Choundhary B The Elements of Complex Analysis
Choundhary B The Elements of Complex Analysis
Choundhary B The Elements of Complex Analysis
, Publishers
Published by New Age International (P) Ltd., Publishers
This ebook has been given to EBSCO for hosting on non-exclusive basis.
ISBN: 978-81-224-5711-7
PUBLISHING GLOBALLY
NEW AGE INTERNATIONAL (P) LIMITED, PUBLISHERS
7/30A, Daryaganj, New Delhi - 110002
Visit us at www.newagepublishers.com
To
My Guides and Teachers:
Late Professor L. S. Bosanquet
Late Professor B. Kuttner
Late Dr. P. Vermes
PREFACE TO THE THIRD EDITION
This book is meant as a textbook for a course in Complex Analysis at graduate level
of universities in India and abroad. It is also intended to be useful for scientists and
engineers. The second edition of this book was reviewed by learned mathematicians
in many reputed international journals of mathematics and the response was very
encouraging. In this third edition we have incorporated reviewer’s suggestions and
comments. We welcome any further comments and suggestions from readers. Finally,
I thank the publisher for his cooperation in bringing out the book.
B. Choudhary
PREFACE TO THE SECOND EDITION
Complex Analysis was originally developed for the sake of its application. Keeping
in view the applied nature of the subject I have included in this edition topics like
some physical applications of conformal mapping, extension of the maximum
modulus principle, some consequences of Jensen’s theorem and Hadmard’s gap
theorem.
The justifiable criticism was that the chapters on conformal mapping and
analytic continuation were not given more attention than most other books. In this
edition, both these chapters have been strengthened by new results and examples.
Solutions to some more selected exercises which involve lot of new ideas
and theoretical considerations have been provided at the end. I hope this will help
the students to get actively involved in the subject.
Finally, I thank the publisher for his cooperation in bringing out the book.
Readers are urged to send their comments and suggestions so that I can improve the
usefulness of the book.
B. Choudhary
PREFACE TO THE FIRST EDITION
I have chosen the topics with greatest care and have tried to present them
systematically with diagrams and illustrations. In each chapter the level grows
gradually and accumulations of lengthy theorems at one place have been avoided.
My thanks are due to many people who have read drafts of the text. I am
afraid that despite all my efforts, if some of the mistakes are still survived, I will
be grateful to the readers who are kind enough to point them out.
B. Choudhary
CONTENTS
1.1 SETS
Let A be a given set. We write x ∈ A if x is an element of A. The negation of x ∈ A is
written in the form x ∉ A.
If each element of E is also an element of F, then we say that E is a subset of
F, or that E is contained in F, or that F contains E and write
E ⊂ F or F ⊃ E.
In particular, E ⊂ E for every set E.
The set which contains no element is called the empty set. We denote the
empty set by φ. Note that the empty set is a subset of every set.
Two sets E and F are said to be equal if they contain the same elements. In
order to show that the sets E and F are equal we must show that E ⊂ F and F ⊂ E.
If E ⊂ F and F ⊂ E, we write
E = F.
If E ⊂ F and E ≠ F, E is called a proper subset of F.
Let P denotes a property for a collection of elements. We use the symbol
{x : P}
to denote the set of all elements x which have the property P.
Let A and B be two sets. The union of two sets A and B is defined to be the set
of all elements which belong either to A or to B or to both A and B. In symbols,
A ∪ B = {x : x ∈ A or x ∈ B}.
The intersection of two sets A and B is defined to be the set of all elements which
belong to both A and B. In symbols,
A ∩ B = {x : x ∈ A and x ∈ B}.
Let A and B be two sets. If A ∩ B = φ, then we say that A and B are disjoint.
We now list some of the algebraic properties of the operations on sets that
we have just defined. The proofs of these assertions are left to the reader.
1
2 THE ELEMENTS OF COMPLEX ANALYSIS
A B
A∪B
Fig. 1.I
A B
A∩B
Fig. 1.II
Properties
(a) A ∪ A = A, A ∪ φ = A, A ∩ A = A, A ∩ φ = φ;
(b) A ∪ B = B ∪ A, A ∩ B = B ∩ A;
(c) (A ∪ B) ∪ C = A ∪ (B ∪ C), A ∩ (B ∩ C) = (A ∩ B) ∩ C;
(d) A ∪ (B ∩ C) = (A ∪ B) ∩ (A ∪ C);
A ∩ (B ∪ C) = (A ∩ B) ∪ (A ∩ C).
These properties are called the idempotent, the commutative, the
associative, and the distributive properties, respectively, of the operations of union
and intersection of sets.
Let A and B be two sets. The complement of B relative to A is the set of all
elements of A which are not in B. In symbols,
A – B = {x : x ∈ A, x ∉ B}.
A B
A – B
Fig. 1.III
We now state the De Morgan’s laws for three sets.
De Morgan’s Laws
(a) A – (B ∪ C) = (A – B) ∩ (A – C);
(b) A – (B ∩ C) = (A – B) ∪ (A – C).
We verify the first of the two equalities. If x ∈ A – (B ∪ C), then x ∈A, x ∉ B
and x ∉ C. Hence x ∈ A – B and x ∈ A – C. This shows that x ∈ (A – B) ∩ (A – C).
SETS, FUNCTIONS AND COMPLEX NUMBERS 3
1.2 FUNCTIONS
Let A and B be arbitrary non-empty sets. A function from A to B is defined to be a set
f of ordered pairs in A × B such that if (x, y) and (x, y′) belong to f, then y = y′. In
other words, a function from A to B is some rule whereby to each element x ∈ A
corresponds a uniquely determined element y ∈ B. The y which corresponds in this
way to a given x is denoted by f (x), and is called the value of f. The set A is called
the domain of definition of f and the set of values of f is called the range of f. The
terms “function” or “mapping” are synonymous and we denote them by
f : A → B,
with domain A, and range contained in B.
Let A and B be two sets and let f : A → B be a map. Suppose that D is a subset
of A. The image f (D) is the subset of B defined by
f (D) = {f (x) : x ∈ D}.
f
A B
D f(D)
f
A B
G
f –1(G)
f –1
We list below certain properties of sets that are preserved under the direct
image and inverse image, respectively. The reader should convince himself of the
validity of these properties.
Properties: Let f : A → B be a map. Suppose that D and E are subsets of A.
(a) If D ⊂ E, then f (D) ⊂ f (E);
(b) f (D ∩ E) ⊂ f (D) ∩ f (E);
(c) f (D ∪ E) = f (D) ∪ f (E);
(d) f (D \ E) ⊂ f (D).
Properties: Let f : A → B be a map. Suppose that G and H are subsets of B.
(a) If G ⊂ H, then f –1 (G) ⊂ f –1 (H);
(b) f –1 (G ∩ H) = f –1 (G) ∩ f –1 (H);
(c) f –1 (G ∪ H) = f –1 (G) ∪ f –1 (H);
(d) f –1 (G – H) = f –1 (G) – f –1 (H).
Observe that the inverse image is better behaved than the direct image.
Let f : A → B and g : B → C be any two functions. The composition g o f is
the function from A → C defined as follows:
(x, z) ∈ g o f if and only if for some y, (x, y) ∈ f and (y, z) ∈ g.
SETS, FUNCTIONS AND COMPLEX NUMBERS 5
A B C
f g (g o f)x
x f(x)
gof
Note that if f and g are one-to-one, then g o f is also one-to-one and its
inverse function is
(g o f) –1 = f –1 o g– 1.
Let f : A → B be a function and let E be a subset of A. We call the set of
elements (x, f (x)) with x ∈ E the restriction of f to E and write
f | E : E → B.
Clearly, if f is one-to-one, so is f | E.
Define f : I → A by
R| n (n even );
f (n) = S n2− 1
|T− 2 (n odd ).
If I is the set of all positive integers, then their union and intersection are
often written in the form
∞ ∞
∪ Ai and ∩ Ai .
i =1 i =1
(b) A − ∩ Ai = ∪ ( A − Ai ).
i ∈I i ∈I
Let n1 be the smallest positive integer such that xn1 ∈ F. Having chosen n1,
let n2 be the smallest integer greater than n1 such that xn2 ∈ F. In this way, having
chosen n1, n2, ..., nk – 1 (k = 2, 3, 4, ...), let nk be the smallest integer greater than
nk –1 such that xnk ∈ F.
1.4 FIELDS
In order to introduce the notion of a “field” we shall follow a convention that is
familiar to the reader from elementary courses in modern algebra. By a binary
operation in a set F, we mean a function
8 THE ELEMENTS OF COMPLEX ANALYSIS
h : F × F → F.
In general, h(a, b) denotes the value of the binary operation h at the point
(a, b) in F × F, but we shall use symbols such as a + b or a · b.
Definition: A set F is called a field if there are two binary operations + and ·
such that the following properties are satisfied.
If a, b, c belong to F, then
(i) a + b = b + a;
(ii) (a + b) + c = a + (b + c);
(iii) a⋅b = b⋅a;
(iv) (a⋅b)⋅c = a·(b⋅c);
(v) a⋅(b + c) = (a⋅b) + (a⋅c) and (b + c)⋅a = (b⋅a) + (c⋅a);
(vi) there exists a unique element θ in F such that θ + a = a and a + θ = a;
(vii) for each element a in F there is an element a in F such that a + a = θ and
a + a = θ.
(viii) there exists a unique element e ≠ θ in F such that e⋅a = a, a⋅e = a;
(ix) for each element a ≠ θ in F there is an element a′ in F such that a ⋅ a′ = e,
and a′ ⋅ a = e.
The element θ is called the zero element of F and the element e is called the
identity or unit element of F.
We assume that the reader is familiar with the “algebraic” structure of the
real number system. Before we discuss the “algebraic” structure of the complex
number system, we shall give two examples of fields.
Examples: (i) Consider the system R of real numbers. Two of the binary
operations in R are addition and multiplication. Note that the familiar operations
subtraction and division are defined in terms of addition and multiplication
respectively. Here θ = 0 and e = 1 are the additive and multiplicative identities of R.
For every a ∈ R, there exists a = (– 1) a in R such that a + (– 1) a = 0 and
(–1) a + a = 0. For every a ≠ 0 in R, there exists a number a′ = 1/a such that a′a = 1
and aa′ = 1. We conclude that the set R of real numbers forms a field.
(ii) Let Q denotes the set of rational numbers; that is, real numbers of the
form p/q where p and q are integers and q ≠ 0. In this case also, θ = 0 and e = 1. It is
readily checked that the set Q of all rational numbers forms a field.
The real numbers a and b are called the real and the imaginary part of z,
respectively. In symbols, a = Re z, b = Im z.
Two complex numbers z1 = (a1, b1) and z2 = (a2, b2) are said to be equal if and
only if a1 = a2 and b1 = b2. We denote by C the set of all complex numbers.
The operations of addition and multiplication in C are defined as follows:
z1 + z2 = (a1 + a2, b1 + b2);
z1z2 = (a1a2 – b1b2, a1b2 + a2b1);
λz = λ (a, b) = (λa, λb) where λ ∈ R.
It can be easily checked that with these definitions C satisfies the associative,
commutative and distributive laws for addition and multiplication.
The complex numbers (0, 0) and (1, 0) are the additive and multiplicative
identities of C. The operations of subtraction and division in C are defined as
z1 – z2 = (a1 – a2, b1 – b2);
z1 FG
a a + b1b2 a2 b1 − a1b2
= 1 22 ,
IJ if
z2 H
a2 + b22 a22 + b22 K
z2 = (a2, b2) ≠ (0, 0).
It is readily seen that the set C of all complex numbers with respect to the
operations described above is a field.
Note that for a, b ∈ R, the following properties hold.
(i) (a, 0) + (b, 0) = (a + b, 0);
(ii) (a, 0) (b, 0) = (ab, 0);
( a, 0) F I
a
(iii)
( b, 0) H K
= , 0 if b ≠ 0.
b
This shows that we can identify (a, 0) with a and hence may consider R as a
subset of C. It is now desirable to show that the notation (a, b) is equivalent to the
more customary a + ib. If we introduce
i = (0, 1)
and identify (a, 0) and (b, 0) with a and b, respectively, then
a + ib = (a, 0) + (0, 1) (b, 0) = (a, 0) + (0, b)
= (a, b).
Note that
i2 = (0, 1) (0, 1) = (– 1, 0) = – 1.
It may be remarked here that the equation x2 + 1 = 0, which has no solution in
R, becomes solvable in C. The roots of the equation are ± i.
Before we conclude this section, it is important to mention that the field of
complex numbers is not an ordered field like that of real numbers and rational
numbers. We shall not discuss it here and readers interested in this topic may consult
Birkhoff and Maclane [5], or any other good book on modern algebra.
10 THE ELEMENTS OF COMPLEX ANALYSIS
Py = y P = (x, y)
Px = x x-axis
Fig. 1.VII
P(x, y)
r
y
q
X¢ O x X
Y¢
Fig. 1.VIII
SETS, FUNCTIONS AND COMPLEX NUMBERS 11
(iii)
FG z IJ = z , | z
1 1
| > 0.
Hz K z
2 2
2
(iv) | z | = | z |.
Note also that | z1 – z2 | is exactly the distance between z1 and z2. The
fundamental properties of the distance function are:
If z, z1, z2 ∈ C, then
(a) | z | ≥ 0, | z | = 0 if and only if z = 0 ;
(b) | z1z2 | = | z1 | | z2 | ;
(c) | z1 + z2 | ≤ | z1 | + | z2 | ;
(d) | z1 – z2 | ≥ | z1 | – | z2 |.
We prove only the statement (c), which is called the triangle inequality.
SETS, FUNCTIONS AND COMPLEX NUMBERS 13
Fig. 1.IX
14 THE ELEMENTS OF COMPLEX ANALYSIS
P′
N′
Fig. 1.X
The method described above for mapping the plane onto the sphere is called
the Stereographic Projection. The set of all points of the complex plane including
the point at infinity is called the extended complex plane. The sphere is often
called the Riemann Sphere. This is the manner in which a one-to-one
correspondence is established between the sphere and the extended complex plane.
Since u ≠ 1 (P ≠ ∞) we get
| P |2 − 1
u=
| P |2 + 1
2x 2y | P |2 − 1
Thus x1 = 2
, x2 = 2
, x3 =
| P| +1 | P| +1 | P |2 + 1
We can write the above expression as
P+P P−P | P |2 − 1
(6) x1 = , x 2 = , x 3 =
| P |2 + 1 | P |2 + 1 | P |2 + 1
Now we have to find P when the point P′ (P′ ≠ N) is given. Setting u = x3 and
using (5) we get
x + ix2
P= 1
1 − x3
Let P, Q be in C∞. Define the distance from P to Q, d (P, Q) to be the distance
between the corresponding points P′, Q′ in R3. If P′ = (x1, x2, x3) and Q′ = (x′1 ,
x′2 , x′3), then
(7) d (P, Q) = {(x1 – x′1)2 + (x2 – x′2)2 + (x3 – x′3)2}1/2
Since P′ and Q′ are on S, it follows from (7) that
[d (P, Q)]2 = 2 – 2 {x1 x′1 + x2 x′2 + x3 x′3}.
Using (6) we find that
2| P −Q|
d (P, Q) = , (P, Q ∈ C)
{(1 + | P |2 ) (1 + | Q |2 )}1/ 2
Proceeding in a similar way we can obtain
2
d (P, ∞) = , (P ∈ C)
(1 + | P |2 )1/ 2
Thus, the correspondence between points of S and C∞ gives the spherical
representation of the extended plane.
EXERCISES
25. Describe geometrically the set of points z satisfying the following conditions.
(a) | z – i | = 2 (b) | z + 2 i | + | z – 2 i | = 6
(c) | z – 3 | – | z + 3 | = 4 (d) z ( z + 2) = 3
(e) | z + 3 i | ≤ 1 (f) Re z ≥ 0
(g) Im z ≥ 0 (h) Re z + Im z = 0
(i) Im z2 = 4 (j) | Re z | + | Im z | = 1.
26. Determine the locus of the points z which satisfy
arg
FG z − a IJ = π/2.
H z − bK
2 METRIC SPACES
2.1 DEFINITION
A metric space is a pair (X, d) where X is a set and d is a mapping from X × X into
R which satisfies the following conditions:
(i) d (x, y) ≥ 0;
(ii) d (x, y) = 0 iff x = y;
(iii) d (x, y) = d ( y, x);
(iv) d (x, z) ≤ d (x, y) + d (y, z)
for x, y, z ∈ X.
Examples: (a) Let X = R or C and define d by
d(z1, z2) = | z1 – z2 |.
(b) Let X = R and define d by
n
L n O
d (x, y) = | x – y | = M ∑ ( x − y ) P 2
1/ 2
,
N i =1
i
Q i
d (x, y) = RS0 if x = y;
T1 if x ≠ y.
This metric space is called a discrete metric space.
Open Ball: Let (X, d) be a metric space. If a ∈ X and r > 0, then the set
{x : x ∈ X, d (x, a) < r},
denoted by Br (a), is called the open ball with centre a and radius r.
The open ball Br (a) on R is the bounded open interval (a – r, a + r) with
mid-point a and total length 2r. The open ball Br (a) on C is the set
{z ∈ C : | z – a | < r}.
19
20 THE ELEMENTS OF COMPLEX ANALYSIS
Figure 2.I illustrates an open ball in the complex plane C. The open ball on C
is also called the open disc.
r
a
|z a| < r
O X
Fig. 2.I
Open Sets: Let (X, d) be a metric space. A set G ⊂ X is open if for each
x ∈ G there is an r > 0 such that Br (x) ⊂ G.
Examples: (a) The set G = {z ∈ C : a < Re z < b} is open.
(b) The set S = {z ∈ C : Re z < 0} ∪ {0} is not open.
Note that the empty set φ and the full space X are open sets. Observe that in
any metric space (X, d), each open ball is an open set.
Closed Sets: Let (X, d) be a metric space. The set G ⊂ X is said to be closed
if the complement X – G is open.
We need the following characterization of open sets in terms of open balls.
Lemma 2.1
Let (X, d) be a metric space. A subset E of X is open if and only if it is a union
of open balls.
Proof: Suppose that E is the union of a collection F of open balls. If F is
empty, then E is also empty and hence it is open. Suppose that F is non-empty. E is
also non-empty. Let x ∈ E. Since E is the union of the open balls in F, x ∈ Br (x0)
which is contained in F. Since each open ball is an open set, there exist an open ball
Br (x) ⊂ Br (x0). Hence,
1
Proof: (i) Since every open ball centred on each of its points is contained in
X, hence X is open.
φ is clearly open, since the requirement of the definition of open set is
automatically satisfied.
To prove (ii), let {Hi : i ∈ I}, where I is any index set, be a class of open sets
in X. Let H = ∪ Hi . If {Hi} is empty, then H is empty and hence H is open.
i ∈I
open.
Assume that G is non-empty. Let x ∈ G. Since x is in each Gi, and each Gi is
open. Thus for each i there is a positive real number ri such that
Bri (x) ⊂ Gi.
Set r = min {r1, r2, ..., rn} and note that
n n
Br (x) ⊂ ∩ Gi . Hence ∩ Gi is open.
i =1 i =1
H K
i ∈I
i = ∪ Fi c is open.
i ∈I
Thus ∩ Fi is closed.
i ∈I
Note that δS = δS c.
We list below some useful properties which can be easily verified.
Properties: Let (X, d) be a metric space and S a subset of X. Then
(i) S 0 = X – ( X − S) , S = X – (X – S)0, δS = S – S 0;
(ii) S 0 is the largest open set contained in S;
(iii) S is the smallest closed set that contains S.
Ln O
d (x, y) = | x – y | = M ∑ ( x − y ) P 2
1/ 2
.
N
i =1
i i
Q
Observe that the set Q of rational numbers is not complete.
Theorem 2.4. Let (X, d) be a complete metric space and let S a subset of X.
Then S is closed iff S is a complete metric space with metric d.
Proof: Assume that S is closed. Let {yn} be a Cauchy sequence in S. Then
{yn} is a Cauchy sequence in X. Since X is complete, {yn} converges in X to a point
x in X. But since S is closed, x ∈ S. This shows that (S, d) is a complete metric space.
Conversely, assume that (S, d) is a complete metric space. If there is a sequence
{yn} of S such that line yn = x in X, then {yn} is a Cauchy sequence in X. It is clear
that {yn} is a Cauchy sequence in S, and since S is complete, it must converge to a
unique point in S. This point must be x. Thus, x ∈ S, and S is therefore closed.
Diameter: Let (X, d) be a metric space and S a subset of X. The diameter of
S, denoted by diam S, is defined as
diam S = sup {d (x, y) : x, y ∈ S}.
The set S is called bounded if diam S < + ∞.
Theorem 2.5 (Cantor). Let (X, d) be a complete metric space and let {Fn} be
a sequence of closed, non-empty subsets of X such that Fn ⊃ Fn +1 for each n. Further,
let
lim (diam Fn) = 0
∞
Then ∩ Fn is a single point.
n =1
∞
Proof: Let x1, x2 ∈ ∩ Fn . Then x1, x2 ∈ Fn for each n. Hence
n =1
∞
It remains to prove that ∩ Fn is non-empty. For each n, choose xn ∈ Fn.
n =1
Since lim (diam Fn) = 0, then for ε > 0, there is n0 such that diam ( Fn ) < ε. Now if
0
Therefore, d (xm, xn) < ε for m, n ≥ n0 which shows that {xn} is a Cauchy sequence
in X. Since X is complete, it follows that there is a point x ∈ X such that lim xn = x.
∞
The proof will be complete if we show that x ∈ ∩ Fn . Since xm ∈ Fn for
n =1
exists some r > 0 such that Br (f (x)) ⊂ G. Now by the continuity of f, there exists an
open ball Bδ(x) such that f(Bδ(x)) ⊂ Br (f (x)), and since Br(f (x)) ⊂ G, it follows that
Bδ (x) ⊂ f –1 (G). Hence, f –1 (G) is open. Conversely, assume that f –1 (G) is an open
subset of X1 whenever G is an open subset of X2. Let ε > 0. Consider the open
set G = Bε (f (x)). Since x ∈ f –1 (G), there exists some δ > 0 such that Bδ(x) ⊂ f –1
(G). Thus f (Bδ (x)) ⊂ Bε (f (x)). Hence f is continuous at x. This proves the theorem.
Uniform Continuity: Let (X 1, d1) and (X 2, d 2) be metric spaces and let
f : X 1 → X2 be a function. We say that f is uniformly continuous if for every ε > 0
there exists δ > 0 (depending only on ε) such that
d2 ( f (x1)), ( f (x2)) < ε whenever d1 (x1, x2) < δ.
Note that every uniformly continuous function is continuous but the converse
is not true. As an example, let X1 = (0, 1) and X2 = R both with d (x, y) = | x – y |. Then
f (x) = 1/x is continuous but not uniformly continuous.
2.4 COMPACTNESS
Let (X, d) be a metric space. A collection {Gi} of open subsets of X is said to be an
open cover of X if X ⊂ ∪ Gi . Let S be a subset of X. The set S is said to be
i ∈I
compact if every open cover of S has finite subcover. In other words, there is a
finite number of sets G1, G2, ..., Gn in the collection {Gi} such that
S ⊂ G1 ∪ G2 ∪ ... ... ∪ Gn.
Note that the empty set and all finite sets are compact.
The set S = {z ∈ C : | z | < 1} is not compact.
A metric space (X, d) is said to be sequentially compact if every sequence
in it has a convergent sub-sequence.
The Heine-Borel theorem states that every closed and bounded set in Rn is
compact. We prove here the converse result.
Theorem 2.7. Let E be a subset of Rn . Then the following statements are
equivalent.
(i) E is compact.
(ii) E is closed and bounded.
Proof: As noted above, (ii) ⇒ (i). If we prove that (i) ⇒ (ii), this will establish
the equivalence of the statements.
Assume (i) holds. We shall prove first that E is bounded. For each k ∈ I, let
Bk be the open ball defined by
Bk = {x ∈ Rn : | x | < k}.
m
Clearly, E ⊂ ∪ Bk . Since E is compact, E ⊂ ∪ Bi . This shows that there
k ∈I i =1
Next we prove that E is closed. Suppose E is not closed. Then there is a limit
point y of E such that y ∉ E. Now for x ∈ E and for rx = | x – y |/2, construct the open
ball Brx (x), with centre at x and radius rx. The collection of open balls { Br (x) : x ∈ E}
x
Let r = min {r1, r2, ..., rn}. Then it is easy to show that the open ball Br (y) has
no points in common with any of the collection Brk (xk). In fact, if x ∈ Br(y), then
| x – y | < r ≤ rk
and | x – xk | = | y – xk + x – y | ≥ | y – xk | – | x – y |
= 2rk – | x – y | > rk ,
so that x ∉ Brk (xk). Therefore, Br (y) ∩ E is empty. This contradicts that y is a limit
point of E. Henec E is closed.
Totally Bounded Set: Let (X, d) be a metric space and E a subset of X. The
set E is said to be totally bounded if for every r > 0 there exists a finite number of
points x1, x2, ..., xn such that
n
E ⊂ ∪ Br ( xi ) .
i =1
Note that a compact metric space is totally bounded but the converse is not
necessarily true. As an example, take E = (0, 1), X = R, with d (x, y) = | x – y |.
Theorem 2.8. Let (X1 , d1 ) and (X2, d2 ) be metric spaces. Let f : X1 → X2 be
a continuous function, and let E be a compact subset of X1. Then f(E) is a compact
subset of X2.
Proof: Let f (E) ⊂ ∪ Gi be an open cover. Then E ⊂ ∪ f –1 (Gi). Since f is
i ∈I i ∈I
continuous, it follows from Theorem 2.6 that each of the sets f –1 (Gi) is open. Since
E is compact, there exist indices i1, i2, ..., in such that
E ⊂ f –1 (Gi ) ∪ f –1 (Gi2 ) ∪ ... ∪ f –1 (Gin ) .
1
F∪
n
I
Thus f (E) ⊂ f
H
k =1
f −1 (Gik )
K
n n
= ∪ f ( f (Gik )) = k∪= 1 Gik ,
−1
k =1
cover of X1. By the compactness of X1, there exist indices i1, i2, ..., in such that
X1 = Ec ∪ (Gi1 ∪ Gi2 ∪ ... ∪ Gin ) .
This shows that E ⊂ Gi1 ∪ Gi2 ∪ ... ∪ Gin ,
and so, E is compact.
By Theorem 2.8, the set f (E) is a compact subset of X2. Hence, f (E) is
closed, and therefore, f is a closed mapping. This completes the proof of the theorem.
METRIC SPACES 29
We say that two metric spaces (X1, d1) and (X2, d2) are homeomorphic if
there exist a one-to-one and onto function f : X1 → X2 such that f and f –1 are both
continuous.
Observe that in Theorem 2.10 if we assume further that f is one-to-one and
onto, then f is a homeomorphism.
2.5 CONNECTEDNESS
Definition: Let (X, d) be a metric space and S a subset of X. The set S is said to be
disconnected if there exist two disjoint non-empty open subsets G and H of X such
that G intersects S and H intersects S, and S ⊂ G ∪ H. In this case the pair G, H is
said to form a disconnection of S.
A set S in a metric space X is said to be connected if it is not disconnected.
Examples: (a) The set I of all positive integers is disconnected in R.
RS
Let G = x ∈ R : x <
3 UV RS
and H = x ∈ R : x > .
3 UV
T 2 W T 2 W
It is immediately verified that the pair G, H form a disconnected of I.
(b) The set E of all positive rational numbers is disconnected in R.
Let G = {x ∈ R : x < 2 } and H = {x ∈ R : x > 2 }.
The pair G, H form a disconnection of E.
(c) Consider the sets G = {x ∈ R : – 1 < x ≤ u}, H = {x ∈ R : u < x < 2} where
0 < u < 1. Then G and H split the interval [0, 1] into two disjoint
non-empty subsets whose union is [0, 1]. But since G is not open it does
not follows that [0, 1] is disconnected. We shall prove that [0, 1] is a
connected set in R.
Note that in order to show that a set is connected we need to show that no
disconnection can exist. The following theorem establishes a simple characterization
of connected sets in R.
Theorem 2.11. A subset S of the real line R is connected if and only if S has
the following property.
If a ∈ S, b ∈ S, and a < c < b, then c ∈ S.
Proof: The proof is by contradiction. Assume that a ∈ S, b ∈ S, a < c < b, but
c ∉ S. Let G be the set of all x < c and H be the set of all y > c, then by the definition
of connectedness it follows that S is not connected. Let a ∈ S, b ∈ S and a < b, and
suppose that S is disconnected. Then there exist disjoint open sets G, H in R such
that a ∈ G, b ∈ H, S ⊂ G ∪ H.
Let c = sup (G ∩ [a, b])
Since b ∈ H and H is open, therefore c < b. If c ∈ G, then c < b; since G is
open, there are points in G ∩ [a, b] which exceed c, contrary to its definition.
Hence c ∉ G.
30 THE ELEMENTS OF COMPLEX ANALYSIS
Connectedness in Rn
Theorem 2.12. The space Rn is connected.
Proof: Assume that Rn is disconnected. Then there exist two disjoint
non-empty open sets A, B such that Rn ⊂ A ∪ B. Let a ∈ A and b ∈ B. Define the line
segment E joining a and b by
E = {a + t(b – a) : t ∈ [0, 1]}.
Let G = {t ∈ R : a + t (b – a) ∈ A}
and H = {t ∈ R : a + t (b – a) ∈ B}.
It can be easily verified that G and H are disjoint non-empty open subsets of
R and the pair G, H form a disconnection for [0, 1]. This contradicts that [0, 1] is
connected.
Corollary: The only subsets of Rn which are both open and closed are the
empty set φ and the set Rn itself.
The next theorem characterizes connectedness in Rn.
Definition: Let x and y be two points in Rn. A polygonal curve in Rn from a
point x to a point y is an ordered set of a finite number of line segments {L1, L2, ..., Ln}
such that (a) x is the beginning point of L1, (b) y is the end point of Ln, and (c) the
end point of Li is the beginning point of Li + 1.
This definition is illustrated in Fig. 2.II.
x2
Rn
x1
x y
xn–1
Fig. 2.II
Theorem 2.l3. Let E be an open set in Rn. Then E is connected iff any pair of
points x, y in E can be joined by a polygonal curve which lies entirely in E.
METRIC SPACES 31
Proof: Assume that E is disconnected. Then there exist two open sets A and B
which form a disconnection for E. Let x ∈ A ∩ E and y ∈ B ∩ E. Let x and y be
joined by a polygonal curve (L1, L2, ..., Ln) which lies entirely in E.
Let i ∈ I be the smallest number such that the end point xi – 1 of Li belongs to
A ∩ E and the end point xi belongs to B ∩ E. Define
G = {t ∈ R : xk – 1 + t(xk – xk – 1) ∈ A ∩ E}
and H = {t ∈ R : xk – 1 + t(xk – xk – 1) ∈ B ∩ E}.
Then it can be easily verified that G and H are disjoint non-empty open
subsets of R and the pair G, H form a disconnection for [0, 1]. This contradicts the
fact that [0, 1] is connected. Thus, if E is disconnected, then any two points in E
cannot be joined by a polygonal curve lying entirely in E.
Conversely, assume that E is connected open set in R n. Let x ∈ E. Let S be the
set of all those points of E which can be joined to x by a polygonal curve lying
entirely in E. Let T be the set of all those points of E which cannot be joined to x by
a polygonal curve lying entirely in E. Clearly, S ∩ T = φ. The set S is non-empty
since it contains the point x. We now prove that S is open in Rn. Let y ∈ S. Since E
is open there exist some positive number r such that | z – y | < r, and so, z ∈ E. It now
follows from the definition of S that if a segment from y to z is added to a polygonal
curve from y to x, then z ∈ S. This shows that S is open in Rn. Similarly, we can
prove that T is open in Rn.
If T is not empty, then the pair S, T form a disconnection of E and this
contradicts that E is connected. Therefore, T = φ and every point of E can be joined
to x by a polygonal curve which lies entirely in E. This completes the proof of the
theorem.
Examples: (a) Consider the set
G = {(x, y) ∈ R2 : 0 < y ≤ x2, x ≠ 0} ∪ {(0, 0)}.
The set G is connected in R2, but it is not true that any two points in G can be
joined by a polygonal curve lying entirely in G.
(b) Consider the set
RS
H = ( x , y ) ∈ R 2 : y = sin
FG 1 IJ , x ≠ 0UV ∪ {(0, y) : – 1 ≤ y ≤ 1}.
T H xK W
The set H is connected in R2, but it is not true that every pair of points in H
can be joined by a polygonal curve lying entirely in H.
Theorem 2.14. Let (X1 , d1) and (X2, d2) be metric spaces: Let f : X1 → X2 be
a continuous function. If X1 is connected, then f (x1) is a connected subset of X2.
Proof: Assume that f (x 1) is not connected. Then there exist disjoint
non-empty open sets A and B in X2, both of which intersect f (X1) and
f (X1) ⊂ A ∪ B.
32 THE ELEMENTS OF COMPLEX ANALYSIS
Since f is continuous, it follows from Theorem 2.6 that f –1 (A) and f –1 (B) are
open in X1. It is immediately verified that f –1 (A) and f –1 (B) are disjoint and
non-empty and
f –1(A) ∪ f –1 (B) = X1.
This shows that X1 is disconnected, which is a contradiction.
Note that if E ⊂ X2 is connected and f is continuous, then it is not necessarily
true that f –1 (E) is connected in X1. But if we take disjoint segments in the complex
plane C and project them on the real axis, then the projection is connected. The
following figure illustrates this fact.
y
E
x
O
Fig. 2.III
z2
z2
z1
z1
z2
z1
Starlike region
Fig. 2.VI
EXERCISES
1. Let (X, d) be a metric space. Prove that every open ball is open set and every closed
ball is a closed set.
2. Prove that a set E ⊂ X is open iff X – E is closed.
3. Let (X, d) be a metric space and Y ⊂ X. Suppose that E ⊂ X is open. Prove that
E ∩ Y is open in (Y, d). Conversely, show that if E1 ⊂ Y is open in (Y, d), there is an
open set E ⊂ X such that E1 = E ∩ Y.
13. Examine the uniform continuity of the following functions on the open unit interval
(0, 1)
(i) 1 (ii) sin x
1− x
F I
1
(iii) sin
H K
x
(iv) x1/2
(v) x3
Examine also which are uniformly continuous in the open interval (0, + ∞).
14. Let (X, d1) and (Y, d2) be metric spaces. Suppose that f : X → Y is uniformly
continuous. Show that if {xn} is a Cauchy sequence in X, then {f (xn)} is a Cauchy
sequence in Y. Does the result hold good if we only assume that f is continuous.
15. Suppose that (Y, d2) is a complete metric space and suppose that f : (Z, d3) → (Y, d2)
is uniformly continuous, where Z is dense in (X, d1). By using exercise 14 show that
there is uniformly continuous function g : X → Y with g (x) = f (x) for every x ∈ Z.
16. Let E be a compact subset of the metric space (X, d) and let x ∈ X. Define the
distance dist. (x, E) = inf {d (x, y) : y ∈ E}. Show that if x ∉ E, then dist. (x, E) > 0.
17. Let E and F be two compact subsets of the metric space (X, d). Define the distance
dist. (E, F) by dist. (E, F) = inf {d (x, y) : x ∈ E, y ∈ F}. Show that if E ∩ F = φ, then
dist. (E, F) > 0.
18. Prove that the union of a finite number of compact sets is compact.
19. Let (X, d) be a metric space and let E ⊂ X. Prove that if E is connected, then its
closure E is also connected.
20. Let X be a vector space. A real valued function || ⋅ || defined on X is called a norm
if it satisfies the following properties:
(i) || x || ≥ 0 for each x ∈ X, and || x || = 0 iff x = 0;
(ii) || αx || = | α | || x || for all x ∈ X and α ∈ R;
(iii) || x + y || ≤ || x || + || y || for all x, y ∈ X.
Property (iii) is called the triangle inequality.
Note that the absolute value function yields a norm for R or C.
A vector space together with a norm for X is called a normed space.
On a normed space X a metric is defined by
d (x, y) = || x – y ||.
(a) Verify that d (x, y) is indeed a metric on X.
(b) Show that | || x || – || y || | ≤ || x – y ||.
(c) Show that the vector space Rn with the norm
FG ∑ x IJ
n
2
1/ 2
|| x || =
H K
i =1
i
1
(iii) The function f (z) =
z
is coutinuous on C – 0 . kp
(iv) The function f (z) =
RS
| z |, z ≠ 0
is not continuous at the origin.
T
1, z = 0
The sum and product of two continuous functions are continuous; the quotient
f/g is continuous at z0 provided g(z0) ≠ 0.
If r > 0 and z1 is a complex number. We denote
D (z1, r) = {z : | z – z1 | < r }.
D (z1, r) is called the open circular disc † with centre at z1 and radius r. The
closure of D (z1, r) is
D (z1, r) = {z : | z – z1 | ≤ r }.
We also denote
D′ (z1, r) = {z : 0 < | z – z1 | < r }
which is called the punctured disc with centre at z1 and radius r.
† The open circular disc is also called a neighbourhood of the point z1.
38 THE ELEMENTS OF COMPLEX ANALYSIS
= f ′ (z0) ⋅ 0 = 0.
Hence f is continuous at z0.
Let f and g be functions defined on the open set Ω. Suppose that f and g are
differentiable at z. Then
(i) the sum f + g is differentiable at z and
(f + g)′ (z) = f ′ (z) + g′ (z);
(ii) the product fg is differentiable at z, and
(fg)′ (z) = f ′ (z) g (z) + f (z) g′ (z);
(iii) the quotient f /g is differentiable at z provided g (z) ≠ 0, and
g ( z ) f ′ ( z ) − f ( z ) g′ ( z )
(f /g)′ (z) =
( g ( z ))2
The proof is left to the reader which is well known in real analysis.
ELEMENTARY PROPERTIES OF ANALYTIC FUNCTIONS 39
Therefore
g ( f ( z + h)) − g ( f ( z ))
lim = g′ (f (z)) f ′ (z)
h→0 h
i.e. (g o f)′ (z) = g′ (f (z)) f ′ (z).
40 THE ELEMENTS OF COMPLEX ANALYSIS
If Δy = 0, we obtain
f ′(z) = lim
LM{u ( x + Δx, y) + iv ( x + Δx, y)} − {u ( x, y) + iv ( x, y)}OP
Δx → 0N Δx Q
L
lim M
u ( x + Δx , y ) − u ( x , y )
+i
{v ( x + Δx, y) − v ( x, y)} O
PQ
=
N
Δx → 0 Δx Δx
∂u ∂v
(3) +i .
=
∂x ∂x
On the other hand, if Δx = 0, we get from (2)
f ′ (z) = lim
LM{u ( x, y + Δy) + iv ( x, y + Δy)} − {u ( x, y) + iv ( x, y)}OP
N
Δy → 0 iΔy Q
L{u ( x, y + Δy) − u ( x, y)} + i {v ( x, y + Δy) − v ( x, y)}OP
= lim M
N
Δy → 0 iΔy iΔy Q
1 ∂u ∂v
=+ .
i ∂y ∂y
∂v ∂u
(4) = −i .
∂y ∂y
Hence, from (3) and (4)
∂u ∂v ∂v ∂u
+i = −i .
∂x ∂x ∂y ∂y
Thus
∂u ∂v ∂u ∂v
(5) = and =− .
∂x ∂y ∂y ∂x
These basic relations are called Cauchy-Riemann equations.
ELEMENTARY PROPERTIES OF ANALYTIC FUNCTIONS 41
(8)
RSu ( x + Δx, y + Δy) − u ( x, y + Δy) = u ( x + Δx , y + Δy) Δx
x 1
Tu ( x, y + Δy) − u ( x, y) = u ( x, y + Δy ) Δy
y 1
Similarly
v (x + Δx, y + Δy) – v (x, y) = vx (x, y) Δx + vy (x, y) Δy + ψ (Δx, Δy)
where ψ satisfies
ψ ( Δx, Δy)
(10) lim =0
Δz → 0 Δz
Since u (x, y) and v (x, y) satisfy the C – R equations, it can be easily verified
that
f ( z + Δx + i Δy ) − f ( z ) φ ( Δx, Δy) + ψ ( Δx, Δy)
= ux (x, y) + ivx (x, y) + .
Δ x + i Δy Δ x + i Δy
By (9) and (10), we see that f is differentiable and
f ′ (z) = ux (x, y) + ivx (x, y).
Since ux and vx are continuous, f ′ is continuous and thus f is analytic.
We summarise these results in the following theorem.
Theorem 2. Let u (x, y) and v (x, y) be real valued functions defined on a
region Ω and suppose that u (x, y) and v (x, y) have continuous partial derivatives.
Then
f : Ω → C defined by
f (z) = u (x, y) + iv (x, y)
is analytic iff u and v satisfy the C – R equations.
multiples of 2πi. Thus, if we divide the plane into infinitely many horizontal strips
by the lines z = 2πik, k being any integer, the exponential function behaves the same
in each of these strips. This property of periodicity is one which is not present in the
real exponential function.
3.6 LOGARITHM
Let Ω be a region of C. We define a branch of the logarithm in Ω to be a continuous
function f : Ω → C such that
(28) exp (f (z)) = z for all z ∈ Ω.
Setting z = reiθ and w = f (z) = u + iv in (28), we have
eu = r, i.e. u = ln r and v = θ.
Thus w = u + iv = ln r + iθ.
(29) w = ln | z | + i arg z.
If we let θ1 be the principal argument of z, (29) can be written
(30) ln z = ln | z | + i(θ1 + 2nπ), (n = 0, ± 1, ± 2, ...).
This shows that the logarithmic function is infinitely many valued. For any
particular value of n a unique branch of the function is determined, and the logarithm
46 THE ELEMENTS OF COMPLEX ANALYSIS
EXERCISES
Show that the limit exists for | z | ≠ 1. Is it possible to define f (z) when | z | = 1 in such
a way to make f continuous?
2. Let f be the function defined by
zn
f (z) = lim .
n → ∞ 1 + zn
(iv) f (z) = S
Rz
2
+ iz + 2, z ≠ i
T i, z=i
4. Show that the function
x + iy
f (x, y) =
x − iy
is not continuous at the origin.
48 THE ELEMENTS OF COMPLEX ANALYSIS
(i)
LM ∂ | f (z) |OP + LM ∂ | f (z) |OP = | f ′ (z) |
2 2
2
N ∂x Q N ∂y Q
F ∂ + ∂ I | f (z) | = 4 | f ′ (z) | .
2 2
(ii) GH ∂x ∂y JK
2 2
2 2
13. Show that the following functions are harmonic and find a corresponding analytic
function f (z) = u (x, y) + iv (x, y).
(i) u = arg z (ii) u = ex cos y (iii) u = x2 – y2.
14. If u and v are harmonic in a region Ω, prove that
FG ∂u − ∂v IJ + i FG ∂u + ∂v IJ is analytic in Ω.
H ∂y ∂x K H ∂x ∂y K
15. Prove that a harmonic function satisfies the differential equation
∂2u
= 0.
∂z ∂z
16. Let Ω be a region which is a symmetric with respect to the real axis; that is, when
z ∈ Ω. Also z ∈ Ω. Show that if f is analytic on Ω1 = Ω ∩ {z : Im z > 0}, then the
function φ with values φ(z) = f ( z ) is analytic on Ω2 = Ω ∩ {z : Im z < 0}.
ELEMENTARY PROPERTIES OF ANALYTIC FUNCTIONS 49
17. Let U (x, y) = x/(x2 + y2), (x, y) ∈ R2 ~ {(0, 0)}. By using the C – R equations, find a
function V (x, y) such that if u (z) = u (x + iy) = U (x, y) and v (z) = v (x + iy) = V (x, y),
the function f = u + iv is analytic on C ~ {0}.
18. Prove that there cannot exist a function analytic on an open set E ⊂ C with real part
x – 2y2.
19. Find the principal value of the following functions
(i) (1 + i)2 – i (ii) (1 – i)2 – 3i
(iii) tan i (iv) ln (– 3 + 4i)
(v) 2 .
i
4.1 DEFINITIONS
Let [a, b] be a closed interval. A set of points P = {t0, t1, t2, ..., tn} satisfying a = t0
< t1 < ... < tn – 1 < tn = b is called a partition of [a, b]. The interval [tk – 1, tk] is called the
kth sub-interval of P so that
n
∑ (t k – tk – 1 ) = b – a.
k =1
50
LINE INTEGRAL AND CAUCHY’S THEOREM 51
for all partitions of [a, b], then γ is said to be of bounded variation of [a, b].
By total variation of γ, denoted by V(γ), we mean
V(γ) = sup {ν(γ, P) : P is a partition of [a, b]}. Note that
V(γ) ≤ M < ∞.
A partition Q of [a, b] is called a refinement of P if Q ⊃ P.
We state one useful formula regarding the variation of g when g′ is continuous
on [a, b].
(1) V(g) = z b
a
| g ′| dx.
Properties
(i) γ is of bounded variation iff Re γ and Im γ are of bounded variation.
(ii) If γ is real valued and non-decreasing, then γ is of bounded variation and
V(γ) = γ(b) – γ(a).
(iii) Let γ : [a, b] → C be of bounded variation. If P and Q are partitions of
[a, b] and P ⊂ Q, then
ν(γ, P) ≤ ν(γ, Q).
We leave it to the reader to verify the validity of these properties.
This is true for all P and all admissible choices of uk. It is clear that there is
atmost one such A. In case such A exists, we call A the Riemann-Stieltjes integral of
f with respect to g and denote it by
z b
a
f ( x ) dg( x ) or z b
a
f dg .
We have already defined a path as a continuous function γ : [a, b] → C. The
set {γ(t) : a ≤ t ≤ b} is called the trace of γ where γ : [a, b] → C is a path. Denote the
trace of γ by {γ}. Note that the set {γ} is compact. Denote the length of γ by L(γ).
A path γ is said to be rectifiable if L(γ) < + ∞. If γ is piecewise differentiable,
then γ is rectifiable and
L(γ) = z b
a
| γ ′ | dt.
The following fact will be useful while defining the line-integral.
Let γ : [a, b] → C be a rectifiable path with {γ} ⊂ Ω ⊂ C and let f : Ω → C
be continuous function. Then f o γ (composite function) is also continuous on [a, b].
4.3 LINE-INTEGRAL
Let γ : [a, b] → C be rectifiable. Let f be defined and continuous on the trace of γ.
Then the line-integral of f along γ is defined by the expression
z
Denote this integral by
b
a
f ( γ (t )) dγ (t ) = z a
b
( f o γ ) dγ .
z γ
f ( z ) dz =
Example 1: Let γ : [0, 2π] → C be given by
zγ
f dz .
γ (θ) = eiθ
1
and define f (z) = for z ≠ 0.
z
We have to evaluate the integral of f over the circle {γ} i.e.
zγ z
1
dz (0 ≤ θ ≤ 2π).
By definition, this integral is equal to
z0
2π 1
e iθ
2π
ie iθ dθ = i dθ = 2πi.
0 z
Exercise: Let γ : [a, b] → C be a rectifiable curve. Define the reverse or
opposite curve to be
– γ : [a, b] → C
such that
– γ (t) = γ (a + b – t).
LINE INTEGRAL AND CAUCHY’S THEOREM 53
(ii) z z γ
f ≤
γ
| f | | dz | ≤ V(γ) sup [| f (z) | : z ∈ {γ}].
We shall prove one important theorem for the line-integral which is analogous
to the Fundamental Theorem of Calculus. We will need the concept of modulus
of continuity.
a
(g o γ )′ dt
Let P be a partition of [0, 1] and {t0, t1, ..., tn} its associated sequence. Define
Γ : [a, b] → C by
tk + 1 – t t – tk
Γ(t) = γ(tk) + γ (t k + 1 )
tk + 1 – tk tk + 1 – tk
tk ≤ t ≤ tk + 1, k = 0, 1, ..., m – 1.
Now z Γ
m −1
f dz – Σ f [ γ (tk )] {γ(tk + 1) – γ(tk)}
0
0 z tk + 1
tk
[ f o Γ – ( f o Γ )(tk )] dΓ.
Therefore
z Γ
f dz = g[γ(1)] – g[γ(0)].
m −1
(4) | {g[γ(1)] – g[γ(0)]} – Σ f [ γ (t k )] {γ(tk + 1) – γ(tk)} |
0
≤ wF [wγ(|| P ||)] L [γ]
where F = f | Dρ (c) and wF and wγ are the modulus of continuity of the functions.
Thus (3) follows from (4) and the theorem is proved for Γ restricted to each
[tk, tk + 1].
Case III. The general case
Consider Ω ≠ C. Since {γ} is compact, we have
min {| γ(t) – w | : 0 ≤ t ≤ 1, w ∈ C – Ω} > 0.
Denote the above expression by μ. Let n ∈ N (the set of natural numbers) be so
large that
wγ(2– n) < μ.
Then
| γ(t) – γ(tk) | < μ, tk ≤ t ≤ tk + 1
k
k = 0, ..., 2n – 1, where tk = n .
2
Hence, the integral of f along γ[tk , tk + 1] is
g[γ(tk + 1)] – g[γ(tk)]
and summing we obtain (3). This completes the proof of the theorem.
A curve Γ : [a, b] → C is said to be closed if γ(a) = γ(b). The following result
is an immediate consequence of Theorem 1.
Theorem 2. Let Ω be open in C and let γ be rectifiable in Ω. Let f : Ω → C be
continuous with a primitive g : Ω → C. If γ is closed curve then
z γ
f = 0.
LINE INTEGRAL AND CAUCHY’S THEOREM 55
Example: Let f(z) = zn, where n is an integer ≠ – 1. Then for any closed path
γ, we have
z γ
z n dz = 0.
If n is negative, the result holds good for any closed path not passing through
zn +1
the origin. This is true because zn has the primitive .
n +1
We know from the Fundamental Theorem of calculus that each continuous
function has a primitive. But this is not true for functions of a complex variable. For
example, let
f (z) = | z |2 = x2 + y2.
If g is a primitive of f then g is analytic. Write g = ξ + iη. Then
x2 + y2 = g′ (x + iy)
By C – R equations
∂ξ ∂η
= = x2 + y2
∂x ∂y
∂ξ ∂η
and =– = 0.
∂y ∂x
∂ξ
But = 0 implies that ξ(x, y) = ψ(x) for some differentiable function ψ.
∂y
∂ξ
Thus x2 + y2 = = ψ′(x), which is a contradiction. This shows that f(z) = | z |2 does
∂x
not have a primitive.
z δT
f = 0.
Proof: Join the mid-points of the sides of the rectangle T to obtain four
rectangles T1, T2, T3, T4 as shown in Fig. 4.I.
56 THE ELEMENTS OF COMPLEX ANALYSIS
T1 T2
T3 T4
Fig. 4.I
Then z δT
f =∑
4
i =1
zδTi
f.
Hence z δT
f ≤∑
4
i =1
z δTi
f .
It follows that there is one rectangle, say T(1), among T1, T2, T3 and T4 such
that
z
δT
1
4 δT
(1 )
f .
f ≥ z
Next, join the mid-points of the sides of the rectangle T(1) to obtain four
rectangles as shown in Fig. 4.II.
T(2)
Fig. 4.II
We denote one of the four rectangles thus obtained by T(2) and have the similar
inequality.
δT z 1
f ≥
4 δT (1)
(2)
f . z
By repeating this process, we obtain a sequence of rectangles
T(1) ⊃ T(2) ⊃ T(3) ⊃ T(4) ... such that
z 1
4
δT ( n + 1 )
f ≥ z δT ( n )
f .
Hence z
δT ( n )
1
f ≥ n
4 z δT
f .
1
Ln + 1 = L.
2 n
LINE INTEGRAL AND CAUCHY’S THEOREM 57
It follows that T(n) is contained in Dr(z0) for sufficiently large n and we have
(5) z δT ( n )
f ( z ) dz = z δT ( n )
f ( z0 ) dz + f ′( z0 ) z δT ( n )
( z – z0 ) dz
The first two integrals on the right side of (5) are zero.
+ z δT ( n )
( z – z0 ) η(z, z0) dz.
Hence
and we obtain the inequality
z δT ( n )
f= z δT ( n )
( z – z0 ) η(z, z0) dz
1
4n z δT
f ≤ z δT ( n )
f = z δT ( n )
( z – z0 ) η ( z, z0 ) dz
1
≤ L diam (T(n)) sup | η (z, z0) |
4n 0
where the sup is taken for all z ∈ T(n). Thus
(6) z δT
f ≤ L0 diam (T(n)) sup | η(z, z0) |.
F(z1) = z z1
z0
f
58 THE ELEMENTS OF COMPLEX ANALYSIS
where z1 is an arbitrary point in the disc Dr (z0) and the integral is taken along the
sides of a rectangle T whose opposite vertices are z0 and z1. Then F is analytic on
Dr(z0) and
F ′(z) = f (z).
Proof: We have
F(z1 + h) – F(z1) = z z1 + h
z1
f ( z ) dz.
The integral between z1 and z1 + h is taken as shown in Fig. 4.III.
z1 + h
z1
z0
Fig. 4.III
z1
f ( z1 ) dz + z z1 + h
z1
φ( z ) dz.
= hf (z1) + z z1 + h
z1
φ( z ) dz.
(7)
F( z1 + h) – F( z1 )
h
= f ( z1 ) +
1 z1 + h
h z1 zφ( z ) dz.
The length of the path from z1 to z1 + h is bounded by | h1 | + | h2 |.
Hence
(8)
h z1 z
1 z1 + h
f ( z ) dz ≤
1
|h|
(| h1 | + | h2 |) sup φ(z).
Note that the sup is taken for z on the path of integration. The expression on
the right side of (8) tends to 0 as z → z1.
Hence
F( z1 + h) – F( z1 )
lim = f (z1).
h→0 h
This proves the theorem.
It now follows from the above discussion that if f has a primitive on a disc
Dr(z0), then the integral of f along any path between z0 and z in Dr(z0) is independent
of the path. Thus according to Theorem 2 in the previous section we find.
LINE INTEGRAL AND CAUCHY’S THEOREM 59
(i) γ0 and γ1 belong to this family where γ0(t) = ψ(t, 0) and γ1(t) = ψ(t, 1).
(ii) ψ : I 2 → C is continuous with ψ(I 2) ⊂ Ω such that ψ(t, u) piecewise
smooth closed curve for every u and ψ(t, u) is piecewise smooth closed
curve for every t.
From an intuitive standpoint the notion of homotopy is simple. This means
that we can transform γ0 into γ1 by continuous deformations given by ψ(t, u). Note
that during the process of deformation ψ(t, u), 0 ≤ u ≤ 1, does not leave Ω. We
illustrate this notion in Fig. 4.IV.
Y0
Y2
Y1
Fig. 4.IV
In Fig. 4.IV, γ0 and γ1 are homotopic in Ω but γ0 and γ2 are not homotopic in
Ω. γ2 is homotopic to a point in Ω.
Examples: (i) Let γ0 (t) = 12 (cos 2πt + i sin 2πt), 0 ≤ t ≤ 1 and γ1(t) = cos 2πt
+ i sin 2πt, 0 ≤ t ≤ 1 be two circles. Then γ0 and γ1 are homotopic in any region Ω
containing the closed disc D (0, 1).
1+ u
Take ψ(t, u) = (cos 2πt + i sin 2πt).
2
Then ψ(t, 0) = γ0(t)
and ψ(t, 1) = γ1(t).
Since | ψ(t, u) | ≤ 1 for 0 ≤ u ≤ 1, it follows that
ψ(t, u) ⊂ D (0, 1) ⊂ Ω.
Also ψ(0, u) = ψ(1, u).
So the curves γ0 and γ1 are homotopic in Ω containing D (0, 1).
(ii) Let Ω be a convex set, and let γ0, γ1 be two piecewise smooth closed
curves in Ω. Then γ0 and γ1 are homotopic in Ω.
Define
ψ(t, u) = uγ0(t) + (1 – u)γ1(t).
It can be checked that ψ = ψ(t, u) is continuous and each curve ψ(t, u) is a
closed curve. Also,
ψ(t, 0) = γ1(t)
LINE INTEGRAL AND CAUCHY’S THEOREM 61
0 = u0 ≤ u1 ≤ ... ≤ un = 1
and for each j = 0, 1, 2, ..., n – 1, choose discs Dj ⊂ Ω. Let Fj be a primitive of f on Dj.
Let
zj = γ0(uj) and wj = γ1(uj).
Then
z z γ0
f –
γ1
n –1
f = ∑ [ Fj ( z j + 1 ) – Fj(zj) – (Fj (wj + 1) – Fj(wj))]
j=0
n –1
= ∑ [ Fj ( z j + 1 ) – Fj(wj + 1) – (Fj(zj) – Fj(wj)]
j=0
i.e.
(9) z z
γ0
f –
γ1
f = Fn – 1(zn) – Fn – 1(wn) – (F0 (z0) – F0(w0)).
Since γ0 and γ1 are closed, we have z0 = zn and w0 = wn. Let there be some disc
D which contains z0 and w0. The primitives Fn–1 and F0 differ by a constant on
D ⊂ Ω. Hence the right-side of (9) is equal to 0. This proves the lemma.
Theorem 6 (Cauchy’s Theorem). Let Ω be an open set. Let γ0 and γ1 be two
piecewise smooth closed curves in Ω, and assume that they are homotopic in Ω. Let
f be analytic on Ω. Then
z z
γ0
f –
γ1
z
γ0
f = 0.
62 THE ELEMENTS OF COMPLEX ANALYSIS
z z
ψk
f =
ψk + 1
f.
z0
f (ζ) dζ
where z is any point in Ω and z0 is a fixed point in Ω. Then
(i) F(z) is independent of the path in Ω from z0 to z.
(ii) F ′(z) = f (z).
Proof: Since Ω is open and connected there always exist a path from z0 to
any other point of Ω. Let γ0 and γ1 be two paths in Ω from z0 to a point z in Ω. Let
– γ1 be the opposite (reverse) path of γ1 from z to z0. Then
γ = {γ0, – γ1} is a closed path.
LINE INTEGRAL AND CAUCHY’S THEOREM 63
Hence, by Theorem 6
z z z
0=
γ
f=
γ0
f+
– γ1
f
i.e.
This proves (i).
z z
γ0
f –
γ1
f = 0.
z1
f.
It follows from Theorem 4 that the integral in the right side of (10) defines a
local primitive for f in a neighbourhood of z1. Hence
F ′(z) = f.
Examples (i) Every star shaped region is simply connected.
(ii) Let Ω = C – {θeiθ : 0 ≤ θ < ∞}.
Then Ω is simply connected.
(iii) The domain of the principal branch of the logarithm is simply connected.
EXERCISES
1. Let γ(t) = exp {(– 1 + i) t – 1} for 0 < t ≤ 1 and γ(0) = 0. Prove that γ is a rectifiable path
and find V(γ). Sketch the trace of γ.
2. Define γ : [0, 1] → C by
R|t + it sin 1 ,
γ(t) = S| 0, t t≠0
T t=0
Prove that γ is a path but is not rectifiable. Sketch this path.
3. Let γ1 and γ2 be the two polygons [1, i] and [1, 1 + i, i]. Express γ1 and γ2 as paths and
evaluate z γ1
f ( z ) dz and z γ2
f ( z ) dz where f(z) = | z |2 .
4. Show that the function f (z) = z does not have a primitive on E = {z : Im z ≠ 0}.
5. Let γ be a path in C with terminal point z1 and initial point z0. Let a ≠ 0 and b be
complex numbers. Find z γ
e az + b dz.
y = x2.
z γ
sin z dz from the origin to the point 1 + i, taken along the parabola
10. Let f be analytic and satisfies the inequality | f (z) – 1 | < 1 in a region Ω. Show that
z f ′( z )
f (z)
γ
granted).
dz = 0 for every closed curve γ in Ω. (The continuity of f ′(z) is taken for
z
γ z
13. Let γ(t) = 2eit for – π ≤ t ≤ π. Evaluate ( z 2 – 1) – 1 dz.
γ
14. Evaluate z 0
1+ i
2
( z + 1) 2 dz ≤ 9 5 .
16. Evaluate z 1
2+i
17. Compute z 2
dz
γ z +1
where γ (θ) = 2 | cos 2θ | eiθ, 0 ≤ θ ≤ 2π.
18. Compute z γ
dz
z +π22 where γ(θ) =
θe iθ , RS
0 ≤ θ ≤ 2π
T
4 π – θ, 2 π ≤ θ ≤ 4 π
.
where
z γ
( x 2 – iy 2 )dz ≤ 2.5
z +1
≤ 4π/3z γ 2
dz
21. Let γ be any closed path with graph not containing zero. Find
γ
22. Let {γn} be the sequence of arcs,
sin z
z2
dz. z
γn(t) = 1 –
FG 1
+
IJ
2t
+ it, 0 ≤ t ≤ 1, n = 1, 2, ..., and
H n +1 K
n +1
f (z) = z2 + z + 1.
Find
lim
n→∞ z γn
f ( z ) dz.
5 APPLICATION OF
CAUCHY’S THEOREM
There are several versions of Cauchy’s theorem. In this chapter, we first state the
homological version of Cauchy’s theorem and postpone the proof to a later chapter
(see Appendix II). By using Cauchy’s theorem we derive Cauchy’s formula. In fact,
Cauchy’s formula will be quite sufficient for many applications. By paths we mean
rectifiable curves. Circles are assumed oriented counterclockwise unless otherwise
specified.
.α1
.α .α
.α
Example I
66
APPLICATION OF CAUCHY’S THEOREM 67
Lemma 1
If γ : [0, 1]→ C is a closed rectifiable path and α ∉ {γ}, then
1 dz
2πi γ z – αz is an integer.
Proof: Define
F : [0, 1] → C by
F(t) = z t
0
γ ′(u )
γ (u ) – α
du .
γ ′( t )
Also, F′(t) = (0 ≤ t ≤ 1).
γ (t ) – α
We now compute the derivative of the function
d – F(t)
(e (γ(t) – α))
dt
= e– F(t) γ′(t) – F′(t) e– F(t) (γ(t) – α))
LM
= e – F ( t ) γ ′( t ) –
γ ′( t )
( γ (t ) – α )
OP
N γ (t ) – α Q
= 0.
Hence, there is a constant function A such that
e– F(t)(γ (t) – α) = A,
so γ (t) – α = AeF(t).
Since γ is a closed path, we have
γ (0) = γ (1)
and AeF(1) = γ (1) – α = γ (0) – α = AeF(0).
Since γ (0) – α ≠ 0, we conclude that A ≠ 0, so that
eF(0) = eF(1).
Hence, there is an integer k such that
F(1) = F(0) + 2πik.
But F(0) = 0, so F(1) = 2πik and the lemma is proved.
We now define the index (the winding number) of γ.
Definition: Let γ be a closed path in C. Then for α ∉ {γ}
n(γ, α) =
1
2πi z – α
γ
dz
z
is called the index (the winding number) of γ with respect to the point α.
The following properties of the index can be easily checked.
68 THE ELEMENTS OF COMPLEX ANALYSIS
Properties
(a) Let γ1 and γ2 be closed paths having the same initial points, then
(i) n(γ1, α) = – n(– γ1, α) for every α ∉ {γ1};
(ii) n(γ1 + γ2, α) = n(γ1, α) + n(γ2, α) for every
α ∉ {γ1}∪ {γ2}.
(b) Let γ1 and γ2 be homotopic closed paths in C – {α}. Then
n(γ1, α) = n(γ2, α) for every α ∉ {γ1} ∪ {γ2}.
Lemma 2
Let γ be a path. Then for α ∉ {γ1}, the function
α→
dz
γ z –α z
is a continuous function of α.
Proof: Let z0 ∉ {γ}. We need to prove that
z FGH
γ
1
–
1
z – α z – z0
IJ dz
K
tends to zero as α approaches z0. Consider the function
t → | α – γ(t) |.
This function is continuous and not zero. Hence, it has a minimum. Let δ be
the minimum distance between the path and the point z0, i.e.
δ = min | z0 – γ (t ) |.
t
1 1 α – z0
Now – = .
z – α z – z0 ( z – α ) ( z – z0 )
Since | α – γ(t) | ≥ δ/2 if α is sufficiently close to z0, we find that
α – z0 1
≤ 2 | α – z0 | .
( z – α ) ( z – z0 ) δ /2
Hence
(1) z FGH
γ
1
–
1
z – α z – z0
IJ
1
dz ≤ 2 | α – z0 | L( γ ) .
K
δ /2
The right side of (1) tends to zero as α → z0 and thus the lemma is proved.
Lemma 3
Let γ be a closed path. Let S be a connected set not intersecting γ. Then the
function is constant for α in S. If S is unbounded, then this constant is zero.
α→
dz
γ z –α z
APPLICATION OF CAUCHY’S THEOREM 69
Proof: We know from Lemma 1 that the integral is the winding number, and
is therefore an integer. If a function takes its values in the integers and is continuous,
it follows from Lemma 2 that it is constant on any curve. This implies that it is
constant on a connected set.
If S is not bounded, then for α arbitrarily large, the integrand has arbitrarily
small absolute value, that is
1
is arbitrarily small.
|z –α|
An estimate of the integral shows that this constant must be zero.
z dz
γ z –α
=0
is called a chain.
We say that γ is a chain in Ω if each γi is in Ω. A chain is said to be closed if
it is a finite sum of closed paths. We define
zγ
f = ∑ mi
n
i =1
z
γi
f
where γ is a chain.
If γ is a closed chain where each γi is a closed path, then the index of γ with
respect to a point α is defined as
70 THE ELEMENTS OF COMPLEX ANALYSIS
n(γ, α) =
1
2πi z γ
dz
z–α
where α is not on the chain.
We denote
(i) γ1 ~ γ2 if n(γ1, α) = n(γ2, α) for every α ∉ Ω.
(ii) γ1 ~ 0, if n(γ1, α) = 0 for every α ∉ Ω.
Cauchy’s Theorem: Let Ω be an open set. Let γ be a closed chain in Ω and
let γ ~ 0 in Ω. Then
z
γ
f = 0 for every analytic function in Ω.
Corollary: Let γ1 and γ2 be closed chains in Ω and let γ1 ~ γ2 in Ω. Then
z z
γ1
f =
γ2
f.
and z γ
n
f = ∑ mi
i =1
z γi
f.
Proof: Let
n
σ = γ – ∑ mi γ i
i =1
= 0.
If α = ξk for some k, then by Lemma 3
RS
1 if i = k
T
n(γi, ξk) = 0 if i ≠ k .
Hence
n(σ, ξk) = n(γ, ξk) – mk = 0.
APPLICATION OF CAUCHY’S THEOREM 71
z γ
n
f = ∑ mi
i =1
zγi
f.
γ3
γ1
γ2
Fig. 5.I
γ ~ – γ1 – 2γ2 – γ3
and zγ
– f =– z γ1
(– f ) – 2 z γ2
(– f ) –
Theorem 1 will be applied in many cases when Ω is a disc and γ is a circle
z
γ3
(– f ) .
in Ω. For example, let ξ1, ξ2, ξ3, ..., ξn be points inside the circle, as shown in Fig.
5.II. Then
z γ
f =∑
n
i =1
z γi
f
ξ2
ξ1 ξ3
ξn
Fig. 5.II
(2) z γ
f ( z ) – f ( z0 )
z – z0 z γ z
dz = g( z ) dz = n( γ , z0 )
Cr
g( z ) dz.
z f ( z)
γ z – z
0
z
dz =
f ( z0 )
γ z – z
0
dz = n(γ, z0) 2πif (z0).
(3) f (z0) =
1
z f (z)
2 πi C1 z – z0
dz .
Let C1 be a sufficiently small circle with centre α. It follows from (3) that for
any point z0 inside C1 we have
(4) f (z0) =
1
z f (z)
2 πi 1 z – z0
C
dz.
(5) f n(z0) =
n!
z f (z)
2 πi 1 ( z – z0 )n + 1
C
dz .
=
1
2 πi z f (z)
C1 ( z – z – h) ( z – z )
0 0
dz
=
1
2 πi z f (z)
C1 ( z – z ) 2
0
dz + J
where
J= z
h
2
f (z)
2 πi C1 ( z – z0 ) ( z – z0 – h)
dz .
f n(z0) =
1
z f (n) ( z)
2 πi C1 z – z0
dz .
| f n (α ) | =
n!
z f ( z ) dz
2 πi 1 ( z – α ) n + 1
C
≤
n! M
2 π ρn + 1 C1 z
| dz |
n !M
= n .
ρ
Since this holds for all ρ < r and letting ρ → r we have
Mn !
| f n (α) | ≤ n .
r
From Cauchy’s estimate we will prove an important theorem which is known
as Liouville’s theorem. Before starting the theorem we need the definition of entire
function.
Definition: A function f is called entire if it is analytic on the whole of C.
Theorem 6 (Liouville’s Theorem). A bounded entire function is constant.
Proof: By hypothesis there is a constant M such that | f (z) | ≤ M. By (6), with
n = 1,
M
| f ′(α) | ≤ for arbitrary r.
r
Hence, f ′(α) = 0.
Since α is arbitrary, f ′(z) = 0.
Also,
It now follows that
f (z) – f (0) = z
0
z
f ′(ζ) dζ .
Proof: Let
f (z) = a0 + a1z + ... + anzn where an ≠ 0. Suppose that f (z) ≠ 0 for all z. Let
g(z) = [f (z)]–1.
This function is analytic on the whole of C. Write
F
b1 b2 b I
H
f (z) = anzn 1 ++ 2 + ... + nn
z z z K
where b1, b2, b3, ..., bn are appropriate constants. Observe that | f (z) | is large when
| z | is large. Hence | g(z) | → 0 as | z | → ∞. It now follows that there is a number
r > 0 such that | g(z) | < 1 if | z | > r. But g is continuous on D (0, r), so there is a
constant M such that | g(z) | ≤ M for | z | ≤ M. Hence g is a bounded entire function
and by Liouville’s theorem g must be constant. It follows that f must be constant
which contradicts our assumption. Hence, the theorem is proved.
Example: Let f be entire function. Suppose that there are constants A and m
such that
| f (z) | ≤ | z |m for | z | ≥ A.
Then f is a polynomial of degree at most m.
We verify the validity of this example. Write m ≤ k,
f ( z ) – ( a0 + a1 z + a2 z 2 + ... + ak – 1z k – 1 )
φ(z) =
zk
Observe that φ(z) is analytic everywhere. Now we have
a0 a ak – 1
| φ(z) | ≤ 1 +
k
+ k 1– 1 + ... + ≤B
z z z
for some constant B when | z | ≥ A. When | z | ≤ A, | φ(z) | is bounded. Applying
Liouville’s theorem we find that φ(z) is a constant. This shows that f is a polynomial
of degree at most m.
In Theorem 4, we have proved that an analytic function has derivatives of all
orders which are analytic and is represented by the formula (5). Using this result we
prove a classical result which is known as Morera’s theorem.
Theorem 8 (Morera’s Theorem). Let f be continuous in a region Ω and let
zγ
f = 0 for all closed curves γ in Ω. Then f is analytic in Ω.
z0
The hypothesis implies, as we have already seen in section 4.7, that f (z) is
the derivative of an analytic function F(z). It follows from Theorem 4 (section 5.4)
76 THE ELEMENTS OF COMPLEX ANALYSIS
that the derivative of an analytic function is itself analytic, that is, f is analytic in Ω.
This proves Morera’s Theorem.
EXERCISES
1. Compute z
γ
ez – e– z
z4
where γ is one of the curves depicted below.
I II
Exercise I
2. Compute z FH
γ
1
z+
z
dz
I
K
where γ is the unit circle γ(t) = cist, 0 ≤ t ≤ 2π.
3. Using Cauchy’s formula for f (n)(z), determine the value of
z
P( z )
γ ( z – c)
k
dz
where γ is the circle γ(ϕ) = c + r(cos ϕ + i sin ϕ), and P(z) is a polynomial and k a
positive integer.
4. Compute z
γ
z 2 + 3z + 5
z +1
dz
7. Compute z ez
c1 ( z + 1)
2
dz where C1 is the circle | z – 1 | = 3.
9. Compute z 2
2z – i
γ z – 2z + 5
dz
in the positive sense around the contour γ of a simply connected domain. Examine
all possibilities that can arise in this case.
10. Suppose that f is analytic on D(0, 1) and suppose | f (z) | ≤ 1 for | z | < 1. Prove that
| f ′(0) | ≤ 1.
11. Compute zγ
FG z IJ
H z – 1K
n
dz
zz
D
f ( x + iy) dy dx.
13. Suppose that f is analytic on an open set G. Suppose that z0 ∈ G and f ′(z0) ≠ 0.
Prove that
2 πi
f ′( z 0 )
=
C z 1
1 f ( z ) – f ( z0 )
dz where C1 is a small circle centred at z0.
1
14. Suppose that f is analytic on D(0, 1) and | f (z) | ≤ for | z | < 1. Determine
(1 – | z |)
the best estimate of | f n(0)|.
15. Prove that
1 R+z
z
2 πi γ r ( R – z ) z
dz = 1
1
2 πi z
0
2π
Re iθ
f ( Re iθ )
FR I
–G Je
2
iφ
(i Reiθ dθ) = 0
HrK
where C1 is the circle defined by z = Reiθ and z0 = retφ for r < R.
17. Suppose that f is analytic in the entire (finite) plane and suppose that f (z) is not a
constant. Let R and M be any real numbers (no matter how large). Prove that
| f (z) | > M for | z | > R.
78 THE ELEMENTS OF COMPLEX ANALYSIS
18. Suppose that f (z) is a polynomial of degree n > 0 and let M be any arbitrary positive
real number (no matter how large). Prove that | f (z) | > M for | z | > R.
19. We recall the Weierstrass’ theorem for a real interval [a, b]. The theorem states that
a continuous function can be uniformly approximated by polynomials.
It is true that every continuous function on the closed unit disk be uniformly
approximated by polynomials? Examine this.
20. Recall the definition of the sup norm, i.e.
|| f || = sup | f (z) |
z ∈E
where E is any set. We say that {fn} is a Cauchy sequence (for the sup norm), if
given ε, there exists N such that if m, n ≥ N, then
|| fn – fm || < ε.
Let S be the closure of a bounded open set in C. Let f, g be continuous functions on
S. Define their scalar product
〈 f, g〉 =
and define the associated L2-norm by
zzS
f ( z ) g( z ) dy dx
RSz z | f ( z ) |2 dy dx UV 1/ 2
|| f ||2 =
T S W .
In this chapter, we give an outline of the basic properties of a power series. We first
recall some elementary facts on infinite series in C.
If this is the case, we say that z is the sum of the infinite series, that is,
∞
z = ∑ zk .
k=0
∞ ∞
If z = ∑ zn and w = ∑ wn are two convergent series, with partial sums
n=0 n=0
n n
sn = ∑ z k and tn = ∑ w k ,
k=0 k=0
79
80 THE ELEMENTS OF COMPLEX ANALYSIS
∞ ∞
We say that the series ∑ zn converges absolutely if ∑ | zn | converges.
n=0 n=0
∞ ∞
Theorem 1. If ∑ zn converges absolutely, then ∑ zn converges.
n=0 n=0
∞ FG ∞
(3) ∑ cn = ∑ zn . ∑ wn .
IJ FG ∞ IJ
n=0 H n=0 KH n=0 K
Proof: We have already seen this theorem during a real analysis course.
n n n
Put An = ∑ z k , Bn = ∑ w k , Cn = ∑ ck
k=0 k=0 k=0
n n n
and αn = ∑ | zk | , βn = ∑ | wk | , γn = ∑ | ck | .
k=0 k=0 k=0
POWER SERIES 81
That is,
FG ∑ z IJ . FG ∑ w IJ = ∑ c .
∞ ∞ ∞
H KH K
n=0
n
n=0
n
n=0
n
We now recall the definitions of limit inferior and limit superior of a sequence
of real numbers. Let {an} be a sequence of real numbers. We define
lim inf an = lim an = lim [inf {an, an + 1, ...}].
n→∞
Note that lim an and lim an always exist although they may be ± ∞.
We assume that the reader is familiar with the root and the ratio tests for
convergence of infinite series whose terms are real. Here we state the ratio test and
the root test for series of complex terms.
∞
Theorem 3 (Ratio Test). Let ∑ z k be a series of non-zero complex terms.
k=0
Let
zn + 1
λ = lim inf
n→∞ zn
zn + 1
and Λ = lim sup .
n→∞ zn
Then
∞
(i) the series ∑ z k converges absolutely if Λ < 1;
k=0
∞
(ii) the series ∑ z k diverges if λ > 1; and
k=0
r = lim sup n | zn | .
n→∞
Then
∞
(i) the series ∑ z k converges absolutely if r < 1;
k=0
82 THE ELEMENTS OF COMPLEX ANALYSIS
∞
(ii) the series ∑ z k diverges if r > 1; and
k=0
Let ε > 0 be given. Then there exists an integer n0 such that if m, n ≥ n0, then
| fn (z) – fm (z) | < ε, for all z ∈ E.
Let z ∈ E and let n ≥ n0. Choose m ≥ n0 sufficiently large (depending on z)
such that
| f (z) – fm (z) | < ε.
Then | f (z) – fn (z) | ≤ | f (z) – f m (z) | + | fm (z) – fn (z) |
< ε + || fm – fn ||
< 2ε.
This is true for every n ≥ n0 and every z ∈ E, which completes the proof.
∞
We say that the series ∑ fk ( z ) converges uniformly on E if the sequence
k=0
∞
We say that the series ∑ fk ( z ) converges absolutely if
k=0
∞
∑ | fk ( z ) | converges.
k=0
Example (i) One of the simplest example of a power series is the geometric
series
∞
∑ z n = 1 + z + z2 + z3 + ... .
n=0
Suppose that a power series (8) is given, we would like to consider all the
points z in the complex plane for which the series converges. The following three
possibilities arise:
(i) The series converges only at z = a;
(ii) The series converges in the entire complex plane; and
(iii) There exists an open disc D (a ; r) such that the series converges inside
the disc and diverges outside the disc.
The circle | z – a | = r is called the circle of convergence, and its radius r is
called the radius of convergence of the series (8). The radius of convergence of the
power series (8) may be determined from the coefficients of the series. In fact, we
have the following theorem:
Theorem 8. With each power series (8) we can associate a real number
(10) r =
RS 1 UV (0 ≤ r ≤ ∞),
T lim sup | a | W
n
1/ n
Proof: Let r=
RS 1 UV (0 ≤ r ≤ ∞).
T lim sup | a | W
n
1/ n
does not converge to 0 as n → ∞. Hence the series (8) diverges for | z – a | ≠ 0 and
converges to a0 for z = a.
If r > 0, i.e. if lim sup | an |1/n = 1/r, then for any ρ, 0 < ρ < r, choose ρ0, 0 < ρ
< ρ0 < r such that
FG
1 1 1
>
IJ
(11) | an |1/n <
H
ρ0 ρ0 r K
for sufficiently large n.
If follows from (11) that
| an n F I F I
n
n
|ρ =|a |ρ G ρ J <G ρ J
n
.
n
Hρ K Hρ K
0
0 0
Thus the series (8) converges absolutely inside the disc D (a, r).
If r = ∞, i.e. lim sup | an |1/n = 0, then however large we choose ρ = | z – a |, we
have
lim | an |1/n ρ = 0.
n→∞
In other words, | an | ρn < εn for sufficiently large n and 0 < ε < 1. Comparing
∞
the series (8) with the series ∑ ε n , we conclude that the series (8) converges
n=0
absolutely for all z.
(ii) Let | z – a | = ρ > r. Then for an infinite number of terms of the series, we
have
1
| an |1/n >
ρ
i.e., | an | | z – a |n = | an | ρn > 1.
Hence, the series (8) diverges.
(iii) Using Weierstrass M-Test, we find that the series (8) converges uniformly
on every closed disc D (a, ρ) where ρ < r. Since E ⊂ D (a, ρ) with ρ < r,
the series (8) converges on any compact set E ⊂ D (a, r).
When r = ∞, the series (8) converges uniformly on any compact subset E of
the complex-plane C.
Let Ω be a region and let the open disc D (a, r) ⊂ Ω. We say that a function
f defined in Ω is representable by power series in Ω if to every disc D (a, r) ⊂ Ω
there corresponds a series (8) which converges to f(z) for all z ∈ D (a, r).
The geometric series in Example (i) represents the function
1
f(z) = for | z | < 1.
1− z
Examples: (ii) We define the series
z z2 z3 ∞ zn
exp (z) = 1 + + + + ... = ∑ .
1! 2 ! 3! n=0 n!
86 THE ELEMENTS OF COMPLEX ANALYSIS
It can be easily seen that the radius of convergence of this series is r = ∞ and
defines a continuous function for all values of z.
z3 z5
(iii) The series sin z = z – + – ... –
3! 5!
∞
n z 2n + 1
= ∑ ( − 1)
n=0 (2n + 1) !
2
z z4
and cos z = 1 – + – ...
2! 4!
∞ z 2n
= ∑ ( − 1) n
n=0 (2 n) !
converges at every complex number and the convergence is uniform on each compact
subset of C.
These examples give extensions to the exp, sine and cosine functions for the
complex numbers.
∞
(iv) The series ∑ n ! z n = 1 + z + 2z2 + 6z3 + ...
n=0
converges only at z = 0.
∞ zn z2 z3
(v) The series ∑ =z+ + + ...
n =1 n 2 3
converges for | z | < 1, the series diverges for | z | > 1.
At z = 1, the series diverges and at z = – 1, the series converges. This example
shows that a series may converge or diverge on the circle of convergence.
1 z −1FG + 2
IJ
1 z −1 FG IJ
+ 2
2
1 z −1 FG IJ 3
The test fails for values of z which lie on the perpendicular bisector of the
line joining z = 1 and z = – 1.
z −1 1 1
Note that when = 1, the corresponding series 1 + 2 + 2 + ...
z +1 2 3
converges. Hence, the series converges for Re (z) ≥ 0 and diverges for Re (z) < 0.
(vii) The series
FG z IJ + 1 FG z IJ 2
23
+ 3
zFG IJ 3
34
+ 4
zFG IJ 4
+ ...
H z + 1K 2 H z + 1 K
2
3 z +1H K 4 z +1H K
converges for Re (z) > – 1
2 and diverges for Re (z) ≤ – 1
2 . Using the root test, we
have
1 F z I
n
H
| fn ( z ) | = 1 −
n 1+ z
. K
It follows that the series converges absolutely for values of z which lie in the
1
region Re (z) > – . The series diverges for values of z which lie in the region
2
1
Re (z) < – .
2
z
The test fails for values of z for which = 1.
z +1
z
Note that when = 1, the corresponding series
z +1
1 2 3 34
1+ + + + ...
2 2 33 4 4
diverges.
(viii) The series 1 + z + z2 + ... + zn + ...
1
converges uniformly to for 0 ≤ | z | ≤ ρ < 1, but not for | z | < 1.
1− z
1
We have seen in Example (i) that this series converges absolutely to
1− z
for | z | < 1.
Observe that the remainder
1 1 − zn +1 zn +1
Rn (z) = − =
1− z 1− z 1− z
becomes arbitrary large for real z = x < 1 and sufficiently close to 1. Thus for given
ε > 0 we cannot find a η0 which is independent of z and such that | Rn (z) | < ε for all
n > η0. Hence, the series is not uniformly convergent in the region | z | < 1.
88 THE ELEMENTS OF COMPLEX ANALYSIS
EXERCISES
n=0 H 2 K (xii) ∑ π n z 2n .
n=0
2. Prove that the radius of convergence of the power series
∞ ( − 1) n n( n + 1)
∑ z
n =1 n
is 1, and examine the convergence for z = 1, z = – 1, and z = i.
∞
3. Suppose that f(z) = ∑ an z n have radius of convergence r > 0. Prove that the
n=0
∞ ∞
5. Suppose that ∑ an is a convergent series of complex numbers. Prove that ∑ an z n
n=0 n=0
is uniformly convergent on the domain of z such that
π – λ < arg (z – 1) < π + λ
and | z – 1 | ≤ δ where 0 < λ < π/2 and 0 < δ < 2 cos λ.
6. Suppose that an is a decreasing sequence of positive numbers approaching zero.
∞
Prove that ∑ an z n is uniformly convergent on the domain of z such that | z | ≤ 1
n =1
1 z +1 1 z +1
(iii) +
FG IJ
+ 3
2
1 z +1 FG+ ...
IJ 3
2 z − 1 22 z − 1 H K
2 z −1 H K
1 1 1
(iv) + 2 2
+ 3 + ...
2( z + i ) 2 ( z + i ) 2 ( z + i)3
8. Determine the region of convergence of each of the following:
(i) 1 +
1 Re ( z ) 1
+
FG Re (z) IJ 2
+ ...
2 2 z + 1 32 H z +1 K
Im ( z ) 1 F Im ( z ) I
2
1
(ii) 1 + 2
2
+ G J
z +1 3 H z +1 K
2
+ ...
4 − z 2 (4 − z 2 )2 (4 − z 2 )3
(iii) + + + ...
12 22 33
9. Prove that the series
z(1 – z) + z2 (1 – z) + z3 (1 – z) + ...
converges uniformly for | z | ≤ ρ < 1 but not for | z | ≤ 1.
10. Find the region of convergence and the sum of the series
z z z
+ + + ... .
(0. z + 1) ( z + 1) ( z + 1) (2 z + 1) (2 z + 1) (3z + 1)
Show that the series does not converge uniformly for | z | ≥ ρ > 1.
11. Find the region of convergence and the sum of the series
1 1 1
+ + + ... .
z ( z + 1) ( z + 1) ( z + 2) ( z + 2) ( z + 3)
Find also the region of uniform convergence of the series.
12. Prove that the Riemann zeta function ζ defined by
∞
ζ (z) = ∑ n−z
n =1
converges for Re (z) > 1 and converges uniformly for Re (z) ≥ 1 + ε where ε > 0 is
arbitrary small.
7 LAURENT SERIES, SINGULARITIES
Proof: By the root-test we can show that the radius of convergence of both
series in (1) and (2) are the same.
Without loss of generality, we can take a = 0 and let g (z) be the sum of the
series in (2). Fix w ∈ Dr (a) and choose ρ so that | w | < ρ < r. If z ≠ w, then
f ( z) − f (w)
∞ ⎧⎪ z n − wn ⎫⎪
(3) – g(w) = ∑ an ⎨ − nwn − 1 ⎬ .
z−w n =1 ⎩⎪ z − w ⎭⎪
If n = 1, the expression in brackets in (3) is 0 and if n ≥ 2, we have the series
n –1
(4) (z – w) ∑ kwk −1 z n − k − 1 .
k =1
90
LAURENT SERIES, SINGULARITIES 91
Since ρ < r, the series in (6) converges. Thus the left side of (6) tends to 0 as
z → w. This shows that f ′ (w) = g (w) and the proof is complete.
Since f ′ satisfies the same hypothesis as f does, the theorem can be applied
to f ′. It follows that f has derivatives of all orders, that each derivative is representable
by power series in Ω. Thus we obtain
∞
(7) f (k) (z) = ∑ n (n – 1) ... (n – k + 1) an (z – a)n – k
n=k
if (1) holds.
Hence (1) implies that
(8) n ! an = f (n) (a) (n = 0, 1, 2, ...).
(9) f(z) =
1
zf (ξ)
2πi γ ξ − z
dξ .
Now 1 1 1 1
= = .
ξ − z (ξ − w ) − ( z − w ) ξ − w 1 − − w
z
ξ−w
Then 1
=1+
z−w
+
z−w FG
IJ + ...2
1−
z−w ξ−w ξ−w HK
ξ−w
1 L z − w F z − wI OP
2
and
1
= M
ξ − z ξ − w MN
1+ +G
ξ − w H ξ − wK
J + ... .
PQ
92 THE ELEMENTS OF COMPLEX ANALYSIS
=
1
2 πi γ ξ−w z
f (ξ )
dξ + ( z − w)
1
2 πi γ z
f (ξ )
(ξ − w ) 2
+ ...
Setting an =
1
z
f (ξ )
2 πi γ (ξ − w) n + 1
dξ (n = 0, 1, 2, ...)
an =
1
2 πi z
γ
f (ξ )
(ξ − w ) n +1
dξ =
1 (n)
n!
f (a)
we obtain
∞ 1 (n)
(11) f (z) = ∑ f (a) (z – a)n
n=0 n!
( z − a) ( z − a) 2 (2) ( z − a) n (n)
= f (a) + f ′ (a) + f (a) + ... f (a) + ...
1! 2! n!
The right side of (11) is the Taylor series representation of f about a. This
series converges uniformly in D (a; ρ), ρ < r. The reader can verify that this series
representation of f (z) is unique.
f m ( a)
Then h(a) = am = ≠ 0.
m!
Now h is analytic and therefore continuous. Since h(a) ≠ 0, h(z) is different
from zero near a. The factor (z – a)n = 0 only for z = a. Thus f(z) ≠ 0 near a. We thus
obtain that the zeros of finite order of an analytic function are isolated. We now
state a result and the proof is left to the reader.
Theorem 3. Let f be analytic of Ω and let
f (a) = f ′ (a) = ... f n (a) = ... = 0.
Then f (z) = 0 in Ω.
Example: Define the functions sin z and cos z by
z3 z5
+
sin z = z – – ...
3! 5!
z2 z4
and cos z = 1 – + – ...
2! 4!
The function sin z has simple zeros at z = 0, ± π, ± 2π, ... . The function
1 – cos z has second order zeros at z = 0, ± 2π, ± 4π, ... .
Let E be the set of complex numbers. We say that the series (12) converges
absolutely (uniformly) on E if the two series
∞
(13) f1 (z) = ∑ an ( z − a) n
n=0
and
∞
(14) f2 (z) = ∑ a− n /( z − a)n
n =1
94 THE ELEMENTS OF COMPLEX ANALYSIS
which converges absolutely and uniformly on s1 ≤ | z | ≤ s2 where r1 < s1 < s2 < r2.
Let γ1 and γ2 be the circles of radius s1 and s2 respectively. Then the coefficients an
are given by the formula
(15) an =
1
zf (ξ) dξ
2 πi γ 2 ξ n + 1
, if n ≥ 0;
(16) an =
1
zf (ξ) dξ
2 πi 1 ξ n + 1
γ
, if n < 0.
f (z) =
1
z
f (ξ) dξ
2 πi 2 ξ − z
γ
−
1
z
f (ξ)
2 πi 1 ξ − z
γ
dξ
= f2(z) + f1(z).
Since f2 is analytic in the disk D (0, r2), it has a power series expansion about
0. By Theorem 2, we find that
∞
n
f2 (z) = ∑ an z
n=0
ξ – z = – z 1−
FG ξ IJ
Write
H z
.
K
r1
Then | ξ/z | ≤ < 1, so the geometric series converges and we obtain
s1
LAURENT SERIES, SINGULARITIES 95
1 1 1 ξ ξ F FG IJ 2
I
. = 1+ +
z (1 − ξ / z ) z z z GH HK JK
+ ... .
We can then integrate the series term by term and the desired result follows
if we handle them as in the case of the derivation of Cauchy’s integral formula.
If the function f is analytic in the annulus ann (a ; r1, r2), then f has a Laurent
expansion.
∞
(17) f (z) = ∑ an ( z − a)n
n=−∞
∞ ∞
n n
= ∑ an ( z − a ) + ∑ a− n /( z − a) .
n=0 n =1
− 12 1 1 1
= + − ( z – 1) + (z – 1)2 ...
z −1 4 8 16
This series converges in 0 < | z – 1 | < 2.
Similarly, from (19) we obtain
1 ∞ (− 2)n
f (z) = – =− ∑ n+2
( z − 1) ( z + 1) n = 0 ( z − 1)
1 2 4
=– + − + ...
( z − 1) 2 ( z − 1) 3 ( z − 1) 4
This series converges for | z – 1 | > 2.
Write an =
1
z f (ξ)
2 πi γ (ξ − a)n + 1
dξ , (n = 0, ± 1, ± 2, ...).
2 1 2
z=± (k = 0, 1, 2, ...). Hence, has poles at z = ± (k = 0, 1,
(2 k + 1)π cos 1z (2 k + 1)π
1
2, ...). The point z = 0 is the limit point of these poles. Hence, has a
cos 1z
non-isolated essential singularity at z = 0.
It can be easily checked that if f (z) has a pole of order m, then 1 has a
f (z)
zero of order m at z = a, and conversely. The behaviour of a function f near an
essential singularity is given by the following theorem.
Theorem 7. Let f be analytic in the punctured disk D′ (a ; r2 ), and let a be an
essential singularity of f. Then the image of an arbitrarily small disk D (a ; ε) is
everywhere dense in the complex plane. In other words, the values of f on D (a ; ε)
come arbitrarily close to any complex number.
Proof: Suppose the theorem is false. There exists a complex number c and a
positive number ρ such that | f (z) – c | > ρ for all z ε D′ (z ; ε). Consider the function
1
g(z) = .
f ( z) − c
g is analytic and bounded in D′ (a ; ε). Hence a is a removable singularity of g , and
g possesses an analytic extension for the entire disk D (a ; ε). It, then, follows that
1
has a pole at a, which means that f(z) – c has a pole, contradicting the hypothesis
g( z )
that f(z) has an essential singularity. This completes the proof.
Picard has proved that, in an arbitrarily small neighbourhood of an essential
singularity, f not only comes arbitrarily close to every complex number, but takes
on every complex value except possibly one. For instance, the function e1/z omits
the value 0, so it is necessary to allow for this one omission. The proof of Picard’s
Theorem is beyond the scope of this book.
(iii) The rational function P (z)/Q(z) has a pole of order p – q at infinity if the
degree p of P (z) is greater than the degree q of Q (z). The rational functions
are meromorphic on the Riemann sphere S.
Example: Find the Laurent series for the function e1/z in 0 < | z | ≤ ∞. Using
this expansion show that for n = 0, 1, 2, 3, ...
1 x
π 0zexp (cos θ) cos (sin θ − nθ) dθ = .
1
n!
Note that 1/z is analytic for | z | > 0 and has a removable singularity at ∞. It
follows that e1/z has removable singularity at ∞. Hence
1 1 1
e1/z = 1 + + 2
+ ... + + ... .
z 2!z k ! zk
The coefficient of zk in this series is given by
ak =
1
2 πi
where γ is any circle | z | = r > 0.
γ z
e1/ z z − k − 1 dz
ak =
1 π
2π − π z exp (cos θ) exp ( − i (sin θ + kθ)) dθ .
100 THE ELEMENTS OF COMPLEX ANALYSIS
ak =
1 π
2π − π z
exp (cos θ) cos (sin θ + kθ) dθ .
Note that the coefficient ak can be read off by inspection and setting k = – n
we find that
1 π
π 0 z
exp (cos θ) cos (sin θ − nθ) dθ = .
1
n!
EXERCISES
an =
1 2π
2π 0 z
cos nθ sin (2 cos θ) dθ .
6. Determine the zeros of the following functions and their order
(i) ez – 1, (ii) sin2 z, (iii) sin z2,(iv) sin z .
z
7. Prove that f (z) = tan z is analytic is C except for simple poles at z = π/2 + nπ, for
each integer n. Determine the singular part of f at each of these poles.
8. Suppose that f : G → C is analytic except for poles. Show that the poles of f cannot
have a limit point in G.
9. Expand in a Laurent series the following functions:
1 − e2z
(i) f (z) = about the origin.
z4
LAURENT SERIES, SINGULARITIES 101
1
(ii) f (z) = 2
about z = 0 and z = 1.
z ( z − 1)
e2z
(iii) f (z) = about z = 1.
( z − 1) 2
1 + ez
(iv) f (z) = about the origin.
sin z + z cos z
10. Show that the singularities in each of the following functions is a pole. Find the
location and order of each pole
(i) (ez – 1)–z, (ii) z–3 exp (z2)/2, (iii) z2/(z + 1)2 (z – 2).
11. Determine the singularities in each of the following functions. Find the singular part
if it is a pole. Define f (0) if it is a removable singularity so that f is analytic at z = 0.
log ( z + 1) z2 + 1 4
(i) (ii) (iii)
z2 z( z − 1) 1 − ez
1
(iv) zn sin 1 (v) z cos .
z z
12. Show that an entire function has a removable singularity at infinity iff it is a constant.
13. Show that an entire function has a pole at infinity of order m iff it is a polynomial of
degree m.
14. Show that the image of an entire function is dense in C.
15. Isomorphism: Let (X1, d1) and (X2, d2) be metric spaces. Let f : X1 → X2 be a
function. A one-to-one correspondence f is called a homeomorphism if f and f –1 are
both continuous. Let Ω be a region. Let f be complex differentiable on Ω. Let f be
a homeomorphism Ω → f (Ω). It can be easily seen that f –1 is also complex
differentiable on f (Ω).
We call a complex differentiable homeomorphism an isomorphism.
If f is an isomorphism Ω → f (Ω), then Ω is said to be isomorphic to f (Ω). If f (Ω)
= Ω, then the isomorphism f is called an automorphism of Ω.
Prove that the only analytic automorphism of C are the funcitons of the form f(z)
= cz + d, where c, d are constants and c ≠ 0.
16. Let U and V be open sets. Suppose that f is meromorphic on U and suppose that ϕ
: V → U is an analytic isomorphism. Let φ (z0) = w0, and let f has order n at w0. Prove
that f o ϕ has order n at z0.
In other words, the order is invariant under analytic isomorphisms.
Note that n is a positive or negative integer.
8 RESIDUE THEOREM
AND ITS APPLICATIONS
8.1 DEFINITION
Let f has an isolated singularity at z = z0 and let
∞
(1) f (z) = ∑ an (z – z0)n
n=−∞
be its Laurent expansion. We call a–1 the residue of f at z0, and write
a–1 = Res (f , z0).
Examples: (i) Res (e , 0) = 1.
1/z
FG F 1I , 0IJ = 0.
H H zK K
(ii) Res cos
Example: Let
e iz
f (z) = , (a real)
z2 + a2
The function has simple poles at z = ai and z = – ai.
e iz
Res (f, ai) = lim ( z − ai )
z → ai z 2 + a2
= e– a/2ai.
Similarly,
Res (f, – ai) = – ea/2ai.
102
RESIDUE THEOREM AND ITS APPLICATIONS 103
g ( z)
= lim ( z − z0 )
z → z0 h ( z)
g (z)
= lim h ( z ) − h ( z ) (h ( z0 ) = 0)
z → z0 0
z − z0
= g (z0) / h′ (z0).
Example: Let
7 − 3z
f (z) = .
z2 − z
The function has simple poles at z = 0 and z = 1.
FG 7 − 3z IJ
Res (f, 0) =
H 2z − 1K z=0
= – 7.
Res (f, 1) = G
F 7 − 3z IJ
H 2z − 1K z =1
= 4.
Example: Let
2z
f (z) =
( z + 4) ( z − 1) 2
The function has a pole of order two at z = 1.
d 8
Res (f, 1) = lim ((z – 1)2 f (z)) = .
z → 1 dz 25
Theorem 1. Let f has an isolated singularity at z = z0. Let γ be a small circle
(centred at z0) such that f is analytic on γ and its interior, except the centre z0. Then
Proof : Since f (z) has an isolated singularity at z = z0, then we can represent
it by its Laurent series
∞ ∞ a− n
f (z) = ∑ an (z – z0)n + ∑ n
n=0 n = 1 ( z − z0 )
valid throughout the circle γ except z = z0 itself. This series converges uniformly
and absolutely for z on the circle, we can integrate it term by term. The integral of
(z – z0)n over the circle is equal to 0 for all values of n except n = – 1. In this case, the
value of the integral is equal to 2πi (cf. Example 1, § 4.3). This completes the proof.
Inserting Theorem 1 in Theorem 1 of Chapter 5 we obtain the generalized
Residue Theorem.
Theorem 2 (Residue Theorem). Let Ω be a region. Let γ be a closed chain
in Ω such that γ is homologous to 0 in Ω. If f is analytic in Ω except at a finite
number of points z1, z2, ... zn, then
z
n
f= ∑
i =1
mi Res (f, zi)
γ
(2) I= z
0
2π
R (cos θ, sin θ) dθ
where R (cos θ, sin θ) is a real rational function of cos θ and sin θ. Put z = eiθ,, (0 ≤
θ ≤ 2π). Then
RESIDUE THEOREM AND ITS APPLICATIONS 105
1 iθ –iθ 1 1 F I
cos θ =
2
(e + e ) =
2
z+ ;
z H K
1 iθ –iθ 1 1 F I
sin θ =
2i
(e – e ) =
2i
z− .
z H K
We find that the integrand becomes a rational function of z. Since dθ = dz/iz,
the given integral takes the form
(3) I = z|z| = 1
f (z)
dz
iz
.
Example:
I= z 2πdθ
1 − 2 p cos θ + p 2
0
(0 < p < 1).
I=
|z| = 1 z1− 2p
1
2
dz/iz
z+ F
H
1
z
+ p2 I
K
= z dz
| z | = 1 i (1 − pz ) ( z − p )
.
1 1
The singularities of are simple poles at z = > 1 and
(1 − pz ) ( z − p) p
z = p < 1. The only singularity inside the unit circle is a simple pole at z = p < 1.
Res (f, p) = lim (z – p) f (z)
z→ p
1
= lim
z → p i (1 − pz )
1
= .
i (1 − p 2 )
Thus by Residue theorem
z dθ
2π
0 1 − 2 p cos θ + p
2 = 2πi
2π
1
i (1 − p 2 )
(4) I= z ∞
−∞
f (x) dx
g (z)
where f (z) = is a rational function with no poles on the real axis. The degree
h (z)
of h(z) is at least two units higher than the degree of g(z). We consider the
corresponding complex integral
106 THE ELEMENTS OF COMPLEX ANALYSIS
–r O +r X
Fig. 8.I
The boundary γ consists of the segment (– r, r) on the real axis and of the
semi-circle s centred at the origin. If γ is large enough, all the poles of f (z) in the
upper half plane will lie inside γ, and we have
z
γ
f (z) dz = z−r
r
f (x) dx + z s
f (z) dz
−r
f (x) dx = z −∞
∞
f (x) dx.
(Since I is a convergent integral,
lim
r→∞ z−r
r
f (x) dx = alim
→∞
b→∞
z b
−a
f (x) dx).
Since the degree of h (z) is at least two units higher than the degree of g (z),
there exists a constant M such that
M
| f (z) | < 2
r
for sufficiently large r and for all z ∈ s. It follows that
Hence
z
| f (z) dz | ≤ πr 2 =
s
M πM
r r
.
lim
r→∞ s z f (z) dz = 0
and z∞
−∞
f (x) dx = 2πi ∑
Im z j > 0
Res (f, zj).
Example: I= z−∞
∞ dx
1 + x4
RESIDUE THEOREM AND ITS APPLICATIONS 107
1
The function f (z) = has four simple poles at the points
1 + z4
z1 = eπi / 4, z2 = e3πi / 4, z3 = e–3πi / 4, z4 = e–πi / 4.
The first-two poles lie in the upper half plane
1 1
= e–3πi / 4 = – eπi / 4.
4 4
1
Similarly Res (f, z2) = e– πi / 4.
4
FG IJ
Thus I= z
−∞
∞ dx
1 + x4
= 2πi
− e πi / 4 + e − πi / 4
4 H K
π
. =
2
(iii) Consider integrals of the type
(5) I=
z−∞
∞
f (x) eix dx
where f is real valued on the real axis. The real and imaginary parts of this integral are
z
−∞
∞
f (x) cos dx and
z ∞
−∞
f (x) sin x dx
respectively.
We assume that f is analytic in the upper half plane except at z1, z2, ..., zn which
do not lie on the real axis. We also assume that lim f (z) = 0 in the upper half plane.
z→∞
Now take the rectangle γ with vertices B, B + iC, – A + iC, – A (Fig. 8.II).
Choose A, B and C sufficiently large to ensure that all the singular points z1, z2, ..., zn
lie inside the rectangle. Then
z
γ
n
f (z) eiz dz = 2πi ∑ Res (f (z) eiz, zj).
j =1
iC
–A + iC B + iC
–A B
g
Fig. 8.II
108 THE ELEMENTS OF COMPLEX ANALYSIS
It follows that
(6)
z −A
B n
f (x) eix dx = 2πi ∑ Res (f (z) eiz, zj )
j =1
– z
B
B + iC
f (z) eiz dz + z B + iC
− A + iC
f (z) eiz dz +
z
−A
− A + iC
f (z) eiz dz.
B
f (z) eiz dz.
I1 = z C
f (B + iy) ei(B + iy) i dy.
z
0
C
Hence | I1 | ≤ M (B) e–y dy ≤ M (B).
0
Similarly | I3 | = |
z − A + iC
−A
f (z) eiz dz | ≤ M (A)
Let
− A + iC
f (z) eiz dz.
| I2 | = | z−A
B
f (x + Ci) ei(x + iC) dx |
≤ M (C)
= M (C) e–C (A + B).
z −A
B
e–C dx
Since lim f (z) = 0 in the upper half plane, we can choose A and B sufficiently
z→∞
large such that M (A) ≤ ε, M (B) ≤ ε and C sufficiently large such that
M (C) e–C (A + B) < ε.
It follows that | I1 | + | I2 | + | I3 | < 3ε. Thus we have
Example:
z−∞
∞ n
f (x) eix dx = 2πi ∑ Res (f (z) eiz, zj).
j =1
I=
z ∞
−∞
cos x
1 + x2
dx.
RESIDUE THEOREM AND ITS APPLICATIONS 109
e iz
In fact, has only one pole in the upper half plane i.e. a simple pole at
1 + z2
z = i.
FG e , iIJ = 1 .
iz
Res
H 1 + z K 2ie
2
Therefore
We have assumed that the function has no singularities on the real axis. If f
has singular points on the real axis, say a simple pole at z = z1, then we modify the
path γ by replacing the interval [z1 – ε, z1 + ε] on the real axis by the semi-circle Sε
(z1) as in the Fig. 8. III.
g g
Z1 – e Z1 Z1 + e
Fig. 8.III
Note that if f (z) has a simple pole at z1, then f (z) eiz has also a simple pole at
z1. Let
a−1
f (z) eiz = g (z) +
z − z1
where g (z) is the Taylor part.
Then
zSε
f (z) eiz dz = zSε
g (z) dz + z
Sε
a−1
z − zi
dz.
Now z
Sε
g ( z ) dz ≤ M (ε) πε
and zSε
a−1
z − z1
dz = a–1 πi.
110 THE ELEMENTS OF COMPLEX ANALYSIS
Hence, lim
ε → 0 Sε z f (z) eiz dz = a–1 πi.
Thus, lim
ε→0
F
H z−∞
z1 − ε
f ( x ) e ix dx + z ∞
z1 + ε
f ( x ) e ix dx I
K
= 2πi
LM ∑ Res ( f ( z ) e iz , z j ) +
a−1
.
OP
N Im z j > 0 2 Q
Example:
sin x
I= z ∞
0
sin x
x
dx.
I=
1 ∞ sin x
2 −∞ x
1
dx = Im
2 z FG
H z−∞
∞ e ix
x
dx .
IJ
K
e iz
Consider the function . This function has no singular points in the upper
z
half plane, therefore
lim
ε→0
FG
H z−∞
ε sin x
x
dx +
ε
∞ sin x
x
dx z IJ
K
1
= Im (πia–1).
2
e iz
, 0 = 1.
FG IJ
a–1 = Res
z H K
Hence lim ε
ε→0
∞ sin x dx
x z = π / 2.
Note that z ∞
sin x
ε
x
dx is a continuous function of ε, hence
∞ sin x
0 x
(iv) Consider the integrals of the type
z
dx = π / 2.
(7) I= z
g (z)
0
∞
xα f (x) dx (0 < α < 1)
In order to evaluate the integral, we choose the closed path γ as in Fig. 8.IV.
Then γ consists of the segment [ε, r] and the circle Sr (0) (taken counterclockwise),
the segment [r, ε] and the circle Sε (0) (taken clockwise). Let z1, z2, ..., zn be the poles
of f inside γ. Then
z γ
n
z α f (z) dz = 2πi ∑ Res [zα f (z), zj].
j =1
g
g
e x
r
g
Fig. 8.IV
We suppose that ε is sufficiently small and r sufficiently large so that all the
singular points of f except the origin lie inside γ.
Now
zγ
zα f (z) dx = z r
ε
xα f (x) dx + z
Sr
zα f (z) dz
n
+ z
s
ε
xα e2πiα f (x) dx – z
Sε ( 0 )
zα f (z) dz.
or (1 – e2πiα)
z r
xα f (x) dx
z
ε
(8)
As
n
= 2πi ∑ Res (zα f (z), zj) –
j =1
ε → 0 and r → ∞ , we have
z
Sr
zα f (z) dz + Sε ( 0 )
zα f (z) dz.
ε→0
r→∞
lim z r
ε
xα f (x) dx = z0
∞
xα f (x) dx.
| zSr ( 0 )
zα f (z) dz | ≤
A
r2 − α
2 Aπ
2rπ
= 1− α ,
r
112 THE ELEMENTS OF COMPLEX ANALYSIS
therefore,
Also, since
r→∞
lim zSr ( 0 )
zα f (z) dz = 0.
| z
Sε ( 0 )
zα f (z) dz | ≤
ε
A
1− α 2πε = 2Απεα,
hence, lim
z
ε → 0 S (0)
ε
α
z f (z) dz = 0.
n
Thus, (1 – e2πiα) I = 2πi ∑ Res (zα f (z), zj).
j =1
Example: I= z 0
∞ xα
x (1 + x )
dx (0 < α < 1).
We have
H z(1 + z)′ K
= – 2πi (– 1)α
2 πie πiα 2πi
Ι=
= πiα − πiα
e 2 πiα
−1 e − e
π
= (eπi = – 1).
sin πα
(v) Consider the integrals of the type
I= z0
∞
f (x) log x dx
where f (z) = g (z) / h (z) is a rational function, analytic on C except for finite number
of poles, none of which lies on the positive real axis and the origin.
We assume that the degree of h (z) is greater than the degree of g (z) by at
least two units.
Consider zγ
f (z) log z dz, where γ is the same closed curve as in Fig. 8.I. If
z1, z2, ..., zr are singular points of f (z) log2 z, we have (as ε → 0 and r → ∞ )
z0
∞
f (x) log2 x dx –
n
z0
∞
f (x) (log x + 2πi)2 dx
i.e. 4πi z
0
∞
f (x) log x dx – 4π2
n
z 0
∞
f (x) dx
j =1
Res ( f ( z ) log 2 z , z j ) V|
W
RESIDUE THEOREM AND ITS APPLICATIONS 113
RS ∑ UV
and z0
∞
f (x) dx =
1
2π
Im
T
n
j =1
Res ( f ( z ) log 2 z, z j .
W
Example:
I= z0
∞ log x
1 + x2
dx.
1
The singularities of are i and –i, we have
1 + z2
F log z , iIJ = π i
Res G
2 2
H1+ z K 8 2
Thus I= z0
∞ log x
1 + x2
dx = 0
and z
0
∞ dx
1 + x2
= π / 2.
FG f ′ , z IJ = Res F m , z I + Res FG g′ , z IJ .
Now from (9) Res
Hf K 0 GH z − z JK H g K
0
0 0
FG g′ , z IJ = 0 and therefore
But Res
Hg K 0
F f′ I
Res G , z J = m.
Hf K 0
z
1
2πi γ f
f′ n
k =1
n
= ∑ n( γ , z k ) − ∑ n( γ , s j ) .
j =1
In applications, γ is taken as a circle or a rectangle, and the points s1, s2, ..., sm,
z1, z2, ..., zn lie inside γ.
Earlier we have defined “interior”. In the following definition, we redefine
“interior” which will be used in the subsequent discussion.
Definition: Let γ be a closed path. We say that γ has an interior if n (γ, α) =
0 or 1 for every complex number α which does not lie on γ. The set of points α such
that n(γ, α) = 1 is called the interior of γ.
Theorem 4. (Rouche’s Theorem). Let γ be a closed path homologous to 0
in Ω. Assume that γ has an interior. Let f and g be analytic in Ω, and | f (z) – g (z) |
< | f (z) | for z on γ. Then f and g have the same number of zeroes in the interior of γ.
Proof : It follows from the assumption that f and g have no zero on γ. We
have
g ( z)
− 1 < 1 for z on γ.
f ( z)
g
This gives that the values of are contained in the open disk centred at 1
f
and radius
g
1. Let h = . Then h o γ is a closed path contained in that disk. Thus, since
f
0 lies outside the disk, we have
n (h o γ, 0) = 0.
RESIDUE THEOREM AND ITS APPLICATIONS 115
n (h o γ, 0) = z
hoγ z
1
dz
= z
b h ′ ( γ (t ))
a h ( γ (t ))
γ′ (t) dt = 0
i.e.
γ hz
h′
=0
i.e.
γz FGH
g′ f ′
g
−
f
IJ
K
= 0.
It now follows from Theorem 3 that f and g have the same number of zeros.
This completes the proof of Rouche’s Theorem.
Rouche’s theorem can be applied to give the proof of the Fundamental
Theorem of Algebra. If p (z) = zn + a1 zn – 1 + ... + an, then
p ( z) a a
n = 1 + 1 + … + nn
z z z
lim RS
p (z) UV
and
z→∞ zn T = 1.
W
So for sufficiently large number r we have
p (z)
− 1 < 1 ( z = r)
zn
p (z) − z n < z ( z = r) .
n
i.e.
It follows from Rouches’ theorem that p (z) must have n zeros inside z = r.
Example: Show that the equation
ez = azn has n roots inside the unit circle, if a > e.
Write f (z) = azn and g (z) = – ez. Then
f (z) + g (z) = azn – ex.
Suppose that γ is a positively oriented closed curve in a region Ω and we take
γ to be a circle z = 1.
Then on γ,
f ( z) = a
z2
and g (z) = 1 + z + +…
2!
2
z
≤1+ z + +…
2!
1 1
≤1+1+ + +…
2 ! 3!
= e.
116 THE ELEMENTS OF COMPLEX ANALYSIS
EXERCISES
1. Prove that
(i) Res
FG z , 0IJ = 0 (ii) Res (tan z, π/2) = – 1
H sin z K
Res G
F sin z , 0IJ = 1 FG 1 − cos z , 0IJ = 1
(iii)
Hz K 2
(iv) Res
H z K 2 2
(i)
zC1
2
dz
z + 6iz
(ii) z
C1
ez
sin z
dz
(iii) zC1
ez
cos πz
dz (iv)
z C1
( z 2 + 2) 3
2z 2 − z
dz
(v) zC1
( z + 4) 3
z + 5z 3 + 6z 2
4
dz
(i) z−∞
∞ dx
x6 + 1
(ii) z ∞
−∞
x2
x4 + 1
dx
(iii) z0
∞ x2
x6 + 1
dx (iv) z ∞
0
x 2 dx
( x 2 + 1) 2
4. Compute the following integrals
(i) z−∞
∞ cos x
4
x +1
dx (ii) z ∞
−∞
sin x
x3 + 1
dx
(iii) z0
∞ cos x
( x 2 + 1) 2
dx.
5. Prove that
(i) z2π
0
dθ
1 + sin 2 θ
=π 2 (ii) z
0
2π sin 2 θ
1
1 + cos θ
2
dθ = 4 π (2 − 3 )
RESIDUE THEOREM AND ITS APPLICATIONS 117
(iii) z FH
0
π
1+
1
dθ
cos θ
I
3 3
K
2
=
8π
(iv) z
0
π/2 dθ
2
=
π
1 + sin θ 2 2
2
(v) z
0
π dθ
3 + 2 cos θ
=
π
5
(vi) z
0
π
2
a dθ
a + sin θ 2
=
π
1 + a2
6. Show that
z0
π/2 dθ
2
( a + sin θ) 2
=
π (2 a + 1)
4 ( a 2 + a) 3/ 2
, ( a > 0)
7. Prove that
8. Prove that
z0
2π dθ
(2 − sin θ)
= 2 π/ 3
z0
2π dθ
=
2 πa
( a + b cos θ) 2 ( a 2 − b 2 ) 3 / 2
, (0 < b < a)
9. Prove that
(i) z0
∞ log x
(1 + x ) 2 2
dx = − π / 4 (ii) z ∞
0
log (1 + x )
1+ x 2
dx =
π log 2
2
(iii) z
0
∞ (log x ) 2
1 + x2
dx = π 2 /8 (iv) z ∞
−∞
e ax
1+ e x
dx =
π
sin aπ
,0<a<1
10. Compute
z
2
e−z
dz
γ z2
where γ is : (a) The square with vertices 1 + i, – 1 + i, – 1 – i, 1 – i
(b) The ellipse defined by
x2 y2
2
+ =1
a b2
11. Compute
z ∞
0
z 2m
1 + x 2n
dx for n > m ≥ 0
z−∞
∞ dx
2 n
(1 + x ) 2
π
= n−2 .
(2 n − 2) !
(n − 1) !
2
z ∞
−∞
eiax
x2 + 1
dx = πe–a if a > 0.
z ∞
−∞
cos x
x2 + a2
dx = πe − a / a
(i) z
−∞
∞ cos x
(x2 + a2 )
dx =
π (1 + a )
2a 3 e a
, (a > 0)
(ii)
z
∞ cos x
(x 2 + a2 ) (x 2 + b2 )
0
dx = 2
π
a − b2
F1
H be b
−
1
ae a
I
K, (0 < b < a)
0
sin 2 x
x2
dx = π/2
z ∞
−∞
cos x
a2 − x2
dx =
π sin a
a
, (a > 0)
−∞ e + ez
cos x
−x
∞
dx = π / 2
x
e
π
− e−π/2
Use the indicated contour:
– R + pi R + pi
–R R
19. Prove that
(i) z
0
∞ x e dx
1+ x x
=
π
sin π a
, (0 < a < 1)
(ii) z
0
∞ xa dx
1+ x x 3
=
3 sin
π
FG π a IJ , (0 < a < 3).
H 3K
20. Show that
z0
2π dθ
=
2π
1 + a − 2 a cos θ 1 − a 2
2 , (0 < a < 1).
9 CONFORMAL MAPPING
interesting fact is that for c and d not zero, these hyperbolas intersect at right angles,
just as their images do.
Now examine what happens to the lines x = c and y = d. Consider x = c where
y is arbitrary. f maps x = c into u = c2 – y2 and v = 2cy. Eliminating y we get that x = c
is mapped onto the parabola v2 = – 4c2 (u – c2). Similarly, f maps the line y = d onto
the parabola v2 = 4d 2(u + d 2).
The above discussion sheds some light on the nature of f (z) = z2 and likewise,
it is useful to study the mapping properties of other analytic functions.
119
120 THE ELEMENTS OF COMPLEX ANALYSIS
Suppose γ : [a, b] → G is a differentiable path and that for some t0 in (a, b), γ′
(t0) ≠ 0. Then γ has a tangent at the point γ(t0). The slope of the line is tan (arg γ′ (t0)).
If γ1 and γ2 are two paths with γ1(t1) = γ2(t2) = z0 (say) and γ1′ (t1) ≠ 0, γ2′ (t2) ≠ 0, then
define the angle between the paths γ1 and γ2 at z0 to be arg γ2′ (t2) – arg γ1′ (t1).
Suppose γ is a path in G and f : G → C is analytic. Then σ = f o γ is also a path
and σ′ (t) = f ′ (γ (t)) γ′ (t).
Let z0 = γ (t0) and suppose that γ′ (t0) ≠ 0 and f ′ (z0) ≠ 0, then σ′ (t0) ≠ 0 and
arg σ′ (t0) = arg f ′ (z0) + arg γ′ (t0), i.e.
(1) arg σ′ (t0) – arg γ′ (t0) = arg f ′ (z0).
Now let γ1 and γ 2 be paths with γ 1 (t1) = γ 2 (t 2) = z 0 (say) and γ 1′ (t2) ≠ 0,
γ 2′ (t2) ≠ 0. Let σ1 = f o γ1 and σ2 = f o γ2. Suppose also that the paths γ1 and γ2 are not
tangent to each other at z0. In other words, suppose that γ1′ (t1) ≠ γ2′ (t2). Equation (1)
yields
(2) arg γ2′ (t2) – arg γ1′ (t1) = arg σ2′ (t2) – arg σ1′ (t1).
Thus given any two paths through z0, f maps these paths onto two paths
through w0 = f (z0), and when f ′ (z0) ≠ 0, the angles between the curves are preserved
both in magnitude and direction. We summarize the above discussion in the following
theorem.
Theorem 1. Let f : G → C be analytic. Then f preserves angles at each point
z0 of G where f ′ (z0) ≠ 0.
9.1 DEFINITION
Let f : G → C be such that it preserves angles and
| f ( z ) – f ( z0 ) |
lim exists,
z → z0 | z – z0 |
then f is called a conformal map. If f is analytic and f ′(z) ≠ 0 for any z, then f is
conformal. The converse of this statement is also true.
Example 1: The mapping w = f (z) = z2 is conformal except at z = 0. At z = 0,
the angles are doubled under the mapping, because each ray arg z = c = const. maps
into a ray arg w = 2c = const. as in Fig. 9.I.
X –4 –2 –1 +1 +2 +4
Fig. 9.I. Mapping w = z .2
CONFORMAL MAPPING 121
pi
d
c ec
Fig. 9.II
Observe that if y were allowed to vary over a larger domain (but, always, on
the same vertical line), then w would repeat its trace on the same circle, and if we
took the entire vertical line x = c, then the circle | w | = ec would be repeated infinitely
many times.
We summarize as follows:
If we take all the horizontal lines between y = – π (not included) and y = π
(inclusive), their images will be all the rays with angles of inclination ranging from
– π to π. The totality of all such rays cover all the points in the w-plane except
w = 0. On the other hand, if we take all the vertical line segments, as in the above
example, contained between the lines y = – π and y = π, then their images will be all
the circles, with positive radius centred at w = 0. The totality of all such circles will
cover all the points in the w-plane except w = 0.
From the preceding discussion we arrive at the following conclusion:
Under the mapping w = f (z) = ez, the fundamental strip
S : – π < y ≤ π, – ∞ < x < + ∞,
122 THE ELEMENTS OF COMPLEX ANALYSIS
is mapped onto the entire w-plane except its origin. Arguing similarly we can say
that any horizontal strip
Sα : α < y < α + 2π, – ∞ < x < + ∞ (α is any real number)
is mapped onto the entire w-plane except its origin.
Note that the function log z is the inverse of the function ez and this means
that log z maps the z-plane (minus its origin) onto the fundamental strip
– π < v ≤ π, – ∞ < u < + ∞
of the w-plane. We shall arrive at the same conclusion as above by considering the
logarithmic transformation directly.
Consider
w = log | z | + i arg z, z ≠ 0
Then
u = log | z |, v = arg z.
Now, as z varies over all non-zero values, | z | varies between 0 and + ∞,
hence log | z | varies from – ∞ to + ∞, and, therefore, – ∞ < u < + ∞. On the other
hand, since, by definition, – π < arg z ≤ π, we have – π < v ≤ π. The last two relations
involving u and v represent the fundamental strip of the w-plane.
Hence, a Möbius transformation can have at most two fixed points unless
h(z) = z for all z.
124 THE ELEMENTS OF COMPLEX ANALYSIS
(6) α + βw + βw + γww = 0.
When γ ≠ 0, (6) represents a circle and when γ = 0, (6) represents a straight
line. Theorem 3 is then a consequence of Theorem 2.
z −1
Example: Show that Möbius transformation w = maps the half-plane
z +1
Re z > 0 onto the unit disc | w | < 1.
We discuss this mapping in three gradual steps, each of which is accompanied
by a drawing in Fig. 9.IIA. It is easy to see that the given map is obtained by
successive application of the maps:
1
ζ = z + 1, η = , w = 2η + 1.
ζ
Step I : Under the map ζ = z + 1, Re z > 0 is mapped onto the half-plane Re
ζ > 1; see Fig. 9IIA (a).
1
Step II : Under the map η = , the half-plane Re ζ > 1 is mapped onto the
ζ
1 1
interior of the circle η − = , but with the upper and lower halves of the
2 2
half-plane and of the circle interchanged, see Fig. 9.IIIA (b).
Step III : Under the map w = – 2η + 1, the interior of the circle found in step
1 1
II will be rotated through – π radians onto the interior of the circle η − = , but
2 2
CONFORMAL MAPPING 125
the rotation will interchange the positions of the upper and lower halves of the disc.
Then the rotation will be followed by a stretching (by a factor of 2) onto the interior
of the circle | η + 1 | = 1, and, lastly, a shift through the vector 1 will yield the disc
| w | < 1.
z–1
W=
z+1
z=z+1 (c)
W = –2x + 1
(a) (b)
1
x= t
Fig. 9.III
9.3 DEFINITION
Let z2, z3, z4 be points in C∞. We define
M : C∞ → C∞ by
FG z – z IJ FG z
3 2 IJ
– z3
M(z) =
Hz–z K Hz
4 2 – z4K.
9.4 SYMMETRY
We recall that the union C ∪ {∞} is the extended complex plane. Denote the extended
complex plane by C∞.
Let Γ be a circle through points z2, z3, z4. We say that the points z, z* in C∞ are
symmetric with respect to Γ if
(7) (z*, z2, z3, z4) = ( z, z2 , z3 , z 4 ) .
We explain below what it means for z and z* to be symmetric.
Let Γ be a straight line. Choose z4 = ∞. Then (7) reduces to
z * – z3 z – z3
= .
z2 – z3 z2 – z3
That is,
| z* – z3 | = | z – z3 |.
Hence, z and z* are equidistant from each point on the straight line Γ.
z * – z3 z – z3 z – z3
Also, Im = Im = – Im .
z2 – z3 z2 – z3 z2 – z3
CONFORMAL MAPPING 127
Γ
z
Fig. 9.IV
( z , z 2 , z 3 , z 4 ) = ( z – α , z 2 – α , z 3 – α, z 4 – α )
FG r r2
r I 2 2
H z – α z – α z – α JK
= z – α, ,
2
,
3 4
=G
F r , z – α, z – α, z – αIJ
2
Hz –α 2
K 3 4
=G
F r + α, z , z , z IJ
2
Hz –α K2 3 4
r2
Hence, z* = +α
z–α
i.e. (z* – α) ( z – α ) = r2.
From this we have
z* – α r2
= > 0.
z – α | z – α |2
Thus z* lies on the ray {α + λ(z – α) : 0 < λ < α}. We illustrate this by a
diagram (Fig. 9.V).
A
α
z z*
Fig. 9.V
128 THE ELEMENTS OF COMPLEX ANALYSIS
z-plane w-plane
Fig. 9.VI
az + b
Let w=
cz + d
be the required transformation. Since the unit circle in the w-plane is the image of
the real axis in the z-plane, we have
b
z+
|a| a
|w|= . = 1.
|c| d
z+
c
|a|
When | z | → ∞, we get = 1.
|c|
a
That is, = eiθ and we have for all real values of z
c
F I
b F I
d
z– –
H K
a
= z– –
H K
c
.
This is possible iff the real axis in the z-plane is the perpendicular bisector of
b d
the line joining the points – and – .
a c
CONFORMAL MAPPING 129
b d
Thus – and – are conjugate complex numbers and we denote them by λ
a c
and λ .
Hence we have
a z–λ
w= .
c z–λ
z–λ
(8) = eiθ .
z–λ
We can easily check that the upper half of the z-plane is not mapped onto the
outside of | w | = 1. The point z = λ is mapped into the point w = 0, which is inside
the unit circle | w | = 1. This completes the solution.
As a special case, let eiθ = – 1, and let λ = i. Then
z–i
(9) w=– .
z+i
w–w
Now Im (w) =
2i
FG
1 z–i z +i IJ
=–
H
2i z + i z – i
–
K .
z4 – i
That is, w=
z4 + i
gives the desired result as illustrated in the Fig. 9.VII.
O O′
O′
α4
α3
w1 α1 w4
w3
α2
π α1
π α2
w2
θ1 θ2
u x1 x2 O x
Fig. 9.VIII
The transformation
(12) w=K z ( z – x1 ) α1 / π – 1 ( z – x 2 ) α 2 / π – 1 ... ( z – x n ) α n / π – 1
(where K is a complex constant) can be shown to map the interior of the polygon in
the w-plane onto the upper half of the z-plane. The transformation can also be written
as
dw
(13) = K ( z – x1 )α1 / π – 1 ( z – x2 )α 2 / π – 1 ... ( z – x n )α n / π – 1
dz
Any three of the points x1, x2, ..., xn can be chosen at will. If xn is chosen at
infinity the last factor in (12) and (13) is not present. Note that infinite open polygons
can be considered as limiting cases of closed polygons. The points w1, w2, ... are
mapped onto the points x1, x2, ... on the real axis. It follows from (13) that
CONFORMAL MAPPING 131
F α – 1I arg (z – x )
Hπ K
1
(14) arg (dw) = arg (dz) + arg (K) + 1
+F I Fα I
α
H π – 1K arg (z – x ) + ... H π – 1K arg (z – x ).
2 n
2 n
Suppose that as z in the z-plane moves along the real axis from the left toward
x1, the point w in the w-plane moves along a side of the polygon toward w1. When z
crosses from the left of x1 to the right of x1, θ1 = arg (z – x1) changes from π to 0
while all other terms in (14) remain unchanged. Hence arg (dw) decreases by (α1/π
– 1) arg (z – x1) = α1 – π. In other words, the direction through the point w1 turns
through the angle π – α1. Similarly, as z moves through x2, θ1 = arg (z – x1) and θ2 =
arg (z –x2) change from π to 0 while other terms in (14) remain constant. Hence w2
turns through the angle π – α2 in the w-plane. By continuing the process, we see that
as z moves along the real axis in the z-plane the point w moves along the sides of the
polygon in the w-plane and vice-versa.
It can be shown that the interior of the polygon is mapped onto the upper half
plane by (13). For this purpose, it is sufficient to prove that the transformation maps
the interior onto the unit circle. Suppose that the transformation w = f (z) maps the
polygon P onto the unit circle | z | = 1 in the z-plane and that f (z) is analytic inside
and on | z | = 1. Now we have to show that to each point a inside the polygon P there
corresponds one and only one point z0 such that f (z0) = a.
By Cauchy’s integral formula
1
z dw
2πi P w – a
= 1.
If y = 0, then cosh y = 1 and sinh y = 0. It follows that for any point on the
given interval, the last equations become
u = sin x and v = 0
Now, as x varies between – π/2 and π/2, sin x and therefore u varies between
– 1 and + 1. Hence, under the mapping w = sin z, the given interval maps onto the
interval
– 1 ≤ u ≤ 1, v = 0, in the w-plane.
We now show that the imaginary axis x = 0 is mapped onto the imaginary
axis u = 0, under the mapping w = sin z.
We have from (15)
u = sin x cosh y, v = cos x sinh y
When x = 0, u = 0 and v = sinh y. Then, as y varies from – ∞ to + ∞ on the
imaginary axis, sinh y and hence v varies from – ∞ to + ∞, while u remains fixed at
0. This shows that the axis x = 0 is mapped onto the axis u = 0.
We now consider the transformation w = cos z. Using the decomposition
cos z = cos x cosh y – i sin x sinh y
We can consider several special cases as considered for sin z.
But cos z = sin (z + π/2)
Hence, we can translate what we know about sin z into mapping properties
of cos z. In other words, w = cos z can be expressed as the composite mappings:
ζ = z + π/2, w = sin ζ
We illustrate this process in the following example.
Consider the interval
I : – π ≤ x ≤ 0, y = 0.
Under the mapping ζ = z + π/2, I is mapped onto the interval
J : – π/2 ≤ R (ζ) ≤ π/2, Im (ζ) = 0
Then, using the result of the above example, we see that, under the mapping
w = sin ζ, J is mapped onto
K : – 1 ≤ u ≤ 1, v = 0
Hence, under the mapping w = cos z, the interval I is mapped onto the
interval K.
R| w = r
0
1/ 3
e iθ / 3 , 0 ≤ θ < 2π
(16) S| w = r
1
1/ 3 i ( θ + 2 π )/ 3
e , 0 ≤ θ < 2π
Tw =r
2
1/ 3 i ( θ + 4 π )/ 3
e , 0 ≤ θ < 2π
Note that each of these expressions defines a single-valued function that
maps the entire z-plane onto “one third” of the w-plane. We can write this in the
following form:
w0 maps the z-plane onto the wedge
0 ≤ arg w ≤ 2 π/3 plus w = 0,
w1 maps the z-plane onto the wedge
2 π/3 ≤ arg w < 4 π/3 plus w = 0,
w2 maps the z-plane onto the wedge
4 π/3 ≤ arg w < 2 π plus w = 0
Observe that all three of the functions above are analytic everywhere except
along the non-negative real axis.
Now consider the functions defined by equations (16). We restrict their domain
by deleting from it the negative real axis, and define
ψ0 (z) = r1/3 eiθ/3, 0 < θ < 2π, r ≠ 0
ψ1 (z) = r1/3 ei (θ + 2π)/3, 0 < θ < 2π, r ≠ 0
ψ2 (z) = r1/3 ei (θ + 4π)/3, 0 < θ < 2π, r ≠ 0
Each of these functions is called a branch of the multi-valued function
w = z . The ray consisting of the non-negative real axis is called a branch cut; and
1/3
the point z = 0 from which the branch cut emanates is a branch point of each branch.
Write equations (16) in the following alternative form:
w0 = r1/3 eiθ/3, 0 ≤ θ < 2π
w1 = r1/3 eiθ/3, 2π ≤ θ < 4π
w2 = r1/3 eiθ/3, 4π ≤ θ < 6π
It can be easily seen that the last three equations can be grouped together and
written into one:
(17) w = r1/3 eiθ/3, 0 ≤ θ < 6π
A careful examination of these three alternatives will reveal that one fact
remains unaltered in all of them: The z-plane must be traversed three times before
the w-plane can be covered entirely. However, equation (17) lends itself to a
“geometrical construction” which leads to a Riemann surface for the function
w = z1/3.
Instead of travelling the z-plane three times, we take three copies of the
z-plane, S1, S2, S3, forming a configuration that can be described as follows: [see
Fig. 9.IX (a)]. As θ varies from 0 to 6π, trace the path of a point z = reiθ as it
describes a continuous curve around the origin, say, a circle. The point z starts from
134 THE ELEMENTS OF COMPLEX ANALYSIS
the positive real axis and travels on S1 until its argument θ reaches 2π. At that
instant, z ascends onto S2 and it continues to travel around the origin while it remains
on this second level. When its argument reaches 4π, z ascends onto S3 and travels
around the origin once again until θ reaches 6π. By this time, the function given by
equation (17) has covered the w-plane completely, and the point z descends onto the
first level S1. The actual configuration can be visualized in the form of the sheets of
the surface joined along the non-negative real axis [see Fig. 9.IX].
+
4n
S3
2n
+ S3
S2 O
+
S2
– O
4n
S1
S1
–
2n
(a) (b)
Fig. 9.IX
This scheme has enables us to have a one-to-one mapping from the three-
sheet Riemann surface onto the w-plane by means of the function given in equation
(17). In a similar way one can visualize the Riemann surface of w = z1/2 (with two
sheets), of w = z1/4 (with four sheets) and, in general, of w = z1/n (with n sheets).
Example: Riemann Surface of the Natural Logarithm
We recall that the multi-valued function
(18) w = log z
can be written as
w = log | z | + i(arg z + 2 k π), (k = integer)
Then, as k ranges over all integral values, we obtain the single-valued functions
(19) ..., w–3, w–2, w–1, w0, w1, w2, w3, ... .
Note that each of these maps the z-plane; except z = 0, onto a horizontal strip
of the w-plane, having width 2π. Thus, in order to cover the entire w-plane we map
the z-plane an infinite number of times, by using all the functions given in (19). We
now employ an infinite number of copies of the z-plane
..., S–3, S–2, S–1, S0, S1, S2, S3, ... .
each with its origin deleted and with a slit starting at the origin and running along
the non-positive real axis. Consecutive sheets are then glued together along the slits
so that they form a continuous sheet which resembles like a circular stair case of
infinite height and depth. A point moving around the origin in a counterclockwise
direction will be going up the staircase, and everytime it completes a circle (centred
at the origin), its position will be on the next sheet up, directly above the starting
point.
CONFORMAL MAPPING 135
EXERCISES
1. Show that the mapping w = z2 transforms every straight line into a parabola.
2. Consider the mapping w = z2. Find the area of the image of the square 0 ≤ x ≤ 1,
0 ≤ y ≤ 1.
Use J = | f ′ |2 where J is the Jacobian of the mapping.
3. Find the image of Re z > 0 and Im z > 0 under the mapping w = log z.
4. Find the image of the strip – π < y ≤ π under the mapping w = 1 + ez.
5. Let G = {z : 0 < | z | < 1}. Find the map which maps G conformally onto the open unit
disk.
6. Let G be a region and suppose that f : G → C is analytic such that f (G) is a subset of
a circle. Prove that f is constant.
7. Determine the fixed point, the rotation and dilation of the following mappings:
(i) w = iz + 1
(ii) w = 2iz + 1 + i
(iii) w = (2 + 4i) z + 2
8. Prove that if the complex numbers z1, z2, z3 and z4 lie on a circle, then their cross-
ratio is real.
9. Determine the Möbius transformation which maps the following:
(i) the half plane Re z ≥ 0 onto the half plane Im z ≥ 0.
(ii) the upper half plane Im z ≥ 0 onto itself.
(iii) the upper half plane Im z ≥ 0 onto the lower half plane Im z ≤ 0.
(iv) the half plane Im z ≥ 0 onto the closed disk D (0, 1).
10. Suppose that T is a Möbius transformation with fixed points z1 and z2. Let S be a
Möbius transformation. Prove that S–1 TS has fixed points S–1 z1 and S–1 z2.
11. Prove that if the two fixed points z1, z2 of a Möbius transformation T coincide, then
T is of the form
K
w = T (z) = + z2 where K ∈ C.
z – z1
12. (a) Show that a Möbius transformation T has 0 and ∞ as its only fixed points iff it is
a dilation.
(b) Show that a Möbius transformation T has ∞ as its only fixed point iff it is a
translation.
13. Show that a Möbius transformation T satisfies T(0) = ∞ and T(∞) = 0 iff Tz = z1 z– 1
for some z1 ∈ C.
136 THE ELEMENTS OF COMPLEX ANALYSIS
(5)
∂ 1 ∂
=
FG−i
∂ IJ∂ 1 ∂
= +i
∂
.
FG IJ
∂z 2 ∂x H ,
K
∂y ∂z 2 ∂x ∂y H K
With this notation, we get the equation
∂f ∂f
(6) df = dz + dz .
∂z ∂z
The condition
∂f ∂f
+i =0
∂x ∂y
can now be written as
∂f
(7) = 0.
∂z
137
138 THE ELEMENTS OF COMPLEX ANALYSIS
(9) ∂2 ∂2 ∂2 .
+ = 4
∂x 2 ∂y 2 ∂z ∂z
Thus the condition (8) is equivalent to
∂2 f
(10) = 0.
∂z ∂ z
Note that the condition (10) expresses that f is a harmonic function. Observe
that by (8), a necessary and sufficient condition for a complex valued function
f = u + iv (u and v being real-valued) to be harmonic is that u and v are harmonic.
Definition: If f : Ω → C is an analytic function, then v = Im f is the conjugate
harmonic function of u = Re f, and u is the conjugate harmonic function of – v.
(13) u (a) =
1 2π
2π 0 z u ( a + re iθ ) dθ .
140 THE ELEMENTS OF COMPLEX ANALYSIS
(14) f (a) =
1 2π
2 πi 0z f (a + re iθ ) dθ .
By equating the real part of (13) we get the result.
Theorem 5 (Maximum Principle). Let u be a continuous real valued function
on a region Ω satisfying the Mean Value Theorem. Let a ∈ Ω such that
u (a) ≥ u (z) for all z ∈ Ω,
then u is a constant function.
Proof : Define the set S by
S = {z ∈ Ω: u (z) = u (a)}.
Since u is continuous, the set S is closed in Ω. Fix z0 in S and choose r such
that D (z0 : r) ⊂ Ω. Let b be a point in D (z0; r) such that u (a) ≠ u (b), then u (a) > u (b).
Since u is continuous, we have u (z) < u (a) = u (z0) for all z in a neighbourhood of
b. In particular, let ρ = | z0 – b | and b = z0 + ρeiα where 0 ≤ α < 2π. Then there exists
a proper interval say I of [0, 2π] such that α ∈ I and
u (z0) > u (z0 + ρeiβ) for all β in I.
Hence, by Theorem 2
u (z0) =
2π z
1 2π
0
u ( z0 + ρe iβ ) dβ < u ( z0 )
which is a contradiction. Hence D (z0; r) ⊂ S and S is open. Since Ω is connected,
S = Ω and the proof is complete.
By considering the function – u and appealing to Theorem 5 we get the
Minimum principle theorem.
Theorem 6 (Minimum Principle). Let u be a continuous real-valued function
on a region Ω satisfying the Mean Value theorem. Let a ∈ Ω such that u (a) ≤ u (z)
for all z ∈ Ω, then u is a constant function.
Poisson formula. We derive below the Poisson formula by using Cauchy’s integral
formula. Recall that the Cauchy’s integral formula is given by
(15) f (z) =
1
zf (ζ)
2πi γ ζ − z
dζ
(16) f (z) =
1
2π z 2π
0
f (ζ)
ζ
ζ−z
dφ .
i.e.
1 2π
2π 0 zf (ζ)
(ζ)
ζ−η
dφ = 0
i.e. (17)
2π 0z
1 2π
f (ζ)
z
z −ζ
dφ = 0
(18) ζ z ζζ − zz
− =
ζ − z z − ζ (ζ − z ) ( ζ − z )
we obtain
(19) f (z) =
1 2π
2π 0 z
f (ζ)
ζζ−zz
(ζ − z ) ( ζ − z )
dφ.
By the polar representations of z and ζ we find that the quotient in the integrand
is equal to
R2 − r 2 R2 − r 2
=
( Re iφ − re − iθ ) ( Re − iφ − re − iθ ) R 2 − 2 Rr cos (θ − φ) + r 2
Hence equating the real parts of (19) we obtain Poisson’s integral formula
(20) u (r, θ) =
1 2π
2π 0 z
u ( R, φ) 2
R2 − r 2
R − 2 Rr cos (θ − φ) + r 2
dφ.
This formula represents a harmonic function in terms of its values given on the
boundary circle of the disk. On this circle this function is equal to u (R, φ), except at
points where u (R, φ) is not continuous. The proof is given in the next section.
142 THE ELEMENTS OF COMPLEX ANALYSIS
.
FG IJ
1−
z n =1 ζ HK
ζ
Since z = re and ζ = Re , we have
iθ iφ
F zI
Re G J
n
= Re
RS r n
e inθ e − inφ
UV
H ζK TR n
W
F rI n
(22) =
H RK (cos nθ cos nφ + sin nθ sin nφ).
This expression is equal to the quotient in (20), and by inserting the series in
(20) and integrating term by term we have
∞
F rI n
(23) u (r, θ) = a0 + ∑
n =1 H RK (an cos nθ + bn sin nθ)
where a0 =
1 2π
2π 0 z
u ( R, φ) dφ;
(24) an =
1 2π
π 0 z
u ( R, φ) cos nφ dφ;
bn =
1 2π
π 0 z
u ( R, φ) sin nφ dφ (n = 1, 2, ...).
Observe that for r = R, the series (23) becomes the Fourier series u (R, φ).
Example: Find the potential u (r, θ) in the unit disk (r < 1) where the boundary
values are
u (1, φ) =
RS− φ / π (− π < φ < 0)
T φ / π (0 < φ < π).
Since u (1, φ) is even, bn = 0, and from (24) we have
1
a0 = and
2
an=
1
π
2
−LM
N
0
−π z
φ / π cos nφ dφ +
π φ
0 π
cos nφ dφ z OP
Q
= 2 2 (cos nπ – 1).
n π
HARMONIC FUNCTIONS 143
Hence
RS2 2
an = − 4 / n π , when n is odd
T
0, when n is even
and the potential is
u (r, θ) =
1 4 LM
r3
− 2 r cos θ + 2 cos 3θ + ... .
OP
2 π 3N Q
10.4 CONSTRUCTION OF HARMONIC FUNCTIONS ON A DISK
In this section, we shall construct harmonic function on the unit disk with prescribed
boundary value. We shall introduce first the method of Dirac sequences, which we
use. We shall be concerned with periodic functions of period 2π, so we make that
assumption from the very beginning.
Definition: A Dirac sequence is a sequence of real valued functions {Qn} of
real variable, periodic of period 2π, which satisfies the following conditions:
(i) Qn (x) ≥ 0 for each n and x;
(ii) {Qn} is continuous, and
z 2π
0
Qn (t ) dt = 1;
(iii) Let ε and δ be given. There exists n0 such that if n ≥ n0, then
z –δ
–π
Qn (t ) dt + z π
δ
Qn (t ) dt < ε.
We illustrate Dirac Family {Qn} in Fig. 10.I. Note that the condition (iii)
means that for sufficiently large n the area under the curve is concentrated near 0.
Observe that Qn (– x) = Qn (x).
Let f be a periodic function of period 2π. We define the convolution of f
with Qn as
Qn* f = z π
−π
Qn ( x − t ) f (t ) dt = z π
−π
–p p
Fig. 10.I
144 THE ELEMENTS OF COMPLEX ANALYSIS
Proof : Write
wn (x) = Qn* f =
If follows from condition (ii) that
z π
−π
f ( x − t ) Qn (t ) dt .
Hence
f (x) = f (x) z π
−π
Qn (t ) dt = z π
−π
f ( x ) Qn (t ) dt.
−π
( f ( x − t ) − f ( x )) Qn (t ) dt.
By the compactness of the circle, and the uniform continuity of f, it follows
that
| f (x – t) – f (x) | < ε whenever | t | < δ.
Let | f (x) | ≤ M. Then choose n0 such that if n ≥ n0.
Now
z −δ
−π
π
z
Qn (t ) dt + Qn (t ) dt <
δ
ε .
2M
| wn (x) – f (x) | ≤ z z z
−∞
−π
= I1 + I2 + I3.
+
δ
−δ
+
π
δ
| f ( x − t ) − f ( x ) | Qn (t) dt
I1 + I3 ≤ 2M
F
H z −δ
−π
Qn (t ) dt + z π
δ
I
K
Qn (t ) dt < ε.
Also I2 = z
−δ
δ
| f ( x ) − f ( x − t ) |Qn (t) dt
≤ z
−δ
δ
ε Qn (t ) dt ≤
This completes the proof of the theorem.
z
−π
π
ε Qn (t ) dt ≤ ε.
Thus Re
FG 1 + re IJ = 1 + 2 ∑ r
iθ ∞
k
cos kθ
H 1 − re K iθ
k =1
= 1 + 2 ∑ rk
∞ FG e ikθ
+ e − ikθ IJ
k =1 H 2 K
= 2π Pr (θ).
Observe that
1 + re iθ 1 + r (e iθ − e − iθ ) − r 2 ,
=
1 − re iθ | 1 − re iθ |2
Re
FG 1 + re IJ = 1 − r
iθ 2
.
H 1 − re K 1 − 2r cos θ + r
iθ 2
Hence
1 (1 − r 2 )
(28) Pr (θ) = .
2 π (1 − 2r cos θ + r 2 )
The Poisson kernel satisfies the following properties.
Properties: (i) Pr (θ) ≥ 0 for all r, θ;
(ii)
z
−π
π
Pr (θ) dθ = 1;
(iii) Let ε and δ be given. There exists ρ, 0 < ρ < 1, such that if ρ < r < 1, then
z
Proof : (i) By the equation (28),
−π
−δ
Pr (θ) dθ + z π
δ
Pr (θ) dθ < ε.
1 − r2
Pr (θ) = ( | 1 – reiθ |)–2, and since r < 1, Pr (θ) ≥ 0.
2π
(ii) For a fixed r, 0 ≤ r < 1, the series
1 ∞ | k | ikθ
∑r e
2π k = − ∞
converges uniformly in θ. Thus,
z π
−π
Pr (θ) dθ =
∞
∑r
k=−∞
|k| 1
2π z π
−π
e ikθ dθ = 1.
By using (28) it can be easily verified that the property (iii) holds. The
verification of (iii) is left to the reader.
146 THE ELEMENTS OF COMPLEX ANALYSIS
Note that with these properties we view Pr (θ) not as a function of r and θ but
a family of functions of θ, indexed by r. In other words, we view {Pr} as a Dirac
family, with r → 1. Write
wr = Pr * f,
where wr (θ) = w (r, θ).
Then wr (θ) is a function on the open unit disk. By theorem 7, wr (θ) converges
uniformly to f (θ) as r approaches 1.
The next theorem shows that the Dirichlet problem can be solved for the
open disk 0 ≤ r < 1 and 0 ≤ θ ≤ 2π.
Theorem 8. The function (r, θ) → wr (θ) is harmonic on the open disk 0 ≤ r < 1
and 0 ≤ θ ≤ 2π.
Proof : We recall that the Laplace operator in polar coordinates is given by
∂2 1 ∂ 1 ∂2
Δ= + + .
∂r 2 r ∂r r 2 ∂θ 2
By applying this operator to Poisson kernel Pr (θ), and differentiating the
1 ∞ | k | ikθ
series ∑ r e term by term, we find that
2π k = − ∞
LMr F ∂ I + r FG ∂ IJ + ∂ OP P (θ) = 0.
2 2
N GH ∂r JK H ∂r K ∂θ Q
2
(29) 2 2 r
That is,
ΔP = 0, where P is a function of two variables,
P (r, θ) = Pr (θ).
Using (26), we obtain
Δ ((Pr* f ) (θ)) = (ΔPr (θ)) * f = 0.
This completes the proof of the theorem.
Consider now the original periodic function f as a boundary value on the
circle.
Then the function u is defined by convolution for 0 ≤ r < 1, and by continuity
for r = 1, and is given by
u (reiθ) =
1 π
2π – π z
Pr (θ − t ) f (e it ) dt.
Thus, the theorem shows that there exists a harmonic function u having the
prescribed continuous boundary value f on the circle.
Note that the results of this section can be extended to disks of arbitrary
radius R by means of the Poisson kernel
1 R2 − r 2
Pr (θ) = . 2 , 0 ≤ r < R.
2 π R − 2 R r cos θ + r 2
HARMONIC FUNCTIONS 147
u (reiθ) = z1 π
2π – π
Pr (θ − t ) f (e it ) dt
is harmonic on the open disk 0 ≤ r < 1 and 0 ≤ θ ≤ 2π.
the curves of constant ψ, which are the streamlines. The integral z FGH
A
∂φ
∂n
IJ
K
ds along
an arc A of an equipotential is proportional to the amount of fluid crossing the arc A
per unit time.
The analytic function f = φ + iψ is the complex potential, f ′ is the complex
velocity, and | f ′ (z) | is the speed of z. Since the function f (z) is also analytic, it
follows that – ψ and φ are the velocity potential and stream function of another
flow, whose streamlines are the equipotentials of the original flow.
If f ′ (z0) = 0, the speed is zero at z0, then z0 is called a stagnation point. On the
other hand, if f ′ (z) → ∞ as z → z0. We may conclude that the speed must be very
large near z0.
If the flow is taking place in a region whose boundary contains a curve C
across which fluid cannot flow, then the velocity vector at points of C must be
tangent to C. Therefore a rigid boundary is always a streamline. It follows that we
can have an interesting flow inside a simple closed curve C only if there are singular
points on C, points at which fluid is being supplied or removed.
Note that for an unbounded region (for example, the strip between two parallel
lines) different parts of the boundary can be different streamlines, with a singular
point at ∞.
Example:
(a) Consider the function
f (z) = αz (α is real and positive) as representing a flow. Then its velocity
potential is φ = αx and its stream function is ψ = αy. The streamlines, which are the
curves of the family. ψ = c are the horizontal lines y = c/α. Observe that the flow
described by f is parallel to the real axis. Its velocity is V = α [see Fig. 10.II(a)].
x
Fig. 10.II (a)
(b) We now examine a flow around 90° turn and for that we consider the
function
w = z1/2.
HARMONIC FUNCTIONS 149
We know that, under this function, the upper half of the z-plane is mapped
onto the first quadrant of the w-plane. Its inverse function
z = x + i y = (u2 – v2) + i (2uv)
transforms the first quadrant of the w-plane [Fig. 10.II (b)] into the upper half of the
z-plane [Fig. 10.II (a)]. Then, it follows from the first part of this example that the
velocity potential in this case is given by
φ = αx = α (u2 – v2)
and the stream function becomes
ψ = αy = 2α uv.
Hence, the streamlines ψ = c are the rectangular hyperbola
c
uv =
2α
[see Fig. 10.II(b)], and the complex potential is
f = w2.
Finally, the velocity of the flow at any point (u, v) of the first quadrant is
V = f ′ = 2α (u – iv)
and hence its speed is
| V | = 2α (u2 + v2)1/2.
Uniform Flows
Consider the simplest flow which has complex potential z. We could have
taken the complex potential as cz, c > 0 but we can suppose that the units have been
dw
chosen so that c = 1. It follows that = 1. Thus the velocity is constant, parallel
dz
to the real axis, and from left to right. If we take the real axis as rigid boundary, we
have a uniform flow in the upper half plane. Suppose we take a line y = k as a rigid
boundary, then we have a flow in the channel between two parallel lines. In any of
these cases the flow is referred to as a uniform flow. The streamlines are the lines
y = constant.
The following question arises: Where does the fluid come from, and where
does it go ? We have to think of a source of fluid at ∞ and a sink, where fluid is
being removed, also at ∞. It can be arranged in such a way that the fluid leaves the
source, flows to the right, and then disappears at ∞. In order to give a mathematical
description of sources and sinks, it will be easier to consider a source and a sink
separately at finite points.
z
|z|=r
∂φ
∂ n
ds = z 2π
0
∂ ( m log r )
∂r
r dθ
= z 2π
0
m d θ = 2 πm ,
so that the same amount of fluid crosses (in unit time) each circle centred at the
origin. Hence, we say that m log z is the complex potential of a source at 0, of
strength m.
A sink is defined as a negative source, its complex potential is
– m log (z – z0)
if it is located at a finite point z0.
HARMONIC FUNCTIONS 151
Fig. 10.III
We then have:
Mass of the fluid per unit time emanating from line source of unit length
= mass of fluid crossing surface of cylinder of radius r and height 1
= (Surface Area) ⋅ (Radial Velocity) ⋅ (Fluid Density)
= (2πr ⋅ 1) (Vr) ⋅ σ = 2πr Vr σ.
If this is taken as constant k, then
k m
Vr = =
2π r σ r
k
where m = is called the strength of the source.
2πσ
∂φ m
(b) Since Vr = = , it follows by integrating that
∂r r
φ = m log r
where the constant of integration has been omitted. But m log r is the real part of m
log z which is therefore the required complex potential.
z FGH
A
∂T
∂n
IJ
K
ds.
∂T
When = 0 on A, no heat is flowing through A and in this case we say that A is
∂n
insulated.
We now solve one problem related to an insulated boundary.
Exercise: Prove that a conformal map transforms an insulated boundary to
an insulated boundary.
Solution: Let w = f (z) map a region Ω, bounded by a curve C, to a region Ω1,
bounded by a curve γ, in the w-plane, so that w = u + iv. Let φ (u, v) be harmonic in
∂φ
Ω1. We shall prove that if = 0 on an arc γ1 of γ, then
∂n
FG ∂ IJ φ [u (x, y), v (x, y)] = 0
H ∂n K
∂φ
on the corresponding arc C1 of C. The condition = 0 implies that no heat flows
∂n
across γ1, and therefore γ1 is an isothermal. We can identify this problem with a fluid
flow problem considering γ1 as a streamline and φ as velocity potential. Note that
the conformal map transforms φ to a harmonic function and its harmonic conjugate
ψ to a streamline. Thus, the conformal map transforms the orthogonal trajectory
∂φ
φ = constant to an equipotential where = 0.
∂n
∂φ
Observe that the value of is not preserved under a conformal map, but
∂n
∂φ
the condition = 0 is preserved.
∂n
HARMONIC FUNCTIONS 153
Electrostatic Problems
If a solid is perfect conductor, all charge is located on its surface. It follows
that if the surface is represented by the simple closed curve C in the z-plane, the
charges are in equilibrium on C and hence C is equipotential line. In other words, a
conductor is the cross section of an actual conductor, and a point charge is the cross
section of a uniform line charge perpendicular to the plane. Then the potential φ is
harmonic in regions that contain no charges. Note that if φ + iψ is an analytic function
f, then the force on a unit charge is proportional to | f ′ (z) |. Curves ψ = constant are
lines of force, and conductors are equipotentials, φ = constant.
Capacitor: Two conductors having charges of equal magnitude but of
opposite sign, have a difference of potential which we denote v. The quantity ζ
defined by
η = ζv
depends only on the geometry of the conductors. The conductors themselves form
what is called a capacitor.
Illustration: The harmonic function in the unit disc with boundary values α
on the upper semicircular boundary and β on the lower can be interpreted in various
ways
(a) Describe a flow from a source at –1 to a sink at +1 ;
(b) Give the temperatures in the disc when the upper boundary is held at
temperature α and the lower boundary at temperature β; and
(c) Describe the electric field in the disc when the upper boundary is at
potential α, the lower boundary is at potential β, and there are bits of
insulation at ± 1. Observe that in case (c) we have a capacitor.
EXERCISES
1. Denote by Δ
Δ= FG ∂ IJ + FG ∂ IJ
2 2
H ∂x K H ∂y K
Prove that
Δ= 4δδ
∂ ∂
where δ= ,δ= .
∂z ∂z
2. Suppose that f is analytic and let f = u – iv be the complex conjugate of f. Show that
δf = 0.
154 THE ELEMENTS OF COMPLEX ANALYSIS
HU (z) =
1
π z
−∞
∞ y
( x − ζ) 2 + y 2
U (ζ) dζ
is harmonic in the upper half plane where U (ζ) represents the boundary values at
points of continuity.
This is called Poisson’s integral for the half plane.
11. Let f (z) be harmonic and bounded in the upper half plane and let f (z) be continuous
on the real axis. Prove that f (z) can be represented as a Poisson integral.
y
12. Let Py (t) = , y > 0. Prove that {Py} is a Dirac family.
π (t 2 + y 2 )
13. Define
−∞
Py ( x − t ) f (t ) dt
HARMONIC FUNCTIONS 155
where x and y are real and > 0. Prove that ϕ is harmonic. More precisely, prove that
Δ
FG y IJ = 0, Δ is the Laplace operator.
H (t − x ) + y K
2 2
0
F
v ( a + re iθ ) k θ,
H
z−a
r
I
K
dθ, | z – a | < r.
v (z0) ≤
holds for every Dr (z0) ⊆ Ω.
1 2π
2π 0 z
v ( z 0 + re iθ ) dθ
156 THE ELEMENTS OF COMPLEX ANALYSIS
21. Using the results in the above exercise establish the following properties:
(i) if v is subharmonic, then Kv is also subharmonic, K is a constant and ≥ 0;
(ii) if v1 and v2 are subharmonic, then v1 + v2 is also subharmonic;
(iii) if v1 and v2 are subharmonic in Ω, then v = max (v1, v2) is also subharmonic in Ω.
22. Prove that the following functions are subharmonic:
(i) | x | (ii) | z | α, (α ≥ 0) (iii) log (1 + | z |2).
23. Let v be continuous and let v has continuous partial derivatives of second order.
Prove that v is subharmonic iff Δv ≥ 0.
11 WEIERSTRASS
FACTORIZATION THEOREM
PART I
157
158 THE ELEMENTS OF COMPLEX ANALYSIS
∞
We now define the metric on C (G, Ω). Suppose that G = ∪ En where each
n =1
En is compact and En ⊂ int. En + 1. Define
(1) ρn (f, g) = sup {d (f (z), g (z)): z ∈ En}
where f and g belong to C (G, Ω). Also, define
ρ (f, g) = ∑
∞
F 1I n
ρ n ( f , g)
(2)
n =1 H 2K 1 + ρ n ( f , g)
.
f = g whenever ρ (f, g) = 0.
Theorem 3. Define the metric ρ as in (2). Let ε > 0 be given. Then there is a
δ > 0 and a compact set E ⊂ G such that for f and g in C (G, Ω)
(3) sup {d (f (z), g (z)): z ∈ E} < δ
⇒ ρ(f, g) < ε.
Conversely, let δ > 0 and a compact set E be given. Then there is an ε > 0
such that for f and g in C (G, Ω),
(4) ρ (f, g) < ε ⇒ sup {d (f (z), g (z)): z ∈ E} < δ.
Proof : Let ε > 0 be fixed and let m be a positive integer such that
∞
F 1I
1
n
∑
n = m +1 H 2K
2
ε <
ρ (f, g) < ∑
n =1 H 2K H 2 K ∑
n = m +1 H 2K < ε.
Conversely, let E and δ be given.
∞ ∞
Since G = ∪ En = ∪ int. En
n =1 n =1
lim z z
T
fn =
T
f = 0.
Thus f is analytic in every disk D ⊂ G and this gives that f is analytic in G.
(k )
To prove that fn → f (k), consider D = D (a: r) ⊂ G. Then there is a number
r1 > r such that D (a; r1) ⊂ G. Let γ: | z – a | = r1 be a circle. Then by Cauchy’s
integral formula we have for z ∈ D,
Hence
k ! 2 π Mn r1
(5) | fn( K ) (z) – f (K) (z) | ≤
2 π (r1 − r ) k + 1
where Mn = sup {| fn (ζ) – f (ζ) | : | ζ – a | = r1} and | z – a | ≤ r.
Since fn → f, lim Mn = 0. Hence, it follows from (5) that
fn( K ) – f (K) uniformly on D (a; r).
WEIERSTRASS FACTORIZATION THEOREM 161
Now let E be an arbitrary compact subset of G and let 0 < r < d (E, ∂G). Then
n
there are points a1, a2, ..., an in E such that E ⊂ ∪ D (aj ; r). Since fn( K ) → f (K)
j =1
uniformly on each D (aj ; r), the convergence is uniform on E. Hence, the theorem
is proved.
Observe that we have considered H (G) as a subset of C (G, C) and the
metric on H (G) is the metric which it inherits from C (G, C).
Since C (G, C) is complete metric space we have the following results.
Corollary 1: H (G) is a complete metric space.
∞
Corollary 2: Let fn : G → C be analytic. If ∑ fn ( z ) converges uniformly on
n =1
Note that the above result has no analogue in the theory of functions of a real
variable.
zero. Observe that if one of the numbers zn is zero, then the limit is zero, and the
convergence would not depend on the whole sequence of factors. Thus we define.
Definition: The infinite product (6) is said to converge iff at most a finite
number of the factors are zero, and if the partial products formed by the non-vanishing
factors tend to a finite limit which is different from zero.
Zn
We write zn = and omit the zero factors. Thus in a convergent product
Zn − 1
the general factor zn tends to 1. Hence we prefer to write all infinite products in the
form
162 THE ELEMENTS OF COMPLEX ANALYSIS
∞
(7) Π (1 + zn )
n =1
Thus
∞
v (x) = ∑ log (1 + un ( x ))
n = n0 + 1
∞
then the product Π fn ( z ) converges in H (G) to an analytic function f (z).
n =1
Ep (z) = (1 – z) exp z +
RS z2
+ ... +
zp
.
UV
T 2 p W
These functions are called elementary factors. Note that Ep FG z IJ has a
simple zero at z = z0 and no other zero.
Hz K
0
where p is fixed
∞
E′p (z) = Σ k ak z k − 1
k =1
Hence, for | z | ≤ 1
∞
| Ep (z) – 1 | = | Σ akzk |
k = p +1
∞
= | z |p + 1 | Σ ak zk – p – 1 |
k = p +1
∞
≤ | z |p + 1 Σ | aK | = | z |p + 1.
k = p +1
(9)
∞ F r IJ
Σ G
pn + 1
<∞
H | z |K
n =1
n
(10) f (z) = Π E pn
∞ FG z IJ
n =1 Hz K
n
converges in H (C). The function f is an entire function which has a zero at each
point zn and which has no other zero in C. More precisely if z0 occurs in the sequence
{zn}, exactly m times then f has a zero at z = z0 of multiplicity m.
Furthermore, (9) is always satisfied if pn = n – 1.
WEIERSTRASS FACTORIZATION THEOREM 165
Proof : Suppose that there are integers pn such that (9) is satisfied. Then, by
Lemma 3
| 1 − E pn
FG z IJ | ≤ | z | pn + 1 F r IJ
≤G
pn + 1
Hz K z
n n H | z |K n
provided | z | ≤ r and | zn | ≥ r.
Since lim | zn | = ∞, for fixed r > 0 there is an integer N such that | zn | ≥ r for
all n ≥ N. It now follows from (9) that the series
∞
Σ | 1 − E pn
FG z IJ |
n =1 Hz Kn
that {pn} can be found so that (9) holds for all r. For any r, | zn | > 2r for all n ≥ N.
Hence
FG r IJ < 1 for all n ≥ N. Thus if p = n – 1 for all n, the tail end of the series
H | z |K 2
n
n
∞
Π 1−
FG z IJ
n =1 H zn
.
K
We now state the Weierstrass Factorization theorem.
Theorem 9. Let F be an entire function and suppose that F (0) ≠ 0. Let z1, ...,
zn ... be the zeros of f, listed according to their multiplicities. Then there is an entire
function g and a sequence of non-negative integers {pn} such that
∞
F (z) = eg (z) nΠ E pn
FG z IJ .
(11) =1 Hz Kn
Proof : Let f be the product in Theorem 8, formed with the zeros of F. Then
F/f has removable singularities in C and hence F/f is an entire function. Further,
F/f has no zero and since C is simply connected, there is an entire function g such that
F (z)/f (z) = eg(z)
The result now follows.
Note that if F has a zero of order m at z = 0, the theorem holds for F (z)/zm.
166 THE ELEMENTS OF COMPLEX ANALYSIS
n =1 n
form
(13) π cot πz =
1
+ g′ ( z ) + Σ
1 FG
1
+ .
IJ
z n≠0 z − n H
n K
The convergence is uniform over compact subsets of C which does not contain
the points z = n. Also
(14) π cot πz =
1
+ Σ
FG
1
+
1 IJ
H
z n≠0 z − n n
.
K
sin πz
Comparing, we conclude that g′ (z) = 0. Hence g is constant. Since lim
z→0 z
= π, we have exp (g(z)) = π. Thus
sin π z = πz Π 1 −
z z/n F I
n
e .
n≠0 H K
The terms of the infinite product corresponding to n and – n can be arranged
and we obtain
sin πz = πz Π 1 −
∞ FG z2IJ
.
n =1 H n2 K
The convergence is uniform over compact subsets of the plane.
We now discuss an infinite series expansion, due to Mittag-Leffler, which is
related to the Weierstrass product. The main idea is to represent a meromorphic
function f (z) by a series, each term of which contains the principal part of f at one of
the singularities. Observe that the familiar partial fraction expansion for a rational
function is an example of a Mittag-Leffler expansion, just as the factorization theorem
for polynomials is an example of the Weierstrass expansion.
Suppose it is required to construct a function with simple poles of residue 1
at z = 1, 2, 3, ... . One would like to represent such a function by
∞ 1 .
Σ
k =1 z−k
WEIERSTRASS FACTORIZATION THEOREM 167
This representation is not satisfactory, because the series diverges for every
value of z. We represent such function by
∞
Σ
FG 1 + 1 IJ .
k =1 H z − k kK
Note that the series converges except at points where the denominator
vanishes.
We define the Mittag-Leffler primary terms for n = 1, 2, ... by
1
(15) L (w, n) = + 1 + w + w2 + ... + wn – 1
w −1
1
and L (w, 0) =
w −1
It follows that
wn
L (w, n) =
w −1
and
1
(16) | L (w, n) | ≤ 2 | w |n, | w | ≤
2
Write, for n = 1, 2, 3, ...,
z w
0
L (ζ, n) dζ = log E ( w, n), | w | < 1.
Note that the path of integration is taken along the radius from 0 to w. Using
(16) we get the estimate of the integral
2 | w |n + 1 1
(18) | log E (w, n) | ≤ ,|w|≤ .
n +1 2
This is the basic inequality of Weierstrass expansion theory.
Theorem 10 (Mittag-Leffler). Let {αk} be sequence of distinct complex
numbers such that | αk | → ∞. Let {βk} be another sequence of complex numbers
such that
168 THE ELEMENTS OF COMPLEX ANALYSIS
∞ | βk |
(19) Σ < ∞.
k = 1 | α |n + 1
k
Then there exists a meromorphic function f whose only finite singularities
are simple poles at αk with residue βk.
The function is represented by
(20) f (z) = Σ
∞ βk
L
zFG
,n .
IJ
k =1 α
k αk H K
Proof : Let r > 0. Choose N so that | αk | > 2r for k > N. Then for | z | < r and
z 1
k > N, < . Hence, it follows from (16) that
αk 2
|
βk
L
z FG
,n |≤
IJ
2 | βk | r n
.
αk αk H | α k |n + 1K
It now follows from (19) that the series
∞
Σ
βk
L
z
,n
FG IJ
k=N αk αk H K
converges uniformly in | z | < r.
Observe that the remaining terms of the series for f (z) differ only by a
polynomial form
N −1 βk 1 N −1 βk
Σ = Σ
k =1 αk z / αk − 1 k = 1 z − αk
and hence have simple poles at z = αk with residue βk. This completes the proof of
the theorem.
The above theorem is not the most general form of the Mittag-Leffler theorem.
In its general form, the theorem states that a meromorphic function f (z) can be
constructed whose only poles are at {αk} with the prescribed principal part. The
proof of the general theorem is similar, in principle, to the proof of Theorem 10.
The proof is given here for the sake of completeness.
Theorem 11. Let {αk} be a sequence of distinct complex numbers such that
| αk | → ∞. Let {Pk} be polynomials without constant term. Then there exists a
meromorphic function f whose only poles are at {αk} with the prescribed principal
part
Pk
FG 1 IJ .
Hz−α K k
WEIERSTRASS FACTORIZATION THEOREM 169
in a power series at the origin. Choose ρk such that Qk (z) is the sum of the terms of
−1
the degree ρk in this series. It follows that Qk is the polynomial of degree ρk. For
| αk |
|z|≤ we find that
2
F 1 IJ − Q (z)
PG ≤ Ak
z
ρk
Hz−α K
k
k
k
αk
large so that
( Ak )1/ ρk
→ 0 as | αk | → ∞
| αk |
and also such that the ρk form an increasing sequence ρ1 < ρ2 < ... . Write
LM F 1 I − Q (z)OP
Σ Pk
MN GH z − α JK
(21)
k
k PQ k
k =1
MN H z − α JK
k
PQ MN GH z − α JK
k PQ k
n =1
k
k
k
Given a radius r, let | αN | ≥ r. Note that the first sum on the right of (21) is a
finite sum. The second sum on the right of (21) is dominated by
(22) Σ
FG A IJ z k ρk
k H|α | K k
ρk
r
provided |z|≤
.
2
By taking the ρk-th root of the coefficients, we find that the radius of
convergence is equal to ∞. Thus the series
170 THE ELEMENTS OF COMPLEX ANALYSIS
LM F 1 I − Q (z)OP
Σ Pk
k
MN GH z − α JK
k PQ
k
converges absolutely and uniformly for z in any compact set not containing the
poles at {αk}.
Observe that the finite sum on the right of (21) has the desired poles, and the
r
infinite sum on the right of (21) has no poles for | z | < . Since, this is true for every
2
r, this completes the proof of the theorem.
Example: Show that
1
+Σ
FG1
+
1 IJ
cot z =
H
z k z − kπ kπ K
where the summation extends over k = ± 1, ± 2, ± 3, ... .
Consider the function
1 z cos z − sin z
cot z – =
z z sin z
1
Note that the function cot z – has simple poles at z = kπ, k = ± 1, ± 2,
z
± 3, ... and the residue at these poles is
lim ( z − kπ)
FG z cos z − sin z IJ = 1.
z → kπ H z sin z K
lim F cot z − I = 0,
1
Since
z→0 H zK
1
it follows that cot z – has removable singularity at z = 0.
z
1
It can be easily checked that cot z – is bounded on circles γN having centre
z
F I1
at the origin and radius rN = N + H K2
π. Hence, it follows from Mittag-Leffler
theorem that
1 F 1 + 1 IJ .
cot z – = Σ G
z H z − kπ kπ K
k
EXERCISES
3. (Blaschke products). Let {αn} be a sequence of complex numbers with 0 < | αn | < 1
and let Σ (1 – | αn | ) < ∞. Prove that
∞ | αn | αn − z F I
B (z) = Π
n =1 αn 1 − αn z
GH JK
converges in H (D (0, 1)) and that | B (z) | ≤ 1.
4. Let αn = 1 – n–2 and let B be the Blaschke product with zeros at these points α. Prove
that lim B (r) = 0 if 0 < r < 1. In fact, prove the estimate.
r →1
N −1 N −1
r − αn α − αn
| B (r) | < Π < Π N < e– N/2
n =1 1 − αn r n = 1 1 − αn
where αN – 1 < r < αN.
5. Find a sequence {αn} in D (0, 1) such that Σ (1 – | αn |) < ∞ and every number eiθ is
a limit point of {αn}.
6. Discuss the convergence of the following:
∞
Π
1 (ρ > 0) ∞
Π 1+ F i I ∞
Π 1− FG i IJ .
(i)
n = 1 nρ
, (ii)
n =1 H n K (iii)
n=2 H n 2 K
∞
7. Suppose {fn} is a sequence in H (G) where G is an open set. Let Π fn ( z ) converges
n =1
in H (G) to f (z). Prove that
∞
LM
Σ f k ( z ) Π fn ( z ) OP
k =1 N n≠k Q
converges in H (G) to f ′ (z).
∞
z –z/n
Π 1+ F I
8. Prove that
n =1 n
e
H K
converges absolutely and uniformly on every compact set.
∞
9. Prove that f (z) = Π (1 + q2n – 1 ez) (1 + q2n – 1 e–z)
n =1
where | q | < 1 is analytic in the whole complex plane and satisfies
f (z + 2 log q) = q–1 e–z f(z).
10. Find all entire functions f such that | f (z) | = 1 whenever | z | = 1.
11. Suppose that f is an entire function, and n is a positive integer. Prove that there is an
entire function g such that gn = f iff the orders of the zeros of f are divisible by n.
12. Prove that there is a bounded analytic function f on D (0, 1) such that each point of
the unit circle is a singularity.
13. Let zn → ∞ and let βn be arbitrary complex numbers. Prove that there exists an entire
function f (z) such that f (zn) = βn.
14. (The Gamma function). Γ (z) is the meromorphic function on C with simple poles
at z = 0, – 1, ... defined by
Γ (z) = e–γz/n z ez/n,
∞
Π 1+ F I −1
n =1 n H K
where γ is constant chosen so that Γ (1) = 1. Show that 0 < γ < 1.
172 THE ELEMENTS OF COMPLEX ANALYSIS
π Γ (2 z ) = 2 2 z − 1 Γ ( z ) Γ z +
F 1 I
H 2 K
17. Prove that
0
exp [− t ( z + m)] dt
OP
Q
20. (Hankel’s Integral) Let
e− z ze z
G (z) = amd F (z) =
1 − e− z ez − 1
Let H (s) =
1
C z
where the contour C is given by
z F (z) z 2
dz
z
ke
–e
Exercise 11.I
1
H (s) = – (eπ is – e– π is)
0
∞
G (t ) t 2
dt
t z
21. Let ζ (s) = Σ s for Re (s) > 1. Prove the following:
n
z
0
∞
(i) Γ (s) ζ (s) = G (t ) t s
dt
t
.
PART II
We first recall Weierstrass Factorization Theorem. The theorem states that every
entire function f can be represented in the form
FG z IJ exp F z + 1 z 2
1 z kn IJ
zm eg (z) Π 1 −
H zn K GH z 2 z n
2
n
+ ... +
kn znkn K
where kn → ∞ sufficiently fast and g is an entire function and the zn are taken in
order of increasing modulus. This representation is not very useful from the
application point of view. We give below another representation which is more
useful than Weierstrass factorisation theorem. The following Hadamard’s
representation is for entire functions that are of finite order in the following sense.
Let M (r) = max
|z|=r
| f ( z ) | ; then f is said to be of order μ if μ is the greatest
f (z) = zm eP(z) Π 1 −
n =1 H zn K MN z 2 GH z JK
n n
+…+
p zn H K PQ
where p ≤ μ and P (z) is a polynomial of degree at most p.
Examples (i): sin π z is of order 1; Hadamard’s product with p = 1 is
2
FG
sin π z = π z Π 1 − z .
∞ IJ
n =1 n2 H K
This is called Euler’s product for the sine function.
173
174 THE ELEMENTS OF COMPLEX ANALYSIS
(ii) The reciprocal of the gamma function is also of order 1, its Hadamard
product is
1 ∞
= zeγz Π 1 +
z FG
e−z/n ,
IJ
Γ ( z) n = 1 zn H K
where γ is Euler’s constant,
F
1 1 1 I
γ = nlim
→∞
1+
H
2 3
+ + … + − log n
n K
(for the definition and other properties of the gamma function, see 11.8).
Jensen’s Theorem
(1)
2π 0z
1 2π
log | f (Reiθ) | dθ – log f ( 0)
n R
= ∑ log .
j =1 zj
Proof : We have seen in Chapter 8 (see 8.3) that, if z0 is a zero of f, then the
function f ′ / f has a simple pole at z0 with residue 1. It follows that
1
2πi z z =R
g (z)
f ′ ( z)
f (z)
dz = ∑ g (zn),
EXTENSION OF THE MAXIMUM MODULUS PRINCIPLE 175
but g (z) = log z is not analytic. In order to remove this difficulty we consider the
same integral when C is the circle z = R with a cut along the positive real axis
from 0 to R. If f has zeros on the cut, we replace f (z) by f (zeiλ) with λ chosen so that
f (zeiλ) has no zeros on the cut. Note that there exists such a λ, since there are only
finitely many zeros to avoid; and the change does not affect the moduli of the zeros.
The function log z is determined in the cut disk by taking log (–1) = π i. It follows
now that the integrand in I is analytic except for simple poles at the zeros of f inside
C, and we obtain
N
I = ∑ log zj.
j =1
On the other hand, we can write I as the sum of three integrals, one along the
circle, one along the lower side of the cut, and one along the upper side. The integral
along the upper side is
(2)
1 R
2 πi 0 z
(log x)
f ′ ( x)
f ( x)
dx;
(3)
(4) − z
f ′ ( x)
R
f ( x)
0
dx = log f (0) – log f (R).
The integral around the circle can be written in the following form:
(5)
1
2πi z = R z
[(log z)] [log f (z)]' dz.
(6)
1
2πi
(log z) log f (z) z = R −
1
2πi z = R
log f (z)
dz
zz.
Putting the integrals (4) and (6) together and taking real parts, we have
N
(7) ∑ log z j = Re I = log f ( 0 ) – log f ( R)
j =1
+ Re
RS 1 (log z ) log f (z)
T 2 πi z =R
UV − 1
W 2π z
0
2π
log f (Reiθ) dθ.
When z goes around the circle z = R, log z starts as log R and ends as log
R + 2πi, whereas log f (z) starts as log f (R) and ends as log f (R) + 2πi N, if there
are N zeros. Thus the change in [log f (z)] (log z) around the circle z = R is
(8) (log R + 2πi) {log f (R) + 2πiN} – (log R) {log f (R)}
m
= 2πi log f ( R) + N (log R + 2πi ) r
Dividing (8) by 2 π i and taking real parts, we have
1
(9) Re (log z) log f (z) z =R
= log f ( R) + N log R
2πi
It now follows from (7) and (9) that
(10)
N
∑ log z j = log f (0 ) + N log R –
j =1
1
2π z 2π
0
log | f (Reiθ) | dθ,
that is,
(11)
1
2π z
0
2π
log | f (Reiθ) | dθ – log f (0) = ∑ log
j =1
N R
zj
.
z
0
R
t–1n (t) dt.
This is due to the fact that n (t) is a step function that jumps by k when t
crosses a value for which the circumference z = t contains k zeros. We consider
the case when no circle z = t contains more than one (simple) zero and the general
case can be carried out in the same way. We have n (0) = 0, since f (0) ≠ 0, and
n (t) = 0 for 0 < t < z j . Then n (t) = 1 from z1 to z2 , n (t) = 2 from z2 to z3 ,
and so on. Thus
z
0
R af
n t
t
dt = z z2
z1
dt
t
+2 z z3
z2
dt
t
+…+ N z R
zN
dt
t
= log z2 – log z1 + 2 (log z3 – log z2 )
+... + N (log R– log z N )
EXTENSION OF THE MAXIMUM MODULUS PRINCIPLE 177
(12) z0
n (t )
R
t
dt ≤ max log f ( z ) .
z =R
This inequality puts a restriction on the number of zeros that such a function
can have in a disk z < r < R. This can be easily seen by considering the following
simple case:
n (R / 2) log 2 = n (R / 2) z
R /2
R dt
t
n (t )
t
≤
dt ≤ log Mz
R/ 2
R
z 0
R n (t )
t
dt =
2π 0 z
1 2 π log | f (Reiθ) | dθ – log f ( 0) ,
where n (t) is the number of zeros zk with z k ≤ t. If f (0) = 0, then we can consider
f ( z)
the function , where p is the order of the zero at 0. Then Jensen’s formula
zp
gives
z0
R n (t )
t
dt =
2π 0 z
1 2 π log | f (Reiθ) | dθ – p log R – log f ( 0) .
Since f has at least one zero of modulus k, k = 1, 2, ..., [R], we may take
roughly that n (t) is at least t, so
z0
R
t–1 n (t) dt ≥ R,
and
1
2π z
0
2π
log | f (Reiθ) | dθ ≤ log A + BR,
≤
1 2π
2π 0 z
log | f (Reiθ) | dθ – p log R – log f ( 0) .
Since log | f (Reiθ) | ≤ log A + BR, it follows that
[R] – 1 – log [R] ≤ log A + BR – p log R – log f (0).
But this is impossible for large R if B < 1.
2
Exercise 2: Let f be an entire function with f ( z ) ≤ A exp ( B z ) . Let f
has at least n zeros on each circle z = n (n = 1, 2, 3, ...).
Then f (z) ≡ 0 provided B < 1/4.
Assume (as in the above Exercise 1) that f (0) ≠ 0. Then
n (t) ≥ 1 + 2 + 3 + ... + [t]
[t ] ([t ] + 1) t2
= or about .
2 2
Hence z0
R
t –1 n (t) dt is approximately
1
2 z 0
R
t dt =
R2
4
.
However,
1 2π
2π 0 zlog | f (Reiθ) | d θ ≤ log A + BR2,
therefore we will get a contradiction if B < 1/4.
Using the same ideas as above we proceed as follows:
(t − 1) t
We have n (t) ≥ for R ≥ t ≥ 1,
2
0 z
R n (t )
t
dt ≥
1
1 [ R]
2 1 z
(t – 1) dt
≥ ([R] – 1)2,
4
whereas
1
4
([R] – 1)2 ≤
1 2π
2π 0 z
log | f (Reiθ) | dθ
≤ log A + BR2.
We now consider the case when f has infinitely many zeros in z < 1. Suppose
now that f is analytic and bounded in the disk z < 1. Let f ( z ) ≤ M, and number
the zeros in order of increasing modulus. Then by Jensen’s formula, when R < 1,
(13) ∑ log
zj ≤ R
R
zj
≤ | log | f (0) | | +
1 2π
2π 0 z
log | f (Reiθ) | dθ
Since the right side of (8) is independent of R, we can let R → 1 and get the
inequality
∞ 1
(14) ∑ log ≤ | log | f (0) | | + log M.
j =1 zj
1
log = – log [1 – ( z j ) ]
zj
1
= (1 − z j ) + (1 − z j )2 +
2
≥ 1 – zj .
Phragmen-Lindelöf Theorem
Let f be analytic in a strip α1 ≤ α ≤ α2 and bounded in absolute value by 1 on
the sides of the strip. Let there be a number n ≥ 1 such that
e j in the strip.
η
f (S) = 0 e s
Then f is bounded by 1 in the whole strip.
Proof : By assumption, for sufficiently large t ,
λ
t
f (α + it ) ≤ e where λ > η.
Choose an integer k ≡ 2 (mod 4) such that k > λ. If S = reiθ, then
Sk = rk (cos kθ + i sin kθ)
and kθ is near to π.
Consider the function
K
hε (S) = h (S) = f (S) e ε S , with ε > 0.
180 THE ELEMENTS OF COMPLEX ANALYSIS
O a2
a1
–T
Fig. 11.I
It follows that for large T the function h (S) is bounded by 1 on the horizontal
segment t = T, α1 ≤ α ≤ α2. It is also clear that | h (S) | is bounded by 1 on the
boundary of the rectangle, as shown in Fig. 11.I. Hence
k
f ( S ) ≤ e −εr cos kθ
inside the rectangle. This is true for ε > 0, and so
f ( S ) ≤ 1 inside the rectangle.
This proves the theorem.
Our next theorem gives the batter result regarding the behaviour of the
function, and so we assume that the function is analytic in a whole strip.
1
hε ( S ) ≤ ,
ε t
K
and therefore f ( S ) hε ( S ) ≤ .
ε t
K
Let ε be small, and choose t = ± . On the boundary of the rectangle with
ε
K
sides at α = a, α = b with top and bottom ± , we find that fhε ≤ 1. Hence fhε
ε
≤ 1 on the whole of the rectangle.
Letting ε → 0 we get
f ≤ 1 on the strip.
In order to consider the general case, let
b−s s−a
b−a b−a
g (S) = M ( a) M (b) .
Then g is entire, has no zeros, and 1/g is bounded on the strip. It follows that
g ( a + it ) = M (a) and g ( b + it ) = M (b)
for all t. Thus
Mf | g (a) = Mf | g (b) = 1.
Making use of the first part of the proof, it follows that
| f | g | ≤ 1.
Hence
f ≤ g and this completes the proof.
M (ρ) = sup f ( z ) .
z =ρ
log
FG ηIJ log M (ρ) ≤ log FG ηIJ log (ξ) + log FG ρ IJ log M (η).
H ξK H ρK H ζK
Proof : Let φ (s) = f (es). Then φ is analytic and bounded on the strip a ≤ α
≤ b, where ea = ξ and eb = η. Applying the first convexity theorem we get the result.
In order to state the next theorem we need to define the growth exponent of
f. Let f be analytic in the neighbourhood of a vertical line α + it, with fixed α, and
assume that
182 THE ELEMENTS OF COMPLEX ANALYSIS
v
f (α + it) = 0 ( t )
for some positive number v. The infimum of all such v is called the growth exponent
of f. Denote this by ψ (α). It follows that
ψ (α ) + ε
f (α + it) = 0 ( t )
for every ε > 0, and ψ (α) is the least exponent which makes the inequality true.
(15) Γ (z) = z
0
∞ dt
t
t z e −t
, Re z > 0.
In order to see that Γ is analytic for Re z > 0, we need to know that the
integral converges uniformly on each compact subset of the right-hand half plane.
The proof is not very interesting and so we omit them. We shall now establish the
following useful result:
EXTENSION OF THE MAXIMUM MODULUS PRINCIPLE 183
z R
0
t z – 1 e − t dt.
Integrating by parts (differentiating e–t and integrating tz–1) we get
1 R z –t
z–1 e–t tz
z 0
t e dt.
R
0
+ z
When R → ∞, the integrated terms drop out because
lim e–R Rz = 0, and the integral becomes Γ (z + 1).
R→∞
Thus we obtained
Γ (z + 1) = zΓ (z), when Re z > 0.
This is called the function equation for the gamma function. It is easy to
check that when n is 0 or a positive integer, then Γ (n + 1) = n!
dt
Integrals like (15) are called Mellin transforms. We write because this
t
expression is invariant under “multiplicative translations”. This phrase means: Let
f be any function which is absolutely integrable on 0 < t < ∞. Let c be a positive
number. Then
0 z dt
∞
t
=
0
∞ dt
f (t ) .
f (ct )
t z
This can be verified by the change of variables formula. Note that, by replacing
t by nt where n is a positive integer,
(17)
∞
1
ns
= z
0
∞
e–nt ts
dt
t
, for Re s > 0.
We shall now obtain a very useful formula for the gamma function. Let
(18) Γ (p) = z 0
∞
Similarly, we have
Γ (p) = 2 z ∞
0
2
y2p – 1 e − y dy.
Thus
Γ (p) = 2 z ∞
0
2
x2q – 1 e − x dx
0
∞
0
x2q – 1 y2p – 1 e − ( x
2
+ y2 )
dx dy
184 THE ELEMENTS OF COMPLEX ANALYSIS
Γ (p) Γ (q) = 4 z0
∞ 2
e − r r dr z π/ 2
0
(r cos θ)2q –1 (r sin θ)2p – 1 dθ
=4 z0
∞
r2p + 2q – 1 e − r dr
2
z0
π/ 2
(cos θ)2q–1 (sin θ)2p – 1 dθ
(20) = 2Γ (p + q) z π/ 2
0
(cos θ)2q–1 (sin θ)2p – 1 dθ.
1
If we take p = q = , we get
2
1
2 zπ.
0
∞ 2
e − x dx =
(21) 2 z0
π/ 2
(cos θ)2q – 1 (sin θ)2p – 1 dθ =
The right-hand integral in (21) is called the beta function B (p, q).
z0
1
xp – 1 (1 – x)q – 1 dx.
y
Now let x = , then
1+ y
B (p, q) = z
0
∞ y p −1
(1 + y) p + q
dy.
(23) z0
∞ y p −1
1+ y
dy = Γ (p) Γ (1 – p).
π
The left-hand integral of (23) is equal to when 0 < p < 1 (see worked
sin πp
out example 27). Hence we obtain
π
(24) Γ (z) Γ (1 – z) = , 0 < z < 1.
sin π z
F 1I =
In particular, we take z = 1/2 to get Γ
H 2K π . Since Γ (1 – z) = ∞ when
(Stirling’s Formula)
Stirling’s formula is the asymptotic development of the gamma function.
The following is the statement giving an exact error term:
1
where P1 (t) = [t] – t + , a periodic function of period 1 with average 0 over a
2
period ([t] denotes the largest integer ≤ t).
We do not prove Stirling formula in this form. Stirling formula with
expressions that involve factorials are proved at the end of the book (see Exercise 53).
This formula is useful in probability and statistical mechanics.
We now prove another simple formula which is called Euler’s summation
formula.
Euler’s Formula
Let f be any continuously differentiable function of a real variable.
Then
(26) ∑
n
k=0
f (k) = z n
0
f (t) dt +
1
2
(f (n) + f (0)) + z0
n
P1 (t) f ′(t) dt.
Proof : Note that P1′ (t) = 1 for t ≠ an integer. Integrating by parts (with u = P1
(t) and dv = f ′(t)), we have
z z
k
k
P1 (t) f ′(t) dt = P1 (t) f (t) |kk − 1 − f (t) dt
k −1
k −1
1
2
=
(f (k) + f (k – 1)) –
k
k −1
f (t) dt.
We take the sum from k = 1 to k = n. Adding the integral
z
n
z n
0
f (t) dt and
1
2
(f (n) + f (0))
We now apply Euler’s formula for the function f (t) = log t. We have
log n! = z 1
n
log t dt +
1
2
log n + z1
n
t–1 P (t) dt
Hence
n! ~ nn + (1/2) e–n τ (n),
186 THE ELEMENTS OF COMPLEX ANALYSIS
where lim τ (n) = A exists, by using the reasoning used in proving the convergence
n→∞
Some more problems are solved on these topics and interested readers can
see the solved exercises at the end of this book.
EXERCISES
log Rm – n
b1 ... bn
a1 ... am
f (0) =
1
2π
z2π
0
log f ( re iθ ) dθ
ε z
3. Suppose that f is the entire function such that f ( z ) ≤ c (ε) e for every ε > 0.
Suppose also that f is bounded on the real axis. Then show that f is a constant.
4. Let V be the right-half plane. Let f be continuous on the closure of V and analytic on
V. Suppose that there are constants A > 0 and α < 1 such that
α
f ( z) ≤ A e z
for all z in V. Suppose also that f is bounded by 1 on the imaginary axis. Then prove
that f is bounded by 1 on V. Prove also that the result does not hold if α = 1.
5. Find the radius of convergence of
∑ zn Γ (n + 1/2) / n !
6. Prove that for Re z ≥ 0,
z LMN et OP dt.
−t
Γ ′ ( z) ∞ e − zt
= −
Γ ( z) 0
1 − e −t Q
12 ELLIPTIC FUNCTIONS
We assume that the reader is familiar with the preliminary notions of abstract
algebra, which are very essential for the general theory of elliptic functions. We
begin with some basic definitions.
12.1 GROUPS
A group is a set G together with operation defined between a, b ∈ G ((a o b) or ab)
satisfying
(i) for all a, b ∈ G, ab ∈ G;
(ii) a (bc) = (ab) c;
(iii) there exists an element e ∈ G (called the identity element) such that
a ⋅ e = e ⋅ a = a for all a ∈ G;
(iv) to each element a ∈ G, there exists an element a–1 ∈ G (called the inverse
to a ) such that aa–1 = a–1 a = e.
A set G satisfying just the first two axioms is called a semi-group. If G is a
group and if for all a, b ∈ G,
ab = ba;
then G is called abelian.
A subset S of a group G is called a subgroup if S is itself a group with
respect to the operation in G.
A lattice is the complex plane C is a subgroup which is free of dimension 2
over the set of integers, and which generates C over the reals.
Let w1, w2 be a basis for a lattice L over the set of integers. We write
L = [w1, w2].
Such a lattice is illustrated in Fig. 12.I
Let L = [w1, w2] and let β ∈ C. The set consisting of all points
β + t1w1 + t2 w2, 0 ≤ ti ≤ 1
is called a fundamental parallelogram with respect to the given basis for the lattice.
187
188 THE ELEMENTS OF COMPLEX ANALYSIS
Note that we can also take the values 0 ≤ ti < 1 to define a fundamental
parallelogram.
W1
W2
Fig. 12.I
We state some useful properties of elliptic function and the proof is left to
the reader.
We assume that 0 < arg (2w2/2w1) < π.
Properties: (i) The sum, difference, product and quotient of any two
co-periodic elliptic functions are also elliptic with the same period.
(ii) The set of all co-periodic elliptic functions forms a field.
(iii) A rational function of co-periodic elliptic functions is an elliptic function
with the same period.
(iv) The derivative of an elliptic function is an elliptic function with the same
period.
(v) An elliptic function which is entire is a constant.
Theorem 1. Let P be a fundamental parallelogram for the lattice L. Let ∂P
denotes the boundary of P. Suppose that the elliptic function f has no poles on ∂P.
Then the sum of the residues of f in P is 0.
Proof : Let P (Fig. 12.II) be a fundamental parallelogram.
z0 z0 + 2w1
Fig. 12.II
Σ Res f =
1
2πi z ∂P
f ( z ) dz.
Now
z ∂P
f ( z ) dz = z z 0 + 2 w1
z0
f ( z ) dz + z z 0 + 2 w1 + 2 w2
z 0 + 2 w1
f ( z ) dz
+ z z 0 + 2 w2
z 0 + 2 w1 + 2 w2
f ( z ) dz + z z0
z 0 + 2 w2
f ( z ) dz
= z z0
z 0 + 2 w1
f ( z ) dz + z z0
z 0 + 2 w2
f ( z + 2 w1 ) d ( z + 2 w1 )
+ z z0
z 0 + 2 w1
f ( z + 2 w2 ) d ( z + 2 w2 ) + z z0
z 0 + 2 w2
f ( z )dz
= zz0
z 0 + 2 w1
{ f ( z ) − f ( z + 2 w2 )} dz + z z 0 + 2 w2
z0
{ f ( z + 2 w1 ) − f ( z )} dz .
190 THE ELEMENTS OF COMPLEX ANALYSIS
0=
1
2πi z∂P
f ′( z )
f (z)
dz
f ′( z )
= sum of the residues of at singularities inside P.
f ( z)
= Σmi.
Theorem 3. Let the hypotheses of Theorem 2 hold. Then Σ mi zi ≡ 0 (mod ⋅
2w1, 2w2).
f ′( z )
Proof : Since Res zi = mi zi, then
f ( z)
1 z ⋅ f ′( z )
2πi ∂P f ( z ) z
dz = Σ mi zi.
z0 + 2 w1
z
f ′( z )
f (z)
dz
+ z z 0 + 2 w2
z0 + 2 w1 + 2 w2
z
f ′( z )
f (z)
dz + z z0
z 0 + 2 w2
z
f ′( z )
f ( z)
dz
OP
Q
= 1
2 πi
LM
N z
z0
z0 + 2 w1
{z − ( z + 2 w2 )}
f ′( z )
f (z)
dz + z z 0 + 2 w2
z0
{z + 2 w1 − z}
f ′( z )
f (z)
dz
OP
Q
=
1 L
2 πi MN
2w 1 z
z0
z 0 + 2 w2 f ′( z )
f ( z)
dz − 2 w2 z
z0
z0 + 2 w1 f ′( z )
f (z)
dz
OP
Q
1
= [2 w1[log f ( z )]zz00 + 2 w2 − 2 w2 [log f ( z )]zz00 + 2 w1
2 πi
1
= (4πimw1 + 4πi nw2)
2πi
= m2w1 + n2w2.
ELLIPTIC FUNCTIONS 191
N
Then Smn ≤ Σ S′k
1
where S′k is the sum obtained by adding absolute values of the terms of Sk and k = max
(m, n). Thus the lemma is proved.
The Weierstrass function is defined by
P (z) =
1
+ ΣΣ ′
RS 1 1
− 2
UV
z 2
T
( z − Ω mn ) 2
Ω mn W
where Ωmn ≠ 0, Ωmn = m2w1 + n2w2 ≡ 0 (mod, 2w1, 2w2). Note that the summation
ΣΣ ′ extends over all positive and negative integers m, n except m = 0, n = 0
simultaneously.
Observe that the series expression for P shows that it is meromorphic with
pole of order two at Ωmn.
We now show that the series for P (z) converges absolutely and uniformly for
every z except z = Ωmn.
192 THE ELEMENTS OF COMPLEX ANALYSIS
1 1 2Ω mn z − z 2
− =
( z − Ω mn ) 2 Ω 2mn Ω 2mn ( z − Ω mn ) 2
{2 | Ω mn | + | z |} | z |
≤
| Ω mn |4 | 1 − ( z / Ω mn ) |2
3 | Ω mn | | z |
<
| Ω mn |4 | 1 − ( z / Ω mn ) |2
provided | z | ≤ | Ωmn |
12
≤ | z |, provided | z | ≤ | Ωmn | .
| Ω mn |3
Proof : P (z) =
1
+ ΣΣ ′′
RS 1 1
− 2
UV + ΣΣ ′′ RS 1 −
1 UV
z 2
T
( z − Ω mn ) 2
Ω mn W T (z − Ω′ mn )
2
Ω ′mn2 W
where Ωmn = m2w1 + n2w2, Ω′mn = – mw1 – n2w2; m is positive integer and n is any
integer.
Note that the summation ΣΣ″ extends over all positive integers m, any integer
n except m = 0, n = 0 simultaneously. Setting – z for z in the above expression for
P (z), we find that P (z) = P (– z).
(ii) The function P (z) is doubly periodic with periods 2w1, 2w2.
Proof : P (z) =
1
+ Σ Σ′
RS1 1
− 2
UV
z 2
T
( z − Ω mn ) 2
Ω mn W
=
1
+
1
−
1
+ Σ Σ ′′
1 RS1
− 2 .
UV
z 2
( z − 2 w1 ) 2
(2 w1 ) 2
( z − Ω mn ) 2
T
Ω mn W
Note that ΣΣ″ is a summation for all m, n except m = 0, n = 0 and m = 1, n = 0.
P (z + 2w1) =
1
+
1
−
1
+ Σ Σ ′′
RS1 1
− 2
UV
z 2
( z + 2 w1 ) 2
(2 w1 ) 2
T
( z + 2 w1 – Ω mn ) 2
Ω mn W
=
1
+ Σ Σ′
RS 1
−
1 U
V = P (z).
z 2
T
( z − Ω mn ) 2 Ω W 2
mn
Note that the function P (z) is elliptic but a doubly periodic function need not
be elliptic. For example, the function exp [P (z)] is doubly periodic but not elliptic.
The derivative of P is defined by
2 2
P ′(z) = – 3
− Σ Σ′
z ( z − Ω mn )3
1
= – 2 ΣΣ .
( z − Ω mn )3
Note that the summation Σ Σ is extended over all positive and negative integral
values of m and n and m = 0, n = 0.
Observe that P ′ being the derivative of P is an odd elliptic function with the
same periods.
We now obtain the power series development of P and P ′ in the
neighbourhood of z = 0 from which we shall get the algebraic relation holding
between these two functions.
Theorem 4. The function P (z) is representable by the power series
1 ∞ k
P (z) = 2
+ Σ a2 k z 2
z k =1
k
where a2 k = (2k + 1) Σ Σ ′ Ω −mn( 2 + 2)
.
1
Proof : Note that the function P (z) – is analytic in the neighbourhood of
z2
z = 0 and so is expressible in a power series of z in | z | = | 2w | where | 2w | = min
(| 2w1 | , | 2w2 |).
Write Σ Σ′
RS 1 − 1 UV
T (z − Ω ) Ω Wmn
2 2
mn
R| U|
= Σ Σ′ S
| 1
−
1 |V
|| Ω FG1 − z IJ Ω
2
2 2
mn ||
T H Ω K
mn
mn W
= Σ Σ′ S
R 2z + 3z + ...UV2
TΩ Ω W
3
mn
4
mn
R
= Σ Σ ′ S∑(v + 1)
z U
VW
v
T
v Ω v+2
mn
R
= Σ S( v + 1) Σ Σ ′
1 U
VW z v
T Ω v+2
mn
= Σ av z v
v
194 THE ELEMENTS OF COMPLEX ANALYSIS
1
where av = (v + 1) Σ Σ ′ .
Ω vmn+ 2
But P (z) is an even function, so av = 0 for all odd integral values of v. Hence,
the result follows.
It follows from Theorem 4 that P ′(z) is represented by the power series
2
P ′ (z) = – 3 + 2a2 z + 4a4 z3 + ...
z
k
where a k = (2k + 1) Σ Σ ′ Ω −mn( 2 + 2 ) .
2
1
Proof : We have P (z) = 3 + a2z2 + a4z4
z
2
and P ′(z) = – 3 + 2a2 z + 4a4z3 + ...
z
where a2 = 3 Σ Σ′ Ωmn
–4
, a4 = 5 Σ Σ′ Ωmn
–6
, etc.
4 8a2
Then P ′2 (z) = − 2 – 16a4 + terms involving positive powers of z.
z6 z
1 3 a
P 3(z) = 6 + 22 + 3a4 + terms involving powers of z.
z z
20 a2
Now 20a2 P (z) = 2 + 20a22 z2 + 20a4 a2z4 + ... + ... .
z
Thus
(1) P ′2(z) – 4P 3 (z) + 20 a2P (z) = – 28a4 + terms containing powers of z.
The left side of (1) is an elliptic function of order zero and so is a constant. It
now follows from equation (1) that
C = – 28a4 where C is a constant.
Hence P ′2 (z) = 4P 3 (z) – 20 a2 P (z) – 28a4
where a2 = 3 Σ Σ′ Ωmn
–4
, a4 = 5 Σ Σ′ Ωmn
6
.
Writing 20 a2 = g2 and 28 a4 = g3, we obtain
(2) P ′2 = 4P 3 – g2P – g3.
N
4 P (u1 ) − P (u2 ) Q
where u1, u2 are complex numbers.
Proof : Write
pi = P (ui), p′i = P ′(ui)
where u1 + u2 + u3 = 0.
Proceeding similarly as in Theorem 6 we find that pi, p′i satisfy the equations
(3) y – ax – b = 0
and
(4) y2 = 4x3 – g2x – g3
where y = P ′ (u), x = P (u).
Thus, pi satisfy the equation
(5) 4x3 – g2x – g3 – (ax + b)2 = 0
i.e. 4x3 – a2 x2 – (g2 + 2ab) x – (g3 + b2) = 0.
a2
We have p1 + p2 + p3 = ,
4
196 THE ELEMENTS OF COMPLEX ANALYSIS
g2 + 2 ab
p1 p2 + p1 p3 + p2 p3 = – ,
4
g3 + b 2
and p1 p2 p3 = .
4
Solving (3), we obtain
p1′ − p2′ p p ′ − p2 p1′
a= ,b= 1 2 .
p1 − p2 p1 − p2
Hence p1 + p2 + p3 =
FG
a 2 1 p1′ − p2′
=
IJ . 2
4 4 p1 − p2H K
This proves the theorem.
4 p ′( z ) N Q
12.5 THE WEIERSTRASS’ ZETA FUNCTION
The Zeta function is defined by
(6) ζ(z) =
1
+ ΣΣ ′
RS 1
+
1 z
+ 2
UV .
z T
( z − Ω mn ) Ω mn Ω mn W
where Ωmn = 2mw1 + 2nw2 and m, n are integers, not simultaneously zero.
Note that the summation ΣΣ′ extends over all integers m, n except m = 0,
n = 0 simultaneously.
It follows from the absolute and uniform convergence of the series for P (z)
that the series for ζ (z) in (6) converges absolutely and uniformly.
Observe that ζ is an odd function. Observe also that ζ and P are connected
by the relation
(7) P (z) = – ζ′ (z).
Theorem 8. The function ζ is represented by the power series
1 a2 3 a4 5 a2n
ζ (z) = − z − z – ... – z2n + 1 – ...
z 3 5 (2n + 1)
where ak = ΣΣ′ (k + 1) Ωmn
– (k + 2)
.
Proof : ζ(z) =
1 RS
+ ΣΣ ′
1
+
1 z
+ 2 .
UV
2 T ( z − Ω mn ) Ω mn Ω mn W
1 Rz
= − ΣΣ ′ S
2
+
z3
+ ... .
UV
z TΩ 3
mn
4
Ω mn W
Since ζ is an odd function, hence, the coefficients of z2k for k = 1, 2, 3, ... in
the above expression are zero. Thus the theorem is proved.
ELLIPTIC FUNCTIONS 197
z∂P
ζ( z ) dz = 2πi Σ residue of ζ .
Since ζ has residue 1 at 0 and no other pole in a fundamental parallelogram
containing 0. Hence
z ∂P
ζ( z ) dz = 2πi.
z ∂P
ζ( z ) dz = z z0 + 2 w1
z0
ζ( z ) dz + z z 0 + 2 w1 + 2 w2
z 0 + 2 w1
ζ( z ) dz
+ z z 0 + 2 w2
z 0 + 2 w1 + 2 w2
ζ( z ) dz + z z0
z 0 + 2 w2
ζ( z ) dz
= z
z0
z 0 + 2 w2
= 4η1w2 – 4η2w1.
{ζ( z + 2 w1 ) − ζ( z )} dz – z z0
z 0 + 2 w1
{ζ( z + 2 w2 ) − ζ( z )} dz
π
Hence η1w2 – η2w1 = i.
2
Note that it follows from the property (ii) that ζ is not a doubly periodic, so
it is not an elliptic function. It follows from Legendre relation that η1, η2 cannot be
both zero simultaneously. The numbers η1 and η2 are called basic quasi periods
of ζ.
198 THE ELEMENTS OF COMPLEX ANALYSIS
(8) σ (z) = z Π
|RSFG1 − z IJ exp FG z +
1 z2 IJ |UV .
m, n |TH Ω K H Ω
mn mn 2 Ω 2mn K |W
Note that multiplication is extended over all positive and negative integers
m, n except m = 0, n = 0 simultaneously.
Properties: (i) σ (kz, kw1, kw2) = kσ (z, w1, w2).
d
(ii) [log σ(z)] = ζ(z).
dz
(iii) The function σ is represented by the power series
σ(z) = z + C1 z5 + C2z7 + ... + Cn z2n + 3 + ...
g2 g
where C1 = – , C2 = – 3 , ...
240 840
The proof of (i) and (ii) follows from the definition of the function ζ.
Proof of (iii) : We have
log σ( z ) =
z z RST
0
z
ζ( z ) −
1
z
UV
dz
W
= z RST
0
z
– a2
z3
3
− a4
z5
5
− ... a2 n
z 2n + 1
(2n + 1)
− ... dz
UV
W
a2 4 a 4 6
=– z – z – ...
12 30
Thus σ(z) = z exp [– z4 Q(z)]
a2 a4 2
where Q (z) = + z + ...
12 30
i.e.,
RS
σ (z) = z 1 − z 4 Q ( z ) +
z8 2
Q ( z ) + ...
UV
T 2! W
a2 5 a4 7
=z– z − z – ... .
12 30
Hence σ (z) = z + c1 z5 + c2 z7+ ... + cn z2n + 3 + ...
a2 g a g
where c1 = – = − 2 , c2 = – 4 = − 3 .
12 240 30 840
(iv) σ is an odd function
This follows from the property (iii).
(v) The function σ and P are connected by the relation
d2
P (z) = – {log σ (z)}.
dz 2
ELLIPTIC FUNCTIONS 199
RS F Ω mn I UV
σ(z + Ωmn ) = (– 1)m + n + mn exp 2 ηmn z +
T H 2 K
σ( z )
W
where 2ηmn = 2mη1 + 2nη2.
Proof : It follows from property (ii) (12.5) that
ζ(z + Ωmn) = ζ(z) + 2ηmn
σ ′( z + Ω mn ) σ ′( z )
i.e. = + 2ηmn.
σ( z + Ω mn ) σ( z )
Integrating, we get
log σ (z + Ωmn) = log σ (z) + 2ηmn z + C
where C is a constant.
Thus σ(z + Ωmn) = exp {(2ηmn z + C)} σ (z)
RS F Ω mn I UV
= exp 2 ηmn z +
T H 2 K
+ C ′ σ (z)
W
i.e.
RS F Ω mn I σ(z)UV .
(9) σ (z + Ωmn) = A exp 2 ηmn z +
T H 2 K W
where A = eC ′ .
We need to determine A.
= – 1.
F Ω I
H 2K
σ − mn
Ω mn
The function σ′ is an even function and it has no zeros at . Note that σ
2
has simple zeros at Ωmn. Hence,
RS F Ω mn I UV
σ(z + Ωmn) = ( – 1)m + n + mn exp 2 ηmn z +
T H 2 K
σ( z ) .
W
The following properties of the function σ are the special cases of Theorem 9.
Properties: (vi) σ (z + 2w1) = – exp {2η1 (z + w1)} σ (z);
σ (z + w2) = – exp {2η2 (z + w2)} σ (z);
σ (z + 2w3) = – exp {2η3 (z + w2)} σ (z).
σ( z − β )
(vii) If ψ (z) =
σ( z − δ )
then ψ (z + Ωmn) = exp {2ηmn (δ – β)} ψ (z).
Theorem 10. Let β be a complex constant other than the periods. Then
σ( z + β) σ( z − β)
P (z) – P (β) = .
σ 2 ( z ) σ 2 (β)
Proof : The function P (z) – P (β) has zeros at β and – β, and has a double pole
at 0. Hence
σ( z + β) σ( z − β)
(10) P (z) – P (β) = A
σ 2 (z)
where A is a constant.
Multiplying (10) by z2 and letting z → 0, we find that
1
A=– 2
.
σ (β)
σ 2 ( z)
Note that → 1 and z2 P (z) → 1 as z → 0. Thus the theorem is proved.
z2
EXERCISES
1. Prove that
P ′′( z )
P ′ (2z) = {P (z) – P (2z)} – P ′(z).
P ′( z )
2. Prove that
P ′( z + w1 )
=−
RS
P (1/ 2 w1 ) − P ( w1 ) UV .
2
P ′( z ) T
P ( z ) − P ( w1 ) W
3. Prove that
{P ( z ) − P (1/ 2 w1 )}2 {P ( z ) − P ( w2 + 1/ 2 w1 )}2
P (2z) – P (w1) =
{P ( z )}2
ELLIPTIC FUNCTIONS 201
1
circle | z | = 1, the function g(z) = is analytic except at z = 1, and g(z) = f (z)
1– z
within | z | = 1. Thus g is the analytic continuation of f over the rest of the plane.
There are several methods of analytic continuation of which the simplest
(but tedious) is by power series. We indicate below how this is done:
With every non-singular point of the original region there is associated a
circle of convergence say, C1 of the Taylor series about this point. This circle C1 will
pass through the nearest singularity of the function. By selecting a new point of
expansion in C1 another Taylor series with a new circle of convergence say, C2 can
be constructed. The process can of course be repeated indefinitely.
If the union of sets of all such circles does not extend beyond the boundary
of the original region, this is called a natural boundary and analytic continuation
across it is not possible. A simple example is furnished by
∞ n
f (z) = Σ z = z + z2 + z4 + ... .
2
(1)
n=0
This series converges for | z | < 1 and this f satisfies the following functional
equations
202
ANALYTIC CONTINUATION, DIFFERENTIAL EQUATIONS 203
f (z2) = f (z) – z
f (z4) = f (z) – z – z2
......................................
n
n −1 k
f (z 2 ) = f ( z) − Σ z 2
k=0
n n
iθ 2
This shows that if z = eiθ is a singularity of f (z), the roots of z 2 = (e ) are
also singularities where n is any integer. Hence, the existence of a single singularity
on the circle of convergence implies an infinite number of singularities in every θ
interval. Thus | z | = 1 is a natural boundary of (1) and analytic continuation across
| z | = 1 is therefore not possible.
If there is no natural boundary, functions which are defined and analytic in
some region can frequently be extended to analytic functions in some larger region.
In performing analytic continuations we must check whether the singularities are in
the interior to any of the circles of convergence. The process of analytic continuation
is unique and leads to the same value for a function at a point, since, the power
series representation of the function about this point is unique. We shall discuss this
in detail in 13.3 and 13.4.
g(0) = z0
g(S1)
D0
g(S2)
D1
g(1) = zn
D2
Dn
Fig. 13.I
204 THE ELEMENTS OF COMPLEX ANALYSIS
Let P = {D0, D1, ..., Dn} be finite sequence of disks such that Di –1 ∩ Di ≠ φ for
i = 1, 2, ..., n. We call P a chain. We say that the chain P cover the path γ if the image
γ ([si, si + 1]) ⊂ Di, i = 0 1, 2, ..., n – 1.
If (f0, D0) can be continued along this chain P to (fn, Dn), we say that (fn, Dn)
is an analytic continuation of (f0, D0) along the path γ.
Let γ be covered by the chain P1 = {B0, B1, ..., Bm} and the chain P2 = {E0, E1,
E2, ..., En} where B0 = E0 = D0. Suppose that (f, D0) is analytically continued along
P1 to an element (gm, Bm) and along P2 to an element (hn, En). It can be easily verified
that
gm = hn in Bm ∩ En.
Since Bm and En are disks with the same centre γ (1), hence gm and hn have the
same power series expansion about γ (1). By replacing Bm and En by larger disk
(whichever is the larger one of the two) we find that gm = hn.
Example: Let D0 be a disk centred at z0 = 1 and radius greater than zero but
less than 1. Define f0 (z) = log z on D0. Let γ be the circle of radius 1 oriented
counterclockwise. Let (f1, D1) be the analytic continuation of log z along this γ. It
can be easily seen that
f1(z) = log z + 2πi
near the point z0 = 1. This shows that f1 differs from f0 by a constant, and is, not
equal to f0 near the point z0 = 1.
L
x
Ω*
Fig. 13.II
ANALYTIC CONTINUATION, DIFFERENTIAL EQUATIONS 205
f (z) = f ( z ) ( z ε Ω*)
(see Fig. 13.II).
We shall now prove a result that generalizes the Schwarz reflection principle.
Theorem 2. With Ω and L as in the statement of Theorem 1, let f1 be analytic
in Ω and continuous in Ω ∪ L. Suppose that f2 is analytic in Ω* and continuous in
Ω* ∪ L. Suppose also that f1(z) = f2 (z) for all z ε L. Then f2 is an analytic continuation
of f1 across L.
Observe that Theorem 1 follows from Theorem 2 when f2(z) = f1 ( z ) .
Proof : In order to prove this theorem, we need to consider a disc D, centred
on L, with its upper half in Ω, and prove that f can be continued analytically across
the diameter L1 of D. We will then have the situation (see Fig. 13.III), where L* is a
Hence,
| z L*
f ( z ) dz − z L1
f ( z ) dz | < ε
z L1 ∪ ∂D
f ( z ) dz = 0
L*
L1 L
Fig. 13.III
F (z) =
1 f (w)
2πi C ∪ C* w − z
dw z
(see Fig. 13.III).
206 THE ELEMENTS OF COMPLEX ANALYSIS
at z0 + r. (This point is not necessarily a singular point of the kind we have been
discussing up to now.)
Proof : We shall prove the result by contradiction.
∞
Let f (z) = Σ ak z k has radius of convergence 1 and ak ≥ 0, and a direct
k=0
analytic continuation past the point 1 is possible. Then the extended function would
1
be analytic in some disc D centred at 1, and a disc centred at , with radius r1 just
2
1
greater than , would be contained in D ∪ {| z | < 1} (see Fig. 13.IV).
2
F 1I = Σ
∞ k! 1 FI k−n
Then f (n)
H 2K k = n ( k − n )!
ak
2 HK ,
ANALYTIC CONTINUATION, DIFFERENTIAL EQUATIONS 207
1
1 Ω
O 2
Fig. 13.IV
1
and the Taylor series of f about for a real x > 1 would be
2
f (x) = Σ
∞
F
f ( n ) (1/2) 1 I n
n=0 n!H x−
2 K
1 F
x− I FI
∞ n ∞ k−n
1 k! 1
= nΣ= 0 H Σ
2K HK
ak
n! k = n ( k − n )! 2
Since everything is positive in the above expression, it follows that
∞
f (x) = Σ ak Σ
1 k 1 F k! 1 I n
FI k−n
(*)
k=0 n = 0 n!
x−
H
2 ( k − n)! 2 K .
HK
Note that the inner series in above equation (*) is the binomial series for
LMF x − 1 I + 1 OP k
NH 2 K 2 Q = xk,
∞
therefore f (x) = Σ ak x , k > 1.
k
k=0
But this is the original power series for f, now with x > 1, although we assumed
to begin with that f was not analytic in any disc of radius greater than 1, centred at
0. Thus we got a contradiction and this shows that f cannot be continued directly
across x = 1.
Observe that the argument is unaffected if we assume that all the coefficients,
except for a finite number, are positive.
∞
The proof of the Vivanti-Pringsheim theorem is easy if we assume that Σ ak
k=0
diverges. The following example shows this.
208 THE ELEMENTS OF COMPLEX ANALYSIS
∞
Example: Suppose that Σ ak z has radius of convergence 1. If ak ≥ 0 and if
k
k=0
∞
Σ ak diverges, then f (x) → ∞ as x → 1 along the radius (0, 1).
k=0
∞
Proof : Since ak ≥ 0 and Σ ak diverges, it follows that
k=0
N
Σ ak > M
k=0
> MxN
By taking x sufficiently close to 1, we have
M
f (x) > .
2
But M is arbitrary, so f (x) → ∞.
We now give an illustration which can be expressed by saying that f must
have at least one singular point on its circle of convergence.
∞
Example: (i) If f (z) = Σ ak z is analytic in | z | < R and also at z = r. Then it
k
k=0
x0 r
O
Fig. 13.V
ANALYTIC CONTINUATION, DIFFERENTIAL EQUATIONS 209
continued directly past the real positive point on the circle of convergence. Now we
shall be concerned with conditions that make it impossible to continue the sum of a
power series beyond the disc of convergence in any direction at all. There are
functions that are analytic for | z | < r but cannot be continued analytically outside
this disc. Such a function is said to have a natural boundary on the circle | z | = r.
We shall first verify that such functions do exist.
∞
Example: Prove that f (z) = Σ z n! cannot be continued outside the unit disc.
n =1
Proof : Note that the highest power of z in Pk (z) has exponent pnk + nk ; the
p +1
lowest power in Pk + 1(z) has exponent pnk + 1. Since nk + 1/nk > λ > (1/p) + 1 = ,
p
it follows that the difference of these exponents is pnk + 1 – (p + 1)nk > 0.
In order to construct an example of an overconvergent power series we define
a function f by
∞
f (z) = Σ ak Pk ( z ) ,
k =1
1
where is the coefficient with largest modulus in the binomial expansion of
ak
(1 − z ) nk . It follows from Lemma (with – z instead of z) that Pk (z) contains no powers
that appear in any other Pj (z). Thus, if we replace each Pk (z) by its expansion in
powers of z, we get a power series Σck zk whose partial sums of order (p + 1) nk are
just the partial sums of the series ΣPk (z). Observe that Σ ck zk has an infinite number
of terms with coefficient 1, and none with coefficient of modulus greater than 1. It
follows that the radius of convergence of Σ ck zk is 1. We now show that ΣPk(z)
converges in a set that extends outside the circle | z | = 1; this will mean that a
sequence of partial sums of Σ ck zk (namely, those of index nk) converges in a set that
contains points z with | z | > 1 ; in other words, this will mean that Σ ck zk is over
convergent. This will be possible if there are points ξ outside the unit disc for which
| ξp(1 – ξ) < α < 1, since then Σ ak Pk (ξ) will be dominated by Σ | ak | α nk with | ak |
≤ 1. The existence of such points is obvious, since if
| 1 – ξ | < ε (0 < ε < 1), then
| ξ (1 – ξ) | < | ξ | ε < a provided | ξ | < (α/ε)1/p.
p P
H n K H p + 1K
k
Note that the sequence of partial sums that converges outside the unit disc
consists of the partial sums that end at a gap. Note also that the existence of long
gaps is necessary for overconvergence, in the sense that an overconvergent series
(whose radius of convergence is 1) is always the sum of a series that converges in a
larger disc and a series with long gaps.
ANALYTIC CONTINUATION, DIFFERENTIAL EQUATIONS 211
0 1
Fig. 13.VI
1
Since p = 1 and λ > 2, it follows that p > . We need to show that
λ −1
Σ ak Pk (z) = Σ ak [ z (1 – z )]nk
converges when | 1 – z | < 1.
We know that the series converges for | z | < 1 ; the series also converges for
| 1 – z | < 1, since the series is unchanged if z is replaced by 1 – z.
We now state and prove Hadamard’s gap theorem.
Theorem 4 (Hadamard’s Gap Theorem). If an = 0 except for n = nk, where
nk + 1 ∞
≥ λ > 1, then f (z) = Σ an z n , with a finite radius of convergence, cannot be
nk n=0
has the same gaps in its power series as f does, it is sufficient to prove that f cannot
be analytic at z = 1.
Assume that f is analytic at z = 1, we need to arrive at a contradiction. Consider
now the function
RSL 1 z (1 + z)O UV
nk
w (z) = f
TMN 2
p
PQ W
with p > λ/λ + 1.
n
1 p k
other value of nk. Hence, the series by which we defined w is just the Maclaurin
series of w with its terms grouped. It follows that w is analytic whenever Maclaurin
series of w converges.
Now, since Σak zk has radius of convergence 1, the set E where w is analytic
contains at least the set where
1 p
z (1 + z ) < 1
2
This set contains at least the intersection of the sets where | z | < 1 and | z + 1 |
< 2. Note that the second of these sets contains all the points of the disc | z | ≤ 1,
except for z = 1. But by our assumption f is analytic at z = 1, the point 1 also belongs
1 p
to E, since z (z + 1) = 1 at z = 1. Since E contains a disc of positive radius ε
2
centred at 1, and hence a disc, centred at 0, of radius 1 + δ > 1 (see Fig. 13.VII). It
follows that the Maclaurin series of w has radius of convergence greater than 1 and
hence that
Σak LM 1 r (r + 1)OP
p
nk
N2 Q
converges for some r > 1. Since 12 r p (r + 1) > 1 when r > 1, it follows that Σak ζk
converges for some ζ > 1. This is a contradiction since this series had the radius of
convergence 1. Hence the theorem is proved.
|z+1|=2
|z|=1+d |z|=1
1 |z–1|=e
–1 O
Fig. 13.VII
ANALYTIC CONTINUATION, DIFFERENTIAL EQUATIONS 213
where
∞
p(z) = za(z) = Σ pk z ;
k
(6)
k=0
∞
q(z) = z2b(z) = Σ qk z .
k
(7)
k=0
and
∞
(12) w′(eζ) = Σ (k + α) wk e(k + α) ζ
k=0
∞
(13) w″(eζ) = Σ (k + α)2 wk e(k + α)ζ.
k=0
Taking the Cauchy product of (10) with (12) and (9) with (11) we get
∞
RS k
UV
Σ ( k + α ) 2 wk − ( k + α ) wk + Σ [( m + α ) pk − m wm + qk − m wm ] e(k + α)ζ = 0.
k=0 T m=0 W
Hence, for k ≥ 1
(14) [(k + α)2 + (p0 – 1) (k + α) + q0] wk
k −1
= – Σ [( m + α ) pk − m + qk − m ] wm
m=0
and for k = 0
[α2 + (p0 – 1) α + q0] w0 = 0.
Since (2) is second order differential equation, there should be two arbitrary
constants in the general solution of equation (2). Suppose that w0 is one of them.
Then
(15) α2 + (p0 – 1) α + q0 = 0.
This is called the indicial equation. The two values of α say, α1 and α2
determined by (15) are called the exponents of the regular singularity. Write
ϕ (α) = α2 + (p0 – 1)α + q0.
Then (14) becomes
k −1
(16) ϕ (k + α) wk = – Σ [( m + α ) pk − m + qk − m ] wm .
m=0
It follows that any wk can be determined in terms of {pk}, {qk} and the
preceding wk provided
(17) ϕ (k + α) ≠ 0 for k > 0.
If the indicial equation does not have a double root (α1 ≠ α2) and (17) holds,
(16) will give a distinct solution for each root of (15).
If w0 = 0 where w0 is not arbitrary, (14) gives
[(1 + α)2 + (p0 – 1) (1 + α) + q0]w1 = 0
and for w1 arbitrary, the same indicial equation (15) is satisfied by (1 + α). Continuing
in this way, it can be easily seen that the indicial equation must hold if there are any
arbitrary constants in the series solution (5). It follows that there will be one arbitrary
constant in each distinct solution. Thus there will be two arbitrary constants in the
general solution of (2).
ANALYTIC CONTINUATION, DIFFERENTIAL EQUATIONS 215
When 4 q0 = (p0 – 1)2, the roots of the indicial equation (15) become
1 − p0
(18) α= .
2
It now follows that for this α, (16) can be used to successively determine the
coefficients in (5) for one solution with one arbitrary constant.
Again if the roots of the indicial equation (15) differ by an integer, (16) can
be used to determine successively the coefficients in (5) for one solution. Note that
α is equal to the root with the larger real part.
In each of these cases (7) cannot be used to find a second solution of (2)
where α is given by (18). Observe that in the case where the roots differ by an
integer, the successive determinations is not possible when ϕ (k + α) = 0. In both
these cases a first solution can be found. Denote this first solution by w f1 ( z ) . By the
help of the first solution, the second solution can also be determined. We indicate
below how this is done.
Take w (z) = f (z) w f1 ( z ) in (2).
A little calculation will show that
(19) w f2 ( z ) = w f1 ( z ) z e
exp − z adz j w dz(z) .
2
f2
Since
p0 p( z ) − p0
a(z) – =
z z
is free of singularity at z = 0,
(20)
z 0z
g( z ) dz
w f2 ( z ) = w f1 ( z ) p + 2 α
p0 – 1 = – 2α + n
i.e. p0 + 2α = n + 1, then by inserting (21) into (20) we have
i.e.
∞
w f2 ( z ) = w f1 ( z ) Σ gk
k=0 z z k − n − 1 dz
(22) w f2 ( z ) = w f1 ( z )
RS Σ g
∞ zk − n
+ gn log z .
UV
Tk≠0
k
k−n W
When the indicial equation has double root, (22) becomes by putting n = 0,
(23)
RS
w f2 ( z ) = w f1 ( z ) Σ gk
∞ zk
+ g0 log z .
UV
T k =1 k W
It now follows that g(z) in (21) becomes
(24) g(z) =
e z
z p0 + 2 α exp − a( z ) dz
w 2f1 ( z )
j
Suppose that z = 0 is an ordinary point of (2). In this case w(z) is analytic and
free of singularity at z = 0. Taking α = 0 = p0= q0 = q1, (15) is automatically satisfied
and (14) reduces to
k −1
(25) k (k – 1)wk = – Σ (mpk – m + qk – m)wm, (k ≥ 1).
m=0
where (k + 1 + α) (k + α + c) wk + 1 – (k + α) (k + α + c – 1) wk
= {ab – (k + α) [c – (a + b + 1)]} wk
and
(30) (k + 1 + α) (k + c + a) wk + 1 = (k + a + α) (k + b + α) wk.
In particular, we have
(α + 1) (α + c) w1 = (α + a) (α + b) w0
(α + 2) (α + c + 1) w2 = (α + a + 1) (α + b + 1) w1
(α + 3) (α + c + 2) w2 = (α + a + 2) (α + b + 2) w2
and so on. By successive substitutions we have for k ≥ 1,
(α + a + k + 1) ... (α + a) (α + b + k + 1) ... (α + b )
(31) wk = w0.
(α + c + k − 1) ... (α + c ) (α + k ) ... (α + 1)
i.e.
v (α + a + k ) v (α + b + k )
(32) wk = w.
v (α + c + k ) v (α + k + 1) 0
where v (x + k) = x (x + 1) ... (x + k + 1).
Furthermore, v (x + k + 1) = (x + k) v (x + k)
i.e. v (y + 1) = yv (y)
where y = x + k. It follows that v (y) is proportional of Γ (y). Hence (32) becomes
Γ (α + a + k ) Γ (α + b + k )
wk = w.
Γ (α + c + k ) Γ (α + k + 1) 0
The two roots of the indicial equation are 0 and 1 – c. The solution of (29)
corresponding to α = 0 and w0 = Γ(c)/Γ(a) Γ(b) is called hypergeometric function.
We denote by
Γ (c ) ∞ Γ (a + k ) Γ(b + k )
(33) F (a, b, c, z) = Σ zk.
Γ ( a) Γ (b) k = 0 k ! Γ (c + k )
This series converges for | z | < 1. If c is not an integer the other solution
corresponding to α = 1 – c will be of the form
z1 – c F (1 + a – c, 1 + b – c, 2 – c, z).
Hence, the general solution of (29) is of the form
AF (a, b, c, z) + Bz1 – c F (1 + a – c, 1 + b – c, 2 – c, z).
Γ (a + k )
Since lim =1
a→∞ a k Γ ( a)
F z I
hence
H
lim F a, b, b,
a→∞ a K
= ez.
(38) Jn (z) =
zn
1 −
RS z2
+
z4
− ...
UV
2 n Γ(n + 1) T
2(2n + 2) 2.4 (2n + 2) (2n + 4) W
Jn (z) is called Bessel’s function of the first kind of order n.
If n ≠ an integer, the general solution of (37) is given by
(39) w = AJn (z) + BJ– n (z)
where A and B are arbitrary constants.
We list some useful properties of Bessel functions and leave the verification
to the reader
RS 1 z F t − 1I UV = ∞
Σ Jn (z) t n .
T2 H t K W
(i) exp
n=−∞
This is called the generating function for the Bessel functions of the first
kind for integer values of n. Note that if n is an integer then J–n (z) = (– 1)n Jn(z) and
∞
(38) fails to give the general solution. By taking the series of the form (ln z) Σ ak z ,
k
k=0
(iii) Jn (z) =
1
π z
0
π
cos (nθ − z sin θ) dθ ,
where n is an integer.
(iv) Jn (z) =
1
2 πi zγ
t − n − 1 exp
RS 1 z F t − 1I UV dt , n = 0, ± 1, ± 2, ± 3, ...,
T2 H t K W
where γ is any simple closed curve enclosing t = 0.
(v) Jn (z) =
zn
1.3.5 ... (2 n − 1)π z−1
1
e izt (1 − t 2 )
n−
1
2 dt .
1 1 1
where ρ (k) = 1 + + + ... + and ρ (0) = 0.
2 3 k
This is called Bessel’s function of the second kind of order n or Neumann’s
function. For a full discussion of the function of the second kind one may refer
“A treatise on the theory of Bessel functions” by G.N. Watson [14].
(42)
RS n (n + 1) z + n (n − 2) (n + 1) (n + 3) z − ...UV
w = A 1− 2 4
T 2! 4! W
R (n − 1) (n + 2) z + (n − 1) (n − 3) (n + 2) (n + 4) z
+ B Sz − 3 5
− ...
UV
T 3! 5! W
If n is zero or a positive integer, polynomial solutions of degree n are obtained
and these polynomial solutions are called Legendre polynomials. We also find that
they can be expressed by Rodrigues’ formula
1 dn 2
(43) Pn (z) = n (z – 1)n.
2 n ! dz n
We list some useful properties of Legendre polynomials and leave the
verification to the reader.
1 ∞
(i) = Σ Pn ( z ) t n
1 − 2 zt + t 2 n = 0
This is called the generating function for Legendre polynomials.
(ii)
Pn(z) =
(2 n) ! RS
zn −
n ( n − 1) n − 2 n(n − 1) (n − 2) (n − 3) n − 4
z + z − ...
UV
n
2 (n !) 2
T 2(2n − 1) 2.4(2 n − 1) (2 n − 3) W
Recursion formula:
(iii) (n + 1) Pn + 1 (z) – (2n + 1) z Pn (z) + n Pn – 1 (z) = 0
(iv) Pn (z) =
1
z
(t 2 − 1) n
2 πi γ 2 n ( t − z ) n + 1
dt
EXERCISES
Legendre Functions
6. Prove that
(i) z
−1
1
Pm ( z ) Pn ( z ) dz = 0 if m ≠ n
(ii)
−1z 1 2
2n + 1
if m = n.
Pm ( z ) Pn ( z ) dz =
9. Prove that
−1 1 − x2z
Pn ( x ) 1
dx = π [Pn (0)]2
Bessel Functions
ANALYTIC CONTINUATION, DIFFERENTIAL EQUATIONS 223
z
0
∞
e − zt J 0 (t ) dt =
2
1
z +1
12. Establish the following recurrence relations for the functions.
(i) z (Jv – 1 + Jv + 1) = 2vJv
(ii) vJv = z(Jv – 1 – J′v )
(iii) 2J′v = Jv – 1 – Jv + 1
(iv) vJv = z(Jv + 1 + J′v )
13. Prove that z Jn – 1 (z) – 2n Jn (z) + z Jn + 1 (z) = 0
Hypergeometric Functions
14. Show that
F 1 , 1 , 3 , z I = sin −1
z
H2 2 2 K z
2
(i) F
(ii) zF (1, 1, 2, – z) = ln (1 + z)
F 1 , 1, 3 , − z I = tan
2
−1
z
(iii) F
H2 2 K z
15. Prove that d F (a, b, c, z) = ab F (a + 1, b + 1, c + 1, z).
dz c
16. By using power series solve each of the following differential equations. Find also
the region of convergence.
(i) Y″ + 2Y′ + Y = 0
(ii) Y″ + 2Y = 0
(iii) zY″ + 2Y′ + zY = 0
(iv) (1 – z2) Y″ + 2Y = 0
17. Solve by power series method
Y″ + z2 Y = 0
subject to the conditions Y(0) = 1, Y ′ (0) = 1. Find also the region of convergence.
224 THE ELEMENTS OF COMPLEX ANALYSIS
ye
f–e
Fig. 14.I
225
226 THE ELEMENTS OF COMPLEX ANALYSIS
=
k F nI
∑ f FH n IK GH kJK x
n
k
(1 − x ) n − k .
k =0
Observe that the value Bn(x; f ) of the polynomial at the point x is calculated
F 1 I , f F 2 I , ..., f (1) with certain non-negative weight factors
from the values f (0), f
H nK H nK
F nI
g (x) = G J x (1 − x ) . k n−k
k
H kK
k
It can be easily checked that gk takes its maximum value at the point .
n
Write
(2) (u + t)n =
n
F kI
∑ GH nJK u t k n−k
,
k =0
(5) 1=
n
F nI
∑ GH kJK x k
(1 − x )n − k .
k =0
∑ GH
F n − 1IJ x (1 − x ) j n −1− j
j K
(6) 1= .
j =0
Multiplying both sides of (6) by x and applying the identity (3), we get
n −1
∑
j +1 n FG IJ
x j +1 (1 − x ) n −( j +1) .
(7) x=
j =0 n j +1 H K
APPROXIMATION BY RATIONAL FUNCTIONS AND POLYNOMIALS 227
∑
n
FG IJ
k n k
x (1 − x )n − k .
(8) x=
k =1 n kHK
Note that (8) can be written
∑
n
FG IJ
k n k
x (1 − x ) n − k .
(9) x=
k =0 n kHK
Replacing n by n – 2 in (5) and using the identity (4) and by a similar
calculation as above, we get
n
∑ (k F nI x (1 − x)
H kK
2 k n−k
(n2 – n) x2 = − k) .
k =0
Hence, we have
k F kI
F1 − 1 I x ∑ FH n IK GH nJK x (1 − x )
n 2
1 n−k
H nK
2 k
(10) + x= .
n k =0
Multiplying (5) by x2, (6) by – 2x, and adding them to (7), we get
F 1 I x (1 – x) = ∑ FH x − k IK FG nIJ x (1 − k )
n n
k n−k
H nK n H kK
(11) .
k =0
It follows from (5) that Bn(x; f0) = f0(x) = 1, from (8) that Bn(x; f1) = f1(x) = x.
We also find from (10) that the nth Bernstein polynomial for the function f2(x) = x2 is
1 2 1 F I
Bn(x, f2) = 1 −
n
x + x
n H K
which converges uniformly on [0, 1] to f2.
We now prove Bernstein theorem on approximation.
Theorem 2. Let f : [0, 1]→ R be continuous. Let the sequence of Bernstein
polynomials for f be defined by
f (x) =
n
∑ f ( x ) GH kJK x
F nI k
(1 − x ) n − k .
k =0
∑
n
F k I FG nIJ x (1 − x) n−k
H n K H kK
k
(12) | f (x) – Bn(x) | ≤ f ( x) − f .
k =0
228 THE ELEMENTS OF COMPLEX ANALYSIS
k
Note the following facts. If k is such that is near x, then the corresponding
n
k
term in the sum (12) is small, since f is continuous at x. If is not near x, the factor
n
involving f is less than 2M where M is the bound for f. In order to estimate the
k
expression in (12) we consider those values of k for which x – is small and those
n
k
for which x – is large.
n
Let ε > 0. Choose n so large that
(13) n ≤ sup {(δ(ε))–4, M 2/ε2},
and break (12) into two sums. We first consider the sum taken over those k for
which
k
x− < n −1/ 4 ≤ δ( ε ).
n
F nI n
F nI
∑ ε k x k (1 − x ) n − k ≤ ε ∑ k x k (1 − x ) n − k = ε.
Hence
k
HK k =1
HK
We now consider the sum taken over those k for which
k
x− ≥ n −1/ 4
n
Fx − kI 2
≥ n −1/ 2 .
i.e.
H nK
By using (11) we find that
F nI
HK
∑ 2 M k x (1 − x ) −
k n k
Fx − kI 2
H n K F nI x (1 − x)
F x − k I H kK
k n−k
= 2M∑ . 2
k
H nK
≤ 2M n Σ x −
F k I FG nIJ x (1 − x)
n 2
n−k
H n K H kK
k
k =1
R1 U
≤ 2 M n S x (1 − x )V
Tn W
M 1
≤ , since x (1 – x) ≤
2 n 4
APPROXIMATION BY RATIONAL FUNCTIONS AND POLYNOMIALS 229
By using the Taylor’s theorem for analytic function it can be seen that given an
ε > 0, | f (z) – pn(z) | ≤ ε for | z | ≤ ρ.
If f (z) is not analytic, we cannot expand f (z) in power series. But Weierstrass
theorem asserts that we can approximate functions which are merely continuous.
Approximation of analytic functions by analytic functions is totally different.
Let Ω be a region bounded by a simple closed curve γ. Suppose that f (z) and p(z) are
two functions analytic in Ω and on γ. Suppose also that | f (z) – p(z) | ≤ ε on γ. By
maximum principle, this inequality and hence approximation persists throughout
Ω. It follows from Cauchy’s inequality that
n ! L (γ )
(14) | f (n)(z) – p(n)(z) | ≤ ε
2 π δ n +1
where z belongs to a point set, say E ⊂ Ω and the distance of those points from γ is
no less than δ. In (14) we fix E and n and allow ε → 0. It then follows from (14) that
the nth derivative of the approximant is also an approximation to the nth derivative
of the approximate. Thus we see that the approximation over regions carries with it
the simultaneous approximation of all the derivatives.
Suppose that f is continuous on [a, b]. We know that we can approximate f
by a polynomial. The following question naturally arises. Let x1, x2, ..., xn be n
points of [a, b] and let ε > 0 be given. Can we find a polynomial p(x) such that
| f (x) – p(x) | ≤ ε, x ∈ [a, b]
and p(xi) = f (xi), i = 1, 2, ..., n ?
In the complex setting the following theorem of Walsh answers this question.
Theorem 4. Let E be a point set which is closed and bounded in the complex
plane C. Let z1, z2, ..., zn be n distinct points of E. Suppose that f (z) is defined on E
and is approximable by polynomials there. Then f(z) is approximable by polynomials
p and satisfy the property
p(zi) = f (zi), i = 1, 2, ..., n.
230 THE ELEMENTS OF COMPLEX ANALYSIS
v( z )
where uk(z) =
( z − zk ) v′ ( zk )
n
and v(z) = Π ( z − zk ).
k =1
It follows that
q(zk) = f (zk) – p(zk), k = 1, 2, ..., n.
n
Write M = Σ max | uk ( z ) |.
k =1 z ∈E
n
Now max | q( z ) | ≤ Σ | f ( z k ) − p( zk ) | max | uk ( z ) | ≤ ε M .
z ∈E k =1 z ∈E
∞
Σ ak ( z − z 0 ) k
k =0
∞
such that f (z) = Σ ak ( z − z 0 ) k
k =0
for all z ∈ N ∩ E.
When E is a region, the concept of a locally analytic function on E reduces to
that of an analytic function on a region.
Example: Suppose we divide the z-plane into infinitely many closed squares
A1 , A2 , ..., An , ... with sides of unit length parallel to the coordinate axes. Let E = A1
∪ A2 ∪ ... ∪ An ∪ ... be the set of interior points of these squares.
Then the function defined by
f (z) = zn, z ∈ An,
is locally analytic on E.
Let E = Ω be an arbitrary open set. The set Ω is a region if it is connected, but
otherwise Ω is the union of countably many disjoint regions. Suppose we divide
1
the z-plane into infinitely many closed squares with sides of length parallel to
3n
the coordinate axes where n is any positive integer. Here the origin is a vertex of
one of the squares. Let A be any of these squares such that A and the eight squares
bordering A are all contained in Ω as shown in the Fig. 14.II. Then the union of all
such squares minus its boundary is an open set Ω′n contained in Ω.
Ω′
Ω
Ω
Ω′
Fig. 14.II
(15) f (z) =
1
2π i zγ n+1
f (ζ)
ζ−z
dζ
for all z ∈ Ωn ,
where the integral along γn+1 is the sum of integrals along the separate closed
rectifiable Jordan curves forming γn+1.
Since f (z) is continuous on γn+1, it follows that
| f (ζ′) – f (ζ″) | < ε where
| ζ′ – ζ″ | < δ(ε′), ζ′, ζ″ ∈ γn+1.
Divide all the curves making up γn+1 into arcs Γk, k = 1, 2, ..., N(ε′). Let ζk′(n+1)
be the initial and ζk″(n+1) the final point of Γk. Let lk be the length of Γk where
lk < min {δ(ε′), ε}
for all k = 1, 2, ..., N(ε′).
Observe that the final point of the arc Γk coincides with the initial point of
the arc Γn+1, except for those k for which Γk and Γk+1 lie on different curves making
up γn+1.
We now approximate the integral (15) by the sum
=
1
2π i z γ n +1
f (ζ)
ζ−z
dζ−
1 N ( ε ′ ) f (ζ′ (kn +1) ) ( n +1)
Σ
2 π i k =1 ζ′ (kn +1) − z
(ζ ′ k −ζ ″ (kn +1) )
LM f (ζ) − f (ζ′ OP d ζ
=
1 N (ε ′)
Σ
2 π i k =1 z
Γk
N ζ − z ζ′
( n +1)
k
( n +1)
k −z
)
Q
APPROXIMATION BY RATIONAL FUNCTIONS AND POLYNOMIALS 233
LM f (ζ) − f (ζ′ OP
=
1 N (ε ′)
Σ
2 π i k =1 z
Γk
N ζ−z
( n +1)
k )
+ f (ζ ′ (kn +1) )
ζ′ (kn +1) − ζ
Q
(ζ − z ) (ζ′ (kn +1) − z )
dζ .
≤
1 N (ε ′)
Σ
2 π k =1 z
Γk
f (ζ ′ (kn +1) )
ζ−z
dΓ
+
1 N (ε ′)
Σ
2 π k =1 z
Γk
f (ζ′ (kn +1) )
| ζ′ (kn +1) − ζ |
| (ζ − z )(ζ′ (kn +1) − z ) |
dΓ
1 N ( ε ′ ) εlk 1 N ( ε ′) εl
(17) < Σ + Σ M n +1 2 k .
2 π k =1 d n +1 2 π k =1 d n +1
The right side of (17) can be made less than any preassigned ε > 0 by choosing
ε sufficient small. Put ε = εn where εn → 0 as n → ∞.
We thus obtain a sequence of rational functions {S (n+1)(z)} which converges
uniformly to f (z) on every closed set Ω1 , Ω2 , ... and hence uniformly to f (z) inside
Ω. The proof is complete by choosing {rn(z)} = {S(n+1)(z)}.
In order to prove Runge’s theorem we need a lemma.
Lemma: Let G be the complement of a compact set F and let ζ ∈ G. Suppose
that
P (z)
r (z) = , P (ζ) ≠ 0,
( z − ζ) k
where P (z) is a polynomial whose degree does not exceed k. Let η belongs to the
same component of G as ζ. Then, given ε > 0, there exists a rational function
P1 ( z )
r1(z) = , P1(η) ≠ 0,
( z − η) k1
such that | r1(z) – r (z) | < ε, z ∈ F.
Here the degree of the polynomial P1(z) does not exceed k1.
Proof : Let g be the component of G containing the points ζ and η. Let Γ ⊂ g
be a Jordan curve joining ζ and η and let ρ be the distance between Γ and F. Divide
1
Γ into arcs τ1, τ2, ..., τm of diameter less than ρ. Let ζ = ζ0, ζ1, ..., ζm = η be the
2
points of division. We construct the rational function
234 THE ELEMENTS OF COMPLEX ANALYSIS
P( z ) LM F ζ − ζ1 IJ OP
n1 k
P2 ( z )
r1(z) =
( z − ζ) k
MN GH
1−
z − ζ1 K PQ =
( z − ζ1 ) n1k
,
L F ζ − ζ I OP
| r (z) – r (z) | = | r (z) | M1 − G
n1 k
MN H z − ζ JK PQ −1
1
1
1
LF kI 1
≤ M MG J F ρ / ρI + ...P
O
n1
H
NH1 K 2 K Q
2k
<M for all z ∈ F.
2 n1
By choosing n1 sufficiently large, we find that
ε
| r1(z) – r (z) | < , z ∈ F.
m
By repeating the argument, we obtain the required rational function at the
mth step.
We now turn to the subject of approximation by polynomials and prove
Runge’s theorem.
Theorem 6. Suppose that Ω is a union of countably disjoint simply connected
regions which do not contain the point at infinity. Suppose also that f(z) is locally
analytic on Ω. Then there exists a sequence of polynomials {Pn(z)} which converges
uniformly to f(z) inside Ω.
Proof : Let {εn} be a sequence of positive numbers which converge to zero.
Suppose that {Ωn} is an increasing sequence of open sets approximating the open
set Ω. Suppose also that
| f (z) – S(n+1) (z) | < εn for all z ∈Ωn , where
1 N ( n +1) f (ζ ′k( n +1) )
(18) S(n+1) (z) = Σ ( n +1)
(ζ ′′k ( n +1) – ζ ′k( n +1) ).
2π i k = 1 ζ ′k −z
Note that we are following the notation as in the proof of Theorem 5. Note
also that each component of Ωn is a simply connected region. Hence, if | z | < ρn is a
disk containing Ω n but not some point η, we can join η to every point of the boundary
γn+1 of the set Ωn+1, see Fig. 14.III. Applying the Lemma to every rational function
εn
S(n+1) (z) in (18) and choosing ε = we construct a rational function
N ( n +1)
P1 ( z )
Qn ( z) =
( z − η) n1
APPROXIMATION BY RATIONAL FUNCTIONS AND POLYNOMIALS 235
tk¢ (n + 1)
tk² (n + 1)
Fig. 14.III
EXERCISES
1. Consider the weight factors ϕk that appear in the nth Bernstein polynomials. Show
that ϕk takes its supremum on I = [0, 1] at the point k/n. Write out explicitly the
functions ϕk, k = 0, 1, 2, when n = 2 and the functions corresponding to n = 3, and
note that Σ ϕn(x) = 1, for x ∈ I. Draw graphs of some of these functions.
236 THE ELEMENTS OF COMPLEX ANALYSIS
2. Let f (x) ∈ C1[a, b]. If p(x) is a polynomial that approximates f ′ to within ε on [a, b]
then
q(x) =
FG
H z
a
α
IJ
K
p( x ) dx + f ( a)
6. Compare
F 1 I
1
B4
H 2
x, with
K
2
.
7. Let f (x) ∈ C [a, b]. Prove that f (x) is uniformly approximable on [a, b] by polynomials
with rational coefficients.
8. Let f (x) ∈ C [a, b]. Prove that uniform approximation by polynomials with integer
coefficients is not necessarily possible.
APPENDIX
In order to prove Riemann Mapping theorem we need some important results like
open mapping theorem, Schwarz Lemma and a basic theorem on Normal Families.
We shall first prove a lemma.
Lemma 1 : Let D(z0, ρ) be an open disk centred at z0 and radius ρ. Suppose
f is analytic in D(z0, ρ). Let f (z0) = β. If f (z) – β has a zero of order m at z = z0 then
there is an ε > 0 and δ > 0 such that for | ξ – β | < δ, f (z) = ξ has exactly m simple
roots in D(z0, ε).
Proof : Since the zeros of an analytic function are isolated, f (z) = β has no
1
solutions for 0 < | z – z0 | < 2ε, where ε > 0 and ε < ρ. Also, f ′(z) ≠ 0 for 0 < | z – z0 |
2
< 2ε. Let γ(t) = z0 + ε exp (2πit), 0 ≤ t ≤ 1, and let σ = f o γ. Now β ∉ {σ}, thus there
is a δ > 0 such that
D(β, δ) ∩ {σ} = φ.
Hence,
|β–ξ|<ξ
p
implies n(σ ; β) = n(σ ; ξ) = ∑ n (γ ; zk(ξ)). This is due to the fact that D(β, δ) ⊂ in
k =1
the same component of C – {σ}. Since n(γ ; z) is either zero or one, we have f (z) = ξ
has m roots in D(z0, ε). Each of these roots (ξ ≠ β) are simple because f ′(z) ≠ 0 for
0 < | z – z0 | < ε.
Note that this lemma says that
D(β, δ) ⊂ f (D (z0, ε)).
Also, since f (z) – β have a zero of finite multiplicity, it follows that f is not
constant.
Open Mapping Theorem: Let Ω be a region and let f be non-constant
function which is analytic in Ω. Then f(U) is open for any open set U in Ω.
237
238 THE ELEMENTS OF COMPLEX ANALYSIS
Proof : Let U ⊂ Ω be open. The theorem will be proved if we can show that
for each z0 in U there is a δ > 0 such that D(β, δ) ⊂ f (U), where β = f (z0). It follows
from the Lemma 1 that we need to find an ε > 0 and a δ > 0 such that
D(z0, ε) ⊂ U
and D(β, δ) ⊂ f (D (z0, ε)).
Let X1 and X2 be metric spaces. Let f : X1 → X2. Suppose that f (U) is open in
X2 whenever U is open in X1, then f is called an open map. Let f be one-one and onto.
We define the inverse map f –1 : X2 → X1 by
f –1(w) = z where f (z) = w.
It follows that f –1 is continuous when f is open. In other words, for U ⊂ X1,
(f –1)–1 (U) = f (U).
Corollary: Let Ω be a region. Let f : Ω → C be one-one and analytic. Suppose
that f (Ω) = X2. Then f – 1: X2 → C is analytic and ( f –1)′ (w) = [f ′(z)]– 1 where f(z) = w.
Schwarz Lemma: Let D(0,1) be an open disk centred at 0 and radius 1. Let
f be analytic in D(0, 1). Suppose that
(i) | f (z) | ≤ 1 for z ∈ D(0, 1)
(ii) f (0) = 0.
Then
(iii) | f (z) | ≤ | z | for z ∈ D(0, 1)
(iv) | f ′(0)| ≤ 1;
if equality holds in (iii) for one z ∈ D(0, 1) ~ {0}, or if equality holds in (iv), then
f (z) = λ z, where λ is a constant, | λ | = 1.
Proof : Define g : D(0, 1) → C by
g(z) = f (z)/z for z ≠ 0
and g(0) = f ′(0) ;
then g is analytic in D(0, 1). By Maximum Modulus Theorem | g(z) | ≤ r–1 for
| z | ≤ r and 0 < r < 1. As r → 1, we have | g(z) | ≤ 1 for all z ∈ D(0, 1). In other
words, | f (z) | ≤ | z | and | f ′(0) | = | g(0) | ≤ 1.
If | f (z) | = | z | for some z ∈ D(0,1), z ≠ 0, or | f ′(0) | = 1. Then g assumes its
maximum value inside D. Thus, again by Maximum Modulus theorem, g(z) = λ for
some constant λ with | λ | = 1. Hence,
f (z) = λz and the proof is complete.
We need Schwarz’s Lemma to characterize the conformal maps of the open
unit disk D(0, 1) onto itself. Let us introduce a class of such maps. If | α | < 1, we
define the Möbius transformation
z–α
(1) qα(z) = .
1 – αz
APPENDIX 1—RIEMANN MAPPING THEOREM 239
where γ is a circle with centre at z′ and radius 2δn. Since | ξ – z′ | = 2δn and | ξ – z″ |
> δn for all ξ ∈ γ(t), (3) gives
K ( En + 1 )
(4) | f (z′) – f (z″)| < | z′ – z″ |.
δn
The inequality (4) is valid for all f ε F and z′ and z″∈ En, provided that
| z′ – z″ | < δn.
By taking
ε . δn
(5) δ=
K ( En + 1 )
in (4) we get to each ε > 0 there corresponds a δ > 0 such that | f (z′) – f (z″)| < ε for
all f ∈ F and all z′ and z″ ∈ En for which | z′ – z″ | < δ.
Now let {fm} be a sequence in F. Let us choose a countable dense subset {z1}
of Ω. By hypothesis {fm(z)} is bounded at each z ∈ Ω. Hence {fm} has a subsequence
which converges. Denote this subsequence as {fm, 1} which converges at z1. From
{fm, 1} we can extract a subsequence denoted by {fm, 2} which also converges at z2.
Proceeding in this manner we obtain sequences {fm, i} which converges at zi where
{fm, i} is a subsequence of {fm, i – 1}. Thus the sequence {fm, n} which is called the
diagonal sequence converges at every one of the points zi.
Now we have to prove that {fm, n} converges uniformly on each En.
We fix En and also fix ε > 0. Choose δ as in (5). Then there are points z1, z2,
..., zp of the set {zi} such that
p
En ⊂ ∪ {D(zi, δ)}
i =1
ψ = qα o s o g = q– α o s o q– β o ψ1.
Since ψ1(z0) = 0, by Chain rule we get
ψ′(z0) = F′(0) ψ′1(z0), where
F = q– α o s o q– β.
Hence F{D(0, 1)} ⊂ D(0, 1) and F is not one-one in D(0, 1). Therefore, by
using Schwarz Lemma, we get
| F′(0) | < 1.
Hence | ψ′(z0) | < | ψ′1(z0) |.
We now fix z0 ∈ Ω, and put
η = sup {| ψ′(z0) | : ψ ∈ Φ}.
We saw in the preceding discussion that any function h ∈ Φ for which | h′(z0) |
= η will map Ω onto D(0, 1). The proof of the theorem will be complete if we prove
the existence of such a function h.
Since | ψ(z) | < 1 for all ψ ∈ Φ and z ∈ Ω. It follows from Theorem 1 that Φ
is a normal family. By the definition of η it follows that there is a sequence {ψn} in
Φ such that | ψ′n(z0) | → η, and since Φ is normal. We can extract a subsequence
{Pn} from {ψn} which converges uniformly on compact subsets of Ω to a limit
function h ∈ H(Ω). By theorem 5 of Chap. 10, | h′(z0) | = η. Since Φ is non-empty,
η > 0, so h is not constant.
Since Pn(Ω) ⊂ D(0,1), we have h(Ω) ⊂ D (0, 1). Hence by the open mapping
Theorem we get h(Ω) ⊂ D(0, 1). Now it remains to prove that h is one-one.
Let z1 and z2 be fixed points belonging to Ω. Put α = h(z1) and αn = Pn(z1). Let
D (z2, r) be a closed circular disk contained in Ω such that z1 ∉ D (z2, r). Suppose
also that h – α has no zero on the boundary of D (z2, r). Since the zeros of h – α have
no limit point in Ω, the above supposition makes sense. The function ψn – αn
converges to h – α uniformly in D (z2, r), they have no zero in D(0, 1). Since they
are one-one and have a zero at z1, it follows from Rouche’s Theorem that h – α has
no zero in D(0, 1). Thus, in particular, we have h(z1) ≠ h(z2).
Hence h ∈ Φ, and the proof of the Riemann mapping theorem is complete.
APPENDIX
2 HOMOLOGICAL VERSION
OF CAUCHY’S THEOREM
We recall some definitions. Let Ω be an open set. Let γ, τ be closed paths in Ω, γ and
τ are said to be homologous in Ω if
n(γ, α) = n(τ, α)
for every α ∉ Ω.
A closed path γ in Ω is homologous to 0 in Ω if
n(γ, α) = 0 for every α ∉ Ω.
Let γ1, γ2, ..., γn be curves, and let m1, m2, ..., mn be integers. A sum of the form
n
γ = ∑ mi γ i
i =1
zγ
n
f = ∑ mi
i =1
z
γ
f
where γ is a chain.
If γ is a closed chain where each γi is a closed path, then the index of γ with
respect to a point α is defined as
n(γ, α) =
1
2π i z – α
γ z
dz
243
244 THE ELEMENTS OF COMPLEX ANALYSIS
Let Ω be an open set. Let γ, τ be two paths in Ω. Suppose that γ, τ are defined
on the same interval [0, 1]. We say that γ, τ are “near-together” if there exists a
partition
0 = u0 ≤ u1 ≤ u2 ≤ ... ≤ un = 1
and for each j = 0, 1, 2, ..., n – 1, there exists a disc Dj contained in Ω such that
γ({uj, uj + 1]) ⊂ Dj
and τ([uj, uj + 1)] ⊂ Dj.
Let Ω be an open set. Let γ be a curve in Ω, defined on [0, 1]. Let
0 = u0 ≤ u1 ≤ u2 ≤ ... ≤ un = 1
be a partition of [0, 1]. Let
γj : [uj, uj + 1] → Ω
be the restriction of γ to the smaller interval [uj, uj +1]. Then the chain
γ1 + γ2 + ... + γn
is called a subdivision of γ.
By another parameterization, if τj is obtained from γj, then the chain
τ1 + τ2 + ... + τn
is also a subdivision of γ.
Note that the chain γ and
τ1 + τ2 + ... + τn
do not differ from each other. We illustrate this in Fig. II.I
τ1
τ2 τ4
τ3
r
Fig. Appendix II.I
Then ∑ ∑ m j τ ji
j i
is called a subdivision of γ.
We say that a path is rectangular if every curve of the path is either a horizontal
line segment or a vertical line segment.
In the following lemma we shall show that every path is homologous with a
rectangular path.
Lemma: Let Ω be an open set. Let γ be a closed path in Ω. Then there exists
a rectangular closed path τ with the same terminal points, and such that γ, τ are
“near together” in Ω.
APPENDIX 2—HOMOLOGICAL VERSION OF CAUCHY’S THEOREM 245
z z
γ
f =
τ
f.
Proof : Let γ be defined on an interval [0, 1]. Choose a partition
0 = u0 ≤ u1 ≤ ... ≤ un = 1
of [0, 1] such that the image of each small interval ([uj, uj + 1]) is contained in a disc
Dj on which f has a primitive. Replace the curve γ on the interval [uj, uj +1] by the
rectangular curve as shown in Fig. II.II.
We now set zj = γ(uj) in Fig. II.II.
zn
zj + 1
zj
z2
z1
z0 Dj
Note that if γ is a closed path, then the rectangular path constructed in the
lemma is also a closed path. The closed rectangular path is illustrated in Fig. II.III.
We now prove a very important theorem which has nothing to do with analytic
functions. The proof of this remarkable theorem is due to Artin. We shall see that
Homological version of Cauchy’s theorem follows immediately from this theorem.
Theorem 1. Let Ω be an open set. Let γ be a rectangular closed chain in Ω.
Assume that γ ~ 0 in Ω. Then there exists rectangles T1, T2 , ..., Tn contained in Ω
N
such that a subdivision of γ is equal to ∑ m j ∂ Tj where ∂Tj is the boundary of Tj
j=1
horizontal lines decompose the plane into finite rectangles and some unbounded
regions which may be considered as rectangular regions extending to infinity in the
vertical and horizontal direction. Let Tj be one of the finite rectangles. Choose a
point αj from the interior of Tj and let
mj = n(γ, αj).
It follows that for some rectangles mj = 0, and for some rectangles mj ≠ 0. Let
mj ≠ 0. j = 1, 2, 3, ..., N for rectangles Tj, j = 1, 2, ..., N and let ∂Tj be the corresponding
boundary (oriented counterclockwise). We shall first show that every rectangle Tj
such that mj ≠ 0 is contained in Ω.
By our hypothesis αj must lie in Ω, because n(γ, α) = 0 for α ∉ Ω. Since Ω is
connected, the index (winding number) is constant on Ω, and hence it is constant on
the interior of Tj. This shows that the index (winding number) is not zero and the
interior of Tj is contained in Ω. It is obvious that if a boundary point of Tj is on γ,
then it is in Ω. If a boundary point of Tj is not on γ, then it follows from Lemma 2 of
Chapter 5 that mj ≠ 0. Thus the rectangle Tj with its boundary is contained in Ω.
We now prove that some subdivision of γ is equal to
N
∑ m j ∂ Tj .
j =1
In the first case, the chain γ0 – m ∂ T does not contain σ. Suppose that α is a
point inside T and α′ is a point on the opposite side from α but near to σ. Then there
is a line segment which joins α and α′ but does not intersect γ0 – m ∂ T. It now
follows from the connectedness and the continuity of the line segment that
248 THE ELEMENTS OF COMPLEX ANALYSIS
m z
σ
dz
z–α
+ z γo
dz
z–α
=m z σ
dz
z – α′
+ z
γo
dz
z – α′
i.e.
(1) m z FGH
σ
1
–
1
z – α z – α′
dz =
IJ
K z FGH
γo
1
–
1
z – α′ z – α
dz .
IJ
K
It can be easily seen that the left side of (1) is equal to a fixed non-zero
multiple of 2πi. The right side of (1) is a continuous function of α, α′ where α, α′
approach each other on a line segment passing through σ. This can happen only
when m = 0.
We thus proved that γ0 = 0 and therefore a subdivision of γ is equal to
∑ mj ∂Tj..
This proves the theorem.
Cauchy’s Theorem (Homological Version)
Let Ω be an open set. Let γ be a closed chain in Ω and let γ ~ 0 in Ω. Assume that f
is analytic on Ω. Then
zγ
f = 0.
Proof : By the Lemma, it is sufficient to prove the theorem to the case when
γ is a rectangular closed chain. Applying Theorem 1 we see that Cauchy’s theorem
follows easily.
We know that if f is analytic on Ω, then
z∂Tj
f =0
Thus z N
∑ m j ∂ Tj
f = 0.
z
j =1
d
1. Let (X, d) be a metric space. Prove that (X, ) is also a metric space.
1+ d
Solution:
d ( x, y )
(i) = 0 iff d(x, y) = 0 iff x = y
1 + d ( x, y )
d ( x, y) d ( y, x )
(ii) = since d(x, y) = d(y, x)
1 + d ( x, y) 1 + d ( y, x )
The triangle inequality
d ( x, z ) d ( x, y ) d ( y, z )
(iii) ≤ +
1 + d ( x, z ) 1 + d ( x, y) 1 + d ( y, z )
can be verified as follows:
Multiplying both sides of (iii) by
(1 + d(x, y)) (1 + d(y, z)) (1 + d(z, x)) we obtain
d(x, z) ≤ d(x, y) + d(y, z) + 2d(x, y) d(y, z) + d(x, y) d(y, z) d(z, x)
Since d is a distance and is ≥ 0 (iii) follows.
2. Let E and F be two compact subsets of the metric space (X, d). Define the distance
dist. (E, F) by dist. (E, F) = inf {d (x, y) : x ∈ E, y ∈ F}. Show that if E ∩ F = φ, then
dist. (E, F) > 0.
Solution: Clearly, dist. (E, F) ≥ 0. We will show that if E ∩ F = φ, then dist. (E, F) ≠ 0.
The proof is by contradiction. Suppose that dist. (E, F) = 0. Then for a given n there
1
exists xn ∈ E and yn ∈ F such that d(xn, yn) ≤ . Taking n = 1, 2, ... we get a sequence
n
{xn} and a sequence {yn}. Since E is compact and xn ∈ E, we can find a subsequence
of {xn} converging x0 ∈ E. Similarly, there exists a subsequence of {yn} converging
to y0 ∈ F.
Now d(x0, y0) = lim ( x n , yn ) = 0, so x0 = y0 and E ∩ F ≠ φ.
n→∞
249
250 THE ELEMENTS OF COMPLEX ANALYSIS
1
3. Prove that the mapping x → , x ∈ (0, 1) is continuous but not uniformly continuous.
x
1
Solution: is continuous for x ≠ 0 in (0, 1).
x
Let ε > 0 be given. Then, however small we might choose δ(ε), there exists
x1, x2 ∈ (0, 1) with | x1 – x2 | < δ(ε) such that
1 1
– >ε
x1 x 2
1
Taking x2 = x1 + δ(ε), we have
2
| x2 – x1 | < δ(ε) and
1 1 1 1
= δ(ε)/x1 x1 + δ(ε ) . F I
–
x1 x 2 2 2 H K
1
2 δ( ε )
But lim x1
x1 → 0 cx 1 + 12 δ(ε ) h = ∞.
Hence, it is possible to choose x1 ∈ (0, 1) such that
RS 1 δ(ε) / x F x 1 I UV > ε
T2 1
H 1 +
2 KW
δ( ε )
Hence
| f (x, y) – f (x1, y1) | ≤ ε
for ( x – x1 ) 2 + ( y – y1 ) 2 ≤ ε/4.
This shows that f (x, y) is uniformly continuous in D (0, 1).
But f (x, y) is not uniformly continuous in C. For, choose
x + x1 = y + y1 = M > 0
Then
| f (x, y) – f (x1, y1) | = M | (x – x1) + i(y – y1) |
= M ( x – x1 ) 2 + ( y – y1 ) 2
∂ 2
∂ ∂ F ∂I ∂ F ∂I
2
Now
∂x
+ 2
∂y
= 2G J+ G J
∂x H ∂x K ∂y H ∂y K
F ∂ ∂ IF ∂ ∂ I F ∂ ∂ IF ∂ ∂ I
= G + JG + J +i G – JG – J
2
H ∂z ∂z K H ∂z ∂z K H ∂z ∂z K H ∂z ∂z K
∂2 ∂2 ∂2 ∂2 ∂2 ∂2 ∂2
= + + 2 – – + 2 = 4
∂ z 2 ∂z 2 ∂z ∂ z ∂ z 2 ∂ z 2 ∂z ∂z ∂z ∂z
252 THE ELEMENTS OF COMPLEX ANALYSIS
Hence f ′ (0) is not unique. This shows that f (z) is not analytic at the origin but C – R
equations are satisfied there.
8. Prove that f (z) = z z is nowhere analytic
Solution: f (z) = z z = x2 + y2 = u + i0
The first four partial derivatives
∂u ∂u ∂v ∂v
= 2x, = 2y, = 0, =0
∂x ∂y ∂x ∂y
are continuous everywhere. But C – R equations are satisfied only at the origin.
Hence z = 0 is the only point at which f ′ (z) exists. Thus f (z) = z z is nowhere analytic.
9. Evaluate z 1+ i
0
( z 2 + z ) dz. By choosing two different paths of integration show that
i
1+i
r2
r1
O r1 1
Now z γ1
( z 2 + z ) dz = z 1
0
( x 2 + x ) dx + z 1
0
[(1 + iy) 2 + (1 + iy)]2 idy
1 1 1 3 F I
= + + 2– i–
3 2 3 2 H K
5 2
=
i–
3 3
Let z = (1 + i) t, 0 ≤ t ≤ 1. Then dz = (1 + i)dt and
z γ2
( z 2 + z ) dz = (1 + i ) z 1
0
[(1 + i ) 2 t 2 + (1 + i )t ] dt
(1 + i )3 (1 + i ) 2
= +
3 2
5i 2
= –
2 3
(i) the line segment joining the points (1, 1) and (2, 4) (ii) the curve x = t, y = t2
joining the points (1, 1) and (2, 4).
Solution: (i) The equation of the line joining (1, 1) and (2, 4) is y = 3x – 2. Any point
on this line is given by
z = x + i (3x – 2), 1 ≤ x ≤ 2.
Hence dz = dx + idy = (1 + 3i) dx
B(2, 4)
A
(1, 1)
O
254 THE ELEMENTS OF COMPLEX ANALYSIS
and z2 = x2 – y2 + 2ixy
= (– 8 + 6i) x2 + (12 – 4i)x – 4
Thus z AB
f ( z ) dz = z 1
2
[(– 8 + 6i ) x 2 + (12 – 4i ) x − 4] (3 + i ) dx
86
– 6i =–
3
(ii) Any point on the arc of the given curve is
z = t + it2, 1 ≤ t ≤ 2
dz
= 1 + 2it
dt
Now integrating f (z) = z2 along the curve, we have
z γ
f ( z ) dz = z 1
2
(t + it 2 ) 2 (1 + 2it ) dt
86
. = – 6i –
3
This shows that the value of the integral along the two paths joining (1, 1) and (2, 4)
is the same.
where
(i) γ is the interval [– i, i] on the y-axis
(ii) γ is the semi-circle z = cos ϕ + i sin ϕ, – π/2 ≤ ϕ ≤ π/2
Solution:
(i) We will use the inequality
z γ
f ( z ) dz ≤ max | f (z) | L (γ)
z ∈γ
z γ
( x 2 – iy 2 ) dz ≤ 1.2 < 2.5
Now z γ
( x 2 – iy 2 ) dz =
2 4
+ i
3 3
Hence z γ
( x 2 – iy 2 ) dz =
2
3
5 < 2.5
SOLUTIONS TO SOME SELECTED EXERCISES 255
2
γ z +1
ez
z
dz
(i) z γ
ez
z2 + 1
dz =
z
z γ
e z dz
z+i z–i
e
Identify z0 as i and f (z) as . Applying Cauchy’s integral formula we obtain
z+i
z γ
e z dz
z+i z–i
= 2π i f (z0) = 2πi
ei
2i
= π(cos 1 + i sin 1)
ez
(ii) Identify z0 as – i and f (z) as .
z –1
Applying Cauchy’s integral formula we obtain
z γ
e z dz
z–i z+i
= 2 π if ( z 0 ) = 2 πi
e– i
– 2i
= – π(cos 1 – i sin 1)
256 THE ELEMENTS OF COMPLEX ANALYSIS
14. Prove that Liouville’s theorem remains true if we replace the boundedness of f by
the boundedness of
z 2π
0
| f (re iθ ) | dθ.
Solution: The proof is the same as for Liouville’s theorem except that we estimate |
f (z) – f (0) | by
|z|
2 π( R – | z |) z 0
2π
| f ( Re iθ ) | dθ.
| f (z) | ≤
1
2π z 2π
0
(1 – ρ)ρ
ρ–|z|
dθ
f ′ (0) =
1
2πi z C
f (ζ) dζ
ζ2
L
where C is the boundary of the square. The length of C is 4L, and | ζ | ≥ on C,
2
so
1 4 8M
2 LM 2 =
| f ′ (0) | ≤ .
2π L πL
18. Expand in a Laurent series the function
1
f (z) = about z = 0 and z = 1.
z 2 ( z – 1)
1 1
Solution: =– = – 1 – z – z2 – ...
z –1 1– z
1 1 1
and 2
=– 2
– – 1 – z ...
z ( z – 1) z z
SOLUTIONS TO SOME SELECTED EXERCISES 257
1 1
2
=
z [1 – (1 – z )]2
= [1 + (1 – z) + (1 – z)2 + ...]2
= 1 + 2(1 – z) + 3(1 – z)2 + ...
= 1 – 2(z – 1) + 3(z – 1)2 – ...
1 1
and 2
= – 2 + 3(z – 1) – 4(z – 1)2 + ...
z ( z – 1) ( z – 1)
19. Prove that the Riemann zeta function ζ defined by
∞
ζ(z) = ∑ n − z
n =1
converges for Re z > 1 and converges uniformly for Re z ≥ 1 + ε where ε > 0 is
arbitrary small. Prove also that ζ is analytic for Re z ≥ 1 + ε.
Solution:
1 1 1 1
z
= z log n = x log n iy log n
n e e e
1 1 1
= = ≤
e x log n n x n1 + ε
∞ ∞
1 1
Since ∑ converges, we find by the Weierstrass M test that ∑ converges
n =1 n 1+ ε n =1 nz
∞
1
uniformly for Re z ≥ 1 + ε. We also see that each term of the series ∑ is analytic
n =1 nz
∞
1
function and since ∑ is uniformly convergent for Re z ≥ 1 + ε. Hence by
nz n =1
Theorem 1 of Chapter 7,
∞
1
ζ(z) = ∑
n =1 nz
is analytic for Re z ≥ 1 + ε.
20. Expand the function f (z) = log (z + 2) in a power series and determine its radius of
convergence.
Solution: We have
1 1 1
f ′ (z) = =
z + 2 2 1 + 2z
1 F
z z2 z3 I
=
2 GH
1– +
2 4
–
8
+ ... JK
Integrating it term by term we obtain
1 1 z2 1 z3
z– +
f (z) = C + – ...
2 4 2 8 3
Using f (0) = log 2, we find C = log 2.
258 THE ELEMENTS OF COMPLEX ANALYSIS
Solution:
sin z cos ( π / 2 – z )
(i) tan z = =
cos z sin ( π / 2 – z )
At z = π/2, cos (π/2 – z) = 1 and sin (π/2 – z) has a simple zero. Hence z = π/2 is a
simple pole of tan z. Thus
cos ( π / 2 – z )
Res (tan z, π/2) = lim ( z – π / 2) =–1
z → π/2 sin ( π / 2 – z )
1 – cos z z 2 / 2 ! – z 2 / 4 ! + ...
(ii) =
z3 z3
1 z
= – + ...
2!z 4!
F 1 – cos z , 0I = 1 .
Hence Res
H z K 23
Solution:
1 z cos z – sin z
Let f (z) = cot z – =
z z sin z
f (z) has simple poles where
sin z = 0, i.e. z = m π, m = ± 1, ± 2, ± 3, ...
z cos z – sin z
Also, lim =0
z→0 z sin z
Thus we define f (0) = 0
z cos z – sin z
Res (f (z), m π) = lim ( z – mπ) =1
z → mπ z sin z
Using earlier results we obtain
∞
1 1
cot z = + 2z ∑ 2 2 2
z m =1 z – m π
SOLUTIONS TO SOME SELECTED EXERCISES 259
It remains to show that f (z) is bounded on the contour Γ as shown in the figure.
D C
x
O mπ (m + 1)π
A B
ABCD is a square with center as origin and having sides of length 2m π + π. The
F 1I
poles ± π, ± 2π, ..., ± mπ lie within the contour. Along BC x = m +
H 2Kπ . Now
e 2 iz + 1 – e–2y + 1
| cot z | = i = < 1.
e 2 iz – 1 – e–2y – 1
F 1 I
Along AD, x = – m +
H 2 K
π, the same result holds.
F 1I
Along CD, y= m+
H 2Kπ
1 + exp [– (2 mπ + π )]
and | cot z | ≤
1 – exp [– (2 mπ + π)]
→ 1 as m → ∞
Along AB, similarly
| cot z | → 1 as m → ∞
1
Also → 0 on Γ
z
F1 I
Hence f (z) = cot z –
Hz K
is bounded on Γ.
23. If β is not an integer, prove that
∞
1 π cot πβ
∑ =
n=–∞ β2 – n2 β
Solution: Consider
1
J= z
π cot πz
2 πi γ β 2 – z 2
dz
iM
–M M
– iM
π cot πz 1
The residue of at z = n, an integer is 2 . If | β | < M , it follows from
β2 – z 2 β – n2
the residue theorem that
M
1 π cot πβ
J= ∑ –
n=–M β2 – n2 β
Note that the last term arises from the residue at – β and β. We have proved in the
above exercise 22 that
| cot π z | ≤ cot h π, z on γ
The length of γ is 8M + 2, and since | z | ≥ M on γ, we find that
8 M + 2 . π cot h π
|J|≤ , M ≥ 2, | β | < M.
2π M 2 – | β |2
This tends to 0 as M → ∞ and hence the results follows.
24. Evaluate z ∞
0
x 2 dx
( x 2 + 1) 2
.
Solution: We have
∞ x2 1 ∞ x2
∫0 (1 + x 2 ) 2
dz =
2 ∫–∞ (1 + x 2 ) 2
dx
z ∞
–∞
R( x ) dx = 2 πi ∑ Res ( R, s )
Im s j > 0
j
z2
The function R(z) = has the only pole of order 2 at z = i in the upper half
( z 2 + 1) 2
plane. Hence R(z) can be expressed in Laurent series about z = i, i.e.
z2 a– 2 a– 1
R(z) = 2 2
= 2
+ + a0 + a1 (z – i) + a2(z – i)2 + ...
(1 + z ) ( z – i) ( z – i)
so that
R(z) (z – i)2 = a– 2 + a– 1 (z – i) + a0 (z – i)2 + a1 (z – i)3 + ...
is analytic at z = i.
d
a– 1 = [R(z) (z – i)2]z = i
dz
SOLUTIONS TO SOME SELECTED EXERCISES 261
=
d z2LM OP
N
dz ( z + 1) 2 Q z=i
1 i
= =–
4i 4
Hence z –∞
∞
R( x ) dx = – 2 πi
F i I = π/2
H 4K
Thus z π
0
x2
(1 + x 2 ) 2
dx = π/4
(i) z 2π
0
dθ
1 + sin 2 θ
=π 2
(ii) z π
0
dθ
(1 + 1/2 cos θ) 2
= 8π / 3 3
0
dθ
1 + sin 2 θ
= z| z| =1
iz 1 –
dz
1
4 cz – h 1 2
z
=–i z | z| =1
z 1– 1
4
dz
ez 2
–2+ 1
z2 j
=i z | z|=1
4 z dz
z – 6z 2 + 1
4
4z
The simple poles of are
z 4 – 6z 2 + 1
z1 = 2 – 1, z2 = 1 – 2 , z3 = 2 + 1 and z4 = – 1 – 2,
But z1 and z2 are inside | z | = 1.
Hence z |z|=1
4z
z – 6z 2 + 1
4 dz = 2πi ∑
z j ∈| z | = 1
Res
FG
Hz 4
4z
– 6z 2 + 1
, zj
IJ
K
Now Res
FG 4z IJ
, z1 = lim ( z – z1 ) 4
4z
=–
1
Hz 4 2
– 6z + 1 z → z1 K 2
z – 6z + 1 2 2
FG 4z IJ = – 1
Similarly Res
Hz 4
− 6z + 1 2
, z2
K 22
Hence i z | z |=1
4z
z 4 − 6z 2 + 1
= i 2 πi −
1
−
1
2 2 2 2
=π 2
FG
H
IJ
K
262 THE ELEMENTS OF COMPLEX ANALYSIS
I= z FH
0
π
1+
1
dθ
cos θ I
K
2 =
1
2 z FH
π
−π
1+
1
2
dθ
cos θ I
K
2
2
Setting z = eiθ, we find
1
2 z π
−π F
H
1
1 + cos θ
dθ
I
K
2 =
1
2 z| z |=1 LM
iz 1 +
1
dz
F
H
z+
1 I OP
KQ
2
2 N 4 z
= − 8i z | z| =1
z
z + 8z + 18z 2 + 8z + 1
4 3
dz
= − 8i z | z| =1
z
( z + 4 z + 1) 2
2
dz
z
The poles of are z1 = 3 − 2 and z2 = – 3 − 2 , both of order 2. z1 is
( z + 4 z + 1) 2
2
0
(log x ) 2
1 + x2
dx = π3/8
Solution: Let C be the curve as shown in the figure here and let C1 and C2 be the
semi-circles of radii ε and R respectively with centre at the origin.
C2
C1
C
–R –e e R x
Consider
(log z )2
z C
(log z ) 2
z2 +1
dz
Hence zC
(log z )
2
z +1
2 F π I=− π
dz = 2 πi G −
H 8i JK 4
2 3
Now z (log z ) 2
2
C z +1
dz = z
−R
– ∈ (log z)2
z2 +1
dz + z (log z ) 2
2
C1 z + 1
dz
+ z R
ε
(log z ) 2
z2 +1
dz + zC2
(log z ) 2
z2 +1
dz
Setting z = – x in the first integral and z = x in the third integral on the right, we find
zε
R (log x + πi ) 2
x2 +1
dx + z (log z ) 2
2
C1 z + 1
dz + z R
ε
(log x ) 2
x2 +1
dx
(log z ) 2
2
C2 z + 1
dz = − π 3 /4 +
Let ε→ 0 and R→ ∞. It can be easily checked that the integrals around C1 and C2
z
approach zero. Hence
z
0
(log x + πi ) 2
∞
x2 +1
dx +
0
(log x ) 2
2
x +1 z ∞
dx = −
π3
4
i.e. 2
0 z
∞ (log x ) 2
x2 +1
dx + 2 πi
∞ log x
2
0 x +1
dxz − π 2
∞ dx
2
0 x +1
= −
π3
4 z
i.e. 2
0 z
∞ (log x )
x2 +1
2
dx + 2 πi
∞ log x
2
0 x +1 z
dx −
π
2
3
=−
π3
4
i.e. 2
0 z
∞ (log x ) 2
x2 +1
dx + 2 πi
∞ log x
2
0 x +1 z
dx =
π
4
3
Hence
z ∞
0
xa
x (1 + x )
dx =
π
sin πa
, (0 < a < 1)
G A B
E F x
e C D
264 THE ELEMENTS OF COMPLEX ANALYSIS
Solution: Consider
z z a −1
Γ 1+ z
dz where Γ is the contour indicated in the figure shown here. Note that
z a−1
z = 0 is a branch point and hence the contour Γ is chosen in this fashion. has
1+ z
the simple pole z = – 1 which is inside Γ.
F z , e I = lim (z + 1) z = e
a −1 a −1
Res GH 1 + z JK πi
1+ z z →−1
(a – 1)πi
Hence z z a −1
Γ 1+ z
dz = 2πi e(a – 1)πi
i.e. z z z z
AB
+
BED
+
DC
+
CFA
= 2πi e(a – 1)πi
i.e. z z
0
R x a −1
1+ x
dx +
2π
0
( Re iθ ) a −1 iRe iθ dθ
1 + Re iθ
+ z z
( xe 2 πi ) a −1 dx
ε
R 1 + xe
2 πi
+
0
2π
(εe iθ ) a −1 iεe iθ dθ
1 + εe iθ
= 2πi e(a–1)πi
Let ε→0 and R→∞. It can be easily checked that the second and fourth integrals
tend to zero. Thus
z 0
∞ x a −1
1+ x
dx + z ∞
e 2 πi ( a −1) . x a −1
0
1+ x
dx = 2πi e(a–1)πi
0
x a −1
1+ x
dx = 2πi e(a–1)πi
Hence z 0
∞ x a −1
1+ x
dx = aπi
e −e
2πi
− aπi
=
π
sin aπ
28. Prove that
(i) z0
∞
e−x
2
cos 2 α
cos ( x 2 sin 2α ) dx =
2
π
cos α
(ii)
0z ∞
e−x
2
cos 2 α
2
π
sin α
sin ( x 2 sin 2α ) dx =
C1
α
O A x
SOLUTIONS TO SOME SELECTED EXERCISES 265
The contour Γ consists of the line OA, the arc C1 of the circle | z | = r from A to B,
(0 ≤ α ≤ π/4) and the line BO.
(1) z Γ
2
e − z dz = z r
0
2
e − x dx + z 2
e − z dz +
C1 zr
0
exp {−(ρe iα ) 2 }e iα dρ
z C1
2
e − z dz → 0 as r → ∞
i.e.
z ∞
0
exp ( − ρ 2 e 2 iα ) e iα dρ = z ∞
0
2
e − x dx = π / 2
(2) z ∞
0
e −ρ
2
cos 2 α
[cos (ρ2 sin 2α) – sin (ρ2 sin 2α)] 2ρ =
Equating real and imaginary parts on the two sides of (2) and replacing the variable
π /2e − iα
z ∞
0
cos ( x 2 ) dx = z 0
∞
sin ( x 2 ) dx =
π
2 2
Γ
Γ1
z |z|=r
f ( z ) dz =
z 0
2π
re iθ i dθ
(r 2 e 2 iθ − r 3 e 3iθ )1/ 3
→ 0 as r → 0
266 THE ELEMENTS OF COMPLEX ANALYSIS
and z| z −1 | = ρ
f ( z ) dz =
z −π
π
ρe iθ i dθ
(1 + ρe ) ( −ρe iθ )1/ 3
iθ 2 / 3
→ 0 as ρ → 0
Here f (z) is analytic for every finite z except on the cut from 0 to 1. Hence
z Γ
f ( z ) dz − z Γ1
f ( z ) dz = 0
Hence z Γ
f ( z ) dz = – 2πi (– 1)–1/3
But z Γ
f ( z ) dz = z Γ
f ( z ) dz = (1 − e 2 πi / 3 ) z 1
0
dx
( x 2 − x 3 )1/ 3
= – 2πi (– 1)–1/3
Therefore
z 1
0
dx
23 1/ 3 = πi / 3
(x − x ) e
2 πi
−e − πi / 3
=
2π
3
30. Find the number of zeros of the function
F(z) = sin z + 2iz2 in the rectangle
| x | ≤ π/2, | y | ≤ 1.
Solution: Apply Rouche’s Theorem with 2 iz2 as f and sin z as g. For z = x ± i,
| sin z | = (sin2 x cosh2 1 + cos2 x sinh2 1)1/2
< cosh 1 < 1.5431
For z = π/2 + iy, | y | ≤ 1, | sin z | = cosh y ≤ cosh 1. But 2 | z2 | ≥ 2. Hence | sin z | <
| 2 iz2 | on the boundary of the rectangle, and there are two zeros inside. Note that
one zero is at 0.
31. A Möbius transformation that transforms the real axis to the real axis can be
represented with real coefficients a, b, c, d.
az + b
We assume that none of the coefficients is zero. Let w = . Note that the
cz + d
inverse image of 0 is real, so b/a is real; the image of ∞ is real, so d/c is real. Now we
represent the transformation as
(a / b) z + 1 lz + 1
w= =
(c / d ) z + 1 nz + 1
where l and n are real.
*Let w = f (z)dz where f is a rational function. Write t = 1/z. The residue of w at ∞ is defined to be the
residue of – t2 f (1/t) at t = 0.
SOLUTIONS TO SOME SELECTED EXERCISES 267
32. Find the Möbius transformation which maps the unit disc of the z-plane into the unit
disc of the w-plane.
az + b
Let w= .
cz + d
Observe that w = 0 and w = ∞ correspond to symmetric points α and 1 / α where
| α | < 1. Then b = – aα, c = – αd. It follows that
F a I (z − α) .
w= −
H d K (αz − 1)
(z − α)
But when | z | = 1, = 1 and therefore
(αz − 1)
a
− = eiθ (θ real)
d
z−α
Hence w = e iθ , | α | < 1, θ real.
αz − 1
33. Find the Möbius transformation which maps the upper half of the z-plane into the
upper half of the w-plane.
We have seen above that Möbius transformation that maps the real axis to the real
axis can be represented with real coefficients. Conversely, a transformation with
real coefficients maps the real axis to the real axis. Hence, the Möbius transformation
in this case must be
az + b
w= where a, b, c, d are real.
cz + d
In order to make the upper half-plane correspond to the upper half-plane, we have to
make z = i correspond to a point w with Im w > 0. Then
ai + b ac + bd − bci + adi
=
ci + d c2 + d 2
must have positive imaginary part, so ad – bc > 0.
34. Find the Möbius transformation which maps the right-hand half of the z-plane into
the right-hand half of the w-plane.
In order to transform the right-hand half plane to the right-hand half plane, we first
transform the right-hand half plane to the upper-half ζ-plane by
ζ = iz
aζ + b
Then w=
cζ + d
transforms the upper half plane to the upper half plane, and multiplication by – i
carries this back to the right-hand half plane. Thus,
aiz + b az − bi
w= −i = , ad – bc > 0.
ciz + d ciz + d
Hence, the required Mobius transformation is
az − bi
w=i .
cz − di
268 THE ELEMENTS OF COMPLEX ANALYSIS
It follows that
u2 v2
− = 1.
sin 2 θ cos 2 θ
i.e. the image of the ray {reiθ; θ is constant} is the hyperbola whose axes are sin θ
and cos θ.
F 2u I + F
2
2v I 2
Also, GH r + JK GH
1
r r −r
1 JK = 1,
z3 = – 1 + 2z2 is an isomorphism
1
Re (z2) > → Re (z3) > 0;
2
Write z4 = log z3 = log | z3 | + i
arg z3 is an isomorphism
Re (z3) > 0 → – π/2 < Im (z4) < π/2
Hence
FG
z4 = log z3 = log (1 + 2z2) = log 1 +
2 IJ
H z1 K
F 2 IJ = log FG 1 + z IJ
= log G1 +
H 1 − zK H1 − zK
is an isomorphism
D(0, 1) → {z : – π/2 < Im z < π/2}
39. Find the image of the given domain D under the following conformal mappings
1
(i) w = z + ; D : | z | < 1, Im z > 0
z
1 − cos z
(ii) w = ; D : 0 < Re z < π /2
1 + cos z
Solution:
(i) Setting w = u + iv and z = reiθ, we find
F 1I F1 I
u= r+
H rKcos θ and v = r −
Hr
sin θ
K
1
Now Im z > 0 iff 0 < θ < π and | z | < 1 iff r < 1. Thus sin θ > 0 and r – < 0 implies
r
v < 0 with v taking all negative values. u ≥ 0 for 0 < θ ≤ π/2 and u ≤ 0 for π/2 ≤ θ < π,
u taking all real values.
1
Hence, w = z + maps the region (| z | < 1) ∩ (Im z > 0) onto the lower half-plane
z
Im z < 0.
1 − cos z F
e iz − 1 I 2
z1 − 1
z1 = eiz, z2 = and z3 = – z22 = w
z1 + 1
arg z1 = arg eiz = arg eix–y = x = Re z.
Thus 0 < Re z < π/2 implies 0 < arg z1 < π/2.
It can be easily checked that Re z > 0 is mapped onto | z2 | < 1 by
z1 − 1
z2 =
z1 + 1
SOLUTIONS TO SOME SELECTED EXERCISES 271
15 − 8i
Thus k=
17
272 THE ELEMENTS OF COMPLEX ANALYSIS
41. Find a transformation which maps the semi-infinite strip onto the upper half plane.
y
B
a2 = p/2
–1 1 x
a1 = p/2
A
Solution:
Here α1 = π/2 = α2 as shown in the figure here. We choose x1 = 1 and x2 = – 1 and
apply the Schwarz-Christoffel transformation. Thus we have
dw
= K (z + 1)(π/2)/π–1 (z – 1)(π/2)/π–1
dz
= K (z + 1)–1/2 (z – 1)–1/2
Hence w= K z dz
( z 2 − 1)
= K cosh–1 z + D
where D is a constant.
To determine K and D, we have z = 1 for w = 0, this gives D = 0 and z = – 1 for
w = π i, this gives K = 1. Thus
w = cosh–1 z.
42. Let f be analytic in | z | ≤ 1. Suppose that | f (z) | is maximized for | z | ≤ 1 at z0 with
| z0 | = 1. Prove that f ′(z0) ≠ 0 unless f is constant.
Solution: Suppose that f ′(z0) = 0. Then in a neighbourhood U : | z – z0 | < ε of z0, (ε is
small) f is analytic in U. Now f can be represented by Taylor series with centre at z0.
We have, for f ≠ 0,
LM ∞
f (z) – f (z0) = (z – z0)m am + Σ an ( z − z 0 )
n−m OP
(am ≠ 0, m ≥ 2).
N n = m +1 Q
When ε is small, the part of U inside | z | = 1 is nearly half a disk, and arg z varies by
nearly π on the part E of ∂U which is inside | z | = 1. It follows that arg [f (z) – f (z0)]
varies by nearly kπ on E(m ≥ 2), and this makes w = f (z) go outside the disk
| w | ≤ f (z0) |. Hence, | f | takes values greater than | f (z0) | at some points z with | z |
< 1. This contradicts the hypothesis that | f | has its maximum at z0 for | z | ≤ 1.
43. Suppose that U and V are conjugate harmonic functions and let
V ( x, y)
φ (x) =
U ( x, y)
Prove that
φ (x) = tan (αx + β)
where α and β are real numbers. Also, determine U(x, y) and V(x, y).
SOLUTIONS TO SOME SELECTED EXERCISES 273
Solution:
Since U and V are conjugate harmonic functions, hence
f (z) = U (x, y) + iV (x, y) is analytic and
V ( x, y)
= tan (arg f (z))
U ( x, y)
F I V
i.e. arg f (z) = arc tan
H K U
= arc tan φ (x)
Now arg f (z) = Im log f (z)
∂
Hence [Im log f ( z )] = 0
∂y
Since log f (z) is differentiable when f (z) ≠ 0, it follows by C – R equations that
∂ ∂
Re log f ( z ) = Im log f ( z ) = 0
∂x ∂y
Therefore, Re log f (z) = g (y)
∂ ∂
and g′(y) = g( y) = − Im log f ( z )
∂y ∂x
∂
=− arc tan φ ( x )
∂x
∂
Since g′(y) depends only on y, and – arc tan φ(x) only on x, we find that
∂x
∂
g′(y) = – arc tan φ (x) = – α (a real constant).
∂x
Thus arc tan φ (x) = αx + β
i.e. tan (αx + β) = φ (x)
It remains to determine U and V.
Since g(y) = – αy + δ
and g(y) = Re log f (z) = log | f (z) |
we have | f (z) | = eg(y) = e– αy+δ
We know that f (z) = | f (z) | cis arg f (z)
Hence
f (z) = e–αy + δ cis (αx + β) = eδ cis βe–αy cis αx
Thus U(x, y) = Ce–αy cos αx
and V (x, y) = Ce–αy sin αx
where C = eδ cis β
44. Find the conjugate function of
u = x2 – y2
Solution:
∂u ∂u
The function u = x2 – y2 is harmonic. Also, = 2 x, = − 2 y. Hence a conjugate
∂x ∂y
of u will satisfy
274 THE ELEMENTS OF COMPLEX ANALYSIS
∂v ∂v
(3) = 2 x, = 2y
∂y ∂x
Integrating the first equation of (3) with respect to y we have
(4) v = 2xy + k (x) where k (x) depends only on x.
Substituting (4) in the last equation of (3) we obtain k′(x) = 0 and so k (x) = constant
= C.
Hence, the conjugate function of x2 – y2 is 2xy + C and the analytic function f (z) is
given by
f (z) = (x2 – y2) + i (2xy + C) = z2 + iC.
x −y
45. Prove that the harmonic conjugate of 2 is 2 .
x +y 2
x + y2
x FI1
Solution:
x +y2 2 = Re HK z
1
We have f (z) =
z
is analytic in C except at the origin i.e. z = 0.
1
Threfore the real part of is harmonic in C except at z = 0. But the harmonic
z
F 1I FI
1 x
conjugate of Re
H zK is Im
HK
z
. That is, the harmonic conjugate of 2
x + y2
is
−y
.
x + y2
2
46. Prove that under the transformation w = f (z) is harmonic function φ (x, y) remains
harmonic where f (z) is analytic and f ′(z) ≠ 0.
Solution: Let φ (x, y) be transformed into a function φ [x (u, v), y(u, v)] by the
transformation. We will first prove that
∂2φ ∂2 φ 2
F 2
+ 2 = | f ′(z) |2 ∂ φ + ∂ φ
I
∂x 2
∂y ∂u
GH
2
∂v 2
JK
∂φ ∂φ ∂u ∂φ ∂v
We have = + .
∂x ∂u ∂x ∂v ∂x
∂φ ∂φ ∂u ∂φ ∂v
= + .
∂y ∂u ∂y ∂v ∂y
∂ 2 φ ∂φ ∂ 2 u ∂u ∂ ∂φ
+
FG IJ
∂φ ∂ 2 v ∂v ∂ ∂φ FG IJ
∂x 2
=
∂u ∂x 2 ∂x ∂x ∂u
+
H K +
∂ v ∂x 2 ∂x ∂x ∂v H K
= +
LM
∂φ ∂ 2 u ∂u ∂ 2 φ ∂u
+
∂ 2 φ ∂v OP
∂u ∂x 2
N 2
∂x ∂u ∂x ∂v ∂u ∂x Q
∂φ ∂ v ∂v L ∂ φ ∂u ∂ φ ∂v O
2 2 2
+
∂v ∂x
+ M + P
∂x N ∂u ∂v ∂x ∂v ∂x Q
2 2
SOLUTIONS TO SOME SELECTED EXERCISES 275
Similarly
∂ 2 φ ∂φ ∂ 2 u ∂u ∂ 2 φ ∂u
= + +
∂ 2 φ ∂v LM OP
∂y 2 ∂u ∂y 2 ∂y ∂u 2 ∂y ∂v ∂u ∂y N Q
+ +
LM
∂φ ∂ 2 v ∂v ∂ 2 φ ∂u ∂ 2 φ ∂v
+
OP
N
∂v ∂y 2 ∂y ∂u ∂v ∂y ∂v 2 ∂y Q
Adding,
∂ 2 φ ∂ 2 φ ∂φ ∂ 2 u ∂ 2 u F
∂φ ∂ 2 v ∂ 2 v I F I
(5)
∂x 2
+ 2 =
∂y ∂u ∂x 2
+ 2 +
∂y
GH +
∂v ∂x 2 ∂y 2 JK GH JK
LMF ∂u I
∂2φ
2
F ∂u I O ∂ φ LM ∂u ∂v + ∂u ∂v OP
+G J P + 2
2 2
+
MNGH ∂x JK
∂u 2 H ∂y K PQ ∂u ∂v N ∂x ∂x ∂y ∂y Q
∂ φ LF ∂v I F ∂v I O
2 2 2
+ MG J
∂v MNH ∂x K2
+G J P
H ∂y K PQ
∂u ∂v ∂v ∂u
Now, by C – R equations = , =− . Also, since u and v are harmonic,
∂x ∂y ∂x ∂y
∂2u ∂2u ∂2v ∂2v
2
+ 2 = 0, 2 + 2 = 0
∂x ∂y ∂x ∂y
FG ∂u IJ + FG ∂u IJ = FG ∂v IJ + FG ∂v IJ = FG ∂u IJ + FG ∂v IJ
2 2 2 2 2 2
Then
H ∂x K H ∂y K H ∂x K H ∂y K H ∂x K H ∂x K
2
∂u ∂v
= +i = | f ′(z) |2
∂x ∂x
∂u ∂v ∂u ∂v
+ = 0.
∂x ∂x ∂y ∂y
Hence (5) reduces to
∂2φ ∂2 φ 2 2
+ 2 = | f ′(z) |2 ∂ φ + ∂ φ
F I
(6)
∂x 2
∂y ∂u 2 ∂v 2
GH JK
∂2φ ∂2 φ
It follows from (6) that if + = 0 and f ′(z) ≠ 0 then
∂x 2 ∂v 2
∂2φ ∂2φ
+ =0
∂u 2 ∂v 2
47. Determine a function which is harmonic in the upper half plane, Im (z) > 0 and
which takes the prescribed values
F(x) =
RS1 x > 0
T0 x < 0
Solution: This is a Dirichlet problem for the upper half plane as shown in the
figure
276 THE ELEMENTS OF COMPLEX ANALYSIS
(x, y)
θ
ϕ=0 ϕ=1 x
lim φ ( x, y) = F(x) =
1 x>0RS
y→ 0 + 0 x>0 T
Since Aθ + B is the imaginary part of A log z + B where A and B are real constants,
hence Aθ + B is harmonic.
We have to determine A and B under the conditions
ϕ = 1 for x > 0
ϕ = 0 for x < 0
Thus
(i) 1 = A(0) + B, (ii) 0 = A(π) + B
1 y F I
Hence A = – 1/π, B = 1 and φ = 1 –
π
tan–1
x H K
One can also solve this type of problem by using Poisson’s formula for the half
plane.
48. Let ψ(θ) = 0 for 0 < θ < π and 1 for π < θ < 2π. Find a series for the function u(r, θ)
which is harmonic in the unit disk with these boundary values. Using the series
compute u (1/2, π/2) numerically.
Solution:
an =
2π −z
1 0 − in θ
π
e dθ, a0 =
1
2
For n ≠ 0,
1
an = − [1 − ( − 1) n ]
2 π ni
1 1 1 in θ
ψ(θ) = − Σ e
2 πi odd n =1 n
1 1 1 in θ
= − Σ (e − e − in θ )
2 πi odd n =1 n
1 2 sin n θ
= − Σ
2 π odd n n
SOLUTIONS TO SOME SELECTED EXERCISES 277
1 2 ∞ sin (2 m + 1) θ 2 m +1
Hence, u (r, θ) = − Σ r
2 π m = 0 (2 m + 1)
F 1 , πI = 1 − 2 ∞ ( −1) m
u
H 2 2K 2 π Σ
m=0 2 2 m +1 (2 m + 1)
1 2
= − tan −1 (1 / 2)
2 π
= 0.2048... .
1
49. Prove that if | z | < , then
2
(i) | log (1 + z) – z | ≤ | z |2,
1 2
(ii) | log (1 + z) – z + z | ≤ | z |3,
2
1 1
(iii) | log (1 + z) – z + z 2 − z 3 | ≤ | z |4,
2 3
1 2 1 3 1 4
(iv) | log (1 + z) – z + z − z + z | | ≤ | | z |5,
2 3 4
and so on.
1
Solution: If | z | < ,
2
z2 z3 z 4
log (1 + z) = z – + − + ...
2 3 4
1 z z2
Hence | log (1 + z) – z | ≤ | z |2 | − + – ... |
2 3 4
F 1 + 1 + 1 + ...I
≤ | z |2
H2 4 8 K
= | z |2
This proves (i). We can prove similarly (ii), (iii), (iv). We verify (ii) below
z2 1 1 1
| log (1 + z) – z + | ≤ | z |3 | + + + ... |
2 2 4 8
= | z |3
50. Prove that π (1 + an) converges if both Σ an and Σ | an |2 converge.
Solution: It follows from the previous exercise that
| log (1 + an) – an | ≤ | an |2.
Hence, if Σ | an |2 converges, so does Σ [log (1 + an) – an] ; and then if Σ an converges,
so does Σ log (1 + an).
51. Investigate the convergence of π (1 + an) in the following cases:
(i) an = (– 1)n n–1/3
(ii) a2n + 1 = (2n – 1)– 1/2, an + 2 = – (2n)–1/2, n = 1, 2, 3, ...
278 THE ELEMENTS OF COMPLEX ANALYSIS
so
LM
Σ log (1 + an ) − an +
an2 an3
−
OP
N 2 3 Q
3
converges absolutely. Now Σ an and Σ an converge (conditionally), but Σ an2 diverges
and therefore Σ log (1 + an) diverges.
3
(ii) Since Σ | an | converges, it follows that
LM
Σ log (1 + an ) − an +
an2 OP converges
N 2 Q
According as n is odd or even,
an2 1 1 1 1
an + = 1/ 2 − or − 1/ 2
− ,
2 n 2 n ( n − 2) 2 ( n − 2)
F 1 2 I
so
H
Σ an +
2 K
an diverges, hence Σ log (1 + an) diverges.
| z |2
(iii) Since | log (1 + an) – an | ≤ , it follows that Σ [log (1 + an) – an] converges.
n2
But since Σ an diverges, the product diverges.
(iv) Since Σ | an | converges and Σ [log (1 + an) – an] converges, it follows that the
product converges.
∞
52. Prove that Π (1 – z2/n2) converges uniformly on each compact set that excludes all
n =1
the points ± n.
Solution: Let z belong to a compact set E that contains no point ± n. Since E is
1
bounded, it follows that for sufficiently large n, | z2/n2 | < and
2
F z2I z2 1 z2 k
| log 1 − GH n
JK
2
+ 2 | ≤ | 2 |2 ≤ 4
n 2 n n
for some number k. Since Σ z2/n2 converges uniformly on E, it follows that
Σ log (1 – z2 / n2) converges uniformly on E.
53. Prove Stirling’s formula
lim (n ! en n– n – 1/2) = 2π
n→∞
Then
1
an = (n + 1/2) {log (n + 1/2) – log n} – + Σ log m −
2 m =1
Setting f (x) = log x in the following identity
z n + 1/ 2
0
log xdx
we obtain
z n + 1/ 2
0
f ( x ) dx = z 1/ 2
0
LM f ( x) +
N m =1
n
Σ { f ( m + x ) + f ( m − x )} dx
OP
Q
(7)
z n + 1/ 2
0
log x dx − Σ log m =
m =1
n
z
|RSlog x +
|T
1/ 2
0
n
Σ log 1 −
m =1
F
GH x2
m2
I |UV dx
JK |W
∞ F xI
log G1 −
2
But Σ
m =1 H m JK 2
1
converges uniformly for 0 ≤ x ≤ .
2
Taking the limit in both sides of (7), we have
(8) lim
n→∞
FG
H z n + 1/ 2
0
log x dx − Σ log m
m =1
n IJ
K
= z 1/ 2
0
R|log x +
S|
T
∞
Σ log 1 −
m =1
F
GH x2
m2
I U|V dx
JK |W
Using the result
∞ F z2 I
sin πz = πz Π 1 −
n =1
GH n2
,JK
the right side of (8) becomes
0
log sin π x dx −
1
2
log π
0
log sin πx dx >
1
2
log 2
1
lim an = log (2π )
n→∞ 2
54. Prove that Γ (z) exists for all other values of z other than zero and the negative
integers.
Solution: Let Ω0 be the set of all (finite) points other than zero and the negative
integers. Let
n ! nz
(9) Γn (z) =
z ( z + 1) ... ( z + n)
n
(10) gn (z) = log (n !) + z log n – Σ log (z + m)
m=0
= z 1
0
z ( z + 1) t
( m − t ) ( m + tz )
dt
converges and hence lim gn (z) exists. Thus Γ (z) exists for all z ∈ Ω0.
n→∞
(13)
0
t z − 1 (1 − t ) w − 1 dt
= (z + w) z 1
0
t z − 1 (1 − t ) w dt − w z 1
0
t z − t (1 − t ) w − 1 dt
= z 0
1
{zt z − 1 (1 − t ) w − t z w(1 − t ) w − 1} dt
= [t z (1 − t ) w ]10 = 0
SOLUTIONS TO SOME SELECTED EXERCISES 281
But B (z, 1) = z 1
Observe that
(14) lim {n z B ( z, w + n + 1) = Γ ( z ).
n→∞
= nRe z | z 1
0
t z − 1 {(1 − t ) w − 1} (1 − t ) n dt |
≤ nRe z z1
0
t Re z − 1 |(1 − t ) w − 1 | (1 − t ) n dt ,
and | (1 – t)w – 1 | = | z t
0
w (1 − x ) w − 1 dx |
≤ t | w | (0 ≤ t ≤ 1)
Hence, by (13) we have
(15) | nz B (z, w + n + 1) – nz B (z, n + 1) | ≤ | w | nRe z B (Re z + 1, n + 1)
It now follows from (14) that
lim {nRe z + 1 B (Re z + 1, n + 1)} = Γ (Re z + 1)
n→∞
Now whenever g (w) exists, g (w) = g (w – k) for any positive integer k. This shows
that Re w ≥ 1 is not necessary.
58. Prove that
B (z, w) = Γ (z) Γ (w)/Γ (z + w)
for Re z > 0 and Re w > 0
282 THE ELEMENTS OF COMPLEX ANALYSIS
= lim
RSn z
B ( z, w + n + 1)
Γ ( z + w + n + 1) n ! nw UV
n→∞
T n ! nz + w Γ ( w + n + 1) W
= Γ (z)
59. Prove that
Γ (z) = z ∞
0
u z − 1e − u du for Re z > 0
Solution: Since ex ≥ 1 + x and e–x ≥ 1 – x for every real number x, it follows that
(16) 1 ≥ ex (1 – x) ≥ (1 + x) (1 – x) = 1 – x2 (x < 1).
Now let n be a natural number. Then, by (16) if u ≤ n, then
F u I FG
u2 I
JK
1 ≥ eu/n 1 −
H n K H
≥ 1− 2
n
and hence
F1 − u I ≥ FG1 − u IJ
n 2 n
(17) 1≥ eu
H nK H n K 2
(0 ≤ u ≤ n)
so that
F u I n
≤ e− u
u2
(18) 0 ≤ e–u – 1 −
H n K n
(0 ≤ u ≤ n)
nz B (z, n + 1) = z 1
0
(nt ) z − 1 (1 − t ) n ndt
= zn
0
uz −1 1 −
F
H
u
n
I
K
n
du
z ∞
0
Thus it follows from (18) that
u z − 1e − u du exists if and only if Re z > 0
| z 0
∞
u z − 1e − u du – nz B (z, n + 1) |
≤ z n
0
|RS
u Re z − 1 e − u − 1 −
|T
F
H
u
n
I
K
n
|UV du +
|W z ∞
n
u Re z − 1e − u du
SOLUTIONS TO SOME SELECTED EXERCISES 283
0
u Re z + 1 e − u du
60. Let G = {z : Re z ≥ a} where a > 1. Prove that if ε > 0 then there is a number δ,
0 < δ < 1, such that for all z in G.
(19) |
z
whenever δ > β > α.
β
α
(e t − 1) − 1 tz – 1 dt | < ε
61. Let F = {z : Re z ≤ A} where – ∞ < A < ∞. Prove that if ∈ > 0 then there is a number
k > 1 such that for all z in F
α
(e t − 1) − 1 t z − 1dt | < ε
converges uniformly on H.
z 0
∞
(e t − 1) − 1 t z − 1 dt
converges uniformly on E.
z 1
∞
(e t − 1) − 1 t z − 1 dt
ζ (z) Γ (z) = z 0
∞
(e t − 1) − 1 t z − 1 dt for Re z > 1.
Solution: It follows from the above results that this integral is an analytic function in
the region {z : Re z > 1}. Thus it is sufficient to prove that ζ (z) Γ (z) equals this
integral for z = x > 1.
It follows from exercises 60 and 61 above that there are numbers α and β, 0 <
α < β < ∞, such that
z α
0
(e t − 1) − 1 t x − 1 dt < ε/4,
z ∞
β
(e t − 1) − 1 t x − 1 dt < ε/4
284 THE ELEMENTS OF COMPLEX ANALYSIS
n ∞
Since Σ e − kt ≤ Σ e − kt = (et – 1)– 1
k =1 k =1
for all n ≥ 1,
Σ
∞
n =1 z α
0
e − nt t x − 1 dt < ε/4,
Σ
∞
n =1 z ∞
β
e − nt t x − 1 dt < ε/4
∞
Using the relation ζ (z) Γ (z) = Σ n– z Γ (z)
n =1
= Σ
∞
n =1 z ∞
0
e − nt t z − 1 dt
0
(e t − 1) −1 t x − 1 dt |
≤ε+| Σ
∞
n =1 z α
β
e − nt t x − 1 dt − z β
α
(e t − 1) − 1 t x − 1 dt |
But Σ e – nt converges to (et – 1)–1 uniformly on [α, β], so the result is proved.
By using the above result we would like to extend the domain of definition of ζ to
{z : Re z > – 1}.
Let us consider the Laurent expansion of the function
1 1 1 ∞
(20) z
= − + Σ an zn
e − 1 z 2 n =1
z FGH1
0
1
−
t
e −1 t
1 z–1
t dt
IJ
K
converges uniformly on compact subsets of {z : Re z > 0} and hence represents an
analytic function on the right half plane. Thus
0
FG 1 − 1IJ t
He −1 tK
t
z −1
dt +
1
z −1
+ z 1
∞ tz −1
et − 1
dt.
1
By using exercises 62 and 63 we see that each of these summands except , is
z −1
analytic in {z : Re z > 0}. Thus we may define ζ (z) for Re z > 0 in the following
manner.
ζ (z) =
1
Γ (z) z
LM F 1 − 1I t
t
MN GH e − 1 t JK
0
t
z−t
dt +
1
z −1
+ z ∞
1
tz −1
et − 1
dt
OP
PQ
SOLUTIONS TO SOME SELECTED EXERCISES 285
Hence ζ is meromorphic in the right half plane with a simple pole at z = 1 whose
residue is 1. Let 0 < Re z < 1, then
1
z −1
Inserting this in (21) we obtain
=− z ∞
1
t z − 2 dt
0 e z FH
1 1
t −1
−
1 1 z −1
+
t 2
t dt
I
K
is uniformly convergent on compact subsets of {z : Re z > – 1}. Also, since
F 1 − 1I = 1
lim t
t →∞ H e −1 t K
t
z FGH
1
∞
t
1
−
e –1 t
1 z −1
t dt
IJ
K
converges uniformly on compact subsets of {z : Re z < 1}.
Using these results we find that
0
1 1 1 z −1
− +
t
e −1 t 2
t dt −
1
2z
I
K
1
1
+
e −1 tz FH
−
∞
1 z −1
t dt for 0 < Re z < 1.
t
I
K
Since both integrals on the right side of (23) converge in the strip – 1 < Re z < 1, we
can define ζ(z) in {z : – 1 < Re z < 1}.
The question naturally arises: What happens at z = 0 ? Since 1/2 z appears on the
right side of (23), is it true that ζ have a pole at z = 0 ? It can be easily checked that
this is not true. Dividing both sides of (23) by Γ(z) we will get one term
1 1
=
2z Γ( z ) 2 Γ( z + 1)
which is analytic at z = 0.
286 THE ELEMENTS OF COMPLEX ANALYSIS
1 1 1 F e + 1I i F 1 itIt
+ = G J
We have
e −1t
2 2 H e − 1K
= cot
2 H2 K t
F 1 itI = 2 − 4 it Σ 1 for t ≠ 0. ∞
cot
H 2 K it t + 4n π n =1 2 2 2
F 1 − 1 + 1I 1 = 2 Σ 1 ∞
Thus
H e −1 t 2K t
t
t + 4n π n =1 2 2 2
0
FG Σ
∞
H t
n =1 2
1
+ 4n 2 π 2
IJ
t z dt
K
=2Σ
∞
n =1 z ∞
0
tz
t + 4n 2 π 2
2
dt
∞
= 2 Σ (2 πn) z −1
n =1 z 0
∞ tz
t +12
dt ,
= 2 (2π)z–1 ζ(1 – z) z ∞
0
tz
t2 + 1
dt,
(26) z ∞
0
2
tz
t +1
dt =
1
2 z 0
∞ s1/ 2 ( x −1)
s +1
ds
1
π cosec
1
π (1 − x )
LM OP
=
2 2 N Q
1 1 F I
=
2
π sec
2
πx
H K
But
1 Γ (1 − x )
(27) = sin πx
Γ( x ) π
Γ (1 − x ) 1 1 F I F I
=
π
2 sin
2
πx cos
2
πx
H K H K
SOLUTIONS TO SOME SELECTED EXERCISES 287
Note that the integers n1, n2, n3, ... are all the integers which can be factored as a
product of powers of the prime numbers p1, p2, ..., pn alone. Allowing n → ∞ we get
the required result.
Weierstrass Elliptic Function P (z)
We recall the following definitions. An analytic function f is called periodic if there
exists a (complex) constant w ≠ 0 such that
f (z + w) = f (z)
for all z ∈ C. The constant w is called a period of the function. If there does not exist
an integer n such that w/n is also a period, then we call w a fundamental period. If
Im ( w1 w2 ) = 0, where w1 ≠ w2, then f is called simply periodic. Note that w1 and w2
are distinct periods. If Im ( w1 w2 ) ≠ 0, where w1 ≠ w2, then f is called doubly periodic.
The doubly periodic analytic functions are called elliptic functions.
Observe that if h is any analytic function for which the series
∞
Σ h (z – nw) = f (z)
−∞
converges uniformly, then f will be periodic with period w. If w is a sum of any
integer multiples of w1 and w2 with Im ( w1 w2 ) ≠ 0, then
Σ h (z – w) = p (z)
w
Note that the summation over all possible w yields p (z), a doubly periodic function
288 THE ELEMENTS OF COMPLEX ANALYSIS
is doubly periodic.
Setting h (z) = 1/z2 in the above expression we obtain the Weierstrass elliptic function
1
+ Σ
RS
1 1
− 2
UV = P (z).
z 2
T
w ≠ 0 ( z − w) 2
w W
67. Show that P (z) satisfies the differential equations
(31) 6 P2 – P″ = 30 k4
and
(32) 4 P ″ – P ′2 – 60 k4 = 140 k6
where P ′ and P ″ are the first and second derivatives of P and
1 1
(33) k4 = Σ 4
, k6 = Σ
w≠0 w w ≠ 0 w6
Solution: By definition
P (z) =
1
+ Σ
1
−
1 RS UV
z 2 w ≠ 0 ( z − w)2 w 2 T W
1
– P ′ (z) = 2 Σ
w ( z − w)3
=2
RS 1 + Σ
1 UV
Tz 3 w≠0 ( z − w)3 W
and
1
(34) P ′ (z) = 6 Σ
w (z − w) 4
=6
RS 1 + Σ
1 UV
Tz 4 w≠0 (z − w)4 W
where the summation Σ includes the origin (w = 0).
w
Note that P has a double pole at the origin and P ″ has a fourth order pole at the
origin. Thus the fourth-order pole of P2 at the origin can be eliminated by subtracting
P ″/6 from P 2. We find
1 2
(35) P 2 = 4 + 2 Σ 2 + Σ 22
z z
and for all small z
1 1 z R|S F I F
z I 2 U|V
T| H K H K
(36) = 2 1+ 2 +3
( z − w) 2
w w w W|
and Σ2 = Σ
LM 1 − 1 OP
w≠0 N ( z − w) w Q 2 2
1 1
= 2z Σ + 3z 2 Σ 4
w≠0 w2 w≠0 w
SOLUTIONS TO SOME SELECTED EXERCISES 289
1
Since Σ = 0 for m = odd integer
w≠0 wm
(37) lim Σ 2 = 0
z→0
1
(38) lim Σ 2 = 3k4
z→0 z2
Σ 2 = 3k4 z2
Hence, it follows from (34) and (35) that
12
(39) 6 P 2 – P ″ = 2 Σ 2 + 6 Σ 22 − 6 Σ 4
z
where
1
(40) Σ4 = Σ
w ≠ 0 ( z − w) 4
– P ′ (z) = 2
RS 1 + Σ
1 UV RS
1
= 2 3 + Σ3
UV
Tz 3 w≠0 ( z − w) 3
W T
z W
we have
(42) P ′2 = 4
RS 1 + 2 Σ + Σ 32
UV
Tz z 6 3 3
W
1
Since P (z) =+ Σ 2 , we have
z2
(43)
1 RS3 3
4 P 3 = 4 6 + 4 Σ 2 + 2 Σ 22 + Σ 32
UV
z T
z z W
Thus (41) becomes
12 8 60 k 12
4
Σ 2 − 3 Σ 3 − 2 4 + 2 Σ 22 + 4 Σ 32 − 4 Σ 32 − 60 k 4 Σ 2
z z z z
The last four terms of the above expression approach zero as z → 0. The first two
terms in the above expression can be evaluated as follows:
290 THE ELEMENTS OF COMPLEX ANALYSIS
For small z
1 1 z z |RS F I F I 2
F zI 3
F z I |UV 4
(z − w) 2
≅ 2 1+ 2
w w
+3
w T| H K H K +4
H wK +5
H w K W|
Hence
(44) Σ2 = Σ
LM 1 −
1 OP
≅ 3 k4 z2 + 5 k6 z4
w≠0 N ( z − w) 2
w2 Q
1 1
Also, since Σ = Σ =0
w≠0 w3 w ≠ 0 w5
1 1 z z |RS F I F I 2
F zI 3
|UV
and 3
(z − w )
≅ − 3 1+ 3
w w
+6
w |T H K H K + 10
H wK |W
Hence
1
(45) – Σ3 = − Σ ≅ 3k4 z + 10k6 z3
w≠0 ( z − w)3
Thus
lim
RS 36k 4
+ 60 k6 +
24 k 4 60 k
+ 80 k6 − 2 4
UV = 140k
z→0 Tz 2
z 2
z W 6
(46) z P
∞ 3
dP
{4 P − 60 k 4 P − 140 k6 }
=z
(47) z = P– 1 (z) =
w
3
dw
z
∞ {4 w − 60 k w − 140 k }
4 6
Note that such an integral cannot be expressed in closed form in terms of algebraic,
trigonometric, inverse trigonometric, logarithmic, and exponential functions unless
the cubic has repeated roots. We give below three types of elliptic integral. The
integral
(48) z=
0
w
z du
(1 − u ) (1 −k 2 u 2 )
2
, |k|<1
is called an elliptic integral of the first kind. If w is real and is such that | w | < 1 then
the integral exists. Let u = sin θ and w = sin ϕ. Then (48) reduces to
z=
φ
z dθ
0 {1 − k 2 sin 2 θ}
SOLUTIONS TO SOME SELECTED EXERCISES 291
If k = 0, (48) becomes
z = sin–1 w = z w
0
du
{(1 − u) (1 − k 2 u 2 )}
2
(49) z= z w
0
RS1 − k u duUV
T 1− u W
2
2
2
= z0
φ
1 − k 2 sin 2 θ d θ
(50) z= z w
0
du
(1 + nu 2 ) {(1 − u 2 ) (1 − k 2 u 2 )}
= z0
φ dθ
(1 + n sin 2 θ) {1 − k 2 sin 2 θ}
68. Show that the Weierstrass zeta function
1
+ Σ
1 1
+ +
zFG IJ
ζ (x) =
z w ≠ 0 z − w w w2 H K
satisfies
ζ (z) = – z P ( z ) dz
1 1 RS 1 UV
Solution: P (z) = – ζ′ (z) = Σ − 2
z 2 w≠0
( z − w) 2
Tw W
69. Show that the Weierstrass sigma function σ (z) defined by
σ (z) = z Π 1 − F I
z (z / w) + ( z2 / 2w2 )
w≠0 H w
e
K
satisfies z
log σ (z) = ζ ( z ) dz
Solution: By logarithmic differentiation we have
σ′ (z)
= dz log σ (z) = ζ (z)
σ (z)
70. Show that the constants c1 and c2 defined by
ζ (z + a1) – ζ (z) = 2c1
ζ (z + a2) – ζ (z) = 2c2
satisfies the relation
a2 c1 – a1 c2 = πi
Solution: By integrating ζ (z) over a fundamental parallelogram we get
z ζ ( z ) dz = z a2
a1 + a2
2c2 dz + z a1 + a2
a1
2c1dz = 2 π i
71. Show that the entire function σ (z) satisfies the following relations
σ (z + a1) = – e n1 ( 2 z + a1 ) σ ( z )
292 THE ELEMENTS OF COMPLEX ANALYSIS
σ (z + a2) = – e n2 ( 2 z + a2 ) σ ( z )
Solution: We have
σ′ ( z)
ζ (z) = = dz log σ (z)
σ ( z)
It now follows from the previous exercise that
log σ (z + a1) – log σ (z) = 2c1 z + k1
log σ (z + a2) – log σ (z) = 2c2 z + k2
i.e. σ (z + a1) = σ (z) e 2 c1z e k1
2c z k
σ (z + a2) = σ (z) e 2 e 2
since σ (z) = – σ ( – z) is an odd function if 2 z = – a1, we find that
F a I = σ F− a I e − c1a1 k1
H 2K H 2K
1 1
σ e
and e k1 = − e c1a1
Similar result holds for k2.
72. Let the zeros and poles of an elliptic function f (z) be located at {zk} and {pk} in a
fundamental parallelogram. Suppose that
∑ zk = ∑ pk
k k
Then prove that
σ ( z − zk )
f (z) = C Π , C is a constant
k σ ( z − pk )
Solution: Denote the product by g (z). It follows from exercise 71 that
2 c ( z − zk ) c1 a1
σ (z – zk + a1) = – σ (z – zk) e 1 e
σ (z – pk + a1) = – σ (z – pk) e 2 c1 ( z − pk ) e c1 a1
Hence
LM
g (z + a1) = g (z) exp 2C1 ∑ ( pk − z k ) = g (z)
OP
N k Q
Similarly we can obtain
g (z + a2) = g (z)
f ( z)
Thus g (z) is an elliptic function. It now follows that is also an elliptic function
g ( z)
without any singularity. Hence, it is a constant.
BIBLIOGRAPHY
1. Ahlfors, L.V. Complex Analysis, 3rd ed. McGraw-Hill, New York, 1979.
2. Apostol, T.M. Mathematical Analysis, 2nd ed. Addison-Wesley, Reading, Mass, 1985.
3. Boas R.P. Invitation to Complex Analysis, Random House, New York, 1987.
4. Bartle, R.G. The Elements of Real Analysis, 2nd ed. John Wiley & Sons, 1976.
5. Birkhoff, G. and S. Maclane. A Survey of Modern Algebra, 4th ed. Macmillan, New
York, 1977.
6. Cartan, H. Elementary Theory of Analytic Functions of One or Several Complex
Variables, Addison and Wesley, New York, 1963.
7. Conway, J.B. Functions of One Complex Variable, Springer Verlag, New York, 1973.
8. Davis, P.J. Interpolation and Approximation, Dover Publications, New York, 1975.
9. Henrici, P. Applied and Computational Complex Analysis, Vol. 3. Wiley, New York,
1986.
10. Hille, E. Analytic Function Theory, Ginn & Co. Boston, 1959 (Vol. 1), 1962 (Vol. 2).
Reprint. Chelsea. New York, 1974.
11. Lang, S. Complex Analysis, Addison-Wesley, 1977.
12. Markushevich, A.I. Theory of Functions of a Complex Variable. Vol. 1, Translated
by R.A. Silverman, Prentice Hall, 1965.
13. Rudin, W. Real and Complex Analysis, 2nd ed. Tata McGraw-Hill, New Delhi, 1981.
14. Rudin, W. Principles of Mathematical Analysis, 3rd ed. McGraw-Hill, New York,
1976.
15. Watson, G.N. A Treatise on the Theory of Bessel Functions, Cambridge Press, 1945.
293
LIST OF SYMBOLS
∈ belongs to
∉ does not belong to
⊂ is a subset of, is contained in
⊃ contains
∪ union
∩ intersection
⇒ implies
⇔ logical equivalence, if and only if
Α = Β, Α ≠ Β equality and inequality of sets
Α−Β the set of all points in A which are not in B
ΑΔΒ symmetric difference of two sets
Αc the complement of A
Α×Β Cartesian product of A and B
[a, b], (a, b], etc intervals on the real line
Br (a) Open ball with radius r and centre a
B (X) Space of all bounded real valued functions on X
C Complex number system, complex plane
C∞ extended complex plane
Ì (G, Ω) set of all continuous functions from G to Ω
d (x, y) distance from one point to another
d (x, A) distance from a point to a set
diam S diameter of the set S
D (z1, r) Open circular disc with radius r and centre z1
D (z1, r) the closure of D (z1, r)
D′ (z1, r) punctured disc with radius r and centre z1
Dr (a) open circular disc with radius r and centre a
δij Kronecker delta
∂T the boundary of the rectangle T
φ empty set
294
LIST OF SYMBOLS 295
A Capacitor 153
Cardinal number 5
Abelian 187
Absolute value 90 Cartesian product 3, 294
Accumulation point 22 Cauchy
Riemann equations 40
Addition theorem 194
Algebra 194 sequence 24, 33, 34, 78, 80, 82, 158, 159
Analytic automorphism 101 Cauchy’s inequality 74, 229
integral formula 71, 72, 94, 95, 131
continuation 202
function 202 theorem 53, 59, 63, 75, 270
isomorphism 101 Chain 39, 69, 70, 94, 114, 204, 242, 244
Circle 136
square root 241
Annulus 94 of convergence 84
Approximation 225 Closed ball 22
chain 70, 264
Associative law 15
Automorphism 101 mapping 28
path 55
B polygon 64
set 233
Bernstein polynomial 226
square 231
theorem 226
Closure 294
Bessel’s differential equation 220
Compact 249
function 220
metric space 27
Beta function 184, 280
set 34
Blaschke product 171
Complement 233
Boundary 179
Complete metric space 24
point 246
Complex number 4
Bounded entire function 74
Complex plane 37
set 140
Composition of transformation 123
variation 51
Conductor 153
C Conformal 238
equivalence 241
Canonical product 165
mapping 270
Cantor set 25
296
297 THE ELEMENTS OF COMPLEX ANALYSIS
T V
Taylor part 95 Vector space 34
series 95 Velocity potential 147
Temperature 152 Vivanti-Pringsheim theorem 207
Totally bounded set 27
Transcendental function 42 W
Translation 122 Walsh 229
Transitive 5 Weight factor 235
Triangle inequality 12 Weierstrass approximation theorem 229
Trigonometric function 45 elliptic function 287
factorization theorem 159
U
function 191
Unbounded region 148 M test 83
Uniform approximation 225 sigma function 198
continuity 26 zeta function 291
convergence 82 Winding number 66
Uniformly bounded 239
Union of sets 202 Z
Unit circle 14 Zero element 8
element 8 of order n 92
Upper half plane 106