Complex Analysis
Complex Analysis
A Short Course
M.Thamban Nair
Department of Mathematics
Indian Institute of Technology Madras
January-May 2011
.
Contents
Preface v
1 Complex Plane 1
1.1 Complex Numbers . . . . . . . . . . . . . . . . . . . . 1
1.2 Some Definitions and Properties . . . . . . . . . . . . 3
1.2.1 Metric on C . . . . . . . . . . . . . . . . . . . 3
2. Polar representation and n th -roots . . . . . .. 5
3. Steriographic projection . . . . . . . . . . . . . 6
1.3 Problems . . . . . . . . . . . . . . . . . . . . . . . . . 7
2 Analytic Functions 9
2.1 Differentiation . . . . . . . . . . . . . . . . . . . . . . 9
2.2 Holomorphic or Analytic Functions . . . . . . . . . . . 14
1. Analytic extension . . . . . . . . . . . . . . . . 15
2. Geometric representations . . . . . . . . . . . . 16
3. Curves in the complex plane . . . . . . . . . . 18
2.3 Fractional linear transformations . . . . . . . . . . . . 2.3.1 23
The map z ›→ 1/z . . . . . . . . . . . . . . . . 23
2.3.2 Extended plane . . . . . . . . . . . . . . . . . . 25
3. Fractional linear transformations . . . . . . . . 26
4. Image of inverse points . . . . . . . . . . . . . . 29
2.4 Problems . . . . . . . . . . . . . . . . . . . . . . . . . 32
3 Elementary Functions 37
3.1 Exponential Function . . . . . . . . . . . . . . . . . . 37
3.2 Hyperbolic and Trigonometric Functions . . . . . . . . 39
3.3 Logarithms . . . . . . . . . . . . . . . . . . . . . . . . 40
3.4 Branches of arg(z ) and log(z ) . . . . . . . . . . . . . . 41
3.5 Problems . . . . . . . . . . . . . . . . . . . . . . . . . 44
iii
iv Contents
4 Power Series 46
4.1 Convergence . . . . . . . . . . . . . . . . . . . . . . . . 46
4.2 Problems . . . . . . . . . . . . . . . . . . . . . . . . . 56
5 Integration 59
5.1 Integrals along Piecewise Smooth Curves . . . . . . . . 59
5.2 Cauchy’s Theorem . . . . . . . . . . . . . . . . . . . . 65
3. Cauchy’s Integral Formulas . . . . . . . . . . . . . . . 71
5.3.1 Appendix . . . . . . . . . . . . . . . . . . . . . 76
4. Zeros of analytic functions . . . . . . . . . . . . . . . . 77
5.4.1 Identity theorem . . . . . . . . . . . . . . . . . 79
5.4.2 Maximum modulus principle . . . . . . . . . . 5.4.3 80
Schwarz’s lemma . . . . . . . . . . . . . . . . . 81
5.4.4 On harmonic functions . . . . . . . . . . . . . . 81
5.5 Problems . . . . . . . . . . . . . . . . . . . . . . . . . 82
Index 106
Preface
• This is based on a Core Course that I have given for the sec-
ond semester students of M.Sc. (Mathematics) at IIT Madras.
The audience included some B.Tech. students and a faculty
member (Dr. Parag Ravindran) from Mechanical Engineering
department.
1
Second Editin, Hindustan Book Agency (‘trim’series), New Delhi, 2008.
v
.
1
Complex Plane
1. Complex Numbers
After having the real field R, it is natural to look for a bigger field in
which algebraic equations such as
x2 + 1 = 0 (∗)
has a solution. Of course, the + sign here must be the symbol for
addition in the bigger field. Since two fields can be considered to be
identical if there is a surjective isomorphism between then, it is
enough to have a field which contains an isomorphic image of R and
having required properties such as solution to algebraic equations.
We shall define such a field with the intention of having a solution to
the equation (∗).
Deftnition 1.1.1 The set C of complex numbers is the set of all
ordered pairs (x, y) of real numbers with the following operations of
addition and multiplication:
(x 1 , y 1 ) + (x 2 , y 2 ) = (x 1 + x 2 , y1 + y 2 ),
(x 1 , y 1 ).(x 2 , y 2 ) = (x 1 x 2 − y 1 y 2 , x 1 y 2 + x 2 y 1 ).
♦
The proof of the following theorem is left to the reader.
Theorem 1.1.1 The following hold.
(i) C is a field with additive identity (0, 0) and multiplicative identity
(1, 0).
(ii) The map ϕ : R → C defined by
is a field isomorphism.
1
2 Complex Plane
a + ib with a, b ∈R.
T hus,
a + i0 = a, 0 + i1 = i and i 2 = −1,
and for nonzero z = x + iy,
1 x y
:= z −1 = −i
z 2
x + y 2 x + y2
2
One of the important properties of this field is that, not only equa-
tion (∗) has a solution in C, but every algebraic equation also has a
solution. This is the so called fundamental theorem of algebra which
we shall prove in the due course.
Some Definitions andProperties 3
z¯= x − iy
1. Metric on C
Theorem 1.2.1 The function d : C × C → R defined by
d(z 1 , z 2 ) = |z1 − z2 |, z 1 , z 2 ∈C
is a metric on C.
Hereafter any metric property of C is referred to the metric de-
fined as in the above theorem. With respect to the above metric we
have the following:
|zn − z| → 0 as n → ∞.
The set B(z 0 , r) is called the open ball with centre z and radius
r, usually denoted by B(z, r).
4 Complex Plane
z n → z =⇒ z ∈S.
Thus, (z n ) converges to z.
ω, ω2, . . . , ωn with ωn = 1,
where . Σ . Σ
2kπ 2kπ
ω = cos + i sin .
n n
1.2.3 Steriographic projection
Theorem 1.2.3 The complex plane is homeomorphic with the set S 2
\ {(1, 0, 0)}, where S 2 is the unit sphere in R 3 with centre as the
origin, i.e.,
S 2 = {(α, β, γ ) ∈ R 3 : α 2 + β 2 + γ 2 = 1}.
X = {(x, y, 0) ∈ R 3 : x, y ∈ R }
i.e.,
u λ = (λx, λy, 1 − λ), λ ∈R.
Clearly, for every u = (x, y, 0) ∈ X there exists one and only λ := λ u
such that u λ ∈ S 2 . We consider the map
u := (x, y, 0) ›→ (λ u x, λ u y, 1 − λ)
1.3 Problems
1. Show that C is a field under the addition and multiplication
defined for complex numbers.
12. Let S 2 be the unit sphere in R 3 with centre at the origin, i.e.,
S 2 := {(α, β, γ ) ∈ R 3 : α 2 + β 2 + γ 2 = 1}. Show that the
steriographic projection
. Σ
2x ,2x |z|
, −1
2
z := x + iy ›→
1 + |z|2 1 + |z|2 1 + |z|2
2.1 Differentiation
Let f be a complex valued function defined on a set Ω ⊆ C.
Deftnition 2.1.1 Let z 0 be an oneerior point of Ω. Then f is said to
be differentiable at z 0 if
f (z) − f (z 0 )
lim
z→z0 z −z 0
exists, and in that case the above limit is called the derivative of f
at z 0 , denoted by f j (z 0 ). ♦
Thus the following are equivalent:
( i ) f is differentiable at z 0 ∈ Ω.
(ii) There exists c ∈ C such that for every ε > 0, there exists δ > 0
satisfying
f (z) − f (z 0)
z ∈ Ω, 0 < |z − z0| < δ =⇒ .. − c..< ε.
z −z 0
(iii) There exists c ∈ C such that
f (z) − f (z 0 ) − c(z − z 0 )
→0 as z → z0.
|z − z0|
The equivalence in (iii) above shows that if f is differentiable at
z 0 , then f (z) is approximately equal to f (z 0 ) − c(z − z 0 ) whenever z
is in some neighbourhood of z 0 , which we write as
f (z) c f (z 0 ) − c(z − z 0 )
9
10 Analytic Functions
Now, let us write f (z) as u(z) + iv(z), where u(z) = Ref (z) and
v(z) = I mf (z). Recall that f is differentiable at z0 ∈ Ω if and only if
there exists c ∈C such that
R (z )
→ 0 as z → z0,
|z − z 0|
where R(z) = f (z) − f (z 0 ) − c(z − z 0 ). Writing
z = x + iy, z 0 = x 0 + iy 0 , c = a + ib,
we have
R(z) = f (z) − f (z 0 ) − c(z − z 0 )
= [u(z) − u(z 0 )] + i[v(z) − v(z 0 )] − (a + ib)[(x − x 0 ) + i(y − y0 )]
= [u(z) − u(z 0 ) − a(x − x 0 ) + b(y − y0 )]
+i[v(z) − v(z 0 ) − b(x − x 0 ) − a(y − y0 )]
= R 1 (z) + iR 2 (z),
Differentiation 11
where
R 1 (z) = u(z) − u(z 0 ) − [a(x − x 0 ) − b(y − y0 )],
R 2 (z) = v(z) − v(z 0 ) − [b(x − x 0 ) + a(y − y0 )].
T hus,
R (z ) R 1 (z) R 2 (z)
→ 0 ⇐⇒ →0 & →0
|z − z 0| |z − z 0 | |z − z 0|
if and only if u and v are differentiable as a functions of two real
variables at (x 0 , y 0 ), and
a = ∂u (x 0 , y 0 ), −b =
∂u
(x , y ),
∂x ∂y 0 0
b = ∂v (x 0 , y 0 ), a = ∂v (x 0 , y 0 ),
∂x ∂y
i.e.,
∂u ∂v ∂u (x 0 , y 0 ) = − ∂v (x 0 , y 0 ),
(x 0 , y 0 ) = (x , y ) &
∂x ∂y 0 0 ∂y ∂x
and in that case
∂u ∂v
f j (z 0 ) = a + ib = (x 0, y0) + i(x 0, y0)
∂x ∂x
∂v ∂u
= (x , y ) − i (x 0 , y 0 ).
∂y 0 0 ∂y
Thus, we have proved the following theorem.
Theorem 2.1.2 The function f is differentiable at z 0 ∈ Ω if and only
if its real part u and imaginary part v are differentiable at (x 0 , y 0 )
and u x , uy , v x , vy satisfy the equations
u x (z 0 ) = vy (z 0 ), uy (z 0 ) = −v x (z 0 ), (∗)
f j (z 0 ) = u x + iv x .
r ∂u = ∂v , ∂u = −r ∂v .
∂r ∂θ ∂θ ∂r
These are the CR-equations in polar coordinates.
14 Analytic Functions
f (z) = z¯
is not analytic at any point in C, since f is defined on C, but f is
not differentiable at any z 0 ∈ C. ♦
Deftnition 2.2.3 A set Ω0 ⊆ C is called the domain ofanalyticity
of a function f if Ω0 is the largest open set in which f is analytic. ♦
For example, the domain of analyticity of f (z) = 1/z is C \ {0},
whereas the domain of analyticity of f (z) = z¯is ∅.
Deftnition 2.2.4 A point z 0 ∈ C is a singularity of an analytic
function f if z 0 is not in the domain of analyticity of f . ♦
Deftnition 2.2.5 A point z 0 ∈ C is an isolated singularity of
a function f if the domain of analyticity of f contains a deleted
neigbourhood of z 0 . ♦
EXAMPLE 2.2.1 1. For a 1 , a 1 , . . . , an in C, let
f (z) := a0 + a 1 z + . . . + a n z n , z ∈C.
Σ ∞ n
2. The function f defined by f (z) = n= 0 z is analytic on the
unit disc Ω := { z ∈ C : |z| < 1}, and cannot be extended to a
bigger open set.
Q
We see that this maps scales the figures in the plane - if a > 1,
then it takes a circle to a bigger circle, and if a < 1, then it takes a
circle to a smaller circle. More precisely, consider a circle
C: |z − z0| = r. (∗)
z ›→ z + b
for some nonzero b ∈ C. In this case the circle in (∗) is mapped into
the circle
C˜ : |ζ − (z 0 − b)| = r,
i.e., the original circle is translated by −b, and the straight line in
(∗∗)is mapped into the straight line
z ›→ az + b
18 Analytic Functions
Γ γ := { γ ( t ) : t ∈I } .
t, 0≤t ≤ 1,
1 + (t − 1)i, 1< t ≤2,
γ(t) := 3 − t + i, 2< t ≤3,
(4 − t)i, 3< t ≤4.
Q
Deftnition 2.2.8 A curve γ : I → C is said to be differentiable at
a point t 0 ∈ I if
γ(t) −γ(t 0 )
lim
t→t 0 t −t 0
exists, and in that case the above limit is called the derivative of γ
at t 0 , denoted by γ j (t 0 ). ♦
If γ j (t 0 ) exists and is nonzero, then it represents the direction of
the tangent vector to the curve at the point z 0 := γ(t 0 ). In this case,
the direction of the curve γ at t 0 is specified by
γ j (t 0 )
arg γ j (t 0 ) or by the unit vector .
|γ j(t0 )|
Remark 2.2.3 (i) In the above definition the curves γ 1 and γ 2 may
be defined on different intervals I 1 and I 2 .
(ii) As a particular case of the above definition, if we take γ 1 = γ 2 ,
the we can say that γ is self intersecting at z 0 . ♦
Deftnition 2.2.11 Suppose that curves γ 1 and γ 2 intersect at a point
z 0 ∈ C and regular at z 0 . Then the angle between γ 1 and γ 2 a t z0 is
defined as
Note that
Θz0 (γ 1 , γ 2 ) = arg γ 2 j (t 2 )γ 1 j (t 1 ).
γ˜ j (t 0 ) = f j (z 0 )γ j (t 0 ).
If, in addition, if γ is regular at t 0 and f j (z 0 ) ƒ = 0, then we obtain
u = Ref, v = Imf.
Notation:
. Σ ∂ 1. ∂ ∂ Σ
∂ 1 ∂ ∂
:= −i , := + i .
∂z 2 ∂x ∂y ∂z¯ 2 ∂x ∂y
∂f
Thus, u and v satisfy CR-equations if and only if = 0.
∂z¯
1
D. Sarason, Notes on Complex Function Theory, Hindustan Book Agency,
New Delhi, 1994.
22 Analytic Functions
∂2f ∂2f
O f := + = 0.
∂x 2 ∂y 2
The above equation is called the Laplace equation, and the oper-
ator O is called the Laplacian. ♦
The following can be easily verified:
• f holomorphic on Ω and is of class of C 2 =⇒ f is harmonic.
• f holomorphic on Ω =⇒ u and v are harmonic, i.e.,
Ou = 0 = Ov.
Fractional linear transformations 23
∂2f
• f harmonic on Ω ⇐⇒ = 0. In fact,
∂z¯∂z
. Σ
∂ 2 f = 1 ∂ 2 f + ∂ 2f .
∂z¯∂z 4 ∂x 2 ∂y 2
Exercise 2.2.2 Prove the above three statements. a
Deftnition 2.2.15 Let u and v be real valued functions of class C 2
defined on Ω (considered as a subset of R 2 ). Then v is said to be a
harmonic conjugate of u if f := u + iv is holomorphic on Ω. ♦
We observe the following:
• If u and v are of class C 2 on an open set Ω, then then v is a
harmonic conjugate of u if and only they and satisfy CR-equations,
and in that case both u and v are harmonic on Ω.
Exercise 2.2.3 Prove that v is a harmonic conjugate of u if and
only −u is a harmonic conjugate of v. a
z ›→ az, z ›→ z + b
map circles onto circles and straight lines onto straight lines. Now let
us look at another simple function
1
z ›→ , z ƒ = 0.
z
Let us see the images of circles and straight lines under this function:
Consider the image of the circle:
C: |z − z0| = r.
Since
2 2 2 2
|z − z0| = (z¯− z¯0)(z − z 0 ) = |z| − (z¯0z + z0z¯) + (|z0| − r ),
To find its image under z ›→1/z, let us write ζ = 1/z. Thus, the
image is given by the equation
1 − (z 0 ζ + z¯0ζ¯) + ρ|ζ|2 = 0.
L: α¯z + αz¯ + γ = 0.
⇐⇒ α¯ζ¯+ αζ + γ|ζ|2 = 0.
If γ = 0, i.e., if the line L passes through 0, then its image also a
straight line passing through 0. If γ ƒ = 0, i.e., if L does not pass
through 0, then
. ¯ Σ
α¯ζ αζ
L˜ : |ζ|2+ + = 0
γ γ
Fractional linear transformations 25
1
|z| < δ =⇒ > M.
|z|
1
lim = ∞.
z→0 z
In the above, the ∞ is just a symbol which correspond to the north
pole in steriographic projection. Let us extend the complex plane C
by incorporating ∞, i.e., let us consider
C˜ := C ∪ { ∞ } .
we also write
1
lim
= 0
zz→∞
Now, defining
az + b
ϕ : z ›→ ϕ(z) := .
cz + d
Since,
. Σ . Σ
az + b a cz + bc/a a cz + d − [d −bc/a]
= = .
cz + d c cz + d c cz + d
T hus, . Σ. Σ
az + b a 1 ad −bc
= − .
cz + d c c cz + d
Thus, the function ϕ can be thought of as compositions of the func-
tions f , g, h we can write the function. Note that if ad − bc = 0,
then ϕ is a constant function. To avoid this case, we shall assume
that ad − bc ƒ = 0.
Fractional linear transformations 27
We observe that
a + b/z a
ϕ(∞) = lim ϕ(z) = lim = .
z→ ∞ z→∞ c + d/z c
Thus,
ϕ(∞) = ∞ ⇐⇒ c = 0.
Since ϕ is a composition of the functions z ›→ az, z ›→ z + b and
z ›→ 1/z, we can infer that under ϕ, the family of circles and straight
lines in C are mapped onto the family of circles and straight lines.
It can be easily seen that compositions of a finite number of frac-
tional linear transformations is a fractional linear transformation.
−dz + b
ϕ −1 (z) = , z ∈ C˜.
cz − a
(ii) Show that ϕ is differentiable at every z ∈ C and its derivative is
given by
ad − bc
ϕ j (z) = , z ∈C.
(cz + d)2
a
ϕ 1 (z 1 ) = 0, ϕ 1 (z 2 ) = 1, ϕ 1 (z 3 ) = ∞,
r2 r2
z0 − p = ⇐⇒ z 0− (α − b)/a =
z¯0− q¯ ¯ .
z¯0− (β ¯−b)/a¯
Thus, α and β are inverse points with respect to the circle with
centre at −b/a and radius r. Clearly, p = ∞ (resp. q = ∞) if and
only if α = ∞ (resp. β = ∞).
Next we consider the situation under the transformation
1
ϕ (z ) = .
z
Suppose p is inverse to q with respect to the circle, |z − z0| = r.
Case (i): Assume first that both p and q are different from z 0 .
Then we have
r2
z 0− p = ⇐⇒ (z 0 − p)(z¯0 − q¯)= r 2
z¯0− q¯
⇐⇒
2 2
(|z0| − r ) − (z¯0p + z0q¯) + pq¯= 0.
r2
z 0− p = ⇐⇒ (|z0|2− r 2) − (z¯0p + z0q¯) + pq¯= 0
z¯0− q¯
z¯0 z 0 1
⇐⇒ ρ − ( + ¯) + ¯ = 0
α β αβ
. Σ. Σ
z¯0 z0
⇐⇒ −α − β = R2,
¯
ρ ρ
where
. z¯0 . 2 1 r2
R2 = . . − = 2.
ρ ρ ρ
Thus α := 1/p is inverse to β := 1/q with respect to the circle,
|z − w0| = R, where w0 = z¯0/ρ and R = r/|ρ|.
Case (ii): Suppose p = z 0 so that q = ∞.
Fractional linear transformations 31
4. Problems
1. Suppose u is a real valued function defined on an open set Ω ⊆
R 2 . Let (x 0 , y 0 ) ∈ Ω.
(i) When do you say that u has partial derivatives u x and uy
at (x 0 , y 0 )?
(ii) When do you say that u is differentiable at (x 0 , y 0 )?
(iii) What is gradient of u at (x 0 , y 0 )?
(iv) What is the relation between gradient and derivative of u?
u x (z 0 ) = vy (z 0 ), uy (z 0 ) = −v x (z 0 ),
f j (z 0 ) = u x (z 0 ) + iv x (z 0 ) = vy (z 0 ) − iuy (z 0 ).
∂f ∂f
15. Define and , and show that the real and imaginary parts
∂x ∂y
of f satisfy the CR-equations if and only if
∂f ∂f
+ i = 0
∂x ∂y
∂f ∂f
16. Define the operators and and show tha t the real and
∂z ∂z¯
imaginary parts of f satisfy the CR-equations if and only if
∂f
= 0.
∂z¯
17. Show that . Σ
∂2f = 1 ∂ 2 f + ∂ 2f
,
∂z¯∂z 4 ∂x 2 ∂y 2
∂2f
and deduce that f harmonic on Ω ⇐⇒ = 0.
∂z¯∂z
18. Prove that v is a harmonic conjugate of u if and only if −u is a
harmonic conjugate of v.
21. Prove tha t if u is a real valued on an open set Ω such that both
u and u 2 are harmonic on Ω, then u is a constant function.
az + b
ϕ(z) = , z ∈ C˜.
cz + d
(i) Show that ϕ is one-one and onto and its inverse is given by
−dz + b
ϕ −1 (z) = , z ∈ C˜.
cz − a
30. Prove that the identity function is the only fractional linear
transformation having more than two distinct fixed points.
(w − w1 )(w2 − w3 ) (z − z 1 )(z 2 − z 3 )
=
(w − w3 )(w2 − w1 ) (z − z 3 )(z 2 −z 1 )
35. Suppose
az + b ˜
ϕ(z) = , z ∈ C.
cz + d
is the fractional linear transformation that maps the real axis
onto the unit circle (with centre 0). Show that
e x 1 + x 2 = ex 1 ex 2 , x 1 , x 2 ∈R.
37
38 Elementary Functions
for real y. Note tha t the series in (∗) converge absolutely for every
y ∈ R so that
Exercise 3.1.1 Given θ1 and θ2 ∈ [0, 2π) with θ1 < θ 2, , describe the
image of the strip { z ∈ C : θ1 ≤ Im(z) < θ 2 } under the map z ›→ ez .
a
a
Hyperbolic and Trigonometric Functions 39
2 2 2
(v) |cos z| = cos x + sinh y.
2 2 2
(vi) |sin z| = sin x + sinh y. a
Exercise 3.2.2 Show that
cos(z + 2π) = cos z, sin(z + 2π) = sin(z)
for all z ∈C. a
Exercise 3.2.3 Find zeros of sin z and cosz. a
Exercise 3.2.4 Find all roots of the equation cos z = 1. a
3. Logarithms
Deftnition 3.3.1 Logarithm of a complex number a is a complex
number b such that eb = a, and in that case we write b = log a. ♦
Thus,
• a complex number b is a logarithm of a complex number a if and
only if b is a zero of the function f defined by f (z) = ez − a.
Clearly,
• if b is a logarithm of a, then b + 2nπi is also a logarithm of a
for every n ∈ Z.
Observe that if b = log a, then
b Re(b)
|a| = |e | = e and arg(a) = Im(b).
Hence,
log a = ln |a| + i arg(a).
The value of log a corresponding to the principal value of arg a is
denoted by Log a, i.e.,
Log a = ln |a| + iArg a.
Exercise 3.3.1 Show that, for n ∈ Z,
(i) 2nπi = log 1.
(ii) (2n + 1)πi = log(−1).
. Σ
(iii) 2n + 12 πi = log i. a
Exercise 3.3.2 Find all values of
(i) cosh(log 2),
(ii) log(log i). a
Exercise 3.3.3 Does the relation log a1 a2 = log a1 + log a2 hold for
all nonzero a1 , a2 in C? a
Branches of arg(z) andlog(z) 41
For instance,
z ›→ Arg (z)
is a single valued function on C \ {0}. But, this function is not
continuous on the negative real axis:
but,
Arg (z n ) → π, Arg (znj ) → −π.
However, if Ω0 is the set obtained by deleting the whole of negative-
real axis, including 0, from the complex plane, then the function
z ›→ Arg (z)
z ›→ Log (z)
is continuous on Ω0.
Deftnition 3.4.1 Suppose f is a multi-valued map defined on an
open connected set Ω ⊆ C. Then by a branch of f we mean a
continuous function f 0 : Ω0 → C defined on an open set Ω0 ⊆ Ω such
tha t for each z ∈ Ω0 , f 0 (z ) is one of the values of f (z ). ♦
42 Elementary Functions
and hence
f a (z) = Imf A (z).
Also, arg(z) and log(z) have branches on any open disc which
does not contain the point 0. If z 0 = r0 e iθ 0 is the centre of the disc,
then we can define
The point 0 has special significance for the arg(z) and log(z) and
hence has a special name for it, the branch point.
Deftnition 3.4.2 Let f be a multi-valued map defined on an open
connected set Ω and f 0 be a branch of f on an open subset Ω0 of Ω.
♦
Branches of arg(z) and log(z) 43
1
f A(z) = ln(r 2) + iθ, z := reiθ ∈Ω.
2
Recall that if f := u + iv is an analytic function on an open set, then
the CR-equations in polar coordinates is given by
ru r = vθ , uθ = −rv r .
1
f A(z) = ln(x 2 + y2 ) + i tan −1 (y/x), z = x + iy ∈ Ω.
2
Hence,
x y −y x
u x= , u y= , vx = , vy = .
x 2 + y2 x 2 + y2 x 2 + y2 x 2 + y2
Again we see that partial derivatives of u and v are continuous and
they satisfy CR-equations. Further, we have
x − iy z¯ 1
f j (z) = u x+ iv x= = = .
2
x + y 2 |z|2 z
44 Elementary Functions
3.5 Problems
Σ ∞
1. For y ∈ R, show that the series e iy := (iy) n
n= 1 n! converges.
2. For y ∈ R, eiy = cos y + i sin y. Why?
4. Given θ1 and θ2 ∈ [0, 2π) with θ1 < θ2, , describe the image of
the strip { z ∈C : θ1 ≤ Im(z) < θ 2 } under the map z ›→ez .
2 2 2
(v) |cos z| = cos x + sinh y.
2 2 2
(vi) |sin z| = sin x + sinh y.
10. Show that
4.1 Convergence
In this chapter we study convergence and other properties of series
Σ ∞
of the form a 0+ a (z − z 0) nwhich we write as
n= 1 n
Σ∞
a n (z − z 0 ) n (∗)
n= 0
Σ∞
f n (z ), (∗∗)
n= 0
converges. ♦
Deftnition 4.1.2 The series in (∗∗)is said to converge
46
Convergence 47
♦
Remark 4.1.1 It can be seen that if (∗∗)converges at a point z,
then
f n (z) → 0 as n → ∞.
Σn 1 −z n+ 1
gn (z) = z j= , z ƒ = 1,
1 −z
j=0
so tha t
1 zn+1
− g n (z) = .
1−z 1−z
Thus, if |z| < 1, then
1
g n (z) → as n → ∞.
1−z
Σn 1 − |z|n+ 1 1
|z j|= → as n → ∞.
1 − |z| 1 −|z|
j=0
Σ ∞ n
Thus, the series n= 0
z converges absolutely for |z| < 1. Further,
if 0 < r < 1, then for |z| ≤ r, we have
|z|n+1 rn+1
. 1 − gn(z) .= ≤ .
. 1 −z . |1 − z| 1 −r
Σ ∞
Since r n→ 0, it follows that n= 0 z nconverges uniformly on the set
{ z ∈ C : |z| < r}. Q
48 Power Series
. Σn . Σn Σn
|gn(z) − gm(z)| = f j (z) ≤ |f j (z)| ≤ Mj . (×)
. j = m+ 1 . j = m+ 1 j = m+ 1
Σ ∞
Now, let ε > 0, and let N ∈ N, Since n= 1 M n converges, from
the above it follows from (×) tha t (g n (z)) is a Cauchy sequence, and
hence it converges. Let
Σ∞
|g(z) − gm(z)| = lim |g (z)
n − g (z)|
m ≤ Mj .
n→ ∞
j = m+ 1
Σ
Now, let ε > 0 be given and N ∈ N be such that n
j = m+ 1 Mj < ε
for all m ≥ N . Then we have
Σ ∞
Theorem 4.1.2 Consider a power series a (z − z 0) n. If this
n= 0 n
series converges at a point z 1 , then it converges at every point z such
that |z − z0| < |z1 − z0 |.
An immediate corollary:
Σ ∞
Corollary 4.1.3 If the power series a (z − z 0) ndiverges at a
n= 0 n
point z 2 , then it diverges at every point z such that |z −z0 | > |z2 −z0 |.
Σ ∞
Proof of Theorem 4.1.4. Suppose a (z − z 0) nconverges at
n= 0 n
z 1 . Let z be such that |z − z0| < |z1 − z0 |. Note that for every n ∈ N,
. Σ
n n |z − z 0| n
|an(z − z 0 ) | = |an(z1 − z 0 ) | .
|z1− z |0
Since |an(z1 −z0 )n| → 0, there exists M > 0 such that |an(z1 −z0 )n| ≤
Σ ∞ . |z−z 0| nΣ
M for all n ∈ N, and since |z − z | < 0|z − z |,1
Σ ∞ n= 1 |z1−z0| n
0
converges. Hence, by comparison test, the series n= 0
|an(z − z 0) |
converges.
Σ ∞
Theorem 4.1.4 Suppose a power series a (z − z0) nconverges
n= 0 n
for all z with |z − z0| < r for some r > 0. Then, for any ρ with
Σ ∞
0 < ρ < r, the series a (z − z 0) nconverges uniformly on the
n= 0 n
set { z : |z − z0| ≤ ρ}.
Σ ∞
In particular, a (z − z 0 ) n converges uniformly on every
n= 0 n
compact subset of the disc { z : |z − z0| < r } .
Proof. Let ρ < r 1 < r and let z 1 be such that |z1 − z0| = r 1 . Then
we have
. Σ . Σ
n n |z − z 0| n ρ n
|an(z − z 0 ) | = |an(z1 − z 0 ) | ≤ |an(z1 − z 0 ) |
n
.
r1 r1
Let M > 0 be such that |an(z1 − z0 )n| ≤ M for all n ∈ N. Thus,
. Σ
ρ n
|an(z − z 0 ) | ≤M
n ∀n ∈N.
r1
Σ ∞
Hence, by M-test, a (z − z 0) nconverges uniformly on the set
n= 0 n
{ z : |z − z0| ≤ρ}.
Suppose
Σ∞
R := sup{|z − z0 | : an(z − z0) n converges at z } .
n= 0
50 Power Series
and
Σ∞
an(z − z 0) ndiverges for |z − z |0> R.
n= 0
Σ ∞
Deftnition 4.1.3 For the series n= 0
an(z − z 0) n, the number
Σ∞
R := sup{|z − z0 | : an(z − z 0) nconverges at z }
n= 0
{ z : |z − z0| < R }
Σ∞ z n
(ii) Consider the series 2
. Since |z n /n 2 | ≤ 1/n 2 for all z
n= 0
n
with |z| ≤ 1, the series converges absolutely on
Ω := { z ∈ C : |z| ≤ 1}.
Convergence 51
If z ƒ∈Ω, then |z| n /n 2 ƒ→ 0 (see Exercise 4.1.1). Thus, the series does
not converge outside Ω. Hence, the region of convergence is Ω, and
the disc of convergence is interior of Ω.
Σ∞ z n
(iii) Consider the series . Since |z n /n| ≤ |z|n for all n ,
n
n= 0
the series converges absolutely for |z| < 1. Also, the series does not
converge at z = 1. Hence, the radius of convergence is 1.
Now, let z be such that |z| = 1 and z ƒ = 1. Since
. Σn .
z j = . 1 −z
n+ 1 . 2
. . . 1 −z . ≤ |1 − z| ∀n ∈N.
j=0
.Σ Σ
n
Now, recall (see Theorem 3.42 in Rudin 2) tha t if j = 1 a j is bounded
and (bn) is a decreasing sequence of non-negative real numbers which
Σ ∞
converges to 0, then n= 1 anb n
converges. In the present example,
Σ
we have an = z n with |z| = 1, z ƒ = 1 and bn = 1/n. Thus, ∞n=0z n / n
Σ∞ n
converge. Thus, the region of convergence of n=0 z / n is
{ z : |z − z0| ≤ 1} \{1}.
Σ∞ z n
(iv) Consider the series . Since |zn/n!| ≤ 1/n! for all n
n!
n= 0
and for all z ∈C, the series converges absolutely in the entire plane.
Hence, the region of convergence is the entire C.
Σ∞
(v) Consider the series n!z n. Writing a =n n!z , we
n have for
n= 0
z ƒ= 0
. an+ 1 . = (n + 1)|z| → ∞ as n → ∞.
. .
an
Hence, for z ƒ = 0, an ƒ→0 (see Exercise 4.1.1). Thus, region of
convergence of the series is the singleton set {0}. Q
Σ n
2
W . Rudin, Principles of Mathematical Analysis, 1976: Let A : =n j=1 an
a n d M > 0 is such t h a t |An| ≤ M for all n ∈ N. For q > p, we have
Σq Σq q− 1
Σ
an bn = (A n− A n − 1 )bn = A n (bn − bn + 1 ) + A p b+
p A b.
qq
n= p n= p n = p− 1
q q− 1
Hence, . Σ a b| ≤ M Σ
(bn − b n + 1 ) + Mb p + Mb q = M (b p−1 + bq) → 0 as
. n n
n= p n = p− 1
p, q → ∞.
52 Power Series
an+ 1
n 0 for all n ∈ N and
Exercise 4.1.1 Suppose a > → α. Prove
an
that
(i) if α ≥ 1, then an ƒ→0, and
(ii) if α > 1, then an → ∞. a
For the next theorem, we recall the following from real analysis:
(i) If b < A, then there exists k ∈N such that an < Afor all n ≥ k.
(i) Suppose b < A. Then there exists k ∈ N such that bk < A. Hence,
an ≤ bk < Afor all n ≥ k.
(ii) Suppose b > A. Then bn > Afor all n ∈N. Hence for each
n ∈ N, there exists k n ∈ N such that k n > n and a k n > A.
Σ ∞ Σ ∞
Since 0 ≤ A< 1, the series n= 1 An, and hence the series n= 1
|an|
converges.
(ii) Suppose b > 1, and let Abe such that 1 < A< b. Then by
Theorem 4.1.5 (ii), there exists a sequence (k n ) in N such that
|akn |1/kn > Afor all n ∈ N. Thus,
Exercise 4.1.2 Find the radius of convergence for each of the fol-
lowing series5:
Σ∞ Σ∞ 2n Σ∞ 2n Σ∞ n 3
2 n n n
(i) n z , (ii) z , (iii) z , (iv) z n. a
n! n2 3n
n= 0 n= 0 n= 1 n= 0
3
Augustine Luis Cauchy (21 August 1789 –23 May 1857)
4
Jaques H a d am ard (8 December 1865 - 17 October 1963)
5
W.Rudin, C h a p ter 3, Exercise 9.
54 Power Series
Σ∞
f (z) := an(z −z 0 ) n for |z − z0| < R.
n= 0
Σ ∞
Then f is differentiable and the series n= 1
na n (z −z 0 )n−1 converges
for |z| < R and
j
Σ∞
f (z) = na n(z − z 0) n−1
for |z − z0| < R.
n= 1
Proof. Since lim supn |nan|1/n = lim supn |an|1/n the radii of con-
Σ ∞ Σ ∞
vergence of n= 0 an(z − z0 ) nand na n(z −z 0 ) n−1 are the same.
Σ ∞ n= 1
n=1na n (z − z 0 )
Thus, n−1 converges for |z − z | < R. Let
0
Σ∞
g(z ) = na n (z − z 0 ) n−1 , |z − z0| < R.
n= 1
Σ∞ Σ∞
f (z ) = a n z n, g(z) = na nz n−1 for |z − z0| < R.
n= 0 n= 1
Now, let 0 < ρ < R and let z ƒ = z 1 with |z| ≤ ρ, |z1| ≤ ρ. Note that
Σ∞
f (z) − f (z 1 ) = an (z n− z )1n
n= 0
∞ n−1
Σ Σ
= an (z − z 1 ) z kzn−k−1
1
n= 0 k= 0
Hence,
f (z) − f (z 1 ) Σ∞ Σn−1
Σ Σ
− g(z 1 ) = an z kzn−k−1 − nz 1n−1
z − z1 1
n= 1 k= 0
Σ∞ ΣΣ
n−1 Σ
= an z 1n−k−1 (z k− z 1k)
n= 2 k= 0
Convergence 55
Now,
k−1
Σ
z 1n−k−1 (z k− z )1k = z n−k−1
1
(z − z 1) z j z 1k−j −1
j=0
so that
k−1
Σ
|z 1n−k−1 (z k− z )1k ≤ |z − z |ρ
1
n−k−1
ρ j ρ k−j−1 ≤ |z − z 1 |kρ n−2 .
j=0
T hus,
∞ Σn−1
. f (z) − f (z 1) − g(z ) . ≤ Σ Σ n−2
. 1 . |an| |z − z1 |kρ
z −z 1
n= 2 k= 0
Σ∞ n(n − 1) n−2
≤ |z − z 1 | |an| ρ .
2
n= 2
Σ ∞
Since n= 2
|an| n(n−1)
2 ρ n−2 converges (Why?), we have
f (z) − f (z 1)
→ g(z 1 ) as z → z1.
z −z 1
Σ∞
f (z) := an(z − z 0 ) n for |z − z0| < R.
n= 0
Σ∞ n!
f (k)
(z) := an (z − z 0 ) n−k for |z − z0| < R.
(n −k)!
n= k
Hence, we have
f (k) (z 0 )
, k ∈N.
ak =
k!
The above discussion urges us to ask the following question:
56 Power Series
Σ∞ f (n) (z
0)
f (z) = (z − z0) n
n!
n= 0
in that disc?
Σ∞
f (z) = an(z − z0) n ∀z ∈Ω,
n= 0
and hence
Σ∞ f (n) (z
0)
f (z) = (z − z0) n ∀z ∈Ω.
n!
n= 0
4.2 Problems
Note: Problems from 1-3 and 9-12 are discussed in class, either by
proving them, or by way of indicating their proofs.
Σ ∞
1. Suppose a power series a (z − z 0 ) n converges for all z
n= 0 n
with |z − z0| < r for some r > 0. Then, prove that for any ρ
Σ ∞
with 0 < ρ < r, the series n= 0 an(z−z 0) nconverges uniformly
on the set { z : |z − z0| ≤ ρ}.
Problems 57
Σ ∞
2. Let R be the radius of convergence of n= 0
an(z − z 0) n. Prove
the following:
(i) If the series converges at z 1 , then R ≥ |z1 −z0 |.
(ii) If the series diverges at z 2 , then R ≤ |z2 −z0 |.
Σ
(iii) If ∞n=0 |an(z − z0 )n| diverges at z 2 , then R ≤ |z2 − z0 |.
1 Σ∞ z n
(ii) Log = n.
1 −z
n= 1
Σ∞
15. Find the function represented by the series n=1 n2 zn.
5
Integration
γ : [a, b] → C
♦
Note that, γ˜ has the same range as that of γ, but its orientation
as t varies from a to b is reversed.
Deftnition 5.1.2 We shall call the range of a curve γ : [a, b] → C
with orientation as t varies from a to b as oriented range of γ, and
denote it by Γ γ or, simply, Γ.
If Γ is the oriented range of γ : [a, b] → C, then we say that γ is a
parametrization of Γ. ♦
Thus, oriented range of γ : [a, b] → C is
Γ γ := { γ ( t ) : a ≤ t ≤ b}.
59
60 Integration
♦
The following properties can be easily verified.
∫ b ∫ b ∫ b
• [ϕ(t) + ψ(t)] dt = ϕ(t) dt + ψ(t) dt,
a a a
∫ b ∫ b
• [αϕ(t)] dt = α ϕ(t) dt for all α ∈R.
a a
Proposition 5.1.1
∫ b ∫ b
. ϕ(t) dt . ≤ |ϕ(t)| dt. (∗)
. .
a a
∫ b
Proof. If ϕ(t)
dt = 0, then clearly (∗) holds. So, assume that
a ∫ b ∫ b
∫b . ϕ(t) dt ./ ϕ(t) dt. Then wehave
a ϕ(t) dt is nonzero and λ := . .
a a
∫ b ∫ b ∫ b
. ϕ(t) dt . = λ ϕ(t) dt = λϕ(t) dt
. .
a a a
∫ b ∫ b ∫ b
= Reϕ(t) dt ≤ |λϕ(t)| dt = |ϕ(t)| dt
a a a
Exercise
∫ a 5.1.4 For a > 0 and α > 0, show that
e−(α+ it) dt = 0 .
2
lim a
α→ ∞
0
Proof. Exercise.
∫
Remark 5.1.1 It is to be observe that the integral Γ γ f (z)dz de-
pends essentially on the way the point γ(t) moves along Γ γ as t varies
on [a, b]. It can happen
∫ that two∫ different curves γ and η can have
same range Γ, but γ f (z)dz =ƒ η f (z)dz. For example, consider the
curves
γ(t) = t 2 , η(t) = t for 0 ≤ t ≤ 1.
Integrals along Piecewise Smooth Curves 63
Clearly, the range of γ and η coincide and it is the line segment [0, 1].
However, if we take f (z) = z, then
∫ ∫ 1 ∫ ∫ 1
1 1
f (z )dz = t 2 (2t)dt = , f (z )dz = t(t)dt = .
γ 0 2 η 0 3
♦
Deftnition 5.1.8 (i) A curve γ : [a, b] → C is called a closed curve
if its initial and terminal points are the same.
(ii) A curve γ : [a, b] → C is said to intersect at a point z 0 if there
exists distinct t 1 , t 2 ∈ [a, b] such tha t γ(t 1 ) = z 0 = γ(t 2 ).
(iii) A closed curve γ : [a, b] → C is said to be a simple closed
curve if for distinct points t 1 , t 2 in [a, b], γ(t 1 ) = γ(t 2 ) implies
{t 1 , t 2 } = {a, b}. ♦
∫
f (z) dz ≤ MA Γ , where M = maxz∈Γ |f (z)|.
Proposition 5.1.4 . .
Γ
Proof. By (∗),
∫ ∫ b
. .
. f (z) dz . ≤ |f (γ(t)) | |γ j(t)| dt ≤ MAΓ.
Γ a
Note that the value if the above integral does not depend on the
centre and the radius. Q
(ii) p(z) dz = 0. a
Γn
Exercise 5.1.6 For a > 0 and α > 0, let Γ α be ∫the line segment
e−z dz = 0.
2
joining z 0 = α to z 1 = α + ia. Show that lim a
α→ ∞
Γa
Exercise
∫ ∫ Suppose f →
5.1.7 n f uniformly on Γ. Then show that
f n (z)dz → f (z) dz. a
Γ Γ
∫a ∫ a
= [udx − vdy] + i [udy + vdx].
Γ Γ
We shall see that the condition that the real and imaginary parts
of f have continuous partial derivatives is redundant. In fact, we
shall prove the following general version of Cauchy’s theorem.
Lemma 5.2.4 Any two points in an open connected set can be joined
by a rook-path.
Next, let ζ ∈ Ω1, and let ρ > 0 be such that B(ζ, ρ) ⊆ Ω. Since
every point in B(ζ, ρ) can be joined to ζ by a rook-path, and since ζ
ƒ∈ Ω0, we have B(ζ, ρ) ⊆ Ω1. Thus, Ω1 is also an open set. This
completes the proof.
Σ4 . ∫
Since |I| ≤ . f (z)dz.. , it follows that there exists j0 ∈ { 1, 2, 3, 4}
j=1 Γ 0,j
such that ∫ ∫
1
. f (z)dz.. ≥ .. f (z)dz .
.
Γ 0 ,j 0 4 Γ
3
Edo uar d Goursat (1858-1936, a French mathematician, was the first rec-
ognized, in 1800, t h a t continuity of the derivative is not required for proving
Cauchy’s theorem.
Cauchy’s Theorem 69
Hence, by (1)-(4),
∫
∫
f (z)dz ≤ 4 n. f (z)dz ≤ ε4 n[A(Γn)] =
2 εA(Γ).
. . .
Γ Γn
∫
This is true for every ε > 0. Hence, f (z)dz = 0.
Γ
Thus,
g(z + h) − g(z)
. − f (z). < δ whenever |h| < δ.
h
Consequently, g is differentiable at z and g j (z) = f (z). This com-
pletes the proof.
Since
f (ζ) − f (z)
. . → |f j(z)| as ζ → z,
. ζ −z .
72 Integration
f (ζ) − f (z)
. . → |f j (z)| + 1 whenever |ζ − z| < δ.
. ζ −z .
This is true for all r such that 0 < r < dist (z, Γ). Hence,
1 ∫ f (ζ)
dζ = f (z),
2πi Γ ζ − z
Σ∞ ∫ g(ζ)
ϕ(z) = an(z − z 0) n, an:= dζ.
C (ζ − z 0 ) n+ 1
n= 0
Cauchy’s Integral Formulas 73
∞ . Σ
1 Σ z −z 0 n
= .
ζ − z 0 n= 0 ζ − z 0
in that neigbourhood.
(ii) (Cauchy’s integral formula of higher orders)
n! ∫ f (ζ )
(n)
f (z 0) = dζ,
2πi Γ (ζ − z 0 ) n+ 1
where Γ is a simple closed curve enclosing z 0 such that f is analytic
on and inside Γ.
Proof. Using Proposition 5.3.3 taking g = f and applying Cauchy’s
integral formula (Theorem 5.3.1), we have
Σ∞ 1 ∫ f (ζ )
f (z) = an(z − z 0) n, an:= dζ,
2πi C (ζ − z 0 ) n+ 1
n= 0
j
1 ∫ f (ζ)
f (z) = dζ,
2πi Γ R (ζ − z) 2
5.3.1 Appendix
We state again the Cauchy’s integral formula for the derivatives of
analytic functions, and give another proof for the same.
n−1
Σ
a(an − bn) − nhbn = hbn−1−j (a j + 1 − bj + 1 )
j=0
n−1
Σ
= h 2b n−1−j [aj + a j −1 b + . . . + abj −1 + bj]
j=0
where
f (2) (z
0)
Σ∞ f (n) (z
0)
g(z) = + (z − z0) n−2
2 n!
n= 3
in a neigbourhood of z 0 .
78 Integration
f (z) = (z − z 0 ) mg(z)
Proof. Follows from Remark 5.4.1(b) using the fact that Ω is open
and connected.
Zeros of analyticfunctions 79
f (z) = zg(z), z ∈ D,
5. Problems
1. A curve η : [α, β] → C is called a reparameterization of the
curve γ : [a, b] → C if there exists continuous increasing bijec-
tion ϕ : [α, β] → [a, b] such that η = γ ◦ ϕ, and in that case we
may say that η is equivalent to γ and we write η ∼ γ.
10. If∫ Γ is the circle with centre z 0 and radius r, then show that
dz
= 0 for every n ∈ Z \{−1}.
Γ (z − z0 )n
11. Given distinct points α and β in C, evaluate the integrals
∫ n
∫ n
[α,β] z dz and [α,β] z¯dz, where [α, β] denotes the line segment
joining α to β.
12. If f is a real valued function defined on the interval [a, b] and
∫ ∫
if γ(t) = t, a ≤ t ≤ b, then show that [a,b] f (z)dz = ab f (t)dt.
1 ∫ f (z)
lim dz = f (z 0).
r→0 2πi Γ r z − z 0
∫
e−z dz = 0.
2
18. For every closed piecewise smooth curve Γ,
Γ
Why?
(ii) |I |2 ≤ be −a2 +b 2
.
∫ a
(iii) I 3 = −e b2
e −t cos(2bt)dt,
2
−a
(iv) |I |4 ≤ be −a2 +b 2
.
∫ ∞ ∫ ∞
−t 2
b2
e−x dx.
2
(v) e e cos(2bt)dt =
−∞ −∞
Problems 85
∫ . √
∞
−t 2 1√ 2
21. Prove tha t e cos t dt = π 1 + 2, by integrating
0 4
e −z 2
over the positive oriented triangle with vertices at 0, R, Re iπ/8
for R > 0 and letting R → ∞.
∫ ∞ ∫ ∞
2
22. Evaluate the integrals cos t dt, cos t2dt by integrat-
0 0
ing e−z over the positive oriented triangle with vertices a t
2
1 ∫ f (z)
dz → f (z 0 ) as r → 0.
2πi Γ r z −z 0
∫ 2π
dθ
26. Evaluate the integral (using complex in-
0 1 − 2r cos θ + r 2
tegrals).
27. .Let f . be an entire function such tha t for some n ∈ N and R > 0,
. z n . is bounded for |z| > R. Prove tht f is a polynomial of
f (z)
degree atmost n.
86 Integration
1 1 1
= −
(z − 1)(z − 2) z − 1 z −2
Σ∞ (−1) Σ∞ (−1)
= + zn
zn 2 n+1
n= 1 n= 0
Σ∞ n
a n (z − z 0 ) .
n= −∞
87
88 Laurent Series and IsolatedSingularities
Σ ∞
n= −∞ a n(z −z 0) for a given
Deftnition 6.1.1 A series of the form n
Note that
Σ∞
• the series a−n (z − z 0 ) −n converge for all z such that
n= 1
and
Σ∞
• the series an(z − z0) n converge for all z such that
n= 1
1
|z − z0| < R 2 := .
lim sup n∈N |an| 1/n
Σ∞ n
Here, R 1 can be 0 and R 2 can be ∞. Thus, the series a n (z−z 0 )
n= −∞
converges in the annulus z such tha t R 1 < |z − z0| < R 2 .
Questions: Consider an annulus
Hence, ∫
1
a−1 = f (z)dz.
2πi Γr
Also, for k ∈ N, we have
f (z ) Σ∞
= a n (z − z 0 ) n−k−1 , z ∈D.
z −z 0 ) k+ 1 n= −∞
Hence,
1 ∫ f (z ) Σ∞ 1
∫
dz = an (z − z0) n−k−1 dz
2πi Γr z − z 0 ) k+ 1 2πi Γr
n= −∞
so that (since n − k − 1 = −1 ⇐⇒ n = k)
1 ∫ f (z )
ak= dz.
2πi Γ r z −z 0 ) k+ 1
Σ∞
an(z − z 0) n whenever |z − z0| < inf |ζ − z0 |,
ζ ∈Γ
n= 0
Σ∞
bn(z − z 0 ) −n whenever |z − z0| > sup |ζ − z0 |,
ζ ∈Γ
n= 1
where ∫
f (ζ
an= dζ ∀n ∈Z,
Γ (ζ − z 0 ) n+ 1
with a−n = bn for n ∈ N.
1 1 −1
= =
ζ −z (ζ − z 0 ) − (z − z 0 ) (z − z 0 ) − (ζ − z 0 )
−1
= Σ Σ.
−z0
(z − z 0 ) 1 − ζz−z 0
T hus,
∞
ϕ (z ) = Σ (−1)ϕ(z) (ζ − z 0 ) n−1
ζ −z (z − z0) n
n= 1
so tha t
∫ Σ∞
ϕ (z ) −n
dζ = bn(z − z 0)
Γ ζ −z
n= 1
where ∫
bn = − ϕ(z)(ζ −z 0 ) n−1 dζ, n ∈N.
Γ
Laurent Series 91
Also, for ζ ƒ = z,
1 1 1
= = Σ Σ.
ζ −z (ζ − z 0 ) − (z − z 0 ) (ζ − z0) 1− z−z0
ζ −z0
1 = 1 Σ∞ . z −z 0 Σn 1 Σ
∞
(z −z 0 ) n
= .
ζ −z ζ −z0 ζ − z0 ζ −z0 (ζ − z0) n+ 1
n= 0 n= 0
T hus,
∫ Σ∞
ϕ (z )
dζ = an(z − z 0) n
Γ ζ −z
n= 1
where ∫
ϕ (z )
an= dζ, n ∈N0:= N ∪{0}.
Γ (ζ − z 0 ) n+ 1
This completes the proof.
Theorem 6.1.3 Suppose f is holomorphic annulus D := { z ∈ C :
R 1 < |z − z0| < R 2 } . Then f has a series expansion
Σ∞
a n (z − z 0 ) n on D,
n= −∞
where ∫
1 f (ζ) dζ ∀n ∈Z.
an=
2πi Γ (ζ − z 0 ) n+ 1
Proof. Let R 1 < r < R < R 2 and let C := {ζ : |ζ − z0| = r } and
Γ := {ζ : |ζ − z0| = R } . Then it can be seen that (verify!) for every
z with r < |z − z0| < R,
1 ∫ f (ζ) 1 ∫ f (ζ)
2πi Γ ζ − z dζ − 2πi C ζ − z
f (z) = dζ = f 1(z) + f 2(z).
and ∫
1 f (ζ ) Σ∞
f 2 (z) = dζ = an(z − z 0) n,
2πi C ζ −z
n= 1
92 Laurent Series and IsolatedSingularities
where, ∫
bn = f (z)(ζ − z 0 ) n−1 dζ, n ∈N,
Γ
1 ∫ f (ζ)
an= , n ∈ N0.
2πi Γ (ζ − z 0 ) n+ 1
T hus,
Σ∞ n
a n (z − z 0 ) on D,
n= −∞
where ∫
1 f (ζ)
an= dζ ∀n ∈Z.
2πi Γ (ζ − z 0 ) n+ 1
This completes the proof.
2. Isolated Singularities
Deftnition 6.2.1 Let f be analytic in an open set Ω. A point z0 ƒ∈Ω
is said to be a singularity of f if z 0 is a limit point of Ω and f cannot
be extended to an open set Ω̃ which contains Ω and z 0 . ♦
• z 0 is a singularity of an analytic function f : Ω → C if and only if
z 0 is a limit point of Ω and for every r > 0, f cannot be extended
analytically to Ω ∪ B(z 0 , r), i.e., there is not analytic function g :
Ω ∪B(z 0 , r)τ C such that g(z) = f (z) for all z ∈ Ω.
Deftnition 6.2.2 Let Ω be an open set in which a holomorphic
function f is defined and z 0 ∈ C\Ω. Then z 0 is said to be an isolated
singularity of f if a deleted neigbourhood of z 0 is contained in Ω.
Let z 0 be an isolated singularity of a holomorphic function f , and
let
Σ∞ n
a n (z − z 0 )
n=−∞
be its Laurent series expansion in a deleted neigbourhood D 0 of f .
Then z 0 is said to be
Hence,
0 < |z − z0| < δ =⇒ |f (z)| ≤ |a0| + 1.
Conversely, suppose that f is bounded in a deleted neigbourhood
D 0 of z 0 , say |f (z)| ≤ M for all z ∈ D 0 . Let r > 0 be such that Γ r
:= { z ∈ C : |z − z0| = r } ⊆ D 0 . Then, for each n ∈ N,
∫
1
|a −n | = . (z − z 0 ) n−1 f (z)dz . ≤ M r n.
2πi Γ r
94 Laurent Series and IsolatedSingularities
(i) z 0 is a pole of f .
(iii) |f (z)| → ∞ as z → z 0 .
f (z) = (z − z 0 ) −mϕ(z) ∀z ∈ D 0 := D \ { 0 }
|g(z)| → 0 as z → z0.
1 1
f (z) = = (z − z 0 ) −m ψ(z ), ψ(z) :=
g(z ) ϕ (z )
f (z) = (z − z 0 ) −mϕ(z) ∀z ∈ D 0 := D \ { 0 }
f (z) = (z − z 0 ) −mϕ(z) ∀z ∈D 0 := D \ { 0 }
1
= (z − z0 )mψ(z) ∀z ∈ D 0:= D \{0},
f (z)
g˜(z) = (z − z 0 ) mψ(z) ∀z ∈ D.
Thus, we have
f (z) = (z − z 0 ) −mϕ(z) ∀z ∈ D 0 := D \ { 0 }
6.3 Problems
1. For 0 < a < 1, find the annulus of convergence of the series
Σ ∞ n2 n
n= −∞ a z .
z5 1
(i) , (ii) , (iii) sin(1/z).
1 = z + z2 = z3 + z4 sin2 z
Also, check whether z 0 = ∞ is an isolated singularity (i.e.,
w0 = 0 is an isolated singularity of f (1/z)) in each case.
3. If f and g are holomorphic functions having z 0 a pole of the
same order for both, then prove that
f (z) f j (z)
lim = lim j .
z→z0 g(z) z→z0 g (z)
7
Residues and Real Integrals
98
Calculation of Residues 99
f (z) = (z − z 0 ) −mϕ(z) ∀z ∈D 0 := D \ { z 0 } .
Let
Σ∞
ϕ(z) = α n(z − z 0) n, z ∈D.
n= 0
Then we have
ϕ (n) (z 0 )
αn = , n ∈ N0 := N ∪{ 0 }
n!
so that
−m
Σ∞ Σ∞
f (z) = (z − z 0) ϕ(z) = α n(z − z 0 ) n−m
= an(z − z 0) n.
n= 0 n= −m
Hence,
ϕ (m−1 ) (z 0 ) .
Res(f, z 0 ) = a−1 = α m−1 =
( m −1)!
Thus, we have proved the following theorem.
z ›→ ϕ(z) := (z − z 0 ) m f (z)
ϕ (m−1 ) (z 0 ) .
Res(f, z 0 ) =
( m −1)!
Res( g, z 0 ) = ϕ
(m−1 ) (z )
0 ,
h ( m −1)!
g g(z 0 ) g(z 0 )
Res( , z )0 = = j .
h h 0 (z 0) h (z0)
∫
1
EXAMPLE 7.2.1 Let us find f (z)dz, where f (z) =
Γ z(z −1)
and Γ is the positively oriented circle with centre 0 and radius 2.
By residue theorem,
∫
dz
= 2πi[Res(f, z 1 ) + Res(f, z2 )], z 1 = 0, z 2 = 1.
Γ z(z −1)
T hus, ∫
f (z)dz = π.
ΓR
Also, we have
∫ ∫ ∫ ∫ ∫ R
f (z)dz = f (z)dz + f (z)dz = f (z)dz + f (x)dx.
ΓR SR LR SR −R
But, for z ∈ S R ,
1
|f (z)| ≤ .
R2 − 1
Hence, ∫
A(SR ) πR
. f (z)dz. ≤ = 2 .
SR R2 − 1 R −1
Hence,
∫ ∫ ∫
lim f (z )dz = lim f (z)dz + lim f (z)dz
R→ ∞ ΓR R→ ∞ SR R→ ∞ LR
∫ ∞
= 0+ f (x)dx.
−∞
T hus, ∫ ∫
∞
f (x)dx = lim f (z)dz = π.
−∞ R→ ∞ ΓR
∫ Q
cos x ∞
EXAMPLE 7.3.2 Let us evaluate 2
dx. Since
−∞ 1 + x
∫ . ∫ ∞ Σ
∞ cos x e ix
2 dx = Re 2 dx
−∞ 1 + x −∞ 1 + x
But, . ∫ Σ ∫
∞ e ix ∞ sin x
Im dx = dx = 0.
−∞ 1 + x2 −∞ 1 + x2
Hence, ∫
∞ cos x π
2
dx = .
−∞ 1+ x e
Q
∫ ∞
sinx
EXAMPLE 7.3.3 Let us evaluate dx. Since
−∞ x
∫ ∞ . ∫ ∞ ix Σ
sinx e
dx = Re dx
−∞ x −∞ x
But,
∫ −ε ∫ R
cosx cosx
dx + dx = 0
−R x ε x
and ∫ ∫ ∫
−ε R R
sinx sinx sinx
dx + dx = 2 dx.
−R x ε x ε x
Hence,
∫ R ∫ −ε ∫ R sinx
f (x)dx + f (x)dx = 2i dx.
ε −R ε x
T hus,
∫ R ∫ ∫
sinx
2i dx = f (z)dz − f (z)dz
ε x Sε SR
104 Residues and Real Integrals
Hence,
∫ ∫ π ∫ π/2
.
. f (z )dz .. ≤ e −R sin t
dt = 2 e−R sin t dt.
SR 0 0
where ∫
ϕ(z)dz ≤ Mπ ε , 0 < ε ≤1.
. .
Sε
Hence,
∫ R ∫ ∫ ∫
sinx dz + ϕ(z)dz − f (z)dz
2i dx =
ε x Sε z Sε SR
∫ ∫
= πi + ϕ(z)dz − f (z)dz,
Sε SR
where
∫ ∫
ϕ (z )dz → 0 as ε → 0 and f (z)dz → 0 as R → ∞.
Sε SR
T hus,
∫ R sinx π
dx = .
ε x 2
Q
Problems 105
4. Problems
1. Find the residues of the following functions:
z3 z3
(i) (ii)
z −1 (z −1)2
2. If f and g are holomorphic in a neigbourhood of z 0 , and z 0 is a
simple a pole of g, then prove that R es ( f / g , z 0 ) = f (z 0 )/g j (z 0 ).
C, 1 imaginary part, 3
intersect, 17, 52
absolute value, 3 isolated singularity, 75
analytic, 13 isolated zero, 65
angle, 17
annulus, 71 Laplace equation, 20
argument, 5 Laplacian, 20
Laurent series, 70, 72
branch, 34 linear fractional transforma-
tion, 24
Cauchy’s theorem, 53, 55
Cauchy-Riemann equations, Logarithm, 33
10
M¨obius transformation, 24
closed curve, 52
modulus, 3
complex conjugate, 3
conformal map, 18 open ball, 3
converge, 37 oriented range, 48
absolutely, 37
point-wise, 37 parametrization, 48
uniformly, 38 piecewise smooth, 49
CR-equations, 10 polar representation, 5
curve, 15 pole
of order m, 75
differentiable, 8, 16 positively oriented, 54
disc of convergence, 41 preserve angle, 18
domain, 54
radius of convergence, 41
extended complex plane, 23 real part, 3
fixed point, 25 region of convergence, 41
fractional linear transforma- regular, 17
tion, 24 reparameterization, 49
residue, 80
harmonic conjugate, 20 Residue theorem, 80
holomorphic, 13 reversed curve, 48
106
Index 107
rook-path, 56
roots, 5
self intersecting, 17
simple closed curve, 52
simple pole, 75
simply connected, 54
singularity
essential, 75
removable, 75
Steriographic projection, 6
tangent vector, 17
triangle inequality, 3
zero of f , 65