Rhodes University
Department of Mathematics
M 3.2
Complex Analysis
Julien Larena
2012
2
Forewords
These lecture notes are intended for a one semester thirdyear course in
mathematics at Rhodes University.
Mostly, they follow the tracks and spirit of the excellent introductory book
by H.A. Priestley, Introduction to complex analysis, OUP, and do not present
any original result, or any original path to known results. I have tried to
keep the references to real analysis as limited as possible, so that this course
could be studied without much prior knowledge of real analysis. Never
theless, to cut on some timeconsuming proofs, I have omitted to prove
some results as Cauchy’s convergence criterion for sequences, or Bolzano
Weierstrass theorem, as these theorems will be proven during the course on
real analysis, and their proofs in complex analysis are very similar, or can
be deduced from the properties in the real case. If a reader is interested in
these proofs, she can refer to W. Rudin’s book, Principles of Mathematical
Analysis, McGrawHill, that treats of properties in general metric spaces.
Also, I did not prove Jordan’s curve theorem, as it would have been painful,
long, and mostly unnecessary, since we will develop contour integration for
the limited class of non selfintersecting contours, for which the notions of
interior and exterior are quite obvious. I, nevertheless, mentioned the idea
of the general proof, in case some students may be willing to think about
the problem. The class of non intersecting contours made of pieces of arc
circles and line segments is largely suﬃcient for applications in an introduc
tory course on complex analysis.
i
ii
I shall recommend to read another excellent book: Visual Complex Analysis,
by T. Needham, OUP. It is a wonderful, very graphic, exposition of complex
analysis, with an emphasis on physical and geometrical interpretations of
the notions presented in these notes. I encourage the students who wish to
develop their intuition on complex analysis to read this book.
Students willing to ﬁnd more exercises and problems than those we will be
doing in class and tutorials can refer to Complex variables by M. R. Spiegel,
in the collection Schaum’s outlines, Mc Graw Hill.
Finally, let me emphasize that analysis is a new subject for third year stu
dents, and a dedicated study will be necessary in order to succeed in un
derstanding this course. This is mainly due to the introduction of rigorous
proofs. Therefore, students must pay attention to proofs and to methods
used during these proofs, as they are the keys to mastering the techniques
of Complex Analysis.
Cover illustration: AugustinLouis Cauchy around 1840. Lithography by
Z´ephirin Belliard after a painting by Jean Roller.
Notations
We use N, Z, R and C to denote the sets of natural numbers, integers, real
numbers and complex numbers, respectively. When we want to exclude 0
from one of these sets, we will simply ’star’ the set. For example R
∗
= R\{0}.
In the same way, when we want to indicate that we keep only the positive
(or zero) (resp. negative or zero) real numbers, we will write R
+
(resp. R
−
).
A lot of notations in complex analysis are directly transferable from their
counterparts in real analysis. When it is the case, we supposed that the
reader could do the translation herself.
Also, we use the standard abbreviations such as ’iﬀ’ for ’if and only if’, ’e.g.’
for ’for example’ and ’i.e.’ for ’that is’. The end of a proof is denoted by
the usual symbol: .
iii
iv
Contents
1 The complex plane 1
1.1 The complex plane . . . . . . . . . . . . . . . . . . . . . . . . 2
1.1.1 Complex numbers . . . . . . . . . . . . . . . . . . . . 2
1.1.2 Complex Algebra . . . . . . . . . . . . . . . . . . . . . 8
1.1.3 Exercices . . . . . . . . . . . . . . . . . . . . . . . . . 12
1.2 Geometry in the complex plane . . . . . . . . . . . . . . . . . 13
1.2.1 Lines, circles, and other subsets . . . . . . . . . . . . . 13
1.2.2 Extended complex plane and Riemann sphere . . . . . 19
1.2.3 M¨obius transformations . . . . . . . . . . . . . . . . . 23
1.2.4 Exercices . . . . . . . . . . . . . . . . . . . . . . . . . 26
1.3 A bit of topology in the complex plane . . . . . . . . . . . . . 26
1.3.1 Open and closed sets of the complex plane . . . . . . . 27
1.3.2 Convexity and connectedness . . . . . . . . . . . . . . 32
1.3.3 Limits and continuity . . . . . . . . . . . . . . . . . . 36
1.3.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . 39
1.4 Curves, paths and contours . . . . . . . . . . . . . . . . . . . 40
1.4.1 Deﬁnitions . . . . . . . . . . . . . . . . . . . . . . . . 41
1.4.2 Contours . . . . . . . . . . . . . . . . . . . . . . . . . 42
1.4.3 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . 43
2 Complex functions 45
2.1 Complex series and power series . . . . . . . . . . . . . . . . . 46
v
vi CONTENTS
2.1.1 Complex series . . . . . . . . . . . . . . . . . . . . . . 47
2.1.2 Power series . . . . . . . . . . . . . . . . . . . . . . . . 51
2.1.3 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . 54
2.2 Some complex functions . . . . . . . . . . . . . . . . . . . . . 54
2.2.1 The exponential function . . . . . . . . . . . . . . . . 55
2.2.2 Complex trigonometric and hyperbolic functions . . . 58
2.2.3 Roots of unity . . . . . . . . . . . . . . . . . . . . . . 60
2.2.4 The logarithmic function . . . . . . . . . . . . . . . . 61
2.2.5 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . 62
2.3 Multifunctions . . . . . . . . . . . . . . . . . . . . . . . . . . 63
2.3.1 Example 1: the logarithmic function . . . . . . . . . . 63
2.3.2 Branch points and multibranches . . . . . . . . . . . . 65
2.3.3 Example 2: Fractional powers . . . . . . . . . . . . . . 67
2.3.4 Example 3: An example with two branch points . . . 68
3 Diﬀerentiation 71
3.1 Holomorphic functions . . . . . . . . . . . . . . . . . . . . . . 72
3.1.1 Diﬀerentiation and the CauchyRiemann equations . . 72
3.1.2 Holomorphic functions . . . . . . . . . . . . . . . . . . 76
3.1.3 Some useful results . . . . . . . . . . . . . . . . . . . . 78
3.1.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . 81
3.2 Some holomorphic functions . . . . . . . . . . . . . . . . . . . 81
3.2.1 A result on the diﬀerentiation of power series . . . . . 82
3.2.2 The exponential function . . . . . . . . . . . . . . . . 84
3.2.3 Complex trigonometric and hyperbolic functions . . . 85
3.2.4 The logarithmic function . . . . . . . . . . . . . . . . 85
3.2.5 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . 87
3.3 Conformal mapping . . . . . . . . . . . . . . . . . . . . . . . 87
3.3.1 Conformal mapping . . . . . . . . . . . . . . . . . . . 87
3.3.2 Some examples . . . . . . . . . . . . . . . . . . . . . . 89
CONTENTS vii
4 Integration 93
4.1 Integration in the complex plane . . . . . . . . . . . . . . . . 94
4.1.1 Integration along paths . . . . . . . . . . . . . . . . . 94
4.1.2 The fundamental theorem of calculus . . . . . . . . . . 99
4.1.3 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . 102
4.2 Cauchy’s theorem . . . . . . . . . . . . . . . . . . . . . . . . . 102
4.2.1 Historical Cauchy’s theorem . . . . . . . . . . . . . . . 102
4.2.2 CauchyGoursat theorem . . . . . . . . . . . . . . . . 104
4.2.3 Deformation . . . . . . . . . . . . . . . . . . . . . . . 115
4.2.4 The complex logarithm... again . . . . . . . . . . . . . 118
4.2.5 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . 121
4.3 Cauchy’s formulæ . . . . . . . . . . . . . . . . . . . . . . . . . 121
4.3.1 Cauchy’s integral formula . . . . . . . . . . . . . . . . 122
4.3.2 Cauchy’s formulæ for derivatives . . . . . . . . . . . . 124
4.3.3 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . 128
4.4 Power series representation . . . . . . . . . . . . . . . . . . . 129
4.4.1 Integration of series . . . . . . . . . . . . . . . . . . . 129
4.4.2 Taylor’s theorem . . . . . . . . . . . . . . . . . . . . . 130
4.4.3 Multiplication of power series . . . . . . . . . . . . . . 134
4.4.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . 135
4.5 Zeros and singularities . . . . . . . . . . . . . . . . . . . . . . 136
4.5.1 Characterizing zeros . . . . . . . . . . . . . . . . . . . 137
4.5.2 Identity and Uniqueness theorems . . . . . . . . . . . 139
4.5.3 Counting zeros . . . . . . . . . . . . . . . . . . . . . . 144
4.5.4 Laurent’s theorem . . . . . . . . . . . . . . . . . . . . 149
4.5.5 Singularities . . . . . . . . . . . . . . . . . . . . . . . . 154
4.5.6 Meromorphic functions . . . . . . . . . . . . . . . . . 159
4.5.7 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . 161
4.6 Cauchy’s residue theorem . . . . . . . . . . . . . . . . . . . . 161
4.6.1 Residues and Cauchy’s residue theorem . . . . . . . . 162
viii CONTENTS
4.6.2 Calculation of residues . . . . . . . . . . . . . . . . . . 164
4.6.3 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . 168
5 Applications 171
5.1 Some applications of contour integration . . . . . . . . . . . . 172
5.1.1 Evaluation of real integrals by contour integration . . 172
5.1.2 Some remarks on indented contours . . . . . . . . . . 174
5.1.3 Integral of rational functions . . . . . . . . . . . . . . 177
5.1.4 Integral of other functions with a ﬁnite number of poles180
5.1.5 Integrals of functions with an inﬁnite number of poles 184
5.1.6 Integrals involving multifunctions . . . . . . . . . . . . 186
5.1.7 Summation of series . . . . . . . . . . . . . . . . . . . 190
5.2 The Fourier transform . . . . . . . . . . . . . . . . . . . . . . 191
5.2.1 Introducing the Fourier transform . . . . . . . . . . . 191
5.2.2 Some applications . . . . . . . . . . . . . . . . . . . . 194
Chapter 1
The complex plane:
Geometry, Topology and
Analysis
1
2 CHAPTER 1. THE COMPLEX PLANE
1.1 The complex plane
1.1.1 Complex numbers
A bit of history
Complex numbers ﬁrst appear in the mathematical history during the six
teenth century, in the work of Girolamo Cardano, Ars Magna (1545), and
shortly after, in L’Algebra, by Rafael Bombelli (1572). In these initial works,
the authors were interested in the solution of cubic algebraic equations of
the form:
x
3
= 3px + 2q .
This problem is equivalent to ﬁnding the intersection points of the cubic
curve y = x
3
and the line y = 3px + 2q. It is often said that complex
numbers appeared as necessary entities in relation to ﬁnding roots of the
quadratic equations x
2
= mx+c. Indeed, this equation admits a pair of real
solutions as long as m
2
+4c > 0, but no real solution in the case m
2
+4c < 0.
But what is the problem with that? A simple graph will show that there is
no intersection in the plane in that second case. This is clearly not true for
the cubic, as there is always an intersection (cf ﬁgure 1.1).
Figure 1.1: Representation of a quadratic and a cubic equations.
1.1. THE COMPLEX PLANE 3
Cardano had shown that this equation could be solved, and the inter
section was given by:
x =
3
_
q +
_
q
2
−p
3
+
3
_
q −
_
q
2
−p
3
.
Bombelli, inspecting this formula discovered a troubling properties of the
solution: take p = 5 and q = 2, Then, q
2
− p
3
< 0, and the solution seems
pathological. But, if one introduces a number i such that i
2
= −1, it takes
the form:
x =
3
√
2 + 11i +
3
√
2 −11i .
Moreover, the cubic x
3
= 15x + 4 as a solution in the plane, for x = 4.
Bombelli’s brilliant idea was to link the expression (1.1.1) with the known
real solution x = 4. To do so, he postulated that one could write
3
√
2 + 11i =
2 + yi and
3
√
2 −11i = 2 − yi. In order for this rule to work, he needed to
suppose that the addition of the introduced complex numbers should obey
the intuitive rule: (a + ib) + (c + id) = (a + b) + i(c + d). Then, he tried
to ﬁnd whether there was a number y satisfying the properties above. To
do that, he calculated (2 + iy)
3
using the standard rules of algebra of real
numbers:
(a +ib)(c +id) = ac +i
2
bd +i(ad +bc) .
Using i
2
= −1, this yields:
(a +ib)(c +id) = (ac −bd) +i(ad +bc) .
That allowed him to show that: (2 ± i)
3
= 2 ± 11i, leading to x = 4 when
evaluating (1.1.1)! Despite this intriguing properties, complex numbers re
mained mostly ignored or looked at with contempt until the end of the
eighteenth century
1
. This lack of interest can certainly be linked with a
Platonic prejudice against objects that couldn’t be given a solid geometrical
interpretation and hence failed to exists as entities. That is precisely what
1
This is reﬂected in the term imaginary, associated with the multiplier of i in their
expression. Unfortunately, this term has survived until today.
4 CHAPTER 1. THE COMPLEX PLANE
Figure 1.2: The Argand plane with some complex numbers.
an idea pursued independently by Wessel, Argand and Gauss provided at
the end of the eighteenth century. They linked complex numbers to points
(or vectors) in the plane. Taking Bombelli’s deﬁnition of a complex number
z as a complex of two ’ordinary’ numbers, a and b, z = a + ib, they re
marked that it could be identiﬁed with a point in the plane with Cartesian
coordinates (a, b). This is illustrated on ﬁgure 1.2. Once this identiﬁcation
has been made, the plane is called the complex plane (or Argand plane, or
Gauss plane), and is usually denoted by C. The power of this identiﬁcation
lies in the interpretation of the addition of two complex numbers:
The sum of two complex numbers z and w is given by the usual
parallelogram rule of vector addition.
1.1. THE COMPLEX PLANE 5
Figure 1.3: A geometrical interpretation of addition and multiplication of
complex numbers.
The rule for the multiplication is less natural but reads:
The length of the product zw (seen as a vector) is given by the product of
the lengths of z and w (seen as vectors).
The angle of zw with the x axis is given by the sum of the angles of z and
w with the x axis.
Summary
It is time to summarize our deﬁnition of complex numbers.
Deﬁnition 1. We will denote by C the set of complex numbers (identifying
it without care with the complex plane).
• Any complex number z is composed of two real numbers a and b such
that z = a +ib, where i is the complex number satisfying i
2
= −1. To
put it in a formal way: ∀z ∈ C, ∃!(a, b) ∈ R
2
, z = a +ib.
• a is called the real part of z and is noted Re(z). b is called the imagi
nary part of z and is noted Im(z).
• The modulus of z is the positive real number noted z representing
the length of the vector associated with z in the complex plane. Note
that if z is real, i.e. if its imaginary part is zero, the associated vector
6 CHAPTER 1. THE COMPLEX PLANE
lies along the real axis; in that case, the modulus of z is simply its
absolute value.
• An argument of z is one of the real numbers, noted arg(z), representing
the angle of the vector associated with z in the complex plane with
the x axis. Note that the argument is not unique, because if θ is an
argument of z, θ + 2kπ with k ∈ Z is also an argument of z. In the
following, every time we will use arg(z) the statements have to be
understood in the equivalence class modulo 2π.
• A pure imaginary number is a complex number with a real part equal
to zero.
• The x and y axis are sometimes referred to as the real and imaginary
axis, respectively.
Let us note that the Cartesian labelling introduced earlier is very conve
nient to deal with the addition of complex numbers: Re(z + w) = Re(z) +
Re(w) and Im(z +w) = Im(z) +Im(w). On the contrary, the multiplication
appears uneasy to memorize in the Cartesian notation, and the geometric
interpretation of complex numbers greatly facilitates our task. Instead of
using Cartesian coordinates, let’s introduce polar coordinates (r, θ). One
automatically has: (x, y) = (r cos θ, r sin θ); cf ﬁgure 1.4.
Then, for any two complex numbers z and w, such that z = r =
_
x
2
+y
2
and arg(z) = θ and w = r
, arg(w) = θ
, according to the rule of multipli
cation given above, it is obvious that: zw = rr
and arg(zw) = θ +θ
. It is
then convenient, when dealing with multiplications of complex numbers to
use a new notation, called Euler’s formula:
Theorem 1. Any complex number z can be written: z = re
iθ
= r cos(θ) +
ir sin(θ), where r is the modulus of z and θ its argument.
1.1. THE COMPLEX PLANE 7
Figure 1.4: Polar representation of complex numbers.
The use of the exponential notation is not due to a coincidence, but it
will be made clearer later, once we have studied the complex exponential
function. Nevertheless, we can try to give here a ’reason’ for the notation.
Argument for Euler’s formula. Consider the real exponential function: ∀x ∈
R, f(x) = e
x
. The series g(x) =
+∞
n=0
x
n
n!
converges, and its limit is f(x)
(prove it):
∀x ∈ R, e
x
=
+∞
n=0
x
n
n!
.
Now, let us boldly replace the real x in this expression by the pure
8 CHAPTER 1. THE COMPLEX PLANE
imaginary number iθ
2
:
e
iθ
=
+∞
n=0
(iθ)
n
n!
.
It is clear that any even power of i will bring a real term, whereas any odd
power will bring a pure imaginary term. Grouping them like that leads to:
e
iθ
=
+∞
n=0
(−1)
n
θ
2n
(2n)!
+i
+∞
p=0
(−1)
n
θ
2n+1
(2n + 1)!
,
in which we recognise the series expansion of the real cosinus and sinus:
cos(x) =
+∞
n=0
(−1)
n x
2n
(2n)!
, and sin(x) =
+∞
p=0
(−1)
n x
2n+1
(2n+1)!
. Euler’s formula
follows: e
iθ
= cos(θ) +i sin(θ).
Note that the argument is not uniquely determined: since the cos and
sin functions are 2πperiodic, z = re
iθ
and w = re
iθ+2kπ
with k ∈ Z are
equal.
Exercise 1. Prove (by induction) that:
∀θ ∈ R, ∀n ∈ N, (cos θ +i sin θ)
n
= cos(nθ) +i sin(nθ) .
This result is known as de Moivre’s formula.
1.1.2 Complex Algebra
Algebraic structure: the ﬁeld C.
Let us summarize once again the rules of addition and multiplication of two
complex numbers:
Deﬁnition 2. For any two complex numbers z = a + ib = re
iθ
and w =
c +id = Re
iΘ
:
• z +w = (a +c) +i(b +d) ,
2
The fact that we can do that is not obvious, and will become clear only after we
have deﬁned the complex exponential function. This is why this development is only an
argument, and by no way a proof!
1.1. THE COMPLEX PLANE 9
• zw = rRe
i(θ+Θ)
.
Note that these operations have very simple properties:
• The addition and the multiplication are commutative, i.e.: ∀(z, w) ∈
C
2
, z +w = w +z and zw = wz.
• The addition and the multiplication are associative: ∀(z, w, u) ∈ C
3
, z+
(w +u) = (z +w) +u and z(wu) = (zw)u.
• The multiplication is distributive with respect to the addition: ∀(z, w, u) ∈
C
3
, z(w +u) = zw +zu.
Moreover, the addition as a neutral element, 0, such that ∀z ∈ C, z +0 =
z, and the multiplication also has a neutral element, 1, such that ∀z ∈
C, 1.z = z.
Finally, for any z ∈ C, there exists a unique element of C, noted −z
such that z + (−z) = 0, and provided that z = 0, there exists a unique
element of C, noted z
−1
or 1/z, such that zz
−1
= 1. It is trivial to see
that, for z = x + iy, (−z) = −x + i(−y) = −x − iy. On the other hand
for z = re
iθ
, let’s note z
−1
= Re
iΘ
. Then: zz
−1
= 1 ⇒ rRe
i(θ+Θ)
=
rRcos(θ+Θ)+irRsin(θ+Θ) = 1. Hence: sin(θ+Θ) = 0 and rRcos(θΘ) = 1.
This leads to: θ = −Θ + 2kπ, k ∈ Z and R = 1/r. Since the argument is
deﬁned up to 2kπ, this inverse is unique and one ﬁnally has:
z
−1
 =
1
z
, (1.1)
arg(z
−1
) = −arg(z) + 2kπ, k ∈ Z . (1.2)
Theorem 2. The set C equipped with the addition and multiplication deﬁned
above is a ﬁeld. The neutral element for the addition is 0; the neutral element
for the multiplication is 1.
Remark 1. Note that i
−1
= 1/i = −i.
10 CHAPTER 1. THE COMPLEX PLANE
Some more algebra
In the ﬁeld C, there exists another operation that is of much interest: it is
the complex conjugation. It corresponds, in the complex plane, to a reﬂexion
in the real axis:
Deﬁnition 3. For any z ∈ C, the complex conjugate of z is the unique
complex number ¯ z such that, given z = x +iy = re
iθ
, ¯ z = x −iy = re
−iθ
.
For example, note that
¯
i = −i, and: ∀z ∈ C, Re(z) = 0 ⇒ ¯ z =
−z and Im(z) = 0 ⇒ ¯ z = z.
Proposition 1. The complex conjugation have the following properties, for
any z and w in C:
•
¯
¯ z = z.
• Re(z) =
z+¯ z
2
.
• Im(z) =
i(¯ z−z)
2
.
• z +w = ¯ z + ¯ w.
• zw = ¯ z ¯ w.
• ¯ z = z.
• z
2
= z¯ z.
Exercise 2. Prove these properties.
Finally, we can conclude this section by presenting some inequalities of
importance.
Proposition 2. For all z and w in C:
• Re(z) ≤ z and Im(z) ≤ z;
• The triangle inequality: z +w ≤ z +w;
1.1. THE COMPLEX PLANE 11
• z +w ≥ z −w.
Proof. The ﬁrst point is trivial since z
2
= Re(z)
2
+ Im(z)
2
.
The second point is an important result:
z +w
2
= (z +w)(z +w)
= (z +w)(¯ z + ¯ w)
= z
2
+w
2
+w¯ z +z ¯ w
= z
2
+w
2
 + 2Re(z ¯ w) cf above.
Hence, using the ﬁrst point: z +w
2
≤ z
2
+w
2
+2z ¯ w. Again, using
the simple properties above: z ¯ w = z ¯ w = zw, hence the righthand
side of the inequality is simply the square (z +w)
2
: z +w
2
≤ (z +w)
2
.
Since z +w ≥ 0 and z +w ≥ 0, the triangle inequality follows.
Finally, we obtain the last inequality by that for two real numbers x and y,
the inequality x ≤ y holds iﬀ y ≥ 0 and −y ≤ x ≤ y. Hence, the third
inequality is satisﬁed iﬀ z +w ≥ z −w and z +w ≥ w −z. But, the
triangle inequality gives:
z = z +w −w ≤ z +w + −w = z +w +w
w = w +z −z ≤ z +w + −z = z +w +z.
The last inequality follows trivially.
It is important to realize that all these inequalities are between real
numbers, constructed from complex numbers. No meaning has been given
to inequalities between complex numbers, simply because it is impossible to
construct an order relation compatible with the structure of the ﬁeld C.
What about functions?
Until now, we have deﬁned complex numbers and studied algebraic prop
erties in the ﬁeld C. It is time to introduce complex functions, since this
12 CHAPTER 1. THE COMPLEX PLANE
course is about complex analysis, i.e. the study of complexvalued func
tions. In real analysis, one deﬁnes a function f as a mapping between a
subset S ⊆ R and R which assigns to each z ∈ S a unique f(z) ∈ R. The
requirement of uniqueness is crucial in every development of real analysis.
In complex analysis, we will be less restrictive and deﬁne a complexvalued
function f as a mapping between a subset S ⊆ C and C. Geometrically,
that means that a complex function transform a region of the complex plane
into another region of the complex plane. We dropped the requirement of
uniqueness because we will see that a lot of important functions in complex
analysis are not onevalued and are called multifunctions. We have already
encountered such a multifunction: the argument of a complex number. It is
a complex function if one sees R as a subset of C, and it sends any complex
number z into a subset of S ⊂ R such that S = θ ∈ R, z = ze
iθ
. Of course,
since complex functions are complexvalued, one can decompose their image
into real and imaginary parts: for f a complex function, there exists u and
v real functions such that f = u + iv, meaning that for all z in the domain
of f, f(z) = u(z) +iv(z), with u(z) = Re(f(z)) and v(z) = Im(f(z)).
1.1.3 Exercices
1. Express the following complex numbers in the Cartesian form x +iy:
(i) (2 + 3i)(1 −2i);
(ii) (1 + 3i)(2 + 2i);
(iii)
1+i
1−2i
;
(iv) 1 −2i +
i
2+3i
.
2. Find the polar forms of the following complex numbers, and place
them in the complex plane:
(i)
1
2
+
√
3
2
i;
(ii)
√
2
2
(−1 +i);
1.2. GEOMETRY IN THE COMPLEX PLANE 13
(iii)
√
3 +i;
(iv) −
1
2
.
3. Find the Cartesian forms of the following complex numbers, and place
them in the complex plane:
(i) 2e
iπ/4
;
(ii) e
iπ/6
;
(iii)
1
2
e
−iπ/3
;
(iv) 3e
−iπ/2
.
1.2 Geometry in the complex plane
This section will explore further the link between complex functions and
geometry in the plane. It will present some geometric locii of the complex
plane, and their description in terms of complex numbers. Also, we will
study in details the properties of the Riemann sphere, that will allow us
to treat lines and circle (as well as halflines and circular arcs) in a uniﬁed
way. Finally, we will study a large class of transformations named M¨obius
transformations. These transformations ﬁnd a lot of applications in complex
analysis, but they also have a particular importance due to their link with
nonEuclidean geometries.
1.2.1 Lines, circles, and other subsets
You have already encountered the introduction of algebraic concepts in ge
ometry in the past, when you have constructed the Cartesian plane, and
you have seen how eﬃcient it could be. In the Cartesian plane
3
, labelled by
two real coordinates x and y, a line is represented by the algebraic relation
3
The Cartesian plane consists of the introduction of two axis, of coordinates in the
geometric plane, such that any point of the plane is labelled by an ordered set of two
coordinates: M = (x, y), where x and y are real numbers.
14 CHAPTER 1. THE COMPLEX PLANE
ax + by + c = 0, where a, b and c are real numbers; a circle of radius R,
centred on the point O = (a, b), is characterised by (x−a)
2
+(y −b)
2
= R
2
.
This algebraic structure given to the geometric plane through the in
troduction of the Cartesian plane can be extended to complex numbers by
making use of the complex plane: lines and circles can then be characterized
by equations involving complex numbers, rather than real numbers.
Equations for line segments and lines
Let us start with a line segment between two points A = (a, b) and B = (c, d)
in the Cartesian plane. Any point M = (x, y) of the segment [A, B] is
characterized by:
x = a +t(c −a), ∀t ∈ [0, 1]
y = b +l(d −b), ∀l ∈ [0, 1]
(a −c)y = (b −d)x + (ad −bc) .
The last relation is just the equation for the line containing the line segment.
Putting the ﬁrst two relations in the last one, one ﬁnds that, necessarily:
l = t. Then, introducing the complex number z = x +iy representing M in
the complex plane:
z = (1 −t)(a +ib) +t(c +id) ;
noting that, in the complex plane, A is represented by z
A
= a + ib and B
by z
B
= c +id, on immediately has the equation for a line segment [z
A
, z
B
]
between z
A
and z
B
in the complex plane:
[z
A
, z
B
] = {z = (1 −t)z
A
+tz
B
, t ∈ [0, 1]} .
This equation can be straightforwardly extended to the whole line through
A and B: (z
A
, z
B
) = {z = (1 −t)z
A
+tz
B
, t ∈ R}.
Note that a line that is perpendicular to the line joining two points
A = z
A
and B = z
B
and that cuts [A, B] in its centre can be described by:
z −z
A
 = z −z
B
 .
1.2. GEOMETRY IN THE COMPLEX PLANE 15
Exercise 3. Explain why.
Equations for circles and circular arcs
The circle is a very simple geometric object: the circle centred on the point
O and of radius r > 0 is the locus of points at a distance r from M. If
the point O has coordinates (a, b) in the Cartesian plane, such a locus is
therefore characterized by the equation:
(x −a)
2
+ (y −b)
2
= r
2
.
Exercise 4. Prove it.
This simple form becomes even simpler in the complex plane. Let’s note
z = x + iy the complex number associated with a point M on the circle,
and let’s all c = a +ib the complex number associated with the centre O of
the circle. Then, z −c = (x −a) + i(y −b), and one immediately sees that
z −c
2
= (x −a)
2
+ (y −b)
2
. Hence, the equation for the circle centred on
O and of radius r is:
z −c = r .
Note that the same argument shows that the disc centred on O and of radius
r is characterized by z −c ≤ r (for the closed disc; see below).
To go further
There exists another useful characterization of circles in the complex plane.
For (a, b) ∈ C
2
and λ ∈ R
∗
, λ = 0, the points associated with z such that:
¸
¸
¸
¸
z −a
z −b
¸
¸
¸
¸
= λ
form a circle, known as a circle of Apollonius. We will see that this repre
sentation is very useful when studying conformal mappings.
16 CHAPTER 1. THE COMPLEX PLANE
Exercise: Show that this locus is actually a circle; conversely, show that
every circle can be describes like that.
We can now turn to the description of circular arcs joining two points A
and B associated respectively to the complex numbers a and b. Let P be an
arbitrary point on this circular arc. Then, a simple geometrical argument
shows that the angle
APB = µ is constant along the arc. If P is represented
by the complex number z, let’s denote arg(z − a) = θ and arg(z − b) = φ.
Then, it is clear from the ﬁgure 1.5, that µ = θ −φ. Hence:
arg(z −a) −arg(z −b) = µ[2π] ,
or, equivalently, the equation for the arc:
arg
_
z −a
z −b
_
= µ[2π] .
Some other subsets of the complex plane
We can now describe quickly a few subsets of the complex plane that will
appear in the next chapters. Note that the terms ’open’ and ’closed’ used
here agree with the deﬁnition that we will introduce later, when we examine
the topology of the complex plane.
• We have already encountered the notion of disc, i.e. the set of all the
points that are at less than a given distance from one point. Let us
make that notion more precise. The open disc centred on a ∈ C and
of radius r ∈ R
∗
+
is, by deﬁnition:
D(a, r) = {z ∈ C, z −a < r} .
1.2. GEOMETRY IN THE COMPLEX PLANE 17
Figure 1.5: Geometric construction of the equation for a circular arc between
A and B.
18 CHAPTER 1. THE COMPLEX PLANE
The closed disc centred on a ∈ C and of radius r ∈ R
∗
+
is:
D(a, r) = {z ∈ C, z −a ≤ r} .
To put it simply,
¯
D(a, r) consists in the union of D(a, r) and its bound
ary, the circle characterized by z −a = r, that we will denote γ(a, r)
in these notes. We will also need the punctured disc, D
(a, r), centred
on a ∈ C and of radius r ∈ R
∗
+
:
D
(a, r) = {z ∈ C, 0 < z −a < r} .
It is the disc D(a, r) from which we have removed the centre a.
• Another important class of regions is made of the annuli. For (s, r) ∈
R
+
×R
∗
+
, they are deﬁned by:
A(a, s, r) = {z ∈ C, s < z −a < r} .
s corresponds to the inner radius of the annulus, and r to its outer
radius.
Note that the case s = 0 corresponds to the punctured disc presented
above.
• We will also need to characterize halfplanes. The open upper half
plane is given by:
Π
+
= {z ∈ C, Im(z) > 0} ,
and the closed upper halfplane is the union of Π
+
with its bound
ary:
Π
+
= {z ∈ C, Im(z) ≥ 0} .
The other halfplanes are deﬁned accordingly (Do it for the lower half
plane and the two other ’natural ones’).
1.2. GEOMETRY IN THE COMPLEX PLANE 19
• Finally, let’s introduce sectors, i.e. the region of the complex plane
that is made of the complex numbers with an argument comprised
between two values:
S
α,β
= {z ∈ C
∗
, α < arg(z) < β} .
Note that halfplanes are also sectors, for β −α = π.
To go further
1.2.2 Extended complex plane and Riemann sphere
The Riemann sphere
It is time to see our ﬁrst example of a mapping of the complex plane. Con
sider the function g deﬁned as follows:
C
∗
→ C
∗
z → 1/z .
Hence, writing z = re
iθ
, g(z) =
1
r
e
−iθ
. This means that the unit circle
z = 1 is mapped into itself. The punctured unit disc D
(0.r) in mapped
into the exterior of the closed unit disc: {z ∈ C, z > 1}, and the exterior
of the the closed unit disc is mapped into the punctured unit disc D
(0, 1).
Now, it is clear that if one considers a point arbitrarily closed to the origin,
its image will be a point with an arbitrary large modulus, and if one considers
a point such that z →+∞, its image will be arbitrarily closed to the origin.
Therefore, even if the mapping is not deﬁned at the origin, it seems that its
behaviour ’around’ the origin is very regular, and we would like to extend the
mapping to the origin, so that it can be a mapping of C into itself. In other
20 CHAPTER 1. THE COMPLEX PLANE
words, by ’taking a limit’, we would like to say that the origin is mapped
into a point ’at inﬁnity’ (1/z →+∞), and, conversely, a point ’at inﬁnity’
would be mapped into the origin. This can be done very naturally by adding
a single point to the complex plane, in order to make it compact (we will
deﬁne this properly later). The idea of completing the complex plane in
that way is due to Riemann and found a lot of remarkable applications in
geometry. Let us embed the complex plane C into the Euclidean space R
3
by
identifying the complex numbers z = x + iy with the points of coordinates
(x, y, 0) in this space. Let us denote by (u, v, w) the coordinates in R
3
. The
Riemann sphere is deﬁned, in R
3
, as the set:
Σ = {(u, v, w) ∈ R
3
, u
2
+v
2
+w
2
= 1} .
It is a sphere that intersect the complex plane on the unit circle z = 1.
Let N = (0, 0, 1), the north pole of the Riemann sphere. We are going to
construct the stereographic projection of the Riemann sphere onto the
complex plane. Let’s consider a point m of Σ, with coordinates (u, v, w),
such that u
2
+ v
2
+ w
2
= 1. The line (Nm) is generated by the vector
Nm = (u, v, w − 1); in other words, any point M on this line is such that
there exists λ
M
for which
NM = λ
Nm. If this point M is in the complex
plane, M = (x, y, 0), and one ﬁnds:
x = λu
y = λv
−1 = λ(w −1) .
It is clear that when w = 1, i.e. when m = N, this system is not satisﬁed.
In all the other cases, we see that λ = 1/(1 −w), and:
x =
u
1 −w
y =
v
1 −w
with w
2
= 1 −u
2
−v
2
1.2. GEOMETRY IN THE COMPLEX PLANE 21
In other words, switching back to complex numbers, we have constructed
a mapping f : Σ\N → C from the Riemann sphere without its north pole
onto the complex plane that is deﬁned by:
(u, v, w)
f
→
u +iv
1 −w
.
One can show that this application is bijective, i.e onetoone, and contin
uous (Show it!). Let us see what happens when m approaches N. In that
case, w approaches 1 and the image point M in the complex plane is sent to
higher and higher value of its modulus. More precisely, an open neighbour
hood of N on the Riemann sphere is mapped into the exterior of an open
disc on the complex plane. The smaller the neighbourhood, the farther the
boundary of the exterior is from the origin. Roughly speaking, we would
like to say that every point at inﬁnity is an image of N by an extension of
f. Note that it does not matter which direction we consider, the ’points at
inﬁnity’ are all images of N. Thus, we will deﬁne a new point, which we
will denote ∞, and we will add this point to C and deﬁne the extended
complex plane
¯
C = C ∪ {∞} by constructing an application φ : Σ →
¯
C
such that:
(u, v, w)
φ
→
_
u+iv
1−w
if w = 1
∞ if w = 1 .
If we now come back to the application g(z) = 1/z that we introduced at
the beginning of the subsection, we can extend it into a new application
˜ g :
¯
C →
¯
C, that is oneto one on the extended complex plane:
z
˜ g
→1/z ,
with the rule:
1
∞
= 0 and
1
0
= ∞ .
This means that we are now allowed to divide a nonzero complex number by
zero. More speciﬁcally, the following algebraic rules apply in the extended
22 CHAPTER 1. THE COMPLEX PLANE
Figure 1.6: Stereographic projection and the Riemann Sphere.
complex plane:
a ±∞= ∞±a = ∞ and a/∞= 0 , ∀a ∈ C
a.∞= ∞.a = ∞ and a/0 = ∞ , ∀a ∈ C
∗
∞+∞= ∞.∞= ¯ ∞= ∞
Remark 2. Note that some operations are not deﬁned, such that ∞− ∞,
0/0 or ∞/∞.
Why working in the extended complex plane?
The two most important things that are gained by extending the complex
plane are the following:
• In the extended complex plane, lines and circles can be uniﬁed into a
single class of objects, called the circlines.
1.2. GEOMETRY IN THE COMPLEX PLANE 23
• It is now much easier to study in details the behaviour of functions ’at
inﬁnity’, since it is only a point in
¯
C.
First of all, consider a circle on Σ that passes through N. Its image by
the stereographic projection is a line on the complex plane. So, in essence,
the point ∞ can be viewed as belonging to any line in
¯
C. Now, take a circle
on Σ that is parallel to the complex plane. Then, its image in the complex
plane is clearly a circle centred on 0. It can be shown that any circle that
does not pass through N on Σ projects onto a circle on C, and that every
circle in C can be constructed in that way. Hence, we can regard lines in
¯
C
as circles through ∞. We will then call lines and circles on
¯
C circlines. If
we remember the algebraic parametrizations given previously, we see that
circlines can be described by the equation:
¸
¸
¸
¸
z −a
z −b
¸
¸
¸
¸
= λ , λ > 0 ,
where a line corresponds to λ = 1.
The other interesting result of this extension lies in the possibility to
treat the inﬁnity as a normal point. we will see in the next chapters that
this can allow us to talk about the intersection of curves at inﬁnity, or their
behaviour there.
1.2.3 M¨ obius transformations
To ﬁnish this section, we are going to introduce a large class of mappings,
called M¨obius transformations. These are mappings of
¯
C onto itself that
transform circlines into circlines. These transformations have a wide range
of applications in both algebra and geometry.
Deﬁnition 4. A M¨obius transformation M is a mapping of
¯
C onto itself
of the form
M(z) =
az +b
cz +d
,where (a, b, c, d) ∈ C
4
and ad −bc = 0 .
24 CHAPTER 1. THE COMPLEX PLANE
Proposition 3. M¨obius transformations are bijective.
Proof. Let us ﬁrst remember what bijective means: a function f : D → F
is bijective iﬀ it is injective (onetoone) and surjective (onto).
f is injective iﬀ (∀(z
1
, z
2
) ∈ D, z
1
= z
2
, f(z
1
) = f(z
2
)).
f is surjective iﬀ (∀w ∈ F, ∃z ∈ D, w = f(z)).
Let us start with the injectivity of M, and let us prove it by contradiction.
Let (z
1
, z
2
) ∈
¯
C
2
, z
1
= z
2
. Then, let us suppose that M(z
1
) = M(z
2
).
This implies, after a bit of algebra, that (ad − bc)z
1
= (ad − bc)z
2
. But,
ad − bc = 0, hence, z
1
= z
2
, which contradicts our hypothesis. Hence,
z
1
= z
2
⇒M(z
1
) = M(z
2
). The M¨obius transformations are thus injective.
To prove the surjectivity, we pick up w ∈
¯
C. Then, we have to ﬁnd the
z ∈
¯
C such that w = M(z). This is equivalent to w = (az + b)/(cz + d),
or z = (dw − b)/(−cw + a). One can then easily check that this z is in
¯
C.
Hence, M is surjective.
Being injective and surjective, M is bijective.
Proposition 4. The inverse of a M¨obius transformation, M(z) = (az +
b)/(cz +d) is the M¨obius transformation:
M
−1
: z →
dz −b
−cw +a
.
Proof. This follows directly from the construction used to proved the sur
jectivity in the previous proof.
Example 1. Here are some examples of M¨obius transformations:
• z →ze
iϕ
, ∀ϕ ∈ R: anticlockwise rotation
• z →z +a , ∀a ∈ C: translation
• z →1/z: inversion
• z →Sz , ∀S ∈ R
∗
+
: Stretching
1.2. GEOMETRY IN THE COMPLEX PLANE 25
Exercise 5. Show that any M¨obius transformations can be decomposed in
a sequence of the previous transformations as follow:
• T
1
: z →z +
d
c
;
• I : z →1/z;
• R : z →z exp
_
i arg
_
bc−ad
c
2
__
;
• S : z →
¸
¸
bc−ad
c
2
¸
¸
z;
• T
2
: z →z +
a
c
.
Let us now see the eﬀect of a M¨obius transformation of circlines. Let C
be a circline of equation z−α/z−β = λ. Let f(z) = (az+b)/(cz+d) be a
M¨obius transformation. So, if w = f(z), we know that z = (dw−b)/(a−cw).
Hence, we can substitute for z in the equation of the circline C to ﬁnd its
image under the M¨obius transformation:
¸
¸
¸
¸
w −f(α)
w −f(β)
¸
¸
¸
¸
= λ
¸
¸
¸
¸
βc +d
αc +d
¸
¸
¸
¸
if αc +d = 0 and βc +d = 0 or,
w −f(α) = λ
¸
¸
¸
¸
βa +b
αc +d
¸
¸
¸
¸
if αc +d = 0 and βc +d = 0 or,
w −f(β) = λ
¸
¸
¸
¸
αa +b
βc +d
¸
¸
¸
¸
if αc +d = 0 and βc +d = 0 .
(1.3)
Note that αc + d and βc + d cannot both be zero because ad − bc = 0, by
deﬁnition. Thus, we see that:
Proposition 5. The image by a M¨obius transformation of a circline is a
circline.
26 CHAPTER 1. THE COMPLEX PLANE
1.2.4 Exercices
1. Characterize and represent the sets of the complex plane deﬁned by:
(i) S
1
= {z ∈ C, z −1 < 2};
(ii) S
2
= {z ∈ C, z +i < 1};
(iii) S
3
= S
1
∩ S
2
;
(iv) S
4
= S
1
∪ S
2
;
(v) S
5
= {z ∈ C, arg(z) = π/4};
(vi) S
6
= {z ∈ C, z <
√
3, arg(z) = π/4}.
2. Give an algebraic deﬁnition of the following sets of the complex plane
and represent them:
(i) U
1
= Π
+
\D(2i, 1);
(ii) U
2
= Π
+
∪ D(−3i, 1);
(iii) U
3
: Set of all points with an argument between 0 and 7π/6, and
a modulus less than 1;
(iv) U
4
: Set of all points at a distance of 1 from the origin, with an
argument between −π/3 and −π/6;
(v) U
5
: Set of all points at a distance more than 1 from the origin,
or at a distance less than 2 from z = i.
1.3 A bit of topology in the complex plane
In the following chapters, in order to proceed with the analysis in the com
plex plane, and in particular to tackle notions such as convergence, continu
ity and diﬀerentiability, we will need some elementary notions of topology
that will be presented in this section.
1.3. A BIT OF TOPOLOGY IN THE COMPLEX PLANE 27
Figure 1.7: Deﬁnition of an open set S ⊆ C.
1.3.1 Open and closed sets of the complex plane
Deﬁnition 5. A set S ⊆ C is open if and only if, for any z ∈ S, there
exists > 0 (depending on z) such that D(z, ) ⊆ S.
Roughly speaking, that means that one can always go around any z ∈ S
in any direction without leaving S; the distance that is permitted will
vary from one point to another, depending whether z is far or close to the
boundary (the closer z is to the boundary, the smaller the permitted ).
The following properties apply to open sets:
Proposition 6. (i) If S
1
,..., S
n
for n ∈ N are open set, then S = S
1
∩
... ∩ S
n
is also open.
(ii) If S
j
for j ∈ J (where J is some countable index set) are open sets,
then
j∈J
S
j
is open.
28 CHAPTER 1. THE COMPLEX PLANE
Proof. (i) Let z ∈ S and consider δ
k
> 0 such that ∀k ∈ {1, ..., n}, D(z, δ
k
) ⊆
S
k
. Let δ = min(δ
1
, ...δ
k
). Then δ > 0 (this is where the fact that the
S
k
are ﬁnitely many is crucial), and clearly, ∀k ∈ {1, ..., n}, D(z, δ) ⊆
D(z, δ
k
) ⊆ S
k
, hence, D(z, δ) ⊆ S.
(ii) This point is trivial: every S
j
is open, and ∀z ∈
j∈J
S
j
, ∃j ∈ J, z ∈
S
j
; then ∀z ∈
j∈J
S
j
, ∃l ∈ J, ∃ > 0, D(z, ) ⊆ S
l
}. Since, trivially,
S
l
⊆
j∈J
S
j
, this ends the proof.
Examples of open sets:
(i) The empty set ∅ is open (the condition for it to be open cannot fail);
(ii) C is open;
(iii) ∀a ∈ C , D(a, r) is open;
(iv) {z ∈ C, z −a > r} is open;
(v) {z ∈ C, s < z −a < r} is open;
(vi) S
α,β
is open
Proof. The ﬁrst two are trivial.
(iii) Let’s start with the disc D(a, r) for a ∈ C and r > 0. Let z ∈ D(a, r)
and δ ∈ R such that: 0 < δ < r − z − a (it always exists since, by
deﬁnition of D(a, r), it is the locus of the points z such that z−a < r).
Then w ∈ D(z, δ) iﬀ w − z < δ. By the triangle inequality, this
implies: w −a = w −z +z −a ≤ w −z +z −a ≤ δ +z −a < r.
Hence, w ∈ D(z, δ) ⇒w ∈ D(a, r); in other words, D(z, δ) ⊆ D(a, r),
and D(a, r) is open.
(iv) {z ∈ C, z −a > r} is open by the same kind of argument.
(v) {z ∈ C, s < z −a < r} is open as the intersection of two open sets.
1.3. A BIT OF TOPOLOGY IN THE COMPLEX PLANE 29
(vi) To prove that the sectors S
α,β
are open, just take z ∈ S
α,β
. Let δ
1
and δ
2
be the distances of z to the bounding rays deﬁned by {z ∈
C, arg(z) = α} and {z ∈ C, arg(z) = β}. Then, let δ = min(δ
1
, δ
2
).
We have: δ > 0, and ∀r, 0 < r < δ, D(z, r) ⊆ S
α,β
by construction.
Let us now consider another class of sets of the complex plane, the closed
sets, and their properties.
Deﬁnition 6. Let S ⊆ C. S is closed iﬀ C\S is open.
We see immediately that this new class of sets do not bring any further
subtle deﬁnition: to prove that a set in closed is equivalent to prove that
its complementary set in C is open, and one can therefore use the same
criterion as before.
Deﬁnition 7. Let S ⊆ C.
• z ∈ C is a limit point of S iﬀ ∀r ∈ R
∗
+
, D
(z, r) ∩ S = ∅.
• A point of S that is not a limit point of S is called an isolated point
of S.
• The union of S and its limit points is called the closure of S, and is
noted
¯
S.
You see that a limit point z of S is such that every open disc centred on
it contains at least one point of S that is not z itself (if z ∈ S). Roughly
speaking that means that points of S accumulate around z. These three
deﬁnitions are closely related by the following proposition:
Proposition 7. Consider S ⊆ C.
1. The following propositions are equivalent:
30 CHAPTER 1. THE COMPLEX PLANE
Figure 1.8: w is a limit point of S, but z is not.
(i) S is closed;
(ii) ∀z ∈ C, z is a limit point of S ⇒z ∈ S;
(iii)
¯
S = S.
2. z ∈
¯
S iﬀ V ∩ S = ∅ for every open set V containing z.
3.
¯
S is a closed set.
Proof. We will prove each point successively, in order.
1. First, let us note that D
(z, r) ∩ S = D(z, r) ∩ S, for z ∈ S; that is,
if z ∈ S, for it to be a limit point, it is necessary and suﬃcient that
D(z, r) ∩ S = ∅. Then:
S is closed ⇔ C\S is open
⇔ ∀z ∈ S, ∃r > 0, D(z, r) ⊆ C\S
⇔ ∀z ∈ S, ∃r > 0, D
(z, r) ∩ S = ∅
⇔ No point of C\S is a limit point of S
⇔ Any limit point of S is in S
1.3. A BIT OF TOPOLOGY IN THE COMPLEX PLANE 31
This shows that (i) and (ii) are equivalent. (iii) is equivalent to (ii)
because
¯
S is the union of S and its limit points.
2. Let us consider the second proposition. Let z ∈ C such that for every
open set V containing z, V ∩ S = ∅. Since ∀r > 0, D(z, r) is an open
set containing z, we have, in particular, that D(z, r) ∩ S = ∅. So,
either z ∈ S, and and this is trivially true, or z ∈ S, and this implies
that D
(z, r) ∩S = ∅ for every r > 0, which is the deﬁnition of a limit
point. Hence, z is in the closure of S: z ∈
¯
S. To show the converse, let
us proceed by contradiction: let z ∈
¯
S and suppose that there exists
an open set V such that z ∈ V and V ∩S = ∅. The fact that V is open
guarantees that there exists an r > 0 such that D(z, r) ⊆ V . Hence,
there exists r > 0, D(z, r) ∩ S = ∅, which contradicts the fact that
z ∈
¯
S. This shows the second proposition.
3. To prove the third proposition, it is enough to prove that the closure
of
¯
S is
¯
S itself (by the ﬁrst proposition):
¯
¯
S =
¯
S. To prove it by
contradiction, let us suppose that this is false: let z ∈
¯
¯
S such that
z ∈
¯
S. Then, ∃r > 0, D(z, r) ∩ S = ∅. On the other hand, since
z ∈
¯
¯
S, there exists an w such that w ∈ D(z, r) ∩
¯
S (second proposition
applied to
¯
S instead of S). Hence, w ∈
¯
S, and, D(z, r) being an open
set containing w, the second proposition gives that D(z, r) ∩ S = ∅.
That is the desired contradiction.
Here are some examples of closed sets:
• All the sectors, when deﬁned with weak inequalities ≤, rather than
strict ones <. They also are the closures of the sectors deﬁned with
strict or mixed inequalities.
•
¯
D(a, r) for r > 0 is closed because it is the complement of D(a, r)∪{z ∈
C, z−a > r} that is an open set. Of course,
¯
D(a, r) is also the closure
32 CHAPTER 1. THE COMPLEX PLANE
of D(a, r).
Remark 3. Be careful: some sets are neither open nor closed!
Consider for example, for 0 < a < b real numbers, S = {z ∈ C, z ∈ [a, b[}.
One can note that for any r > 0, D(a, r) ⊆ S; since a ∈ S, S cannot be open.
On the other side, for any r > 0, D(b, r) ∩ S = ∅, so that D(b, r) ⊆ C\S;
hence S is not closed either.
Finally, let us introduce the last notions of this subsection: those of
bounded and compact sets.
Deﬁnition 8. • A set S ⊆ C is bounded iﬀ (∃M ∈ R
+
, ∀z ∈ S, z ≤ M).
• Let S ⊆ C. S compact ⇔ S bounded and closed.
Examples of compact sets in C are: circles z − a = r, closed discs
¯
D(a, r), but also line segments [a, b] where (a, b) ∈ C
2
.
To come back to the extended complex plane, deﬁning open discs in
¯
C
shouldn’t be a problem now: when the centre z ∈ C, we use the usual way
described above, and when z = ∞, we simply write, for r > 0:
D(∞, r) = {z ∈ C, z > r} ∪ {∞} .
This deﬁnition can be made very precise using the stereographic projection:
D(∞, r) is the image by homeomorphism of the open disc around N on Σ
(for the canonical topology of Σ). Moreover, one can show that, since Σ is
compact,
¯
C is also compact.
1.3.2 Convexity and connectedness
In this subsection, we will be interested in characterising the ’shape’ of
subsets of the complex plane.
Convex and polygonally connected sets
Deﬁnition 9. Let S ⊆ C. S is convex iﬀ,
_
∀(a, b) ∈ S
2
, [a, b] ⊆ S
_
.
1.3. A BIT OF TOPOLOGY IN THE COMPLEX PLANE 33
Figure 1.9: Examples of a convex and a nonconvex sets.
This means that, for any two points of S, the line segment joining the
two points is contained in S. For this reason, it is obvious that a set like
the union of two nonintersecting discs is not convex. It the same way, the
complex plane, from which one has removed a line cannot be convex.
Let us look at two examples. C\R and C\[0, +∞[ are clearly not convex,
but they are nevertheless quite diﬀerent; whereas in the case of C\R, the
two halfplanes Π
+
and Π
−
are strictly ’disconnected’, it is not the case for
C\[0, +∞[: in this case, two points with positive real parts cannot be joined
by a straight line segment, but they can clearly be joined by a ﬁnite series of
line segments that ’avoid’ [0, +∞[. This illustrate the fact that convexity is
not suﬃcient to characterize a subset of C. One should introduce a class of
sets for which polygonal routes can be employed to join points in the sets.
Let us ﬁrst deﬁne a polygonal route precisely.
Deﬁnition 10. Let (z
0
, z
1
, ...z
n−1
, z
n
) ∈ C
n+1
, for n ∈ N
∗
. A polygonal
route from z
0
to z
n
is the set:
[z
0
, z
1
] ∪ [z
1
, z
2
] ∪ ... ∪ [z
n−1
, z
n
] .
34 CHAPTER 1. THE COMPLEX PLANE
Figure 1.10: A polygonal route between a and b in S.
This allows us to characterize subsets like C\[0, +∞[:
Deﬁnition 11. A subset S ⊆ C is polygonally connected iﬀ
_
∀(a, b) ∈ S
2
, ∃(z
1
, ..., z
n−1
) ∈ C
n−1
, [a, z
1
] ∪ [z
1
, z
2
] ∪ ... ∪ [z
n−1
, b] ⊆ S
_
This means that for any two points a and b of S, there exists a polygonal
route from a to b that lies completely in S.
It is clear that every convex set in polygonally connected. Any annulus, on
the contrary, is polygonally connected but not convex.
Deﬁnition 12. • A subset G of C is connected iﬀ it cannot be de
composed into the union of nonempty open sets G
1
and G
2
such that
G
1
∩G
2
= ∅. In other words, if G is connected and G
1
⊆ G and G\G
1
are both open, then, necessarily G
1
= G or G
1
= ∅.
1.3. A BIT OF TOPOLOGY IN THE COMPLEX PLANE 35
• A nonempty open connected subset of C is called a region.
Theorem 3. Let G ⊆ C be a nonempty open set. Then, G is a region iﬀ
G is polygonally connected. In particular, any nonempty open convex set is
a region.
Proof. First, suppose that G is a region. Let a ∈ G and:
G
1
= {z ∈ G, ∃ a polygonal route from a to z in G} .
G
1
is then the subset of G that is polygonally connected to a. We will write:
G
2
= G\G
1
. It is clear that G
1
= ∅, because a ∈ G
1
. The idea of the
proof is to show that both G
1
and G
2
are open. Since G is a region it is
connected, so this implies that G = G
1
. G is open, so, for any z ∈ G, we
can ﬁnd a r > 0 such that D(z, r) ⊆ G. Let w be an element of D(z, r). By
construction [z, w] ⊆ D(z, r) ⊆ G. If z ∈ G
1
, then there is, by deﬁnition a
polygonal route in G from a to z in G
1
, and the addition of [z, w] to this
route gives a new polygonal route from a to w via z, so that, w ∈ G
1
. This
means that D(z, r) ⊆ G
1
, and G
1
is open. On the other hand, if z ∈ G
1
(z ∈ G
2
), that means that there is no polygonal route from a to z, so clearly
no polygonal route from a to z via w. Hence w ∈ G
2
. Then, we have shown
that D(z, r) ⊆ G
2
, proving that G
2
is open. G
1
and G
2
are thus both open.
It follows, by connectedness of the region G, since G
1
= ∅, that G
1
= G,
and therefore, G is polygonally connected.
Conversely, suppose that G is nonempty, open and polygonally con
nected. In order to prove the result by contradiction, we will suppose that
G is not a region. In other words, we suppose that there exist two dis
joint nonempty open sets G
1
and G
2
such that G = G
1
∪ G
2
. Consider
a ∈ G
1
and b ∈ G
2
. Since G is polygonally connected, we can construct
a polygonal route between a and b in G, P = [z
0
, z
1
] ∪ ... ∪ [z
n−1
, z
n
] with
36 CHAPTER 1. THE COMPLEX PLANE
Figure 1.11: Proof that G is a region iﬀ it is polygonally connected.
a = z
0
and b = z
n
. Then, at least one of the line segments [z
k
, z
k+1
] is such
that z
k
∈ G
1
and z
k+1
∈ G
2
. A point of this segment can be described
by z(t) = (1 − t)z
k
+ tz
k+1
with t ∈ [0, 1]. Since G
1
∩ G
2
= ∅, for each
t ∈ [0, 1], either z(t) ∈ G
1
, or z(t) ∈ G
2
. Moreover, since G
1
and G
2
are
open, if z(t) ∈ G
1
(resp. z(t) ∈ G
2
), then ∃ > 0, z(t + ) ∈ G
1
(resp.
∃ > 0, z(t + ) ∈ G
2
). Let S = sup{t ∈ [0, 1], z(t) ∈ G
1
}. It is clear, from
what we just said, that q ∈]0, 1[ (because G
1
is open, so there is necessarily
an element of the segment close enough to z
k
to still be in G
1
). But we can
iterate this process! Consider z(q). Since G
1
is open, there exists > 0 such
that z(q + ) ∈ G
1
, in contradiction with the deﬁnition of q. If z(q) ∈ G
2
,
since G
2
is open, we can also ﬁnd a δ > 0 such that, for all s satisfying
0 < q −δ < s ≤ q, we have z(s) ∈ G
2
. This again contradicts the deﬁnition
of q. Hence, we see that G has to be a region.
1.3.3 Limits and continuity
It is time to start investigating genuine notions of complex analysis. We will
begin with the concepts of limits and continuity.
1.3. A BIT OF TOPOLOGY IN THE COMPLEX PLANE 37
A few deﬁnitions
We ﬁrst have to deﬁne what we will call sequences, as well as some properties
of these sequences.
Deﬁnition 13. • A sequence (z
n
)
n∈N
is a onetoone relation between
the natural numbers n ∈ N and complex numbers z
n
. In other words,
it is an ordered list of complex numbers. Please note that, in some
cases, we will need to deﬁne a sequence on a subset of N rather than
N itself.
• A sequence (z
n
)
n∈N
is bounded iﬀ there exists M ∈ R such that,
∀n ∈ N, z
n
 ≤ M.
• A sequence (z
n
)
n∈N
converges with limit a ∈ C iﬀ
∀ > 0, ∃N ∈ N, n ≥ N ⇒z
n
−a < .
• A sequence (u
k
)
k∈N
is a subsequence of the sequence (z
n
)
n∈N
iﬀ
there exists natural numbers (n
i
)
i∈N
with ∀i ∈ N, n
i
< n
i+1
, such that
∀k ∈ N, u
k
= z
n
k
.
The convergence of a sequence is simply the fact that, for n big enough,
the members of the sequence accumulate arbitrarily close around a given
complex number a, that is, for this reason called the limit of the sequence.
We will use the following notation to describe a limit:
lim
n→+∞
z
n
= a.
We can now deﬁne limits and continuity for complexvalued functions.
Deﬁnition 14. Let f : S →C be a function deﬁned on a subset S ⊆ C.
• Let a ∈
¯
S. Then, the limit of f when z tends to a, noted lim
z→a
f(z)
exists and is equal to w ∈ C iﬀ
∀ > 0, ∃δ > 0, (z ∈ S, 0 < z −a < δ) ⇒f(z) −w < .
38 CHAPTER 1. THE COMPLEX PLANE
• Let a ∈ S. f is continuous at a iﬀ
∀ > 0, ∀δ > 0, (z ∈ S, z −a < δ) ⇒f(z) −f(a) < .
Note, in the deﬁnition of the limit, that z − a > 0, i.e., the limit is
determined by what happens to the function as it approaches a. f may not
even be deﬁned at this point a, so its value there is of no importance for the
concept of limit. It is diﬀerent for the notion of continuity. Nevertheless,
one sees that a function is continuous iﬀ lim
z→a
f(z) exists and equals f(a).
Obviously, a function is said to be continuous if it is continuous at each
point of its domain.
The operations on limits translate easily from those in the case of real
analysis, and we will use them without further proofs. We simply list them
here for functions (similar results hold for sequences).
Proposition 8. Let f : S ⊆ C → C and g : T ⊆ C → C, Let z
0
∈ S ∩ T,
and suppose that:
lim
z→z
0
f(z) = A and lim
z→z
0
g(z) = B.
Then:
lim
z→z
0
(f +g) (z) = A+B
lim
z→z
0
(fg) (z) = AB
lim
z→z
0
_
f(z)
g(z)
_
=
A
B
if b = 0..
Also, it is intuitive (and easy to prove) that a complex sequence and a
complex function converge iﬀ their real and imaginary parts converge in R.
We also list a few important results that we will use later without proofs:
these proofs would be long and timeconsuming without bringing anything
decisive to the subject of these lectures. Moreover, they can be easily
adapted from their counterparts in real analysis.
Theorem 4. Any bounded sequence in C has a convergent subsequence.
1.3. A BIT OF TOPOLOGY IN THE COMPLEX PLANE 39
A corollary of this theorem is that any inﬁnite compact subset S of C
has a limit point in S. This is known as the BolzanoWeierstrass theorem.
This leads to the important convergence theorem:
Theorem 5. Cauchy convergence theorem.
(z
n
)
n∈N
converges iﬀ ∀ > 0, ∃N ∈ N, ∀(m, n) ∈ N
2
, m, n ≥ N, z
m
−z
n
 < .
Another useful result is:
Theorem 6. Let S ⊂ C be compact, and f : S →C a continuous function.
Then:
• f is bounded,i.e.:
∃M > 0, ∀z ∈ S, f(z) ≤ M
• f attains its bounds, i.e.:
∃(z
1
, z
2
) ∈ S
2
, f(z
1
) ≤ f(z) ≤ f(z
2
) .
Finally, we conclude this section by a last, unproven theorem from real
analysis, that is a direct consequence of the intermediate value theorem:
Theorem 7. Let [a, b] ∈ R and f : [a, b] →Z a continuous function. Then,
f is constant.
1.3.4 Exercises
1. Determine if the following sets of the complex plane are open, closed
or neither open nor closed:
(i) S
1
= {z ∈ C, z < 1, 0 < arg(z) < π/3};
(ii) S
2
= D(i, 2) ∪ D(2, 1);
(iii) S
3
= {z ∈ C, Im(z) = 1, 0 < Re(z) < 1}.
2. Find the limits, if they exist, of the following complex sequences:
40 CHAPTER 1. THE COMPLEX PLANE
(i) u
n
= (i)
n
;
(ii) u
n
=
(i)
n
n
;
(iii) u
n
=
1
n
+i;
(iv) u
n
=
n
2
−2in+4
in
2
+6n+3−i
.
3. Find, if they exist, the following limits of complex functions:
(i) lim
z→i
z
2
+z+i
2iz
3
+z+3
;
(ii) lim
z→1+
√
3i
arg(z)
z
;
(iii) lim
z→i/2
1
4z
2
+1
.
4. Determine whether or not the following functions are continuous at
the given a ∈ C:
(i) f(z) = z
2
+iz + 2, a = i;
(ii) f(z) =
arg(z)
z
2
+1
, a = i;
(iii) f(z) =
z+1
z−2
, a = i.
1.4 Curves, paths and contours
This section is an introduction to a key object in complex analysis: contours.
Indeed, in order to develop the theory of integration in the complex plane,
we will need to go beyond the simple description of curves as subset of the
complex plane, as we have done so far. We will need to consider them as
route followed by a moving point; this is exactly what we have done in the
proof of Theorem 3, when we had to consider the points of a segment whose
endpoints were in two diﬀerent open sets. For that, the route followed by
the moving point is described by a real parameter, the complex number
corresponding to the point being a function of this real parameter.
1.4. CURVES, PATHS AND CONTOURS 41
1.4.1 Deﬁnitions
Let us begin by deﬁning the concepts of curves and paths.
Deﬁnition 15. Let (a, b) ∈ R
2
and [a, b] be a closed bounded interval of R.
A curve γ with parameter interval [a, b] is a continuous function γ : [a, b] →
C. Its initial point is γ(a), and its ﬁnal point is γ(b). γ is closed iﬀ
γ(a) = γ(b).
γ is said to be simple iﬀ ∀(s, t) ∈]a, b[, s = t, γ(s) = γ(t).
For such a curve γ, we will denote the image of [a, b], i.e. {γ(t), t ∈ [a, b]}
by γ
∗
. The curve γ is said to lie in a set S iﬀ γ
∗
⊆ S.
Remark 4. [a, b] is a compact set of R. Since γ
∗
is its image through the
continuous function γ it is thus also compact (in C). This implies that γ
∗
is a closed set.
One sees that, in the notion of curve, there is naturally embedded, a
notion of orientation: the image of the curve is described in a particular
direction, from γ(a) to γ(b). Of course, for any curve γ, there is a curve −γ
with the same image but the opposite orientation:
(−γ)(t) = γ(a +b −t), for t ∈ [a, b].
A line segment between two point z
a
and z
b
is clearly the image in the
complex plane of the curve γ : [0, 1] → C such that ∀t ∈ [0, 1], γ(t) =
(1 −t)z
a
+tz
b
.
One sees that it is fairly simple to join curves together to form new
curves: if γ
1
and γ
2
are two curves deﬁned respectively on [a
1
, b
1
] and [a
2
, b
2
],
such that γ
1
(b
1
) = γ
2
(a
2
), their join γ can be deﬁned as γ : [a, b] →C, with:
γ(t) =
_
γ
1
(t) if t ∈ [a
1
, b
1
],
γ
2
(t +a
2
−b
1
) if t ∈ [b
1
, b
1
+b
2
−a
2
].
Then, a polygonal route as those used in the previous section is the image
of the join of line segments.
42 CHAPTER 1. THE COMPLEX PLANE
Deﬁnition 16. A function f : [a, b] ⊂ C is said to be diﬀerentiable at
t ∈ [a, b] iﬀ
lim
h→0
g(t +h) −g(t)
h
with t +h ∈ [a, b], exists.
It is diﬀerentiable iﬀ it is diﬀerentiable at any t ∈ [a, b]. If it exists, this
limit is noted g
(t) and is called the derivative of g at t.
A curve γ is smooth if it has a continuous derivative for all value of t
in [a, b].
Deﬁnition 17. A path is the join of ﬁnitely may smooth curves.
Remark 5. Note that any curve is certainly the join of ﬁnitely many smooth
curves, with the requirement that the pieces don’t intersect, whereas, in a
path, they can intersect as many times as they want.
1.4.2 Contours
It is clear that circlines are a special case of paths. We have seen that the
line segment between z
a
and z
b
is simply the curve γ : [0, 1] →C such that
∀t ∈ [0, 1], γ(t) = (1 − t)z
a
+ tz
b
, that is also a path. Moreover, a circular
arc centred on a ∈ C, of radius r > 0, between two angles θ and φ such that
0 ≤ φ − θ ≤ 2π, and described clockwise (resp. anticlockwise) is the image
of the path γ (resp. −γ) such that γ(t) = a +re
it
for t ∈ [θ, φ].
A circline path is the join of ﬁnitely many paths corresponding to line seg
ments or circular arcs.
Deﬁnition 18. A contour is a simple, closed circline path.
To put it short, the image of a contour is made of ﬁnitely many circular
arcs and line segments that do not cross each other. A contour is said to be
positively oriented iﬀ, as t increases, its image is described anticlockwise
round any point inside it.
1.4. CURVES, PATHS AND CONTOURS 43
1.4.3 Exercises
1. Give a parametrisation of the following contours:
(i) the square ABCD, with A = −1 − i, B = −1 + i, C = 1 + i,
D = −1 +i;
(ii) the arc of circle centered on 0, between A =
√
3 +i and B = 2i;
(iii) the contour made of the segment [−R, R], together with the pos
itive semicircle between R and −R.
2. Consider the three curves:
γ
1
(t) =
√
2
2
(1 +i)t for t ∈ [0, 1]
γ
2
(θ) = e
iθ
for θ ∈
_
π
4
,
3π
4
_
γ
3
(s) =
√
2
2
(−1 +i)s for s ∈ [0, 1].
Characterize the image: γ
∗
1
∪ γ
∗
2
∪ (−γ
3
)
∗
.
44 CHAPTER 1. THE COMPLEX PLANE
Chapter 2
Complex functions
45
46 CHAPTER 2. COMPLEX FUNCTIONS
We are now entering in the heart of complex analysis. Before studying
the class of functions that are of most interest in complex analysis, i.e. holo
morphic functions, in the next chapter, we will concentrate in the present
chapter on complex series, and a certain number of complex functions that
are deﬁned through their series expansions. The last such function that we
will present is the complex logarithm, and it will be the occasion to introduce
the concept of multifunction and its phenomenology.
2.1 Complex series and power series
As you remember, many real functions f : R →R can be expressed as power
series:
f(x) =
+∞
n=0
c
n
x
n
,
the c
n
’s being real constants, at least on a given interval x ∈] −R, R[, where
R is called the radius of convergence of the series. In real analysis, one
has a few criteria to determine the radius of convergence of a series, but
no clear reason to understand the speciﬁc value of this quantity for a given
series. Consider for example the two real functions:
F(x) =
1
1 −x
2
and G(x) =
1
1 +x
2
.
By using the geometric series:
1
1 −y
=
+∞
n=0
y
n
for y ∈] −1, 1[ ,
and making the changes of variable y = x
2
for F and y = −x
2
for G, one
ﬁnds that:
F(x) =
+∞
n=0
x
2n
G(x) =
+∞
n=0
(−1)
n
x
2n
.
2.1. COMPLEX SERIES AND POWER SERIES 47
Both these series have a radius of convergence R = 1 (you can apply the
ratio or the root tests). In the case of F, the reason for that can easily be
understood in real analysis: the function diverges at x = ±1, so that its
radius of convergence corresponds to the ﬁrst singularity in the function;
the divergence in the series expansion is the result of a genuine divergence
in the function itself. But what about G? it is perfectly regular at x = ±1,
and yet, its series expansion is only valid in ] − 1, 1[. This can easily be
understood if we now go to the complex plane. Consider
˜
G(z) = 1/(1 +z
2
)
to be the extension of G to complex variables. Then, it is clear that
˜
G is
divergent iﬀ 1 + z
2
= 0, in other words, at z = ±i. The distance between
the centre of the expansion, 0, and ±i is exactly 1. And again, the radius
of convergence of the real series corresponds to the distance to the nearest
singularity, but this time in the complex function that generalizes the real
function to complex variables! This is a general and very powerful result,
and we will see in the following of this course how complex series are much
easier to deal with than real series, and to a certain extend, how a lot of
results from real analysis are much more understandable when we consider
them in the complex plane. In this section, we will properly deﬁne complex
series and complex power series, and explore a few of their properties. We
will see in the next chapter how they are key to complex analysis.
2.1.1 Complex series
Deﬁnition 19. Let (c
n
)
n∈N
be a complex sequence. The complex series
c
n
of generic term c
n
is the sequence of the partial sums of c
n
: s
N
=
N
n=0
c
n
. The series
c
n
is said to converge iﬀ the sequence s
N
converges
when N →+∞. The limit is then: s =
+∞
n=0
c
n
.
As in the case of sequences, and for the same reasons, a complex series
converges iﬀ its real and imaginary parts converge in R.
Example 2. Here are a few complex series:
48 CHAPTER 2. COMPLEX FUNCTIONS
(i)
(i)
n
;
(ii)
(i+1)
n
n
2
;
(iii)
_
1
2
_
n
e
inπ/3
.
Let us list a series of results about convergent series.
Theorem 8. If
c
n
converges, then:
(i) lim
n→+∞
c
n
= 0;
(ii) ∃M > 0, ∀n ∈ N, c
n
 ≤ M .
Proof. (i) Use the Cauchy convergence criterion for the partial sums:
n
i=0
c
i
converges
⇔ ∀ > 0, ∃N ∈ N, ∀(m, n) ∈ N
2
, m > N, n > N, 
m
i=0
c
i
−
n
j=0
c
j
 <
⇒ ∀ > 0, ∃N ∈ N, ∀(m, n) ∈ N
2
, m ≥ n > N, 
m
k=n
c
k
 < .
In particular, for m = n:
∀ > 0, ∃N ∈ N, ∀n ∈ N, n > N, c
n
 < ,
which is exactly the expression of the fact that c
n
converges towards
0.
(ii) The second point is a direct consequence of the ﬁrst one: if there exists
an n such that c
n
 > M, then their is an obvious contradiction with
the ﬁrst point.
Proposition 9. Let
a
n
and
b
n
be two convergent complex series.
Then, for any k ∈ C,
(a
n
+kb
n
) is a convergent series, and
+∞
n=0
(a
n
+kb
n
) =
+∞
n=0
a
n
+k
+∞
n=0
b
n
.
2.1. COMPLEX SERIES AND POWER SERIES 49
Proof. For ease of notation, let us write A =
+∞
n=0
a
n
and B =
+∞
n=0
a
n
.
Then, for k ∈ C:
n
i=0
(a
i
+kb
i
) −(A+kB) =
_
n
i=0
a
i
−A
_
+k
_
n
i=0
b
i
−B
_
.
The triangle inequality then gives:
¸
¸
¸
¸
¸
n
i=0
(a
i
+kb
i
) −(A+kB)
¸
¸
¸
¸
¸
≤
¸
¸
¸
¸
¸
n
i=0
a
i
−A
¸
¸
¸
¸
¸
+
¸
¸
¸
¸
¸
k
_
n
i=0
b
i
−B
_¸
¸
¸
¸
¸
.
Let > 0. Since both
a
n
and
b
n
converge, there exists N > 0 such
that for all n > N:
¸
¸
¸
¸
¸
n
i=0
a
i
−A
¸
¸
¸
¸
¸
<
2
¸
¸
¸
¸
¸
n
i=0
b
i
−B
¸
¸
¸
¸
¸
<
2k
.
Hence, for any n > N, 
n
i=0
(a
i
+kb
i
) −(A+kB) < . This shows the
required convergence and limit.
Proposition 10. Let
c
n
be a complex series.
If the (real) series
c
n
 converges, then
c
n
converges.
c
n
is then said
to be absolutely convergent.
Proof. By the triangle inequality, we have, if m > n:
¸
¸
¸
¸
¸
m
i=0
c
i
−
n
i=0
c
i
¸
¸
¸
¸
¸
=
¸
¸
¸
¸
¸
n
k=n
c
k
¸
¸
¸
¸
¸
≤
m
k=n
c
k
 .
But,
c
n
converges, so it is a Cauchy sequence in R. Hence:
∀ > 0, ∃N > 0, ∀m > n > N,
¸
¸
¸
¸
¸
¸
m
i=0
c
i
 −
n
j=0
c
j
¸
¸
¸
¸
¸
¸
=
¸
¸
¸
¸
¸
m
k=n
c
k

¸
¸
¸
¸
¸
<
Since ∀n ∈ N, c
n
 > 0, we have 
m
k=n
c
k
 =
m
k=n
c
k
. So, using the ﬁrst
inequality, we have shown that:
∀ > 0, ∃N > 0, ∀m > n > N,
¸
¸
¸
¸
¸
m
i=0
c
i
−
n
i=0
c
i
¸
¸
¸
¸
¸
< .
50 CHAPTER 2. COMPLEX FUNCTIONS
This proves that
n
i=0
c
i
is a Cauchy sequence. Hence it converges.
We can now prove a certain number of criteria that will be very useful
in investigating the convergence of complex series.
Proposition 11. Comparison test.
Let
b
n
be a convergent real series with ∀n ∈ N, b
n
≥ 0. Let (a
n
)
n∈N
be a
complex sequence.
If ∃k > 0, ∀n ∈ N, a
n
 ≤ kb
n
, then
a
n
is absolutely convergent, and hence
convergent.
The proof is evident and is left to the reader.
Proposition 12. Ratio test (aka: d’Alembert’s test):
Let
c
n
be a complex series such that:
lim
n→+∞
¸
¸
¸
¸
c
n+1
c
n
¸
¸
¸
¸
= l exists.
Then:
(i)
c
n
, and hence
c
n
, converges if l < 1;
(ii)
c
n
 diverges if l > 1;
(iii) the test is inconclusive if l = 1.
The test is inconclusive if l = 1.
Proof. We consider the complex series
c
n
such that lim
n→+∞
¸
¸
¸
c
n+1
cn
¸
¸
¸ = l
exists, and we note v
n
= c
n+1
/c
n
.
(i) Let us suppose that l¡1. Then for n big enough, all the v
n
’s will be
arbitrarily close to l. This means that there is an α < 1 such that for
there exists N ∈ N for which, if n > N, v
n
<≤ α, or, equivalently:
2.1. COMPLEX SERIES AND POWER SERIES 51
c
n+1
 ≤ αc
n
. In particular:
c
N+1
 ≤ αcN
c
N+2
 ≤ αC
N+1

...
c
n
 ≤ αc
n−1

This gives: c
n
 ≤ c
N
α
−N
α
n
, for any n > N. For α < 1, the series
n
α
converges, so, the comparison test proves that
c
n
is absolutely
convergent, hence convergent.
(ii) A similar argument in the case l > 1 proves that
c
n
 diverges.
Proposition 13. Root test.
Let (c
n
)
n∈N
be a complex sequence such that lim
n→+∞
n
_
c
n
 = l exists.
Then:
(i) if l < 1, then
c
n
 converges (so does
c
n
);
(ii) if l > 1, then
c
n
 diverges;
(iii) if l = 1, then the test is inconclusive.
Proof. The proof is analogue to the one for the ratio test: in the case l < 1,
there are α < 1, and N ∈ N such that for any n > N,
n
_
c
n
 ≤ α. So,
c
n
 ≤ α
n
. The comparison test ends the proof.
2.1.2 Power series
Now that we have set the general context for complex series, we turn to the
particular case of power series.
Deﬁnition 20. A power series is a complex series of the form
c
n
(z−a)
n
,
where a ∈ C, (c
n
)
n∈N
is a complex sequence, and z ∈ C.
52 CHAPTER 2. COMPLEX FUNCTIONS
It is clear that, up to a redeﬁnition Z = z − a, one could work with
power series of the form
c
n
Z
n
, but the introduction of z − a will make
more sense in the future development. It is important to note that power
series are diﬀerent from polynomials: polynomials have only ﬁnitely many
terms.
Example 3. Here are a few examples of power series:
(i)
(−i)
n
(z −2)
n
;
(ii)
1
n
2
z
n
;
(iii)
_
n
2
+ 2n + 1
_
(z −i)
n
.
Note that power series are functions of the complex variable z. Hence,
their convergence will depend on the value of z. This is why we introduce
the notion of radius of convergence.
Deﬁnition 21. The radius of convergence, R ∈ R∪{+∞}, of the power
series
c
n
(z −a)
n
is:
R = sup{z −a,
c
n
(z −a)
n
converges}.
We will write R = +∞ if the series converges everywhere (for any value
of z). In other words, R is the radius of the biggest open disk around a on
which
c
n
z
n
converges; outside the closed disk, the series diverges, and it
can converge or diverge on the disk itself. This justiﬁes the term ’radius of
convergence’. Actually, we have deﬁned the radius of convergence in terms
of ordinary convergence of the series
c
n
z
n
, but we have a stronger result.
This is the topic of the following lemma.
Lemma 1. Let
c
n
z
n
be a power series with radius of convergence R.
Then:
(i)
c
n
z
n
converges absolutely on D(0, R);
(ii)
c
n
z
n
diverges for any z ∈ C\
¯
D(0, R) (i.e. for z > R).
2.1. COMPLEX SERIES AND POWER SERIES 53
Proof. (i) Let z ∈ D(0, R). Then, by deﬁnition z < R. By deﬁnition
of a supremum, there exists w ∈
¯
D(0, r) such that z < w ≤ R
and
c
n
w
n
converges. Then, c
n
w
n
 is bounded: there exists M > 0
such that ∀n ∈ N, c
n
w
n
 ≤ M. Moreover, c
n
z
n
 = c
n
w
n
.
¸
¸
z
w
¸
¸
n
≤
M
¸
¸
z
w
¸
¸
n
. Now, since z/w < 1 by construction,
¸
¸
z
w
¸
¸
n
is nothing
but a geometric series and thus, it converges towards 1/(1 − q) with
q =
¸
¸
z
w
¸
¸
. Finally, the comparison test implies that
c
n
z
n
converges
absolutely for any z such that z < R.
(ii) Now, let us pick z such that z > r and suppose for a contradiction
that
c
n
z
n
. Then, there exists M > 0 such that, for any n ∈ N,
c
n
z
n
 < M. Now, the region for which z > R is open; son we can pick
up w with R ≤ w < z. Then: c
n
w
n
 = c
n
z
n

¸
¸
w
z
¸
¸
n
≤ M
¸
¸
w
z
¸
¸
n
. The
geometric series

¸
¸
w
z
¸
¸
n
converges because w/z < 1. Hence, by the
comparison test,
c
n
w
n
converges, which contradicts the deﬁnition
of R.
It remains now to give a few criteria to ﬁnd the radius of convergence
of power series. These criteria are direct consequences of the ratio and root
tests for series.
Proposition 14. Let
c
n
z
n
be a power series with radius of convergence
R. Then:
R
−1
= lim
n→+∞
n
_
c
n
 = lim
n→+∞
¸
¸
¸
¸
c
n+1
c
n
¸
¸
¸
¸
.
Of course, the last formula only applies if the c
n
’s are nonzero.
Proof. Simply applies the ratio and root tests to the power series.
Finally, let us note that we could deﬁne series of functions that are
standard complex series depending on a variable z ∈ C, but are not power
series. For example:
(i)
z
2n
1+nz
;
54 CHAPTER 2. COMPLEX FUNCTIONS
(ii)
_
z−i
z+2i
_
n
.
The convergence of such series will, again, depend on the value of z, but,
in general, one cannot speak of a radius of convergence anymore, because
the subset of the complex plane where they converge is no longer necessarily
a disk, but can be more complicated. Can you determine the set of z for
which the two examples above converge, using the ratio or the root tests?
2.1.3 Exercises
1. Consider the geometric series:
z
n
, for z ∈ C. Prove that the series
converges inside D(0, 1), and that:
∀z ∈ C, z < 1,
+∞
n=0
z
n
=
1
1 +z
.
2. Using the previous result, prove that:
∀z ∈ C, z < 1,
+∞
n=0
(−1)
n
z
n
=
1
1 −z
.
3. Find the radius of convergence, and the disk of convergence of the
following power series:
(i)
(−i)
n
n
(z −2i)
n
;
(ii)
n
2
+3n+2
in
2
+n+1
(z −3)
n
;
(iii)
(1 +i)
n
(z −1)
n
.
2.2 Some complex functions
Now that we know the main properties of power series, we are going to use
them to build some fundamental functions of complex analysis.
2.2. SOME COMPLEX FUNCTIONS 55
2.2.1 The exponential function
The ﬁrst, and certainly one of the most important complex function is the
exponential function. There are many way to introduce it, and we will
choose to deﬁne it through its power series expansion.
Proposition 15. Consider the complex power series
z
n
n!
. It has an inﬁ
nite radius of convergence.
Proof. Let us apply the ratio test to the series:
¸
¸
¸
¸
z
n+1
/(n + 1)!
z
n
/n!
¸
¸
¸
¸
=
z
n + 1
.
This ratio tends to 0 for any value of z, hence, the series converges with an
inﬁnite radius of convergence.
Since this series reduces to the Taylor expansion of the exponential func
tion when z is restricted to be a real number, we propose the following
deﬁnition
Deﬁnition 22. We call complex exponential function, and we note
e
z
= exp(z) the limit of the series
z
n
n!
:
∀z ∈ C, e
z
=
+∞
n=0
z
n
n!
.
Here are the fundamental properties of the exponential:
Proposition 16. (i) e
0
= 1;
(ii) e
z+w
= e
z
e
w
;
(iii) ∀z ∈ C, e
z
= 0.
Proof. (i) The result is obvious if one puts z = 0 in the series expansion.
56 CHAPTER 2. COMPLEX FUNCTIONS
(ii) By deﬁnition, we have
+∞
n=0
z
n
n!
= lim
N→+∞
N
n=0
z
n
n!
, and this se
quence converges. Hence, its product with the same sequence with z
replaced by w also converges, and it does so towards the product of
the two limits. In other words:
e
z
e
w
= lim
N→+∞
N
n=0
N
p=0
z
n
n!
w
p
p!
= lim
N→+∞
_
1 +z +
z
2
2!
+...
z
N
N!
_
[1 +w +
w
2
2!
+... +
w
N
N!
]
= lim
N→+∞
_
1 + (z +w) +
(z +w)
2
2!
+... +
(z +w)
N
N!
_
= e
z+w
The third line was obtained by using Newton’s binomial formula: (z +
w)
N
=
N
k=0
n!
(n−k)!k!
z
k
w
n−k
.
(iii) Using the ﬁrst two results, we have e
z
e
−z
= 1, hence e
z
= 0.
Note that the coeﬃcients in the series expansion of the complex exponen
tial are real numbers, so, if one restricts z to be a real number, one recovers
the usual real exponential function. This leads to the following property: if
we write: z = x +iy with (x, y) ∈ R
2
, we have:
e
z
 = e
x
.
This necessarily implies that ∀y ∈ R, e
iy
 = 1.
Proof. To prove the ﬁrst statement, let us write:
e
z

2
= e
z
e
z
= e
z
e
¯ z
= e
z+¯ z
= e
2x
= (e
x
)
2
2.2. SOME COMPLEX FUNCTIONS 57
The second line results from the expansion of the exponential and of the
fact that complex conjugation is continuous, implying that one can invert
conjugation and limit. This gives e
z
 = e
x
, since both sides are positive
real numbers. Finally, since e
z
 = e
x+iy
 = e
x
e
iy
, we have trivially that
e
iy
 = 1 (remember that ∀z ∈ C, e
z
= 0).
Remark 6. We have not yet made the link between the complex exponential
introduced here and the one we introduced for notational purposes in the
ﬁrst chapter, while discussing Euler’s formula. This link will come soon,
once we have treated complex trigonometric functions.
Before commenting brieﬂy on the geometry of the mapping generated by
the complex exponential, it will be useful to introduce another characteri
zation of the exponential.
Proposition 17.
∀z ∈ C, e
z
= lim
n→+∞
_
1 +
z
n
_
n
.
Proof. Using the binomial theorem:
_
1 +
z
n
_
n
=
n
p=0
n!
p!(n −p)!
_
z
n
_
p
=
n
p=0
n!
p!(n −p)!n
p
z
p
Hence, it is enough to prove that
n!
(n−p)!n
p
tends to 1 when n tends to inﬁnity,
because then, we recover the series expansion of the exponential. Indeed,
we have:
n!
(n −p)!
= n(n −1)...(n −p + 1) ∼ n
p
when n →+∞ .
So, it is clear that
n!
(n−p)!n
p
∼ 1 when n →+∞.
The geometry of the mapping induced by the exponential can be char
acterized as follow:
58 CHAPTER 2. COMPLEX FUNCTIONS
• A vertical line L = {z ∈ C, z = x + iy, x = a ∈ R} is mapped into a
circle of centre 0 and of radius e
x
.
• An horizontal line l = {z ∈ C, z = x + iy, y = b ∈ R} is mapped into
a line through 0 making an angle b with the real axis.
2.2.2 Complex trigonometric and hyperbolic functions
As for the exponential, we shall use power series to deﬁne complex trigono
metric and hyperbolic functions. We will see that there exists a strong dual
ity between trigonometric and hyperbolic functions of the real variables, in
the sense that cos(z) (resp. sin(z)) reduces to the real cosinus (resp. real si
nus) on the real axis, and to the real cosh (resp. real sinh) on the imaginary
axis.
Deﬁnition 23. Let z ∈ C. We deﬁne the trigonometric and hyperbolic
complex functions as:
cos(z) =
+∞
n=0
(−1)
n
z
2n
(2n)!
cosh(z) =
+∞
n=0
z
2n
(2n)!
sin(z) =
+∞
n=0
(−1)
n
z
2n+1
(2n + 1)!
sinh(z) =
+∞
n=0
z
2n+1
(2n + 1)!
.
The fact that these series converge can easily be realized by applying the
ratio test to each of them. This will also show that they have an inﬁnite
radius of convergence. It is now apparent, by a simple reorganization of the
terms of the trigonometric series, that:
∀z ∈ C, e
iz
= cos(z) +i sin(z) .
2.2. SOME COMPLEX FUNCTIONS 59
This implies, in particular, Euler’s formula:
∀θ ∈ R, e
iθ
= cos(θ) +i sin(θ) .
Also, we can see that de Moivre’s formula follows straightforwardly from the
deﬁnitions introduced above. Equivalently, one can write the trigonometric
and hyperbolic functions in terms of the exponential. For z ∈ C:
cos(z) =
e
iz
+e
−iz
2
; sin(z) =
e
iz
−e
−iz
2i
;
cosh(z) =
e
z
+e
−z
2
; sinh(z) =
e
z
−e
−z
2
.
By a simple comparison of these formulae (or, equivalently, using the
series expansions) one sees that:
∀z ∈ C, cos(iz) = cosh(z) and sin(iz) = i sinh(z) .
Restricting these relations to the real and imaginary axis lead to the prop
erties cited in the introduction.
Addition properties of complex trigonometric and hyperbolic functions
are exactly identical to their counterparts for real variables. If (z, w) ∈ C
2
:
cos(z +w) = cos(z) cos(w) −sin(z) sin(w)
sin(z +w) = cos(z) sin(w) + sin(z) cos(w)
cosh(z +w) = cosh(z) cosh(w) + sinh(z) sinh(w)
sinh(z +w) = cosh(z) sinh(w) + sinh(z) cosh(w) .
These properties follow directly from the expressions of the trigonomet
ric and hyperbolic functions in terms of the exponential. Note that the
similar relations for substractions come from the symmetry properties of
the functions:
cos(−z) = cos(z) ; sin(−z) = −sin(z)
cosh(−z) = cosh(z) ; sinh(−z) = −sinh(z) .
60 CHAPTER 2. COMPLEX FUNCTIONS
2.2.3 Roots of unity
Now that we have deﬁned properly the complex exponential and trigono
metric functions, we are equipped to study an important set of algebraic
equations For z ∈ C and n ∈ N
∗
, let us consider the equation z
n
= 1. By
writing z = re
iθ
, it is immediate that r = 1 (z
n
 = z
n
). Hence, the points
z satisfying the equation are located on the unit circle. Then, we have:
_
e
iθ
_
n
= 1 ⇔ e
inθ
= 1
⇔ cos(nθ) +i sin(nθ) = 1
⇔ cos(nθ) = 1 and sin(nθ) = 0
⇔ nθ = 2kπ, k ∈ {0, 1, ..., n −1} . (2.1)
In the last line, note that k is smaller or equal to n−1. This comes from the
fact that the argument of a complex number is deﬁned up to a factor of 2π:
k ≥ n corresponds to values of θ that lead to z = e
iθ
equivalent to the ones
covered by k ∈ {0, 1, ..., n−1}. Hence, the equation z
n
= 1 in C has exactly
n solutions, called the nth roots of unity: z = e
2kπi/n
, k ∈ {0, 1, ..., n−1}.
By construction, they are located on the unit circle, at angles 2kπi/n, with
k ∈ {0, 1, ..., n − 1}: they form a regular ngon centred at 0 and with one
vertex at z = 1. If n is odd, the only real root is z = 1; if n is even, there
are two real roots: z = ±1. The case n = 6 is depicted on ﬁgure 2.1.
We will see in this course that any complex polynomial equation of order
n admits exactly n roots (not necessarily distinct); this is the fundamental
theorem of algebra. There exists many ways to prove this theorem, and
we will prove it in the last chapter of these notes. But, at the moment, you
will be able to prove that a polynomial with real coeﬃcients, of order two,
has always two roots in the complex plane.
Exercise 6. Let az
2
+ bz + c = 0 for (a, b, c) ∈ R
3
and z ∈ C, with a = 0.
2.2. SOME COMPLEX FUNCTIONS 61
Figure 2.1: 6th roots of unity forming a regular hexagon.
Prove that this equation has exactly two roots, given by:
z
1,2
= −
b
2a
±
1
2a
_
b
2
−4ac , if b
2
−4ac ≥ 0
z
1,2
= −
b
2a
±
i
2a
_
b
2
−4ac , if b
2
−4ac < 0
(2.2)
2.2.4 The logarithmic function
Before discussing the complex logarithm in details, we need to come back
to our deﬁnition for the argument of a complex number. The fact that
the complex exponential is periodic with period 2π implies that the real
number θ such that for z ∈ C
∗
, z = re
iθ
is not unique. This is the source of
one subtlety of complex analysis that is not present in real analysis: many
valuedness of complex functions. For any z ∈ C
∗
, we will all the argument
62 CHAPTER 2. COMPLEX FUNCTIONS
(instead of an argument) of z the set:
arg z = {θ ∈ R, z = ze
iθ
} .
In real analysis, the logarithm is the inverse of the exponential function,
i.e., for any x ∈ R
∗
+
, there exists a unique y ∈ R such that e
y
= x. This
y is then denoted y = ln(x). We can apply the same method in complex
analysis: for any z ∈ C
∗
, we look for a w ∈ C such that e
w
= z. Let us write
w = u +iv with (u, v) ∈ R
2
. Then, on has:
z = e
u
e
iv
 = e
u
arg z = {v + 2kπ, k ∈ Z} . (2.3)
Hence, we have:
e
w
= z ⇔w = ln z +iθ, with θ ∈ arg z .
We thus deﬁne the logarithm of any z ∈ C
∗
via:
ln z = {ln z +iθ, θ ∈ arg z} .
This clearly shows that the logarithm of a complex number z is not uniquely
deﬁned: its real part is unique, equal to ln z, but its imaginary part can
be any real number that is an argument of z. This is the ﬁrst example of a
multivalued function: to a given complex number z, the complex logarithm
associates an inﬁnity of complex numbers. In the next section, we will see
how to treat such multifunctions.
2.2.5 Exercises
Solve the following equations in C, and represent the solutions in the complex
plane:
(i) 2z
5
+ 1 = 0;
(ii) z
2
+z + 1 = 0;
2.3. MULTIFUNCTIONS 63
(iii) z
4
+ 2z
2
+ 4 = 0;
(ii) sin(2z) = 2;
(iv) z
4
+i = 0;
(v) z
1/3
= 2i;
(vi) ln(z
2
) = 2 +
π
4
i.
To go further
2.3 Multifunctions
As we have seen with the example of the logarithm, multifunctions appear
everytime we try to invert a complex function (like the exponential) that is
not globally onetoone. In this section, we are going to develop a method
to construct onetoone function from multifunctions. We will come back to
these techniques later, once we have introduced the concept of holomorphy.
2.3.1 Example 1: the logarithmic function
Let us start with the logarithm encountered above:
∀z ∈ C
∗
, ln z = {ln z +iθ, θ ∈ arg z} .
Hence, values of θ that diﬀer from each other by an integer multiple of
2π lead to the same point z = re
iθ
in the complex plane plane, but give
diﬀerent value for its logarithm ln z + iθ. Nevertheless, if we restrict θ ∈
[0, 2π[ or ] − π, π], we obtain a singlevalued function. We will call such a
restriction a principalvalue determination of the argument of z. Usually,
64 CHAPTER 2. COMPLEX FUNCTIONS
Figure 2.2: Cut of the complex plane for the principal determination of the
logarithm.
such a principalvalue determination of the argument is noted θ = Arg(z).
One should note that, despite its name, this prescription does not have
anything particular (despite being the most widely used): any interval of
length 2π that is closed at one end and open at the other one would do the
trick. Let us choose the principal determination by restricting θ ∈] − π, π].
This introduces a branch cut (or cut for short) in the complex plane, i.e.,
the semiaxis of negative real numbers ] − ∞, 0] is cut out of the complex
plane and z cannot cross this cut while roaming in the complex plane. This
cut has two edges: the upper edge is identiﬁed with the argument θ = π,
and the lower edge to θ = −π. Our principal determination implies that
the lower edge of the cut is excluded from the complex plane, but its upper
edge included. The point 0, that is in the cut is called a branch point.
In the cut plane, we can now deﬁne a family of singlevalued functions:
∀k ∈ Z, ∀θ ∈] −π, π], ∀z = re
iθ
∈ C
∗
, f
k
(z) = ln r +i(θ + 2kπ) .
2.3. MULTIFUNCTIONS 65
Clearly, we have that:
∀z ∈ C
∗
, ln z = {f
k
(z), k ∈ Z} .
In the cut plane, each f
k
is continuous, by continuity of its real and imag
inary parts. But on the cut, they are not continuous, and in crossing the
cut from the upper halfplane to the lower halfplane, one has to transfer
from f
k
to f
k+1
: the number k counts the number of time we have accom
plished a complete (anticlockwise) tour around the branch point 0 (neg
ative values indicate clockwise tours). This transfer is continuous because
lim
h→0
+ f
k
(ih) = lim
h→0
− f
k+1
(ih).
2.3.2 Branch points and multibranches
Now that we have seen how to proceed to extract singlevalued functions
from the logarithm, we can try and generalize our intuition to more general
multifunctions.
Let us ﬁrst prove a simple result:
Proposition 18. There is no restriction which selects a real function θ(z) ∈
arg z for all z ∈ C
∗
, so that θ : z →θ(z) is a continuous function.
Proof. Let us assume for a contradiction that such a continuous argument
function θ exists. Then, consider:
v(t) = θ(e
it
) for t ∈ R .
By composition of continuous functions, v : R → R is thus continuous.
Moreover, v(t + 2π) = v(t), so v is periodic, with a period of 2π. Now, v(t)
and t are both arguments of e
it
by construction, so, there exists a function
n : R →Z such that:
v(t) −t = 2πn(t) .
v being continuous, n is also continuous. So, by the theorem on continuous
integervalued function from chapter 1, it is constant: ∀t ∈ R, n(t) = n, and
66 CHAPTER 2. COMPLEX FUNCTIONS
v(t) = t + 2πn for any t ∈ R. But, v(t) = v(t + 2π); this implies that:
t + 2πn = t + 2π + 2πn, hence the contradiction.
This results means that any principal value of the argument function
of z = re
iθ
obtained by restricting the domain of θ has to have a jump
discontinuity somewhere. This is particularly obvious if θ ∈ [0, 2π[: then,
when z = e
iθ
describes a complete circuit anticlockwise, starting from z = 1,
θ starts at 0, and increases continuously towards 2π, where z reaches 1 again.
This result has implications for other multifunctions. For example, the
imaginary part of a complex exponential is an argument function by con
struction, so there is no continuous logarithm on C
∗
.
Branch points
Consider now a multifunction w(z) that is a nonempty set of C for any z
in the domain of deﬁnition of w.
Deﬁnition 24. A branch point of w(z) is a point a ∈ C such that, for all
r > 0, it is not possible to choose f(z) ∈ w(z) such that f is a continuous
function on the circle centred on a and of radius r.
Namely, that means that the deﬁnition of w(z) implicitly or explicitly
involves the argument θ, where z −a = z −ae
iθ
, in another conﬁguration
than e
iθ
(i.e. a pure phase). One clearly sees that the motivation for such a
deﬁnition comes from the proposition above regarding the argument func
tion. The fact that 0 is a branch point for the logarithm thus comes from
the fact that the imaginary part of the logarithm is exactly the argument of
the complex number into the logarithm, i.e the angle on a circle centred on
0.
Let’s look at another example: ln((z −1)/(z +1)). If one writes z −1 =
z −1e
iθ
and z +1 = z +1e
iφ
, one has ln((z −1)/(z +1)) = ln((z −1)/(z +
1)e
i(θ−φ)
). Hence: ln((z −1)/(z +1)) = {ln (z −1)/(z +1) +i(θ −φ), θ ∈
arg(z − 1), φ ∈ arg(z + 1)}. So, we see that both the angles around 1
2.3. MULTIFUNCTIONS 67
and −1 appear in the deﬁnition of the multifunction: 1 and −1 are branch
points for this multifunction.
Multibranches
As we have seen previously, there is a way to construct continuous selections
from multifunctions. The key to this procedure is to make a change of
variable and replace z by (r, θ) around each branch point a, such that z =
a + re
iθ
. Consider ﬁrst a multifunction w(z) with only one branch point
(such as the logarithm). That means that, for z = a:
w(z) = {w(z) = w(r, θ), θ ∈ arg(z −a)} .
Hence θ is determined only up to a integer multiple of 2π. Therefore, by
restricting θ ∈]c, c + 2π] with c ∈ R, we have the multibranches:
∀k ∈ Z, F
k
(r, θ) = w(r, θ + 2kπ) .
That are continuous functions of r and θ. Hence,
w(z) = {F
k
(r, θ), k ∈ Z, θ ∈]c, c + 2π]} .
The set (F
k
)
k∈Z
is called a complete set of multibranches for w(z).
Now, observe what happens when z describes the circle centred on a and of
radius r. Then z = re
it
, with t going from 0 to 2π. Consider the kth branch:
F
k
(r, t = 2π) = w(r, 2π + 2kπ) = w(r, 0 + 2(k + 1)π) = F
k+1
(r, t = 0). This
means that, when z travels anticlockwise around the branch point, there
is a natural, continuous transfer from F
k
to F
k+1
. This technique only
works with one branch point. The theory with several branch points is
more delicate and will not be treated here, but we will see on a speciﬁc
example how to address the problem practically.
2.3.3 Example 2: Fractional powers
We have seen how to treat the logarithm multifunction in order to construct
a complete set of multibranches for it. We will see in this subsection, how
68 CHAPTER 2. COMPLEX FUNCTIONS
to apply this method to another important class of functions: the fractional
powers. Consider n ∈ Z
∗
\{−1, 1}. Consider the equation w = z
1/n
. Then,
if w = re
iθ
and z = ρe
iφ
, we have: r = ρ
1/n
and θ =
φ
n
+
2kπ
n
, for k ∈ Z.
Hence, we have a multifunction:
z
1/n
= {z
1/n
e
iθ/n
, z ∈ C
∗
, θ ∈ arg z} ,
with a branch point at 0. We choose θ ∈ [0, 2π[, so that we cut the plane
along the positive real axis. We deﬁne the branches:
∀z = re
iθ
, z = 0, ∀k ∈ {0, 1, ..., n −1}, g
k
(z) = r
1/n
e
i(θ+
2kπ
n
)
.
Then, we have:
z
1/n
= {g
k
(z), k ∈ {0, 1, ..., n −1}} .
This time the complete set of multibranches is ﬁnite.
2.3.4 Example 3: An example with two branch points
What happens if the multifunction has two branch points?
The idea in the previous cases, with one branch point, was to cut the
complex plane in a way that prevent the possibility to construct closed
contour paths that include the branch point in their interior. The idea
remains the same when there are more than one branch point. Consider
f(z) =
√
z
2
+ 1. This can be rewritten as: f(z) =
_
(z −i)(z +i), and
introducing z −i = re
iθ
and z +i = ρe
iφ
, so that θ and φ are the arguments
’around’ −i and i respectively, we have: f(z) = f(r, ρ, θ, φ) = rρe
i(θ+φ)/2
.
Hence, if z describes a circle around i (resp. −i), φ varies by 2π and θ varies
a bit but comes back to its original value (resp. θ varies by 2π and φ varies
a bit but comes back to its original value), so, at the end of the loop, f(z)
has a new value: f
new
(z) = −f
old
(z), whereas z has returned to the same
value. This proves that i and −i are branch points for the multifunction f.
Now, to construct well deﬁned branches, we need two cuts, in order to
2.3. MULTIFUNCTIONS 69
Figure 2.3: Cut of the complex plane for f(z) =
√
z
2
+ 1.
prevent the two angles θ and φ to vary by integer multiples of 2π. For
example, we can cut parallel to the real axis, along the negative real parts
for both points, restricting (θ, φ) ∈] − π, π]
2
. We could also cut along the
imaginary axis, from i to inﬁnity and from−i to −∞. Finally, let us mention
another interesting cut. If we choose a branch cut that is the line segment
[i, −i], we clearly prevent any closed path around i or −i separately. But,
we allow closed paths that encircle both branch points at the same time.
Actually, it is not a problem: along such a path, both θ and φ vary by 2π,
and f(z) returns to its initial value, so that these paths do not introduce
the need for any new branch cut. This is a general result: to produce well
behaved branches of a multifunction, it is enough to introduce cuts that
prevent the existence of closed paths around each isolated branch point.
70 CHAPTER 2. COMPLEX FUNCTIONS
Chapter 3
Complex diﬀerentiation
71
72 CHAPTER 3. DIFFERENTIATION
Diﬀerentiation in the complex plane is central to complex analysis. It
is similar, but not identical to diﬀerentiation in real analysis. It allows one
to introduce a class of complex function called holomorphic functions, and
complex analysis can be viewed as the study of these holomorphic functions.
3.1 Holomorphic functions
3.1.1 Diﬀerentiation and the CauchyRiemann equations
We will ﬁrst deﬁne diﬀerentiability in the complex plane, and introduce a
necessary condition for a function to be diﬀerentiable: the CauchyRiemann
equations.
Deﬁnition 25. Let f : S →C a complex valued function deﬁned on S ⊆ C.
Let G ⊆ S an open subset of S. Then, f is diﬀerentiable at z ∈ G iﬀ:
lim
h→0
f(z +h) −f(z)
h
for any h such that z +h ∈ G
exists. When this limit exists, it is denoted by f
(z) and it is called the
derivative of f at z.
This deﬁnition relies strongly on the existence of the open set G. Indeed,
since G is open, for any z ∈ G, there is an r > 0 such that D(z, r) ⊆ G. In
other words, for any h ∈ C such that h < r, z+h ∈ G. This ensures that, in
the limit written above to deﬁne the derivative, the point z+h can approach
z from any direction as h tends to zero. In other words, the derivative
exists only if the value of the limit does not depend on the way
z + h approaches z. This is similar to what happens in real analysis: a
real function deﬁned on an open interval of R is not diﬀerentiable at x if
the derivatives from the left and from the right of x are not the same. We
can use this idea to illustrate the nondiﬀerentiability of a simple complex
3.1. HOLOMORPHIC FUNCTIONS 73
function. Consider f(z) = Imz deﬁned in C. Let us construct:
f(z +h) −f(z)
h
=
Im(z +h) −Im(z)
h
=
Im(h)
h
. (3.1)
Choose h ∈ R, so that Im(h) = 0, then
f(z+h)−f(z)
h
→ 0 when h → 0. But,
now, choose h such that Re(h) = 0; then
f(z+h)−f(z)
h
→−i when h →0. So,
in that case, we have found two ways of approaching z that do not give the
same limit; that implies that the function f : z → Imz is not diﬀerentiable
in C. Selecting two ways of approaching the point z that do not lead to the
same limit, as we just did, is quite a general method to prove that a function
is not diﬀerentiable.
Theorem 9. Let f : G → C where G is an open subset of C. Let f be
diﬀerentiable at z ∈ G. Let z = x + iy and f(z) = u(x, y) + iv(x, y). Then
u and v, as real functions, have partial derivatives at (x, y) ∈ R
2
. These
partial derivatives satisfy the CauchyRiemann equations:
_
∂u
∂x
=
∂v
∂y
∂u
∂y
= −
∂v
∂x
.
(3.2)
In the following, we will often denote
∂u
∂x
= u
x
(and the same for the
derivative with respect to y).
Proof. Since f is diﬀerentiable at z, we have that, for any h ∈ C such that
z +h ∈ G:
f
(z) = lim
h→0
f(z +h) −f(z)
h
exists.
Moreover, since we can choose h freely (i.e. we can approach z however we
want in G), we can restrict it to be purely real on the one hand, and purely
imaginary on the other. Thus, we have:
• for h ∈ R:
f
(z) = lim
h→0
_
u(x +h, y) −u(x, y)
h
+i
v(x +h, y) −v(x, h)
h
_
= u
x
+iv
x
;
74 CHAPTER 3. DIFFERENTIATION
• and for h = ik, k ∈ R:
f
(z) = lim
h→0
_
u(x, y +k) −u(x, y)
ik
+
v(x, y +k) −v(x, y)
k
_
=
1
i
u
y
+v
y
.
The partial derivatives exist because the limit deﬁning f
(z) exists.
Now, the limit is unique by construction, so:
u
x
+iv
x
=
1
i
u
y
+v
y
,
or −v
x
+ iu
x
= u
y
+ iv
y
. So, equating real and imaginary parts, we
recover the CauchyRiemann equations.
Note that the CauchyRiemann equations are a necessary condition for
a function to be diﬀerentiable. They are not suﬃcient. That means
that the contrapositive of the previous theorem can be used to show that
a function is not diﬀerentiable at a point: if one proves that the Cauchy
Riemann equations do not hold, then the function is not diﬀerentiable. But,
if they hold, this is not suﬃcient to prove that the function is diﬀerentiable.
To see this, let’s go back to our previous example: f(z) = Im(z) for z ∈ C.
We have seen that this function is not diﬀerentiable. We can conﬁrm that
by proving that the CauchyRiemann equations do not hold. Indeed, we
have u(x, y) = 0 and v(x, y) = y. So, u
x
= 0 = 1 = v
y
.
Now, consider f(z) =
_
Re(z)Im(z) for z ∈ C. At z = 0, we have, for
h ∈ C:
f(0 +h) −f(0)
h
=
_
Re(h)Im(h)
h
.
Hence, we see that when we approach 0 with h ∈ R, the limit of this ratio
is 0 (because the ratio is identically 0). But, if we approach 0 along the line
making an angle π/4 with the real axis, we can write h = t(1+i) with t ∈ R,
the ratio is constant and equal to 1/(1 + i) = 0. That proves that f is not
diﬀerentiable at 0. On the other hand, the CauchyRiemann equations are
3.1. HOLOMORPHIC FUNCTIONS 75
trivially satisﬁed at z = 0. This should emphasize that CauchyRiemann
equations should be handled with care.
To go further
Despite this warning, a slight modiﬁcation of our theorem provides a partial
converse to the previous theorem: it is enough to add the continuity of the
partial derivatives.
Theorem 10. Let f : G →C with G an open subset of C. Let z = x+iy ∈ C
and f(z) = u(x, y) +iv(x, y). If u and v have continuous ﬁrst order partial
derivatives in G that satisfy the CauchyRiemann equations at z, then f
(z)
exists.
Proof. Let z ∈ G. Let r > 0 such that D(z, r) ⊆ G. Consider h = p+iq ∈ C
such that h < r. Then, for δ(z, h) =
f(z+h)−f(z)
h
:
δ(z, h) =
p
h
_
u(x +p, y +q) −u(x, y +q)
p
+i
v(x +p, y +q) −v(x, y +q)
p
_
+
q
h
_
u(x, y +q) −u(x, y)
q
+i
v(x, y +q) −v(x, y)
q
_
Now, since the functions u and v are diﬀerentiable, they are continuous on
G, so one can apply the mean value theorem and ﬁnd (α, β, γ, δ) ∈]0, 1[
4
such that:
f(z +h) −f(z)
h
=
p
q
_
∂u
∂x
(x +αp, y +q) +i
∂v
∂x
(x +βp, y +q)
_
+
q
p
_
∂u
∂y
(x, y +γq) +i
∂v
∂y
(x, y +δq)
_
.
Now, one can use the continuity of the partial derivatives on G to ﬁnd that
for > 0, there exists h > 0 small enough such that:
¸
¸
¸
f(z+h)−f(z)
h
−g(z)
¸
¸
¸ <
where:
g(z) =
p
q
(u
x
(x, y)+iv
x
(x, y))+
q
h
(u
y
(x, y)+iv
y
(x, y)) = u
x
(x, y)+
1
i
u
y
(x, y) .
76 CHAPTER 3. DIFFERENTIATION
The last equality holds because of the CauchyRiemann equations. This
shows that f
(z) exists and is equal to g(z).
In principle, this theorem can be used to test the diﬀerentiability of a
function. But it is not very practical, and we will shortly see much more
powerful results to achieve this goal.
3.1.2 Holomorphic functions
Until now, we have used the decomposition of complex numbers and com
plex functions into their real and imaginary parts to talk about complex
diﬀerentiation. It is time to ’forget’ about all this and to deal directly with
the complex variable. Again, the notion of open sets will be central to the
developments presented here.
Deﬁnition 26. A complex function f that is diﬀerentiable at any point of
an open set G included in its domain of deﬁnition is said to be holomorphic
in G.
This means that,for any z ∈ G, irrespective of the way h tends to zero,
lim
h→0
(f(z+h)−f(z))/h exists. We will denote by H(G) the set of functions
holomorphic in a given open set G.
Deﬁnition 27. A function f is said to be holomorphic at a point a ∈ C
is there exists r > 0 such that f is deﬁned and holomorphic in D(a, r).
It is important to realize that being holomorphic at a point a is a stronger
condition than being diﬀerentiable at a: in order to be holomorphic at a, f
has to be diﬀerentiable at a and at every point of a disk centred on a.
We can now list a few properties of holomorphic functions. The proofs
are left to the reader, as they are identical to their counterparts in real
analysis. Let G be an open subset of G. The following properties can be
3.1. HOLOMORPHIC FUNCTIONS 77
derived by proving the appropriate diﬀerentiability conditions at each point
z ∈ G.
• Let f and g be holomorphic in G and let λ ∈ C. Then, λf, f +g and fg
are holomorphic in G and the following rules for diﬀerentiation apply,
for all z ∈ G:
(λf)
(z) = λf
(z)
(f +g)
(z) = f
(z) +g
(z)
(fg)
(z) = f
(z)g(z) +f(z)g
(z) .
• Let f be holomorphic in G and g be holomorphic in an open set con
taining f(G). Then, g ◦ f is holomorphic in G and, for all z ∈ G:
(g ◦ f)
(z) = (g
◦ f)(z)f
(z) = g
(f(z))f
(z) .
This property is often referred to as the chain rule.
• Let f be holomorphic in G such that ∀z ∈ G, f(z) = 0. Then, 1/f is
holomorphic in G and, for any z ∈ G:
_
1
f
_
(z) = −
f
(z)
(f(z))
2
.
These rules can now be used to test the holomorphy of complicated functions
knowing the holomorphy of simple functions. It will be much easier than
using the CauchyRiemann equations.
For example, the function f(z) = z is trivially diﬀerentiable for any
z ∈ C, as are any constant functions. This implies that any polynomial:
P(z) =
N
n=0
c
n
z
n
where N ∈ N and ∀n ∈ {0, 1, .., N}, c
n
∈ C, is holomorphic in C. Remember
that a polynomial is the sum of ﬁnitely many terms. Power series, that are
78 CHAPTER 3. DIFFERENTIATION
the sums of inﬁnitely many terms, will be treated separately. In the same
way, any rational function P(z)/Q(z) where P(z) and Q(z) are polynomials
is holomorphic in any open set in which Q(z) is never zero. For example,
1/(1 +z
2
) is holomorphic in C\{i, −i}.
To go further
Finally, let us see what happens in the extended complex plane C. In C,
holomorphy is stated as above, but what happens at ∞? We have already
seen a map z →1/z that interchanges ∞with a point of C, namely 0. Let f
be a function deﬁned on a set {z ∈ C, z > r} for some r > 0. By deﬁning
˜
f
such that
˜
f(z) = f(1/z), we have f(∞) =
˜
f(0). Hence, any property of
˜
f at
0, such as continuity, limit, holomorphy, can be transferred to f at inﬁnity.
Consider, for instance, f(z) = z
2
. Then,
˜
f(w) = 1/w
2
, that is not holomor
phic at w = 0 (Check it); so we can say that f is not holomorphic at inﬁnity.
Conversely, consider f(z) = 1/(1 + z
2
) for z > 1. Then, f(∞) = 0, and
˜
f(w) = w
2
/(1 +w
2
) for w < 1:
˜
f is holomorphic at 0, so f is holomorphic
at ∞.
3.1.3 Some useful results
Now, we will prove a certain number of results on holomorphic functions
that will be useful in the rest of this course. The ﬁrst one states that an
holomorphic function is necessarily continuous. This is analogous to the real
case, where diﬀerentiability implies continuity (but in complex analysis, we
need holomorphy, not mere diﬀerentiability).
Proposition 19. Let f : S →C with S ⊆ C. Let G be an open subset of S.
If f is holomorphic in G, then it is continuous on G.
Moreover, if F ⊂ G is a compact subset of G, then f is bounded on F.
3.1. HOLOMORPHIC FUNCTIONS 79
Proof. Suppose f is holomorphic on G. Then, for any z ∈ G and for any
h ∈ C such that z +h ∈ G:
f
(z) = lim
h→0
f(z +h) −f(z)
h
.
So, we can deﬁne, for h = 0, the function:
δ(h) =
f(z +h) −f(z)
h
−f
(z) .
So, by deﬁnition, δ(h) →0 when h →0. Hence, we have:
f(z +h) −f(z) = h(f
(z) +δ(h)) .
This implies that:
lim
h→0
f(z +h) −f(z) = 0 ,
which is exactly the requirement for f to be continuous on G.
Now, remember that we have stated, in the ﬁrst chapter that a continuous
function on a compact subset of C is bounded on this domain. So, since f
is continuous on G, it is continuous on F ⊂ G, and since F is compact, f is
bounded on F.
Proposition 20. Let f : S ⊆ C → C be holomorphic on a region G ⊆ S.
Then, f is constant on G if any of the following condition is true:
(i) ∀z ∈ G, f
(z) = 0;
(ii) f is constant in G;
(iii) ∀z ∈ G, Im(f(z)) = 0.
Proof. Remember that a region is a nonempty open connected subset of C.
Let us suppose that G = D(0, 1). For any z = x +iy ∈ D(0, 1), let us write
f(z) = u(x, y)+iv(x, y). Since f is holomorphic on G, the CauchyRiemann
equations hold, and:
f
(z) = u
x
+iv
x
= v
y
−iu
y
.
80 CHAPTER 3. DIFFERENTIATION
(i) Suppose ∀z ∈ G, f
(z) = 0. Then, u
x
= v
x
= u
y
= v
y
= 0 identically
on G. Let p = a+ib and q = c+id be two arbitrary point of G. Then,
construct r = c + ib and s = a + id. It is obvious that r
2
+ s
2
=
p
2
+ q
2
< 2, so, at least one of r or s is in D(0, 1). Let us suppose
r ∈ D(0, 1), without loss of generality. The functions x →u(x, b) and
y →u(c, y) are real functions with vanishing derivatives, so, by virtue
of the mean value theorem, they are constant. Hence:
u(a, b) = u(c, b) and u(c, b) = u(c, d) .
So, u(a, b) = u(c, d). With the same argument, we can prove that:
v(a, b) = v(c, b) and v(c, b) = v(c, d) ,
so that v(a, b) = v(c, d). This shows that f(p) = f(q) for any p and q
in G.
(ii) Now, let us suppose that ∀z ∈ D(0, 1), f(z) = c, with c ∈ R
+
con
stant. Then: u
2
+v
2
= c
2
, so that:
uu
x
+vv
x
= 0 and uu
y
+vv
y
= 0 .
By using the CauchyRiemann equations, this leads to uu
x
− vu
y
=
uu
y
+ vu
x
= 0, so: (u
2
+ v
2
)u
x
= 0. If u
2
+ v
2
= 0, then f = 0
on D(0, 1), so f is constant. If u
2
+ v
2
= 0, then, u
x
= 0 on D(0, 1).
Similarly, u
y
= v
x
= v
y
= 0 on D(0, 1), so that f is constant on D(0, 1)
(according to the ﬁrst point).
(iii) Finally, take f real valued on D(0, 1). Then, v = 0, so that v
x
=
v
y
= 0, which implies, through the CauchyRiemann equations, that
u
x
= u
y
= 0. Hence, f is constant on D(0, 1) (according to the ﬁrst
point).
The proof presented here generalizes to any region of C by replacing the
simple route (p, r, q) of the ﬁrst point to an arbitrary polygonal route con
sisting of horizontal and vertical line segments. It is more messy, but does
not involve anything new.
3.2. SOME HOLOMORPHIC FUNCTIONS 81
3.1.4 Exercises
1. Which of these functions are diﬀerentiable at the given point a ∈ C:
(i) f(z) = zz, a = 0;
(ii) f(z) = z
2
, a = 0;
(iii) f(z) = arg(h), a = 0 (where arg is restricted to [0, 2π[);
(iv) f(z) = z, for any a ∈ C.
2. Give the domain of holomorphy of the following function, and calculate
its derivative in this domain:
f(z) =
z
z
2
+ 1
.
3. Let f : G ⊆ C →C be holomorphic in the open set G. For z = x+iy ∈
C, deﬁne:
∂f
∂¯ z
=
1
2
_
∂f
∂x
+i
∂f
∂y
_
∂f
∂z
=
1
2
_
∂f
∂x
−i
∂f
∂y
_
,
where f is regarded as a function of (x, y), f(z) = f(z(x, y)), on the
righthand side.
Check that the partial derivatives of f(z(x, y)) with respect to x and
y exist, and show that:
∂f
∂¯ z
= 0 and
∂f
∂z
= f
(z).
Conversely, prove that a diﬀerentiable function f that satisﬁes
∂f
∂¯ z
= 0
is holomorphic in G.
3.2 Some holomorphic functions
We will now come back to the functions we have deﬁned previously, and look
at their holomorphy. Before that, we have to prove a very powerful result
82 CHAPTER 3. DIFFERENTIATION
on the diﬀerentiation of power series: any function that can be written as a
power series is holomorphic in the disc of convergence of the power series.
Later in the course, we will prove another very powerful result: the fact that
the contrapositive is also true, namely that any holomorphic function can be
written as a power series. These two results together mean that holomorphic
functions and power series are one same notion!
3.2.1 A result on the diﬀerentiation of power series
Let us see what the derivative of a power series could be.
Lemma 2. Let (c
n
)
n∈N
. The power series
c
n
z
n
and
nc
n
z
n−1
have the
same radius of convergence.
Proof. Let us suppose ﬁrst that
c
n
z
n
converges for z < R, R being its
radius of convergence (remember that this implies that
c
n
z
n
 converges
for z < R). Let ρ ∈ R
+
such that z < ρ < R. Assume that z = 0. Then:
nc
n
z
n−1
 =
n
z
_
z
ρ
_
n
c
n
ρ
n
 .
Since z/ρ < 1, the ratio test tells us that
n(z/ρ)
n
converges. That
implies that the general term of this series tends to 0 when n tends to
inﬁnity, so it is bounded:
∃M > 0, ∀n ∈ N, n(z/ρ)
n
≤ M .
So:
nc
n
z
n−1
 ≤
M
z
c
n
ρ
n

The real series
c
n
ρ
n
converges because ρ < R by construction. Hence
the comparison test gives that
nc
n
z
n−1
converges absolutely, hence con
verges for any z such that z < R. The fact that it does not converge for
z > R follows from a similar argument, from the fact that
c
n
z
n
diverges
for z > R. Conversely, if
nc
n
z
n−1
 converges for z < R, then:
∀n ∈ N
∗
, c
n
z
n
 ≤ znc
n
z
n−1
 ,
3.2. SOME HOLOMORPHIC FUNCTIONS 83
so
c
n
z
n
 converges by the comparison test, and thus,
c
n
z
n
converges.
Theorem 11. Let f(z) =
+∞
n=0
c
n
z
n
with a radius of convergence R > 0.
Then, f ∈ H(D(0, R)), and:
∀z ∈ D(0, R), f
(z) =
+∞
n=1
nc
n
z
n−1
.
Proof. The previous lemma allows to deﬁne, for all z ∈ D(0, R), a function
g such that:
g(z) =
+∞
n=1
nc
n
z
n−1
.
For z ∈ D(0, R) and h ∈ C such that z +h ∈ D(0, R):
f(z +h) −f(z)
h
−g(z) =
+∞
n=1
_
(z +h)
n
−z
n
h
−nz
n−1
_
c
n
.
We will need the binomial expansion:
(z +h)
n
=
n
k=0
C
k
n
z
n−k
h
k
with C
k
n
=
n!
k!(n −k)!
.
Then:
(z +h)
n
−z
n
h
−nz
n−1
=
nhz
n−1
+... +C
k
n
h
k
z
n−k
+... +h
n
h
−nz
n−1
= h
_
C
2
n
z
n−2
+... +C
k
n
h
k−2
z
n−k
+... +h
n−2
_
= h
n
k=2
C
k
n
h
k−2
z
n−2
= h
n−2
i=0
n!
(n −(i + 2))!(i + 2)!
h
i
z
n−i−2
84 CHAPTER 3. DIFFERENTIATION
by the change i = k −2. So, using the triangle inequality recursively:
+∞
n=0
¸
¸
¸
¸
(z +h)
n
−z
n
h
−nz
n−1
¸
¸
¸
¸
c
n
 ≤ h
+∞
n=0
n−2
i=0
c
n

n!
(n −2 −i)!(i + 2)!
h
i
z
n−2−i
≤ h
+∞
n=0
n(n −1)
n−2
i=0
c
n

(n −2)!h
i
z
n−2−i
(n −2 −i)!(i + 2)!
≤ h
+∞
n=0
n(n −1)c
n
(z +h)
n−2
.
Let ρ > 0 such that z < ρ < R and z+h < ρ (always possible since h can
be as small as desired). Then, clearly, h
+∞
n=0
n(n −1)c
n
(z +h)
n−2
<
h
+∞
n=0
n(n −1)c
n
ρ
n−2
. Moreover, by applying the lemma to
nc
n
ρ
n−1
and
n(n−1)c
n
ρ
n−2
, we know that
+∞
n=2
n(n−1)ρ
n−2
converges to a ﬁnite
value independent of h, so f
(z) exists and is exactly equal to g(z).
Example 4. Consider the power series
(i)
n
2
n
(z−i)
n
. By applying the ratio
or the root test, we see that it deﬁnes a function f(z) =
+∞
n=0
(i)
n
2
n
(z − i)
n
on its disk of convergence D(i, 2). Then, f ∈ H (D(i, 2)), and:
∀z ∈ D(i, 2), f
(z) =
+∞
n=1
ni
n
2
n
(z −i)
n−1
=
+∞
n=0
(n + 1)i
n+1
2
n+1
(z −i)
n
.
3.2.2 The exponential function
Since we have deﬁned the exponential via its power series expansion, with
an inﬁnite radius of convergence:
∀z ∈ C, e
z
=
+∞
n=0
z
n
n!
,
the theorems we have proved in the previous subsection show that:
• the exponential is holomorphic on the entire complex plane C;
3.2. SOME HOLOMORPHIC FUNCTIONS 85
• the derivative of the exponential (e
z
)
=
d
dz
e
z
is given, for any z ∈ C,
by:
d
dz
e
z
=
+∞
n=1
n
z
n−1
n!
=
+∞
n=1
z
n−1
(n −1)!
=
+∞
k=0
z
k
k!
= e
z
. (3.3)
3.2.3 Complex trigonometric and hyperbolic functions
For the trigonometric and hyperbolic functions, the same procedure as in
the case of the exponential tells us that they are all holomorphic on the
entire complex plane, with, for all z ∈ C:
d
dz
cos z = −sin z ,
d
dz
sin z = cos z ,
d
dz
cosh z = sinh z ,
d
dz
sinh z = cosh z .
3.2.4 The logarithmic function
For the logarithm, things are a bit more subtle, since we have seen that the
function itself is not well deﬁned on the entire complex plane. Rather, one
has to introduce a cut and select a particular determination of the logarithm.
By putting a cut along the negative realaxis, we have created an inﬁnite
sequence of branches f
k
for the logarithm, that constitute a complete set of
multibranches:
ln z = {f
k
(r, θ), k ∈ Z}
with
∀k ∈ Z, ∀z = re
iθ
, r > 0, θ =] −π, π], f
k
(z) = f
k
(r, θ) = ln r +i(θ + 2kπ) .
Then, we have the result:
86 CHAPTER 3. DIFFERENTIATION
Proposition 21. For all k ∈ Z, f
k
is holomorphic in C
π
= C\] − ∞, 0],
with:
∀z ∈ C
π
, f
k
(z) =
1
z
.
Proof. Let z ∈ C
π
, and let h ∈ C such that z + h ∈ C
π
. Denote α =
f
k
(z+h)−f
k
(z). Then, the continuity of f
k
on C
π
implies that lim
h→0
α = 0.
Now, using the fact that e
f
k
(z)
= z for any z ∈ C
π
, we have:
h = e
f
k
(z+h)
−e
f
k
(z)
= e
f
k
(z)
(e
α
−1) = z(e
α
−1) ,
so that:
f
k
(z +h) −f
k
(z)
h
=
1
z
α
e
α
−1
. (3.4)
Consider g(α) =
α
e
α
−1
, for α = 0. Then:
1
g(α)
=
1
α
_
+∞
n=0
α
n
n!
−1
_
=
1
α
+∞
n=1
α
n
n!
=
+∞
k=0
α
k
(k + 1)!
.
Hence:
0 ≤
¸
¸
¸
¸
1
g(α)
−1
¸
¸
¸
¸
=
¸
¸
¸
¸
¸
+∞
k=1
α
k
(k + 1)!
¸
¸
¸
¸
¸
≤
+∞
k=1
α
k
(k + 1)!
∼
α
2
when α →0 .
So, when α tends to zero, the dominant term in this sum is α and it tends
to zero, so, we have: 1/g(α) → 1 when α tends to zero; or equivalently,
g(α) → 1. This means that, when h tends to zero,
f
k
(z+h)−f
k
(z)
h
tends to
1/z. Hence f
k
is holomorphic with f
k
(z) = 1/z on C
π
.
3.3. CONFORMAL MAPPING 87
3.2.5 Exercises
Find the domain of holomorphy of the following functions, and calculate
their derivatives in this domain:
(i) f(z) = exp
_
1 +iz
3
_
;
(ii) f(z) =
sin(iz+3)
z
2
−1
;
(iii) f(z) = tan(z)cos(z);
(iv) f(z) = tanh(z)cosh(z);
(v) f(z) = cosh (2 sin(z) +iπ).
To go further
3.3 Conformal mapping
In this section, we will brieﬂy study mappings between regions of the com
plex plane that preserve angles. In particular, we will see that any holomor
phic function whose derivative is nonzero deﬁnes such a mapping.
3.3.1 Conformal mapping
Consider a path γ with parameter interval [0, 1], for convenience. Then,
there is a welldeﬁned tangent to γ at ζ = γ(0): ζ + tγ
(0), for t ≥ 0,
provided γ
(0) = 0. This tangent makes an angle arg γ
(0) with the real
axis.
Now, let γ
1
and γ
2
be two paths, both with parameter interval [0, 1], with a
common starting point γ
1
(0) = γ
2
(0) = ζ. Assume that γ
1
(0) and γ
2
(0) are
88 CHAPTER 3. DIFFERENTIATION
both nonzero, so that each path has a welldeﬁned tangent at ζ. The angle
between γ
1
and γ
2
at ζ is then simply the angle between their tangents at
that point: arg γ
1
(0) −arg γ
2
(0).
Theorem 12. Conformality theorem.
Let f : C →C be holomorphic in an open set G, and let γ
1
and γ
2
be paths,
with parameter interval [0, 1], in G meeting at ζ = γ
1
(0) = γ
2
(0). Suppose
that f
(ζ) = 0. Then, f preserves angles between paths in G meeting at ζ.
This means that two paths meeting at ζ with an angles µ are transformed by
f into two paths meeting at f(ζ) with an angle µ.
Proof. Let λ = arg γ
1
(0) − arg γ
2
(0) be the angle between γ
1
and γ
2
at ζ.
The paths γ
1
and γ
2
are mapped by f to paths f ◦γ
1
and f ◦γ
2
, respectively
(note that they are, indeed, paths, because f is holomorphic). These two
paths meet at f(ζ), with an angle Λ = arg (f ◦ γ
1
)
(0) − arg (f ◦ γ
2
)
(0).
We have:
(f ◦ γ
1
)
(0)
(f ◦ γ
2
)
(0)
=
f
(ζ)γ
1
(0)
f
(ζ)γ
2
(0)
=
γ
1
(0)
γ
2
(0)
.
Hence, taking the argument of both side, and remembering that arg(z/w) =
arg(z) −arg(w): Λ = λ, which is the result that needed to be proven.
Deﬁnition 28. A complexvalued function f is conformal in an open
set G ⊆ C (or
¯
C), if f ∈ H(G) and ∀z ∈ G, f
(z) = 0. It is said to be
conformal at a point ζ ∈ C if it is conformal in a disc D(ζ, r) for some
r > 0.
Hence, the conformality theorem shows that a conformal mapping pre
serves both the magnitude and sense of angles between paths.
The conformality theorem admits a partial converse:
Theorem 13. Let G be an open set of C. let f : C →C be a function such
that its partial derivatives f
x
and f
y
exist and are continuous in G. If f is
conformal in G, then, f is holomorphic in G.
3.3. CONFORMAL MAPPING 89
Proof. Consider γ a path in G. Let Γ = f ◦ γ. Then, by a simple manipu
lation, one can write:
Γ
(t) =
1
2
(f
x
−if
y
) γ
(t) +
1
2
(f
x
+if
y
) γ
(t),
where the partial derivatives are evaluated at γ(t). Now, up to a change of
origin and units, we can consider that the square[−1, 1] ×[−i, i] is in G, and
consider two paths:
• γ
1
(t) = it for t ∈ [0, 1], i.e. the line segment [0, i];
• γ
2
(t) = t for t ∈ [0, 1], i.e. the line segment [0, 1].
They intersect at 0, with an angle π/2: arg (γ
1
(0)/γ
2
(0)) = π/2. If f pre
serves the angle and sense in G we must therefore have: arg (Γ
1
(0)/Γ
2
(0)) =
π/2. This implies that arg (f
x
/f
y
) = π/2, hence: f
y
= if
x
, at 0. Writing
f(z) = u(x, y) +iv(x, y), this gives the CauchyRiemann equations.
Note that the argument would be valid for any perpendicular curve at any
point of G, provided we use the correct reparametrization of the paths, so,
we can say that f has continuous partial derivatives that satisfy the Cauchy
Riemann equations everywhere in G. This implies that f is holomorphic in
G.
3.3.2 Some examples
We start by proving that M¨obius transformations are conformal.
Theorem 14. Let f : z → (az + b)/(cz + d) with ad − bc = 0 be a general
M¨obius transformation. f is conformal in C\{−d/c} for c = 0.
Proof. It is enough to prove that M¨obius transformation are holomorphic
with f
(z) = 0 on C\{−d/c}. This is easily done by realizing that f is the
ratio of two holomorphic functions. Moreover, we have:
∀z ∈ C\{−d/c}, f
(z) =
ad −bc
(cz +d)
2
= 0.
90 CHAPTER 3. DIFFERENTIATION
When we studied M¨obius transformation, we considered their behaviour
in
¯
C rather that C, We would therefore like to extend our notion of confor
mality to
¯
C. If f maps ζ ∈ C to ∞, we will build g : z → 1/f(z), and say
that f is conformal at ζ if g is conformal at ζ. We will also say that f is
conformal at ∞ if
˜
f such that
˜
f(z) = f(1/z) is conformal at z = 0. Let
c = 0. Then:
˜
f(ζ) =
bζ +a
dζ +c
.
From the previous theorem, this is conformal at 0, so f is conformal at
inﬁnity.
Now, consider the behaviour at z = −d/c. This point is mapped into ∞ by
f. Let τ = 1/w where w = 1/f(z). Then:
τ =
cz +d
az +b
,
and this has a nonzero derivative at z = −d/c, so f is conformal at z =
−d/c. Geometrically, it means that f maps a pair of circles tangent at
z = −d/c into a pair of parallel lines.
Finally, in the case c = 0, f(∞) = ∞. By considering τ = 1/w as a function
of ζ = 1/z, one can show immediately that the derivative at z = 0 is non
zero.
Hence, we can conclude that M¨obius transformations are conformal at every
point of
¯
C.
Hence, we can now list a lot of standard conformal mappings that are
M¨obius transformations:
• z →
z−i
z+i
maps the open upper halfplane onto the unit disc;
• z →
z+i
z−i
maps the open lower halfplane onto the unit disc;
• z →
z−1
z+1
maps the open right halfplane onto the unit disc;
• z →
z+1
z−1
maps the open left halfplane onto the unit disc.
Other examples of conformal maps are:
3.3. CONFORMAL MAPPING 91
• The exponential map. It is conformal in C because it is holomorphic
in C, with ∀z ∈ C,
_
e
iz
_
= e
iz
= 0.
• z → z
n
for n ∈ N\{0, 1} is holomorphic in C
∗
. At z = 0, angles are
magniﬁed by a factor of n, so the map is not conformal.
• Any holomorphic branch of the logarithm. The conformality also fol
lows from the holomorphy and the nonzero value of the derivative.
• Any holomorphic branch of a general power z →z
α
, for α > 0.
In the last two cases, it is important to choose the cut so that the region we
wish to map is not aﬀected by the introduction of the cut.
Then, conformal mappings can be constructed at will by any standard
operations on functions applied to the few we have listed above, as long as
the resulting function remains holomorphic with a nonzero derivative in the
region one wishes to transform.
92 CHAPTER 3. DIFFERENTIATION
Chapter 4
Complex integration
93
94 CHAPTER 4. INTEGRATION
The content of this chapter is the core of complex analysis. In partic
ular, we will prove Cauchy’s theorem, Cauchy’s formulae and the residue
theorem. We will see that all this machinery of complex integration al
lows us to prove very important theorems that are encountered everywhere
in mathematics, as, for example, the fundamental theorem of calculus, the
fundamental theorem of algebra, Liouville’s theorem, but also methods to
integrate real functions, to deal with Laplace and Fourier transforms etc.
4.1 Integration in the complex plane
To start, let us remember that we have deﬁned a path in the ﬁrst chap
ter of this course, as the join of ﬁnitely many smooth (i.e. diﬀerentiable)
curves: It is a function γ : [a, b] ⊂ R → C that is piecewise continuous and
diﬀerentiable. A contour was just a closed path made of bits of circlines
(circular arcs and line segments). These paths and contours will be essential
in the theory of complex integration. Let us recall what piecewise continuity
means. A function h : [a, b] ⊂ R →C is piecewise continuous on [a, b] iﬀ
there exists real numbers (t
i
)
i∈{0,1,...,n}
such that a = t
0
< t
1
< ... < t
n
= b
and continuous functions h
k
: [t
k
, t
k+1
] → C such that h(t) = h
k
(t) for
t ∈]t
k
, t
k+1
[. Note that h need not be deﬁned at the points t
k
. That means
that h is continuous everywhere on [a, b] except possibly for a ﬁnite number
of discontinuities . A realvalued function h that is piecewise continuous is
integrable with:
_
b
a
h(t)dt =
n−1
n=0
_
t
k+1
t
k
h
k
(t)dt .
This comes from the fact that continuous real functions are integrable.
4.1.1 Integration along paths
What is the meaning of an object like:
_
b
a
f(z)dz ,
4.1. INTEGRATION IN THE COMPLEX PLANE 95
when a and b are complex numbers, and f : S ⊆ C →C a complex function?
In real analysis, Riemann’s construction of the integral:
_
b
a
f(x)dx for [a, b] ⊂ R and f a real function,
relies on the partition of [a, b] into smaller interval [x
i
, x
i+1
] such that ∀i ∈
{0, 1, ..., n}, x
i
= x
0
+ i
xn−x
0
n
, with x
0
= a and x
n
= b. Then, the integral
is deﬁned as the limit, when n tends to inﬁnity, i.e. when the size of the
subintervals tends to zero, of the sum:
n−1
i=0
f(x
i
)(x
i+1
−x
i
) .
Then, it can be shown that the limit does not depend on the way the inter
val [a, b] is cut into subintervals. One could have the idea to generalize that
to a complex integral, and to calculate the integral of a function between
two complex numbers by a succession of small increments that start at a
and connect it to b. But, in the complex plane, there exists inﬁnitely many
curves that join a point a to a b. Which one should one choose?
Actually, we will deﬁne complex integration by using a particular path be
tween a and b. Then, we will show, later that, under certain conditions,
the result of the integration does not depend on the path. Be
fore treating the general case of complex function, let us see the case of a
complexvalued functions deﬁned on an interval of R.
Deﬁnition 29. Let f : [a, b] ⊆ R → C. Let ∀x ∈ [a, b], f(x) = Re(f(x)) +
iIm(f(x)), where Re(f) and Im(f) are real functions. We say that f is
integrable iﬀ Re(f) and Im(f) are both integrable. If this is the case,
then, we deﬁne:
_
b
a
f(x)dx =
_
b
a
Re(f(x))dx +i
_
b
a
Im(f(x))dx .
The easiest example of such an integral is:
_
2π
0
e
ix
dx =
_
2π
0
cos(x)dx +i
_
2π
0
sin(x)dx = [sin(x)]
2π
0
−i[cos(x)]
2π
0
= 0.
96 CHAPTER 4. INTEGRATION
We are now equipped to deﬁne properly the integral of a complex function
along a path.
Deﬁnition 30. Let γ be a path such that γ : [a, b] ⊂ R →C. By deﬁnition,
there exists (t
i
)
i∈{0,1,...,n}
with a = t
0
< t
1
< ... < t
n
= b such that γ is
continuously diﬀerentiable on every [t
k
, t
k+1
]. Let f : γ
∗
→C be continuous.
We deﬁne the integral of f along γ, or round γ, if γ is closed, by:
_
γ
f(z)dz =
_
b
a
f(γ(t))γ
(t)dt .
Please, note that the integral on the righthand side is well deﬁned,
because (f ◦ γ)γ
is piecewise continuous, and hence integrable.
We can justify the previous formula by noting that we have: z ∈ γ
∗
⇔
∃t ∈ [a, b], z = γ(t). Hence, by deriving with respect to t:
dz
dt
= γ
(t) .
This tells us that when we move from t to t+dt, the point on the curve moves
from z to z +dz with dz = γ
(t)dt. The following result, a direct application
of the deﬁnition, will be used extensively in the rest of this chapter.
Proposition 22. Let a ∈ C and r > 0. Let γ(a, r) be the circle centred on
a of radius r (γ(a, r) is then a contour). Then:
_
γ(a,r)
(z −a)
n
dz =
_
0 if n = −1
2πi if n = −1 .
4.1. INTEGRATION IN THE COMPLEX PLANE 97
Proof. We have, by deﬁnition: γ(a, r)(t) = a +re
it
with t ∈ [0, 2π]. So:
_
γ(a,r)
(z −a)
n
dz =
_
2π
0
_
re
it
_
n
re
it
dt
= ir
n+1
_
2π
0
e
i(n+1)t
dt
= ir
n+1
__
2π
0
cos ((n + 1)t) dt +i
_
2π
0
sin ((n + 1)t) dt
_
=
_
¸
_
¸
_
ir
n+1
_
_
sin((n+1)t)
n+1
_
2π
0
−i
_
cos((n+1)t)
n+1
_
2π
0
_
for n = −1
i[t]
2π
0
for n = −1 .
=
_
0 for n = −1
2πi for n = −1 .
(4.1)
The rest of this subsection will be a list of some technical results.
Proposition 23. Let γ : [a, b] →C be a path, and f : γ
∗
→C be continuous.
Then:
(i)
_
−γ
f(z)dz = −
_
γ
f(z)dz;
(ii) If τ ∈]a, b[ and we note γ
1
and γ
2
the restriction of γ to [a, τ] and [τ, b]
respectively:
_
γ
f(z)dz =
_
γ
1
f(z)dz +
_
γ
2
f(z)dz.
(iii) Let ˜ γ : [˜ a,
˜
b] →C be a path such that ˜ γ = γ ◦ψ, where ψ : [˜ a,
˜
b] →[a, b]
has a positive continuous derivative. Then:
_
˜ γ
f(z)dz =
_
γ
f(z)dz.
This states that the integral along a path is only dependent on the path,
and not on the parametrization of the path.
98 CHAPTER 4. INTEGRATION
Proof. The ﬁrst two points are direct consequences of the deﬁnition of
_
γ
f(z)dz. To prove the third point, we can assume that γ and ˜ γ are smooth:
if they are not, we can use the second point and sum integrals on smooth
restrictions of the path. For t ∈ [˜ a,
˜
b], we have:
˜ γ
(t) = γ
(ψ(t))ψ
(t).
Now, we have:
_
˜ γ
f(z)dz =
_
˜
b
˜ a
f(˜ γ(t))˜ γ
(t)dt
=
_
˜
b
˜ a
f(γ(ψ(t)))γ
(ψ(t))ψ
(t)dt
Writing s = ψ(t), we have ds = ψ
(t)dt, and since ψ
> 0, the boundary of
the integral stay in the same order. Finally: t = ˜ a ⇒ s = a and t =
˜
b ⇒
s = b. Hence:
_
˜ γ
f(z)dz =
_
b
a
f(γ(s))γ
(s)ds =
_
γ
f(z)dz .
The following proposition can be proved by using the second property
of the proposition above, as well as the third one, applied to the particular
case of a reparametrization by translation of the parameter interval.
Proposition 24. Let γ : [a, b] →C be a path. Suppose that γ is the join of
paths (γ
i
)
i∈{1,...,n}
. Let f : γ
∗
→C be continuous. Then:
_
γ
f(z)dz =
n
k=1
_
γ
k
f(z)dz .
Let us now apply what we have learned to an example
Example 5. Let γ be the contour whose image is formed by the join of
γ
∗
1
= [−R, R] and γ
∗
2
, the upper semicircle centred on 0 of radius R and
4.1. INTEGRATION IN THE COMPLEX PLANE 99
described counterclockwise (cf ﬁgure 4.2.3). We will denote γ
2
= Γ(0, R).
Consider f(z) = z
2
. We have:
γ
1
(s) = (1 −t)(−R) +tR for t ∈ [0, 1] ,
and:
γ
2
(s) = Re
is
for s ∈ [0, π] .
So, we have:
_
γ
f(z)dz =
_
1
0
((2t −1)R)
2
×2Rdt +
_
π
0
R
2
e
2is
iRe
is
ds
=
_
2R
3
_
4
3
t
3
−2t
2
+t
__
1
0
+
_
R
3
3
e
3is
_
π
0
= 0 .
Note that the integral along [−R, R] could have been recovered directly,
since z ∈ [−R, R] ⇒Im(z) = 0, so that it is just a real integral.
4.1.2 The fundamental theorem of calculus
In real analysis, a usually simple way to evaluate integral, is to recognize
the integrand as the continuous derivative of a known function, and then
to apply the fundamental theorem of calculus. It turns out that a similar
procedure is possible for complex integral, thanks to the complex version of
the fundamental theorem of calculus:
Theorem 15. Let γ : [a, b] →C be a path, and let F be a complex function
that is deﬁned on an open set containing γ
∗
. If F
(z) exists and is continuous
at each point of γ
∗
, then:
_
γ
F
(z)dz = F(γ(b)) −F(γ(a)) .
It is clear that if γ is closed, this integral is zero.
100 CHAPTER 4. INTEGRATION
Figure 4.1: Contour for
_
γ
z
2
dz, in the example
Proof. Let us ﬁrst assume that γ is smooth. Then, F ◦ γ is diﬀerentiable on
[a, b] and (F ◦ γ)
(t) = F
(γ(t))γ
(t). Then:
_
γ
F
(z)dz =
_
b
a
F
(γ(t))γ
(t)dt
=
_
b
a
(F ◦ γ)
(t)dt
=
_
b
a
(Re (F ◦ γ))
(t)dt +i
_
b
a
(Im(F ◦ γ))
(t)dt
= [Re (F ◦ γ) (t)]
b
a
+i [Im(F ◦ γ) (t)]
b
a
= F(γ(b)) −F(γ(a)) .
Note that we applied the real version of the fundamental theorem of calculus
to the real and imaginary parts separately.
If γ is not smooth, we choose a = t
0
< t
1
< ... < t
n
= b such that
4.1. INTEGRATION IN THE COMPLEX PLANE 101
the restrictions γ
k
’s of γ to the [t
k
, t
k+1
] are smooth, and, by applying the
previous result to each smooth portion, we have:
_
γ
F
(z)dz =
n−1
k=0
_
γ
k
F
(γ(t))γ
(t)dt
=
n−1
k=0
(F (γ(t
k+1
)) −F (γ(t
k
)))
= F(γ(b)) −F(γ(a)) .
Let us cite a result that is very useful when the fundamental theorem of
calculus cannot be used (and even sometimes when it can).
Proposition 25. Let γ : [a, b] →C be a path and f : γ
∗
→C be a continuous
function. Then:
¸
¸
¸
¸
_
γ
f(z)dz
¸
¸
¸
¸
≤
_
b
a
¸
¸
f(γ(t))γ
(t)
¸
¸
dt .
Proof. This proposition is a direct consequence of the deﬁnition of the com
plex integral, and of the wellknown result of real analysis:
¸
¸
¸
¸
_
b
a
f(x)dx
¸
¸
¸
¸
≤
_
b
a
f(x) dx .
In particular, we have the corollary:
Corollary 1. If ∃M > 0, ∀z ∈ γ
∗
, f(z) ≤ M, then:
¸
¸
¸
¸
_
γ
f(z)dz
¸
¸
¸
¸
≤ M ×length(γ) ,
where:
length(γ) =
_
b
a
γ
(t)dt .
Note that the function length deﬁned above give exactly what we would
expect the length of a path or a contour to be. To convince yourself of that,
you can try for a line segment or a circle, for example.
102 CHAPTER 4. INTEGRATION
4.1.3 Exercises
Calculate the following integrals:
(i)
_
γ
(z
2
+z + 2)dz, with γ = [1 +i, 0];
(ii)
_
γ
ze
iz
2
dz, with γ = γ(0, 2);
(iii)
_
γ
cos(z)dz, with γ = [0, 1] ∪ [1, 1 +i];
(iv)
_
γ
z sinh(z
2
)dz, with γ = Γ(0, 1), the counterclockwise, positive semi
circle centred on 0;
(v)
_
γ
1
(z−i)
2
dz, with γ = γ(i, 2);
(vi)
_
γ
1
z−i
dz, with γ = γ(i, 2).
4.2 Cauchy’s theorem
In this section, we are going to prove an extremely important result, called
Cauchy’s theorem. There are actually two Cauchy’s theorem: the historical
one, ﬁrst proven by Cauchy, and the CauchyGoursat theorem. The ﬁrst
one makes an extra assumption, compared to the second one, namely that
the ﬁrst derivative of the integrand, f, in continuous. We will ﬁrst prove
the historical theorem, and then, the CauchyGoursat’s theorem.
4.2.1 Historical Cauchy’s theorem
Theorem 16. Historical Cauchy’s theorem.
Let γ be a contour (simple closed path), γ
∗
⊂ C. Let f be a complex function
that is holomorphic on γ
∗
and in the interior of γ
∗
. Suppose that f
is
continous on γ
∗
and in the interior of γ
∗
. Then:
_
γ
f(z)dz = 0.
4.2. CAUCHY’S THEOREM 103
Proof. By writing γ : t ∈ [a, b] ⊆ R →z(t) ∈]C, we have:
_
γ
f(z)dz =
_
b
a
f (z(t)) z
(t)dt.
Now, let us write that f(z) = u(x, y) + iv(x, y), with z(t) = x(t) + iy(t).
Then:
_
γ
f(z)dz =
_
b
a
_
ux
−vy
_
dt +i
_
b
a
_
vx
+uy
_
dt.
By noting that α
dt = dα, we thus have, by going back to integrals in the
real Cartesian plane:
_
γ
f(z)dz =
_
γ
∗
udx −
_
γ
∗
vdy +i
_
γ
∗
vdx +i
_
γ
∗
udy.
It is time to remember a result from calculus: Green’s theorem. It states
that, if two realvalued functions P(x, y) and Q(x, y), deﬁned on the Carte
sian plane, together with their ﬁrstorder partial derivatives are continuous
on γ
∗
and in the inside of γ (noted I(γ)), then:
_
γ
∗
Pdx +
_
γ
∗
Qdy =
_
γ
∗
∪I(γ)
_
∂Q
∂x
−
∂P
∂y
_
dxdy.
Here, f and f
are continous on γ
∗
∪ I(γ), by hypothesis, so u, v and their
partial derivatives are also continous on γ
∗
∪I(γ). We can then apply Green’s
theorem, to get:
_
γ
f(z)dz =
_
γ
∗
∪I(γ)
(−v
x
−u
y
) dxdy +i
_
γ
∗
∪I(γ)
(u
x
−v
y
) dxdy.
But, CauchyRiemann equations applied to f ensure that the two integrands
are identically zero. The result thus follows.
To go further
104 CHAPTER 4. INTEGRATION
4.2.2 CauchyGoursat theorem
Here we will relax the hypothesis of continuity of f
. It is actually extremely
useful, since it will allow us to prove, later, that f
(and all the other higher
order derivatives) is actually also holomorphic. In order to prove this version
of Cauchy’s theorem, we will need the fundamental theorem of calculus that
we proved in the previous section. But, once we will have Cauchy’s theorem,
its power will completely supersede the one of the fundamental theorem of
calculus, and we may not need the latter any more. We will restrict our
proof of Cauchy’s theorem to a version that is suﬃcient for any application
that we have in mind in an introduction to complex analysis.
Properties of contours
In the ﬁrst chapter, we have deﬁned a contour as a simple closed path whose
image is the join of a ﬁnite number of line segments and circular arcs. We
now have to go deeper in the properties of these objects.
Lemma 3. Let γ be a path and G ⊆ C be an open subset of C such that
γ
∗
⊂ G. Then:
∃m ∈ R
∗
+
, ∀z ∈ γ
∗
, D(z, m) ⊆ G .
Proof. Since γ
∗
⊂ G and G is open, that means that any z ∈ γ
∗
is also in
G, so:
∀z ∈ γ
∗
, ∃M
z
> 0, D(z, M
z
) ⊆ G .
Take m = min{M
z
, z ∈ γ
∗
}. Then, clearly, the lemma follows because
D(z, m) ⊆ D(z, M
z
) for all z ∈ γ
∗
.
This lemma will be useful in proving the covering theorem:
Theorem 17. Let G ⊆ C be an open set, and γ : [a, b] →C be a path such
that γ
∗
⊆ G. Then, there exists a real constant m > 0 and a sequence of
open disks (D
k
)
k∈{0,1,...,N}
such that:
• ∀k ∈ {0, 1, ..., N}, D
k
= D(γ(t
k
), m) with a = t
0
< t
1
< ... < t
N
= b;
4.2. CAUCHY’S THEOREM 105
• ∀k ∈ {0, 1, ..., N}, D
k
∩ D(k + 1) = ∅;
• ∀k ∈ {0, 1, ..., N}, γ([t
k
, t
k+1
]) ⊆ D
k
;
• γ
∗
⊆
N
k=0
D
k
⊆ G.
Proof. By using the previous lemma, we can choose m > 0 such that ∀z ∈
γ
∗
, D(z, m) ⊆ G. We have to prove that γ
∗
can be covered by a ﬁnite set
of such disks, each overlapping the next. Suppose, for a start, that γ is
smooth. Then, by applying the real mean value theorem, we have:
∀(s, t) ∈ [a, b]
2
, ∃c ∈ [a, b], (Reγ) (s) −(Reγ) (t) = (s −t) (Reγ)
(c) ,
and the same for the imaginary part of γ. Since they are continuous on a
closed interval, [a, b], (Reγ)
and (Imγ)
are bounded. Hence:
∀(s, t) ∈ [a, b]
2
, ∃δ > 0, s −t < δ →γ(s) −γ(t) < m .
This states the uniform continuity of γ. This result remains valid if γ is not
smooth, since we can apply the same argument to the smooth pieces that
constitute γ. Now, we can choose a = t
0
< t
1
< ... < t
N
= b such that
∀k ∈ {0, 1, ..., N}, t
k+1
−t
k
 < δ. If we choose D
k
= D(γ(t
k
), m), then, the
theorem is valid.
We can now state Jordan curve theorem for a contour:
Theorem 18. Let γ be a contour. Then, the complement, in the complex
plane, of γ
∗
is of the form I(γ) ∪ O(γ), where I(γ) and O(γ) are disjoint,
connected sets. I(γ) is the inside of γ
∗
and is bounded, whereas O(γ) is the
outside of γ
∗
and is unbounded.
Proof. We will only give the outline of the proof. Let a ∈ γ
∗
. Let l be a
ray with endpoint a. Let N(a, l) be the number of times l cuts γ
∗
. One can
convince himself that whether N(a, l) is odd or even does not depend on the
direction of l, but only on the position of a in C\γ
∗
. Let I(γ) be the set of
points for which N(a, l) is odd, and O(γ) the set of points for which N(a, l)
106 CHAPTER 4. INTEGRATION
is even. The fact that I(γ) and O(γ) are open follows from the fact that
γ
∗
is closed (since it is compact, as image under a continuous function, of a
compact interval of R). Finally, to prove the connectedness of I(γ) (the idea
is the same for O(γ)), it is suﬃcient to prove that any two points a and b in
I(γ) can be joined by a path in I(γ) made of circlines. The idea is to join a
and b to two points a
and b
in I(γ) that are close to γ
∗
, and follow γ
∗
at
a ﬁxed small distance from it, staying in I(γ) in order to join a
to b
.
The previous theorem allowed us to characterize the inside and the out
side of a contour. What about the notion of boundary?
Theorem 19. The boundary of a set S is deﬁned to be: ∂S = S ∩ C\S.
Note that when S is open, C\S is closed, so C\S = C\S. Hence, if S is
open, ∂S = S\S. For a contour γ, both γ
∗
∪I(γ) and γ
∗
∪O(γ) are closed,
and γ
∗
is the boundary of I(γ) and O(γ).
Finally, we need a last result that will be crucial in our proof of Cauchy’s
theorem: it is a way to break up an integral along a polygonal contour into
a sum of integrals along triangles.
Theorem 20. Let γ be a polygonal contour in C. Let z
1
, z
2
, ..., z
n
, for n > 3
be the vertices of γ
∗
. Then, it is possible to insert n−3 line segments [z
j
, z
k
]
that subdivide I(γ) into n−2 triangles. Each of the inserted segments ]z
j
, z
k
[
lies in I(γ).
Proof. Again, we will only present an outline of the proof. If I(γ) is convex,
then, the segments [z
1
, z
k
] for k ∈ {3, ..., n − 1} triangulate it. Otherwise,
one of the interior angle at some vertex, say z
1
, is greater than π. Let l
be a ray emanating from z
1
such that, for r > 0 suﬃciently small along
l, D(z
1
, r) ∩ I(γ) = ∅ (this means that l points into I(γ)). Moving along
this ray l from z
1
, there is a ﬁrst point of intersection of l with γ
∗
; call it
w
l
= z
1
. For one ray l at least, the point w
l
is a vertex of the polygon. Let
z
k
be such a vertex. The segment [z
1
, z
k
] can then be used to create two new
4.2. CAUCHY’S THEOREM 107
polygonal contours, each of whose images in C has fewer than n vertices (by
partitioning γ in two contours). The argument is the repeated until only
triangles remain.
CauchyGoursat theorem
Cauchy’s theorem states that, under suitable conditions on the function f,
the closed path γ and the set G on which f is holomorphic, we have:
_
γ
f(z)dz = 0.
Our derivation of the fundamental integral
_
γ(0,1)
z
−1
dz = 2πi, shows that
Cauchy’s theorem fails for a function that is not holomorphic at every point
inside. Indeed, z → 1/z is holomorphic everywhere in γ(0, 1), except at 0.
We say that f is holomorphic inside and on a contour γ iﬀ f ∈ H(G) for
some open set G such that γ
∗
∪ I(γ) ⊆ G.
The fundamental theorem of calculus implies that
_
γ
F
(z)dz = 0 if γ is
a closed path in an open set G on which F is deﬁned. Hence, it is tempting
to approach Cauchy’s theorem by trying to ﬁnd conditions under which
f ∈ H(G) has an antiderivative F (such that F
= f). Actually, we will see
that provided G is convex, this is so if
_
γ
f(z)dz = 0 for all triangles γ in G.
Therefore, we shall prove Cauchy’s theorem for triangles ﬁrst.
Our general strategy to prove Cauchy’s theorem is summarized as follow:
1. Proof of Cauchy’s theorem for triangles.
2. Proof of the indeﬁnite integral theorem.
3. Proof of the antiderivative theorem (implied by Cauchy’s theorem for
triangles together with the indeﬁnite integral theorem).
4. Proof of Cauchy’s theorem for convex regions (implied by the an
tiderivative theorem together with the fundamental theorem of cal
culus).
108 CHAPTER 4. INTEGRATION
5. Proof of Cauchy’s theorem for a contour.
Theorem 21. Suppose that f : C → C is holomorphic on an open set G
which contains a triangle γ and I(γ). Then:
_
γ
f(z)dz = 0.
Proof. Let γ = [u, v, w], i.e. the triangle formed by joining [u, v], [v, w]
and [w, u]. Let u
, v
and w
be the midpoints of [v, w], [w, u] and [u, v],
respectively. Consider the triangles γ
0
= [u
, v
, w
], γ
1
= [u, w
, v
], γ
2
=
[v, u
, w
], and γ
3
= [w, v
, u
]. Then:
I =
_
γ
f(z)dz =
_
γ
f(z)dz =
3
k=0
_
γ
k
f(z)dz.
The triangle inequality reads:
I ≤
4
k=0
¸
¸
¸
¸
_
γ
k
f(z)dz
¸
¸
¸
¸
.
Consider the k for which
¸
¸
¸
_
γ
k
f(z)dz
¸
¸
¸ is maximum, and relabel it 1, then:
¸
¸
¸
¸
_
γ
1
f(z)dz
¸
¸
¸
¸
≥
1
4
I .
Note that, by Thales theorem, length(γ
1
) =
1
2
length(γ). Repeat the ar
gument with γ
1
instead of γ. By induction, we can thus generate a sequence
of triangles γ
0
, γ
1
, γ
2
, ... such that:
• γ
0
= γ;
• ∀n ∈ N, ∆
n+1
⊆ ∆
n
, where ∆
n
is the closed triangular area with
boundary γ
∗
n
;
• ∀n ∈ N, length(γ
n
) = 2
−n
L, with L = length(γ);
4.2. CAUCHY’S THEOREM 109
Figure 4.2: Subdivision of a triangle for the proof of Cauchy’s theorem for
a triangle.
• ∀n ∈ N, 4
−n
I ≤
¸
¸
¸
_
γn
f(z)dz
¸
¸
¸.
The set
+∞
n=0
∆
n
contains a point Z common to all the triangles ∆
n
. This
seems obvious, but to prove it, select a point z
n
∈ ∆
n
for all n ≥ 0. Since all
the points belong to ∆
0
, a bounded set, the sequence (z
n
)
n∈N
is bounded.
Therefore, it has a convergent subsequence. Let us call its limit Z. For each
n ≥ 0, Z is a limit point of the subset (z
k
)
k≥n
of ∆
n
, so it belongs to ∆
n
.
Now, let > 0. f is diﬀerentiable at Z since it is holomorphic in the triangle.
So, there is a r > 0 such that:
∀z ∈ D(Z, r),
¸
¸
f(z) −f(Z) −(z −Z)f
(Z)
¸
¸
< z −Z.
Let N ∈ N such that ∆
N
⊆ D(Z, r). Then, for all z ∈ ∆
N
,
z −Z ≤ 2
−N
L.
110 CHAPTER 4. INTEGRATION
Moreover:
_
γ
N
_
f(Z) + (z −Z)f
(Z)
_
dz = 0,
according to the fundamental theorem of calculus for a closed contour ap
plied to the function F(z) = f(Z)z + (z
2
/2 −Zz)f
(Z). Now:
¸
¸
¸
¸
_
γ
N
f(z)dz
¸
¸
¸
¸
=
¸
¸
¸
¸
_
γ
N
_
f(z) −f(Z) −(z −Z)f
(Z)
_
dz
¸
¸
¸
¸
,
and, since the integrand on the righthand side is bounded:
¸
¸
¸
¸
_
γ
N
f(z)dz
¸
¸
¸
¸
≤ 2
−N
L ×length(γ) = 2
−2N
L
2
.
Since we have: 4
−N
I ≤
¸
¸
¸
_
γ
N
f(z)dz
¸
¸
¸, we have: I ≤ L
2
for an arbitrary
small , so I = 0.
Theorem 22. Indeﬁnite integral Theorem.
Let f : C → C be a continuous function on a convex region G ⊆ C such
that
_
γ
f(z)dz = 0 for any triangle γ ⊆ G. Let a ∈ G. Then, the function
F deﬁned by:
∀z ∈ G, F(z) =
_
[a,z]
f(w)dw,
is holomorphic in G with F
= f.
Proof. Let z ∈ G, and D(z, r) ⊆ G for r > 0, such that h < r implies
z +h ∈ G. For h < r, the line segments [a, z], [z, z +h] and [a, z +h] are all
in G since G is convex. By hypothesis,
_
[a,z,z+h]
f(z)dz = 0 =
_
[a,z]
f(w)dw+
_
[z,z+h]
f(w)dw +
_
[z+h,a]
f(w)dw. Hence:
F(z +h) −F(z) =
_
[a,z+h]
f(w)dw −
_
[a,z]
f(w)dw
= −
_
[z+h,a]
f(w)dw −
_
[z,a]
f(w)dw
=
_
[z,z+h]
f(w)dw.
We can choose the parametrization such that
_
[z,z+h]
dw = h.
4.2. CAUCHY’S THEOREM 111
Figure 4.3: Proof of the indeﬁnite integral theorem.
Hence:
¸
¸
¸
¸
F(z +h) −F(z)
h
−f(z)
¸
¸
¸
¸
=
1
h
¸
¸
¸
¸
¸
_
[z,z+h]
(f(w) −f(z)) dw
¸
¸
¸
¸
¸
≤
1
h
×h × sup
w∈[z,z+h]
f(z) −f(w). (4.2)
The righthand side clearly tends to 0 as h tends to zero. Hence, F is
holomorphic in G with F
= f.
This leads to the ﬁrst version of the antiderivative theorem:
Theorem 23. Let G be a convex region and let f ∈ H(G). Then, there
exists F ∈ H(G) such that F
= f.
Proof. This results simply from the two previous theorems. Indeed, since
f ∈ H(G), we have
_
γ
f = 0 for any triangle γ ⊆ G. So, by the indeﬁnite
integral theorem, there exists a function F such that F ∈ H(G) and F
=
f.
We can now prove Cauchy’s theorem for a convex region:
112 CHAPTER 4. INTEGRATION
Theorem 24. Cauchy’s theorem for a convex region.
Let G be a convex region and f ∈ H(G). Then, for every closed path γ such
that γ
∗
∈ G:
_
γ
f(z)dz = 0.
Proof. The result follows from using the antiderivative theorem and applying
the fundamental theorem of calculus. Indeed, the antiderivative theorem
tells us that there exists F ∈ H(G) such that F
= f. Hence,
_
γ
f(z)dz =
_
γ
F
(z)dz = 0, the last equality holding because of the fundamental theorem
of calculus applied along a closed path.
Very often, the region in which we wish to apply Cauchy’s theorem is
not convex. In that case, we use the following form of the theorem:
Theorem 25. Cauchy’s theorem for a contour (CauchyGoursat
theorem).
Let f : C →C be holomorphic inside and on a contour γ. Then:
_
γ
f(z)dz = 0.
Proof. First, suppose that γ is a polygon. By triangulating γ, we can write:
_
γ
f(z)dz =
N
k=1
_
γ
k
f(z)dz,
where each γ
k
is a triangle (note that, as in the proof of Cauchy’s theorem
for triangles, the integrals along the inserted line segments cancel). Then,
by applying Cauchy’s theorem for triangles, the integrals of f along each γ
k
are zero. So
_
γ
f(z)dz = 0.
Now, let γ be any contour. Let G be an open set containing γ
∗
∪ I(γ).
By deﬁnition, f is holomorphic on γ
∗
∪ I(γ). We will approximate γ by a
polygonal contour. To do this, we use the covering theorem and introduce
overlapping discs D
k
= D(γ(t
k
), m) for k ∈ {0, ..., N}, with t
0
< t
1
< ... <
t
N
and γ(t
0
) = γ(t
N
), that satisfy the conditions of the covering theorem.
4.2. CAUCHY’S THEOREM 113
By increasing the number of discs if necessary, we can assume that each
γ
k
, i.e. each restriction of γ to [t
k
, t
k+1
] is a line segment or a circular arc
(remember that a contour, in this course is the join of ﬁnitely many line
segments and circular arcs). Moreover, the line segments ˜ γ
k
= [γ(t
k
), γ
t
k+1
]
for k ∈ {0, ..., N−1} join to form a polygonal contour ˜ γ such that ˜ γ
∗
∪I(˜ γ) is
contained in
N
k=0
D
k
∪I(γ), and so, is also contained in G. By application
of the ﬁrst part of the proof, we have:
_
˜ γ
f(z)dz = 0.
Figure 4.4: Proof of Cauchy’s theorem for a convex region.
Moreover, the join of γ
k
and − ˜ γ
k
is a closed path in D
k
for every k. D
k
being convex, we therefore have, by applying Cauchy’s theorem for a convex
114 CHAPTER 4. INTEGRATION
region:
∀k ∈ {0, ..., N −1},
_
γ
k
f(z)dz −
_
˜ γ
k
f(z)dz = 0.
Hence:
_
γ
f(z)dz =
N−1
k=0
_
γ
k
f(z)dz =
N−1
k=0
_
˜ γ
k
f(z)dz =
_
˜ γ
f(z)dz = 0.
Example 6. In the following two examples, I =
_
γ(0,1)
f(z)dz is zero:
(i) f(z) = e
z
2
. The function is holomorphic on C (as a composition of
holomorphic functions), so it is holomorphic on D(0, 1). Cauchy’s the
orem for a contour then gives the result. Note that without Cauchy’s
theorem, there is no way to prove this (in particular with the funda
mental theorem of calculus).
(ii) f(z) =
e
iz
2
4+z
2
. The zeros of the denominator do not lie in D(0, 1), so f
is holomorphic on D(0, 1), and Cauchy’s theorem applies.
When the function is not holomorphic inside and on the contour, one has
to rely on the deﬁnition of the path integral and use the parametrization of
the path. For example, consider f(z) = (Im(z))
2
and the contour γ(0, 1).
It is not holomorphic anywhere (the CauchyRiemann equations are not
veriﬁed anywhere except at z = 0). Then, one has to write γ(t) = e
it
for
t ∈ [0, 2π]. By de Moivre’s formula: f(gamma(t)) = sin(2t) = 2 cos(t) sin(t),
and:
I =
_
γ(0,1)
f(z)dz =
_
2π
0
f(γ(t))ie
it
dt = 0.
4.2. CAUCHY’S THEOREM 115
4.2.3 Deformation
Now that we have proven Cauchy’s theorem for closed contour, we would
like to be able to replace some complicated contours by simpler ones, when
performing calculation. This is the topic of this subsection. For example,
when evaluating integrals, we would like to replace a closed contour γ by a
circle centred on a ∈ I(γ). These results will be important later.
Theorem 26. Deformation theorem.
(i) Let γ be a positively oriented contour and a ∈ I(γ) such that D(a, r) ∈
I(γ) for a given r > 0. Let f : C → C be holomorphic inside and on
γ, except possibly at a. Then:
_
γ
f(z)dz =
_
γ(a,r)
f(z)dz.
(ii) Let γ and ˆ γ be two positively oriented contours such that ˆ γ
∗
lies inside
γ
∗
, i.e. ˆ γ
∗
∪ I(ˆ γ) ⊆ I(γ). Let f : C → C be holomorphic inside and
on γ, except, possibly, at a ∈ I (ˆ γ). Then:
_
γ
f(z)dz =
_
ˆ γ
f(z)dz.
(iii) Let γ
1
and γ
2
be two circline paths with commons initial and ﬁnal
points. Let γ = γ
1
∪(−γ
2
), and suppose that γ is simple. Let f : C →C
be holomorphic inside and on γ. Then:
_
γ
1
f(z)dz =
_
γ
2
f(z)dz.
Proof. We prove each point successively.
(i) Let c be the initial point of γ. Let δ > 0 such that f ∈ H(D(c, δ)).
Then, I(γ) ∩ D(c, δ) = ∅. Take d ∈ I(γ) ∩ D(c, δ). Since, according
116 CHAPTER 4. INTEGRATION
Figure 4.5: Proof of the deformation theorem.
to Jordan’s curve theorem, I(γ) is (polygonally) connected, there is a
polygonal path γ
1
in I(γ) joining d to a (and this path is simple). Let
the parameter interval of γ
1
be [α, β]. there is a point b = γ(T) on γ
∗
1
such that ∀t ∈ [0, T[, γ
1
(t)−a > r (this means that b is the ﬁrst point
at which γ
∗
1
meets the circle z − a = r). Then γ
2
= [c, d] ∪ γ
1
joins
c to b. Now, let Γ be the join: Γ = γ ∪ γ
2
∪ (−γ(a, r)) ∪ (−γ
2
). Γ is
not a contour because we trace γ
2
twice, in both directions. However,
the proof of Cauchy’s theorem for contours can be generalized to such
paths (exercise). So:
_
Γ
f(z)dz = 0 =
_
γ
f(z)dz −
_
γ(a,r)
f(z)dz.
(ii) This point can be proven by choosing some disk D(a, r) ∈ I(ˆ γ) and
by applying the ﬁrst point twice to γ and ˆ γ, to obtain:
_
γ
f(z)dz =
_
γ(a,r)
f(z)dz =
_
ˆ γ
f(z)dz.
4.2. CAUCHY’S THEOREM 117
(iii) The last point is a direct result of Cauchy’s theorem, together with
the decomposition of the integral along a join.
This theorem can give us a generalization of the fundamental integral
_
γ(a,r)
(z −a)
n
dz for n ∈ Z.
Proposition 26. Let γ be a positively oriented contour, and let a ∈ C such
that a ∈ γ
∗
. Then:
_
γ
(z −a)
n
dz =
_
¸
¸
_
¸
¸
_
0 if a ∈ O(γ)
0 if a ∈ I(γ) and n = −1
2πi if a ∈ I(γ) and n = −1
Proof. For n = −1, the results come from the fundamental theorem of cal
culus. For n = −1, there is no antiderivative for (z − a)
−1
, so we cannot
use the fundamental theorem of calculus. However, Cauchy’s theorem is
applicable when a ∈ O(γ), because then f is holomorphic inside and on
the contour. When a ∈ I(γ), we can use the deformation theorem and the
known result for γ(a, r) to prove the statement.
Example 7. Consider f(z) = 2/(4z
2
− 1) and I =
_
γ(0,1)
f(z)dz. The
function f is holomorphic everywhere except at the two points z = ±1/2,
where its denominator cancels. Let us separate these poles and write f(z) =
1/(2z − 1) − 1/(2z + 1). Then, we can apply the deformation theorem to
each part and write:
I =
_
γ(1/2,1/4)
1
2(z −1/2)
dz −
_
γ(−1/2,1/4)
1
2(z + 1/2)
dz =
1
2
2πi −
1
2
2πi = 0.
118 CHAPTER 4. INTEGRATION
To go further
4.2.4 The complex logarithm... again
When we introduced the complex logarithm, we deﬁned it as the inﬁnite set
of solutions to the equation e
w
= z, for z = 0. In order to get a welldeﬁned
logarithm, we have seen how to introduce a cut in the complex plane, by
restricting the argument of z, that deﬁnes branches of the logarithm. Later,
we have seen that these branches are holomorphic. We can now examine
this logarithm in more details.
In real analysis, the logarithm is given by ln x =
_
x
1
1
u
du, for x ∈]0, +∞[.
We would like to see if there is an analogous relation for the complex loga
rithm. Let z = ze
iθ
= 0, with θ ∈] −π, π]. This means that we are working
in the plane with a cut along ] −∞, 0], so that the argument of z is uniquely
determined. Let:
F
0
(z) =
_
Γ(z)
1
w
dw,
where Γ(z) is the join of Γ
1
(z) = [1, z] and Γ
2
deﬁned by:
Γ
2
(z) =
_
ze
it
, for t ∈ [0, θ] if Imz ≥ 0
ze
i(θ−t)
, for t ∈ [θ, 0] if Imz < 0.
Note that the path Γ does not cross the cut. Suppose that Imz ≥ 0.
Then:
F
0
(z) =
_
z
0
1
u
du +
_
θ
0
1
ze
it
zie
it
dt = ln z +iθ.
Similarly, one can show that F
0
(z) = ln z + iθ for Imz < 0 (Exercise). So,
we have a valid integral formula for the complex logarithm, once we have
4.2. CAUCHY’S THEOREM 119
Figure 4.6: Contour for the derivation of the logarithm using an indeﬁnite
integral.
restricted ourselves to a branch of the logarithm. In order to obtain this
representation, we used a speciﬁc path in the complex plane with a cut.
What would happen for a diﬀerent path in the cut plane, or even in C
∗
?
Let us remember the fundamental integral:
_
γ
1
w
dw =
_
0 if 0 ∈ O(γ)
2πi if 0 ∈ I(γ).
For k ∈ Z, let us deﬁne:
Γ
k
(z) =
_
_
_
_
k
i=1
γ(0, 1)
_
∪ Γ(z) if k ≥ 0
_
−k
i=1
γ(0, 1)
_
∪ Γ(z) if k < 0.
This means that we turn k times around 0 on the circle γ(0, 1), in the
positive sense if k ≥ 0, and in the negative sense if k < 0. Then, by the
120 CHAPTER 4. INTEGRATION
same method as above:
∀z ∈ C
∗
,
_
Γ
k
(z)
1
w
dw = F
0
(z) + 2kπi.
Note that, if we were replacing γ(0, 1) by a contour that does not encircle
0, then the factor 2kπi would disappear. Actually, this can be generalized:
if γ(z) is any circline path from 1 to z in C
∗
, then
_
γ(z)
1
w
dw takes its values
in ln z, as γ(z) varies.
Theorem 27. Let G be a convex region not containing 0. Then, there exists
a function f = ln
G
∈ H(G) such that ∀z ∈ G, e
f(z)
= z, and:
∀(a, z) ∈ G
2
, f(z) −f(a) =
_
γ
1
w
dw,
where γ is any path in G with endpoints a and z. The function f is uniquely
determined up to the addition of an integer multiple of 2πi. Hence:
∀z ∈ G, ln
G
z = ln z +iθ(z),
where θ(z) ∈ arg z and z →θ(z) is a continuous function in G.
Proof. By the antiderivative theorem, there exists a function f ∈ H(G) such
that: ∀z ∈ G, f
(z) = 1/z. Then:
d
dz
_
ze
−f(z)
_
= e
−f(z)
−zf
(z)e
−f(z)
= 0.
This implies that ze
−f(z)
is constant in G; hence: z = Ce
f(z)
, with C ∈ C
∗
.
By a redeﬁnition of f, we can always impose C = 1. The integral formula
for f then follows from the indeﬁnite integral theorem and the antiderivative
theorem.
Suppose now that we have two functions f and g, holomorphic in G such
that: ∀z ∈ G, e
f(z)
= e
g(z)
. Then, f − g has zero derivative on G and
is therefore constant: ∀z ∈ G, (f − g)(z) = K ∈ C
∗
. Thus, e
K
= 1, or
equivalently, K = 2kπi for k ∈ Z.
The last part comes from the construction of the logarithm, and from the
fact that the imaginary part of an holomorphic function is continuous.
4.3. CAUCHY’S FORMULÆ 121
4.2.5 Exercises
Determine whether the following integrals are zero:
(i)
_
γ(0,1)
e
z
+z
2
z
3
dz;
(ii)
_
γ(i,1)
sin(z)
(z−i/2)
dz;
(iii)
_
γ(2i,1)
sin(z)
(z−i/2)
dz;
(iv)
_
γ
tan(z)dz, with γ = [0, 1] ∪ [1, 1 + i] ∪ [1 + i, π + i] ∪ [π + i, π − i] ∪
[π −i, −i] ∪ [−i, 0].
4.3 Cauchy’s formulæ
Now that we have proven Cauchy’s theorem, we can derive a lot of very
important and powerful results, that all derive from Cauchy formulæ:
• Liouville’s theorem: A function which is holomorphic in C cannot
be bounded, unless it is constant.
• Inﬁnite diﬀerentiability: Any holomorphic function (i.e. that is
diﬀerentiable once), is actually automatically inﬁnitely diﬀerentiable.
• Taylor’s theorem: Any holomorphic function is locally representable
by a power series. This is the contrapositive of the result we have
proven, i.e. that any function that can be written as a power series is
holomorphic on its disc of convergence.
• Identity theorem: This is a corollary of Taylor’s theorem. It states
that if f is holomorphic in a region G and is zero in an open disc in
G, then f is identically zero in G.
122 CHAPTER 4. INTEGRATION
One should be aware that these results are extremely strong and do not have
any analogue in real analysis.
4.3.1 Cauchy’s integral formula
Cauchy’s integral formula gives the value of a complex function at a point
a ∈ C in terms of a boundary value integral evaluated on a contour encircling
the point a. In order to prove the formula, we will need the deformation
theorem, to replace the given, arbitrary contour, by a small circle around a.
In the following, unless explicitly stated, contours will be positively oriented.
Theorem 28. Cauchy’s integral formula.
Let f be holomorphic inside and on a positively oriented contour γ. Then,
if a is inside γ:
f(a) =
1
2πi
_
γ
f(w)
w −a
dw.
Proof. Since a ∈ I(γ) and I(γ) is open, there exists R > 0 such that
D(a, R) ⊆ I(γ). By the deformation theorem, for any r < R, we have:
_
γ
f(w)
w −a
dw =
_
γ(a,r)
f(w)
w −a
dw.
Moreover, since f(a) is a constant, we have:
_
γ(a,r)
f(a)
w −a
dw = f(a)
_
γ(a,r)
1
w −a
dw = 2πif(a).
Hence:
¸
¸
¸
¸
1
2πi
_
γ
f(w)
w −a
dw −f(a)
¸
¸
¸
¸
=
¸
¸
¸
¸
¸
1
2πi
_
γ(a,r)
f(w) −f(a)
w −a
dw
¸
¸
¸
¸
¸
=
¸
¸
¸
¸
1
2πi
_
2π
0
f(a +re
iθ
) −f(a)
re
iθ
ire
iθ
dθ
¸
¸
¸
¸
≤
1
2π
2π × sup
θ∈[0,2π]
f(a +re
iθ
) −f(a).
The last line is obtained by using the comparison theorem. Finally, since f
is continuous (because holomorphic) at a, the supremum tends to 0 when r
tends to 0. Since the lefthand side is independent of r, it should be zero.
4.3. CAUCHY’S FORMULÆ 123
Example 8. We can apply this formula immediately to a few cases.
•
_
γ(3,5)
cos z
z
dz = 2πi[cos z]
z=0
= 2πi.
•
_
γ(i,1)
z
2
z
2
+1
dz =
_
γ(i,1)
z
2
/(z+i)
z−i
dz = 2πi[z
2
/(z +i)]
z=i
= −π.
• I =
_
γ(0,2)
e
iπz/2
z
2
−1
dz has an integrand with two nonholomorphic points,
1 and −1 that are both in the contour, so, strictly speaking, we cannot
apply Cauchy’s formula. But, we can decompose it in partial fractions:
I =
1
2
_
γ(0,2)
e
iπz/2
z −1
dz −
1
2
_
γ(0,2)
e
iπz/2
z + 1
dz.
And, now, we can apply Cauchy’s formula to each integral, to obtain:
I = [
1
2
e
iπz/2
]
z=1
− [
1
2
e
iπz/2
]
z=−1
= i. The use of partial fraction is
eﬃcient, but could be a bit laborious. We will see later a much more
powerful method to deal with integrals with several nonholomorphic
points.
Theorem 29. Liouville’s theorem.
Let f : C →C be holomorphic and bounded in C. Then f is constant.
Proof. Suppose that ∀w ∈ C, f(w) ≤ M. Let (a, b) ∈ C
2
and deﬁne
R ≥ 2 max{a, b}, so that w − a ≥ R/2 and w − b ≥ R/2 whenever
w = R (this results from w + z ≥ w − z). Then, apply Cauchy’s
formula with γ = γ(0, R):
f(a) −f(b) =
1
2πi
_
γ
f(w)
_
1
w −a
−
1
w −b
_
dw
=
a −b
2πi
_
γ
f(w)
(w −a)(w −b)
dw.
So, by bounding the integrand:
f(a) −f(b) ≤
1
2π
2πRM
a −b
(R/2)
2
=
4Ma −b
R
.
The righthand side of the inequality can be made arbitrarily small by taking
R arbitrarily large. So, for any (a, b) ∈ C
2
, f(a) = f(b).
124 CHAPTER 4. INTEGRATION
Liouville’s theorem can now be applied to give a remarkable proof of the
fundamental theorem of algebra.
Theorem 30. Fundamental theorem of algebra.
Let p(z) be a nonconstant polynomial with complex coeﬃcients. Then, there
exists ζ ∈ C such that p(ζ) = 0. This implies that a complex polynomial
of degree n ≥ 1 has n roots (taking into account the multiplicity,
so, not necessarily distinct) in C.
Proof. Let us suppose, for a contradiction, that: ∀z ∈ C, p(z) = 0. Since
p(z) tends to +∞ when z tends to +∞, there is an R > 0 such that:
z > R ⇒ 1/p(z) < 1. Moreover, on the compact set D(0, R), 1/p(z)is
continuous (because holomorphic), so it is bounded. Since R can be made
has big as necessary, 1/p(z) is bounded on C. But it is also holomorphic, so
Liouville’s theorem implies that it must be constant. This contradicts the
hypothesis of the theorem. This implies that p(z) must have one root, ζ.
Then, one can factorize ζ: p(z) = (z−ζ)p
1
(z), and apply the same argument
to p
1
(z), etc. By induction, one then constructs exactly n roots for p(z) (the
induction stops when one arrives at a constant polynomial, i.e. after exactly
n iterations).
4.3.2 Cauchy’s formulæ for derivatives
We have seen that there is a simple relation between the value of an holo
morphic function at a point and a simple integral along a contour encircling
that point. We are going to show something evening more stunning: there
is such simple relations for any derivative of an holomorphic function. This
tells us that an holomorphic function, for which we have required deriv
ability, is actually inﬁnitely diﬀerentiable! This is very diﬀerent from what
happens in real analysis, where the diﬀerentiability of a function at ﬁrst
order does not guarantee the inﬁnite diﬀerentiability.
Theorem 31. Cauchy’s formula for the ﬁrst derivative.
Let f : C →C be holomorphic inside and in a positively oriented contour γ.
4.3. CAUCHY’S FORMULÆ 125
Let a ∈ I(γ). Then:
f
(a) =
1
2πi
_
γ
f(w)
(w −a)
2
dw.
Proof. As in the the proof of Cauchy’s integral formula, we use the deforma
tion theorem to replace integrations along γ by integrations along a circle
of, say γ(a, 2r) where r > 0 is chosen so that γ(a, 2r) ⊆ I(γ) (which is al
ways possible since I(γ) is open). Then, for h ∈ C with h < 2r, Cauchy’s
integral formula applied twice gives:
f(a +h) −f(a)
h
=
1
2πhi
_
γ(a,2r)
f(w)
_
1
w −a −h
−
1
w −a
_
dw
=
1
2πi
_
γ(a,2r)
f(w)
(w −a −h)(w −a)
dw.
Hence:
f(a +h) −f(a)
h
−
1
2πi
_
γ(a,2r)
f(w)
(w −a)
2
dw
=
h
2πi
_
γ(a,2r)
f(w)
(w −a −h)(w −a)
2
dw. .
We now have to prove that the righthand side tends to zero as h tends to
zero. Let us choose h such that h < r. Then: ∀w ∈ γ(a, 2r)
∗
, w−a −h ≥
w − a − h > r. Moreover, since f is holomorphic inside and on γ, it is
continuous on γ(a, 2r)
∗
, and this set is compact. So, there exists a constant
M > 0 such that ∀w ∈ γ(a, 2r)
∗
, f(w) ≤ M. So, since w − a = 2r on
γ(a, 2r)
∗
, we have:
¸
¸
¸
¸
¸
f(a +h) −f(a)
h
−
1
2πi
_
γ(a,2r)
f(w)
(w −a)
2
dw
¸
¸
¸
¸
¸
≤
hM
2π ×4r
3
×4πr =
hM
2r
2
,
and the righthand side tends to zero when h tends to zero.
126 CHAPTER 4. INTEGRATION
But, we are not going to stop there:
Theorem 32. Let f : C →C be holomorphic in an open set G ⊆ C. Then:
• f
∈ H(G);
• f has derivatives of all orders in G.
Proof. Let a ∈ G, and r > 0 such that
¯
D(a, 2r) ⊆ G. For h ∈ C with
h < r, Cauchy’s formula for the ﬁrst derivative gives:
f
(a +h) −f
(a)
h
=
1
2πi
_
γ(a,2r)
f(w)
_
1
(w −a −h)
2
−
1
(w −a)
2
_
dw.
By applying the same estimation argument as in the proof of Cauchy’s
formula for the ﬁrst derivative, the integral on the righthand side can be
shown to converge towards:
2
_
γ(a,2r)
f(w)
(w −a)
3
dw.
This guarantees that f
(a) exists for all a ∈ G, so that f
∈ H(G). By
induction, we see that f
(n)
exists and is holomorphic on G for all n ∈ N.
This theorem allows one to formulate a partial converse to Cauchy’s
theorem.
Theorem 33. Morera’s theorem.
Let f : C →C be continuous on an open set G ⊆ C, with
_
γ
f(w)dw = 0 for
all triangles γ ∈ G. Then f ∈ H(G).
Proof. Let a ∈ G and r > 0 such that D(a, r) ⊆ G. Since D(a, r) is a
convex region, we can use the indeﬁnite integral theorem to get a function
F ∈ H(D(a, r)) such that F
= f. Then, the previous theorem implies that
f ∈ H(D(a, r)). Since a is arbitrary, we have f ∈ H(G).
Finally, we can give a formula for any derivative of a holomorphic func
tion:
4.3. CAUCHY’S FORMULÆ 127
Theorem 34. Cauchy’s formula for derivatives.
Let f be holomorphic inside and on a positively oriented contour γ. Let
a ∈ I(γ). Then f
(n)
(a) exists for any n ∈ N, and:
∀a ∈ I(γ), f
(n)
(a) =
n!
2πi
_
γ
f(w)
(w −a)
n+1
dw.
Figure 4.7: Proof of Cauchy’s formula for derivatives.
Proof. We will prove the result by induction. It is obviously true for n = 0,
since it give Cauchy’s integral formula. Assume that the result is true at
order k. By the deformation theorem, we may assume that γ = γ(a, 2r)
with r > 0 suitably chosen. Take h < r. Since the result is true at order
128 CHAPTER 4. INTEGRATION
k, we have:
f
(k)
(a +h) −f
(k)
(a) =
k!
2πi
_
γ
f(w)
_
1
(w −a −h)
k+1
−
1
(w −a)
k+1
_
dw
=
(k + 1)!
2πi
_
γ
f(w)
_
[a,a+h]
(w −ζ)
−k−2
dζdw.
The last line is obtained by using the fundamental theorem of calculus. We
now have to show that ∆(h) =
f
(k)
(a+h)−f
(k)
(a)
h
−
(k+1)!
2πi
_
γ
f(w)
(w−a)
k+2
dw tends
to 0 as h tends to 0. We have:
∆(h) =
(k + 1)!
2πih
_
γ
f(w)
_
[a,a+h]
_
1
(w −ζ)
k+2
−
1
(w −a)
k+2
_
dζdw
=
(k + 2)!
2πih
_
γ
f(w)
_
[a,τ]
1
(w −τ)
k+3
dτdζdw.
Again, the last line comes from the fundamental theorem of calculus. Since
f is holomorphic, it is continuous on the compact set γ
∗
, so it is bounded
by a constant M > 0. For τ ∈ [a, ζ] and ζ ∈ [a, a + h], we have w −τ ≥ r
for all w ∈ γ
∗
. Also, ζ −a ≤ r as long as w−a = 2r, and ζ −a ≤ h by
construction. Hence:
∆(h) ≤
(k + 2)!
2πh
Mh
2
r
k+3
×4πr ∝ h.
This shows that ∆(h) tends to zero when h tends to zero.
4.3.3 Exercises
Calculate the following integrals:
(i)
_
γ(0,2)
sin(z)
(z−i)
dz;
(ii)
_
γ(i,1)
cosh(z
2
)
(z−i/2)
2
dz;
(iii)
_
γ
e
z
cos(z)
(z−1−i)
3
dz, with [0, 2] ∪ Γ(1, 2);
(iv)
_
γ(0,1)
z−2
(z+2)z
2
dz.
4.4. POWER SERIES REPRESENTATION 129
4.4 Power series representation
We proved earlier that a convergent power series is holomorphic in its disc of
convergence. In this section, we explore further the link between holomorphy
and expansion in power series.
4.4.1 Integration of series
The results of this subsection are mostly technical, and they will be used in
the subsequent manipulations of series and integrals. They could be replaced
by the more sophisticated notion of uniform convergence, but this will not
be needed for the results we want to prove in the following.
Theorem 35. Let γ be a path. Let U, u
0
, u
1
,... be continuous functions on
γ
∗
, and assume that ∀z ∈ γ
∗
, U(z) =
+∞
n=0
u
n
(z). Assume that there exist
constants M
k
> 0 for k ∈ N such that
M
k
converges and ∀k ∈ N, ∀z ∈
γ
∗
, u
k
(z) ≤ M
k
. Then:
+∞
k=0
_
γ
u
k
(z)dz =
_
γ
+∞
k=0
u
k
(z)dz =
_
γ
U(z)dz.
Proof. For N ∈ N, let U
N
=
N
k=0
u
k
(n). Both U
N
and U are continuous,
and hence integrable, on γ
∗
. We have:
¸
¸
¸
¸
¸
_
γ
U(z)dz −
N
k=0
_
γ
u
k
(z)dz
¸
¸
¸
¸
¸
=
¸
¸
¸
¸
_
γ
(U(z) −U
N
(z)) dz
¸
¸
¸
¸
≤ sup
z∈γ
∗
{U(z) −U
N
(z)} ×length(γ)
≤ sup
z∈γ
∗
+∞
k=N+1
u
k
(z) ×length(γ)
≤
+∞
k=N+1
M
k
×length(γ).
Since
M
k
converges, M
k
tends to 0 when k tends to inﬁnity. So, the
righthand side tends to zero.
130 CHAPTER 4. INTEGRATION
Theorem 36. Coeﬃcients in a power series.
Let f(z) =
+∞
k=0
c
k
z
k
with a radius of convergence R > 0. Then:
∀r ∈]0, R[, ∀n ∈ N, c
n
=
1
2πi
_
γ(0,r)
f(z)
z
n+1
dz.
Proof. Provided we can interchange the sum and the integral, we have, for
n ∈ N and r ∈ [0, R[:
_
γ(0,r)
f(z)
z
n+1
=
_
γ(0,r)
_
=∞
k=0
c
k
z
k
_
z
−n−1
dz
=
+∞
k=0
c
k
_
γ(0,1)
z
k−n−1
dz
= 2πic
n
.
Hence, we only have to prove that we can interchange integration and sum.
To do that, we need to apply the previous theorem to the case γ = γ(0, r)
and u
k
(z) = c
k
z
k−n−1
. Then, U = z
−n−1
f(z). U is continuous because f is
continuous inside the disc on convergence. Moreover, on γ(0, r) ⊆ D(0, R),
we have u
k
(z) = M
k
= c
k
r
k−n−1
, and
M
k
converges (since the series
u
k
(z) converges absolutely inside its disc on convergence). Therefore, all
the hypothesis of the previous theorem apply, and we can safely interchange
integral and sum.
4.4.2 Taylor’s theorem
We can now use Cauchy’s integral formula to prove that any function that
is holomorphic in a disc D(0, R) has a power series expansion with radius
of convergence R.
Theorem 37. Taylor’s theorem Let f ∈ H(D(a, R)) for R > 0. Then,
there exists a unique set of constants (c
n
)
n∈N
such that:
∀z ∈ D(a, R), f(z) =
+∞
n=0
c
n
(z −a)
n
.
4.4. POWER SERIES REPRESENTATION 131
The constants c
n
are given by:
∀n ∈ N, c
n
=
1
2πi
_
γ
f(w)
(w −a)
n+1
dw =
f
(n)
n!
,
where γ is any positively oriented contour included in D(a, R) and enclosing
a.
Proof. Let z ∈ D(a, r) and r > 0 such that z − a < r < R. Consider
γ = γ(a, r). If this is not the case, one can use the deformation theorem to
recover the circle. By Cauchy’s integral formula:
f(z) =
1
2πi
_
γ
f(w)
w −z
dw.
Since ∀w ∈ γ
∗
, z −a < w −a = r, we have:
1
w −z
=
1
w −a
(1 −(z −a)/(w −a))
−1
=
1
w −a
+∞
k=0
_
z −a
w −a
_
k
.
Hence:
f(z) =
1
2πi
_
γ
+∞
k=0
(z −a)
k
(w −a)
k+1
f(w)dw.
On γ
∗
that is compact, f is bounded (because it is continuous), so there
exists an M > 0 such that:
¸
¸
¸
¸
(z −a)
k
f(w)
(w −a)
k+1
¸
¸
¸
¸
≤ M
k
=
M
r
z −a
k
r
k
.
Since z − a/r < 1, the series
M
k
converges. Hence, once again we can
legitimately commute sum and integral, to obtain:
f(z) =
+∞
n=0
_
1
2πi
_
γ
f(w)
(w −a)
n+1
dw
_
(z −a)
n
.
Cauchy’s formula for derivatives gives then the desired answer. The unique
ness of the decomposition is a result of the theorem on coeﬃcients of power
series.
132 CHAPTER 4. INTEGRATION
Example 9. Consider f(z) = z
5
sin(2z). Using the series expansion for the
sinus, sin(2z) =
+∞
n=0
(−1)
n
(2z)
2n+1
(2n+1)!
we obtain:
f(z) =
+∞
n=0
(−1)
n
2
2n+1
z
2(n+3)
(2n + 1)!
By uniqueness of the series expansion, this is the Taylor series. Then we
have the derivatives at all orders of the functions f. Note that it would have
been diﬃcult to obtain these derivatives by a direct calculation..
Let see what happens in the case of a holomorphic branch of the loga
rithm. Let us cut the plane along ] −∞, 0] so that θ ∈] −π, π]. We let f be
the holomorphic branch of the logarithm in C
π
= C\] −∞, 0], given by:
∀z = ze
iθ
= 0, ∀θ ∈] −π, π], f(z) = ln z +iθ.
Since f ∈ H(D(1, 1)), f must have a Taylor expansion in the disc D(1, 1):
f(z) =
+∞
n=0
c
n
(z −1)
n
. First, note that:
1
z
=
1
1 + (z −1)
=
+∞
n=0
(−1)
n
(z −1)
n
for z −1 < 1.
Then:
1
z
=
d
dz
ln z =
+∞
n=1
nc
n
(z −1)
n−1
for z −1 < 1,
thanks to the theorem on the diﬀerentiation of power series. By uniqueness
of the series expansion, we have:
c
n
=
(−1)
n−1
n
for n ≥ 1.
The value of c
0
depends on the branch that is considered. Here, we have
f(1) = 0, so, necessarily, c
0
= 0. Therefore:
∀z ∈ D(1, 1), f(z) =
+∞
n=1
(−1)
n−1
n
(z −1)
n
.
4.4. POWER SERIES REPRESENTATION 133
Consider now f ∈ H(D(0, R)) for some R > 0. Then, for n ∈ N, we have
the coeﬃcients of the Taylor expansion of f, for 0 < r < R:
c
n
=
1
2πi
_
γ(0,r)
f(w)
w
n+1
dw,
and:
c
n
 =
¸
¸
¸
¸
¸
1
2πi
_
γ(0,r)
f(w)
w
n+1
dw
¸
¸
¸
¸
¸
≤
1
2π
sup
z=r
{f(z)z
n−1
} ×length(γ(0, r))
≤
1
2π
M(r)r
−n−1
×2πr
≤ r
−n
M(r),
where M(r) = sup{f(z), z = r}. This leads to the following interesting
result:
Theorem 38. Let f be holomorphic in C, with Taylor expansion f(z) =
+∞
n=0
c
n
z
n
valid for all z ∈ C. Suppose that there exist two positive constants
M and K and k ∈ N
∗
such that:
∀z ∈ C, z ≥ K, f(z) ≤ Mz
k
.
Then, f is a polynomial of degree at most k.
Proof. Let r ≥ K, and note that M(r) ≤ Mr
k
. Then, using the estimation
above, we obtain:
∀n ∈ N, c
n
 ≤ Mr
k−n
.
Since r can be chosen arbitrary large (f is holomorphic on C), then we must
have c
n
= 0 for all n > k. This means that the Taylor expansion is truncated
at least at order k, so f has to be polynomial of degree smaller or equal to
k.
Remark 7. We can sum up the various ideas we have developed about power
series and complex functions.
134 CHAPTER 4. INTEGRATION
• We showed that every power series around a ∈ C with a radius of
convergence R > 0 deﬁnes a holomorphic function in D(a, r).
• We showed here that every function that is holomorphic in an open
set G is locally (in G) representable by a power series. We will say
that it is analytic in G.
• We showed that any holomorphic function with a non vanishing deriva
tive is conformal.
• We showed that any ’regular’ (that is, with continuous partial deriva
tives) conformal mapping is holomorphic.
So, keeping in mind the restrictions that make the results precise, we could
state that:
ANALYTIC = HOLOMORPHIC = CONFORMAL.
4.4.3 Multiplication of power series
We will use Taylor’s theorem to prove an important result about the multi
plication of power series.
Theorem 39. Suppose that:
f(z) =
+∞
n=0
a
n
z
n
and g(z) =
+∞
n=0
b
n
z
n
are complex series with radii of convergence R
1
and R
2
, respectively. Let
h(z) =
+∞
n=0
c
n
z
n
, with ∀n ∈ N, c
n
=
n
k=0
a
k
b
n−k
. Then,
+∞
n=0
c
n
z
n
has
a radius of convergence at least R = min{R
1
, R
2
}, and ∀z ∈ D(0, R), h(z) =
f(z)g(z).
Proof. In D(0, R), both f and g are holomorphic, and we have a
n
= f
(n)
(0)/n!
and b
n
= g
(n)
(0)/n!. The product fg is also holomorphic in D(0, R), as
4.4. POWER SERIES REPRESENTATION 135
product of holomorphic functions, and it is represented by the Taylor series:
f(z)g(z) =
+∞
n=0
c
n
z
n
,
with:
n!c
n
= (fg)
(n)
(0) =
n
k=0
n!
k!(n −k)!
f
(k)
(0)g
(n−k)
(0) = n!
n
k=0
a
k
b
n−k
.
We used Leibniz’ rule to derive n times a product. The rule can easily be
checked by induction.
Example 10. The nth Hermite function H
n
is deﬁned, for t ∈ R by:
∀n ∈ N, H
n
(t) = (−1)
n
e
1
2
t
2
_
d
dt
_
n
e
−t
2
.
We have:
∀(x, t) ∈ R
2
,
+∞
n=0
H
n
(t)
x
n
n!
= e
−
1
2
t
2
+2xt−x
2
.
So that we have a generating function whose derivatives give the Hermite
functions: H
n
(t) =
_
d
n
dx
n
e
−
1
2
t
2
+2xt−x
2
_
x=0
.
To prove this, note that e
−
1
2
t
2
+2xt−x
2
= e
t
2
/2
e
−(x−t)
2
. By composition of
holomorphic functions, we have that e
z
2
is holomorphic in C. Hence, it has
a Taylor expansion for any a ∈ C:
e
−z
2
=
+∞
n=0
_
d
n
dx
n
e
−z
2
_
z=a
(z −a)
n
n!
.
By choosing a = −t and z = x −t, the required formula follows.
4.4.4 Exercises
1. Find the Taylor expansions of the following function, at the given point
a ∈ C:
(i) f(z) =
sin(z)
z
, at a = 0;
136 CHAPTER 4. INTEGRATION
(ii) f(z) = (z −i)
2
cos(z −i), at a = i;
(iii) f(z) = z
3
sinh(z), at a = 0.
2. Give the value of all the successive derivatives of the following functions
at a = 0:
(i) f(z) = z
5
cosh(z);
(ii) f(z) = (z
3
+ 2z
2
+iz + 1) sin(z);
(iii) f(z) = sin(z) sinh(z).
4.5 Zeros and singularities
This chapter is concerned with two important sets of points in the domain
of an holomorphic function.
The ﬁrst set is the set of the zeros of the function. If f is holomorphic in an
open set G ⊆ C, this set is Z(f) = {z ∈ G, f(z) = 0}. It is important for
two reasons. The ﬁrst one has to do with the second set: if f is zero at a
point a ∈ C, then 1/f has a singularity at that point. Integrating a function
along a contour inside which it has a singularity will, in general, give a non
zero result (remember Cauchy’s formulæ), so locating and characterizing the
zeros are important for integration. The second reason is that we will prove
a very strong result, as a consequence of Taylor’s theorem: if a function is
holomorphic in a region of C, then it cannot be zero in this region except at
isolated points, unless it is identically zero in the region.
The second set we mentioned in the set of points at which an otherwise
holomorphic function fails to be holomorphic, i.e. the set of singularities
of the function. We have highlighted previously its link with the set of
zeros of the denominator of the function. It turns out that the behaviour of
the function at its singularities can be studied in details if one replaces the
Taylor expansion by the Laurent expansion of the function at the singular
point.
4.5. ZEROS AND SINGULARITIES 137
4.5.1 Characterizing zeros
Deﬁnition 31. Let f : S ⊆ C → C be holomorphic at a ∈ S. Then the
point a is said to be a zero of f iﬀ f(a) = 0. a is said to be a zero of order
m ∈ N iﬀ:
0 = f(a) = f
(a) = ... = f
(m−1)
(a) and f
(m)
(a) = 0.
Zeros of order 1 and 2 are usually called simple and double, respectively.
Note that, by convention, a zero is of order 0 if f is holomorphic at a and
f(a) = 0, i.e. if a is not a zero of f.
Remember that f is holomorphic at a iﬀ f ∈ H(D(a, r)) for some r > 0.
Example 11. • f(z) = (z −a)
m
has a zero of order m at a.
• f(z) = sin(z) has inﬁnitely many zeros at z = kπ, for k ∈ Z. At these
points, (sin z)
= cos z is nonzero, so, the zeros of sin z are all simple.
This is also true of all the zeros of cos z, sinh z and cosh z.
The next theorem proves to be very useful in characterizing zeros.
Theorem 40. Characterization theorem for zeros of order m.
Let f ∈ H(D(a, r)). Suppose that its Taylor expansion in D(a, r) is f(z) =
+∞
n=0
c
n
(z −a)
n
. Then, the following propositions are equivalent:
(i) ∃m ∈ N, 0 = f(a) = f
(a) = ... = f
(m−1)
(a) and f
(m)
= 0;
(ii) ∀z ∈ D(a, r), f(z) =
+∞
n=m
c
n
(z −a)
n
with c
m
= 0;
(iii) ∃g ∈ H(D(a, r)), g(a) = 0, ∀z ∈ D(a, r), f(z) = (z −a)
m
g(z);
(iv) ∃C ∈ C
∗
, lim
z→a
(z −a)
−m
f(z) = C.
Proof. The ﬁrst two points are equivalent by virtue of Taylor’s theorem.
Now, assume (ii) and deﬁne in D(a, r):
g(z) =
+∞
n=m
c
n
(z −a)
n−m
=
+∞
k=0
c
m+k
(z −a)
k
.
138 CHAPTER 4. INTEGRATION
The power series
+∞
n=m
c
n
(z −a)
n
is convergent (subseries of a convergent
series), so g ∈ H(D(a, r)). Moreover, g(a) = c
m
= 0. This means that (iii)
holds. Conversely, if (iii) holds, then (ii) follows immediately from the fact
that g is holomorphic, so that it admits a Taylor expansion.
The continuity of g makes (iv) follow from (iii) immediately.
To prove the converse, suppose (iv). Then, by deﬁnition, for > 0 arbitrary,
there exists δ > 0 such that:
w −a < δ ⇒
¸
¸
(w −a)
−m
f(w) −C
¸
¸
< .
Take, ρ < min{δ, r}. Then:
w −a = ρ ⇒
¸
¸
ρ
−m
f(w)
¸
¸
−C ≤
¸
¸
ρ
−m
f(w) −C
¸
¸
<
⇒
¸
¸
ρ
−m
f(w)
¸
¸
≤ C
⇒ f(w) ≤ (C +) ρ
m
. (4.3)
Remember the estimate for the coeﬃcient c
n
in the Taylor expansion given
previously:
c
n
 ≤ ρ
−n
sup{f(z), z = ρ} for any 0 < ρ < r.
So, we have:
c
n
 ≤ (C +)ρ
m−n
.
If, m < n, then ρ
m−n
can be made arbitrarily small by taking ρ suﬃciently
small, so c
n
must be zero (it is independent of ρ). We thus have f(z) =
+∞
n=m
c
n
(z −a)
n
. Moreover, the inequalities above show that c
m
−C < ,
so c
m
= C = 0. Thus we have (ii), and since (ii) implies (iii), (iv) implies
(iii).
Proposition 27. Consider two functions f and g that are holomorphic at
a ∈ C and for which a is a zero of order m ≥ 0 and n ≥ 0 respectively.
Then, fg is holomorphic at a, and a is zero of fg of order m+n.
4.5. ZEROS AND SINGULARITIES 139
Proof. The fact that a is a zero of fg is evident. fg is holomorphic at a as
product of two holomorphic functions at a. Now, consider:
lim
z→a
(z −a)
m+n
(fg)(z) = lim
z→a
[(z −a)
m
f(z)(z −a)
n
g(z)]
= lim
z→a
(z −a)
m
f(z) lim
z→a
(z −a)
n
g(z).
(4.4)
Since both f and g are holomorphic at a with a zero of order m and n
respectively, there are two nonzero constants C and D such that lim
z→a
(z−
a)
m
f(z) = C, and lim
z→a
(z − a)
n
g(z) = D, according to point (4) of the
previous theorem. Hence, fg has a zero of order m+n at a.
Example 12. The previous proposition makes it easy to determine the
order of the zeros of a function that can be decomposed into a product of
other functions. For example, f(z) = z
2
sin
4
(z) has a zero of order 2+4 = 6
at z = 0 and zeros of order 0 + 4 = 4 at z = kπ for k ∈ Z
∗
.
4.5.2 Identity and Uniqueness theorems
In the previous subsection, we concentrated on the behaviour of holomorphic
functions around one of their zeros. We will now deal with the set Z(f) itself
for a function f deﬁned on a region G of the complex plane. Remember that
a region is a nonempty open connected set of the complex plane.
We ﬁrst need to summarize what we know about limit points. The deﬁnition
was given in the ﬁrst chapter: if S ⊆ C is a set, a ∈ C is a limit point of S
iﬀ:
∀ > 0, D
(a, ) ∩ S = ∅.
Proposition 28. Let G be an open set such that S ⊆ G. In each of the
following cases, we construct limit point of S.
(i) If S = {z
n
, n ∈ N}, with (z
n
)
n∈N
a converging sequence such that
lim
n→+∞
z
n
= z ∈ G, then z is a limit point of S.
140 CHAPTER 4. INTEGRATION
(ii) If S = [a, b] with a = b, then every point of S is a limit point of S.
(iii) If S = D(a, r) with a ∈ C and r > 0, then, D(a, r) ∩G is the set of all
the limit points of S. Note that it contains S itself.
Proof. (i) S = {z
n
, n ∈ N}. z is the limit of the sequence (z
n
)
n∈N
, so, for
any > 0, there is N ∈ N such that, if n ≥ N, then, z
n
− z < ;
in other words, z
n
∈ D
(z, ). Hence, since z
n
∈ S by construction,
S ∩D
(z, ) = ∅ for any > 0. This proves that z is a limit point of S.
(ii) S = [a, b] with a = b. Then, take c ∈ [a, b]. It is obvious that, for any
> 0, D
(c, ) intersect [a, b].
(iii) S = D(a, r) with a ∈ C and r > 0. Let z ∈ D(a, r). Then, either
z ∈ S, or z ∈ γ(a, r). If z ∈ S, since S is open, we clearly have
D
(z, ) ∩ S = ∅ for any > 0. If z ∈ γ(a, r) this is also the case. So,
D(a, r) ⊂ L where Lis the set of limit points of S. Now, let us take
z ∈ L. Then, if z ∈ D(a, r), it should be outside the circle γ(a, r),
so z − a > r. But, in that case, one can ﬁnd an such that D(z, )
does not contain any element of S: just take < ρ = z − a − r. So
L ⊂ D(a, r); hence L = D(a, r).
Theorem 41. Identity theorem for a disc.
Let f ∈ H(D(a, r)) such that f(a) = 0. Then, either:
(i) f is identically zero in D(a, r), or:
(ii) the zero of f at a is isolated, i.e., there exists > 0 such that D
(a, )∩
Z(f) = ∅.
Consequently, if a is a limit point of Z(f), then f ≡ 0 in D(a, r).
Proof. In D(a, r), we can apply Taylor’s theorem to f and write:
∀z ∈ D(a, r), f(z) =
+∞
n=0
c
n
(z −a)
2
.
4.5. ZEROS AND SINGULARITIES 141
Two things can happen. Either ∀n ∈ N, c
n
= 0, in which case, (i) holds. Or,
there exists a smallest m such that c
m
= 0, and we can write:
f(z) = (z −a)
m
g(z) with g(z) =
+∞
k=0
c
k+m
(z −a)
k
.
The series deﬁning g has a radius of convergence at least equal to r (it
is a subseries of the one deﬁning f). Hence, g is continuous on D(a, r)
(any power series is continuous into its disc of convergence). But, since
g(a) = c
m
= 0, the continuity implies that there exists > 0 such that
g(z) = 0 for any z ∈ D
(a, ). Thus, we also have: ∀z ∈ D(a, ), f(z) = 0,
hence a is an isolated zero of f.
Remark 8. Consider the function:
f(z) =
_
1 if z ∈ D(−2, 1)
0 if z ∈ D(2, 1).
This function is not identically zero in G = D(−2, 1) ∪ D(2, 1), even
though every point of D(2, 1) is a limit point of Z(f).
This should emphasize that the previous theorem cannot be generalized to
any open set G of C. In the present case, the problem is that G is not
connected. We will see in the next theorem that it is the only condition to
be added for the identity theorem to be true in general.
Theorem 42. Identity Theorem.
Let G be a region. Let f ∈ H(G). Assume that Z(f), the set of zeros of f
has a limit point in G. Then, f is identically zero in G.
In particular, if f ≡ 0 on some open disc D(a, r) ⊆ G for r > 0, then f is
identically zero in G.
Proof. Let L be the set of the limit points of Z(f) in G. The idea is to prove
that L ⊆ Z(f), and that L and G\L are both open. Since G is a region, it is
connected, so it cannot be expressed as the union of two disjoint nonempty
sets. Since L is not empty by hypotheses, this means that G\L = ∅, i.e.,
142 CHAPTER 4. INTEGRATION
G = L. Since L ⊆ Z(f), that means that G ⊆ Z(f): f ≡ 0 on G.
To prove that L ⊆ Z(f), let a ∈ L. Then, for any > 0, D
(a, ) contains
at least a point of Z(f). Choose the sequence 1/n, then, any disc D(a, 1/n)
contains a point, say a
n
such that a
n
∈ Z(f), i.e. ∀n ∈ N, f(a
n
) = 0. Now,
when n tends to inﬁnity, D(a, 1/n) tends to {a}, so, a
n
tends to a, and, by
continuity of f, f(a
n
) tends to f(a). So, f(a) = 0,i.e. a ∈ Z(f). Hence,
L ⊆ Z(f).
To prove that L and G\L are both open, consider a ∈ L. Then, the identity
theorem for a disc implies that f ≡ 0 in D(a, r) for some r > 0 such that
D(a, r) ⊆ G (so that f is holomorphic on the disc). But then, D(a, r) ⊆ L,
so L is open. Now, take a ∈ G\L. Since a is not a limit point of Z(f), there
exists D
(a, r) for some r > 0 such that ∀z ∈ D
(a, r), f(z) = 0: no point of
D(a, r) is a limit point of Z(f), hence D(a, r) ⊆ G\L. This shows that G\L
is open.
The identity theorem leads to a useful corollary:
Corollary 2. Uniqueness theorem.
Let G ⊆ C be a region. Let f ∈ H(G) and g ∈ H(G) such that ∀z ∈
S, f(z) = g(z), where S has a limit point in G. Then, f = g in G.
Example 13. We will present some applications of the previous theorems
• Let f ∈ H(D(0, 1)) such that ∀z ∈]0, 1[, f(z) = 0. Every point of ]0, 1[
is a limit point of Z(f), and ]0, 1[⊆ D(0, 1), so f ≡ 0 on D(0, 1), by
the identity theorem.
• Let f ∈ H(C) such that ∀n ∈ N
∗
, f(1/n) = sin(1/n). Then, 0 is a
limit point of S = {1/n, n ∈ N
∗
} and f(z) = sin(z) on S. By the
uniqueness theorem, f(z) = sin(z) in C.
• Be careful that the limit point of Z(f) always have to be in the domain
of holomorphy of the function. To illustrate this, consider f ∈ H(C
∗
)
such that ∀n ∈ N
∗
, f(1/(nπ)) = sin(1/(nπ)). It does not follow that
4.5. ZEROS AND SINGULARITIES 143
f(z) = sin(1/z) in C
∗
. Indeed, f ≡ 0 also satisﬁes the conditions. The
problem here is that the limit point of Z(g) with g(z) = f(z)−sin(1/z)
is 0, that does not lie in C
∗
, the region of holomorphy of g.
• We can also use the uniqueness theorem to prove some contradiction.
For example, we want to prove that there is no f ∈ H(D(0, 1)) such
that f(x) = x
3
for x ∈] −1, 1[. Suppose, for a contradiction that such
a f exists. D(0, 1) is a region and 0 is a limit point in D(0, 1) for both
[0, 1[ and ] −1, 0]. Then, f(z) = z
3
on the segment [0, 1[ in D(0, 1), so
that the uniqueness theorem gives f(z) = z
3
on the whole of D(0, 1).
In the same way, f(z) = −z
3
on ] −1, 0] in D(0, 1), so that f(z) = −z
3
on D(0, 1). This is the contradiction we were looking for.
Using the uniqueness theorem, we can extend some functional relations
on bigger domains than the ones on which they are originally deﬁned. For
example, note that the identity cos
2
z + sin
2
z = 1 for z ∈ C can be derived
directly from the deﬁnitions of the cosine and sine functions (try), but we
can also notice that cos
2
z + sin
2
z − 1 is holomorphic in C and identically
zero on the real axis, whose points are obviously all limit points of R in C,
so that the identity has to hold on the domain of holomorphy C. Another
example is the binomial expansion: (1 + z)
n
=
+∞
k=0
n!
k!(n−k)!
z
k
for n ∈ Z
−
.
It is true for z ∈ R such that z < 1. Moreover, the series converges in
D(0, 1) so it is holomorphic on D(0, 1), and (1 +z)
n
is holomorphic for any
z ∈ C\{−1}. Hence, the identity theorem gives the equality in D(0, 1).
To go further
As a ﬁnal application of the uniqueness theorem, we shall mention a tech
nique called analytic continuation. It consists in extending a function
f ∈ H(G), where G ⊆ C is a region, to a function g ∈ H(G
), where G
⊆ C
is a region such that G ⊂ G
. Moreover, if such a g exists, it is unique.
144 CHAPTER 4. INTEGRATION
We can illustrate the idea of analytic continuation on a simple example. Let
∀z ∈ D(0, 1), f(z) =
+∞
n=0
z
n
and ∀z ∈ C\{1}, g(z) =
1
1 −z
.
We have f ∈ H(D(0, 1)) and g ∈ H(C\{1}). Clearly, D(0, 1) ⊂ C\{1}, and
f = g on D(0, 1). g is said to be the analytic continuation of f on C\{1}.
Usually, it is hard to say whether a given holomorphic function can be
extended, but we can try to ﬁnd a ’natural’ way to do it. Let a ∈ C.. Let
f(z) =
+∞
n=0
c
n
(z − a)
n
, deﬁned on D(a, R) for some R > 0. The Taylor
expansion of f around b ∈ D
(a, R) is unique and is given by:
∀z ∈ D(b, R −b −a),
˜
f(z) =
+∞
n=0
f
(n)
(b)
n!
(z −b)
n
.
We have restricted the expansion to D(b, R −b −a) since it is the largest
open disk centred on b and contained in D(a, R), where the function is
holomorphic. But, it can happen that the series deﬁning
˜
f actually converges
on a disc D larger than D(b, R −b −a). If this is the case, we can extend
f to g ∈ H(D(a, r) ∪ D) by deﬁning:
g(z) =
_
f(z) if z ∈ D(a, R)
˜
f(z) if z ∈ D.
The process can then be repeated by ﬁnding another disc overlapping
with D, etc, so that we ﬁnd a chain of overlapping discs.
4.5.3 Counting zeros
In this subsection, we will present a result that links the number of zeros of
a given function f to integrals of functionals of f along a contour encircling
the zeros. Then, we will see a consequence of this link, Rouch´e’s theorem,
4.5. ZEROS AND SINGULARITIES 145
that allows to compare the number of zeros of two comparable functions.
We will use this result to give another proof of the fundamental theorem of
algebra.
Theorem 43. Let f : S ⊆ C →C be holomorphic inside and on a positively
oriented contour γ, with γ
∗
⊂ S. Suppose that f is nonzero on γ and have
N ∈ N zeros inside γ. Then:
1
2πi
_
γ
f
(z)
f(z)
dz = N.
Note that a zero of order m ∈ N is counted m times.
Proof. The function f
/f is holomorphic inside and on γ, except where f is
zero inside γ. Let us call the zeros of f inside γ (a
n
)
n∈{1,...,N}
and suppose
that they are of orders (M
i
)
i∈{1,...,N}
, respectively. Then, we know that
there exist r
k
> 0 for k ∈ {1, ..., N}, such that D(a
k
, r
k
) for k ∈ {1, ..., N}
are disjoint open discs contained in the inside of γ and on which we can ﬁnd
functions g
k
that are holomorphic and nonzero such that:
∀k ∈ {1, ..., N}, ∀z ∈ D(a
k
, r
k
), f(z) = (z −a
k
)
m
k
g
k
(z).
Then, we have:
∀k ∈ {1, ..., N}, ∀z ∈ D
(a
k
, r
k
),
f
(z)
f(z)
=
g
k
(z)
g
k
(z)
+
m
k
z −a
k
.
Then, deﬁne:
F(z) =
_
_
_
f
(z)
f(z)
−
N
i=1
m
i
z−a
i
for z ∈
N
i=1
D(a
i
, r
i
)
g
k
(z)
g
k
(z)
−
1≤i≤N,i=k
m
i
z−a
i
for z ∈ D(a
k
, r
k
) and k ∈ {1, ..., N}.
F is holomorphic on and inside γ, so that Cauchy’s theorem gives:
_
γ
F(z)dz =
0, i.e.:
_
γ
f
(z)
f(z)
=
N
k=1
m
k
_
γ
1
z −a
k
dz = m
k
×2πiN.
146 CHAPTER 4. INTEGRATION
Theorem 44. Rouch´e’s theorem.
Let f and g be holomorphic inside and on a contour γ, such that ∀z ∈
γ
∗
, f(z) > g(z). Then, f and f +g have the same number of zeros inside
γ (a zero is counted as many times as its order).
Proof. Let t ∈ [0, 1]. ∀z ∈ γ
∗
, f(z) > g(z) ⇒f(z)+tg(z) > f(z) −g(z) =
f(z) − g(z) > 0, hence, ∀z ∈ γ
∗
, f(z) + tg(z) = 0. Assume, without loss
of generality, that γ is positively oriented. Deﬁne:
∀t ∈ [0, 1], ϕ(t) =
1
2πi
_
γ
(f
+tg
)(z)
(f +tg)(z)
dz.
The preceding theorem states that ϕ(t) is the number of zeros of f + tg
inside γ. Hence, ϕ is integervalued, and , if it is continuous, it must be
constant. In this case, ϕ(0) = ϕ(1), i.e. the number of zeros of f is the same
as the number of zeros of f +g. Let us then prove that ϕ is continuous.
Let (t, s) ∈ [0, 1]
2
. We have:
ϕ(t) −ϕ(s) =
t −s
2πi
_
γ
(g
f −fg
)(z)
(f +tg)(z)(f +sg)(z)
dz.
Moreover, g and g
f −f
g are continuous (because holomorphic) on γ
∗
that is
a compact set, so they are bounded. We can then take the biggest of the two
bounds, call it M ∈ R, and we have: ∀z ∈ γ
∗
, g(z) ≤ M, (g
f −f
g)(z) ≤
M. Also, since f + tg is strictly positive on γ
∗
, we can ﬁnd m > 0 such
that, ∀z ∈ γ
∗
, (f +tg)(z) ≥ m. Then:
(f +sg)(z) ≥ (f +tg)(z) −s −tg(z) ≥
1
2
m if s −t ≤
m
2M
.
(Note that s−t = t −s ≤ t +s, so that −s−tg(z) ≥ −tg(z) −sg(z) >
f(z) −sg(z) > 0). This means that, for s −t suﬃciently small,
ϕ(t) −ϕ(s) ≤
Mt −s
πm
×length(γ).
That implies that ϕ is continuous.
4.5. ZEROS AND SINGULARITIES 147
As an application of Rouch´e’s theorem, consider f(z) = 2 + z
2
and
g(z) = −e
−z
, and take γ to be the contour made by joining the semicircle
between R and −R and the line segment [−R, R], with R >
√
3. Note that
f has only one zero in the upper halfplane: i
√
2. On the line segment, we
have:
f(z) ≥ 2 > 1 = g(z),
and on the semicircle:
f(z) ≥ R
2
−2 > 1 ≥ g(z).
Then, Rouch´e theorem tells us that f(z) +g(z) = 2 +z
2
−e
iz
has the same
number of zeros in {z ∈ C, Im(z) > 0, z < R}, R >
√
3 as f(z) = 2 + z
2
,
i.e., just one zero. Now, R can be made arbitrary large, so f +g has exactly
one zero in the upper halfplane.
We can ﬁnally prove a series of very important results. First, we can
start by a new proof of the fundamental theorem of algebra.
Theorem 45. Fundamental theorem of algebra.
A complex polynomial of degree n ≥ 1 has n roots (taking into account the
multiplicity, so, not necessarily distinct) in C.
Proof. Consider g(z) = a
1
z
n−1
+... +a
n
for n ∈ N
∗
and ∀k ∈ {1, ..., n}, a
k
∈
C. Consider also f(z) = a
0
z
n
for a
0
∈ C
∗
. f has exactly one zero of
order n in C: 0. Moreover, f and g are both holomorphic on C. Now,
consider z ∈ C such that z > M = max
_
1,
1
a
0

n
i=1
a
i

_
, so that f(z) >
n
k=1
a
k
z
n−k
 ≥ g(z) for any z ∈ {z ∈ C, z > M}. Hence, by choosing
R > M, we can use Rouch´e’s theorem applied to γ(0, R) and conclude that
a
0
z
n
and (f + g)(z) = a
0
z
n
+ a
1
z
n−1
+ ... + a
n
have the same number of
zeros in D(0, R), i.e. exactly n. By choosing R arbitrarily large, we see that
this is true in C.
The next three results are generically known as the maximum modulus
theorem.
148 CHAPTER 4. INTEGRATION
Theorem 46. Local maximum modulus theorem Let f ∈ H(D(a, R))
for a ∈ C and R > 0. Suppose that ∀z ∈ D(a, R), f(z) ≤ f(a). Then f is
constant.
Proof. Let 0 < r < R. By Cauchy’s integral formula:
f(a) =
1
2πi
_
γa,r
f(z)
z −a
dz
=
1
2πi
_
2π
0
f(a +re
iθ
)rie
iθ
re
iθ
dθ
=
1
2π
_
2π
0
f(a +re
iθ
)dθ.
Thus, we have:
f(a) ≤
1
2π
_
2π
0
f(a +re
iθ
)dθ ≤ f(a),
the last inequality coming from the hypothesis that f(z) ≤ f(a) for all
z ∈ D(a, R). Therefore:
_
2π
0
_
f(a) −f(a +re
iθ
)
_
= 0.
The integrand is continuous and nonnegative, so it must be zero identically.
Since this is true for any 0 < r < R, it follows that f is constant. This, in
turn, implies that f is constant.
Theorem 47. Maximum modulus theorem.
Let G ⊂ C be a bounded region. Let f ∈ H(G) be continuous and non
constant on G. Then, f attains its maximum on the boundary ∂G = G\G.
Proof. Since G is bounded and closed, it is compact, so, on G, the continu
ous function f is bounded and attains its supremum M at some point of
G.
Assume that M is not attained on ∂G. Then, ∃a ∈ G, f(a) = M. G
being open, there is r > 0 such that D(a, r) ⊆ G. Then, the local maxi
mum theorem implies that f is constant on D(a, R). The identity theorem
4.5. ZEROS AND SINGULARITIES 149
then implies that f is constant in G. By continuity, f is constant in G, in
contradiction with the hypothesis.
Finally, we have the following corollary of the maximum modulus theo
rem, usually useful in applying the theorem:
Lemma 4. Schwarz’ lemma.
Let f ∈ H(D(0, R)) for R > 0. Suppose that f(0) = 0 and that ∃M >
0, ∀z ∈ D(0, R), f(z) ≤ M. Then:
∀z ∈ D(0, R), f(z) ≤
M
R
z.
If equality occurs for some z with z < R, then there exists λ ∈ R such that
∀z ∈ D(0, R), f(z) = Mze
iλ
/R.
Proof. Since f(0) = 0, there is g ∈ H(D(0, R)) such that ∀z ∈ D(0, R), zg(z) =
f(z). On z = r < R, this gives:
g(z) ≤ f(z)r ≤ M/r.
Applying the maximum modulus theorem to g in G = D(0, r), we get
g(z) ≤ M/r for z ≤ r. Now, if r tends to R, we get g(z) ≤ M/R
for z < R. For any z = 0, we then have the required bound on f. In z = 0,
f(0) = 0, so the inequality is also satisﬁed.
For the last point, consider the function f(z)/z for z = 0. We have shown
that f(z)/z ≤ M/R for z < R, and we now suppose that it attains its
maximum at z
∗
 < R, i.e. in the bounded region D(0, R). According to
the proof of the maximum modulus theorem, that means that f(z)/z is con
stant in D(0, R), with a modulus: f(z)/z = M/R, which means that there
is λ ∈ R such that f(z) = Mz
e
iλ
R
, because a factor e
iλ
does not alter the
modulus.
4.5.4 Laurent’s theorem
Now that we have studied the zeros of holomorphic functions in detail, we
see that they actually carry a lot more properties than we suspected. In
150 CHAPTER 4. INTEGRATION
the remainder of this section, we will study another set of important points:
the ones at which a function fails to be holomorphic. We will see in the
next section that they are also very important in the study of properties of
holomorphic functions.
First, we have to introduce a new kind of series expansions that constitute
a good alternative to Taylor’s expansion for functions holomorphic except
at isolated singular points.
Let us ﬁrst remember what we know about binomial expansions. For
z ∈ C such that z < 1, we can expand 1/(1 −z) in positive powers of z:
∀z ∈ D(0, 1),
1
1 −z
=
+∞
n=0
z
n
.
Outside D(0, 1), the series on the righthand side diverges, but we know
that: z ∈ C\D(0, 1) ⇔1/z ∈ D(0, 1), so that we can write:
∀z ∈ C\D(0, 1),
1
1 −z
= −
1
z
1
1 −(1/z)
= −
+∞
n=0
z
−n−1
= −
−1
k=−∞
z
k
,
where we just wrote k = −n−1. Using the same trick, we can write (a−z)
−1
as a series in positive power of z on D(0, a) and as a series in negative powers
on C\D(0, a). For instance, note that in the annulus {z ∈ C, 1 < z < 3},
we have:
4
(1 −z)(z + 3)
=
1
1 −z
+
1
z + 3
=
−1
n=−∞
z
n
+
+∞
n=0
(−1)
n
3
−n−1
z
n
.
This naturally leads us towards the study of doubleended series. By
deﬁnition:
Deﬁnition 32. Doubleended series.
A double ended series
+∞
n=−∞
a
n
converges to s = s
1
+ s
2
∈ C iﬀ
+∞
n=0
a
n
converges to s
1
∈ C and
+∞
n=1
a
−n
converges to s
2
∈ C.
Of course, if f is holomorphic on D
(a, r) for r > 0, but has a problem
at a, then, the standard power series expansion
+∞
n=0
c
n
(z − a)
n
cannot
4.5. ZEROS AND SINGULARITIES 151
represented correctly f at a, since the series is welldeﬁned and behaves
regularly at z = a. Nevertheless, the example of the binomial expansion
leads us to think that doubleended power series could be the expansion we
are looking for. For f ∈ H(D
(a, r)), we want to show that f(z) can be
expanded as a Laurent series:
∀z ∈ D
(a, r), f(z) =
+∞
n=−∞
c
n
(z −a)
n
.
Actually, we will prove that a function that is holomorphic in an annulus
has an expansion like that.
Theorem 48. Laurent’s theorem.
For (R, S) ∈ [0, +∞], R < S, let A = {z ∈ C, R < z − a < S} be an
annulus. Let f ∈ H(A). Then:
∀z ∈ A, f(z) =
+∞
n=−∞
c
n
(z −a)
n
,
where:
∀r ∈]R, S[, ∀n ∈ Z, c
n
=
1
2πi
_
γ(a,r)
f(w)
(w −a)
n+1
dw.
Proof. By a simple translation of the origin in the complex plane, if neces
sary, we can let a = 0. Let z ∈ A, and choose P ∈ R and Q ∈ R such that
R < P < z < Q < S.
Let ˜ γ and ¯ γ be as shown on Fig. 4.8. Then:
f(z) =
1
2πi
_
˜ γ
f(w)
w −z
dw,
and:
0 =
1
2πi
_
¯ γ
f(w)
w −z
dw.
152 CHAPTER 4. INTEGRATION
h
Figure 4.8: Paths ˜ γ and ¯ γ for the proof of Laurent’s theorem.
Adding these two numbers, and noting that the integrals along the line
segments cancel, we have:
f(z) =
1
2πi
_
γ(0,Q)
f(w)
w −z
dw −
1
2πi
_
γ(0,P)
f(w)
w −z
dw
=
1
2πi
_
γ(0,Q)
+∞
n=0
z
n
w
n+1
f(w)dw −
1
2πi
_
γ(0,P)
+∞
m=0
−
w
m
z
m+1
f(w)dw.
The last line was obtained by applying the appropriate binomial expansion:
∀w ∈ γ(0, Q)
∗
, z/w < 1 and ∀w ∈ γ(0, P)
∗
, w/z < 1. The functions
involved are all continuous on the paths, so we can interchange the sums
and the integrals, and we ﬁnd:
f(z) =
+∞
n=0
_
1
2πi
_
γ(0,Q)
f(w)
w
n+1
dw
_
z
n
+
+∞
m=0
_
1
2πi
_
γ(0,P)
f(w)w
m
dw
_
z
−m−1
.
We can reindex the second sum by posing n = −m−1. Finally, we invoke
the deformation theorem to replace γ(0, Q) and γ(0, P) by γ(0, R).
4.5. ZEROS AND SINGULARITIES 153
Proposition 29. The Laurent expansion of a function f ∈ H(A) where A
is an annulus is unique.
Proof. Again, suppose that a = 0. Suppose that:
∀z ∈ A, f(z) =
+∞
n=−∞
d
n
z
n
.
Choose r such that R < r < S. Then:
2πic
n
=
_
γ(0,r)
f(w)w
−n−1
dw
=
_
γ
0,r
+∞
k=−∞
d
k
w
k−n−1
dw
=
_
γ(0,r)
+∞
k=0
d
k
w
k−n−1
dw +
_
γ(0,r)
+∞
m=1
d
−m
w
−m−n−1
dw.
If we interchange summations and integrations:
2πic
n
=
+∞
k=−∞
d
k
_
γ(0,r)
w
k−n−1
= 2πid
n
.
The uniqueness of Taylor and Laurent expansion allows us to relate them
when the ﬁrst one exits. Suppose that f ∈ H(D(a, r)). Then, it has a Tay
lor expansion there, and a Laurent expansion in D
(a, r), The uniqueness
of Laurent coeﬃcients forces these expansions to coincide on D
(a, r), i.e.
∀n ∈ Z
−
, c
n
= 0.
As we did for Taylor coeﬃcients, we can estimate Laurent coeﬃcients.
Suppose that f is holomorphic in A = {z ∈ C, R < z < S}. Let f have the
Laurent expansion f(z) =
+∞
n=0
c
n
z
n
in A, with c
n
=
_
γ(0,r)
f(w)w
−n−1
dw
for r ∈]R, S[. Then, we have:
∀n ∈ Z, c
n
 ≤ r
−n
sup{f(z), z = r}.
Two cases are worth mentioning:
154 CHAPTER 4. INTEGRATION
• Let f be holomorphic for z > R and suppose that ∀z ∈ C, z >
R, f(z) ≤ M, with M ∈ R
+
. Then, c
n
 ≤ Mr
−n
for all r > R.
This forces c
n
= 0 for all n > 0, so that the Laurent expansion of f is
0
n=−∞
c
n
z
n
.
• Suppose that f is holomorphic in D
(0, S) for S > 0. We can take r
arbitrarily small and use the estimate above to ﬁnd c
n
= 0 for all n < 0,
so that f(z) =
+∞
n=0
c
n
z
n
for 0 < z < S. In addition, if we deﬁne
f(0) = c
0
, the expansion is valid on D(0, S), and f is holomorphic in
D(0, S). This will be useful when we study removable singularities.
4.5.5 Singularities
Deﬁnition 33. Let f : C →C.
a ∈ C is called a regular point of f iﬀ f is holomorphic at a (f ∈ H(D(a, r))
for some r).
A point a ∈ C is a singularity of f if a is a limit point of regular points
which is not itself regular.
If a ∈ C is a singularity of f and f is holomorphic in some punctured disc
D
(a, r) for some r > 0, then a is an isolated singularity. If this is not
the case, a is a nonisolated or essential singularity.
Let f : C → C. Suppose that f has an isolated singularity at a. Then,
f is holomorphic in an annulus {z ∈ C, 0 < z −a < r} for r > 0. Thus, it
has a Laurent expansion in this annulus:
f(z) =
+∞
n=−∞
c
n
(z −a)
n
=
+∞
n=0
c
n
(z −a)
n
+
−1
n=−∞
c
n
(z −a)
n
.
The ﬁrst series on the righthand side is holomorphic in D(a, r) and does not
carry any singular behaviour. All the singularities are in the second sum,
that is called the principal part of the Laurent expansion. Isolated singu
larities can then be classiﬁed according to the behaviour of the coeﬃcients
c
n
for n < 0. The point a is said to be:
4.5. ZEROS AND SINGULARITIES 155
• a removable singularity if c
n
= 0 for all n < 0;
• a pole of order m ≥ 1 if c
−m
= 0 and c
n
= 0 for all n < −m;
• an isolated essential singularity if there is no m ∈ Z
−
such that
c
n
= 0 for all n < −m.
The following examples will help us see these notions:
Example 14. • 1/(z −1)
2
is its own Laurent expansion around z = 1,
where it has a double pole.
• Consider the function cosec(z) = 1/ sin(z). We know that sin is holo
morphic and has a Taylor expansion:
sin(z) = z −
z
3
3!
+
z
5
5!
−... = z
_
1 −
z
2
3!
+h(z)
_
.
All the terms after the ﬁrst two have been amalgamated in a function
h(z) that is holomorphic (because it is a power series). Near z = 0,
the dominant term in h is the one proportional to z
4
and: there is
K > 0 such that h(z) ≤ Kz
4
. Then:
cosec(z) =
1
z
_
1 −
z
2
3!
+O(z
4
)
_
−1
=
1
z
_
1 +
z
2
3!
+O(z
4
)
_
for z suﬃciently small.
This means that the principal part of the Laurent expansion of cosec
about 0 is 1/z, so that cosec has a simple pole at 0.
• (1 − cos(z))z
−2
is holomorphic everywhere except at z = 0, where it
is not deﬁned. The Laurent expansion around 0 is given by:
(1 −cos(z))z
−2
=
1
2!
−
z
2
4!
+
z
4
6!
−... =
+∞
n=0
(−1)
n
z
(2n−1)
(2n)!
.
Hence, the singularity at z = 0 is removable.
• For z ∈ C
∗
:
sin(1/z) =
+∞
n=0
(−1)
n
1
(2n + 1)!z
2(n+1)
.
So, sin(1/z) has an isolated essential singularity at 0.
156 CHAPTER 4. INTEGRATION
Classifying singularities by explicitly computing the Laurent coeﬃcients
of a function is long and diﬃcult, even for simple functions. Fortunately,
there exists more powerful methods. The general idea is that, if an holo
morphic function f has an isolated zero at a ∈ C, then 1/f has an isolated
singularity at a ∈ C. The proof of the following proposition is similar to the
one about zeros of holomorphic functions, so it is left to the reader as an
exercise.
Proposition 30. Characterization of poles of order m.
Let f ∈ H(D
(a, r)) for a ∈ C and r > 0. Then, f has a pole of order
m ∈ N
∗
at a iﬀ:
lim
z→a
(z −a)
m
f(z) = D ∈ C
∗
.
Theorem 49. Let f be holomorphic in an open disc D(a, r) for a ∈ C and
r > 0. Then, f has a zero of order m ∈ N at a iﬀ 1/f has a pole of order
m ∈ N at a.
Proof. Suppose that 1/f has a pole at a. Then f is holomorphic in a punc
tured disc centred on a. Therefore, the zeros of f cannot be nonisolated
(identity theorem), so we can apply the theorem on the characterization of
zeros. Conversely, a zero a of f of order m is isolated, so 1/f is holomorphic
in some punctured disc D
(a, r). The result then follows from the theorem
on the characterization of zeros and the previous proposition, with some
algebra of limits.
The following proposition is a corollary of the theorems characterizing
zeros and poles:
Corollary 3. Suppose that f has a pole of order m at a ∈ C.
• Let g ∈ H(D(a, r)) for some r > 0. Then, at a, fg has:
– a pole of order m if g(a) = 0;
– a pole of order m−n if g has a zero of order n < m at a;
4.5. ZEROS AND SINGULARITIES 157
– a removable singularity if g has a zero of order n ≥ m at a.
• Suppose that g has a pole of order n at a. Then, fg has a pole of order
n +m at a.
Example 15. With these results in hand, we can simple determine the
order of the poles of some functions.
• z sin(z) has isolated zeros at z = kπ for k ∈ Z. They are all of order
1, except the one at z = 0, that is of order 2. Therefore, 1/(z sin(z))
has a simple pole at every z = kπ with k ∈ Z
∗
, and a double pole at
z = 0.
• Consider:
f(z) =
(z −1) cos(πz)
(z + 2)(2z −1)(z
2
+ 1)
3
sin
2
πz
.
The denominator has a simple zero at 1/2, two triple zeros at ±i, a
triple zero at −2 (two come from the sinus), and double zeros at each
integer k = −2. The numerator has a simple zero at 1 and at each
(2k + 1)/2 for each integer k. Then, we see that f has triple poles at
−2 and ±i, a double pole at k ∈ Z\{−2, 1}, a simple pole at 1 and a
removable singularity at 1/2.
The last thing we have to understand is the behaviour of functions in
the neighbourhood of their singularities.
We can start with removable singularities. Let f ∈ H(D
(a, r)) such
that f has a removable singularity at a ∈ C. The Laurent expansion of f in
D
(a, r) is f(z) =
+∞
n=0
c
n
(z − a)
n
. Then, lim
z→a
f(z) = c
0
, by continuity
of the series at a. By deﬁning f(a) = c
0
, we can construct an extended f:
∀z ∈ D(a, r), f(z) =
+∞
n=0
c
n
(z −a)
n
.
This means that f is now holomorphic in D(a, r). In that sense, a remov
able singularity is nothing in particular: a simple redeﬁnition of f at z = a
158 CHAPTER 4. INTEGRATION
suppresses the singularity.
The next case is the one of a nonremovable isolated singularity
(pole or essential singularity). Let f have an isolated singularity at z = a
with the Laurent expansion on D
(a, r):
f(z) =
+∞
n=−∞
c
n
(z −a)
n
.
Two cases can occur:
• a is a pole. Let m ∈ N be the order of the pole. Then, we have
lim
z→a
(z − a)
m
f(z) = D = 0. So, a simple manipulation of limits of
continuous functions shows that lim
z→a
f(z) = +∞.
• a is an essential singularity. Then, we have:
Theorem 50. CasoratiWeierstrass theorem.
Let f ∈ H(D
(a, r)) for a ∈ C and some r > 0. Suppose that a is an
isolated essential singularity. Let w ∈ C. Then, there exists a sequence
(a
n
)
n∈N
with limit a, so that lim
n→+∞
f(a
n
) = w.
Proof. Outline of proof.
Take f ∈ H(D
(a, r)) and w ∈ C. Suppose that ∃ > 0, ∀z ∈
D
(a, r), f(z) − w ≥ . Then, by considering z → 1/(f − w), show
that f cannot have an essential singularity at a. The theorem is the
negation of this proposition.
Actually, Picard showed a much more powerful result: in any D
(a, )
for > 0, f assumes every complex value except, possibly, one. In the
case of e
1/z
, the essential singularity is at 0, and the exceptional value
is 0.
Finally, we should mention brieﬂy nonisolated singularities. The Lau
rent expansion of a function f at a point a exists only if f is holomorphic in
4.5. ZEROS AND SINGULARITIES 159
a punctured disc D
(a, r) with r > 0. When a is a limit point of singularities
of f, this is not possible. Here are two examples of that case.
• f(z) = cosec(1/z) has singularities at z = 0, where the function itself
is undeﬁned, and at z = 1/kπ with k ∈ Z
∗
, where sin(1/z) = 0. At
z = 1/kπ, we have simple poles. But now, by choosing k arbitrarily
large, we can ﬁnd one of these poles arbitrarily close to 0, so 0 is a limit
point of the set of poles of f. Hence, there is no punctured disc around
0 on which f is holomorphic. 0 is thus a nonisolated singularity.
• f(z) = z
−3
(1 +e
1/z
)
−1
has singularities at 0 and at 1/((2k +1)πi) for
k ∈ Z where 1 + e
1/z
has simple zeros. The point 0 is again a limit
point of the singularities at 1/((2k +1)πi), so that 0 is a nonisolated
singularity.
To go further
4.5.6 Meromorphic functions
The last topic in this section is the study of singularities in the extended
complex plane
¯
C.
We saw previously that one can use the inversion map z → 1/z to analyse
the behaviour of functions at or near ∞. Let f : {z ∈ C, z > r} →C where
r ∈ R
∗
+
. We deﬁne
˜
f by:
∀w ∈ D
(0, 1/r),
˜
f(w) = f(1/w),
and
˜
f(0) = f(∞). Then, we can transfer notions about
˜
f at 0 to the corre
sponding notions about f at ∞. In particular, we can talk of singularities,
poles etc at inﬁnity.
160 CHAPTER 4. INTEGRATION
• Consider f(z) = z
3
. Then,
˜
f(w) = w
−3
has a triple pole at 0. Hence,
we will say that f has a triple pole at ∞.
• In the same way, z
−2
sin(z) has a removable singularity at ∞.
• tan(z) has a nonisolated singularity at ∞. Indeed, ∞ is a limit point
of the set of poles of tan(z): {(2k + 1)π/2, k ∈ Z}.
Deﬁnition 34. Let G ⊆
¯
C be open. A complexvalued function which
is holomorphic in G except, possibly for ﬁnitely many poles, is said to be
meromorphic in G.
The following theorem gives properties of meromorphic functions.
Theorem 51. • f holomorphic in
¯
C ⇒ f constant.
• f meromorphic in
¯
C ⇒ f is a rational function.
Proof. The ﬁrst point comes from the fact that f is bounded on
¯
C. Indeed, f
is continuous and
¯
C is compact. In details,
˜
f is continuous on the compact
¯
D(0, 1) ⊆ C, thus it is bounded. Hence, f is bounded on {z ∈ C, z ≥
1} ∪ {∞}. This implies that f is bounded. Finally, Liouville’s theorem
guarantees that f is constant.
For the second point, assume that f has poles of order m
k
at a
k
∈ C for
k ∈ {1, ..., N}, and a pole of order m at ∞. Then:
lim
z→a
N
k=1
(z −a)
m
k
z
−m
f(z) = D = 0.
Hence:
g(z) =
N
k=1
(z −a)
m
k
z
−m
f(z)
has at worst removable singularities. One can then remove them to make g
holomorphic in
¯
C. The ﬁrst point forces g to be constant.
4.6. CAUCHY’S RESIDUE THEOREM 161
4.5.7 Exercises
1. Find the zeros of the following functions and give their orders:
(i) f(z) = z
3
sin(z);
(ii) f(z) = (1 −e
z
2
) sinh(z);
(iii) f(z) = (z
2
+z + 1) sin(iz).
2. Find the singularities of the following functions and characterize them:
(i) f(z) =
z
2
+4
(z−i)
3
(z−2i)
4
(ii) f(z) =
1−e
z
sin(z)
;
(iii) f(z) =
tan(z)
z
3
+1
;
(iv) f(z) =
sinh(z)
tan(z)
;
(v) f(z) =
1
z
4
+iz
2
+1
.
3. Find the Laurent expansion of the following functions around the given
point a ∈ C, and characterize a:
(i) f(z) =
1−cos(z)
z
3
, at a = 0;
(ii) f(z) = sin
_
1
z−i
_
, at a = i;
(iii) f(z) =
sinh(z)
z
4
, at a = 0;
(iv) f(z) = (z
4
+z
3
+iz) sin
_
1
z
_
, at a = 0.
4.6 Cauchy’s residue theorem
In this section, we will extend the number of techniques available to evaluate
integrals in the complex plane, by concentrating on the relationship between
integrals around contours and singularities inside these contours.
162 CHAPTER 4. INTEGRATION
4.6.1 Residues and Cauchy’s residue theorem
Lemma 5. Let f be holomorphic inside and on a positively oriented contour
γ, except at a point a ∈ I(γ), where it has a pole of order m. The unique
Laurent expansion of f around a is:
f(z) =
+∞
n=−m
c
n
(z −a)
n
.
Then:
_
γ
f(z)dz = 2πic
−1
.
Proof. This lemma is a direct consequence of Laurent’s theorem and the
Deformation Theorem.
Deﬁnition 35. Let f ∈ H(D
(a, r)) for a ∈ C and r > 0. Suppose that
f has a pole at a. The residue of f at a is the unique coeﬃcient c
−1
of
(z −a)
−1
in the Laurent expansion of f around a. It is denoted res{f(z), a}.
Residues are important through the following theorem.
Theorem 52. Cauchy’s residue theorem.
Let f be holomorphic inside and on a positively oriented contour γ, except
at a ﬁnite number of poles (a
k
)
k∈{1,...,N}
inside γ. Then:
_
γ
f(z)dz = 2πi
N
k=1
res{f(z), a
k
}.
Proof. Let us denote, for k ∈ {1, ..., N}, f
k
the principal part of the Laurent
expansion of f around a
k
. Then the function g deﬁned by:
g = f −
N
k=1
f
k
has only removable singularities at a
1
,..., a
N
. Once we have removed them
by redeﬁning appropriately g at the points a
1
,..., a
N
, g is holomorphic ev
erywhere inside and on the contour γ. We can thus apply Cauchy’s theorem
4.6. CAUCHY’S RESIDUE THEOREM 163
to g:
_
γ
g(z)dz = 0. On the other hand:
_
γ
g(z)dz =
_
γ
f(z)dz −
N
k=1
_
γ
f
k
(z)dz = 2πi
N
k=1
res{f(z), a
k
},
by using the previous lemma for each principal part.
Example 16. Cauchy’s residue theorem can be used to ﬁnd functions when
we know about their poles. Suppose that f is holomorphic in C except for
simple poles at the cubic roots of unity: 1, ω = e
2πi/3
and ω
2
, where it
has residues 1, α = 0 and 1/α, respectively. Suppose that there exists a
constant K > 0 such that ∀z ∈ C, z ≥ 2, z
2
f(z) ≤ K. By Cauchy’s
residue theorem, for R ≥ 2, we have:
2πi(1 +α +α
−1
) =
_
γ(0,R)
f(z)dz.
Hence:
2πi(1 +α +α
−1
) ≤
_
2π
0
f(Re
iθ
)Rdθ ≤ 2π
K
R
.
Since R can be arbitrarily large, We have necessarily: 1 + α + α
−1
= 0.
This equation has two solutions α = ω and α = ω
2
. We can then deﬁne a
function g that has only removable singularities by subtracting the principal
parts of the Laurent expansion of f around the three poles:
g(z) = f(z) −
1
z −1
−
α
z −ω
−
α
−1
z −ω
2
.
After removing the removable singularities, g is holomorphic in C. The
bound K on z
2
f(z) implies that f tends to zero when z tends to inﬁnity,
and the same is true of g. This implies that g is bounded in C, so, by
Liouville’s theorem, it is constant, and the constant must be 0 (because of the
limit at inﬁnity). By using the values of α found by solving 1+α+α
−1
= 0,
we get two possible functions satisfying the conditions:
f(z) = 3/(z
3
−1) or f(z) = 3z/(z
3
−1).
164 CHAPTER 4. INTEGRATION
4.6.2 Calculation of residues
Deriving residues by a direct calculation of Laurent expansions can be some
times very boring. In this subsection, we provide formulæthat allows one to
ﬁnd residues more easily.
Classiﬁcation of poles
We saw previously how to characterize poles by their relationship with zeros.
We saw that the function:
f(z) =
g(z)
h(z)
has a pole of order m ∈ N at a if there exists r > 0 such that:
• (g, h) ∈ H(D(a, r))
2
,
• g(a) = 0,
• h has a zero of order m at a.
The last condition is satisﬁed iﬀ one of the following equivalent conditions
is satisﬁed:
• h(a) = h
(a) = ... = h
(m−1)
(a) = 0 and h
(m)
(a) = 0,
• OR: h(z) = (z −a)
m
k(z) where k ∈ H(D(a, r)) with k(a) = 0.
If f has a pole of order m at a, we call the pole simple if m = 1 and
multiple otherwise. It is said to be overt if f(z) is expressed in the form
g(z)/(z − a)
m
with g ∈ H(D(a, r)) for r > 0 and g(a) = 0, and covert
otherwise. Of course, whether a pole is overt or covert depends on the way
f is written, so that overt an covert poles can be changed into each others,
even though this is not usually recommended in a residue calculation.
Example 17. • 1/((z − i)(z + i)) has two overt simple poles: one at i
and one at −i.
• 1/(z
2
+ 1) has covert simple poles at ±i.
4.6. CAUCHY’S RESIDUE THEOREM 165
• tan
2
(z) has covert double poles at (2k + 1)π/2 for k ∈ Z.
Residue at a simple pole.
Let f ∈ H(D
(a, r)). Assume that f has a simple pole at a. Then, one has:
∀z ∈ D
(a, r)f(z) =
+∞
n=−1
c
n
(z −a)
n
.
Multiplying by (z −a):
∀z ∈ D
(a, r), (z −a)f(z) =
+∞
n=−1
c
n
(z −a)
n+1
= c
−1
+
+∞
n=0
c
n
(z −a)
n+1
.
The second part of the righthand side tends to zero as z tends to a, so we
have:
lim
z→a
(z −a)f(z) = res{f(z), a}.
Now, we can study both types of simple poles:
• If a is an overt simple pole, then, there exists g ∈ H(D(a, r)) for
some r > 0 such that f(z) = g(z)/(z − a) with g(a) = 0. Then, we
have:
res{f(z), a} = g(a).
• If a is a covert simple pole, then, we can write f(z) = h(z)/k(z)
where (h, k) ∈ H(D(a, r))
2
with h(a) = 0, k(a) = 0 and k
(a) = 0.
Hence:
res{f(z), a} = lim
z→a
(z −a)
h(z)
k(z)
= h(a) lim
z→a
z −a
k(z) −k(a)
=
h(a)
k
(a)
.
Then, for a covert simple pole, we have:
res{f(z), a} =
h(a)
k
(a)
if f(z) =
h(z)
k(z)
.
166 CHAPTER 4. INTEGRATION
Residue at a multiple pole.
Suppose that f as a pole of order m > 1 at a ∈ C. Then, again, two things
can occur.
• f has an overt multiple pole. Then, f(z) = g(z)/(z − a)
m
with
g ∈ H(D(a, r)) and g(a) = 0. In that case, by applying Cauchy’s
formula:
g
(m−1)
(a) =
(m−1)!
2πi
_
γ(a,r/2)
g(z)
(z −a)
m
dz
=
(m−1)!
2πi
_
γ(a,r/2)
f(z)dz
= res{f(z), a}.
Hence, we have:
res{f(z), a} =
1
(m−1)!
g
(m−1)
(a).
• f has a covert multiple pole. Then, there is no simple formula. To
ﬁnd the residue, you have to either convert the pole to an overt pole
or compute the Laurent coeﬃcient c
−1
from scratch by expanding the
function in powers of (z −a) for (z −a) small.
Example 18. • Consider f(z) = 1/((2 − z)(z
2
+ 4)), f has 3 simple
poles: one at 2 and two at ±2i. The pole at 2 is overt:
res{f(z), 2} = res
_
−(z
2
+ 4)
−1
z −2
, 2
_
= −
1
8
.
The poles at ±2i are covert. f(z) = (2−z)
−1
/(z
2
+4), and (z
2
+4)
=
2z, hence:
res{f(z), ±2i} =
_
(2 −z)
−1
2z
_
z=±2i
=
1 ∓i
16
.
4.6. CAUCHY’S RESIDUE THEOREM 167
• Consider f(z) = 1/(1 + z
4
). f has covert simple poles at z
k
=
e
(2k+1)πi/4
for k ∈ {0, 1, 2, 3}. Hence:
res{f(z), z
k
} =
_
1
(1 +z
4
)
_
z=z
k
=
_
1
4z
3
_
z=z
k
=
1
4z
3
k
=
1
4z
k
= −
1
4
e
(2k+1)πi/4
, (4.5)
since z
4
k
= 1 ⇒z
−3
k
= z.
• Consider f(z) = e
iz
/z
4
. It has an overt pole of order 4 at 0. Then:
res{f(z), 0} =
1
3!
_
d
3
dz
3
e
iz
_
z=0
= −
i
6
.
One could also have used the Laurent expansion:
e
iz
z
4
=
1
z
4
+
i
z
3
−
1
2!z
2
−
i
3!z
+... for z > 0.
Then, res{f(z), 0} = c
−1
= −i/6.
• If f(z) = z
−3
/ sin(z), then f has a covert pole of order 4 at 0, and we
have:
f(z) =
1
z
3
×
1
z
_
1 +
z
2
3!
−
z
4
5!
+
z
4
(3!)
2
+O(z
6
)
_
=
1
z
4
+
1
2z
2
−
7
60
+O(z
2
).
So, res{f(z), 0} = 0.
Integrals around the unit circle.
We would like to use Cauchy’s residue theorem to prove that:
_
2π
0
1
8 cos
2
(θ)
dθ =
2π
3
.
The idea is to rewrite the integral as an integral on the unit circle: γ(0, 1) =
{z ∈ C, z = γ(θ) = e
iθ
, θ ∈ [0, 2π]}. Then:
dz = γ
(θ)dθ = izdθ,
168 CHAPTER 4. INTEGRATION
and:
cos(θ) = (e
iθ
+e
−iθ
)/2 = (z +z
−1
)/2.
Hence:
_
2π
0
1
8 cos
2
(θ)
dθ =
_
γ(0,1)
1
1 + 2(z
2
+ 2 +z
−2
)
dz
iz
=
_
γ(0,1)
z
z
4
+ 5z
2
+ 2
dz
=
_
γ(0,1)
z
(2z
2
+ 1)(z
2
+ 2)
dz.
The integrand has simple poles at ±i/
√
2 and ±i
√
2. The poles at ±i
√
2
are outside γ(0, 1), so they do not contribute to the integral. So:
_
2π
0
1
8 cos
2
(θ)
dθ = 2πi
_
res
_
z
(2z
2
+ 1)(z
2
+ 2)
,
i
√
2
_
+ res
_
z
(2z
2
+ 1)(z
2
+ 2)
, −
i
√
2
__
=
_
2πi
4(z
2
+ 2)
_
z=i/
√
2
+
_
2πi
4(z
2
+ 2)
_
z=−i/
√
2
=
2π
3
.
4.6.3 Exercises
1. Calculate the residues of the following functions at their poles:
(i) f(z) =
e
z+1
(z−i)
;
(ii) f(z) =
cos(z)
(z−3)
2
;
(iii) f(z) =
sin(z)
z
3
;
(iv) f(z) =
z
2
+z+1
sin(z)
;
(v) f(z) = tan(z);
(vi) f(z) = tanh(z);
(vii) f(z) =
1
z
4
cos(z)
.
2. Calculate the following integrals:
4.6. CAUCHY’S RESIDUE THEOREM 169
(i)
_
γ(0,1)
z
2
+2
4z
2
+1
dz;
(ii)
_
γ(0,1)
sin(z)
8z
4
+1
dz;
(iii)
_
γ(i,1)
cos(z)
sin(z−i)
dz;
(iv)
_
γ(0,4)
z
2
+z+1
cosh(z)
dz;
(v)
_
γ(0,2)
z+1
z
2
+2z+i
dz.
170 CHAPTER 4. INTEGRATION
Chapter 5
Applications of integration in
the complex plane
171
172 CHAPTER 5. APPLICATIONS
5.1 Some applications of contour integration
In this section, we are going to apply everything we know about contour
integration to diﬀerent context. This will make us realize how powerful
complex integration is, as a technique applied to various parts of mathemat
ics, besides the interest it has on its own.
5.1.1 Evaluation of real integrals by contour integration
First, we would like to see how to apply contour integration to the evaluation
of real integrals. Let us start with an illustrative example. Consider:
I =
_
+∞
0
1
1 +x
4
dx.
Such an integral, considered in R is extremely diﬃcult to solve. Let us ﬁrst
note that the integrand is an even function, so that, for R ∈ R
∗
+
:
_
R
0
1
1 +x
4
dx =
1
2
_
R
−R
1
1 +x
4
dx.
The integral I has to be understood as: I = lim
R→+∞
_
R
0
1
1+x
4
dx. This is
known as the principal value of the integral.
Let γ be the positively oriented semicircular contour obtained by joining
the upper arc of γ(0, R), Γ(0, R), with the line segment [−R, R]. We have:
_
γ
1
1 +z
4
dz =
_
R
−R
1
1 +x
4
dx +
_
π
0
Re
iθ
1 +R
4
e
4iθ
dθ.
By taking the limit R → +∞, the ﬁrst term on the righthand side is
just 2I. Consider the second term. We have:
¸
¸
¸
¸
_
π
0
Re
iθ
1 +R
4
e
4iθ
dθ
¸
¸
¸
¸
≤
_
π
0
¸
¸
¸
¸
Re
iθ
1 +R
4
e
4iθ
¸
¸
¸
¸
dθ
≤
Rπ
R
4
−1
.
5.1. SOME APPLICATIONS OF CONTOUR INTEGRATION 173
Figure 5.1: Contour γ for the evaluation of I =
_
+∞
0
1
1+x
4
dx.
Now, lim
R→+∞
Rπ
R
4
−1
= 0, so that
_
π
0
Re
iθ
1+R
4
e
4iθ
dθ tends to zero when R tends
to +∞.
Thus, we only have to compute the value of
_
γ
1
1+z
4
dz by using Cauchy’s
residue theorem. The integrand is holomorphic inside and on γ except for
covert simple poles at e
(2k+1)πi/4
for k ∈ {0, 1, 2, 3}. The only of these poles
that are inside γ are z
1
= e
iπ/4
=
1+i
√
2
and z
2
= e
3iπ/4
=
−1+i
√
2
. So, we have:
res{1/(1 +z
4
), z
k
} =
_
1
(1 +z
4
)
_
z=z
k
= −
1
4
z
k
for k ∈ {1, 2},
because, for k ∈ {1, 2}, z
4
k
= −1 ⇒ z
−3
k
= −z
k
. Hence, by Cauchy’s residue
theorem:
_
γ
1
1 +z
2
dz = −
2πi
4
_
e
iπ/4
+e
3iπ/4
_
= −
πi
2
_
1 +i
√
2
+
−1 +i
√
2
_
=
π
√
2
.
174 CHAPTER 5. APPLICATIONS
Thus, we can conclude that:
_
+∞
0
1
1 +x
4
dx =
π
2
√
2
.
In the previous section, we saw how to calculate a real integral
_
2π
0
1
8 cos
2
(θ)
dθ =
2π/3 by reducing it to a complex integral around a contour, to which we ap
plied Cauchy’s residue theorem. Here we saw a more complicated example.
The key elements in these evaluations are:
• Relate the real integral I that is to be calculated, or an approximation
of it (by estimation as before), to some contour integral
_
γ
f(z)dz.
• Apply Cauchy’s residue theorem to
_
γ
f(z)dz. That requires that f
has at most ﬁnitely many poles inside γ and none on γ itself.
• The contour γ has to be chosen so that the integral of f along each
portion of it either contributes to I or can be handled by estimation
(or any other way that allows to calculate them).
These guidelines are really to be taken for what they are, i.e. advices.
The best here is to practice through a lot of examples. We will see some of
them in the following subsections.
5.1.2 Some remarks on indented contours
Consider a complexvalued function f and a contour γ. As emphasized ear
lier, when we want to integrate f around γ it is vital, to apply the theorems
on contour integration that f does not have any pole on γ itself, or that,
if f is a multifunction, it does not have a branch point on γ. Nevertheless,
this can happen, and in that case, we would like to be able to ’avoid’ the
point that create troubles by adding a small circular arc of radius to γ,
so that the new path avoids the point. Then, we would like to control the
limit of the integral along this new path when tends to zero. This can be
made precise by the following theorem.
5.1. SOME APPLICATIONS OF CONTOUR INTEGRATION 175
Theorem 53. Indentation lemma for a simple pole. Let f ∈ H(D
(a, r))
have a simple pole at a with a residue b. We call indentation around a
a circular arc γ
(θ) = a +e
iθ
for θ ∈ [θ
1
, θ
2
] ⊆ [0, 2π] and 0 < < r. Then,
we have:
lim
→0
_
γ
f(z)dz = ib(θ
2
−θ
1
).
We see that in the case of a circle, we recover Cauchy’s residue theorem.
Proof. We saw already that, a being a simple pole with residue b, we have:
b = lim
z→a
(z −a)f(z).
Let η > 0, then, by deﬁnition of the limit, there exists δ > 0 such that:
0 < z −a < δ ⇒(z −a)f(z) < η.
Consider ∈ ]0, min{r, δ}[. If z = γ
(θ), then γ
(θ) = ie
iθ
= i(z −a), so:
¸
¸
¸
¸
_
γ
f(z)dz −ib(θ
2
−θ
1
)
¸
¸
¸
¸
=
¸
¸
¸
¸
_
θ
2
θ
1
_
f(γ
(θ))γ
(θ) −ib
_
dθ
¸
¸
¸
¸
=
¸
¸
¸
¸
_
θ
2
θ
1
i ((z(θ) −a)f(z(θ)) −b)
¸
¸
¸
¸
< η(θ
2
−θ
1
).
This is exactly the statement that ib(θ
2
−θ
1
) is the limit of
_
γ
f(z)dz when
tends to 0.
Remark 9. The previous theorem is only valid for simple poles. It does not
apply to multiple poles. Indeed, for a multiple pole, (z − a)f(z) is not
controllable when z approaches a: it ’blows up’ too fast.
We would like also like to be able to apply Cauchy’s theorem or the
residue theorem to a function that is a holomorphic branch of a multifunc
tion. In order to do so, we must specify a contour that lies into the cut
plane. To illustrate this, let us consider a branch of the logarithm in the
plane cut along [0, +∞[:
f(z) = ln(r) +iθ, for z = re
iθ
= 0 and θ ∈ [0, 2π[.
176 CHAPTER 5. APPLICATIONS
Figure 5.2: A keyhole contour to avoid a branch cut.
We cannot integrate f around γ(0, R) because of the cut. But, consider
the keyhole contour in Fig. 5.1.2 In the cut plane, we can take the horizontal
line to be arbitrarily close to the cut. Call δ their distance to the cut. Then,
f is holomorphic inside and on γ. Moreover if we parametrize γ
∗
by γ(t)
with t ∈ [a, b] ∈ R:
_
γ
f(z)dz =
_
b
a
f(γ(t))γ
(t)dt,
with γ
(t)dt = (x
+iy
)dt if we write z = x +iy ∈ γ
∗
. Hence:
_
γ
f(z)dz =
_
γ
Re(f(x, y))dx−
_
γ
Im(f(x, y))dy+i
_
γ
Im(f(x, y))dx+i
_
γ
Re(f(x, y))dy.
Hence, noting that, along [A, B] there is no variation of the imaginary part
5.1. SOME APPLICATIONS OF CONTOUR INTEGRATION 177
of z, we have:
_
[A,B]
f(z)dz =
_
R
Re(f(x +iδ))dx +i [Im(f(x +iδ))]
[A,B]
_
R
dx.
On [A, B], at ﬁrst order in δ, we have: θ = arg(z) ≤ arcsin(δ/) ∼ δ/.
Thus:
[Im(f(x +iδ))]
[A,B]
_
R
dx ≤ δ
R −
.
Thus, lim
δ→0
+ [Im(f(x +iδ))]
[A,B]
_
R
dx = 0. This implies that:
lim
δ→0
+
_
[A,B]
f(z)dz =
_
R
lim
δ→0
+
ln(
_
x
2
+δ
2
)dx =
_
R
ln tdt.
In the same way:
lim
δ→0
+
_
[C,D]
f(z)dz =
_
R
(ln(t) + 2πi) dt.
Thus, when we integrate in the cut plane, we can always integrate along the
edge, using the edgevalues integrand, on both sides of the edge.
What happens at the branch point? Well, the question is diﬃcult. Note
that if a is a branch point of f, then f is not holomorphic in any punctured
disc centred on a. Therefore, a cannot be an isolated singularity of f, and
in particular, it cannot be a pole of f, so that the indentation method does
not apply. Usually, one has to rely on estimation techniques.
For example, for the logarithm with the previous keyhole contour, one
has, at the limit δ →0:
_
γ
f(z)dz =
_
γ(0,R)
f(z)dz + lim
δ→0
_
[C,D]
f(z)dz −
_
γ(0,)
f(z)dz + lim
δ→0
_
[A,B]
f(z)dz
= 2πiR +
_
1
−
1
R
+ 2πi( −R)
_
−2πi +
_
1
R
−
1
_
= 0.
5.1.3 Integral of rational functions
We are just going to illustrate the general method by considering examples.
178 CHAPTER 5. APPLICATIONS
Example 19. Consider I =
_
+∞
0
1
(x
2
+1)
2
(x
2
+4)
dx. To evaluate this integral
directly is virtually impossible. We then consider the contour γ in the com
plex plane made of the joint of the line segment [−R, R] and the positively
oriented semicircle, Γ(0, R), joining R to −R, for R ∈ R
∗
+
such that R > 2.
Then, we integrate f(z) = 1/((z
2
+1)
2
(z
2
+4)) around γ. The choice R > 2
ensures that two poles of f are inside γ, i (double pole) and 2i (simple pole)
and none on γ, so that f is holomorphic inside and on γ, except at i ∈ I(γ)
and 2i ∈ I(γ). Then, by Cauchy’s residue theorem:
_
R
−R
f(z)dz +
_
Γ(0,R)
f(z)dz = 2πi (res{f(z), i} + res{f(z), 2i}) .
We see that i is an overt double pole: f(z) =
1/((z+i)
2
(z
2
+4))
(z−i)
, and 2i a covert
simple pole, so:
res{f(z), i} =
_
d
dz
1
(z +i)
2
(z
2
+ 4)
_
z=i
=
_
−2z(z +i) −2(z
2
+ 4)
(z +i)
3
(z
2
+ 4)
2
_
z=i
= −
i
36
res{f(z), 2i} =
_
1/(z
2
+ 1)
(z
2
+ 4)
_
z=2i
= −
i
18
.
Moreover:
¸
¸
¸
¸
¸
_
Γ(0,R)
f(z)dz
¸
¸
¸
¸
¸
≤
_
π
0
1
(R
2
−1)
2
(R
2
−4)
Rdθ = O(1/R
5
),
and:
_
R
−R
f(x)dx = 2
_
R
0
1
(x
2
+ 1)
2
(x
2
+ 4)
dx.
So, by taking the limit R → +∞, we see that the integral along the semi
circle tends to 0, and:
I =
π
6
.
Remark 10. Note that, once again, the parity of the integrand was crucial
in the derivation of the result.
Example 20. Consider now:
I =
_
+∞
0
1
1 +x
10
.
5.1. SOME APPLICATIONS OF CONTOUR INTEGRATION 179
The function f(z) = 1/(1 +z
10
) is holomorphic everywhere in C except for
simple covert poles at the points z
k
= e
i(2k+1)iπ/10
for k ∈ {0, 1, 2, ..., 9}.
We could use a semicircular contour, but that would include many poles.
Rather, let us consider the contour γ shown on Fig. 26. The only pole inside
the contour is β = e
iπ/10
. Its residue is given by:
res{f(z), β} =
_
1
(1 +z
10
)
_
z=β
=
1
10β
9
= −
β
10
.
Figure 5.3: Contour for the evaluation of I =
_
+∞
0
1
1+x
10
.
On the line segment between 0 and Re
iπ/5
: z = te
iπ/5
with t ∈ [0, R], so
that dz/dt = e
iπ/5
, and:
1 +z
10
= 1 +t
10
e
2πi
= 1 +t
10
.
180 CHAPTER 5. APPLICATIONS
So, by Cauchy’s residue theorem:
_
R
0
1
1 +x
10
dx +
_
π/5
0
Rie
iθ
1 +R
10
e
10iθ
dθ +
_
0
R
e
iπ/5
1 +t
10
dt = −
2πie
−iπ/10
10
.
The integral on the circular arc is O(1/R
9
), so it vanishes at the limit R →
+∞. Hence:
_
1 −e
iπ/5
_
_
+∞
0
1
1 +x
10
dx = −
πi
5
e
iπ/10
.
Finally, noting that:
1 −e
iπ/5
= e
iπ/10
(e
−iπ/10
−e
iπ/10
) = −2ie
iπ/10
sin(π/10),
we have:
_
+∞
0
1
1 +x
10
dx =
π
10
1
sin(π/10)
=
π
10
cosec(π/10).
In the previous example, note how the integral along the slanting line
gives a multiple of the integral along the real axis. When this happens, and
two subpaths yield integrals that are multiple of one another, we say that
we have integral reinforcement.
5.1.4 Integral of other functions with a ﬁnite number of poles
In this subsection, we would like to consider integrals of the form:
_
I
ϕ(x) sin(mx)dx or
_
I
ϕ(x) cos(mx)dx or
_
I
ϕ(x)e
±imx
dx,
where I is [0, +∞[, ]0, +∞[ or R, m ≥ 0, and ϕ(z) = p(z)/q(z) is a rational
function with deg q > 1 + deg p.
Example 21. Our ﬁrst example is:
J =
_
+∞
−∞
cos(x)
x
2
+x + 1
dx.
We consider the complex function:
f(z) =
e
iz
z
2
+z + 1
.
5.1. SOME APPLICATIONS OF CONTOUR INTEGRATION 181
It is holomorphic everywhere except for simple poles at the roots of z
2
+z +
1 = 0, i.e. at e
2iπ/3
and e
4iπ/3
. Then, consider again the contour mad of
the join of [−R, R] and the positively oriented semicircle Γ(0, R) for R > 1.
Then, only e
2iπ/3
is inside the contour. By Cauchy’s residue theorem, we
thus have:
_
R
−R
f(x)dx +
_
Γ(0,R)
f(z)dz = 2πires{f(z), e
2iπ/3
} = 2πi
_
e
iz
2z + 1
_
z=e
2iπ/3
,
i.e.:
_
R
−R
f(x)dx +
_
Γ(0,R)
f(z)dz ==
2π
√
3
e
i(−1/2+i
√
3/2)
.
As usual, the integral along the semicircle can be evaluated:
¸
¸
¸
¸
¸
_
Γ(0,R)
f(z)dz
¸
¸
¸
¸
¸
≤
_
π
0
R
R
2
−R −1
dθ = O(1/R),
and vanishes at the limit R → +∞. Hence, taking the limit and equating
real and imaginary parts:
_
+∞
−∞
cos(x)
x
2
+x + 1
=
2π
√
3
e
−
√
3/2
cos(1/2).
A few comments are in order:
• The integrand is not an even function, so we cannot use the usual trick
to evaluate the integral on [0, +∞[.
• We couldn’t have chosen f(z) = cos(z)/(z
2
+z +1), because then, the
integral along the semicircle would not have converged towards 0 as
R became arbitrarily large. Indeed:  cos(Re
iθ
)
2
= cosh
2
(Rsin(θ)) −
sin
2
(Rcos(θ)), that grows like cosh
2
R when θ approaches π/2, so we
couldn’t have found a supremum.
Let us see another example.
Example 22. Try and evaluate I =
_
+∞
0
sin
2
x
x
2
.
Because of the problem we mentioned previously with the cosinus, we cannot
182 CHAPTER 5. APPLICATIONS
choose f(z) = sin
2
(z)/z
2
: we would have problems ﬁnding a supremum
that tends to zero along a circular arc. Instead, we would like to ﬁnd a
function whose real part is sin
2
x/x
2
when z = x ∈ R. Remembering that
2 sin
2
x = 1 − cos(2x), we are led to consider f(z) = (1 − e
2iz
)/z
2
. The
function is holomorphic everywhere except at z = 0, where it has a pole.
The Laurent expansion of the function is given by:
f(z) =
1
z
2
_
1 −
+∞
n=0
(2iz)
n
n!
_
=
+∞
k=−1
−(2i)
k+2
(k + 2)!
z
k
.
So, the pole is simple with residue −2i. Hence, we cannot use the usual
contour, because the line segment [−R, R] encounters the pole. We then use
an indented contour γ that ’goes around’ the pole at z = 0 (cf Fig. 26).
Figure 5.4: Contour for the evaluation of I =
_
+∞
0
sin
2
x
x
2
.
5.1. SOME APPLICATIONS OF CONTOUR INTEGRATION 183
Then, f is holomorphic inside and on the contour, so that, by Cauchy’s
theorem:
_
−
−R
f(x)dx −
_
Γ(0,)
f(z)dz +
_
R
f(z)dz +
_
Γ(0,R)
f(z)dz = 0.
The ﬁrst and third integrals combine to give:
_
R
1 −e
−2ix
x
2
dx +
_
R
1 −e
2ix
x
2
dx = 2
_
R
1 −cos(2x)
x
2
dx =
_
R
4 sin
2
x
x
2
.
Because the pole is simple, we can apply the indentation lemma, and we
have:
lim
→0
_
Γ(0,)
f(z)dz = i(π −0)res{f(z), 0} = 2π.
Finally:
¸
¸
¸
¸
¸
_
Γ(0,R)
f(z)dz
¸
¸
¸
¸
¸
≤
_
2π
0
1 +e
−2Rsin(θ)
R
2
Rdθ = O(1/R).
So, letting →0 and R →+∞, we get:
_
+∞
0
sin
2
x
x
2
=
π
2
.
Finally, let us present a last example, in which we highlight the impor
tance of the choice of the contour.
Example 23. Consider:
I =
_
+∞
−∞
e
−2ix
1 +x
4
dx.
The obvious choice of function is to take f(z) = e
−2iz
/(1 + z
4
). Then,
f is holomorphic everywhere except for simple poles at z
k
= e
(2k+1)πi
for
k ∈ {0, 1, 2, 3}. If we write z = Re
iθ
, we see that e
−2iz
 = e
2Rsin(θ)
, that
is not bounded when R tends to inﬁnity and θ ∈]0, π[, so that we cannot
use the usual semicircle Γ(0, R) in the upper halfplane. Nevertheless, it is
bounded as long as θ ∈ [−π, 0], so we can draw the semicircle from −R to
R in the lower halfplane. Let’s call it Υ(0, R). If we join it with the line
184 CHAPTER 5. APPLICATIONS
segment [R, −R], we get a contour that encircles two poles of f, at e
−3iπ/4
and e
−iπ/4
. The residues at that poles are given by:
res{f(z), e
−iπ/4
} =
_
e
−2iz
4z
3
_
z=e
−iπ/4
= −
√
2e
−
√
2
e
−i
√
2
8
(1 −i)
res{f(z), e
−3iπ/4
} =
_
e
−2iz
4z
3
_
z=e
−3iπ/4
=
√
2e
−
√
2
e
i
√
2
8
(1 +i).
Then, Cauchy’s residue theorem gives:
−
_
R
−R
e
−2ix
1 +x
4
dx +
_
0
−π
e
−2iRe
iθ
1 +R
4
e
4iθ
dθ = −
π
√
2
e
−
√
2
_
cos(
√
2) + sin(
√
2)
_
.
So that, bounding the integral along the circular arc by O(1/R
3
) and taking
the limit R →+∞, we get:
_
+∞
−∞
e
−2ix
1 +x
4
=
π
√
2
2
e
−
√
2
_
cos(
√
2) + sin(
√
2)
_
.
5.1.5 Integrals of functions with an inﬁnite number of poles
In this subsection, we would like to exemplify a method to evaluate integrals
of the form:
_
+∞
−∞
ϕ(x) cos(mx)dx or
_
+∞
−∞
ϕ(x) sin(mx)dx,
where ϕ(z) is a function with an inﬁnite number of regularly spaced poles;
for example, ϕ(z) = 1/ cos(z), ϕ(z) = 1/ sin(z) or ϕ(z) = 1/(1 −e
z
).
Example 24. For a ∈] −1, 1[, consider the integral:
I =
_
+∞
−∞
e
ax
cosh(x)
dx.
The function f(z) = e
az
/ cosh(z) has simple poles at the zeros of cosh(x),
i.e. at z
k
=
2k+1
2
πi, for k ∈ Z. If we were to consider a semicircular
contour, at the limit of the radius tending to inﬁnity, we would have to
sum an inﬁnite number of residues. So, we consider a rectangular contour
which size is limited along the imaginary axis (height π), but can increase
arbitrarily along the real axis (cf Fig. 24).
5.1. SOME APPLICATIONS OF CONTOUR INTEGRATION 185
Figure 5.5: Contour for the evaluation of I =
_
+∞
−∞
e
ax
cosh(x)
dx.
Then, f is holomorphic inside and on this contour, except at z = iπ/2,
where there is a simple pole. We have:
res{f(z), iπ/2} =
_
e
az
sinh(z)
_
z=iπ/2
= −ie
aiπ/2
.
So that:
_
R
−R
e
ax
cosh(x)
dx +
_
π
0
e
a(R+iy)
cosh(R +iy)
idy +
_
−R
R
e
aπi
e
ax
cosh(x +πi)
dx
+
_
0
π
e
a(−R+iy)
cosh(−R +iy)
dy = 2πe
aπi/2
.
186 CHAPTER 5. APPLICATIONS
The integrals along the vertical lines can be evaluated as follows:
¸
¸
¸
¸
¸
_
π
0
e
a(R+iy)
cosh(R +iy)
idy
¸
¸
¸
¸
¸
≤
_
π
0
¸
¸
¸
¸
¸
2e
a(R+iy)
e
(R+iy)
+e
−(R+iy)
¸
¸
¸
¸
¸
dy
≤
_
π
0
2e
aR
e
R
−e
−R

dy ∼ 2πe
(a−1)R
when R →+∞
Since a < 1, that proves that the integral tends to zero as R becomes
arbitrarily big. Similarly:
¸
¸
¸
¸
¸
_
π
0
e
a(−R+iy)
cosh(−R +iy)
idy
¸
¸
¸
¸
¸
≤
_
π
0
2e
−aR
e
−R
−e
R

dy ∼ 2πe
−(1+a)R
as R →+∞,
and, since a > −1, the integral also tends to zero. Finally, note that the
two remaining integrals reinforce to give the required real integral, because
cosh(x +iπ) = −cosh(x) and e
a(x+iπ)
= e
aπi
e
ax
. Hence:
_
+∞
−∞
e
ax
cosh(x)
dx =
π
cos(aπ/2)
for a ∈] −1, 1[.
5.1.6 Integrals involving multifunctions
In this subsection, we consider integrals of the form:
_
+∞
0
ϕ(x) ln(x)dx and
_
+∞
0
ϕ(x)x
a−1
dx for a > 0,
where ϕ(z) is meromorphic. We then have to work in the cut plane, with
a selected holomorphic branch of the multifunction. The branch point at 0
is avoided thanks to an indentation. First, let us see an example with the
logarithm.
Example 25. Consider:
I =
_
+∞
0
ln x
1 +x
2
dx.
We cut the plane along ] −∞, 0], and select the holomorphic branch:
ln(z) = ln z +iθ for θ ∈ arg(z)∩] −π, π].
5.1. SOME APPLICATIONS OF CONTOUR INTEGRATION 187
Then, f(z) = ln(z)/(1+z
2
) is holomorphic in the cut plane except for simple
poles at ±i. Let γ be the contour of Fig. 25, with R > 1. On the top side
of the cut, θ = π, so ln(z) = ln(x) + iπ with −z = x > 0. Cauchy’s residue
theorem then gives:
_
R
ln(x)
1 +x
2
dx +
_
Γ(0,R)
f(z)dz +
_
R
ln(x) +iπ
1 +x
2
(−dx)
−
_
Γ(0,)
f(z)dz = 2πires{f(z), i}.
Figure 5.6: Contour for the evaluation of I =
_
+∞
0
ln x
1+x
2
dx.
Moreover:
res{f(z), i} =
_
ln(z)
2z
_
z=i
=
ln(i)
2i
=
πi/2
2i
=
π
4
.
188 CHAPTER 5. APPLICATIONS
Also:
¸
¸
¸
¸
¸
_
Γ(0,R)
f(z)dz
¸
¸
¸
¸
¸
≤
_
π
0
¸
¸
¸
¸
ln(R) +iθ
1 +R
2
e
2iθ
¸
¸
¸
¸
dθ
≤
_
π
0
(ln(R) +π)R
R
2
−1
∼ R
−1
ln(R) when R →+∞.
And, similarly:
¸
¸
¸
¸
¸
_
Γ(0,)
f(z)dz
¸
¸
¸
¸
¸
≤
_
( ln() +π)
1 −
2
dθ ∼ ln() when →0.
Hence, by taking the limits R →+∞ and →0, we get:
2
_
+∞
0
ln(x)
1 +x
2
dx +iπ
_
+∞
0
1
1 +x
2
dx =
π
2
2
i,
so that, by equating real and imaginary parts, we get:
_
+∞
0
ln(x)
1 +x
2
dx = 0.
Note that the imaginary part gives us an integral we knew how to calculate
already (the integral is just arctan(x)).
Let us conclude with an example involving a power law.
Example 26. Consider:
I =
_
+∞
0
√
x
1 +x
3
dx.
The function 1/(1 + z
3
) has simple poles at −1, e
iπ/3
and e
−iπ/3
. The pole
at −1 leads us to control the square root by cutting the plane along [0, +∞[
(to avoid cutting on a pole of the integrand). We then take the holomorphic
branch:
√
z =
_
ze
iθ/2
with θ ∈ [0, 2π[, and we use the contour γ shown n
Fig. ??. On the top side of the cut, z = x > 0 and
√
z =
√
x, while on the
bottom side, z = ze
i2π
and
√
z = −
√
x with x > 0. The integrals along
5.1. SOME APPLICATIONS OF CONTOUR INTEGRATION 189
the two sides of the cut are in opposite directions, so that they reinforce.
The residues at the three poles inside γ are:
res{f(z), −1} =
_ √
z
3z
2
_
z=−1
=
i
3
res{f(z), e
iπ/3
} = −
i
3
res{f(z), e
−iπ/3
} =
i
3
.
Figure 5.7: Contour for the evaluation of I =
_
+∞
0
√
x
1+x
3
dx.
So, by evaluating the integrals along the circular arcs and taking the
appropriate limits, we ﬁnd:
_
+∞
0
√
z
1 +z
3
=
π
3
.
190 CHAPTER 5. APPLICATIONS
5.1.7 Summation of series
We have encountered convergence tests, that tell us whether or not a given
series converges. But they do not give us the values of the sums for conver
gent series. Now, if an inﬁnite sum can be recognized as a sum of residues
of a meromorphic function, then by using contour integration, we may be
able to evaluate it. Let us start with an example.
Example 27. Consider the known series:
+∞
n=0
1
n
2
=
π
2
6
.
How can we recover this result using contour integration?
The function f(z) = π/(z
2
tan(πz)) is holomorphic everywhere, except for
a triple pole at 0 and simple covert poles at n ∈ Z
∗
. The residues at the
poles are:
res{f(z), 0} = −
π
2
3
∀n ∈ Z
∗
, res{f(z), n} =
1
n
2
.
Consider the square contour γ
∗
N
with vertices at (N + 1/2)(±1 ± i). f is
holomorphic inside and on γ
N
except for poles at 0, ±1, ±2,..., ±N. Then,
Cauchy’s residue theorem leads to:
_
γ
N
f(z)dz = 2πi
_
2
N
n=1
1
n
2
−
π
2
3
_
.
Now:
¸
¸
¸
¸
_
γ
N
f(z)dz
¸
¸
¸
¸
≤ sup
z∈γ
∗
N
f(z) ×length(γ
N
)
≤ sup
z∈γ
∗
N
¸
¸
¸
¸
1
tan(πz)
¸
¸
¸
¸
4(2N + 1)π
(N + 1/2)
2
.
First, note that on the square γ
∗
N
, there exists a constant C ∈ R
∗
+
such that
¸
¸
¸
1
tan(πz)
¸
¸
¸ ≤ C. The righthand side of this inequality behaves like 1/N when
5.2. THE FOURIER TRANSFORM 191
N is big, so it tends to zero when N tends to inﬁnity. Thus,
_
γ
N
f(z)dz
tends to 0 when N tends to inﬁnity. This proves the result on the series.
It turns out that the method presented on the example above applies to
any series
+∞
n=1
φ(n), where the function φ satisﬁes the following properties:
• ∀n ∈ N
∗
, φ(−n) = φ(n);
• φ is a rational function;
• φ(z) ∼ z
−2
for large z.
If this is the case, then we integrate f(z) = πφ(z)/ tan(πz) along the square
γ
N
. The term π/ tan(πz) creates simple poles of f at each n ∈ Z at which
φ is holomorphic and nonzero, of residue φ(n). The bounds on φ and
1/ tan(πz) then ensures that
_
γ
N
f(z)dz →0 when N →+∞.
In the same way, we can evaluate series of the form:
+∞
n=1
(−1)
n
φ(n),
with φ satisfying the previously listed conditions, by integrating f(z) =
φ(z)π/ sin(πz) around the square γ
∗
N
as before. The 1/ sin(πz) term creates
simple covert poles at n ∈ Z, of residue (−1)φ(n), provided φ is holomorphic
and nonzero there. Then, using Cauchy’s residue theorem and bounding
1/ sin(πz) on the square γ
∗
N
, we can deduce the value of the series.
5.2 The Fourier transform
The Fourier transform is a very important theoretical concept, as well as a
central practical tool in solving many mathematical problems that arise in
the modelisation of phenomena. Here, we concentrate on Fourier transforms
coming from probability theory, as well as some examples of how to use teh
Fourier transform to solve diﬀerential equations.
5.2.1 Introducing the Fourier transform
Let J denote [0, +∞[ or R. We will denote by I(J) the set of complexvalued
functions deﬁned on J which are piecewise continuous on any bounded sub
192 CHAPTER 5. APPLICATIONS
interval of J and such that each of f and f has a weeldeﬁned integral on
J.
Deﬁnition 36. Let f : R → C be a real or complex valued function such
that f ∈ I(R). The Fourier transform of f is deﬁned by:
∀s ∈ R, (Ff) (s) =
ˆ
f(s) =
_
+∞
−∞
f(x)e
−isx
dx.
Note that this deﬁnition is not unique, and some variants can be found
throughout the litterature: e
isx
can be used instead of e
−isx
, and sometimes,
a normalisation factor
√
2π may be included.
Proposition 31. Provided all the transforms exist, we have:
• ∀(a, b) ∈ C
2
, F[af +bg] = a
ˆ
f +bˆ g;
• ∀a ∈ R
∗
+
, F[af(x/a)] = a
ˆ
f(as);
• ∀a ∈ R, F
_
e
−ixa
f(x)
¸
=
ˆ
f(s +a).
Proof. The proof is left to the reader.
The following results are important to be able to apply the Fourier trans
form to ﬁnd solutions to diﬀerential equations. Their proofs are simple
calculations that can be justiﬁed in integration theory.
Proposition 32. Let f ∈ I(R). Suppose that f satisﬁes the following con
ditions:
∃n ∈ N, (f, f
, f
, ..., f
(n)
) ∈ I(R), and f
(n)
continuous.
Then:
F
_
f
(n)
(x)
_
= (is)
n
ˆ
f(s).
Proof. The result is obtained by repeated integration by parts. The con
ditions are here to ensure that these integrations by parts can be done n
times. They are strong enough to lead to f
(k)
(x)e
−isx
→ 0 as x → +∞,
5.2. THE FOURIER TRANSFORM 193
for k ∈ {0, 1, ..., n −1}, so that we can get rid of the fully integrated terms.
These decay conditions are usually met in the problems we want to apply
the Fourier transform to.
Proposition 33. For f ∈ I(R) such that the derivatives of f exist and are
continuous up to order at least n ∈ N:
F[x
n
f(x)] = i
n
ˆ
f
(n)
(s).
Proof. The conditions on f are suﬃcient to justify diﬀerentiation under the
integral sign n times, so that the result is obtained by diﬀerentiation n times
of
ˆ
f.
We see that the Fourier transform changes derivatives into simple prod
uct. That will be key in the methods used to solve diﬀerential equations
later.
Proposition 34. Inversion theorem.
Let f ∈ I(R) such that f and f
are piecewise continuous on R. Then:
1
2
_
f(x
+
) +f(x
−
))
_
=
1
2π
_
+∞
−∞
ˆ
f(s)e
isx
ds.
If f is continuous, then we have:
f(x) =
1
2π
_
+∞
−∞
ˆ
f(s)e
isx
ds.
The proof of this result rely a lot on subtleties of integration theorey
that are beyond teh scope of these notes.
Proposition 35. Convolution for the Fourier transform.
Let (f, g) ∈ I(R). Then:
ˆ
f(s)ˆ g(s) =
ˆ
h(s),
where h is the convolution:
h(x) =
_
+∞
−∞
f(y)g(x −y)dy = (f ∗ g)(x).
Hence, the Fourier transform of a convolution product is teh product of
the Fourier transforms:
f ∗ g =
ˆ
fˆ g.
194 CHAPTER 5. APPLICATIONS
5.2.2 Some applications
Application in probability theory
Here, we consider some fundamental probability distributions on R and com
pute their characteristic functions. These functions are very useful in prob
ability theory since they encode information about the moments of the as
sociated distributions. It turns out that for a given probability density f,
the characteristic fubction is simply the Fourier transform of f.
Example 28. Cauchy distribution.
It is given by the density function f(x) =
1
π(1+x
2
)
. The Fourier transform is
then:
ˆ
f(s) =
_
+∞
−∞
e
−isx
π(1 +x
2
)
dx.
The inegrand has two simple poles i and −i. If we write z = Re
iθ
, we see
that e
−isz
 = e
Rs sin(θ)
. So, if s ≤ 0, we can use a semicircular contour in
the upperhalf plane, and if s > 0, we have to use a semicircular contour in
the lower halfplane, so that e
−isz
 along the semicircular arc is always a
negative exponential, and can be bounded from above by 1. We then arrive
at:
ˆ
f(s) =
_
_
_
−2πires
_
e
−isz
π(1+z
2
),i
_
= e
s
if s ≤ 0
2πires
_
e
−isz
π(1+z
2
),−i
_
= e
−s
if s > 0.
Hence, the characteristic function is given by:
∀s ∈ R,
ˆ
f(s) = e
−s
.
Example 29. Normal distribution.
In this case:
f(x) =
1
√
2π
e
−
1
2
x
2
.
First:
√
2π
ˆ
f(s) =
_
+∞
−∞
e
−x
2
/2
e
−isx
dx = e
−s
2
/2
_
+∞
−∞
e
−(x+is)
2
/2
dx.
5.2. THE FOURIER TRANSFORM 195
Then, we integrate e
−z
2
/2
around the rectangle with vertices −R, R, R+is
and −R + is. By Cauchy’s theorem, since there is no pole in the complex
plane:
_
R
−R
e
−x
2
/2
dx+
_
s
0
e
−(R+iy)
2
/2
idy+
_
−R
R
e
(x+is)
2
/2
dx+
_
0
s
e
−(−R+iy)
2
/2
idy = 0.
Moreover:
¸
¸
¸
¸
_
s
0
e
−(R+iy)
2
/2
idy
¸
¸
¸
¸
≤ e
−R
2
/2
_
s
0
e
y
2
/2
dy →0 when R →+∞.
Similarly,
_
s
0
e
−(−R+iy)
2
/2
idy tends to zero when R tends to +∞. Hence,
letting R →+∞:
_
+∞
−∞
e
−x
2
/2
dx =
_
+∞
−∞
e
−(x+is)
2
/2
dx.
It is wellknown, and it can be shown using contour integration (Show it),
that the lefthand side is
√
2π. So:
ˆ
f(s) = e
−
1
2
s
2
.
Example 30. Gamma distribution.
For λ > 0 and t > 0, the Gamma distribution is given by:
f(x) =
1
Γ(t)
λ
t
x
t−1
e
−λx
ξ
[0,+∞[
(x),
where ξ
I
is the characteristic function of the interval I, and:
Γ(t) =
_
+∞
0
x
t−1
e
−x
dx
is the gamma function. For an arbitrary t > 0, we have to deal with a
multifunction, so we have to select a convenient branch cut. We will work
in the plane cut along ] −∞, 0], and take the branch:
z
t−1
= z
t−1
e
iθ(t−1)
, for z = ze
iθ
, θ ∈] −π, π].
We take > 0, and we choose a wedge contour formed of the join of: the
line segment [, R], the circular arc Γ centred on 0, of radius R and aperture
196 CHAPTER 5. APPLICATIONS
α ∈] − π/2, π/2], the line segment [Re
iα
, ], and the clockwise circular arc
γ centred on 0, of radius and aperture α. Let g(z) = z
t−1
e
−z
. Then, we
have:
¸
¸
¸
¸
_
Γ
g(z)dz
¸
¸
¸
¸
≤
_
α
0
¸
¸
¸(Re
iθ
)
t−1
e
−Re
iθ
Rie
iθ
¸
¸
¸ dθ
≤
_
α
0
R
t
e
−Rcos(θ)
dθ
≤ αR
t
e
−Rcos α
→0 when R →+∞.
Also:
¸
¸
¸
¸
_
γ
g(z)dz
¸
¸
¸
¸
≤ α
t
e
− cos α
→0 when →0.
Finally, on the line segment [Re
iα
, ], we can write z = (λ+is)u with u > 0,
λ = cos α and s = sin α. Then, we have:
_
[Re
1α
,]
g(z)dz = −(λ +is)
t
_
R
u
t−1
e
−(λ+is)u
du
_
[,R]
g(z)dz =
_
R
x
t−1
e
−x
dx.
Applying Cauchy’s theorem and taking the limits R →+∞ and →0,
we get:
−(λ +is)
t
_
+∞
0
u
t−1
e
−(λ+is)u
du +
_
+∞
0
x
t−1
e
−x
dx = 0.
The last term is just Γ(t), and we have:
ˆ
f(s) =
λ
t
Γ(t)
_
+∞
0
u
t−1
e
−(λ+is)u
du,
so that:
ˆ
f(s) =
_
λ
λ +is
_
t
.
Application to diﬀerential equations
We will conclude this subsection by two examples that illustrate how to use
the Fourier transform in solving diﬀerential equations.
5.2. THE FOURIER TRANSFORM 197
Example 31. An ordinary diﬀerential equation Consider f : R → R
such that f, f
and f
all belong to I(R). Suppose that f, f
and f
all
tend to zero as x →+∞. Consider the ordinary diﬀerential equation:
∀x ∈ R, f
(x) −f(x) = e
−x
2
.
If we apply the Fourier transform to both sides of the equation, we obtain:
−s
2
ˆ
f(s) −
ˆ
f(s) = F
_
e
−x
2
_
.
Hence:
ˆ
f(s) = −F
_
e
−x
2
_
1
1+s
2
. If we call ˆ g(s) = 1/(1 + s
2
), we have (by
using the same method as for the Cauchy distribution, but applied to the
inverse Fourier transform): g(x) = πe
−x
. So, we can write:
ˆ
f(s) = F
_
e
−x
2
_
ˆ g(s),
and using the convolution product:
f(x) = −
_
+∞
−∞
e
−y
2
g(x −y)dy = −π
_
+∞
−∞
e
−y−x−y
2
dy.
Example 32. A partial diﬀerential equation: Laplace equation in
a halfplane.
Let u(x, y) be deﬁned and continuous on {(x, y) ∈ R
2
, y ≥ 0}. Suppose that
it satisﬁes:
• u
xx
+u
yy
= 0;
• ∀x ∈ R, u(x, 0) = f(x) where f is integrable on R.
Such a formulation is called a boundary value problem. We shall solve
it for a suitable behavior of u for large values of r =
_
x
2
+y
2
, i.e. ’at
inﬁnity’.
For a ﬁxed value of y, we perform the Fourier transform of u on the variable
x:
ˆ u(s, y) =
_
+∞
−∞
u(x, y)e
−isx
dx.
198 CHAPTER 5. APPLICATIONS
The partial diﬀerential equation then becomes an ordinary diﬀerential equa
tion:
d
2
ˆ u
dy
2
= s
2
ˆ u.
The boundary condition becomes ˆ u(s, 0) =
ˆ
f(s). The general solution of
the ordinary diﬀerential equation is given by:
ˆ u(s, y) = Ae
sy
+Be
−sy
,
where A and B are real constants. If we want a solution that decays at
inﬁnity, certainly ˆ u(s, y) → 0 when y → +∞, so that A = 0 if s > 0 and
B = 0 if s < 0, so, we have, taking into account the bounday condition:
ˆ u(s, y) =
ˆ
f(s)e
−sy
.
Using the convolution, we ﬁnally get:
u(x, y) =
y
π
_
+∞
−∞
f(t)
(x −t)
2
+y
2
dt.
This solution is called the Poisson integral for the halfplane.
2
Forewords
These lecture notes are intended for a one semester thirdyear course in mathematics at Rhodes University. Mostly, they follow the tracks and spirit of the excellent introductory book by H.A. Priestley, Introduction to complex analysis, OUP, and do not present any original result, or any original path to known results. I have tried to keep the references to real analysis as limited as possible, so that this course could be studied without much prior knowledge of real analysis. Nevertheless, to cut on some timeconsuming proofs, I have omitted to prove some results as Cauchy’s convergence criterion for sequences, or BolzanoWeierstrass theorem, as these theorems will be proven during the course on real analysis, and their proofs in complex analysis are very similar, or can be deduced from the properties in the real case. If a reader is interested in these proofs, she can refer to W. Rudin’s book, Principles of Mathematical Analysis, McGrawHill, that treats of properties in general metric spaces. Also, I did not prove Jordan’s curve theorem, as it would have been painful, long, and mostly unnecessary, since we will develop contour integration for the limited class of non selfintersecting contours, for which the notions of interior and exterior are quite obvious. I, nevertheless, mentioned the idea of the general proof, in case some students may be willing to think about the problem. The class of non intersecting contours made of pieces of arc circles and line segments is largely suﬃcient for applications in an introductory course on complex analysis. i
ii I shall recommend to read another excellent book: Visual Complex Analysis, by T. Needham, OUP. It is a wonderful, very graphic, exposition of complex analysis, with an emphasis on physical and geometrical interpretations of the notions presented in these notes. I encourage the students who wish to develop their intuition on complex analysis to read this book. Students willing to ﬁnd more exercises and problems than those we will be doing in class and tutorials can refer to Complex variables by M. R. Spiegel, in the collection Schaum’s outlines, Mc Graw Hill. Finally, let me emphasize that analysis is a new subject for third year students, and a dedicated study will be necessary in order to succeed in understanding this course. This is mainly due to the introduction of rigorous proofs. Therefore, students must pay attention to proofs and to methods used during these proofs, as they are the keys to mastering the techniques of Complex Analysis.
Cover illustration: AugustinLouis Cauchy around 1840. Lithography by Z´phirin Belliard after a painting by Jean Roller. e
When it is the case.
iii
.Notations
We use N. Also. we supposed that the reader could do the translation herself.e. R and C to denote the sets of natural numbers.’ for ’for example’ and ’i. A lot of notations in complex analysis are directly transferable from their counterparts in real analysis. For example R∗ = R\{0}. real numbers and complex numbers. ’e.’ for ’that is’. The end of a proof is denoted by the usual symbol: . we will write R+ (resp. when we want to indicate that we keep only the positive (or zero) (resp. we use the standard abbreviations such as ’iﬀ’ for ’if and only if’. integers. R− ). When we want to exclude 0 from one of these sets.g. Z. negative or zero) real numbers. we will simply ’star’ the set. In the same way. respectively.
iv
.
Open and closed sets of the complex plane . . . . . . and other subsets . . . . . . Extended complex plane and Riemann sphere . . .3. . . .2 1. . Lines. .2 1. . . . . . . . . . .1 1. . . . . . . . . . . . . . . . . . . . .1. . . . . . . . . . . . . . . . . .4 1. . . . . . . . . . . . . . . Convexity and connectedness . .
A bit of topology in the complex plane . . . . . .1 1. . . . . . . . . . . . . . . . . Contours . . . . .2. . . . . . .2. . . . .
Curves. M¨bius transformations . . . . . . . . . . . . . . v
. . . . Limits and continuity .2 1. . . . . Exercises . Deﬁnitions . . . . . . .3 1. . . . . . . . .3 Complex numbers . . . . . . .3 1. . . . . .2 1. .4 1. . Exercises . . . . . . . . . .1. . . . . . . . . . . . . . . . . paths and contours . . .
2 Complex functions 2.1 1. . . . . . . . . . . . . . . .2. . . . . . . . . . . . . . .3. . . . . . . . . 1 2 2 8 12 13 13 19 23 26 26 27 32 36 39 40 41 42 43 45 46
Geometry in the complex plane . . . .4. .1 1. . . . .Contents
1 The complex plane 1. . . . . . . . . . . . . .3 1. . .3 1. . 1. . Complex Algebra .1 Complex series and power series . .2. . . . . . .4 1. .1 The complex plane . . . . . .3. .3. . . . . . . Exercices . . . . . . . . . . . . . . . . circles.2 1.4. .4. . . . . . . . . . .1. . . . . . . . . o Exercices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . .1. . .3. . . . . . Exercises . . . . . . Exercises . . . . . . . . Complex trigonometric and hyperbolic functions . . The exponential function . . . . . .2. . . . . . . . . . . . .2. . . . .1 3. . . . . .2.3 3.
. . . Roots of unity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . The logarithmic function . . . . . . . . .
3 Diﬀerentiation 3. . . .2 2.3 2. . . . . . . . . . Exercises . . . . 3. .5 3. . . . .vi 2. . . . . . Complex trigonometric and hyperbolic functions . . . . .2 3. . . . . . A result on the diﬀerentiation of power series . . . . . . . . . . . . . . . . . .2. . . .3. . .2 2. . . . .2.1. . .4
CONTENTS Complex series . . . . . . . .1. . . . . . . . . . . .2. . . . . .
Conformal mapping . . .3.3 2. . . . . .1. . . . . . . . . . . . . . . . . .3. . . . . . . . . . . . . . . . . Example 1: the logarithmic function . .2. . . . . . . Some useful results . . . Some examples . Exercises . . . . . . . .2. . .5 2. . . . . . . . . .2 2.1 3. . . . . . . . . . .3 2. . . .2 Diﬀerentiation and the CauchyRiemann equations . . . . . . .1 3. . . . The logarithmic function . . . . . . . . . . . .2. .3 3. . . . . . . . . . . .2 2. . .
Multifunctions . . . .3 3. . . . . . . . . . . . . . . . . . . . .1. . . .2 3. . . . . . . . Power series . . . . . . Example 2: Fractional powers . . . . . . . . . . . . . . . . .1 2. . . . . . . . . . .4 3. . . .2. . .3. . . . . . . . . . 47 51 54 54 55 58 60 61 62 63 63 65 67 68 71 72 72 76 78 81 81 82 84 85 85 87 87 87 89
Some complex functions .4 3. . . . . . . . .1 2. . . . . Example 3: An example with two branch points . . . . .3 2. . . . . . . . The exponential function . . . . . . . Holomorphic functions . . . . . . . Conformal mapping . . . . . .
Some holomorphic functions . . . . . . . . . . .1. . . .1. . . . . .1 Holomorphic functions . .2 3. . . .1 2. . . . . . . Branch points and multibranches . . . .3. . . . . . . . . . . .4 2.
. . 154 Meromorphic functions . 118 Exercises . 124 Exercises . . . . .2. . . . . . . . . . .2. . . . . . . . . . . . . .1 4. . . 162
Cauchy’s theorem . .3. .4 4. . . . . . . . .7 4. . . . . . . . . . . . . . . .. . . . . .3 4. . . . .2 4. . . 161
. . . . . . . . . . . . . . . . . . 136
Cauchy’s residue theorem . . . . . . . . . 115 The complex logarithm. . . . . . . . . .4 4. . . . . . . . . .2 4. . . . . . . . . . . . .4. . 4. . . . . . . .1 4. . . . . . . . . . . . .5. . . . . . . . . . . . . . . . . . . . . . . 144 Laurent’s theorem . .5 4. . . . . . . . . . . . . . . . . . . . . .3 4. . . .CONTENTS 4 Integration 4. . . . . . . . . . . . . .1 Integration along paths . . . . . . . . . . . .1 Integration in the complex plane . . . . . . . . . . . . . . . . .3. 134 Exercises . . .3. . . . . . . . . . . .2 4. . . . .5 4. . . . . . 128 Integration of series .5. . . . . 135 Characterizing zeros . . .5 4.6. again . . . . . . . .4. . . . . . .5. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 122 Cauchy’s formulæ for derivatives . . . . .1 4. . .2 4. .2 4. .1. . . . . .5. . . . .6 4.
vii 93 94 94 99
Exercises . .5.3 4. . The fundamental theorem of calculus . . . . . . . . . 137 Identity and Uniqueness theorems . . . .2. .1 4.4. . . . . . . . . . . . . . . .6 4. . . . . . . . . . . . . . . . . . . . . . .4. . . . . . . . . . . .4 4. . .1 4. . 149 Singularities . .1. . . . 121 Cauchy’s integral formula . . . . . . . . . . . . . . . . 159 Exercises . . . . . . . . . . . . . . . . .3 4. . . . . . . . . . .2 4. . . . 129
Zeros and singularities . . . . . .2. . . 130 Multiplication of power series . 121
Power series representation . . . . . . .2. . . . . . . . . . . . . . 102 CauchyGoursat theorem . . . . . . . 161 Residues and Cauchy’s residue theorem . . . . . . . . . . . . . . . . .3 4. . . . . .3 4. . . 129 Taylor’s theorem . . 139 Counting zeros . . . . . . . . 104 Deformation . . . . . .4 4. . . . . . . . 102
Cauchy’s formulæ . . . . . .5. 102 Historical Cauchy’s theorem . . . .1. .5. . ..
. . .1. . . . 190 Introducing the Fourier transform . . . . . . 191
. . . . 168 171
5 Applications 5. . . . .7 5. . 172 Some remarks on indented contours . . . .viii 4.1. . . . .1. . .2
Some applications of contour integration . . . . . . .1 5.1. . . . . . . . . . . .1 5. . 177 Integral of other functions with a ﬁnite number of poles180 Integrals of functions with an inﬁnite number of poles 184 Integrals involving multifunctions . . . .6 5. . . . .2 5. . . . . . . . .1 5. . . . .5 5. . 164 Exercises .2 4. . 186 Summation of series . . . . . . . . . . . . . . . . .2 5. . .6. . . . . . . .1. . . . . . . .2. . . .2. . . . . . . . . . . . . .3 5. . 174 Integral of rational functions . . . . .6. . . .3
CONTENTS Calculation of residues . . .4 5. . 194
The Fourier transform . . . . . . . 191 Some applications . . . . . 172 Evaluation of real integrals by contour integration . .1. . . . . . . . . . . . . . . . .1. .
Chapter 1
The complex plane: Geometry. Topology and Analysis
1
.
but no real solution in the case m2 +4c < 0. in L’Algebra.1
1. Indeed. as there is always an intersection (cf ﬁgure 1. It is often said that complex numbers appeared as necessary entities in relation to ﬁnding roots of the quadratic equations x2 = mx + c. But what is the problem with that? A simple graph will show that there is no intersection in the plane in that second case. in the work of Girolamo Cardano. the authors were interested in the solution of cubic algebraic equations of the form: x3 = 3px + 2q .1: Representation of a quadratic and a cubic equations.1
The complex plane
Complex numbers
A bit of history Complex numbers ﬁrst appear in the mathematical history during the sixteenth century.2
CHAPTER 1.1).
Figure 1.1. THE COMPLEX PLANE
1. by Rafael Bombelli (1572). In these initial works. This problem is equivalent to ﬁnding the intersection points of the cubic curve y = x3 and the line y = 3px + 2q.
. this equation admits a pair of real solutions as long as m2 +4c > 0. This is clearly not true for the cubic. Ars Magna (1545). and shortly after.
this term has survived until today. Unfortunately. associated with the multiplier of i in their
expression. In order for this rule to work. for x = 4. he tried to ﬁnd whether there was a number y satisfying the properties above. the cubic x3 = 15x + 4 as a solution in the plane.
Bombelli. leading to x = 4 when evaluating (1. he needed to suppose that the addition of the introduced complex numbers should obey the intuitive rule: (a + ib) + (c + id) = (a + b) + i(c + d). inspecting this formula discovered a troubling properties of the solution: take p = 5 and q = 2.1) with the known √ real solution x = 4. Bombelli’s brilliant idea was to link the expression (1. and the solution seems pathological. it takes the form: x= √ 3 2 + 11i + √ 3 2 − 11i . This lack of interest can certainly be linked with a Platonic prejudice against objects that couldn’t be given a solid geometrical interpretation and hence failed to exists as entities. But.1. and the intersection was given by: x=
3
q+
q 2 − p3 +
3
q−
q 2 − p3 . Using i2 = −1. if one introduces a number i such that i2 = −1. this yields: (a + ib)(c + id) = (ac − bd) + i(ad + bc) . Then.1)! Despite this intriguing properties. he calculated (2 + iy)3 using the standard rules of algebra of real numbers: (a + ib)(c + id) = ac + i2 bd + i(ad + bc) . That allowed him to show that: (2 ± i)3 = 2 ± 11i. Then. To do so. complex numbers remained mostly ignored or looked at with contempt until the end of the eighteenth century1 .1.1.1. That is precisely what
1
This is reﬂected in the term imaginary. q 2 − p3 < 0.
Moreover. To do that. he postulated that one could write 3 2 + 11i = √ 2 + yi and 3 2 − 11i = 2 − yi.
. THE COMPLEX PLANE
3
Cardano had shown that this equation could be solved.
2: The Argand plane with some complex numbers. Taking Bombelli’s deﬁnition of a complex number z as a complex of two ’ordinary’ numbers. THE COMPLEX PLANE
Figure 1. The power of this identiﬁcation lies in the interpretation of the addition of two complex numbers: The sum of two complex numbers z and w is given by the usual parallelogram rule of vector addition. a and b. Once this identiﬁcation has been made.2. and is usually denoted by C.4
CHAPTER 1.
. They linked complex numbers to points (or vectors) in the plane. z = a + ib. Argand and Gauss provided at the end of the eighteenth century. b). This is illustrated on ﬁgure 1. they remarked that it could be identiﬁed with a point in the plane with Cartesian coordinates (a. or Gauss plane). an idea pursued independently by Wessel. the plane is called the complex plane (or Argand plane.
• The modulus of z is the positive real number noted z representing the length of the vector associated with z in the complex plane. Note that if z is real. Summary It is time to summarize our deﬁnition of complex numbers. The rule for the multiplication is less natural but reads: The length of the product zw (seen as a vector) is given by the product of the lengths of z and w (seen as vectors). We will denote by C the set of complex numbers (identifying it without care with the complex plane). Deﬁnition 1. z = a + ib. the associated vector
. • a is called the real part of z and is noted Re(z). THE COMPLEX PLANE
5
Figure 1. • Any complex number z is composed of two real numbers a and b such that z = a + ib. b) ∈ R2 .3: A geometrical interpretation of addition and multiplication of complex numbers.1. ∃!(a. b is called the imaginary part of z and is noted Im(z). To put it in a formal way: ∀z ∈ C. i. where i is the complex number satisfying i2 = −1.e. if its imaginary part is zero.1. The angle of zw with the x axis is given by the sum of the angles of z and w with the x axis.
such that z = r =
x2 + y 2
and arg(z) = θ and w = r . cf ﬁgure 1. in that case. Instead of using Cartesian coordinates. where r is the modulus of z and θ its argument. • A pure imaginary number is a complex number with a real part equal to zero. Let us note that the Cartesian labelling introduced earlier is very conve
nient to deal with the addition of complex numbers: Re(z + w) = Re(z) + Re(w) and Im(z + w) = Im(z) + Im(w). • An argument of z is one of the real numbers. θ).
Then.6
CHAPTER 1. the multiplication appears uneasy to memorize in the Cartesian notation. In the following. every time we will use arg(z) the statements have to be understood in the equivalence class modulo 2π. It is then convenient. representing the angle of the vector associated with z in the complex plane with the x axis. for any two complex numbers z and w. Any complex number z can be written: z = reiθ = r cos(θ) + ir sin(θ). Note that the argument is not unique. • The x and y axis are sometimes referred to as the real and imaginary axis. noted arg(z). arg(w) = θ . called Euler’s formula: Theorem 1. r sin θ). and the geometric interpretation of complex numbers greatly facilitates our task. because if θ is an argument of z. respectively.
. One automatically has: (x. On the contrary. THE COMPLEX PLANE lies along the real axis. y) = (r cos θ. let’s introduce polar coordinates (r. when dealing with multiplications of complex numbers to use a new notation. θ + 2kπ with k ∈ Z is also an argument of z. the modulus of z is simply its absolute value.4. according to the rule of multiplication given above. it is obvious that: zw = rr and arg(zw) = θ + θ .
4: Polar representation of complex numbers. f (x) = ex .
Argument for Euler’s formula. ex =
n=0
xn . Nevertheless.
The use of the exponential notation is not due to a coincidence. but it will be made clearer later. Consider the real exponential function: ∀x ∈ R. The series g(x) = (prove it):
+∞ +∞ xn n=0 n!
converges.1. once we have studied the complex exponential function. and its limit is f (x)
∀x ∈ R. THE COMPLEX PLANE
7
Figure 1. n!
Now. let us boldly replace the real x in this expression by the pure
. we can try to give here a ’reason’ for the notation.1.
Note that the argument is not uniquely determined: since the cos and sin functions are 2πperiodic.8 imaginary number iθ2 :
CHAPTER 1. and by no way a proof!
.2
Complex Algebra
Algebraic structure: the ﬁeld C. This is why this development is only an argument.
1. whereas any odd power will bring a pure imaginary term. z = reiθ and w = reiθ+2kπ with k ∈ Z are equal. Grouping them like that leads to:
+∞
eiθ =
(−1)n
n=0
θ2n +i (2n)!
+∞
(−1)n
p=0
θ2n+1 . Let us summarize once again the rules of addition and multiplication of two complex numbers: Deﬁnition 2. Prove (by induction) that: ∀θ ∈ R. ∀n ∈ N. For any two complex numbers z = a + ib = reiθ and w = c + id = ReiΘ : • z + w = (a + c) + i(b + d) . and will become clear only after we
have deﬁned the complex exponential function. THE COMPLEX PLANE
+∞
e =
n=0
iθ
(iθ)n .1. (cos θ + i sin θ)n = cos(nθ) + i sin(nθ) .
Euler’s formula
follows: eiθ = cos(θ) + i sin(θ).
2
The fact that we can do that is not obvious. Exercise 1.
and sin(x) =
+∞ n x2n+1 p=0 (−1) (2n+1)! . (2n + 1)!
in which we recognise the series expansion of the real cosinus and sinus: cos(x) =
+∞ n x2n n=0 (−1) (2n)! . n!
It is clear that any even power of i will bring a real term. This result is known as de Moivre’s formula.
The set C equipped with the addition and multiplication deﬁned above is a ﬁeld. • The multiplication is distributive with respect to the addition: ∀(z. w. z −1  = (1. the neutral element for the multiplication is 1. w. This leads to: θ = −Θ + 2kπ. let’s note z −1 = ReiΘ .1) (1.e. such that zz −1 = 1.
. noted −z such that z + (−z) = 0. Note that these operations have very simple properties:
9
• The addition and the multiplication are commutative. On the other hand for z = reiθ . (−z) = −x + i(−y) = −x − iy. this inverse is unique and one ﬁnally has: 1 . Moreover. w) ∈ C2 . k ∈ Z and R = 1/r. such that ∀z ∈ C. such that ∀z ∈ C. Since the argument is deﬁned up to 2kπ. and the multiplication also has a neutral element. 1. Note that i−1 = 1/i = −i. z(w + u) = zw + zu. i. the addition as a neutral element. for any z ∈ C. and provided that z = 0. It is trivial to see that. k ∈ Z . 0. • The addition and the multiplication are associative: ∀(z. u) ∈ C3 .1. z + 0 = z. The neutral element for the addition is 0. noted z −1 or 1/z. 1.: ∀(z. THE COMPLEX PLANE • zw = rRei(θ+Θ) . there exists a unique element of C. z+ (w + u) = (z + w) + u and z(wu) = (zw)u. Finally. Hence: sin(θ+Θ) = 0 and rR cos(θΘ) = 1. u) ∈ C3 .2)
Theorem 2. Remark 1. for z = x + iy. z arg(z −1 ) = − arg(z) + 2kπ. there exists a unique element of C.1. z + w = w + z and zw = wz. Then: zz −1 = 1 ⇒ rRei(θ+Θ) = rR cos(θ+Θ)+irR sin(θ+Θ) = 1.z = z.
z • z2 = z z . to a reﬂexion in the real axis: Deﬁnition 3.10 Some more algebra
CHAPTER 1. ¯¯ • ¯ = z. we can conclude this section by presenting some inequalities of importance. z = x − iy = re−iθ . • Re(z) = • Im(z) =
z+¯ z 2 . in the complex plane. and: ∀z ∈ C. Prove these properties. ¯ ¯ For example. For any z ∈ C. It corresponds. given z = x + iy = reiθ . the complex conjugate of z is the unique complex number z such that. THE COMPLEX PLANE
In the ﬁeld C.
. ¯ ¯ • zw = z w.
• z + w = z + w. ¯ Exercise 2. note that ¯ = −i. i(¯−z) z 2 . for any z and w in C: ¯ • z = z. there exists another operation that is of much interest: it is the complex conjugation. ¯ Proposition 1. The complex conjugation have the following properties. For all z and w in C: • Re(z) ≤ z and Im(z) ≤ z. Proposition 2. Finally. Re(z) = 0 ⇒ z = i ¯ −z and Im(z) = 0 ⇒ z = z. • The triangle inequality: z + w ≤ z + w.
1. hence the righthand ¯ ¯ side of the inequality is simply the square (z + w)2 : z + w2 ≤ (z + w)2 . But. What about functions? Until now. The last inequality follows trivially. THE COMPLEX PLANE • z + w ≥ z − w. Again. No meaning has been given to inequalities between complex numbers. Proof. simply because it is impossible to construct an order relation compatible with the structure of the ﬁeld C. Finally. we obtain the last inequality by that for two real numbers x and y. using ¯ the simple properties above: z w = zw = zw. since this
. The ﬁrst point is trivial since z2 = Re(z)2 + Im(z)2 .1. ¯
11
Hence. It is important to realize that all these inequalities are between real numbers. constructed from complex numbers. The second point is an important result: z + w2 = (z + w)(z + w) = (z + w)(¯ + w) z ¯ = z2 + w2 + w¯ + z w z ¯ = z2 + w2  + 2Re(z w) cf above. It is time to introduce complex functions. the inequality x ≤ y holds iﬀ y ≥ 0 and −y ≤ x ≤ y. we have deﬁned complex numbers and studied algebraic properties in the ﬁeld C. Since z + w ≥ 0 and z + w ≥ 0. Hence. the triangle inequality follows. the third inequality is satisﬁed iﬀ z + w ≥ z − w and z + w ≥ w − z. using the ﬁrst point: z + w2 ≤ z2 + w2 + 2z w. the triangle inequality gives: z = z + w − w ≤ z + w +  − w = z + w + w w = w + z − z ≤ z + w +  − z = z + w + z.
and place them in the complex plane: (i) (ii)
√ 1 + 23 i. meaning that for all z in the domain of f . one deﬁnes a function f as a mapping between a subset S ⊆ R and R which assigns to each z ∈ S a unique f (z) ∈ R. with u(z) = Re(f (z)) and v(z) = Im(f (z)). It is a complex function if one sees R as a subset of C. Express the following complex numbers in the Cartesian form x + iy: (i) (2 + 3i)(1 − 2i). (iii)
1+i 1−2i .3
Exercices
1. f (z) = u(z) + iv(z).
. Geometrically. i. one can decompose their image into real and imaginary parts: for f a complex function. z = zeiθ . the study of complexvalued functions. (ii) (1 + 3i)(2 + 2i). Of course.12
CHAPTER 1. i 2+3i .
(iv) 1 − 2i +
2. The requirement of uniqueness is crucial in every development of real analysis.1. We have already encountered such a multifunction: the argument of a complex number. we will be less restrictive and deﬁne a complexvalued function f as a mapping between a subset S ⊆ C and C. In complex analysis. that means that a complex function transform a region of the complex plane into another region of the complex plane. there exists u and v real functions such that f = u + iv.e.
1. THE COMPLEX PLANE
course is about complex analysis. since complex functions are complexvalued. and it sends any complex number z into a subset of S ⊂ R such that S = θ ∈ R. We dropped the requirement of uniqueness because we will see that a lot of important functions in complex analysis are not onevalued and are called multifunctions. 2 √ 2 2 (−1 +
i). In real analysis. Find the polar forms of the following complex numbers.
(iii)
1 −iπ/3 . and other subsets
You have already encountered the introduction of algebraic concepts in geometry in the past. and their description in terms of complex numbers.
1.1
Lines.2. that will allow us to treat lines and circle (as well as halflines and circular arcs) in a uniﬁed way. Also. In the Cartesian plane3 . such that any point of the plane is labelled by an ordered set of two coordinates: M = (x. These transformations ﬁnd a lot of applications in complex analysis. and you have seen how eﬃcient it could be. 2 3. of coordinates in the
geometric plane.2
Geometry in the complex plane
This section will explore further the link between complex functions and geometry in the plane. 2e
(iv) 3e−iπ/2 . It will present some geometric locii of the complex plane. where x and y are real numbers. (ii) eiπ/6 .
1. and place them in the complex plane: (i) 2eiπ/4 . labelled by two real coordinates x and y.2.1. we will study in details the properties of the Riemann sphere.
. circles. a line is represented by the algebraic relation
3
The Cartesian plane consists of the introduction of two axis. GEOMETRY IN THE COMPLEX PLANE (iii) √ 3 + i. y). Find the Cartesian forms of the following complex numbers.
13
(iv) − 1 . when you have constructed the Cartesian plane. but they also have a particular importance due to their link with nonEuclidean geometries. we will study a large class of transformations named M¨bius o transformations. Finally.
Equations for line segments and lines Let us start with a line segment between two points A = (a. d) in the Cartesian plane. B] is characterized by: x = a + t(c − a). where a.14
CHAPTER 1. one ﬁnds that. b) and B = (c. a circle of radius R.
. THE COMPLEX PLANE
ax + by + c = 0. b and c are real numbers. t ∈ R}. Putting the ﬁrst two relations in the last one. necessarily: l = t. 1] (a − c)y = (b − d)x + (ad − bc) . Then. t ∈ [0. Any point M = (x. This equation can be straightforwardly extended to the whole line through A and B: (zA . noting that. A is represented by zA = a + ib and B by zB = c + id. introducing the complex number z = x + iy representing M in the complex plane: z = (1 − t)(a + ib) + t(c + id) . This algebraic structure given to the geometric plane through the introduction of the Cartesian plane can be extended to complex numbers by making use of the complex plane: lines and circles can then be characterized by equations involving complex numbers. zB ] = {z = (1 − t)zA + tzB . b). ∀l ∈ [0. zB ) = {z = (1 − t)zA + tzB . Note that a line that is perpendicular to the line joining two points A = zA and B = zB and that cuts [A. y) of the segment [A. rather than real numbers. on immediately has the equation for a line segment [zA . The last relation is just the equation for the line containing the line segment. ∀t ∈ [0. 1] y = b + l(d − b). is characterised by (x − a)2 + (y − b)2 = R2 . in the complex plane. B] in its centre can be described by: z − zA  = z − zB  . zB ] between zA and zB in the complex plane: [zA . 1]} . centred on the point O = (a.
Prove it. Equations for circles and circular arcs
15
The circle is a very simple geometric object: the circle centred on the point O and of radius r > 0 is the locus of points at a distance r from M .2.
.1. known as a circle of Apollonius. λ = 0. the equation for the circle centred on O and of radius r is: z − c = r . Exercise 4. and one immediately sees that z − c2 = (x − a)2 + (y − b)2 .
To go further
There exists another useful characterization of circles in the complex plane. We will see that this representation is very useful when studying conformal mappings. b) in the Cartesian plane. For (a. If the point O has coordinates (a. and let’s all c = a + ib the complex number associated with the centre O of the circle. Let’s note z = x + iy the complex number associated with a point M on the circle. the points associated with z such that: z−a =λ z−b form a circle. Then. Note that the same argument shows that the disc centred on O and of radius r is characterized by z − c ≤ r (for the closed disc. GEOMETRY IN THE COMPLEX PLANE Exercise 3. This simple form becomes even simpler in the complex plane. Hence. z − c = (x − a) + i(y − b). Explain why. see below). such a locus is therefore characterized by the equation: (x − a)2 + (y − b)2 = r2 . b) ∈ C2 and λ ∈ R∗ .
i. equivalently. it is clear from the ﬁgure 1. that µ = θ − φ. by deﬁnition: + D(a. or. The open disc centred on a ∈ C and of radius r ∈ R∗ is. Hence: arg(z − a) − arg(z − b) = µ[2π] . • We have already encountered the notion of disc. the equation for the arc: arg z−a z−b = µ[2π] .e. Note that the terms ’open’ and ’closed’ used here agree with the deﬁnition that we will introduce later. If P is represented by the complex number z. z − a < r} . conversely. r) = {z ∈ C.
. Then.16
CHAPTER 1. Let us make that notion more precise. the set of all the points that are at less than a given distance from one point. Let P be an arbitrary point on this circular arc.
Some other subsets of the complex plane We can now describe quickly a few subsets of the complex plane that will appear in the next chapters. Then. when we examine the topology of the complex plane. THE COMPLEX PLANE
Exercise: Show that this locus is actually a circle. We can now turn to the description of circular arcs joining two points A and B associated respectively to the complex numbers a and b.5. show that every circle can be describes like that. a simple geometrical argument shows that the angle AP B = µ is constant along the arc. let’s denote arg(z − a) = θ and arg(z − b) = φ.
.1.5: Geometric construction of the equation for a circular arc between A and B. GEOMETRY IN THE COMPLEX PLANE
17
Figure 1.2.
It is the disc D(a. r) = {z ∈ C. r) from which we have removed the centre a.
+
. For (s. and the closed upper halfplane is the union of Π+ with its boundary: Π = {z ∈ C. they are deﬁned by: + A(a. r) and its boundary. s. r) in these notes. • Another important class of regions is made of the annuli. Note that the case s = 0 corresponds to the punctured disc presented above. r) = {z ∈ C.18
CHAPTER 1. the circle characterized by z − a = r. The other halfplanes are deﬁned accordingly (Do it for the lower halfplane and the two other ’natural ones’). r) = {z ∈ C. centred on a ∈ C and of radius r ∈ R∗ : + D (a. z − a ≤ r} . r). r) consists in the union of D(a. and r to its outer radius. We will also need the punctured disc. Im(z) > 0} . 0 < z − a < r} . that we will denote γ(a. Im(z) ≥ 0} . s < z − a < r} . The open upper halfplane is given by: Π+ = {z ∈ C. • We will also need to characterize halfplanes. D(a. ¯ To put it simply. r) ∈ R+ × R∗ . s corresponds to the inner radius of the annulus. D (a. THE COMPLEX PLANE The closed disc centred on a ∈ C and of radius r ∈ R∗ is: + D(a.
even if the mapping is not deﬁned at the origin. and the exterior of the the closed unit disc is mapped into the punctured unit disc D (0.2
Extended complex plane and Riemann sphere
The Riemann sphere It is time to see our ﬁrst example of a mapping of the complex plane. and if one considers a point such that z → +∞. the region of the complex plane that is made of the complex numbers with an argument comprised between two values: Sα. Note that halfplanes are also sectors. it seems that its behaviour ’around’ the origin is very regular.r) in mapped into the exterior of the closed unit disc: {z ∈ C. Now. writing z = reiθ . so that it can be a mapping of C into itself. Consider the function g deﬁned as follows: C∗ → C∗ z → 1/z . and we would like to extend the mapping to the origin. i. re
This means that the unit circle
z = 1 is mapped into itself.2. for β − α = π. α < arg(z) < β} .
To go further
1. In other
. its image will be a point with an arbitrary large modulus. 1). Therefore. Hence. GEOMETRY IN THE COMPLEX PLANE
19
• Finally. z > 1}. g(z) =
1 −iθ . its image will be arbitrarily closed to the origin.2.e. The punctured unit disc D (0.β = {z ∈ C∗ .1. let’s introduce sectors. it is clear that if one considers a point arbitrarily closed to the origin.
y. We are going to construct the stereographic projection of the Riemann sphere onto the complex plane. 0) in this space. It is a sphere that intersect the complex plane on the unit circle z = 1. when m = N . and. M = (x. w) the coordinates in R3 . w − 1).e. 1). It is clear that when w = 1. v. we see that λ = 1/(1 − w). The Riemann sphere is deﬁned. the north pole of the Riemann sphere. in order to make it compact (we will deﬁne this properly later). by ’taking a limit’. The idea of completing the complex plane in that way is due to Riemann and found a lot of remarkable applications in geometry. any point M on this line is such that there exists λM for which N M = λN m. Let N = (0. in other words. Let’s consider a point m of Σ. a point ’at inﬁnity’ would be mapped into the origin. The line (N m) is generated by the vector N m = (u. v. Let us denote by (u. i. If this point M is in the complex plane.20
CHAPTER 1. we would like to say that the origin is mapped into a point ’at inﬁnity’ (1/z → +∞). u2 + v 2 + w2 = 1} . v. with coordinates (u. w). Let us embed the complex plane C into the Euclidean space R3 by identifying the complex numbers z = x + iy with the points of coordinates (x. 0). In all the other cases. and: u 1−w v y = 1−w with w2 = 1 − u2 − v 2 x =
. as the set: Σ = {(u. such that u2 + v 2 + w2 = 1. THE COMPLEX PLANE
words. y. this system is not satisﬁed. and one ﬁnds: x = λu y = λv −1 = λ(w − 1) . w) ∈ R3 . 0. This can be done very naturally by adding a single point to the complex plane. v. conversely. in R3 .
Note that it does not matter which direction we consider. we have constructed a mapping f : Σ\N → C from the Riemann sphere without its north pole onto the complex plane that is deﬁned by: (u. Thus. More precisely. and continuous (Show it!). v. switching back to complex numbers. Let us see what happens when m approaches N . the farther the boundary of the exterior is from the origin. 1−w
One can show that this application is bijective. we would like to say that every point at inﬁnity is an image of N by an extension of f . In that case. More speciﬁcally. an open neighbourhood of N on the Riemann sphere is mapped into the exterior of an open disc on the complex plane. which we will denote ∞. the ’points at inﬁnity’ are all images of N .
∞
If we now come back to the application g(z) = 1/z that we introduced at the beginning of the subsection. GEOMETRY IN THE COMPLEX PLANE
21
In other words. we will deﬁne a new point. and we will add this point to C and deﬁne the extended ¯ ¯ complex plane C = C ∪ {∞} by constructing an application φ : Σ → C such that: (u. ∞ 0 This means that we are now allowed to divide a nonzero complex number by zero. The smaller the neighbourhood. v. i. w) →
f
u + iv .2. we can extend it into a new application ¯ g : C → C.e onetoone. w approaches 1 and the image point M in the complex plane is sent to higher and higher value of its modulus. the following algebraic rules apply in the extended
g ˜
.1. with the rule: 1 1 = 0 and = ∞ . Roughly speaking. that is oneto one on the extended complex plane: ˜ ¯ z → 1/z . w) →
φ u+iv 1−w
if w = 1 if w = 1 .
∞ = ∞.a = ∞ ∞ + ∞ = ∞. complex plane: a±∞=∞±a=∞ a. such that ∞ − ∞. lines and circles can be uniﬁed into a single class of objects. 0/0 or ∞/∞.∞ = ∞ = ∞ ¯ Remark 2.6: Stereographic projection and the Riemann Sphere.22
CHAPTER 1. and and a/∞ = 0 . called the circlines.
. Note that some operations are not deﬁned. ∀a ∈ C a/0 = ∞ . THE COMPLEX PLANE
Figure 1. ∀a ∈ C∗
Why working in the extended complex plane? The two most important things that are gained by extending the complex plane are the following: • In the extended complex plane.
we see that circlines can be described by the equation: z−a =λ. So. or their behaviour there. take a circle on Σ that is parallel to the complex plane.2. z−b where a line corresponds to λ = 1. ¯ called M¨bius transformations. GEOMETRY IN THE COMPLEX PLANE
23
• It is now much easier to study in details the behaviour of functions ’at ¯ inﬁnity’. since it is only a point in C. consider a circle on Σ that passes through N . we are going to introduce a large class of mappings. Then. The other interesting result of this extension lies in the possibility to treat the inﬁnity as a normal point. cz + d
. These are mappings of C onto itself that o transform circlines into circlines.1.3
M¨bius transformations o
To ﬁnish this section. First of all. ¯ Deﬁnition 4. b.
1. These transformations have a wide range of applications in both algebra and geometry. d) ∈ C4 and ad − bc = 0 .2. A M¨bius transformation M is a mapping of C onto itself o of the form M (z) = az + b .where (a. It can be shown that any circle that does not pass through N on Σ projects onto a circle on C. its image in the complex plane is clearly a circle centred on 0. c. ¯ the point ∞ can be viewed as belonging to any line in C. in essence. Now. If we remember the algebraic parametrizations given previously. we can regard lines in C ¯ as circles through ∞. Hence. and that every ¯ circle in C can be constructed in that way. we will see in the next chapters that this can allow us to talk about the intersection of curves at inﬁnity.λ>0. We will then call lines and circles on C circlines. Its image by the stereographic projection is a line on the complex plane.
M (z) = (az + o b)/(cz + d) is the M¨bius transformation: o M −1 : z → dz − b . But. Then. o ¯ To prove the surjectivity. z1 = z2 . The M¨bius transformations are thus injective. z2 ) ∈ D. ad − bc = 0. M is surjective. The inverse of a M¨bius transformation. z2 ) ∈ C2 . ∀S ∈ R∗ : Stretching +
. Then. z1 = z2 . Let us start with the injectivity of M . ¯ Let (z1 . ∀a ∈ C: translation • z → 1/z: inversion • z → Sz . This follows directly from the construction used to proved the surjectivity in the previous proof. which contradicts our hypothesis. −cw + a
Proof. z1 = z2 . THE COMPLEX PLANE
Proposition 3. let us suppose that M (z1 ) = M (z2 ). Being injective and surjective. This is equivalent to w = (az + b)/(cz + d). M is bijective. f is surjective iﬀ (∀w ∈ F. f is injective iﬀ (∀(z1 . ¯ or z = (dw − b)/(−cw + a). after a bit of algebra. f (z1 ) = f (z2 )). Hence. Let us ﬁrst remember what bijective means: a function f : D → F is bijective iﬀ it is injective (onetoone) and surjective (onto). Example 1. ∀ϕ ∈ R: anticlockwise rotation • z → z + a . we have to ﬁnd the ¯ z ∈ C such that w = M (z). Proposition 4. ∃z ∈ D. and let us prove it by contradiction. One can then easily check that this z is in C. Hence. M¨bius transformations are bijective. z1 = z2 ⇒ M (z1 ) = M (z2 ). that (ad − bc)z1 = (ad − bc)z2 . w = f (z)).24
CHAPTER 1. hence. This implies. o Proof. we pick up w ∈ C. Here are some examples of M¨bius transformations: o • z → zeiϕ .
Thus. o Hence. c Let us now see the eﬀect of a M¨bius transformation of circlines. w − f (α) w − f (β)
. Show that any M¨bius transformations can be decomposed in o a sequence of the previous transformations as follow: • T1 : z → z + d . αc + d βa + b w − f (α) = λ if αc + d = 0 and βc + d = 0 or. GEOMETRY IN THE COMPLEX PLANE
25
Exercise 5. c • I : z → 1/z. αc + d αa + b w − f (β) = λ if αc + d = 0 and βc + d = 0 . we see that: Proposition 5.
z. we know that z = (dw−b)/(a−cw). we can substitute for z in the equation of the circline C to ﬁnd its image under the M¨bius transformation: o βc + d if αc + d = 0 and βc + d = 0 or. • R : z → z exp i arg • S:z→
bc−ad c2 bc−ad c2
. by deﬁnition.
• T2 : z → z + a . Let C o be a circline of equation z −α/z −β = λ. Let f (z) = (az +b)/(cz +d) be a M¨bius transformation.1. The image by a M¨bius transformation of a circline is a o circline. βc + d = λ (1. So.2. if w = f (z).3) Note that αc + d and βc + d cannot both be zero because ad − bc = 0.
z < 3. 1). arg(z) = π/4}.
.3
A bit of topology in the complex plane
In the following chapters. √ (vi) S6 = {z ∈ C. Characterize and represent the sets of the complex plane deﬁned by: (i) S1 = {z ∈ C. 2. (ii) U2 = Π+ ∪ D(−3i. arg(z) = π/4}.2. (v) S5 = {z ∈ C. (iii) U3 : Set of all points with an argument between 0 and 7π/6. and a modulus less than 1. (v) U5 : Set of all points at a distance more than 1 from the origin. in order to proceed with the analysis in the complex plane. we will need some elementary notions of topology that will be presented in this section. with an argument between −π/3 and −π/6. and in particular to tackle notions such as convergence. (iv) U4 : Set of all points at a distance of 1 from the origin. Give an algebraic deﬁnition of the following sets of the complex plane and represent them: (i) U1 = Π+ \D(2i. 1). z + i < 1}. continuity and diﬀerentiability.26
CHAPTER 1. z − 1 < 2}. (iv) S4 = S1 ∪ S2 . THE COMPLEX PLANE
1.
1. (ii) S2 = {z ∈ C.4
Exercices
1. or at a distance less than 2 from z = i. (iii) S3 = S1 ∩ S2 .
. the distance that is permitted will vary from one point to another.. (i) If S1 . ) ⊆ S.
Roughly speaking.7: Deﬁnition of an open set S ⊆ C.3. A set S ⊆ C is open if and only if.. for any z ∈ S. (ii) If Sj for j ∈ J (where J is some countable index set) are open sets. then
j∈J
Sj is open.. that means that one can always go around any z ∈ S in any direction without leaving S.1
Open and closed sets of the complex plane
Deﬁnition 5.1.
. there exists > 0 (depending on z) such that D(z. then S = S1 ∩
.
The following properties apply to open sets: Proposition 6. the smaller the permitted ). Sn for n ∈ N are open set.
1.. depending whether z is far or close to the boundary (the closer z is to the boundary. A BIT OF TOPOLOGY IN THE COMPLEX PLANE
27
Figure 1. ∩ Sn is also open.3..
Hence. z ∈
Sj .
Examples of open sets: (i) The empty set ∅ is open (the condition for it to be open cannot fail). (iv) {z ∈ C. (v) {z ∈ C. r) is open. z − a > r} is open. and ∀z ∈ Sj . . w ∈ D(z.
. δ) ⊆ D(a. s < z − a < r} is open. this implies: w − a = w − z + z − a ≤ w − z + z − a ≤ δ + z − a < r. this ends the proof. ) ⊆ Sl }. D(z. r). (ii) This point is trivial: every Sj is open. δk ) ⊆ Sk . r) for a ∈ C and r > 0. r) and δ ∈ R such that: 0 < δ < r − z − a (it always exists since.. δk ) ⊆
Sk . in other words. r) is open. ∃ > 0.. D(z. D(z. by deﬁnition of D(a. Let δ = min(δ1 .. (vi) Sα. and clearly. Let z ∈ D(a.
CHAPTER 1. and D(a. δ) iﬀ w − z < δ. D(z. δ) ⇒ w ∈ D(a. Then δ > 0 (this is where the fact that the Sk are ﬁnitely many is crucial). The ﬁrst two are trivial.28 Proof. s < z − a < r} is open as the intersection of two open sets.δk ). ...... . then ∀z ∈ Sl ⊆
j∈J j∈J j∈J
Sj . trivially. hence. δ) ⊆ D(z. D(a. (v) {z ∈ C.β is open Proof. n}. δ) ⊆ S. (iv) {z ∈ C. Then w ∈ D(z. Since. By the triangle inequality. ∃l ∈ J. r). r). (iii) ∀a ∈ C . ∃j ∈ J. z − a > r} is open by the same kind of argument. D(z. ∀k ∈ {1. n}. THE COMPLEX PLANE (i) Let z ∈ S and consider δk > 0 such that ∀k ∈ {1. it is the locus of the points z such that z−a < r). (ii) C is open. (iii) Let’s start with the disc D(a.
Sj .
D (z. 1. A BIT OF TOPOLOGY IN THE COMPLEX PLANE
29
(vi) To prove that the sectors Sα. let δ = min(δ1 . S is closed iﬀ C\S is open. Let δ1 and δ2 be the distances of z to the bounding rays deﬁned by {z ∈ C. 0 < r < δ. arg(z) = β}. Then. These three deﬁnitions are closely related by the following proposition:
Proposition 7. and one can therefore use the same criterion as before. and ∀r. The following propositions are equivalent:
. • z ∈ C is a limit point of S iﬀ ∀r ∈ R∗ . Let S ⊆ C. r) ⊆ Sα. We have: δ > 0. δ2 ). We see immediately that this new class of sets do not bring any further subtle deﬁnition: to prove that a set in closed is equivalent to prove that its complementary set in C is open. D(z. r) ∩ S = ∅. and is ¯ noted S.β by construction.1.β . You see that a limit point z of S is such that every open disc centred on it contains at least one point of S that is not z itself (if z ∈ S). Consider S ⊆ C. + • A point of S that is not a limit point of S is called an isolated point of S.
Let us now consider another class of sets of the complex plane. • The union of S and its limit points is called the closure of S. arg(z) = α} and {z ∈ C. Deﬁnition 7. Roughly speaking that means that points of S accumulate around z. and their properties.3. the closed sets. Let S ⊆ C. Deﬁnition 6.β are open. just take z ∈ Sα.
Then: S is closed ⇔ C\S is open ⇔ ∀z ∈ S. THE COMPLEX PLANE
Figure 1. We will prove each point successively. r) ⊆ C\S ⇔ ∀z ∈ S. in order. ¯ 2. r) ∩ S = ∅ ⇔ No point of C\S is a limit point of S ⇔ Any limit point of S is in S
. for it to be a limit point. (i) S is closed. z ∈ S iﬀ V ∩ S = ∅ for every open set V containing z. r) ∩ S. that is. let us note that D (z. First.8: w is a limit point of S. but z is not. ∃r > 0. for z ∈ S. D (z. ∃r > 0. z is a limit point of S ⇒ z ∈ S. r) ∩ S = ∅. r) ∩ S = D(z. ¯ 3. if z ∈ S. ¯ (iii) S = S. D(z. S is a closed set. Proof. 1.30
CHAPTER 1. it is necessary and suﬃcient that D(z. (ii) ∀z ∈ C.
D(z. either z ∈ S. and. or z ∈ S. On the other hand. The fact that V is open guarantees that there exists an r > 0 such that D(z. and this implies that D (z. 3. the second proposition gives that D(z.1. z −a > r} that is an open set. there exists an w such that w ∈ D(z. Let z ∈ C such that for every open set V containing z. Since ∀r > 0. D(a. r)∪{z ∈ ¯ C. r) ∩ S = ∅. D(z.3. r) ∩ S = ∅. They also are the closures of the sectors deﬁned with strict or mixed inequalities. Hence. That is the desired contradiction. r) ∩ S = ∅ for every r > 0. So. V ∩ S = ∅. Hence. r) is an open set containing z. that D(z. z is in the closure of S: z ∈ S. when deﬁned with weak inequalities ≤. A BIT OF TOPOLOGY IN THE COMPLEX PLANE
31
This shows that (i) and (ii) are equivalent. in particular. which contradicts the fact that ¯ z ∈ S. it is enough to prove that the closure ¯ ¯ ¯ ¯ of S is S itself (by the ﬁrst proposition): S = S. let us suppose that this is false: let z ∈ S such that ¯ z ∈ S. there exists r > 0. and and this is trivially true. r) ∩ S (second proposition ¯ ¯ applied to S instead of S). rather than strict ones <. r) for r > 0 is closed because it is the complement of D(a. r) ∩ S = ∅. r) ⊆ V . Of course. r) being an open set containing w. r) ∩ S = ∅. This shows the second proposition. we have. r) is also the closure
. (iii) is equivalent to (ii) ¯ because S is the union of S and its limit points. Let us consider the second proposition.
Here are some examples of closed sets: • All the sectors. which is the deﬁnition of a limit ¯ point. w ∈ S. To prove the third proposition. Hence. Then. D(z. 2. To prove it by ¯ contradiction. To show the converse. ¯ • D(a. since ¯ ¯ z ∈ S. ∃r > 0. D(z. let ¯ us proceed by contradiction: let z ∈ S and suppose that there exists an open set V such that z ∈ V and V ∩ S = ∅.
z ≤ M ). r) ⊆ C\S. r) is the image by homeomorphism of the open disc around N on Σ (for the canonical topology of Σ). z > r} ∪ {∞} . we simply write.32 of D(a. but also line segments [a. we will be interested in characterising the ’shape’ of subsets of the complex plane. Let S ⊆ C. deﬁning open discs in C shouldn’t be a problem now: when the centre z ∈ C. for r > 0: D(∞. [a. for 0 < a < b real numbers.3. One can note that for any r > 0.
• Let S ⊆ C. b) ∈ S 2 . z ∈ [a. On the other side. D(b. r) = {z ∈ C. S = {z ∈ C. ∀z ∈ S. ¯ To come back to the extended complex plane. Moreover.
. b) ∈ C2 . S compact ⇔ S bounded and closed. since Σ is ¯ compact. hence S is not closed either. r). closed discs ¯ D(a. r). and when z = ∞. Be careful: some sets are neither open nor closed! Consider for example.2
Convexity and connectedness
In this subsection. Deﬁnition 8. b] ⊆ S . Examples of compact sets in C are: circles z − a = r. This deﬁnition can be made very precise using the stereographic projection: D(∞. r) ⊆ S. D(a. we use the usual way described above. S is convex iﬀ. r) ∩ S = ∅. let us introduce the last notions of this subsection: those of bounded and compact sets. Convex and polygonally connected sets Deﬁnition 9. • A set S ⊆ C is bounded iﬀ (∃M ∈ R+ . C is also compact. ∀(a. Finally. since a ∈ S. b] where (a. THE COMPLEX PLANE
Remark 3.
CHAPTER 1.
1. b[}. S cannot be open. one can show that. for any r > 0. so that D(b.
Deﬁnition 10. two points with positive real parts cannot be joined by a straight line segment. +∞[: in this case. C\R and C\[0. for n ∈ N∗ .
. zn ) ∈ Cn+1 .. from which one has removed a line cannot be convex. It the same way. the two halfplanes Π+ and Π− are strictly ’disconnected’. zn ] . ∪ [zn−1 . +∞[. z1 .9: Examples of a convex and a nonconvex sets. it is not the case for C\[0. A BIT OF TOPOLOGY IN THE COMPLEX PLANE
33
Figure 1. .zn−1 . For this reason.. but they are nevertheless quite diﬀerent. it is obvious that a set like the union of two nonintersecting discs is not convex. +∞[ are clearly not convex. One should introduce a class of sets for which polygonal routes can be employed to join points in the sets. This means that. Let us ﬁrst deﬁne a polygonal route precisely. z1 ] ∪ [z1 .1. This illustrate the fact that convexity is not suﬃcient to characterize a subset of C. A polygonal route from z0 to zn is the set: [z0 . for any two points of S. whereas in the case of C\R.. the line segment joining the two points is contained in S.
Let us look at two examples. Let (z0 . z2 ] ∪ .3. but they can clearly be joined by a ﬁnite series of line segments that ’avoid’ [0.. the complex plane.
• A subset G of C is connected iﬀ it cannot be de
composed into the union of nonempty open sets G1 and G2 such that G1 ∩ G2 = ∅. then. +∞[: Deﬁnition 11.10: A polygonal route between a and b in S. ∃(z1 . is polygonally connected but not convex. This allows us to characterize subsets like C\[0. there exists a polygonal route from a to b that lies completely in S.. A subset S ⊆ C is polygonally connected iﬀ ∀(a. b] ⊆ S This means that for any two points a and b of S.34
CHAPTER 1.. [a. zn−1 ) ∈ Cn−1 . ∪ [zn−1 . necessarily G1 = G or G1 = ∅.
Deﬁnition 12. if G is connected and G1 ⊆ G and G\G1 are both open.
. z2 ] ∪ .. b) ∈ S 2 . It is clear that every convex set in polygonally connected. . THE COMPLEX PLANE
Figure 1. on the contrary.. Any annulus. z1 ] ∪ [z1 .. In other words.
. we can ﬁnd a r > 0 such that D(z. r) ⊆ G2 . It follows. and the addition of [z. Let w be an element of D(z. Since G is polygonally connected. w ∈ G1 . so. so clearly no polygonal route from a to z via w. Consider a ∈ G1 and b ∈ G2 . G1 is then the subset of G that is polygonally connected to a. open and polygonally connected. ∪ [zn−1 . The idea of the proof is to show that both G1 and G2 are open. that G1 = G. if z ∈ G1 (z ∈ G2 ). By construction [z. w] ⊆ D(z. and therefore. by connectedness of the region G. since G1 = ∅. so that. In other words. r) ⊆ G. r). G1 and G2 are thus both open. we suppose that there exist two disjoint nonempty open sets G1 and G2 such that G = G1 ∪ G2 . ∃ a polygonal route from a to z in G} . If z ∈ G1 . Let G ⊆ C be a nonempty open set. because a ∈ G1 . then there is. proving that G2 is open. This means that D(z. r) ⊆ G1 .
35
Theorem 3. Then. A BIT OF TOPOLOGY IN THE COMPLEX PLANE • A nonempty open connected subset of C is called a region. z1 ] ∪ . suppose that G is a region.1. for any z ∈ G.
Conversely. Proof.. Hence w ∈ G2 . any nonempty open convex set is a region. On the other hand. suppose that G is nonempty. Since G is a region it is connected. G is open. r) ⊆ G. w] to this route gives a new polygonal route from a to w via z. P = [z0 . and G1 is open. G is a region iﬀ G is polygonally connected. by deﬁnition a polygonal route in G from a to z in G1 . Let a ∈ G and: G1 = {z ∈ G. we have shown that D(z. In particular. we will suppose that G is not a region. that means that there is no polygonal route from a to z. we can construct a polygonal route between a and b in G. G is polygonally connected. In order to prove the result by contradiction. zn ] with
. It is clear that G1 = ∅. First.3. We will write: G2 = G\G1 . Then. so this implies that G = G1 .
If z(q) ∈ G2 . there exists > 0 such that z(q + ) ∈ G1 .
. or z(t) ∈ G2 . 1]. Then. z(t + ) ∈ G2 ). z(t) ∈ G1 }. since G1 and G2 are open. ∃ > 0. either z(t) ∈ G1 . that q ∈]0. Since G1 is open. at least one of the line segments [zk . z(t + ) ∈ G1 (resp. 1]. Moreover.
a = z0 and b = zn . zk+1 ] is such that zk ∈ G1 and zk+1 ∈ G2 . We will begin with the concepts of limits and continuity. Hence. we can also ﬁnd a δ > 0 such that. It is clear.36
CHAPTER 1. Let S = sup{t ∈ [0. then ∃ > 0. Since G1 ∩ G2 = ∅. since G2 is open.3
Limits and continuity
It is time to start investigating genuine notions of complex analysis. we see that G has to be a region. for each t ∈ [0. if z(t) ∈ G1 (resp. we have z(s) ∈ G2 . But we can iterate this process! Consider z(q). 1].3. so there is necessarily an element of the segment close enough to zk to still be in G1 ).11: Proof that G is a region iﬀ it is polygonally connected. in contradiction with the deﬁnition of q. 1[ (because G1 is open. from what we just said. for all s satisfying 0 < q − δ < s ≤ q. A point of this segment can be described by z(t) = (1 − t)zk + tzk+1 with t ∈ [0. THE COMPLEX PLANE
Figure 1. This again contradicts the deﬁnition of q.
1. z(t) ∈ G2 ).
for this reason called the limit of the sequence. Deﬁnition 14. Let f : S → C be a function deﬁned on a subset S ⊆ C. ∀n ∈ N. The convergence of a sequence is simply the fact that. • A sequence (zn )n∈N is bounded iﬀ there exists M ∈ R such that.
We can now deﬁne limits and continuity for complexvalued functions. Then. that is. A BIT OF TOPOLOGY IN THE COMPLEX PLANE A few deﬁnitions
37
We ﬁrst have to deﬁne what we will call sequences. noted limz→a f (z) exists and is equal to w ∈ C iﬀ ∀ > 0. the members of the sequence accumulate arbitrarily close around a given complex number a. Please note that. uk = znk . • A sequence (zn )n∈N is a onetoone relation between
the natural numbers n ∈ N and complex numbers zn . ¯ • Let a ∈ S. • A sequence (uk )k∈N is a subsequence of the sequence (zn )n∈N iﬀ there exists natural numbers (ni )i∈N with ∀i ∈ N. for n big enough. ∃δ > 0. as well as some properties of these sequences. we will need to deﬁne a sequence on a subset of N rather than N itself. zn  ≤ M . ∃N ∈ N. We will use the following notation to describe a limit:
n→+∞
lim zn = a. in some cases. Deﬁnition 13. the limit of f when z tends to a. such that ∀k ∈ N.1. it is an ordered list of complex numbers. In other words. • A sequence (zn )n∈N converges with limit a ∈ C iﬀ ∀ > 0. n ≥ N ⇒ zn − a < . ni < ni+1 . 0 < z − a < δ) ⇒ f (z) − w < .
.3. (z ∈ S.
f may not even be deﬁned at this point a. Theorem 4. Let z0 ∈ S ∩ T . Any bounded sequence in C has a convergent subsequence.
. ∀δ > 0. B
z→z0
lim
f (z) g(z)
Also. they can be easily adapted from their counterparts in real analysis. Note. i. f is continuous at a iﬀ ∀ > 0. so its value there is of no importance for the concept of limit. and we will use them without further proofs. We also list a few important results that we will use later without proofs: these proofs would be long and timeconsuming without bringing anything decisive to the subject of these lectures.. Obviously.38
CHAPTER 1. it is intuitive (and easy to prove) that a complex sequence and a complex function converge iﬀ their real and imaginary parts converge in R. in the deﬁnition of the limit. that z − a > 0. We simply list them here for functions (similar results hold for sequences). the limit is
determined by what happens to the function as it approaches a.e. Moreover. Nevertheless. Let f : S ⊆ C → C and g : T ⊆ C → C.
z→z0
Then:
z→z0
lim (f + g) (z) = A + B
z→z0
lim (f g) (z) = AB = A if b = 0. and suppose that:
z→z0
lim f (z) = A and lim g(z) = B. Proposition 8. a function is said to be continuous if it is continuous at each point of its domain.. The operations on limits translate easily from those in the case of real analysis. THE COMPLEX PLANE • Let a ∈ S. one sees that a function is continuous iﬀ limz→a f (z) exists and equals f (a). It is diﬀerent for the notion of continuity. z − a < δ) ⇒ f (z) − f (a) < . (z ∈ S.
Im(z) = 1. of the following complex sequences:
. Find the limits.3. n) ∈ N2 . A BIT OF TOPOLOGY IN THE COMPLEX PLANE
39
A corollary of this theorem is that any inﬁnite compact subset S of C has a limit point in S. This is known as the BolzanoWeierstrass theorem.4
Exercises
1. ∀z ∈ S. 1). f is constant. Then.1. unproven theorem from real analysis.e. closed or neither open nor closed: (i) S1 = {z ∈ C. m.3. 0 < Re(z) < 1}. b] → Z a continuous function. ∃N ∈ N.: ∃(z1 . n ≥ N. 2) ∪ D(2.e. (iii) S3 = {z ∈ C. (zn )n∈N converges iﬀ ∀ > 0. z < 1. Determine if the following sets of the complex plane are open. Let [a. Cauchy convergence theorem.: ∃M > 0. that is a direct consequence of the intermediate value theorem: Theorem 7. 0 < arg(z) < π/3}. Finally. Then: • f is bounded. we conclude this section by a last. i. b] ∈ R and f : [a. Another useful result is: Theorem 6. Let S ⊂ C be compact. (ii) S2 = D(i.
1. f (z1 ) ≤ f (z) ≤ f (z2 ) . 2. if they exist. This leads to the important convergence theorem: Theorem 5. zm − zn  < .i. f (z) ≤ M • f attains its bounds. z2 ) ∈ S 2 . and f : S → C a continuous function. ∀(m.
in2 +6n+3−i
3. the complex number corresponding to the point being a function of this real parameter. as we have done so far.
n2 −2in+4 . Indeed. z 2 +1 z+1 z−2 . THE COMPLEX PLANE
+ i. Find.
a = i. we will need to go beyond the simple description of curves as subset of the complex plane. this is exactly what we have done in the proof of Theorem 3. in order to develop the theory of integration in the complex plane.
a = i. Determine whether or not the following functions are continuous at the given a ∈ C: (i) f (z) = z 2 + iz + 2. (ii) f (z) = (iii) f (z) =
arg(z) . For that.40 (i) un = (i)n . when we had to consider the points of a segment whose endpoints were in two diﬀerent open sets.
(ii) limz→1+√3i (iii) limz→i/2
1 . a = i. 2iz 3 +z+3 arg(z) z . the following limits of complex functions: (i) limz→i
z 2 +z+i . (ii) un = (iii) un = (iv) un =
(i)n n . if they exist. We will need to consider them as route followed by a moving point.4
Curves.
1.
. the route followed by the moving point is described by a real parameter. paths and contours
This section is an introduction to a key object in complex analysis: contours. 1 n
CHAPTER 1. 4z 2 +1
4.
there is a curve −γ with the same image but the opposite orientation: (−γ)(t) = γ(a + b − t). This implies that γ ∗ is a closed set. if t ∈ [b1 . b] is a continuous function γ : [a. Of course. there is naturally embedded.e. such that γ1 (b1 ) = γ2 (a2 ).1. 1] → C such that ∀t ∈ [0. Since γ ∗ is its image through the continuous function γ it is thus also compact (in C). b] → C. γ is said to be simple iﬀ ∀(s. γ is closed iﬀ γ(a) = γ(b). b] is a compact set of R. 1]. Remark 4. and its ﬁnal point is γ(b).4. b] → C.
. b[. t) ∈]a. The curve γ is said to lie in a set S iﬀ γ ∗ ⊆ S. PATHS AND CONTOURS
41
1. b] be a closed bounded interval of R. b]. γ(t) = (1 − t)za + tzb . b1 ]. b1 ] and [a2 . s = t. One sees that. for any curve γ. their join γ can be deﬁned as γ : [a. we will denote the image of [a. in the notion of curve. t ∈ [a. One sees that it is fairly simple to join curves together to form new curves: if γ1 and γ2 are two curves deﬁned respectively on [a1 . CURVES. {γ(t). b) ∈ R2 and [a. Deﬁnition 15. Let (a. a polygonal route as those used in the previous section is the image of the join of line segments.4. from γ(a) to γ(b). γ(s) = γ(t). Its initial point is γ(a). a notion of orientation: the image of the curve is described in a particular direction. b]} by γ ∗ . A curve γ with parameter interval [a. A line segment between two point za and zb is clearly the image in the complex plane of the curve γ : [0. b1 + b2 − a2 ]. [a.1
Deﬁnitions
Let us begin by deﬁning the concepts of curves and paths. b2 ]. For such a curve γ. for t ∈ [a. with: γ(t) = γ1 (t) γ2 (t + a2 − b1 ) if t ∈ [a1 .
Then. i. b].
closed circline path. A curve γ is smooth if it has a continuous derivative for all value of t in [a. b] iﬀ lim g(t + h) − g(t) with t + h ∈ [a. A contour is said to be positively oriented iﬀ. φ]. γ(t) = (1 − t)za + tzb .
1. b] ⊂ C is said to be diﬀerentiable at t ∈ [a. A function f : [a. Note that any curve is certainly the join of ﬁnitely many smooth curves. they can intersect as many times as they want. this limit is noted g (t) and is called the derivative of g at t.2
Contours
It is clear that circlines are a special case of paths. 1] → C such that ∀t ∈ [0. 1]. A circline path is the join of ﬁnitely many paths corresponding to line segments or circular arcs. If it exists. anticlockwise) is the image of the path γ (resp. with the requirement that the pieces don’t intersect. between two angles θ and φ such that 0 ≤ φ − θ ≤ 2π. the image of a contour is made of ﬁnitely many circular arcs and line segments that do not cross each other. h
h→0
It is diﬀerentiable iﬀ it is diﬀerentiable at any t ∈ [a. To put it short. as t increases. b]. A contour is a simple. whereas. Deﬁnition 18. in a path. of radius r > 0. and described clockwise (resp. b]. b]. Moreover. −γ) such that γ(t) = a + reit for t ∈ [θ. Deﬁnition 17. exists.4. that is also a path. A path is the join of ﬁnitely may smooth curves. a circular arc centred on a ∈ C.42
CHAPTER 1. Remark 5. its image is described anticlockwise round any point inside it. THE COMPLEX PLANE
Deﬁnition 16. We have seen that the line segment between za and zb is simply the curve γ : [0.
.
PATHS AND CONTOURS
43
1. 1] 2 π 3π γ2 (θ) = eiθ for θ ∈ . Give a parametrisation of the following contours: (i) the square ABCD.1. 1]. γ3 (s) = 2 γ1 (t) =
∗ ∗ Characterize the image: γ1 ∪ γ2 ∪ (−γ3 )∗ . (ii) the arc of circle centered on 0. 4 4 √ 2 (−1 + i)s for s ∈ [0. R].4.4.3
Exercises
1. B = −1 + i.
√
. C = 1 + i. together with the positive semicircle between R and −R. Consider the three curves: 2 (1 + i)t for t ∈ [0.
(iii) the contour made of the segment [−R. CURVES. with A = −1 − i. between A = √ 3 + i and B = 2i. D = −1 + i. 2.
THE COMPLEX PLANE
.44
CHAPTER 1.
Chapter 2
Complex functions
45
.
Consider for example the two real functions: F (x) = 1 1 and G(x) = . where R is called the radius of convergence of the series. and a certain number of complex functions that are deﬁned through their series expansions. one ﬁnds that:
+∞
F (x) =
n=0 +∞
x2n (−1)n x2n . 2 1−x 1 + x2
By using the geometric series: 1 = 1−y
+∞
y n for y ∈] − 1.e. at least on a given interval x ∈] − R. The last such function that we will present is the complex logarithm. and it will be the occasion to introduce the concept of multifunction and its phenomenology. COMPLEX FUNCTIONS We are now entering in the heart of complex analysis.
n=0
and making the changes of variable y = x2 for F and y = −x2 for G. but no clear reason to understand the speciﬁc value of this quantity for a given series. R[. i. Before studying
the class of functions that are of most interest in complex analysis.
2. one has a few criteria to determine the radius of convergence of a series. In real analysis.
the cn ’s being real constants. many real functions f : R → R can be expressed as power
+∞
f (x) =
n=0
cn xn .
n=0
G(x) =
.46
CHAPTER 2. in the next chapter.1
series:
Complex series and power series
As you remember. holomorphic functions. we will concentrate in the present chapter on complex series. 1[ .
and yet. so that its radius of convergence corresponds to the ﬁrst singularity in the function. its series expansion is only valid in ] − 1. The complex series cn of generic term N n=0 cn . The series cn is the sequence of the partial sums of cn : sN = cn is said to converge iﬀ the sequence sN converges
+∞ n=0 cn .
when N → +∞. Here are a few complex series:
. In the case of F . but this time in the complex function that generalizes the real function to complex variables! This is a general and very powerful result. in other words. Then. Consider G(z) = 1/(1 + z 2 ) ˜ to be the extension of G to complex variables. it is clear that G is divergent iﬀ 1 + z 2 = 0. And again.2. 1[. and ±i is exactly 1.1
Complex series
Deﬁnition 19. the radius of convergence of the real series corresponds to the distance to the nearest singularity. and explore a few of their properties.1. This can easily be ˜ understood if we now go to the complex plane. 0.
Example 2. a complex series converges iﬀ its real and imaginary parts converge in R. the divergence in the series expansion is the result of a genuine divergence in the function itself. and for the same reasons. We will see in the next chapter how they are key to complex analysis. at z = ±i. Let (cn )n∈N be a complex sequence. and we will see in the following of this course how complex series are much easier to deal with than real series. The limit is then: s =
As in the case of sequences.
2.1. how a lot of results from real analysis are much more understandable when we consider them in the complex plane. But what about G? it is perfectly regular at x = ±1. In this section. The distance between the centre of the expansion. and to a certain extend. the reason for that can easily be understood in real analysis: the function diverges at x = ±1. we will properly deﬁne complex series and complex power series. COMPLEX SERIES AND POWER SERIES
47
Both these series have a radius of convergence R = 1 (you can apply the ratio or the root tests).
n2 1 n inπ/3 e . COMPLEX FUNCTIONS
Let us list a series of results about convergent series. 
i=0 m
2
ci −
j=0
cj  < .
⇒ ∀ > 0. Proof. and (an + kbn ) = an + k
n=0 n=0
bn . ∃N ∈ N. n > N. (ii) ∃M > 0. cn  < . cn  ≤ M .
+∞ +∞
(an + kbn ) is a convergent series.
n=0
. 
k=n
ck  <
In particular. for any k ∈ C. ∀n ∈ N. then their is an obvious contradiction with the ﬁrst point. for m = n: ∀ > 0. n) ∈ N2 . 2
CHAPTER 2. ∃N ∈ N. m > N. n > N. then:
(i) limn→+∞ cn = 0. (ii) The second point is a direct consequence of the ﬁrst one: if there exists an n such that cn  > M .
which is exactly the expression of the fact that cn converges towards 0. ∃N ∈ N. ∀(m. ∀n ∈ N. Let Then. ∀(m. If cn converges.
Proposition 9. (i) Use the Cauchy convergence criterion for the partial sums:
n
ci converges
i=0 m n
⇔ ∀ > 0.
+∞
an and
bn be two convergent complex series. m ≥ n > N. Theorem 8. n) ∈ N .48 (i) (ii) (iii) (i)n .
(i+1)n .
∃N > 0. Since both
an and
n
bn converge. ∀m > n > N.
i=0
ci −
i=0
ci <
. Hence:
m n m
∀ > 0.
But. let us write A = Then. for any n > N . we have  inequality. cn  > 0. This shows the
required convergence and limit. for k ∈ C:
n n n +∞ n=0 an
49 and B =
+∞ n=0 an . 
n i=0 (ai
+ kbi ) − (A + kB) < . cn is then said
cn  converges. then
to be absolutely convergent. so it is a Cauchy sequence in R. using the ﬁrst
Since ∀n ∈ N.
The triangle inequality then gives:
n n n
(ai + kbi ) − (A + kB) ≤
i=0 i=0
ai − A + k
i=0
bi − B
. For ease of notation.
ck  < So. Proof.1. if m > n:
m n n m
ci −
i=0 i=0
ci =
k=n
ck ≤
k=n
ck  .
(ai + kbi ) − (A + kB) =
i=0 i=0
ai − A
+k
i=0
bi − B
. Let If the (real) series cn be a complex series.2.
. cn converges.
bi − B
i=0
<
2k
Hence.
i=0
ci  −
j=0
cj =
k=n m k=n ck . we have shown that:
m k=n ck 
=
m
n
∀ > 0. ∀m > n > N.
cn converges. By the triangle inequality.
Let
> 0. COMPLEX SERIES AND POWER SERIES Proof. Proposition 10. there exists N > 0 such
that for all n > N : ai − A
i=0 n
<
2 . we have. ∃N > 0.
and hence complex sequence. Let (an )n∈N be a an is absolutely convergent. if n > N . Hence it converges. The test is inconclusive if l = 1. This means that there is an α < 1 such that for there exists N ∈ N for which. COMPLEX FUNCTIONS is a Cauchy sequence. Proposition 11. converges if l < 1. all the vn ’s will be arbitrarily close to l.
We can now prove a certain number of criteria that will be very useful in investigating the convergence of complex series. We consider the complex series exists. and hence cn . vn <≤ α. Ratio test (aka: d’Alembert’s test): Let cn be a complex series such that: lim cn+1 = l exists. an  ≤ kbn . Proposition 12. cn
n→+∞
Then: (i) (ii) cn .
(iii) the test is inconclusive if l = 1. The proof is evident and is left to the reader. equivalently: cn such that limn→+∞
cn+1 cn
=l
. Comparison test.50 This proves that
n i=0 ci
CHAPTER 2. bn ≥ 0. ∀n ∈ N. or. and we note vn = cn+1 /cn .
cn  diverges if l > 1. Let bn be a convergent real series with ∀n ∈ N. then convergent. Then for n big enough. Proof. (i) Let us suppose that l¡1. If ∃k > 0.
.
n
cn  = l exists. For α < 1. Proof.
. cn  ≤ αn . then the test is inconclusive. Let (cn )n∈N be a complex sequence such that limn→+∞ Then: (i) if l < 1. cn ).1. and N ∈ N such that for any n > N. So. there are α < 1.2. we turn to the particular case of power series. hence convergent. The proof is analogue to the one for the ratio test: in the case l < 1.2
Power series
Now that we have set the general context for complex series.1. Root test.
n
cn  ≤ α. so. The comparison test ends the proof. COMPLEX SERIES AND POWER SERIES cn+1  ≤ αcn . the comparison test proves that
cn is absolutely
convergent. (cn )n∈N is a complex sequence.. the series
n α
converges. then (ii) if l > 1. cn  ≤ αcn−1 
51
This gives: cn  ≤ cN α−N αn . Deﬁnition 20.
(iii) if l = 1. cn (z−a)n . In particular: cN +1  ≤ αcN  cN +2  ≤ αCN +1  . then cn  converges (so does cn  diverges. and z ∈ C.
2. (ii) A similar argument in the case l > 1 proves that cn  diverges. A power series is a complex series of the form where a ∈ C.
Proposition 13. for any n > N .
¯ cn z n diverges for any z ∈ C\D(0. Actually.52
CHAPTER 2. This justiﬁes the term ’radius of convergence’. This is the topic of the following lemma. cn z n be a power series with radius of convergence R. one could work with
power series of the form
cn Z n . cn (z − a)n converges}. Here are a few examples of power series: (i) (ii) (iii) (−i)n (z − 2)n .
1 n z . This is why we introduce the notion of radius of convergence. the series diverges.
We will write R = +∞ if the series converges everywhere (for any value of z). for z > R). outside the closed disk. up to a redeﬁnition Z = z − a. we have deﬁned the radius of convergence in terms of ordinary convergence of the series cn z n .
Note that power series are functions of the complex variable z. The radius of convergence. Let Then: (i) (ii) cn z n converges absolutely on D(0. their convergence will depend on the value of z.
. R) (i. but the introduction of z − a will make
more sense in the future development.e. Deﬁnition 21. Lemma 1. Example 3. COMPLEX FUNCTIONS It is clear that. and it can converge or diverge on the disk itself. R ∈ R ∪ {+∞}. In other words. n2
n2 + 2n + 1 (z − i)n . R). but we have a stronger result. of the power series cn (z − a)n is: R = sup{z − a. Hence. R is the radius of the biggest open disk around a on which cn z n converges. It is important to note that power series are diﬀerent from polynomials: polynomials have only ﬁnitely many terms.
there exists w ∈ D(0. Then. Finally. let us pick z such that z > r and suppose for a contradiction that cn z n . cn wn  ≤ M . the region for which z > R is open. Simply applies the ratio and root tests to the power series. COMPLEX SERIES AND POWER SERIES Proof.2. cn
n→+∞
n→+∞
Of course. cn z n  = cn wn . since z/w < 1 by construction. Now. there exists M > 0 such that. by deﬁnition z < R. z cn wn converges. the comparison test implies that
cn z n converges
absolutely for any z such that z < R. ≤ M
w n z . the last formula only applies if the cn ’s are nonzero. For example: (i)
z 2n 1+nz . which contradicts
Hence. Moreover.
The
n  w converges because w/z < 1. R). By deﬁnition ¯ of a supremum. Proof. Let R. it converges towards 1/(1 − q) with
z w
. for any n ∈ N.
w n z
cn z n  < M . Then: cn wn  = cn z n  geometric series comparison test. Then. son we can pick up w with R ≤ w < z. Finally.
≤
Now. r) such that z < w ≤ R cn wn converges. Proposition 14.
z n w
is nothing
but a geometric series and thus.
z n w . let us note that we could deﬁne series of functions that are standard complex series depending on a variable z ∈ C. cn wn  is bounded: there exists M > 0
z n w
and M q=
such that ∀n ∈ N.1. These criteria are direct consequences of the ratio and root tests for series. Then: R−1 = lim
n
cn z n be a power series with radius of convergence cn  = lim cn+1 .
.
53
(i) Let z ∈ D(0. of R. by the the deﬁnition
It remains now to give a few criteria to ﬁnd the radius of convergence of power series. but are not power series. Then. (ii) Now.
3
Exercises
z n . 1).
.
The convergence of such series will. because the subset of the complex plane where they converge is no longer necessarily a disk.2
Some complex functions
Now that we know the main properties of power series. − 3)n . but can be more complicated. in general. depend on the value of z.
n2 +3n+2 (z in2 +n+1
(1 + i)n (z − 1)n . again. one cannot speak of a radius of convergence anymore. using the ratio or the root tests?
2.1. prove that:
+∞
∀z ∈ C.54 (ii)
z−i z+2i n
CHAPTER 2. and the disk of convergence of the following power series: (i) (ii) (iii)
(−i)n n (z
− 2i)n . Can you determine the set of z for which the two examples above converge. Consider the geometric series:
converges inside D(0. Prove that the series
1. for z ∈ C. and that:
+∞
∀z ∈ C. 1−z
3. z < 1. but. z < 1. we are going to use them to build some fundamental functions of complex analysis.
(−1)n z n =
n=0
1 . COMPLEX FUNCTIONS . Find the radius of convergence.
n=0
zn =
1 . 1+z
2.
2. Using the previous result.
n!
Here are the fundamental properties of the exponential: Proposition 16.
. SOME COMPLEX FUNCTIONS
55
2. Since this series reduces to the Taylor expansion of the exponential function when z is restricted to be a real number. Proof. we propose the following deﬁnition Deﬁnition 22. (i) e0 = 1.2.2. Proposition 15. ez = 0. (i) The result is obvious if one puts z = 0 in the series expansion. the series converges with an inﬁnite radius of convergence. Consider the complex power series nite radius of convergence. We call complex exponential function. and we note ez = exp(z) the limit of the series
z zn n! : +∞ zn n! . Let us apply the ratio test to the series: z z n+1 /(n + 1)! = . (ii) ez+w = ez ew .
It has an inﬁ
∀z ∈ C. and certainly one of the most important complex function is the exponential function. (iii) ∀z ∈ C. n /n! z n+1 This ratio tends to 0 for any value of z. Proof.2.1
The exponential function
The ﬁrst. e =
n=0
zn . There are many way to introduce it. hence. and we will choose to deﬁne it through its power series expansion.
hence ez = 0. its product with the same sequence with z replaced by w also converges.. This necessarily implies that ∀y ∈ R. To prove the ﬁrst statement. and it does so towards the product of the two limits.
and this se
quence converges.. k=0 (n−k)!k! z w
(iii) Using the ﬁrst two results. y) ∈ R2 . + 1 + (z + w) + 2! N! 1+z+
The third line was obtained by using Newton’s binomial formula: (z + w)N =
N n! k n−k . Proof. + .. we have: ez  = ex .. Hence. we have
CHAPTER 2. if one restricts z to be a real number. so. In other words:
N N
e e
z w
= = =
N →+∞
lim
n=0 p=0
z n wp n! p!
N →+∞
lim
= e
N →+∞ z+w
lim
w2 z2 zN wN [1 + w + + . let us write: ez 2 = ez ez
¯ = ez ez z = ez+¯
= e2x = (ex )2
.
Note that the coeﬃcients in the series expansion of the complex exponential are real numbers. This leads to the following property: if we write: z = x + iy with (x. we have ez e−z = 1.56 (ii) By deﬁnition.. one recovers the usual real exponential function. eiy  = 1. + ] 2! N! 2! N! (z + w)N (z + w)2 + .. COMPLEX FUNCTIONS
+∞ z n n=0 n!
= limN →+∞
N zn n=0 n! .
2.2. SOME COMPLEX FUNCTIONS
57
The second line results from the expansion of the exponential and of the fact that complex conjugation is continuous, implying that one can invert conjugation and limit. This gives ez  = ex , since both sides are positive real numbers. Finally, since ez  = ex+iy  = ex eiy , we have trivially that eiy  = 1 (remember that ∀z ∈ C, ez = 0). Remark 6. We have not yet made the link between the complex exponential introduced here and the one we introduced for notational purposes in the ﬁrst chapter, while discussing Euler’s formula. This link will come soon, once we have treated complex trigonometric functions. Before commenting brieﬂy on the geometry of the mapping generated by the complex exponential, it will be useful to introduce another characterization of the exponential. Proposition 17. ∀z ∈ C, ez = lim Proof. Using the binomial theorem: z 1+ n
n n n→+∞
1+
z n
n
.
=
p=0 n
z n! p!(n − p)! n n! zp p!(n − p)!np
p
=
p=0
Hence, it is enough to prove that we have:
n! (n−p)!np
tends to 1 when n tends to inﬁnity,
because then, we recover the series expansion of the exponential. Indeed,
n! = n(n − 1)...(n − p + 1) ∼ np when n → +∞ . (n − p)! So, it is clear that
n! (n−p)!np
∼ 1 when n → +∞.
The geometry of the mapping induced by the exponential can be characterized as follow:
58
CHAPTER 2. COMPLEX FUNCTIONS • A vertical line L = {z ∈ C, z = x + iy, x = a ∈ R} is mapped into a circle of centre 0 and of radius ex . • An horizontal line l = {z ∈ C, z = x + iy, y = b ∈ R} is mapped into a line through 0 making an angle b with the real axis.
2.2.2
Complex trigonometric and hyperbolic functions
As for the exponential, we shall use power series to deﬁne complex trigonometric and hyperbolic functions. We will see that there exists a strong duality between trigonometric and hyperbolic functions of the real variables, in the sense that cos(z) (resp. sin(z)) reduces to the real cosinus (resp. real sinus) on the real axis, and to the real cosh (resp. real sinh) on the imaginary axis. Deﬁnition 23. Let z ∈ C. We deﬁne the trigonometric and hyperbolic complex functions as:
+∞
cos(z) =
(−1)n
n=0 +∞
z 2n (2n)!
cosh(z) =
n=0 +∞
z 2n (2n)! z 2n+1 (2n + 1)!
sin(z) =
(−1)n
n=0 +∞
sinh(z) =
n=0
z 2n+1 . (2n + 1)!
The fact that these series converge can easily be realized by applying the ratio test to each of them. This will also show that they have an inﬁnite radius of convergence. It is now apparent, by a simple reorganization of the terms of the trigonometric series, that: ∀z ∈ C, eiz = cos(z) + i sin(z) .
2.2. SOME COMPLEX FUNCTIONS This implies, in particular, Euler’s formula: ∀θ ∈ R, eiθ = cos(θ) + i sin(θ) .
59
Also, we can see that de Moivre’s formula follows straightforwardly from the deﬁnitions introduced above. Equivalently, one can write the trigonometric and hyperbolic functions in terms of the exponential. For z ∈ C: eiz + e−iz 2 ez + e−z cosh(z) = 2 cos(z) = ; ; eiz − e−iz ; 2i ez − e−z sinh(z) = . 2 sin(z) =
By a simple comparison of these formulae (or, equivalently, using the series expansions) one sees that: ∀z ∈ C, cos(iz) = cosh(z) and sin(iz) = i sinh(z) . Restricting these relations to the real and imaginary axis lead to the properties cited in the introduction. Addition properties of complex trigonometric and hyperbolic functions are exactly identical to their counterparts for real variables. If (z, w) ∈ C2 : cos(z + w) = cos(z) cos(w) − sin(z) sin(w) sin(z + w) = cos(z) sin(w) + sin(z) cos(w) cosh(z + w) = cosh(z) cosh(w) + sinh(z) sinh(w) sinh(z + w) = cosh(z) sinh(w) + sinh(z) cosh(w) . These properties follow directly from the expressions of the trigonometric and hyperbolic functions in terms of the exponential. Note that the similar relations for substractions come from the symmetry properties of the functions: cos(−z) = cos(z) cosh(−z) = cosh(z) ; ; sin(−z) = − sin(z) sinh(−z) = − sinh(z) .
60
CHAPTER 2. COMPLEX FUNCTIONS
2.2.3
Roots of unity
Now that we have deﬁned properly the complex exponential and trigonometric functions, we are equipped to study an important set of algebraic equations For z ∈ C and n ∈ N∗ , let us consider the equation z n = 1. By writing z = reiθ , it is immediate that r = 1 (z n  = zn ). Hence, the points z satisfying the equation are located on the unit circle. Then, we have: eiθ
n
= 1 ⇔ einθ = 1 ⇔ cos(nθ) + i sin(nθ) = 1 ⇔ cos(nθ) = 1 and sin(nθ) = 0 ⇔ nθ = 2kπ, k ∈ {0, 1, ..., n − 1} . (2.1)
In the last line, note that k is smaller or equal to n − 1. This comes from the fact that the argument of a complex number is deﬁned up to a factor of 2π: k ≥ n corresponds to values of θ that lead to z = eiθ equivalent to the ones covered by k ∈ {0, 1, ..., n−1}. Hence, the equation z n = 1 in C has exactly n solutions, called the nth roots of unity: z = e2kπi/n , k ∈ {0, 1, ..., n − 1}. By construction, they are located on the unit circle, at angles 2kπi/n, with k ∈ {0, 1, ..., n − 1}: they form a regular ngon centred at 0 and with one vertex at z = 1. If n is odd, the only real root is z = 1; if n is even, there are two real roots: z = ±1. The case n = 6 is depicted on ﬁgure 2.1.
We will see in this course that any complex polynomial equation of order n admits exactly n roots (not necessarily distinct); this is the fundamental theorem of algebra. There exists many ways to prove this theorem, and we will prove it in the last chapter of these notes. But, at the moment, you will be able to prove that a polynomial with real coeﬃcients, of order two, has always two roots in the complex plane. Exercise 6. Let az 2 + bz + c = 0 for (a, b, c) ∈ R3 and z ∈ C, with a = 0.
if . we need to come back to our deﬁnition for the argument of a complex number.2. This is the source of one subtlety of complex analysis that is not present in real analysis: manyvaluedness of complex functions. we will all the argument
. z = reiθ is not unique. The fact that the complex exponential is periodic with period 2π implies that the real number θ such that for z ∈ C∗ . given by: z1. Prove that this equation has exactly two roots.2.2 = − z1.2)
2. For any z ∈ C∗ . SOME COMPLEX FUNCTIONS
61
Figure 2.1: 6th roots of unity forming a regular hexagon.2. if b2 − 4ac ≥ 0 b2 − 4ac < 0 (2.2 b 1 ± b2 − 4ac 2a 2a b i =− ± b2 − 4ac 2a 2a .4
The logarithmic function
Before discussing the complex logarithm in details.
for any x ∈ R∗ .e.5
Exercises
Solve the following equations in C. We thus deﬁne the logarithm of any z ∈ C∗ via: ln z = {ln z + iθ.. we will see how to treat such multifunctions.2. This + y is then denoted y = ln(x). with θ ∈ arg z . COMPLEX FUNCTIONS
(instead of an argument) of z the set: arg z = {θ ∈ R. the logarithm is the inverse of the exponential function. we have: ew = z ⇔ w = ln z + iθ. = {v + 2kπ. In real analysis. θ ∈ arg z } . but its imaginary part can be any real number that is an argument of z. We can apply the same method in complex analysis: for any z ∈ C∗ . k ∈ Z} . there exists a unique y ∈ R such that ey = x. This is the ﬁrst example of a multivalued function: to a given complex number z. the complex logarithm associates an inﬁnity of complex numbers. (ii) z 2 + z + 1 = 0. and represent the solutions in the complex plane: (i) 2z 5 + 1 = 0.
. equal to ln z. (2. v) ∈ R2 . Let us write w = u + iv with (u. i. In the next section. This clearly shows that the logarithm of a complex number z is not uniquely deﬁned: its real part is unique.3)
2.62
CHAPTER 2. on has: z = eu eiv  = eu arg z Hence. Then. we look for a w ∈ C such that ew = z. z = zeiθ } .
ln z = {ln z + iθ. Usually.3
Multifunctions
As we have seen with the example of the logarithm.3. MULTIFUNCTIONS (iii) z 4 + 2z 2 + 4 = 0.3. values of θ that diﬀer from each other by an integer multiple of 2π lead to the same point z = reiθ in the complex plane plane.
. we are going to develop a method to construct onetoone function from multifunctions. (ii) sin(2z) = 2. We will come back to these techniques later. 4
63
To go further
2.2. (v) z 1/3 = 2i.1
Example 1: the logarithmic function
Let us start with the logarithm encountered above: ∀z ∈ C∗ . (iv) z 4 + i = 0. (vi) ln(z 2 ) = 2 + π i. π]. once we have introduced the concept of holomorphy. In this section. we obtain a singlevalued function. 2π[ or ] − π. multifunctions appear everytime we try to invert a complex function (like the exponential) that is not globally onetoone. but give diﬀerent value for its logarithm ln z + iθ. Hence. θ ∈ arg z } .
2. if we restrict θ ∈ [0. We will call such a restriction a principalvalue determination of the argument of z. Nevertheless.
π].e.2: Cut of the complex plane for the principal determination of the logarithm. π]. Let us choose the principal determination by restricting θ ∈] − π. ∀z = reiθ ∈ C∗ .
In the cut plane. Our principal determination implies that the lower edge of the cut is excluded from the complex plane. we can now deﬁne a family of singlevalued functions: ∀k ∈ Z. The point 0. the semiaxis of negative real numbers ] − ∞.64
CHAPTER 2. such a principalvalue determination of the argument is noted θ = Arg(z). This introduces a branch cut (or cut for short) in the complex plane. this prescription does not have anything particular (despite being the most widely used): any interval of length 2π that is closed at one end and open at the other one would do the trick.. that is in the cut is called a branch point. fk (z) = ln r + i(θ + 2kπ) . despite its name. This cut has two edges: the upper edge is identiﬁed with the argument θ = π. ∀θ ∈] − π. 0] is cut out of the complex plane and z cannot cross this cut while roaming in the complex plane. i. One should note that.
. COMPLEX FUNCTIONS
Figure 2. and the lower edge to θ = −π. but its upper edge included.
2
Branch points and multibranches
Now that we have seen how to proceed to extract singlevalued functions from the logarithm. one has to transfer from fk to fk+1 : the number k counts the number of time we have accomplished a complete (anticlockwise) tour around the branch point 0 (negative values indicate clockwise tours). and in crossing the cut from the upper halfplane to the lower halfplane. This transfer is continuous because limh→0+ fk (ih) = limh→0− fk+1 (ih). So. Let us ﬁrst prove a simple result: Proposition 18. and
. By composition of continuous functions. v(t) and t are both arguments of eit by construction. v being continuous. with a period of 2π.
2.3. there exists a function n : R → Z such that: v(t) − t = 2πn(t) . consider: v(t) = θ(eit ) for t ∈ R . they are not continuous. Moreover.2. Now. n(t) = n. Then. we have that: ∀z ∈ C∗ .3. so that θ : z → θ(z) is a continuous function.
65
In the cut plane. k ∈ Z} . But on the cut. ln z = {fk (z). so v is periodic. it is constant: ∀t ∈ R. There is no restriction which selects a real function θ(z) ∈ arg z for all z ∈ C∗ . n is also continuous. MULTIFUNCTIONS Clearly. each fk is continuous. v : R → R is thus continuous. by continuity of its real and imaginary parts. Let us assume for a contradiction that such a continuous argument function θ exists. by the theorem on continuous integervalued function from chapter 1. Proof. so. we can try and generalize our intuition to more general multifunctions. v(t + 2π) = v(t).
θ ∈ arg(z − 1) . But. a pure phase). 2π[: then. one has ln((z − 1)/(z + 1)) = ln((z − 1)/(z + 1)ei(θ−φ) ). θ starts at 0. that means that the deﬁnition of w(z) implicitly or explicitly involves the argument θ. This result has implications for other multifunctions. Hence: ln((z − 1)/(z + 1)) = {ln (z − 1)/(z + 1) + i(θ − φ). we see that both the angles around 1
. so there is no continuous logarithm on C∗ . COMPLEX FUNCTIONS
v(t) = t + 2πn for any t ∈ R. i. for all r > 0. where z reaches 1 again.e.66
CHAPTER 2. If one writes z −1 = z − 1eiθ and z + 1 = z + 1eiφ . it is not possible to choose f (z) ∈ w(z) such that f is a continuous function on the circle centred on a and of radius r. and increases continuously towards 2π. φ ∈ arg(z + 1) }. This results means that any principal value of the argument function of z = reiθ obtained by restricting the domain of θ has to have a jump discontinuity somewhere. this implies that: t + 2πn = t + 2π + 2πn. starting from z = 1. Branch points Consider now a multifunction w(z) that is a nonempty set of C for any z in the domain of deﬁnition of w. the imaginary part of a complex exponential is an argument function by construction. Let’s look at another example: ln((z −1)/(z +1)) . Deﬁnition 24. One clearly sees that the motivation for such a deﬁnition comes from the proposition above regarding the argument function. A branch point of w(z) is a point a ∈ C such that. This is particularly obvious if θ ∈ [0. Namely. hence the contradiction. The fact that 0 is a branch point for the logarithm thus comes from the fact that the imaginary part of the logarithm is exactly the argument of the complex number into the logarithm.e the angle on a circle centred on 0. where z − a = z − aeiθ . For example. when z = eiθ describes a complete circuit anticlockwise. v(t) = v(t + 2π). So. in another conﬁguration than eiθ (i.
This means that. Now.
2. when z travels anticlockwise around the branch point. Therefore. t = 2π) = w(r. c + 2π] with c ∈ R. The key to this procedure is to make a change of variable and replace z by (r. such that z = a + reiθ . The set (Fk )k∈Z is called a complete set of multibranches for w(z) . w(z) = {Fk (r. Then z = reit . for z = a: w(z) = {w(z) = w(r. θ). θ + 2kπ) . with t going from 0 to 2π. c + 2π]} . Consider ﬁrst a multifunction w(z) with only one branch point (such as the logarithm).3. there is a natural. there is a way to construct continuous selections from multifunctions. That are continuous functions of r and θ. θ ∈ arg(z − a) } . That means that. 0 + 2(k + 1)π) = Fk+1 (r. Multibranches As we have seen previously. but we will see on a speciﬁc example how to address the problem practically.3. k ∈ Z. θ) = w(r. we have the multibranches: ∀k ∈ Z. θ). 2π + 2kπ) = w(r.2. θ ∈]c. The theory with several branch points is more delicate and will not be treated here. Hence θ is determined only up to a integer multiple of 2π. observe what happens when z describes the circle centred on a and of radius r. continuous transfer from Fk to Fk+1 . t = 0). We will see in this subsection.3
Example 2: Fractional powers
We have seen how to treat the logarithm multifunction in order to construct a complete set of multibranches for it. Consider the kth branch: Fk (r. how
. This technique only works with one branch point. MULTIFUNCTIONS
67
and −1 appear in the deﬁnition of the multifunction: 1 and −1 are branch points for this multifunction. by restricting θ ∈]c. Hence. Fk (r. θ) around each branch point a.
we have: z 1/n = {gk (z). This time the complete set of multibranches is ﬁnite. with one branch point. θ varies by 2π and φ varies a bit but comes back to its original value). φ varies by 2π and θ varies a bit but comes back to its original value (resp. 1. . ρ. was to cut the complex plane in a way that prevent the possibility to construct closed contour paths that include the branch point in their interior.. We choose θ ∈ [0. z = 0. Consider n ∈ Z∗ \{−1. 1}. Now. f (z) has a new value: fnew (z) = −fold (z)..
).3.
2. Consider the equation w = z 1/n . if z describes a circle around i (resp. we need two cuts. . we have: r = ρ1/n and θ = Hence. so. to construct well deﬁned branches. This proves that i and −i are branch points for the multifunction f . whereas z has returned to the same value. θ. φ) = rρei(θ+φ)/2 . This can be rewritten as: f (z) = (z − i)(z + i). The idea remains the same when there are more than one branch point. at the end of the loop. We deﬁne the branches: ∀z = reiθ . Hence. so that θ and φ are the arguments ’around’ −i and i respectively. we have: f (z) = f (r. if w = reiθ and z = ρeiφ . gk (z) = r1/n ei(θ+ Then. −i).. n − 1}} . Then. ∀k ∈ {0.4
Example 3: An example with two branch points
What happens if the multifunction has two branch points? The idea in the previous cases. in order to
. Consider √ f (z) = z 2 + 1. and introducing z − i = reiθ and z + i = ρeiφ ... k ∈ {0.. COMPLEX FUNCTIONS
to apply this method to another important class of functions: the fractional powers.
for k ∈ Z.68
CHAPTER 2. with a branch point at 0. we have a multifunction: z 1/n = {z1/n eiθ/n . z ∈ C∗ . n − 1}.
2kπ n
φ n
+
2kπ n . θ ∈ arg z } . 2π[. 1. so that we cut the plane along the positive real axis.
π]2 . Finally.
.3: Cut of the complex plane for f (z) =
√
z 2 + 1. it is not a problem: along such a path. But.2. from i to inﬁnity and from −i to −∞. along the negative real parts for both points. we can cut parallel to the real axis. it is enough to introduce cuts that prevent the existence of closed paths around each isolated branch point. Actually. For example.3. We could also cut along the imaginary axis. both θ and φ vary by 2π.
prevent the two angles θ and φ to vary by integer multiples of 2π. If we choose a branch cut that is the line segment [i. we allow closed paths that encircle both branch points at the same time. This is a general result: to produce wellbehaved branches of a multifunction. we clearly prevent any closed path around i or −i separately. restricting (θ. and f (z) returns to its initial value. φ) ∈] − π. MULTIFUNCTIONS
69
Figure 2. −i]. so that these paths do not introduce the need for any new branch cut. let us mention another interesting cut.
70
CHAPTER 2. COMPLEX FUNCTIONS
.
Chapter 3
Complex diﬀerentiation
71
.
DIFFERENTIATION Diﬀerentiation in the complex plane is central to complex analysis.
3. and complex analysis can be viewed as the study of these holomorphic functions. Let G ⊆ S an open subset of S. r) ⊆ G. This is similar to what happens in real analysis: a real function deﬁned on an open interval of R is not diﬀerentiable at x if the derivatives from the left and from the right of x are not the same.1
Holomorphic functions
Diﬀerentiation and the CauchyRiemann equations
We will ﬁrst deﬁne diﬀerentiability in the complex plane. Then. the point z +h can approach z from any direction as h tends to zero. z+h ∈ G. This ensures that. Indeed. Let f : S → C a complex valued function deﬁned on S ⊆ C. This deﬁnition relies strongly on the existence of the open set G. and introduce a necessary condition for a function to be diﬀerentiable: the CauchyRiemann equations. the derivative exists only if the value of the limit does not depend on the way z + h approaches z. there is an r > 0 such that D(z.72
CHAPTER 3. In other words. We can use this idea to illustrate the nondiﬀerentiability of a simple complex
. for any h ∈ C such that h < r. f is diﬀerentiable at z ∈ G iﬀ: f (z + h) − f (z) for any h such that z + h ∈ G h→0 h lim exists. When this limit exists.1
3. but not identical to diﬀerentiation in real analysis. It
is similar. since G is open. Deﬁnition 25. in the limit written above to deﬁne the derivative. In other words. It allows one to introduce a class of complex function called holomorphic functions. it is denoted by f (z) and it is called the derivative of f at z. for any z ∈ G.1.
3.1)
f (z+h)−f (z) → 0 when h → 0. is quite a general method to prove that a function is not diﬀerentiable. y) + iv(x. for any h ∈ C such that z + h ∈ G: f (z + h) − f (z) exists.1. and purely imaginary on the other. Then u and v. Im(z + h) − Im(z) h Im(h) . These partial derivatives satisfy the CauchyRiemann equations:
∂u ∂x ∂u ∂y
= =
∂v ∂y ∂v − ∂x
. Theorem 9. h) +i h h
= ux +ivx . h f (z+h)−f (z) then → −i when h → 0.
∂u ∂x
(3. h Moreover. as we just did. have partial derivatives at (x.
Proof. h
73
(3. Let f be diﬀerentiable at z ∈ G. that implies that the function f : z → Imz is not diﬀerentiable in C. so that Im(h) = 0. we can approach z however we f (z) = lim
h→0
want in G). Selecting two ways of approaching the point z that do not lead to the same limit. y). Let f : G → C where G is an open subset of C. y) v(x + h. we will often denote derivative with respect to y). Thus.
. as real functions.e. Consider f (z) = Imz deﬁned in C. since we can choose h freely (i. So. HOLOMORPHIC FUNCTIONS function. y) − v(x. then now. Let z = x + iy and f (z) = u(x. y) − u(x.2) = ux (and the same for the
In the following. y) ∈ R2 . we can restrict it to be purely real on the one hand. choose h such that Re(h) = 0. we have found two ways of approaching z that do not give the same limit. we have that. we have: • for h ∈ R: f (z) = lim
h→0
u(x + h. Let us construct: f (z + h) − f (z) h = = Choose h ∈ R. h
in that case. But. Since f is diﬀerentiable at z.
Now. for
Hence. the ratio is constant and equal to 1/(1 + i) = 0. y) + ik k
1 = uy +vy . i
The partial derivatives exist because the limit deﬁning f (z) exists. On the other hand. Now. let’s go back to our previous example: f (z) = Im(z) for z ∈ C. we recover the CauchyRiemann equations. we have u(x. ux = 0 = 1 = vy . h Re(z)Im(z) for z ∈ C. y + k) − u(x. then the function is not diﬀerentiable. That proves that f is not diﬀerentiable at 0.74 • and for h = ik. They are not suﬃcient. y) v(x. So. the limit is unique by construction. we can write h = t(1 + i) with t ∈ R. That means that the contrapositive of the previous theorem can be used to show that a function is not diﬀerentiable at a point: if one proves that the CauchyRiemann equations do not hold. y) = 0 and v(x. So. so: 1 ux + ivx = uy + vy . equating real and imaginary parts. if we approach 0 along the line making an angle π/4 with the real axis. Indeed. We have seen that this function is not diﬀerentiable. we have. At z = 0. this is not suﬃcient to prove that the function is diﬀerentiable. i or −vx + iux = uy + ivy . y) = y. if they hold. the CauchyRiemann equations are
. We can conﬁrm that by proving that the CauchyRiemann equations do not hold. consider f (z) = h ∈ C: f (0 + h) − f (0) = h Re(h)Im(h) . To see this. the limit of this ratio is 0 (because the ratio is identically 0). we see that when we approach 0 with h ∈ R. But.
Note that the CauchyRiemann equations are a necessary condition for a function to be diﬀerentiable. k ∈ R: f (z) = lim
CHAPTER 3. But. DIFFERENTIATION
h→0
u(x. y + k) − v(x.
y + q) − v(x. β. Then. y + q) + i (x + βp. r) ⊆ G. y)) = ux (x. y + q) +i p p q u(x. Let r > 0 such that D(z. y) + +i h q q
Now. p ∂y ∂y
f (z+h)−f (z) h
p q
Now. since the functions u and v are diﬀerentiable. Let z ∈ G. h) = δ(z. y + q) − u(x. y) v(x. This should emphasize that CauchyRiemann equations should be handled with care. h) = p h
f (z+h)−f (z) : h
u(x + p. γ. y + q) − v(x. Let z = x+iy ∈ C and f (z) = u(x. one can use the continuity of the partial derivatives on G to ﬁnd that for > 0. y + γq) + i (x.3. y + q) ∂x ∂x ∂v q ∂u + (x. y) + iv(x. If u and v have continuous ﬁrst order partial derivatives in G that satisfy the CauchyRiemann equations at z. y + q) − u(x. then f (z) exists. 1[4 such that: f (z + h) − f (z) h = ∂u ∂v (x + αp. they are continuous on G. q h i − g(z) <
. Let f : G → C with G an open subset of C. Theorem 10. y + q) v(x + p. y + δq) . so one can apply the mean value theorem and ﬁnd (α. δ) ∈]0.1. y) . y))+ (uy (x.
To go further
Despite this warning. HOLOMORPHIC FUNCTIONS
75
trivially satisﬁed at z = 0. y)+ivy (x. for δ(z. y)+ uy (x. a slight modiﬁcation of our theorem provides a partial converse to the previous theorem: it is enough to add the continuity of the partial derivatives. there exists h > 0 small enough such that: where: p q 1 g(z) = (ux (x. y). Consider h = p + iq ∈ C such that h < r. y)+ivx (x. Proof.
this theorem can be used to test the diﬀerentiability of a function. we have used the decomposition of complex numbers and complex functions into their real and imaginary parts to talk about complex diﬀerentiation. Again. The proofs are left to the reader. r). Let G be an open subset of G. But it is not very practical. A complex function f that is diﬀerentiable at any point of an open set G included in its domain of deﬁnition is said to be holomorphic in G.
3. It is important to realize that being holomorphic at a point a is a stronger condition than being diﬀerentiable at a: in order to be holomorphic at a. It is time to ’forget’ about all this and to deal directly with the complex variable. Deﬁnition 26. In principle. and we will shortly see much more powerful results to achieve this goal. The following properties can be
. irrespective of the way h tends to zero. We can now list a few properties of holomorphic functions. We will denote by H(G) the set of functions holomorphic in a given open set G.for any z ∈ G. the notion of open sets will be central to the developments presented here. limh→0 (f (z+h)−f (z))/h exists. This shows that f (z) exists and is equal to g(z). as they are identical to their counterparts in real analysis.76
CHAPTER 3. f has to be diﬀerentiable at a and at every point of a disk centred on a.2
Holomorphic functions
Until now.1. Deﬁnition 27. DIFFERENTIATION
The last equality holds because of the CauchyRiemann equations. This means that. A function f is said to be holomorphic at a point a ∈ C is there exists r > 0 such that f is deﬁned and holomorphic in D(a.
1. It will be much easier than using the CauchyRiemann equations.. for all z ∈ G: (g ◦ f ) (z) = (g ◦ f )(z)f (z) = g (f (z))f (z) . N }.. Remember that a polynomial is the sum of ﬁnitely many terms. is holomorphic in C. f +g and f g are holomorphic in G and the following rules for diﬀerentiation apply. HOLOMORPHIC FUNCTIONS
77
derived by proving the appropriate diﬀerentiability conditions at each point z ∈ G. Then. λf . This property is often referred to as the chain rule.1.3. 1/f is holomorphic in G and. . For example. as are any constant functions. for any z ∈ G: 1 f (z) = − f (z) . This implies that any polynomial:
N
P (z) =
n=0
cn z n
where N ∈ N and ∀n ∈ {0. Then. the function f (z) = z is trivially diﬀerentiable for any z ∈ C. that are
. • Let f be holomorphic in G and g be holomorphic in an open set containing f (G). • Let f be holomorphic in G such that ∀z ∈ G. • Let f and g be holomorphic in G and let λ ∈ C. f (z) = 0. (f (z))2
These rules can now be used to test the holomorphy of complicated functions knowing the holomorphy of simple functions. Power series. for all z ∈ G: (λf ) (z) = λf (z) (f + g) (z) = f (z) + g (z) (f g) (z) = f (z)g(z) + f (z)g (z) . Then. cn ∈ C. g ◦ f is holomorphic in G and.
for instance. f (w) = 1/w2 . Then. but what happens at ∞? We have already seen a map z → 1/z that interchanges ∞ with a point of C. any property of f at 0. and ˜ ˜ f (w) = w2 /(1 + w2 ) for w < 1: f is holomorphic at 0. Hence. Then. we will prove a certain number of results on holomorphic functions that will be useful in the rest of this course. z > r} for some r > 0. namely 0. In the same way. ˜ Consider.
3. consider f (z) = 1/(1 + z 2 ) for z > 1. Let f : S → C with S ⊆ C. Let f ˜ be a function deﬁned on a set {z ∈ C.1. DIFFERENTIATION
the sums of inﬁnitely many terms. holomorphy is stated as above. The ﬁrst one states that an holomorphic function is necessarily continuous. Conversely. will be treated separately. Let G be an open subset of S. then it is continuous on G. By deﬁning f ˜ ˜ ˜ such that f (z) = f (1/z). where diﬀerentiability implies continuity (but in complex analysis. This is analogous to the real case. so we can say that f is not holomorphic at inﬁnity. For example. that is not holomorphic at w = 0 (Check it). if F ⊂ G is a compact subset of G.78
CHAPTER 3.
To go further
Finally. If f is holomorphic in G. Proposition 19. Moreover. any rational function P (z)/Q(z) where P (z) and Q(z) are polynomials is holomorphic in any open set in which Q(z) is never zero. f (∞) = 0. can be transferred to f at inﬁnity. 1/(1 + z 2 ) is holomorphic in C\{i.
. limit. we have f (∞) = f (0). then f is bounded on F . let us see what happens in the extended complex plane C. −i}. In C. f (z) = z 2 . such as continuity. holomorphy. we need holomorphy.3
Some useful results
Now. not mere diﬀerentiability). so f is holomorphic at ∞.
f is bounded on F . Remember that a region is a nonempty open connected subset of C. 1). it is continuous on F ⊂ G. f (z) = 0. and since F is compact. the function: δ(h) = f (z + h) − f (z) − f (z) . y). δ(h) → 0 when h → 0. Proof. for h = 0. Proposition 20. (ii) f  is constant in G. the CauchyRiemann equations hold. 1).
. in the ﬁrst chapter that a continuous function on a compact subset of C is bounded on this domain. (iii) ∀z ∈ G. Then. So. For any z = x + iy ∈ D(0. we can deﬁne. Now. f is constant on G if any of the following condition is true: (i) ∀z ∈ G.1. for any z ∈ G and for any h ∈ C such that z + h ∈ G: f (z) = lim
h→0
f (z + h) − f (z) . let us write f (z) = u(x. h
So. Let us suppose that G = D(0. Suppose f is holomorphic on G. h
So. we have: f (z + h) − f (z) = h(f (z) + δ(h)) . by deﬁnition. This implies that:
h→0
lim f (z + h) − f (z) = 0 . Let f : S ⊆ C → C be holomorphic on a region G ⊆ S. since f is continuous on G. Then. HOLOMORPHIC FUNCTIONS
79
Proof.3. y) + iv(x. and: f (z) = ux + ivx = vy − iuy . Since f is holomorphic on G.
which is exactly the requirement for f to be continuous on G. remember that we have stated. Hence. Im(f (z)) = 0.
through the CauchyRiemann equations. without loss of generality. Hence: u(a. at least one of r or s is in D(0. uy = vx = vy = 0 on D(0. which implies. b) = v(c. DIFFERENTIATION
(i) Suppose ∀z ∈ G. It is obvious that r2 + s2 = p2 + q2 < 2. so: (u2 + v 2 )ux = 0. (iii) Finally. Let p = a + ib and q = c + id be two arbitrary point of G. b) = v(c. construct r = c + ib and s = a + id. b) = u(c. 1). v = 0. b) and y → u(c. let us suppose that ∀z ∈ D(0. Then: u2 + v 2 = c2 . ux = 0 on D(0. b) = u(c. so. so that vx = vy = 0.80
CHAPTER 3. so that f is constant on D(0. b) = v(c. The functions x → u(x. 1) (according to the ﬁrst point). If u2 + v 2 = 0. take f real valued on D(0.
. we can prove that: v(a. they are constant. 1). This shows that f (p) = f (q) for any p and q in G. Hence. Then. by virtue of the mean value theorem. b) = u(c. ux = vx = uy = vy = 0 identically on G. By using the CauchyRiemann equations. y) are real functions with vanishing derivatives. d). Then. 1). 1). so f is constant. so that: uux + vvx = 0 and uuy + vvy = 0 . this leads to uux − vuy = uuy + vux = 0. It is more messy. q) of the ﬁrst point to an arbitrary polygonal route consisting of horizontal and vertical line segments. f is constant on D(0. r. (ii) Now. so. so that v(a. then. So. f (z) = 0. Similarly. With the same argument. 1) (according to the ﬁrst point). If u2 + v 2 = 0. d) . u(a. that ux = uy = 0. then f = 0 on D(0. b) and u(c. with c ∈ R+ constant. Then. 1). 1). f (z) = c. d). d) . 1). Let us suppose r ∈ D(0. b) and v(c. The proof presented here generalizes to any region of C by replacing the simple route (p. but does not involve anything new.
y)).1.2.3. on the righthand side. (ii) f (z) = z2 . (iii) f (z) = arg(h).4
Exercises
1. (iv) f (z) = z. Check that the partial derivatives of f (z(x. and look at their holomorphy. Which of these functions are diﬀerentiable at the given point a ∈ C: (i) f (z) = zz. Let f : G ⊆ C → C be holomorphic in the open set G. +1
3. and calculate its derivative in this domain: f (z) = z2 z . f (z) = f (z(x. deﬁne: ∂f ∂z ¯ ∂f ∂z = = 1 2 1 2 ∂f ∂f +i ∂x ∂y ∂f ∂f −i ∂x ∂y
. and show that: ∂f ∂f = 0 and = f (z). we have to prove a very powerful result
.2
Some holomorphic functions
We will now come back to the functions we have deﬁned previously. a = 0. a = 0. 2. y).
∂f ∂z ¯
=0
3. 2π[). y)) with respect to x and y exist.
where f is regarded as a function of (x. Before that. SOME HOLOMORPHIC FUNCTIONS
81
3. Give the domain of holomorphy of the following function. ∂z ¯ ∂z Conversely. for any a ∈ C. prove that a diﬀerentiable function f that satisﬁes is holomorphic in G. For z = x+iy ∈ C. a = 0 (where arg is restricted to [0.
namely that any holomorphic function can be written as a power series. Assume that z = 0. So: ncn z n−1  ≤ The real series M cn ρn  z
cn ρn converges because ρ < R by construction. Let us suppose ﬁrst that cn z n converges for z < R. Then: ncn z n−1  = n z z ρ cn ρn  . the ratio test tells us that inﬁnity. The fact that it does not converge for z > R follows from a similar argument.2.1
A result on the diﬀerentiation of power series
Let us see what the derivative of a power series could be. Let (cn )n∈N . The power series same radius of convergence. Hence ncn z n−1 converges absolutely. if ncn z n−1  converges for z < R. Let ρ ∈ R+ such that z < ρ < R. R being its cn z n  converges cn z n and ncn z n−1 have the
radius of convergence (remember that this implies that
n
for z < R). n(z/ρ)n converges.
. cn z n  ≤ zncn z n−1  . from the fact that for z > R. n (z/ρ)n ≤ M . These two results together mean that holomorphic functions and power series are one same notion!
3. so it is bounded:
implies that the general term of this series tends to 0 when n tends to
∃M > 0. hence concn z n diverges
the comparison test gives that
verges for any z such that z < R. then:
∀n ∈ N∗ . we will prove another very powerful result: the fact that the contrapositive is also true. Lemma 2. ∀n ∈ N. Conversely. DIFFERENTIATION
on the diﬀerentiation of power series: any function that can be written as a power series is holomorphic in the disc of convergence of the power series.82
CHAPTER 3. Proof. That
Since z/ρ < 1. Later in the course.
2... SOME HOLOMORPHIC FUNCTIONS so cn z n  converges by the comparison test. + Cn hk−2 z n−k + . R).
Proof. a function g such that:
+∞
g(z) =
n=1
ncn z n−1 .. f ∈ H(D(0. h
We will need the binomial expansion:
n n k k Cn z n−k hk with Cn = k=0
(z + h) =
n! . The previous lemma allows to deﬁne.. Let f (z) = Then. + hn − nz n−1 h
2 k = h Cn z n−2 + . R) and h ∈ C such that z + h ∈ D(0. R)).. R)... f (z) =
n=1
ncn z n−1 .
For z ∈ D(0. R): f (z + h) − f (z) − g(z) = h
+∞ n=1
(z + h)n − z n − nz n−1 cn . for all z ∈ D(0..
Theorem 11.
+∞
∀z ∈ D(0.3. and thus. + Cn hk z n−k + . + hn−2 n
= h
k=2 n−2
k Cn hk−2 z n−2
= h
i=0
n! hi z n−i−2 (n − (i + 2))!(i + 2)!
. and:
+∞ n n=0 cn z
with a radius of convergence R > 0.
83 cn z n converges. k!(n − k)!
Then: (z + h)n − z n − nz n−1 = h
k nhz n−1 + .
2). Consider the power series
(i)n n 2n (z −i) . clearly. Then. 2n+1
3.2. ez =
n=0
zn .
Let ρ > 0 such that z < ρ < R and z+h < ρ (always possible since h can be as small as desired). n=0 n(n − 1)cn ρ n(n−1)cn ρn−2 . Then. h h and
+∞ n−2 . and:
+∞
∀z ∈ D(i. So. so f (z) exists and is exactly equal to g(z). Example 4. f (z) =
n=1
nin (z − i)n−1 = 2n
+∞ n=0
(n + 1)in+1 (z − i)n . with an inﬁnite radius of convergence:
+∞
∀z ∈ C. DIFFERENTIATION
by the change i = k − 2. 2)).
.84
CHAPTER 3. 2). Moreover.2
The exponential function
Since we have deﬁned the exponential via its power series expansion. we see that it deﬁnes a function f (z) =
− i)n
on its disk of convergence D(i. n!
the theorems we have proved in the previous subsection show that: • the exponential is holomorphic on the entire complex plane C. we know that +∞ n=0 n(n
− 1)cn (z + h)n−2 < ncn ρn−1 converges to a ﬁnite
by applying the lemma to
+∞ n−2 n=2 n(n−1)ρ
value independent of h.
By applying the ratio
+∞ (i)n n=0 2n (z
or the root test. using the triangle inequality recursively:
+∞ n=0
(z + h)n − z n − nz n−1 cn  ≤ h h ≤ h
+∞ n−2
cn 
n=0 i=0 +∞ n=0 +∞
n! hi zn−2−i (n − 2 − i)!(i + 2)!
n−2
n(n − 1)
i=0
cn 
(n − 2)!hi zn−2−i (n − 2 − i)!(i + 2)!
≤ h
n=0
n(n − 1)cn (z + h)n−2 . f ∈ H (D(i.
r > 0. that constitute a complete set of multibranches: ln z = {fk (r. ∀z = reiθ . one has to introduce a cut and select a particular determination of the logarithm. for all z ∈ C: d d cos z = − sin z . π]. dz dz
3. SOME HOLOMORPHIC FUNCTIONS • the derivative of the exponential (ez ) = by: d z e = dz =
n=1 +∞ +∞ d z dz e
85 is given. we have created an inﬁnite sequence of branches fk for the logarithm. θ). fk (z) = fk (r. sin z = cos z . things are a bit more subtle. Rather. θ =] − π. with. By putting a cut along the negative realaxis. dz dz d d cosh z = sinh z . Then. we have the result:
. θ) = ln r + i(θ + 2kπ) .
k=0 z
3.2.3.
n
n=1 +∞
z n−1 n!
z n−1 (n − 1)! zk k! (3.2.3)
= = e . k ∈ Z} with ∀k ∈ Z.4
The logarithmic function
For the logarithm. for any z ∈ C. sinh z = cosh z . since we have seen that the function itself is not well deﬁned on the entire complex plane. the same procedure as in the case of the exponential tells us that they are all holomorphic on the entire complex plane.2.3
Complex trigonometric and hyperbolic functions
For the trigonometric and hyperbolic functions.
Let z ∈ Cπ . Now. the continuity of fk on Cπ implies that limh→0 α = 0. z eα − 1
(3. or equivalently. using the fact that efk (z) = z for any z ∈ Cπ . fk (z) = 1 .
.86
CHAPTER 3.4)
for α = 0. g(α) → 1. DIFFERENTIATION
Proposition 21. we have: h = efk (z+h) − efk (z) = efk (z) (eα − 1) = z(eα − 1) . Then: 1 g(α) 1 α 1 α
+∞
=
n=0 +∞ n
αn −1 n!
=
n=1 +∞
α n!
=
k=0
αk . For all k ∈ Z. Denote α = fk (z+h)−fk (z). (k + 1)! 2
So. (k + 1)!
Hence: 1 −1 0≤ g(α)
+∞
=
k=1 +∞
αk (k + 1)!
≤
k=1
αk α ∼ when α → 0 . 0]. Hence fk is holomorphic with fk (z) = 1/z on Cπ . This means that. we have: 1/g(α) → 1 when α tends to zero. when h tends to zero. so.
fk (z+h)−fk (z) h
tends to
1/z. Then. with: ∀z ∈ Cπ . and let h ∈ C such that z + h ∈ Cπ . so that: fk (z + h) − fk (z) h Consider g(α) =
α eα −1 . z
Proof. the dominant term in this sum is α and it tends to zero. when α tends to zero. fk is holomorphic in Cπ = C\] − ∞.
=
1 α .
3.3
Conformal mapping
In this section. for t ≥ 0. This tangent makes an angle arg γ (0) with the real axis.3. and calculate their derivatives in this domain: (i) f (z) = exp 1 + iz 3 . both with parameter interval [0. we will see that any holomorphic function whose derivative is nonzero deﬁnes such a mapping.5
Exercises
Find the domain of holomorphy of the following functions. z 2 −1
(iii) f (z) = tan(z)cos(z). provided γ (0) = 0. let γ1 and γ2 be two paths. there is a welldeﬁned tangent to γ at ζ = γ(0): ζ + tγ (0). CONFORMAL MAPPING
87
3. we will brieﬂy study mappings between regions of the complex plane that preserve angles.
To go further
3.3. (ii) f (z) =
sin(iz+3) . Assume that γ1 (0) and γ2 (0) are
. 1]. In particular.3. 1]. Now.2. Then. for convenience.1
Conformal mapping
Consider a path γ with parameter interval [0. (iv) f (z) = tanh(z)cosh(z). (v) f (z) = cosh (2 sin(z) + iπ). with a common starting point γ1 (0) = γ2 (0) = ζ.
respectively (note that they are. with parameter interval [0. f preserves angles between paths in G meeting at ζ. It is said to be conformal at a point ζ ∈ C if it is conformal in a disc D(ζ. which is the result that needed to be proven. Deﬁnition 28. If f is conformal in G. paths. Suppose that f (ζ) = 0. and remembering that arg(z/w) = arg(z) − arg(w): Λ = λ. A complexvalued function f is conformal in an open ¯ set G ⊆ C (or C). Let λ = arg γ1 (0) − arg γ2 (0) be the angle between γ1 and γ2 at ζ. so that each path has a welldeﬁned tangent at ζ. indeed. r) for some r > 0. = f (ζ)γ2 (0) γ2 (0) (f ◦ γ2 ) (0) Hence. Conformality theorem. This means that two paths meeting at ζ with an angles µ are transformed by f into two paths meeting at f (ζ) with an angle µ. and let γ1 and γ2 be paths. The paths γ1 and γ2 are mapped by f to paths f ◦ γ1 and f ◦ γ2 . Proof. in G meeting at ζ = γ1 (0) = γ2 (0). DIFFERENTIATION
both nonzero. if f ∈ H(G) and ∀z ∈ G. taking the argument of both side. because f is holomorphic). The conformality theorem admits a partial converse: Theorem 13. with an angle Λ = arg (f ◦ γ1 ) (0) − arg (f ◦ γ2 ) (0). 1]. then. f (z) = 0. f is holomorphic in G. Let f : C → C be holomorphic in an open set G. The angle between γ1 and γ2 at ζ is then simply the angle between their tangents at that point: arg γ1 (0) − arg γ2 (0). let f : C → C be a function such that its partial derivatives fx and fy exist and are continuous in G. Theorem 12.88
CHAPTER 3. the conformality theorem shows that a conformal mapping preserves both the magnitude and sense of angles between paths. Hence. Let G be an open set of C. We have: γ (0) f (ζ)γ1 (0) (f ◦ γ1 ) (0) = 1 . These two paths meet at f (ζ). Then.
.
y) + iv(x. If f preserves the angle and sense in G we must therefore have: arg (Γ1 (0)/Γ2 (0)) = π/2. Writing f (z) = u(x. this gives the CauchyRiemann equations. f is conformal in C\{−d/c} for c = 0. o Proof.3. i. This implies that f is holomorphic in G. one can write: Γ (t) = 1 1 (fx − ify ) γ (t) + (fx + ify ) γ (t).2
Some examples
We start by proving that M¨bius transformations are conformal. we have: ∀z ∈ C\{−d/c}.e. 1].3.3. we can consider that the square[−1. It is enough to prove that M¨bius transformation are holomorphic o with f (z) = 0 on C\{−d/c}. Then. They intersect at 0. the line segment [0. Consider γ a path in G. y). • γ2 (t) = t for t ∈ [0.
3. f (z) = ad − bc = 0. the line segment [0. Let f : z → (az + b)/(cz + d) with ad − bc = 0 be a general M¨bius transformation. by a simple manipulation. This is easily done by realizing that f is the ratio of two holomorphic functions. Now. so. 1] × [−i. 2 2
where the partial derivatives are evaluated at γ(t). up to a change of origin and units. i] is in G.e. i]. 1]. we can say that f has continuous partial derivatives that satisfy the CauchyRiemann equations everywhere in G. (cz + d)2
. with an angle π/2: arg (γ1 (0)/γ2 (0)) = π/2. Let Γ = f ◦ γ. and consider two paths: • γ1 (t) = it for t ∈ [0. 1]. Note that the argument would be valid for any perpendicular curve at any point of G. This implies that arg (fx /fy ) = π/2. hence: fy = ifx . Moreover. CONFORMAL MAPPING
89
Proof. provided we use the correct reparametrization of the paths. i. at 0. o Theorem 14.
maps the open right halfplane onto the unit disc. This point is mapped into ∞ by f . one can show immediately that the derivative at z = 0 is nonzero. maps the open left halfplane onto the unit disc. DIFFERENTIATION
When we studied M¨bius transformation. Hence. Then: τ= cz + d . We will also say that f is ˜ ˜ conformal at ∞ if f such that f (z) = f (1/z) is conformal at z = 0.
Other examples of conformal maps are:
. Let c = 0. and say that f is conformal at ζ if g is conformal at ζ. Then: bζ + a ˜ . Finally. this is conformal at 0. consider the behaviour at z = −d/c. Let τ = 1/w where w = 1/f (z). we will build g : z → 1/f (z). Hence. in the case c = 0. f (ζ) = dζ + c From the previous theorem. Now. so f is conformal at z = −d/c. Geometrically. We would therefore like to extend our notion of confor¯ mality to C. f (∞) = ∞. By considering τ = 1/w as a function of ζ = 1/z. so f is conformal at inﬁnity. we can conclude that M¨bius transformations are conformal at every o ¯ point of C. maps the open lower halfplane onto the unit disc. we can now list a lot of standard conformal mappings that are M¨bius transformations: o • z→ • z→ • z→ • z→
z−i z+i z+i z−i z−1 z+1 z+1 z−1
maps the open upper halfplane onto the unit disc.90
CHAPTER 3. If f maps ζ ∈ C to ∞. it means that f maps a pair of circles tangent at z = −d/c into a pair of parallel lines. az + b
and this has a nonzero derivative at z = −d/c. we considered their behaviour o ¯ in C rather that C.
At z = 0.
. • Any holomorphic branch of the logarithm. with ∀z ∈ C. CONFORMAL MAPPING
91
• The exponential map. so the map is not conformal. as long as the resulting function remains holomorphic with a nonzero derivative in the region one wishes to transform.3. 1} is holomorphic in C∗ . The conformality also follows from the holomorphy and the nonzero value of the derivative. • Any holomorphic branch of a general power z → z α .
• z → z n for n ∈ N\{0. it is important to choose the cut so that the region we wish to map is not aﬀected by the introduction of the cut. Then. eiz = eiz = 0. for α > 0. In the last two cases. angles are magniﬁed by a factor of n. It is conformal in C because it is holomorphic in C.3. conformal mappings can be constructed at will by any standard operations on functions applied to the few we have listed above.
92
CHAPTER 3. DIFFERENTIATION
.
Chapter 4
Complex integration
93
.
We will see that all this machinery of complex integration allows us to prove very important theorems that are encountered everywhere in mathematics. A realvalued function h that is piecewise continuous is integrable with:
b n−1 tk+1
h(t)dt =
a n=0 tk
hk (t)dt . b] iﬀ there exists real numbers (ti )i∈{0.
This comes from the fact that continuous real functions are integrable.
4.1. In partic
ular.. the fundamental theorem of calculus. as the join of ﬁnitely many smooth (i. These paths and contours will be essential in the theory of complex integration. Liouville’s theorem. diﬀerentiable) curves: It is a function γ : [a. as. to deal with Laplace and Fourier transforms etc.n} such that a = t0 < t1 < . Let us recall what piecewise continuity means. < tn = b and continuous functions hk : [tk . let us remember that we have deﬁned a path in the ﬁrst chapter of this course.1
Integration in the complex plane
To start..
4. tk+1 [. we will prove Cauchy’s theorem. the fundamental theorem of algebra... A contour was just a closed path made of bits of circlines (circular arcs and line segments).e. A function h : [a. tk+1 ] → C such that h(t) = hk (t) for t ∈]tk . INTEGRATION The content of this chapter is the core of complex analysis. b] ⊂ R → C that is piecewise continuous and diﬀerentiable.
a
. b] except possibly for a ﬁnite number of discontinuities . for example... That means that h is continuous everywhere on [a.1
Integration along paths
What is the meaning of an object like:
b
f (z)dz . b] ⊂ R → C is piecewise continuous on [a. Note that h need not be deﬁned at the points tk .94
CHAPTER 4.1. but also methods to integrate real functions. Cauchy’s formulae and the residue theorem.
e. b]. b] into smaller interval [xi . later that. there exists inﬁnitely many curves that join a point a to a b. If this is the case. where Re(f ) and Im(f ) are real functions. Then. we will show. and f : S ⊆ C → C a complex function? In real analysis. in the complex plane. let us see the case of a complexvalued functions deﬁned on an interval of R. 0 0
. with x0 = a and xn = b. One could have the idea to generalize that to a complex integral.. Which one should one choose? Actually. the result of the integration does not depend on the path. 1. b] is cut into subintervals.1. Then. when the size of the subintervals tends to zero. under certain conditions. it can be shown that the limit does not depend on the way the interval [a. Before treating the general case of complex function. i. . We say that f is integrable iﬀ Re(f ) and Im(f ) are both integrable.. xi+1 ] such that ∀i ∈ {0. and to calculate the integral of a function between two complex numbers by a succession of small increments that start at a and connect it to b. b] ⊆ R → C. we will deﬁne complex integration by using a particular path between a and b. But. Let f : [a. xi = x0 + i xn −x0 . when n tends to inﬁnity. Deﬁnition 29.
a
relies on the partition of [a. of the sum:
n−1
f (xi )(xi+1 − xi ) . then. f (x) = Re(f (x)) + iIm(f (x)).
The easiest example of such an integral is:
2π 2π 2π
eix dx =
0 0
cos(x)dx + i
0
sin(x)dx = [sin(x)]2π − i[cos(x)]2π = 0. n}. we deﬁne:
b b b
f (x)dx =
a a
Re(f (x))dx + i
a
Im(f (x))dx .4. b] ⊂ R and f a real function.
i=0
Then.. Riemann’s construction of the integral:
b
f (x)dx for [a. the integral n is deﬁned as the limit. INTEGRATION IN THE COMPLEX PLANE
95
when a and b are complex numbers. Let ∀x ∈ [a.
. Let a ∈ C and r > 0. note that the integral on the righthand side is well deﬁned. Let γ be a path such that γ : [a. b] ⊂ R → C. By deﬁnition.
Deﬁnition 30. Let f : γ ∗ → C be continuous.. there exists (ti )i∈{0. by:
b
f (z)dz =
γ a
f (γ(t))γ (t)dt .. Then:
(z − a)n dz =
γ(a. z = γ(t)..
. the point on the curve moves from z to z + dz with dz = γ (t)dt. by deriving with respect to t:
dz = γ (t) .96
CHAPTER 4. r) is then a contour).1. Hence. < tn = b such that γ is continuously diﬀerentiable on every [tk . dt This tells us that when we move from t to t+dt.
Please. Let γ(a.r)
0 2πi
if n = −1 if n = −1 . The following result. will be used extensively in the rest of this chapter. b]. We can justify the previous formula by noting that we have: z ∈ γ ∗ ⇔ ∃t ∈ [a. We deﬁne the integral of f along γ.. if γ is closed. a direct application of the deﬁnition. and hence integrable. r) be the circle centred on a of radius r (γ(a. because (f ◦ γ)γ is piecewise continuous.n} with a = t0 < t1 < . or round γ. INTEGRATION
We are now equipped to deﬁne properly the integral of a complex function along a path. tk+1 ]..
Proposition 22.
This states that the integral along a path is only dependent on the path. and f : γ ∗ → C be continuous. b] ˜ a b] ˜ a b] has a positive continuous derivative.1)
−i
2π cos((n+1)t) n+1 0 i[t]2π 0
0 for n = −1 2πi for n = −1 . τ ] and [τ. where ψ : [˜. Then: (i)
−γ
f (z)dz = −
γ
f (z)dz. So:
2π
97
(z − a)n dz =
γ(a. ˜ → [a. Proposition 23. (4.
(ii) If τ ∈]a.
(iii) Let γ : [˜. b] respectively: f (z)dz =
γ γ1
f (z)dz +
γ2
f (z)dz. ˜ → C be a path such that γ = γ ◦ ψ. r)(t) = a + reit with t ∈ [0. b] → C be a path.1. and not on the parametrization of the path. b[ and we note γ1 and γ2 the restriction of γ to [a. by deﬁnition: γ(a. INTEGRATION IN THE COMPLEX PLANE Proof.
.4. 2π]. Then: f (z)dz =
γ ˜ γ
f (z)dz. We have.r) 0
reit
2π
n
reit dt
= irn+1
0
ei(n+1)t dt
2π 2π
= irn+1 0 n+1 ir = =
cos ((n + 1)t) dt + i
0 2π sin((n+1)t) n+1 0
sin ((n + 1)t) dt for n = −1 for n = −1 .
The rest of this subsection will be a list of some technical results. Let γ : [a.
the upper semicircle centred on 0 of radius R and
. and since ψ > 0. For t ∈ [˜.. the boundary of the integral stay in the same order. b] → C be a path. γ (t) = γ (ψ(t))ψ (t). The ﬁrst two points are direct consequences of the deﬁnition of
γ
f (z)dz. Hence:
b
f (z)dz =
γ ˜ a
f (γ(s))γ (s)ds =
γ
f (z)dz ..98
CHAPTER 4. we can use the second point and sum integrals on smooth restrictions of the path.n} . we can assume that γ and γ are smooth: ˜
if they are not. Suppose that γ is the join of paths (γi )i∈{1. Let γ : [a. R] and γ2 ..
Let us now apply what we have learned to an example Example 5. Let f : γ ∗ → C be continuous. applied to the particular case of a reparametrization by translation of the parameter interval. Proposition 24.
The following proposition can be proved by using the second property of the proposition above. as well as the third one. we have ds = ψ (t)dt. To prove the third point. Let γ be the contour whose image is formed by the join of
∗ ∗ γ1 = [−R. Finally: t = a ⇒ s = a and t = ˜ ⇒ ˜ b s = b. ˜ Now. Then:
n
f (z)dz =
γ k=1 γk
f (z)dz .. ˜ we have: a b]. we have:
˜ b
f (z)dz =
γ ˜ a ˜ ˜ b
f (˜ (t))˜ (t)dt γ γ f (γ(ψ(t)))γ (ψ(t))ψ (t)dt
a ˜
=
Writing s = ψ(t). INTEGRATION
Proof.
2
The fundamental theorem of calculus
In real analysis.1. We will denote γ2 = Γ(0. since z ∈ [−R. If F (z) exists and is continuous at each point of γ ∗ . and then to apply the fundamental theorem of calculus.1.2. Consider f (z) = z 2 . Note that the integral along [−R.
4. R] ⇒ Im(z) = 0. So. It turns out that a similar procedure is possible for complex integral. Let γ : [a.3). thanks to the complex version of the fundamental theorem of calculus: Theorem 15. we have:
1 π
f (z)dz =
γ 0
((2t − 1)R)2 × 2Rdt +
0
R2 e2is iReis ds R3 3is e 3
π 0
=
2R3
4 3 t − 2t2 + t 3
1
+
0
= 0.
. and let F be a complex function that is deﬁned on an open set containing γ ∗ . then: F (z)dz = F (γ(b)) − F (γ(a)) . R). b] → C be a path. 1] .
γ
It is clear that if γ is closed. INTEGRATION IN THE COMPLEX PLANE
99
described counterclockwise (cf ﬁgure 4. We have: γ1 (s) = (1 − t)(−R) + tR for t ∈ [0. R] could have been recovered directly. π] . this integral is zero. and: γ2 (s) = Reis for s ∈ [0.4. so that it is just a real integral. is to recognize the integrand as the continuous derivative of a known function. a usually simple way to evaluate integral.
F ◦ γ is diﬀerentiable on [a. we choose a = t0 < t1 < . INTEGRATION
Figure 4. Note that we applied the real version of the fundamental theorem of calculus to the real and imaginary parts separately.. b] and (F ◦ γ) (t) = F (γ(t))γ (t).. Let us ﬁrst assume that γ is smooth. Then:
b
F (z)dz =
γ a
F (γ(t))γ (t)dt
b
=
a b
(F ◦ γ) (t)dt
b
=
a
(Re (F ◦ γ)) (t)dt + i
a
(Im (F ◦ γ)) (t)dt
= [Re (F ◦ γ) (t)]b + i [Im (F ◦ γ) (t)]b a a = F (γ(b)) − F (γ(a)) .100
CHAPTER 4. If γ is not smooth. < tn = b such that
.1: Contour for
γ
z 2 dz. in the example
Proof. Then.
Let us cite a result that is very useful when the fundamental theorem of calculus cannot be used (and even sometimes when it can).
In particular.4. for example. then: f (z)dz ≤ M × length(γ) . ∀z ∈ γ ∗ . by applying the previous result to each smooth portion.1. tk+1 ] are smooth. f (z) ≤ M . To convince yourself of that. we have the corollary: Corollary 1. INTEGRATION IN THE COMPLEX PLANE
101
the restrictions γk ’s of γ to the [tk . you can try for a line segment or a circle. we have:
n−1
F (z)dz =
γ k=0 γk n−1
F (γ(t))γ (t)dt
=
k=0
(F (γ(tk+1 )) − F (γ(tk )))
= F (γ(b)) − F (γ(a)) . This proposition is a direct consequence of the deﬁnition of the complex integral.
Note that the function length deﬁned above give exactly what we would expect the length of a path or a contour to be.
.
γ
where: length(γ) =
a
b
γ (t)dt . b] → C be a path and f : γ ∗ → C be a continuous function.
Proof. Proposition 25. If ∃M > 0. Let γ : [a. and. Then:
b
f (z)dz ≤
γ a
f (γ(t))γ (t) dt . and of the wellknown result of real analysis:
b b
f (x)dx ≤
a a
f (x) dx .
called Cauchy’s theorem. 1] ∪ [1. INTEGRATION
4.1
Historical Cauchy’s theorem
Theorem 16.2.
4. in continuous. we are going to prove an extremely important result. ﬁrst proven by Cauchy. Historical Cauchy’s theorem.3
Exercises
Calculate the following integrals: (i) (ii) (iii) (iv)
γ (z 2
+ z + 2)dz. the CauchyGoursat’s theorem. 2). positive semi
γ
γ
circle centred on 0.2
Cauchy’s theorem
In this section. compared to the second one. We will ﬁrst prove the historical theorem.
γ
. cos(z)dz. with γ = Γ(0. with γ = [0. There are actually two Cauchy’s theorem: the historical one. with γ = γ(0. Let γ be a contour (simple closed path). f . 1 γ z−i dz. γ ∗ ⊂ C. 1). 0]. and then.
with γ = γ(i. namely that the ﬁrst derivative of the integrand.1. 2).
2
γ
zeiz dz.
with γ = γ(i. Suppose that f is continous on γ ∗ and in the interior of γ ∗ . (v) (vi)
1 γ (z−i)2 dz. z sinh(z 2 )dz. The ﬁrst one makes an extra assumption.
4. 2). with γ = [1 + i. the counterclockwise.102
CHAPTER 4. Then: f (z)dz = 0. Let f be a complex function that is holomorphic on γ ∗ and in the interior of γ ∗ . 1 + i]. and the CauchyGoursat theorem.
deﬁned on the Cartesian plane. then: P dx +
γ∗ γ∗
Qdy =
γ ∗ ∪I(γ)
∂Q ∂P − ∂x ∂y
dxdy. The result thus follows. to get: f (z)dz =
γ γ ∗ ∪I(γ)
(−vx − uy ) dxdy + i
γ ∗ ∪I(γ)
(ux − vy ) dxdy. Then: f (z)dz =
γ a b b
ux − vy dt + i
a
vx + uy dt. by going back to integrals in the real Cartesian plane: f (z)dz =
γ γ∗
udx −
γ∗
vdy + i
γ∗
vdx + i
γ∗
udy. let us write that f (z) = u(x.2. By writing γ : t ∈ [a.
It is time to remember a result from calculus: Green’s theorem. b] ⊆ R → z(t) ∈]C.4. by hypothesis. y).
But. y) and Q(x.
Here.
Now. It states that. f and f are continous on γ ∗ ∪ I(γ). y). CAUCHY’S THEOREM Proof. y) + iv(x.
To go further
. we thus have.
By noting that α dt = dα. We can then apply Green’s theorem. we have:
b
103
f (z)dz =
γ a
f (z(t)) z (t)dt. so u. if two realvalued functions P (x. with z(t) = x(t) + iy(t). v and their partial derivatives are also continous on γ ∗ ∪I(γ). together with their ﬁrstorder partial derivatives are continuous on γ ∗ and in the inside of γ (noted I(γ)). CauchyRiemann equations applied to f ensure that the two integrands are identically zero.
In order to prove this version of Cauchy’s theorem. ∀z ∈ γ ∗ . z ∈ γ ∗ }. m) ⊆ G .. and γ : [a. Dk = D(γ(tk ).. But. We now have to go deeper in the properties of these objects. we will need the fundamental theorem of calculus that we proved in the previous section. It is actually extremely useful. INTEGRATION
4. ∃Mz > 0.. Since γ ∗ ⊂ G and G is open. Then. m) ⊆ D(z.N } such that: • ∀k ∈ {0. its power will completely supersede the one of the fundamental theorem of calculus. Then.... < tN = b. Lemma 3.. that f (and all the other higherorder derivatives) is actually also holomorphic. N }. clearly. later. Take m = min{Mz .. once we will have Cauchy’s theorem. we have deﬁned a contour as a simple closed path whose image is the join of a ﬁnite number of line segments and circular arcs.2
CauchyGoursat theorem
Here we will relax the hypothesis of continuity of f . 1.
. Properties of contours In the ﬁrst chapter. Let γ be a path and G ⊆ C be an open subset of C such that γ ∗ ⊂ G. b] → C be a path such that γ ∗ ⊆ G. . Mz ) ⊆ G . the lemma follows because D(z. since it will allow us to prove. This lemma will be useful in proving the covering theorem: Theorem 17.. so: ∀z ∈ γ ∗ . Let G ⊆ C be an open set. Mz ) for all z ∈ γ ∗ .104
CHAPTER 4. D(z. m) with a = t0 < t1 < . and we may not need the latter any more. there exists a real constant m > 0 and a sequence of open disks (Dk )k∈{0. + Proof. D(z. We will restrict our proof of Cauchy’s theorem to a version that is suﬃcient for any application that we have in mind in an introduction to complex analysis. that means that any z ∈ γ ∗ is also in G. Then: ∃m ∈ R∗ .1.2.
l) is odd. By using the previous lemma. CAUCHY’S THEOREM • ∀k ∈ {0. the theorem is valid. 1. s − t < δ → γ(s) − γ(t) < m ... connected sets. Hence: ∀(s. b]. Then. Let a ∈ γ ∗ . then. . 1.. Then.. ∃δ > 0. This states the uniform continuity of γ. for a start. t) ∈ [a. . tk+1 − tk  < δ. We can now state Jordan curve theorem for a contour: Theorem 18.. N }. N }. • ∀k ∈ {0. of γ ∗ is of the form I(γ) ∪ O(γ). N }. where I(γ) and O(γ) are disjoint. and O(γ) the set of points for which N (a.
Proof. Let γ be a contour. we can choose a = t0 < t1 < .. One can convince himself that whether N (a. [a. and the same for the imaginary part of γ....4. Let N (a. in the complex plane. the complement. t) ∈ [a. 1. We have to prove that γ ∗ can be covered by a ﬁnite set of such disks. b]2 . b]. l) be the number of times l cuts γ ∗ . that γ is smooth. but only on the position of a in C\γ ∗ . We will only give the outline of the proof. . we have: ∀(s. γ([tk . • γ∗ ⊆
N k=0 Dk
105
⊆ G. Now. since we can apply the same argument to the smooth pieces that constitute γ. I(γ) is the inside of γ ∗ and is bounded.. each overlapping the next. ∃c ∈ [a. Let I(γ) be the set of points for which N (a. l)
. b]2 . Let l be a ray with endpoint a. This result remains valid if γ is not smooth. by applying the real mean value theorem. Proof. whereas O(γ) is the outside of γ ∗ and is unbounded.. Dk ∩ D(k + 1) = ∅. l) is odd or even does not depend on the direction of l. Since they are continuous on a closed interval. (Reγ) (s) − (Reγ) (t) = (s − t) (Reγ) (c) . m). tk+1 ]) ⊆ Dk . < tN = b such that ∀k ∈ {0. m) ⊆ G. Suppose. we can choose m > 0 such that ∀z ∈ γ ∗ .2. (Reγ) and (Imγ) are bounded. If we choose Dk = D(γ(tk ). D(z.
106
CHAPTER 4. INTEGRATION
is even. The fact that I(γ) and O(γ) are open follows from the fact that γ ∗ is closed (since it is compact, as image under a continuous function, of a compact interval of R). Finally, to prove the connectedness of I(γ) (the idea is the same for O(γ)), it is suﬃcient to prove that any two points a and b in I(γ) can be joined by a path in I(γ) made of circlines. The idea is to join a and b to two points a and b in I(γ) that are close to γ ∗ , and follow γ ∗ at a ﬁxed small distance from it, staying in I(γ) in order to join a to b . The previous theorem allowed us to characterize the inside and the outside of a contour. What about the notion of boundary? Theorem 19. The boundary of a set S is deﬁned to be: ∂S = S ∩ C\S. Note that when S is open, C\S is closed, so C\S = C\S. Hence, if S is open, ∂S = S\S. For a contour γ, both γ ∗ ∪ I(γ) and γ ∗ ∪ O(γ) are closed, and γ ∗ is the boundary of I(γ) and O(γ). Finally, we need a last result that will be crucial in our proof of Cauchy’s theorem: it is a way to break up an integral along a polygonal contour into a sum of integrals along triangles. Theorem 20. Let γ be a polygonal contour in C. Let z1 , z2 , ..., zn , for n > 3 be the vertices of γ ∗ . Then, it is possible to insert n − 3 line segments [zj , zk ] that subdivide I(γ) into n−2 triangles. Each of the inserted segments ]zj , zk [ lies in I(γ). Proof. Again, we will only present an outline of the proof. If I(γ) is convex, then, the segments [z1 , zk ] for k ∈ {3, ..., n − 1} triangulate it. Otherwise, one of the interior angle at some vertex, say z1 , is greater than π. Let l be a ray emanating from z1 such that, for r > 0 suﬃciently small along l, D(z1 , r) ∩ I(γ) = ∅ (this means that l points into I(γ)). Moving along this ray l from z1 , there is a ﬁrst point of intersection of l with γ ∗ ; call it wl = z1 . For one ray l at least, the point wl is a vertex of the polygon. Let zk be such a vertex. The segment [z1 , zk ] can then be used to create two new
4.2. CAUCHY’S THEOREM
107
polygonal contours, each of whose images in C has fewer than n vertices (by partitioning γ in two contours). The argument is the repeated until only triangles remain. CauchyGoursat theorem Cauchy’s theorem states that, under suitable conditions on the function f , the closed path γ and the set G on which f is holomorphic, we have: f (z)dz = 0.
γ
Our derivation of the fundamental integral
γ(0,1) z
−1 dz
= 2πi, shows that
Cauchy’s theorem fails for a function that is not holomorphic at every point inside. Indeed, z → 1/z is holomorphic everywhere in γ(0, 1), except at 0. We say that f is holomorphic inside and on a contour γ iﬀ f ∈ H(G) for some open set G such that γ ∗ ∪ I(γ) ⊆ G. The fundamental theorem of calculus implies that
γ
F (z)dz = 0 if γ is
a closed path in an open set G on which F is deﬁned. Hence, it is tempting to approach Cauchy’s theorem by trying to ﬁnd conditions under which f ∈ H(G) has an antiderivative F (such that F = f ). Actually, we will see that provided G is convex, this is so if
γ
f (z)dz = 0 for all triangles γ in G.
Therefore, we shall prove Cauchy’s theorem for triangles ﬁrst. Our general strategy to prove Cauchy’s theorem is summarized as follow: 1. Proof of Cauchy’s theorem for triangles. 2. Proof of the indeﬁnite integral theorem. 3. Proof of the antiderivative theorem (implied by Cauchy’s theorem for triangles together with the indeﬁnite integral theorem). 4. Proof of Cauchy’s theorem for convex regions (implied by the antiderivative theorem together with the fundamental theorem of calculus).
108
CHAPTER 4. INTEGRATION
5. Proof of Cauchy’s theorem for a contour. Theorem 21. Suppose that f : C → C is holomorphic on an open set G which contains a triangle γ and I(γ). Then: f (z)dz = 0.
γ
Proof. Let γ = [u, v, w], i.e. the triangle formed by joining [u, v], [v, w] and [w, u]. Let u , v and w be the midpoints of [v, w], [w, u] and [u, v], respectively. Consider the triangles γ0 = [u , v , w ], γ1 = [u, w , v ], γ2 = [v, u , w ], and γ3 = [w, v , u ]. Then:
3
I=
γ
f (z)dz =
γ
f (z)dz =
k=0 γk
f (z)dz.
The triangle inequality reads:
4
I ≤
k=0 γk
f (z)dz .
Consider the k for which
γk
f (z)dz is maximum, and relabel it 1, then: f (z)dz ≥
γ1
1 I . 4
1 Note that, by Thales theorem, length(γ1 ) = 2 length(γ). Repeat the ar
gument with γ1 instead of γ. By induction, we can thus generate a sequence of triangles γ0 , γ1 , γ2 , ... such that: • γ0 = γ; • ∀n ∈ N, ∆n+1 ⊆ ∆n , where ∆n is the closed triangular area with
∗ boundary γn ;
• ∀n ∈ N, length(γn ) = 2−n L, with L = length(γ);
4.2. CAUCHY’S THEOREM
109
Figure 4.2: Subdivision of a triangle for the proof of Cauchy’s theorem for a triangle. • ∀n ∈ N, 4−n I ≤ The set
+∞ n=0 ∆n
γn
f (z)dz .
contains a point Z common to all the triangles ∆n . This
seems obvious, but to prove it, select a point zn ∈ ∆n for all n ≥ 0. Since all the points belong to ∆0 , a bounded set, the sequence (zn )n∈N is bounded. Therefore, it has a convergent subsequence. Let us call its limit Z. For each n ≥ 0, Z is a limit point of the subset (zk )k≥n of ∆n , so it belongs to ∆n . Now, let > 0. f is diﬀerentiable at Z since it is holomorphic in the triangle. So, there is a r > 0 such that: ∀z ∈ D(Z, r), f (z) − f (Z) − (z − Z)f (Z) < z − Z. Let N ∈ N such that ∆N ⊆ D(Z, r). Then, for all z ∈ ∆N , z − Z ≤ 2−N L.
z + h] and [a. r) ⊆ G for r > 0. By hypothesis. so I = 0. F (z) =
[a.z+h] [a. INTEGRATION
f (Z) + (z − Z)f (Z) dz = 0. such that h < r implies z + h ∈ G. Let z ∈ G. Proof.z+h] f (z)dz
=0=
[a. For h < r.110 Moreover:
CHAPTER 4.
γN
according to the fundamental theorem of calculus for a closed contour applied to the function F (z) = f (Z)z + (z 2 /2 − Zz)f (Z).z] f (w)dw+
+
[z+h. Indeﬁnite integral Theorem.a]
f (w)dw −
[z+h. we have: I ≤ L2 for an arbitrary
Theorem 22.z. Let a ∈ G. the function ∀z ∈ G. z + h] are all in G since G is convex.z]
F (z + h) − F (z) = = −
f (w)dw f (w)dw
[z. Let f : C → C be a continuous function on a convex region G ⊆ C such that
γ
f (z)dz = 0 for any triangle γ ⊆ G.z+h]
f (w)dw.
is holomorphic in G with F = f .z+h] dw
We can choose the parametrization such that
= h.
Hence: f (w)dw −
[a. since the integrand on the righthand side is bounded: f (z)dz ≤ 2−N L × length(γ) = 2−2N L2 . [z.
and.
[z.z]
F deﬁned by: f (w)dw. Then.a] f (w)dw.a]
=
[z.
γN
f (z)dz .z+h] f (w)dw [a. the line segments [a.
γN
Since we have: 4−N I ≤ small . and D(z. Now: f (z)dz =
γN γN
f (z) − f (Z) − (z − Z)f (Z) dz .
[z.
. z].
since f ∈ H(G).z+h]
The righthand side clearly tends to 0 as h tends to zero.2. by the indeﬁnite
integral theorem. So.2) h w∈[z.4. Hence. we have f. F is holomorphic in G with F = f . there exists F ∈ H(G) such that F = f . Proof. We can now prove Cauchy’s theorem for a convex region:
γ
f = 0 for any triangle γ ⊆ G.3: Proof of the indeﬁnite integral theorem. there exists a function F such that F ∈ H(G) and F =
. (4. Then. This leads to the ﬁrst version of the antiderivative theorem: Theorem 23.
Hence: F (z + h) − F (z) − f (z) h = ≤ 1 h (f (w) − f (z)) dw
[z. Indeed. Let G be a convex region and let f ∈ H(G). CAUCHY’S THEOREM
111
Figure 4.z+h]
1 × h × sup f (z) − f (w). This results simply from the two previous theorems.
f is holomorphic on γ ∗ ∪ I(γ). by applying Cauchy’s theorem for triangles. Hence. INTEGRATION
Theorem 24. Cauchy’s theorem for a contour (CauchyGoursat theorem). we use the covering theorem and introduce overlapping discs Dk = D(γ(tk ). So
γ
f (z)dz = 0. Then. the last equality holding because of the fundamental theorem
of calculus applied along a closed path. we use the following form of the theorem: Theorem 25. we can write:
N
f (z)dz =
γ k=1 γk
f (z)dz.
. Let G be a convex region and f ∈ H(G).. Then: f (z)dz = 0... By triangulating γ. Let G be an open set containing γ ∗ ∪ I(γ). the region in which we wish to apply Cauchy’s theorem is not convex. Then..
Now. the antiderivative theorem tells us that there exists F ∈ H(G) such that F = f .
where each γk is a triangle (note that. that satisfy the conditions of the covering theorem.
γ
Proof. Cauchy’s theorem for a convex region. m) for k ∈ {0. We will approximate γ by a polygonal contour. < tN and γ(t0 ) = γ(tN ). with t0 < t1 < . In that case. To do this. let γ be any contour.. the integrals of f along each γk are zero. First. Let f : C → C be holomorphic inside and on a contour γ. . Very often. suppose that γ is a polygon. as in the proof of Cauchy’s theorem for triangles. Indeed. The result follows from using the antiderivative theorem and applying the fundamental theorem of calculus.112
CHAPTER 4.
γ γ
f (z)dz =
F (z)dz = 0. for every closed path γ such that γ ∗ ∈ G: f (z)dz = 0. By deﬁnition. N }.
γ
Proof. the integrals along the inserted line segments cancel).
4: Proof of Cauchy’s theorem for a convex region. Dk ˜ being convex. By application
of the ﬁrst part of the proof. i. we therefore have.
Moreover...2. is also contained in G.4. CAUCHY’S THEOREM
113
By increasing the number of discs if necessary. Moreover.. we can assume that each γk .
γ ˜
Figure 4. the join of γk and −γk is a closed path in Dk for every k. the line segments γk = [γ(tk ). tk+1 ] is a line segment or a circular arc (remember that a contour. and so. in this course is the join of ﬁnitely many line segments and circular arcs). each restriction of γ to [tk . γtk+1 ] ˜ for k ∈ {0. by applying Cauchy’s theorem for a convex
. N −1} join to form a polygonal contour γ such that γ ∗ ∪I(˜ ) is ˜ ˜ γ contained in
N k=0 Dk
∪ I(γ). . we have: f (z)dz = 0.e.
Then. When the function is not holomorphic inside and on the contour. I =
2
γ(0.114 region: ∀k ∈ {0. In the following two examples. It is not holomorphic anywhere (the CauchyRiemann equations are not veriﬁed anywhere except at z = 0). For example. .. Note that without Cauchy’s theorem.
Example 6.
γk
CHAPTER 4. there is no way to prove this (in particular with the fundamental theorem of calculus). consider f (z) = (Im(z))2 and the contour γ(0. so f
is holomorphic on D(0. one has to write γ(t) = eit for t ∈ [0. (ii) f (z) =
eiz . 1). so it is holomorphic on D(0. By de Moivre’s formula: f (gamma(t)) = sin(2t) = 2 cos(t) sin(t).
Hence:
N −1 N −1
f (z)dz =
γ k=0 γk
f (z)dz =
k=0 γk ˜
f (z)dz =
γ ˜
f (z)dz = 0. 2π]. 4+z 2
2
The zeros of the denominator do not lie in D(0. and:
2π
I=
γ(0. 1). N − 1}. INTEGRATION
f (z)dz −
γk ˜
f (z)dz = 0... The function is holomorphic on C (as a composition of holomorphic functions). one has to rely on the deﬁnition of the path integral and use the parametrization of the path.
. and Cauchy’s theorem applies. 1).1) f (z)dz
is zero:
(i) f (z) = ez . 1). Cauchy’s theorem for a contour then gives the result.1)
f (z)dz =
0
f (γ(t))ieit dt = 0.
r)
f (z)dz. when performing calculation.
(iii) Let γ1 and γ2 be two circline paths with commons initial and ﬁnal points. we would like to replace a closed contour γ by a circle centred on a ∈ I(γ). γ ∗ ∪ I(ˆ ) ⊆ I(γ).
(ii) Let γ and γ be two positively oriented contours such that γ ∗ lies inside ˆ ˆ γ ∗ . Deformation theorem. Then. Theorem 26. We prove each point successively. Take d ∈ I(γ) ∩ D(c. according
. Then: γ f (z)dz =
γ γ ˆ
f (z)dz. r) ∈ I(γ) for a given r > 0.
Proof. i. at a ∈ I (ˆ ). except. except possibly at a. Let γ = γ1 ∪(−γ2 ).2. Let f : C → C be holomorphic inside and on γ. Then: f (z)dz =
γ γ(a. Since. when evaluating integrals. These results will be important later.
(i) Let c be the initial point of γ. Let δ > 0 such that f ∈ H(D(c. Let f : C → C be holomorphic inside and ˆ γ on γ.3
Deformation
Now that we have proven Cauchy’s theorem for closed contour. Then: f (z)dz =
γ1 γ2
f (z)dz. This is the topic of this subsection. and suppose that γ is simple. possibly. I(γ) ∩ D(c. δ).4. we would like to be able to replace some complicated contours by simpler ones. δ)). CAUCHY’S THEOREM
115
4.
(i) Let γ be a positively oriented contour and a ∈ I(γ) such that D(a.e. δ) = ∅. Let f : C → C be holomorphic inside and on γ.2. For example.
However.5: Proof of the deformation theorem. INTEGRATION
Figure 4. to obtain: ˆ
γ(a. the proof of Cauchy’s theorem for contours can be generalized to such paths (exercise). γ1 (t) − a > r (this means that b is the ﬁrst point
∗ at which γ1 meets the circle z − a = r). Now.r) f (z)dz γ
f (z)dz =
=
γ ˆ
f (z)dz. in both directions. Then γ2 = [c.
. I(γ) is (polygonally) connected.116
CHAPTER 4.
to Jordan’s curve theorem. there is a polygonal path γ1 in I(γ) joining d to a (and this path is simple). let Γ be the join: Γ = γ ∪ γ2 ∪ (−γ(a. r)) ∪ (−γ2 ). there is a point b = γ(T ) on γ1
such that ∀t ∈ [0. d] ∪ γ1 joins
c to b. So:
Γ f (z)dz
=0=
γ
f (z)dz −
γ(a. Let
∗ the parameter interval of γ1 be [α. T [.r) f (z)dz. Γ is not a contour because we trace γ2 twice.
(ii) This point can be proven by choosing some disk D(a. β]. r) ∈ I(ˆ ) and γ by applying the ﬁrst point twice to γ and γ .
Let γ be a positively oriented contour. we can use the deformation theorem and the known result for γ(a. so we cannot use the fundamental theorem of calculus. the results come from the fundamental theorem of calculus. r) to prove the statement. Consider f (z) = 2/(4z 2 − 1) and I =
γ(0. Then: 0 if a ∈ O(γ) if a ∈ I(γ) and n = −1 if a ∈ I(γ) and n = −1
(z − a) dz =
γ
n
0 2πi
Proof.4.
The
function f is holomorphic everywhere except at the two points z = ±1/2. there is no antiderivative for (z − a)−1 .
This theorem can give us a generalization of the fundamental integral
γ(a.1) f (z)dz. and let a ∈ C such that a ∈ γ ∗ .1/4)
1 1 1 dz = 2πi − 2πi = 0. However. When a ∈ I(γ).2. 2(z + 1/2) 2 2
. Example 7. For n = −1. together with the decomposition of the integral along a join. because then f is holomorphic inside and on the contour.1/4)
1 dz − 2(z − 1/2)
γ(−1/2. Then. Cauchy’s theorem is applicable when a ∈ O(γ). For n = −1.r) (z
− a)n dz for n ∈ Z. where its denominator cancels. we can apply the deformation theorem to each part and write: I=
γ(1/2. Let us separate these poles and write f (z) = 1/(2z − 1) − 1/(2z + 1). CAUCHY’S THEOREM
117
(iii) The last point is a direct result of Cauchy’s theorem.
Proposition 26.
Later.
for x ∈]0. 0]. zeit
Similarly.
We would like to see if there is an analogous relation for the complex logarithm. we have seen how to introduce a cut in the complex plane. π].. we deﬁned it as the inﬁnite set of solutions to the equation ew = z. w
where Γ(z) is the join of Γ1 (z) = [1. so that the argument of z is uniquely determined. Suppose that Imz ≥ 0. INTEGRATION
To go further
4. In real analysis. In order to get a welldeﬁned logarithm. Let z = zeiθ = 0. again
When we introduced the complex logarithm. for z = 0. we have seen that these branches are holomorphic. once we have
. +∞[.118
CHAPTER 4. 0] if Imz < 0. θ] if Imz ≥ 0 for t ∈ [θ. the logarithm is given by ln x =
x 1 1 u du. We can now examine this logarithm in more details. zei(θ−t) . So.2. with θ ∈] − π. z] and Γ2 deﬁned by: Γ2 (z) = zeit . This means that we are working in the plane with a cut along ] − ∞.4
The complex logarithm. that deﬁnes branches of the logarithm. one can show that F0 (z) = ln z + iθ for Imz < 0 (Exercise). by restricting the argument of z. Then: F0 (z) =
0 z
1 du + u
θ 0
1 zieit dt = ln z + iθ. we have a valid integral formula for the complex logarithm.
Note that the path Γ does not cross the cut.. for t ∈ [0. Let: F0 (z) =
Γ(z)
1 dw.
CAUCHY’S THEOREM
119
Figure 4.6: Contour for the derivation of the logarithm using an indeﬁnite integral. and in the negative sense if k < 0. let us deﬁne: Γk (z) =
k i=1 γ(0. by the
. 1).4. Then. restricted ourselves to a branch of the logarithm. in the positive sense if k ≥ 0. or even in C∗ ? Let us remember the fundamental integral: 1 dw = w 0 2πi if 0 ∈ O(γ) if 0 ∈ I(γ).
This means that we turn k times around 0 on the circle γ(0. In order to obtain this representation.2. we used a speciﬁc path in the complex plane with a cut.
γ
For k ∈ Z. 1)
∪ Γ(z) ∪ Γ(z)
if k ≥ 0 if k < 0. What would happen for a diﬀerent path in the cut plane. 1) −k i=1 γ(0.
ef (z) = z. (f − g)(z) = K ∈ C∗ . this can be generalized: if γ(z) is any circline path from 1 to z in C∗ . we can always impose C = 1. w
Note that. lnG z = ln z + iθ(z). as γ(z) varies. Theorem 27. The function f is uniquely determined up to the addition of an integer multiple of 2πi.
Γk (z)
CHAPTER 4. Let G be a convex region not containing 0. Then. holomorphic in G such that: ∀z ∈ G. f − g has zero derivative on G and is therefore constant: ∀z ∈ G. dz This implies that ze−f (z) is constant in G. hence: z = Cef (z) . Proof. INTEGRATION
1 dw = F0 (z) + 2kπi. Then: d ze−f (z) = e−f (z) − zf (z)e−f (z) = 0. and from the fact that the imaginary part of an holomorphic function is continuous. By a redeﬁnition of f . then the factor 2kπi would disappear. or equivalently. The integral formula for f then follows from the indeﬁnite integral theorem and the antiderivative theorem. then in ln z . ef (z) = eg(z) . z) ∈ G2 . eK = 1. The last part comes from the construction of the logarithm. f (z) = 1/z. w
where γ is any path in G with endpoints a and z. Hence: ∀z ∈ G. and: ∀(a. with C ∈ C∗ . Thus. By the antiderivative theorem. if we were replacing γ(0.120 same method as above: ∀z ∈ C∗ . K = 2kπi for k ∈ Z. there exists a function f ∈ H(G) such that: ∀z ∈ G. Then. where θ(z) ∈ arg z and z → θ(z) is a continuous function in G. f (z) − f (a) =
γ 1 γ(z) w dw
takes its values
1 dw.
. there exists a function f = lnG ∈ H(G) such that ∀z ∈ G. Suppose now that we have two functions f and g. 1) by a contour that does not encircle 0. Actually.
then f is identically zero in G. z3
sin(z) γ(i. π − i] ∪
[π − i.e.2. 1] ∪ [1.4. unless it is constant. 1 + i] ∪ [1 + i. π + i] ∪ [π + i. It states that if f is holomorphic in a region G and is zero in an open disc in G. with γ = [0. that is diﬀerentiable once).5
Exercises
Determine whether the following integrals are zero: (i) (ii) (iii) (iv)
γ(0. • Taylor’s theorem: Any holomorphic function is locally representable by a power series. is actually automatically inﬁnitely diﬀerentiable. • Identity theorem: This is a corollary of Taylor’s theorem. 0].
. −i] ∪ [−i.3
Cauchy’s formulæ
Now that we have proven Cauchy’s theorem. we can derive a lot of very important and powerful results. i.1) (z−i/2) dz. sin(z) γ(2i. • Inﬁnite diﬀerentiability: Any holomorphic function (i.1) ez +z 2 dz. that all derive from Cauchy formulæ: • Liouville’s theorem: A function which is holomorphic in C cannot be bounded.e.3. that any function that can be written as a power series is holomorphic on its disc of convergence. This is the contrapositive of the result we have proven. CAUCHY’S FORMULÆ
121
4.
γ
tan(z)dz.1) (z−i/2) dz.
4.
122
CHAPTER 4. by a small circle around a. Since the lefthand side is independent of r. it should be zero. w−a
γ
γ(a. Cauchy’s integral formula. to replace the given. INTEGRATION
One should be aware that these results are extremely strong and do not have any analogue in real analysis. the supremum tends to 0 when r tends to 0. In the following. Let f be holomorphic inside and on a positively oriented contour γ. we will need the deformation theorem. 2π θ∈[0. R) ⊆ I(γ).r)
Moreover. w−a
γ(a. Then. Finally. Since a ∈ I(γ) and I(γ) is open. w−a
Proof.r)
2π 1 f (a + reiθ ) − f (a) iθ ire dθ 2πi 0 reiθ 1 2π × sup f (a + reiθ ) − f (a).r)
γ(a. arbitrary contour. there exists R > 0 such that D(a.
4. unless explicitly stated. we have: f (w) dw = w−a f (w) dw. we have: f (a) dw = f (a) w−a 1 dw = 2πif (a). Theorem 28. since f (a) is a constant. if a is inside γ: f (a) = 1 2πi
γ
f (w) dw.
. By the deformation theorem. for any r < R.2π]
The last line is obtained by using the comparison theorem.3.r)
Hence: 1 2πi f (w) dw − f (a) w−a = = ≤ 1 2πi f (w) − f (a) dw w−a
γ
γ(a. In order to prove the formula.1
Cauchy’s integral formula
Cauchy’s integral formula gives the value of a complex function at a point a ∈ C in terms of a boundary value integral evaluated on a contour encircling the point a. since f is continuous (because holomorphic) at a. contours will be positively oriented.
1) z 2 /(z+i) z−i dz
z2 γ(i. Proof. We can apply this formula immediately to a few cases. z+1
γ(0. Liouville’s theorem.
• I=
eiπz/2 γ(0. so that w − a ≥ R/2 and w − b ≥ R/2 whenever w = R (this results from w + z ≥ w − z). We will see later a much more powerful method to deal with integrals with several nonholomorphic points. Suppose that ∀w ∈ C. to obtain:
1 I = [ 1 eiπz/2 ]z=1 − [ 2 eiπz/2 ]z=−1 = i.
. Let f : C → C be holomorphic and bounded in C.5) cos z z dz
123
= 2πi[cos z]z=0 = 2πi. but could be a bit laborious. Theorem 29.4. we can apply Cauchy’s formula to each integral. we cannot apply Cauchy’s formula.3.1) z 2 +1 dz
= 2πi[z 2 /(z + i)]z=i = −π. so. So.2) z 2 −1 dz
has an integrand with two nonholomorphic points.2)
γ(0. Then. • •
γ(3.2)
And. by bounding the integrand: f (a) − f (b) ≤ a − b 4M a − b 1 2πRM = . strictly speaking. Let (a. But. 2 2π (R/2) R
The righthand side of the inequality can be made arbitrarily small by taking R arbitrarily large. b}. apply Cauchy’s formula with γ = γ(0. f (a) = f (b). for any (a. CAUCHY’S FORMULÆ Example 8. =
γ(i. 2πi γ (w − a)(w − b) dw
So.
1 and −1 that are both in the contour. b) ∈ C2 and deﬁne R ≥ 2 max{a. R): f (a) − f (b) = = 1 1 1 f (w) − 2πi γ w−a w−b a−b f (w) dw. now. f (w) ≤ M . we can decompose it in partial fractions: I= 1 2 eiπz/2 1 dz − z−1 2 eiπz/2 dz. Then f is constant. The use of partial fraction is 2
eﬃcient. b) ∈ C2 .
Theorem 31. This implies that p(z) must have one root. This tells us that an holomorphic function. on the compact set D(0. is actually inﬁnitely diﬀerentiable! This is very diﬀerent from what happens in real analysis. Let p(z) be a nonconstant polynomial with complex coeﬃcients. for which we have required derivability.
4. Moreover. Theorem 30. Let us suppose. and apply the same argument to p1 (z). there is an R > 0 such that: z > R ⇒ 1/p(z) < 1.124
CHAPTER 4. Then. R). etc. This implies that a complex polynomial of degree n ≥ 1 has n roots (taking into account the multiplicity.
. there exists ζ ∈ C such that p(ζ) = 0. that: ∀z ∈ C. one can factorize ζ: p(z) = (z −ζ)p1 (z). i.3. so Liouville’s theorem implies that it must be constant. But it is also holomorphic. so it is bounded. p(z) = 0. Let f : C → C be holomorphic inside and in a positively oriented contour γ. Fundamental theorem of algebra. This contradicts the hypothesis of the theorem.e. Proof. after exactly n iterations). Cauchy’s formula for the ﬁrst derivative. where the diﬀerentiability of a function at ﬁrst order does not guarantee the inﬁnite diﬀerentiability. 1/p(z) is bounded on C. Since R can be made has big as necessary. By induction. ζ. not necessarily distinct) in C. one then constructs exactly n roots for p(z) (the induction stops when one arrives at a constant polynomial.2
Cauchy’s formulæ for derivatives
We have seen that there is a simple relation between the value of an holomorphic function at a point and a simple integral along a contour encircling that point. We are going to show something evening more stunning: there is such simple relations for any derivative of an holomorphic function. Since p(z) tends to +∞ when z tends to +∞. INTEGRATION Liouville’s theorem can now be applied to give a remarkable proof of the
fundamental theorem of algebra. 1/p(z)is continuous (because holomorphic). so. for a contradiction. Then.
3. since w − a = 2r on γ(a.2r)
1 2πhi 1 2πi
f (w)
γ(a. Cauchy’s integral formula applied twice gives: f (a + h) − f (a) h = = Hence: f (a + h) − f (a) 1 − h 2πi h = 2πi
γ(a. So. and this set is compact.
f (w) dw.2r)
1 1 − w−a−h w−a
dw
γ(a. Then: f (a) = 1 2πi f (w) dw. So.2r)
f (w) dw (w − a)2 . 2r) ⊆ I(γ) (which is always possible since I(γ) is open). 2r)∗ . (w − a − h)(w − a)2
We now have to prove that the righthand side tends to zero as h tends to zero. CAUCHY’S FORMULÆ Let a ∈ I(γ). it is continuous on γ(a. f (w) ≤ M .2r)
f (w) dw. 2r)∗ . (w − a − h)(w − a)
γ(a. Then: ∀w ∈ γ(a.
. (w − a)2
125
γ
Proof.2r)
and the righthand side tends to zero when h tends to zero. 2r) where r > 0 is chosen so that γ(a.4. we have: 1 f (a + h) − f (a) − h 2πi hM f (w) hM dw ≤ × 4πr = . there exists a constant M > 0 such that ∀w ∈ γ(a. we use the deformation theorem to replace integrations along γ by integrations along a circle of. As in the the proof of Cauchy’s integral formula. for h ∈ C with h < 2r. Let us choose h such that h < r. 2r)∗ . since f is holomorphic inside and on γ. Then. Moreover. 2r)∗ . (w − a)2 2π × 4r3 2r2
γ(a. say γ(a. w − a − h ≥ w − a − h > r.
r) is a convex region. Then f ∈ H(G).126 But. By induction. ¯ Proof.2r)
1 1 − (w − a − h)2 (w − a)2
dw. This theorem allows one to formulate a partial converse to Cauchy’s theorem. we can give a formula for any derivative of a holomorphic function:
γ
f (w)dw = 0 for
. and r > 0 such that D(a. Theorem 33. we can use the indeﬁnite integral theorem to get a function F ∈ H(D(a. Cauchy’s formula for the ﬁrst derivative gives: f (a + h) − f (a) 1 = h 2πi f (w)
γ(a. Finally. r)).2r)
f (w) dw. • f has derivatives of all orders in G. Let f : C → C be continuous on an open set G ⊆ C. Proof. we are not going to stop there:
CHAPTER 4. INTEGRATION
Theorem 32. Then. we see that f (n) exists and is holomorphic on G for all n ∈ N. Then: • f ∈ H(G). Let a ∈ G and r > 0 such that D(a. the integral on the righthand side can be shown to converge towards: 2
γ(a. r)) such that F = f . we have f ∈ H(G). so that f ∈ H(G). Since D(a. For h ∈ C with h < r.
By applying the same estimation argument as in the proof of Cauchy’s formula for the ﬁrst derivative. (w − a)3
This guarantees that f (a) exists for all a ∈ G. Let f : C → C be holomorphic in an open set G ⊆ C. 2r) ⊆ G. with all triangles γ ∈ G. Let a ∈ G. Since a is arbitrary. Morera’s theorem. r) ⊆ G. the previous theorem implies that f ∈ H(D(a.
2r) with r > 0 suitably chosen. CAUCHY’S FORMULÆ Theorem 34.
127
Let f be holomorphic inside and on a positively oriented contour γ. By the deformation theorem. and: ∀a ∈ I(γ). (w − a)n+1
γ
Figure 4.3.
Proof. we may assume that γ = γ(a. f (n) (a) = n! 2πi f (w) dw. Cauchy’s formula for derivatives.7: Proof of Cauchy’s formula for derivatives.4. since it give Cauchy’s integral formula. We will prove the result by induction. Assume that the result is true at order k. Let a ∈ I(γ). Since the result is true at order
. It is obviously true for n = 0. Then f (n) (a) exists for any n ∈ N. Take h < r.
2) (z−i) dz.a+h]
f (k) (a+h)−f (k) (a) h
dw
The last line is obtained by using the fundamental theorem of calculus.1) (z−i/2)2 dz. Also.a+h]
− (k+1)! 2πi
f (w) γ (w−a)k+2 dw
tends
1 1 − k+2 (w − ζ) (w − a)k+2
dζdw
f (w)
γ [a. we have: f (k) (a + h) − f (k) (a) = =
CHAPTER 4. (w − τ )k+3
Again. ζ − a ≤ r as long as w − a = 2r. INTEGRATION
1 k! 1 − f (w) k+1 2πi γ (w − a − h) (w − a)k+1 (k + 1)! f (w) (w − ζ)−k−2 dζdw.3
Exercises
Calculate the following integrals: (i) (ii) (iii) (iv)
sin(z) γ(0. 2] ∪ Γ(1.
.
with [0. and ζ − a ≤ h by construction. Hence: ∆(h) ≤ (k + 2)! M h2 × 4πr ∝ h.128 k. so it is bounded by a constant M > 0. 2πi γ [a. it is continuous on the compact set γ ∗ . 2). Since f is holomorphic.
z−2 γ(0. we have w − τ  ≥ r for all w ∈ γ ∗ . the last line comes from the fundamental theorem of calculus.1) (z+2)z 2 dz. 2πh rk+3
This shows that ∆(h) tends to zero when h tends to zero.3. ζ] and ζ ∈ [a. For τ ∈ [a.
4. We have: ∆(h) = = (k + 1)! 2πih (k + 2)! 2πih f (w)
γ [a. a + h]. ez cos(z) γ (z−1−i)3 dz. We now have to show that ∆(h) = to 0 as h tends to 0. cosh(z 2 ) γ(i.τ ]
1 dτ dζdw.
.
We have: =
γ
U (z)dz −
γ k=0 γ
uk (z)dz
(U (z) − UN (z)) dz
z∈γ ∗
≤ ≤
sup {U (z) − UN (z)} × length(γ)
+∞
sup
z∈γ ∗ k=N +1 +∞
uk (z) × length(γ)
≤
k=N +1
Mk × length(γ). They could be replaced by the more sophisticated notion of uniform convergence. we explore further the link between holomorphy and expansion in power series. let UN = and hence integrable. the
righthand side tends to zero. ∀z ∈
uk (z)dz =
k=0 γ γ k=0
uk (z)dz =
γ N k=0 uk (n). be continuous functions on γ ∗ .
γ∗.4. For N ∈ N..
4.4. u1 . Let γ be a path. Theorem 35..
Since
Mk converges.
.
Proof. Let U .4
Power series representation
We proved earlier that a convergent power series is holomorphic in its disc of convergence. but this will not be needed for the results we want to prove in the following. on
N
Both UN and U are continuous. and they will be used in the subsequent manipulations of series and integrals. Mk tends to 0 when k tends to inﬁnity. So. Then:
+∞ +∞ +∞ n=0 un (z).4. u0 . uk (z) ≤ Mk . In this section. POWER SERIES REPRESENTATION
129
4.1
Integration of series
The results of this subsection are mostly technical.
Assume that there exist
Mk converges and ∀k ∈ N. U (z) = constants Mk > 0 for k ∈ N such that γ ∗ .
U (z)dz. and assume that ∀z ∈ γ ∗ .
130
CHAPTER 4. and we can safely interchange integral and sum. and Mk converges (since the series uk (z) converges absolutely inside its disc on convergence). we need to apply the previous theorem to the case γ = γ(0. we have. Hence.
4. Let f (z) =
+∞ k k=0 ck z
with a radius of convergence R > 0. Then: 1 2πi f (z) dz. z n+1
∀r ∈]0. R[. ∀n ∈ N. on γ(0.1)
z −n−1 dz
γ(0. Taylor’s theorem Let f ∈ H(D(a.2
Taylor’s theorem
We can now use Cauchy’s integral formula to prove that any function that is holomorphic in a disc D(0. R) has a power series expansion with radius of convergence R. INTEGRATION
Theorem 36. U = z −n−1 f (z). r) ⊆ D(0.4. R)) for R > 0. R). we have uk (z) = Mk = ck rk−n−1 . for n ∈ N and r ∈ [0.r) +∞ k=0
ck z k ck
k=0 γ(0. U is continuous because f is continuous inside the disc on convergence. Theorem 37. To do that. Moreover.r)
=
z k−n−1 dz
= 2πicn . we only have to prove that we can interchange integration and sum. f (z) =
n=0
cn (z − a)n . there exists a unique set of constants (cn )n∈N such that:
+∞
∀z ∈ D(a. Then. r) and uk (z) = ck z k−n−1 .r)
Proof. Therefore. Coeﬃcients in a power series. Provided we can interchange the sum and the integral.
. all the hypothesis of the previous theorem apply. cn =
γ(0. Then. R). R[: f (z) z n+1
=∞
=
γ(0.
(w − a)k+1
On γ ∗ that is compact. By Cauchy’s integral formula: f (z) = 1 2πi f (w) dw. so there exists an M > 0 such that: (z − a)k f (w) M z − ak ≤ Mk = . r (w − a)k+1 rk Since z − a/r < 1. The uniqueness of the decomposition is a result of the theorem on coeﬃcients of power series. Hence.4. z − a < w − a = r. the series Mk converges. to obtain:
+∞
f (z) =
n=0
1 2πi
γ
f (w) dw (z − a)n . one can use the deformation theorem to recover the circle. If this is not the case. r). (w − a)n+1
Cauchy’s formula for derivatives gives then the desired answer. w−z
γ
Since ∀w ∈ γ ∗ . Consider γ = γ(a.
. r) and r > 0 such that z − a < r < R. f is bounded (because it is continuous). Let z ∈ D(a. cn = 1 2πi f (w) f (n) dw = .4. we have: 1 1 1 = (1 − (z − a)/(w − a))−1 = w−z w−a w−a Hence: 1 f (z) = 2πi
+∞ γ k=0 +∞ k=0
z−a w−a
k
. (w − a)n+1 n!
131
γ
where γ is any positively oriented contour included in D(a. R) and enclosing a. Proof. POWER SERIES REPRESENTATION The constants cn are given by: ∀n ∈ N.
(z − a)k f (w)dw. once again we can
legitimately commute sum and integral.
π]. Then we have the derivatives at all orders of the functions f . necessarily. Using the series expansion for the sinus. given by: ∀z = zeiθ = 0. We let f be the holomorphic branch of the logarithm in Cπ = C\] − ∞. Let us cut the plane along ] − ∞. 1). sin(2z) =
2n+1 +∞ n (2z) n=0 (−1) (2n+1)!
we obtain: z 2(n+3) (2n + 1)!
+∞
f (z) =
(−1)n 22n+1
n=0
By uniqueness of the series expansion. c0 = 0. note that:
+∞
1 1 = = z 1 + (z − 1) Then: d 1 = ln z = z dz
(−1)n (z − 1)n for z − 1 < 1. ∀θ ∈] − π. f (z) =
n=1
(−1)n−1 (z − 1)n . this is the Taylor series. Since f ∈ H(D(1. INTEGRATION
Example 9. f must have a Taylor expansion in the disc D(1. f (z) = ln z + iθ. we have f (1) = 0. 1): f (z) =
+∞ n=0 cn (z
− 1)n . 0] so that θ ∈] − π. so. we have: cn = (−1)n−1 for n ≥ 1. n
. Let see what happens in the case of a holomorphic branch of the logarithm. 0]. By uniqueness of the series expansion. Note that it would have been diﬃcult to obtain these derivatives by a direct calculation. n
The value of c0 depends on the branch that is considered.
n=0
+∞
ncn (z − 1)n−1 for z − 1 < 1.
n=1
thanks to the theorem on the diﬀerentiation of power series. Consider f (z) = z 5 sin(2z)..132
CHAPTER 4. First. π]. Therefore:
+∞
∀z ∈ D(1. Here. 1)).
R)) for some R > 0. with Taylor expansion f (z) =
+∞ n n=0 cn z
valid for all z ∈ C. This leads to the following interesting result: Theorem 38.r)
1 sup {f (z)z n−1 } × length(γ(0. f (z) ≤ M zk . Remark 7. for n ∈ N. Suppose that there exist two positive constants
M and K and k ∈ N∗ such that: ∀z ∈ C. z ≥ K. This means that the Taylor expansion is truncated at least at order k. f is a polynomial of degree at most k.4. Let r ≥ K.
. cn  ≤ M rk−n . We can sum up the various ideas we have developed about power series and complex functions. for 0 < r < R: cn = and: cn  = ≤ ≤ 1 2πi f (w) dw wn+1 1 2πi f (w) dw. where M (r) = sup{f (z). POWER SERIES REPRESENTATION
133
Consider now f ∈ H(D(0. then we must have cn = 0 for all n > k. wn+1
γ(0. and note that M (r) ≤ M rk . Since r can be chosen arbitrary large (f is holomorphic on C). z = r}. using the estimation above. r)) 2π z=r
1 M (r)r−n−1 × 2πr 2π ≤ r−n M (r). Let f be holomorphic in C. Proof. we obtain: ∀n ∈ N. we have the coeﬃcients of the Taylor expansion of f .r)
γ(0. Then. Then.4. so f has to be polynomial of degree smaller or equal to k. Then.
In D(0. and ∀z ∈ D(0. we could state that: ANALYTIC = HOLOMORPHIC = CONFORMAL. r). R). R2 }. h(z) =
. with continuous partial derivatives) conformal mapping is holomorphic. Let h(z) = f (z)g(z).3
Multiplication of power series
We will use Taylor’s theorem to prove an important result about the multiplication of power series. INTEGRATION • We showed that every power series around a ∈ C with a radius of convergence R > 0 deﬁnes a holomorphic function in D(a. as
+∞ n n=0 cn z . keeping in mind the restrictions that make the results precise.134
CHAPTER 4. both f and g are holomorphic. • We showed that any holomorphic function with a non vanishing derivative is conformal. and we have an = f (n) (0)/n! and bn = g (n) (0)/n!. respectively.
+∞ n n=0 cn z
has
a radius of convergence at least R = min{R1 . • We showed here that every function that is holomorphic in an open set G is locally (in G) representable by a power series. R). Proof.
with ∀n ∈ N.
4. cn =
n k=0 ak bn−k . Suppose that:
+∞ +∞
f (z) =
n=0
an z n and g(z) =
n=0
bn z n
are complex series with radii of convergence R1 and R2 .
So. We will say that it is analytic in G.4. • We showed that any ’regular’ (that is.
Then. R). The product f g is also holomorphic in D(0. Theorem 39.
Example 10. z2
By composition of
holomorphic functions. n!
So that we have a generating function whose derivatives give the Hermite functions: Hn (t) = To prove this. POWER SERIES REPRESENTATION
135
product of holomorphic functions.
4. dxn e x=0 1 2 2 2 2 that e− 2 t +2xt−x = et /2 e−(x−t) . at the given point a ∈ C: (i) f (z) =
sin(z) z . Hn (t) = (−1)n e 2 t We have: ∀(x.
k=0
We used Leibniz’ rule to derive n times a product. The nth Hermite function Hn is deﬁned.4. Hence.4. the required formula follows. t) ∈ R2 . n!
By choosing a = −t and z = x − t.
at a = 0.4.4
Exercises
1.
. it has
e−z =
n=0
2
dn −z 2 e dxn
z=a
(z − a)n . for t ∈ R by: ∀n ∈ N.
n=0
1 2
d dt
n
e−t .
with:
n
n!cn = (f g)(n) (0) =
k=0
n! f (k) (0)g (n−k) (0) = n! k!(n − k)!
n
ak bn−k .
2
+∞
Hn (t)
1 2 xn 2 = e− 2 t +2xt−x . The rule can easily be checked by induction. note
dn − 1 t2 +2xt−x2 2 . Find the Taylor expansions of the following function. we have that e a Taylor expansion for any a ∈ C:
+∞
is holomorphic in C. and it is represented by the Taylor series:
+∞
f (z)g(z) =
n=0
cn z n .
Give the value of all the successive derivatives of the following functions at a = 0: (i) f (z) = z 5 cosh(z). the set of singularities of the function.5
Zeros and singularities
This chapter is concerned with two important sets of points in the domain of an holomorphic function. as a consequence of Taylor’s theorem: if a function is holomorphic in a region of C.
4. in general. (iii) f (z) = z 3 sinh(z). The second set we mentioned in the set of points at which an otherwise holomorphic function fails to be holomorphic. The ﬁrst set is the set of the zeros of the function. this set is Z(f ) = {z ∈ G. INTEGRATION (ii) f (z) = (z − i)2 cos(z − i). f (z) = 0}. (iii) f (z) = sin(z) sinh(z). We have highlighted previously its link with the set of zeros of the denominator of the function. unless it is identically zero in the region. If f is holomorphic in an open set G ⊆ C. The ﬁrst one has to do with the second set: if f is zero at a point a ∈ C. so locating and characterizing the zeros are important for integration. at a = 0.
2. at a = i. give a nonzero result (remember Cauchy’s formulæ).e. Integrating a function along a contour inside which it has a singularity will. then it cannot be zero in this region except at isolated points. It turns out that the behaviour of the function at its singularities can be studied in details if one replaces the Taylor expansion by the Laurent expansion of the function at the singular point.136
CHAPTER 4. (ii) f (z) = (z 3 + 2z 2 + iz + 1) sin(z). i.
. The second reason is that we will prove a very strong result. then 1/f has a singularity at that point. It is important for two reasons.
(iii) ∃g ∈ H(D(a. a is said to be a zero of order m ∈ N iﬀ: 0 = f (a) = f (a) = . f (z) =
+∞ n=m cn (z
− a)n with cm = 0..1
Characterizing zeros
Deﬁnition 31. Remember that f is holomorphic at a iﬀ f ∈ H(D(a. r)). Then the point a is said to be a zero of f iﬀ f (a) = 0. (iv) ∃C ∈ C∗ . 0 = f (a) = f (a) = . the zeros of sin z are all simple. i. (sin z) = cos z is nonzero.
. • f (z) = (z − a)m has a zero of order m at a. r)). (ii) ∀z ∈ D(a. Suppose that its Taylor expansion in D(a. so. r) is f (z) =
+∞ n=0 cn (z
− a)n . r)) for some r > 0. Example 11. g(a) = 0. Then. ∀z ∈ D(a..5. ZEROS AND SINGULARITIES
137
4. by convention. Let f : S ⊆ C → C be holomorphic at a ∈ S. the following propositions are equivalent:
(i) ∃m ∈ N. assume (ii) and deﬁne in D(a. r):
+∞ +∞
g(z) =
n=m
cn (z − a)n−m =
k=0
cm+k (z − a)k . This is also true of all the zeros of cos z. = f (m−1) (a) and f (m) = 0. Note that. r). Proof.e. Now. for k ∈ Z.4. = f (m−1) (a) and f (m) (a) = 0. At these points. The ﬁrst two points are equivalent by virtue of Taylor’s theorem. r). Characterization theorem for zeros of order m. The next theorem proves to be very useful in characterizing zeros.5. if a is not a zero of f .. Let f ∈ H(D(a.
• f (z) = sin(z) has inﬁnitely many zeros at z = kπ. Zeros of order 1 and 2 are usually called simple and double. f (z) = (z − a)m g(z). a zero is of order 0 if f is holomorphic at a and f (a) = 0.. respectively. Theorem 40. limz→a (z − a)−m f (z) = C. sinh z and cosh z.
the inequalities above show that cm − C < . Consider two functions f and g that are holomorphic at a ∈ C and for which a is a zero of order m ≥ 0 and n ≥ 0 respectively. for > 0 arbitrary. z = ρ} for any 0 < ρ < r. and a is zero of f g of order m + n. INTEGRATION − a)n is convergent (subseries of a convergent
series). Moreover.
so cm = C = 0. there exists δ > 0 such that: w − a < δ ⇒ (w − a)−m f (w) − C < . Then. so cn must be zero (it is independent of ρ). f g is holomorphic at a. r)).138 The power series
+∞ n=m cn (z
CHAPTER 4. Conversely. so that it admits a Taylor expansion. ρ < min{δ. Then:
w − a = ρ ⇒ ⇒
ρ−m f (w) − C ≤ ρ−m f (w) − C < ρ−m f (w) ≤ C (4. then ρm−n can be made arbitrarily small by taking ρ suﬃciently small. Moreover. Then. g(a) = cm = 0.
. This means that (iii) holds.3)
⇒ f (w) ≤ (C + ) ρm . We thus have f (z) =
+∞ n=m cn (z
− a)n . Thus we have (ii). we have: cn  ≤ (C + )ρm−n .
Remember the estimate for the coeﬃcient cn in the Taylor expansion given previously: cn  ≤ ρ−n sup{f (z). The continuity of g makes (iv) follow from (iii) immediately. and since (ii) implies (iii). by deﬁnition. To prove the converse. so g ∈ H(D(a. if (iii) holds. then (ii) follows immediately from the fact that g is holomorphic. r}. (iv) implies (iii). m < n. Take. If. suppose (iv). Proposition 27. So.
with (zn )n∈N a converging sequence such that limn→+∞ zn = z ∈ G. f g has a zero of order m + n at a. f g is holomorphic at a as product of two holomorphic functions at a. f (z) = z 2 sin4 (z) has a zero of order 2 + 4 = 6 at z = 0 and zeros of order 0 + 4 = 4 at z = kπ for k ∈ Z∗ . Proposition 28. Hence. We ﬁrst need to summarize what we know about limit points.
. Let G be an open set such that S ⊆ G. For example.4. consider: lim (z − a)m+n (f g)(z) = = lim [(z − a)m f (z)(z − a)n g(z)] lim (z − a)m f (z) lim (z − a)n g(z). We will now deal with the set Z(f ) itself for a function f deﬁned on a region G of the complex plane. Now. ZEROS AND SINGULARITIES
139
Proof. The fact that a is a zero of f g is evident. Example 12. there are two nonzero constants C and D such that limz→a (z − a)m f (z) = C. according to point (4) of the previous theorem. The previous proposition makes it easy to determine the order of the zeros of a function that can be decomposed into a product of other functions.4) Since both f and g are holomorphic at a with a zero of order m and n respectively. n ∈ N}. then z is a limit point of S.
z→a
z→a
z→a z→a
(4. ) ∩ S = ∅. a ∈ C is a limit point of S iﬀ: ∀ > 0. (i) If S = {zn . The deﬁnition was given in the ﬁrst chapter: if S ⊆ C is a set. and limz→a (z − a)n g(z) = D.5.2
Identity and Uniqueness theorems
In the previous subsection. we construct limit point of S. In each of the following cases. Remember that a region is a nonempty open connected set of the complex plane. we concentrated on the behaviour of holomorphic functions around one of their zeros. D (a.5.
4.
r). it should be outside the circle γ(a.140
CHAPTER 4. r). if n ≥ N . ) < ρ = z − a − r. since S is open. ). Let f ∈ H(D(a. zn − z < . Note that it contains S itself. hence L = D(a. f (z) =
n=0
cn (z − a)2 . r). take c ∈ [a. we can apply Taylor’s theorem to f and write:
+∞
∀z ∈ D(a. such that D(z. Proof. r) with a ∈ C and r > 0. if a is a limit point of Z(f ). b]. b]. b] with a = b. r) this is also the case. if z ∈ D(a. So. D(a. )∩ Z(f ) = ∅. Proof. This proves that z is a limit point of S. INTEGRATION
(ii) If S = [a. for > 0. So
Theorem 41. If z ∈ S. Then.
. either: (i) f is identically zero in D(a. (iii) If S = D(a. since zn ∈ S by construction. ) ∩ S = ∅ for any > 0. or z ∈ γ(a. r)..e. r). so z − a > r. r) ⊂ L where Lis the set of limit points of S. any (i) S = {zn . then every point of S is a limit point of S. r). (iii) S = D(a.
in other words. Then. then f ≡ 0 in D(a. so. Let z ∈ D(a. In D(a. for any > 0. b] with a = b. ) intersect [a. or: (ii) the zero of f at a is isolated. r). r). D(a. Hence. r) with a ∈ C and r > 0. r). If z ∈ γ(a. let us take z ∈ L. r)) such that f (a) = 0. n ∈ N}. S ∩ D (z. there exists > 0 such that D (a. Then. Now. either z ∈ S. But. one can ﬁnd an does not contain any element of S: just take L ⊂ D(a. Identity theorem for a disc. in that case. then. we clearly have D (z. Consequently. r). Then. z is the limit of the sequence (zn )n∈N . there is N ∈ N such that. (ii) S = [a. i. r) ∩ G is the set of all the limit points of S. ) = ∅ for any > 0. It is obvious that. then. zn ∈ D (z. D (c.
5. Identity Theorem.. The idea is to prove that L ⊆ Z(f ).
The series deﬁning g has a radius of convergence at least equal to r (it is a subseries of the one deﬁning f ). In particular. Since G is a region. Proof. if f ≡ 0 on some open disc D(a. Let G be a region. (i) holds. Let L be the set of the limit points of Z(f ) in G. We will see in the next theorem that it is the only condition to be added for the identity theorem to be true in general. since g(a) = cm = 0.
This function is not identically zero in G = D(−2. Either ∀n ∈ N. even though every point of D(2. and we can write:
+∞
f (z) = (z − a) g(z) with g(z) =
k=0
m
ck+m (z − a)k . ). Thus. so it cannot be expressed as the union of two disjoint nonempty sets. This should emphasize that the previous theorem cannot be generalized to any open set G of C. Theorem 42. 1) if z ∈ D(2. this means that G\L = ∅. g is continuous on D(a. r) ⊆ G for r > 0. Then. there exists a smallest m such that cm = 0. 1) ∪ D(2. Hence.4. ZEROS AND SINGULARITIES
141
Two things can happen. 1) is a limit point of Z(f ). 1). f is identically zero in G.e. and that L and G\L are both open. in which case. ). the problem is that G is not connected. But. Since L is not empty by hypotheses. Consider the function: f (z) = 1 0 if z ∈ D(−2. Remark 8. i. Let f ∈ H(G). then f is identically zero in G. > 0 such that g(z) = 0 for any z ∈ D (a.
. the continuity implies that there exists hence a is an isolated zero of f . Or. In the present case. it is connected. Assume that Z(f ). we also have: ∀z ∈ D(a. the set of zeros of f has a limit point in G. f (z) = 0. r) (any power series is continuous into its disc of convergence). cn = 0. 1).
r) ⊆ G (so that f is holomorphic on the disc). 1/n) contains a point. Now. so L is open. Then. say an such that an ∈ Z(f ). that means that G ⊆ Z(f ): f ≡ 0 on G. By the uniqueness theorem. 1[ is a limit point of Z(f ). r) ⊆ G\L. 0 is a limit point of S = {1/n. 1)) such that ∀z ∈]0. an tends to a. Now. Then. and ]0. there exists D (a. r).e. by continuity of f . D(a.142
CHAPTER 4. Let G ⊆ C be a region. ) contains at least a point of Z(f ). To illustrate this. f (1/n) = sin(1/n). f (an ) tends to f (a). D(a. Choose the sequence 1/n. the identity theorem for a disc implies that f ≡ 0 in D(a. Then. any disc D(a. Then. f (a) = 0. then. 1). ∀n ∈ N. consider f ∈ H(C∗ ) such that ∀n ∈ N∗ . where S has a limit point in G. To prove that L and G\L are both open. This shows that G\L is open. and. Example 13. L ⊆ Z(f ). 1/n) tends to {a}. let a ∈ L. To prove that L ⊆ Z(f ). Since L ⊆ Z(f ). f (z) = 0: no point of D(a. f (z) = 0. for any > 0. Let f ∈ H(G) and g ∈ H(G) such that ∀z ∈ S. f (an ) = 0. so f ≡ 0 on D(0. by the identity theorem. a ∈ Z(f ). But then. f = g in G. hence D(a. when n tends to inﬁnity. r) is a limit point of Z(f ). INTEGRATION
G = L. r) ⊆ L. f (z) = g(z). i. The identity theorem leads to a useful corollary: Corollary 2. take a ∈ G\L. Every point of ]0. • Be careful that the limit point of Z(f ) always have to be in the domain of holomorphy of the function.i. 1[.e. f (1/(nπ)) = sin(1/(nπ)). f (z) = sin(z) in C. So. Since a is not a limit point of Z(f ). 1). so. 1[⊆ D(0. Uniqueness theorem. Hence. r) for some r > 0 such that ∀z ∈ D (a. n ∈ N∗ } and f (z) = sin(z) on S. We will present some applications of the previous theorems • Let f ∈ H(D(0. D (a. r) for some r > 0 such that D(a. consider a ∈ L. • Let f ∈ H(C) such that ∀n ∈ N∗ . It does not follow that
.
Moreover. 1). note that the identity cos2 z + sin2 z = 1 for z ∈ C can be derived directly from the deﬁnitions of the cosine and sine functions (try). we can extend some functional relations on bigger domains than the ones on which they are originally deﬁned. where G ⊆ C is a region such that G ⊂ G . 1). Another example is the binomial expansion: (1 + z)n =
+∞ n! k k=0 k!(n−k)! z
for n ∈ Z− . 1[ in D(0. Then. 1)) such that f (x) = x3 for x ∈] − 1. 0]. the series converges in D(0. ZEROS AND SINGULARITIES
143
f (z) = sin(1/z) in C∗ . • We can also use the uniqueness theorem to prove some contradiction. to a function g ∈ H(G ). For example. D(0. 1) so it is holomorphic on D(0. For example. f (z) = −z 3 on ] − 1. that does not lie in C∗ . where G ⊆ C is a region. The problem here is that the limit point of Z(g) with g(z) = f (z)−sin(1/z) is 0.
. Indeed. Suppose. Moreover. it is unique. f (z) = z 3 on the segment [0. so that the uniqueness theorem gives f (z) = z 3 on the whole of D(0.
It is true for z ∈ R such that z < 1. 1) for both [0. 0] in D(0. 1[. and (1 + z)n is holomorphic for any z ∈ C\{−1}. 1). if such a g exists. we shall mention a technique called analytic continuation.4. we want to prove that there is no f ∈ H(D(0. 1). 1) is a region and 0 is a limit point in D(0.5. 1). f ≡ 0 also satisﬁes the conditions. the region of holomorphy of g.
To go further
As a ﬁnal application of the uniqueness theorem. 1[ and ] − 1. Hence. the identity theorem gives the equality in D(0. 1). so that f (z) = −z 3 on D(0. It consists in extending a function f ∈ H(G). This is the contradiction we were looking for. Using the uniqueness theorem. for a contradiction that such a f exists. so that the identity has to hold on the domain of holomorphy C. In the same way. whose points are obviously all limit points of R in C. but we can also notice that cos2 z + sin2 z − 1 is holomorphic in C and identically zero on the real axis.
144
CHAPTER 4. Let
+∞
∀z ∈ D(0. we will present a result that links the number of zeros of a given function f to integrals of functionals of f along a contour encircling the zeros. so that we ﬁnd a chain of overlapping discs. and f = g on D(0. e
. INTEGRATION
We can illustrate the idea of analytic continuation on a simple example. n!
We have restricted the expansion to D(b. r) ∪ D) by deﬁning: g(z) = f (z) ˜ f (z) if z ∈ D(a. 1) ⊂ C\{1}. R) if z ∈ D. it can happen that the series deﬁning f actually converges on a disc D larger than D(b. etc. 1). f (z) =
n=0
f (n) (b) (z − b)n . we will see a consequence of this link. but we can try to ﬁnd a ’natural’ way to do it. Let a ∈ C. R − b − a). Usually.
The process can then be repeated by ﬁnding another disc overlapping with D. where the function is ˜ holomorphic. R) for some R > 0. 1)) and g ∈ H(C\{1}). g is said to be the analytic continuation of f on C\{1}. Clearly. The Taylor
expansion of f around b ∈ D (a. Rouch´’s theorem. R − b − a). deﬁned on D(a. 1). we can extend f to g ∈ H(D(a.5.3
Counting zeros
In this subsection. Then. R − b − a) since it is the largest open disk centred on b and contained in D(a. D(0. g(z) =
1 .
4. 1−z
We have f ∈ H(D(0. R) is unique and is given by:
+∞
˜ ∀z ∈ D(b. f (z) =
n=0
z n and ∀z ∈ C\{1}. If this is the case. But. Let f (z) =
+∞ n=0 cn (z
− a)n . it is hard to say whether a given holomorphic function can be extended.. R).
with γ ∗ ⊂ S.5. rk ) and k ∈ {1.. ∀z ∈ D(ak . f (z) gk (z) z − ak
mi z−ai mi z−ai
for z ∈
N i=1 D(ai . ri )
for z ∈ D(ak . N }. . Then. N }...... Then. rk )..4.. Proof. Theorem 43. Then. such that D(ak . The function f /f is holomorphic inside and on γ.:
γ
F (z)dz =
f (z) = f (z)
N
mk
k=1 γ
1 dz = mk × 2πiN. N }..
γ
F is holomorphic on and inside γ. Then: 1 2πi f (z) dz = N. except where f is zero inside γ... z − ak
.. ∀z ∈ D (ak .. rk ).N } .i=k gk (z) g (z) mk f (z) = k + . Let f : S ⊆ C → C be holomorphic inside and on a positively oriented contour γ.. deﬁne: f (z) N i=1 f (z) − F (z) = gk (z) − 1≤i≤N.. f (z)
γ
Note that a zero of order m ∈ N is counted m times. . so that Cauchy’s theorem gives: 0.. ZEROS AND SINGULARITIES
145
that allows to compare the number of zeros of two comparable functions. Suppose that f is nonzero on γ and have N ∈ N zeros inside γ. . We will use this result to give another proof of the fundamental theorem of algebra.. we know that there exist rk > 0 for k ∈ {1.. . N }..e. N } are disjoint open discs contained in the inside of γ and on which we can ﬁnd functions gk that are holomorphic and nonzero such that: ∀k ∈ {1. we have: ∀k ∈ {1. .. i. respectively.. Let us call the zeros of f inside γ (an )n∈{1. f (z) = (z − ak )mk gk (z)... rk ) for k ∈ {1.N } and suppose that they are of orders (Mi )i∈{1.
it must be constant. such that ∀z ∈ γ ∗ . hence. e
CHAPTER 4. πm
. so they are bounded. i. We can then take the biggest of the two bounds. ∀z ∈ γ ∗ . so that −s − tg(z) ≥ −tg(z) − sg(z) > f (z) − sg(z) > 0). INTEGRATION
Let f and g be holomorphic inside and on a contour γ. f (z) > g(z). Hence. ∀z ∈ γ ∗ . Deﬁne: ∀t ∈ [0. (f + tg)(z)
γ
The preceding theorem states that ϕ(t) is the number of zeros of f + tg inside γ. ϕ(t) = 1 2πi (f + tg )(z) dz. (g f − f g)(z) ≤ M . without loss of generality. 1]. call it M ∈ R. for s − t suﬃciently small. Let (t. ϕ is integervalued. and . ∀z ∈ γ ∗ . the number of zeros of f is the same as the number of zeros of f + g. Proof. Let t ∈ [0. and we have: ∀z ∈ γ ∗ . We have: ϕ(t) − ϕ(s) = t−s 2πi (g f − f g )(z) dz. M t − s × length(γ). ϕ(0) = ϕ(1). Then: m 1 . Then. Assume. we can ﬁnd m > 0 such that. f (z) + tg(z) = 0. (f + sg)(z) ≥ (f + tg)(z) − s − tg(z) ≥ m if s − t ≤ 2 2M (Note that s − t = t − s ≤ t + s. f and f + g have the same number of zeros inside γ (a zero is counted as many times as its order). s) ∈ [0. This means that. 1]2 . if it is continuous. Also. (f + tg)(z) ≥ m. ϕ(t) − ϕ(s) ≤ That implies that ϕ is continuous. since f + tg is strictly positive on γ ∗ . g(z) ≤ M. g and g f −f g are continuous (because holomorphic) on γ ∗ that is a compact set. 1]. Let us then prove that ϕ is continuous. f (z) > g(z) ⇒ f (z)+tg(z) > f (z) − g(z) = f (z) − g(z) > 0.146 Theorem 44. Rouch´’s theorem. (f + tg)(z)(f + sg)(z)
γ
Moreover. In this case.e. that γ is positively oriented.
f has exactly one zero of order n in C: 0. ak ∈ C. + an have the same number of zeros in D(0. Now. Im(z) > 0. Then. Consider g(z) = a1 z n−1 + . we can start by a new proof of the fundamental theorem of algebra. The next three results are generically known as the maximum modulus theorem.e. exactly n. and take γ to be the contour made by joining the semicircle √ between R and −R and the line segment [−R. By choosing R arbitrarily large. On the line segment. i. Theorem 45. so that f (z) >
≥ g(z) for any z ∈ {z ∈ C.. so f + g has exactly one zero in the upper halfplane. R can be made arbitrary large..5. Hence. Fundamental theorem of algebra. Proof. . Rouch´ theorem tells us that f (z) + g(z) = 2 + z 2 − eiz has the same e √ number of zeros in {z ∈ C.. Moreover. Now. A complex polynomial of degree n ≥ 1 has n roots (taking into account the multiplicity. R].. i.. a0  n n−k  k=1 ak z n i=1 ai 
. z > M }. ZEROS AND SINGULARITIES
147
As an application of Rouch´’s theorem.. just one zero.e. We can ﬁnally prove a series of very important results. we see that this is true in C..
1 consider z ∈ C such that z > M = max 1. + an for n ∈ N∗ and ∀k ∈ {1. by choosing
R > M . R > 3 as f (z) = 2 + z 2 . n}. f and g are both holomorphic on C. with R > 3. First. and on the semicircle: f (z) ≥ R2 − 2 > 1 ≥ g(z). we can use Rouch´’s theorem applied to γ(0. Consider also f (z) = a0 z n for a0 ∈ C∗ . consider f (z) = 2 + z 2 and e g(z) = −e−z . Note that √ f has only one zero in the upper halfplane: i 2. not necessarily distinct) in C.4.
.. z < R}. R) and conclude that e a0 z n and (f + g)(z) = a0 z n + a1 z n−1 + . so. R). we have: f (z) ≥ 2 > 1 = g(z).
f  attains its maximum on the boundary ∂G = G\G.
f (a + reiθ )dθ ≤ f (a). the local maximum theorem implies that f is constant on D(a. implies that f is constant.
0
the last inequality coming from the hypothesis that f (z) ≤ f (a) for all z ∈ D(a. Proof. The identity theorem
. Then. Since this is true for any 0 < r < R. R). Since G is bounded and closed. so. f (a) = M . there is r > 0 such that D(a. Theorem 47. By Cauchy’s integral formula: f (a) = = = Thus. r) ⊆ G. Then. we have: f (a) ≤ 1 2π
2π
1 2πi 1 2πi 1 2π
γa. the continuous function f  is bounded and attains its supremum M at some point of G. f (z) ≤ f (a). Maximum modulus theorem. Let G ⊂ C be a bounded region. Then. R).r 2π 0 2π 0
f (z) dz z−a f (a + reiθ )rieiθ dθ reiθ
f (a + reiθ )dθ. This. R). Let f ∈ H(G) be continuous and nonconstant on G. Assume that M is not attained on ∂G. G being open. Therefore:
2π
f (a) − f (a + reiθ ) = 0. Then f is constant. so it must be zero identically. it is compact. ∃a ∈ G. INTEGRATION
Theorem 46. on G. it follows that f  is constant. Proof. R)) for a ∈ C and R > 0. Let 0 < r < R. Suppose that ∀z ∈ D(a.
0
The integrand is continuous and nonnegative.148
CHAPTER 4. in turn. Local maximum modulus theorem Let f ∈ H(D(a.
R)) such that ∀z ∈ D(0. in contradiction with the hypothesis. We have shown that f (z)/z ≤ M/R for z < R. Applying the maximum modulus theorem to g in G = D(0. Finally. which means that there is λ ∈ R such that f (z) = M z eR . we see that they actually carry a lot more properties than we suspected. with a modulus: f (z)/z = M/R.5. For the last point. f (z) = M zeiλ /R. we get g(z) ≤ M/r for z ≤ r. According to the proof of the maximum modulus theorem. Now. in the bounded region D(0. usually useful in applying the theorem: Lemma 4.e. f (z) ≤ M . Let f ∈ H(D(0. In z = 0. R). because a factor eiλ does not alter the modulus. and we now suppose that it attains its maximum at z∗  < R. R). Since f (0) = 0. R). then there exists λ ∈ R such that ∀z ∈ D(0.
iλ
4. we get g(z) ≤ M/R for z < R. ∀z ∈ D(0. there is g ∈ H(D(0. R). f (0) = 0. ZEROS AND SINGULARITIES
149
then implies that f is constant in G.4
Laurent’s theorem
Now that we have studied the zeros of holomorphic functions in detail. if r tends to R. we have the following corollary of the maximum modulus theorem. that means that f (z)/z is constant in D(0.5. For any z = 0. Schwarz’ lemma. R
If equality occurs for some z with z < R. zg(z) = f (z). so the inequality is also satisﬁed. r). In
. i. By continuity. On z = r < R. R). f (z) ≤ M z. Suppose that f (0) = 0 and that ∃M > 0. this gives: g(z) ≤ f (z)r ≤ M/r. we then have the required bound on f .4. f is constant in G. R)) for R > 0. consider the function f (z)/z for z = 0. Proof. R). Then: ∀z ∈ D(0.
n=0
Outside D(0.
∈ C iﬀ
+∞ n=0 an
Of course.
n=0
This naturally leads us towards the study of doubleended series. 1−z
+∞
zn. 1). we have to introduce a new kind of series expansions that constitute a good alternative to Taylor’s expansion for functions holomorphic except at isolated singular points. By deﬁnition: Deﬁnition 32. 1 < z < 3}. but has a problem at a. note that in the annulus {z ∈ C. Let us ﬁrst remember what we know about binomial expansions. a). 1). then. 1). We will see in the next section that they are also very important in the study of properties of holomorphic functions.150
CHAPTER 4. r) for r > 0. 1) ⇔ 1/z ∈ D(0. but we know that: z ∈ C\D(0. a) and as a series in negative powers on C\D(0. A double ended series converges to s1 ∈ C and
+∞ n=−∞ an converges to s = s1 + s2 +∞ n=1 a−n converges to s2 ∈ C. 1). we have: 4 1 1 = + = zn + (1 − z)(z + 3) 1 − z z + 3 n=−∞
−1 +∞
(−1)n 3−n−1 z n . we will study another set of important points: the ones at which a function fails to be holomorphic. the standard power series expansion
+∞ n=0 cn (z
− a)n cannot
. so that we can write: ∀z ∈ C\D(0. 1 1 1 =− =− 1−z z 1 − (1/z)
+∞ −1
z −n−1 = −
n=0 k=−∞
zk .
where we just wrote k = −n−1. if f is holomorphic on D (a. First. Doubleended series. For instance. we can expand 1/(1 − z) in positive powers of z: 1 = ∀z ∈ D(0. For z ∈ C such that z < 1. Using the same trick. we can write (a−z)−1 as a series in positive power of z on D(0. the series on the righthand side diverges. INTEGRATION
the remainder of this section.
R < S. w−z
f (w) dw.r)
f (w) dw. f (z) =
n=−∞
cn (z − a)n . By a simple translation of the origin in the complex plane.5. Nevertheless.
Actually. (w − a)n+1
Proof. we can let a = 0. S[. if necessary. Let z ∈ A. cn = 1 2πi
γ(a. r)).
Let γ and γ be as shown on Fig. r).
where: ∀r ∈]R. and choose P ∈ R and Q ∈ R such that R < P < z < Q < S. S) ∈ [0. 4.4. ∀n ∈ Z. For f ∈ H(D (a. ZEROS AND SINGULARITIES
151
represented correctly f at a. f (z) =
n=−∞
cn (z − a)n . Theorem 48. Let f ∈ H(A).8. we will prove that a function that is holomorphic in an annulus has an expansion like that. For (R. let A = {z ∈ C. we want to show that f (z) can be expanded as a Laurent series:
+∞
∀z ∈ D (a. +∞]. Laurent’s theorem. Then:
+∞
∀z ∈ A. R < z − a < S} be an annulus. since the series is welldeﬁned and behaves regularly at z = a. Then: ˜ ¯ f (z) = and: 0= 1 2πi
γ ¯
1 2πi
γ ˜
f (w) dw. the example of the binomial expansion leads us to think that doubleended power series could be the expansion we are looking for. w−z
.
.152
CHAPTER 4. and we ﬁnd:
+∞
f (z) =
n=0
1 2πi
γ(0. and noting that the integrals along the line segments cancel.P )
We can reindex the second sum by posing n = −m − 1. we have: f (z) = = 1 2πi 1 2πi f (w) 1 dw − w−z 2πi
+∞ γ(0. so we can interchange the sums and the integrals. The functions involved are all continuous on the paths.Q) n=0
γ(0. z/w < 1 and ∀w ∈ γ(0.8: Paths γ and γ for the proof of Laurent’s theorem.Q)
γ(0. P )∗ . z m+1
The last line was obtained by applying the appropriate binomial expansion: ∀w ∈ γ(0. we invoke the deformation theorem to replace γ(0.P ) m=0
wm f (w)dw.Q)
f (w) dw z n + wn+1
+∞
m=0
1 2πi
f (w)wm dw z −m−1 . R). Finally. INTEGRATION
h Figure 4. Q) and γ(0. w/z < 1. P ) by γ(0.P )
f (w) dw w−z
+∞
zn 1 f (w)dw − wn+1 2πi
−
γ(0. ˜ ¯ Adding these two numbers. Q)∗ .
γ(0.
4.5. ZEROS AND SINGULARITIES
153
Proposition 29. The Laurent expansion of a function f ∈ H(A) where A is an annulus is unique. Proof. Again, suppose that a = 0. Suppose that:
+∞
∀z ∈ A, f (z) =
n=−∞
dn z n .
Choose r such that R < r < S. Then: 2πicn =
γ(0,r) +∞
f (w)w−n−1 dw dk wk−n−1 dw
γ0,r k=−∞ +∞ +∞ k−n−1
=
=
γ(0,r) k=0
dk w
dw +
γ(0,r) m=1
d−m w−m−n−1 dw.
If we interchange summations and integrations:
+∞
2πicn =
k=−∞
dk
γ(0,r)
wk−n−1 = 2πidn .
The uniqueness of Taylor and Laurent expansion allows us to relate them when the ﬁrst one exits. Suppose that f ∈ H(D(a, r)). Then, it has a Taylor expansion there, and a Laurent expansion in D (a, r), The uniqueness of Laurent coeﬃcients forces these expansions to coincide on D (a, r), i.e. ∀n ∈ Z− , cn = 0. As we did for Taylor coeﬃcients, we can estimate Laurent coeﬃcients. Suppose that f is holomorphic in A = {z ∈ C, R < z < S}. Let f have the Laurent expansion f (z) = for r ∈]R, S[. Then, we have: ∀n ∈ Z, cn  ≤ r−n sup{f (z), z = r}. Two cases are worth mentioning:
+∞ n n=0 cn z
in A, with cn =
γ(0,r) f (w)w
−n−1 dw
154
CHAPTER 4. INTEGRATION • Let f be holomorphic for z > R and suppose that ∀z ∈ C, z > R, f (z) ≤ M , with M ∈ R+ . Then, cn  ≤ M r−n for all r > R. This forces cn = 0 for all n > 0, so that the Laurent expansion of f is
0 n n=−∞ cn z .
• Suppose that f is holomorphic in D (0, S) for S > 0. We can take r arbitrarily small and use the estimate above to ﬁnd cn = 0 for all n < 0, so that f (z) =
+∞ n n=0 cn z
for 0 < z < S. In addition, if we deﬁne
f (0) = c0 , the expansion is valid on D(0, S), and f is holomorphic in D(0, S). This will be useful when we study removable singularities.
4.5.5
Singularities
Deﬁnition 33. Let f : C → C. a ∈ C is called a regular point of f iﬀ f is holomorphic at a (f ∈ H(D(a, r)) for some r). A point a ∈ C is a singularity of f if a is a limit point of regular points which is not itself regular. If a ∈ C is a singularity of f and f is holomorphic in some punctured disc D (a, r) for some r > 0, then a is an isolated singularity. If this is not the case, a is a nonisolated or essential singularity. Let f : C → C. Suppose that f has an isolated singularity at a. Then, f is holomorphic in an annulus {z ∈ C, 0 < z − a < r} for r > 0. Thus, it has a Laurent expansion in this annulus:
+∞ +∞ −1
f (z) =
n=−∞
cn (z − a)n =
n=0
cn (z − a)n +
n=−∞
cn (z − a)n .
The ﬁrst series on the righthand side is holomorphic in D(a, r) and does not carry any singular behaviour. All the singularities are in the second sum, that is called the principal part of the Laurent expansion. Isolated singularities can then be classiﬁed according to the behaviour of the coeﬃcients cn for n < 0. The point a is said to be:
4.5. ZEROS AND SINGULARITIES • a removable singularity if cn = 0 for all n < 0; • a pole of order m ≥ 1 if c−m = 0 and cn = 0 for all n < −m;
155
• an isolated essential singularity if there is no m ∈ Z− such that cn = 0 for all n < −m. The following examples will help us see these notions: Example 14. • 1/(z − 1)2 is its own Laurent expansion around z = 1,
where it has a double pole. • Consider the function cosec(z) = 1/ sin(z). We know that sin is holomorphic and has a Taylor expansion: sin(z) = z − z3 z5 z2 + − ... = z 1 − + h(z) . 3! 5! 3!
All the terms after the ﬁrst two have been amalgamated in a function h(z) that is holomorphic (because it is a power series). Near z = 0, the dominant term in h is the one proportional to z 4 and: there is K > 0 such that h(z) ≤ Kz 4 . Then: cosec(z) = 1 z 1− z2 + O(z 4 ) 3!
−1
=
1 z
1+
z2 + O(z 4 ) 3!
for z suﬃciently small.
This means that the principal part of the Laurent expansion of cosec about 0 is 1/z, so that cosec has a simple pole at 0. • (1 − cos(z))z −2 is holomorphic everywhere except at z = 0, where it is not deﬁned. The Laurent expansion around 0 is given by: (1 − cos(z))z −2 = z2 z4 1 − + − ... = 2! 4! 6!
+∞
(−1)n
n=0
z (2n−1) . (2n)!
Hence, the singularity at z = 0 is removable. • For z ∈ C∗ : sin(1/z) =
+∞
(−1)n
n=0
1 . (2n + 1)!z 2(n+1)
So, sin(1/z) has an isolated essential singularity at 0.
156
CHAPTER 4. INTEGRATION Classifying singularities by explicitly computing the Laurent coeﬃcients
of a function is long and diﬃcult, even for simple functions. Fortunately, there exists more powerful methods. The general idea is that, if an holomorphic function f has an isolated zero at a ∈ C, then 1/f has an isolated singularity at a ∈ C. The proof of the following proposition is similar to the one about zeros of holomorphic functions, so it is left to the reader as an exercise. Proposition 30. Characterization of poles of order m. Let f ∈ H(D (a, r)) for a ∈ C and r > 0. Then, f has a pole of order m ∈ N∗ at a iﬀ:
z→a
lim (z − a)m f (z) = D ∈ C∗ .
Theorem 49. Let f be holomorphic in an open disc D(a, r) for a ∈ C and r > 0. Then, f has a zero of order m ∈ N at a iﬀ 1/f has a pole of order m ∈ N at a. Proof. Suppose that 1/f has a pole at a. Then f is holomorphic in a punctured disc centred on a. Therefore, the zeros of f cannot be nonisolated (identity theorem), so we can apply the theorem on the characterization of zeros. Conversely, a zero a of f of order m is isolated, so 1/f is holomorphic in some punctured disc D (a, r). The result then follows from the theorem on the characterization of zeros and the previous proposition, with some algebra of limits. The following proposition is a corollary of the theorems characterizing zeros and poles: Corollary 3. Suppose that f has a pole of order m at a ∈ C. • Let g ∈ H(D(a, r)) for some r > 0. Then, at a, f g has: – a pole of order m if g(a) = 0; – a pole of order m − n if g has a zero of order n < m at a;
157
• Suppose that g has a pole of order n at a. Let f ∈ H(D (a. that is of order 2. we see that f has triple poles at −2 and ±i. Example 15. r) is f (z) =
+∞ n=0 cn (z
− a)n . f (z) =
n=0
cn (z − a)n . by continuity
+∞
of the series at a. a double pole at k ∈ Z\{−2. ZEROS AND SINGULARITIES – a removable singularity if g has a zero of order n ≥ m at a. we can simple determine the order of the poles of some functions. (z + 2)(2z − 1)(z 2 + 1)3 sin2 πz
The denominator has a simple zero at 1/2. • Consider: f (z) = (z − 1) cos(πz) . • z sin(z) has isolated zeros at z = kπ for k ∈ Z. By deﬁning f (a) = c0 . a simple pole at 1 and a removable singularity at 1/2. Then. The numerator has a simple zero at 1 and at each (2k + 1)/2 for each integer k. r)) such that f has a removable singularity at a ∈ C.5. two triple zeros at ±i. r). except the one at z = 0. Then. With these results in hand. They are all of order 1. 1}. a triple zero at −2 (two come from the sinus). a removable singularity is nothing in particular: a simple redeﬁnition of f at z = a
. We can start with removable singularities. r). limz→a f (z) = c0 . and double zeros at each integer k = −2.4. 1/(z sin(z)) has a simple pole at every z = kπ with k ∈ Z∗ . we can construct an extended f : ∀z ∈ D(a. In that sense. The last thing we have to understand is the behaviour of functions in the neighbourhood of their singularities.
This means that f is now holomorphic in D(a. and a double pole at z = 0. Therefore. Then. f g has a pole of order n + m at a. The Laurent expansion of f in D (a.
∀z ∈ D (a. In the case of e1/z . • a is an essential singularity. one. Picard showed a much more powerful result: in any D (a. r)) and w ∈ C. there exists a sequence (an )n∈N with limit a. Let f have an isolated singularity at z = a with the Laurent expansion on D (a. r):
+∞
f (z) =
n=−∞
cn (z − a)n . The Laurent expansion of a function f at a point a exists only if f is holomorphic in
. and the exceptional value is 0. Then. Let f ∈ H(D (a. so that limn→+∞ f (an ) = w. Suppose that ∃ > 0. Then. Outline of proof. Let w ∈ C. we have limz→a (z − a)m f (z) = D = 0.158 suppresses the singularity. we should mention brieﬂy nonisolated singularities. f (z) − w ≥ .
CHAPTER 4. show that f cannot have an essential singularity at a. Suppose that a is an isolated essential singularity. r). possibly. Take f ∈ H(D (a. r)) for a ∈ C and some r > 0. a simple manipulation of limits of continuous functions shows that limz→a f (z) = +∞. INTEGRATION
The next case is the one of a nonremovable isolated singularity (pole or essential singularity). Then. Actually. the essential singularity is at 0. So. Finally. by considering z → 1/(f − w). Then. f assumes every complex value except.
Two cases can occur: • a is a pole. Proof. CasoratiWeierstrass theorem. Let m ∈ N be the order of the pole. ) for > 0. The theorem is the negation of this proposition. we have: Theorem 50.
We saw previously that one can use the inversion map z → 1/z to analyse the behaviour of functions at or near ∞. so that 0 is a nonisolated singularity. ZEROS AND SINGULARITIES
159
a punctured disc D (a. At z = 1/kπ. poles etc at inﬁnity. by choosing k arbitrarily large. and at z = 1/kπ with k ∈ Z∗ .
To go further
4. z > r} → C where ˜ r ∈ R∗ .4.
. f (w) = f (1/w). r) with r > 0. we can transfer notions about f at 0 to the corresponding notions about f at ∞. Then. we have simple poles. where the function itself is undeﬁned. this is not possible. Here are two examples of that case. we can ﬁnd one of these poles arbitrarily close to 0. Hence.5. When a is a limit point of singularities of f .6
Meromorphic functions
The last topic in this section is the study of singularities in the extended ¯ complex plane C. But now. 0 is thus a nonisolated singularity. • f (z) = z −3 (1 + e1/z )−1 has singularities at 0 and at 1/((2k + 1)πi) for k ∈ Z where 1 + e1/z has simple zeros. there is no punctured disc around 0 on which f is holomorphic. where sin(1/z) = 0. Let f : {z ∈ C. we can talk of singularities. We deﬁne f by:
+
˜ ∀w ∈ D (0. so 0 is a limit point of the set of poles of f .5. In particular. ˜ ˜ and f (0) = f (∞). 1/r). The point 0 is again a limit point of the singularities at 1/((2k + 1)πi). • f (z) = cosec(1/z) has singularities at z = 0.
. Then:
N z→a
lim
(z − a)mk z −m f (z) = D = 0. thus it is bounded. and a pole of order m at ∞. ¯ Proof. z −2 sin(z) has a removable singularity at ∞. possibly for ﬁnitely many poles. ∞ is a limit point of the set of poles of tan(z): {(2k + 1)π/2. f (w) = w−3 has a triple pole at 0. 1) ⊆ C.. This implies that f is bounded. INTEGRATION ˜ • Consider f (z) = z 3 . f is bounded on {z ∈ C. • In the same way. z ≥ 1} ∪ {∞}. Let G ⊆ C be open. The following theorem gives properties of meromorphic functions.
¯ Deﬁnition 34. we will say that f has a triple pole at ∞. k ∈ Z}. Then. A complexvalued function which is holomorphic in G except. Hence.160
CHAPTER 4. Theorem 51.
¯ • f meromorphic in C ⇒ f is a rational function. Indeed. For the second point. f ˜ ¯ is continuous and C is compact. One can then remove them to make g ¯ holomorphic in C.
k=1 N
Hence: g(z) =
(z − a)mk z −m f (z)
k=1
has at worst removable singularities. The ﬁrst point comes from the fact that f is bounded on C. N }..
. Hence. Finally. ¯ • f holomorphic in C ⇒ f constant. The ﬁrst point forces g to be constant. . is said to be meromorphic in G. Indeed. In details. Liouville’s theorem guarantees that f is constant. f is continuous on the compact ¯ D(0. • tan(z) has a nonisolated singularity at ∞. assume that f has poles of order mk at ak ∈ C for k ∈ {1.
6. Find the Laurent expansion of the following functions around the given point a ∈ C. . 1 . CAUCHY’S RESIDUE THEOREM
161
4.4.
(ii) f (z) = sin (iii) f (z) =
sinh(z) . at a = i.6
Cauchy’s residue theorem
In this section. Find the singularities of the following functions and characterize them: (i) f (z) = (ii) f (z) = (iii) f (z) = (iv) f (z) = (v) f (z) =
z 2 +4 (z−i)3 (z−2i)4 1−ez sin(z) . (ii) f (z) = (1 − ez ) sinh(z). (iii) f (z) = (z 2 + z + 1) sin(iz). by concentrating on the relationship between integrals around contours and singularities inside these contours.
1 z
(iv) f (z) = (z 4 + z 3 + iz) sin
.7
Exercises
1.5. z4
at a = 0. z 3 +1 sinh(z) tan(z) . we will extend the number of techniques available to evaluate integrals in the complex plane. at a = 0. 2.
4.
. z3 1 z−i
at a = 0. and characterize a: (i) f (z) =
1−cos(z) . z 4 +iz 2 +1
2
3. Find the zeros of the following functions and give their orders: (i) f (z) = z 3 sin(z). tan(z) .
This lemma is a direct consequence of Laurent’s theorem and the Deformation Theorem. except at a ﬁnite number of poles (ak )k∈{1.. fk the principal part of the Laurent expansion of f around ak ...
Then: f (z)dz = 2πic−1 . It is denoted res{f (z). Once we have removed them by redeﬁning appropriately g at the points a1 .. a}. Let f ∈ H(D (a. Deﬁnition 35... The residue of f at a is the unique coeﬃcient c−1 of (z − a)−1 in the Laurent expansion of f around a. Residues are important through the following theorem.
Proof.. aN . Cauchy’s residue theorem.. Let f be holomorphic inside and on a positively oriented contour γ..162
CHAPTER 4. INTEGRATION
4..1
Residues and Cauchy’s residue theorem
Lemma 5. r)) for a ∈ C and r > 0.. except at a point a ∈ I(γ). . Let us denote. Then:
N
f (z)dz = 2πi
γ k=1
res{f (z). The unique Laurent expansion of f around a is:
+∞
f (z) =
n=−m
cn (z − a)n . N }.. Suppose that f has a pole at a. g is holomorphic everywhere inside and on the contour γ. for k ∈ {1.6.
γ
Proof. Theorem 52.. ak }. Let f be holomorphic inside and on a positively oriented contour γ. We can thus apply Cauchy’s theorem
..N } inside γ. Then the function g deﬁned by:
N
g=f−
k=1
fk
has only removable singularities at a1 . aN . where it has a pole of order m..
We have necessarily: 1 + α + α−1 = 0. by Liouville’s theorem. Suppose that f is holomorphic in C except for simple poles at the cubic roots of unity: 1. z ≥ 2. Cauchy’s residue theorem can be used to ﬁnd functions when we know about their poles.4. and the constant must be 0 (because of the limit at inﬁnity). R
Since R can be arbitrarily large. we get two possible functions satisfying the conditions: f (z) = 3/(z 3 − 1) or f (z) = 3z/(z 3 − 1). This equation has two solutions α = ω and α = ω 2 .
. We can then deﬁne a function g that has only removable singularities by subtracting the principal parts of the Laurent expansion of f around the three poles: g(z) = f (z) − α α−1 1 − − . ω = e2πi/3 and ω 2 . we have: 2πi(1 + α + α−1 ) =
γ(0. By using the values of α found by solving 1 + α + α−1 = 0. for R ≥ 2. where it has residues 1.6. g is holomorphic in C. Suppose that there exists a constant K > 0 such that ∀z ∈ C. α = 0 and 1/α. it is constant. Example 16. z 2 f (z) ≤ K.
Hence: 2πi(1 + α + α−1 ) ≤
0
2π
f (Reiθ )Rdθ ≤ 2π
K . ak }.R)
f (z)dz. By Cauchy’s residue theorem. so. The bound K on z 2 f (z) implies that f tends to zero when z tends to inﬁnity. This implies that g is bounded in C.
by using the previous lemma for each principal part. z − 1 z − ω z − ω2
After removing the removable singularities. respectively. On the other hand:
N N
g(z)dz =
γ γ
f (z)dz −
k=1 γ
fk (z)dz = 2πi
k=1
res{f (z). and the same is true of g. CAUCHY’S RESIDUE THEOREM to g:
γ
163
g(z)dz = 0.
It is said to be overt if f (z) is expressed in the form g(z)/(z − a)m with g ∈ H(D(a. • 1/((z − i)(z + i)) has two overt simple poles: one at i
and one at −i. h) ∈ H(D(a.. whether a pole is overt or covert depends on the way f is written. • h has a zero of order m at a. r)) for r > 0 and g(a) = 0.2
Calculation of residues
Deriving residues by a direct calculation of Laurent expansions can be sometimes very boring. so that overt an covert poles can be changed into each others.
. In this subsection. Example 17. If f has a pole of order m at a. • g(a) = 0. • OR: h(z) = (z − a)m k(z) where k ∈ H(D(a. Classiﬁcation of poles We saw previously how to characterize poles by their relationship with zeros. The last condition is satisﬁed iﬀ one of the following equivalent conditions is satisﬁed: • h(a) = h (a) = ..164
CHAPTER 4. • 1/(z 2 + 1) has covert simple poles at ±i. Of course.6. = h(m−1) (a) = 0 and h(m) (a) = 0. r)) with k(a) = 0. r))2 . even though this is not usually recommended in a residue calculation. and covert otherwise. we provide formulæthat allows one to ﬁnd residues more easily. We saw that the function: f (z) = g(z) h(z)
has a pole of order m ∈ N at a if there exists r > 0 such that: • (g. INTEGRATION
4. we call the pole simple if m = 1 and multiple otherwise.
r)) for some r > 0 such that f (z) = g(z)/(z − a) with g(a) = 0. Then. k(a) = 0 and k (a) = 0. r)). so we have:
z→a
lim (z − a)f (z) = res{f (z). a}. k (a)
z→a
lim (z − a)
Then. we have: res{f (z). a} = h(z) k(z) z−a = h(a) lim z→a k(z) − k(a) h(a) = . we have: res{f (z). Hence: res{f (z). r))2 with h(a) = 0. then. a} = g(a). (z − a)f (z) =
n=−1
cn (z − a)n+1 = c−1 +
n=0
cn (z − a)n+1 .
165
Let f ∈ H(D (a.
Now. k) ∈ H(D(a. for a covert simple pole. • If a is a covert simple pole. r)f (z) =
n=−1
cn (z − a)n . one has:
+∞
∀z ∈ D (a. Assume that f has a simple pole at a. we can study both types of simple poles: • If a is an overt simple pole. k (a) k(z)
.
Multiplying by (z − a):
+∞ +∞
∀z ∈ D (a. CAUCHY’S RESIDUE THEOREM • tan2 (z) has covert double poles at (2k + 1)π/2 for k ∈ Z. r). we can write f (z) = h(z)/k(z) where (h. a} = h(a) h(z) if f (z) = . Residue at a simple pole. then.4. Then. there exists g ∈ H(D(a.
The second part of the righthand side tends to zero as z tends to a.6.
r)) and g(a) = 0. Then.r/2)
= res{f (z). there is no simple formula. Then. f (z) = g(z)/(z − a)m with g ∈ H(D(a. again. Then. To ﬁnd the residue. • f has an overt multiple pole. we have: res{f (z). 2} = res −(z 2 + 4)−1 .r/2)
γ(a. and (z 2 + 4) = 2z.
. two things can occur. a} = 1 g (m−1) (a). you have to either convert the pole to an overt pole or compute the Laurent coeﬃcient c−1 from scratch by expanding the function in powers of (z − a) for (z − a) small. hence: res{f (z). Hence. • Consider f (z) = 1/((2 − z)(z 2 + 4)). 8
The poles at ±2i are covert. In that case. by applying Cauchy’s formula: g (m−1) (a) = = (m − 1)! 2πi (m − 1)! 2πi g(z) dz (z − a)m f (z)dz
γ(a. ±2i} = (2 − z)−1 2z =
z=±2i
1 16
i
. f has 3 simple
poles: one at 2 and two at ±2i. f (z) = (2 − z)−1 /(z 2 + 4).
CHAPTER 4.166 Residue at a multiple pole. INTEGRATION
Suppose that f as a pole of order m > 1 at a ∈ C. Example 18. The pole at 2 is overt: res{f (z). a}. (m − 1)!
• f has a covert multiple pole.2 z−2 1 =− .
Then: res{f (z). and we have: f (z) = = So. Hence: res{f (z). 2π]}.. 0} = 1 d3 iz e 3! dz 3 i =− .
167
f has covert simple poles at zk =
e(2k+1)πi/4 for k ∈ {0. 0} = 0.
1 1 = 4) (1 + z 4z 3 z=zk z=zk 1 1 1 (2k+1)πi/4 .5)
• Consider f (z) = eiz /z 4 . res{f (z). We would like to use Cauchy’s residue theorem to prove that:
2π 0
1 z2 z4 z4 1 × 1+ − + + O(z 6 ) z3 z 3! 5! (3!)2 1 1 7 + 2− + O(z 2 ). res{f (z).4. zk } = =
−3 4 since zk = 1 ⇒ zk = z. z = γ(θ) = eiθ . 4 2 z z z 2!z 3!z Then. 1) = {z ∈ C. 2 (θ) 8 cos 3
The idea is to rewrite the integral as an integral on the unit circle: γ(0. 3}. 2. 3 = 4z = − 4 e 4zk k
(4. then f has a covert pole of order 4 at 0. 0} = c−1 = −i/6. 6
z=0
One could also have used the Laurent expansion: eiz 1 i 1 i = 4+ 3− − + . CAUCHY’S RESIDUE THEOREM • Consider f (z) = 1/(1 + z 4 ).6. θ ∈ [0. Then: dz = γ (θ)dθ = izdθ. • If f (z) = z −3 / sin(z). 1. It has an overt pole of order 4 at 0. for z > 0. 4 z 2z 60
1 2π dθ = .
.. Integrals around the unit circle.
cos(z) . 3
+ res
√ z=−i/ 2
(2z 2
z i . 1).6. z 4 cos(z)
2. INTEGRATION
cos(θ) = (eiθ + e−iθ )/2 = (z + z −1 )/2. (vi) f (z) = tanh(z).168 and:
CHAPTER 4. Hence:
2π 0
1 dθ = 8 cos2 (θ) =
γ(0. 2 + 1)(z 2 + 2) (2z
√ √ √ The integrand has simple poles at ±i/ 2 and ±i 2.√ 2 (θ) 2 + 1)(z 2 + 2) 8 cos (2z 2 2πi 2πi = + 4(z 2 + 2) z=i/√2 4(z 2 + 2) = 2π . So:
2π 0
1 z i dθ = 2πi res . (vii) f (z) =
1 . The poles at ±i 2 are outside γ(0. so they do not contribute to the integral.3
Exercises
1. −√ 2 + 2) + 1)(z 2
4. Calculate the following integrals:
.1)
γ(0.
(v) f (z) = tan(z). Calculate the residues of the following functions at their poles: (i) f (z) = (ii) f (z) = (iii) f (z) = (iv) f (z) =
ez+1 (z−i) . (z−3)2 sin(z) .1)
1 dz 1 + 2(z 2 + 2 + z −2 ) iz z dz 4 + 5z 2 + 2 z z dz.1)
=
γ(0. z3 z 2 +z+1 sin(z) .
z+1 γ(0.1) 8z 4 +1 dz. CAUCHY’S RESIDUE THEOREM (i) (ii) (iii) (iv) (v)
z 2 +2 γ(0.6.
169
.2) z 2 +2z+i dz. sin(z) γ(0.4) cosh(z) dz.1) 4z 2 +1 dz.1) sin(z−i) dz.4. cos(z) γ(i. z 2 +z+1 γ(0.
INTEGRATION
.170
CHAPTER 4.
Chapter 5
Applications of integration in the complex plane
171
.
R]. 1 + x4
Such an integral. 1 + R4 e4iθ
By taking the limit R → +∞. APPLICATIONS
5. we are going to apply everything we know about contour integration to diﬀerent context.1. the ﬁrst term on the righthand side is just 2I. Consider:
+∞
I=
0
1 dx. Let us start with an illustrative example. 1 + x4
R 1 0 1+x4 dx.
This is
Let γ be the positively oriented semicircular contour obtained by joining the upper arc of γ(0. besides the interest it has on its own.1
Some applications of contour integration
In this section.172
CHAPTER 5. This will make us realize how powerful complex integration is.
5. We have:
π 0
Reiθ dθ 1 + R4 e4iθ
≤ ≤
Reiθ dθ 1 + R4 e4iθ 0 Rπ . considered in R is extremely diﬃcult to solve.1
Evaluation of real integrals by contour integration
First. Consider the second term. Let us ﬁrst note that the integrand is an even function. Γ(0. we would like to see how to apply contour integration to the evaluation of real integrals. R). so that. 4 − 1 R
π
. R). We have: 1 dz = 1 + z4
R −R
γ
1 dx + 1 + x4
π 0
Reiθ dθ. for R ∈ R∗ : +
R 0
1 1 dx = 4 1+x 2
R −R
1 dx. with the line segment [−R. as a technique applied to various parts of mathematics.
The integral I has to be understood as: I = limR→+∞ known as the principal value of the integral.
we only have to compute the value of
1 γ 1+z 4 dz
residue theorem. we have:
1 (1 + z 4 )
z=zk
1 = − zk for k ∈ {1. 2}. Hence. 4
−3 4 because. SOME APPLICATIONS OF CONTOUR INTEGRATION
173
Figure 5. for k ∈ {1. 3}. The only of these poles that are inside γ are z1 = eiπ/4 = res{1/(1 + z 4 ). 2
So. by Cauchy’s residue
theorem: 1 2πi iπ/4 πi dz = − e + e3iπ/4 = − 2 1+z 4 2 1 + i −1 + i √ + √ 2 2 π =√ . so that
tends to zero when R tends by using Cauchy’s
Thus. zk } =
1+i √ 2
and z2 = e3iπ/4 =
−1+i √ .
= 0. limR→+∞ to +∞.1. 1. 2. 0 1+x4
Now. The integrand is holomorphic inside and on γ except for covert simple poles at e(2k+1)πi/4 for k ∈ {0. 2
γ
.5.1: Contour γ for the evaluation of I =
Rπ R4 −1 π Reiθ 0 1+R4 e4iθ dθ
+∞ 1 dx. 2}. zk = −1 ⇒ zk = −zk .
and in that case.1. or that. This can be
. to some contour integral • Apply Cauchy’s residue theorem to
γ γ
f (z)dz. we would like to control the tends to zero.2
Some remarks on indented contours
Consider a complexvalued function f and a contour γ. APPLICATIONS
π 1 dx = √ . or an approximation of it (by estimation as before). The best here is to practice through a lot of examples. we saw how to calculate a real integral
=
2π/3 by reducing it to a complex integral around a contour. to which we applied Cauchy’s residue theorem. That requires that f
has at most ﬁnitely many poles inside γ and none on γ itself.
5. when we want to integrate f around γ it is vital. Nevertheless. i. we would like to be able to ’avoid’ the point that create troubles by adding a small circular arc of radius limit of the integral along this new path when made precise by the following theorem. we can conclude that:
+∞ 0
CHAPTER 5. Then. to apply the theorems on contour integration that f does not have any pole on γ itself.174 Thus. so that the new path avoids the point. Here we saw a more complicated example. it does not have a branch point on γ. The key elements in these evaluations are: • Relate the real integral I that is to be calculated. • The contour γ has to be chosen so that the integral of f along each portion of it either contributes to I or can be handled by estimation (or any other way that allows to calculate them). As emphasized earlier. advices.
f (z)dz. These guidelines are really to be taken for what they are.e. this can happen. if f is a multifunction. to γ. 4 1+x 2 2
2π 1 0 8 cos2 (θ) dθ
In the previous section. We will see some of them in the following subsections.
Proof. there exists δ > 0 such that: 0 < z − a < δ ⇒ (z − a)f (z) < η. let us consider a branch of the logarithm in the plane cut along [0. In order to do so. +∞[: f (z) = ln(r) + iθ. Indeed. 2π] and 0 < < r. we recover Cauchy’s residue theorem. we must specify a contour that lies into the cut plane. Let f ∈ H(D (a. (z − a)f (z) is not controllable when z approaches a: it ’blows up’ too fast. This is exactly the statement that ib(θ2 − θ1 ) is the limit of tends to 0. We saw already that. by deﬁnition of the limit. Then. Consider ∈ ]0. for a multiple pole. so:
θ2
f (z)dz − ib(θ2 − θ1 )
γ
=
θ1 θ2
f (γ (θ))γ (θ) − ib dθ i ((z(θ) − a)f (z(θ)) − b)
θ1
=
< η(θ2 − θ1 ). then γ (θ) = ieiθ = i(z − a). θ2 ] ⊆ [0.
γ
f (z)dz when
. δ}[. We call indentation around a a circular arc γ (θ) = a + eiθ for θ ∈ [θ1 . SOME APPLICATIONS OF CONTOUR INTEGRATION
175
Theorem 53. then. min{r. It does not apply to multiple poles.5.
z→a
Let η > 0. a being a simple pole with residue b.1. Indentation lemma for a simple pole.
We see that in the case of a circle. We would like also like to be able to apply Cauchy’s theorem or the residue theorem to a function that is a holomorphic branch of a multifunction. To illustrate this. 2π[. The previous theorem is only valid for simple poles. Remark 9. we have: lim
→0 γ
f (z)dz = ib(θ2 − θ1 ). If z = γ (θ). r)) have a simple pole at a with a residue b. for z = reiθ = 0 and θ ∈ [0. we have: b = lim (z − a)f (z).
y))dx−
γ
Im(f (x. R) because of the cut. y))dy+i
γ
Im(f (x.2: A keyhole contour to avoid a branch cut. along [A. noting that.1.176
CHAPTER 5.2 In the cut plane.
We cannot integrate f around γ(0. B] there is no variation of the imaginary part
. y))dx+i
γ
Re(f (x. f is holomorphic inside and on γ. 5. But. we can take the horizontal line to be arbitrarily close to the cut. Call δ their distance to the cut. Hence: f (z)dz =
γ γ
Re(f (x. Then.
Hence. y))dy. b] ∈ R:
b
f (z)dz =
γ a
f (γ(t))γ (t)dt. consider the keyhole contour in Fig. APPLICATIONS
Figure 5.
with γ (t)dt = (x + iy )dt if we write z = x + iy ∈ γ ∗ . Moreover if we parametrize γ ∗ by γ(t) with t ∈ [a.
In the same way: lim f (z)dz =
[C. What happens at the branch point? Well.5. SOME APPLICATIONS OF CONTOUR INTEGRATION of z. )
f (z)dz + lim 1 1 − R
δ→0 [A.R)
f (z)dz + lim 1 −
δ→0 [C.B]
δ→0+
lim ln( x2 + δ 2 )dx =
ln tdt. For example.1.B]
f (z)dz
= 2πiR + = 0.B]
R δ→0+ R R
dx ≤ δ
R−
. we can always integrate along the edge. the question is diﬃcult.1. Usually. Thus: [Im(f (x + iδ))][A. we have: θ = arg(z) ≤ arcsin(δ/ ) ∼ δ/ . Note that if a is a branch point of f . at the limit δ → 0: f (z)dz =
γ γ(0. it cannot be a pole of f . one has to rely on estimation techniques.
On [A. a cannot be an isolated singularity of f . so that the indentation method does not apply.
.
Thus.
dx = 0. at ﬁrst order in δ. Therefore. one has. and in particular. using the edgevalues integrand. when we integrate in the cut plane.B]
Re(f (x + iδ))dx + i [Im(f (x + iδ))][A. for the logarithm with the previous keyhole contour. This implies that:
R
lim
f (z)dz =
[A.D]
f (z)dz −
γ(0.D] R
δ→0+
(ln(t) + 2πi) dt. then f is not holomorphic in any punctured disc centred on a. limδ→0+ [Im(f (x + iδ))][A. on both sides of the edge.B] Thus. we have:
R R
177
f (z)dz =
[A.B]
dx.3
Integral of rational functions
We are just going to illustrate the general method by considering examples.
1 + 2πi( − R) − 2πi + R
5. B].
and: I= π . 2i} = Moreover:
π
and 2i a covert
d 1 2 (z 2 + 4) dz (z + i) 1/(z 2 + 1) (z 2 + 4)
z=2i
=
z=i
−2z(z + i) − 2(z 2 + 4) (z + i)3 (z 2 + 4)2
=−
z=i
i 36
i =− . 2i}) . i (double pole) and 2i (simple pole) and none on γ. 0 (x2 +1)2 (x2 +4)
To evaluate this integral
directly is virtually impossible. (z−i)
We see that i is an overt double pole: f (z) = simple pole. 18
f (z)dz ≤
Γ(0. so: res{f (z). We then consider the contour γ in the complex plane made of the joint of the line segment [−R. APPLICATIONS
+∞ 1 dx. for R ∈ R∗ such that R > 2. R] and the positively oriented semicircle. Consider I =
CHAPTER 5. The choice R > 2 ensures that two poles of f are inside γ. (x2 + 1)2 (x2 + 4)
So. we see that the integral along the semicircle tends to 0. i} + res{f (z). Example 20. Γ(0. 6
Remark 10. 1 + x10
. − 1)2 (R2 − 4)
R
and:
f (x)dx = 2
−R 0
1 dx. so that f is holomorphic inside and on γ.
1/((z+i)2 (z 2 +4)) . by taking the limit R → +∞.R)
f (z)dz = 2πi (res{f (z).R) 0 R
(R2
1 Rdθ = O(1/R5 ). the parity of the integrand was crucial in the derivation of the result. Consider now:
+∞
I=
0
1 . Note that. once again.178 Example 19. we integrate f (z) = 1/((z 2 + 1)2 (z 2 + 4)) around γ. R). Then. + Then. i} = res{f (z). except at i ∈ I(γ) and 2i ∈ I(γ). by Cauchy’s residue theorem:
R
f (z)dz +
−R Γ(0. joining R to −R.
9}. 26. 0 1+x10
On the line segment between 0 and Reiπ/5 : z = teiπ/5 with t ∈ [0. SOME APPLICATIONS OF CONTOUR INTEGRATION
179
The function f (z) = 1/(1 + z 10 ) is holomorphic everywhere in C except for simple covert poles at the points zk = ei(2k+1)iπ/10 for k ∈ {0. 9 10β 10
Figure 5. .. Rather. The only pole inside the contour is β = eiπ/10 . We could use a semicircular contour. so that dz/dt = eiπ/5 . let us consider the contour γ shown on Fig.
..3: Contour for the evaluation of I =
+∞ 1 . β} = 1 (1 + z 10 ) =
z=β
β 1 =− . R]..1. Its residue is given by: res{f (z). 1. and: 1 + z 10 = 1 + t10 e2πi = 1 + t10 . 2. but that would include many poles.5.
so it vanishes at the limit R → +∞. When this happens. Our ﬁrst example is:
+∞
J=
−∞
cos(x) dx. by Cauchy’s residue theorem:
R 0
CHAPTER 5. 1 + t10 10
The integral on the circular arc is O(1/R9 ).180 So. we would like to consider integrals of the form: ϕ(x) sin(mx)dx or
I I
ϕ(x) cos(mx)dx or
I
ϕ(x)e±imx dx. and ϕ(z) = p(z)/q(z) is a rational function with deg q > 1 + deg p. noting that: 1 − eiπ/5 = eiπ/10 (e−iπ/10 − eiπ/10 ) = −2ieiπ/10 sin(π/10). and two subpaths yield integrals that are multiple of one another. x2 + x + 1
We consider the complex function: f (z) = eiz . we have:
+∞ 0
1 π 1 π dx = = cosec(π/10). ]0.
where I is [0.
5. Example 21. m ≥ 0. +∞[. 10 1+x 10 sin(π/10) 10
In the previous example. z2 + z + 1
. Hence:
+∞
1 − eiπ/5
0
1 πi dx = − eiπ/10 . +∞[ or R. we say that we have integral reinforcement. note how the integral along the slanting line gives a multiple of the integral along the real axis. 1 + x10 5
Finally.4
Integral of other functions with a ﬁnite number of poles
In this subsection.1. APPLICATIONS
1 dx + 1 + x10
π/5 0
Rieiθ dθ + 1 + R10 e10iθ
0 R
eiπ/5 2πie−iπ/10 dt = − .
R) R
f (z)dz = 2πires{f (z). because then. so we couldn’t have found a supremum. Hence.5. at e2iπ/3 and e4iπ/3 . x2 + x + 1 3
A few comments are in order: • The integrand is not an even function.:
f (x)dx +
−R
√ 2π f (z)dz == √ ei(−1/2+i 3/2) . Try and evaluate I =
+∞ sin2 x . Then. consider again the contour mad of the join of [−R. • We couldn’t have chosen f (z) = cos(z)/(z 2 + z + 1). R] and the positively oriented semicircle Γ(0.e. 3 Γ(0. only e2iπ/3 is inside the contour. Example 22. Then. 0 x2
Because of the problem we mentioned previously with the cosinus. we cannot
.1. we thus have:
R
f (x)dx +
−R Γ(0. the integral along the semicircle would not have converged towards 0 as R became arbitrarily large. − R − 1
and vanishes at the limit R → +∞. the integral along the semicircle can be evaluated:
π
f (z)dz ≤
Γ(0. that grows like cosh2 R when θ approaches π/2. i. so we cannot use the usual trick to evaluate the integral on [0. Let us see another example. Indeed:  cos(Reiθ )2 = cosh2 (R sin(θ)) − sin2 (R cos(θ)). taking the limit and equating real and imaginary parts:
+∞ −∞
cos(x) 2π √ = √ e− 3/2 cos(1/2). R) for R > 1. By Cauchy’s residue theorem.
z=e2iπ/3
i.R)
As usual.e. SOME APPLICATIONS OF CONTOUR INTEGRATION
181
It is holomorphic everywhere except for simple poles at the roots of z 2 + z + 1 = 0. +∞[.R) 0
R2
R dθ = O(1/R). e2iπ/3 } = 2πi
eiz 2z + 1
.
the pole is simple with residue −2i. we are led to consider f (z) = (1 − e2iz )/z 2 . R] encounters the pole. because the line segment [−R. APPLICATIONS
choose f (z) = sin2 (z)/z 2 : we would have problems ﬁnding a supremum that tends to zero along a circular arc. The function is holomorphic everywhere except at z = 0. we would like to ﬁnd a function whose real part is sin2 x/x2 when z = x ∈ R.
Figure 5. 0 x2
. (k + 2)!
So. 26).182
CHAPTER 5. Instead. we cannot use the usual contour. Hence. where it has a pole. We then use an indented contour γ that ’goes around’ the pole at z = 0 (cf Fig. The Laurent expansion of the function is given by: f (z) = 1 z2
+∞
1−
n=0
(2iz)n n!
+∞
=
k=−1
−(2i)k+2 k z .4: Contour for the evaluation of I =
+∞ sin2 x . Remembering that 2 sin2 x = 1 − cos(2x).
it is bounded as long as θ ∈ [−π. we see that e−2iz  = e2R sin(θ) . 1 + x4
The obvious choice of function is to take f (z) = e−2iz /(1 + z 4 ). so that. Then.R)
f (z)dz = 0. π[. we get:
+∞ 0
sin2 x π = . let us present a last example. SOME APPLICATIONS OF CONTOUR INTEGRATION
183
Then. by Cauchy’s theorem:
− R
f (x)dx −
−R Γ(0. Nevertheless. f is holomorphic inside and on the contour. 3}. If we join it with the line
.
The ﬁrst and third integrals combine to give:
R
1 − e−2ix dx + x2
R
1 − e2ix dx = 2 x2
R
1 − cos(2x) dx = x2
R
4 sin2 x .
f (z)dz ≤
Γ(0. x2
Because the pole is simple. )
f (z)dz = i(π − 0)res{f (z). so that we cannot use the usual semicircle Γ(0. If we write z = Reiθ .5. 1. Consider:
+∞
I=
−∞
e−2ix dx. in which we highlight the importance of the choice of the contour. and we have: lim Finally:
2π →0 Γ(0. R) in the upper halfplane. we can apply the indentation lemma. 2 x 2
Finally. R). 0]. 0} = 2π. that is not bounded when R tends to inﬁnity and θ ∈]0. letting
→ 0 and R → +∞. Example 23.R) 0
1 + e−2R sin(θ) Rdθ = O(1/R).1. so we can draw the semicircle from −R to R in the lower halfplane. R2
So. )
f (z)dz +
f (z)dz +
Γ(0. 2. f is holomorphic everywhere except for simple poles at zk = e(2k+1)πi for k ∈ {0. Let’s call it Υ(0.
at the limit of the radius tending to inﬁnity. 1 + R4 e4iθ 2
iθ
So that. = e 4 1+x 2
5. at zk =
eaz / cosh(z)
has simple poles at the zeros of cosh(x). 1[. we get a contour that encircles two poles of f . ϕ(z) = 1/ cos(z). we would have to sum an inﬁnite number of residues. we consider a rectangular contour which size is limited along the imaginary axis (height π). bounding the integral along the circular arc by O(1/R3 ) and taking the limit R → +∞. ϕ(z) = 1/ sin(z) or ϕ(z) = 1/(1 − ez ). for example.
for k ∈ Z. 24). e } = = (1 + i). Example 24. −R].1. but can increase arbitrarily along the real axis (cf Fig.5
Integrals of functions with an inﬁnite number of poles
In this subsection. If we were to consider a semicircular
contour. 4z 3 z=e−3iπ/4 8 Then.
where ϕ(z) is a function with an inﬁnite number of regularly spaced poles. APPLICATIONS
segment [R.
2k+1 2 πi. we would like to exemplify a method to evaluate integrals of the form:
+∞ +∞
ϕ(x) cos(mx)dx or
−∞ −∞
ϕ(x) sin(mx)dx.
. cosh(x)
The function f (z) = i. e } = =− (1 − i) 3 4z z=e−iπ/4 8 √ −√2 i√2 e−2iz 2e e −3iπ/4 res{f (z). we get:
+∞ −∞
√ √ √ π 2 − √2 e−2ix cos( 2) + sin( 2) .184
CHAPTER 5. For a ∈] − 1. at e−3iπ/4 and e−iπ/4 . Cauchy’s residue theorem gives:
R
−
−R
e−2ix dx + 1 + x4
0 −π
√ √ √ e−2iRe π dθ = − √ e− 2 cos( 2) + sin( 2) . The residues at that poles are given by: √ −√2 −i√2 e e−2iz 2e −iπ/4 res{f (z). So.e. consider the integral:
+∞
I=
−∞
eax dx.
cosh(−R + iy)
.5.5: Contour for the evaluation of I =
+∞ eax −∞ cosh(x) dx.
z=iπ/2
res{f (z). f is holomorphic inside and on this contour.
Then. where there is a simple pole. SOME APPLICATIONS OF CONTOUR INTEGRATION
185
Figure 5. except at z = iπ/2. We have: eaz sinh(z) = −ieaiπ/2 . iπ/2} =
So that:
R −R
eax dx + cosh(x)
π 0
ea(R+iy) idy + cosh(R + iy) +
−R R 0 π
eaπi eax dx cosh(x + πi)
ea(−R+iy) dy = 2πeaπi/2 .1.
with a selected holomorphic branch of the multifunction. The branch point at 0 is avoided thanks to an indentation. the integral also tends to zero. 0].186
CHAPTER 5.1. Finally. we consider integrals of the form:
+∞ +∞
ϕ(x) ln(x)dx and
0 0
ϕ(x)xa−1 dx for a > 0. e−R − eR 
and. Example 25.
where ϕ(z) is meromorphic. Consider:
+∞
I=
0
ln x dx.
. note that the two remaining integrals reinforce to give the required real integral. since a > −1. Similarly:
π 0
ea(−R+iy) idy ≤ cosh(−R + iy)
π 0
2e−aR dy ∼ 2πe−(1+a)R as R → +∞. let us see an example with the logarithm. cosh(x) cos(aπ/2)
5. APPLICATIONS
The integrals along the vertical lines can be evaluated as follows:
π 0
ea(R+iy) idy cosh(R + iy)
π
≤
0 π
2ea(R+iy) dy e(R+iy) + e−(R+iy) 2eaR dy ∼ 2πe(a−1)R when R → +∞ eR − e−R 
≤
0
Since a < 1. because cosh(x + iπ) = − cosh(x) and ea(x+iπ) = eaπi eax .6
Integrals involving multifunctions
In this subsection. First. 1 + x2
We cut the plane along ] − ∞. We then have to work in the cut plane. 1[. that proves that the integral tends to zero as R becomes arbitrarily big. π]. Hence:
+∞ −∞
π eax dx = for a ∈] − 1. and select the holomorphic branch: ln(z) = ln z + iθ for θ ∈ arg(z) ∩] − π.
25. On the top side of the cut. Let γ be the contour of Fig. i} = ln(z) 2z =
z=i
ln(i) πi/2 π = = . )
Figure 5. Cauchy’s residue theorem then gives:
R
ln(x) dx + 1 + x2
f (z)dz +
Γ(0. f (z) = ln(z)/(1+z 2 ) is holomorphic in the cut plane except for simple poles at ±i. 2i 2i 4
. with R > 1.5.6: Contour for the evaluation of I =
+∞ ln x dx. θ = π.
−
Γ(0. SOME APPLICATIONS OF CONTOUR INTEGRATION
187
Then. so ln(z) = ln(x) + iπ with −z = x > 0. 0 1+x2
Moreover: res{f (z). i}.R) R
ln(x) + iπ (−dx) 1 + x2 f (z)dz = 2πires{f (z).1.
)
( ln( ) + π) dθ ∼ ln( ) when 1− 2 → 0. 1 + x3
√
The function 1/(1 + z 3 ) has simple poles at −1. +∞[ (to avoid cutting on a pole of the integrand). eiπ/3 and e−iπ/3 . Consider:
+∞
I=
0
x dx.
Hence. we get:
+∞ 0
ln(x) dx = 0. 1 + x2 2
→ 0. 1 + x2
Note that the imaginary part gives us an integral we knew how to calculate already (the integral is just arctan(x)). R2 − 1
≤
0
And. z = x > 0 and z = x.188 Also:
π
CHAPTER 5. APPLICATIONS
f (z)dz
Γ(0. 2π[. while on the √ √ bottom side. we get: 1 π2 dx = i. We then take the holomorphic √ branch: z = zeiθ/2 with θ ∈ [0. similarly: f (z)dz ≤
Γ(0. On the top side of the cut. The pole at −1 leads us to control the square root by cutting the plane along [0. ??. Example 26. Let us conclude with an example involving a power law. by equating real and imaginary parts. and we use the contour γ shown n √ √ Fig.R)
≤
0 π
ln(R) + iθ dθ 1 + R2 e2iθ (ln(R) + π)R ∼ R−1 ln(R) when R → +∞. The integrals along
. by taking the limits R → +∞ and
+∞
2
0
ln(x) dx + iπ 1 + x2
+∞ 0
so that. z = zei2π and z = − x with x > 0.
1.7: Contour for the evaluation of I =
√ +∞ x dx. we ﬁnd:
+∞ 0
z π = . e−iπ/3 } = . −1} = 3z 2 i res{f (z). eiπ/3 } = − 3 i res{f (z). so that they reinforce.5. The residues at the three poles inside γ are: √ z res{f (z). 3 1+z 3
√
. 0 1+x3
So. 3
=
z=−1
i 3
Figure 5. by evaluating the integrals along the circular arcs and taking the appropriate limits. SOME APPLICATIONS OF CONTOUR INTEGRATION
189
the two sides of the cut are in opposite directions.
Consider the known series:
+∞ n=0
π2 1 = . tan(πz) (N + 1/2)2
sup
∗ z∈γN
∗ First. The righthand side of this inequality behaves like 1/N when
. ±N . f is
holomorphic inside and on γN except for poles at 0. n res{f (z). that tell us whether or not a given series converges. except for a triple pole at 0 and simple covert poles at n ∈ Z∗ .190
CHAPTER 5. there exists a constant C ∈ R∗ such that + 1 tan(πz)
≤ C. ±1.. The residues at the poles are: π2 3 1 ∀n ∈ Z∗ . ±2.1. if an inﬁnite sum can be recognized as a sum of residues of a meromorphic function. n2 6
How can we recover this result using contour integration? The function f (z) = π/(z 2 tan(πz)) is holomorphic everywhere. Cauchy’s residue theorem leads to:
N
f (z)dz = 2πi 2
γN n=1
1 π2 − n2 3
. APPLICATIONS
5.7
Summation of series
We have encountered convergence tests.. we may be able to evaluate it.. But they do not give us the values of the sums for convergent series. 0} = −
∗ Consider the square contour γN with vertices at (N + 1/2)(±1 ± i). Example 27. res{f (z). Then. then by using contour integration. Let us start with an example. n} = 2 .. Now. note that on the square γN .
Now: f (z)dz
γN
≤ ≤
∗ z∈γN
sup f (z) × length(γN ) 1 4(2N + 1)π .
of residue φ(n). Here.2. The bounds on φ and 1/ tan(πz) then ensures that
γN
f (z)dz → 0 when N → +∞. of residue (−1)φ(n). we can evaluate series of the form:
with φ satisfying the previously listed conditions. THE FOURIER TRANSFORM N is big. we concentrate on Fourier transforms coming from probability theory. Thus. using Cauchy’s residue theorem and bounding
∗ 1/ sin(πz) on the square γN .
where the function φ satisﬁes the following properties:
• ∀n ∈ N∗ . so it tends to zero when N tends to inﬁnity. by integrating f (z) =
∗ φ(z)π/ sin(πz) around the square γN as before.5. as well as a central practical tool in solving many mathematical problems that arise in the modelisation of phenomena. The 1/ sin(πz) term creates
simple covert poles at n ∈ Z. The term π/ tan(πz) creates simple poles of f at each n ∈ Z at which φ is holomorphic and nonzero. as well as some examples of how to use teh Fourier transform to solve diﬀerential equations. Then. • φ is a rational function. we can deduce the value of the series. If this is the case.
γN
191 f (z)dz
tends to 0 when N tends to inﬁnity.
5. provided φ is holomorphic and nonzero there. It turns out that the method presented on the example above applies to any series
+∞ n=1 φ(n).
5. We will denote by I(J) the set of complexvalued functions deﬁned on J which are piecewise continuous on any bounded sub
. • φ(z) ∼ z−2 for large z. then we integrate f (z) = πφ(z)/ tan(πz) along the square γN .
In the same way. This proves the result on the series.2
The Fourier transform
The Fourier transform is a very important theoretical concept.2. +∞[ or R.1
Introducing the Fourier transform
Let J denote [0.
+∞ n n=1 (−1) φ(n). φ(−n) = φ(n).
Suppose that f satisﬁes the following conditions: ∃n ∈ N. Their proofs are simple calculations that can be justiﬁed in integration theory. and some variants can be found throughout the litterature: eisx can be used instead of e−isx . APPLICATIONS
interval of J and such that each of f and f  has a weeldeﬁned integral on J.. we have: ˆ • ∀(a. Proof. Deﬁnition 36. The following results are important to be able to apply the Fourier transform to ﬁnd solutions to diﬀerential equations.192
CHAPTER 5. g ˆ • ∀a ∈ R∗ . and sometimes. √ a normalisation factor 2π may be included. They are strong enough to lead to f (k) (x)e−isx → 0 as x → +∞. Proposition 32. Then: ˆ F f (n) (x) = (is)n f (s). b) ∈ C2 . Provided all the transforms exist. F [af (x/a)] = af (as). Let f ∈ I(R). F [af + bg] = af + bˆ. . The result is obtained by repeated integration by parts. The conditions are here to ensure that these integrations by parts can be done n times. Let f : R → C be a real or complex valued function such that f ∈ I(R). (f.
Note that this deﬁnition is not unique. Proposition 31. f (n) ) ∈ I(R). F e−ixa f (x) = f (s + a).. (Ff ) (s) = f (s) =
+∞ −∞
f (x)e−isx dx.. The proof is left to the reader. and f (n) continuous. Proof. f . The Fourier transform of f is deﬁned by: ˆ ∀s ∈ R. f .
. + ˆ • ∀a ∈ R.
5.2. THE FOURIER TRANSFORM
193
for k ∈ {0, 1, ..., n − 1}, so that we can get rid of the fully integrated terms. These decay conditions are usually met in the problems we want to apply the Fourier transform to. Proposition 33. For f ∈ I(R) such that the derivatives of f exist and are continuous up to order at least n ∈ N: ˆ F [xn f (x)] = in f (n) (s). Proof. The conditions on f are suﬃcient to justify diﬀerentiation under the integral sign n times, so that the result is obtained by diﬀerentiation n times ˆ of f . We see that the Fourier transform changes derivatives into simple product. That will be key in the methods used to solve diﬀerential equations later. Proposition 34. Inversion theorem. Let f ∈ I(R) such that f and f are piecewise continuous on R. Then: 1 1 f (x+ ) + f (x− )) = 2 2π If f is continuous, then we have: f (x) = 1 2π
+∞ −∞ +∞ −∞
ˆ f (s)eisx ds.
ˆ f (s)eisx ds.
The proof of this result rely a lot on subtleties of integration theorey that are beyond teh scope of these notes. Proposition 35. Convolution for the Fourier transform. Let (f, g) ∈ I(R). Then: ˆ g ˆ f (s)ˆ(s) = h(s), where h is the convolution:
+∞
h(x) =
−∞
f (y)g(x − y)dy = (f ∗ g)(x).
Hence, the Fourier transform of a convolution product is teh product of ˆˆ the Fourier transforms: f ∗ g = f g .
194
CHAPTER 5. APPLICATIONS
5.2.2
Some applications
Application in probability theory Here, we consider some fundamental probability distributions on R and compute their characteristic functions. These functions are very useful in probability theory since they encode information about the moments of the associated distributions. It turns out that for a given probability density f , the characteristic fubction is simply the Fourier transform of f . Example 28. Cauchy distribution. It is given by the density function f (x) = then: ˆ f (s) =
+∞ −∞ 1 . π(1+x2 )
The Fourier transform is
e−isx dx. π(1 + x2 )
The inegrand has two simple poles i and −i. If we write z = Reiθ , we see that e−isz  = eRs sin(θ) . So, if s ≤ 0, we can use a semicircular contour in the upperhalf plane, and if s > 0, we have to use a semicircular contour in the lower halfplane, so that e−isz  along the semicircular arc is always a negative exponential, and can be bounded from above by 1. We then arrive at: ˆ f (s) = −2πires 2πires
e−isz π(1+z 2 ),i e−isz π(1+z 2 ),−i
= es if s ≤ 0 = e−s if s > 0.
Hence, the characteristic function is given by: ˆ ∀s ∈ R, f (s) = e−s . Example 29. Normal distribution. In this case:
1 2 1 f (x) = √ e− 2 x . 2π
First: √ ˆ 2π f (s) =
+∞ −∞
e−x
2 /2
e−isx dx = e−s
2 /2
+∞ −∞
e−(x+is)
2 /2
dx.
5.2. THE FOURIER TRANSFORM Then, we integrate e−z plane:
R −R
2 /2
195
around the rectangle with vertices −R, R, R + is
and −R + is. By Cauchy’s theorem, since there is no pole in the complex
−R
e−x
2 /2
s
dx+
0
e−(R+iy)
2 /2
idy+
R
e(x+is)
2 /2
0
dx+
s
e−(−R+iy)
2 /2
idy = 0.
Moreover:
s 0
e−(R+iy)
2 /2
idy ≤ e−R
2 /2
s
ey
0
2 /2
dy → 0 when R → +∞.
Similarly,
s −(−R+iy)2 /2 idy 0 e
tends to zero when R tends to +∞. Hence,
+∞
letting R → +∞:
+∞ −∞
e−x
2 /2
dx =
−∞
e−(x+is)
2 /2
dx.
It is wellknown, and it can be shown using contour integration (Show it), √ that the lefthand side is 2π. So:
1 2 ˆ f (s) = e− 2 s .
Example 30. Gamma distribution. For λ > 0 and t > 0, the Gamma distribution is given by: f (x) = 1 t t−1 −λx λx e ξ[0,+∞[ (x), Γ(t)
where ξI is the characteristic function of the interval I, and:
+∞
Γ(t) =
0
xt−1 e−x dx
is the gamma function. For an arbitrary t > 0, we have to deal with a multifunction, so we have to select a convenient branch cut. We will work in the plane cut along ] − ∞, 0], and take the branch: z t−1 = z t−1 eiθ(t−1) , for z = zeiθ , θ ∈] − π, π]. We take > 0, and we choose a wedge contour formed of the join of: the
line segment [ , R], the circular arc Γ centred on 0, of radius R and aperture
196
CHAPTER 5. APPLICATIONS
α ∈] − π/2, π/2], the line segment [Reiα , ], and the clockwise circular arc γ centred on 0, of radius have:
α
and aperture α. Let g(z) = z t−1 e−z . Then, we
g(z)dz
Γ
≤
0 α
(Reiθ )t−1 e−Re Rieiθ dθ Rt e−R cos(θ) dθ
iθ
≤
0
≤ αRt e−R cos α → 0 when R → +∞. Also: g(z)dz ≤ α t e−
γ cos α
→ 0 when
→ 0.
Finally, on the line segment [Reiα , ], we can write z = (λ + is)u with u > 0, λ = cos α and s = sin α. Then, we have:
R
g(z)dz = −(λ + is)t
[Re1α , ] R
ut−1 e−(λ+is)u du
g(z)dz =
[ ,R]
xt−1 e−x dx. → 0,
Applying Cauchy’s theorem and taking the limits R → +∞ and we get:
+∞
−(λ + is)t
0
ut−1 e−(λ+is)u du +
0
+∞
xt−1 e−x dx = 0.
The last term is just Γ(t), and we have: λt ˆ f (s) = Γ(t) so that: ˆ f (s) = λ λ + is
+∞ 0 t
ut−1 e−(λ+is)u du,
.
Application to diﬀerential equations We will conclude this subsection by two examples that illustrate how to use the Fourier transform in solving diﬀerential equations.
• ∀x ∈ R. we obtain:
2 ˆ ˆ −s2 f (s) − f (s) = F e−x . 0) = f (x) where f is integrable on R. f (x) − f (x) = e−x .e. u(x. i. Let u(x. Suppose that it satisﬁes: • uxx + uyy = 0. ’at
u(x. y) ∈ R2 . f and f all belong to I(R). y) be deﬁned and continuous on {(x. we can write:
2 ˆ f (s) = F e−x g (s). f and f all tend to zero as x → +∞. Consider the ordinary diﬀerential equation: ∀x ∈ R. An ordinary diﬀerential equation Consider f : R → R such that f . but applied to the inverse Fourier transform): g(x) = πe−x . ˆ
and using the convolution product:
+∞
f (x) = −
−∞
e−y g(x − y)dy = −π
2
+∞ −∞
e−y−x−y dy. y ≥ 0}. A partial diﬀerential equation: Laplace equation in a halfplane.5.
2
Example 32. For a ﬁxed value of y. we have (by ˆ
using the same method as for the Cauchy distribution. If we apply the Fourier transform to both sides of the equation. y) = ˆ
−∞ +∞
x2 + y 2 . THE FOURIER TRANSFORM
197
Example 31. we perform the Fourier transform of u on the variable x: u(s. Suppose that f . 2
2 ˆ Hence: f (s) = −F e−x
1 .
. 1+s2
If we call g (s) = 1/(1 + s2 ). So. y)e−isx dx.2. Such a formulation is called a boundary value problem. We shall solve it for a suitable behavior of u for large values of r = inﬁnity’.
0) = f (s).
.198
CHAPTER 5. certainly u(s. y) → 0 when y → +∞. taking into account the bounday condition: ˆ u(s. so that A = 0 if s > 0 and ˆ B = 0 if s < 0. y) = Aesy + Be−sy . If we want a solution that decays at inﬁnity. we have. (x − t)2 + y 2
This solution is called the Poisson integral for the halfplane. APPLICATIONS
The partial diﬀerential equation then becomes an ordinary diﬀerential equation: d2 u ˆ = s2 u. y) = y π
+∞ −∞
f (t) dt. ˆ dy 2
ˆ The boundary condition becomes u(s. y) = f (s)e−sy . The general solution of ˆ the ordinary diﬀerential equation is given by: u(s. we ﬁnally get: u(x. ˆ where A and B are real constants. so. ˆ Using the convolution.