
which assigns to each z in A a unique number w in B. Conversely, a single-
valued function (together with its domain of definition) completely determines
a mapping 7’. (See Remark 3.1.1.) Gz) =F) —m = >"ilzg)M(x — 2)",
n=k
,
F(z.) + 0.
.
. (8.2.2)
In the sequel, we shall be particularly interested in the case where the set
It follows from (7.1.10) that z = 2is a zero of order k of G(z). Since G(z) #40
A is a domain D, and the function F(z) is analytic* in D. Weshall then say that
for # # % in N(aq), we see that the total numberof zeros of G(z) interior to C
the mapping given by w = F(z) is analytic. By Theorem 3.4.1, F(z) is also
is equal to R,
continuous in D, and hence the mapping determined by it is also. continuous.
A mapping T ofa set A is often called a transformation of A, and weshall Since C is a bounded and closed set, there exists (see Exercise 3.3.26) '
a point 2’ on C such that | G(z") | is the minimum valueof| G(z) | on C. Since
use the terms mapping and transformation interchangeably. Weshall use the
| G(z) | #0 on C, it follows that | G(z’)| = m > 0 and we have
notions of antecedent, image, one-to-one, onto, bicontinuous or topological
mapping, inverse mapping, the product of mappings,andso on. Forthe defini- _ : |G(z)| =m forall zon. (8.2.3)
tion of these concepts, we refer the reader to Section 2.9.
For clarity, we may regard the original set A as being given in one plane
called the z plane, andits image in anotherplanecalled the w plane.If a succes-
sion of several mappings is'involved, we may introduce additional planes.
Definition 8.1.1. Let C: 2 = h(t), « St SB, be a contour in the domain
Wo = F{zq)
D and let w = F(z) be analytic and not identically equal to a constant in D.
Then the contour
Pw =H), «<tSp, H(t) =FIAC)) Fic. 8.2.1

induced by the mapping w = F(z) is called the imageof C under w = F(z). Let I’ be the circle | w — wo| = m/2. (See Fig. 8.2.1.) Let w, 4 wp be
interior to I’. Using (8.2.1), we see that
* In accordance with Remark 3.4.1, functions (including analytic functions)
are to be considered single-valued, except where the contrary is indicated. - F(2) — w, =G(2) + (w — 2). (8.2.4)
288 '
 5
290 CONFORMAL REPRESENTATION
Also we have
_- onZ there is a point z in D such that w = f(z), But | w | =(1+2)| a [>| a, .
Jeo I< (8.2.5)
Thus, from (8.2.3) and (8.2.5), we obtain
| G(z) | > | eo — #1|
forall g on C. It follows from Rouché’s Theorem 7.4.3 that the function
G(z) + (w> — #;) has the same number ofzeros interior to C as G(z). In view
. 2) — w, also has k zeros in-the interior of C.
2, ~ W,;
* Ce , be any zero of F(z) — w, interior to C. Then, since
since G(z) #0 for az, in N(x), we have
we have x, # 2%. Also,
is |
F(x.) = G'(z) 4 0.1t follows that z= 2; is a simple zero of F(z)— Wy, and
counted only once. Hence, there mustbe interior to C exactly k distinct points
&j = 1,2, ++, k, such that F(z;)— w, = 0. Thus the lemma is established.
LEMMA 8.2.2. Let D, be the image of a domain D, under the analytic
- mapping w = F(z), where F(z) is not identically equal to a constant. Then
D,, is an open set.
Proof. To establish the lemmait is sufficient to show. that if w) is any
~ defined in the domain D: | z| < 1. Forall z in D, we have| f(z) | = 0 = | f(0) |,
point in D,,, then there exists a circle I with center at w, such that the interior
a function such that f(z) does not vanish at any point in D, then, since I/f(z)
of I is contained in Dy.
Let w) be any point in D,, and let % be an antecedent of wy in D,. By
and
Lemma8.2.1, there exists a circle C in D, and a circle r with centers at %
Wp, respectively, such that for any point w, interior to I the functionF(2) - W,
the
has at least one zero, say 2, interior to C. Thus w, = F(21) is contained in
image D,, of D,. Since w, is any point interior to I’, the lemmais establish ed.
THEOREM8.2.1.. Let D, be the image of a domain D, underthe analytic
Then
mapping w = F(z), where F(z) is not identically equal to a constant.
D,, is also a domain.
Proof. By Lemma8.2.2, D, is an openset. Since D, is connected (see
Definition 2.2.5), it follows from Theorem 2.9.2 that D, is. also connected.
Hence D,, is a domain. — interior of I.
As a corollary of Theorem 8.2.1, we have the following important
THEOREM 8.2.2 (Maximum modulus theorem). Let f(z) be an analytic
function in a domain D. If | f(z)| attains its maximum in D, then f(z) is
constant in D. ~
Proof. Supposeto the contrary that | f(z) | attains its maximum in D
and that f(z) is not a constant. “Weshall show that this leads to a contradiction.
Let z, be a point in D where| f(z) | attains its maximum. By Theorem 8.2.1
the transformation w =: f(z) maps D onto a domain D,, containing the point —
Wy = f(%). Hence D,, being an open set, contains a segment L given. by
8.2 MAPPINGS OF DOMAINS 291
w=w(l+t)0<tS.e, for some « > 0, Consequently, for each point w
Hence| f(z) | > | f(z) |, contradicting our assumption that | f(z) | S | f(z)|
for all z in D. The theorem.is thus established.
Asa corollary to Theorem 8.2.2, we havethe following
——THEOREM 8.2.3. Let R be a region consisting of a bounded domain D
and its boundary B. Supposethat f(z) is a function continuous on R and analytic
in D. Then there exists a point 2) on B such that | f(z) | < | f(z9) | forall z
in R, ,
Proof. Since | f(z)| is a continuous. real-valued function on the closed
and bounded set R, there exists a point 2, in R such that | f(z)| < | £(%o)|
for all z in R. (See Exercise 3.3.26.) If f(z) is not constant in D, then by
Theorem 8.2.2, 2) cannot be in D and hence must be on B. If J(2) is constant
in D, then by continuity f(z) is constant on all of R. Hence | f(z)| < | f(z) |
for any point 2) on B and all z in R. Thus the theorem is established,
Remark 8.2.1. Unlike the maximum, the minimum of| f(z)| may be
attained at a point 2, contained in D. For example, consider the function f(z) = z
and yet f(z) is not a constant in D. However, if f(z) is a nonconstant analytic
is analytic in D, 1/| f(z) | cannot attain a maximum in D. Consequently | f(z)|
cannot attain a minimum in D. Thus, if R is a region consisting of a bounded
domain D and its boundary B, and if f(z) is a nonconstant function continuous
on R, analytic in D, and such that f(z) does not vanishat any point in D, then
| f(z) | attains its minimum on the boundary B.
Thefollowing theoremis foundto be usefulin the study of analytic mappings.
—THEOREM 8.2.4. Let C be a simple closed contour in the z plane and
let I” be its image in the w plane under the mapping w = F(z), where F(z) is
not identically equal to a constant andis analytic on C and its interior. If I’ is
simple closed, then w = F(z) maps the interior of C one-to-one onto the
Proof. Let us denote the interiors of C and I’ by D, and D,,, respectively.
Weshall assume, withoutloss of generality, that C is described in the positive
direction.
- If wy is any point not on L, then by (7.4.4) we have
N =F, a), (8.2.6)
where N is the numberof zeros of the function F(z) — w, interior to C and
uP, wo) is thé winding number of I" about the point w.
The remainderof the proof will consist of four steps..
1. No point exterior to I’ can be the image of a point in D,, For, suppose
 MAPPINGS OF DOMAINS 8.3 CONFORMAL MAPPING 293
292
to the contrary that F(z) = w for z, in D, and w, is exterior to I’. Then the is the image, of exactly one point z interior: to C. Let us denote the interiors
function F(z) — wp has at least one zero interior to C. Hence, we have N = | ' of C and F by (C) and I(L), respectively. Let T denote the mapping of J(C)
in (8.2.6), while by Theorem 5.5.2, ul’ wy) = 0. Weare thusled to a contra- into the w plane by the function. w = F(z). Let D, denote the inverse image
diction. under T of I(I'). (See Fig. 8.2.3.) Since the inverse image of an open set under
a continuous mapping is an openset (see Exercise 2.9.1), it follows that D, is
2. No point on I can be the image of a point in D,. For, suppose to the _
an openset.
contrary that F(z) = w» for 2, in D, and w, is on I’. By Lemma8.2.2 there —
exists a circle y with center at w» such that every point w, interior to y is the
N(wo}
image of a point in D,. (See Fig. 8.2.2.) By the Jordan Theorem 5.5.1, there
is a point w, interior to y and exterior to I’. Thus, a point exterior to I’ is the ©
image of a point in D,, contradicting 1.

Fic, 8.2.3

Since every point of I(I”) has exactly one antecedent in 1(C) and this ante-
Wo = F(z) cedent is in D,, it follows that J’ maps D, one-to-one onto II). Moreover, the
mapping T is continuous. By Lemma8.2.2, the image under. T of every open set
in D,is open. Consequently, T maps D, topologically onto N(w)) = I(L).
(See Exercise 2.9.9.) Thus the theorem is established.
Fic. 8.2.2
8.3. CONFORMAL MAPPING. Weshall first discuss some preliminary
3. It follows from 1 and 2 that the mapping w = F(z) maps D,into the concepts. For any complex constant A 4 0, the equation
interior of LF.
2 = & + As, OSs <m, (8.3.1)
4, The mapping w = F(z) maps D, one-to-one onto the interior of I’.
For, if w, is any point interior to I’, then by (8.2.6) and Theorem 5.6.1 we have defines a ray issuing from the point 2). Two equations
AL, w) = 1. - (8.2.7) z= 23, +As ‘and z=2,+'s, A, 0 KO, O<scw
Consequently, there is exactly one point 2in D, such that F(z) — wy = 0. define the sameray if
This shows (1) that every point interior to I’ is the image of a point in D,,
N=k, k>O, (8.3.2)
that is, the mapping is onto, and (2) each point interior to I” has only one
antecedent in D,, that is, the mapping is one-to-one, The theorem is thus Suppose that we are given two rays issuing from the point 2, .
established.
Ly 8 = 8% +A5 and Eni 8 = a + Ass, A, #0, A, <0, OSs <~m,
Remark 8.2.2. In Theorem 8.2.4, let C be described in the positive
Then; setting k = 1/| A | in (8.3.2), we see that Z, and Ly are also given by the
direction and let I“ be simple closed, It will then follow from (8.2.7) that Lis
equations
also described in the positive direction.
Ly: @ = % + Ajs and Lz =2,-+As, OXs <o,
THEOREM 8.2.5. Suppose that w = F(z) is analytic at z = 2, and
where
suppose that F’(z)) #0. Let w) = F(z). Then there exists a neighborhood
N(w,) of wp and a domain D, containing 2, such that w = F(z) is a topological xr
Ne == and i=
rg
.
mapping of D, onto N(w). Pe |Ay| Tal
Proof. Let F(z) be analytic in the neighborhood N(z9) of 2%. Since by | Since | A; | = 1, 7 = 1, 2, we have
hypothesis F’(2,) # 0, it follows from Lemma 8.2.1 that there exists a circle C
in N(z) and a circle T with center at w, such that any point7, interior to I’ AJA, = &, (8.3.3)
 294 CONFORMAL REPRESENTATION 8.3:CONFORMAL MAPPING. 295
The value of 8, determined up to a multiple of 27 in (8.3.3), is the angle through Proof. Let the simple contours Cy be as in (8. 3, 5).. Then. their
which the ray L, must be rotated about z, so that it will coincide with L,, and “images I’, and IP, are simple contou en by (see Definition 8.1.1 and
we write 6 = / (L,,L,). A counterclockwise rotation is assumed positive. Theorem 8.2: 5)

Tz =AMit) 4 St <B) Paz = HY’), % Sts Py,

Note that in general the value of the angle depends not only upon the
rays L,; and L,, but also upon their order, and we have 7 where
:

(8.3.10)
L(Ly, Ly) = — L(Ly, Ly). (8.3.4) Hy(t) = Uh10] and HO = Fly (t)].
Suppose now that Since I, and I, intersect at w, = F(a,),'\we:‘have from (8.3.6) and (8. 3.10)

Cyr z=h{t) oo StS fp, and Cyz=hft), wy S tSB, Wy = F(z) = A,(t,) = Fy(t,),.- a St, SA O% Sty S Bo

(8.3.5) Let now 5H; and 8h, denote respectively.the expressions

are two simple contours intersecting at Aft; +7) — Ht) and het, +4).— dt: 4 = 1,2, and 7 real,
Ry = y(t) = Aglt), 1S Sh, -ySh S Bp (8.3.6) Since H(t) = FUhA)], i = 1,2,it follows’that
and each having a tangent* at z). Then, in accordance with the definition of 5H = lim Plats + )] =Fade] = F'[ht,)] = F(z).
' . a tangent given in Section 5.1, the tangents to C, and C, are given by
m0 Bh,hts + 1)hilt)
Ly 8 = % +As and Ly zx = a + Ags, 0OSs<~m, Since by hypothesis F’(z)) +4 0, we thenhave for 7 real
where mt, He He _8hy 1,
A, = lim Pt
PM), peal, 7 = 1,2, (8.3.7) 8 fa razr] 5h, |Betin 2
in Tak” ©) Tey
mo In| | Adte +) — hilt) |
where A;, = 1, 2, are given in (8.3,1).
and consequently JA J=1, t= 1,2. It follows that each contour I, has. a tangent at Wo given by w = w) + BS,
where
By the angle, /(C,, C,), between the contours C, and C, at 29, we mean
the angle between the tangent rays, namely, the value of 6, determined up to
Fm)
by = TP@))*
FG
ya py
and [we | = 1, i=1,2. (8.3.11)
a multiple of 27, by the equality
Hence, if ¢d = Z(J,, F,), we then have .
(8.3.8) ei -- 12 Ag = ei.
By ri
where A, and A, are given in (8.3.7). and the theorem is established.

THEOREM 8.3.1. Let w = F(z) be analytic at zx = 2) with F’(z)) 4 0.
Then there exists a neighborhood N(z,) of 29 such that if C, and C, are simple
contours in N(z,) intersecting at 2», with tangents at 2,, then the images I’,
and I’, of C, and C,, respectively, are simple contours intersecting at Wy = F
Meo)
with tangents at w,), and
Z(Cy, Ce) = 204, 19). (8.3.9)
* Let z be a point on a contour C. Then 2 is contained in somesection
of C forming a simple contour. If C is a simple contour, then C has a unique
tangent at all points on C, except possibly for a finite number of points on
C where the tangent does not exist.
It is to be understood that any equality as given in (8.3.9) ii s true up to a
multiple of 27.
Let now w = F(z) be analytic in a neighborhood N(x) of 29, Let 2, 22
be two distinct points in N(29); arid.w,, #,-be their respective images under
the mapping w = F(z). It is not difficult to’ show (see Exercise 8.3.3) that if
F(z) exists, then given any «¢ > 0, there exists a § > 0 such that when
[21 — | < Sand | 2% — 29| < 5, we have
|e — 1) << 83.12)
 8.4 THE CASE F(z) =0 . 297
296 CONFORMAL REPRESENTATION

Remark 8.3.1. Thus, for F’(z9) 4 0, figures contained in a sufficiently 8.4. THE CASE.F(z) = 0
small neighborhood of z) are transformed under the mapping w =F(z) into
Definition 84.1. A point. & is said to be a critical point of the analytic
figures which are approximately similar .and magnified in the ratio of | F'(z)|
transformation w = F(z) if F’(z9).= 0. ,
to 1; | F’(z) | is called the ratio ofmagnification at z. However, it should be
The following theorem describes the nature of an analytic mapping in
remarked that since the ratio of magnification | F’(z,)| may vary frompoint
the neighborhoodofa critical point.
to point, large figures may be transformed into figures which bear little resem-
blance to the original.
Suppose that w = F(z) is a mapping of a domain containing Zp, and let THEOREM 8.4.1, Let the mapping w = F(z) be analytic and not
Wy = F(a). If Z(Cy, C,) = L(y, F,) for any two simple contours C,, C, identically equal to a constant in a neighborhood of z = 2. Let wy. = F(z) ,
intersecting at 2), having tangents at zy and lying in a-sufficiently small neighbor. and let k be the least positive integer such that F”(2,) 4 0. Then there exists
hood of 2, and their respective images I°,, I'y intersecting at w, then the a domain D, containing 2, and a neighborhood N(w,) of wg such that w = F(z)
mapping w = F(z) is said to be conformal at x = 2%. maps D, onto N(w,), and F(z) can be obtained as a product of a one-to-one
analytic mapping ¢ = G(z) of D, onto a neighborhood N;: | {| <p of £=0
Definition 8.3.1. If the mapping w = F(z) is conformal at each point followed by the mapping w = wy + £* of Nz onto N(w).
of a domain D, then the mapping is said to be conformal in D.
z plane w plane
Remark 8.3.2. From Theorem 8.3.1 we see that if F(z) is analytic and
F'(z) £0 in D, then the mapping w ==F(z) is conformal in D. Wealso see
from Theorem 8.2.5 that such a mapping is “locally” topological or bicontin-
uous. * However, it is not generally true that a conformal mapping of a domain .
D, onto D,, is one-to-one “in the large”. For example, let D, consist of the
complex plane with the point z = 0 removed and w = F(z) = 2°, then the points
% = + 2, are both mapped into the point w = 27. Hence D, when considered
as a whole is not mapped one-to-one. However, given any point 2) in D,, we
may construct a small circle C with center at z, such that for any point 2,
Fic. 8.4.1
interior to C, the point — z, is exterior to C. Then the interiorr of C will be
mapped one-to-one.
Proof. The Taylor expansion of F(z) about z == 2, is given by
EXERCISES 8.3
Fle) = Fle) +CD(s — ayn, FOR,) £0.
Oo. prin)
1. Suppose that w = f(z) is analytic within and on the circle C: |= — z)|=R
n=k *
Showthatif 2, and zg, are two distinct points interior to C, then
Since w = F(z) and wy = F(z,), we have
SR)—F(R) _ _l _
By — Be — FG) = mil e=pece ( —1] W — Wy = (8 — &)*A(z), (8.4.1)
2. Suppose that f(z) is analytic in a neighborhood N(z5) of a point 2. Show where
that for every « > 0 there exists a § > 0, depending only upon e, such
that if | 2, — %)| <8 and | 2, — 2)| <8, 2, 2, then 2, 2, are in N(2») Ne) = EPed
a9 (x — ay
nsk
and

| eS
S(%)
=f(22) * is by Theorem 6.6.2 analytic ina neighborhoodof 2). Moreover, by hypothesis
By Bo
— Fa)
7 <« : (k)
3. Show that the inequality of Exercise 2 above implies Xz) = 2 Leo) £0.
afea ||=
75
te)
i Ge 1) | From Theorem 5.17.1, it follows (see Exercise 5.17.17) that there exists a
neighborhood N(a») of 2) and an analytic function (z) such that
* Recall that a sopslogical or bicontinuous mappingis a continuous one-to-one
mapping whoseinverse is also continuous. [v(a)]* = Az) | (8.4.2)
298 ’ CONFORMAL REPRESENTATION
for z in N(z,). Let now
Gle) = (@ = a) ula). (8.43)
for z in N(z,). Then, from (8.4.1) to (8.4.3), we have oa .
an w — tv) = [G(2)}*. B44)
Consider the mapping a
| t= G(z) (8.4.5)
where G(z) is given in (8.4.3). Then, since A(z) 4 0, we have in virtue of -~
(8.4.2) that p(z,). 4 0. Differentiating (8.4.3) we see that G’(z9) = u(%) 4 0.
Also from (8.4.3), 9 = G(%) = 0. Hence by Theorem 8.2.5, there exists a
domain D, containing 2, and a neighborhood Nz: | £| <p of £ = 0 such that
¢ = G(z) maps D, bicontinuously onto N;. (See Fig. 8.4.1.)
Now consider the mapping
w= wW, +0 (8.4.6)
Since for any point £ and its image w we have from (8.4.6) that | w — w9'| = | ¢ |,
it is clear that every point in N;: | ¢] <p has its image under the mapping
(8.4.6) in N(w): | w — wo |< p*. Conversely, every point w= wy + re” in
N(w,) is the image of a point ¢ = r/4e®/* in N,.
The mapping given in (8.4.5) followed by the mapping given in (8.4.6)
transformsfirst every point z in D, into the point £ = G(z) in N;, then takes
the point { into the point , Thetransformation (8.4.6) then maps one-to-one each J’, onto the interior of the
W == Wy + bY = wy + [G(z)]* = wo + (2 — 2%)*A(z) = Fla).
Thus the mapping (8.4.5) followed by (8.4.6) yields the same transformation
of D, as the mapping w = F(z). The theorem is now established.
Remark 8.4.1. We may gain a better insight into. the mapping described
in Theorem 8.4.1 by examining more closely the mapping given in (8.4.6). If
we subdivide the disk | | <r into k equal sectors each having a central angle
equal to 27/k, then the transformation (8.4.6) will map each sector together
with its boundary onto the disk | w— w)| <r*. This mapping will be one-
to-one except that each of the radial boundaries L, and L, of the sector is mapped
onto the same segment L’, (See Fig.8.4.2.) , same radiusofthe circle | w — w)| = Rv
' Ilw—wol= rk
Fic. 8.4.2
8.4 THE CASE F(z) =0 299
Let us now take r <p in Theorem 8.4.1 and let us subdivide the circle
De ¢| =~, andits interior into k equal sectors.-It is not difficult to show
(see’Exercise8.4.2) that the inverse image of I"; is a simple closed contour C,
contained in D,, (See Fig. 8.4.3 for the case when k = 3.) Also, the inverse
Fic, 8.4.3
imageof the interior of I’; is the interior of C,, and the inverse image of each
radial line L,; is a contour C; joining 2, to a point on C,, 7 = 1,2, ++ &.
Thecontours C; (i = 1, 2, «++, k) subdivide the interior of C, into domains
D, each of which is mapped by (8.4.5) onto the interior I’, of a sector of Le.
circle | w — wy | = r* with the segment L’ removed. Thus w = F(z) maps
each of the domains D; onto the interior of the circle | w — wy| = 7* with
the segment L’ removed. On the other hand, each of the contours C;, is first
_ mapped by the transformation given in (8.4.5) onto oneof the radial lines L,;
and then all the L, are mapped by (8.4.6) onto the segment L’,
To summarize, we may say that there exists a domain D, containing %%
which may be subdivided into k “sectors” by contours issuing from 2). The
transformation w = F(z) maps each sector onto the interior, N(w»), of a circle
|~.— wy | == R. The mapping of each sector is one-to-one except that the
“radial” contours issuing from 29, and separating the sectors, all map into.the
Remark 8.4.2. Let w = f(z) be a mapping defined in a domain D. It
follows from Theorems8.3.1 and 8.4.1 that if the mapping w = f(z) is analytic
and locally one-to-one in D, then it is conformal in D. Conversely, it can be
shownthat if the mapping w = f(z) is conformal in D and if A f(z)] and
F[f(8)] are continuous functions of x and y with continuousfirst derivatives
for z = x + zy in D, then f(z)is analytic in D.
EXAMPLE8.4.1. Let us discuss the transformation w= g*, Since
wu= 27 = (x + ty)? = x — y® + Anyi,
300 CONFORMAL REPRESENTATION 8.4 THE CASE F(z) = 0 301
we have y or | .
u = x— yr, = dny. oe v8= — Ack(u — c2), | (8.4.7) |
Theratio of magnification at any point % = x9 + to is
The lines y = bs in the z plane map into a family of parabolas in the w plane
(f'(%) | = 2 | 20 |-
“=e — eh Uv = 2¢5%, —oO cx <om,
Thus the further z, is from the origin, the greater the ratio of magnification, or _.
The mapping given by w=? is everywhere conformal except when v = 4ch(u + c2). (8.4.8)
f'(%) = 2% = 0, that is, at the origin.
Let Observe that the family of parabolas in (8.4.7) and (8.4.8), being images of an
w= pet, z= rel? . orthogonal system, also form an. orthogonal system.
Fig. 8.4.4 shows how someofthe lines x = c, and y = c, in the z plane map
- Then w = 2? can be expressed in polar coordinates as into parabolas in the w plane.
pet <= 7220, - The region R,, bounded by
or
‘y =0; x= 2; x? — y= 1, x20, y2ZO,
p=r, $= 26.
is mapped by w = 2? onto the region R,,, bounded by |
Thus we see that the upper half of the z plane, that is, all points z = re*®,
r > 0,0 < @ < a, maps conformally one-to-one onto the domain D,consisting v=0;) &=—16u—4), v20; «=I,
of the entire w plane with the nonnegative real axis removed. Similarly, the as shown in Fig. 8.4.5. Observe that the angles at A, B, C, are respectively
lower half plane maps conformally one-to-one onto Dy. The nonpositive and
y , v
nonnegative halves of the x axis are each mapped onto the nonnegative half of
the w axis. z plane 3 .
The straight lines.x = c, in the x plane map into a family of parabolas
in the w plane 7+ C(L44/3)
w plane
u=c—y, v=2ay, —e<y<™,

ub
at C(2,/3)

_| ALR[B x Bi Ju
Oo} 1 2 234 5
Fic. 8.4.5

equalto those at A’, B’, C’. Also, note that the region R, does not have the same
shape as R,. As was remarked earlier, under a conformal mapping, a large
region in the z plane does not necessarily map into a similar region in the w
plane. oe ,

EXERCISES 8.4

1. Let f(z) be analytic in a domain D, and suppose that w = F(z): maps D,

one-to-one onto a domain D,,. Let z = g(w) define the inverse mapping of
Dy onto D,,
 302 _ CONFORMAL REPRESENTATION 8.5 THE LINEAR TRANSFORMATION 303

(a) Show that f’(z) A 0 in D,, Let

A=ae%, gz=re, w= pe,
(b) Show that g(w) is continuous in D,.
(c) Show that g(w) is analyticin D,. - _. Then (8.5.3) becomes .
a - pet? = aret(O+a,
2. Let w = F(z) be a one-to-one analytic mapping of a domain D, onto a’
domain D,,. Thus of
p= ar, ¢$=O0+a,
(a) Show thatif C, is a contour in D,, then its inverse image under w = F(z)
is a contour in D,, Hence the distances from the origin are magnified in the ratio a to 1, while
b) w is a simple
Show that if C,, P closed contour in D,,,
w
then its inverse image
8 all figures are rotated about the origin through the angle «. Thus, every
C, is a simple closed contour in D,, and the interior of C, is the inverse domain D, in the z plane is mapped conformally by this rotation and mangifica-
image of the interior C8 of C,. (Cy, is assumed interior to D,,.) tion onto a geometrically similar domain D,, in the w plane. [See Fig. 8.5.2,

y v
8.5. THE LINEAR TRANSFORMATION. A simple example of a one-
z plane w plane
to-one analytic (and hence conformal) mappingis the linear transformation
(8.5.1) Q'-2+6i)
w= Ag+B,

where A # 0 and B are complex constants. The mapping given by the function R(0+4i)}-——— Q[2+4i) R(- 4+ 4)
- in (8.5.1) may be studied by consideration of the following two special cases, ID
; 2 P(2+2i)
&= 45°
CASE 1.
.
Translation.
:
The general form is Ol |Pato)

w= z+ B, (8.5.2)
w= (1 + iz.
Each point z is displaced through the vector B,thatis,if
zs=ax+ti, w=utiv, B=), + ib, Fie. 8.5.2

then the image of any point (x, y) in the z plane is the point (# + },, y + b,) where w = (1 -+ 7) z. Here, the magnification ratio is */2 to 1 and the rotation
in the w plane. Since dw/dz = 1 # 0, a domain D, in the z plane is mapped is through an angle of 7/4.]
by (8.5.2) conformally onto a congruent domain D, in the w plane. [See The transformation given in (8.5.1) may be written:as
Fig. 8.5.1, where w = z +(2 +2).]
w=-W-+B, (8.5.4)
y
z plane a plane where
(8.5.5)
(245i) Q14+5i) y
R(O+4i) Q(2+4i)
Dw z plane
if D, ‘
TO B P'(4+4)
Of ove v RO+Ai) — 124i
oO. Pato)
+ D,
w= 2+ (2 + 4).
xe) + P(2+0i)
Fic. 8.5.1
| wad tae 2ta.
CASE2. Rotation-Magnification. “The general form is
A#0. (8.5.3) Fic. 8.5.3 ,
w= ABZ,
304 CONFORMAL REPRESENTATION 8.7 THE RECIPROCAL TRANSFORMATION 305
Thus, the mapping given in (8.5.1). may be obtained by performingthe rota- If 2 is any point.on C, then z = 2, + Re, It is not difficult to show (see
tion-magnification given in (8.5.5) followed by the translation in (8.5.4). It ~ Exercise 8.6.1) that for any point z on C ,
follows that the linear transformation (8.5.1) preserves the shapes of all Jigures,
[See Fig. 8.5.3 for the case when w =(1 +2) 2 +(2+2).] , 12—p
| | —f. (8.6.2)
z—¢q ‘R er
8.6. INVERSION WITH RESPECT TO A CIRCLE. Let € be circle Conversely, it can be shown (see Exercise 1.4.17) that
of radius R with center at 2). Let p # z» be any point at a distance p from 2°
and let g be a point on theradial line from 2, through p at a distance r from Bo | P| _ k, (8.6.3)
as shown in Fig. 8.6.1. Note that the points 29, p and arecollinear. If &—q

pr = R, | (8.6.1) where k is a real positive constant different from unity, represents a circle
(known as the circle of Apollonius) with respect to which p-and gq are inverse
then p andgaresaid to be inverse points with respectto the circle C:| x — 9 | = R; points. When k = 1 in (8.6.3), 2 is equidistant from the points p and q and
& and R are called respectively the center of inversion and radius of inversion, hence lies on the perpendicular bisector of the line joining them. Thus, the
Clearly, g is exterior to C, if and onlyif p is interior to C. If gison C, then ¢ equation | (z — p)/(z — g)| = represents a straight line forming the per-
coincides with p. In particular, when 29 = 0 and R =-1, we have pr = 1, pendicular bisector of the segment pq.
Then g and p are inverse points with respect to the unit circle; the center of
inversion is at the origin. EXERCISES 8.6
Let p and q be inverse points with respect to the circle
1. Show that for p > 0 and R > 0, we have
C: |z—2%|=R.
Rei? — pet? _p
Then using (1.5.6) and (1.6.1), we have (see Fig. 8.6.1) Reid — R git R°
Pp
2
,
p = % + pe, g = % + = ei, . . .
2. Show that two points p and g are inverse points ‘ .
with respect to the circle C:
|x — 2)| = R if, and only if, (p — 2) (@— &) = R®
y .

8.7. THE RECIPROCAL TRANSFORMATION:

w==F
1 (8.71
(8.7.1)

Instead of regarding corresponding values of z and w as being represented by

points in different planes, it is convenient at times to think of the w plane as
superposed upon the z plane. The numbers z and 1/z may then be represented,
by points P and Q, respectively, in the same plane.
i Using polar coordinates, (8.7.1) may be written as

wel.
pete = et
or pe,
1 o=—4, (8.7.2)

Thus, transformation (8.7.1) is the product of two consecutive transformations

x
O
. ,_1 4 = mo
Fic: 8.6.1 Ba, WHR, (8.7.3)
 ‘

306 CONFORMAL REPRESENTATION Eg,7 THE RECIPROCAL TRANSFORMATION 307

The first of these transformations, which is an inversion with respect to the ——THEOREM 8.7.1. The transformation w = I/z maps circles or straight
unit circle C, is followed by a second transformation whichis a, reflection in ines into> circles or straight lines,
the real axis as shownin Fig.8.7A. Thus, points exterior to C are mapped by
‘Inparticular, let us observe that the lines x = ¢, #0 and y =c, £0
map into circles which are tangent respectively to the v axis and u axis at the
P rigin. For,
Zz
w=u v=
1
Cc
z’
+e x + ty

P .
ives the relation

7 O rq *
= Sy — a4
_ x
4 x? 4 2 ?
w=Q
nd noticing that u? + v? = 1/(x? + y*), we obtain
_ u _
Fic. 8.7.1 .
ee? VO Re
Thus when x = ¢, and y = cy, we have
w == 1/z into points interior to C and conversely.
It is not difficult to show (see Exercise 1.4.8) that the equation of a circle iu _ v .
wty “1, ~~ ye + = C9. (8.7.5)
in the g plane is given by
Upon completing the square in equations (8.7.5), we obtain
azk + b2+ bz +¢=0, (8.7.4)
a |
where a ~ 0 and ¢ are real constants and b is a complex constant. In particular, (u—-
when c = 0, the circle goes through the origin (z = 0). When a = 0, (8.7.4)
Qe, ) += (52), v+(v+s-) =(),
reduces to the equation of a straight line. “ 3 which are the desired image circles of the lines x = c, 4Oand y = ce #0,
The transformation w = 1/z maps the circle given in (8.7.4) into another : f respectively. (See Fig.. 8.7.2.)
circle given by
cw + bi + bw +a =0 ife £0, Y z plane i woplane

or a straight line =-}2

1 = eho}
bi +bwta=0 ife=0.
ZOKIWA
a
_— C2=% I 3 \
Thus, # = 1/2 maps circles into circles except that circles passing through Oo
— LR Lb . ;
| ey 7 i %\
>u
g = 0 are mappedinto straightlines.
e=-5 / z \
Putting a = 0 and c 4 in (8.7.4), we see that lines not passing through f \
the origin are mapped by w = 1/z into the family I -2 |
\ |
. \ /
cw + b® + bw = 0 q=-2}2 61 \ ee 71
1 v7 C2=%4

of circles passing through w = 0.

Finally, putting 2 = 0 and c = 0 in (8.7.4), we see that thelines going
= I/z.
through z = 0 are mappedinto lines
Fic. 8.7.2
be + bw = 0,
passing through w =.0. We could also have arrived at the above result without resorting to com-
We may summarize the foregoing results in the following putation. For example, the line x = ¢ is perpendicular to the x axis. Now, the
308 oO - CONFORMAL REPRESENTATION,
x axis iss mapped:‘by w = 1/z onto the wu axis. (Why?) Since the line’x = ¢
c 0, does not pass through z = 0, its image is a circle I passing through
w =0. The mapping w =I/z being conformal, it follows that I’ must be -
2
perpendicular to the w axis (at w=!) Ic), and hence tangent to the v axis
atw = 0.
8.8. THE POINT AT INFINITY. The mapping given by { = 1/z maps
-the finite x plane one-to-oneonto thefinite { plane, except for the point x = 0,
which has no image, and the point £ == 0, which has no antecedent. However,
as was seen in Section 2.12, we may obtain the extended z plane by adjoining.
to the finite complex plane an ideal point z = oo. Wealso have foundit natural .
to define a neighborhood of z == ©as theset ofall finite 2exterior to a circle -
|z| = M, M > 0,together with the point z = o, Similarly, we may speak
of the extended ¢ plane.
When weassign respectively the images £ = o and ¢ =.0 to the points
zg —O and z —o, the transformation £ = 1/z becomes a one-to-one, mapping
of the extended z plane onto the extended ¢ plane.
To prove that this mapping. is continuous, we need to verify that if f° :
is the image of z, and N(é,) is any given neighborhoodof f, then there exists
a neighborhood N(z,) of %) which is mapped into N(¢). For the case when
f, and 2are both finite, this follows from the continuity of the function 1/z
for x finite and not equal to zero. In case zy = 0 and fg = 0, N(£q) consists of
all £ such that | {| > M for some constant M > 0. Clearly, the neighborhood © 3
N(>) of 2) = 0, which consists of all z such that |'z| < 1/M, is mapped into. 4
N({,). Similarly, when f, = 0 and 2% =, given N(£): | ¢| <M,then the
neighborhood N(%»): | z| > 1/M is mapped into N(é)).
In the same way, we can show that the inverse mapping which assigns to
each point £ its antecedent z = 1/£ is also continuous. Thus we have the following
THEOREM 8.8.1. Thetransformation £ = 1/z is abicontinuous mapping -
of the extended complex plane onto itself,
8.9 THE LINEAR FRACTIONAL TRANSFORMATION 309
Similarly, the derivatives of f(z) at z == o, are defined in terms of the
- derivatives of F(w) at w = 0.
. Phe curve Cz =f(t),« St<= Biis said to be a contour passing through
- the point at infinity if
= = M),aSt<A,
neato Ff
is a contour such that g(¢)) = 0 for somety,.« S t) < 8. Using w coordinates,
it is perfectly natural to speak of the tangent to C at z =o, and the angle
between two contours intersecting at x = oo,
Many of the theorems which we have proved for the finite complex plane
are valid also in the extended complex plane. Thus, for example, Theorems8.2.1,
8.2.2, 8.2.3, 8.2.5, 8.3.1, 8.4.1 and 5.17.1, hold equally well in the extended
complex. plane. However, we shall not take up the details here.
8.9. THE LINEAR FRACTIONAL TRANSFORMATION. Thetrans-
formation
az -b :
v= a? ad — be £0, (8.9.1)
wherea, 6, c, d are complex constants and z is a complex variable, is called a
linear fractionaltransformation. This transformation is also known as the bilinear
‘or Mébius transformation. 'The expression
ab
D = ad—be =|?
is called the determinant of the transformation. Observe that if D = 0, then
a/c = b/d and(8.9.1) reduces to w == constant. Thus, if D = 0, then all points
in the z plane would be mapped into the same pointin the w plane. Byiimposing
the condition that D 4 0, we are able to set aside thistrivial case; the trans-
formation w == (az + b)/(cz + d), D = ad — be = 0 will not be considered a
linear fractional transformation.

Weleave the following theorem as an exercise for the reader. ‘The transformation given in (8.9.1) has an1 inverse which is also a linear
fractional transformation for, solving for z in terms of w, we obtain

THEOREM 8.8.2. The linear transformation £ = az + b, where a 40 —b

and b aré constants, is a bicontinuous mapping of the extended complex plane eet
—cta
(8.9.2)
onto itself. and

The point z = o is mapped into the point = o. | OE | ad — be 320.

Remark 8.8.1. In Section 7.3, we have seen that one may speak of a - 4 q_ Also a linear fractional transformation followed
by a linear fractional
function f(z) as being analytic or having a singularity at z = oo, by resorting 3 f transformation results again ina linear fractional
transformation, for, let
to a second coordinate w related to the x coordinate by the equation z = 1/w.
Instead of considering directly the function f(z) in the neighborhood of z =)" _ az +b _jab _ az +5’ ja Bi
we consider the function F(w) = f(1/w) in the neighborhood of w = 0, ee +d’ p=|? 7 | x0 and a= c’z' + a’ x D= oy | 05
310 CONFORMAL REPRESENTATION : 8.10 INVARIANCE OF THE CROSS-RATIO 311
then it follows by direct substitution that ——THEOREM 8.9.2. The linear fractional transformation .

ee 9.3). =otP ad—be #0, (8.9.1)

where . , -jg a one-to-one analytic ‘mapping of the extended complex plane onto itself,
B _ aa’ + be! ab! + bd!) _ | ab) |a'B’ | _p-p +o. In view of Remark 8.4.2 and Theorem 8.9.2, transformation (8.9.1) is conformal.
ca’ + dc’ cb’ + dd’ ed! led i. Remark 8.9.2. Givena line L, then for anyM > 0,thereexists points z
on L such that | z| > M. Thus the point z = is an accumulation point |
When c = 0,the linear fractional transformation (8.9.1). reduces to the:
of L, and it is natural to regard x = o as belonging. to L. We shall often do
linear transformation (8.5.1) discussed in Section 8.5. When c ¥ 0,let
so. For convenience,lines in the extended complex plane mayalso be referred
‘to as circles. We leave it for the reader to show that the linear transformation
zs =cz-+d, a =a (8.5.1) and the reciprocal transformation (8.7.1) map any circle one-to-one
onto a circle, It follows that the linear fractional transformation (8.9.1), which
then (8.9.1) can be written as is a product of the linear and reciprocal transformations in (8.9.4), also maps
any circle one-to-one onto a circle.
wat bc — ad 2"
¢ c . 8.10. INVARIANCE OF THE CROSS-RATIO. Suppose that the linear
7 fractional transformation (8.9.1) maps four distinct finite points 21, 29, 33, 24 of
Thus when ¢ # 0, the transformation ' the z plane respectively into four corresponding finite points 2,, w,, w,, w, of
_ at b ad — be #0, the w plane. Consider the equations
cx +d ad — be
Ww; — WW, = (cz,
“ex, FE Big)s i,k = 1, 2, 3, 4.
may be obtained by performing successively in the order’ given the following
transformations Taking 1 = 1, k = 4 and i = 3, k = 2 in the above equations, we get
; ” 1 a be —ad ,,.
(le es +d, (Q)2e”= 5, (GB) ws=z+— 2 (8.9.4) (wy — wy) (205 —- wp) = S(x, —34)(23 — 22); (8.10.1)
- where
The transformations (1) and (3) are linear mappings discussed in Section 8.5, ! (ad — be)?
.
while (2) is the reciprocal transformation discussed in Section 8.7. From #[— , ~ (ex Fd) (cz, +d) (czy +d) (cz, +d) (8.10.2)
Theorems 8.8.1 and 8.8.2, each of the transformations given in (8.9.4) is a
bicontinuous mapping of the extended complex plane onto itself. Utilizing Since S is symmetric in 2, 3, %, 24, we also have
Exercise 2.9.5, we then have the following | (w, — wy) (avg — 104) = S(x, — %2) (% — %)- (8.10.3)

——THEOREM 8.9.1. The linear fractional transformation Since all the 2,’s and w,’s (j = 1, «++, 4) are distinct, we obtain upon dividing
- - (8.10.1) by (8.10.3) ,
_aztob
ate? ad—be #0, - (8.9.1) . (w, — w,) (Ww, — We) _ (%1 = 4) (%s — 22) (8.10.4)
(w, — Wp) (wz — 4) (%1 — 2) (%3 — 24)" —
is a bicontinuous mapping of the extended complex plane ontoitself. . .
Pping Plex P The right-hand side of (8.10.4) is called the cross-ratio of the four points
%, %) %g, %q and is denoted by (2, 2, 23, 34). Thus we may rewrite (8.10.4) as
The point g = is mapped into w = a/e and the point z=— adc is
mapped into w = 0, (21, Wa, Wg, Wy) = (%1, Bay Bap 24)s (8.10.5)
Remark 8.9.1. Utilizing (8.9.2), (8.9.3), Theorem 8.9.1, and Exer- Relation (8.10.5) asserts that under a linear fractional transformation, the
cise 2.9.12, we see that the set of linear fractional transformations forms a group. . ¢ross-ratio of four distinct finite points which map into four finite points is
Weleave it as an exercise for the reader to establish the following invariant.
312 CONFORMAL REPRESENTATION®.
The definition of cross--ratio may be extended by continuity to the case.”
when one ofthe points is the point at infinity. For example, the CYOS8-ratio ©
(0°, 29, 3, %4) is defined as lim,,50 (2p Bay By, 8,4). Thus
(~, Boy By %) =
_ lim (1 = 24/21) (23 — Ba) & — &e
: 8.10.6)
170 (1 — 29/21) (23 — 4) Bz Bq -
Similar expressions are obtained if z,, 3 or 2, is the pointat infinity. By taking,
the limit of both sides in (8.10.4), we see that the invariance of the cross-ratio
also holds in case one of the z; or w; is equal to infinity. We thus have the
following
-T.HEOREM 8.10.1. ‘The cross-ratio of four distinct points in the extended
complex plane is invariant underthe linear fractional transformation
— as+db
ee +d’
ad — be #0. _ (8.9.1)
Remark 8.10.1. Let 21, 29, 83 be three distinct points, not necessarily all
finite, in the extended complex plane, and consider the mapping £ = F(z),
where F(z) = (2%, &, 23, 8). Although the cross-ratio (21, 22, 3,2) has been
defined only for the case when g is distinct from z,, 7 = 1, 2,3, we can define
¢; = F(x;) as
t, = limF(z) = F(a). | (8.10.7)
Clearly, we then have ¢, = 0, ¢, = 1 and { = 0,
Weleaveit as an exercise for the reader to verify that the mapping £ = F(z)
thus becomes a linear fractional transformation. In view of Theorem 8.9.1,
it follows that £ approachesthe points 0, 1 and © if, and only if, its antecedent
z under F approaches the points z,, 2, and 25, respectively.
THEOREM 8.10.2. Let z; and w,, 7 = 1, 2, 3, be distinct points in the
extended z and w plane, respectively. Then there exists a uniquelinearfractional
transformation mapping 2, respectively into w,, 7 = 1, 2, 3.
Proof. Note that the w; and 2; are not required to be all finite. Wefirst
observe that if such a linear fractional transformation exists, and w denotes the
image of 2, then by the invariance of the cross ratio under a linear fractional
transformation we must have
(2%, We, Ws, w) = (#1, Ba, Bg, 8).
Solving for w in (8.10.8), we obtain
_ ag + B
ye + 8?
03 — By % 0, (8.10.9)
3.10 INVARIANCE OF THE CROSS-RATIO 313:
where a,f, y and 5 are complex constants depending upon 2, and W,, t= 1,2,3.
[See Exercise 8.10.16(b).]
_ If we let 'z-> 2, then the right hand member of, (8.10.8) approaches
zero. In view of Remark 8.10.1, it follows that.w approaches w,. Hence, if we
let 2 —> %, then the value of w obtained from (8.10.9) approaches w,. Similarly,
( 6) if 3—> % OF X—> By, then the value of w obtained from (8.10.9) approaches as
a limit w, or Ws, respectively, Consequently, (8.10.9) is the desired linear
fractional transformation mapping 2, 2, and 2, into w,, w, and ws, respectively,
thus establishing the theorem.
Remark 8.10.2. It now follows that if C, and C,, are any two circles in
the x plane and w planerespectively, then a linear fractional transformation can
always be found which will map C, onto C,,. (Here, by a “circle”, we mean either
a circle or a straight line.) To see this, we may: choose three distinct points
21) 8g) %3 on C, and three distinct points w,, w, w; on C,,. Then the transforma-
tion which maps 2; respectively into w,, 7 = 1, 2,3, maps C, onto the circle C,,
passing through w,, wy and w,.
- EXERCISES 8.10
1. Verify (8.10.2).
. Show that under the transformation w = iz ++ 1 the image of the semi-
_ infinite strip * > 4, ¢ <y < cy, is the semi-infinite strip
vy>ag, l—oag <u<1l—ey
. Under the transformation w = 1 /z show that the image of
(a) the infinite strip 0 <y < I/2c, ¢ > 0 is the domain
w+ (vtec> c, v <Q;
(b) the circle | 2 — % | = | 20 | 4 0 is the line R(wz) = 1/2;
(c) the circle | z | = is the circle | w| = 1/7;
(d) the hyperbola x? — y* = 1 is the lemniscate of Bernoulli, p? = cos 2¢,
(w = pe’*).
. Under the transformation w = 2/(z — 1) show that the image of
(a) the half plane y = 0 is the half plane v <0;
(b) the half plane « = 0 is the region | w — 1/2| = 1/2;
(c) the disk | x | < 1 is the half plane uw < 1/2; |
(d) the half plane x < 1/2 is the disk | w| < 1;
(e) the line x = is the line uv = 1.
(8.10.8) . Under the transformation w = (z — 1)/(z + 7) show that the image of
(a) the half plane y > is the disk | w| <1;
(b) the half plane x > 0 is the half plane v < 0;
(c) the disk | z| < 1 is the half plane u < 0;
(d) the line y = —1 isthe lineu = 1.
314 CONFORMAL REPRESENTATIOQ 3.10 INVARIANCE OF THE CROSS-RATIO 315

6. Show that if under the mapping w = 1/z a circle C of radius r and cente Note that the transformation given in (8.9.1) has at mosttwo invariant
at 2 ismappedontoa circle I" of radius p and center wo, then points. Supposethat the linearfractional transformation (8.9,1) has invariant
- points r and s. Establish the following results:
r . » “Zo
PSS >? “9 = > 8 -(c) if (d + a)? = 4D and c £0, thenr =s;
| %% — 7 | %o%o _ 7
(d) if d+ a)? 44D and c #0, then sr #83
7. Show that if under the transformation w = az + 5, a circle C of radius ; (e) if ry = s and c #0, then (8.9.1) can be written as -
and center at 2, is mapped onto circle I of radius p and center. at w,, then

p=l|alr, Wy = az, + b. w—r

tt
&—fT
4g,
8. Show that if under the linear fractional transformation where a # 0 is a constant;

— az +b
(f£) ifr 4 s and ¢ £0,then (8.9.1) can be written as
D = ad — be £0, c #0,
ee +d’ w—r s—r
=a
,
w—s z—S
a circle C of radius r and center at 2) is mapped onto circle T' of radius p -:
and center at wp», then where « ~ 0 is a constant;

=p(4 | w= £2 [_ Fo _(g) express the relation

Pe Tao tdeR—PT Ve 8 ee lycx, tae — leper _ 13ig + 75
- 9. Show that if, under an inversion with respect to a circle of radius R, a 32 — 58
circle C with radius 7 is mapped onto a circle I of radius p, then in the form (f) above.

Ry
. Find the invariant points of the following transformations:
Te _P]”
1, _ 1 . _ 8.
(a)w=-; (b) w => w= sy
where o is the distance from the center of C to the center of inversion.
10. Show that under the linear fractional transformation atl. gti. _ 5sa+7.
(d) w= 7) (ce) w= (f) w= 5 ?

_ 22 +3
eB
4? — 16x — 25. — set 2 . _ wd
(3) W= Te (h) w= (i) O= Pts
the circle C: | s — 2i| = 2 is mapped onto the circle I:
. Find thelinear fractional transformations which map respectively:
| ose) 11
(a) 3, = 0, 2, = 7, 2g = —dintow, = 1, w, = —1, Hw, = 0;
|? 8
g°
(b) 2, = 2, 2 = 7, 2, = — 2 intow, = 1, w, =i, w, = — 1;
11. The invariant points (or fixed points) of a transformation w = f(z) are’ (c) 3 = 1,2, =1, 2; = Ointow, = 0, w, =i, 0, = 1;
given by the solutions of the equation z = f(z). Suppose that we are (d) 2, =0, 2%, =, 23 = | into w, =~, w, = 0, ws = 4;
given a linear fractional transformation ©
(ce) & = 8, 8 = %, F = By ( q, and 2, distinct) into w, = 0, w, = 1,

=> 4d’
az +b
D = ad — be # 0, (8.9.1)
_ Wy = >,
(f) the cube roots of unity 2,.= 1, 2, = w, 23 = w? into w, = 0, w, = 1,
Wg == 00,
which is not the identity transformation, Show that
(a) if ¢ =0 and d ~a, then x =o and zg = b/(d — a) are invariant 14. Given the linear fractional transformation
points; az +b
(b) if ¢ = 0 and d = a, then.the only invariant point is x =o, ~~ ex + d’
ad—be #0. (8.9.1)
316 CONFORMAL REPRESENTATION: “gl SYMMETRY WITH RESPECT TO A CIRCLE 317
Prove that the family of circles through the two fixed points (assumed: 23. (a) Suppose that w, and w, are the images of 2, and Be respectively under
distinct) of (8.9.1):and the family of circles orthogonal to them each trang. , the transformation
forms under(8.9.1) intoitself. god
15. Show that under the transformation w = (22 + 3)/(32 — 2) the center ‘of
w= R
+2’
R>0.
the w circle passing through the points corresponding to z = 0, 2 =i,
Show that if 22 = z,, then w, = R®/w,; and conversely;
g = —i7is at w = — 5/12 and its radius is 13/12.
(b) Show that the transformation
16. (a) Show that thecross-ratio
Z—14
w=R zai? R> 0,
(% — 2) (83 — 2) 21, Bq) Sy distinct
A= (yy 2 2 *) ~ (21 — &2) (%3 ~ 2) mapsthereal axis of the 2 plane onto the circle | w| = R;
can be written as c) Show that if w,| |+ R, R > 0, them any y circle passing throug the
passing through
points w, and R?/aw, is orthogonalto the circle | w| = R;
az +b
= dd’ ad — be 4.0 (d) Show that if z, and g, are two points such that every circle through
8, and 2, is orthogonal to the real axis, then 2, =23;
where
(e) Show that if w, and w, are two points such that any circle passing
A = (%_ — 83), b = By(2% — Rp) € = (Sy — %), d = 24(%1 — 2), through them is perpendicularto the circle | w | = R, then w, = R2/w,.
sad — be = (2% — &) (% — &3) (3 = 24): . Given twocircles P’ and y tangentat a point 2). Show that underan inversion
with respectto a circle C with center at 29, [and y are transformedinto two
(b) Show that a3 — By # 0 in (8.10.9). parallel lines.
17. Show that . Given twocircles [and y intersecting at the points z, and z,. Show that
(0, 1, 2, A) = A. under an inversion with respect to a circle C with center at 2), I’ and y
Use this result to show that four distinct points 3, %2, 33, 34 lie on a circle are transformed into twolines intersecting at an angle equal to that formed
if, and only if, their cross-ratio (21, 2g, 23, 24) is a real number. by the circles I and y.

18. Prove that if four points 2, 22, 23, %, are arranged in the given order around . Let w = f(z) be a linear fractional transformation, Let C be a simple
a circle, then the cross-ratio (1, 2, 23, 24) < 0. closed contourin-the finite z plane, and I its imagein thefinite w plane.
Showthat I’ is a simple closed contour and that the exterior of C is mapped
19. Prove that if we interchange thefirst two or last two points in the cross-
either onto the interior of I’ or onto the exterior of I.
ratio (24, %g) 2g) %4) = A, then the cross-ratio is changed to 1 — A.
20. Show that if we form all possible cross-ratios of the four distinct numbers
8.11. SYMMETRY WITH RESPECT TO A CIRCLE. Two points 2,
0, 1, 2, A, we obtain the six numbers
and z, are said to be symmetric with respect to a line L,if L is the perpendicular
1 1 A A-l bisector of the line segment joining 2, to 25. (See Fig. 8.11.1.) It is not difficult
MLD oy

Z|
(each occurring four times) and no others. More generally, let 21, 22, 23) 24
be four distinct points in theextended complex plane, and let A = (21,22, 2a, 24).
Show that by forming all permutations of 21, 2), 23, 24 in the expression
for A, we obtain the above |six numbers.

21. Suppose that z, and z, are inverse points with respect to acircle C and
2, and+2, are two arbitrary points on C. Let A= (a1 oy Bg) Bq). Prove —
that |A| = 1.
C
22. Prove Ptolemy’s theorem (see Exercise 1.6.18) using the properties of
cross-ratios. Fic, 8.11.1
318 CONFORMAL REPRESENTATIO
to show that two points z, and z, are symmetric with respect to @line L j
and onlyif, every circle C passing through 2, and 2, intersects L orthogonal]
Weshall take this property of orthogonality as a definition of symmetry of:
two points with respect to a line. Furthermore, we shall extend this definition
to the caseof a circle.
Definition 8.11.1. “Two points z, and. z, are symmetric with respect to q:
circle I’ if every circle or straight line passing through 2, and 2, intersects [:
orthogonally.
Weobserve that, according to this definition, if z, is the center of I’ and
&, — , then 2, and.z, are symmetric with respectto I’, For, the only “circles”:
passing through z, and gz, are straight lines through the center of I’, and they
are clearly orthogonal to I’.
—THEOREM.8.11.1. Twofinite points p and g are symmetric-with respect
to the circle I’ if, and only if, p and q are inverse points with respect to I.
Proof. Suppose that p and q are inverse points with respect to the circle
I’ with center at O, and let C be any circle passing through p and gq. (See
Fig. 8.11.2.) Let M be a point of intersection of C and I’. Let the distances
8.12 EXAMPLES OF LINEAR FRACTIONAL TRANSFORMATIONS 319 ©
Since linear fractional transformations are conformal (see Theorem 8.9.2);
it follows that orthogonal circles or straight lines are mapped into orthogonal
circlesor straight lines. Thus we have the following
__-THEOREM 8.11.2. Let I be a circle or straight line. Then under a
linear fractional transformation, the points 2, and 2, are symmetric with respect
to I’ if, and only if, their respective images w,, w, are symmetric with respect
to the image of I.
8.12, SOME EXAMPLES OF LINEAR FRACTIONAL
TRANSFORMATIONS
EXAMPLE8.12.1. To find all linear fractional transformations of the upper
half plane 4(z) > 0 onto the upper half plane #(w) > 0.
Solution. Since thelinear fractional transformation w = (az +- b)/(cz + d)
is one-to-one arid analytic in the extended complex plane (see Theorem
* 8.9.2), the boundary .4(z) =0 must maponto the boundary ¥(w) = 0. (Why?)
Consequently, we searchfirst for all linear fractional transformations mapping
the line ¥(z) = 0 onto the line 4(w) = 0.
Let zs = 2,,17 = 1, 2, 3, be the points on %(z) =0 which maprespectively
into w = 0, 1,0, Then, if w is the image of z, we have by the invariance
of the cross-ratio (see Theorem 8.10.1), (0, 1,-, w) = (2, %) 23, 2). But
(0, 1,0, w) = w, hence w = (2), 25, 83, 2). Since 21, 2, and 2g are all real, it
"follows that the linear fractional transformation mapping 4(z) = 0 onto
- J(w) = 0 is given by

ox +8
ad — By #0, a, B, y, and 6 are real, (8.12.1)
~ ya +8?
Fie. 8.11.2 Conversely, any linear fractional transformation (8.12.1) maps real z into
real w, and maps .4(z) = 0 onto ¥(w) = 0.
from O to p and Oto q be denoted by p and 7, respectively. Then from (8.6. 1) Let now z = x + ty, y > 0, be a point in the half plane .4(z) > 0, and
we have ; let w be the image of z under the transformation (8.12.1). Then, as a simple
(OM)? = pr. ~ (8.11.1) computation shows, we have

It is known from elementary geometry thatif (8.11.1) is satisfied, then OM is $(w) = my (8.12.2)
tangent to the circle C. Hence I is orthogonal to C. (ye + 8)? + pPy? *
Conversely, suppose that p and qg have the property that every circle or Hence ¥(w) > 0 only if «5 — By > 0.
straight line passing through‘them is orthogonal to I’, then the straight line pq Conversely,if «8 — By > 0,then the transformation(8.12.1) maps.4(z) > 0
must also be orthogonal to I and hence passes through the center O of I. into £(w) >0, and it is not difficult to show (see Exercise 8.12.10) that this
Thus the points O, p and g arecollinear. Let C be any circle passing through p - .mapping is also onto.
and q, and let M be anintersection of C and I. (See Fig. 8.11.2.) Since OM
is tangent to C, we have from geometry that (OM)? = pr. Hence p and gq are _ EXAMPLE 8.12.2. To find ail linear fractional transformations that map
inverse points with respect to I’, and the theorem is established. the upper half plane $(z) > 0 onto the interior of the circle | w| = p.
320 ; CONFORMAL REPRESENTATYO B 3,12 EXAMPLES OF LINEAR FRACTIONAL TRANSFORMATIONS 321
Solution. As in Example 8.12.1, we first seek all linear fractional trans. Weshall first .deal with the case in which b Z 0 and ¢ x 0 in (8.12.3).
formations : . ‘The desired transformation then takes. theform
_ azt+b. az — 2B
cz 4a’ ad — be £0, w= Tyee
A (8.12.6)

which map the line 4(z) = 0 onto the circle |w| =p. | . where 2) = — bla 40 and % = — de.
For z on 4(z) = 0, we have p =|w| = | (az + b)/(cz + 2). Letting - The points w = 0 and w = oo are symmetric with respect to the circle
z+ we get p = |a/c |. Consequently, a and ¢ are both different from zero, |w| =p. From Theorem 8.11.2 their antecedents z) and 2, are symmetric
and we may write a/c = pe’, where a is real. Thus (8.12.3) may be written as with respect to the circle | z | = p. Since 29 and 2; are finite points, from Theo-
oo a rem 8.11.1 the points 2 and 2, are inverse points with respect to thecircle
w = pet 3 Fo (8.12.4) | z| = p. Hence 2, = p?/z9. (See Exercise 8.6.2.) Substituting this value of 2,
e— &% ; into (8.12.6), we get .
where x») = —b/a and a = — dle. w ayo, (8.12.7)
The points w = 0 and w= are symmetric with respect to the circlé 0% ~ P
|w| =p. Hence by Theorem 8.11.2, their respective antecedents 7 = &) and where y = a8,/c.
& = 2, under the transformation (8.12.4) are symmetric with respect to the If z = peis any point on thecircle | | = p, thenits image under (8.12.7)
line 4(z) = 0. It follows that 2, = %. Also, since the image w = 0 of z= 2, is on the circle | w| = p and we have
is interior to the circle | w| =p, 2) is in the upper half plane. Hence, the « pe? — x,
. .
desired transformation must be of the type |
_ lw
p=|wl=|y pers, =p
ye"?
>
pei? — &
pe— &, =
ly
>

w = pete &— 0 , F(z) > 0. (8.12.5) Hence ly | = p and we may write y = pe“, where « is a real number. Further-
& —& more, since 2, is the antecedent of w = 0 and w = isinterior to | w| = p,
it follows that . Thus the desired transf ti t be of the f
Conversely, any transformation of the type (8.12. 5):mapsthe line 4(z) = it follows that | #9 | <p. Thus the desired transformation must be of the form
onto the circle | w| = p. For, if z is real, then s — z, = ¥ — & and conse- | w = preit 2 _ Zo areal, |2| <p. (8.12.8)
quently 29% — pr
|w| = pz
e—2o| _ Conversely, any, transformation of the type given in (8.12.8) maps | z| <+P
z—2%l
Pig onto w| <p. Pp» Weshall leave the verification for the reader.
In case 6 = 0 in (8.12.3), then the image of s = 0 is w — 0. It follows
Moreover, since one point z = 2, of ¥(z) > 0 is mapped into the interior of then from the preservation of symmetry (see Theorem 8.11.2) that the image
|w| =p, it follows from Theorem 2.9.2 and Exercise 2.9.11 that the domain . of z = © is w = %, and consequently we must-have c = 0. However, if c = 0,
4(z) > 0 is mapped onto the interior of the circle | w| = p. the transformation (8.12.3) reduces to alinear mapping (8.5.1), and it is not
difficult to show (see Exercise 8.10.7) that it is of the form w = e!*g, w real,
EXAMPLE 8.12.3. ‘To find all linear fractional transformations that map. . However, this mapping may be obtained from (8.12.8) by setting 2, = 0.
the interior of the circle.| z| = p onto the interior of the circle | w| = p. Thus (8.12.8) gives us all the linear fractional transformations mapping the
Solution. We begin by finding all linear fractional transformations interior of the circle | z| = ponto the interior of the circle | w| = p.

azs+b EXAMPLE 8.12.4, To find all linear fractional transformations that map
~ cz +a’ ad — be #0, (8.12.3) © the region enclosed by two circular arcs onto the region enclosed by the sides of
an angle in standard position.
that If
will
in map the we
(8.12.3) circle
had |@z|= = p ontothethe
0,then circle | w| = p.
antecedent . . - o :
of w — 0 would be z = Solution . Let et the
th circular arcs and the angle be as in Fig. . 8.12.1,
8.12, and let
but the antecedent of w = 0 is a point in the interior of | z| =p. It follows az +b
that a £0. wate) = te ad — be 0, (8.12.3)
322 _ CONFORMAL REPRESENTATION [2 EXAMPLES OF LINEAR FRACTIONAL TRANSFORMATIONS 323
be the desired transformation’ mapping the ‘circular arcs C; Cy ‘respectivel o matter whatpoint ¢ is taken on C,. This is in agreement with the theorem
onto the sides L,, L,; and mapping 2, 22.the points of intersection of th, f elementary geometry stating that the measure of an angle inscribed in a
“givert arc of a circle does not depend ontheposition of the vertex.
Wealso observe that nothing is changed whenthe region to be mapped is
enclosed by a circular are and line segment. The desired transformation is
again given by (8. 12. 11). In Particular, whenin Fig. 8.12.1, Cj is a line segment,
we have

— &
Z2 — z, = 7,
vy = Arg oS
;

and (8.12.11) becomes

w=
— _
pr.
,* 741
(8.12.12)
Fic. 8.12.1
EXERCISES 8.12
- Note that since the mapping (8.12.3) is conformal (see Theorem 8.9.2),
we have /(C,,C,) = /(L,,L,); note also that L, is the nonnegative real. 1, Show that every linear fractional transformation of the form
axis in the w plane. Since 2,, 2, map respectively into w = 0, w = ~, we have Az—B
= TTY A 0,
8, = — dja, %, = — djc, and ac A O,.and (8.12.3) becomes Be—A *
is equivalent to the transformation (8.12.8) with 2 = B/A, p = 1 and
w=y =, (8.12.9)
~~ 62 a = 2 Arg A,
where y = afe. 2. Show that the transformation (8.12.11) maps the circular arcs. C,, C,
Let.¢,, 6, 4 2%, and Z, # 2, bea fixed point on Cj. Letits image bew = w, _ respectively onto the lines £,,Z,, and the interior of the crescent formed
for some arbitrary w, > 0. Substituting z = £, into (8.12.9), we get by C, and C, onto the interior of the angle formed by L, and L,. (See
Fig. 8.12.1.)
w, =p Bo, . (8.12.10) 3. Show that the most general linear fractional transformation taking the
C1 — 22
circle | x | = 2 ontoitself and the point 4 into the origin is given by
Let op = arg [(L; — %9)/(G —m)] and let p = 2, | (& — aa)/(L — 1) |. We eo
see that y = pe’and that (8.12.9) must have the form w= ee ; a real,
z—1
w = peito 7
= 1 (8.12.11) 4. Showthatif | ¢| = | d|, then the linear fractional transformation
Z— RB,’
az +b .
where (up to a multiple of277) «ais the fixed real numberAre [61 — 2a)(Sr — 21) = +d ’ ad — be f 0,

and p is any positive number.

Conversely, it is not difficult to show (see Exercise 8.12.2) that 6. 12.11)
is a transformation having the desired properties.
Remark 8.12.1. From the characterization of (8.12.11) as the set of all~.
linear fractional transformations mapping 2), 2), respectively, into w =0, ~ and:
mapping the region enclosed by C, and C, onto the angle «, it follows that a
is independent‘of the fixed point ¢, chosen on C,, that is,
transforms the unit circle in the 2 planeinto a straightline.
5. Find all linear fractional transformations mapping z = 1 into w = 0 and
the region bounded by the x axis and the lowerhalf of the unit circle onto
the first quadrant of the w plane.
6. Show that the general linear fractional transformation of the interior of
the circle | z | = p onto the interior of the circle | w| = 7 is given by

ca = Arg (72), w = rpets >

z—2
70
Bok — pe’
a real and | z5| <p.
Do
324 CONFORMAL REPRESENTATION, 8.13 THE TRANSFORMATION 325

4, Find the linear fractional transformation which maps the interior of the; This showsthat if a point z is mappedinto a point w, then & is mapped into #,
circle | z| = | onto the interior of the circle | w — 1| = 1 and makes the “that is, conjugate points are mappedinto conjugate points. Hence, if we know
= 0, 1, respectively.
points w = 1/2, 0 correspond to z= the image of the upperhalf of the z plane, we can get.the image of the lower
_ half of the z plane.
8. Given the transformation
Furthermore, if we substitute
Bs for z in (8.13.1), we again obtain

ES krealandk #4 +1.
t+ =.
&

Show that under this transformation the circle | z| = 1 is mapped onto This showsthat if z is mapped into a point a,its inverse point k?/# with respect
the circle | w | = 1. Prove also that, if z = e® and Arg (w + 1) = 4, then ' to thecircle | z| =k (see Exercise 8.6.2) is mapped into #. In other words,
(k +1) tang = (k — 1) tang. - inverse points map into conjugate points. Hence, if we know the image of the
exterior of the circle | z | = k, we will also know the image of the interior of
9. Show that the most general linear fractional transformation taking the. the circle | z| =k.
imaginary axis onto the unit circle is given by Also, if we substitute — % for z in (8.13.1), we obtain — #. This shows
‘that the points that are symmetric with respect to the y axis map into points
w = ete —
1 Bo. « real and ¥(z,) # 0. that are symmetric with respect to the vw axis. (w—=u-+i = 2+ kz,
k>0, 2 = + ty.) ‘
‘Weshall now show that the set A,, consisting of the points in the first
10. Let w = (az + 8)/(yz + 8) where a, 8, y, 8 are real and ad — By > 0. quadrantof the z plane exterior to the circle | z | = &, is mapped in one-to-one
Show that this transformation maps the upper half plane (2) > 0 onto fashion by the transformation (8.13.1) onto the set A,,, consisting of the points
the upper half plane %(w) > 0. in the first quadrant of the w plane.
Let us consider the point
8.13.. THE TRANSFORMATION gre, r>0. (8.13.2)
Rk Then its image w under the mapping (8.13.1) is given by
waste, k>O. (8.13.1)
z
wut io= ret Ew (r+ =) cose +i (r—*) sino.
This transformation is of interest in fluid dynamics.
Note that w becomes infinite at z = 0, and Therefore -
u = acos 8, v = bsin @, (8.13.3)
dw Re
dz x where
: : 2 2 2 __ p2
. anttP yi MTF. (8.13.4)
vanishes at x = +k. The points x = +k play a special role in this trans- r . r
formation. Also observe that the ratio ofmagnification (see Remark 8.3.1)
Let R, and R, be any two positive. numbers such that k < R, < R,. Let
+ = R, and let @ increase from.0 to 7/2. Then the pom & traverses in a counter-
——|> 1 as 3 —> ©,
clockwise direction a quadrant ofthecircle | z | = R,, starting at A: zs = R,
and ending at B: x = iR,, while the image point w describes counterclockwise
Thus, a figure far away from the origin in the z plane is mapped onto an almost the quadrant A'B’ of the ellipse (8.13.3), with
identical figure at a distance far away from theorigin in the w plane.
Substituting 2 for z in (8.13.1), we obtain _ R+R _ R-F
R, and b=

f(yEl aa (See Fig. 8.13.1.)

326 CONFORMAL REPRESENTATION ° 8.14 THE TRANSFORMATION UNDER (8.13.1) 327
interior to I’ while their image point w, will be interior to I’. But this contra-
Now let us fix the value of @ at 6 = 7/2 andlet 7 decrease from r = R,
dicts the fact that the interior of I is mapped onto theinterior of I” in a one-
to r = R,. We see that the image of the point z'= redescribes downward — to-one fashion. __ ,
the segment B’C’, where
In view of the foregoing results we have the following
RR
Beak and GC’ =i
_Ri-F
Ro ——THEOREM 8.13.1. Under the transformation

want, k>0, (8.13.1)

2

the upper and lower half of the z plane exterior to the circle | | = k map
respectively onto the upper and lower half of the w plane, while the upper
and lower half of the z plane interior to the circle | z | = map respectively
onto the lower and upper half of the w plane. ,

Fic. 8.13.1
Now, let r = R, and let @ decrease from 7/2 to 0. The point z traverses
clockwise the quadrant CD ofthecircle | z | = Ri, while the image point w
describes clockwise the quadrant C’D’ oftheellipse (8.13.3), with
Rit k R®? — Rk?
— 11
a= RB and b = —~—_.
R,
Finally, we set @ = 0 andlet 7 increase from R, to Ry. ‘Wesee that as z
traverses the segment DA from left to right, the image point w traverses the
segment D‘A’ from left to right.
Let the contours ABCDA and A’B'C'D'A’ be denoted respectively by
I and I’. From the above discussion we see that the image of the simple closed
contour I’, under the transformation (8.13.1), is the simple closed contour I”.
Since w=>2 + k/z is an analytic function within and on I, we have from
Theorem 8.2.4 that the region bounded by the contour I is mapped onto
the region bounded bythe contour I” in a one-to-one fashion.
It is clear from (8.13.2), (8.13.3) and (8.13.4) that under the transformation
(8.13.1), each point of the set A,, consisting of the points| z | > & in the first
quadrant, is mappedinto a pointofthefirst quadrant A,, in the w plane. We shall
now show that this mapping is onto. Let w9:be any point in A,,. Then, for Ry —
sufficiently close to k and R, sufficiently large, wy is interior to I”. Hence Wo
is the image of some point 2, interior to I’. This shows thatevery point in Ay
is the image of somepoint in A,, and the mapping by (8.13.1) of A, into Ay
is onto.
We shall now show that the mapping of A, onto A, by (8.13.1) is one-
to-one. Supposethat this were not so and that there existed two distinct points
- g, and 2, in A, whose image points were both equal to w, in A,Then, if we
choose R, sufficiently close to k, and Ry sufficiently large, 2; and z, will be
Remark 8.13.1. It is easy to see that the positive.x and y axes exterior
to the circle | z| = are mapped respectively onto the half lines v = 0,
u > 2k and u = 0, v > 0. Also, the negative x and y axes exterior to the
circle | z | = & are mapped, respectively, onto thehalf lines v = 0, u << — 2k
andu=0,0 <0,
To see how the circle | z| = & itself is mapped under the transformation
(8.13.1), putr = Rin (8.13.4). We obtaina = 2kandb =0. Thus w = 2k cos 6.
As the point 2 traverses in a counterclockwise direction the upper half of the
circle | z| = so that @ varies from 0 to a, the image point w will traverse
the line segment — 2k < u < 2k on the w axis from right to left as shown in
Fig. 8.13.2.
Y z plane — _Y w plane
Izl=k . : |
-k Oo k -2k of 2k
Fic. 8.13.2.
Similarly, as z traverses the lower half of the circle | z | = & in a counter-
clockwise direction, @ will vary from 7 to 27 and w will describe the sameline
segmentfrom left to right. Also note that z = 0, z = © each map into w = ™,
Remark 8.13.2. Thus, the transformation (8.13.1) maps. the extended
plane onto the extended w plane. —
8.14. THE TRANSFORMATION UNDER(8.13.1) OF CIRCLES PASS-
ING THROUGH THEPOINTS z = +&. In the sequel, we shall-need to
know the image under: (8.13.1) of any circle y passing through the’ points
& = + as well as the image of the exterior of y. For definiteness, we shall
 328 CONFORMAL REPRESENTATIOY 14 THE TRANSFORMATION UNDER (8.13.1) 329
take the center of y above the x axis. The case where the center of|¥is below: w plane. It follows that 0 < 6, —- 6, <7 and 0 <4, —¢) < 7. Hence n = 0
the x axis may betreated similarly. > in (8.14.5), and we have
It is easily seen that the transformation
a- 2(0, —6). (8.14.6).
wa2t, &
k>0 (8.13.1). Furthermore, for z on the arc ACB, we have from elementary geometry

may be written in the following two forms =e, (8.14.7)

w — 2k = E—4h (8.14.1) where R is the radius of the circle y and s is the length of the lower arc ADB
. of y. In view of (8.14.6) and (8.14.7), we then have
and 6, — db, = = = constant. (8.14.8)

w +2k = ery (8.14.2) Consequently, the curve described by the image"Point w must be a circular
arc A’C'B’, starting at w = 2k and ending at w = — 2k. (See Fig. 8.14.1.7
Dividing (8.14.2) into (8.14.1) we obtain Let now describe counterclockwise the lower arc BDA ofthecircle y4
from z = — ktoz = k, Thenthe pointz will be in the lowerhalf of the z plane
w=2k _ (7ake , (8.14.3) interior to the circle | z | = &. By Theorem 8.13.1, the image point w is again
w+ 2k (= + ky?
in the upper half of the w plane, and hence, 0 < ¢, — ¢, < 7. Now,for zg on
If we put w — 2k = pre", w + 2k = pres, z — k = ryeand z +k = rete the arc BDA, we have
(see Fig. 8.14.1) equation (8.14.3) becomes
6-6 =— 55,
t

z plane w plane
where t = 27R — is the length of the upper arc ACB of y. Consequently

a C! Woy
Y 4
$1 — be = 200, — %) + 2 =, (8.14.9)
¢, Po: 9-9, a Thus ¢, — ¢, has the same value as before, and it follows that as x describes
>X 7 u
B(-k,0)\ Ako B'(-2k,0) A’(2k,0) the lowerarc of y from z = — ktoz = k, the image point zw retraces its previous
\ 5 / path from w= — 2k to w = 2k, Let-us summarize the above result in the
|= “|z|=k following
Fic. 8.14.1 Remark 8.14.1. A circle y with center above the x axis and passing through
2 , the points z = + k is mapped by the transformation (8.13.1) onto a circular arc y/
PL pildydy) = (=) 7881-09) (8.14.4) on the w plane as shown in Fig. 8.14.1.
Po ° Tg
\
Let now E(y) denote the exterior of the circle y, and let E(y’) denote the
from which, upon equating arguments, we get “exterior” of the circular arc y’, that is, the set ofall points of the w plane which
are not on the image y’ of y. Weshall establish the following
$1 — $y = 20, — 0) +2nm, n=0, £1,420. (8.14.5)
—TrHEOREM 8.14.1. Under the transformation
Now,let ~ 7 < 0,, 99, 4, dg SS wm and let x describe counterclockwise the
arc ACB of the circle y. Then the image w under the transformation (8.13.1) Re
describes the curve A’C’B’, starting at w = 2k and ending at w = — 2k. w= Rts k>0, (8.13.1)
Since the arc ACB is in the upper half of the z plane exterior to the circle |
z| =k, by y Theorem 8.13.1 its image
g A’C’B’ is in the upper half of the E(y) is mapped one-to-one onto E(y’).
330 CONFORMAL REPRESENTATIO
Proof. First we show that the mapping is onto. Let w be any point j
E(y’). By Remark 8.13.2, the transformaton(8.13.1) maps the z plane onto «
the w plane. Hence, there exists a point 2) whose image is w. If 2, were on y, |
then w would be on y’. Hence 2, is not ony. In case 24 is interior to y, then”
[see Exercise 1.4.19(d)] #?/zy is exterior to y and consequently (see Exer.
cise 8.15.4) A?/z) has also the image w. Thus in any case, there is a point x:
exterior to y whose image is w. Thus E(y) is mapped onto E(y’).
- To show that the mapping is one-to-one, suppose that two distinct points.
%, and 2, have the same image w under(8.13.1). Then 21% = k*. (See Exer.
cise 8.15.4.) It now follows [see Exercise 1.4,19(d)] that 2, and z, cannot be.
both in E(y). Thus the mapping of E(y) onto E(y') is one-to-one,
8.15. THE JOUKOWSKI AIRFOIL. Let I be a circle passing through .
the point z = — k and containing the point z = k, k > 0, in its interior,
(SeeFig. 8.15.1.) We shall investigate in detail the image of I’ underthe trans-
y
A z plane
’ SP D'
7% at M oN) =
; under the transformation (8.13.1). The arc AJED on I is mapped onto the
F arc A’J’E’D' on I”in the upper half of the w plane, since by Theorem 8.13.1
Fic. 8.15.1 -Fic, 8.15.2
formation (8.13.1). This image, important in aerodynamics, resembles a section
of an airplane wing and it is known as the Joukowski airfoil. (See Fig.-8.15.2.) ©:
Weshall also show that the exterior of the circle Fis mapped by (8.13.1) one-
to-one onto the exterior of the Joukowskiairfoil I’.
For definiteness, we take the center of the circle I’ to be above the x axis.
The case where the center of I" is below the « axis can be treated similarly. -
Let us draw a circle y interior to I’, passing through the point z = k and
tangent to I’ at z = — k, (See Fig. 8.15.1.) Note that the center of y is located
at the intersection of the y axis with the diameter of I” containing the point
g=—k,-
As in the previous section, we shall denote respectively by E(y) and E(y’)
the exterior of the circle y and the “exterior” of the circular arc y’, that is, the |
set ofpoints in the w plane that are not on the image y’ of y. We shall also denote
15 THE JOUKOWSKI AIRFOIL 331
espectively by E(I") and I(I,y) the exterior of I and the domain lying exterior
‘toy andinterior to I,
Remark 8.15.1. By Theorem. 8.14.1, the transformation (8.13.1) maps
-E{y) one-to-one onto E(y’). Since, except forthe point z = — k, I lies in
E(y), it is easily seen that (8.13.1) maps I in a one-to-one manner onto its
image I’. Hence I' does notcrossitself and is therefore a simple closed contour.
Let us now denotethe exterior of I” by E(I”) andthe set of points interior
to I’ but not on y’ by (I”, y’). We shall now establish the following
_—-THEOREM8.15.1. The transformation
wartz,
2
Rx0, (8.13.1)
,
maps E(I’) one-to-one onto E(I”).
Proof. Since E(I’) is contained in E(y), it follows from Theorem 8.14.1
that under the transformation (8.13.1), E(I’) is mapped one-to-one onto its
image. We shall now showthat theimage of E(I’) is E(I”).
Let E,(y) denote the union of the two disjoint domains I(T’, y) and E(L).
Similarly, let E,(y’) denote the union of the two disjoint domains I(T", y’) and
E(I"). Now, (8.13.1) is a one-to-one continuous mapping of E,(y) onto Ex(y’).
It follows (see Exercise 2.9.11) that the image of E(I’)is either E(I”) or II", y’).
But for | 2 | sufficiently large, 2 is in E(I") and its image under (8.13.1) is a
point in E(I”’). Hencethe imageof E(I’) is E(I”’), and the theorem is established.
Weshall now give a detailed discussion of the mapping ofthe circle I"
the upperhalf plane exterior to the circle | z | = k is mapped by (8.13.1) onto
the upper half of the w plane. Note that the image of A (z = — k) is A’
(w = — 2k). Also note that the image of the point D (z =x* + 0%, x > k)
is D' (w =u + 0i, u > 2k). The arc DFC on I’ maps onto the are D'F’C’
on I”in the lower half of the w plane; since by Theorem 8.13.1 the transforma-
; tion (8.13.1) maps the exterior of the circle | z| = & in the lower half of the
_ & plane onto the lower half of the w plane. The point C’ is to the left of G’
(w = 2k) on the w axis, since by Remark 8.13.1 the part of the circle [zl =k
| below the » axis maps underthe transformation (8.13.1) in a one-to-one fashion
; onto the segment A’G’on the wu axis. Since C = ke’, we have
C=
f
fetif + Feet
RB
= 2k cos 6.
Thus C’is to the right orleft of the v axis accordingas is to therightorleft
- Of the y axis. The arc CBA on I’ is mapped onto the arc C'B’A’ above the
u axis, since by Theorem 8.13.1 the transformation (8.13.1) maps theinterior-
332 _ CONFORMAL REPRESENTATION: 15 THE. JOUKOWSKI AIRFOIL 333.

of the circle | z | = & in the lower: half of the z. plane onto the upper half 6
the w plane. Since I”’ does not crossitself, the arc C’B’A’ cannot haveanypoint
in common with the arc A’J'E’D' except at A, and consequently: the are
C’B'A’ lies in the region between the arc A’ J’E’D’ andthe u axis.
Thus we have shown that the imageofthe circle I” under the transforma.
tion (8.13.1) is a profile of the type given in Fig. 8.15.2. We shall now show
that the Joukowski airfoil has a cusp at the point w = — 2k.
Let us now consider the case when 2 describes the arc EJA, -while its
image w describes the arc E’J’A’. Since the arc EJA has a tangent T at the
oint A, forming.anangle, say «, with the positive x axis, we see that as z > — k
along the arc EJA, 0 « — mw and A> 7a. (SeeFig. 8.15.3.) Using (8.15.3)
we see that as w—> — 22 along the arc E’J’A’, ¢ approaches the value
20 — 3a = 2a ~ mr,

Since . Hence, the arc E’J’A’ has a tangent at A’ forming with the positive u axis
_ R an angle equal to 2a.
aes ty k> ©, (8.13.1) Similarly, as z describes the arc CBA while its image w describes the arc
we have C'B'A’, we see that as z > — k, the angle 6 in (8.15.3) approaches the value a
(2 +2)? . and the angle A approaches7. Consequently, the limit of the angled asw —> — 2k
w+2k= — (8.15.1) along the arc C’B’A’ is equal to 2x — 7. Therefore (see Fig. 8.15.2) the tangent
at A’ to the arc C’B’A’ forms an angle with the positive u axis which is equal
Let us write to 2w. Thus, the two tangents coincide, since they both begin at A’ and their
w+ 2k = pe’*?, stk = Re®, z= rer, angles with the positive u axis are equal. Hence, the arc E’J’A’ and the arc
C'B’A’ form a cusp at the point A’ (w = — 2k).
Thus we may write (8.15.1) as Remark 8.15.2. Note that we could have written
. R228
pee = qo he
: ret wset— k>O, (8.13.1)
or 2
2, :
ei(g-2044) R . (8.15.2) ° as three successive transformations:
pr

Since the right-hand memberof (8.15.2) is a positive number, theleft-hand (1) 2 = ; » (2) w= 2+ = » Blw=kw'. (8.15.4)
member mustalso be positive. Consequently, we have ;
Since (1) and (3) involve merely a change of scale, there would have been no
¢—20+r=0,* loss of generality if we had considered from the beginning of Section 8.13 the
or ,
transformation
¢= 20-2 (8.15.3) 1

instead of the transformation given in (8.13.1).

In Section 8.17, we shall utilize the transformation

w=5(2+4). (8.15.5)
This transformation may be obtained by performing successively the trans-
formations
(1) w / = Bo,
I Ly
(2) w= 50". (8.15.6)
Fic. 8.15.3
The transformation (1) is ‘obtained by setting k = 1 in (8.13.1). Transforma-
* Note that we are defining angles up to a multiple of 27. ion (2) is simply a shrinkage. Thus (see Theorem 8.13.1 and Remarks 8.13.1,
334 CONFORMAL REPRESENTATIO 8.15 THE JOUKOWSKI AIRFOIL 335

8.13.2) the transformation (8.15.5) maps the z plane onto the w” plane “as. , Show that under the transformation (8.13.1) two distinct points 2,, 2, are
indicated in Figures 8.15.4. and 8.15.5. mappedinto the samepointif, and only if, %2 = ?/2;.
y ;, Show that under the transformation (8.13.1) a circle. passing through the
‘point zg = — k and containing the point z = k in its interior is mapped
into the w plane in a one-to-one fashion.

. Show that thecircles | | =r, r > k, are mapped by the transformation

(8.13.1) into a farnily of confocal ellipses with foci at w = + 2k.
i . Show that an ellipse.in the w plane with foci at w = + 2k and parametric
ii equations u = acos 6, v = bsin#, a > 0, b > 0 is the image under the
transformation (8.13.1) of the circle | z | = (a + 8)/2.
. Let the circle F be as in Figure 8.15.1 with center at z) and radius r, passing
through the point z = — k and having the point z = k in its interior.
Showthat the location of the point C’ on the Joukowski airfoil (see Fig. 8.15.2)
is independent of | 2)| and depends only on Arg zy. Also show that as
Arg2) > 0, C’ — — 2k. ,
w= (1/2) (z + 1/2). . Let the circle [ be given as in Exercise 8 above. Show that if the point
C (see Fig. 8.15.1) is given by x = ke, thén as | 2)| > ©, Arg 2pfixed,
Fic. 8.15.4 . Fic. 8.15.5 the limiting position of the arc A’B’C’ (see Fig. 8.15.2) is given by

Each of the domains A and A’ in Fig, 8.15.4 is mapped one-to-one onto

the domain A,of Fig. 8.15.5, and each of the domains B and B’ maps one-to-one w = k(—245ar), 0<1<1,
onto the domain By. Note also that the upper half mp and the lower half
mn'p ofthecircle | z| = 1 are each mapped one-to-one onto the line segment where y = 1 + e”,
MgNpPy of the u axis.
. Let w be the image of z under the transformation (8.13.1). Give a geometric
construction for locating the point w.
EXERCISES 8.15
. Discuss the mapping of the.» and y axes under transformation (8.13.1).
1. Show that if under the linear fractional transformation . Let the circle F pass through the point z = ki, k > 0, and have the point
2 = — ki in its interior. Show that the transformation
w =ipath h real and k + 0,
the point z, is mapped into the point Wy then the point k2/z, is mapped -
into the point — w,.
maps the circle I” onto a Joukowski airfoil.
2. Show that under the linear fractional transformation
. Show that for a = w + A?/x, k > 0, that du/dx < 0 or du/dx > 0 according
w=tpitt k real and k £0, as 0 < x < korx > k. Now show that underthe transformation (8.13.1)
the segment 0 < « Sk and thehalf line x 2 k each map onto the half
the circle passing through the points z,, k®/z, and — k is mapped into a’. line w = 2k in a one-to-one fashion. State and prove a similar result for
straight line. the negative half of the x axis.
3. Using the transformation given in Exercise 2 above show. thatif a circle . Showthat under the transformation w = (1/2)(z + 1/z), one half of the
passes through the points 2,, A2/z, and — ‘A, then it must also pass through circle | w | = 1 is the imageof the circle| x — 7] = /2, and the other half
the point z = &, is the image of the circle | z +7] = V2.
336 . | CONFORMAL REPRESENTATIO; 8.16 THE EXPONENTIAL TRANSFORMATION 337
15. Determine the images of the exterior and interior of the circle | z| =p! the image of the sector | z| < 1, z =| z|e®,0< @ < a/n, is the upper
under the transformation half of the w plane.
18. Let Ibe a circle passing through the point z = — k,k >0,and containing
waozgt—; k>0. -the point z = & in its interior. Let y be-a circle interior to I, passing
through the point z = & and tangent to Dat s = — k. Let z = bi,b > 0,
16. Symmetric Joukowski Airfoil. Let k > 0. Consider the circles’ ‘ be the center of y. (See Fig. 8.15.1.) The circular arc y’, (see Fig. 8.15.2)
is the image of y under the mapping (8.13.1). Let d be the distance between the.
I: |z| =, centers of the circles I‘ and y. Let « denote the angle which the circular
arc y' forms with the positive direction of the uw axis at w = — 2k,
ry: |z+a|=k-a, —eo<a<k, a0, k/2.
(a) Show that if # is the height of the circular segment bounded by y’
and the chord joining the points w = +- 2k, then h = 2b,
Be lr +5)=3 (b) Show that as & increases from 0 to ©, « increases from 0 to a.
as shown in Fig, 8.15.6 (with 0 < a < A/2 for I). (c) Show that if 6 is fixed and d increases from 0 to oo, the area of the
interior of the Joukowski airfoil increases from 0 to o.

<
19. Let C be a contour and let J" be its image under the transformation
(8.13.1). Show that if C has a tangent at s = —k or atz ==k, then has
a cusp, respectively, at w == — 2k or at w = 2k.

ane
8.16. THE EXPONENTIAL TRANSFORMATION ’

w = @, (8.16.1)
O[k 2& j)
4 This transformation is useful and important. Since dw/dz = e* is different
from zero for all z, the mapping is conformal everywhere in the complex plane.
Putting z + 2kwi, k = +1, + 2, ++ instead of 2 in (8.16.1), we obtain
W a= ert2kni — gi,

Hencethe point z ++ 2kai, k = + 1, + 2, ++: has the same image as the point 2.
Fic. 8.15.6 Fic. 8.15.7 The strip given by

’ Show that under the transformation (8.13.1) —a tke <ySa+2kr, —wax<x<o, k= $1,426
(a) The circle I’, and the line « = —k are both mappedinto the curve I’: is mapped the same way as the fundamental strip:
O’B'A’C'O' with a cusp at A’ and the line u = — kasits asymptote. -
(See Fig. 8.15.7.) ! —an<yS7, -—m<x<0, (8.16.2)
(b) The circle I’, is mapped into the symmetric airfoil I’): A’G’F'D'A' .
with cusp.at A’. (See Fig. 8.15.7.) - The z plane may thus be divided into horizontal strips of width equal to 2m,
(c) The interior of the circle Py:|2+a|=k — a, 0 <a< /2,is and the mapping will repeat itself on each strip. It is, therefore, sufficient to
mapped one-to-one onto the exterior of the airfoil I";. Also discuss the consider the mapping of the fundamental strip,
cases when — © <a <0, and k/2<ca<k, We have
w= e% = erttiv — exeiv, .
The image I’ of P was discussed in Remark 8.13.1.
: - Therefore
17. Show that under the transformation
w = e(cosy + 7sin y). (8.16.3)
wo =(SH), n a positive integer, First we shall consider the case when y = a. Then w — e*, and as x
an |
338 CONFORMAL REPRESENTATION, (16 THE EXPONENTIAL TRANSFORMATION 339
varies from — © to oo, w varies from.0 to — oo. Hencethe line y = is mapped. f I’ whose image is w». Hence, every point in D,, is.an image point of some
one-to-one by the transformation (8.16.1) onto the negative half of the u axis; point in the interior of the fundamental strip and the mapping is onto.
We shall now consider the mapping under . 16.1) of the interior, » .We shall now show that the mapping is one-to-one. Suppose that two
—a7 < S&(z) <7, of the fundamentalstrip. ; “distinct points 2, and z, in the interior of the fundamental strip are mapped
Let y have the fixed value 7 — «, « > 0, and let x vary. from Rto — R, “into the same point wy. Then by taking R sufficiently large and ¢ sufficiently
R>0. As the point z traverses the segmentabe from rightto left (see Fig.8.16.1 ) small, 2, and ‘z, will be in the interior of I’, while w, is interior to I’. But this
contradicts the fact that the interior of I’ is mapped onto the interior of I”
z plane
1 jn a one-to-one fashion. Thus the theorem is established.
w plane . .
y= Remark 8:16.1. Let us now consider separately the four cases determined
pit tite \ ‘by # > 0, # <0 and
—a<y <0, O<y<r.

d h x d’ hi > U . . . ’ . we
-R oO R er er
. .
The strip given in (8.16.2) will be subdivided into four domains plus their
.

boundaries as shown in Fig. 8.16.2. However, the line y = — 7is not part
[-R~iln—e)] of the fundamentalstrip. It is easy to show that the four domains A,, Aj, B,, Bi
eS{__ tC in Fig. 8.16.2 are mapped by the transformation (8.16.1) respectively into the
yarn corresponding domains A, A’, B, B’ in Fig. 8.15.4. For instance, to show that
wee ‘A, of Fig. 8.16.2 goes into A of Fig. 8.15.4 note that if z is in A,, then x > 0
and 0 <_y <7. Consequently | w| = e? > 1 and 0 < Argw <7.
Fic. , 8.16.1 Similarly, we can show that the domain A} of Fig, 8.16.2 is mapped into

we see from (8.16.3) that the image point w traverses the segment a’b’c’.
Now,let « have the fixed value x = — R andlet y vary from (a — e) to
— (a — e). The point z now traverses the segment cde while the image point w
describes the circular arc c’d’e’. In a similar fashion we see that as z describes
the segments efg and gha, the image point w describes respectively the segment
e'f'g' and the circulararc g’h’a’.
Weshall now establish the following

— THEOREM 8.16.1. Under the transformation

wW = e, (8.16.1)

the interior, — 7 <.(z) <7, of the fundamental strip is mapped one-to-one

onto the domain D,, consisting of the w plane with the nonpositive half of the
u axis removed,
Proof. Let I and Idenote respectively the simple closed contours »
abcdefgha and a’b'c'd'e'f'g'h'a’. (See Fig. 8.16.1.) From Theorem 8.2.4, we see
that the transformation (8.16.1) maps the interior of I" one-to-one onto the
interior of FE”,
To see that the mapping is onto, suppose that w, is any point in D,,. Then
by making R sufficiently large and ¢ sufficiently small (see Fig. 8.16.1), wy will
be containedin the interior of I’, Consequently,there is a point 2, in the interior
Fic. 8.16.2
the domain A’ of Fig. 8.15.4, and so on. We mayfurtherverify that the boundaries
between the domains A,, B,; A,, B,; and so on, are mapped into the corres-
ponding boundaries between the domains A, B; A, B’; and so on, ofFig. 8.15.4.
From Theorem 8.16.1, the transformation (8.16.1) maps the interior of
f the fundamental strip (8.16.2) one-to-one onto the w plane, with the non-
f positive half of the real axis removed. It follows (see Exercise 2.9.10) that the
mapping of each domain Ay, Aj, ‘*, of Fig. 8.16.2 into the corresponding
340 CONFORMAL REPRESENTATION 17 THE TRANSFORMATION : 34]

domain A, A’, ‘, of Fig. 8.15.4 is one-to-one and onto. Also, the mapping o¢ Under the transformation w = x + e* determine the image of the strip
the boundary between
b each pair of domains in. Fig. 8.16.2 into the boundary
. Ay <7, OCH SO,
between the corresponding domains in Fig. 8.15.4 is one-to-one and: onto,
except that the boundary between Aj, B, maps one-to-one onto - that
y v
part of the boundary between A’, B’ for which 0<x* 1,9 =0; ang.
the boundary between A, B, maps one-to-one onto that part of the boundary.
(on

between A and B for which x = 1, y =0. The line y = m7 maps under.’ Ty E D

(8.16.1) one-to-one onto the half line in Fig. 8.15.4 for which x < 0,y =0,.°
F Cc
A Boy u
: oO k, ko D’ E’ A B’
EXERCISES 8.16
w= ee
1. Show that under the transformation w = e* the segment —a7 <y <n,
x = a, is mapped onto a circle with center at.the origin. Fic. 8.16.4

2. Find the image under the transformation w = e* of the half lineO S x <0, |
yua. 8.17. THE TRANSFORMATION

3. Show that under the transformation w = ie, the image of the semi-infinite w = COS2, (8.17.1)
strip
‘Since cos z is periodic with period 27, we have
OSxs7, OSy<m
w = cos (z + 2k) = cos 2, k=0,+1,+2,:°
is a semicircle and its interior excluding the point w = 0, as shownin -
Fig. 8.16.3. Thus the point z + 2k is mapped into the same image as the point z. Con-
sequently, we may divide the z plane into parallel vertical strips of width
equal to 27, and the mapping will be repeated on each strip. It is, therefore,
| sufficient to examine the fundamental strip

—a<xXSn, Oyo, (8.17.2)

In view of (4.2.2), the transformation (8.17.1) may be written

w= 55 (eie 5). (8.17.3)

w=ie,
4 Consequently, it maybe obtained by performing successively the transforma-
Fic. 8.16.3 “4b tions

(1) 2 =iz, (2) 2” =e, » (3) w = («" +2). (8.17.4)

NI
4. Show that under the transformation w = e* the rectangular region
kSxSkh, OSySr
The transformation 3’ = iz is a counterclockwise rotation of 90 degrees, that
is mapped one-to-one onto a semiringas shown in Fig. 8.16.4. . 4s, the image of each point z may be obtained by rotating z counterclockwise
4 about the origin through a 90 degree angle. Transformation (2) is the same as.
‘5. Under: the transformati = e%, determine the i f the rectangular . 4.
5. Under'the transformation w e%, determine the image of the rectangula € (8.16.1) and transformation (3) is the same as (8.15.5).
region bounded by
Let us consider separately the four cases determined by y > 0, y < 0 and
(a) «= 4, *% = 65, Y = C3, 9 = Cy, (0 < ey — cg < 2m); ©
(b) the samerectangle, but with c, — cg = 27. acne <0, O<e<n,
 342 CONFORMAL REPRESENTATION 3.47 THE TRANSFORMATION 343

Wesee that the vertical strip Let us now consider the transformation

—7<e Sm, Te <y<e w= sing. (8.17.5).

may be subdivided, as in the case of the horizontal strip given in (8, 16.2) Since sin z is periodic with period 27, we have
into four subdomains plus boundaries as shown in Fig. 8.17. I
.sin(z + 2k7) = sinz, k=0,+1,+2,+.
y
Hence,it is sufficient to consider any vertical strip of width 27, say

3
T 2S 483" —~<cycm, (8.17.6)

Utilizing (4.2.16) we obtain

.- 7 :
» sing = cos (2 — 5). | (8.17.7)

Hence,the transformation (8.17.5) may be obtained by performing successively

the. transformations

(1) 2 =2—-2, (2) w=cose’. (8.17.8)

Fic. 8.17.1
Transformation(1) is simply atranslation leftward by 7/2. Hence it maps the
It is easy to see that by means of transformation 2’ = iz each of the E vertical strip
domains A,, By, A, and By in Fig. 8.17.1 is mapped respectively one-to-one
onto the correspondingly labeled domains A,, By, A; and Bj of Fig. 8.16.2. °4 -~Z<xsin, —o<y <0
From Remark 8.16.1, the transformation (2) in (8.17.4) maps each of the domains ~;
A,, By, A, and By of Fig. 8.16.2 respectively one-to-one onto the domains A, into the strip
_ B, A’ and B’ of Fig. 8.15.4. From Remark 8.15.2, the transformation (3) in '
(8.17.4) maps each of the domains A and A’ in Fig, 8.15.4 one-to-one onto —aT<eX St, —O Ky < om,
the domain Ayof Fig. 8.15.5, and each of the domains B and B’ one-to-one Thus we see that the transformation w = sinz mapsthe strip
onto By, It follows that as a result of performing successively the transformations.
(1), (2), (3) of (8.17.4), each of the domains A, and Ajof Fig. 8.17.1 is mapped
Tx <n,
one-to-one onto the domain Ay of Fig. 8.15.5. Similarly, each memberof the . 3 zm Tey <e
pair of domains B, and B, of Fig. 8.17.1 is mapped one-to-one onto the domain
By of Fig. 8.15.5. in the same manner as the transformation w = cos z mapsthestrip
It is also easy to trace how each boundary between the domains A,, By;
—a<x<Sn, —~o cy <o,
A,, By; +++, is mapped. Forinstance, the segment 07,p. of Fig. 8.17.1 is mapped
by the transformation (1) of (8.17.4) one-to-one onto the segment 0m), of |
Fig. 8.16.2. The transformation (2) of (8.17.4) mapsthis latter segment, which EXERCISES 8.17
forms the boundary between the domains A; and B, onto the semicircumference
mn'p of Fig. 8.15.4, which forms the boundary between. the domains A’ and B. 1. Show that under the transformation w = cose the half: line x = Tr,
Finally, the transformation (3) of (8.17.4) maps the circular arc mn’p one-to- — —x<y<0is mapped one-to-one onto the half line —0o <u < — 1,
one onto the segment mttppy of Fig. 8.15.5 which forms a part of the common- v =0.
boundary between the domains Ay and By. This last result may be obtained 2. Under the transformation w = cos z determine ‘the ii mage of the half line
directly by noticing that cos # varies from 1 to — 1 as x varies from 0 to — 7. x=n7,0S y < o,
344 CONFORMAL REPRESENTATI g.17 THE TRANSFORMATION, 345

3. ‘Show that the transformation w = sin g may be obtained by performing 4. Show that under the transformation w = sin z; the rectangular region
successively the transformations —a<xSn, 0<k Sy Sh,
(a) 2’ =e, (b) 2” = 2" _ 5 ; (c) w= x a”, - mapsonto a region bounded by twoconfocalellipses as shown in Fig. 8.17.4.
, Also note that the line x = a mapsonto the line segment
4. Under the transformation w = sin z, show that the semi-infinite strip. u=0, -v=-—sinhy, kSySk,

OSes z 2? OsSy<~,

aa
maps one-to-one onto the first quadrant together with its boundary as
shown in Fig. 8. 17.2,

oe w= a z.
Fic. 8.17.2.
w= sin 2,

Fic. 8.17.4

8. Show that under the transformation w = tan? +

D’ B’

22, the semi-infinite strip

5. Under the transformation w = sin 2, show that the rectangular region 0<x< 5 —o<y<0,

—lse<7, O<yKzk, -is mapped onto the region

; bounded by the segment,
27° "2 ~“ = — 1 <u < 1,v =0,
oo. and the lower half of the circle | w| = 1.
maps one-to-one onto a semielliptic region as shown in Fig. 8.17.3.
9. Show that under the transformation w = tan? (1/2)z, the line x = 7/4 is
Y v mapped onto a simple closed contour cutting the uz axis at w = — 1 and
o w=3—2V2.

‘Ze
D Ch ki B (Note: lim,,,. tan? [(1/2)(7/4 + zy] = —“i. The point w= — 1 has
been. adjoined to the contour.)
-£ F| K D-1 FY) od ‘ 10. Given the transformation w = cosh 2.
| (a) Show that the line «=k (k 0) is mapped onto the. ellipse
w= sin 2. u*/cosh? k + v*/sinh? k = 1,
Fic 8.17.3 (b) Show that the line y = c, 2c/m not an integer, is mapped one-to-one
onto a branch of the hyperbola
Show that the equation of B’C’D’ is given by
we ve
u2 v2 -
1, v 0.
IV

cos? ¢ sin? ¢
cosh? k + sinh? k

6. Show that under the transformation w = sin g, the line x = p, where (c). Determine the image of each of the rectangular regions
2p/m is not an integer, maps onto a branch of the hyperbola:
(bO<kSe#Shkh, 0<4 Sy Seq <a/2;
|w+1|—|w—1| =2singp. Q0<k Sek, —a2<4ySySen <0;
346 CONFORMAL REPRESENTATION 8.18 FUNCTIONS INDUCED BY THE MAPPING 347

B)kSxSk <0, we2<ySySQ<7; 14. Determine the image of the arc of the circle: x? + y? — 2ycotk =1,
4k SeSk <0, -—7<qSySQ< ~—72/2. 0 <k <7, under the transformation w = Log [(z — 1)/(z + 1)].
15. “Determine the image of the upper half plane 4(z) > 0 under the trans-
[Note: Byutilizing equation (4.3.1), the transformation w = cosh z “formation w = ni'+ 2 — Logs.
may be obtained by applying successively the transformations
16. Show that under the transformation w = Log coth 42, the semi-infinite
, 17, 1 strip 0 <x <0, —aw Sy <a, s £0, is mapped onto a region as indi-
(1) r= @, (2) w= 2 (: + gl cated in Fig. 8.17.6. © ° me °

11. Show that under the transformation w = tanh z, the lines x ='c (c £ 0):
and y =k (k # nn/2, n an integer) are mapped into circles andcirculararcs, . 818. FUNCTIONS INDUCED BY THE MAPPING OF ONE DOMAIN
12. Show that under the transformation w = tanh z the domain : INTO ANOTHER. Suppose that we are given a mapping G whichassigns
". to each point w in a set D,, a point z = G(w) in a set D,. Then, to any function
(a) O<x<c, 0O<y< 2/2, is mapped onto that part of the first
F(z) on D, there corresponds a function H(w) on D,, defined as follows: the
quadrant in the w plane which lies outside.a certain circle
© having its
ie
~ value H(w,) of the function H(w) at any point w, in D,, is equal to the value of
center on the real axis;
' F(aq) of the function F(z) at the image point z) = G(w,) of wp), and we write
(b) « >¢, — 2/2 <y S7/2, is mapped onto the interior of the same .
circle as in part (a) with the point w = 1 excluded, H(w) = F[G()], for w in Dy. ; (8.18.1)
13. Show that under the transformation w = Log [(z — 1)/(@ + 1], the half
(See Fig. 8.18.1, where £ = F(z) lies in the set D,.] Clearly, the function H
plane 4(z) = 0, z #4 +1, is mapped onto the infinite strip
will be respectively real- or complex-valued whenever F is real- or complex-
oO <u <o, 0Sv Sn, > valued.

as shownin Fig. 8.17.5.

N

i.

H(w) = F[G(w)]
Fic. 8.18.1 —
TC
>

Wealso see that if to the functions 4(z):and f(z) there correspond respec-
w = Log [(z — 1)/(z + 1)].
tively the functions A(z) and y(w), then to the function ad(z) + by(z), where
Fic. 8.17.5 a and 5 are constants, there will correspond the function adA(w) + bu(w):
. Consequently, if F(z) = A(z) + a/(z), where ¢(z) and ¢(z) are real-valued
Whatis the image of the half plane %(z) < 0? functions, then the function H(w) corresponding to F(z) will be given by
y v H(w) = A(w) + ip(w), where A(w) and p(w) are the real-valued functions
F Goy="_ oH . corresponding to ¢(z) and H(z), respectively,

Remark 8.18.1. If the sets D, and D, are domains and the mapping
i x G of D,, into D, given by
D3 .

z = G(w) a (8.18.2)
<j yarn A Is analytic in D,,, and if F(z) is analytic in D,, then the corresponding function
w = Log coth (1/2)z. : H(w)-will also-be analytic in D,,, since H(w) = F[G(w)] ii s an analytic function
Fic. 8.17.6 of an analytic function. (See Theorem 3.5.2.)
 f
348 CONFORMAL REPRESENTATIG
8.19. SOME BASIC PROPERTIES OF HARMONIC FUNCTIONS
Letusrecall (see Definition 3.7.1) that a real-valued function u(x, y) in a domain D:
of the z planeis called harmonic in D,if it has continuous partial derivatives of :
the second order and tg + tyy = 0 in D. As observed in Remark 3.1.2, u(x, 9).
may be regardedas a real-valued function of the complex variable z = x + iy.
;
Thus we may write u(z) instead of u(x,y).
Definition 8.19.1. A real-valued function u(z) is said to be harmonic at
the point 2, if u(z) is harmonic in a domain D containing 2p.
Recall (see Theorem. 3.7.1) that if wu = A f(z)], where f(z) is single.’
valued and analytic in D, then u is harmonic in D. Using the function u= (log z),:
which is harmonic ‘in the domain D consisting of all points z + 0, it can be.
shownthat the converse of Theorem 3.7.1 is not valid, Thatis, .if u(z) is harmonic’
in a domain D, it does not follow that u = &[ f(z)] for some single--valued:_
analytic function f(z) in D. (See Exercise 7.10.7.) However, the converse of
Theorem 3.7. 1 is true in the following “local” sense.
——THEOREM8.19.1. Let u(z) be harmonic in a domain D andlet 2, be
any point in D, Then there exists a neighborhood N(z,) of 2) contained in D
and a function f(z) single-valued and analytic in N(z») such that u = &[f(z)|
for z in N(z).
Proof. Let % = %9 + ig be any point in D. Let N(z,) be a neighborhood
of 2) contained in D. Since u(z) is harmonic in N(z), we have (8/8x) (u,) =
(8/ey) (— u,). It follows from Green’s Theorem* that
| —u, dx + u,dy =0,
c
Fic. 8.19.1 Fic. 8.19.2
* See R. C. Buck, Advanced Calculus, p. 338. New York: McGraw-Hill, 1956.
8,19 SOME BASIC PROPERTIES OF HARMONIC FUNCTIONS 349
_when C describes the perimeter of a rectangle in N(z9). Consequently
, (ey) | . .
oz) = | —_ u, dx + u, dy - (8.19.1)
(a9. ¥o)
has the same value when. the path of integration, lying in N(zp), is as given in
Fig. 8.19.1 or in Fig. 8.19.2.
As in the proof of Lemma5.8.4, we find that v, = — u, and v, = u,.
Since u(z) is harmonic, u, and u, are continuous. Thus the function
F(z) = u{z) + te(2)
satisfies the conditions of Theorem 3.6.2 and consequently is analytic in N(z,).
Hence u = &[ f(z)] for z in N(z), and the theorem is established.
Weshall now prove the following important
—T.HEOREM 8.19.2. Let u(z) be harmonic in a domain D.If u(z) attains
a maximum or a minimumin D, then u(z) is constant in D.
Proof. Suppose that u(z) attains a maximum at a point z = 2, in D.
By Theorem 8.19.1, there exists a neighborhood N(z,) of 3) in D and an analytic
function f(z) in N(z) such that u = &[f(z)]. We shall now show that f(z),
and consequently u(z), is constant in N(2,). It will then follow (see Exercise 8.19.5)
that u(z) is constant in D,
- For, suppose to the contrary that f(z) were not constant in N(z,), then by
Theorem 8.2.1, the image D,, of N() under the analytic mapping w = f(z)
is a domain.
Let wy = up) + ty be the image of z, under the analytic mapping
w—=u-+iw = f(z). Then, since D,, is an open set, it contains a segment
parallel to the u axis and having w,in its interior. Since every point on this
segment is the image of some point z in N(z,), it follows that there are points
in N(%) whose images u + iv have values of u greater than u(zq). This con-
tradicts the assumption that u(z9) = u(z) for all z in D. Hence, f(z) is con-
stant in N(z,), and consequently u(z) is also constant in N(z)). Therefore
u(z) is constant in D.
Concerning the minimum value of u(z): If u(z) attains a minimum at a
point 29 in D, then-the harmonic function — u(z) attains a maximum at z = 2%.
It follows .by the foregoing result that — u(z) is constant in D. Consequently,
u(z) is also constant in D, The theorem is thus establishec
An immediate consequence of the foregoing theorem is that the maximum
and minimum values of an harmonic function are attained on the boundary.
More precisely, we have the following
——THEOREM 8.19.3. Let R be a closed bounded region consisting of a
350: CONFORMAL REPRESENTATION
domain D andits boundary B. Let u(z) be'a function continuous on R and
harmonic in D. Then there exist two points 2, and z, on B such that
ua) S u(z) S ulm) : (8.19.2)
forall g in R.
Proof. If u(z) = R for all z in D, where k is a constant, then by continuity
u(z) = k also for z on the boundary B. Thus(8. 19. 2) holds for any- 2, and| ay
on B andall z in R.
Weshall assume therefore, that u(z) is not constant in D. Since R is a
closed and boundedset, u(z) attains its maximum and minimum valuein R,
(See Exercise 3.3.26.) Hence there exist points 2, and z. in R such that
u(y) S u(z) S ule), for all z in R.
By Theorem 8.19.2, 2, and 2, cannot be in D. Hencethey are on the boundary B.
Thus the theorem is established.
As an immediate consequenceofthe foregoing theorem, we have
THEOREM 8.19.4. Let R be a bounded closed region consisting of a
domain D and its boundary B. Let u(z) bea function continuous on R and *:
harmonic in D. If u(z) = & for all z on the boundary B, where & is a constant,
then u(z) =k for all 2 in R.
Proof. By Theorem 8.19.3, there exist two points 2, and z, on the boundary -
B such that
u(z) S u(z) S u(z,), for all z in R.
But u(z,) = u(z,) = k. Therefore u(z) = k for all z in R.
Weshall need the following two lemmas:
LEMMA 8.19.1. Let 2 = G(w) be an analytic mapping of a domain Dy -
in the w plane into a domain D, of the z plane. Let ¢(z) be harmonic in D,.
Let A(w) = ¢[G(w)] be the function inducedon D,, by 4(2) under the mapping
& = G(w). Then X(w) is harmonic in D,,.
Proof. Let wy be any point in D,,. We shall show that A(w) is harmonic
in a neighborhood of w. This will imply that A(w) is harmonic in D,,. Let
% = G(w). Then by Theorem 8.19.1, there exists a neighborhood N(z»)
of 2, contained in D, and an analytic function f(z) defined in N(z,) such that
4(2) =Alflz), for z in Ma).
8.19 SOME BASIC PROPERTIES OF HARMONIC FUNCTIONS 351
Let now N(2) be a neighborhood of w, which is mapped by G(w) into
N(2): (Since G(w) is continuous, sucha neighborhood always exists.). Under
7 the mapping z = G(w), the functions T(z) and ¢(z)
defined on the image of
N(wo) induce respectively “in N(w,) the functions H(w) = f[G(w)] and
Nw) == $[G(w)]. Clearly, we have \(w) = BH(w)]. Moreover (see Remark 8.18.1)
H(w) is analytic in N(w). Hence, A(w) being thereal part of the analytic function
H(w), is harmonic in N(w). Thus the lemmais established.
‘EXAMPLE8.19.1. The function (x; y) = e-*¥ cos kx, where is a real
number, being the real part of the analytic function e#*, is harmonic in the
zg plane. Under the analytic mapping z = G(w) = w3, we have « = u® — 3uv?,
y= ‘3u?u — v', where z = x + ty and w = u + iu, and hencethe corresponding
. function
_ Au, v) = ek*-8e) cog R(u® — 3uv?)
is harmonic in the w plane, that is
PA a
2) —
= 0,
ar = ou? + dv?
Definition 8.19.2. A real valued function u(z) is said to be harmonic at
z == 0, if the function u(1/w) is harmonic in a neighborhood of w = 0.
Weleave as an exercise for the reader to show that if a function is harmonic
' at g = 00, then there exists a neighborhood N of z = and a function f(z)
analytic in N such that u(z) = &[ f(z)] for z in N. Also, one may show that
a function harmonic at z = o cannot attain a maximum or a minimum atthis
point.
LEMMA8.19.2. If u(z) is harmonic at z =~, then u(a + k/w) where
k =~ 0 and « are constants, is harmonic at w = 0.
Proof. By hypothesis, u(1/2) is harmonic at £ = 0. Consider the mapping
of the w plane onto the ¢ plane given by
w
o = oR (8,19.3)
Note that the mapping given in (8.19.3) is analytic at w = 0. By Lemma8.19.1,
the function u(1/¢) being harmonic in a neighborhood of £ = 0, induces under
the mapping (8.19.3) a function u(a + k/w) which is harmonic in the corres-
ponding neighborhood of w = 0.
——THEOREM 8.19.5. Let R denote the region consisting of a simple
_ closed contour C and its exterior D, where D contains the point z =~, If
.u(z) is a function continuous on R, harmonic in D and constant on C, then
u(z) is constant on R.
352 CONFORMAL REPRESENTATIO} 8.19 SOME BASIC PROPERTIES OF HARMONIC FUNCTIONS 353
Proof. Let z = « be any point interior to C, and take p > 0 so that the 4. Let u,(z) and u,(z) be functions harmonic in a domain D. Show thatif
disk |z—a| <p is also interior to C, Consider the linear fractional trans... u,(z) = u,(z) for all z ina subdomain D, of D, then ta(2) = u,(z) for all
formation . gin D,
“Pp
"2
a
Z—a- (8.19.4) . Let u(z) be harmonic in a domain D. Show thatif u(2) = ¢ in a subdomain
D, of D, where c is a constant, then u(z) = ¢ for all z in D.
For any point z in R, we have | z — «| > p. Consequently, its image under :
. Show that if u(z) is harmonic throughout the z plane and lim,,,, u(z) =0,
(8.19.4) satisfies the condition | w | <p. Hence, the image of R lies within the:
then u(z) is identically zero.
circle | w| = p. Let I’ denote the image under (8.19.4) of the simple closed :
contour C. (See Fig. 8.19.3.) The exterior D of C, is mapped either entirely.” . Suppose that the real function u(z) is continuous on the region R: 4(z) = 0,
harmonic in the domain .4(z) > 0, and equal to a constant & on the boundary
Y
z plane J4(z) = 0. Furthermore, suppose that lim,,,, u(z) = &. Show that u(z) is
constant on R.- .
8. Derive the maximum modulus Theorem 8.2.2 from Theorem 8.19.2.

9. Let u(z) be harmonic in the complex plane with the point z = 0 removed.
Suppose that u = u(r), where r = | z|-== («? + y®)!/2, Show that u =
A Log r + B, where A and B arereal constants.

10: Letf(z) be analytic in a domain D. Suppose that f(z) 4 0 in D. Show that

Log | f(z) | is harmonic in D.
Oo}
Fic, 8.19.3

onto the interior of I’ or else entirely onto its exterior. (See Exercise 8.10.26.)
The second alternative is not possible, since D is mapped into the interior:
of the circle | w| = p. It follows that under the mapping (8.19.4), the exterior.
D of C corresponds to the interior of I’, Hence, under the inverse mapping

(8.19.5)
the interior of I’ is mapped onto D. Since u(z) is harmonic in D,it induces in |
the interior of the harmonic function U(w) == u(a + p®/w). (See Lemmas 8.19.1
and 8.19.2.) By hypothesis, u(z) is constant on C. Consequently, U(w) is constant
on I’, and by Theorem 8.19.4 it is also constant in the interior of I’. Hence,
u(z) is constant on R, and the theorem is established.

EXERCISES 8.19
1. Suppose that u(z) is harmonic in a domain D. Show. that there exists an ~
analytic function (not necessarily single-valued) in D suchthat u(z) = &[f(2)]-
2. Suppose that u(z) is harmonic in a simply connected domain D. Show that
there exists a function f(z), single-valued and analytic in D, such that.
uz) = ALP(e).
3. Let u(z) be harmonic in a domain D, Show that if u(2) = 0 for all z ina
subdomain D, of D, then u(z) = 0 for all z in D.
 9.2 FUNDAMENTALS OF THE THEORY OF FLOWS 355

9.2. FUNDAMENTALS OF THE THEORY OF FLOWS. A two-

9 ‘dimensional vector field over a. domain D in the xy Planeiis defined by a pair
of real-valued functions
[ail»), go(x, yb | (9.2.1)
Application of each continuously differentiable in D; that is, the partial derivatives of the first
order of g, and q, exist and are continuous in D. These functions define a

Analytic Functions unique vector g = [4,, g,] at each point of D. Sucha vectorfield can be given a
physical interpretation if we considera fluid flowing over D, and define the vector
q = [4%%] as the velocity of the fluid at each point (x,y), g, and gy being
to the Theory respectively the x and y components of velocity. We then say that (9.2.1)
defines a velocity field or a flow over D.
Weshall concern ourselves with flows in which the velocity vector g* does
of Flows not-vary with time, that is, a steady-state type of flow. In such a flow the lines
of motion arecalled streamlines and they are identical with the family of curves
determined by the field of velocity vectors, that is, the family of curves such
that the direction of the tangent at each point (x, y) on a curve of the
family coincides with that of the vector [9,(x, y), 92(x, v)]. The membersof the
_ family orthogonal to the family of streamlines are called equipotential lines.
. It can be shown that exactly one streamline and one equipotential line pass
- through each point(x, y) in D where g? + ¢2 + 0.
9.1. INTRODUCTION. The theory of two-dimensional flow is closely - , Suppose that a flow given by (9.2.1) is defined over a domain D, andlet
related to the theory of analytic functions, especially to the theory of conformal C bea contour in D. Let T be a tangent at a point (x, y) on C,andlet the real
mapping. Analytic function methods turn out to be very useful in solving « variable g,(x, y) denote the projection on the tangent T of the velocity vector
problems related to two-dimensional flows, with applications to various fields — q at (x, y). If s is the arc length along C, then the line integral
such as aerodynamics, conduction of heat, electricity, and hydrodynamics.
On the other hand, the picture given by the flow is an aid in understanding I. q, ds (9.2.2)
the properties of analytic functions.
In the ensuing discussion, we shall assume a two-dimensionalflow,thatis, is called the circulation of the fluid along C. If g, = 0 slong C, then C is an
(1) the velocities of all particles of the moving fluid are parallel to one plane equipotential line.
which we may conveniently choose as the xy plane, and (2) all particles having -
the same x and y coordinates have equal velocities. Such cases arise when a
very thin sheet of liquid is flowing in some manner over a plane, or when a -
thick layer of liquid circulates over a plane in such a way that there is no motion
and no variation of motion normal to the plane. Also we shall assume an “ideal =
fluid,” that is, one that is incompressible andfrictionless. For an incompressible
fluid, the density is constant. A frictionless fluid. has zero viscosity, that is, it
cannot sustain a shear stress at any point. Thus the fluid force acting on any
elemental surface in the fluid is normal to that surface.
The concept of an ideal fluid greatly simplifies the mathematical treatment
of flows. Although an ideal fluid does not actually exist, many real fluids have .
small viscosities, and the effects of compressibility may be small. Thus, for,
example, many conclusions concerning the motion of a solid through an ideal “ Oo
fluid are applicable with slight modifications to the motion of airships and ° Fic. 9.2.1
submarines at speeds :which are not too high.
* The velocity g will also be referred to as the velocity vector q.
354
 356 APPLICATION OF ANALYTIC FUNCTIONS TO THE THEORY, OF FLOWg 9.2 FUNDAMENTALS OF THE THEORY OF FLOWS | 357
It is convenient to denote the. vector g = [9,, go] by and the fluxacross C is given by

q= n + ig, (9.2, 3), | In ds = I —qdx+aq,dy. - (9.2.7)

c . c
By the scalar product «+f of two vectors a = [a,b] = a+b and
8 = [c,d] =c-+ id, we mean the real number “If C is a closed contour,* then the line integral (9.2.7) taken in the positive
direction along C (see Definition 5.6.3 and Theorem 5.6.2) represents the total
ac + bd = |«||B| cos @, amountoffluid flowing out ofthe interior across C in unit time (assuming that
the fluid has unit density). If the flux integral (9.2.7) vanishes for every closed
’ where @ is the angle between the two vectors « and B, : contour C in D, then we say that there are no sources (points from which fluid
Let the complex number dz = dx +1 dy* (see Fig. 9.2.1) represent g issues) and no sinks (negative sources—that is, points into which the fluid is
vector along the tangent 7 to the contour C: z = a(t), 4, St < ty, at the absorbed) in D. Such a flow is called source free.
point(x, y). Furthermore,let the arc length s of C be measuredso thatit increases If for some closed contour C in D the circulation (9.2.4) is not equal to
with ¢. Then the length of the vector dz is equal to ds. Since gq, is the projection zero, then we say that the fluid has a vortext inside of C, and the value of the
of g on the tangent T, we have circulation gives a measure of the vorticity. A fluid for which the circulation
integral (9.2.4) vanishes for every closed contour C in D is called circulation
gq: dz = |q||dz|cos@ = q,|dz| = gq,ds. .
free or irrotational. We shall now establish the following essential
Also
q+ dz = [q%, qo] + [dx, dy] = 9, dx + gy dy. —THEOREM 9.2.1. Let W = (x,y) and gq. = g(x,y) be a pair of
continuous functions defined in a domain D. Then gq, and g, define a source
Thus we may write the circulation of the fluid along C given by (9.2.2) as
free and circulation free flow ¢ = [9,, go] in D if, and only if, there exists in D
a single-valued and analytic function
J qr ds = { gy dx + Ge dy. (9.2.4) .
. ° F(2) = $(x, 9) + a(x, 9) (9.2.8)
Now,let g, denote the component of g in the direction of the normal N, such that
at the point(x, y) to the contour C. (See Fig. 9.2.1.) By the direction of the F(z) = q — 192. (9.2.9)
normal we mean thedirection obtained by rotating the tangent 90 degrees in a
arreee
clockwise .integral
direction, The line Proof.
oof. Suppose that the e flow
flow iis sou ree free and circulation
ulation f.free so that

[ima (9.2.5) [uae +a dy =0 -and [ -2e tad =0

for every closed contour C in D. Thus, each of these integrals is independent

is called the flux of the fluid across C. If g, = 0 along C,then C is a streamline. of the path of integration. Consequently, the functions
The product of ds by the projection of g on the normalvector is the scalar
product of the vector ¢ = [q,q] by the vector — idz = [dy, — dx] lying
Bs, 9) = |
(x,y) (x,y)
along the normal and having length ds. Consequently
(xy, ¥q)
nde + dy and (x,y) = I. Xo. Vo
ee +dy
In 45 = [G1 G0] + [dy, — dx] = — qa du + qdy, (9.2.6) (9.2.10)
are single-valued for (% Yo) fixed and (x, y) varying in D. By following the
* The reader may interpret such statements as “the length of the vector method used in the proof of Theorem 5.11.1, one may show. (see Exercise 9.2.1)
dz = dx + i dy is equal to ds” to mean “the length of the vector dz/dt = dx/dt + that ¢ and # are both differentiable in D and that
i dy/dt is equal to ds/dt”. Similarly, such formulas as “g + dz = q, dx + q, dy”
may be interpreted as “gq + dz/dt = q, dx/dt + q, dy/dt’”. The equations 0. 2.4). be = ty =H by = — te = Ge
and (9.2.7) in the sequel will then follow from the fact that
; * In this chapter, closed contours are understoodto be simple closed contours,
|Pede= [ile G)ae hy
“except where the contrary is indicated.
t Points at which there are sources, sinks, or vortices are excluded from the
where F = F(z) = Fle(t)]. domain D. .
358 APPLICATION OF ANALYTIC FUNCTIONS TO THE THEORY OF FLOWs, E 9.2 FUNDAMENTALS OF THE THEORY OF FLOWS 359
Since g, and g, are continuous in D and the Cauchy-Riemann equations are: Let '@ and ¥denote respectively the circulation and flux given by (9.2.4)
satisfied, it follows from Theorem 3.6.2 that the complex function and (9.2.7). Now

F(z) = $9) +thle 9)

is analytic in D and
| cP(g) de = [=
c
tas) (de + i dy)
F(z) = $2 + the = G1 — igo. =] ne tag tif —ade tae.
Conversely, let
Thus
F(z) = O(a y)+ Wh, y)
[| F@) ds =6 +iF (9.2.13)
Cc
bea single-valued analytic functioniin a domain D. Then wehavefor any closed
contour C' in D and is called the total circulation of the fluid along C. Also

[ F@)dz = ["F@de =F) —Fle, = 0, @=A|{ F(@)ds| and F =F |Fe) dal. (9.2.14)
Cc ay .

.
where z, and 2, are respectively vale . . If the flow q is source free and circulation. free, the functions
the initial and terminal points on C and thus wd » the munctions |
211 = Bq.
2 Let bo = =U and bos = — q2 so that (ay) (ey)
d(x, y) = | q.ds = | “Adx+tqgdy . (9.2.15)
and (29.4o) (29,09)
F(z) = aq — 19.

Then (ay) (ay)

Wex=[ md—=[ —gdvtady, (9.2.16)
O= |P(e) d=] (g — ing) (dv +i dy) (29.9) (2.4)

being the real and imaginary parts of the single-valued analytic function F(z),
=| ude tad +if — ade +o. are harmonic in the domain . D andsatisfy Laplace’s equation
Vu = Ugg + Uyy = 0, (9.2.17)
Hence for the vector field defined by ¢ = [¢,, q.], we have
with u = d(x, y) or u = p(x, y).
[. q, dx + q,dy =0 and I, — qn dx +9, dy =0 Weshall now establish the following

THEOREM 9.2.2. Suppose that a flow. g is source free and circulation

for every closed contour C in D. Consequently, the flow determined by [g,, 90] free in a domain D. A contour C in D isa streamlineif, and only if, the function
is source free and circulation free in D. The theorem is thus established. v(x, y) given in (9.2.16) is constant along C.
|
The function F(z) given in (9.2.8) is called the complex potential, and is Proof. Suppose that C is a streamline and that («,, y,), (2,2) are any
determined up to an additive constant by the velocity field [g,, g2]. Its deriv- two points on C contained in D. Then from (9.2.16) we have
ative F(z), given in (9.2.9), is called the complex velocity. — The conjugate of (%9,Y9)
the complex velocity is equal to the velocity We Ye) — Ws Ys) = | In as,
(a4,45)

F(@) =a+in =¢. (9.2.11) where the path of integration may be taken along C. Since gq, = 0 at each point
of C, we have (x, yo) = (x,, y,) and thus ¢(x, y) is constant on C.
The speed, or magnitude of the velocity, is given: by
Conversely, it can be shown (see Exercise 9.2.2) that if C is any contour
gl =VeFR=IF@| (9.2.12). § in D such that (x, y) = constant on C, then g, == 0 at each point of C. Thus
the velocity vector g at each point is tangent to C and is a streamline.
360 “APPLICATION OF ANALYTIC. FUNCTIONS TO THE THEORY OF FLows 9.3 LOCALLY CIRCULATION AND SOURCE FREE FLOWS 361

Similarly, one may establish the following where

THEOREM 9.2.3, Suppose that a flow q is source freeand circulation : oe) =f ads= | gide + qody (9.3.3)
free in a domain D. A contour C in D is an equipotential line if, and only if,
the function 4(«, y) given in (9.2.15)is constant along C.
and
The proof is left as an exercise for the reader.
The functions (x, y) and (x, y) given in (9.2.15) and (9.2.16) are known
We)=[ ads =f[ —grde+qdy,
20
(9.3.4)
respectively as the equipotential function and stream function of the flow.
with 2fixed and 2 varying in D*. Since the flow may notbe entirely circulation
EXERCISES 9.2 and source free in D, the valuesof the integrals in (9.3.3) and (9.3.4) may vary
with the path of integration, and thus F(z) may be multiple-valued. To show
1. Prove that the functions¢(x, y) and («, y) given in (9.2.10) are differentiable that F(z) is a (possibly multiple-valued) analytic function in D, we must verify
in their domain of definition D andthat $, = py = q, and dy = — py, = q, ~ that the two conditions given in Definition 4.5.4 are satisfied.
in D. Let 2, be a point in D and let F,(z,) be one of the values of the function
2. Let the velocity vector ¢ = [q;, g2] define a flow over a domain D, andlet ° F(z) at z = 2,, thatis,
C bea contourin D such that the function (x, y) given in (9.2.16) is constant
on C. Let.g, denote the componentof g in the direction of the normal. Show Fees) = [qeds +i | “an as, (9.3.5)
that g, = 0 at each point of C. Zo Zo : ;

3. Prove Theorem 9.2.3.

9.3. LOCALLY CIRCULATION AND SOURCE FREE FLOWS. For
a flow defined over a domain D there may exist closed contours in D for which
the circulation and flux do not vanish. However, such a flow may be locally
circulation and source free in the following sense:
Definition 9.3.1. A flow is said to be locally circulation and source free in
a domain D if for every point 2)'in D, there exists a neighborhood N(z,) such
that the circulation and flux vanish for every closed contour I" contained in
N(&).
Corresponding to Theorem 9.2.1, we have the following theorem for flows
which are locally circulation and source free.
——THEOREM 9.3.1. Let q, = q(%,y) and go = 92(x, y) be a pair of
continuous functions defined in a domain D. Then q, and g, define a locally
circulation and source free flow q = [q, ¢,] in D if, and only if, there exists in
D a (not necessarily single-valued) analytic function
F(z)=$(, 9) + HC, 9) (9.3.1)
with a single-valued derivative given by
Pz) =1% Y) — tol). - (9.3.2)
Proof. Suppose that g = g, + tg, defines a locally circulation and source
free flow in D. Let
F(z) = $(z) + i(e)
where the integration is taken along somepath y, in D joining z to 2,. Let N(z;)
be a neighborhood of the point 2, contained in D such that the circulation and
flux around every closed contour I’ in N(z,) are equalto zero. Weshall now show
that there exists in N(z,) a branch G,(z) of the functionF(z) such that G,(2,) =
F(2%). Let
H(z) = f qu ds +if Qn 4s, (9.3.6)
where the path of integration y joining 2, to z lies entirely in N(z,). Since the
flow is circulation and source free in N(z,), it follows from Theorem 9.2.1,
that A(z) is a single-valued analytic function in N(%), and
H'(2) =) — ig» | (9.3.7)
Let
G,(z) = F,(2) + A(z), for'z in N(z,). (9.3.8)
From (9.3.6), we have that H(z,) = 0. Hence G,(z,) = F,(2,).
It remains to show that -G,(z) is a branch in N(z,) of F(z). First ofall,
since F’,(z,) is a constant, G,(z) is a single-valued analytic function in N(z;).
*In view of Remark 3.1.2, we may write q(2); ¢(z) and #(z) instead of
a(x, ¥), (x,y) and $(«, y). The function F(z) given in (9.3.1) is also called the
complex potential. The derivative F’(z) of F(z) is defined in terms of the deriva-
tives of the branches of F(z).
362 APPLICATION OF ANALYTIC FUNCTIONS TO THE THEORY.OF FLOWS.
We shall now show that for each 2 in N(2), Ga{z) is one of the values of F(z), -
(See Definition 4.5.1.) In view of (9.3.5), (9.3.6) and (9.3.8), we have
Gale) =[ ads +if ands, © (9.3.9)
2g Zo : ‘from Theorem 9.2.1, it follows that the flowis entirely circulation and source
where the integral is taken along the path consisting of y, followed by y. Thus
G({z) is one of the values of F(z). We have shown that condition (1) in Defini-
tion 4.5.4 is satisfied. We leave it as an exercise for the reader (see Exercise 9.3.1)
to show that condition (2) of Definition 4.5.4 is also satisfied. The proof that | :
F(s) is an analytic function in D will then be established.
To prove that F(z) is a single-valued function, we observe from (9.3.7)
and (9.3.8) that G,(z) = q, — ig, Thus no matter what branch of F(z) we
consider, the derivative is the same, and is given by
F(z) = az) — igg().
Conversely, suppose that we are given a (possibly multiple-valued) analytic
function F(z) = ¢(z) + a/(z) in D so that F’(z). is single-valued. Let 4, = q,
and #, = — q2 so that F’(z) = q, — tgq, Let G,(z) be a branch of F(z) defined
in a neighborhood N(a,) of the point z, in D. Let I be any closed contour con-
tained in N(z,). Then
|Fe) de = |(Gale) de = Cle) ~ Cnles)
where 2, and z, are respectively the initial and terminal points of I’. Since
&, = 2, and G,(z) is single-valued in N(z,), it follows that G,(z,) = G,(z9)
and consequently
a|]Fie) as] = 4 LFtoda] <0.
Thus the flow in D defined by the vectorfield [¢,, go] is locally circulation and
source free. The theorem is now established.
Remark 9.3.1. We consider a complex. potential to be uniquely deter-
mined if it is determined up to an additive constant. A complex potential
uniquely determines a (possibly locally) circulation and source free flow and
conversely. (See Exercise 9.3. 3.)
Remark 9.3.2. If Disa simply connected domain, then any locally circula-
tion and source free flow in D is entirely circulation and source free in D. For,
if F(z) is the complex potential of this ow with derivative F‘(z), then by the .
‘foregoing theorem, F’(z) is single-valued in D. Furthermore, each value of
F(z) is given by
rela [Ft a so that g, = A, g.'= Oand | q| = A. Thus wehave a uniform flow with velocity
9.4 EXAMPLES OF FLOWS — 363
wherethe integration is taken along a contour in D joining z to a fixed point
“gy. Since D is simply connected and F(z) is single-valued and analytic in D, the
integral given’ in (9.3.10) is independent of the path by Theorem 5.10.1. (See
also Remark 5.8.1.) Consequently, the function F(z) is single-valued. Thus,
free in D.
Remark 9.3.3. In case the flow is only locally source free, so that (x, y)
is multiple-valued, Theorem 9.2.2 no longer holds. However, using the concept
of a branch of an analytic function along a contour (see Definition 4.5.2), one
may prove the following
E ——THEOREM 9.3.2. Suppose that a flow g is only locally source free in
a domain D. A contour C in D is a streamline if, and only if, for every branch
f(z) along C of the complex potential F(z),.4[ f(z)] is constant along C.
Theproof will be left as an exercise for the reader.
EXERCISES 9.3
1. Show that if G,(z) and G,(z) are any two branches of the multiple-valued
function
F(z) = f. qx ds + if’ Qn 4s,
where q = [dy 4%] defines a locally circulation and source free flow in a
domain D, then G,(z) is an analytic continuation of G,(z) along some curve
C in D.
. Prove Theorem 9.3.2.
3. Let F(z) and F(z) be (possibly multiple-valued) imaginary potentials for
a given flow. Show that for some constant c, F(z) = F,(z) + ¢.
9.4. EXAMPLES OF FLOWS ARISING FROM CERTAIN FAMILIAR
COMPLEX POTENTIALS
EXAMPLE9.4.1. F(z) = Az, where A is a real and positive number.
From (9.2.8) we then have 4(x, y) = Ax and (x,y) = Ay. Thus the stream-
lines ys = constant are parallel to the x axis, and the equipotential lines
¢ = constantare parallel to the y axis. Also from (9.2.11), the velocity is given by
G=h + i = F(z) =
A parallel to the x axis as shown in Fig. 9.4.1.
364 APPLICATION OF ANALYTIC FUNCTIONS TO THE THEORY. OF FLows 9.4 EXAMPLES OF FLOWS 365

If A = 0 is a complex number, say A =a, + tap, then of it, for example, depicts the case of a flow against a plate (see Fig. 9.4.3), and
one-quarter of it is the flow inside a corner (see Fig. 9.4.4). Also we have
F(z) = Az = ax — ay + ily + a,x),
and q=% + tga =F(2) = Az = Ax — Aiy,

$(x,y) = ax — ay and (x,y) = ayy + agx. so that gq, = Ax and g, = — Ay. The speed is

lgqh=V@+@Q=AV8P Fy = Ale.

=<
. Fic. 9.4.1

Also

G= 4 + Gy = F(z) = 4 — tan,

so that g, == a, and g, = — a,. The streamlines are lines parallel to the vector
q = 4, — tay as shownin Fig. 9.4.2, for the case when a, and a, are both positive
numbers.
Thus,in all cases, F(z) = Az definesa flow alongparallel lines with constant
speed. There is, consequently, no loss of generality in assuming that A is a
positive real constant. Making A complex only introduces a rotation of the
whole stream pattern through some angle. Fic. 9.4.4

EXAMPLE 9.4.2. F(z) = (A/2) 2,where A is a real and positive
number. Then , the speed at any point is proportional to the radius of the circle through that
A .
b(x, y) = = (x2 —y®) and d(x, y) = Axy.
2)
The streamlines 4 = constant form a family of rectangular hyperbolas with
the coordinate axes as asymptotes, while ¢ = constant give the orthogonal -
family of rectangular hyperbolas whose asymptotes are the lines y = x and -
y = — x, (SeeFig. 3.8.2.)
Parts of this diagram can sometimes be of practical significance; one half :
Hence, if we consider a series of concentric circles with the origin as center,
point, and is the sameforall points on thecircle.
EXAMPLE9.4.3. F(z) = A log (z — «), where A is a real and positive
number.F(z) is defined in the domain D consisting ofall points z ~ «. Although
E F(z) is not single-valued in D, F’(z) = A/(z — «) is single-valued in D. By
| Theorem 9.3.1, F(z) determines a locally circulation and source free flow
in. D. Let z — w = re*, then (up to a multiple of 27Az),
F(z) = A Logr + Ai
366 APPLICATION OF ANALYTIC FUNCTIONS TO THE THEORY OF FLOWs : 0,4 EXAMPLES OF FLOWS 367
ey

so that the equipotential lines ¢ = A Log 7 == constant (or r= constant) containing « inits. interior. When A is negative,the flow is inward, and we
constitute a family of concentric circles with. center at a. By Theorem 9,3,2, say that there is a sink at z =.« of strength m = — 2A,
we see that the streamlines are given by 4s =.A@ = constant(or @ = constant), -. Onthe other hand, if C is any closed contour in D not containing the
and constitute a family of radial lines orthogonal tothe equipotential lines,- point z = in its interior, then by Theorem 5.10.2
Also
:
q=qh ti = F(z) er
it —_ A _A
7e
1 A 4
=> (oo +isind),
ot |oP’@) dz =0.
so that Thus thecirculation and the flux across C are equal to zero, verifying directly
A. thatthe flow is locally circulation and source free in D.
nn =A cos, n= “sin and lgqh=Ve@+Qa=—.

Thus the velocity vector q at each point is directed along a radial line outward
from the center, and the speed at each point is equal to A/r, where, is the distance
from the center « to the given point. (See Fig. 9.4.5. In this, as well as in the
remaining figures of this section, streamlines and equipotential lines will be
denoted by solid and dotted lines, respectively.)
EXAMPLE 9.4.4, F(z) = —iBlog(z— a), where B is a real and
- positive number. As in Example 9.4.3, F(z) is the complex potential of a flow
» ina domain D consisting of all points z 4 «Setting zs — a = re, we have
* (up to a multiple of 27B)
F(z) = BO — iB Logr.

_ Thus the family of concentric circles with.center at « constitute the stream-

- lines, while the family of radial lines orthogonal to the streamlines form the
. equipotential lines.
Also

= eo = ac sin 8 + 7 cos 6),

B., B
h = ——sin 6, q2 = — cos 8 and |g|=—

' Thus the velocity vector g at each point z is directed along the tangent to the
_ circle |z-- «| ==, in a counterclockwise direction, and the speed at each
Fic. 9.4.5
point is equal to B/r, where r isthe distance from the center z = « to the
Now,let C be any closed contour containing the point z = a in its interior, given point. (See Fig. 9.4.6.)
and let I’ be a circle with center at « and interior to C. Then by Theorem 5.10.3
and Example 5.2.2, we have

|Feds | Fe)dzs = joe

4% Al.

It follows from (9.2.14) that the circulation along C is equal to

R [|Fe) ds| =0,

and the flux ¥ across C is equal to

I [[Fe) dz| = 2nA.

Wesay that the point x = « is a source of strength m = 207A. Thestrength
m is the rate at which a fluid of unit density will flow across any closed contour Fic. 9.4.6
 Wen,

368 APPLICATION OF ANALYTIC FUNCTIONS TO THE THEORY OF FLOWs. 9.4 EXAMPLES OF FLOWS 369
If Cis any closed contour in D containing the point z = «in its interior, where | «| is the distance between the sink and the source andp is a positive
then proceeding as in Example 9.4.3, we find that constant. Let

oO = | a| 4, Lo (9.4.3)
I. F(z) dz = 27B,
whereA is constant. We may express (9.4.1) as
Consequently, the flux ¥ across C is equal to

F[27B] = 0, Pa) = — Hes [lowe=a)7,

Tv — a

while for the circulation @ about C, we have Denoting by F(z) the limit of F,(z) as « > 0, we get

€ = Al2nB] = 2wnB. . ev od et]

The point z = ais called a vortex of strength n = 27B. When is negative,
the circulation about any closed contour C in D containing « in its interior:
will be in a clockwise direction.
As in Example 9.4.3, if C is any closed contour in D not containing the
point z = « in its interior, then
|Ped =0,
F(z) = lim F(z) = — 420 + 5, (log 2) = — 4Qa “s+ 4A)
Wesay that there is a doublet at the point z = 0. To this doublet there
corresponds the vector pe”, The length of this vector, py, called the strength
of the doublet, is equal to the constant product of the variable strength m by
the variable distance | «| between the sink and the source. The unit vector e*,
called the axis (or orientation) of the doublet, gives the constant direction from
the sink to the source as the latter moves towards coincidence with the former,
Let 2 = re; then (9.4.4) may be written as

and thus we verify directly that the flowiis locally circulation and source free F(z) = — ee eH) + [cos (@—) —ésin(@—d)], (9.4.5)
in D. ar

Conversely, for flows of the type derived in Examples 9.4.3 and 9.4.4 with
a sourceofstrength m = ¥ or a vortex of strength n = @ at z = a, the complex
potentials must necessarily be of the type given in these examples. (See
Exercises 9.4.1 and 9.4.2).

EXAMPLE 9.4.5, Suppose that the complex potential of a flow is

given by

F.{e) = J
m
log(2 —) = yp
m
oe— a) — Flog,
m
(9.4.1)

where m is a positive number. By Theorem 9.3.1, the flow given by F, is locally

circulation and source free in the domain D consisting of the complex plane
with the points z = 0 and z = a removed. It is easy to show that the points
x =Oandz = «are,respectively, a sink of strength m and a source of strength m.
Now,if the distance between the source and thesink is allowed to approach
zero, the effects of the source and sink will cancel each other, unless we increase
the intensity of the sink and source in the sameratio as the distance between
them decreases. That is, let m vary according to the formula

ma (9.4.2)
Fie. 9.4.7
370 APPLICATION OF ANALYTIC FUNCTIONS TO THE THEORY OF Flow; 4 EXAMPLES OF FLOWS 371
so that EXERCISES 9.4
_ __#
d= amr °O8 (@ye A) and pb = sin
Darr sin (@ — A).
_ Suppose that we have a flow in a domain D consisting of all’ z 4 « such that
_(a) the magnitude | q| of the velocity vector at each point z depends only _
Weleave the following observations as an exercise for the reader. (See Exe, on. the distance r = | z — «| of x from the point z = a, (b) the velocity
cise 9.4.3.) The streamlines y — constantare circles passing through the origi vector at each point 2 is directed radially away from z = «, and (c) the flux
and tangentto the axis of the doublet, while the equipotential lines ¢@ = constant. ' ¥ across every circle with center at z = a is equal to a constant m. Show
are circles passing throughthe origin and perpendicularto the axis of the doublet that m > 0 and that the complex potential of the flow is given by
(See Fig. 9.4.7.)
Also, we have F(z) =>
5 log (z — a).
pent®
G=Hh +i, = F(z) = a BB . Suppose that we have a flow in a domain D consisting of all z « such that
(a) the magnitude | q| of the velocity vector at each point z depends only
on the distance r = | z — a | of 2 from the point z = a, (b) the velocity
= 5h, ettro-n — SE[cos (28 — 2) + isin (20 — d)],
Darr? vector at each point z = a + re“ is directed counterclockwise tangentially
so that to the circle | z — «| = 7, and (c) the circulation @ around every circle with
center at z =«is equal to a constant . Show that m > 0 and that the
a= xo cos(20— A), = Sea sin (20 —-A) complex potential of the flow is given by

and the speed | g| at any point is equal to p/2mr?, where r is the distance from -
F(z) (2) == 21
Fe 8 (= — 4).
|
the doublet to the gi int,
© omens BO INE BIER. pots . Show that the equation (/27r) sin (8 — A) = c, where p, A and care real
constants, represents a circle passing through the origin with center on the
EXAMPLE 9.4.6. Let D denote the domain of all points z = x + iy,
line y = — (cot A)x. Hence, show that the circle is tangent to the line
y > 0 and let R denote the region consisting of D and its boundary y = 0
y == (tan A). Similarly, show that the equation (,/2mr) cos (@— A) =c
Suppose that there is a source and circulation free flow. ¢ = [q,, q.] defined
represents a circle passing through the origin and perpendicular to the
on R-such that the boundary y = 0 is a streamline. By this we mean that
line y = (tan A) x.
g = [41 92] is a source and circulation free flow in D with q,(x, y) and g(x, y)
continuous on R, and g, = 0 on the line y = 0. Furthermore, we assumethat . Let F(z) = (4 + iB) log (z —«), A andB real, AB 0, bethe complex
as x—»0o, the velocity vector g approachesparallelism with the line y = 0. potential of a flow in a domain D consisting of all points z 4 «. Show that
Weshall show that the complex potential F(z) of the flow in D is given by (a) the flow is locally circulation and source free in D;
F(z) = Az, (9.4.6) : (b) for any closed contour I containing the point z = « in its interior, the
; circulation and flux across I’ are equal to— 27B and 2:A, respectively;
where A is a real constant.
(c) the equipotential lines and the streamlines are given respectively by
Consider 9,(x, y), the y componentofthe velocity vector q = [49] in R.
Since (see Theorem 9.2. 1) ‘there exists in D a single-valued analytic function r= ce (B/A)@ and 7 = 6¢(4/B)6 >
F(z) such that
. where c, and c, are arbitrary constants and z — « = re’®;
F(z) = 4 — Qe (d) the families of curves given in (c) are orthogonal to each other (sketch
we see that 9,(x, y) is the real part of the analytic function 7F’(z), and conse- . a few of these curves);
quently is harmonic in D. Also, by assumption, g,(x, y) is continuous in R, (ec) the velocity vector g is given by
vanishes along the line y = 0, and approaches zero as x > ©, It follows (see
Exercise 8:19.7) that g, is identically zero in R. But F’(z) is analytic in D,.. . _ (4 iB) &
rr
hence F’(z) is constant in D [see Exercise 3.6.16(a)]. Thus F’(z) =
where A is a real constant. It follows that up to an additive constant, the complex . Let F(z) = A(ze-# + R/ze-), z 4 0, A > Oand k > 0, be the complex
potential F(z) of the flow in D is given by F(z) = potential of a flow.
‘372 APPLICATION OF ANALYTIC FUNCTIONS TO THE THEORY OF FLOWs 9.5 FLOW AROUND ‘A. CYLINDRICAL OBJECT _ 373
(a) Show that if = ke*, then the velocity vector at 2 is given by Weshall make the following. additional assumiptions:*
Asi a 6) 1104 ra) (1) The closed contour ’C is a streamline.
= sin — e@raie), _ . . :
q . . (2) The integral J. Gn as = 0 for every closed contour I lying in R.
‘(b) Using part (a), showthat:the velocity vector at any point on thecircle (3) The circulation around every closed contour having ‘its interior (9.5.1)
| z| == & is tangent to the circle, and that g = 0 when 2 = + ke’, in D is zero,
(c) Show that the equipotentiallines and streamlinesare given respectively by (4) As 2 > @, the velocity vector q approachesa finite limit. ,
R Ry, .
(+=) cos(@— A) = and. (r—-=) sin (0 — 2) = Cay y

where z = re’, and c, and ¢, are arbitrary constants, :

(d) Sketch a few equipotential lines and streamlines given in part (c). Note A Wf C
the orthogonality.
6. Suppose that we are given a complex potential.

m za
F(z) = 5 log z—p’
Fic. 9.5.1

where the points z = « and x =f are respectively a source and sink of

Observe that conditions (2) and (3) imply respectively that the flow is
equal strength m. Let « = 8 + |«— f|e%, where B and arefixed. Show me
=. source free and locally circulation free,in D.t It may be shown (see Exercise
that if |«—8|-—+0 and m= p/|«— |, where » is a constant, then
F(z) approachesas a limit the complex potential « 9.5.2), that the circulation around every closed contour F' containing C in its
; interior is equal to a constant @. In particular, if @ = 0, then the circulation
.. around every closed contour I’ in D is zero. Consequently, the flow is entirely
—— Hed circulation and source free in D, and by Theorem 9.2.1 the flow has a complex
(2) = 2 #x—B°
> potential F(z) = 4(z) -- f(z) which: is single-valued and analytic in D. If —
7. Show that the streamlines in Exercise 9.4.6 are circles passing through the. . @ #0, then by Theorem 9.3.1, there exists a multiple-valued analytic function
point z = 8 and tangent to the line y — B, = (tan A) (x — B,), where: F(z) in D with a single-valued derivative F’(z) = 9¢,(z) — ig,(z), where 9,
B = B, + iB, and A real. Also show that the equipotential lines are circles , and g, are the components of the velocity vector g. In either case, the flow is
passing through z = f and perpendicularto the line y — B, = (tan A)(w — f,).° by (2) entirely source free. Since the integral,

9.5, FLOW AROUND A CYLINDRICAL OBJECT. If we say there is |ind =0

a two-dimensional flow around a cylindrical object, we mean that both the
object and the flow appearexactly the samein any section made by a member for every closed contour I in R, the integral
of a family of parallel planes. This two-dimensional section will then completely -
characterize the flow. Wa) = f° ands = — 4, dx -+- gq, dy (9.5.2)
Suppose that a steady-state flow is given over the xy plane around a~ 20

cylindrical object with generators perpendicular to the plane of flow. We may ' is independent of the path in R. Furthermore, for z in D, we have
treat this problem as a flow in the region R consisting of a closed contour C
(the boundary of the object), together with the domain D, of all points (2) = F[F(e)]. (9.5.3)
of the finite z plane exterior to C. (See Fig. 9.5.1.) By this we mean
* From physical observation it is known that ‘conditions (9.5.1) can be
that a velocity vector ¢ = [q, q2] is given at each point (x,y) of R such
pproximated by introducing a cylindrical obstacle into a fluid with uniform flow.
that ¢,(x,y) and g,(#, y) are continuous in R and continuously differentiable t The continuity of g, and g, and conditions (2) and (3) imply that g, and q.
in D, : , are harmonic, and hence continuously differentiable in D. (See Theorem 9.3.1.)
374 APPLICATION OF ANALYTIC FUNCTIONS TO THE THEORY OF FLOW 5. FLOW, AROUND A CYLINDRICAL OBJECT 375

It follows that (z) is single-valuéd, continuous on R, and harmonic ij n t (see Example 5.2.2)
. .
Furthermore, for any two points 8, and zg, on C; we have

Wax) Wes) fan ds | z BO Nez

ay and :

where the path of integration may be taken along C. Since by assumption (1), a .
i — dz = 2nia,.
C is a streamline, g, = 0 on C, and consequently $(z2) = (21) for any two: ra
points on C; thatis, ¥(z) is a constant along C, Thus we have established Therefore
a od | F(z) dz = 2mia,.
——THEOREM 9.5.1. Let a region R consist of a closed contour C together r
with the domain D of all points of the z plane exterior to C. If a flow. q From (9.2.13) ‘we have
on satisfies conditions (1) to (3) of (9.5.1), then the stream function (2)
given in (9.5.3) is continuous on R, harmonic in D and constant on C. | F(z) dz = 6 + iF,
rs.

Weshall now establish the following important

where @ is the circulation along F and F is the flux across I’. By condition (2)
Ke Ue . :
——THEOREM 9.5.2. Let a region R consist of a closed contour C and its of 9.5.1), % =0. Consequently, 2miay = and we may write (9.5.6) as
exterior D, Then any flow q in R satisfying conditions (1) to (4) of (9.5.1) is
uniquely determined by the value of P(e) =O, 10,4 t+ Bt By Spe, 05.7
lion9(2) = Qs + iQ, (9.5.4) valid in a neighborhood of z =~,
To show that this flow is uniquely determined by Q, + 7Q, and @, it is
and by the constant & ofcirculation around any closed contour containing C sufficient to prove that under conditions (1) to (4) of (9.5.1), two complex
in its interior. potentials F(z) and F(z), whose derivatives may be expressed as in (9.5.7),
Proof. Let F(z).be the complex potential of a flow q in R with satisfying determine identical flows. To this end, suppose that in a neighborhood
conditions (9.5.1) and (9.5.4). Since F’(z) is single-valued and analytic in the N,. of 2 = co we have
exterior of C, it is single-valued and analytic in a neighborhood of z =~,
except possibly at z = ©. Moreover, by (9.5.4) we have ! FQ) = 01-10, +p + S4344—
limF’(z) =lim 9(z) = Qy—iQp. (9.5.5) and

If we define the value of F’(z) at z = © to be equal to this limit, then by Exer- - #2) = Qi — 102 os
Uni i
z 428B+ 2 +ate
cise 7.3.4, F(z) will also. be analytic at z = ©, Thus in some1¢ neighborhood of
& = 00, we have (see Exercise 7.3.1) Hence, for z in N.,

Ps) = 2,10) + 4B 4 H4H4- (9.5.6) F(z) — Fi) = 3+$4 Bo, (9.5.8)

; where
Furthermore, if I is a circle with center at the origin and ofsufficiently large © c;=a,—b, jf =2,3,-"
radius, the expansion given in (9.5.6) will converge uniformly on I’, and con- Let
sequently may be integrated over I term by term (see Exercise 7.3.2). We thus
obtain G(z) = —-2— 8. _ 4 gin Ny. (9.5.9)
a
[Pee — 10, +4 vs
=|(-Q+S+St+Srato)e Then, in view of (9.5.8), we have

=| Q-iQdat+f Sds+ det | Sdet] tds to

ten a
Ge) =K(e) — Fi).
me . y
376 APPLICATION OF ANALYTIC FUNCTIONS TO THE THEORY OF FLOW 4 9,5 FLOW. AROUND A CYCLINDRICAL OBJECT 377
It follows (see Exercise 9.5.3) that for z in N,, we have ¥[G(z)] = y,(z) — rez) Weshall first consider the case when lim,.,,, 9(2) = lim,0 F'(z)
"@) = 1.
where y, and #, are the stream functions of the flows determined by Fy(a) . A desired mapping is then given: by (8. 13.1), namely,
and F,(z). Since G(z) is analytic at z = oo it follows that (2) — ¥2(z) is harmonic.
at z = 0, Let now R,, and D,, denote respectively the region and domain
w=Fe)=a+=, -k>O0. (9.5.11)
obtained by adjoining the point z = to the region R and domain D, Thus
(2) — (2) is single-valued, harmonic in Dj, continuous on R,,,-and constant For
. oom Rey
on C, It follows from Theorem 8.19.5 that y,(z) — ¥.(z) is constant in D,.
liaa(@) = limF(@) = lim (1 — ) = 1.
Thus
E Furthermore, since F(z) maps the circle C: |z| = onto the segment
F (F(a) — Fife] = yi(2) — ylz) = 0 — 2k Su S 2kof thereal axis (see Remark 8.13.1), %[F(z)] is constant on C
f and thus Cis a streamline. Andfinally, since the complex potential F(z)is single-
for z in D. Hence[see Exercise 3.6.16(a)], Fi(z) — F,(z) = c, where c is q we. valued, the circulation @ is equal to zero.
constant. In view of (9.5.8), we then have In case lim,.,.. ¢(2) = Q, where Q is any real number, then obviously
- a complex potential of the flow will be given by

c= lim [Fi(2) — F42)] = 0. w = F(z) =Q (2 + *, k>0 (9.5.12)

Thus, F(z) = F,(z), and the flows determined by the complex potentials Fi(2)
and f(z) are identical. The theoremis now established.
EXAMPLE 9.5.1. We shall now determine the complex potential of a
flow satisfying conditions (1) to (4) of (9.5.1) for the case when the circulation
. However, if Q is complex, say Q = Ae’*, A > 0, then the mapping given in
_ (9.5.12) will take the circle C: | | = into a segment making an angle A
with the positive u axis, We therefore consider the mapping
, 2

@ is equal to zero and C is a circle of radius k > O with center at the origin.
@ = F(z) = A (2e“# + =aa) (9.5.13)
Since the flow is, by assumption, entirely circulation and source free, the
complex potential F(z) =: ¢(z) + i/(z) is by Theorem 9.2.1 single-valued in : which is obtained, by performing successively the mappings
the domain D consisting of the exterior of the circle C. Since the velocity q is -
C = get
continuous in the region R consisting of the domain D andits boundary C,
; which transformsthecircle C intoitself, followed by the mapping
& . %

F(z) = | qds +i f In as
Zo a9
=A(¢+4)
is also continuous on R. Hence
q which transforms the circle C into the segment — 24k < u < 2Akofthe real
w= F(z) (w= u+iv) (9.5.10) , axis, Consequently, F(z) as given in (9.5.13) is a desired complex potential. For

: (a) g(z) =-F'(z) is continuous on R,

may be regardedas defining a mapping of R into the w plane whichis continuous
on Randcana in D. Furthermore, since C is a streamline, the stream function i:+ (b) Jim
; 9(z) = Im
— F(z) = lim A (e*. _ sii)
ke .
= Acid —Q,
A(z) = ¥[F(z)] is constant on C. Consequently, the image of C under the
mapping given in (9.5.10) lies on a line parallel to the w axis, Therefore, in (c) since the complex potential F(z)is single-valued, the circulation @ is equal
seeking a complex potential F(z), we search for a mapping of R into the w to zero, — oo
plane such that the image of lies on.a line parallel to the u axis and such that
q and

“lim3 a(2)=
= lim,F
F(a) =Qs +Dy | -(d) since F(z) maps the circle C into a segment of the real axis, [F(z)] is
constant on C and therefore Ciis a streamline.
 Cs

378 APPLICATION OF ANALYTIC FUNCTIONS TO THE THEORY OF FLow
By Theorem 9.5.2, the complex potential F(z) is uniquely determined whenever.
the circulation @ and lim,,,,.¢(z) are given. Therefore, the function F(a) give
in (9.5.13) is the complex potential of the given flow.
EXAMPLE 9.5.2. We shall now determine the complex potential of
< 4°
55 FLOW AROUND A CYLINDRICAL OBJECT 379
here x = re, and c, and c, are arbitrary constants. For later use, we shall
' determinethestagnation points,thatis, the points at which the velocity g = F(z)
is equal to zero. These are obtainedby solving the equation F(z) = 0. Weshall
‘concern ourselves only with stagnation points that lie on the circle [zl =k.
’ From (9.5.14), we obtain

a)!
flow satisfying conditions (1) to (4) of (9.5.1) for the case in which Cis the circle” \

|x| = > 0,thecirculation is equal to a nonzero constant @, and F(e) = A(e# ——gientA =. (9.5.16)
lim g(z) = QO = Ae?4, A>0.°
200 Putting z =. ke?” in (9.5.16), and setting the resulting expression equalto zero,
we getafter simplification
It is easy to show (see Exercises 9.5.4 and 9.5.5) that if a contour C is
streamline of two flows which are determined respectively by the complex: [eta — | _ ae (9.5.17)
potentials F(z) and F(z), and if F(z) is a complex potential such ‘that’
F(z) = F((z) +F,(z), then C is also a streamline of the flow determined 4 Utilizing (4.2.2), (9.5.17) becomes
F(z), Also, if @, and @, are the circulations around a closed contour C deter. .
mined respectively by the flows with complex potentials F,(z) and F,(z), then | @ = 4nAk sin (o — 2). (9.5.18)
the circulation around C determined by a complex potential F(z) such that
F(z) = F\(z) + F,(z) is equal to @, + @,. Observethat if Q = Ae* and a stagnation point on the circle | z| =k
Now,let F,(z) and F,(z) denote respectively the complex potentials of the- are given, then the circulation @ is uniquely determined. Conversely, if
flows given in Examples 9.5.1 and 9.4.4, where in Example 9.4.4 we. take | @/4rAk | < 1, then determine two stagnation points on the circle | z| = k,
« =O and B = @/2zm,thatis, let which coincide when | @/47Ak | = 1.

. Rk? 16
F(z) = A (2e a) and F(z) = — 5 log 2.

>
Se

»
Since both of these flows have the circle C: | z| = & as a streamline,

F(z) = A (ze nw ap =a)

B\ — 5
i® log z (9.5.14)
will also have C as a streamline. Moreover, since the circulations of F(z) and
F(z) are respectively equal to zero and @, the circulation of F(z) will also be. S)
equal to @. We have furthermore
——<_

lim gz) = lim F(z) = Ae’, Fic. 9.5.2. 0 < ClanA <hk; stagnation Fic. 9.5.3. @/47A = k; stagnation points
points S, and S, are on the cylinder. S,, S,(= S) coincide on the cylinder.
By Theorem 9.5.2, the function F(z) given in (9.5.14) is the unique complex _
potential satisfying the given conditions. Figures 9.5.2 and 9.5.3 show the appearance of the streamlines for
The equipotential lines and the streamlines of the flow in (9.5.14) are 0 < @/4rA <k and @/4cA = k for the case when Q = Ae”, A > 0.
given respectively by
EXERCISES 9.5
(r + =) cos (@— 2) + 5%
66 =¢4
and (9.5.15) 1. Suppose that the velocity vector g = [g,, q.] defines. a flow ina domain D
consisting of the exterior of a closed contour C' such’that the circulation
us
(r —=) sin (0 ~ A) ~ 5G logr = es,
. Rk . 6

around every closed contour having its interior in D is zero. Let I, and I,
 380 APPLICATION OF ANALYTIC FUNCTIONS TO THE THEORY OF FLOW 9.6 FLOW AROUND AN OBSTACLE (CONTINUED) | 381

be two closed contours both containing C in their interiors, and such that
'F is contained in the interior of I. Show that the circulation around DT,
and I, are equal.
2. With the notation of. Exercise 9.5. 1, let r, and Ty be two closed contours
containing C in their. interiors, where I, is not necessarily contained jp:
the interior of I’,, Prove that the circulation around I’, and I; are equal,
3. Let G(z), F\(z) and F(z) be complex potentials and let ¥(z), (2)
and ,(z), where y(z) and ¥,(z) are single-valued, be their respective.
stream functions. Suppose that G'(z) = F{(z) _ F(z). Show that:
Plz) = da(z) — Yo(2).
4. (a) Let F(z) and F(z) be complex potentials with single-valued stréam
functions, and let C be a streamline for the flows determined by F,(z)
_and F,(z). Suppose furthermore that F(z) is a complex potential such |
that F(z) = Fj(z) + F,(z). Show that C is a streamline of the flow
determined by F(z).
(b) Prove part (a) above without assuming the stream functions to» be single- :
valued.
5. Show that if @, and @, are the circulations around a closed contour C
determined respectively by the flows with complex potentials F(z) and
F,(z), then the circulation around C determined by a complex potential F(z)
such that F’(z) = F)(z) + F,(z) is equal to ¢, + @,.
(1) There exists a complex potential F(z) analytic (and possibly’
multiple-valued) on the domain D, with a single-valued derivative
- F'(z) such that F(z) may be extended by continuity* toall of R.
- Weshall denote the extended function also. by F’(z).
(2) For any closed contour I’ in R, we have
9.6.1
_(0, if the interior of Fis in D, ( )
J@) @ = 1 @if the interior of I’ is notin D,@ real.
(3) The stream function ¥[f’ F(z) dz] is constant on C.
: z0
(4) Lim,,,, F(z) exists.
Let D, and D,, denote respectively the exteriors of the closed contours
C, and C,, in the z and w planes.Also,let R, and R,, denote the regions consisting
of C, and D,, and C,, and D,,, respectively. Suppose that we are given a complex
potential F(z) on R, having C,, as a streamline which satisfies conditions (1)
to (4) of (9.6.1). We shall indicate a methodfor determining a complex potential
H(w) on R, which also satisfies conditions (1) to (4) of (9.6.1).
Suppose that z = g(w) is continuous on R,,, analytic in D, and
lim g(w) =, limg’(w) = P (9.6.2)
wro

6. Show that the stagnation points of the flow in (9.5.14) are given by where P =£ 0 is a complex number. Supposealso that z = g(w) defines a one-
= Ks to-one mapping of D,, onto D, and of Cy onto C,, Then the function
= ay
B=e [ti t+ VR 2. t?],
fe where ¢ = ——
nA’
H(w) = Fi(g(w)]
7, Show that if for the flow in (9.5.14) we have | @/47A| > h, then there are
"no stagnation points onthecircle | z | = k, and exactly onestagnation point on R, induced by the mapping x = g(w) is analytic (and possibly multiple-
valued) in D,. (See Section 8.18.)
exterior to the circle | z| = &.
Using the functions defined above, we shail establish the following
8, Show that when | @/47A | < k, the stagnation points of the flow in (95.14)
are given by x = heé(7/2+4x9), where 0 <6 < am and cos? = @/4nAk., ——THEOREM 9.6.1. If the mapping z = g(w) is such that .
. Show that the point z = (@/AmAyers” lies midway between the two
stagnation points. H'(w) = F’Tg(z)] g'() (9.6.3)
9. Suppose that H(z) is an analytic function (not necessarily single-valued) in can be extended so that it is continuous on all.of R,,, then H(w) will also satisfy
a domain D such that for some branch A(z) of H(z), with domain ofdefinition conditions (1) to (4) of (9.6.1), with the same value of the circulation ¥.
D,, contained in D, we have h'(z) = 9,(z) — igo(z) for all z in D,, where -
gq = (41, %] defines a circulation and source-free flow in D. Show that A) Proof. By hypothesis H(w) satisfies condition (1). To show that
is also single-valued in D. , condition (2) is satisfied, let I, be a closed contour. in R, and let I, be

* By this we mean that (a) limy.,, F’) exists. for each point g on C, and
9.6. FLOW AROUND AN OBSTACLE (CONTINUED). LetR be the. (b) the function .
region consisting of a closed contour C (the boundary of-an obstacle) together F’(z), gin D
with the domain D,ofall points ofthefinite z plane exterior to C. (See Fig. 9.5.1.) f(z) =
It is not difficult to show (see Exercise 9.6.1) that for a flow in a region R, . lim F’(O, z on C
fz : .
conditions (1) to (4) of (9.5.1) are equivalent to the following: is continuous on R.
382 APPLICATION OF ANALYTIC FUNCTIONS TO THE THEORY OF FLOWS :
9.6 FLOW AROUND AN OBSTACLE (CONTINUED) 383
its image in R, under the mapping-z == g(w)..Then it is not difficult to show. : Clearly, H’(w) = F'[g(w)] g’(w) is defined and continuous in the region R,,
(see Exercise9.6.2) that: oO
- consisting of the circle C,, and its exterior. It follows from Theorem 9.6.1,
|1FEede = I. Pa) dz. a (9.6.4 _ that H(w)satisfies conditions (1) to (4) of (9.6. 1), and that the circulation around
Cy will also be equal to %. Moreover,

If the interior of I’, is in D,,, then from Theorem 8.2.4, it follows that the : lin, H'(w) = lim F’(2) + limg’()
(w) = Aeid4- 1 = Ae?
interior of I’, will be in D,, and hence
By Theorem 9.5.2, the complex potential H(w) is unique.
J H’(w) deo = 0. For: later use, we shall restate the above result, in somewhat different
notation, in the following
If, however, the interior of I’, is not in D,,, then the interior of I, cannot be os
contained in D,, and consequently . ——THEOREM 9.6.2. Given any circle I’: |z — 2)| = p. The complex
potential F(z) of the flow around I satisfying conditions (1) to (4) of (9.5.1)
|__ Hw) do = |Fa) a= @. with circulation @ and

That condition (3) is satisfied is seen immediately from the relation

lim F(@) =Q = Ae, A > 0,
F[H(w)] = A{F[g(w)]}. If w, and w, are any two points on C,,, then 2; = g(w,), is given by
i = 1,2, are on C,; and since 4[F(z,)] = *[F(z,)], it follows that
F(z) = Ale —ae +72 ] —E tog(e — a). (9.6.8)
(z — 2) e744 Qn
F[A(w,)] = 4[A(m,)].
That condition (4) is also satisfied follows from (9.6.2), since It is easily shown (see Exercise 9.6.3) that if = 2) + pe* is a stagnation
point on the circle F, then the circulation @ is given by
lim H’(w) = lim F’[g(w)] * lim g’(w) = lim F’(z) : lim g’(w).
Wo woo 00 300, woo
€ = 4rAp sin (o — 2d). (9.6.9)
EXAMPLE9.6.1. We shall now determine the complex potential H(w) .
EXAMPLE 9.6.2. Flow Around the Joukowski Airfoil. Let I’ denote a
of a flow in the w planesatisfying conditions (1) to (4) of (9.6.1) for the case
circle with center at 2), passing through the point z = — k and containing
when C, is the circle | w— w)| = with center at wp and radius k > 0.
the point z = k, k > 0, in its ‘interior. Let I’ denote the image of I” under
Further, we shall require that
the transformation
lim, H(z) = Ae*4, (9.6.5)
w=e+—, (9.6.10)
where A > 0.
By Example 9.5.2, the flow. g around the circle r2| = k with circulation 7
and lim,,,. ¢%) = Actiis given by (See Figs. 8.15.1 and 8.15.2). Let D, and D,, denote the domains exterior to
TF and I’respectively. Also, let R, and R,, denote the regions consisting of I
and D,, and I’ and D,,, respectively.
F(z) = A (zeiA 2) - oF hog Be (9.6.6) 4 :
Suppose we havea flow in R,, satisfying conditions (1) to (4)of (9.6.1), with
I" as a streamline and the velocity at infinity equal to Ae. Let H(w) be the
The mapping z = g(w) = w — w, transforms the circle C,, and its exterior corresponding complex potential in D,. As we have seen in Section 8.15, the
onto the circle | z| = k andits exterior. We now form the function transformation (9.6.10) maps D, and I" one-to-one onto D,, and I”respectively.
It consequently induces in D, the complex potential F(2) = ‘H(z + F?/2), and
A(w) = F[g(w)] = A|(o — Wo) eM Gaye ~ me
i€ log (w — wy). we have
(9.6.7) wean les%) 0-8.
gt
| (9.6.11)
384 APPLICATION OF ANALYTIC FUNCTIONS TO THE THEORY OF FLOWs
It is easy to show that since H’(w).can be extended by continuity to all of R,,
F'(z) can also be extended by. continuity to.all of R,. The other prerequisites
of Theorem 9.6.1 are also fulfilled, and thus F(z) determinesa flow in R, satis...
fying conditions (9.6.1) with the circle I’ as a streamline and thecirculation. ¢ -
equal to that of the original flowin R,. By Theorem 9.5.2 this flow in R, is”
unique, andits complexpotential is therefore given by (9.6.8). Putting z = — p
in (9.6.11) we find F’(— k) = 0. Thus z = — k is a stagnation point of the
induced flow, and it follows (see Exercise 9.6.4) that
@ = 4rA|k + %| sin [A — arg (k + ,)]- (9.6.12).
Taking into account Theorem 9.5.2, we have the following result:
A flow around a Joukowski airfoil satisfying conditions (9.5.1) is uniquely
determined by the velocity Q = Ae* at infinity. The value of the circulation is
9,6 FLOW AROUND AN OBSTACLE (CONTINUED) . 385
|W. ~— 2k, then g(w)is analytic at wo; and since F’(z) is analytic everywhere
on R, it follows that H’(w) is defined. and continuous at w,. There remains for
consideration the point wy) = — 2k at which g’(w) is not defined.
Wenowrecall that, by assumption, z = — & is a stagnation point of the
~ flowin R,, and hence F’(—z) = 0. By Remark (7.1.1) we have F’(z) = (z + k)f(z),
- where f(z) is analytic in a neighborhood of z = — k. From the continuity
of = g(w) on R,,it follows that x > — k as w—> — 2k. Hence by (9.6.14)
we have
lim He) = lim1 [F’e) =e = lim [ie + k) f(z) ae
wr—Bk
= -5/h-#)
k

given in (9.6.12), where 2 is the center of the circle I’ which is the. antecedent of
the Joukowskiairfoil under the mapping (9.6.10). is finite. Thus H’(w) can be extended by continuity to all of R,,. This,. with
_ So far we have not yet shown that a flow around the Joukowski airfoil (9.6.13) and (9.6.15), fulfills the requirements of Theorem 9.6.1, and hence
satisfyingconditions (9.5.1) actually exists. This we now proceedto do. there exists a flow around the Joukowski profile, satisfying conditions (9.5.1,
Consider the flow on R, with complex potential (9.6.8) and a stagnation ° whose velocity at infinity is given by Q = Ae‘, and whose complex potential
point at g = — &. Thecirculation is consequently given by (9.6. 12). Consider
the mapping z = g(w), inverse to the transformation (9.6.10), mapping D,,
and I” one-to-one onto D, and I’, respectively. It is not difficult to show (see
Exercise 9.6.7) that z = g(w) is continuous and, except for w = — 2k,analytic
on R,,. It is also easy to show (see Exercise 9.6.8) that

jim z = limg(w) =~. (9.6.13)

Furthermore, we have

zw) — dz _ dw ) _ 2
dw dz gt — Re
(9.6.14) Fic. 9.6.1

Flow around the Joukowski Airfoil.

From (9.6.13) and (9.6.14) we obtain |
2
is given in (9.6.16). Fig. 9.6.1 shows the appearance of the streamlines for the
lim g'(w) =lim—=, =1.
wom 2900 2 _ Rk?
(9.6.15) case A.= 7 and @ > 0.

Consider now the complex potential EXERCISES 9.6

2
1. Let R be the region consisting of a closed contour C andits exterior D.
_H(w) = F[g(w)] = A \[g(w) — 25] e~* + jer
(a) Show that if g = [,, 92] defines a flow in R satisfying conditions(1) to
1G (4) of (9.5.1), then there exists a complex potential F(z) satisfying condi-
— 35 log [g(w) — 25] (9.6.16) tions (1) to (4) of (9.6.1) such that F(z) = 9, — tq, in D. (b) Conversely,
show that if F(z) is a function satisfying conditions (1) to (4) of (9.6.1),
induced in D, by the complex potential (9.6.8). (Observe that p = | zy + |.) then there exists a flow in R given by ¢ = [q, qo] satisfying conditions (1)
In order that H(w) define a flow, it is necessary that H’(w) = F’[g(w)] g(a) to (4) of (9.5.1) suchthat F’(z) = g, — ig, in D.
can be extended by continuity to all of R,. Let wy be any point in R,. If 2. Verify (9.6.4).
386 APPLICATION OF ANALYTIC FUNCTIONS TO THE THEORY OF FLows 9.7 THE EULER AND BERNOULLI EQUATIONS IN HYDRODYNAMICS 387

3. Show that if in the flow given in (9.6.8), a point 2 == %» + pe’ onthe circle
P:|s—2|=pisa stagnation point, then the circulation @ is given by
= 4rAp sin (o — A).
4. Show that if in the flow given in (9.6.8), the point z = — hy k>0Oisa
stagnation point on the circle IP: |x — 2) | = p, then the circulation € is
given by
6 =4nA|k +2 sin [A — arg (k + %)]-
Suppose that (xp, Yo) is any point in D. Let S be a square lying in D with
“sides, of length /, parallel to the x and y axes, and such that the coordinates
of its lower left-hand cornerare (ap,-7). (See Fig. 9.7.1.) Weconsider horizontal
(or vertical) forces acting to the right (or upward) as positive, and those
‘acting to the left (or downward)as negative. Also we supposethat no external
forces act on S perpendicular to the xy plane. Then the net horizontal force
acting on the square is given by
;
York + Voth

5. Suppose that F(z) is the complex potential of a circulation and source free” :
F,=[ Vo
pens) dy—.f Yo
Pl+ 2,9) dy
flow in a domain D, in the z plane. Suppose further that z == g(w) defines -
Yoth
a one-to-one analytic mapping of a domain D,, in the w plane onto D..
Let H(w) = F[g(w)] be the induced complex potential in D,,. Show that if:
==) [el+2,9) — Pl9)dy,
I, is a streamline in D,,, then the image I’, of [’,, under the mapping z = p(w)’
is a streamline in D,. Also show that every streamline I", in D, is the image and by the mean value theorem, we obtain
under the mapping z = g(w) of a streamline I’, in D,,
6. Prove Exercise 9.6.5 for the case when the flow in D, is merely locally circula- - . yoth
tion and sourcefree.
F,=—h{" +OY yy, O<6<1.
Yo

7. Show that the function zg = g(w) in Example 9.6.2 is continuous and, except
for the point w = — 2k, analytic in Ry. This expression may also be written as
8. Show that the function z = g(w) in Example 9.6.2 satisfies the condition Yoth Yoth
lim,,. g() = ©. F,=—h{ Pw
Yo) dy — af" ray, (9.7.1)
Yo

9.7. THE EULER AND BERNOULLI EQUATIONS IN HYDRO- where

DYNAMICS. Let a two-dimensional steady-state flow be defined in a domain hea Op(%o + Oh, ¥) — BP(%o; Yo)
Ox ox
D by the velocity vector ¢ = [¢, q2], where gq, = ¢,(x,¥) and g, = q,(x, y)
are real-valued and continuously differentiable in D. We shall assumethat the’ ‘Integrating the first term on the tight-hand side of (9.7.1), we get
fluid is incompressible and frictionless, and that the pressure p(x, y) is also
continuously differentiable in D. worn
F, — 12 PEvIo) _ 5J | (9.7.2)
Y

Let 8 denote the density of the fluid: Then the mass of the fluid in the
square is equal to 5/2. According to Newton’s second law of motion,it follows
that the total horizontal force-acting on the square is also given by

“ait |teaive +H],

» = oe [Se (9.7.3)
where [see (9.7.7)] 4-0 as h- 0. Equating (9.7.2) and (9.7.3) and then
dividing by ?, we get
ork
dx
“Giz (20%) + 8p = — ee tenn) —FiJ ly, (9.7.4)
Fic. 9.7.1
 388 APPLICATION OF ANALYTIC FUNCTIONS TO THE THEORY OF FLOWs 9.8 FORCE EXERTED-BY A FLOW AROUND A CYLINDRICAL OBJECT 389
Now . for every closed contour C in N(z). As in the proof of Theorem 9.2.1, this

no|sbow ge, |G) Mord

conditionimplies that
ap(#, 9) P(e» ¥o)
id
Yoth

aq _,
w—w9l <h
Yo ty—vgl <h oy Oe.”
The equations given in (9.7.8) then become
andsincethefirst-orderpartial derivatives ofp(x, y) are assumedto be continuous;
it follows that
Yoth
9,
8 (a1 ax | 2 a) =
Oa) _ _ 2ax’ ea
8 (4 ay t 2 ma) =
22) _ aay O79)
lim Ady =0.
AnD Yo
These equations can also be written as
Letting h — 0 in (9.7.4) we obtain, since (xo, Yo) is any arbitrary point in D
88 24 gy
5 ay + q) =
_
~ Ox?

soe _ OP) (9.7.5)

dt? ox 88 21 ey 2
3 By (i + &) = dy’
for all points (x,y) in D.
Similarly, the net vertical force acting on the square S is given by which upon integration give
, |
5 29 _ 9)
OPoy (9.7.6) 8
5 (Gi + 9) + ol, 9). = By (9.7.10)
dt?

at all points (x,y) in D. Since where & is a constant determined by known conditions of velocity and pressure.

dydt _= g(x,y) d
and 2
dt = g(x,y),
This is the Bernoulli equation for a steady-state, locally irrotational flow. Observe
that for a given flow, the smaller the magnitude qi -| g¢ of the velocity, the
greater the pressure will be, and the pressure is at its maximum when the
upon. differentiating these functions with respect to t, we find velocity is zero. If in addition to being locally irrotational, the flow is also locally
source free, then from (9.3.2) we have
Ga 8 de On dy _ OH yg OD (9.7.12)
dt ex dt dy di “ay TB Gy” G+= | F(z) /,
(9.7.7) -
AY 2a de qn dy On | OMe where F(z) is the complex potential given in (9.3.1). Thus we see that for a
dt? dx dt’ dy di" dx BG °
steady, locally irrotational and source free flow in D, the maximum préssure
From (9.7.5), (9.7.6) and (9.7.7), we get _ is attained for those values of x for which F(z) = 0. That is, the maximum
pressure is attained at the stagnation points of the flow.
a a a
(age tag) = | 9.8. FORCE EXERTED BY A FLOW AROUND A CYLINDRICAL
(9.7.8) OBJECT. ‘As before, we consider a flow g in the xy plane exterior to a closed
' 6% Og. \ oe
contour C and satisfying conditions (1) to (4) of (9.5.1). This flow causes
certain forces to act on C. We, wish to express these forces in terms of
Equations (9.7.8) are known as the Euler equations in hydrodynamics. QO, +70, = lim,g(z) and the constant circulation @ around any. closed
Suppose nowthat the flow is locally irrotational in D, that is, for each point contour containing C' in its interior. .
z in D, there exists a neighborhood N(z) contained in D such that Let the closed contour C be given by the parametric equations « = x(s),
y =xs), OSs SL, where s(x, y) is the arc length measured in the positive
- — direction along C from fixed point (%, 9) to the variable point (x, y) on C.
. | + tay =0 Let p(x, y) denote the pressure normal to C at the point (x,y) on C. Then,
 9.8 FORCE EXERTED BY A FLOW AROUND A CYLINDRICAL OBJECT 391
390 APPLICATION OF ANALYTIC FUNCTIONS TO THE THEORY OF FLowg -
since the direction cosines of the normal directed towards the interior of Co
Since, by assumption, C is a streamline, qn = 0 on C, and consequently we
shave |Ve Jj. Thus
are (— dy/ds, dx/ds), the horizontal and verticalcomponents of pressureexerted

V=— br,
by the fluid at («, y) are respectively equal to —
5] (a — ity) de. (9.8.5)
dy d.
— pls, 9) and ple, 9) F.
Let FP be a circle containing C in its interior and of radius sufficiently
Thus the total horizontal and vertical forces on C are given respectively by large so that the expansion given in (9.5.7) is-valid and converges uniformly
on I’. Now,the function (gq, — ig,)* = [F’(z)?? is continuous on the region R

X=— [i (pG)a=—[.ed, v= fi (Ga = |pas

(
9.8,
1) : -.
bounded by I and C,andis analytic in the interior of R. Hence, by Theo-
rem 5.10.3 and. Remark 5.10.1, we have

where the integral along C is taken in the positive direction, and L is the 5 8
length of the contour C. V —
7 I. (41 — 4
192)" 2
dz —
2 I, (41 —t
1q2)* 2 dz.
Let us define the complex force V by
' Thus
V=YV+ix, (9.8.2) i
Hencein view of (9.8.1), we have V=— Z] [PF(@)P ae. (9.8.6)
] ; r

V=| pdx —ipdy. 7 By (9.5.7), for z on I’, we have

Cc

Since we are assuming the flow to be locally circulation free and source free,
we have from (9.7.10)
3 F(z) =Q, ~ia+ae
TkLs o(2),
| where
p= 5+ a) +h,
8
k is a constant.
a2) = a+B+ Sy.
But
/ Consequently
[ kaw — ik dy =0,
c

therefore
8 . [EP
!
= (Q, — 19,9
.
+ AIS¢ hs igey,
4

— 3]G+ @ de —ig)
(9.8.3) : where
8 ee eye oe
=~ 5] a — tae) (Ge + ta) (de — 8a), Wa) = 24 B44,
Nowconsider the integral
i, and dj, j = 2,3, +++, are constants. Hence .
bf: . -
J=—35](Gq — tag) (dx + i dy) ay $
(9.8.4) ee
== 5G — ian) Ma + ite) (x — 7H). 5(O, — 1Q,)? 8¢
Using (9.8.3), (9.8.4), (9.2.6) and (1.3.6), we obtain
E But (see Example 5.2.2)
V—J=—5]c (a ~ ite) 21a + ite) (dx: — 1d]
and is — Onis
=i |c (a — tas) [—g2de + dy] = 18 f(g
c
— , its) an ds I, dz = [ Ae) dz =0
392 APPLICATION OF ANALYTIC FUNCTIONS TO THE THEORY OF FLOWS. 9.9 THE SCHWARZ-CHRISTOFFEL TRANSFORMATION - . 393:
Therefore Oy is positive. The circulation around C is clockwise and the flow is from left
. to right. Thus, underneath the cylinder the circulation works against the flow,
V= ~i9n |& =— s¥¢(Q, - seducing the velocity, and hence by the Bernoulli equation -(9.7.10) increases
—1Qs). . (98:7 ES the pressure. Whereas, above the cylinder the circulation serves to increase
' the velocity, thus reducing the pressure. The difference in pressure above the
From (9.8.7) and (9.8.2), we obtain
cylinder and below results in a net upward force.
Y +iX = — 8¢(Q, —i0,).
EXERCISES 9.8
Hence |

X =8¢Q, and Y=—8¢Q,, 1. Find the » and y components and magnitude of the lifting force on the
- (9.8.8) Joukowski airfoil; show that these depend only on the shape and size of
where the airfoil and on the velocity at infinity of the flow.

Q, = lima(z) and Q, = lim 9,(2).

: 9.9. THE SCHWARZ-CHRISTOFFEL TRANSFORMATION. Weshall
now consider the problem of mapping the upper half plane one-to-one and
If the x and y axes are so chosen that the flow approachesparallelism’ with
thex axis as x —> ©, that is, so as to have Q, == 0; then we have analytically onto the interior of a polygon. Recall (see Remarks 8.3.2 and 8.4.2)
that an analytic mapping w = f(z) defined over a domain Dwith /f’(z) * 0
X=0 and Y = — 8@Q,. (9.8.9) for z in D is locally one-to-one. and conformal in D.
Let the function g(z) be defined by
The result (9.8.9). is applied to the following situation, already discussed in
(2) = (z— ay)(2 — ag)82 + (a — H,)-, z in D, (9.9.1)
Section 9.5, Suppose that a steady flow with uniform velocity is given over
the xy plane, and a cylindrical obstacle with generators perpendicular to the plane
Y
of flow is introduced. We may choose the coordinate axis so that the direction
of the flow is in the positive direction of the « axis. Denoting by C the cross- z plane
sectionaloutline of the obstacle, we have a flow in the xy plane around C, which
in conformity with physical observation is assumed to satisfy conditions (1) x] X2 X3 : Xn
to (4) of (9.5.1) with lim,,.. g =Q=Q,+7Q,, where Q, =0, Q, > 0 and
Q is equal to the given uniform velocity of the flow before the obstacle was
introduced. In view of the result given in (9.8.9), we then have the following
Fic. 9.9.1
——THEOREM 9.8.1. A uniform flow of a frictionless, incompressible
fluid around a cylindrical obstacle, introduced into the fluid and with where the domain D consists of the z plane with the half lines «; + iy, ys
S 0,
generators perpendicular to the flow, exerts a force against the obstacle omitted (see Fig. 9.9.1); the x;’s are points on the real axis such that
whose magnitude is equal to §|@||Q|, where 5 is the density of the fluid, My OM SIS
@ is the circulation around’ the obstacle, and Q is the constant velocity
defining the given uniform flow. The direction of this force is normal to that the «,’s are real numbers with — 1 < a, < 1, a; # 0;-1<2— Diet a; <1;
of the given uniform flow. and — 7/2 < arg (z — x,;) < (3/2)7;j7 =1,2,++,”
Therelations(9.8.9), fundamental in aerodynamics, are due to Kutta and ~
Remark 9.9.1. In (9.9.1), arg (z — x)* is taken to be equal to
Joukowski. If Q, is positive and the circulation @ is negative, then there will a arg (z — x). We see that in its domain ofdefinition D, the function (2) is
be according to (9.8.9) a Lift in the positive y direction. It might be expected
single-valued, analytic, and g(z) # 0.
that since the flow is in the positive x direction, there would be a horizontal
Consider the transformation
force exerted against the obstacle, but according to (9.8.9), there is none, nor
would there be any in actualpractice if the surface of the obstacle were perfectly - w=f(z)=A [ e(t)dl +B, xinD (9.9.2)
smooth. This is known as Laplace’s Paradox. One also sees whyit is reasonable
to expect a force in the y direction. Suppose, for example; that @ is negative and where D and g(z) are as in (9.9.1), ¥(z5) > 0, A 40, and B are complex constants,
394 APPLICATION OF ANALYTIC FUNCTIONS TO THE THEORY OF FLOWs 9.9 THE SCHWARZ-CHRISTOFFEL TRANSFORMATION 395
LEMMA 9.9.1. The transformation w = f(z) of (9.9.2) is analytic and I(z) = 0 denotes the half plane.F(z) = 0 with the point at infinity x,,-adjoined;
f'(2) 40 in its domain of definition D. Moreover, lim,5, f(2) exists for : ‘ and sos on.
j =1,2,° :
Proof. is simply
oof, Since D is si , and g(z) # 0 and
connected
. LEMMA9.9.2.
0
Let F(2) be defined as in (9.9.2). fe
2 is restricted to the-
half plane ¥(z) = 0, x # x;,j == 1,2, +, n, then lim,.,,, f(2) exists.
f'(2) = Ag(2), ain D, , (9.9,3) . Proof. Let z.be restricted to the half plane A(z) 2 0, 2 A x; and let

it follows that f(z) is single-valued, the transformation w = f(z) is analytic, g(2) Be as in (9-9-1). Now, (9.9.1) may be written as
and f’(z) 4 0 for z in D. (See Theorem 5.11.1.)
: (2) m= g-Bha4 ( — =)
%\7%
(1 _ = Iz) 0, 2A xp (9.9.8)
To show that lim,,,, f(z) exists, we may, without. loss of generality,
take A = I in (9.9.2) andlet z—>%x,. Let x;, «,, arg (z — x;), and domain
‘D beas in (9.9.1), and let us define the functions A(z) and ¢(z) by | Wesee that

A(z) = (8 — xy)(wy — Hg)“++ (x, — x,)°%, zinD, . (9.9.4) : jim grjen oy a(z) = 1. : (9.9.9)

and
Since (by hypothesis) Dj... 0; > 1, it follows (see Exercise 9.9. 3) that
(2) = g(z) — A(z), oz in D. (9.9.5) : lim,.2_, F(z) exists, thus establishing the lemma.
Inview of Lemmas9.9.1 and 9.9.2, we may modify the domainofdefinition
Observe that h(z) and ¢(z) are single-valued and analytic in D, and (see :
’ of transformation (9.9.2) and obtain*
Exercise 9.9.1)

lim ¢(z) = 0.
RIL,
(9.9.6) w=f(z)=A i (S — wy)(f — ap)++ (E — x)“ de + B, (9.9.10)

In view of(9.9.2), (9.9.4) and (9.9.5), we have for 2, and z, in D A(z) 20 oF 8 = Fo

ty a where the domain of definition off(z) is now the extended half plane 4(z) = 0.
f(@2) — fla) = J“4 A(o) do + i)4 #(6) ae A summary of the foregoing results is contained in the following

LEMMA 9.9.3. Transformation (9.9.10) is continuous on its domain of

"+ foeat.
(z — X jira +. [R=z

= Toa (%1 — %q)“8 +++ (xy — Hy)“ a= 2

definition consisting of the extended half plane %(z) = 0; andis analytic, with
derivative nowhere equal to zero, in the upper half plane .¥(z) > 0.
Since «, <1, we have lim,oa, (% — Hy) = 0, i==, 2. Also, (see Exer- Remark 9.9.3. In view of Lemma9.9.1, transformation (9.9.10) can also
cise 9.9.2) be considered analytic, with f’(z) 4 0, everywhere on the real axis, except
for the points z = x,, 7 = 1,2, +,”
JimJS $(0) do = 0. | (9.9.7)
eae Remark 9.9.4. Let w,, wz be two distinct points in the w plane. By the
It follows that expression [w, w,] we mean the line segment with initial point w, and terminal
point w,.
lim[f (2) —f(a)] = 0 By a closed polygonal line we mean a closed (notnecessarily simple closed)
Ryky
contour consisting of line segments. By a polygon we mean a simple closed
contourconsistingof line segments.
Consequently (see Exercise 3.3.32), lim, JO) @
exists,
For 2 real, the function g(z) of (9.9.1) may be expressed as follows:
Similarly lim,f(z) exists for j = 2, 3,
(xe) = (xe — ay)7% (ae — ay)! + (a — wy), aw wy (9.9.11)
' Remark: 9.9.2. By an extended set we shall mean a set of points in the
complex plane. with thepoint at infinity adjoined. Thus, the extended real axis * In (9.9.2), we let f(z) = limy2f(Q), = %, Xe, °t, Kay Zo, and we say
denotes the real axis with the point at infinity adjoined; the extended half plane that f(z) is continuous at 2 = 2. as well as at x = x1, Xe, °'', Xn
396 APPLICATION OF ANALYTIC FUNCTIONS TO THE THEORY OF FLOWS 9.9 THE SCHWARZ-CHRISTOFFEL TRANSFORMATION - - 397
Foré real. LEMMA 9.9.5. Transformation (9.9.10) maps the extended real axis
So sO : Oe, onto a closed polygonal line.
arg (x —g) = (7 TESS
(0, fora > &. i
99.12 _ LEMMA 9.9.6. Let w = f(z) be the transformation given in (9.9.10).
Then
We see that arg (w — &) is constant for x < € and for x > €, but prep|
decreases by w as x increases through €. Thus in (9.9.11) for k = 1, 2, + arg [(543) — fle] — arg LF) — fea) = may § = 1,2,
arg (x — “0!is constant over each of the intervals — 0 <x << ajax Sa, :
j=1, —1; x, <x* <~, Utilizing (9.9.12), we sce that the function (8) : and’
of (9.9.tI)may be expressed as follows: a ;
arg [f(%) — f(%o)] — arg [fl@o) — f%n)] = tensa» (9.9.16)
&(*) = ets | g(*) |; HOH <M j=O0,1,°,2, (9.9.13)

where x) = — 0, Xn =,
Xp = 4, = 8, and Ong = 2— DP) ay.
nn - : k=1

6,—-—a7
; dy
Sq 7 =0,1,-,n,
oe
with @,uo=0. |
Proof. Let &, &, +; En &&«*, & be points on the real axis such
f that — © < fy <8) <a <8 <8 <a = 1s 2 » nme— 1;
LEMMA 9.9.4. Under transformation (9.9.10) the segment x; S x < x,,, q Xm < En < €, << ™.
of the real axis is mapped one-to-one onto the line segment [ /(x,), f(s,wh
j =1,2,+,2—1; the extended half line — © < « <x, is mapped one- F Utilizing 9.9.13)and (9.9.15), we obtain arg[f(é)) —f(E)] = — 7 Dray, on bareA,
to-one onto the line segment [ f(2.), f(%)]; and the extended halflinex, <x <0 | j= 0, 1,-++,#. Thus we have (see Fig.
9.9.2),

arg (AE) — MEN) — arg LAG) — MMa) = way f= 1,2, 09.17)

is mapped one-to-one onto the line segment [ f(x,), f(%0)]-

- Proof. For fixed j (j = 1,2, +,n— 1), let &, and &; be points on the
real axis such that x, <.€; < & < %j4,. Then from (9.9.10), we have Y ; oY 0
t : , f(xj41)
z plane w plane

KE) —Hé) = 4 |: (2 — a)-%(50 — avy)“2 +++ (56 — ag)Hn de, (9.9.14)

Observing that 6; is constant in (9.9.13) for x, < «* < #;,,, we obtain

AE), — i) = Aci;
‘
J,85 | #e) |dx, 0 << & KE, < Hy (9.9.15) R

f(x;_1)
Since g(x) #0 for é; < « S &,,it follows that f(é) 4 f(€). ——> x y
Let ; > x; and &; > x;,,. Then utilizing (9.9.15) and Lemma9.9.3, we Oa Ga Gaxy GF xa °
see that the image of the line segment x; < x« < x,,, is the line segment Fic. 9.9.2
[f(%,), f(%s43)], and that the correspondence is one-to-one.
Since f(z) is continuous at x = %,, a similar argument holds for each
: Letting 7 = 12,°2,1<k<n,in (9.9.17) and summing, we obtain
of the extended half lines —o <x < x, and x, <x <~, The lemma is
thus established.
ang LE) — FG] — are (7) — 160] = Y ve, k= 1,2, m, (9.9.18)
An immediate consequence of Lemmas 9.9.3 and 9.9.4 is the following
398 APPLICATION OF ANALYTIC FUNCTIONS TO THE THEORY OF FLOW 9.9 THE SCHWARZ-CHRISTOFFEL TRANSFORMATION 399
‘In particular, when k = 2 in (9.9.18), we obtain @p to a multiple of 27) Remark 9.9.5. Let I’: w = w(t) be a polygon andlet

arg [/(G6) —A(&)] — are és) —Fé) = ~ Yrs, =7(2—Sa). : "Wy1 = w(t;1)» w= w(t), Ou = w(ty41), bj < ty < bisa

Letting €; > x, £} > %j4, 7 =0, 1, +, n, and utilizing (9.9. 17), (9.9.19) an
Lemmas9.9.3, 9.9.4, the lemma now follows.
From Lemmas 9.9.4 and 9.9.6, we obtain the following
LEMMA9.9.7, Letajj = 1,2, +,beasin (9.9.10). 1£2 — Dy14 =0
then transformation (9.9.10) maps the union of the extended line segment
% Se < cand — e < # <= % one-to-one onto the line segment [f(*,), f(x
Weshall now placea restriction on transformation (9.9.10). Let
w= f(z)=A i) (& — arm (E — xp) + (E — xy)-%dé +B, (9.9.20):
40 : :
F(z) 20 or z= 2,
be the same as transformation (9.9.10) with the a,’s and «,’s furtherrestricted::
so that the following condition is satisfied: Except for the common endpoint |
of two consecutive sides, no two sides of the. image of the extended real axi
have a point in common. In view of Lemmas9.9.4 to 9.9.7, we havethe following :
LEMMA 9.9.8. ‘Transformation (9.9.20) maps the extended real axis:
one-to-one onto a polygon such that (a) if 2 — Dj, «; + 0, then the polygo
has n + 1 sides with seer angles wa; at vertices f(x,), 1 <j Sn; and with:
exterior angle 7(2 — %j_, a,) at vertex f(z..); (b) if 2— DjL, a; = 0, then the.
polygon has sides with exterior angles ma, at vertices Hlx,), 1<jsn, [Se
Fig. 9.9.3 for a polygon satisfying condition (a).]
v
A # f(x»)
‘_ ee
Heh nast
2 i w plane
f(x2)
be three successive vertices. The exterior angle of the polygon at vertex w,is
defined by arg (w,,, — w;) — arg (w; — w;_,). Thus, the exterior angle B; at
yertex f(«;) of the polygon in Lemma9.9.8 is given by
By = arg[f(%341) — f@)] — arg [£O%s) — Fsa)], (9.9.21)
E and according to Lemma 9.9.6, 8; =a; Note that if a), = 0, then j =
1, 2, «+, 25 if-o,, 40, then 7 = 1, 2,++, 2+ 1, with x,,,. = #, in (9.9.21).
——THEOREM 9.9.1. Transformation (9.9.20) maps the extended half
plane .4(z) = 0 one-to-one and continuously onto a set consisting of a polygon
and its interior. The upper half plane.4(z) > 0 is mapped analytically onto the.
interior of the polygon. Conversely, given a polygon, there exists a transforma-
tion (9.9.20) that maps the extended real axis onto the given polygon.
Proof. By Lemma9.9.8, transformation (9.9.20) maps the extended real
axis one-to-one onto a polygon, I. By Lemma9.9.3, the mapping is continuous
F on the extended half plane.¥(z) = 0, and is analytic in the upper half plane
.I(z) > 0.
We shall now show that transformation (9.9.20) maps the upper half
plane .4(z) > 0 one-to-one onto the interior of the polygon I’. Let the extended
* real axis be indented at the points x; (j = 1, 2, ++, #) and at z,,. The indenta-
tion at each point x, is a semicircle lying in the upper half plane 4(z) > 0,
# with center at x; and radius r. The indentation at z,, is a semicircle lying in the
© upper half plane .4(z) > 0 with center at the origin and radius1/r.
#(xa) r w plane
‘
y

z plane

HO
__-S “flxy)
f(x,) °
f(Ze)§ 3: f(z.)
Pe
o ° °
Fic. 9.9.3 )
400 APPLICATION OF ANALYTIC FUNCTIONS TO THE THEORY OF FLOWs 9.9 THE SCHWARZ-CHRISTOFFEL TRANSFORMATION 401
Let L, denote the indented extended: real axis. (See Fig. 9.9.4.) If y ig Transformation (9.9.22) is known as the Schwarz=Christoffel transformation.
small, then (see Exercise 9.9.4). transformation (9.9.20) maps the contour L, Transformation (9.9.22) includes transformation (9.9.20) as a special case,
one-to-one onto its image I’,. It follows (see. Theorem 8.2.4) that theinterior — and retains many of the properties of transformation (9.9.20). For example,
ofL, maps one-to-one onto the interior of I’. Now, L;, coincides with the extendéd "for both (9.9.20) and (9.9.22), the imageof the line segment L: x; <x < x,,44
real axis, except for neighborhoodsofx; and of z,,. Letting r > 0, L, approaches ° is linear (see proof of Lemma9.9.4). However, in (9.9.22) the image oftheline
coincidence with the extended real axis, and I", approaches coincidence with — segment L may bea line or a half line, as well as a line segment.
the polygon I’. Thus, as in the proof of ‘Theorem 8.16.1, the upper half plane The boundaries of certain unbounded simply connected domains, such
maps. one-to-one onto the interior of the polygon. as infinite strips, semi-infinite strips, and so on, may be considered as degenerate,
._ For a proof of the converse part of the theorem, see Z. ‘Nehari, Conformal , unbounded polygons.*
Mapping, pp. 189-196, New York: McGraw-Hill, 1952. Weshall consider several examples in which we desire to. obtain a one-
to-one analytic mapping of the upper half plane onto a given domain whose
Remark 9.9.6. In view. of Theorem 9.9.1 and. Remark 8.4,2, transforma.
boundary is an unbounded polygon. Weshall not develop a general theory
tion (9.9.20) maps the upper half plane .4(z) > 0 one--to-one and conformally :
of such mappings, but shall in each case assume that the mapping is of the
onto. the interior of a polygon.
Schwarz-Christoffel type (9.9.22). We shall choose values for the x,’s and «a,’s
using methods appropriate for bounded domains and ordinary polygons. If
Let us consider the problem offinding a transformation. of the form (9.9.20) ,
we can verify that the transformation so obtained has the desired properties,
for a given polygon. Thea,’s in (9.9.20) are determined by the exterior angles
then weshall consider solved the problem posed in the given example.
of the polygon. Let the given polygon have m sides with exterior angles —
Bs, j = 1, 2, ++, m. Since the sum of the exterior angles of a polygon equals _
EXAMPLE 9.9.1. Mapping of a half plane onto a semi-infinite strip.
27, we have Dre B; = 2m. In (9.9.20) we may take » = m or n = m— 1. If
Let.us map the upper half plane .4(z) > 0 one-to-one and analytically onto the
wetake n = m and a; = £,/7, 7 = 1,2, +, we obtain Dj_, 0; = 2. How-
interior of the semi-infinite strip 7,,,%,23%,4.. of breadth 5 in the w plane,
ever, if we take n= m — 1 and «, =8,/7,j =1, 2, °*; #, we obtain
as shownin Fig. 9.9.5. We consider the boundary of the strip to be an unbounded
a1 0 = 2 — B,/7, with the ii mage of 2,being a vertex at which the exterior
angle is equal to B,,,. _Y v
It can be shown that the positions of three of the x,’s in (9.9.20) may be -
z plane “ w plane
chosen arbitrarily. One of the three «,’s may be placed at z,, in which case
the corresponding factor (z — x,)% does not appear in (9.9.20). That there _ Wass SS CG
are at least three arbitrary choices for the x,’s follows readily from Theorem 8.10.2. tow |
The constant B in (9.9.20) is determined by the position of the polygon b 2S:
andthe choice of 2). The modulus and the argument of A are determined | 4 od 4
N ANN ~ "Ww SSX
respectively by the size and the orientation of the polygon. X10 x2 N X3 X4o0 war ~y Whoo
2
If the polygonis a triangle, the x,’s in (9.9.20) mayall be chosenarbitrarily;
I
however, the integrals that arise are not elementary. The integrals are elliptic
Fic. 9.9.5
if the triangle is equilateral, right-angled isosceles, or 30° — 60° — 90°. If the
polygonis not a triangle, the, determination of the x,’s and the integration may triangle with an exterior angle equal to 7 at z,,. Choosing three points in the
both be difficult. ; z plane arbitrarily, we map x1. =0, %) = — 1, %3 = 1, Xm = 2%, respect-
Weshall now weaken the restriction on the a's in (9.9.10) to obtain ively, iINto Wy = Wy, We = ib, Wz = 0, Way = We. Since the exterior angles
at wy and wsare each equal to 7/2, we have a, = a, = 1/2 in 0. 9.22); and since
‘w=f(z)=A [ (S — ay)(L — aeg)-%2 ++ (f — aq)dl + B, (9.9.22) Xoo and x,,. do not appearin (9.9.22), we obtain

A(z) 20 or 8 = By, w = f(z) = -—l¢gtB,

where —1 Soy S 34 #0, j= 1,2, ny —152— dhya, S3. * We may think of an unbounded polygon P as a “polygon” in the extended
complex plane with a vertex, possibly multiple, at the point at infinity.’The interior
Also the «,’s and.o,’s in (9.9.22) are restricted so that the image of the
’ of Pimay be considered as the limit of the interior of a polygon with aa fixed
extended real axis forms the boundary of a simply connected domain. number ofsides as some(orall) of its vertices recedeto infinity.
402 APPLICATION OF ANALYTIC FUNCTIONS TO THE THEORY OF FLOWs 9.9 THE SCHWARZ-CHRISTOFFEL TRANSFORMATION 403

Since w= 9 when zg = I,’ and w = ib'when x = — A, it follows that Thus (see Example 9.4.6) H(z) = (bq/m)z. Since H(z) = F(w) and z = f-\(w),
= 0 and A = d/x. Thus , we see that the desired complex potential is given by

w = booshte, OSS (osha) So.

T
(9.9.23) : F(a) = "2p7@) = he (9.9.25)
The inverse map is given by
EXAMPLE9.9.3. Let us utilize the Schwarz-Christoffel transformation
& = cosh (=) . (9.9.22) to determine the electrostatic potential due to a (uniformly distributed)
line charge situated between two semi-infinite grounded planes intersecting at
It is easy to verify that transformation (9.9.23) maps the upperhalf plane 4(z) > 09 : an angle 6, the line charge being parallel to the line of intersection of the planes.
one-to-one and analytically onto the interior of the given semi-infinite strip; First, let V(x, ) be the electrostatic potential* in a domain D, due to
line charges perpendicular to the z plane, piercing it in points not in D. It
EXAMPLE9.9.2. Let us utilize the: Schwarz-Christoffel transforma.*”
follows from Coulomb’s Lawt that V(«,¥) is harmonic in D, Let
tion (9.9.22) to find a complex potential F(w) for the flow of a fluid over’a:” \

step in the bed of a deep stream, with velocity at infinity equal to 9,q > 0, F(z) = U(x, y) + V(x, y)
The bed 2,,,WetWyo, With Wy = Wy = Wo, We = ib, ws, == 0, is shown in
Fig. 9.9.6. ‘The bed is taken to be a streamline, be an analytic function such that .“(F) = V. The functions U and F may be
multiple-valued in D.
y v .Now,.let V be the electrostatic potential due to a line charge of density q,
z plane w plane _the line charge being perpendicular to the z plane and going throughtheorigin.
Since V is harmonic, is independent of direction with respect to the origin,
DSSSTT
Wis W2 _al t and is determined up to an additive constant, we have V = — 2q¢ Logr, where
. 2 r =| |. (See Exercise 8.19.9.) Here, the coefficient —2g is obtained byutilizing
-| +] ‘
; NNN x AN u Coulomb’s Law. We also have
X1e0 x2 x3 X4o0 log Waco
- L-2 F(a) = U+iV = — Igi log z. (9.9.26)
Fic. 9.9.6
Now, let ¢ be a line charge perpendicular to the z plane going through
Let us map x19 = 2m, X= —1, x3 = 1, Xp = %p, respectively, into © the point %, with .%(z)) ~ 0; and let — g be anotherline charge perpendicular
Wem Wa, Wg; Wycy» Since the exterior angles at w, and wy are respectively equal
to — 7/2 and 7/2, we have a, = — 1/2 and a, = 1/2 in (9.9.22); andsince
Xoo and %4,, do not appear in (9.9. 22), we obtain

<
w plane
w =f
fla) = a | BO
ie de + B= AVE 4 cosh sal +B

Since w = 76 when zg = — 1, and w = 0 when z = I, we find that B = 0

and A = b/m. Hence

w=
= f(z) = b
= ivant1 + coshgz], (9.9.24) i
where . yh f RN y BINH SS u
x Vix,y) =0 X3e0- Woo wa W3e0
arg Vz?1 = (4) [arg (zx + 1) + arg (z — 1], 0S (cosh2) Sz. x-@ ‘
Now H(z) = F[f(z)] will define a complex potential on the half plane Fic. 9.9.7
F(z) = 0, with the real axis .%(z) = 0 asa streamline. Utilizing (9.9.24) we have . * The electrostatic field is given by E = — VV.
+ Coulomb’s Law: Let + be the distance between twoelectric point charges
dH dF dw > jeri ar bg gand q’. If the charges are alike they repel, and if unlike they attract each other
“dz ~ dw dz. WT z-l1 dw 1 877 * with a force equal to gq'/r? acting along the line containing the two charges.
 404 APPLICATION OF ANALYTIC FUNCTIONS TO THE THEORY oF Flows ° 0.9 THE SCHWARZ-CHRISTOFFEL TRANSFORMATION 405
to the z plane going through the point %,. Since the potential due to two chaipes EXERCISES 9.9
is the. sum of the potentials due to the individual charges, we have,in viewof
:
equation (9.9.26) mo _ Verify equation (9.9.6).

Fe) <UL = — Dalles 0 oo 92), ”

. Verify. equation (9.9.7).
. Using (9.9.8) and (9.9.9), show that lim,2, F(z) exists, where z is restricted
Also, we mayeasily verify that if x = x in (9.9.27), then F(z) to the half plane 4(z) = 0.
is real; thus :
V = 4(F) = 0 on thex axis. Hence, V in (9.9.27) is the electrostatic
potential, : , Let.L, be the contour defined in the proof of Theorem 9.9.1. Show that
due to an infinite grounded plate and a line charge q, both perpendicular to’.
whenr is small, transformation (9.9.20) maps L, one-to-one ontoits image.
the z plane, and piercing it respectively in the x axis and at thepoint 29. Here.
V is defined in the half plane bounded bythe x axis and containing the point z : . Show that if in (9.9.10), 0 <a; <1,j =1,2,°",”, and
Now, let two semi-infinite planes, both perpendicular to the plane,
intersect at an angle 0; let g be a line charge perpendicular to the zg plane 052-Yay <1,
' j=l
Piercingit at the point z = 2, with 2,interior to the angle 6, as shownin
Fig, 9.9.7. 4
Weshall map the upper half plane #(w) > 0 one-to-one and analytically 2 then transformation (9.9.10) maps the extended real axis one-to-one onto
onto the interior of the angle 0, with w,.., W; Wye mapping Tespectively into ~ its image. ,
Xe) %g) X30 a8 Shown in Fig. 9.9.7. We shall now utilize the Schwarz-Christ
offel . Let x;, ow, f = 1,2, ++, 2 be as in (9.9.22), and let x,4, = % and
transformation (9.9.22), with w and interchanged. Since the exterior angle4
at x, is equal to w — 8, we have a, = 1 — @/m; and since Wie = Way = Wy;
. n

and w, = 0, we obtain / Any = 2 —_ > Ole

. j=l
z=A | win dw + B= A,wln + RB,
Show that in (9.9.22), for j = 1,2,-,2 + 1,
Since z = x, = 0 when w = w, =0, we have B=0. Thus zg = Awl”, (a) lim,,., f(@) exists, if a; <1;
Then, the inverse mappingis given by (b) f(z) > w,, as 2 > x, if «; = I.
a
w = f(z) = A,2", A, > 0. (9.9.28) (These results are also valid if in (9.9.22), the «,’s are allowed to assume
any real values.) _
Wesee that transformation (9.9.28) maps the sides of the angle 6 onto then - .
. Show that z, in formula (9.9.20) may be any point in the extended half
axis, and mapsthe point 2, into the point w) = A,27/°, Let V, be the electro- |
plane 4(z) = 0.
static potential due to an infinite grounded plate and a line charge q both per-
pendicular to the w plane andpiercingit respectively in the u axis and at the . Show that when Xf, a, = 2, transformation (9.9.20) is conformal at
point wy. Then [see (9.9.27)] V, is given by % = Zp», With respect to the extended half plane .4(z) = 0.
Let w= f(z) of (9.9.20) be a Schwarz-Christoffel transformation for a
F,(w) = U, + iV, = —2giLog —
2 "0. ¥(w) = 0. given polygon P.
i) =U, , 8 ty — ty (#) = (a) Show that if in (9.9.20) D,a,—2, then F(L) = fle, — 1/0),
It then follows (see Exercise 9.9.19) that 4(¢) 2 0 or € = £,, can be expressed as a Schwarz-Christoffel trans-
/ / formation for the polygon P, in which «, appears for j = 1, 2, ---,2 ~ 1,
U +i = F(z) =F, f(e)] = — 2gi Log
.
i a
me ole
zin R, .
but does not appear for j-== 1. .
ee Ry (b) Show that if in (9.9.20) ony. = 2— 2%, a; #0 and x,,; is a point
where is the region consisting of the sides and the interior of the angle 0. on the real axis such that #4, > 2%, then
Hence

V(x, 9) = F |~ Qi Log pep nlO nf 0

Fin (09.28)-- PO =S(—tp) FEO o Cab,
The desired potential V(x, y) is givenin (9.9.29), can be expressed ‘as a Schwarz-Christoffel transformation for the
polygon P, in which «, appears for j = 1,2,++,24+1.
 406 APPLICATION OF ANALYTIC FUNCTIONS TO THE THEORYOF FLoWwg _ % 9.9 THE SCHWARZ-CHRISTOFFEL TRANSFORMATION 407
10. Show that the transformation’ y. v
: zplane __w plane

OFF
T= Wy
a POOL
We
maps the upper half plane J(z) > 0 one-to-one and analytically onto the’ b .
interior of an equilateral triangle. \ Oh. _ 4__N : u
S = RRR
11. Find a Schwarz-Christoffel transformation 0.9.20) that maps the upper *eo x2 x3 X4eo "s Wdoo
, half plane 4(z) > 0 one-to-one and analytically orto the interior of a Fic. 9.9.9
right-angled isoscelestriangle. a
12, Show that the transformation AE 16. Utilize the Schwarz-Christoffel transformation (9.9.22) to arrive at the
. : transformation z = w!/™ that maps the interior of the angular region
_ f at (0 <k <1) 0 Sargw Sma (0 < m < 1), one-to-one and analytically onto the upper
oVi-@) 1 —- Re) half plane @) > 0 as shown in Fig. 9.9.10.

maps the upper half plane (2) > 0 one-to-one and analytically onto the - y
interior of a rectangle.
13. Show that the transformation w z plane
leo

a=] Wivert
Ve
maps the upper half plane (2) >0 one-to-one and analytically onto the.
interior of a square. wed Oo +]
Pk ys WN RN a NS RATA N. SHUNT x
14. Utilize the Schwarz-Christoffel transformation (9.9.22) to arrive at the Jf
transformation w = (b/7) Log z that maps the upper half plane 4(z) >0 e ° *
one-to-one and analytically onto the interior of the infinite strip shown in Fic, 9.9.10
. . se ae
Fig. 9.9.8, with z = 1 mapping into w = 0. ae =
y v af 17. Consider the transformation
z plane w plane E23 :
Ware cows w=fe)=Af C-GyaC-Gynd +B, [els
t ° :
b where the £,’s are distinct and lie on the unitcircle; arg (¢ — ¢;) is continuous
- o ; — | ee or on the unit disk | |< 1, except for the point £ = ¢,; A, B, and thea,’s
x SN i S N y SS . . 1s -
X00 Xa, Xg Xoo W300 Woo are as given in (9.9.1). Suppose that f(z) maps the unit circle one-to-one
onto its image. Show that f(z) maps the disk | |< 1 bicontinuously
Fic. 9.9.8
onto the set consisting of a polygon and its interior, and maps the disk
|| < 1 analytically onto the interior of the polygon.
15. Utilize the Schwarz-Christoffel transformation (9.9.22) to arrive at the
transformation . as toUtilize the transformation of Exercise (9.9.17), with the «,’s as in (9.9.22),
arrive at the transformation w = Log [(1 + 2)/(1 — 2)] which maps the
w =" Log v8 tet Qe + 1) unit disk || <1 one-to-one and analytically onto the interior of the
infinite strip shown in Fig. 9.9.11, with z = + 1 mapping into w,..
that maps the upper half plane .%(2) > 0 one-to-one and analytically onto . In the z plane, let R be a region consisting of a simple closed contour B
the interior of the semi-infinite strip shown in Fig. 9.9.9.. and its interior D. Let V(x, y) be the electrostatic potential in-R due to
408 APPLICATION OF ANALYTIC FUNCTIONS TO THE THEORY OF FLOWs

Bibliography

an infinite grounded cylinder and a line charge of density g, both perpendic. -

ular to the z plane piercing it respectively in B and 29, where 2is a point’:
in D, Suppose that a similar condition holds in the w plane. with a line
charge of the same density q,for the region R,, simple closed contour B, and
its interior D,, electrostatic potential V,(u,v) and point w, in D,. Suppose.
also that w = f(z) is a function mapping R one-to-one and continuously
onto R,, D analytically onto D,, and 25 into wy. Show that
V(o,9) = ALIN,
where F(w) = U, + iV, is a (multiple-valued) analytic function such that” ‘
/4(F,) = V,. Assume that B is such that given any real-valued continuous
function g(z) on B, there exists a real-valued function G(z) on R which--
is continuous on R, harmonic in D, and which coincides with g(z) on B.gE
[The problem of finding a G(z) is known as the Dirichlet problem. Suppose.
that B is the circle: | z| =p. Let
&(2) = g(pe*) = h(6).
Then in D: |x| =|re®| <p, G(z) is given by the Poisson integral .
formula’
_ _ p? — x% pan h(¢) dy
G(z) = A(r, 6) =
Qa I, p* — 2rp oor (p 2)
FF
The conclusion also holds if the boundaries B and B’ and the mapping
w = f(z) are as in Example 9.9.3.
20. Find the electrostatic potential due to a line charge g placed midway
_ between two infinite grounded plates. as shown in Fig. 9.9.12,
~ ---—. Punktionentheorie, 2d. ed. (2 vols. plus 2 vols. of problems). Berlin:
qe
Fic. 9.9.12
Ahlfors, L. V. Complex Analysis. An Introduction to the Theory of Analytic
Functions of One Complex Variable. New York: McGraw-Hill Book
Company, Inc., 1953.
Apostol, T. M. Mathematical Analysis. Reading, Mass.: Addison-Wesley
Publishing Company, Inc., 1957.
Birkhoff, G. and MacLane, S.A Brief Survey of Modern Algebra. New York:
Macmillan Company, 1953.
Buck, R. C. Advanced Calculus. New York: McGraw-Hill Book Company,
Inc., 1956.
Caratheodory, C. Theory ofFunctions. New York: Chelsea Publishing Company,
1954,
Churchill, R. V. Complex Variables. and Applications, 2d ed. New York:
4F McGraw-Hill Book Company, Inc., 1960.
Copson, E. 'T. An Introduction to the. Theory ofFunctions of a Complex Variable.
Oxford: Clarendon Press, 1935.
Franklin, P. Functions of Complex Variables. Englewood Clifis, New Jersey:
Prentice-Hall, Inc., 1958.
Graves, L. M. The Theory of Functions of Real Variables, 2d. ed. New York:
McGraw-Hill Book Company, Inc., 1956.
Green, 5. L. The Theory and Use of the Complex Variable. London: Sir Isaac
Pitman and Sons, Ltd., 1948.
Hille, E. Analytic Function Theory, Vol. 1. Boston: Ginn and Company, 1959.
Kaplan, W. Advanced Calculus. Reading, Mass.: Addison-Wesley Publishing
Company, Inc., 1957.
Knopp, K. Theory and Application of Infinite Series. London and Glasgow:
Blackie and Son Ltd., 1947. .
Sammlung Goschen, 1918-1928. Translated by Bagemihl, F., as Theory
of Functions. New York: Dover Publications, Inc., 1945.
Kober, H. Dictionary of Conformal Representations. London: Admiralty Com-
puting Service, British Admiralty, 1945.
MacRobert, T. M. Functions of a Complex Variable. London: MacMillan and
Company, Ltd., 1938,
409
410- . BIBLIOGRAPHY: /

Miller, K.'S. Advanced Complex Calculus. New York: Harper and Brothers, 1960,
Nehari, Z. Conformal Mapping. New York: McGraw-Hill Book Company,
Inc., 1952.
Phillips, E. G. Functions of a Complex Variable with Applications, 6th éd,
Edinburgh: Oliver and Boyd Limited, 1949.
Saks; S., and Zygmund, A. Analytic Functions. Warsaw and Wroclaw: Mono.
;
| Answers and Hints
grafic Matematyczne, Vol. 28, 1952.
Streeter, V. L. Fluid Dynamics. New York: McGraw-Hill Book Company, —
Inc., 1948.
Thron, W. J. Introduction to the Theory of Functions of a Complex Variable,
New York: John Wiley and Sons, Inc., 1953.
Titchmarsh, E. C. The Theory of Functions, 2d. ed. London: Oxford University
' Press, 1939. CHAPTER 1
Whittaker, E. T., and Watson, G. N. A Course of Modern Analysis, 4th. ed..
London: Cambridge University Press, 1952. EXERCISES 1,2

2-1-2. 3.1064 18%- 4.2442

Ys.
Woe
N
o-

\‘
hod
6. —4i. ~ 71-4.

R.
a

>
.
EXeERcIsEs 1.3

Ww:
Write 2, =(2,/%,) 2. Now apply (1.3.8).

V 9x" + (3y + 1)?

>
p Ow + (3y — 1)?
WV 7. Use Exercise 1.3.2.(a).
AY 10. First, replace 2, in (1.3.9) by 2, — 2, Thus | | —|[| S| 2%—2,|.
a| 3 Next, replace 2, in (1.3.9) by % ~ 2. “3
AV 11. Replace x, in (1.3.11) by a + 2% "
‘It 16. First show that
n, 2

j=1
a8; = >! ass + 1sj<ksn
DS (asBianPs + onProoPh).
‘ Next show that

Doi 2 =D les 1B 2 — DY, (eBeosBu + 8,008).

j=l . j=1 * j=l . 1isj<ksn

: Nowsubstitute this latter relation into the former and simplify.

4p. 17. Use Exercise 1.3.16. ,

#18. Sly t+ BF SD ly llos +81 + D1 Pilla; +8;mo

|. Now use Exer-
= j=l j=l j=l
cise 1.3.17.
411
412 ANSWERS AND Htnqg: ANSWERS AND HINTS — 413
Exercises 1.4 Multiplying this expression by the positive real number 2/28, we get
5. (a) The points z = 1 +7: kA
i — 2S ( ~) =a + 269 (=) <=>
(b) All points in the complex plane except the -points interior to the circle a2
with center at (— 5/3, °) and radius 4.
2 ‘and, consequently,

(2)(ane (> m
(c) All points interior and on the ellipse
x + = =,

‘a— Bpa le =|; = _1

|\ToR 1a Bo 1 — Ba
Thus, by part (a), #2/z is exterior to I’, Since all of the above steps are
10. Let w = o4 + to, then | a, | <1. Consequently 1 -+ « > 0. reversible, the converse is also true.
12. Square the terms of the inequality. Expand (| # | — | y |)? 2 0.
14. Three points 2,, %,, 3 are collinear if, and only if, they all lie on the same Exercises 1.6
line, that-is, 2, — 2, = A(z, — 2,), where & is a real constant.
15. Use Exercise 1.4.14.
Ls =D V1 eis, 2. 8 == QeUa/3), 3. = = 3e',
16. Let 2; = x; + zy; j = 1, 2,3. Note that if 292, —1=0, then the result
follows. (Why?) Assume that 2,2, — 1 4 0. Then 1 V3
. & = Qetla/2), 5. x = 2/7 eil2i9on, 6. f@Az — — 5 +14
z= 8 + 8s _, | 82 |? 8g — 23 + | 8s |? Ba — Be
1 B83 — 1 D , . Aet2/8" = — 2 +4 12 4/3. 8. 41/2 8x = — 1 +i,
where D = (%5%3 — 1) (%%3 — 1) > 0. Next show that
1 + cos 6 + cos @ + cos (9 — #)
Vy =F(21) = — ks — Redo,
. Real part: 2+2cos¢
’ where
; sin @ — sind ++ sin (9-4
yo tt
2
Sg and by =e
24.
0,
.
Imaginary part: 2 4-2086)
If ys > 0 and y, > 0, then y, < 0; if vy, <0 and y, <0, then y, > 0.
I + cos 8 y"
Modulus: ( 1+cos¢
18. (a) Note that | 2, + 2,| =| 2, | + |_| implies that Z(z,%) = | 2,3|.
Hence 2,2, = p, p 2 0. Therefore z, = rz,, where 7 = p/| 2, |? = 0.
19. (a) The center of I lies on the perpendicularbisector of the line segment ~ “122. (z — 2) (2 — &) = 72. See Remark 1.4.3.
y =0, —k Sx <k. Hence, the equation of I is | x — bi |? == Rk? + B; 13. If triangle 2,22, is similar to triangle 2,2,%,, then
2 will be exterior to, on, or interior to ( according as | z — bi |? =
(z — bi)(% + 62) is greater than, equal to, or less than k?-+ 6?, from which 1 _ Fa | (Why?)
Bg — Be ®q — 8
the conclusion may now be obtained.
This expression can be written as the determinant given in the problem.
(b) The circle determined by — k, k, 2, is given by
‘14. Show that | 2, — 2 |* = 4| 23 — 2, | | 2, — 22 | sin® (a/2) and
| 2% + ibe — ib3 = Be, real.
Since z, is on the circle, this equation is satisfied when we substitute 2, arg [(%3 — 2)"] = arg [(2s — &) (%1 — %)]-
‘for z. Show that this equation is also satisfied when we substitute 42/2, for 2. It is sufficient to prove the latter equality for the case when the vector
(c) Since the three points lie on a circle, we have 2, = x, -+ 2,, where (%, — 2) has the samedirection as the positive half of the x axis. (Why ?)
yy 0. (Why ?) Now apply part (b).
(d) We assume z # 0. Let 2 be interior to I’. Then »y part (a) we have dt
17. Let 6, = Arg =
mls ); that is, 0, is the angle through which the vector
3 Re
8% — 2bI(z) < B 8, — &, must be rotated to coincide with the vector 2, — 2,. Similarly,
414 oe, ANSWERS AND HINTS ANSWERS AND HINTS 415
let 6, = Ae (2 ). Since ‘thetriangle is equilateral, we have6, = 6, 8 —l,4-4°
Bq — By
9. For thefirst part, proceed as in Example 1.8.1. For the second part, let
and | —S2.| — | 2&3281
— 21
| Thus41 8“2 = &—2
“8 —=1 | (Why?) g = x -+1y. Then 322% = (z + 1)° implies that 4(«? + y?) = (# + 1)? +9%,
8&4 — Bo Bq By oo &,— &, Bo — By .
from which we obtain (x — 1/3)? + 9? = (2/3).
18. We shall indicate a proof of the necessity. Note that if we remove the jt sind frees ty — [Lend
Fees Oy= (Gin 8 + ic08
absolute value signs from the given expression it becomes an identity, 16. | 1 + sin 6 —icos@ 1 + sin 8)
Weshall now showthatif the four points 2,, 22, 23, 24 lie on a circle in that
3/5 13
order, the absolute value signs may be removed. Let us write the given ~ ,
17. 3/5 T
2 W/2cos-,
3/5
2¥2 cos 75 7, 2 W2 cos > 7.
expression as

(a) | _ (%.— 21) (4 —_ Bs) | __ (23

a= 82) (%3 — %1) 18. 7423 4i4 +33) 7—-2V3+i(44—-3 V3).
(%4 — 21) (2 — %) | 1% (%
— 22) (84 — %)
19. Let 21, %, 23 be the roots of 2? — 3p22 + 3qz —r = 0. Then
- Let 6, = Arg (2—=1), that is, 6, is the smallest angle through which
& 1 8 (z — x) (@ — %) (@ — %) =0,
the vector z, — 2, must be rotated (either clockwise or counterclockwise) to which gives
coincide with the vector z, — 2. Similarly, let
— (8 + & + 29) 2? + (2182 + 32%3 + %9%1) F — 21%9%3 = 0.
0, = Arg (=By
som)
—8
0, = Arg (S=), 6, = Arg (2—*4), Thus p = (1/3)(%, + 22 + 3). Why is p the centroid of the triangle? Let
—& eq Fy
_ By) By Bq be the vertices of the equilateral triangle ABC.Utilize Exercise 1.6.17
Then to show that p? = q.
Arg [(22=4) (#=*)) = 1446) =. 1 — (cos @ + isin 0)"
20. >) cos 26 + i>) sin kO = 1 — cos @ — isin @
and , k=0 k=1

Arg [(—*2) (2—=1)] =0;+6,=0. (Why?)

8 — & Bq — &y il sin (w + 1) 6 cos 6/2 — cos (nm + 1) @ sin 6/2
=9t 2 sin 0/2
Thus, the absolute value signs may be removed from (a). (Why?)
1 6 sin(n + 1) @sin 6/2 + cos(n + 1) 6 cos 6/2] .
+ [ge0t3 - 2 sin 6/2 Ji
EXERCISES 1.8
DL. (b) (2008 oy" = (2 +4)" = ant Bart (2) + HD ant (J) +&.

041, Wasa, 2.1,4,-1,-4.

3. Qeil(n/s+H27/8)) & = 0, 1, hee, 4, Sar bas) MeN (Ge) +e
1
4)+
= (a +— a(n +) + n(n —1) (a+ a)
4 M2+ive -Vetiv2 — V2+iv6 vVo-iv2 2!
. 2 , 2 , 2 , 2 .
) cos(n —4)@ ++
mene 022 MD
= 2 cos n0 + 27,
“MW .. 0 13 .. 13 7 .. 7
5. cosg Tesing» cosy tesing™ cos gm + 2sin 57.

6. « = —2316 ~ — 2300, y = — 2097 w — 2100.

asy, city, —Bata, Bao.

416 ANSWERS AND HINTS
CHAPTER 2 - . 4.
EXERCISES 2.2 /
. Suppose that S is separated into the sets T, and T, and that the. common
point 2is in T;. Show that every S, is in T, and hence T, is empty.
10. Suppose that F is separated into the sets F, and F,. Then E mustbe either
contained entirely in F, or entirely in F,. (Why?) Suppose that E is con-
tained in F,. Then each accumulationpoint of E mustalso be in F,. (Why?)
‘1. All points interior and on the circle (x — 1)? + y? = 1.
12. All points exterior and on the circle (x — 1)? + y? = 1.
13. All points to'the right of the y axis,
14. All points interior to the infinite strip —0 <x <»,0S y < 27,
15. All points interior and on the lemniscate (x? + y%)? = 2(x — y?).
16. All points interior and on the oval (x? +- y®)® — 2(x? — y2) = 24,
17. The complex plane excluding the domain with boundary «2 — y? = 9,
18. The complex plane excluding the domain with boundary 2xy = 9.
19. All points interior to the annulus of two concentric circles of radius 2 and
4 respectively, both with centerat (1, 0), plus the points on the circumference
of thesecircles,
20. All points exterior and on the circle (~ — 31/15)? + ye = 16/225.
21. All points of the complex plane.
22. All pointsinterior and on the ellipse x/4 + y?/3 = 1.
23. All points in the first quadrant to the right and on theline y = x.
24. All points in the infinite strip —o <y <<, 0 <w% < 2m. Note that
the points on the line x = 0 are included, but those on the line « = 2m
are excluded.
25, All points interior and on the oval (x* + y*) [(w — 1)? + y®] = 1.
26. All points in the half plane x = 0.
27, All points exterior and onthe closed polar curve
47? + r cos @ — Or + 4 =0.
28. All points interior and on thecircle (« — 1)? + (y — 2)? = 9:
29. All points exterior and on the circle (* -+ 2/3)? + (y — 8/3)? = 32/9.
30. All points exterior and on the circle (w — 3/2)? + y? = 1/4.
EXERCISES 2.3
' Suppose that there were two distinct points 2, and z, common to all the
Sn: Thenwe would have-diameter (S,) > | 2 — 8, | for all n.
4) ANSWERS AND HINTS 417
Suppose that z, -> 29. Then for any « > 0, there exists an integer N such
that | %,— %| <«/2 and | 2, —2%)| <¢/2 for all m > N anda >N.
- Consequently | 2, -- 2 | < ¢ for all m > N and n >N.
. Let 2, be a point.in S,. Then there exists a point 2, such that | 2, — 2,| 2 1.
For, otherwise, all points of S would be interior to a circle of unit radius
and center at 2). Similarly, there exists a point z, such that | 2, — 23| 2 1
and | #2 — 2,| & 1. (Why?) Continuing this process we obtain the desired
sequence.
. If {z,} had an accumulation point 9, then by Exercise 2.3.1.2), —> % for
some subsequence {z,,} of {z,}, and by Exercise 2.3.4 {z,,} would be a
Cauchy sequence.
. For any « > 0, choose Ny = N,f(e) so that | 2, — %| <¢/2 for k > Np.
With N, fixed, choose N, > Ng so that -
» — Bo) < ¢/2 for n > Ny. Then, for n > N,, we have
S
ian=|! > — 40) s|+ Sta—so[+|) (%_ — %)
k=Ngtl
. Let the sequence {z,} converge to z). Then for any 1,
| Sy | = | (8, — 8) + 2| S| a, — 2%| +] 2].
Take « = 1 in (2.3.2) and let N be suchthat | z, — %)| <1 for alln > N,
Then | z,| << 1+} 2[ for all 2 > N. Let
M = max(| 2, |, | 221, slen[1 + | & |).
Then | 2, | SS ™ for all x. Thus the sequence {z,} is bounded.
Exercises 2.4
Suppose A is a set of real numbers such that if t, and ¢, are in A, then allt,
t, St St, are also in A. Let t) be any point in A, and let A, be theset
of all t in A such that ¢ < 7%). Then by Exercise 2.4.1, A, has a greatest
lower bound «, finite or infinite. Similarly, if A, is the set of all t in A such
that t = &, then A, has a least upper bound 8. Show that the set A consists
of the open interval («, 8) together’ with none, one, or both of its boundary
points. (It is assumed that A contains at least two points.)
4. Considertwo cases. Case 1. The sequence {x,} contains only a finite number
of distinct points. Then one of these points occurs an infinite number of
times, and consequently is an accumulation point of the sequence. Case 2.
 ANSWERS AND HINTs - ANSWERS AND HINTS 419

The sequence {x,,} contains an infinite numberof distinct points. Forthis 3. Let S = Deen Sy = Une %m Ry = Vpn zy Let « > 0. For N
N-1

case, apply the Bolzano-Weierstrass Property (4) of Section 2.4 for rea - ‘sufficiently large we have | S — Sy | = | Ry | < «. (Why?) Hence
numbers. o
. Use the method employed in Exercise 2.4.4.
. Suppose first that J is not an interval. By Exercise 2.4.2 there exist two’. vs -
|, a
n=l
=|S|=|Sy+Ryvis
points ¢,, ¢, in J, and a point ty, t, < ty) < t, suchthat ft, is’ not in J. Let
S; denote the points of J less than #,, and S, the points of J greater than ty. SS) a| +i Rvl<Slml-re
Show that the set J is separated in the sense of Definition 2.2.3 into the n=1 n=l

sets S, and S,. Conversely, suppose that J, is a closed interval [a, B], where q
and are finite, and that J) is the union of two disjoint nonempty sets $, Exercises 2.8
and S,. Subdivide J, into two equal closed subintervals. Then one of them, Consider the upper limit (— «) of the sequence {— x,}.
say J;, contains points of S, and S,. (Why?) Continuing this process we
(a) Nolimit, since there are four accumulation points: + 1, 2.
arrive at a nested sequence of closed intervals J) > I, ,> +++, such that
(b) 0. (c) Nolimit, since there are two accumulation points: + 1 +-4.
each interval J, contains points both of S, and S, and the length of I,
(d) 0. {e) —1—124 (f) 0.
approaches zero. By the Nested Interval Property of Section 2.4, there
exists a point #4) commontoall the intervals J,,. The point ¢, is an accumula- ~ . (a) Divergent. (b) Absolutely convergent. (c) Convergent.
tion point of S, and S,. (Why?) But t) belongs to S, or S,. Thus, one of (d) ;Divergent. _(e) Convergent. (f) Absolutely convergent.
the sets S, or S, contains an accumulation point of the other. Hence J, (g) Absolutely convergent. (h) Absolutely convergent.
cannot be separated and is therefore connected. Finally, suppose that [ (i) Divergent. (j) Absolutely convergent.
is an interval (not necessarily closed), Then J is the union of a family of (k) Absolutely convergent. (1) Absolutely convergent.
finite closedintervals having at least one point in common. By the preceding ~ (m) Divergent. (n) Absolutely convergent.
discussion, each of these closed intervals is connected. By Exercise 2.2.9 -
their union is connected.(It is assumed J containsat least two points.) EXERCISES 2.9

. Use Theorem 2.9.2 and Exercises 2.4.7 and 2.4.2.

eC ent nnn
EXERCISES 2. 5
. To show that S is closed, note thatits complement is open. (Why?) Now
use Exercise 2.2.3.
. First consider the case when S contains an infinite numberof points, Let
t, be its least upper bound. Then for every « > 0, there exists a point t
in S such that tj, -«<t<z,. Hence ¢, is an accumulation point of S. Since
S is closed, fy is in S. Similarly, the greatest lower bound¢, is in S. Next,
consider the case when S is finite.
. We may form a (bounded) sequence {z,,} such that for 9n =], 2, +, 8, is
contained in R,. Let % ‘be an accumulation point of {z,}. Then, for each 2,
% is an accumulation point of the subsequence {%,11, Zn49) °*} contained
in R,. (Why?) Thus 2is an accumulation point of R, and consequently ;
belongs to R,,. (Why ?)
. Apply Theorem 2.5.1 to the bounded closed set L.
. Apply Exercise 2.4.5,
. Use Exercises 2.9.3 and 2.9.4.
Apply Exercise 2.9.1 to the mappings T' and T-1.
. Apply Theorem 2.9.2 to the mappings 7 and T-, _—
. Apply Exercise 2.9.1 to the mapping T,
. Use Exercise 2.9.8.
. Let T(D,) denote the image of D; (¢ = 1,2) under T. By Theorem 2.9.2
T(D,) is connected, and consequently must be contained in Dj or in Dy.
Also T(D,) and T(D,). cannot both be contained in the same Di. (Why ?)
Suppose, for example, that T(D,) C D, and (Ps) C Dj. Now apply Exer-
cise 2.9.10.
12. Let S be a nonempty subset of a group G. First show that if S has the
property that Ty! and 7,7, are elements of S whenever T, and T, are
elements of S, then S is a group. Now use Theorem 2.9.5.
EXERCISES 2. 10

. . Use the fact that C is a continuous mapping.

EXERCISES 2.7
2. The set of such points is the image of an interval under a continuous
». Use Theorem 2.3.3. mapping. Now use Exercice 2.4.7 and Theorem 2.9.2.
420 ANSWERS AND HINTs ANSWERS. AND HINTS 421
4. The points z on the segmentjoining 2, to 29 are given by z'= 2, -+ t(% — 2), and
0 StS 1.Letthe circle be given by | z — z, | = R, and have 2, and’[ay
in its interior. Then ae + 92 w+ IO
a fy tT. x + yp +1
| 81 + (a — %) — %| = 1 (% —%)(1 1) + i(2, — %o)|
<R(L—t)+Rt= Apply now Exercise 2.11.1 to obtain the result,
. Use Exercise 2.10.4. . Use the method given in the hint to Exercise 2.12.3.
. Since D is an open set, there exists a circle with center at x whose . Use Theorem 2.9.1 (see Remark 2.11.1) and Exercises 2.12.3 and 2.12.4,
interior is in D. (a) Now apply Exercise 2.10.5. (b) Suppose that the . Let the point in the plane and on the punctured sphere 2” representing
conclusion is false. Use Exercise 2.10.5 to obtain a contradiction. 2y, 2 = 0,1, +++, be denoted by O, and P,, respectively. Then Q, = T(P,)
. Use Theorem 2.9.3 together with the fact that the set of.all ¢ such that and Qy = T(P)), where T is the mapping described in this section.It is
a St <8 is bounded and closed. ‘ required to show that P,, > Py if, and orily if, Q, > Q. The result now
. For each t, « St S B,let N(t) be a neighborhood of ¢ such that theimage follows from Theorem 2.9.1 and Exercise 2.12.5.
of N(t) on the’ contour C given by z = a2(é) is contained in D,. . Since (€,, €) is on 2, we have by Exercise 2.12.1 & + 7? = &(1 — Q).
(For ¢ = a or 8,use half-neighborhoods.) By Theorem 2.5.1, a finite number From Exercise 2.12.2.(a) we have z = (€ + im)/(1 — ¢). Hence
N(i,), +++, N(¢,) of the N(z) cover I. Let D(t,), «++, D(t,) denote the corre-
sponding domains. Let & be minimal. Clearly, if k = 1, 2, Lemma2.10.1 & +9?
22.9 tof > — 1 g 1
holds. Suppose that k => 3. Let M(t,): % <t<B;, be indexed so that
a == oy SS.“2 <1 <a. Then (a) By << Pra S Be = By (b) O41 < B;, from which the result may now beobtained.
j=, 2, ye. (© By Senn j= 2, +, R— 2. Now, let ¢) =
. The distance is given by ~/£? + 7? + (€ — 1)% The result now. follows
(oj44 By), J=1,2,,k—-1.
from Exercise 2.12.1.

. Use Exercises 2.12.7 and 2.12.8.

EXErcIsESs 2.11
.Use Exercise 2.12.9.
» Write P = (x4, %2, °'*, Xp-4, %,) aS (Q,x,), where Q == (xy, %2) °°) Xu-1)
. Use Exercises 2.12.5, 2.9.6 and 2.9.7.
Then following the proof of Theorem 2.3.3, show that P™ =(Q™), »(™)
converges to P! — (QO, x(9)) if, and only if, Oconverges to Qand
CHAPTER 3
«(7 convergesto x'0), Now use mathematical induction to completethe proof.
EXERCISES 3.3
EXERCISES 2.12 . Allez. 2. All 2, except z = 4, 3. All 2, except z = +2

ena
- (a) The equations of QN are given by X =0+ &, Y=0 4+ qf, Alle’. 5. All. 6. All z, except z = 1, 7 = + 31.
Z=1+(0—-l1)t. Setting Z=0, we obtain ¢ = 1/C. — ¢). Hence All z. 8. All z, exceptz = —1.
B= H+ I = (E +m) t = (E+ mC — $). w=u+tiv = x — 3xy? — 2x + iBx’y — v3 — 2y),
(b) By part (a), € + % = a(l — Q). Thus & — iy = &(1 — 0). Therefore 10. w=ut+w= xy +iyt+y).
& + 9? = 28(1 — ¢)%. Use Exercise 2.12:1 to obtain ¢ = (1 — £) 2%.
Solving for ¢ and then using the above equations for é + in and € — ™m 11. wautio= aia ig py
obtain the result.
. Since (%,, Yn) converges to (x9, yo), we have Xn —> X% and y,—> Yo. (See 12. xt
i.
Theorem 2.3.3.) It follows from Theorem 2.6.1 that
w=—utiv=
@ +I Fe "@ FIP +e!
23. w= u+iv = 2x? — 2y? —w + 1+ i(4ey — yy).
Xn > . Xo In — Jo . x? + y? — I Li 2y
abr l mt e+? ty RTI “dh 14. wautw=
(e+ 1P +9 (w+ 1? +3?"
 ANSWERS AND HINTS 423
422 . | ANSWERS AND. HINT
30. Let p(z) denote the (minimum) distance from z to 2. By Exercise 3.3.29
15, wu pio = eR I. | p(z) is continuous, and consequently by Exercise 3.3.26 there exists a

eeae
17. (6) =§. 18, 5(<) =e. 49, Ale) = =
20. From (1.3.7), | A(z?) | S| 2°.
21. Choose « = 1/10, and suppose that a 8,0 <8 < J can be foundin accord... |
ance with Definition 3.3.3. Choose z =1—6 and 2 = 1 — 98/10,
Then | z — 2,| = 5/10 < 8; however,
_ _ 1 1 J}o1ol
If(2) —f@0) | = |= HN ~ TIT = sHi0 = 95 > To
23, If f(z) is uniformly continuous in D, then for every ¢ > 0 there exists a —
& > 0, which depends only on «, such that | f(z) —/(%)| <«¢ when
|% — 2%| <6 and zg and 2, belong to D. Hence lim,+, F(z) =f(2).
24. Suppose to the contrary that there exists an « > 0, such that for every -
& > 0, there exists a 2’ such that | 2’ — 2)| < 8, yet | f(z’) —f(%) | Be
Now, let 5 = 6, = I/n and let 2’ = 2, (2 = 1,2,++). Thus we have ~
constructed a sequence {z,} such that | 2, —2%| <6, = I/m, yet. -
| f(Sn) — f(%o) | 2 «. Clearly, the sequence {z,} converges to 25. However,
| f(%n) -- f(%) | = ¢ for all m. But this is contrary to the original hypothesis _
[that f(%,) >f(%) whenever 2, — %]. Thus f(z) is continuousat 2.
-point 3, in S such that p(z) 2 p(%p) for all z in S. Let €, be a point in 2
_such that p(2)) = | % — %|..Then, if z and { are any two points in S
and 2 respectively, we have |z—¢| 2 (2) = | 2% — Z|.
. Let ¢, and 2, be any twopoints in Z and S, respectively. Draw a circle C:
|z— ¢,| = R where R=|2,— &| + diameter (2). Hence |z — 6| =
| z, — &| for all z exterior to C andall Zin X. Let S, be the intersection of S
with the disk |z—%,|<R. Then S, is bounded and closed. (Why ?)
By Exercise 3.3.30 there exists a point ¢, in 2 and a point 2 in S, such that
|z—C] leo — &| for all ¢ in 2 and all z in S,. Hence |jzs—C|=
| % — %| for all £ in X and all z in S. (Why?)
. Let {z,} be a sequence of points in S such that 2, —> %. Then {f(z,)} is
8
a Cauchy sequence and by Theorem 2.4.1 has a limit, say wy. Now
f(%n) > Wp and
liga [f(2) —#0] = 0.
to2
Thus, for each « > 0, there exists an, = m(¢) > 0 and a neighborhood
N = N(&,€) of &, such that for all > mp and all 2 in N, we have
| fz) — & | S1f(2) —F(@n) | + LF(Rn) — M0] < [2 + [2 = &
Therefore, lim F(2) =
zy
. Let the compact set be denoted by S and its image by 2. Let wo be, in &
‘and let {w,} be any sequence in XY such that w,—> Wp. Then, since S is
compact, the sequence {£,} = {f(w,)} has an accumulation point Z, in S.
Hence, there exists a subsequence {¢,,} of {¢,} such that £,,—> 9. Since
f(z) is continuous, we have

flea) = Him fll») = Him Oy, = 2

25. Use Theorem 2.9.3.
26. Use Theorem 2.9.4.
27. (a) Let g(z) = | 2 — % |. Then g(z) is a continuous real-valued function —
Therefore, £4 = f(z). Hence the bounded sequence {f,} has ) as its
on C. Now use Exercise 3.3.26.
only accumulation point. (Why?) Thus ¢, — %o, that is, FO(w,) > feo):
(b) Use Exercise 2.10.7 and part(a). Consequently (see Exercise 3.3.24), f-(w) is continuous.
(c) Use part (b).
28. By Theorem 2.9.2, the image of S under the mapping w = g(z) is connected. _ EXERCISES 3.5
Now,anyset of integers containing more than one element is not connected.--
. 4023 + 227 — 8. 2. 524 — 62? + 1.
(Why ?) Hence the image of S under the mapping w = g(z) must contain
only one integer. — gt + 142? — 10z + 8 2
29, Let 2, and z, be any two points in the plane, and let ¢, and f, be any two ee5 4. <5 (# — )).
points in 2 such that p(z,) = | 3, — % | and p(z_) = | %, — % |. Then 4
p(%2) S | % — ¢ |. (Why?) Consequently, » sacag (2° — 198 (8° + 1).
p(22) — p(#1) Sle%—Gl|—la—&| S| 22—4|. . There exists an ¢ > 0 such that f(z) is continuous in the neighborhood
given by | z — 2| < «. Hence, f(z) is continuous on the bounded closed
Similarly, p(z,) — ple.) S | #1 — 2, |. Hence | p(2,) — ple.) | S | 21 — #2 l
424 ANSWERS AND HINTS, ANSWERS AND HINTS
425
set R given by | z — 2) | S «/2. Thus, -by Exercise 3.3.25 there exists
constant M such that | f(z)| << MM when z is in R, and consequently
20. se)
Fo
— ae) _ FO FE). _ (QTd)
B— zBy f—%
If) | = M when | z — a| < «/2. [For another proof use (3.3.3).]-
where € = # and ¢, = %. Now, note that when z‘and % are in D, f and
EXERCISES 3.6 bo are in D. Hence g’(z) = f’(2) exists in D.
1. Analytic everywhere. 2. Nowhere. 3. ‘Nowhere,
EXERCISES 3.8
4. Everywhere, except at z = + 21, 5. Nowhere. -6. Nowhere,
7. Nowhere. 8. Nowhere. ~ : v= ape te 2.0 = tan2 + ¢,
9. Suppose thatf"(0) exists. Then
, . Vv= 3x%y — 8 +e. 4.v =sinhexsiny +e.

ORINDA MH w&
(0) = tim L2=fLO) — jim —2"
20 Z- 290) x2 ot yt v= —$ln[(w — a)? + (y — bP] +e.
u-+- tv = ex cos y — e*y sin y + i(e*x sin y + e*y cosy +c) = ze? +C.
First, let z-» 0 along the line y = x. Next, let z 0 along the curve
yt = x, u + tv = x8 + 3x? —3xy® — 3y2-+ 1 41(3x%y —y3 + Gay +c) = 23 +322+C,

10. We shall indicate a proof of the necessity. Suppose that u + iw = (w — 1)? — 3xy? + 3y? + i[3y(% — 1? — xg + c] =(z—-1P+C.
. u+ iv = ev" cog 2ny + i(er-" sin 2xy +c) = ew +,
w = f(z) = u(r, 0) + zv(7, 8)

is analytic in D, where z = « + iy, x =rcos@ and y = rsin@. Let us’ 10. The level curves u = C;: (» — oo
ax) 4y2
= (sh): and v = C;:
denote differentiation with respect to z by ’ and partial derivatives by the : 1
usual subscript, that is, dw/dz = w' and éw/ér = w,. Since w = f(z) is og r
analytic, w’ = (w’)y = w,(r’), where 0 is held fixed, and w' = (w’), == w,(0'),, °F * +6 +x) = (0):
where 7 is held fixed. Since z = x + ty =rcos@ + ir sin 6, we have. aE
(r’}g = cos 6 — isin 6, and(6’), = —(i/r)(cos@ — isin 6). Butw,(r’)g = w6(6’),. 11. The level curves u = C;: (x +“) + y= ( i + ys and
— Oy — Cy
Consequently, w,(cos @ — 7 sin @) = we[ — (2/r) (cos @ — isin @)]. Therefore,
%, = —(2/r)w. Since w = u(r, 6) + iv(y, 0), w,=u,-+i, and ff 4\2 4)8
Wg = Ug -- ig. Therefore, u, + 7v, = (1/r) vg — (a/r) ug. Hence v= Cz: @— 4+ (y+ a) = (ce) :

Qu lev yg av__ law

ar 788 ON 80"
[For another proof use equations (3.6.1).]
13. Use (3.6.9). . denote the Laplacian operator. Show that Mu = 0. Hence Jw = — Ad. Also
14. Let F(z) = f(z) — g(s) with f’(z) = g’(z). Apply Exercise 3.6.13 to F’(z). -
16. (b) Apply part (a) to the function 7f(z).
17, Let u? + v? = c, where c is a constant different from zero. Since F(8) is
analytic, in view of (3.6.1), we then get uu, — vu, = Oand uu, + vu, = 0. | tt
Solving these two equations simultaneously for u, and u,,.we obtain uv, = 0. .
and u, = 0. (If ¢c = 0, then uw =v = 0.)
18. tim 2) — lim (£2 ~S(%)_/8(2) —0)) — FC)
12. Uyee + Uy = [(%e)® + (%y)*] tae + [eee + Xyq] Ue
+ (90)? + (on)? toy + Lee + Ian] My + [xe + yy|tey:
13. Let w= y.—A, where » = log,|f’| and A = log, (1 — | f |"). Let 4
lf ? = 1 —e*. Take the Laplacian of both sides in
i the last equality, and
use Exercise 3.6.12.(b) to obtain1 4| ft ==— er, + yy + dd). Next. use
Exercise 3.6.12.(a).to find that rs + ry =(4lFP IF ie — |F PY.
16. Concerning formula (b):
‘u(x, 9) = fle) +78 -
= $ Cn" + > CyB"
n=0

*¥0 g(z) oN x—a ®— 2p 8'(2o)

19. |e ty) SiweP+ly Ph =lxle+lyly?
s (x? + yi xe + (x? + yy xy —_ (x? + ye,
Sale toy + dale —oy.
n=0 _ nm=0
426 | ANSWERS AND HINTs ANSWERS, AND HINTS 427

Therefore 18. Use Exercise 4.2.17.

19. Use (4.2.15) and Theorem 4.2.2.
ui) eka till e+ Be 2. Utilize Exercise 4.2.20, and the equation tanz =cz to obtain
ex == sin 2x/(cos 2x + cosh 2y), cy = sinh 2y/(cos 2x + cosh 2y). Thus
x/sin 2x = y/sinh 2y, and consequently x = k sin 2x, y = k sinh 2y (Risa
real constant). If zy = x9 + iyo (%) # 0,9 # 0) were a root of tanz = cz,
then we would have
Also note that
Rk sin 2x5 = i 2k cos 2x dx = Xp.
2u(0, 0) = f(O) + & = ey + & = 2A(c).. 0
Hence there exists a point, say x,, lying between 0 and x» such that
Hence .
| 2k cos 2x, | > 1. (Why?) Thus | & | > 1/2. Similarly, from y = k sinhn 2
Co = Be) — iF(cy) = u(0, 0) — ic, we obtain |&| < 1/2.
22. (b) Use part (a).
where ¢ =.4(cg) is a real number. Consequently, we have
(c) (e — e-#*)/2i = 2i/(e— e~*), Solve for ce”.
fl@) =2u G =) — (0,0) + tc. (d) Use Exercise 4.2.20 and part (c).
(e) Use parts (b) and (d).
“(f) In (e) we may interchange x and u, y and v. (Why 2)
Concerning formula (a), we use the following relations

Dis, 9) =fle) +Fl) = Dele — 9)" + De — 20"

EXxeErRcIsEs 4.3

. (2n — 4) mi, n=0,4+1,+42,- “3 log(— 1+ V2) + 2nmi and

and then proceed as above with log(1 + V2) + (2n + 1) mi, n=0,41,42,°".
z+ 2% _ (x + %) + iy — Yo) EXERCISES 4.4
2 2
and 5 Log2 it. 5, Log3 +2nmi, n=0,+1,+2,-~
“2
z — _ (% = x) + iy +90) e-(n/4)+44/2)L0g 2, 7. i [2 Log 2 + 7 + i(m — 2 Log 2)].
2 2a

ae . | ov eu iti 9 2, 10. e(8/4)n+(i/2)Log 2, V1, elt/44/2)Log 2,

17. Utilize
tilize EExercise 3.6.
6.10 an d th e fact that ee
ay ab ee
20 Or”
. Since w = Log 2 is a single-valued continuousfunction of z in the domain D
consisting of all points in the complex plane except z = — | 2 |, it follows
CHAPTER 4 that inD, 4z > 0 implies dw > 0. Now, z = e”. Consequently
: -1
ExeERcIsEs 4.2
tim 4% = 4wlim0 4”.
Az
= (Jim a) =),
4w0 dw z&

5. Use (4.2.16). 16. —a<6070,where? = Argx. Forfixed v and 8, the integer & is given by
6. Use (4.2.15).
(— 9 — nO)/20 << k S (wm — n8)/2n.
14. 2nn + ilog, (2 + V3), n =0,£1, 42,
{See"(4.4.13) and the definition of the bracket function found in Exercise
15. (4n + IF, n=0,41,42,~ +, [Use (4.2.8).] 1.8.22.] Letting n > 0 and 6=— a+ (2me)/n, with $ >e > 0, we
obtain
16. Use Exercise 4.2.6 and Theorem 4.2.2. |
(n +1) |
17. Use (4.2.17) and Exercise 4.2.16: + OS) < hn< eH} 4
x
 f

428 : ANSWERS AND HINTS ANSWERS AND HINTS ‘ 429

Thus kmax = [n/2]. Letting n <.0 and .6 = 7, we obtain
9. (a) kni —(— 1) [Log (6
=4) +in], k=0,41,-~.
(="—1)_, oUt). “(b) 2kmi + (— 1)" ile/3), R= 0, 1, n= 1,2.
2 ~ ’max =

Thus Amex = [(— ++ 1)/2]| [7/2]

== —|. [n/2].Clearlyfor, = 0, Ariax = 0. Hence >
Show, similarly, that kmin =— [| n/2 |], ; CHAPTER5.
for any integer 7, Rmax. =

17. Let 0 = Arg zg. The principal argumentof 2° is given by 56 + 2krr, where
EXERCISES 5.1
—a< 56 + 2k Sa
and * . 1. Let g(r) =sp+!
+e= = 4 ”)|; y S71 S8. Take h(t) = y +5 —F(t-a),
k= —2when $7 <0 Sak = —1 when $7 <0 S$,
Now, verify that a) "H(t) is continuous and positive on "Y Stspzn,
k =Owhen —$07 <6 X47, k= when $4 <0 —$m,
k =2when —7 < 05-37,
(2) h(A) = y and h(u) = 8, and (3) g[h@)] = f(e).
18. z =| z|e% =| 2]Are*—|] 2 | eil0+2k™) where k is to be chosen so. - 4.. Let the relation between the new coordinate Z and the old coordinate
that — 7 < 0.+ 2k <7. Solving for k, we obtain © be given by Z = e-“[z — f(ip)], where e = f'(tg)/| f'(é) |.
5. Let us denote f(é -- «) and f(t) — ; € > 0, 7 > 0, by 2, and 2,, re-
5 =
1 @
~< ks 1 1 @
“spectively. Then
a <=
27 On Hence k s== [5
f= — a
—].-

Be — Bn — %o
EXERCISES 4.5 Be 8 e | % —& — :
sO and -—° TH 4
4, Letf(z) = Log (— 2) + t7 = Log + ir = g(f), where ='— z. Utilizing | %— Bo| | *2<—*e | % — &, | By —®0
€ “4
Theorents 3.5.2 and 4.4. 3, we obtain
ee! . Be By . By — Bo
Now observe that lim —1-—*- =2720
lim —-_— = f'(1,).
' f@=eo$=—+=4 60 € —y

for £ in D, or 2 in Dy. ; EXERCISES 5.2

5. It follows from Theorem 4.4.3 that Log x + 2nm7 is a branch of W in D,, 1. Let z= fro
a? dt. Since z= | |e, we have |z| =ez, where
and from Exercise 4.5.4 that Log (— 2) + ai -+ 2nai is a branch of W
in Dy. 6 = arg z = arg J?Fe) dt]. Thus:
6. Since W is a continuous function of ¢, it follows that W is of the form
W = pe*!?, Now proceed as in text (Example 4.5.1).
| f°f(t) at) = i f"fa) da =S, elt) dt 20.
7, W is a continuous function of #. It follows that # is of the form Also we have
Wt) = pypyeill400/21, and W(t + 2m) = pypyetlOrt2nvtet2m72] = WP), | f e f(r) at = #[|” e*0F(t) dt| =|” Blef(2)] dt
wherepj, P2, 9, 8, are as in (4.5.6) and are continuous functionsof tf.

EXERCISES 4, 7 a fiewsoia=f'inoia
1. Let w = arc sinh z, then z = sinhw. From (4.3.10) we then have oo
za = sinh w = (1/2) sin (@w). Hence w = — éarc sin zz. 2, Let s = f(t) = x(t) + y(t). Then | f'(1)| = V/[x"(e)? + Ly'@)P.
3a) —i (b) —1. - (c) 2i.
7. (a) kn +(— 1)" —iLog(W2—1)], k=0,+1,-
(d) mi. ©) +64 (f) —$+ $24
(b) 2km + (— 1)" i Log [2 + V3], A=0,41,-", n= 1,2. 5.0. | 6. 0. 7. 0. . 8. 0.
8. (a) An + (1/41) Log 5 + 0/2, where 9 = Arc tan (—4),k = 0, +1,- 9. (a) 2ai. ,
(b) Ar + (1/4i) Log5 + 6/2, where 6 = Arc tan (— 2), k =0,+1," . (b) Let the contour C be given by z = f(t), « < t<Bp.
430 / ANSWERS AND HINTS ANSWERS AND HINTS 431

Since C is closed, f(a) = f(8). Hence 2. Let Q be a.square containing C. The exterior S of Qiis a connected set
having no points:in common with C. By Exercise 5.5.1 § ig contained in
| @ [FOS
oF). TOP _ 0. why) - one of the domains, say D,.. Itfollows that D, is contained in Q. Thus D,
is bounded and D, is unbounded.
11. Use a method similar to the onegiven in hint to Exercise 5.2.9.(b).
3. Since ¢ is exterior to C, we have 0 =WC, f).=(C,,8 + (Cs, 0). Hence
12. 8. 13. (a) 7. 13. (b) 22.
(Cy, 0) = —WCs, 6) = (C,, f).
14. Since z = f(t) and z = g(é¢) represent the same contour C,there exists a
4, Let the contourbe given by C:z = f(t),0 St SB, and let Z = e-“(z —- o)
continuously differentiable, strictly increasing function h(t), oSt<p
where z and Z are respectively the old and new coordinates of any point
such that g[h(t)] = f(t), h(x) = y and h(f) = 8. Hence, except for at most
in the plane. Then the contour is also given by C: Z — F(t),.« St SB,
a finite number of points, we have f’(t) = g’[A(t)] h'(t). Therefore
‘where F(t) = e-[f(t) — zo]. Let w and Q denote the old and new coor-
[. GLAOLPEae = f° Gti VHD] Ha dinates of any point not on C. Then

_ Setting + == A(t), the last integral becomes r G[g(z)] g’(7) dr. 4 1 (7 FY) y
Imi loZ—Q Ail, F(t)—Q
Exercises 5.3
1 (6 e-t9f(t) 1 fi)
1, Let A(t) = [¢(¢) — $(4)]/2mi. Clearly, A(t) is continuous for: <t < fp. ~~ Dnt JeT f® — %] — &8 (w — 2) =a Foo”
Moreover, for each ¢, A(t) = , where m is an integer. (Why?) Observe .
that 2 may dependon ¢. By Theorem 2.9.2 and Exercises 2.4.7 and 3.3.28, _ i dz .
A(t) cannot assume a set of discrete values. Hence n is a constant, and =sa),7oe" . : |

consequently $(8) — $(a) = (8) — (a).

2. Let 4(¢) and %(¢) be continuous functions for « < ¢ < f and such that EXERCISES 5.7

HO — fa(t)] and ev— gia(t)], 1. Let D, denote the set on the sphere projecting onto D under the stereo-
graphic projection of Section 2.12. Let Ez be the complement of Dy on
Let v(t) = (t) + W(t). Then e’= f[2(2)] g[a(t)]. Thus
the sphere. Then E, is connected. Define the function f(P)itt E, as follows:
Ac log [f(z) a(2)] = (8) — r(a) = (8) — $(a) + ¥(8) — ¥().
Exercises 5.4
fe) = v{5, BONN,
1. Observe that for sufficiently large, ¢, is exterior to C and z being the point in the plane corresponding under the stereographic pro-
* | dz | jection to the point P on the sphere 2, and N is the point (0, 0, 1) on &.
Cs ba) |
Cio.) S =
cle— Gl (See Fig. 2.12.1.) Then f(P) is continuous on E,, (Why ?) Since f(P) takes
on integral values and E, is connected, it follows (see Exercise 3.3.28)
There exists a constant M such that | z| < M forall z on C. (Why ?) For =
that f(P) is constant on Es. Hence f(P) = 0 and (I, 3) =0 for all finite
n sufficiently large we can make | ¢,| > 2M. Thus || < |, |/2 and
z not in D.
lz7—,/2 |&)/—lel>|&|/2. For |%,| > 2M, we then have ©
2. If £ is exterior to C, then for | 2 | sufficiently large we may join { to 2 by
| (C, on) | <4 means of a polygonal contour y in the exterior of C. (See Theorems 5.5.1
Her and 2.10.1.) It follows that y doesnot intersect C}. Consequently o(C,, ¢) = 0.
where L is the length of C. (Why ?) By Theorem 5.6.1, ¢ is exterior to Cy.
3. Let 2, be any point on C,. Then 2, is in E,. By Theorem 5.5. 1, 2 is an
EXERCISES 5.5
accumulation point of J,. Hence, there is at least one point 2, of J, in Ey.
1. Suppose to the contrary that both S, = Sa D, and S, = SA Dy, are (Why?) By Theorem 5.5.2, (C, £;) = 0. But J, is a connected set not
not empty. Then Sj and S, contain no accumulation points of each other. intersecting Cy. Hence v(C,, £) = 0 for all ¢ in I, (by Theorem 5.4.2).
(Why ?) Hence S is not connected, It follows from Theorem 5.6.1 that £ is exterior to C, for every ¢ in J.
/
 432 . . ANSWERS AND HINTs ‘ANSWERS AND HINTS 433

‘AL. For BoE 0, let 2, = R’e/r,. Then 2, is exterior to I’. Hence, the
i
Exercises 5.8 -

1. ‘| 2, — 2} does not exceed the length of the diagonal of the rectangle. R, ‘function g(z) = f(z)/(z — 1) is analytic within and on I, and
consequently ;
which in turn does not exceed the length of the largest side multiplied by V2.
2. Let F(z) = u(x, y) + iv(x, » Then F‘@) = tt, + Wy = Vy — in, 4
sj |82) de =a |gag te =OSO) ae —
° AED - |" Pretty)a -
a Therefore
f(z) dz = 55
1 i} f(z)
JA) dz nf1 f(z)
LN dz
= (He + a) (E+
+i) dt feo) = 3.5| z — Bo pe —& AWilpR—2,"

=J(eG He) +e! (00+ 00)a For 2 = 0, we have

= u[x(e), x)? + iolx(t), ¥O)] (i = Fla(®)] — Fla(o)], 1 f(z)

the next to the last equality following from a theorem onreal functions.
Fo) = a5 [a de.
12. (b) Let (2) = Log | f(e) |, then | (2) | = e#. Hence
Exercises 5.17

3. (a) — zcosi + 3 = —3 (cosh 1 — 1). (b) 10

42 4. V? | f(z) | =(796 + $3 + $7)-
(c) ¥2 cosh 3m sinh i =23 cosh 3m sin 1. (d) = 3 i. (fe)—fe) 1p
13. Show that lim [ASE : $04)
Tai I. c— — 0, forgre z not onnore C.
| =
(e) ¥isin 3, (f) sin iw = (i/3) sinh 7.
4. (a) 0. (b) 2nicoshm. (c) 0, (4) — 2ni. 14. Show that f(z) = 0 for |z| <1. .
(e) 0. (f). 0. (g) 0. (h) — 2m sinh (n/2).
5. (a) (7/60) i. 15. Choose ¢* so that| fr fodt | = fi fedt. Then
(b) (8/15) mi. (c) (8/3) mi cosh 7.
(d) (7/3) sinh x — (m/24) é cosh(7/2). (e) 2mie?, (f) — 24m. f fg dt = e-* i, e** fo di = e774 f Beg) f dt.
6. Suppose that the formula is true for n = k. Then
th)
f(z) + M) =FG)
Eg _ RI (= — ma) jE— (em
— —
WY
Ayer (Why?) By the mean value theorem for real-valued functions, the last
expression is equal toe Ble%p(ty)] fr fat, for some |, OSH Sl.
~ Unthte (8 — & — hy(z — 2oe
By the binomial theorem, Now show that e—* Z[eg(ty)] = Ag(to) for some A, |AlS1.
16. Let p(z) = e4/4, where 4(z) is the function given in Theorem 5.17.1.
[(@ — &) — AJ= (@ — ay)— (hk + 1) Ale — xp)* + WF(2 — a, h), 0, there exists a circle I’ with center
17. Since A(z) is continuous and A(z9)
where F(z —2, h) is a polynomial in (z — 29) and A. Since F(z — 2, h) and at 2, such that A(z) 4 0 forall z interior to I’. Theinterior of I is a simply
f() are continuous within and on C, there exists a constant M such that connected domain. Now use Exercise 5.17.16.
Lf (2) F(z — 2, h)| << Mon. 18. Use Exercise 5.17.16.

7. Suppose the result is true for n = m. Apply (5.13.6) and (5.13.7) to the 19. Let (2) = izv(1/z), where v(z) is given in Exercise 5.17.18.
analytic function 7#f(™(z) to show that the result holds also for n = m + 1. 20. [f(2)/e(z)Jk = 1. Thus[see (1.8.1)], A(z) = f(2)/g(2) = 27".IE R is odd,
10. Draw a small circle C,,,, with center at z, lying interior to.C and exterior take m(z) = (k/2mi) Log h(z). If k is even, take m(z) = (k/2mi) Log [e”*h(z)]
to Cy, Cy, +++, C;, The functionf(z)/(z — 29) is analytic on C, Cy, Cyy-"", Cay — 1/2. Using Theorems 3.3.1, 3.3.2, and Exercise 3.3.28, conclude that
and ‘at all points interior to C and exterior to Cy, Cy, +, Cass. Apply m(z) is constant.
. Theorem5.10.3 to obtain 21. Let C be circle interior to D with center at 29;.andlet 2, and ¢,, be interior
to C. Utilize Theorem 5.12.1 and equation (5.13.3) to obtain
F(z) z= | _S(2)_ dz —> f@)_,
Hb) —f(@n) A {( !
Joa?
ms
c®— & ja Cj ® — Bo

Now follow the method used to prove (5.12.1) and (5.13.5).

-)f(e) dz = f'(%) + iw
ban — 2n $n — 8, Qridc\zw— 0, 2-8
434 ANSWERS AND. HINTS ANSWERS AND HINTS 435

where EXERCISES 6.4

‘ 0

«=| lespete eo ple 1. (a) e = DS when | 2 | <0; 7

n=0

Now showthat A, > 0 as zo. ,

. a on 1)Pg2e+1 ,

23. Suppose that the. integral F(z) = J2pf(® dZ in (5.11.1) is multiple-valued, b) sing = x (=Iraer
(b) Qn FE 1)i when | 2 | < %,
Let 2, be a point in the given domain D, and let D, be a simply connected
domain in D containing %. Let G,(z) = Jzf(¢) df, where 2 andthe path © _ (=1) Mgy2n
of integration are in D,. By Theorem 5. 11. 1, G,(z) is single-valued and (c)oe heQnyr when | z| <00.
analytic in D,. Let F,(z,) be one of the values of F,(z,). Then Fy(z) =
F,(z,) + G,(z) is single-valued and analytic in D,. It can be shown that gen-l
F(z) is analytic, with F,(z) as a branch. (d) sinhz = Ya
‘OnThi
yi When | a] <0

CHAPTER 6 (e)
0) coh = 2yi When | 2 | <0,
n=0

EXERCISES 6.3

. (a) 1. (b) 1. (c) 4. (d) 1. (ec) infinity. ©)nk — 1)"2" when | 2 |.< 1.
(es @e (e)e —@ infinity. G) 1.
n=

(a) |zs[Sr<l. (b) |zs|Sr<l. (c) |z -2|Sr<4

(d) |z|S7r<l, (e) all 2. (f) |z|Sr<e. (g) oa when |x| <1.
(g) |z| Sr<e (h) l2| sr<e. (i) all z.
(i) lalsr<l (h) Log (1 +2) = ye
ci" ~~ 2" when |z| <1. -
gti _ gn
3° = ——___—_ sl.
zs—l1 ’ : tans _ 2
1 43 + 7g? “17
(i) = 258 +375% 7 +: oe , when || < n/2,
Hence,for all z, we have
k, k
(z — 1) > CyB” = Cye™t+ — cg + > (€n_-1 — €n) 2 2. (a) Lad In(e—I, R= R=1,
n=0 n=l n=0

~ Since ¢y = Cp41->0 and c, > 0, we have for | z|1, limy.,n ¢,2"*+4 = 0 and
(b) Ye = (VINeto»
[> (Cn — cn)|
> | na — &n) 2" | = > (Cn17 n) = jim
3 n i _ 9 \[1/3)-n] gilz/4)[(1/3)—n] _
n=l > (Utes [3 —(k I} (2) me eae (z-1-i),R’=R= /2.

= lim (cy — cx) = &) — tim, Cy = C93 n=l) nn!

qin - ,
thus the series a” 1 (n-1 — ¢,) 8" converges (absolutely), and hencethe (c) sinh z = Bef
r R =R == 0,
series a 9 one” converges for|z|S 1,241. :

. Use Theorem 6.2.1.

" (d) eh — eae, R =R=~»,
. § lies within some circle C, concentric with and interior to C. Now apply
Theorems6.2.1. and 6.3.1.
. By Theorem 2.9.3, a contour is a compact set (why ?). Now apply Exercise
6.3.8.
@ gigs Yeo RARHL
~ n=0
436 ANSWERS AND HINTS ANSWERS AND HINTS 437

2z ~ ne EXERCISES 6.8
pag 24D R 1p
=R=1.
1 (a) (1) ye 2) a
(g) fl2) = 2ni, R’ =~ and R= 1.
3. Use Theorem 6.4.1. — ,
4, Expand Log (I + 2) and Log (1 — | z |) in power series about 2) = 0. (b)3 | (YP=.
5. Consider the derivatives of f(z) at z = 2p.

! EXERCISES 6.5 (@) (aiea — ay= [YORIS a

Lob 1S 1A aye
1 (@) () 38 — gp 5 gq& (— DG) - = > Cia",
hx —00

(2m)! (Qn)! am
Q) — yar ~ fe +3 2y wat — 34.2, (— 1G)
1 1 l< 1 Le, ”
where Ci. =2“Grn (ent) BP
med
n=0

1 Lit id 1h, 71
@Q) 78 ae +5wea ~ yD a (a) a
atai+sateite
5 él.
0) 0) P52 ayn + PPS (1 Gor + HBG (O) 1478 tayet agg 8h
( Loz 8 2
—1+2i) 4 (— 1) 1+2 ix
5-37 45 545?
@ | iyee 57gt Toy 1» 6)’ . ( a) 32+ 62% +3 a8 — Sat pen,

(— 1+ 24) &(— Dri" | 1 +2) 2 jm 1k 22"

(3) 10 ya ( >grt +32 (- 1) ‘gnti * (b) 1—z+5
sat — Bae yen,

©) (1452("G3 Gl
. (b) We have (Arc tan 2)? = Ly_y ¢,2”". (Why?) Differentiating both sides
8

and multiplying by (1 -+ 2*)/2, we get

Arc tan 3 = ¢,z + s [ney + (# — 1) é,_3] 2°".

Q) 1433 (—Sa uC 1 s
Qn

; n=2 ;
n=0
Comparing coefficients with the expansion of Arc tan 2 in part (a) we get

(8) 143) (— War — 8 (— Dg

oo ‘ Qn Oo

n=0 q=1, ne, =(14 (n — 1) p45 n= 2,3,,

(d) (1) qr [1 +p Rete (5)']. from which we deduce the valueof Cpe
n! . Use a method similar to the one given in the hint to Exercise 6.8.4.(b).

by 3 Mey tnay an . Use formulas (4.3.10) and (4.3.11).

ni ghin * 10. Use
Use Exercises 6.8.7, 6.8.8 and 6.8.9.(d).
11. tan zg = cot s — 2 cot 2z. Now use Exercise 6.8.10.
438
12. a/(sin 2) = 2 cot z + 2 tan 2/2, Now useExercises 6.8.10 and 6.8.11.
13. Use Exercise 6.8.12.
14. Use Log sin x = J cot x dz and Exercise 6.8.10.
15. Use Log cos s = — f tan z dz and‘Exercise 6.8.11.
16. Use Log tan z = 2 f csc 2z dz and Exercise 6.8.13.
17. Use (4.3.10) and Exercise 6.8.14.
ANSWERS AND HINTS.
|
i ANSWERS AND HINTS 439
8. (a) Suppose to the contrary, that the numberof singularities in S is infinite.
: Then by Theorem. 2.5.2 the singularities have an accumulation point £,
_ in S. But then €) is not an isolated singularity.
_ (b) By Theorem 7.1.2 each zerois isolated. Hence each point % in S is the
center of a circle containing at most one-zero of f(z) in S. (Why?) By
Theorem 2.5.1 a finite number of these circles covers S.
. Show that S is bounded and closed. Then use Exercise7.1.8.

18. (d) From (4.3.11) sec z = 1/cos z = sech iz. ; 10. Since in the neighborhood of a pole f(z) is unbounded, it follows that all
19. (b) See proofs of Theorems 6.3.1, 6.4.1 and 6.5.1. thepolesoff(z)lie in the set S consisting of the points of R with | z| < M.
The set S is bounded and closed. (Why?) Now use Exercise 7.1.8.
20. The average of-f,(z) over the circle C: |z| =7 (z==- reid)is
. EXERCISES 7.2
Be ae
d@ or yf
aefave . (a) All poles are simple; Res (2) = $3, Res(— 2) = 3 20?
Now use (6.6.1) and (5.2.27). Res (i) == Res (—i) = — 2.
(b) All poles are of order two} Res (4) =(1 +21)/2, Reso— ‘)= = (1 — 24)/2.
21. Use an argumentsimilar to the one used in proving Theorem 6.3.2. (c) All poles are simple; Res (z7i) = 1,2 =0, + 1,
22. Use Theorem 2.5.1. . (d) All poles are simple; Res (m7) = (— 1)" (a7 — i),n=0,+1,°"
(e) All poles are simple; Res [(n + 4)7] = —1,n=0,+1,"".
CHAPTER 7 | (f) All poles are simple; Res [(a + 4) @] =[(— 1)*/ng] e+, n=0,4- 1,"
(g) All poles are of order two; Res (4) == — i/2e, Res (— 12) = 0.
Exercises 7.1
(h) Atz = 0 pole is of order three, atz = + 1 poles are simple; Res (0) = 3,
. Use equation (7.1.3). Res (1) == Res(— 1) = — 3.
N=

(i) All poles are simple; Res (uv) = 1,2 =0, +1,:
. Use Exercise 7.1.1.
(j) All poles are simple; Res (nzi) = (— 1)",n =0, +1,"
. Consider the function g(z) == f(z) — «. Now use Theorem 7.1.2. (k) At z =O pole is of order three, at z = a7,n = +1, 4 2°; poles
. (a) Removethe singularity, and then use Theorems 3.4.1 and 2.9.3.
nA

(b) See Remark 7.1.1, and then use part(a). are simple; Res (0) = Z, Res (uz) —. n=+1,4+2,°
. Suppose that the theorem is false. Then there exists a complex numbera,
an e > 0, and a § > 0 suchthat| f(z) — «| 2 «whenever | z — | S54. (1) All poles a: re simple; Res (v2 4 iV?)
= — v2 (1 — 2),
Thus 1/| f(z) — «| is bounded for | z — 2%) | S 8. From this fact, and using
the Laurent expansion of 1/[/(z)'— «] about the point z = 2, deduce that
f(z) is either analytic or has a poleat 2.
V2 VB) V2, pe Res (— =
Res (—Me 4aV7) = 3 (i +4),
V2_ — 14")
V2) =“
V3.4 (1-9),9
7. a) & = &,0 is either a removable singularity,
g y, a ap ole of order & for some. V2
integer k > 0, or an essential singularity. If 2) were a pole of order k,
then by Exercise 7.1:5.(b) (2 — %)*1/f(z), and consequently f(z) would
Res (2:A) = Fa +o.
be unbounded in N. If z = z were an essential singularity, then from (m) All poles are simple; Res (— a2) = oa , Res(— 87)
Exercise 7.1.6, f(z) would be unbounded in N. Consequently % is a = i.
removable singularity of f(z). , ~ (a) (1) 6a. 0) Omi
(b) If 2) were a removablesingularity, then in Ny [see Exercise 7.1.5.(a)] (b) (1) 47. (2) 4ai.
(z — 2)"f(z) would be bounded. If z) were an essential singularity, (c) (1) 2zi. (2) 2z2.
then the function g(z) = (z — 2)"f(z) would also have an essential (d) (7/3) 2. (e) 277.
singularity at z = 9, and hence by Exercise 7.1.6 would be unbounded. (f) (1) 2ai(et + 102). (2) 0.
Consequently f(z) has a pole. It is easy to show that the pole is necessarily (e) ale. | (hb) 0. |
of order m., . (i) (1) 0. (2) x/5. 33) —a/S. (4) — Bai. (5) Ba.
 ANSWERS AND HINTS - 441
440 - ANSWERS AND HINTS
3. Consider the case when a #0. Let F(z) = 2/f(z). Since f(z) has a simple 4. Since C is compact, | f(z) | has a minimum m > 0 in C. Take ¢ = m/2 in
zero at = a, F(z) has a simple pole at z = «..From Theorem 7.2.3, we . (6.8.17). Write f,(2) = f(s) — Lf(z) —Ar(2)]- Deduce an inequality so that
obtain Theorem.7.4.3 may be applied. (‘Fhe interior of C is assumed to be in D.)

(2) dz == 2ni2ni Res[F(e),

[7) [F(), a]«] — Fy
2m Exercises 7.8
. (a) Use Theorem 7.8.1.
(b) Use Theorem 7.8.2.
EXERCISES 7.3
17. Integrate costzsechaz around the rectangle with corners at +R
. Let g = I/w and F(w) = f(1/w). Then F(w) is analytic in the interior of and + R + i(nja), a = Vn/2. Then let R-> &.
the circle |w| = R, = 1/p,. Hence by Theorems 6.4.1 and 6.2.1 we
have , , 18. Use Exercise 7.8.14.(c).
F(w) = dy + aw + age +,
Exercises 7.9
and the convergenceis uniform and absolutefor | w | <7 < R,. Substituting
. Use (7.9.13).
1/z for w, the result now follows.
. See proof of Theorem 6.6.1. Let LZ denote the length of I’, Then since f(z) . (4) (7 tan wz) = osm . Now use Exercise 7.9.1.
is uniformly continuous on I’, given an « > 0, there exists a positive integer
- 2
M(e) such that for N = M(e) and all z on I, | Ry(z) | < ¢/L, where . —mcot rs = Gna Now use (7.9.13).

Ry(z) =>. . 2n/sin 2nz = (tan mz + cot 72). Now use Exercises 7.9.2 and 7.9.3.
n=.
. Choose a positive number R andpositive integer N, such that | 2|<R
< N/2. Then for |z| < Rand |n| > N, we have|z—n|>|n|—R
Lfsey ae Sf ae =|JRue) de) stp 6 > |n|/2. It follows that given an « > 0, we have for |z| << R andka
sufficiently large integer
for N = M(e), from which the result now follows.
1 < 1 4
oO a

. (c) Let s = 1/w and let f(w) = F(1/w). Then to the neighborhood M, of
2 =o there corresponds aneighborhood Ngof w =0. Now use Exercise7.1.7.(c) n=—k n=k

for the case when 2) = 0.

. Use Exercise 7.3.3.(a).
. Use Exercise 7.3.3.(a).
Exercises 7.4
. Letg(z) = — x. Then forall zon C,| f(z)| <1 =|2] =| —21 =la(s)|.
Let H(z) = f(z) + 2(3) = f(z) — z. Now apply Theorem 7.4.3 to conclude
that H(z) has only one zero in the interior of C.
. Let S,(2) = Dp2*/R! and g,(2) = Dpengr 2*/k!. Take n = N, where N
is sufficiently large so that for all x on C, | g,(z).| < | Sp(z) |. Nowapply
Theorem 7.4.3 to conclude that S,(z) has as many zeros as g,(2) + S,(z) =e?
in the interior of C.
. Write ze* = 1 as x = L/e**, Let H(z) = f(z) — g(2), where f(z) = 2
and g(z) = L/e*-*. Since a > 1, we have for all z on C, | g(z)| <1 =
| =| = | f(z) |. Now. apply Theorem 7.4.3 to conclude that H(z) has only
one zero in.the interior of C. , Exercise 7.10.3.
(
Exercises 7.10
. Use Theorem 2.5.1.
. Let 2) be a point in D, and let z, be any other point in D. Let f,(2) be
any oneofthe values of f(z) at the point x = 2, and let G,(z) be a branch
of f(z) defined over a neighborhood D,of 2, D, C D, such that G,(z,) =
f,(%). Then in accordance with Definition 4.5.4, there exists.a curve Fin D
joining 2, to 2, such that the branch G,(z) may be continued analytically
along I" into the branch G,(z). Utilizing Lemma2.10.1 and Theorem 7.10.4
we obtain G,(z,) = Goa). Thus f,(21) = ¢. Hence f(z) = ¢ for all z in D.
. Use Exercises 3.6.13 and 7.10.3.
. Apply Exercise 7.10.4 to H(z) — F(z).
. Let 2» be a point in D, N(z) a neighborhood of 2) and G,(z) a branch of
H(z) in N(a,). Then, since G,(z) is single-valued and analytic in N(2)),
by Exercise 3.6.16, G)(z) is constant in N(z,). Now apply the result of
442 ‘ANSWERS AND HINTS ANSWERS AND HINTS 443
\
7, Suppose that uv = Z[f(z)], where f(z) is single-valued and analytic in D, Exercises 8.10
But we also have that u = &flog z]. Therefore, Alf(z) — log z] = 0. 6. The equation of the circle C is given by | z ~ 2|? =7, which can also
Now use Exercise 7.10.6 to show that log z must be single-valued in D
be written in the equivalent form
contradicting Theorem 4.4.1.
. (a) For z 40,let Fiz) = log x and F,(z) = — log z. Then F(z) = F(z) 2& + bz +8z2+y=0,
+2) = Invik, k = 0, +1, +2, +° ‘. In view of Exercise 7.10.3, F(z)
is not analytic. where § = —2, and y = 85 — 7? is a real number. Note that the center
of the circle is equal to the negative of the coefficient of ¥ and the radius
. = §§ — y. If we subject this circle to the transformation w = 1/z, we
CHAPTER 8 obtain

Exercises 8.3 l
wo +2
ow +S
So + =O,
. Use formulas (5.12.1) and (5.13.3).
. Use Exercise 8.3.1. Thus

. Use Exercise 8.3.2 and (1.3.11).

yy oy ° y?
Exercises 8.4
from which the results now follow.
. (a) Use Lemma8.2.1. . Write the transformation w = (az + 5)/(cz + d) as three successive trans-
(b) Use Lemma8.2.2 and Exercise 2.9.9. formations:
(c) Let 29 = g(w). Let w be any other point in D,, and let z = g(w) be
1 a be —ad ,,
its image point. By part (b) if dw =w-—w)—0, then also dz = (Q)2=2+5,
po d
Qa =5,fp
@Bwat+ ——,— 2",
—

Z— % > 0.
Apply Exercise 8.10.7 to (1), then apply Exercise 8.10.6 to (2) and finally
Hence apply again Exercise 8.10.7 to (3).
lim 42. = Jim 42-1 ____1
4090 Aw 4290 Aw lim Aw f'(%)"
. It is sufficient to take the center of inversion at the origin. Then the inver-
sion may be considered as the result of the transformations
any Az

ae a%, (2) w = 2",

Since bypart(a), f’(z) 4 0 for all z in D,, we see that g’(w) exists (andis
finite) for all w in Dy. Apply Exercise 8.10.8 and the fact that the reflection w = x’ (into the reals)
. (b) Consider the inverse mapping z = f(w) of D, onto D,. This mapping, leaves distance unchanged.
by Exercise 8.4.1, is one-to-one and analytic. The inverse image under 10. Use Exercise 8.10.8.
w = F(z) is the same as theiimage under z = f(w).
w—r ¢—4+3i\x—ry\ _ . .
11. (g) a = ( 5 TT) GaSe) weer 44 he = ae
‘ Exercises 8.6

! Ret? — pet?
* | Re® — (R2/p) e#4
p (p/R)
L=()R) 0-0
e#-8) — J] |"
12. (a) 1,-1. (bys+ 3iV35 —hiv. (8)*0,2.

Now use Exercise 1.3.6.

. Suppose that (p — 2) (7 — 3%) =. R*. Letr = | p — 2% |andp = [q — |.
Since (p — %) (F — %) = R®, we have arg (p — 2) = — arg (G — %) =
— arg (¢ — 2) = arg(g — 2%). Thus the points 2, p and arecollinear.
() ©, (@)5,5. (ae
Also | ¢ — | =|q—2%0| =p; hence rp = R?. (i) 2i, —2i, i, —3.
 ANSWERS AND HINTS ‘ANSWERS AND HINTS 445

zi 3-+2 that Lj =L,. Since Z (C1, Cy) = 4 (4, £,), it follows that L, = Ly.
Let 2, be any pointinterior to the crescent (Cj, C,), and let C; be a circle
- passing through 21, 2, 23. The image L, of Cy is a straight line passing
i | _ (8% = 3) F — &(82 — 8s) through the origin. (Why?) Let w,, the image point of 23, be any point
Wo=s (©) = ee Bel) on L,. Show that w, lies in the interior of the angle formed by L, and Ly.
. Show that the linear fractional transformation mapping the interior of the
() w = 2-V3iz — 2/31
circle | z | = p onto the exterior of the circle | £| = p has the form
~ (/3i — 3) 2 — (Vi + 3) | : ;
C= plete ae? B real, |2,| > p.
16. (b) Let Fy(w) = (wt, 5,0) and F,(z) = (21, 2», 25, 2). Bypart (2),
F,(w) and F,(z) are linear fractional transformations. Since F(z) = F(z), , To establish this result, consider the transformation
and the linear fractional transformations form a group, w =F,F(z)is also
a linear fractional transformation, and consequently «d — By 4 0. raP
_—= _P
3°
2B
. #0, & — p*/&,

17, 2 = J is on the straight line determined by 0, 1, © if, and only if,A is real.
Ww é %o (p?/20)% — p?”
Now see Remark 8.9.2 and Theorems8.10.1 and 8.10.2. where w is given in (8.12.8).
18. Consider the linear fractional transformation T(z) = (21, 22, 23, 2). Then
w =p ==, p>o. [To obtain this result, use (8.12.12).]
T(z,) = 0, T(#,) = l-and T(z,) = ©. Let T(z.) = A. Thus A = (0, 1,%, A) =
(21, Bo) %, &4). By Exercise 8.10.17, A is real. To show that A is negative,
consider the image of the arc z,2,2, under the transformation T(z). W == — — . [To obtain this result, use the transformation in. Exercise
21. It is sufficient to consider the case where C is a circle with center at the 8.12.6 with w replaced by w —1 |
origin and z, and gz, are on the real axis. (See Section 8.5 and Theorem
. The product of the particular transformation 2’ = iz, taking the ii maginary
8.10.1.) [C could be taken to be the unit circle (see Theorems 8.11.1
2 axis onto the real 2’ axis, followed by the general transformation
and 8.11.2).]
22. Again we prove only the necessity, (See Exercise 1.6.18.) Suppose that a —B
w= bt —— , a real and ¥(z,) A 0,
84, 8g) Bg, 2g are arranged in the given order around the circle. By Exer- B' — Bo
_ cise 8.10.18 (1, 2, %3, 24) <0. Thus | (2, %) 23, %4)| = — (21, Fa Ba) 2a) [see (8.12.5)] taking the real 2’ axis onto the unit circle, yields the general
By Exercise 8.10.19 (21, 2, 24) %3) = 1 (2%, % #2» 24) > 0. Hence transformation taking the ii maginary axis onto the unit circle.
| (S15 Ses Sar Bs) | = (Fy Foy Bay By) Therefore
10. From (8.12.2) it follows that the sets.4(z) > 0,4(z) = 0 and 4(z) < 0
| (1s Sa Say Zs) | = 1 + | (By) Fay Bs» Ba) | are mappedrespectively into .4(w) > 0, ¥(w) = Oand ¥(w) <0. Now use
Exercise 2.9.10.
from which the result now follows.
23. (c) Any circle passing through 2, and %, is perpendicular to the real axis, Exercises 8.15
Now use parts (a) and (b), and the fact that angles are preserved under
. The point — & is mapped into 0. Now use Exercise 8.15.1.
conformal mapping. (See Theorem 8.9.2.)
. By Exercise 8.15.2, the image of the circle is a straight line, thus passing
(e) Use Theorem 8.9.2; parts (b), (d), and (a).
through the point w = 9,
26. The exterior of Cis a domain. The exterior and interior of I are disjoint —
domains. If the image of the exterior of C were partly interior and partly | » Bt Play = Bq + F/20,
‘exterior to I’, it would be disconnected, contradicting Theorem 2.9.2. . Suppose that two distinct points 2,,.%. on the circle were mapped by
A similar result holds for the interior of C. Now use Exercise 2.9.10. (8.13.1) into the same point. Use now Exercises 8.15.3 and 8.15.4 to obtain
a contradiction,
Exercises 8.12 . Compute a? — b? with @and 5 as in8. 13.4).
SERNAMe ee TET

. Since F(z) = 0 andF(z.) = 00, the images L; of C, and L, of C, are-straight . As | 3 | —> 00, Arg 2, fixed, the arc ABC approaches coincidence with the
lines. passing through ‘the origin w = 0. Since F(¢,) = w, >-0, it follows chordjoining — k to ke’,
446 ANSWERS AND HINTS
ANSWERS AND HINTS
10. Denote by P the point whose coordinate is g.. Let O be the inverse of P
with respect to the circle | {| =k, and Q’ the conjugate of Q. Then’ the
coordinate of Q’ is k®/z. (Why?) Denote by, S the midpoint of the line
segment Q’P. Then the coordinate of S is 3Lie + R/z) = du.
&
12. Let 2’ = iz, w =2' + B/2z' and w= — iw’,
15. Let 2’ = (1/4) z. Then w = 2’ + m?*/z2', where m = k/2.
16. (a) It is sufficient to draw the image of the line x = — hk,since the circle
I, is the image of the line x = — k under the transformation 2’ = #?/z.
(c) For the case 0 < a < k/2. Theinterior of I, has the same image as the
exteriorof I",, where I’,is the image of I, under the transformation2’ = k?/z,
Thecircle P'; passes through the point — k and contains & in its interior,
Now see Theorem 8.15.1.
17. Find the image in the 2’ plane of the sector | z| < 1,0 S 9 S a/n, under
the transformation z' = 2", Then find the image in the w plane of the
semicircle | 2’ | < 1, ¥(2’) = 0, under the transformation
447
Exercises 8.19
. By Exercise 8.19.1, u(z) = ALf(z)], where f(z) is an analytic function
(not necessarily single-valued). Let 2) be any point in Do, and let N(z)
in D, be a neighborhood of 29 over which there is defined a branch G(z)
"offa). Then &[G(z)] = 0 in (a). Hence by Exercise 3.6.16.(b), G(z) = tc
in N(z,). Thus by Exercise 7.10.3, f(z) = icin D. Therefore u(z) = Z[ f(z)]
is identically zero in D.
. Apply Exercise 8.19.3 to the function u(z) = u,(z) — u,(2).
. See Theorem 8.19.3.
. Consider the linear fractional transformation z = [#(1 + wy —- w).
This transformation mapsthe unit circle | w | = 1 and its interior | w | < 1
respectively onto the line %(z) = 0 and the domain ¥(z) > 0. The function
[ +)
u(z) on R induces a function U(w) = u which is continuous

z+l on the region | w| < 1, harmonic in | w| < 1 and constant onthecircle

” =-(5 —1 ye |w| = 1. By Theorem 8.19.4, U(w) is constant in the region |w| < 1.
[For another proof use Theorem 8.19.3.]
18. (b) Use part (a).
. Suppose that | f(z) | S | f(o) | = M. Letf(z) = Me, Let g(2) = flz) e
19. Use the methodfor obtaining the cusp of the Joukowskiairfoil. and let u(z) = &[g(z)]. It follows that
Exercises 8.16 . u(z) S | uz) | S lee) | = lf) 1 S | flo) | = 40)
.utiv=w axe ty + ety, Thusu = x + e cosyandu=y+ e*sin y. Thus u(z) is constant in D. Hence g(z) is also constant in D. [See Exer-
The imageis the w planeslit along the two half-lines «<< — 1,9 = +7. cise 3.6.16.(b).]
. Laplace’s equationin polar coordinates is (see Exercise 3.8.17)
EXERCISES 8.17
e Ou 1 Ou
. Use (4.2.8).
a a) +r er =o
. Use (4.2.8) to obtain u/sin®p — vJcos’p = 1.
Since u = u(r), we have &u/26? = 0, Consequently
. w =tan?d2 = (1 — cos 2)/(1 + cos 2). The mapping is a product of the
mapping (1) 2” == cos 2 followed by the mapping (2) w = (— 2’ + 1)/(z’ + 1). . d (du
; dr (3
z== 0.
11. The given transformation may be obtained by applying successively the
transformations (1) 2° = 22, (2) 2” = e”, and (3) w = (3 — 1j(az" + 1). Hence uw = A Logr + B.

12. See Exercise 8.17.11. The circle is | w — coth 2¢ | = | esch 2c |. 10. See Exercise 5.17.12 and Remark 5.13.1.
13. ee = (z — Iz + 1). Hence z = — (e’ + 1)/(e* — 1). Consider the
EXERCISES 9.2
product mapping 2’ = e” followed by z = — (2’ + 1)/(z' — 1), of the.
strip —~%° <u <0,0 Sv <7. The product mapping is one-to-one. . To prove that ¢, = q,, let («, y) be any point in D, Thenif h is sufficiently
15. The upper half of the.w-plane slit along the half lineu 21,v=7 5 small, the segment C joining (x, y) to (w + A, y) lies in D, Thus
16. Utilizing (4.3.6) and (4.3.1), we have coth $2 = (e* + 1)/(e# — 1). Thus pale, y= lim i
7
! l G1 dX + Gp dy — re nN de + 4 dy]
the given transformation may be obtained by applying successively the trans- (954) (29.4)
formations: , / (a+2.9)
= tim; { qn dx + q, dy = lim;if, gi dx + gq, dy.
(a) 2! — e, (b) 3
= (2 + Iie’ —D), (c) w = Log 2". ho0 (x,y)
448 _ ANSWERS AND HINTS ANSWERS AND HINTS 449 —

Since dy = 0 along C, we have and

m
F(a) = Far 108 (z — a).
food)=in [gots igJa9) dl = a9).
. 2. Use a method similar to that employed in Exercise 9.4.1.
To prove that ¢, = q,, we use a segment Cjjoining (x, y) to (x, x + hy.
The proof that 4, = — g, and ¥, = q, is similar. Exercises 9.5
. Suppose to the contrary, that there is a point z) on C such that g, = a, 2.. Draw a circle I’, containing C, F, and I, in its interior. Then apply
a 0. For definiteness, assume a > 0. Then there exists aneighborhood - Exercise 9.5.1.
N(&») on C such that g, > $a in N(0). Let 2, and z, be any two distinct
points in N(z,). Then | 3. Let G'(2) = g(2) — (2), File) = Al) — (2) and F(z) = fale) — #A,(2)-
Hence g(z) = fi(2) — f(z), and y(z) = Ax(z) — A(z). The stream function
V(e2) — Her) = J"gnds > 0, u(z) of the complex potential G(z) is given by

thus contradicting the assumption that (z) is constant on C. Wa) =f(de teu)=f — (Ay — ry) de + (fr — fe)
29

EXERCISE 9.3
=f —aA, dx +f, dy — [ — Ay dx + fa dy = y(2) — ¥2(2).
. Let

Cx(e) = [" (ae + ian)ds+[Ge + ign) ds 4. (a) Let (2), (2) and y,(z) be the stream functionsofthe flows determined
by F(z), F(z) and F,(z), respectively. Then as in Exercise 9.5.3, ¥(z) =
and
b,(2) + v,(z). Since y,(z) and ¥,(z) are constant on C,so is (2).
Gufs) = "(qe + ign) ds + FG +itn) as, (b) Use Theorem 9.3.2.
6. Setting (9.5.16) equal to zero and simplifying, we get
be given over N(z,) and N(z,) respectively, where the integrals {"', ["* are
Zo “oq (ze-i”)? — 4 (ze-#”) — = 0.
taken respectively along paths y, and y2, while the integrals SJ, f are
Zy “So
taken along any path lying respectively in N(z,) and N(zq). Referring to Set ¢/27A = 2t and solve for .ze~*4,
Definition 4.5.3, let C: z = a(t), a St <b, be composed of the path y, - 7. Use Exercise 9.5.6.
reversed (that is, from 2, to 29), followed by the path y, (from 2, to 2%),
and take p(z) = G,(z,) + fr ’ (g; + ig,) ds with the path of integration JB — 2
8. Set /k = cos 6 and == sin @ in the expression for the stagnation
along C. [It can be shown’that G(z) and G,(z) have the above form.] k
points given in Exercise 9.5.6.
EXERCISES 9.4
9. By Theorem 9.2.1, there exists a single-valued and analytic furiction F(z)
. By conditions (a) and (b), the velocity vector is given by g = f(r) e%, in D such that F’== 4, — ig, Now use Exercise 7.10.5.
where f(r) > 0 and z — « = re®, Let C be’ a circle of radius r and
center at s = «. Then by (c), we have EXERCISES 9.6
g

2, Wefirst consider the case when I’, is in D,,. Let I", be given by the equation
m= | In ds = [4 y dO = 2arf(r).
c 0 w= w(t), ty St <t,. Then I, will be given by the equation z = a(t),
t, St S ty, where 2(t) = g[w(t)]. We have in view of (9.6.3)
Hence f(r) = m/2nr, and consequently g = me®/2mr. It follows that
"
F(a) =¢
og m _ m
2nret® — Qa(z — a)’
[ W@)do =f Piglo)ee)aw [PteOle eo) Geae
 ANSWERS AND HINTS ANSWERS AND HINTS 451 |

But g'(w) dw/dt = dz/dt. Hence that lim,,,.,, ¥(2) = 1. Now, f(s) —f(e:)=A J(0) dé. Let the path of
. integration for J g(£) df consist of an arc of the circle |2| =|2,| and
| '(w) dw = |“Fol gt = |: F(z) dz. : 4 : : :

a segmentof the line z == tz,. Show that

In case I’, is in R,, but not entirely ii n“Day theniit is known thatfor any e>0,
there exists a closed contour y, in D,, such that
lim[f(es) —fled] = 0.
2g

If H'(w) aw — { Hw) deo| <<and if F(z) ds — [. F's) ds << Now use Exercise 3.3.32.
vw Tw . 2 Vz ry, . For an indentation about a point x;, decompose g(z) as in the proof of
Lemma9.9.1. For the indentation about 2,,, express (2) as in the hint
where y, is the image.of y,, under the mapping z = g(w). Since to Exercise 9.9.3.
| F(z) dz = | H'(w) de, . Showthatif the exterior angles ofa closed polygonal line I are all positive
Va Yo and less than z, with sum equalto 27, then I'is a polygon. (Use the defini-
it follows that tion of exterior angle given in Remark 9.9.5.)
. Let g(f) be the integrand in (9.9.22). Then g(f) = (¢ — «,;)"%h, (2),
| |Pe) de — |_H'(a) do |<« J =1,2, +5, m; and for « = LE, a; g(f) = 6% Ayr (Q); where lim h; (8)
is finite and nonzero, 7 = 1,2,°,2-+ 1. boa,
. By. Exercise 9.6.3 we have @ = 47Ap sin (o — A), where — k — 2) = pe*?,
. Let 2, be a point in the extended half plane %(z) = 0. Show that f(z) =
Therefore p= |k-+2,| and o = arg(k+2)-+7.. The result now
follows. - A J"(0) dt +B’, where B’ = f(a).
. By Theorem 8.14.1, the transformation (9.6.10) maps.the domain E(y) in . Consider the transformation f(— 1/£), 4(¢) 20 or € = f,.
the z plane one-to-one onto the domain E(y’) in the w plane, By Exercise 10. (1 — 27/78 = Ce + 1)?(¢ — 1)?/8, where C is constant. Use Lemma9.9.8,
8.4.1.(c), the inverse function is analytic in E(y’). Furthermore, from Theorem 9.9.1 and Exercise 9.9.5.
(9.6.10) we obtain w* — 4k? = (22 — w)*, Hence
11. w = I. Tor is a solution. (See hint to Exercise 9.9.10.)
limy,-2x 8(@) = limy_,_ox z= Rk,

. Let & > 0 be the (minimum) distance from theorigin to the circle I’. Then
|| > 6 for all g in D,. Let L be any numbersuchthat L > ?/6. Then
by (9.6.10), | w| < 22 for z inD,and |z|< ZL. Hence, for w in D, and
| w| 2 2L, we have |z| = | g(w)| 2L.
' EXeERcIsEs 9.9
. If a, <0, then both g(z) and A(z) are continuous at z = x. If « > 0,
then write
[a — %)-8 ++ (8 = w,)~%] — [Ce — ay) 1 (% — *e,)-Ae]
oe) = Gxt a 2q Log | z — 2)|0n B;
and apply L’Hospital’s rule (see Exercise 3.6.18).
. Let the path of integration for [* 4(£) df consist of an arc of the circle
a
|s — x,| =| 2, — *,[| and a segment of the line z — x, = t(z, — %).
» Let Ys) = (1 — x/2)4% + (1 — 2,/8)-, 4(2) 20, 8 Am; Then
we have g(z) = 3*V(z), where a = — Di,a; <—1. We readily see
12. See hint to Exercise 9.9.10.
13. Show that | w(0) — w(1) | = | w(1) — w() |.
17. We maytake Arg ¢,; < arg (¢ — ¢;) < 27 + Arg @;. Let [see (8.12.5)]
—71
a= &(n) = aH? I(ny = 0, or 7 = No:
Show that the transformation f[g(y)] is of the form (9.9.20). For the
bicontinuity use Exercise 3.3.33.
19. It follows from Coulomb's law that V(x, y) = — 2g Log | 2 -- 2 | + H(x,9),
where H(x,¥) is harmonic in D, is continuous on R, and is equal to
Vi(u, v) = — 29 Log | w — a| + Ayu, 2),
where H,(u, v) is harmonic in D,, is continuous on R,, and is equal to
2q Log |w —w)| on B,. For z on B, V,[f(z)] = AALS} = 0.
Since the mapping f(z) is analytic in D and one-to-oneon R,
F(2) — M = (2 — 20)Ai);
452 _ ANSWERS AND HINTS!
where f,(z) 4 0 for z in R. Hence Log| Alz) | is continuous on R and
harmonic in D. (See Exercise 8.19.10.) Now,

Vif(z)] = — 2g Log | (x ~ 2%) AA(z).| + ALA@)}

— 2g Log |.2 — 2| — 2g Log | A(z) | + ALL/(2)]

ll
— 2q Log | 2 — 2| + A(x, 9),
where H,(x, y) is continuous on R and harmonic in D. (See Lemma 8, 19.1.)
Since H, = H on B,it follows that H, = H on R.(See Theorem 8.19.4.) Index
Consequently V(x, y) = V,[f(z)].
Using bounded domains, which in the limit become the domains of
. Example 9.9.3, it can be shown that. V(x, y) = V,[f(z)] also when B, B,, Numbers in parentheses refer to exercises.
and F(z) are as in Example 9.9.3.
A Bessel functions, 213 (2)
Bicontinuous mapping, 53
Abel’s test, 200 (6)
Bilinear transformation, 309
Absolute convergence, 46
- Bolzano-Weierstrass theorem, 39
‘of Laurent series, 229 (19)
Bound, greatest lower, 30
.of powerseries, 195, 200 (7)
least upper, 30
Absolute value, 6
lower, 30
Accumulation point, 31, 35
' upper, 30
Ahlfors’ theorem, 167
Boundary point, 32
Amplitude, 14
Bounded, function, 77 (25), 130
Analytic continuation along a curve,
set, 30
122.
Bracket function, 26 (22)
Analytic function, 78
Branch, along a curve, 122
determined locally, 284
cut, 116
determined by real part, 88, 95 (16)
of a function, 116
at infinity, 244
of the logarithm, 121, 123 (4)
multiple-valued, 122
point, 118
at a point, 79
ray, 117
on a set, 79
single-valued, 78 Cc
Analytic mapping, 288
Casorati-Weierstrass theorem, 235 (6)
Angle between contours, 294
Cauchy-Goursat theorem, 159
Arc, 122
Cauchy-Riemann equations, 83
Argument(s), 14
complex form of, 95 (15)
equality of, 18
polar form of, 87 (10)
principal value of, 15, 109°
Cauchy(’s), inequality for complex
Arithmetic mean, 183
numbers, 9 (17)
Associative law(s), 1, 29, 54
inequality for derivatives, 187
Axis, imaginary, 9
integral formula, 181
real, 9
integral formula for higher deriva-
B
tives, 185
Bernoulli’s equation, 389 _ integral theorems, 175
Bernoulli’s numbers, 227 (9) principal value, 261
453
 INDEX 455
454 INDEX
Distributive law(s), 2, 29 around a cylinder, 372, 380
product ofseries, 48 mapping, 53
Division algebra, 65 (2) entirely circulation and sourcefree,
residue theorem, 237 Contour(s), 130 Domain(s), 32 Loe 362
sequence, 34 angle between, 294
“in the extended complex plane,. 63 equipotentiak function of, 360
Chain rule, 81, 287 (9) closed, 131, 357 ‘ mapping of, 289 , examples of, 363-370
Circle, 11 formal sumsof, 140 multiply or #-tuply connected, 177 force exerted by, 392
of convergence, 196 image of, 288 simply connected, 157 - irrotational, 357-
inversion, 304 indented, 264
on the sphere, 63 around the Joukowskiairfoil, 383
symmetry, 318 integration along, 136 of variation, 66 locally circulation and source free,
unit, 11 inverse of, 131
Doublet, 369 360
Circulation, 355, 359 length of, 142 source free, 357
Clockwise direction, 134° piecewise regular, 130 E stagnation points of, 379
Closed, contour, 131 representations of the same, 131 steady-state, 355
interval, 30, 37 section of, 132 Electrostatic, field, 403
over a step, 402
region, 32 simple, 131 potential, 403
stream function of, 360
set, 31 | simple closed, 131 Elementary, functions, 129
streamline of, 355
Commutative, group, 55 sum of, 132 operations, 128
uniqueness of, 374
law(s), 1, 29 tangent to, 133 Equipotential, function, 360
Fresnel’s integrals, 277 (14)
Compactset, 39 Convergent series, 44 ‘jines, 355. ,
Function(s), 66
Completeness, 37 absolutely, 46 Essential singularity, 231, 243
almost uniformly convergent se-
Complex, force, 390 ‘almost uniformly, 223 Euclidean space, 2-dimensional, 60
quence of, 225-
function, 66 uniformly, 197 Euler’s, equations in hydrodynamics,
analytic, 78
plane, 9, 67 Coulomb’s law, 403 388
average of, 183
potential, 358, 361 Counterclockwise direction, 134 numbers, 228 (18)
bounded, 77 (25), 130
power, 112 Cross-ratio, 311 Expansion of functions in series, 201,
bracket, 26 (22)
variable, 66 invariance of, 311, 312 203, 206
complex-valued, 66
velocity, 358 Curve(s), continuous, 57 uniqueness of, 217
conjugate harmonic, 89
Complex number(s), 1 deformable, 157 Exponential, function, 96
constant, 66
absolute value of, 6 neighborhood along a, 58 transformation, 337
continuous, 72, 73
argument of, 14 piecewise regular, 130 Extended, complex. plane, 63
continuously differentiable, 355
complex powers of, 112 polygonal, 59 set, 394
elementary, 129
conjugate of, 5 regular, 130 entire, 187
equality of, 1, 18 representations of the same, 58 .F
even, 101
geometric representation of, 9 simple closed, 132, 152 exponential, 96
Field, 65 (2)
imaginary part of, 3. Fluid(s), circulation of, 355, 359 . harmonic, 89, 348
inequality for, 6, 7 holomorphic, 79
D flux of, 356
modulusof, 6 hyperbolic, 105
ideal, 354
polar form of, 14, 16 Dedekind cut, 37 integral, 187
sink of, 357
principal argumentof, [5 DeMoivre’s theorem, 20°
source of, 357 inverse hyperbolic, 127
real part of, 3 Derivative(s), 78 velocity of, 355 inverse trigonometric, 124
roots of, 20 of analytic functions, 185, 186 limits of, 67, 76
vortex of, 357
vector representation of, 10 of complex potential, 358
Flow(s), 355 logarithmic, 108
Conformal mapping, 296 Differentiation, formulas, 80 mapping inducedby, 347
circulation free, 357
Connected set, 32 , of powerseries, 216
complex potential of, 358 meromorphic, 248
- Continuous, curve, 57 Dirichlet problem, 408 (19) complex velocity of, 358 multiple-valued, 115
function, 72, 73 Disk, 11
 456 INDEX INDEX 457
multiple-valued analytic, 122 © evaluation of real, 253-279 Linear transformation, 302 deleted, 86
odd, 101 improper, 261 Liouville’s theorem, 187 in Euclidean space, 60, 61
order of, 254 - indefinite, 180 Logarithm, .107, 108 at infinity, 63, 244 ©
partial fraction decomposition of, 248 inequality for, 142, 146 (1) branchesof, 121 spherical, 62
periodic, 98 involving multiple-valued functions, derivative of, 112 Nested intervals, 37
piecewise continuous, 130 268 existence of a branch of, 188 Nonisolated singular point, 231
rational, 73, 246 properties of, 138 expansion of, 204
regular, 79 table of, 193 (22) principal value of, 108 O
residue of, 237 Integration by parts, 191 (8) properties of, 109 -
One-to-one mapping, 52
single-valued, 66 Interior, point of a set, 32 _ variation along a contour, 148
Openset, 31
singular point of, 86, 230 of a set, 32 Order, of magnitude of a function, 254
trigonometric, 100 of a simple closed curve, 152 M
of a pole, 231 °
‘uniformly continuous, 74 Interval, 29 of a zero, 233
Maclaurin series, 203
uniformly convergent sequence of, Isolated singular point, 86 Ordered pairs, 1
Mapping, analytic, 288
225 . bicontinuous, 53
zero of, 100
Fundamental strip, 337
J _ conformal, 296 P
Jordan, curve theorem, 152 continuous, 53 Partial fraction decomposition, 248
- Fundamental theorem of algebra; 188
inequality, 257 of domains, 289
Path, 57
Joukowski airfoil, 330 homeomorphic, 53
Picard’s theorem, 234
G into, 51
Plane, complex, 9
. inverse, 52 -
Gauss, 9 K ‘ isogonal, 65 (1)
extended, 63
Goursat’s lemma, 161 upper half, 254
Kutta and Joukowski, 392 locally topological, 296
Group, 54 Point(s), 9
one-to-one, 52
abelian or commutative, 55. accumulation, 31, 35
L - onto, 52
of transformations, 55 antecedent, 52
product, 52
Lagrange’s identity, 9 (16) image, 52
topological, 53- -at infinity, 62, 63, 308, 395
Laplace’s equation, 89
H Matrices, 27 (25) invariant, 314 (11)
in polar form, 95 (17)
Maximum modulus theorem, 290,
Harmonic function, 89 Laplace’s paradox, 392 k-dimensional, 60
353 (8) singular, 86, 230
conjugate, 89 Laplacian operator, 89
Meromorphic function, 248
at a point, 348 _ Laurent series, 207 stagnation, 379
Minkowski’s inequality, 9 (18) Poisson’s integral formula, 191 (11),
Heine-Borel theorem, 39 principal part of, 230, 244
Mittag-Leffier theorem, 281
Higher derivatives, 185 uniqueness of, 217 408 (19)
Mobiustransformation, 309
Hyperbole functions, 105 vt Level curve, 91 - Pole, 231
Modulus, 6
inverse, 127 ‘ L’Hospital’srule, 88 (18) — at infinity, 244
Morera’s theorem, 186
Limit, of a complex number, 163 of order m, 231
Multiple-valued analytic function, 122
of a function, 67, 76 simple, 231
I branch of, 116
Polygon, 395
inferior or lower, 48
Multiple-valued function(s), 115: exterior angle of, 399
If, and onlyif, relation, 19 of a sequence, 34
sum of, 287 (8)
Imaginary axis, 9 superior or upper, 48 unbounded, 401
Imaginary numbers, pure, 3 Linear algebra, 27 (25) Polygonalline, 59
N
Infinite series, 44 Linearfractional transformation(s), 309 | closed, 395
Infinity, pointat, 62, 63, 308, 395 conformal, 311 Necessary and sufficient condition, 19 Polynomial(s), 72
Inner normal, 155 ° examples of, 319-323 Neighborhood, of a point, 30 continuity of, 73
Integral(s), complex, 137 group of, 310 along a curve, 58 relatively prime, 246
458 | UNDE INDEX 459
zeros of, 251 . S . point, 28 rotation-magnification, 302
Positive direction along a simple closed ‘separated, 32 Schwarz-Christoffel, 401
contour, 155, 202 Schwarz-Christoffel transformation,
_ transformation of, 55 translation, 302
Ptolemy's theorem, 19(18), 316 (22) 401 _ union of, 29 trigonometric, 341, 343
Powerseries, 195°. - Separated sets, 32 unbounded, 30 — Triangle inequality, 9 (18), 11
absolute convergence of, 195 Sequence(s), 33 Simple closed contour, 131, 357 Trigonometric functions, 100
algebra of, 219 , accumulation pointof, 35 exterior of, 152 inverse, 124
analyticity of, 215 algebraic properties of, 4] Trigonometric identities, 103
interior of, 152
circle of convergenceof, 196 bounded, 35 - Simply connected domain, 157
continuity of, 199 © Cauchy, 34 Singular point, 230 U
differentiation of, 216 | convergent, 34 essential, 231, 243
function represented by, 197 divergent, 34 Uniform continuity, 74
identical, 218 isolated, 86
of functions, 222 1 Uniform convergence, of powerseries,
Sink, 357
_ integration of, 214 limits of, 48 197
Source, 357
radius of convergence of, 195 null, 41 .of series of functions, 222, 225
Sphere, punctured, 62
sum-function of, 197, 201 Series, 43, 44 Uniqueness of series expansions, 217
Stagnation point, 379
uniform convergence of, 197 comparison test, 46 Unity, roots of, 21
Stereographic projection, 61, 64
uniqueness of, 217 of functions, 222 Stream function, 360
Principal part, 230, 244 Laurent, 207 Vv
Streamlines, 355
Principal value, Cauchy, 261 Maclaurin, 203 Subsequence, 34 Value, absolute, 6
of arc tan, 226 (4) power, 195 Subset, 28 Variable, complex, 66
of argument, 15 product of, 48 Symmetric airfoil, 336 (16) dependent, 66
of logarithm, 108 ratio test, 46 independent, 66
root test, 49 Variation, domain of, 66
sum of, 44 T
Vector(s), 10
R Taylor, 203
Tangent, to a contour, 133 field, 355
Set(s), 28 ray, 133 : positively oriented, 154
Radius of convergence, 195 accumulation point of, 31 Velocity, of fluid, 355
Taylor series, 203
Ratio of magnification, 296 boundary point of, 32 vector, 355
Tchebycheff polynomials, 26 (24)
Ray, 293 bounded, 30 Topological mapping, 53 Vortex, 357
tangent, 133 closed, 31
Total circulation, 359
Real axis, 9 closure of, 31 Ww
Transformation(s), 55, 288
Real numbers, 37 compact, 39 . analytic, 288
Reciprocal transformation, 305 complementof, 28 Weierstrass’ theorem, 223
bilinear, 309
Region, 32 ,; connected, 32 Winding number, 150
conformal, 296
Regular curve, 130 . _ convex, 60 (4) critical points of, 297 Z
piecewise, 130 diameter of, 30 exponential, 337
Removable singularity, 231, 244 disjoint, 29 linear, 302 Zero(s), of a function, 100
Residue(s), 237 equal, 28 of a meromorphic function, 248
linear fractional, 309
' Cauchy’s theorem on, -237 - extended, 394 Mobius, 309 . of ordér m, 233
at a pole, 239 family of, 29 of a polynomial, 251
reciprocal, 305
Roots, of complex numbers, 20 inclusion of, 28
of unity, 21 intersection of, 29
Rotation-magnification, 302 - null or void,.29
Rouché’s theorem, 251 open, 31