Beruflich Dokumente
Kultur Dokumente
Dr I Petridis
April 3, 2013
Contents
1 Review of Complex Numbers
1.1 General . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.2 Polar Form of Complex Numbers . . . . . . . . . . . . . . . . . . . . . . . . .
1.3 Roots of Complex Numbers . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1
1
4
5
7
7
10
13
Differentiation
18
3.1 Mostly results which are the same as in Analysis 2 . . . . . . . . . . . . . . . 18
3.2 The Cauchy-Riemann Equations . . . . . . . . . . . . . . . . . . . . . . . . . 22
3.3 (Topology) Convex Sets, Paths and Polygonal Paths . . . . . . . . . . . . . 24
3.4 When if f holomorphic? . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
3.5 Harmonic and Conjugate Harmonic Functions. New Differential Operators 34
4 Power Series
4.1 Review . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
4.2 lim sup and lim inf . . . . . . . . . . . . . . . . . . . . . . . . . . .
4.3 Important Theorems and Results about Complex Power Series
4.4 Examples - Finding the Radius of Convergence of Power Series
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
37
37
38
39
45
.
.
.
.
.
.
.
49
49
50
51
51
52
53
55
p(x)
q(x) dx
. . . . . . . . . . . . . . . . . . . . 133
p(x)
6.19 (M) Solving integrals of the type p(x)
q(x) cos(ax)dx or q(x) sin(ax)dx . . 135
6.20 (M) Solving integrals of the type F (sin t, cos t)dt . . . . . . . . . . . . . . 140
0
Abstract
Unofficial material. Use with caution :D!
Chapter 1
Review of Complex Numbers
1.1
General
Check:
x
iy
1
)
z = (x + iy) ( 2
z
x + y 2 x2 + y 2
x2
y (y)
y
x
= 2
+
i
(x
+
y
)
x + y 2 x2 + y 2
x2 + y 2
x2 + y 2
=1
i if n 1(mod4)
1 if n 2(mod4)
in =
i if n 3(mod4)
1 if n 0(mod4)
Definition 4 (Complex Conjugate)
If z = x + iy, then its complex conjugate is defined as z = x iy
Important!
We say that z is purely imaginary iff z = z
We say that z is real iff z = z
Definition 5
z+z
2
zz
I(z) =
2i
R(z) =
z = x2 + y 2
Proposition 1
.
2
1. z1 + z2 = z1 + z2
2. z1 z2 = z1 .z2
3. z.z = z2
4. z1 z2 = z1 z2
5. zz21 =
6.
1
z
z1
z2
z
z2
if z2 =/ 0
if z =/ 0
Proof. .
Part 3
z.z = (x + iy)(x iy) = x2 + y 2 + i(yx xy) = x2 + y 2 + 0i = x2 + y 2 = z2
Part 4
z1 z2 2 = (z1 z2 )(z1 z2 ) = z1 z2 z1 z2 = z1 z1 .z2 z2 = z1 2 z2 2 z1 z2 = z1 z2
Part 6
z
1 x iy
= 2
= 2
2
z x +y
z
Example 2 (Proof that if z0 is a root of a polynomial, then z0 is also a root)
Let f (z) = an z n + an1 z n1 + . . . + a1 z + a0 be a polynomial with an , an1 , . . . , a0 R
Let z0 be a root of the polynomial. Then z0 is also a root.
Proof. Since z0 is root, we have that
0 = f (z0 ) = an z0n + an1 z0n1 + . . . + a1 z0 + a0
Taking conjugates of both sides, we get that
0 = an z0n + an1 z0n1 + . . . + a1 z0 + a0
= an z0n + an1 z0n1 + . . . + a1 z0 + a0
= an (z0 )n + an1 (z0 )n1 + . . . + a1 z0 + a0 since all the ai are real
= f (z0 ) z0 is a root of f (z)
Inequalities The following are important inequalities for working with complex numbers
1. The Triangle Inequality:
z w z + w z + w
2. z Rz
3. z Iz
Proof. of the Triangle Inequality
Consider z + w2 = (z + w)(z + w) = (z + w)(z + w) = zz + zw + wz + ww
= z2 + zw + wz + w2 = z2 + zw + zw + w2 = z2 + 2R(zw) + w2
z2 + 2zw + w2 = z2 + 2zw + w2 = z2 + 2zw + w2
= (z2 + w2 )
z + w < z + w by taking the square roots
1.2
Since we can represent x and y in polars as x = r cos() and y = r sin(), we have that
z = x + iy = r cos() + ir sin() = r(cos + i sin )
Here
z2
z1 + z2
z2 - z1
z1
Multiplication
Add the arguments and multiply the moduli.
z1z2
|z1z2|
|z2|
1.3
1+2
|z1|
Write
z = (cos + i sin ) = ei
Then
z n = n (cos(n) + i sin(n)) = n ein
Write a as
So now we have
n (cos(n) + i sin(n)) = a(cos + i sin ) or n ein = aei
So comparing the moduli and arguments we get that
1
n = a = a n
+ 2m
n
Note that we need to restrict m so that we dont get infinitely many solutions. We take
0 m (n 1).
n = + 2m for m Z =
Example 3
Find the 4th roots of 1.
First of all, we write 1 as
1 = 1(cos 0 + i sin 0) = ei(0+2n)
And z 4 as
z n = r4 (cos(4) + i sin(4)) = r4 ei4
Since r4 = 1, we conclude that r = 1. And for the arguments we have that
4 = 0 + 2n =
2n
for n = 0, 1, 2, 3
4
n = 1 2 =
=
z2 = 1ei 2 = (cos( ) + i sin( )) = (0 + 1i) = i
4
2
2
2
4
n = 2 3 =
= z3 = 1ei = (cos() + i sin()) = (1 + 0i) = 1
4
3
3
6 3
3
=
z4 = 1ei 2 = (cos( ) + i sin( )) = (0 1i) = i
n = 3 4 =
4
2
2
2
Note that the roots all lie on the unit circle, and are equally spaced. In, general, the roots
lie on a circle and are equally spaced. There are as many of them as the degree of z.
Chapter 2
Limits and Continuity
2.1
Sequences
lim (zn + wn ) = w + v
n
lim (zn wn ) = wv
n
The proofs are the same as in Analysis 1 and so we dont give them here.
Proposition 3
Let
Then
lim xn = R(w)
n
lim yn = I(w)
n
Proof. Part 1:
Assuming that lim(zn ) = w, we have that
> 0, N s.t. n > N zn w <
Consider
R(zn ) R(w)
We have that
R(zn ) R(w) = R(zn w) zn w < R(zn ) R(w) <
So given > 0, choose the same N as for lim(zn ) = w and then we have that n > N ,
R(zn ) R(w) <
which implies that
lim xn = R(w)
We now repeat this proof for the second part. We consider this time
I(zn ) I(w)
We have that
I(zn ) I(w) zn w < I(zn ) I(w) <
So given > 0, we choose the same N as in the definition we are assuming and we have
that n > N ,
I(zn ) I(w) <
which implies that
lim yn = I(w)
Part 2:
Assume that
R(zn ) R(w) as n
I(zn ) I(w) as n
So we have that
2 2
<
+ =
2
2
which means that lim zn = w
n
Corollary 2
If lim (zn ) = w , then
n
lim zn = w
n
lim zn = w
n
Note: zn =
(R(w))2 + (I(w))2 = w
which means that R(zn ) is a Cauchy sequence of reals. By the General Principle of
Convergence, it converges. Call its limit a, i.e.
lim R(zn ) = a
which means that R(zn ) is a Cauchy sequence of reals. By the General Principle of
Convergence, it converges. Call its limit b, i.e.
lim I(zn ) = b
2.2
Im
r=e-|z-z0|
z0
|z-z0|
Re
So
w z0 <
which is what we wanted to show.
Example 5
Show that the set
A = {z C; R(z) > 0}
is open
We start by picking any point z A and drawing a disk around it. Let the radius of the
disk be R(z)
r = Re(z)
12
We have
R(w z) w z < R(z)
= R(w) R(z) w z < R(z)
R(w) R(z) < R(z)
R(z) R(w) R(w) R(z) < R(z) by the triangle inequality
R(z) R(w) < R(z)
R(w) < 0
R(w) > 0
Example 6 (A set which is not open)
The set
B = {z C; R(z) 0}
This set includes the imaginary axis. So suppose we took a point z B which lies on
the imaginary axis. Then any disk we draw around this point is not going to be fully
contained in the set B, in fact exactly half if the disk will be outside B.
Generally, any similar set, with a non-strict inequality, is not open. We need to have a
strict inequality. Then if we draw is disk around a point very close to the, say, imaginary
axis, the disk is still contained in the set, even though its radius might be infinitesimal.
2.3
Functions
zz0
13
zz0
zz0
zz0
Proof. Part 1:
We are assuming
lim f (z) = w0 > 0, > 0 s.t. z 0 < z z0 < f (z) w0 <
zz0
To prove that
lim R(f ) = R(w0 )
zz0
we consider
R(f w0 ) = R(f ) R(w0 ) f (z) w0
But then, given > 0, for the same > 0 as in the definition we are assuming, we have
that
0 < z z0 < R(f ) R(w0 ) < R(f ) R(w0 ) as z z0
Similarly,
I(f w0 ) = I(f ) I(w0 ) f (z) w0
But then, given > 0, for the same > 0 as in the definition we are assuming, we have
that
0 < z z0 < I(f ) I(w0 ) < I(f ) I(w0 ) as z z0
Part 2:
Assume:
zz0
zz0
So
14
So consider now
f (z) w0 R(f (z)) R(w0 ) + I(f (z)) I(w0 ) <
+ =
2 2
Corollary 3
f is continuous at z0 iff
R(f ) is continuous at z0
I(f ) is continuous at z0
zz0
zz0
zz0
zz0
lim (
zz0
zz0
lim f (z)
f (z)
zz0
)=
if lim(g(z)) =/ 0
g(z)
lim g(z)
zz0
zz0
zz0
= lim (an z n ) + lim (an1 z n1 ) + . . . + lim (a1 z) + lim (a0 ) by The Algebra of limits
zz0
zz0
zz0
zz0
n1
zz0
zz0
= an z0n + . . . + a1 z0 + a0
= p(z0 )
15
Corollary 4
If R(z) is a rational function, i.e.
R(z) =
P (z)
where P, Q K[x]
Q(z)
lim wn = z0
But with
lim f (zn ) =/ lim f (wn )
We are going to consider the sequences
zn = z0 (cos(n ) + i sin(n ))
where n is the sequences which tends to , and which n <
wn = z0 (cos(n ) + i sin(n ))
where n is the sequence which tends to and which n >
16
|z0|
z0
|z0|
n
0
n
So we have that
zn z0 (cos() + i sin()) = z0 = z0
wn z0 (cos() + i sin()) = z0 = z0
But
f (zn ) = Arg(zn ) = n
f (wn ) = Arg(wn ) = n
and =/ . So the function is not continuous at z0
17
Chapter 3
Differentiation
3.1
Definition 16 (Derivative)
Let be an open set in C and let z0 . Let f C. If
f (z) f (z0 )
exists, we call it the derivative of f at the point z0
zz0
z z0
lim
We write
f (z0 ) = lim
zz0
f (z) f (z0 )
z z0
f (z + h) f (z)
h
Note that h here is a complex number! So we can approach 0 from everywhere in the
complex plane, including from the real or imaginary axis. In other words, for a complex
function to be differentiable, it must be true that the limit exists and it unique no matter
where we approach z0 from.
Similarly, z0 is complex number.
Remark: Since is open and z0 , > 0 s.t. D(z0 , ) . Therefore, if z D(z0 , ),
then f (z) makes sense. i.e. for h < , z = z0 + h
18
Im
0
h
Re
Terminology
Definition 17
If f is holomorphic for all z0 , we say that f is holomorphic in .
Definition 18
If S is any subset of C, we say that f is holomorphic on S if we can find open s.t. S
s.t. f is holomorphic on
Definition 19
If f is holomorphic on all C, then we say that f is entire or integral function.
Example 9
Find the derivative of
f (z) = z 2
We have
z 2 z02
f (z) f (z0 )
= lim
= lim (z + z0 ) = z0 + z0 = 2z0
zz0 z z0
zz0
zz0
z z0
f (z0 ) = lim
19
lim
lim
So we get different limits and hence the limit is not unique, which implies that the
derivative doesnt exist. So the function is not differentiable.
Proposition 8
If f is holomorphic at z0 , then f is continuous at z0 .
Proof. Consider
f (z) = f (z0 ) =
f (z) f (z0 )
.(z z0 )
z z0
Let z z0 . By definition
f (z) f (z0 )
= f (z0 ) since we are assuming that f is holomorphic
zz0
z z0
lim
And also,
lim (z z0 ) = 0
zz0
zz0
20
Remarks:
f (z) = c f (z) = 0
f (z) = z n f (z) = nz n1
If p(z) = an z n + an1 z n1 + . . . + a1 z + a0 then p (z) = nan z n1 + (n 1)an1 z n2 + . . . + a1
Example 11
Another function which is not holomorphic.
f C C, f (z) = z2
Consider
f (z0 + h) f (z0 ) z0 + h2 z0 2 (z0 + h)(z0 + h) z0 z0
=
=
h
h
h
(z0 + h)((z0 ) + (h)) z0 z0 + hz0 + hz0 + hh z0 z0
=
=
h
h
hz0 + hz0 + hh
h
= z0 + z0 + h
=
h
h
To find the derivative, we need to take the limit of this expression as h 0. However,
once again, considering different h leads to different results and to the conclusion that f
is not holomorphic since the limit is not unique.
For example, consider h R. Then, since h = h, we have that
lim (z0 +
h0
h
+ h) = z0 + z0 + h
h
h
+ h) = z0 z0 h
h
21
3.2
zz0
zz0
zz0
zz0
22
We are going to consider two possibilities for h. We are going to consider h real and h
purely imaginary and so arrive at the two forms of the derivative of f .
Part 1: h R
Consider
f (z0 + h) f (z0 ) u(x0 + h, y0 ) + iv(x0 + h, y0 ) u(x0 , y0 ) iv(x0 , y0 )
=
h
h
Consider only the real part of this expression
R(
f (z0 + h) f (z0 )
u(x0 + h, y0 ) u(x0 , y0 )
)=
h
h
lim R (
h0
f (z0 + h) f (z0 )
v(x0 + h, y0 ) v(x0 , y0 )
)=
h
h
lim I (
u
v
(x0 , y0 ) + i (x0 , y0 )
x
x
f (z0 + h) f (z0 )
v(x0 , y0 + t) v(x0 , y0 )
)=
h
t
23
lim R (
f (z0 + h) f (z0 )
u(x0 , y0 + t) + u(x0 , y0 )
)=
h
t
lim I (
u
v
(x0 , y0 ) + i (x0 , y0 )
y
y
Finally, the Cauchy-Riemann equations come from comparing the real and imaginary
parts of the two results we have for f (z0 )
3.3
Proof. As before, with open sets, we are going to proceed by picking points in the given
set which form, in this case, the line segment and then picking a random point in the line
segment and showing that it lies in the set. So we have:
Let a, b A. Then R(a) > 0 and R(b) > 0. We are going to show that [a, b] A. That is,
we pick any point z [a, b] and we want to show that z A, i.e that R(z) > 0
Since z [a, b], t [0, 1] s.t. z = ta + (1 t)b, so we can write
R(z) = R(ta + (1 t)b) = R(ta) + R((1 t)b) = tR(a) + (1 t)R(b)
But since t [0, 1], we have that (1 t) > 0. Also, we are assuming that R(a) > 0 and
R(b) > 0, and so the whole expression above is positive. That is, R(z) > 0 and so we can
conclude that z A
Example 14
The disk D(z0 , r) is convex
Proof. Let a, b D(z0 , r) So we have that
a z0 < r and b z0 < r
To show that [a, b] D(z0 , r), we pick a point z [a, b] and we need to show that
z D(z0 , r), or that is to show that z z0 < r. So,
z [a, b] t [0, 1] s.t. z = ta + (1 t)b
Now,
z z0 = ta + (1 t)b z0 = ta + (1 t)b (t + (1 t))z0
= ta tz0 + (1 t)b (1 t)z0 = t(a z0 ) + (1 t)(b z0 )
t(a z0 ) + (1 t)(b z0 ) = ta z0 + (1 t)b z0
< t.r + (1 t)r = r
So z z0 < r, which is what we wanted to prove.
Definition 23 (Polygonal Path)
A polygonal path from a to b is a union of a finite sequence of line segments starting at
a and finishing at b; i.e. a finite sequence of points z0 , z1 , . . . , zn s,t, z0 = a, zn = b and
[z0 , z1 ] [z1 , z2 ] . . . [zn1 , zn ]
25
zn = b
z2
z3
a = z0
...
.....
zn-1
z1
1
These paths (segments) lie
in the set
26
Proof. Part 1
First of all, we are allowed to use the CRE, since f is holomorphic, so the assumption
that f (z) = 0 gives us that
u u v v
=
=
=
=0
x y x y
Now consider the following diagram:
x =x0
y =y0
We have that
u(x, y0 ) = const depending on y0 , since
27
u
=0
x
v
=0
x
u
u(x0 , y) = const depending on x0 , since
=0
y
v
v(x0 , y) = const depending on x0 , since
=0
y
Now consider the following:
Let z0 . Since is open, we can find r0 > 0 s.t. D(z0 , r0 ) . Take z, w D(z0 , r0 ).
such that [z0 , w] is a horizontal segment and [w, z] is a vertical segment. Now, on the
horizontal segment, the y-value is constant and on the vertical segment, the x-value is
constant.
So we have that, for the horizontal line segment [z0 , w]:
v(x, y0 ) = const depending on y0 , since
u(z0 , y) = u(w, y) and v(z0 , y) = v(w, y) where y is fixed, so we can write u(w) = u(z0 ) and v(w) = v(z0 )
This implies that
f (w) = f (z0 )
And similarly, from the vertical line segment [w, z], we have that:
u(x, z) = u(x, w) and v(x, z) = v(x, w) where x is fixed, so we can write u(w) = u(z) and v(w) = v(z)
This implies that
f (w) = f (z)
So (f (w) = f (z)) (f (w) = f (z0 )) f (z) = f (z0 ) = cosnt . So we conclude that the
function is constant of the disk D(z0 , r).
But this only proves the result for the disk in our domain, and we want to prove that f
is constant everywhere in the domain .
So we consider the following: Since is open, we can connect any point on it to any other
point with a polygonal path. So we can get from any a to any b via a polygonal
path. We are going to cover the whole path with overlapping disks and prove that since
f is constant on all of the disks, it has to be the same constant everywhere and thus the
same constant in the whole of .
28
Moreover, all the disks are in , i.e. i, D(zi , ri ) . Thus we know from the previous
argument that f = const on these disks, say
f (z) = ci , z D(zi , ri )
But since the disks overlap, i.e.
D(zi , ri ) D(zi+1 , ri+1 ) =/
this is in fact the same constant; i.e. ci = ci+1 , i
Part 2
We are assuming that k 0 s.t. f (z) = k, z . So we can write
u(x, y) + iv(x, y) = k u2 + v 2 = k 2
Differentiating w.r.t x, we get
2u
v
u
v
u
+ 2v
= 0 u
+v
=0
x
x
x
x
u
v
u
v
+ 2v
= 0 u
+v
=0
y
y
y
y
ux =
0 v
0 u
u v
v u
0
0
0
=
= 2 = 0 as k =/ 0
2
2
2
v
(v + v ) k
u2
29
u 0
v 0
vx =
u v
v u
(v 2
0
0
= 2 =0
2
+ u ) k
3.4
When if f holomorphic?
Theorem 7
Let f (z) = u(x, y) + iv(x, y) be defined on an open set containing z0 = x0 + iy0 . Assume
the following:
u and v are continuous on
u u v v
x , y , x , y
u
(, y0 )(x x0 )
x
MVT on u(x, y) u(x, y0 ). u is again single variable as we are holding x fixed. We have
Jy where Jy = [y, y0 ] or [y0 , y], s.t. u(x, y) u(x, y0 ) =
u
(x, )(y y0 )
y
v
( , y0 )(x x0 )
x
v
(x, )(y y0 )
y
We now take all of these results and plug them into the above expression of f (z) f (z0 ).
We get
f (z)f (z0 ) =
u
v
v
u
(x, )(yy0 )+ (, y0 )(xx0 )+i [ (x, )(y y0 ) +
( , y0 )(x x0 )]
y
x
y
x
f (z) f (z0 ) = [
Which we rearrange as
u
u
(x0 , y0 )(y y0 ) +
(x0 , y0 )(x x0 )
y
x
v
v
+ i ( (x0 , y0 )(y y0 ) +
(x0 , y0 )(x x0 ))
y
x
u
u
+ ( (x, )
(x0 , y0 )) (y y0 ) A
y
y
u
u
+ ( (, y0 )
(x0 , y0 )) (x x0 ) B
x
x
v
v
+ i ( (x, ) (x0 , y0 )) (y y0 ) C
y
y
v
v
+ i ( ( , y0 )
(x0 , y0 )) (x x0 ) D
x
x
f (z) f (z0 ) =
31
=
(x0 , y0 ) + i (x0 , y0 ) +
z z0
x
x
z z0
f (z) f (z0 ) =
A
z z0
u
( u
A
y (x, ) y (x0 , y0 )) (y y0 )
=
z z0
z z0
u
( u
y (x, ) y (x0 , y0 )) (z z0 )
z z0
u
u
= (x, )
(x0 , y0 )
y
y
(x,y0)
32
u
u
(x, )
(x0 , y0 ) 0
y
y
Example 17
Is the following function holomorphic?
f (z) =
x2
y
x
i 2
for z =/ 0
2
+y
x + y2
We need to show that the partial derivatives for u and v exist and are continuous and
satisfy the CRE. Here
u(x, y) =
So
ux =
vx =
x
y
and
v(x,
y)
=
x2 + y 2
x2 + y 2
x2 + y 2 2x2
y 2 x2
2yx
=
and
u
=
y
(x2 + y 2 )2
(x2 + y 2 )2
(x2 + y 2 )2
2xy
2xy
x2 + y 2 2y 2
x2 y 2
=
and
v
=
y
(x2 + y 2 )2 (x2 + y 2 )2
(x2 + y 2 )2
(x2 + y 2 )2
So ux = vy and uy = vx The CRE are satisfied
All the partial derivatives are continuous as long as (x, y) =/ 0. We conclude by the
Theorem, that f is holomorphic for z =/ 0
Note that
x iy
z
z
1
f (z) = 2
= 2=
=
2
x +y
z
z.z z
Well eventually prove that f , f exist on if f is holomorphic on and this will
imply that
2u 2u 2v 2v 2u 2v
,
,
,
,
,
x2 x2 x2 y 2 xy xy
exist and are continuous
33
3.5
yy
y y
x y
y 2
xy
As mixed partials are equal, we have that
2u 2u
+
= 0 u is harmonic
x2 y 2
Similarly,
2u
2v
=
v
=
(v
)
=
(u
)
=
xx
x
x
y
x
x2
yx
2u
2v
=
v
=
(v
)
=
(u
)
=
yy
y
y
x
y
y 2
xy
2v 2v
+
= 0 v is harmonic
x2 y 2
d
c(x)
dx
Part 3: Finding f
We already showed in the previous example that for f holomorphic, the functions u and
v s.t. f = u + iv are conjugate harmonic. So the function we are looking for is
f (z) = u + iv
= (2x x3 + 3xy 2 ) + i(2y 3x2 y + y 3 + k) = (2x + i2y) + (x3 + iy 3 ) + (3xy 2 + i(3x2 y)) + ki
= 2z (x + iy)3 + ki = 2z z 3 + ki
Definition 28
v
f (u + iv) u
=
=
+i
x
x
x
x
v
f (u + iv) u
=
=
+i
y
y
y
y
Definition 29
= (
i )
z 2 x
y
= (
+i )
z 2 x
y
If f is holomorphic, then
f
z (z0 )
= f (z0 ).
Example 20
Show that the CRE for f = u + iv are equivalent to
35
f
z
=0
f 1 f
f
1 u
v
u
v
= (
+i )= (
+i
+ i(
+ i ))
z 2 x
y
2 x
x
y
y
v
u v
1 u v
1 v u
1 u
+i
+i
)= (
) + i(
+
)
= (
2 x
x
y y
2 x y
2 x y
1 v v
1 v v
= ( ) + i(
36
Chapter 4
Power Series
4.1
Review
zn
n=0
zn =
n=0
1 z N +1
for z =/ 1
1z
1
zn =
1z
n=0
If z > 1, then lim z n = . Therefore, z N +1 is not convergent and so the series diverges.
n
Definition 30
Power series centred at 0 are of the form
an z n where an C, z C
n=0
Definition 31
Power series centred at a are of the form
an (z a)n where a C, z C, an C
n=0
Definition 32
If R is the radius of convergence, then D(0, R) is the disk of convergence for power series
centred at 0 and D(a, R) for power series centred at a.
37
4.2
i.e. we are ignoring the first N 1 terms when finding the supremum.
If < bn > is bounded, then cN R, cN 0
If < bn > is unbounded, then cN =
We also have that
{bN +1 , bN +2 , . . .} {bN , bN +1 , bN +2 . . .} sup{bN +1 , bN +2 , . . .} sup{bN , bN +1 , bN +2 . . .}
So cN +1 cN , i.e. < cN > is a decreasing sequence with numbers 0 or (bounded below
by 0). Therefore, it is convergent, i.e. lim cN exists.
N
Remark: If < bn > is unbounded, then all cN = and lim cN =
N
Definition 33
lim sup bn = lim cN = lim sup bn
Example 22
Find the lim sup of the sequence
bn = 3 +
N nN
(1)n
n
b1 = 3 1
b2 = 3 + 1/2
b3 = 3 1/3,
b4 = 3 + 1/4
b5 = 3 1/5
supn1 bn = b2
supn2 bn = b2 = 3 + 1/2
supn3 bn = b4
1
supn2k bn = b2k = 3 + 2k
1
supn2k1 bn = b2k = 3 + 2k
So we can write < cN >= {3 + 1/2, 3 + 1/4, 3 + 1/4, 3 + 1/6, 3 + 1/6, . . .}. This is a decreasing
sequence and
lim cN = 3 lim sup bn = 3
N
N nN
38
Lemma 1
lim inf
bn+1
bn+1
lim inf n bn lim sup n bn lim sup
bn
bn
Corollary 5
bn+1
= l lim n bn = l
n
n bn
lim
4.3
n=0
n=0
1
lim sup
an
If an z n ,then we consider
an z n =
an z lz as n
n=0
an z n
n=0
we have
39
an (z a)n
n=0
1
lim sup
1
z
1
z ,
then an z n converges
n=0
nN
nN
nN
But we showed that r < 1, so the series rn is the geometric series and it converges.
nN
So by the Comparison Test, the series an z n converges, i.e. the series an z n connN
nN
verges absolutely.
And since adding a finite terms (the terms for n < N ) doesnt affect convergence of the
series, we conclude that
an z n converges absolutely
n=0
40
Part 2
If z > R then the series diverges.
We know for the nth term test for convergence that an z n converges < an z n > 0
n=0
as n . So we are going to prove the contrapositive of the statement above, i.e. we are
find an increasing sequence of natural numbers an1 < an2 < . . . with n1 < n2 < . . . such that
ank z nk > 1
As before, we have that
1
1
1
=
l >
n
l lim sup an
z
z > R =
We can find an > 0 s.t. l >
1
z
1 < (l )z
a2 , 3 a3 , . . .}.
nn1 +1
n3 n2 + 1 s.t.
n3
an3 > l
nk
ank > l
So that
nk
1
n
n = lim n n = lim (elog n ) n
= lim e
n
log n
n
n
lim ( log
)
n
= en
41
= e0 = 1
nk
>1
Theorem 9
The power series
an z n for z < R
n=0
nan z n1
n=1
f (z) = an z n
n=0
f (z) = nan z n1
n=1
f (z) = an z n is given by R =
n=0
lim sup
an
nan z n1 is given by R =
n=1
lim sup
=
n(an )
1
1
=
=R
Fix z0 D(0, R), which is the disk of convergence of the power series.
We are aiming to show that f (z0 ) = g(z0 ) i.e, that the second power series is what we
get by differentiating the first.
42
z0
n=0
n=0
n>N
SN (z) SN z0 N
EN (z) EN (z0 )
nan z0n1 ) + ( nan z0n1 ) + (
)
z z0
z z0
n=0
n>N
nan z0n1 converges, so N1 s.t. N > N1 the tails nan z0n1 <
n=0
n>N
43
EN (z)EN (z0 )
zz0
EN (z) EN (z0 )
=
z z0
an z n an z0n
n>N
an (z n z0n )
n>N
n>N
=
z z0
z z0
z n z0n
= an (z n1 + z n2 z0 + . . . + z0n1 )
= an
z
z
0
n>N
n>N
Now, we had that z D(z0 , ) and this implies that z z0 < . We also defined that
z0 = r. Combining these two and applying the triangle inequality, we get that
z < r +
So if we consider the general form of each term appearing in the expansion above, we
have that
z ni z0i1 = zni z0 i1 < (r + )ni ri1 < (r + )ni (r + )i1 = (r + )n1
Now plug everything back into the series (with modulus signs) to form an inequality:
an (z n1 z0 + z n2 z02 + . . . + z0n1 ) nan (r + )n1
n>N
n>N
The series
n=0
n=0
nan (r+)n1 converges as (r+) < R , which is the radius of convergence of nan z n1
But we know that the tail of a convergent series 0, so we conclude that
N2 s.t. N > N2 an (z n1 + . . . + z0n1 ) <
n>N
Now take max {N1 , N2 } and fix N > max N1 , N2 , The we have for this N (from Part 1 and
Part 2) that
EN (z) EN (z0 )
SN (z)SN (z0 )
zz0
We have that
nan z0n1
n=0
n=0
n=1
= SN
(z0 ) = nan z0n1
zz0
z z0
n=1
So lim
SN (z) SN (z0 )
SN
(z0 ) <
z z0
3
The last part of the proof is combining all together, we get that 1 > 0 s.t. 0 < z z0 <
1
f (z) f (z0 )
g(z0 ) < + + =
z z0
3 3 3
Thus
f (z) f (z0 )
lim
= g(z0 ) = nan z0n1
zz0
z z0
n=0
4.4
Example 24
Find the radius of convergence of the power series
n2 3n z n
n=0
bn+1
(n + 1)2 3.3n z.z n
3(n + 1)2 z
=
bn
n2 3n z n
n2
3(n + 1)2
=
z 3z as n
n2
So if 3z < 1 z < 31 , we have that the series converges absolutely. If, on the other
hand, 3z > 1 z > 13 , the series diverges. The radius of convergence is R = 31 .
What happens at 13 ?
n
We plug in z = 13 into n2 3n z n and we get n2 3n ( 31 ) = n2 as n .
But we know that if the series converges, then the sequence of the general terms tends to
0, while here at z = 31 tends to . So the series cannot converge for z = 31 . We conclude
that it converges only inside the disk with radius 13 , but not on the circle.
Example 25
What is the radius of convergence of
(3 + (1)n )n z n
n=0
n
(3 + (1)n )n z n = (3 + (1)n )z = (3 + (1)n )z
But this diverges as n , since the sequence (3 + (1)n ) diverges. We can see this
by choosing 2 subsequences, one of the odd terms and of the even terms. The fist one
45
1
lim sup
an
lim sup
an = lim cN = lim(4) = 4
N
We conclude that
R=
1
4
ez = exp(z) =
We use the Ratio Test
n+1
z
(n+1)!
z n+1
n!
n!
z
bn+1
= zn = n .
= z
=
0 as n
bn
z (n + 1)!
(n + 1)n! (n + 1)
n!
cos(z) =
Again we use the ratio test
RR (1)n+1 z2n+2 RR
bn+1 RRRR (2n+2)! RRRR
(2n)!
z
sin(z) =
46
Ratio Test:
RR (1)n+1 z2n+3 RR
z2
bn+1 RRRR (2n+3)! RRRR
(2n + 1)!
= RRR (1)n z2n+1 RRR = z 2
=
0 as n
bn
(2n + 3)! (2n + 2)(2n + 3)
RRR (2n+1)! RRR
R
R
So R =
Example 29 (Exp)
From the power series definition of ex , we have that
iz (iz)2 (iz)3
(iz)n
=1+ +
+
+ ...
1!
2!
3!
n=0 n!
eiz =
But we also have that
(1)n z 2n+1
(1)n z 2n
+i
(2n)!
n=0 (2n + 1)!
n=0
2
4
6
3
z
z
z
z
z5 z7
= (1 + + . . .) + i (z + + . . .)
2! 4! 6!
3! 5! 7!
(1)n z 2n+1
(1)n z 2n
i
(2n)!
n=0 (2n + 1)!
n=0
z2 z4 z6
z3 z5 z7
= (1 + + . . .) i (z + + . . .)
2! 4! 6!
3! 5! 7!
k
z
nz n1 z n1
=
= (by relabelling)
= ez
n=1 (n 1)!
n=1 n!
k=0 k!
(ez ) =
Lemma 2
Let f be holomorphic in a region with f (z0 ) = f (z), z .
Then k C s.t. f (z) = kez , z .
Proof. We are going to show that
f (z)
=k
ez
by differentiating it.
f (z)
f (z)ez (ez ) f (z) f (z)ez ez f (z)
)
=
=
=0
ez
(ez )2
e2z
47
Example 30
Show that
ez+w = ez ew , z, w C
Proof. Fix w C and define f (z) = ez+w . Then f (z) = (z + w) ez+w = ez+w = f (z)
Using the lemma, k C with ez+w = k.ez , z C. Plugging in z = 0, we get
ew = ke0 = k.1 = k
So ez + w = ez .ew
Useful to remember:
i
e 2 = cos( ) + i sin( ) = i
2
2
i
e = cos() + i sin() = 1 ei + 1 = 0
e
i3
2
z+2i
= i
= ez e2i = ez (cos(2) + i sin(2)) = ez
48
Chapter 5
Mapping Properties of Complex
Functions. Conformal Maps
5.1
Mapping properties of ez
x+iy0
w=f(z) =exp(z)
exp(x0)
x0+iy
49
v
0
y0
We notice that a grid system of horizontal and vertical lines maps to a series of circles
and rays (centred and the origin and emanating from the origin). Thus the picture in
the w-plane is a grid in polar coordinates. Thus orthogonality of the original vertical and
horizontal lines is preserved (except at the origin).
Note that f (z) = ez is not injective in general because ez+2i = ez . However, if we pick y0 ,
y1 with y0 y1 < 2, then it is injective. Consider the following proof:
Suppose that ez1 = ez2 with z1 = x1 + iy1 and z2 = x2 + iy2 . Then ez1 = ex1 and ez2 = ex2 .
Then ez1 = ex1 (cos y1 + i sin y1 ) = ez2 = ex2 (cos y2 + i sin y2 ) ex1 = ex2 x1 = x2
and y1 = y2 + 2k. Hence, if y2 y1 < 2 we have that y1 = y2 and thus the function is
injective.
In fact, we have that ez maps bijectively {z C 0 < I(z) < } in the z-plane to {w
C I(w) > 0}, i.e. the horizontal strip of width 2 is mapped onto the upper half plane
bijectively. This is the hyperbolic upper half plane.
y
5.2
w=exp(z)
x
v
u
Properties of log(z)
Since ez is not injective over the whole complex plane, its inverse may not exist. However,
if we restrict domains, then it is possible that is does.
Given w C/{0}, we find all solutions of ez = w. To do this we let w = wei . Then
ez = w ez = w(cos() + i sin()) ex (cos y + i sin y) = w(cos() + i sin())
ex = w and y = + 2k for k Z
z = log w + i arg(w)
50
which is not unique in its imaginary part as it is determined up to 2k. This is why we
define the principle logarithm.
Definition 36 (Principle Logarithm)
The principle branch of the complex logarithm is
Log(w) = log w + iArg(w)
With this definition, the principle logarithm is the inverse of exp(z)
Remark: The principle branch of the logarithm is not continuous on {z z R 0},
where Arg(w) = .
The function Log(w) is holomorphic on C/{z, z 0}
Naturally, being the inverse function, log reverses the action of exp. So we get
5.3
Mapping Properties of w = z 2.
Here we have
z 2 = (x2 y 2 ) + 2ixy u(x, y) = x2 y 2 and v(x, y) = 2xy
5.3.1
We claim that in the z-plane our level curves from the sets u = c, v = k intersect orthogonally. (i.e. their tangents at the points of the intersection are perpendicular). We can
prove this:
Let x2 y 2 = c and 2xy = k. Suppose y is a function of x. Then differentiating w.r.t. x,
we get
y
2xy = k 2y + 2xy = 0 y =
x
x
2
2
x y = c 2x 2yy = c y =
y
x0
Hence, if (x0 , y0 ) is a point of intersection, the slopes are y0 and xy00 . So the product of
the slopes is 1 and thus the curves are orthogonal.
5.3.2
Plotting backwards
We can also reverse our process, i.e. we can look at what fixed shapes in the z-plane give
in the w-plane.
The circles z = rei . Then f (z) = z 2 = (rei )2 = r2 [cos(2) + i sin(2)]. So we get a
circle again but this time its radius is r2 rather than r and the circle is traced at
twice the angular speed of the original one, i.e. going around the original circle once
corresponds to going around the new circle twice.
The rays with angle for a given value of . We get that f (z) = f () = 2 . So we
get another ray in the same direction but with increased size.
The shaded sector in the w-plane is subtended by an angle twice the size of the
angle in the z-plane.
The general problem: Given two regions G and , is there a holomorphic function
f G which is bijective and f 1 G is holomorphic. If it exists, find it.
Definition 37 (Path/Curve)
A path or a curve in a region is a continuous function [a, b] C i.e. (t) = x(t)+iy(t)
where x [a, b] R and y [a, b] R are continuous functions and x(t) + iy(t)
If x and y exist t [a, b], then we say that is smooth.
We define (t) = x (t) + iy (t).
Take a curve parametrised by t and find a fixed point t0 . Then (t0 ) = x (t0 ) + iy (t0 ).
0)
. So we can
Then the vector (t0 ) is parallel to he tangent line at at t0 , lim (t)(t
tt0
tt0
write the equation o f the tangent line. We know that arg( (t0 )) measures its inclination,
i.e.
y (t0 )
slope of tangent line =
= tan(arg( (t0 )))
x (t0 )
Now we take this curve and apply to it a mapping w = f (z). Then the curve becomes
c(t) = f ((t)) for t [a, b]
Assume that f is holomorphic and we can write it as f = u + iv. Then
c(t) = f ((t)) = u((t)) + iv((t)) = u(x(t), y(t)) + iv(x(t), y(t)) for (t) = x(t) + iy(t)
52
d
u dx u dy
v dx v dy
dc d
= u(x(t), y(t)) + i v(x(t), y(t)) =
+
+ i(
+
)
dt dt
dt
x dt y dt
x dt y dt
u
v dx
u
v dy
dx
v
u dy
=(
+i )
+(
+i )
= f (z0 ) + (
+i )
x
x dt
y
y dt
dt
x
x dt
dy
dx
= f (z0 ) + if (z0 ) = f (z0 )(x (t0 ) + iy (t0 ))
dt
dt
= f (z0 ) (t0 )
Then we can find that
c (t0 ) = arg[f (z0 ) (t0 )] = arg( (t0 ))
5.4
Conformal Maps
Theorem 10
Given a complex function f s.t. f is holomorphic at z0 and f (z0 ) =/ 0, then f preserves
angles at z0 .
This means that if 1 and 2 are two smooth curves through z0 and f (1 ), f (2 ) are the
images through f (z0 ), then the angle between 1 and 2 is the same as the angle between
f (1 ) and f (2 ).
Definition 38 (Conformal Map)
If f G preserves angles and
f (z) f (a)
za
z a
lim
So everything inside the circle of radius 1 in the z-plane is mapped onto the exterior of
the circle of radius 1 in the w-plane and vice versa. The circle itself is mapped onto the
same circle.
y
f=1/z
b 1 1
c 1 1
w+w
1
ww
+ ( + ) + ( ) + d = 0 a + b
+c
+ dww = 0
ww 2 w w
2i w w
2
2i
Since u =
is
w+w
2
and v =
ww
2i
which is of the same form as the equation we had for the lines and circles in the z-plane.
We conclude that f = z1 maps lines and circles onto lines and circles.
The full classification is as follows:
a(x2 + y 2 ) + bx + cy + d = 0
Circle not passing through (0, 0) a, d =/ 0 is mapped to circle not passing
through (0, 0)
Circle passing thought (0, 0) a =/ 0, d = 0 is mapped to line not passing through
(0, 0)
54
wb
which is uniquely determined
a
5.5
az + b
cz + d
b
d
az + b a z + ab a z + dc dc + ab a
a
1 ad + dc
a c
=
=
=
(1
+
) = (1 +
)
d
d
d
cz + d c z + c c
c
c
ac z + dc
z+ c
z+ c
Since ad bc =/ 0, the fractional term appears and it is dependent on z, and hence the
function is not constant.
Note that the function is not defined for z = dc .
55
We are now going to show that it is bijective and find the inverse function.
Using the relation
az + b
w=
cz + d
we solve for z to get
w(cz + d) = az + b cwz az = b dw z =
dw + b
cw a
dw c
dw + c
=
cw a
cw + a
Example 33
Let f and g be linear fractional transformations given by
w = f (z) =
az + b
a w + b
and g(w) =
cz + d
c w + d
Where ad bc =/ 0 and a d b c =/ 0.
Compute g f and show that it is a linear fractional transformation.
We have that
(g f )(z) = g(f (z)) =
a az+b
a (az + b) + b (cz + d) (a a + b c)z + (a b + b d)
cz+d + b
=
=
c
/0
which is a linear fractional transformation for cc a+d
b+d d =
Note: If we represent f by the coefficient matrix
a b
F =[
]
c d
and g by the coefficient matrix
a b
G = [ ]
c d
Then g f is represented by GF .
Linear fractional transformations form a group. Also, det(GF ) = det(G)det(F ) = (a d
b c )(ad bc) =/ 0
Linear fractional transformations maps lines and circles to lines and circles. We can
see this as follows: We write the linear fractional transformation in the form
w=
az + b a
1 bc ad
= (1 +
)
cz + d c
ac z + dc
56
Then
zz+
d
= Z , which is a linear map
c
1
= W , which is a transfomation we have previously looked at
Z
a 1
W + 2 (bc ad)W , which is a linear map
c c
Hence, linear fractional transformations are compositions of up to 3 known transformations which map lines and circles to circles and lines. Hence, they do the same.
Z
az+v
cz+d ,
where adbc =/ 0.
b
a
b
a
z + = z ( 1) z + = 0
d
d
d
d
If
a
d
b/d
=/ 1, then we have a unique solution z = a/d1
a
d
Case 2: c =/ 0.
az + b
= z az + b = z(cz + d) = cz 2 + dz 0 = cz 2 + (d a)z b
cz + d
(d a) (d a)2 + 4bc
z =
2c
So w has up to 2 fixed points.
The conclusion is that if f is a linear fractional transformation and f =/ Id, it has at most
2 fixed points.
Corollary 6
If f is a linear fractional transformation and f (z1 ) = z1 , f (z2 ) = z2 , f (z3 ) = z3 , with
z1 , z2 , z3 distinct, then f (z) = z, z C.
Example 35
Given z1 , z2 , z3 C distinct and w1 , w2 , w3 C distinct, find all linear fractional transformations T with T (zi ) = wi
57
Consider the following transformation T . We claim that it is the one we are looking for.
ww1
ww2
w1 w2
w1 w3
zz2
zz3
z1 z2
z1 z3
w w1 z1 z2 z z2 w1 w2
.
=
.
w w2 z1 z3 z z3 w1 w3
H
D(0,1)
f(l)
We are looking for linear fractional transformations of the form f (z) = az+b
/ 0.
cz+d with adbc =
First of all H is bounded by the real axis, call it l. Thus by the Inertia principle and since
58
we are looking for a bijective mapping, as l.f.t. are continuous, we deduce that f (l) is a
circle, which is the boundary of the disk D(0, 1), the unit circle.
Then we consider the behaviour of the mapping at the points z1 = 0, z2 = 1, z3 = . to
find restrictions of a, b, c, d.
f (0) =
a.0+b
c.0+d
b
d
Since 0 l, f (0) = 1 db = 1 b = d
f () = ac . Since l, f () = 1 ac = 1 a = c.
But we have that ad bc =/ 0, a =/ 0, and c =/ 0, b =/ 0 and d =/ 0. The modulus of ac is
1, so we can write it is complex form as ac = cos() + i sin() = ei . Thus we have
z + ab
a z + ab
i
=e
f (z) =
c z + dc
z + dc
For convenience, label z0 = ab and z1 = dc (note that this z1 is different from the
one above.) Then we have
z z0
f (z) = ei
z z1
0
1z0
1z1
= 1 1 z0 = 1 z1
1 z0 = 1 z1 1 z0 2 = 1 z1 2 (1 z0 )(1 z0 ) = (1 z1 )(1 z1 )
(1 z0 )(1 z0 ) = (1 z1 )(1 z1 ) 1 z0 z0 + z0 2 = 1 z1 z1 + z1 2
(z0 + z0 ) + z0 2 = (z1 + z1 ) + z1 2
But z0 = ab = dc = z1 z0 2 = z1 2 . So we get that
(z0 + z0 ) = (z1 + z1 ) R(z0 ) = R(z1 )
From here we have that R(z0 ) = R(z1 ) and z0 = z1 z0 = z1 or z0 = z1 . But
z0 =/ z1 , so we deduce that z0 = z1
The final answer is thus
f (z) = ei
59
z z0
z z0
Chapter 6
Integration Along Curves (Contour
Integration)
6.1
Curves: Definitions
crosses
doesnt cross
doesnt cross
(a + h) (a)
h
(b + h) (b)
h0
h
(b) = lim
The derivatives from the left and right at the corners are not the same so is not differentiable there. So it is not smooth. However, it is piecewise smooth.
61
Definition 47 (Contour)
The curve is a contour if it is a simple closed path.
Example 37 (Parametrising a circle)
Consider the circle with positive orientation.
Cr (z0 ) = {z C z z0 = r}
It is parametrised by
z(t) = z0 + r(cos t + i sin t) = z0 + reit where 0 t 2
The same curve with negative orientation is parametrised by
z(t) = z0 + reit with 0 t 2
6.2
L() =
62
Definition 49
Let F [a, b] C s.t. F (t) = U (t) + iV (t) with U, V [a, b] R
Assume that U and V are piecewise smooth.
b
Obviously,
b
If c = + i, then
b
cF (t)dt = c F (t)dt
a
a
a
b
a
a
b
We conclude that
c F (t)dt = cF (t)dt
a
63
Let I = F (t)dt C
a
R ei F (t)dt = ei F (t)dt
a
a
RRR
b
RRRR b
R
i
i
R
R
= R (e F (t)) dt RR R (e F (t)) dtRRRR
RRR
RRR
a
R
Ra
b
b
i
R(e
F (t)) dt = ei F (t) dt
a
b
= F (t)dt since ei = 1
a
Note: We got the last step using the fact from Analysis 2:
RRR b
RRR
b
RRR
RRR
RRR f (x)dxRRR f (x)dx
RRR a
RRR a
64
Definition 50
b
f (z) = u(x, y) + iv(x, y) f (z)dz = [(u(x(t), y(t)) + iv(x(t), y(t))) . (x (t) + iy (t))] dt
a
C
b
6.3
Proposition 9
Let be a parametrised curve and z(t) = x(t) + iy(t) with a t b. Denote the reverse
curve by = z(a + b t) = z(t), with a t b. Then
f (z)dz = f (z)dz
Proof.
b
d
= f (z(a + b t))z (a + b t) (a + b t)dt = f (z(a + b t))z (a + b t)(1)dt
dt
u=b
b
b
= f (z)dz
65
Proposition 10
Let 1 and 2 be two parametrised curves with 1 (b) = 2 (a), i.e. 2 follows 1 . Then we
have the curve 1 2 , which is denoted by 1 + 2 and
f (z)dz = f (z)dz + f (z)dz
1 +2
Proposition 11
If f (z) M on the curve , i.e.
f (z(t)) M t [a, b] then
RRR
RRR
RRR
RR
RRRR f (z)dz RRRRR M L()
RRR
RRR
Proof. Consider
RRR RR b
RRR
RRR
RRR RRR
RRR
R
a
b
= M z (t)dt = M L()
a
(r)
r
z()
66
[c, d] [a, b] is bijective with continuous partial derivatives and (r) > 0
(c) = a, (d) = b and t = (r) dt = (r)dr
since is bijective and increasing, z parametrises the curve with the same orientation.
The new parametrisation is
z [c, d] C
Now
b
a
d
Example 38
Compute the integral
I = z 2 dz
C
2+i
2 A
x
for 0 x 2
2
67
x
2
1
2
2
z dz = t (3 + 4i)(2 + i)dt = (3 + 4i)(2 + i) t dt
0
1
1
= (3 + 4i)(2 + i)[t3 ]10 = (3 + 4i)(2 + i)
3
3
1
i
2
11
= (6 4) + (3 + 8) = + i
3
3
3
3
Now consider the same integral evaluated on the horizontal segment [0, A], called 1 and
the vertical segment [A, B], called 2 . We are going to show that we get the same result
since C = 1 + 2 i.e. well show that
2
2
2
z dz = z dz + z dz
Consider first 1 .
z(x) = x + 0i = x where 0 x 2
f (z(x))z (x) = x2 .1 = x2
Then
1 3 8
2
z dz = x dx = 3 2 = 3
2
Consider now 2 .
Then
1
2
2
z dz = (2 + iy) .idy = (4 + 4iy y )idy
2
0
1
y2 1
y3 1
] + [4i ] )
3 0
2 0
1
1
11
11
+ 4i ) = i ( + 2i) = i 2
3
2
3
3
The sum of the two integrals gives us
= i (4
8
11 2
11
2+i = +i
3
3 3
3
which is what we got before.
68
0 if n =/ 1
z dz =
2i if n = 1
C
n
it
n+1 nit it
f (z)dz = 2(re ) re idt = r e e .idt
0
2
= r
0
2
n+1 (n+1)it
idt = r
n+1
i e(n+1)it dt
Case 1 n = 1.
Then we have that n + 1 = 0 and
2
n+1
i e
(n+1)it
2
0
dt = r i e dt = 1.i. 1 = 2i
Case 2 n =/ 1.
2
n+1
i e(n+1)it dt = rn+1 i
0
rn+1
rn+1
1
2
[e(n+1)it ]0 =
(e2i(n+1) e0 ) =
(1 1) = 0
i(n + 1)
(n + 1)
(n + 1)
Example 40
Find
zdz
C
over
-1
-C
69
This is the reverse of the given curve, so we consider the integral with a - sign.
6.4
= (udx vdy) + i (udy + vdx) to which we now apply Greens Theorem to get
C
v u
v u
= (
) dxdy + i ( +
) dxdy
x y
y x
R
R
= (vx uy )dxdy + i (vy + ux )dxdy
R
But we are assuming that f is holomorphic, hence the CRE hold. So we have that
ux = vy uy + ux = 0
uy = vx vy ux = 0
70
6.5
Definition 51 (Antiderivative)
Let f be continuous on a region and assume that there exists a holomorphic function
F on with F (z) = f (z).
Then F is called the antiderivative or primitive of f .
Theorem 14 (The Fundamental Theorem of Calculus of Line Integrals)
If f is continuous on a region , F is an antiderivative of f in and is a path joining
the two points z1 , z2 , then
f (z)dz = F (z2 ) F (z1 )
i.e. the value of the integral is independent of the path chosen and depends only on the
endpoints.
Proof. Let be parametrised by z(t) for a t b. Assume that is smooth, i,e, that
z (t) is continuous.
b
a
b
= F (z(t))z (t)dt
a
b
=
a
dF
(z(t))dt by the Chain Rule
dt
b
71
We made an assumption that the curve is smooth. What if it was piecewise smooth?
It turns out that the result still holds.
Suppose the piecewise smooth curve consists of the curves C1 , C2 , . . . , Cn such that the
curves are connected at the corners a = a0 , a1 , a2 , . . . , an = b.
z0 = z(a0) =z(a)
zn = z(an) =z(b)
Cn
C3
C1
C2
C1
C2
Cn
Example 41
We already showed that
Cr (0)
1
dz = 2i
z
Since the curve we are integrating is closed and we dont get 0, the integrand doesnt have
an antiderivative on C/{0}
But what about Log(z), the principle logarithm, given by Log(z) = log z+iArg(z), where
< Arg(z) ?
This is actually not an antiderivative, since the definition of antiderivative requires it
to be differentiable, and it is not even continuous everywhere. In particular, Log is not
continuous on the negative real axis, and it requires a cut there.
72
< Arg(z)
2
2
Now this requires a cut on the negative imaginary axis, since this new log is not continuous there. In fact, not matter how we define the complex logarithm, it will always require
a cut, and therefore, we cannot find an antiderivative of the function z1 in any disk around
the origin.
Example 42
Suppose we wanted to evaluate the same integral on another curve, like the curves C1 and
C2 . Then
1
1
z dz = i and z dz = i
C1
C2
So consider a similar example, but with a function which satisfies the conditions of the
theorem and a curve, which is not a circle, but still closed.
we take
1 , 2 to have the same endpoint but we are traversing them in the opposite direction, so
f (z)dz = f (z)dz
1
Now suppose that the anticlockwise curve goes along 1 and comes back along 2 . Call
this curve . We have that
z2
z1 -2
73
= 1 + (2 )
And then Cauchys Theorem gives
0 = f (z)dz = f (z)dz + f (z)dz
= f (z)dz f (z)dz
1
=0
Back to the example with z1 , we have that
= C1 + (C2 )
1
1
1
z dz = z dz z dz = i (i) = 2i
6.6
C1
C2
(T)Gousats Theorem
Proof
Setting
Let ABC be the triangle with contour (0) , i.e. (0) is the curve ABC
Call ABC T (0) .
Let d(0) be the diameter of T (0) , i.e. the length of the longest side of ABC.
Let p(0) be the perimeter of ABC.
Bisect each side of the triangle ABC, such that AD = DC, BF = F C, AE = EB, as
shown. Connect the points E, D, F to form a triangle with vertices the points E, D, F .
74
A
E
A
E
T(1)1
T(1)2
T(1)4
T(1)3
We are going to find the contour integral around each of the 4 new triangles we now
have.
Around ADE
f (z)dz = f (z)dz + f (z)dz + f (z)dz
(1)
DA
AE
ED
Around CDF
f (z)dz = f (z)dz + f (z)dz + f (z)dz
(1)
CD
DF
75
FC
Around BF E
f (z)dz = f (z)dz + f (z)dz + f (z)dz
(1)
BF
FE
EB
Around DEF
f (z)dz = f (z)dz + f (z)dz + f (z)dz
(1)
DE
EF
FD
ED
f (z)dz = f (z)dz
DF
FD
f (z)dz = f (z)dz
EF
FE
(1)
(1)
(1)
DA
AE
EB
BF
FC
= f (z)dz
(0)
is not very useful. We would like to somehow compare them, so that we end up with
an inequality between 2 integrals. However, we cannot compare the integrals themselves
since they are complex integrals. So what we do instead is compare the moduli. We ask
ourselves the question: Which f (z)dz has the biggest modulus? Since we picked an
(1)
arbitrary triangle to begin with, we cant explicitly answer this question. It could be any
(1)
of the 4 triangles, so we just pick some number j s.t. 1 j 4 and assume that Tj is
the triangle with greatest modulus of the contour integral around j . That is, we have
(1)
RRR
RRR
RRR RRR
RRR
RRR
RRR RRR
max RRRR. f (z)dz RRRR = RRRRR. f (z)dz RRRRR
k=1,2,3,4 RR
RRR RR
RRR
RRRR k(1)
RRR RRR j(1)
RRR
R
76
T(1)1
T(1)4
T(1)3
T(2)1
T(2)4
T(2)2
T(2)3
Then again we choose the largest of the four new triangles, Tj , such that
(2)
RRR
RRR
RRR
RRR
RRR
RRR
RRR
RRR
RRR. f (z)dz RRR 4 RRRR. f (z)dz RRRR
RRR
RRR
RRR
RRR
RRR (2)
RRR
RR
RR (1)
R j
R
77
(2)
just T (2) . Call its boundary (2) , its perimeter p(2) and its diameter
1
p(2) = p(1) =
2
1
d(2) = d(1) =
2
and
1 (0)
p
4
1 (0)
d
4
RRR
RRR
RRR
RRR
RRR
RRR
RRR
R
RRR. f (z)dz RRR 4 RRR. f (z)dz RRRRR (*)
RRR
RRR
RRR
RRR
RR (1)
RR
RR (2)
RR
Now from the two (*)s, we can compare the moduli of the original contour integral
and the one around (2) . We have
RRR
RRR
RRR
RRR
RRR
RRR
R
R
R
RRR. f (z)dz RRR 42 RRRR. f (z)dz RRRRR
RRR
RRR
RRR
RRR
RR (0)
RR
RR (2)
RR
Step 4
Keep repeating the process. We once again divide the biggest new triangle into 4 smaller
triangles and compare their perimeters, diameters and moduli of the contour integrals
around their boundaries. We end up with
d(n) =
1 (0)
d
2n
p(n) =
1 (0)
p
2n
f (z0 ) = lim
78
(z)
zz0 zz0
= 0.
(n)
(n)
(n)
Since f (z0 )dz has f continuous and has an antiderivative and were integrating
(n)
also gives us 0.
(n)
Now we take the moduli of both sides (and the equality still holds)
RRR
RRR
RRRR RRRR
RRR
R
R
R
R
R
RRR. f (z)dz RRR = RRR. (z)dz RRRRR
RRR
RRR RRR
RRR
RR RR (n)
RR
RR (n)
79
RRR
RRR
RRR
R
1
1
RRR. f (z)dz RRRRR . d(0) . p(0)
RRR
RRR
2n
2n
RR
RR (n)
RRR
RRR
RRR
R
RRR. f (z)dz RRRRR .d(0) .p(0)
RRR
RRR
RR
RR (0)
The diameter and perimeter are positive real numbers and this is inequality is true for
any > 0. So the RHS gets arbitrarily close to 0, so it must be true that
f (z)dz = 0
(0)
QED
Example 43 (Application of Gousats Theorem)
Let f be holomorphic on the rectangular path R and its interior. Then
f (z)dz = 0
R
80
T2
T1
T2
f (z)dz = 0
T1 +T2
AB
BC
CA
and
f (z)dz = f (z)dz + f (z)dz + f (z)dz
T2
CD
DA
AC
So
T1 +T2
BC
CA
CD
DA
AC
BC
CA
CD
DA
BC
CD
DA
f (z)dz = 0
R
x 2ix
e
dx = e
e
Proof. First of all, we notice that if we take = 0, we get the standard Gaussian
x
dx = e0 = e0 = 1
e
CA
Im
-R+i
C4
-R
C1
C3
i
R+i
C2
Re
Call the whole curve R. Then R = C1 + C2 C3 C4 , where C3 and C4 are the curves
C3 and C4 but with reversed orientation, so that the curve R is in the positive direction
overall.
The parametrisations along C1 , C2 , C3 , C4 are as follows:
C1 Take z(t) = t for R t R. and z (t) = 1
C2 Take z(t) = R + it for 0 t . and z (t) = i
C3 Take z(t) = i t for R t R. but we are going to use the reverse (positive) of C3 , so take
C3 by z(t) = i + t for R t R. and z (t) = 1
C4 Take z(t) = R it for 0 t , but we take the reverse curve
C4 by z(t) = R + it for 0 t . and z (t) = i
The function we are going to consider along this contour is
f (z) = ez
This function is holomorphic on R and its interior, so we can apply Cauchys Theorem:
f (z)dz = 0 0 = f (z)dz + f (z)dz + f (z)dz + f (z)dz
R
C1
C2
C3
C4
We are going to consider each of the integrals and we are going to let the sides of the
rectangle grow to , thus making each line segment infinite.
Part 1 C1
We have that
2
f (z(t))z (t) = f (t).1 = et
R
f (z)dz = e
C1
t2
dt et dt as R
is 1.
2
82
Part 2 C2
Here
(R+it)2
f (z)dz = e
idt = ie(R
C2
2 t2 +2iRt)
dt
RRR
RRR
2
2
(R2 t2 +2iRt)
dt = eR et e2iRt dt
RRR f (z)dz RRR ie
RRR
RRR
0
RC2
R 0
R2 t2
= e
R2
dt = e
t
e dt
0
The last integral is something we cant evaluate but it turns out we dont even need to,
because we are only interested in what happens as we let R . Doing this doesnt
2
change the integral, but eR 0 as R .
Thus
R2
t
e dt 0 as R
0
C3
f (z)dz = e
C3
(t+i)2
2 2 +2it)
dt = e(t
= e
t2 2 2it
= e
2 2it
t
e
R
R
2
= e ex e2ix dx
R
dt
x 2ix
e
dx as R
e
83
dt
Part 4 C4
Similar calculations to the ones for C2 show that the contribution from this integral as
R is 0.
Part 5 Combining all together:
0 = f (z)dz + f (z)dz + f (z)dz + f (z)dz
C1
C2
C3
C4
0=1+0e
x 2ix
e
dx + 0
e
So we have that
0=1e
x 2ix
e
dx
e
e ex e2ix dx = 1
ex e2ix dx = e
This is what we wanted to prove. Note that we can take real and imaginary parts to get
that:
e = ex cos(2x)dx
0 = ex sin(2x)dx
6.7
z
[a,z]
a
[z,z+h]
|h|
z+h
[a,z+h]
[a,h]
f (w)dw +
[z,z+h]
[z+h,a]
= f (w)dw +
f (w)dw
[a,z]
[z,z+h]
[a,z+h]
Here we recognise
f (w)dw = F (z)
[a,z]
and
f (w)dw = 0
f (w)dw = F (z + h)
[a,z+h]
85
f (w)dw
f (w)dw F (z + h) = 0
[z,z+h]
lim
So we will work with
F (z + h) F (z) =
f (w)dw
[z,z+h]
to show that.
Consider
F (z + h) F (z)
1
f (z) =
h
h
f (w)dw f (z)
[z,z+h]
1
h
f (w)dw
1
h
[z,z+h]
f (z)dw
[z,z+h]
f (z) =
RRR
h
h RRR
RR [z,z+h]
RR
1
.h. max f (w) f (z) , where h is the length of the line segment
w[z,z+h]
h
max f (w) f (z)
w[z,z+h]
w[z,z+h]
86
Corollary 8
On an open disk a holomorphic function f has a primitive (the disk is a convex region)
if is a closed curve inside the disk,
f (z)dz = 0
Corollary 9
Let f be holomorphic on an open set U containing a circle C and its interior. Then
f (z)dz = 0
C
sketch proof. Let C be a circle of radius slightly bigger than that of C. Then we can
apply the previous corollary to the disk C bounded by C .
Example 45
is any closed curve in C. Then
z
e dz = 0
Note: We proved this result before when considering the general case for all n.
Example 47
is the circle z = 2 traversed anticlockwise. Then
cos(z). cosh(3z + )
dz = 0
(z 2 + 16)(z 3 28)
We notice that there are possible discontinuities arising from potential 0s in the denominator. However, these 0s dont occur in the region we are working over.
z 2 + 16 = 0 z = + 4i
2i
4i
3
3
3
z 3 28 = 0 z = 28, 28e 4 , 28e 3
All of these points are outside the disk of radius 2.
87
6.8
Toy contours
The following are the kinds of contours we are going to work with. They are called, in
order:
circle (or semi-circle), triangle, rectangle, keyhole (circle), keyhole (rectangle), parallelogram, sector, indented region
6.9
1
f (z)
dz
2i
z z0
C
88
DR(a)
a
a
1,
Now, F (z) =
f (z)
zz0
0
z
1,
We now evaluate the same integral by splitting the contour into the 4 constituent parts
listed above and we get that
0 = F (z)dz + F (z)dz + F (z)dz + F (z)dz
C
l1,
l2,
89
Lets consider first the integrals along the two vertical line segments. We let 0, and
the two segments become essentially the same segment. But since the original segments
had different directions, the two integrals sum to 0:
F (z)dz + F (z)dz 0 as 0
l1,
l2,
Similarly, we consider the integral along C as 0, the circle becomes a closed circle.
Same for the integral around , which become . That is, we have:
F (z)dz F (z)dz as 0
C
F (z)dz F (z)dz as 0
,
f (z)
f (z)
dz +
dz
z z0
z z0
The integral around C is the one we want to still have in the end, but we need to
manipulate the other integral to get the f (z0 ) in the formula. Now, we do the following
trick:
f (z) f (z0 ) + f (z0 )
f (z) f (z0 )
f (z0 )
f (z)
dz =
dz +
dz
z z dz =
z z0
z z0
z z0
0
We are going to consider these two integral individually and show that one of them gives
us the LHS of the formula, while the other one vanishes.
Consider first the second integral.
f (z0 ) is a constant so we can write
f (z0 )
1
z z dz = f (z0 ) z z dz
0
0
And we can evaluate this integral by parametrising with z(t) = z0 + eit , 0 t 2, so that
dz = ieit and
2
f (z0 )
1
it
z z dz = f (z0 ) eit ie dt
0
= f (z0 ) idt
0
= 2if (z0 )
90
f (z) f (z0 )
dz
z z0
f (z) f (z0 )
f (z0 ) < E
z z0
We can make the following choices: Let E = 1, fix > 0 and take < .
We now consider the modulus of the integral with the intention to show that it is zero.
RRR
RR RR
RRR
RRR
R
f (z) f (z0 ) RRRR RRRR f (z) f (z0 )
RRR.
dz RRR = RRR
f (z0 ) + f (z0 )dz RRRRR
z z0
z z0
RRR
RRR RRR
RRR
R
R R
R
f (z) f (z0 )
f (z0 ) + f (z0 )
2. max
zz0 =
z z0
f (z) f (z0 )
2 max
f (z0 ) + f (z0 )
zz0 =
z z0
< 2 (1 + f (z0 ))
0 as 0
So, combining all together, we have
0=
C
f (z)
1
f (z)
dz 2if (z0 ) f (z0 ) =
dz
z z0
2i
z z0
C
Example 48
Let C be the circle z = 2. Evaluate, using Cauchys Integral Formula,
z
(9 z 2 )(z + i) dz
C
z
9z 2 .
Then
f (z)
z + i dz = 2if (i)
C
= 2i
i
2i(i)
=
=
2
9 (i)
9 (1) 5
91
Example 49
With the same circle, consider
cos z
z 2 + 1 dz
C
Failed attempt:
cos z
cos z
z 2 + 1 dz = (z + i)(z i) dz
C
z
so take f (z) = cos
zi and z0 = i. This wont work since f is not a holomorphic function
inside the circle of radius 2, since it has a singularity at i.
Correct attempt: By using partial fraction, we rewrite the integral as
1
cos z
1
cos z
cos z
z 2 + 1 dz = 2i z + i dz + 2i z i dz
C
Now we can apply Cauchys Integral Formula with f (z) = cos z, to get
2i
2i
cos(i) +
cos(i)
2i
2i
= cos(i) + cos(i)
ei.i + ei.i
ei.i + ei.i
=
+
2
2
=0
=
6.10
1
f (z)
dz
2i
(z z0 )2
C
f (z0 + h) f (z0 )
h
with the intention to take te limit as h later.
92
f (z)
z(z0 +h) dz
1
2i
f (z)
zz0 dz]
h
f (z)
f (z)
1
(
) dz
=
2ih
z (z0 + h) z z0
C
z z0 z + (z0 + h)
1
f (z) (
) dz
2ih
(z (z0 + h))(z z0 )
C
1
f (z)
dz
2i
(z z0 )(z (z0 + h))
C
2i
(z z0 )(z (z0 + h))
2i
(z z0 )(z z0 )
C
or,
f (z)
f (z)
dz =
dz
(z z0 h)(z z0 )
(z z0 )2
C
f (z)
f (z)
(z z h)(z z ) dz (z z )2 dz 0
0
0
0
C
Once again, we will use the technique of looking at the modulus of the integral when we
93
RRR
1
1
f (z)
R
(
)] dz RRRR
[
RRR
(z z0 ) z z0 h z z0
R
RR
R
f (z) z z0 z + z0 + h
R
(
)] dz RRRR
[
z z0 (z z0 h)(z z0 )
RRRR
RRR
h
f (z)
R
(
)] dz RRRR
[
RRR
z z0 (z z0 h)(z z0 )
R
RRR
h
f (z)
R
(
)] dz RRRR
[
2
RRR
(z z0 ) (z z0 h)
R
f (z)h
(2R). max
za=R (z z0 )2 (z z0 h)
C
z
where a is the center of the circle we are considering, R is the radius and z0 is a point inside
the disk, z1 is a point on the circle. Were interested in the distance z z0 . for any z on
the circle. Now, the shortest distance from a fixed z0 to any point z1 on the circle is along
the diagonal through a, and this distance is d = z1 z0 . We can drop the subscript 1, so
that d = z1 z0 = min z z0 (as we chose z1 to be the point closest to z0 ). So now we have:
94
RRR
RRR
f (z)
f (z)h
f (z)
R
RRR
dz
dz RRRR (2R). max
RRR
2
RRR
za=R (z z0 )2 (z z0 h)
(z z0 )
RRR C (z z0 h)(z z0 )
C
R
f (z)h
(2R). max 2
zC d .z z0 h
f (z)h
(2R). max 2
zC d .(d h)
since z z0 h z z0 h d h
0 as h 0
Theorem 19 (Cauchys Formula for the nth derivative)
f (n) (z0 ) =
f (z)
n!
dz
2i
(z z0 )n+1
C
1 cos(x)
dx =
2
x
2
This integral has nothing to do with complex numbers at first glance nad it takes some
experience to be able to notice the complex function and contour to use to arrive at the
result.
Here we will consider
1 eiz
f (z) =
z2
and we are going to integrate over the following contour:
The upper semi-circle of radius R, but with a small semi-circular bit cut off from the
contour very close to 0, i.e. a distance from 0.
Our contour consists of the following:
The curve R+ , i.e. the big semi-circle traversed anti-clockwise from R to R.
The line segment [R, ], traversed from left to right
The curve , i.e. the small semi-circle traversed clockwise from to
The line segment [, R], traversed from left to right
iz
95
So we can write
0 = f (z)dz
= f (z)dz +
+
R
[R,]
[,R]
[R,]
1 eix
1 eiz
=
dx
z2
x2
[R,]
Now lets substitute x = u (for reasons which will become clear later), so that du = dx
and at x = R we have u = R and at x = we have u = . And so we have the integral
1 eiu
1 eiu
1 eiu
du
=
du
=
du
u2
u2
u2
R
1 eix
dx
x2
Term 2
f (z)dz
[,R]
1 eix
dx
x2
96
1 eix
1 eix + 1 eix
1 eix
dx
+
dx
=
dx
x2
x2
x2
2 (eix + eix )
dx
x2
2 2(cos x)
dx
x2
= 2
1 cosx
dx
x2
Now as we increase the size of the bigger circle, i.e. we let R and decrease the size
of the smaller circle. i.e. we let 0, we effectively are trying to cover the whole upper
complex plane, and thus to obtain the result we are looking for.
So we consider what happens as R and 0. We get that
R
1 cos x
1 cos x
dx
2
dx
2
x2
x2
Term 3
f (z)dz =
+
R
+
R
1 eiz
dz
z2
A common trick is to consider the modulus of the integral if we seems incapable of saying
anything about the integral itself.
So consider
RRR
R
RRR 1 eiz RRRRR
1 eiz
RR (max
dz
) .R where R is the perimeter of the semi-circle
RRRR
R
RRR
z=R
z2
z2
RRR +
RR
RR
1 eiz
= R max
,as z 2 = R2
z=R
R2
Now, we know that y 0 as we are integrating over a contour located in the upper halfplane. Thus, ey 1 and so 1 + ey 1 + 1 = 2.
Then (*) becomes
RR
RRR
RRR
2
1 eiz RRRR
dz RRR .2 =
RRR.
2
z
R
RRR R
RRR
R
R R
And as R , we have that 2
R 0 and hence
f (z)dz 0
R
First of all, we have that is the curve traversed clockwise. So we let C be the same
curve traversed anticlockwise and we have that this curve can be parametrised by
z(t) = eit for 0 t
So we have
f (z)dz = f (z)dz =
1 eiz
dz
z2
Now again we want to consider what happens as 0. However, here parametrising the
curve wont help as it will complicate the problem. Its not obvious how to proceed but
98
1 eiz
z2
dz =
(iz)
1 (1 + iz + (iz)
2! + 3! + . . .)
z2
dz
i
i2 i3 z i4 z 2
= ( +
+
+ . . .) dz
z
2! 3!
4!
C
= i
C
= i
0
i2 i3 z i4 z 2
1
dz + E(z)dz where E(z) = +
+
+ ...
z
2! 3!
4!
C
ieit
E(z)dz
+
eit
C
where we converted the line integral using the parametrisation from earlier.
= i idz + E(z)dz
0
i [iz]0
+ E(z)dz
C
= + E(z)dz
C
At this point we notice that we can actually solve the problem if we can show that
E(z)dz 0 as 0.
C
r
i i3 z i4 z 2
i
+
+
+ . . . = z r2
2! 3!
4!
r=0 r!
ir+1 z r1 r!
iz r1
1
. r r2 =
=
z 0 as r
r2
(r + 1)! i z
(r + 1)z
(r + 1)
So we get that this series has an infinite radius of convergence and therefore E(z) is
continuous on D(0, ) E(z) is bounded on D(0, ), say E(z) M for some
constant M . We now have that
RRR
RRR
RRR
R
RRR E(z)dz RRRRR M 0 as 0
RRR
RRR
RC
R
99
is .
Step 5: Combining all together, we get that
0 = 2
0
1 cos(x)
dx + 0 + 0 + ()
x2
2
0
6.11
1 cos(x)
dx =
x2
1 cos(x)
dx =
2
x
2
(T)Cauchys Inequalities
Remark:
maxzz0 =R f (z) exists. This is the same as maxt[0,2] f (z0 + Reit ), since
f (z0 ) + Reit is a continuous function, f [0, 2] R, so it achieves a maximum (by
Analysis 1)
Proof. First of all, by Cauchys Integral Formula, we have that
f (n) (z0 ) =
n!
f (z)
dz
2i
(z z0 )n+1
C
We want to end up with and inequality for the modulus of f (n) (z0 ), we stick in the
100
modulus signs:
f
(n)
RRR
RRR
f (z)
RRR
RRR n!
dz
(z0 ) = RR
R
RRR 2i
(z z0 )n+1 RRRR
C
R
R
RRR
RRR
n! RR
f (z)
R
RRR
dz RRRR
=
n+1
RRR
2 RRR (z z0 )
RC
R
f (z)
n!
.(2R). max
zz0 =R (z z0 )n+1
2
f (z)
= n!R. max
zz0 =R Rn+1
n!
= n max f (z)
R zz0 =R
Definition 52 (Entire)
If f is holomorphic on the whole complex plane, then f is called entire.
6.12
M
R
i.e. we can bound the function outside and on the disk of radius R0
Claim: f (z) is a constant everywhere.
Proof. Fix z0 C. To show that f (z0 ) = 0, consider Cauchys Inequality:
f (z)
M z1/2
= max
zz0 =R
zz0 =R
R
R
f (z0 ) max
zz0 =R
zz0 =R
R
R
R
f (z0 ) max
And this goes to 0 as R .
f (z) = const
Step 1 (f is entire)
1
= f (z) is entire
p(z)
Now, the denominator is never zero, since our assumption is that p(z) has no roots.
f is entire.
102
Step 2 (f is bounded)
First of all, here is some intuition into the proof to follow:
Let z = R, where R is large (eventually going to ).
p(z) = an z n + an1 z n1 + + a1 z + a0
an z n = an Rn
an1 z n1 = an1 Rn1
a0
Since R is a large number, we expect that the first term above will be much bigger than
the others. That is, the behaviour of the polynomial is pretty much determined by the
leading term as we let R .
R4
R3
p(z) = an z n + an1 z n1 + + a1 z + a0
an z n an1 z n1 + + a1 z + a0 by the triangle inequality
Now,
an1 1 an2 1
a0 1
)
2
an R
an R
an Rn
an1 1 an2 1
a0 1
)=0
2
an R
an R
an Rn
103
a0 1
1
an1 1 an2 1
)>
2
n
an R
an R
an R
2
expansion
1
1/2
R
R0
So for R > R0 ,
1
2
1
2
p(z) an Rn
2
p(z)
an Rn an R0n
With this, we have proved that f is bounded for R > R0 , so now we only need to show that
it is also bounded in the disk of radius R0 , i.e. in D(0, R0 ). Now, this disk is contained
2
in the square with sides 2R0 , i.e. D(0, R0 ) [R0 , R0 ] . [R0 , R0 ] (= [R, R0 ] )
But on this square, f is bounded. This is analogous to "continuous functions on closed
1
is continuous on the box
intervals are bounded", from Analysis 1. This is so because p(z)
2
2R0
0
104
R0
So,
1
p(z)
1
k, z D(0, R0 )
p(z)
So now he have inequalities for f both inside and outside he disk of radius R0 , i.e. we
have 2 inequalities covering essentially the whole complex plane. Lets turn them into a
single inequality by taking M = min (k, an2Rn ).
0
Then f M on the whole complex plane. So we have proved that f is bounded.
Hence, we have now proved that f is both entire and bounded, which implies (Liouvilles
Theorem) that f =constant and so p(z) = constant. This is a contradiction, since the
statement of the the theorem requires p(z) to be nonconstant.
Corollary 10
Every polynomial over C of degree n 1 can be factorised as
p(z) = an (z w1 )(z w2 )(z wn )
where w1 , . . . , wn are the roots of the polynomial and there are exactly n of them.
Proof. By the Fundamental Theorem of Algebra, we can find a root w1 for the polynomial.
i.e. we can write
p(z) = (zw1 )Q(z)+R(z) , where Q(z) is the quotient and R(z) is the remainder of the division
Since w1 is a root, we have p(w1 ) = 0, so
0 = p(w1 ) = 0.Q(w1 ) + R R = 0
So
p(z) = (z w1 )Q(z)
Now deg(Q(z)) = n 1 and we can write
p(z) = (z w1 )(z w2 ).Q1 (z), where deg(Q1 (z)) = n 2
Continue in this way until
p(z) = (z w1 )(z w2 ) . . . (z wn ).C , where C is a constant quotient
Now compare
p(z) = an z n + an1 z n1 + + a1 z + a0 = C(z w1 ) . . . (z wn1 )(z wn )
So z n has coefficient an on the LHS, while it has a coefficient C on the RHS. Therefore,
an = C.
105
6.13
Theorem 23
Let f be holomorphic on an open set containing the closed disk D(z0 , R). Then f has a
power series expansion at z0 .
z D(z0 , R)
f (z) = an (z z0 )n
n=0
where
an =
1
f (n) (z0 )
=
n!
2i
CR (z0 )
f (w)
dw
(w z0 )n+1
1
2i
f (w)
dw
wz
1
2i
f (w)
dw
w z0 (z z0 )
1
2i
f (w)
1
.
zz0
w z0 1 wz
0
CR (z0 )
CR (z0 )
CR (z0 )
1
zz
z wz0
(
n=0
z z0 n
)
w z0
zz0
wz0 ,
for r =
if r < 1.
Now, looking at our picture: The ws lie on the circle, while z is inside the circle, and so
is z0 , which is the centre. So we have that z z0 < w z0 and so r is indeed less than 1
and the sum we wrote above is valid.
z0
z
w
106
1
2i
f (w)
dw
wz
1
2i
f (w) (z z0 )n
.
w z0 n=0 (w z0 )n
CR (z0 )
CR (z0 )
f (w)
1
n
=
(w z )n+1 dw(z z0 )
2i
0
n=0
CR (z0 )
which is what we wanted to prove. However, we still need to prove that the last step we
did was legitimate. We need to show that
N
n=0
CR (z0 )
f (w)
dw.(z z0 )n
(w z0 )n+1
CR (z0 )
f (w)
(z z0 )n dw as N
n+1
(w
z
)
0
n=0
RRR N
RR
f (w)
f
(w)
RRR
(z z0 )n dw
(z z0 )n dwRRRR
n+1
n+1
RRRn=0
RRR
(w z0 )
n=0 (w z0 )
CR (z0 )
RR CR (z0 )
RR
RRR
RRR
N
RR
RRR
f (w)
n
RRR
= RRRR. ( )
(z
z
)
dw
0
n+1
RRR
RRR
(w
z
)
0
RR
RR CR (z0 ) n=0 n=0
RRR
RRR
RRR
RR
f (w)
n
RRR
(z
z
)
dw
= RRRR.
0
n+1
RRR
RRR
N +1 (w z0 )
RR
RR CR (z0 )
n
f (w)(z z0 )
2R. max
wz0 =R n>N
(w z0 )n+1
f (w)
z z0 n
2R max
.
wz0 =R w z0 n>N w z0
f (w)
z z0 n
= 2R max
.
wz0 =R
R n>N w z0
f (w)
. rn
= 2R max
wz0 =R
R n>N
2R max
= 2 max f (w) rn
wz0 =R
n>N
where
rn =
n>N
107
rN +1
1 r
so
z z0
<1
w z0
lim rN +1 = 0
r =
and so
rN +1
=0
N 1 r
lim
n=0
n=0
But also,
N
n=0
n=0
=
n=0
n=0
D(z,r)
r>0
108
F (w) = f (u)du
[z,w]
f (z) = an (z z0 )n
n=0
(n)
zz0
z0
109
Theorem 25
If f is holomorphic on D(z0 , r), r > 0 and f doesnt vanish identically (i.e. it is not the
case that f (z) = 0, z D(z0 , r) ), then > 0, and a non-vanishing holomorphic function
g(z) on D(z0 , ) and also a unique N 0 with
f (z) = (z z0 )N g(z) , z D(z0 , )
Proof. We have already given most of the proof in the previous discussion. The only thing
that remains to be proved in uniqueness.
Assume
f (z) = (z z0 )N g(z)
and
f (z) = (z z0 )k h(z)
with g and h holomorphic and non-vanishing on some D(z0 , ), > 0. Then N = k. Why
is this true?
Suppose that N > k. Then we can cancel out (z z0 )k from
f (z) = (z z0 )N g(z) = (z z0 )k h(z)
to get
zz0
6.14
Definition 53
If N 1, we say that f (z) has a zero at z0 of order N .
If N = 1, we say that f (z) has a simple zero at z0
Definition 54 (Removable Singularity)
If f (z) is defined and holomorphic on the punctured disk D (z0 , r) = {z; 0 < z z0 < r}
and one can define f (z0 ) such that f is holomorphic on the whole disk D(z0 , r), then z0
is called a removable singularity.
110
Theorem 26
Suppose that f (z) is analytic in the region obtained by omitting a point a from
the region . A necessary and sufficient condition that there exists an analytic
function in which coincides with f (z) in is that
lim(z a)f (z) = 0
za
z0
So we take g(0) = 0.
Note that in this case it was obvious what value we wanted to take for g(0) but in some
more complicated cases, computing the limit is actually required.
111
Example 53
f C {0} C, f (z) =
1
z
(note: not formal proof of infinite limit. See definition below) So we dont have a removable singularity at 0.
Part 2:
1
lim(z 0) = lim(1) = 1 =/ 0
z0
z z0
So we dont have a removable singularity at 0.
Part 3:
This is the same as part 1, so in class we used this as proof that the singularity is not
removable.
Example 54
f (z) =
z+1
+ 1)
z 3 .(z 2
We dont get a finite value for the limit, so there is no removable singularity.
At i:
z+1
zi z 3 (z 2 + 1)
z+1 1
1
= lim 3
zi z
z+izi
z+1
1
1
= (lim 3 ) . (lim
) . (lim
)
zi z
zi z + i
zi z i
= ..
=
112
zi
z0 z ( z 2
z0
z+1
= =/ 0
+ i)
z+1
= =/ 0
lim (z + i)f (z) = lim 3
zi
zi z (z i)
that the points are not removable singularities.
(note: not formal proofs of infinite limit. See definition below)
lim(z i)f (z) = lim
zi
zi
z 3 (z
Example 55
An additional example
sin z
z
Applying the Theorem to check if we have a singularity at z = 0:
f (z) =
= lim z.
z0
= lim sin z
z0
z0
sin z
z
z3 z5
= lim (z + + . . . )
z0
3! 5!
=0
Hence, 0 is a removable singularity. To check the value of g(0), we compute the
limit:
3
5
z z3! + z5! + . . .
lim f (z) = lim
z0
z0
z
z2 z4
= lim 1 + . . .
z0
3! 5!
=1
113
Definition 55
We define
lim f (z) =
zz0
to mean
1
sin( z )
sin( ) = 0
= arcsin(0) n = for n N
z
z
z
So all the points z = n1 for n N are singularities.
There is also a singularity at z = 0
114
1
(z0 ) = 0
f
115
f (a) = .
An essential singularity:
This is an isolated singularity which is neither removable nor a pole.
An important point is that a "pole" is actually the same thing as a removable
singularity, if we think of our function as a map that takes values on the Riemann
sphere (which is the complex plane with a point at added; the complex structure
near comes from the map z z1 ).
So a function that has a removable singularity or a pole at z0 doesnt have a
"real" singularity there at all; rather, we can extend the function to an analytic
or meromorphic function in z0 . If we cannot extend the function in this way, the
singularity is indeed "essential"; i.e., we cannot get rid of it.
(End of additional)
Theorem 27
If f has a pole at z0 , then a small > 0 and a holomorphic function h(z) on D(z0 , )
which doesnt vanish of D(z0 , ) and there exists a unique N N with
f (z) = (z z0 )N h(z)
where z D(z0 , )
Proof. f1 can be written as (z z0 )N g(z) with N 1, by the previous Theorem.
Here g(z) is holomorphic and it doesnt vanish on the disk D(z0 , )
f (z) = (z z0 )N
1
g(z)
1
Set h(z) = g(z)
. As g(z) is holomorphic and g(z =/ 0) on the disk, h(z) is also holomorphic
and not equal to 0 on the disk.
prove that. Adopt this approach for the purposes of the course but check with the
other definitions when possible.
(End of additional)
Example 58
1
z
We have seen that 0 is an isolated singularity and its non-removable.
We can write
f (z) = (z 0)1 .1
f (z) =
Where our h(z) = 1 is holomorphic and never 0. So 0 is a pole, and it is in fact a simple
pole.
Example 59
z+1
+ 1)
We found that f has non-removable singularities at 0, i, i. Lets look at each of them:
At 0:
We can represent f as
z+1
f (z) = (z 0)3 . 2
z +1
z+1
where our function h(z) = z2 +1 . This function is holomorphic on C{+i, i}. To fulfill the
conditions of the theorem, we need to find a D(0, ) s.t. h(z) is holomorphic on it and
doesnt vanish on it. How do we find such a disk? Well, the denominator of h vanishes
at i, i so we can take the radius of the disk to be 1. i.e. take the disk D(0, 1).
So 0 is a pole of order 3.
f (z) =
z 3 (z 2
At i:
We can represent f as
-i
f (z) = (z i)1 .
117
z+1
z 3 (z + i)
i
0
At i:
We can represent f as:
f (z) = (z + i)1 .
z+1
i)
z 3 (z
0
-i
Theorem 28
If f has a pole of order N at z0 , then we can write
f (z) =
aN
aN +1
a1
+
+
+
+ G(z)
(z z0 )N (z z0 )N 1
(z z0 )
A0
A1
A2
AN 1
+
+
+ +
+ G(z)
N
N
1
N
2
(z z0 )
(z z0 )
(z z0 )
(z z0 )
Set
aN = A0 , aN +1 = A1 , aN +2 = A2 , . . . a1 = AN 1
6.15
Definition 60 (Residue)
The numerator of the term
a1
zz0 ,
Definition 61
a1
z z0
is called the principal part.
Theorem 29
If z0 is a simple pole of f (z), the residue is given by
res(f, z0 ) = lim (z z0 )f (z)
zz0
1
d(N 1)
lim (N 1) (z z0 )N f (z)
(N 1)! zz0 dz
Proof. Part 1: N = 1
Since f has a simple pole,
a1
+ G(z)
z z0
And multiplying through by the denominator, we get
f (z) =
(z z0 )f (z) = a1 + G(z)(z z0 )
And now we take the limits of both sides as z z0 . We get
lim [(z z0 )f (z)] = lim [a1 + G(z).(z z0 )]
zz0
zz0
= a1 + lim (z z0 )G(z)
zz0
= a1 + 0 , since lim (z z0 ) = 0
zz0
119
Thus,
a1 = lim [(z z0 )f (z)]
zz0
Part 2: N > 1
(z z0 )N f (z) = aN + aN +1 (z z0 ) + aN +2 (z z0 )2 + . . . + a1 (z z0 )N 1 + (z z0 )N G(z)
Differentiating once, we get
d [(z z0 )N f (z)]
= aN +1 +2aN +2 (zz0 )+. . .+(N 1)a1 (zz0 )N 2 +N (zz0 )N 1 G(z)+(zz0 )N .G (z)
dz
Differentiating again, we get
d2 [(z z0 )N f (z)]
= 2aN +2 + 6aN +3 (z z0 )
dz 2
+ . . . + (N 2)(N 1)a1 (z z0 )N 3 + N (N 1)(z z0 )N 2 G(z) + 2N (z z0 )N 1 G (z) + (z z0 )N G (z)
We continue in this way until the N 1th derivative:
dN 1 [(z z0 )N f (z)]
= (N 1)(N 2)(N 3) . . . 1a1 + terms containing at least one power of (z z0 ),
dz N 1
which is multiplied either by G or a higher derivative of G
and all of these other terms go to 0 as z z0 . So we have
lim [
zz0
dN 1 (z z0 )N f (z)
] = (N 1)!a1
dz N 1
Thus
a1 =
1
dN 1
(z z0 )N f (z)
N
(N 1)! dz
f (z)dz = 2i res(f, zi )
i=1
120
f (z) is clearly not holomoprpic on this region as it is not even defined on the poles (they
are not removable singularities). However, f (z) is holomorpic on the keyhole region ,
since it is a region that excludes all singularities. So we have that
f (z)dz = 0
by Cauchys Theorem.
We represent the keyhole region as follows:
We are traversing the whole contour anticlockwise, which means that all of the small
almost-circles around the singularities are traversed clockwise.
Each small almost-circle is called C (zj ), where zj is a pole, 1 j k, and the pole is at
the centre of the circle.
121
0.
Then we have
f (z)dz
f (z)dz
C (z1 )
f (z)dz
C (z2 )
f (z)dz = f (z)dz = 0
C (zk )
Note that the signs come from the fact that we are traversing the small circles clockwise.
Step 2
We want to show that for each j, 1 j k, we have that
f (z)dz = 2ires(f, zj )
C (zj )
Now, we have
f (z) =
a1
an
+ ... +
+ G(z)
N
(z zj )
z zj
where G(z) is holomorpic in D(zj , ). Taking the integral on both sides, we get
C (zj )
f (z)dz =
C (zj )
aN
dz + . . . +
(z zj )N
C (zj )
a1
dz +
z zj
G(z)dz
C (zj )
Now,
G(z)dz = 0
C
C (Zj )
is
aN
(z zj )N +1
N + 1
So the only non-zero term comes from
F=
C (zj )
a1
dz
z zj
122
Step 3
When we go back to the expression we ended up with in Step 1, we get that
f (z)dz =
f (z)dz +
C (z1 )
f (z)dz + . . . +
C (z2 )
f (z)dz
C (zk )
= 2i. res(f, zj )
j=1
Example 60
1
9 + z2
The isolated singularities are 3i, 3i. Lets look at the them in turn, find if they are poles
and of what order and find h(z) and a disk D on which h is holomorpic and non-vanishing
and calculate the residues.
What is the radius of convergence of the power series of f centred at 0? Centred at i?
Calculate
1
9 + x2 dx
f (z) =
1. Singularity 3i:
We can write f as
1
z + 3i
and it holomorphic on the disk D(3i, 6).
f (z) = (z 3i)1 .
where h(z) =
1
z+3i
3i
-3i
123
= lim (z 3i)
z3i
= lim
z3i
1
1
z 3i z + 3i
1
z + 3i
1
1
=
3i + 3i 6i
2. Singularity 3i:
We can write f as
1
z 3i
and it is holomorphic on the disk D(3i, 6).
f (z) = (z + 3i)1 .
where h(z) =
1
z3i
3i
-3i
= lim (z + 3i)
z3i
1
1
z 3i z + 3i
1
z3i z 3i
1
1
=
=
3i 3i
6i
3. Radius of convergence of f centred at 0 is R = 3 since f is holomorphic on D(0, 3)
We can represent f as a power series.
= lim
1
9 + z2
1
=
2
9 (1 + z9 )
1
=
2
9 (1 z9 )
f (z) =
124
9 n=0
9
9 n=0
9n
with
an =
(1)n
9n+1
z2
< 1 z < 3
9
f (z) = an z n with an =
n=0
f (n) (0)
n!
1
9 + x2 dx
First of all, note that we can calculate this integral using techniques from Analysis 2/
Methods 1. Lets try it this way:
M
1
1
lim
dx
9 + x2 dx = L,M
9 + x2
L
1
x M
1
[arctan ( )]
= ( ( )) =
L,M 3
3 L
3 2
2
3
lim
Now we are going to solve the same integral with complex analysis, using the same techniques as in the previous week but this time the integral on the contour that we pick
wont be 0, because the function we are going to choose to integrate will have singularities.
So start with the function
1
f (z) =
9 + z2
Take the contour to be (as in the picture) the upper semi-circle from R to R. Now, since
we are taking just the upper semi-circle, only some of the poles will lie in it.
125
3i
-R
-3i
The two poles are at 3i and 3i, and only the one at 3i lies within our contour. So we
can calculate the integral on with the Residue Formula. It is
1
9 + z 2 dz = 2i.res(f, 3i)
1
= 2i.
6i
= , as expected
3
And now lets compare this with the integrals along the curves out of which is made,
i.e.
1. The line segment [R, R] parametrised by z(x) = x for R x R.
2. The semi-circular curve R parametrised by z(t) = Reit for 0 t
So we have
f (z)dz = f (z)dz + f (z)dz
R
[R,R]
Lets first calculate the second integral on the RHS. We have the parametrisation z(x) = x,
so z (x) = 1 and thus f (z(x)).z (x) = f (x). So we have
R
f (z)dz = f (x)dx
[R,R]
R
R
1
dx
9 + x2
1
dx as R
9 + x2
(R).
max
R
zR 9 + z 2
RRR 9 + z 2 RRRR
R R
R
1
1
= (R) max
(R) 2
0 as R
z=R,y0 9 + z 2
R 9
126
6.16
f (z) = an z n
n=0
with
an =
f (n) (0)
n!
So
f (z) = a0 + a1 z + a2 z 2 + + aN z N + aN +1 z N +1 + . . . ...
Our aim will be to show that all the terms after aN z N are 0, i.e. an = 0 n > N . So
consider the following
maxz=R f (z)
f (n) (0)
, by Cauchys Inequality
n!
Rn
maxz=R M (1 + z)N M (1 + R)N
=
Rn
Rn
an =
6.17
f (z) = an (z z0 )n
n=0
wj
z0
w3
w1
w2
w4
w5
While f (z) =/ 0 on the disk D(z0 , ) {z0 }, contained in out region , and z0 is the single
zero, there are also other zeroes - some of the wj s. So z0 is not in fact the only zero in
the disk. The argument written rigorously reads:
This is contradiction as wk z0 , so we can find a wk D(z0 , ) with wk =/ z0 and f (wk ) = 0
128
f (z) = bn z z0 n
n=0
where
bn =
f (n) (z0 )
=0
n!
z0
Corollary 11
If f and g are holomorphic on a region and f (z) = g(z), z D(a, ) . (or even
f (wk ) = g(wk ), k N , with < wk > having a limit point z0 ), then
f (z) = g(z) in the whole of
129
130
Example 62
f (z) = z n , z < 1
n=0
1
1z
is holomorpic everywhere except for 1, so on = {z C {1}}
But the functions f and g are connected, since
g(z) =
zn =
n=0
1
for z < 1
1z
So for
f C
g C
with , we say that g is the analytic continuation of f from the smaller domain
to the larger domain .
Example 63
Does there exist a holomorphic function on D(0, 1) with
1
f ( ) = (1)n , n N
n
No. f is not even continuous on this disk. Consider
1
1
lim f ( ) = f (0) , since lim 0
n
n
n
So
lim (1)n = f (0)
But this limit doesnt even exists. f is not continuous and thus certainly not holomorphic.
Example 64
Find all holomophic functions on D(0, 1) with
1
n
f( )=
n
n+1
There exists at most one such function. If there existed another such function then
1
1
f ( ) = g ( ) , n N
n
n
131
1
z
1
z
+1
1
z
1+z
z
1
z+1
Example 65
The power series
z2 z3 z4
+ + ...
2
3
4
has radius of convergence 1, so it represents a holomorphic function in the disk D(0, 1).
We recognise this power series as
z
log(1 + z) = z
z2 z3 z4
+ + ...
2
3
4
As in a previous example, here log is holomorphic in a bigger domain that the one of the
power series. The function requires a cut from to 1, but is continuous everywhere
else. i.e. on C {x, x 1}, log(1 + z) is holomorphic.
Thus log(1 + z) is the analytic continuation of the power series.
What about the power series expansion around z0 = 1? Wed need to work them out from
first principles by using
f (z0 ) = f (z0 )(z z0 ) +
Where
f (z0 )
f (z0 )
(z z0 )2 +
(z z0 )3 + . . .
2
3!
f (1) = log(2)
1
1
f (1) =
(1) =
1+z
2
1
1
f (1) =
(1) =
2
(1 + z)
4
2
f (1) =
8
(n 1)!
(n 1)!
f (n) (1) = (1)n1
= (1)n1
n
(1 + n)
2n
log(1 + z) = log(2) +
132
6.18
p(x)
q(x) dx
p(x)
q(x) dx
or
p(x)
q(x) dx
0
where p(x) and q(x) are real polynomials with no common factors and q(x) has no real
roots.
We use the upper or lower semi-circular contour, traversed in the positive sense. The
only residues we need to consider are the ones inside the contour, so generally only half of
them, if the function is even. This saves work when calculating the residues and applying
the Residue Theorem.
Example 66
Calculate
2x2 1
x4 + 5x2 + 4 dx
0
1
2x2 1
dx
2 x4 + 5x2 + 4
2z 2 1
z 4 + 5z 2 + 4
First we need to find the poles of the function. These occur when the denominator is 0,
so
z 4 + 5z 2 + 4 = (z 2 + 1)(z 2 + 4)
= (z i)(z + i)(z 2i)(z + 2i)
z = i, i, 2i, 2i
In fact the only poles that lie within the region we are considering are i and 2i.
133
2z 2 1
zi
(z i)(z + i)(z 2i)(z + 2i)
2
2z 1
= lim
zi (z + i)(z 2 + 4)
2i 1
=
(i + 1)(1 + 4)
3
1
=
=
2i + 3 2i
= lim(z i)
2z 2 1
z2i
(z 2i)(z + 2i)(z 2 + 1)
2z 2 1
= lim
z2i (z + 2i)(z 2 + 1)
8 1
3
=
=
(4i)(4 + 1) 4i
= lim (z 2i)
= 2i (
=
1 3
+ )
2i 4i
Now, as usual, we evaluate the same integral by splitting the contour into pieces, integrating and then comparing results.
The contour consists of the line segment [R, R], parametrised by z(x) = x, R < x < R.
and the semi-circle given by R , parametrised by z(t) = Reit , 0 < t <
Lets first evaluate the line segment integral:
R
f (z)dz = f (x)dx
[R,R]
R
R
2x2 1
dx
x4 + 5x2 + 4
2x2 1
dx ,as R
x4 + 5x2 + 4
134
This is what we want ot get in the end, so we expect the contribution from the other
integral to be 0. We are going to prove this by considering the modulus of the integral:
RRR
RRR
RRR
R
RRR. f (z)dz RRRRR R max f (z)
z=R
RRR
RRR
R R
R
2z 2 1
= R max 4
z=R z + 5z 2 + 4
2z 2 + 1
R ( 2
) from the Triangle Inequality
(z + 1)(z 2 + 4)
= R (
2R2 + 1
)
(z 2 + 1)(z 2 + 4)
RRR
RRR
RRR
R
2R2 + 1
RRR f (z)dz RRRRR
0 as R
RRR
RRR (R2 1)(R2 4)
RR
R
So the integral along R is indeed 0.
So we end up with
2x2 1
1
dx =
4
2
2
x + 5x + 4
2
And so
2x2 1
x4 + 5x2 + 4 dx =
0
6.19
or
p(x)
q(x)
sin(ax)dx
p(x)
q(x) cos(ax)dx
p(x)
q(x) sin(ax)dx
135
p(x)
q(x)
cos(ax)dx
For a > 0, we use the upper semi-circular contour and the function
f (z) =
p(z) iaz
e
q(z)
For a < 0, we use the lower semi-circular contour and the same function.
The thing which is useful in choosing this function is that when we consider the modulus
of the integral along the semi-circular arch, and when we bound it above, we can use the
fact that
eiaz = eia(x+iy) = eiax .eay
= eiax eay = 1.eay 1 since a > 0, y 0
Example 67
Show that
cos x
(x2 + 1)2 dx = e
eiz
(z 2 + 1)2
and the semi-circular contour from R toR, where the arch is called R .
The function has poles at z 2 + 1 = 0 z = i, i, but only one of them is inside the
region we are considering, so we only need to compute the residue at i. However, this
is a double pole of f , so we need to apply the appropriate formula when computing the
residue. We have
d
res(f, i) = lim (z i)2 f (z)dz
zi dz
d eiz
= lim
zi dz (z + i)2
ieiz (z + i)2 2(z + i)eiz
= lim
zi
(z + i)4
eii (i + i)2 2(i + i)eii
=
(i + i)4
ie1 (4) 4ie1
=
16
8ie1 i
=
=
16
2e
So we have that, by the Residue Theorem,
f (z) =
eiz
i
(z 2 + 1)2 dz = 2ires(f, i) = 2i 2e = e
Now we calculate the same integral over the curve split into the line segment [R, R]
and the semi-circular arch R , so that
=
f (z)dz + f (z)dz
e
R
[R,R]
136
f (z) = 2
(z + 1)2
We aim to bound the numerator below and the denominator above, so we have
eiz = ei(x+iy) = eixy = eix ey = ey 1 , since y 0
z 2 + 1 z 2 1 = z2 1 = R2 1 on z = R
So we have
RRR
RRR
R
RRR
1
RRR f (z)dz RRRRR R 2
0 as R
(R 1)2
RRR
RRR
R
RR
So the contribution of the integral on the semi-circular arch is 0. Now the one on the line
segment:
Let z(x) = x s.t. R x R and f (z(x))z (x) = f (x). So we get
R
[R,R]
f (z)dz =
eix
dx
(x2 + 1)2
R
R
cos x + i sin x
dx
(x2 + 1)2
R
R
sin x
cos x
sin x
cos x
dx + i
dx
dx + i
dx
=
2
2
2
2
2
2
(x + 1)
(x + 1)
(x + 1)
(x2 + 1)2
So we end up with
sin x
cos x
(x2 + 1)2 dx + i (x2 + 1)2 dx = e
cos x
(x2 + 1)2 dx = e
and
sin x
(x2 + 1)2 dx = 0
where the question didnt ask fo the second part, but we got it anyway. The result isnt
surprising as the function we are integrating is odd, so the area under the graph to the
right of the x-axis cancels the area to the left of the x-axis.
137
6.19.1
Jordans Lemma
Proof. Consider the segment (the RHS part of it only. We are going to consider the LHS
of it later. One diagram just because I was too lazy to make two separate ones)
iR
CR
-R
RRR
RRR /2
RRR
R
it
RRR. eiaz f (z)dz RRRRR = eiaRe f (Reit )iReit dt
RRR
RRR
R CR
R 0
/2
it
eaR t f (Reit )R dt
0
where we got to the last line from the previous one using
it
138
So weve got
/2
/2
aR 2 t
2t
it
2t
eaR 2
= R max f (z) [
] after integrating the above
zR
aR 2 0
=
max f (z)(1 eaR ) 0 as R since
2a zR
max f (z) as R by the statement of the teorem
zR
To prove the lemma, it remains to prove that the integral along the other part of the
curve also goes to 0 as R . But this integral is
RRR
RRR
RRR
RRR
iaz
RRR e f (z)dz RRR eaR sin t Rf (Reit )dt
RRR
RRR
RRCR
RR /2
/2
/2
since
/2
aR sin t
e
0
dt = eaR sin t dt
/2
u for 0 < u
2
We proved this with differentiation in a homework. Here is another argument:
sin(u)
139
sin(u)
pi/2
2
Since the first slope is obviously bigger than the second one, we have
sin(u) 2
2u
sin(u)
u
6.20
We use the unit circle as our contour and take the parametrisation
z = eit , 0 t 2
Then
And we write
eit + eit z + z 1
=
2
2
eit eit z z 1
sin t =
=
2i
2i
cos t =
So we end up with
2
z=1
140
z z 1
z + z 1 dz
),(
))
2i
2
iz
Example 69
Prove that
2
dt
, where 1 < a < 1
1 + a sin t =
(1 a2 )
0
Taking
a sin t = a
z z 1
2i
1
1
dz
1 + a sin t dt =
zz 1 iz
1 + a 2i
0
z=1
2i
dz
=
1
2i + a(z z ) iz
z=1
2dz
=
2iz + az 2 a
z=1
2
=
2
az + 2iz a
z=1
We have different cases for a in the given interval. If a = 0, then the problem reduces to
2dz
2
1
2iz = z dz = 2i 2i = 2
z=1
z=1
If a =/ 0, then we are back to the integral again and we solve it as usual with the Residue
Theorem, but first we need to find the poles which lie inside our contour, the unit circle.
The poles are
2i + / (4 4a(a))
2
az + 2iz a = 0 z1,2 =
2a
2
2i + / 4 + 4a
i + / 1 + a2
=
=
2a
a
2
i + / i 1 a
1 + / 1 a2
=
= i(
)
a
a
where we wrote the roots as purely imaginary in the last step, since 1 < a < 1, a =/ 0.
Which of these 2 roots lie inside the unit circle? We will prove that
1 + 1 + a2
z1 =
a
141
1 + 1 + a2
1 + 1 a2
1
1
a
a
1 1 a2
1 1 1 a2 a
a
(1 + a a2 ) 2 1 a2 < a2 1 + 1 a2 a2 < 2 1 a2
1
z1
1
>1
z1
so the other root is outside the unit circle. We can now compute the residue of the simple
pole z1 . Note that we can factorise f as
f=
2
a(z z1 )(z z2 )
res(f, z1 ) = lim (z z1 )
zz1
2
a(z z1 )(z z2 )
2
zz1 a(z z2 )
2
=
a(z1 z2 )
= lim
Now
z1 z2 = i (
1 +
1 a2 1 1 a2
2i 1 a2
)=
a
a
a
So
res(f, z1 ) =
2
1
=
2i 1 a2 i 1 a2
142
6.21
where
an =
1
2i
Cr (z0 )
f (w)
dw
(w z0 )n+1
R1
r
1
As we let the width of the corridor of the keyhole go to 0, the contribution of the integral
over the corridors goes to 0.
So, we have
R1 < r1 < z z0 < r2 < R2
And now we are going to apply Cauchys Integral formula of the integral over , which is
the circle of radius r2 Note that we are traversing the circle of radius r2 in the positive
143
sense, and the circle of radius r1 in the negative sense, since we go from one to the other
via the corridors. So we get
f (z) =
f (w)
1
dz
2i
wz
1
=
2i
f (w)
1
dw
wz
2i
wz0 =r2
f (w)
dw
wz
wz0 =r1
z z0
<1
w z0
wz0 =r2
f (w)
dw =
wz
n0
f (w)
dw(z z0 )n
(w z0 )n+1
wz0 =r2
We have
w z0
<1
z z0
1
1
=
w z w z0 + z0 z
1
1
=
.
0
z z0 1 wz
zz0
=
Thus
zz0 =r1
f (w)
dw =
wz
k0
1
w z0 k
)
(
z z0 k0 z z0
f (w)(w z0 )k (z z0 )(1+k) dw
wz0 =r1
144
n<0
wz0 =r1
f (w)
dw.(z z0 )n
(w z0 )n+1
So we end up with
f (z) =
1
f (w)
1
f (w)
f (w)
n
n
dw =
dw(z
z
)
dw(z
z
)
0
0
2i
wz
2i n0
(w z0 )n+1
(w z0 )n+1
n<0
wz0 =r2
wz0 =r1
The final step is to show that this is valid when integrating over Cr (z0 ), where R1 < r < R2
By Cauchys Theorem, as long as the function we are integrating is holomorphic (which
it is in this case), we have
Cr (z0 )
Cr (z0 )
f (w)
dw
(w z0 )n+1
f (w)
dw = 0
(w z0 )n+1
f (w)
dw =
(w z0 )n+1
f (w)
dw
(w z0 )n+1
f (w)
dw
(w z0 )n+1
f (w)
dw = 0
(w z0 )n+1
f (w)
dw =
(w z0 )n+1
f (w)
dw
(w z0 )n+1
Cr1 (z0 )
Cr2 (z0 )
Cr (z0 )
Cr (z0 )
Cr1 (z0 )
Cr2 (z0 )
1
f (w)
1
f (w)
f (w)
n
n
dw
=
dw(z
z
)
dw(z
z
)
0
0
2i w z
2i n0
(w z0 )n+1
(w z0 )n+1
n<0
wz0 =r
wz0 =r
where
an =
1
2i
Cr (z0 )
f (w)
dw
(w z0 )n+1
Example 70
Find the Laurent expansion of
g(z) =
z
(1 + z)(1 z)
for
1. z < 1
145
2. z 1 > 2
Solution: Part 1
In z < 1, the function doesnt have a vanishing denominator, so g is holomorphic on
z < 1 and so we write the Taylor series. We need to write it in the form
g(z) = an z n with an =
n=0
1
2i
C1 (0)
f (w)
g (n) (0)
dw
=
(w 0)n+1
n!
But we dont actually need to work from these definitions (in general), since we can just
consider the geometric series. We are first going to split the function into partial fractions:
B
z
A
+
=
1 + z 1 z (1 + z)(1 z)
We find that A =
1
2
and B = 12 . So we have
1
1
1
1
)+ (
)
g(z) = (
2 1+z
2 1z
-1
The centre of the disk is at 1, so the Laurent expansion should be of the form
g(z) = an (z 1)n
n=
So we need to express the function in terms on (z 1) before doing anything else to it.
2
The condition z 1 > 2 means that z1
< 1.
1
Consider first 1+z . We can write it as
1
1
1
=
=
2
1 + z 2 + z 1 (z 1) ( z1
+ 1)
146
2
1
2 n
(1)
(
)
(
)
=
z 1 n=0 z 1
(z 1)2 n=0 z 1
g(z) =
= (2) (1)(z 1)
n1
n=0
(2)k (z 1)k2
k=0
n=1
So need to start from n = 1. The term for n = 0 from the first series is
1
z1 .
So we have
1
z1
Note that when we write this out explicitly, the terms in the expansion start at
Example 71
Find
1
1+z .
log x
(1 + x2 )2 dx
0
Let
f (z) =
log z
(1 + z 2 )2
The contour we are going to consider is the intended upper semi circle. Now, if we took
the principle logarithm, it would not be defined on part of our contour - the negative real
axis. This is why we dont choose the principle log, but instead we restrict the argument
to lie between 2 and 3
2 , i.e. we have chosen the cut for the log to be on the negative
imaginary axis. Now we only have one discontinuity to worry about, and this is at the
origin, which is why we take the intended semi-circle. So now we have a well-defined
contour along which to integrate. First we consider the poles of f (z). They occur at
(z 2 + 1)2 = 0 (z + i)2 (z i)2 = 0 z = + i
147
So the points i and i are poles of order 2. However, only the pole at i lies in our contour.
So we only need to find the residue there. We have
d
((z i)2 f (z))
zi dz
d (log(z))(z i)2
= lim (
)
zi dz
(z + i)2 (z i)2
res(f, i) = lim
d log(z)
(
)
dz (z + i)2
1
(z + i)2 2 log(z)(z + i)
= lim ( z
)
zi
(z + i)4
1
(i + i)2 2 log(i)
)
=(i
(i + i)4
1
2i 2 log(i)
= i
(2i)3
2 2 log(i)
=
8(i)
2 2 log i 2arg(i)
=
8i
2 i
=
8i
= lim
zi
Again we are going to evaluate the same integral again by integrating along the contour
we have chosen. We split the contour into 4 parts:
the line segment [R, r] parametrised by z(x) = x for R x r
the line segment [r, R] parametrised by z(x) = x for r x R
the semi-circle R
the semi-circle r
Lets look first at the integral around the segment [r, R]. We have
R
log(x)
f (z)dz = (1 + x2 )2 dx
[r,R]
and this is ok as it is. Lets now look at the integral on the other line segment. Its
important to note that on the other segment, we are working on the negative real axis,
148
which means that log(x) is not the usual real logarithm, but it is actually a complex
logarithm, given by
log(x) = log x + i
Since the argument on the negative real axis is . Here x is negative, s we leave it a
modulus. So now lets consider the integral with its parametrisation:
r
log x
1
log x + i
dx =
dx + i
f (z)dz =
2
2
2
2
(1 + x )
(1 + x )
(1 + x2 )2
[R,r]
Make the substitution x = u, so that u is now a positive number. The limits of integration
become, at x = R, u = R and at x = r, u = r. Also, dx = du and so we now have
r
log(u)
log x
(x2 + 1)2 dx = (u2 + 1)2 (du)
R
=
r
log(u)
du
(u2 + 1)2
where the - sign of du cancels with the - from flipping the limits of integration
But u can just be swapped for another variable, so lets pick x, so that we have
R
log(x)
(x2 + 1)2
r
So in total, we have from the two integrals over the line segments,
R
log(x)
log(x)
i
(x2 + 1)2 dx + R (x2 + 1)2 dx + (x2 + 1)2 dx
r
log(x)
2
dx + i
dx
2
2
(x + 1)
(1 + x2 )2
0
R
max
R
zR (1 + z 2 )2
RRR (1 + z 2 )2 RRRR
R R
R
We have that
Here we used the triangle inequality, the fact that the largest argument that z can have
on the upper semi-circle is and that i = 1. Similarly, we bound the denominator by
using the triangle inequality
1 + z 2 z 2 1
= z2 1 = R2 1 on z = R
Putting this together, we get that
RRR
RRR
R
RRR
log(R) +
log(z)
dz RRRRR R (
) 0 as R
RRR
2
2
(R2 1)2
RRR
RRR (1 + z )
R
RR
Where the last limits is obtained by applying LHopitals Rule on R log(R) and then by
taking standard limits.
Now for the last integral, over r , we have that
RRR
RRR
R
RRR
log(z)
log(x)
1
2 i 2
2
dx
+
i
dx
=
=
+
i
2
(x2 + 1)2
(1 + x2 )2
8i
4
2
0
150
The last step is to compare the real and imaginary parts. We get the answer we want
from the real part:
log(x)
log(x)
2
dx =
dx =
2
2
2
2
(x + 1)
2
(x + 1)
4
0
g (z)
g(z) is
(z)
of ff (z)
(z)
is holomorphic as h(z) =/ 0. Thus
where hh(z)
m.
We put this formally into the
f (z)
f (z)
2i
f (z)
C
151
z1
wk
w2
zk
z2
w1
f (z) + g(z) =/ 0 on C
152
Call Nf +g the number of zeroes of f + g. Let Nf be the number of zeroes of f . (There are
no poles.)
Applying the Argument Principle, we get
Nf =
f (z)
1
dz
2i f (z)
C
Nf +g
1
(f + g) (z)
dz
2i (f + g)(z)
C
(f + g )(z) f (z)
1
(
) dz
2i
f (z) + g(z) f (z)
C
1
(f + g )f (f + g)f
(z)dz
2i
f (f + g)
C
g f gf
1
=
(z)dz
2i f (f + g)
C
(1 + fg )
f 2 (f + g)
g f gf
f (f + g)
(log(1 + g/f )) =
(1 + g/f )
(1 + g/f )
so we have found an antiderivative for the integral above and the contour is closed, and
hence, by the Antiderivative Theorem, the integral is 0.
It remains only to show that the antiderivative we have found is actually legitimate.
Now, log(1 + g/f ) is the composition of the functions h(z) = 1 + g/f and H(z) = log(z).
We are going to show that the function h never takes value on the negative real axis, so
the composition of h and H is a well-defined holomorphic function.
By the statement of the theorem, we have that g(z) < f (z). We can use this as follows
g(z)
<1
f (z)
g
(1 + (z)) 1 < 1 h 1 < 1
f
153
but this is the equation of the disk centred at 1 on the real axis, with radius 1. So all the
values of h are inside this disk. In particular, h doesnt touch the negative real axis. So
we can just take the standard cut for the principal logarithm and then the composition
of h and H is a well-defined function and it is the antiderivative we want.
1+f/g
0
Example 72
How many zeroes of
z 7 4z 3 + z 1 = 0
are inside the unit disk? What about the disk or radius 2?
We have, on z = 1,
z 7 = 1, 4z 3 = 4, z = 1, 1 = 1
Let
f (z) = 4z 3
g(z) = z 7 + z 1
Then
g(z) = z 7 + z 1 z 7 + z + 1 = 1 + 1 + 1 = 3
f (z) = 4
so
g(z) < f (z)
Therefore, f (z) = 4z 3 has the same number of zeroes inside z = 1 as does f (z) + g(z) =
4z 3 + z 7 + z 1
Now, f (z) = 0 4z 3 = 0 z = 0 with multiplicity 3. Therefore z 7 4z 3 + z 1 has
3 zeroes inside z = 1.
Where are the other 2 roots? Lets try the circle with radius 2:
On z = 2,
z 7 = 128, 4z 3 = 32, z = 2, 1 = 1.
Since 128 > 32 + 2 + 1 = 35, take
f (z) = z 7
g(z) = 4z 3 + z 1
154
Then
g(z) = 4z 3 + z 1 4z 3 + z + 1 = 32 + 2 + 1 = 35
f (z) = z 7 = 128
So g(z) < f (z) and so f and f + g have the same number of zeroes in side z = 2. Now
f (z) = 0 z 7 = 0 z = 0
with multiplicity 7. Therefore
f (z) + g(z) = z 7 4z 3 + z 1
has the same number of root inside z = 2 and f , i.e. there are 7 roots.
Thus all the roots of the equation lie inside the disk of radius 2.
Note that this doesnt mean they dont lie in a smaller disk, maybe of radius 1.5.
In fact we can ask ourselves the question: Where are the roots located in the until disk?
We know that complex roots occur in conjugate pairs and we have 3 roots in the unit
disk. So we are either going to have two complex roots which are conjugates and one real
root, or 3 real roots.
Example 73
Show that
xa
1 + x dx = sin a , for 0 < a < 1
0
z a
1+z
And the following contour: The keyhole contour, which avoids the positive real axis and
the origin. In this region, we can take the cut for the logarithm to be on the positive real
axis, i.e. we take 0 < arg(z) < 2. Then the log is holomorphic inside the contour we are
working with. Now, we have that
f (z) =
elog z = z
(elog z )a = z a = ea log z
Our contour consists of the following:
L1 is the segment from r + i to R + i, i.e. the segment [r + i, R + i]. We parametrise
it by z(x) = x for r x R
L2 is the inverse of L1 , i.e. the segment [r i, R i].
R is the bigger circle (the full circle), where we parametrise by z(t) = Reit
r is the smaller circle (the full circle) where we parametrise by z(t) = reit
Now, computing the integral with the Residue Theorem, we get that
z a
) = lim ea log z
z1
z1
z+1
a log (1)
a log 1+i
=e
=e
= eai
155
and so
ai
f (z)dz = 2ie
Now we are going to consider what happens to our integral on the contour we have chosen,
as we let the width of the corridor to go to 0.
On L1 , we have that
R
f (z)dz
r
L1
ea log(x)
dx , as 0
1+x
this is so, because in this region, the x-values are positive, so the logarithm is the usual
real logarithm, so we have that
z a = ea log(z) = ea(log z+iarg(z)) ea log(z) = ea log(x) as 0 when x 0
However, on L2 , x is still positive so we dont get any problems there, but we are approaching the positive real axis from below, so the argument of the logarithm doesnt
tend to 0 but to 2. So we have that
z a = ea log(z) = ea(log z+iarg(z)) ea(log(z)+i2) = ea log(x) eai2 as 0
Thus, we get from these two integrals that
R
f (z)dz + dz = (1 e
2ia
L1
)
r
L2
a log x
1+x
zR 1 + z
RRR
RRR
RR
R
z a
2R max
zR R 1
since the triangle inequality gives us that 1 + z z 1 = R 1 on z = R.
We also have that
z a = ea log(z) = eR(a log z) = ea log z
= za = Ra on z = R
as log(z) = log z + iagr(z) and arg(z) is the imaginary part, so R(a log(z)) = a log z
Thus we have that
RRR
RR
RRRR f (z)dz RRRRR 2R Ra = 2i R1a 0 as R , since 0 < a < 1
RRRR
RRRR
R1
R1
RRR
RR
Finally, consider the integral around e . We have that
RRR
RRR
RRR
R
z a
ra
ra
r1a
RRR f (z)dz RRRRR 2r max
2r
= 2r
= 2r
0 as r 0
z=r 1 + z
1r
1r
1r
RRR
RRR
Rr
R
156
by the same arguments as before, but using the other triangle inequality.
Altogether we have that
R
(1 e
2ia
)
r
xa
dx = 2ieai
1+x
(1 e
2ia
)
0
xa
dx = 2ieai
1+x
Therefore,
2ieai ai
2i
2i
xa
= ai ai =
=
1 + x dx = 1 e2ia e
e
e
2i(sin a) sin a
0
1
1
+ . . . + a0 n < an
R
R
But
1
1
+ . . . + a0 n ) = 0
R
R
and therefore, by the Inertia Principle, we have that, for R large enough,
lim (an1
an1
1
1
1
+ an2 2 + . . . + a0 n < an
R
R
R
but since we started with a large R, this result definitely holds. This proves the last step
we needed to justify and thus the proof of the theorem is complete.
Theorem 36 (Riemanns Theorem of Removable Singularities)
Let be an open set and let f {z0 } C be holomorphic.
Assume that f is bounded on {z0 }.
Then f has a removable singularity at z0 .
Proof. Since f is holomorphic of the annulus 0 < z z0 < R, we have a Laurent expansion
for f (z). That is, z with 0 < z z0 < R, we have
f (z) = an (z z0 )n
n=
with
an =
1
2i
Cr (z0 )
f (w)
dw
(w z0 )n+1
Our aim will be to show that for n < 0, an = 0, and thus deduce that the Laurent expansion
actually starts from 0 rather than from
We have that f is bounded. Therefore, we can find an M such that f (w) M , w .
Fix n < 0. Then
RRRR
RRRR
f (w)
R
RR 1
R
dwRR
an = RR
RRR 2i (w z0 )n+1 RRRRR
RR
RR Cr (z0 )
1
f (w)
.2r max
zCr (z0 ) w z0 n+1
2
M
M
r. n+1 = n 0 for r 0 since n > 0
r
r
Therefore, an = 0 for n < 0.
So for the Laurent series, we get that
an (z z0 )n = a0 + a1 (z z0 ) + . . .
0
158
and this converges inside z z0 < R. Lets call this power series g(z). Then g is holomorphic and g(z0 ) = a0 ., while g(z) = f (z), z =/ z0 .
So we can define f (z0 ) = g(z0 ) = a0 , and by doing this, we have defined a value that the
function can take at the singularity at z0 . Therefore, its a removable singularity.
This leads to the following
Corollary 12
The function f has an isolated singularity at z0 , which is a pole if and only if
lim f (z) =
zz0
Proof. Part 1
z0 is a pole lim f (z) =
zz0
Assume that z0 is a pole of f . Then for some small punctured disk D (z0 , ), we can write
f (z) = (z z0 )m h(z)
where m is the order of the pole. Here h is holomorphic on the whole disk and it is also
non-vanishing.
f (z) =
1
1
h(z) =
h(z) as z z0
m
(z z0 )
z z0 m
since
1
= +
zz0 z z0 m
lim
and
zz0
Part 2
lim f (z) = z0 is a pole
zz0
Looking at g =
1
f
D (z0 , ) C.
g(z) =
1
0 as z z0
f (z)
Now, since z0 is an isolated singularity of g(z) and g(z) is bounded on the disk, Riemanns
Theorem says that z0 is a removable singularity. So
lim g(z) = 0 we must define g(z0 ) = 0
zz0
z0
1
1
= lim+ e z =
z0
z
Now suppose that z is still real, but we take the limit from the other side of the real axis,
i.e. we are approaching 0 from the left. We have that
lim
z0
1
1
= lim e z = 0
z0
z
We can keep going. For example, we could take z to be purely imaginary, i.e. z = ix, and
take x to be positive at approach 0 from the positive imaginary axis, i.e. from above. We
get that
1
1
i
e z = e ix = e x = 1 = const
so the limit is also 1, which is a constant. Thus we see that we get different limits as we
approach the singularity from different directions. This is weird!
6.22
(T) Casorati-Weierstrass
Theorem 37 (Casorati-Weierstrass)
Suppose z0 is an essential singularity of f (z). Let r be small enough for f to be holomorphic on D(z0 , r). Given w C and > 0, z D (z0 , r) s.t. f (z) w < .
Then we say that f (D (z0 , r)) is dense in C
Proof. (by contradiction)
We are going to prove the negated statement, by contradiction.
[ > 0, z D (z0 , r) s.t. f (z) w < ] = 0 s.t. z D (z0 , r), f (z) w 0
1
.
Consider the function g D (z0 , r) C s.t. g(z) = f (z)w
The denominator is never 0 since f is holomorphic on D (z0 , r) and f (z) =/ w because
f (z) w 0 , we can deduce that g is holomorphic on D (the denominator is not 0).
1
Look at g(z) = f (z)w
10 , z D .
Therefore, since g is bounded on the punctured disk, by Riemanns Theorem, g has a
removable singularity at z0 (we can define g(z0 ) and g is continuous and holmorphic at
160
z0 ).
g(z) =
1
1
1
f (z) w =
f (z) = w +
f (z) w
g(z)
g(z)
Case 1: g(z0 ) = 0
lim f (z) = lim w +
zz0
zz0
1
1
1
= lim (w) + lim
= lim (w) +
=
zz0 g(z)
zz0
g(z) zz0
g(z0 )
1
g(z0 )
= .
6.23
Discussion
Let f be holomorphic and non-constant on D(z0 , r) and r < r0 . Let C be the circle
z z0 < r and assume Cauchys Integral Formula
f (z0 ) =
f (z)
1
dz
2i
z z0
C
z0
r0
r
We are observing the integral only on the points on the circle. Summing up the values
on the circle is the same as integrating along the circle, and since we are diving by 2
(which is the length of the circle), we get an average value of the function on the circle.
Moreover, the average turns out to be the same as the value of the function at z0 . This
161
f (z0 + reit ) it
1
1
ir dt =
f (z0 + reit )dt
f (z0 ) =
it
2i
re
2
0
RRR
RRR
2
R
RRR 1
it
f (z0 ) = RR f (z0 + re )dtRRRR
RRR
RRR 2
0
R
R
2
1
f (z0 + reit ) dt
2
0
1
f (z0 + reit )dt
f (z0 )
2
0
2
1
f (z0 )dz = f (z0 )
2
0
1
f (z0 ) =
f (z0 + reit )dt
2
0
0 =
1
f (z0 + reit )dt f (z0 )
2
0
2
it
So we have an integral whose value is 0 and we are also assuming that f (z) f (z0 )
f (z0 + reit ) f (z0 ) 0. (it is also continuous). So this actually implies that t [0, 2],
we have that
f (z) = f (z0 ), z with z z0 = r, r [0, r0 ]
i.e.
f (z) = f (z0 ), z D(z0 , r0 )
162
But this is a contradiction since we are assuming that the function is not constant. The
contradiction comes from the assumption that f (z) f (z0 ). So we conclude that if f
is holomorphic and non-constant in the neighbourhood D(z0 , r0 ) at z0 , then there exists
at least one point z in it such that f (z) > f (z0 )
Theorem 38 (The Maximum Modulus Principle)
If f is holomorphic and non-constant in a region , then f (z) has no maximum value
inside .
Proof. We prove the theorem by contradiction.
If we assume that z0 s.t. f (z) f (z0 ), z D(z0 , r) , then we get that f
is constant on D(z0 , r) by the previous discussion. Then by The Principle of Analytic
Continuation, we can conclude that f is constant on the whole of . This contradicts the
assumption of the theorem. Thus, we reject this possibility.
Assume that = D(z0 , r0 ). Assume that f is holomorphic on D(z0 , r) and continuous on
D(z0 , r0 ) = {z z z0 R0 }. Since f (z) is continuous on D(z0 , r0 ), it is going to achieve
a maximum there.
Set M = maxzz0 r0 f (z), i.e. w0 D(z0 , r0 ) s.t. M = f (w0 ).
By the max modulus principle, w0 / D(z0 , r0 ) but w z0 = r0 , i.e. w0 is on the circle.
w0
z0
163
r0