Math 6350 Homework #3 solutions

1. In class I wrote a formula for the analytic function F : D2 C satisfying

ReF (ei ) = f (),
but unfortunately it was slightly wrong.
P
n
(a) Show that if F (z) =
n=0 cn z , then cn for n positive must satisfy
1
cn =

f ()ein d,

while c0 must satisfy

1
c0 =
2

f () d.
0

Solution: We have
i

F (e ) =

cn ein ,

n=0

so that
f () = ReF (ei ) = 12 F (ei ) + 21 F (ei ) = 12 (c0 + c0 ) +

1
2

cn ein +

n=1

1
2

cn ein .

n=1

Now orthogonality of the functions ein on [0, 2] means that if m > 0 then
Z 2
Z 2
im
1
f ()e
d = 2 cm
d = cm ,
0

which gives what we want for m > 0.

When n = 0 simply integrating both sides gives
Z 2
1
f () d.
2 2 (c0 + c0 ) =
0

If c0 is real we conclude the desired result, although the problem does not state
that c0 has to be real. (This corresponds to the fact that even if you knew F (z)
solved the problem, F (z) + ia for any real a would also solve the problem.)
(b) Show that F (z) can be expressed as
1
F (z) = c0 +

Z
0

ei
f () d.
ei z

Solution: For |z| < 1 the power series converges uniformly, which means we may
interchange the order of summation and integration. Therefore we have
F (z) = c0 + 2c0 +

cn z n

n=1

= c0 +

 Z
X
1

n=0

1
= c0 +

1
= c0 +

= c0 +

d z n


X
z n
f ()
d
ei
n=0

f ()
2

f ()e

in

1
d
1 ezi

f ()ei
d.
ei z

(c) The function g such that g() = ImF (ei ) is called the Hilbert transform of f and
denoted by g = H(f ). Show that formally


Z 2

1
cot
f () d.
g() =
2 0
2
Solution: By formally one means cheating and taking the limit as |z| 1 even
though this is not justified by the calculation above (which was done assuming
uniform convergence which only works strictly away from the unit circle).
Assuming c0 has been chosen to be real, we have


1
g() = ImF (ei ) =
F (ei ) F (ei )
2i 

Z
1 1 2
1
1
=
f ()

d
2i 0
1 ei() 1 ei()
Z 2
1
1 ei() 1 + ei()
f ()
d
=
2i 0
2 2 cos ( )
Z 2
1
2i sin ( )
=
f ()
d
2i 0
2 2 cos ( )
Z 2
2 sin 21 ( ) cos 12 ( )
1
=
f ()
d
2 0
2 sin2 21 ( )
Z 2
1
=
f () cot 21 ( ) d.
2 0
Of course this is quite dishonest, as the end result shows since its not even a
well-defined improper integral. It needs to be evaluated as a principal value
integral.

(d) If
(
1 0 < ,
f () =
0 < 2,
use the formulas above to find F and H(f ) explicitly. Verify that limr1 F (rei ) =
f () + ig() in this case.
R 2
1
f () d = 21 . Furthermore we can
Solution: For such an f we have c0 = 2
0
compute
Z
1 1 ei d
F (z) = +
2 0 ei z

=
1
1
= +
ln ei z =0
2 i


1
1
ln (1 z) ln (1 z) .
= +
2 i
Now it would not be unreasonable to say you dont trust the complex integration
here since we didnt discuss anything like it in class. However if that bothers
you, you should think of this as being an integral of a complex-valued function
of a real variable (which is all it is); in other words it is simply the sum of a
real integral and i times another real integral. Here using complex calculus just
gets us a quicker integral formula than trying to integrate the two components
separately (although the latter certainly could be done).
Having obtained this formula for F we now want to compute the real and imaginary components. Since we integrated over [0, 2] we are clearly using the branch
of the logarithm for which the argument is always in (0, 2), which is important.
If z = rei then
ln (1 z) = ln (1 r cos ir sin )


= 21 ln (1 + r cos )2 + r2 sin2 + i arg (1 r cos ir sin ).
Now recall that there are four different formulas for arg depending on which halfplane we want to compute in. In this case it is natural to use the formulas for (0, )
and (, 2) separately. If (0, ) then the complex number (1 r cos )
ir sin must be in the third quadrant, and we have 1 r cos = s cos and
). We thus have
r sin = s sin for (, 3
2


r sin
when 0 < < .
arg (1 r cos ir sin ) = + arctan
1 + r cos
Similarly when < < 2 then (1 r cos ) ir sin must be in the second
quadrant and we again have


r sin
arg (1 r cos ir sin ) = + arctan
when < < 2.
1 + r cos
3

A similar analysis on the term 1 z = 1 r cos ir sin gives us something

always in the right half-plane which means that


r sin
i
,
0 < < or < < 2.
arg (1 re ) = arctan
1 r cos
We thus find that explicitly,




1
i
F (rei ) =
ln (1 + r cos )2 + r2 sin2 ln (1 r cos )2 + r2 sin2
2




1
r sin
r sin
+
+ arctan
+ arctan
.

1 + r cos
1 r cos
It is now safe to take the limit as r 1, and we get

1
i
i
F (e ) =
ln (2 + 2 cos ) ln (2 2 cos )
2




1
sin
sin
+ arctan
+ arctan
.
+

1 + cos
1 cos
The expressions inside those arctangents can be written as
2 sin 2 cos 2
sin
=
= tan 2

2
1 + cos
2 cos 2
and

2 sin 2 cos 2
sin
= cot 2 = tan
=
1 cos
2 sin2 2

.

We thus get that the real part of F (ei ) is

f () =

1
+
2

arctan tan 2 +

arctan tan ( 2 2 ).

But notice that arctangent is not always the inverse of tangent: it depends on the
domain of the angles. Checking the various cases shows that this actually does
reduce to 1 if 0 < < and 0 if < < .
The Hilbert transform is given by
g() =

2
1
ln (1 cos ) ln (1 + cos ) = ln tan 2 .

2. Ahlfors p. 72 #2: Give a precise definition of a single-valued branch of log log z in a

suitable region and prove that it is analytic.
Solution: Quite generally given any composition gf where f : A C and g : B C,
the domain of the composition is the set = A f 1 [B]. Here if we choose B = A =
C\[0, ) for f = log we obtain f 1 [A] = C\[1, ) so that A f 1 [A] = A.

More explicitly we may express z = rei where 0 < < 2 and r > 0 so that


f (f (z)) = log (ln r + i) = 12 ln (ln r)2 + 2 + i arg (ln r + i).
This is well defined with the usual choice of branch since 0 < < 2 which means that
the complex number ln r + i is always strictly above the real axis.
The fact that f is complex analytic follows from the usual chain rule, since we have
(f f )0 (z) =

1 1
log z z

which exists on the domain A.

3. Ahlfors p. 78 #4: Show that any linear transformation which preserves the real axis
can be written with real coefficients.
Solution: One way to do this is note that S(1) = a, S(0) = b, and S(1) = c are all
real numbers. Therefore by uniqueness of LFTs we must have w = S(z) satisfying
(w, a, b, c) = (z, 1, 0, 1),
or more explicitly
2z
wbac
=
,
wcab
z+1
and solving for w we clearly get an LFT with real coefficients in terms of the real
numbers a, b, and c. If any of a, b, or c is infinity, we still get an equation for w and z
with only real coefficients in the limit.
4. Ahlfors p. 80 #1: Find the linear transformation which carries 0, i, i into 1, 1, 0.
Solution: If the linear transformation is w = S(z), then we must have
(w, 1, 1, 0) = (z, 0, i, i).
Writing this out explicitly we get
w+1 1
zi 0+i
=
w 1+1
z+i 0i
w+1
iz
=
2w
i+z
2(i z)
(w + 1) =
w
i+z
1
w = 2(iz)
1
i+z
i+z
S(z) =
2(i z) i z
i+z
S(z) =
.
i 3z
Just to be sure we check that S(0) = 1, S(i) =

2i
2i

= 1, and S(i) =

0
4i

= 0.