Choundhary B The Elements of Complex Analysis

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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

This book is an introductory course in Complex Analysis of one Complex Variable.


It contains sufficient material for one semester course.
The prerequisite for this book is a course in advanced calculus and a course
in elementary modern algebra.
The book consists of fourteen chapters and two appendices. Chapter 1 is
very elementary and deals with the field of complex numbers. Assuming that the
reader is familiar with metric spaces, continutity, convergence, compactness,
connectedness, etc., we briefly introduce these concepts in Chapter 2. Chapter 3 to
Chapter 10, includes the essentials of Complex Analysis, which cannot be left out
in one semester course.
Since the proof of the Riemann Mapping Theorem is somewhat more difficult
than the study of the specific cases considered in Chapter 9, it has been presented in
the Appendix. Chapters 12-14 deal with further analytic aspects of functions in
many directions, which may lead to some other branches of mathematics. Chapter
11 initiates the reader in the consideration of functions as points in a metric space
and presents Weierstrass Factorization Theorem and its application. The homological
version of Cauchy’s Theorem is presented in the Appendix. Exercises are given at
the end of each chapter. Solutions to some selected problems are special feature of
the book.
This book grew out of a regular course given by me at M.Sc. level of Indian
Institute of Technology, Delhi. I have been influenced by many books on the same
subject, especially by L. Ahlfors, H. Cartan, J.B. Conway and Serge Lang. I have
also referred, in various places, to those books which have been of particular
assistance to me in preparing lecture notes for this book.
This book covers the syllabus on Complex Analysis at graduate level of the
universities in India and undergraduate level of the universities in North America
and Europe. I have resisted the temptation to include everything of the subject in
this text, consequently there are many facets of the subject which have been omitted.
xii 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

Preface to the Third Edition vii


Preface to the Second Edition ix
Preface to the First Edition xi
1. Sets, Functions and Complex Numbers 1
1.1 Sets ..................................................................................................... 1
1.2 Functions ............................................................................................ 3
1.3 Countable Sets ................................................................................... 5
1.4 Fields .................................................................................................. 7
1.5 Complex Numbers ............................................................................. 8
1.6 The Complex Plane .......................................................................... 10
1.7 The Roots of Complex Numbers ..................................................... 11
1.8 Stereographic Projection .................................................................. 14
1.9 Spherical Representation.................................................................. 14
Exercises .......................................................................................... 15
2. Metric Spaces 19
2.1 Definition ......................................................................................... 19
2.2 Convergence, Completeness ............................................................ 23
2.3 Continuous Functions ...................................................................... 25
2.4 Compactness .................................................................................... 26
2.5 Connectedness .................................................................................. 29
Exercises .......................................................................................... 33
3. Elementary Properties of Analytic Functions 36
3.1 Limits and Continuity ...................................................................... 36
3.2 Complex Differentiability ................................................................ 37
3.3 The Cauchy-Riemann Equations ..................................................... 40
xiv CONTENTS

3.4 Exponential Function ....................................................................... 42


3.5 Trigonometric and Hyperbolic Functions ........................................ 44
3.6 Logarithm ......................................................................................... 45
3.7 Inverse Trigonometric and Hyperbolic Functions ........................... 46
Exercises .......................................................................................... 47
4. Line Integral and Cauchy’s Theorem 50
4.1 Definitions........................................................................................ 50
4.2 Riemann-Stieltjes Integral ................................................................ 51
4.3 Line-Integral .................................................................................... 52
4.4 Modulus of Continuity ..................................................................... 53
4.5 Local Primitive ................................................................................. 55
4.6 Cauchy’s Theorem (Homotopy Form) ............................................. 59
4.7 Global Primitives ............................................................................. 62
Exercises .......................................................................................... 63
5. Application of Cauchy’s Theorem 66
5.1 The Winding Number ...................................................................... 66
5.2 Statement of Cauchy’s Theorem ...................................................... 69
5.3 Some Consequences of Cauchy’s Theorem ..................................... 70
5.4 Application of Cauchy’s Integral Formula....................................... 72
Exercises .......................................................................................... 76
6. Power Series 79
6.1 Infinite Series in C ........................................................................... 79
6.2 Series of Functions and Uniform Convergence ............................... 82
6.3 Power Series ..................................................................................... 84
Exercises .......................................................................................... 88
7. Laurent Series, Singularities 90
7.1 Power Series Representation of Analytic Functions ........................ 90
7.2 Taylor Series .................................................................................... 91
7.3 Zeros of Analytic Function .............................................................. 92
7.4 Laurent Series .................................................................................. 93
7.5 Isolated Singularities ........................................................................ 96
7.6 Limit Points of Zeros and Poles ....................................................... 97
7.7 Meromorphic Functions ................................................................... 98
Exercises ........................................................................................ 100
CONTENTS xv

8. Residue Theorem and Its Applications 102


8.1 Definition ....................................................................................... 102
8.2 Applications of the Residue Theorem ............................................ 104
8.3 The Logarithmic Residue ............................................................... 113
Exercises ........................................................................................ 116
9. Conformal Mapping 119
9.1 Definition ....................................................................................... 120
9.2 Linear Fractional Transformation .................................................. 122
9.3 Definition ....................................................................................... 125
9.4 Symmetry ....................................................................................... 126
9.5 The Schwarz-Christoffel Transformation ...................................... 130
9.6 The Transformations w = sin z and w = cos z ................................ 131
9.7 Riemann Surfaces .......................................................................... 132
Exercises ........................................................................................ 135
10. Harmonic Functions 137
10.1 Definitions of Harmonic Functions ............................................... 137
10.2 Harmonic Functions and Analytic Functions ................................. 138
10.3 Harmonic Functions on a Disk ...................................................... 140
10.4 Construction of Harmonic Functions on a Disk ............................ 143
10.5 Some Physical Applications of Conformal Mapping ..................... 147
10.6 Some Other Physical Interpretations.............................................. 151
Exercises ........................................................................................ 153
11. Weierstrass Factorization Theorem 157
Part I
11.1 Metric on C(G, Ω) .......................................................................... 157
11.2 Spaces of Analytic Functions ......................................................... 160
11.3 Weierstrass Factorization Theorem ................................................ 161
Exercises ........................................................................................ 170
Part II
Extension of the Maximum Modulus Principle 173
11.4 Hadamard’s Product Representation .............................................. 173
11.5 The Effect of Zeros, Jensen’s Formula .......................................... 174
11.6 Some Consequences of Jensen’s Theorem ..................................... 176
11.7 Phragmen-Lindelöf Theorem ......................................................... 179
11.8 The Gamma Function .................................................................... 182
Exercises ........................................................................................ 186
xvi CONTENTS

12. Elliptic Functions 187


12.1 Groups ............................................................................................ 187
12.2 Elliptic Functions ........................................................................... 188
12.3 Weierstrass’ Elliptic Functions ....................................................... 191
12.4 The Addition Theorems ................................................................. 194
12.5 The Weierstrass’ Zeta Function ...................................................... 196
12.6 The Weierstrass’ Sigma Function ................................................... 198
Exercises ........................................................................................ 200
13. Analytic Continuation, Differential Equations 202
13.1 Analytic Continuation .................................................................... 202
13.2 Continuation along a Path .............................................................. 203
13.3 Continuation by Reflection ............................................................ 204
13.4 Nowhere-Continuable Power Series .............................................. 209
13.5 Differential Equations .................................................................... 213
13.6 Solutions at Infinity........................................................................ 216
13.7 The Hypergeometric Differential Equation ................................... 217
13.8 Some Simple Consequences of the Function
F(a, b, c, z) in (33) ......................................................................... 218
13.9 Bessel’s Differential Equation ....................................................... 220
13.10 Legendre’s Differential Equation ................................................... 221
Exercises ........................................................................................ 222
14. Approximation by Rational Functions and Polynomials 225
14.1 Uniform Approximation................................................................. 225
14.2 Locally Analytic Functions ............................................................ 230
Exercises ........................................................................................ 235

APPENDIX 1: Riemann Mapping Theorem 237


APPENDIX 2: Homological Version of Cauchy’s Theorem 243
Solutions to Some Selected Exercises 249
Bibliography 293
List of Symbols 294
Index 297
1 SETS, FUNCTIONS AND
COMPLEX NUMBERS

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

Conversely, if x ∈ (A – B) ∩ (A – C), then x ∈ (A – B) and x ∈ (A – C). Thus x ∈ A,


x ∉ B and x ∉ C. This shows that x ∈ A and x ∉ B ∪ C, i.e. x ∈ A – (B ∪ C).
The verification of the second equalities is left to the reader.
Let A and B be two non-empty sets. The Cartesian product A × B of the sets
A and B is defined to be the set of all ordered pairs (x, y) where x ∈ A and y ∈ B. In
symbols,
A × B = {(x, y) : x ∈ A and y ∈ B}.
Example : Let A = {a, b, c, d} and B = {1, 2, 3}.
A × B = {(a, 1), (a, 2), (a, 3), (b, 1), (b, 2), (b, 3), (c, 1),
(c, 2), (c, 3), (d, 1), (d, 2), (d, 3)}.
Note that (a, 1) ∈ A × B, but (1, a) ∉ A × B.
We shall use the following notations for designating intervals. If a and b are
real numbers such that a < b, then we define
[a, b] = {x : a ≤ x ≤ b};
(a, b) = {x : a < x < b};
[a, b) = {x : a ≤ x < b};
(a, b] = {x : a < x ≤ b}.

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)

Fig. 1.IV. The image f(D)


4 THE ELEMENTS OF COMPLEX ANALYSIS

It is clear that f (A) ⊂ B. If f (A) = B, then we call f a mapping of A onto B. The


mapping f of A into B is called one-to-one mapping if two different elements in A
have different images under f. In other words, f is one-to-one mapping of A into B if
whenever x1 ≠ x2, x1 ∈ A, x2 ∈ A implies that f (x1) ≠ f (x2).
If f : A → B is both onto and one-to-one, then we can define the inverse
mapping. f –1 : B → A in the following way :
f –1 (y) = x if and only if f (x) = y
for every y ∈ B and for every x ∈ A.
Let f : A → B be a map. Suppose now that G is a subset of B. The inverse
image f –1 (G) is the subset of A defined by
f –1 (G) = {x : f (x) ∈ G}.

f
A B

G
f –1(G)

f –1

Fig. 1.V. The inverse image f –1 (G)

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

Fig. 1.VI. Composition of functions

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.

1.3 COUNTABLE SETS


Definition: Let A and B be any two sets. If the function f : A → B is one-to-one and
onto, then we say that f is a one-to-one correspondence between A and B.
Example: Let A denotes the set of positive odd integers and B the set of
positive even integers. Define f : A → B by
f (n) = n + 1.
Then f is one-to-one correspondence between A and B.
Whenever there exists a one-to-one correspondence from set A to set B, we
say that A and B have the same cardinal number, or briefly, that A and B are
equivalent, and write
A ≈ B.
This relation has the following properties and can be easily verified.
(a) reflexive : A ≈ A for any set A.
(b) symmetric : if A ≈ B, then B ≈ A.
(c) transitive : if A ≈ B and B ≈ C, then A ≈ C.
A set A is called finite if it is empty or if there is a natural number n such that
A is equivalent to the set {1, 2, 3, ..., n}. A set A is called infinite if A is not finite. The
most basic infinite set is the set of all positive integers:
I = {1, 2, 3, .., n, n + 1, ...}.
Definition: We say that a set A is countable if A ≈ I.
Example: Let A be the set of all integers.
6 THE ELEMENTS OF COMPLEX ANALYSIS

Define f : I → A by
R| n (n even );
f (n) = S n2− 1
|T− 2 (n odd ).

The function is one-to-one correspondence from A to I. The sets A and I are


arranged as follows:
A: 0, 1, –1, 2, –2, ...
? ? ? ? ?
I: 1, 2, 3, 4, 5, ...
We say that a set A is uncountable if A is neither finite nor countable.
Definition: Let I be the set of all positive integers. A sequence in a set A is a
function f : I → A.
In other words, a sequence assigns to each n ∈ I, a uniquely determined
element of A.
If f (n) = xn, for n ∈ I, we usually denote the sequence f by the symbol
{xn} or x1, x2, x3, ..., xn, ... .
If xn ∈ A for all n ∈ I, then we say that xn is a sequence in A.
We need to define unions and intersections of large class of sets. Let {Ai} be
a collection of sets, where i runs through some index set I. We define their union
and intersection as follows:
∪ Ai = {x : x ∈ Ai for at least one i ∈ I}
i ∈I

and ∩ A = {x : x ∈ A for every i ∈ I}


i ∈Ii i

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

Note that De Morgan’s laws can be generalized for an arbitrary collection of


sets in the following way:
(a) A − ∪ Ai = ∩ ( A − Ai );
i ∈I i ∈I

(b) A − ∩ Ai = ∪ ( A − Ai ).
i ∈I i ∈I

We shall now establish two useful properties of countable sets.


Theorem 1. Every infinite subset F of a countable set E is countable.
Proof: Let the element x ∈ E be arranged in a sequence x1, x2, x3, ..., xn, ... of
distinct elements. We construct a sequence n1, n2, n3, ... in the following way.
SETS, FUNCTIONS AND COMPLEX NUMBERS 7

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.

Set f (k) = xnk (k = 1, 2, 3, ...).


We thus see that there exists a one-to-one correspondence between F and the
set of all positive integers.
Theorem 2. The union of a countable collection of countable sets is countable.
Proof: Let {Ai} be a sequence of countable sets, and let

E = ∪ Ai .
i =1

Then we have to prove that E is countable.


Let {A1, A2, A3, ...} be arranged in a sequence {aij}, i, j = 1, 2, 3, ... . Let all the
elements aij be written in the following order.
Note that we have listed the elements of A1 in the first row, the elements of A2
in the second row, and so on. Write all these elements (as indicated by the arrows)
in the form of a sequence
a11, a12, a21, a13, a22, a31, ...

a11 a12 a13 a14 a15

a21 a22 a23 a24 a25

a31 a32 a33 a34 a35

a41 a42 a43 a44 a45

a51 a52 a53 a54 a55

Observe that apq precedes amn if p + q < m + n, or, in case p + q = m + n, if


p < m.
Hence, it follows from Theorem 1 that E is countable.

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.

1.5 COMPLEX NUMBERS


Let R be the set of real numbers. A complex number z is defined as an ordered pair
of real numbers:
z = (a, b) where a ∈ R, b ∈ R.
SETS, FUNCTIONS AND COMPLEX NUMBERS 9

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

1.6 THE COMPLEX PLANE


It is customary to use the letter R to denote the set of all real numbers as well as the
real line, and identify the real numbers with the points on the real line. For the
geometric representation of the complex numbers, it is necessary to introduce first
the coordinate plane.
Take two mutually perpendicular axes, the x-axis and the y-axis, as shown in
Fig. 1.VII. Let P be a point in the plane. Project P perpendicularly onto points Px
and Py on the x and y axes, respectively. Let x and y be the coordinates of Px and Py
on the x and y axes, respectively. Then it can be easily seen that there is a one-to-one
correspondence between the ordered pairs (x, y) of real numbers and point P in the
plane. The set of ordered pairs (x, y) with x ∈ R and y ∈ R is called the coordinate
plane and is denoted by R × R, or R2.
It follows from the definition of complex numbers that each z = x + iy in C
can be identified with the unique point (x, y) in the plane R2. Thus with each complex
number z = x + iy, we associate the point (x, y) in the plane, and vice-versa, each
point of that plane corresponds to one and only one complex number. We call this plane
the complex plane and denote by C itself. In the complex plane C, the x-axis of the
coordinate system is called the real axis and the y-axis is called the imaginary axis.
y-axis

Py = y P = (x, y)

Px = x x-axis

Fig. 1.VII

Let z = x + iy be a complex number. We introduce the polar coordinate (r, θ):


x = r cos θ, y = r sin θ.
The positive quantity r is called the absolute value of z and is denoted by r
= | z |. The angle θ is the angle between the positive real axis and the line segment
from 0 to z. We illustrate this in Fig. 1.VIII.
Y

P(x, y)
r
y
q
X¢ O x X


Fig. 1.VIII
SETS, FUNCTIONS AND COMPLEX NUMBERS 11

The angle θ is called the argument of z and is denoted by θ = arg z. If θ is


one of the value of arg z, then
arg z = θ + 2kπ, k = 0, ± 1, ± 2, ...
The value of θ which lies in the interval
–π<θ≤π
is called the principal value of the argument of z.
Note that the arg z is not unique and is infinite valued.
We introduce the notation
cis θ = cos θ + i sin θ.
Let z1 = r1 cis θ1, z2 = r2 cis θ2.
Then z1z2 = r1r2 cis θ1 cis θ2
= r1r2 [(cos θ1 cos θ2 – sin θ1 sin θ2)
+ i (sin θ1 cos θ2 + cos θ1 sin θ2)].
By applying the familiar addition formulas for the sine and cosine, we get
z1z2 = r1r2 cis (θ1 + θ2).
Thus | z1z2 | = | z1 | | z2 |
and arg (z1z2) = arg z1 + arg z2 (upto multiples of 2π).
We write zk = rk cis θk, 1 ≤ k ≤ n.
It follows by induction that
z1z2...zn = r1r2...rn cis (θ1 + θ2 + ... + θn).
In particular,
(1) zn = rn cis (nθ) for every integer n ≥ 0.
The quotient of two complex numbers can be handled in a similar way. If z ≠ 0,
z [r–1 cis (– θ)] = 1;
so that (1) holds for all integers n, positive, negative and zero, if z ≠ 0. In the special
case r = 1 of (1) we get de Moivre’s formula:
(2) (cos θ + i sin θ)n = cos nθ + i sin nθ.

1.7 THE ROOTS OF COMPLEX NUMBERS


We can use de Moivre’s formula to find the nth roots of a complex number
z = r cis θ. Write z = wn where w = R cis ψ
If follows from de Moivre’s formula that
z = wn = Rn (cos nψ + i sin nψ).
Thus
(3) r (cos θ + i sin θ) = Rn (cos nψ + i sin nψ).
12 THE ELEMENTS OF COMPLEX ANALYSIS

By equating the absolute values on both sides in (3), we get


Rn = r i.e. R = n r
where the root is real positive and thus is uniquely determined.
By equating the arguments in (3), we obtain
nψ = θ + 2kπ
θ 2 kπ
i.e. ψ= +
n n
where k is an integer.
Consequently, n
z , for z ≠ 0, has the n distinct values.
(4) F θ + 2kπ I , k = 0, 1, ..., n – 1.
n
z = n r cis
Hn n K
The complex number x – iy, denoted by z , is called the conjugate of
z = x + iy.
Note that
z z = x 2 + y 2 = | z |.
If z ≠ 0, then
1 z
= 2.
z |z|
The following basic properties of absolute values and conjugates can be easily
verified:
1 1
(i) Re z = ( z + z ), Im z = ( z −z ).
2 2i
(ii) ( z1 + z2 ) = z1 + z2 .

(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

Observe that for any z1 ∈ C,


– | z1 | ≤ Re z1 ≤ | z1 | ;
– | z1 | ≤ Im z1 ≤ | z1 |.
Hence
Re ( z1 z2 ) ≤ | z1 z 2 | = | z1 | | z2 |.
Thus
| z1 + z2 |2 = | z1 |2 + 2 Re ( z1 z2 ) + | z2 |2
≤ | z1 |2 + 2 | z1 | | z2 | + | z2 |2
= (| z1 | + | z2 |)2,
from which (c) follows.
The triangle inequality can easily be generalized i.e.
n n
(e) | ∑ zi | ≤ ∑ | zi |
i =1 i =1

The equality in (e) holds if and only if


arg z1 = arg z2 = ... = arg zn.
A complex number z = x + iy can be represented by the directed line segment
OP joining the origin O to the point P (x, y). We often call OP the position vector
of P.
Let OP1 and OP2 represent the complex numbers z1 = x1 + iy1 and z2 = x2 + iy2,
respectively. We complete the parallelogram OP1 PP2 whose side OP1 and OP2
correspond to z1 and z2. It is readily verified that addition of complex numbers
corresponds, in the complex plane, to a parallelogram law for addition of vectors.
This fact is illustrated in Fig. 1.IX.

P(x1 + x2, y1 + y2)


y 2)
x 2,
P 2(
z2
P1(x1, y1)
z1

Fig. 1.IX
14 THE ELEMENTS OF COMPLEX ANALYSIS

1.8 STEREOGRAPHIC PROJECTION


Let C be the complex plane. Consider a unit sphere S which is centered at z = 0 of
the complex plane C. Suppose that the sphere S is cut by the complex plane C along
its equator, which coincides with the unit circle centred at z = 0, as indicated in
Fig. 1.X. The diameter NN ′ is perpendicular to C. We call points N and N ′ the north
and south poles of the sphere S. A point P in C is mapped onto the point P′ on the
sphere S by joining N to P by a line. The line NP intersects the sphere S at P′. Points
inside the unit circle are mapped onto the lower hemisphere, and points outside the
unit circle are mapped onto the upper hemisphere. The origin z = 0, is mapped onto
the south pole N ′ of the sphere S. We now put the north pole N in correspondence
with the “point at infinity” of the complex plane C.
N

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.

1.9 SPHERICAL REPRESENTATION


We denote the extended plane by C∞ = C ∪ {∞}. Let P = x + iy and let P′ = (x1, x2, x3)
be the corresponding point on S. The line in R3 through P and N is given by
(5) [{(1 – u) x, (1 – u) y, u} : – ∞ < u < ∞]
In order to find the coordinates of P′ we have to find the value of u at which
this line intersects S. If u is the value, then
1 = (1 – u)2 x2 + (1 – u)2 y2 + u2
= (1 – u)2 | P |2 + u2.
It follows that
1 – u2 = (1 – u)2 | P |2
SETS, FUNCTIONS AND COMPLEX NUMBERS 15

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

1. The symmetric difference between two sets A and B, denoted by A Δ B, is defined by


AΔB = (A – B) ∪ (B – A).
(i) Show that Δ satisfies associative law and commutative law.
(ii) A ∩ (BΔC) = (A ∩ B) Δ (A ∩ C).
(iii) A Δ φ = A, A ΔA = φ.
2. Let f : A → B ; let S and T be subsets of A, and D and E be subsets of B, Prove the
following;
(i) f (f –1 (D)) ⊂ D, and give an example in which
f (f –1 (D)) ≠ D.
16 THE ELEMENTS OF COMPLEX ANALYSIS

(ii) f (S) – f (T) ⊂ f (S – T), and give an example in which


f (S) – f (T) ≠ f (S – T).
(iii) f –1
(D) – f –1
(E) = f –1 (D – E).
3. Let X be any set. The mapping f defined on X by
f (x) = x for every x ∈ X,
is called the identity mapping on X. We will denote this mapping by IX . Note that
such a mapping keeps every element of X fixed.
Let f : X → Y be one-to-one and onto, and let f –1 be its inverse. Prove that
f o f –1 = IY .
Explain how does IY differ from IX .
4. Prove that there exists a one-to-one correspondence between the set of positive
integers and the set of all positive rational numbers.
5. Prove that the set of all real numbers between zero and one is not countable.
6. Prove that the set of all rational numbers is countable.
7. Prove that the set of all points whose coordinates are both rational is countable.
8. If A and B are countable, then prove that A × B is countable.
9. Express the following complex numbers in the form a + ib where a, b are real
numbers
1
(i) (ii) i (2 + 3i)4
− 1 + 2i
1+ i 1− i
(iii) (1 + πi) (i + π) (iv) −
1− i 1+ i
(v) (1 + i ) 3
(2 + i ) (1 + 2i )
10. Express the following complex numbers in polar form
(i) 1 + i 3 (ii) – 2 3 − 2i
(iii) – 4i (iv) – 1 – i
(v) 1 − i 2 (vi) 2 2 + i 2 2
(vii) 2i (viii) – 4
3
(ix) 3 /2 −
i
2
(3 + 4i) (12 − 5i)
11. If z = , compute
1+ i
| z |, Re z and Im z.
12. Compute all the roots of the equation z3 = 1. If ω is one of the complex cube roots
of unity show that the other is ω2. Verify that 1 + ω + ω2 = 0.
13. Compute all roots and plot them in the complex plane:
(i) (– 1)1/4 (ii) (– 1 + i)1/3
(iii) i2/3 (iv) (– 16i)1/4
SETS, FUNCTIONS AND COMPLEX NUMBERS 17

(v) (– 27i)1/6 (vi) (1 – i)–1/2


(vii) 81/3 (viii) (– 1 – i)4/5
(ix) ( 4 2 + i 4 2 )1/ 2
14. If a + ib is a root of
a0zn + a1zn – 1 + ... + an = 0 where an ≠ 0,
a1, a2, ..., an, a and b are real, prove that a – ib is also a root.
15. If x1 + iy1 is one complex root of the equation z5 = 1 show that
4x1 ( y14 − x14 ) = 1.
16. If z is a complex number such that z z = 1, compute
| 1 + z |2 + | 1 – z |2.

17. If w = z1 z2 , show that


z1 + z 2 z + z2
+w|+| 1
| z1 | + | z2 | = | – w |.
2 2
18. If z1, z2 are complex numbers, show that
(a) | z1 – z2 |2 + | z1 + z2|2 = 2 | z1 |2 + 2 | z2 |2 ;
(b) | | z1 | – | z2 | | ≤ | z1 – z2 |.
19. Show that three points z1, z2, z3 in the complex plane are collinear iff there exist real
numbers a, b, c not all zero, such that a + b + c = 0 and az1 + bz2 + cz3 = 0.
20. Show that triangles whose vertices are the points z1, z2, z3 and z4, z5, z6, respectively,
are similar iff
z1 z4 1
z2 z5 1 = 0.
z3 z6 1
21. Show that if the points z1, z2, z3 are the vertices of an equilateral triangle, then
z12 + z 22 + z32 = z1z2 + z2z3 + z3z1.
Is the converse true ?
22. If z1, z2, z3, z4 are the position vectors of the vertices for quadrilateral ABCD, show
that ABCD is a parallelogram iff
z1 – z2 + z3 – z4 = 0.
23. Show that the locus of z defined by the equation | z – w1 | = | z – w2 | is the perpendicular
bisector of the line AB, where A and B are the points in the complex plane which
represent the complex numbers w1 and w2 respectively. Deduce that
2 z − w1 − w2
arg = ± π/2.
w1 − w2
24. If z1, z2, z3 and z4 are four distinct points of the complex plane, show that they lie on
a circle or a straight line iff
( z3 − z1 ) ( z 4 − z2 )
( z3 − z2 ) ( z 4 − z1 )
is real.
18 THE ELEMENTS OF COMPLEX ANALYSIS

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

where x = (x1, x2 , ..., xn) and


y = (y1, y2, ..., yn) ; xi, yi ∈ R, i = 1, 2, ..., n.
(c) Let X be a non-empty set and define d by

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

Br1 (x) ⊂ E, and so, E is open.


To prove the converse, assume that E is open. Since E is open, each of its
points is the centre of an open ball contained in E. Hence E is the union of all the
open balls contained in E.
Theorem 2.1. Let (X, d) be a metric space. Then
(i) the sets X and φ are open;
(ii) the union of any number of open sets in X is open;
(iii) the intersection of a finite number of open sets in X is open.
METRIC SPACES 21

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

Assume that {Hi} is non-empty. Since each Hi is a union, of open balls, H is


the union of all the open balls. Hence, by Lemma 2.1, H is open.
To prove (iii), let {Gi : i = 1, 2, ..., n} be a finite number of open sets in X. Let
G = ∩ Gi . If {Gi} is empty, then G becomes the whole space X and hence G is
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

Theorem 2.2. Let (X, d) be a metric space. Then


(i) the sets X and φ are closed;
(ii) the intersection of any number of closed sets in X is closed;
(iii) the union of a finite number of closed sets in X is closed.
Proof: (i) The result follows from Theorem 2.1(i) and the fact that Xc = φ,
φc = X, where “c” stands for the complement. To prove (ii), let {Fi : i ∈ I} be a class
of closed sets. Then by De Morgan’s law and Theorem 2.1 we see that
F ∩ FI c

H K
i ∈I
i = ∪ Fi c is open.
i ∈I

Thus ∩ Fi is closed.
i ∈I

The proof of (iii) is similar to that of (ii).


Note that a set which is not closed is not necessarily open, and vice-versa.
Interior: Let (X, d) be a metric space and S a subset of X. A point x ∈ S is
called an interior point of S if there exist an open ball Br (x) such that Br (x) ⊂ S.
The interior of S, denoted by S 0, is the set of all its interior points.
Observe that S 0 ⊂ S. It is easy to verify that S is open iff S = S 0.
Closure: Let (X, d) be a metric space and S a subset of X. A point x ∈ X is
called a closure point of S if every open ball centred on x contains at least one point
of S. In other words, a point x ∈ X is a closure point of S if
22 THE ELEMENTS OF COMPLEX ANALYSIS

Br (x) ∩ S ≠ φ for all r > 0.


The closure of S, denoted by S , is the set of all its closure points.
Observe that S ⊂ S .
Closed Ball: Let (X, d) be a metric space. Let a ∈ X and let r > 0. Then the
set {x ∈ X : d (x, a) ≤ r} is called the closed ball with centre a and radius r.
It can be easily proved that in a metric space (X, d), each closed ball is a
closed set.
For, let d(x, a) > r, and let r1 = d(x, a) – r > 0. If d (y, x) < r1, then d (a, y)
≥ d(a, x) – d(y, x) > d(a, x) – r1 = d(a, x) – [d(a, x) – r] = r. This shows the S c is open,
and thus, S is closed.
In general, it is not true that in every metric space the closure of every open
ball of radius r is the closed ball of radius r.
Here is an example. Let (X, d) be a discrete metric space (i.e., d(x, y) = 1 if
x ≠ y, d (x, x) = 0). Then
B1 (a) = {x ∈ X : d (x, a) < 1} = {a};
{x ∈ X : d (x, a) ≤ 1} = X;
B1 ( a) = {a}.
Limit Point: Let (X, d) be a metric space and S a subset of X. A point x ∈ X
is called a limit point (an accumulation point) of S if each open ball Br(x) contains
at least one point of S different from x. In other words, a point x ∈ X is a limit point
of S if
Br (x) ∩ (S – {x}) ≠ φ for each r > 0.
It is clear that every limit point of a set must be a closure point of that set.
The set of all limit points of S is called the derived set of S, and is denoted by S′.
Note that S = S ∪ S′. Also, note that S is closed iff it contains all its limit
points.
RS1 1
Examples: (a) Let X = R and S = 1, , , ... .
UV
T2 3 W
0 is a–the only limit point of S.
(b) Let X = C and S = [0, 1) ∪ {i}.
The set of all points of [0, 1] is a limit point of S but i is not.
Boundary: Let (X, d) be a metric space and S a subset of X. A point x ∈ X is
called a boundary point of S if every open ball Br (x) intersects both S and Sc. In
other words, a point x ∈ X is a boundary point of S if
Br (x) ∩ S ≠ φ and Br (x) ∩ Sc ≠ φ
for all r > 0.
The boundary of S, denoted by δS, is the set of all its boundary points.
METRIC SPACES 23

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.

2.2 CONVERGENCE, COMPLETENESS


Let (X, d) be a metric space. Let {xn} be a sequence in X. The sequence {xn} is said
to be convergent to x in X if for every ε > 0 there is an integer n0 such that
d(xn, x) < ε for n ≥ n0.
In symbols, we write
lim xn = x.
Note that a sequence in a metric space can have at most one limit.
The following theorem characterizes the closure points of a set in terms of
sequences.
Theorem 2.3. Let (X, d) be a metric space and S a subset of X. Then a point
x ∈ X is a point of S iff there exists a sequence {xn} of S such that lim xn = x.
In particular, if x is a limit point of S, then there exists a sequence of distinct
points of S that converges to x.
1
Proof: Assume that x ∈ S . For each n choose xn ∈ S such that d(xn, x) < .
n
It follows that xn ∈ S and limit xn = x.
Conversely, assume that there exists a sequence {xn} of S such that lim xn = x.
Then for each r there exists n0 such that d (xn, x) < r for n > n0. Thus,
Br(x ) ∩ S ≠ φ for each r > 0. Hence x ∈ S .
Now for the particular case, assume that x is a limit point of S. Then choose
x1 ∈ S such that x1 ≠ x and d(x, x1) < 1. Having chosen x1 ∈ (S – {x}) such that
d (x, x1) < 1, choose x2 ∈ S such that x2 ≠ x and d (x, x2) < 1/2. In this way, having
chosen x1, x2 , ..., xn ∈ (S – {x}), choose xn + 1 ∈ S – {x} such that

d(xn + 1, x) < min


FG 1 , d( x , x)IJ .
H n +1 n
K
Then {xn} is a sequence of S where xn ≠ xm (n ≠ m) and lim xn = x.
Dense Set: Let (X, d) be a metric space and S a subset of X. The set S is called
dense in X if S = X.
It follows from Theorem 2.3 that a set S is dense in X iff for every x ∈ X there
exists a sequence {xn} of S such that lim xn = x.
24 THE ELEMENTS OF COMPLEX ANALYSIS

Example: The set Q of rational numbers is dense in R.


Cauchy Sequence: Let {xn} be a sequence in X. We say that {xn} is a Cauchy
sequence if for every ε > 0 there is an integer n0 such that
d (xm , xn) < ε for m, n ≥ n0.
Note that a convergent sequence in X is a Cauchy sequence in X but the
converse is not true. As an example, consider X = (0, ∞) with d (x, y) = | x – y |, and
define the sequence by xn = 1/ n. Then the sequence {xn} is a Cauchy sequence in X
that does not converge in X.
A metric space (X, d) is said to be complete if every Cauchy sequence in X
converges in X. The simple examples of complete metric spaces are:
(a) R or C with the usual metric d (x, y) = | x – y |;
(b) Rn with the metric

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

d (x1, x2) ≤ diam (Fn) for each n.


METRIC SPACES 25

Thus, d(x1, x2) = 0 implies x1 = x2.



This shows that ∩ Fn cannot contain more than one point.
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

m, n ≥ n0, then Fm ⊂ Fn , Fn ⊂ Fn , and this implies that xm and xn are in Fn .


0 0 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

m ≥ n, it follows that x ∈ Fn for each n. But by assumption, each Fn is closed, hence


Fn = Fn. Thus, x ∈ Fn for each n, and therefore,

x ∈ ∩ Fn .
n =1

This important theorem is due to G. Cantor. Before we conclude this section,


we shall define “nowhere dense” set.
Let (X, d) be a metric space and S a subset of X. The set S is said to be
nowhere dense if its closure has an empty interior. In other words, the set S is
nowhere dense if ( S )° = φ.
A classical example of nowhere dense subset of the real line is the Cantor
Set. We shall not describe it and readers may consult Rudin [13], Principles of
Mathematical Analysis, or Bartle, [3]. The Elements of Real Analysis.

2.3 CONTINUOUS FUNCTIONS


Let (X1, d1) and (X2, d2) be metric spaces. The function f : X1 → X2 is said to be
continuous at a ∈ X1 if for each ε > 0 there exists δ > 0 such that
d2 (f (x), f(a)) < ε whenever d1 (x, a) < δ.
Note that δ depends on ε as well as on a.
The function f : X1 → X2 is said to be continuous if it is continuous at each
point of X1.
The following theorem characterizes continuous functions in terms of open
sets.
Theorem 2.6. Let (X1, d1 ) and (X2, d2) be metric spaces and let f : X1 → X2
be a function. Then f is continuous iff f –1 (G) is open in X1 whenever G is open in X2.
Proof: Let f be continuous. If f –1 (G) is empty, then the proof is trivial.
Assume that it is non-empty. Let x ∈ f –1 (G). Then f (x) ∈ G. Since G is open, there
26 THE ELEMENTS OF COMPLEX ANALYSIS

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

exists m ∈ I such that E ⊂ Bm, and hence E is bounded.


METRIC SPACES 27

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

is an open covering of E. By compactness of E, there exists a finite subcover, say


Br1 (x1), Br2 (x2), ..., Brn (xn) such that
n
E ⊂ ∪ Bri ( xi ) .
i =1

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

which shows that f (E) is compact.


Theorem 2.9. Let (X1, d1) and (X2 , d2) be metric spaces. Let f : X1 → X2 be
a continuous function, and let X1 be compact. Then f is uniformly continuous.
Proof: Let ε < 0. Since f is continuous, there exist δx > 0 such that
(1) d2 (f (x), f (y)) < ε/2 whenever d1 (x, y) < δx .
28 THE ELEMENTS OF COMPLEX ANALYSIS

Let Gx be the set defined by


RS 1
Gx = y ∈ X1 : d1 ( x, y) <
δx UV
T 2 W
Let X1 ⊂ ∪ (Gxi ) be an open cover. Since X1 is compact, there exist finite
i ∈I

number of points x1, x2, ..., xn in X1 such that


n
X1 ⊂ ∪ G x k
k =1

Let δ = min {δ x1 / 2, δ x2 / 2, ..., δ xn / 2} .


Then δ > 0. Note that δ does not depend on x.
Now if x and y are any two points in X1 such that d1(x, y) < δ, then x ∈ Gx m
1
for at least one Gx m . This shows that d1(x, xm) < δ x . Also,
2 m
d1 (xm, y) ≤ d1 (xm, x) + d1(x, y)
1
< δ xm + δ ≤ δ x m .
2
It now follows from (1) that
(2) d2 (f (y), f(xm)) < ε/2 whenever d1 (xm , y) < δ x m .
Thus d2 (f (x), f (y)) ≤ d2 (f (x), f(xm)) + d2 (f (xm), f(y))
< ε/2 + ε/2 = ε,
so that f is uniformly continuous.
This completes the proof of the theorem.
Let (X1, d1) and (X2 , d2) be metric spaces. Let f : X1 → X2 be a function, and
let E be a subset of X1. We call f an open mapping if f (E) is open whenever E is
open. Similarly, we call f a closed mapping if f (E) is closed whenever E is closed.
Theorem 2.10. Let (X1, d1) and (X2, d2 ) be metric spaces. Let f : X1 → X2 be
a continuous function, and let X1 be compact. Then f is a closed mapping.
Proof: Let E be a closed subset of X1. We need to prove first that E is a
compact subset of X1.

Let {Gi : i ∈ I} be an open cover of E. Then X1 = Ec ∪


LM ∪ G OP is an open
N Q
i ∈I
i

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

Since a ∈ G and G is open, therefore a < c. If c ∈ H, then since H is open


there is a point c1 < c such that the interval [c1, c] is contained in H ∩ [a, b].
Consequently,
[c1, c] ∩ G = φ.
This also contradicts the definition of c as sup (G ∩ [a, b]). Hence c ∉ H.
Since S ⊂ G ∪ H, it follows that c ∉ S, which proves the theorem.
Corollary: A subset S of R is connected if and only if S is an interval. In
particular, R is connected.
There is no such simple characterization of connected sets in the complex
plane.

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

Convex Set: Let S be a subset of R n. The set S is said to be convex if


λx + (l – λ)y ∈ S whenever x ∈ S, y ∈ S, and 0 < λ < 1.
Example: Open and closed balls in Rn are convex sets.
Region: Let S be a subset of the complex plane C. If S is open and connected,
then S is called a region.
Examples: (a) An open convex set is a region.
(b) An open disc, an open ellipse, an open triangle and an open square are
convex regions.
(c) We say that an open set S ⊂ C is starlike if there exists a point z0 ∈ S
such that for any z ∈ S the segment [z0, z] belongs to S. The point z0 is
referred to as the centre of the star.

z2
z2

z1
z1

Convex region Non-convex region

Fig. 2.IV Fig. 2.V

It is immediately verified that an open starlike set is connected, and so, is a


region.
METRIC SPACES 33

We illustrate these examples in the following figure.

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.

4. Let (X, d) be a metric space. Prove that X ,


FGd IJ
is also a metric space.
H
1+ d K
5. Let (X, d) be a metric space. Prove that any two distinct points of X can be separated
by open balls in the following sense: if x and y are distinct points in X, then there
exists a disjoint pair of open balls each of which is centred on one of the points.
6. Find the interior of each of the following subsets of the real line; the set of all
integers; the set of all rationals; the set of all irrationals (0, 1); [0, 1]; [0, 1) ∪ {1, 2}.
Find also the interior of each of the following subsets of the complex plane: {z : | z | < 1};
{z : | z | ≤ | 1}; {z : I (z) = 0}; {z : R (z) is rational}.
7. Show that a subset of a metric space is bounded iff it is non-empty and is contained
is some closed ball.
8. Find the boundary of each of the following subsets of the real line: the integers; the
rationals; [0, 1]; (0, 1). Find also the boundary of each of the following subsets of
the complex plane: {z : | z | < 1}; {z : | z | ≤ | 1} ; {z : I (z) > 0}.
9. Prove that a Cauchy sequence is convergent iff it has a convergent subsequence.
10. Give three examples of metric spaces which are not complete.
11. Let X and Y be metric spaces and let f be a mapping of X into Y. If f is a constant
mapping, prove that f is continuous. Use this to show that a continuous mapping
need not have the property that the image of every open set is open.
12. Let X and Y be metric spaces and f a mapping of X into Y. Show that f is continuous
iff f –1 (F) is closed in X whenever F is closed in Y iff f ( B ) ⊆ f ( B) for every subset
B of X.
34 THE ELEMENTS OF COMPLEX ANALYSIS

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

for each x = (x1, x2, ..., xn) ∈ Rn is a normed space.


(d) Let B (X) be the vector space of all bounded real valued functions defined on
a non-empty set X. Define a norm on B (X) by
METRIC SPACES 35

|| f ||∞ = sup {| f(x) | : x ∈ X}


for each f ∈ B (X). This norm is referred to as the sup norm.
Prove that the vector space B (X) with the sup norm is a normed space.
(e) Let X be a vector space. We say that two norms || ⋅ ||1 and || ⋅ ||2 on X are equivalent
if there exist constants K > 0 and M > 0 such that
K || x ||1 ≤ || x ||2 ≤ M || x ||1
for every x ∈ X.
Let v = (x, y) ∈ R2
Define the following norms on R2 by
(i) || v ||1 = | x | + | y |;
(ii) || v ||2 = (x2 + y2)1/2;
(iii) || v ||∞ = max {| x |, | y |};
1/ 2
⎛ x2 y2 ⎞
(iv) || v || = ⎜ 2 + 2 ⎟ ,
⎝a b ⎠
where a and b are two fixed positive numbers.
Prove that the above norms are all equivalent.
Illustrate geometrically the closed unit ball for each norm described above.
3 ELEMENTARY PROPERTIES
OF ANALYTIC FUNCTIONS

3.1 LIMITS AND CONTINUITY


Let Ω be an open subset of the complex plane C. Let f be a function on Ω. Let A be
a complex constant. We say that
lim f (z) = A
z → z0

if the following condition is satisfied.


Given ε > 0 there exists a number δ > 0 such that if z ∈ Ω and | z – z0 | < δ,
then
| f (z) – A | < ε.
Note that this definition of a limit implies that z may approach z0 from any
direction in the complex plane C. For example, let us take
( x + y)2
f (z) = .
x 2 + y2
It can be easily seen that
LM OP LM
lim lim f ( z ) = 1 = lim lim f ( z ) . OP
x→0 y→0N Qy→0 x→0 N Q
But along the path y = mx, we have
(1 + m) 2 .
lim f ( z ) =
z→0 1 + m2
The limiting value here depends on m and hence
lim f (z) does not exist.
z→0

Let f be a function on Ω. Let z0 ∈ Ω. We say that f is continuous at z0 if


lim f (z) = f (z0).
z → z0

If f is continuous at every point of Ω, we say that f is continuous on Ω.


Examples: (i) The function f (z) = z, z ∈ C is continuous on C.
(ii) The functions Re z and Im z are continuous on C.
36
ELEMENTARY PROPERTIES OF ANALYTIC FUNCTIONS 37

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.

3.2 COMPLEX DIFFERENTIABILITY


Let Ω be an open set in the complex plane C. Suppose f is a function on Ω. The
function f is said to be differentiable at a point z0 of Ω if
f ( z ) − f ( z0 )
(1) zlim
→z 0 z − z0
exists. The derivative is denoted by f′ ( z0). Note that the limit is independent of the
path along which z → z0 in the complex plane.
Writing z – z0 = h in the above definition, we get the equivalent form
f ( z0 + h) − f ( z 0 )
(1′) lim = f ′ ( z0).
h→0 h
It is important to note that h is a complex number. Replacing z0 by z in (1′)
we have
f ( z + h) − f ( z )
(1′′) lim = f ′ ( z).
h→0 h
Denote h by Δz. Then (1′′) takes the form
f ( z + Δz ) − f ( z )
(1′′′) lim = f ′ ( z).
Δz → 0 Δz
Suppose w = f (z). We sometimes define
Δw = f (z + Δz) – f ( z)

† The open circular disc is also called a neighbourhood of the point z1.
38 THE ELEMENTS OF COMPLEX ANALYSIS

and write the derivative as


dw Δw
= Δzlim .
dz →0
Δz
By the definition of a limit, (1) means that f ′ (z0) exists if to every ε > 0 there
corresponds a δ > 0 such that
f ( z ) − f ( z0 )
− f ′( z 0 ) < ε
z − z0
for all z ∈D′ (z0, δ).
Analytic Functions: A function f is said to be analytic at a point z0, if it is
differentiable throughout some ε – neighbourhood of z0. A function f is analytic in
a region if it is analytic at every point of the region.
Observe that a function which is differentiable at a point, need not necessarily
be analytic at that point. Example (v) below illustrates this fact.
Examples (i) If n is a positive integer, then f (z) = zn is differentiable in the
entire complex plane.
(ii) f (z) = Re z and f (z) = Im z are not differentiable.
1
(iii) f (z) = is differentiable in C – {0}.
2
(iv) f (z) = z is not differentiable.
(v) f (z) = | z |2 is differentiable only at z = 0.
Theorem 1. If f : Ω → C is differentiable at a point z0 in Ω, then f is continuous
at z0.
LM | f ( z ) − f ( z0 ) | OP L lim | z − z |O
Q MN PQ
Proof : lim | f (z) – f (z0) | = lim
z → z0
N z → z0 | z − z0 | z → z0
0

= 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

Chain Rule. Let f and g be differentiable on Ω1 and Ω2 respectively and let


f (Ω1) ⊂ Ω2. Then g o f is differentiable on Ω1 and
(g o f)′ (z) = g′ (f (z)) f ′ (z).
Proof: In order to prove the chain rule we need the following relations. Let f
be differentiable on Ω, z ∈Ω, and h ≠ 0. Consider
f ( z + h) − f ( z )
η (z, h) = – f ′ (z).
h
Then f (z + h) – f (z) = h f ′ (z) + hη (z, h)
and lim η ( z, h ) = 0.
h→0

Conversely, suppose that


f (z + h) = f (z) + h f1 (z) + h ζ (z, h)
where lim ζ ( z, h) = 0.
h→0

Then f is differentiable at z with


f1 (z) = f ′ (z).
We apply the above relations to a proof of the chain rule.
Let D (z, r) ⊂ Ω1 and | h | < r.
Then, since f is differentiable, we have
k = f (z + h) – f (z),
where k = hf ′ (z) + h η (z, h)
and lim η (z, h) = 0.
h→0

Hence g (f (z + h)) = g (f (z) + k)


= g (f (z)) + kg′ (f (z)) + kζ (f(z), k),
where lim ζ (f(z), k) = 0.
k→0

Substituting for k its expression in terms of h, we have


η (z, h) g′ (f (z)) + (f ′ (z) + η (z, h)) ζ (f (z), k)
= ξ (z, h) (say).
Then
g (f (z + h)) = g (f (z)) + hg′ (f (z)) f ′ (z) + h ξ (z, h).
It can be easily seen that
lim ξ (z, h) = 0.
h→0

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

3.3 THE CAUCHY-RIEMANN EQUATIONS


Any complex-valued function may be decomposed into its real part, Re f (z) = u (x, y)
and its imaginary part, Im f (z) = v (x, y) such that
f (z) = u (x, y) + iv (x, y).
Here u and v are real valued functions of the two real variables x and y.
We shall now derive a simple basic criterion for analyticity of a complex
valued function.
Let f : Ω → C be analytic.
By definition,
f ( z + Δz ) − f ( z )
(1) f ′ (z) = lim
Δz → 0 Δz
(2)
{u ( x + Δx, y + Δy) + iv ( x + Δx, y + Δy)} − {u ( x, y) + iv ( x, y)}
= lim
Δx → 0 Δx + i Δy
Δy → 0

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

Suppose that u and v have continuous second partial derivatives.


Differentiating the C – R equations again we get
∂2u ∂2v ∂2u ∂2v .
= and = −
∂x 2 ∂x ∂y ∂y 2 ∂y ∂x
Hence,
∂2u ∂2u
(6) + = 0.
∂x 2 ∂y 2
Any function satisfying (6) is said to be harmonic. We shall discuss harmonic
functions in Chapter 10.
Let Ω be a region in the plane and let u and v be functions defined on Ω with
continuous partial derivatives. Suppose also that u and v satisfy the C – R equations.
If f (z) = u (x, y) + iv (x, y),
then f can be shown to be analytic in Ω.
To see this, let z = x + iy ∈ Ω and let Br (z) ⊂ Ω.
If Δz = Δx + iΔy ∈ Br (0), then
u (x + Δx, y + Δy) – u (x, y)
(7) = [u (x + Δx, y + Δy) – u (x, y + Δy)] + [u (x, y + Δy) – u (x, y)].
By the mean value theorem for the derivative of a function of one variable,
we have

(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

where | Δx1 | < | Δx | and | Δy1 | < | Δy |.


Denote
φ (Δx, Δy) = [u (x + Δx, y + Δy) – u (x, y)] – [ux (x, y) Δx + uy (x, y) Δy].
Now from (8) we obtain
φ( Δx, Δy) Δx
= [ux (x + Δx, y + Δy) – ux (x, y)]
Δx + iΔy Δx + iΔy
Δy
+ [uy (x, y + Δy) – uy (x, y)]
Δx + iΔy
But | Δx | ≤ | Δx + iΔy |, | Δy | ≤ | Δx + i Δy |, | Δx1 | < | Δx |, | Δy1 | < | Δy | and
the fact that ux and uy are continuous gives that
φ ( Δx, Δy)
(9) lim = 0.
Δz → 0 Δz
Hence
u (x + Δx, y + Δy) – u (x, y) = ux (x, y) Δx + uy (x, y) Δy + φ (Δx, Δy)
where φ satisfies (9).
42 THE ELEMENTS OF COMPLEX ANALYSIS

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.

3.4 EXPONENTIAL FUNCTION


The exponential function ez is of basic importance in complex analysis. In fact, it
serves as a basis for defining all other elementary transcendental functions. In
calculus we have seen that the real exponential function ex (also written exp x) has
the properties
d x
(e ) = ex
dx
and e x1 + x2 = e x1 e x2 .
While defining ez we will preserve as many of the familiar properties of the
real exponential function ex. We wish that
(a) e2 shall be single-valued and analytic;
d z
(b) (e ) = ez;
dz
(c) ez = ex when Im z = 0.
Let
(11) ez = u + iv.
ELEMENTARY PROPERTIES OF ANALYTIC FUNCTIONS 43

In order that ez should satisfy condition (b), we have


∂u ∂v
+i = u + iv.
∂x ∂x
Hence
∂u
(12) = u.
∂x
∂v
(13) = v.
∂x
Now (12) will be satisfied if
(14) u = ex φ(y)
where φ (y) is any function of y. Furthermore, since ez is to be analytic, u and v must
satisfy the C – R equations.
Hence
∂u
(15) – = v.
∂y
Differentiating this with respect to y; we obtain
∂2u ∂v
2
=−
∂y ∂y
2
i.e. ∂ u ∂u
2
=− .
∂y ∂x
Using (12), this becomes
∂ 2u
=–u
∂y 2
which, on substituting u = ex φ(y) from (14), reduces to
ex φ″ (y) = – ex φ (y)
i.e. φ″ (y) = – φ (y).
This is a simple linear differential equation whose solution is
φ (y) = A cos y + B sin y.
Hence, from (14),
u = ex φ (y) = ex (A cos y + B sin y)
∂u
and from (15), v=– = – ex (– A sin y + B cos y).
∂y
Therefore, from (11)
ez = u + iv = ex [(A cos y + B sin y) + i (A sin y – B cos y)]
This reduces to ex when y = 0, as required by condition (c).
Hence ex = ex (A – iB)
which holds iff A = 1 and B = 0.
44 THE ELEMENTS OF COMPLEX ANALYSIS

Thus we arrive at the definition that if there is a function of z satisfying the


conditions (a), (b) and (c), then it must be
(16) ez = ex + iy = ex (cos y + i sin y).
Note that
| ez | = ex and arg ez = y.
The possibility of writing any complex number in exponential form is now
apparent.
Applying (16) with x = 0 and y = θ, we have
(17) eiθ = cos θ + i sin θ.
e iθ + e − iθ e iθ − e − iθ
Thus cos θ = , sin θ = .
2 2i
A function f is periodic with period c if f (z + c) = f (z) for all z ∈ C. If c is a
period of ez then
ez = ez + c = ez ec implies that ec = 1.
Since 1 = | e c | = eRe (c), Re (c) = 0.
Thus c = iθ for some θ in R.
But 1 = e = e = cos θ + i sin θ gives that the periods of ez are the integral
c iθ

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.

3.5 TRIGONOMETRIC AND HYPERBOLIC FUNCTIONS


On the basis of equation (17) we extend the definitions of cos z and sin z
1
cos z = (eiz + e–iz);
2
1
sin z = (eiz – e–iz).
2i
From these definitions one can establish the familiar formulas:
cos2 z + sin2 z = 1.
cos (z1 ± z2) = cos z1 cos z2 ∓ sin z1 sin z2.
sin (z1 ± z2) = sin z1 cos z2 ± cos z1 sin z2.
d
(cos z) = – sin z.
dz
d
(sin z) = cos z.
dz
Expanding cos z in exponentials, we have
e i ( x + iy ) + e − i ( x + iy )
cos z =
2
ELEMENTARY PROPERTIES OF ANALYTIC FUNCTIONS 45

e − y (cos x + i sin x ) + e y (cos x − i sin x )


=
2
e y + e−y e y − e−y
= cos x − i sin x .
2 2
Using the usual definitions of the hyperbolic functions of real variables, we
get
(18) cos z = cos (x + iy) = cos x cosh y – i sin x sinh y.
Similarly
(19) sin z = sin (x + iy) = sin x cosh y + i cos x sinh y.
In particular, taking x = 0 in (18) and (19), we obtain
(20) cos iy = cosh y;
(21) sin iy = i sinh y.
The remaining trigonometric functions of z are defined in terms of cos z
and sin z by means of the usual identities.
We define the hyperbolic functions of z by
ez + e− z
(22) cosh z = ;
2
ez − e− z
(23) sinh z = .
2
By expanding the exponentials and simplifying we get
(24) cosh z = cosh x cos y + i sinh x sin y;
(25) sinh z = sinh x cos y + i cosh x sin y.
Setting x = 0, we obtain
(26) cosh iy = cos y;
(27) sinh iy = i sin y.

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

becomes effectively single valued. If n = 0, the resulting branch of the logarithm


function is the principal value.
At all points except the points on the non-positive real-axis, each branch of
ln z is continuous and analytic. In fact, from the definition
1 y
ln z = ln | z | + i arg z = ln (x2 + y2) + i tan–1 .
2 z
One can verify that the C – R equations are satisfied everywhere except at
the origin.
1 y
Also, u = ln (x2 + y2) and v = tan–1
2 x
are continuous except on the non-positive real axis.
Hence
d ∂u ∂v
(ln z ) = +i
dz ∂x ∂x
x y
= 2 2
−i 2
x +y x + y2
z 1
= =
zz z
We now define the general power of a complex number z = r (cos θ + i sin θ)
by (31) zα = eα ln z, (α complex, z ≠ 0).
Since ln z is infinitely many valued, it follows that zα is also infinitely many
valued. We can write equation (31) as
zα = exp {α [ln | z | + i (θ + 2nπ)]}
= exp {α (ln | z |)eiαθ e2nαπi
where θ is the principal value of the arg z.

3.7 INVERSE TRIGONOMETRIC AND HYPERBOLIC FUNCTIONS


The function w = sin–1z is defined as the function which satisfies the relation
sin w = z.
Similarly, we can define cos–1z, tan–1z, cot–1z, sec–1z, cosec–1z, sinh–1z,
cosh–1 z, tanh–1 z, coth–1 z, sech–1 z, and cosech–1 z.
Note that the inverse trigonometric and hyperbolic functions can be expressed
in terms of natural logarithms. We derive the following formula:

(32) sin–1 z = – i ln (iz ± 1 − z 2 )


Let w = sin–1z. Then
e iw − e − iw
z = sin w =
2i
Hence, e – 2ize – 1 = 0
2iw iw
ELEMENTARY PROPERTIES OF ANALYTIC FUNCTIONS 47

Solving this equation as a quadratic in eiw, we obtain


eiw = iz ± 1 − z 2
Taking logarithms and solving for w, we have
w = – i ln (iz ± 1 − z 2 ).
We now simply write the other formulas
(33) cos–1 z = – i ln (z ± z2 − 1)
i i+z
(34) tan–1 z = ln
2 i−z
(35) cosh–1 z = ln (z ± z2 − 1)
(36) sinh–1 z = ln (z ± z 2 + 1 )
1 1+ z
(37) tanh–1 z = ln .
2 1− z

EXERCISES

1. Let f be the function defined by


Fz n
−1I
f (z) = lim
n→∞
GH z n
+1
JK
.

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

For what values of z the limit exists?


3. For what values of z are each of the following functions continuous?
1 1
(i) f (z) = + 2
z z +1
(ii) f (z) = (x + y2) + ixy
R| z 2
+ 3iz − 2
(iii) f (z) = S
, z≠−i
z+i
|T i, z=−i

(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

5. Show that the following functions are not differentiable


(i) f (z) = | z | (ii) f (z) = Im z (iii) f (z) = z .
6. Use the Cauchy-Riemann equations and examine which of the following functions
are differentiable
1
(i) f (z) = x2 + y2 (ii) f (z) =
x + iy
(iii) f (z) = ey (cos x + i sin x).
At which points do the C–R conditions hold in each case?
7. Prove that the function
R| x 3
− y3
+
x 3 + y3
, z≠0
f (z) = S x 2
i
+ y2 x 2 + y2
|T 0, z=0
satisfies the C – R equations at the origin but does not have a derivative.
8. Show that the C – R equations in polar coordinates are given by
∂u ∂v ∂u ∂v
r = , =−r
∂r ∂φ ∂φ ∂r
where
f (z) = f (r, φ) = u (r, φ) + iv (r, φ).
9. If f (z) and g (w) are analytic functions, prove that g (f(z)) is analytic.
10. Prove that an analytic function cannot have a constant absolute value without reducing
to a constant.
11. Let G be a region and define G1 = {z : z ∈ G}. If f : G → C is analytic, prove that
f1 : G1 → C defined by f1 (z) = f ( z ) is analytic.
12. If f (z) is an analytic function, prove that

(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

20. Show that there is no branch of the logarithm defined on G = C ~ {0}.


4 LINE INTEGRAL AND
CAUCHY’S THEOREM

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

Let Ω ⊂ C be a region. Let [a, b] be some interval. A path in Ω is defined to


be a continuous function
γ : [a, b] → Ω.
We call γ(a) the initial point, and γ(b) the terminal point.
We call γ a differentiable path if γ′(u) exists for each u ∈ [a, b] and γ′ : [a,
b]→ C is continuous. γ is said to be piecewise differentiable if there is a partition
of [a, b] such that γ is differentiable on each sub-interval
[tt – 1, ti], 1 ≤ i ≤ n.
Note that a function γ : [a, b] → C has a derivative γ′(u) for each u ∈ [a, b]
implies that
γ (u + h ) – γ (u )
lim = γ′(u)
h→0 h
exists for a < u < b and the right and left limits exist for
u = a and u = b.
Note also that in the definition of differentiable path the continuity of γ′ is
included. Many authors call this “continuously differentiable” path.
Let γ : [a, b] → C. Let P = {t0, t1, t2, ..., tn} be a partition of [a, b]. Write
Δγk = γ(tk) – γ(tk – 1), k = 1, 2, ..., n.

50
LINE INTEGRAL AND CAUCHY’S THEOREM 51

If there is constant M > 0 such that


n
ν(γ, P) = ∑ | Δγ k | ≤ M
k =1

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.

4.2 RIEMANN-STIELTJES INTEGRAL


In order to define the integral of a function along a path in C we need the notion of
Riemann-Stieltjes integral. For detailed discussion on Riemann-Stieltjes integral
we refer to books on Real Analysis by Rudin, Apostol and Bartle.
Let f, g : [a, b] → C be bounded functions. Corresponding to every partition
P = {x0, x1, ..., xn} of [a, b] we choose points u0, u1, ..., un – 1 such that
xk ≤ uk ≤ xk + 1, k = 0, 1, 2, ..., n – 1.
Introduce
n –1
S (P, f, g) = ∑ f ( uk ) [g(xk + 1) – g(xk)]
k =0

and consider the behaviour of S(P, f, g) when the norm of P is small.


We say that f is Riemann-Stieltjes integrable with respect to g provided that
there exists a number A ∈ C such that for each positive η there exists a positive δ
such that
| S (P, f, g) – A | < η
when || P || < δ. [(11.11) is defined in Exercise 20 of Chapter 2].
52 THE ELEMENTS OF COMPLEX ANALYSIS

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

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

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

Let f be continuous on {γ}. Show that


(i) z z –γ
f =–
γ
f.

(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.

4.4 MODULUS OF CONTINUITY


Let (X, d1) and (Y, d2) be metric spaces. Recall that f is uniformly continuous provided
that for each positive ε there exists a positive δ such that
d2 (f (x), f (y)) < ε
when d1 (x, y) < δ.
Consider the set
(2) {d2 (f (x), f (y)) : d1 (x, y) ≤ δ}
where δ ≥ 0.
When this set is bounded, denote its supremum by wf (δ). The function wf
assigning to each such δ the value wf (δ) is called the modulus of continuity of f.
The expression (2) on the notion of uniform continuity is given by dela Vallée
Poussin.
Note that f is uniformly continuous iff the domain of wf does not reduce to 0
and wf is continuous at 0 (X ≠ φ).
Theorem 1. Let f : Ω → C where Ω is a region in C and f is continuous on Ω.
Let γ : [a, b] → Ω be rectifiable. Suppose that g is a primitive of f. Then
(3) z γ
f dz = g[ γ(b)] – g[γ(a)]
(g is a primitive of f when g′ = f).
Proof: Case I. Suppose γ′ is continuous on [a, b]. Then

and hence (3) holds.


z γ
f dz = z b

a
(g o γ )′ dt

If the domain of γ is [0, 1], then replace γ by γ [a + (b – a)t], 0 ≤ t ≤ 1.


Case II. Suppose Ω is an open disk and γ is taken arbitrary. Let
Ω = Dr (c) = {z : | z – c | < r}.
Since {γ} is compact we have
| γ(t) – c | ≤ ρ < r, 0 ≤ t ≤ 1
for some ρ, 0 < ρ < 1.
54 THE ELEMENTS OF COMPLEX ANALYSIS

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

But Γ is a polygon so, from case I


= Σ
m −1

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.

4.5 LOCAL PRIMITIVE


We would like to define a primitive for f on some open disc centred at z0. Before
finding a primitive locally we prove Cauchy’s theorem for a rectangle. The proof
is due to E. Goursat. We denote by T the rectangle and by δT the boundary of the
rectangle (the path describing the boundary of the rectangle will be taken
counterclockwise). Note that T is meant as the set of points inside and on the boundary
of the rectangle, so T is not a region. In the following theorem we consider a function
f which is analytic on a region which contains T.
Theorem 3 (Cauchy-Goursat). Let T be a rectangle, and let f be analytic on
T. Then

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 .

Let Ln be the length of δT . Then


(n)

1
Ln + 1 = L.
2 n
LINE INTEGRAL AND CAUCHY’S THEOREM 57

It follows by induction that


1
Ln = L0,
2n
where L0 is the length of δT.
Note that the diameter of T(n) tends to 0 as n → ∞. It follows from Cantor’s

theorem that the intersection ∩ T ( n ) consists of a single point z0. Since f is complex
n =1
differentiable at z0, there is a disk Dr(z0) such that for all z ∈ Dr (z0) we have
f (z) = f (z0) + f ′(z0) (z – z0) + (z – z0) η (z, z0)
where lim η ( z, z0 ) = 0.
z → z0

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) |.

The right side of (6) tends to 0 as n → ∞. Hence

and this completes the proof of the theorem.


z δT
f =0

We now find a primitive locally.


Theorem 4. Let f be continuous on Dr (z0). Let

for each T ⊂ Dr (z0). Define


z δT
f =0

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

Since f is continuous at z1, there is a function φ(z) such that


f(z) = f(z1) + φ(z)
where lim φ ( z ) = 0.
z → z1

Then F(z1 + h) – F(z1) = z z1 + h

z1
f ( z1 ) dz + z z1 + h

z1
φ( z ) dz.

= hf (z1) + z z1 + h

z1
φ( z ) dz.

Dividing both sides by h we have

(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

Theorem 5. If f is analytic on a disc D, then f has a primitive on D, and the


integral of f along any closed path in D is 0.

4.6 CAUCHY’S THEOREM (HOMOTOPY FORM)


We first give the general definition of homotopy.
Definition: Let Ω be an open set. Let γ0, γ1 be two closed paths in Ω. Assume
that they are defined on the same interval [0, 1]. We say that γ0 is homotopic to γ1
in Ω if there exists a continuous function
ψ : [0, 1] × [0, 1] → Ω
such that
(i) ψ(t, 0) = γ0 (t), ψ (t, 1) = γ1(t) (0 ≤ t ≤ 1);
(ii) ψ(0, u) = ψ(1, u) (0 ≤ u ≤ 1).
Thus, if we define
γu : [0, 1] → Ω by
γu (t) = ψ (t, u)
then each γu is a closed curve and they form a continuous family of curves which
start at γ0 and go to γ1.
We now give another definition of homotopy which is less general than the
definition given above. We say that the curve γ is piecewise smooth if γ(t) possesses
a continuous derivative γ′(t) everywhere except at a finite number of points of [0, 1]
and γ′(t) = x′(t) + iy′(t) ≠ 0 for all t, 0 ≤ t ≤ 1.
Definition: Let γ0 = ψ(t, 0) and γ1 = ψ(t, 1) belong to the family of piecewise
smooth closed curves in a region Ω. We say that γ0 is homotopic to γ1 in Ω if there
exists a continuous function ψ = ψ(t, u) such that
(i) ψ has continuous partial derivatives
∂ψ ∂ψ
≠ 0, ≠ 0, except at a finite number of points.
∂t ∂u
(ii) ψ maps the square
I 2 = {(t, u) : 0 ≤ t ≤ 1, 0 ≤ u ≤ 1} into Ω.
This definition will be used.
If γ0 is homotopic to γ1 with respect to Ω, and γ1 is a point, then γ0 is homotopic
to a point with respect to Ω.
Note that if γ0 and γ1 are homotopic in a region Ω then they are homotopic in
any region Ω1 containing Ω.
Remark: Suppose that two piecewise smooth, closed curves γ0 and γ1 and a
region Ω are given. In order to exhibit the homotopy between γ0 and γ1 we have to
find a family of piecewise smooth, closed curves ψ(t, u) such that
60 THE ELEMENTS OF COMPLEX ANALYSIS

(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

and ψ(t, 1) = γ0(t).


In order to simplify the proof of the homotopy form of Cauchy’s theorem,
we introduce the notion of “near-together”. Let Ω be an open set. Let γ0 and γ1 be
defined on the same interval [0, 1]. We say that γ0 and γ1 are near-together if there is
a partition
0 = u0 ≤ u1 ≤ u2 ≤ ... ≤ un = 1
and for each j = 0, 1, 2, ..., n – 1 there exists a disc Dj ⊂ Ω such that the images of
each segment under the mappings of γ0 and γ1 are contained in Dj. In other words
γ0([uj, uj + 1]) ⊂ Dj
and γ1([ui, uj + 1]) ⊂ Dj.
Lemma: Let γ0 and γ1 be two piecewise smooth closed curves in the open set
Ω. Let γ0, γ1 be defined on the same interval [0, 1]. Assume that they are near-
together. Then

Proof: Choose a partition


z z
γ0
f=
γ1
f.

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

In particular, if γ0 is homotopic to a point in Ω, then


f.

z
γ0
f = 0.
62 THE ELEMENTS OF COMPLEX ANALYSIS

Proof: Let ψ : [0, 1] × [0, 1] → Ω be the homotopy. Since ψ is continuous


and I is compact, ψ is uniformly continuous and ψ(I 2) is a compact subset of Ω. By
2

uniform continuity we can find partitions


0 = u0 ≤ u1 ≤ ... ≤ un = 1
0 = t0 ≤ t1 ≤ ... ≤ tn = 1
of these intervals, such that if
Sik = small square [ui, ui + 1] × [tk, tk + 1], then the image ψ(Sik) is contained in a
disc Dik which is itself contained in Ω.
Let ψk be the continuous curve defined by
ψk(t) = ψ(t, uk), k = 0, 1, ..., m.
Then the continuous curves ψk, ψk + 1 are near-together. By Lemma we have

z z
ψk
f =
ψk + 1
f.

Since ψ0 = γ0 and ψm = γ1, we conclude that

This proves the theorem.


z z
γ0
f=
γ1
f.

Definition: We say that an open set Ω is star shaped if there is a point z0 in


Ω such that for each z in Ω the line segment [z0, z] lies entirely in Ω.
Note also that each star shaped set is connected.
We now define simply connected set.
Definition: We say that an open set Ω is simply connected if it is connected
and every closed path in Ω is homotopic to a point.
We are now in a position to construct primitives for a wider class of open
sets.

4.7 GLOBAL PRIMITIVES


Theorem 7. Let Ω be a simply connected open set. Let f be analytic on Ω. Define
F(z) = z z

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.

In order to prove (ii) we need to prove the differentiability of F at a point z1.


Let z1 ∈ Ω and ρ > 0 be such that D (z1, ρ) ⊂ Ω. If z is in D(z1, ρ), then we may
choose a path z0 to z by passing through z1. Hence

(10) F(z) = F(z1) + z z

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.

6. Let γ be any closed path in C. Show that z γ


exp (– z 2 ) dz = 0.
7. Let f be continuous on a region G. Show that if for any two points a ∈ G, b ∈ G, the
integral z γ
f ( z ) dz is independent of the path γ joining a to b, then

every closed path γ0 in G.


z γ0
f ( z ) dz = 0 for
64 THE ELEMENTS OF COMPLEX ANALYSIS

8. Find the integral

y = x2.
z γ
sin z dz from the origin to the point 1 + i, taken along the parabola

9. Let f be analytic in a region that contains γ. Show that

imaginary. (The continuity of f ′(z) is taken for granted).


z γ
f ( z ) f ′ dz is purely

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

11. Let P(z) be a polynomial and let C1 be the circle | z – a | = r. Evaluate z P( z ) dz .


C1

12. Let γ be the closed polygon [1 – i, 1 + i, – 1 – i, 1 – i]. Find z dz


.

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

the results are the same.


( z 2 + z ) dz. By choosing two different paths of integration show that

15. Show that z i

2
( z + 1) 2 dz ≤ 9 5 .

(Hint: Take as the path of integration the line z = i + (2 – i) t, 0 ≤ t ≤ 1 and determine


max | (z + 1)2 | on this line.

16. Evaluate z 1
2+i

(i) the line y = x – 1


( x 2 + iy) dz along

(ii) the line y = (x – 1)2.

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
.

19. Show that

where
z γ
( x 2 – iy 2 )dz ≤ 2.5

(i) γ is the interval [– i, i] on the y-axis.


π π
(ii) γ is semi-circle z = cos φ + i sin φ, – ≤φ≤ .
2 2
20. Show that

z +1
≤ 4π/3z γ 2
dz

where γ is the circle γ(ϕ) = 2(cos ϕ + i sin ϕ), 0 ≤ ϕ ≤ 2π.


LINE INTEGRAL AND CAUCHY’S THEOREM 65

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.

5.1 THE WINDING NUMBER


Let γ be a closed path in C and let α ∉ {γ}. Then the index (the winding number)
of γ with respect to α denoted by n(γ, α), indicates how many times γ winds around
α, and in which sense. It follows that n(γ, α) is a positive integer if γ winds
counterclockwise around α and a negative integer if γ winds clockwise around
α, n(γ, α) = 0 if α is outside γ.
Example
.α1
.α1 .α2

.α1

.α .α

Example I

n(γ, α) = 1 n(γ, α) = – 1 n(γ, α) = 2


n(γ, α1) = 0 n(γ, α1) = 0 n(γ, α1) = 1
n(γ, α2) = 0

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 .

Hence, F(0) = 0, and F(1) = zγ


dz
z–α
.

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.

5.2 STATEMENT OF CAUCHY’S THEOREM


Before stating Cauchy’s theorem in a broader set up we need some new definitions.
Definition: Let Ω be an open set. A closed path γ in Ω is homologous to 0 in Ω if

z dz
γ z –α
=0

for every point α not in Ω.


In other words, n(γ, α) = 0 for every α ∉ Ω.
Let γ1, γ2 be closed paths in Ω. γ1 and γ2 are said to be homologous in Ω if
n(γ1, α) = n(γ2, α) for every α ∉ Ω.
The following results can be verified easily.
(i) Let γ1 and γ2 be closed paths in Ω. If γ1 and γ2 are homotopic, then they are
homologous.
(ii) Let γ1 and γ2 be closed paths in Ω. If γ1 and γ2 are near-together, then they are
homologous.
Definition: Let γ1, γ2, ..., γn be curves and let m1, m2, m3, ..., mn be integers. A
sum of the form
n
γ = ∑ mi γ i
i =1

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


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.

5.3 SOME CONSEQUENCES OF CAUCHY’S THEOREM


We now derive two important consequences of Cauchy’s theorem.
Theorem 1. Let γ be a closed chain in an open set Ω such that γ ~ 0 in Ω.
Let f be analytic on Ω except at a finite number of points ξ1, ξ2, ..., ξn. Let γi (i = 1,
2, ..., n) be the boundary of the closed disc Di (ξi) contained in Ω. Assume that
Di ∩ Dj = φ if i ≠ j.
Let mi = n(γ, ξi)
and Ω* = Ω – {ξ1, ξ2, ..., ξn}.
n
Then γ ~ ∑ mi γ i in Ω*
i=1

and z γ
n
f = ∑ mi
i =1
z γi
f.

Proof: Let
n
σ = γ – ∑ mi γ i
i =1

and let α ∉ Ω. Then


n
n(σ, α) = n(γ, α) – ∑ mi n (γi, α)
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

This proves that σ ~ 0 in Ω*.


By Cauchy’s theorem we conclude that

z γ
n
f = ∑ mi
i =1
zγi
f.

We illustrate the theorem in Fig. 5.I.

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

where γi is small circle around ξi.

ξ2

ξ1 ξ3

ξn

Fig. 5.II

Theorem 2 (Cauchy’s Integral Formula). Let γ be a closed chain in an


open set Ω such that γ ~ 0 in Ω. Let f be analytic on Ω. Then for every z0 in Ω and
not on γ,
1
2 πi γ z
f(z)
z – z0
dz = n(γ, z0) f (z0 ).
72 THE ELEMENTS OF COMPLEX ANALYSIS

Proof: Consider the auxiliary function g defined by


f ( z ) – f ( z0 )
g(z) = .
z – z0
Note that z0 is fixed and z is variable. Since f (z) – f (z0) and z – z0 are both
differentiable in Ω, the quotient
f ( z ) – f ( z0 )
g(z) =
z – z0
is differentiable except at z = z0. By continuity we define
f ( z ) – f ( z0 )
g(z0) = lim f ′( z 0 ) .
z → z0 z – z0
Then g is continuous on Ω and is bounded in a neighbourhood of z0. Let Cr
be the circle of radius r centred at z0. By Theorem 1 we have

(2) z γ
f ( z ) – f ( z0 )
z – z0 z γ z
dz = g( z ) dz = n( γ , z0 )
Cr
g( z ) dz.

Since g is bounded in the neighbourhood of z0 and since the length Cr tends


to zero as r → 0, we find that the right side of (2) approaches 0 in absolute value as
r → 0. The left side of (2) is independent of r and is therefore equal to 0. Hence

z f ( z)
γ z – z
0
z
dz =
f ( z0 )
γ z – z
0
dz = n(γ, z0) 2πif (z0).

Thus the theorem is proved.

5.4 APPLICATION OF CAUCHY’S INTEGRAL FORMULA


In the preceding section, we derived Cauchy’s integral formula in a broader set up.
In this section, we shall apply the formula. In fact, for many applications the simpler
form of Cauchy’s formula will be used. We restate the theorem. We denote the
centre of the disc by α, its radius ρ > 0 and assume that f is analytic in a larger disc
centred at α.
Theorem 3. Let f be analytic on the disc Dr(α). Let C1 be the circle | z – α |
= ρ < r. Then for any point z0 in Dρ(α) we have

(3) f (z0) =
1
z f (z)
2 πi C1 z – z0
dz .

Applying Theorem 3, it will be shown that an analytic function possesses


derivatives of all orders. This is a very remarkable result.
Theorem 4. Let f be analytic in a region Ω. Then f ′(z), f ″ (z), ..., f n(z), ... all
exist in Ω and are analytic.
Proof: Let α be a point of Ω. Then it will be proved that f has all derivatives
at α.
APPLICATION OF CAUCHY’S THEOREM 73

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.

Differentiating (4) n times with respect to z0, we have

(5) f n(z0) =
n!
z f (z)
2 πi 1 ( z – z0 )n + 1
C
dz .

The validity of (5) will now be established. Choose h sufficiently small so


that z0 + h is in the interior of the disc bounded by C1. Using (4) we obtain
LM 1 – 1 OP dz
f ( z0 + h) – f ( z0 )
h
=
1 1
2 πi h z
C1
f (z)
Nz – z – h z – z Q
0 0

=
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 .

Since z0 is inside C1, min | z – z0 | for z on C1 is positive. Denote this minimum


by 2δ. It now follows that if | h | < δ then for z on C1,
| z – z0 – h | ≥ | z – z0 | – | h | > δ.
Since f is uniformly continuous on C1, there exists some constant M such
that
| f (z) | ≤ M for z on C1.
Let ρ be the radius of C1.
|h| M
Then | J |≤ 2 πρ
2π (4 δ 2 ) δ
| h | Mρ
= .
4 δ3
Letting | h | → 0 we get | J | → 0.
This proves the existence of f ′ and establishes (5) for n = 1.
Note that the existence of f ′ was assured by our assumption that f is analytic.
However, repeating the above argument, starting with (5) with n = 1, establishes the
existence of f ″ and proves (5) for n = 2. Thus f ′ has a derivative f ″ and so f ′ is
analytic. This proves that if f is analytic then f ′ is also analytic. Applying this to f ′
instead of to f we prove that f ″ is analytic. More generally, we find that the analyticity
of f n implies that of f n + 1. Hence, by induction, it follows that an analytic function
has derivatives of all orders which are analytic. We have
74 THE ELEMENTS OF COMPLEX ANALYSIS

f n(z0) =
1
z f (n) ( z)
2 πi C1 z – z0
dz .

Integrating by parts n times we obtain (5).


We now establish an important inequality which is called Cauchy’s
inequality.
Theorem 5 (Cauchy’ Estimate). In Theorem 4 assume that there exists a
positive constant M such that | f (z)| ≤ M on Dr (α). Then
Mn !
(6) | f n(α) | ≤ n .
r
Proof: In (5), let C1 be a circle of radius ρ with centre at z0 = α. Then

| 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 .

f (z) = f (0) which proves the theorem.


We are now in a position to appreciate Liouville’s theorem in the following
application.
Theorem 7 (Fundamental Theorem of Algebra). Let f(z) be a non-constant
polynomial. Then there is a complex number z0 with
f (z0 ) = 0.
APPLICATION OF CAUCHY’S THEOREM 75

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


f = 0 for all closed curves γ in Ω. Then f is analytic in Ω.

Proof: Let f be analytic in Ω. Define


F(z) = z z

z0

where z is any point in Ω and z0 is a fixed point in Ω.


f (ζ) dζ

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

where γ is given by γ(t) = a + r(cos t + i sin t), 0 ≤ t ≤ 2π, r > 0 and a ∈ C.

5. Determine the value of


c1 z
3z 2 + 7 z + 1

(i) C1 is the circle | z + 1 | = 1.


z +1
dz in the following cases:

(ii) C1 is the circle | z + i | = 1.


(iii) C1 is the ellipse x2 + 2y2 = 8.

6. Determine the value of z 2


z+4
c1 z + 2 z + 5
dz in the following cases:

(i) C1 is the circle | z | = 1.


(ii) C1 is the circle | z + 1 – i | = 2.
(iii) C1 is the circle | z + 1 + i | = 2.
APPLICATION OF CAUCHY’S THEOREM 77

7. Compute z ez
c1 ( z + 1)
2
dz where C1 is the circle | z – 1 | = 3.

8. Determine the value of 3 z


z +1
c1 z – 2 z

(i) C1 is the circle | z | = 1.


2
dz , where

(ii) C1 is the circle | z – 2 – i | = 2.

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

where γ(t) = 1 + eit, 0 ≤ t ≤ 2π and n is any positive integer.


12. Suppose that f is analytic on the closed unit disk D. Determine the value of the
integral

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

where γr has the equation z = reiθ, 0 ≤ θ ≤ 2π. Deduce that

16. Prove that


1
2π z0
2π R2 – r 2
R + r 2 – 2 rR cos θ
2
dθ = 1, 0 < r < R.

1
2 πi z
0

Re iθ
f ( Re iθ )
FR I
–G Je
2

(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 .

Prove that || f ||2 does define a norm.


We define
|| f ||1 = zz S
| f ( z ) | dy dx .
Prove that f → || f ||1 is a norm on the space of continuous functions on S. This is
called L1-norm.
(i) Suppose that f is analytic on D(0, r) and let 0 < r1 < r. Prove that there exists
constants c1, c2 > 0 such that
|| f || ≤ c1 || f ||1 ≤ c2 || f ||2
where || || is the sup-norm on the closed disk of radius r1 and L1, L2 norms also
refer to the closed disk of radius r1.
(ii) Suppose that {fn} is a sequence of analytic functions on an open set G, and let
{fn} be L2-Cauchy. Prove that {fn} converges uniformly on compact subsets
of G.
6 POWER SERIES

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.

6.1 INFINITE SERIES IN C


Consider the infinite series

(1) Σ zn = z0 + z1 + z2 + ...
n=0

where the zn are arbitrary complex numbers.


Associated with this series is the sequence of its partial sums
(2) sn = z0 + z1 + ... + zn – 1 + zn.

We say that the series Σ zn converges to z if lim sn exists and is equal to z.
n=0 n→∞

In other words, the series Σ zn converges to z if for every ε > 0 there is an integer
n=0
n0 such that
n
∑ zk − z < ε whenever n ≥ n0.
k=0

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

then the sum converges and



z + w = ∑ ( zn + wn ) .
n=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

Proof: Let ε > 0 and put



sn = ∑ z k .
k=0

By assumption, ∑ | zn | is convergent. Hence, there is an integer n0 such that
n=0

∑ | zn | < ε
n = n0

Thus if m > n ≥ n0,


m m
| sm – sn | = ∑ zk ≤ ∑ | zk |
k = n +1 k = n +1

≤ ∑ | zk | < ε.
k = n0

That is, {sn} is a Cauchy-sequence and so there is a complex number z


with
lim sn = z.
n→∞

Hence ∑ zn = z.
n=0

If a series does not converge, we say that it diverges or is divergent.


∞ ∞
Theorem 2. Let ∑ zn and ∑ wn be two absolutely convergent series. Let
n=0 n=0
n
cn = ∑ z k wn – k = z0 wn + z1 wn – 1+ ... zn w0.
k=0

Then ∑ cn is absolutely convergent and
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

It can be easily checked that γn is a monotonically increasing and bounded


sequence.
Also,
(4) | A2n B2n – C2n | ≤ | α2n β2n – αn βn |.
It follows from Cauchy-criterion that for sufficiently large n, the right-side
of (4) is ≤ ε.
Hence lim A2n B2n = lim C2n.
n→∞ n→∞

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→∞

lim sup an = lim an = lim [sup {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

(iii) the test gives no information if λ ≤ 1 ≤ Λ.



Theorem 4 (Root Test). Let ∑ z k be a series of complex terms. Let
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

(iii) the test gives no information if r = 1.

6.2 SERIES OF FUNCTIONS AND UNIFORM CONVERGENCE


Let E be a set, and f a bounded function on E. Define
|| f || = sup | f ( z ) | .
z ∈E

Let {fn}, n = 0, 1, 2, 3, ..., be a sequence of functions on E. We say that {fn}


converges uniformly on E to a function f if the following property is satisfied.
For every ε > 0 there exists an integer n0 such that if n ≥ n0 , then
|| fn – f || < ε.
We say that {fn } is a Cauchy-sequence for the sup norm, if for every ε > 0,
there exists an integer n0 such that m, n ≥ n0, then
|| fn – fm || < ε.
Note that for each z ∈ E, the inequality
| fn (z) – f m (z) | ≤ || fn – fm || holds.
Hence, for each z ∈ E, the sequence of complex numbers
{fn (z)} converges.
Theorem 5. Let {fn} be a sequence on E which is Cauchy-sequence. Then
{fn} converges uniformly on E.
Proof: Suppose that for each z ∈ E,
lim f (z) = f(z).
n→∞ n

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

{sn} of partial sums defined by


sn (z) = f0(z) + f1(z) + ... + fn (z)
converges uniformly.
POWER SERIES 83


We say that the series ∑ fk ( z ) converges absolutely if
k=0

∑ | fk ( z ) | converges.
k=0

Theorem 6 (Weierstrass-M-test). Let {fn} be a sequence of functions defined


on E. Let Mn be a sequence of non-negative real numbers such that
|| fn || ≤ Mn for all n.
∞ ∞
Then ∑ fn converges uniformly if ∑ Mn converges.
n=0 n=0

Proof: Let m ≤ n. Let


n
sn = ∑ fk .
k=0
n n
Then || sn – sm || ≤ ∑ || fk || ≤ ∑ Mk .
k = m +1 k = m +1

Since ∑ Mn converges, it follows from Theorem 5 that
n=0

∑ fn converges uniformly.
n=0

Theorem 7. Let E be a set of complex numbers, and let {fn} be a sequence of


continuous functions on E. Suppose that {fn} converges uniformly to f on E.
Then f is continuous on E.
Proof: The proof is similar to as in the case of the set of real numbers.
Let z0 ∈ E. Choose n sufficiently large such that
(5) || fn – f || < ε.
Since {fn} is continuous at z0, we can choose δ such that whenever
| z – z0 | < δ we have
(6) | fn (z ) – fn (z0) | < ε
for sufficiently large n as chosen above.
Thus
(7) | f (z) – f(z0) | ≤ | f (z) – fn (z) | + | fn (z) – fn (z0) | + | fn (z0) – f (z0) |.
The first and third terms on the right side of (7) are bounded by
|| f – fn || < ε.
The second term on the right side on (7) is < ε by (6).
Hence
| f(z) – f(z0) | < 3ε, and the theorem is proved.
84 THE ELEMENTS OF COMPLEX ANALYSIS

6.3 POWER SERIES


A power series about a is an infinite series of the form

n
(8) ∑ an ( z − a) = a0 + a1 (z – a) + a2 (z – a)2 + ...
n=0

where a and a0, a1, a2, ..., are complex numbers.


If a = 0, we obtain as a particular case a power series

n
(9) ∑ an z = a0 + a1 z + a2 z2 + ... .
n=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

called the radius of convergence, which has the following properties:


(i) The series converges absolutely in the open disc D (a, r);
(ii) The series diverges outside the closed disc D (a, r); and
(iii) The series converges uniformly in every closed disc D (a, ρ) where ρ > r.
In other words, the series converges uniformly on every compact set E ⊂ D
(a, r).

Proof: Let r=
RS 1 UV (0 ≤ r ≤ ∞).
T lim sup | a | W
n
1/ n

We want to show that r is the radius of convergence. If r = 0 then no matter


how small we choose ρ = | z – a |, the expression | an |1/n ρ > kn for an infinite number
of terms (k an arbitrary constant). Choosing k > 1, we find the sequence | an | | z – a |n
POWER SERIES 85

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

(vi) The series 1 + 2


2 z +1 H K
3 z +1 H K
4 z +1 H K + ...

converges for Re (z) ≥ 0 and diverges for Re (z) < 0.


Using the ratio test, we have
fn + 1 ( z ) n2 z −1 .
= 2
fn ( z ) (n + 1) z + 1
It follows that the series converges absolutely for those values of z for which
z −1
< 1. Thus the series converges absolutely in the region defined by
z +1
| z – 1 | < | z + 1 |.
In other words, the series converges absolutely for values of z which lie in
the right half of the z-plane.
The series diverges in the region defined by
|z–1|>|z+1|
i.e., for values of z which lie in the left half of the z-plane.
POWER SERIES 87

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

Note that in the region 0 ≤ | z | ≤ ρ < 1,


∞ ∞ ∞
∑ | z n | = ∑ | z |n ≤ ∑ ρ n .
n=0 n=0 n=0

It follows from Weierstrass M-test that the series is uniformly convergent in


the region 0 ≤ | z | ≤ ρ < 1.

EXERCISES

1. Find the radius of convergence for each of the following series:


∞ ∞ zn
(i) ∑ nn z n (ii) ∑
n =1 n =1 nn
∞ ∞
(iii) ∑ 2n zn (iv) ∑ (log n)2 z n
n=0 n =1
∞ ∞
(v) ∑ 2 −n z n (vi) ∑ n2 z n
n =1 n =1
∞ n! n ∞ (n !) 3 n
(vii) ∑ z (viii) ∑ z
n =1 nn n =1 (3n) !
∞ ∞ ( z − i) n
(ix) ∑ z n! (x) ∑
n=0 n =1 n2

2n
(xi) ∑ 2 z −
F 1 I n ∞

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

following series have the same radius of convergence.


∞ ∞
(i) ∑ nan z n (ii) ∑ n 2 an z n
n =1 n =1
∞ ∞
(iii) ∑ n α an z n for any positive integer α (iv) ∑ nan z n − 1.
n =1 n =1

4. Prove that if r is the radius of convergence of the series ∑ an z n , then the radius of
n=0

convergence of the series ∑ an2 n
z is r2.
n=0
POWER SERIES 89

∞ ∞
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

and | z – 1 | ≥ δ where δ > 0.


7. Find the region of convergence and the sum of each of the following series:
(i) 1 + (z – i) + (z – i)2 + (z – i)3 + ...
(ii) z(1 – z) + z2 (1 – z) + z3 (1 – z) + ...

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

7.1 POWER SERIES REPRESENTATION OF ANALYTIC FUNCTIONS


Power series are basic in complex analysis. The following theorem illustrates this
fact.
Theorem 1. Let Ω be a region. If f is represented by the power series in Ω
then f is analytic in Ω. Moreover, if

(1) f (z) = ∑ an (z – a)n
n=0

for z ∈ Dr (a), then for these z,



n −1
(2) f ′ (z) = ∑ n an ( z − a ) .
n =1

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

The sum in (4) in absolute value is less than


n(n − 1) n – 2
(5) ρ for | z | < ρ.
2
Thus
f ( z ) − f ( w) ∞
(6) − g( w ) ≤ | z – w ∑ n 2 an | ρn – 2 .
z−w n=2

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, ...).

7.2 TAYLOR SERIES


In Theorem 1, we have seen that power series with non-zero radius of convergence
represent analytic functions. We shall now see that every analytic function can be
developed in a convergent Taylor series.
Theorem 2. Let f be analytic in Ω. Then f can be represented by a power
series

f (z) = ∑ an (z – a)n
n=0

about each point a ∈ Ω.


Proof: Let a ∈ Ω and let D (a ; r) be the greatest open disk contained in Ω.
Since Ω is open, r is positive. Now choose ρ and ρ0 such that 0 < ρ < ρ0 < r and
denote by γ the boundary of D (a ; ρ0), i.e.
γ (t) = a + ρ0 cos t, 0 ≤ t ≤ 2π.
By Cauchy’s formula, we have for each z ∈ D (a ; ρ)

(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

where | ξ – w | = ρ0, | z – w | ≤ ρ and z − w ≤ ρ/ρ0.


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

The geometric series in brackets converges uniformly with respect to ξ on γ


and z ∈ D (a ; ρ). Since f (ξ) is continuous function on the compact set γ, f (ξ) is
bounded on γ. Therefore
f (ξ) f ( ξ) f (ξ)
(10) = + ( z − w) + ...
ξ−z ξ−w (ξ − w ) 2
converges uniformly and we can integrate the right side of (10) term by term and
obtain
1
f (z) =
2πi γ
f (ξ)
ξ−z zdξ

=
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, ...)

we find that f ( z) = a0 + a1 (z – a) + a2 (z – a)2 + ... .


Using (8) and noting that

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.

7.3 ZEROS OF ANALYTIC FUNCTION


Let S be a set of points. Let a ∈ S. We say that a is isolated point of S if there exists
a disk D (a ; r) (r > 0) such that D (a ; r) does not contain any point of S other than
a. We say that S is discrete if every point of S is isolated.

Let f be analytic near a and let ∑ an ( z − a) n be its Taylor series
n=0

representation about a. We say that a is a zero of f if f (a) = 0. If f (a) = f ′ (a) =


... = f (n – 1) (a) = 0 and f (n) (a) ≠ 0, then we have a0 = a1 = a2 = ... = an – 1 = 0 and we
say that a is a zero of order n of f. A zero of order one is called a simple zero.
LAURENT SERIES, SINGULARITIES 93

If a is zero of order m, then f may be represented as



n
f (z) = ∑ an ( z − a )
n=m

= (z – a)m ∑ an ( z − a)n − m
n=m

= (z – a)m ∑ an + m ( z − a) n .
n=0

n
Denote h(z) by h(z) = ∑ an + m ( z − a) .
n=0

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, ... .

7.4 LAURENT SERIES


Buy a Laurent series, we mean a series of the form

(12) f (z) = ∑ an ( z − a )n .
n=−∞

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

converges absolutely (uniformly) on E. In that case, we write


f (z) = f1 (z) + f2 (z).
Let 0 ≤ r1 < r2 ≤ ∞. We define the annulus, say
annulus E = ann (a ; r1, r2) = {z : r1 < | z – a | < r2}.
Notice that ann (a ; 0, r2) is a punctured disk.
In the following theorem, we consider the Laurent series

f (z) = ∑ an z n and the annulus G defined by
n=−∞

ann (0 ; r1, r2) = {z : r1 ≤ | z | ≤ r2}.


Theorem 4. Let f be analytic in the annulus G as above. Then f is representable
by Laurent series

f (z) = ∑ an z n
n=−∞

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.

Moreover, the series representation is unique.


Proof: By definition, f is analytic in the annulus
r1 – ε < | z | < r2 + ε.
It follows from Lemma 3 of Chapter 5 that the chain γ2 – γ1 is homologous to
0. Cauchy’s integral formula implies that

f (z) =
1
z
f (ξ) dξ
2 πi 2 ξ − z
γ

1
z
f (ξ)
2 πi 1 ξ − z
γ

= 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

where the coefficients an are given by (15).

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

The uniqueness of the Laurent series can be verified easily.


The Laurent series is a generalization of the Taylor series. We call
∞ ∞
∑ ( z − a) n the Taylor part and ∑ a− n /( z − a)n the principal part of the Laurent
n=0 n =1
series. If a–1 = a–2 = ... = a –n = ... = 0, then the principal part vanishes, and the
Laurent series reduces to a Taylor series.
Example: We want to find the Laurent series for the function
1
f (z) = with centre z = 1.
1 − z2
1 1
=− .
1 − z2 ( z − 1) ( z + 1)
1 1 1 ∞ z −1 F I n
= = ∑ −
z + 1 2 + ( z − 1) 2 n = 0 2 H K
( − 1) n

(18) = ∑ n +1
(z – 1)n.
n=0 2

This series converges for | z – 1 | < 2.


n
Similarly, 1 1 1 ∞ ⎛ 2 ⎞
= = ∑ ⎜−
z + 1 ( z − 1) + 2 z − 1 n = 0 ⎝ z − 1⎟⎠
( − 2) n

(19) = ∑ n +1 .
n = 0 ( z − 1)

This series converges for | z – 1 | > 2.


Thus, from (18) we obtain
1 ∞ (− 1) n + 1
f (z) = – = ∑ (z – 1)n – 1
( z − 1) ( z + 1) n = 0 2n + 1
96 THE ELEMENTS OF COMPLEX ANALYSIS

− 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.

7.5 ISOLATED SINGULARITIES


Let f be analytic in the annulus ann (a ; 0, r2), that is, in the punctured disk D′ (a ; r2).
In this case, it may be possible to define f (a) in such a way that f is analytic in the
entire disk D (a ; r2). In fact, we have the following theorem.
Theorem 5. Let f be analytic in the punctured disk D′ (a ; r2 ). If f is bounded
in a neighbourhood of a, then we can define f (a) in a unique way such that the
function is also analytic at a.
Proof: Suppose that f (z) is bounded in a certain neighbourhood of a. Let γ be
the circle | z – a | = ρ and let | f (z) | ≤ M inside and on the boundary of γ.

Write an =
1
z f (ξ)
2 πi γ (ξ − a)n + 1
dξ , (n = 0, ± 1, ± 2, ...).

We see that the Cauchy’s inequalities


| an | ≤ n
M
ρ
is true for negative n, i.e.
| a– n | ≤ M ρn.
Taking ρ arbitrary small, we find that a– n is 0 for n = 1, 2, 3, ... . Hence, the
Laurent series reduces to a Taylor series, and if we define f (a) = a0, f is analytic in
the entire disk D (a ; r2) (The uniqueness follows from continuity). In this case, we
say that a is a removable singularity of f.
If f is unbounded near a, then at least one of the coefficients a–n of the
principal part of the Laurent series must be different from zero. It may happen that
the principal part of the Laurent series (17) has only a finite number of terms,
∞ m a− n
n
f(z) = ∑ an ( z − a) + ∑
n=0 n =1 ( z − a)n
and a– m ≠ 0. Then f is said to have a pole of order m (or multiplicity m) at a.
In this case, the function (z – a)m f(z) is analytic in a neighbourhood of a, and
is given by the Taylor series
LAURENT SERIES, SINGULARITIES 97

(z – a)m f (z) = a– m + a– m + 1 (z – a) + ... + ... + a– 1 (z – a)m – 1 + a0 (z – a)m + ...


If the principal part of the Laurent series has an infinite number of terms,
then a is called an essential singularity.
Example 1: The function
1 3
f(z) = 5
+
z( z − 2) ( z − 2) 2
has a simple pole at z = 0 and pole of fifth order at z = 2.
Theorem 6. If f is analytic and has a pole at z = a, then | f (z) | → ∞ as z → a
in any manner.
Proof: Suppose f has a pole of order m at z = a. Write
⎧⎪ ∞ m+n ⎫⎪
f (z) = (z – a)–m ⎨ ∑ an ( z − a ) + bm + bm − 1 ( z − a ) + ... + b1 ( z − a ) m − 1 ⎬
⎩⎪ n = 0 ⎭⎪
= (z – a)– m ψ (z)
where ψ is analytic in | z – a | < r and ψ (a) = bm ≠ 0.
ψ(z)
Hence, lim | f (z) | = lim = ∞.
z→a z→a ( z − a) m

7.6 LIMIT POINTS OF ZEROS AND POLES


Observe that the limit point of the sequence of zeros of a non-zero function, analytic
in a region Ω, cannot be an interior point of Ω. If it is an interior point of Ω, then
either f (z) = 0, or else it cannot be analytic at the limit point. It follows that the limit
point of the sequence of zeros of a non-zero analytic function is a singularity of
f (z). It is an isolated singularity. If an isolated singularity is neither a pole nor a
removable singularity, it is called an essential singularity.
1 1
Consider the function f (z) = sin . It has zeros at z = (k = ± 1, ± 2, ...).
z kπ
The limit point of these zeros is the point z = 0. Hence, z = 0 is an isolated essential
singularity of f(z).
Let z1, z2, ..., zn, ... be a set of points having a limit point z0 in a region Ω. Let
f be analytic in Ω except for poles at z1, z2, ... . Then z0 is also a singularity of f(z).
The reason is that f is unbounded in the neighbourhood of z0. But z0 is not isolated
because it is the limit point of poles. Hence, f (z) has a non-isolated essential
singularity at z0.
1
Example 2: Consider the function f (z) = . This function vanishes for
cos 1/ z
1
= ± (2k + 1) π/2, (k = 0, 1, 2, ... ). In other words, this function vanishes for
z
98 THE ELEMENTS OF COMPLEX ANALYSIS

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.

7.7 MEROMORPHIC FUNCTIONS


We say that f is meromorphic in the region Ω if the only singularities of f in Ω are
poles.
ez
Examples: (i) is meromorphic in the entire plane.
z
(ii) A rational function is meromorphic in the entire plane.
1
(iii) The function is meromorphic in the entire plane. The only
sin z
singularities are simple poles at z = kπ, (k = 0, ± 1, ± 2, ...).
LAURENT SERIES, SINGULARITIES 99

Riemann Sphere: In complex analysis, we will be concerned with functions


that become infinite as the variable approaches a given point. To discuss this situation
we introduce the extended-plane C∞ ≡ C ∪ {∞}. Let f be a function defined on C∞.
1
Let t = , and define
z
F 1I for t ≠ 0, ∞.
ϕ(t) = f H tK
We say that f has a removable singularity, a pole, or an essential singularity
at infinity if ϕ has, respectively, a removable singularity, a pole, or an essential
singularity at z = 0. If f has a pole at ∞ then the order of the pole is the order of the
pole of ϕ at z = 0.
We say that f is meromorphic on C∞ if f is meromorphic on C and is also
meromorphic at infinity. We say that f is analytic on C∞ if f is analytic on C and is
also analytic at infinity.
Examples: (i) The function ez has an essential singularity at infinity.
n
k
(ii) The polynomial P (z) = ∑ ak z has a pole of order n at infinity.
k=0

(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

Take r = 1 and z = eiθ. Then


e1/z = exp (cos θ – i sin θ) = exp (cos θ) ⋅ exp (– i sin θ).
The integral becomes

ak =
1 π
2π − π z exp (cos θ) exp ( − i (sin θ + kθ)) dθ .
100 THE ELEMENTS OF COMPLEX ANALYSIS

Since the integrand is an odd function, it follows that

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

1. Expand the following functions in a Taylor series about the point z = 1:


1
(i) f (z) = (ii) f (z) = log z.
z+2
(3z + 1)
2. Find two distinct Laurent expansions for f (z) = around z = 1. Examine the
z2 − 1
convergence of each series.
3. Give two different Laurent expansions for
1
f (z) = 2
z (z − i)
around z = i. Examine the convergence of each series.
1
4. Give the Laurent expansion of f (z) = in each of the following
z ( z − 1) ( z − 2)
annuli
(i) ann (0, 0, 1), (ii) ann (0, 1, 2), (iii) ann (0, 2, ∞).
LM F 1 I OP in powers
5. Show that the coefficients in the Laurent expansion of f (z) = sin z +
N H zKQ
of z are given by the formula

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

We give below some methods for calculating the residue of a function at a


pole.
If f (z) has a simple pole at a point z = z0, then
a−1 ∞
f (z) = + ∑ an (z – z0)n
z − z0 n = 0
where a–1 ≠ 0.
Res (f , z0) = a–1 = lim (z – z0) f (z).
z → z0

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

In the case of a simple pole, another formula is obtained as follows:


If f (z) has a simple pole at z = z0, we write
f (z) = g (z) / h (z)
where h has a simple zero at z0 and g (z0) ≠ 0.
F g ,z I
Res (f, z0) = Res
Hh K 0

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.

If f (z) has a pole of order m > 1 at a point z = z0, then


a− m a−1 ∞
(1) f (z) = +… + + ∑ a (z – z0)n.
( z − z0 ) m z − z0 n = 0 n
Multiplying both sides of (1) by (z – z0)m we get
(z – z0)m f (z) = g (z)
= a–m + … + a–1 (z – z0)m – 1 + a0 (z – z0)m + … + an (z – z0)m + n + … .
This shows that the residue of f (z) at z = z0 is the coefficient of (z – z0)m – 1 in
the Taylor expansion of
g (z) = (z – z0)m f (z).
It follows from Taylor’s Theorem that
g ( m − 1) ( z0 )
a–1 = .
( m − 1) !
Hence, we have the following result: If f has a pole of order m at z = z0 and
put g(z) = (z – z0)m f (z), then
g ( m − 1) ( z0 )
Res (f , z0) = .
( m − 1) !
104 THE ELEMENTS OF COMPLEX ANALYSIS

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

Res (f, z0) =


1
2πi z
f (z) dz.
γ

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

where mi = η (γ, zi).


Theorem 2 is very important and used quite often when Ω is simply connected
region. In applications, Ω will be a disk, or inside of a rectangle, where the simply
connectedness is obvious.

8.2 APPLICATIONS OF THE RESIDUE THEOREM


This section is devoted to calculating certain integrals by means of Residue Theorem.
(i) We consider integrals of the type

(2) I= z
0

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).

Setting z = eiθ, we find

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

0 1 − 2 p cos θ + p
2 = 2πi


1
i (1 − p 2 )

= (0 < p < 1).


1 − p2
(ii) Consider the integrals of the type

(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

around a path γ as shown in Fig. 8.I.


z γ
f (z) dz

–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

= 2πi ∑ Res (f, zj)


Im z j > 0

where zj, j = 1, 2, ... are the poles of f (z).


Let r → ∞, then
lim
r→∞ z r

−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

Res (f, z1) =


LM 1 OP
N (1 + z )′ Q
4
z = z1

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.

The three integrals in the right side of (6) converges to 0 as A, B → ∞


independently and C → ∞.
For,

Put z = B + iy, then


I1 = z B + iC

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

where M (B) = max | f (B + iy) |.


0≤ y≤C

Similarly | I3 | = |
z − A + iC

−A
f (z) eiz dz | ≤ M (A)

where M (A) = max | f (– A + iy) |.


0≤ y≤C

Let

Put z = x + iC, then


I2 = zB + iC

− 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

and this gives the result.


z−∞
∞ e ix
1+ x 2 dx = 2πi
1
=
2ie e
π

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

a−1
z − zi
dz.

Now z

g ( z ) dz ≤ M (ε) πε

where M (ε) = max {| g (z) | : z ∈ Sε}.


Since g (z) is continuous at z1, it follows that
lim
ε → 0 Sεz g (z) dz = 0

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.

Since is an even function, we have


x

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)

where f (z) = is a rational function analytic on C, except for a finite number of


h (z)
poles, none of which lies on the positive real axis x > 0.
We assume that the degree of h (z) is greater than the degree of g (z) by at
least two units.
Suppose α is real positive number. We define zα = eα log z where the log is
defined on the simply connected set equal to the plane from which the axis x ≥ 0 has
been deleted.
RESIDUE THEOREM AND ITS APPLICATIONS 111

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


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.

= 2πi ∑ Res [zα f (z), zj]


j =1

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.

We estimate the last two integrals in (8) as r → ∞ and ε → 0 respectively.


Since

| 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

(1 – e2πiα) I = 2πi Res


FG z − 1IJ
a

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

= 2πi ∑ Res (f (z) log2 z, zj)


j =1

i.e. 4πi z
0

f (x) log x dx – 4π2
n
z 0

f (x) dx

= – 2πi ∑ Res (f (z) log2 z, zj).


j =1

If f is real-valued function on the real axis, we obtain


R| U|
z0

f (x) log x dx = –
1
2
Re S|∑
T
n

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

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

F log z , – iIJ = −9π


Res G
2 2
and
H 1+ z K 8 2 i.

Thus I= z0
∞ log x
1 + x2
dx = 0

and z
0
∞ dx
1 + x2
= π / 2.

8.3 THE LOGARITHMIC RESIDUE


Definition: Let Ω be an open set. Let f be meromorphic in Ω and z0 ∈ Ω . The
logarithmic residue of f at z0 is the residue of
f′ d
= {log f (z)}
f dz
evaluated at z0.
Suppose that f is analytic in Ω and has a zero of order m at z0. So
f (z) = (z – z0)m g (z) where g (z0) ≠ 0.
Hence
f′ m g′
(9) = +
f z − z0 g
g′
and is analytic in the neighbourhood of z0. Now suppose that f has a pole of
g
order m at z0 ; i.e.
f (z) = (z – z0)–m g (z) where g is analytic and g (z0) ≠ 0. It follows that
f′ −m g′
(10) = +
f z − z0 g
g′
and again is analytic in the neighbourhood of z0.
g
114 THE ELEMENTS OF COMPLEX ANALYSIS

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

Similarly, from (10) we have


FG f ′ , z IJ = – m.
Res
Hf K 0

We summarize the above discussion in the following theorem.


Theorem 3. Let f be meromorphic on Ω with poles s1, s2, ..., sm and zeroes z1,
z2, ..., zn. If γ is a closed chain in Ω homologous to zero in Ω and not passing
through s1, s2, ..., sm; z1, ..., zn, then

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

If γ is defined on [a, b] then

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

Since a > e, it follows that g ( z ) < f ( z ) .


Applying Rouche’s theorem we find that f (z) + g (z) and f (z) have the same
number of zeros inside z = 1. Since f (z) = azn has n zeros, all at the origin, it
follows from the Fundamental Theorem of Algebra that ez = ezn has n roots inside
z = 1.

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

2. Compute the following integrals where C1 is the unit circle (counterclockwise)

(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

3. Evaluate the following integrals

(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

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

cos θ
I
3 3
K
2
=

(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

12. Prove that

z−∞
∞ dx
2 n
(1 + x ) 2
π
= n−2 .
(2 n − 2) !
(n − 1) !
2

13. Prove that

z ∞

−∞
eiax
x2 + 1
dx = πe–a if a > 0.

14. Prove that for any real number a > 0.


118 THE ELEMENTS OF COMPLEX ANALYSIS

z ∞

−∞
cos x
x2 + a2
dx = πe − a / a

15. Prove that

(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)

16. Prove that

17. Prove that


z ∞

0
sin 2 x
x2
dx = π/2

z ∞

−∞
cos x
a2 − x2
dx =
π sin a
a
, (a > 0)

18. Prove that

−∞ 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
=

1 + a − 2 a cos θ 1 − a 2
2 , (0 < a < 1).
9 CONFORMAL MAPPING

The main general theorem concerning conformal mapping is the Riemann


Mapping Theorem:
“If G is a simply connected region which is not the whole plane, then there
exists an isomorphism of G with the open disk D1(0)”.
The proof of this theorem is postponed to a later chapter (see Appendix 1). In
this chapter, we shall give specific examples, where the mapping can be exhibited
concretely. We begin with a simple example.
Consider the function defined by
w = f (z) = z2.
Put z = reiθ and w = Reiφ
Then R = r2 and φ = 2θ.
We find that circles r = const. are mapped onto circles R = const. and rays θ
= θ0 = const. onto rays ϕ = 2θ0 = const. In particular, the positive real axis (θ = 0) in
the z-plane is mapped onto the positive real axis in the w-plane, and the positive
imaginary axis (θ = π/2) in the z-plane is mapped onto the negative real axis in the
w-plane. The angles at the origin are doubled under the mapping. The first quadrant
0 ≤ θ ≤ π/2 is mapped onto the entire upper half of the w-plane.
Let z = x + iy and w = u + iv. Then u = x2 – y2, v = 2xy. Hence, the hyperbolas
x – y = c and 2xy = d are mapped by f into the straight lines u = c, v = d. One
2 2

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

Example 2: The mapping w = f (z) = ez is conformal throughout C.


In order to discuss the other properties of this mapping put z = c + iy where
c is fixed, then f (z) = reiy for r = ec. That is, f maps the line x = c onto the circle with
centre at the origin and radius ec. Also, f maps the line y = d onto the infinite ray
{reid : 0 < r < d}.
We now find the image of the vertical line segment
x = c, – π < y ≤ π
under the mapping given by w = f (z) = ez.
Note that every point on the given line segment has the form
z = c + iy, (– π < y ≤ π)
hence, as y varies from – π to + π, eiy describes a complete circle, while | w | remains
fixed at ec. In other words, as z varies on the given line segment, w describes a circle
centred at w = 0 and having radius ec (see Fig. 9.II).

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.

9.2 LINEAR FRACTIONAL TRANSFORMATION


We shall now consider an important class of conformal mappings, starting with the
simplest types of transformations in this class.
The mapping
(3) w = h (z) = z + b
is called a translation. If w = h (z) = az with a ≠ 0, then the mapping is called a
dilation. If w = h (z) = eiθ . z, then the mapping is called a rotation. If w = h(z) =
1/z, then it is called the inversion.
A mapping of the form
az + b
(4) w = h(z) =
cz + d
is called a linear fractional transformation. If a, b, c and d also satisfy ad – bc ≠ 0
then the mapping is called a Möbius transformation.
dz – b
If h is a Möbius transformation then h–1 (z) = satisfies
– cz + a
h(h– 1 z) = h–1 (hz) = z.
If h and g are both linear fractional transformations then it follows that h o g
is also a linear fractional transformation.
CONFORMAL MAPPING 123

Consider the Möbius transformation


az + b
h(z) = .
cz + d
Then
ad – bc
h′(z) = .
(cz + d ) 2
This shows that the condition ad – bc ≠ 0 implies that h1(z) ≠ 0. Hence, the
mapping h is conformal.
It follows from (4) that to each z for which cz + d ≠ 0 there corresponds
precisely one complex number h(z). Suppose that c ≠ 0. Then to each z = – d/c
where cz + d ≠ 0, there does not correspond a number h(z). Thus we attach a point ∞
to the w-plane. We denote C∞ = C ∪ {∞}. We consider h defined on C∞ where h(∞)
= a/c and h(– d/c) = ∞. Note that when a = 0 = c or d = 0 = c then ad – bc = 0, hence
we cannot take a = 0 = c or d = 0 = c. Since h has an inverse it maps C∞ onto C∞.
Theorem 2. If h is a Möbius transformation then h is the composition of
transformations of the types (i) translation, (ii) dilation and (iii) inversion. (Of
course, some of these may be missing.)
Proof : We have
az + b
h(z) = , where ad – bc ≠ 0.
cz + d
Suppose that c = 0. Hence
F aI z + F bI .
h(z) =
H dK H dK
If
F aI F bI
h (z) = H K z, h (z) = z + H K ,
1
d 2
d
then h2 o h1 = h.
Suppose now that c ≠ 0 and put
d 1
h1 (z) = z + , h2 (z) = ,
c z
bc – ad a
h3 (z) = 2 z, h4(z) = z + .
c c
Then h = h4 o h3 o h2 o h1.
The fixed points of the mapping (4) are obtained from the equation
az + b
z=
cz + d
i.e. cz + (d – a)z – b = 0.
2

Hence, a Möbius transformation can have at most two fixed points unless
h(z) = z for all z.
124 THE ELEMENTS OF COMPLEX ANALYSIS

Now let h be a Möbius transformation and let a, b, c be distinct points in C∞


with ξ = h(a), η = h(b), ζ = h(c). Suppose that g is another transformation with this
property. Then g–1 o h has fixed points a, b, c. Hence g–1 o h = I = the identity
transformation. Thus a Möbius transformation is uniquely determined by its action
on three given points in C∞.
Theorem 3. A Möbius transformation takes circles onto circles.
Proof : It can be checked easily that the theorem holds for the transformation
of the type w = az + b. We show that the theorem also holds for the transformation
1
of the type w = .
z
The family of circles is represented by the equations
(5) α z z + β z + βz + γ = 0
where α and γ are real. If α = 0, then (5) reduces to a straight line. By using the
1
transformation w = we find that (5) is mapped onto
z

(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.

If z2, z3, z4 are points in C


z – z3
M(z) = , if z2 = ∞;
z – z4
z – z4
M(z) = 2 , if z3 = ∞;
z – z4
z – z3
M(z) = , if z4 = ∞.
z 2 – z3
126 THE ELEMENTS OF COMPLEX ANALYSIS

Observe that M is the only transformation where M(z2) = 1, M(z3) = 0,


M(z4) = ∞.
Definition
The cross-ratio of four points is defined by
( z – z2 )( z3 – z4 )
(z1, z2, z3, z4) = 1 .
( z1 – z3 )( z2 – z4 )
Theorem 4. A Möbius transformation leaves a cross-ratio invariant.
1
This can be verified first for w = az + b, and then for w = .
z
Theorem 4 permits us to write down the Möbius transformation which maps
the points z1, z2, z3 into the points w1, w2, w3 :
w – w1 w2 – w3 z – z1 z2 – z3
. = . .
w – w2 w1 – w3 z – z2 z1 – z3
Example 3: Find the Möbius transformation which maps the points z = – 1,
0, 1 into the points w = 0, i, 3i, respectively.
Setting up the appropriate cross-ratios, we have
( w – 0) (i – 3i ) ( z + 1) ( 0 – 1)
. = .
( w – i ) (0 – 3i ) ( z – 0 ) (– 1 – 1)
After a little calculation, we get
z +1
w = – 3i .
z–3

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

Hence, z and z* lie in different half planes determined by Γ.


Thus, the line segment [z, z*] is perpendicular to Γ as in Fig. 9.IV.
Suppose that Γ is a circle, i.e.
Γ = {z : | z – α | = r} (0 < r < ∞).
Let Γ passes through the points z2, z3, z4. It follows from equation (7) that
(z*, z2, z3, z4) = ( z, z2 , z3 , z 4 ) .
Since the Möbius transformations leave the cross-ratio invariant, we have
z*

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

Let L be the ray from α through z. Let P be the perpendicular line to L at z


and let P intersects Γ at A. Draw a tangent at A. Then the point of intersection of this
tangent with L is the point z*.
Theorem 5 (The Principle of Symmetry). The Möbius transformations
preserve the symmetry ; that is, if a Möbius transformation M maps a circle C1 onto
the circle C2, the z and z* symmetric with respect to C1 are mapped onto w and w*
symmetric with respect to C2.
Proof : It follows from Theorem 3 that the circles Γ1 passing though z and z*
are mapped onto the circles Γ2 passing through w and w*. Since the Möbius
transformations are conformal, the result follows.
Other Examples
Example 4: Find the Möbius transformation which maps the upper half of
the z-plane into the interior of the unit circle in the w-plane (Fig. 9.VI).

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 .

That is, we have


z+z
(10) Im (w) = .
( z + i )( z – i )
The denominator of the right side of (10) is a positive number. Thus I(w) is
positive iff z + z is positive. But z + z = 2 Re (z). This shows that the transformation
(9) maps the upper half of the z-plane onto the unit circle in the w-plane in such a
way that the first quadrant of the z-plane (Re (z) > 0) is mapped onto the upper half
of the circle (Im (w) > 0) and the second quadrant of the z-plane is mapped onto the
lower half of the circle.
The inverse transformation
w –1
(11) z=–i
w +1
maps the interior of the unit circle in the w-plane onto the upper half of the z-plane
in such a way that the upper half of the circle is mapped onto the first quadrant of
the z-plane.
Example 5: Find a transformation which maps a sector of angle π/4 onto the
interior of the unit circle.
In fact, we cannot get the result only by taking the Möbius transformation.
The result follows if we take the composition of transformations, namely
t–i
t = z4 and w = .
t+i
130 THE ELEMENTS OF COMPLEX ANALYSIS

z4 – i
That is, w=
z4 + i
gives the desired result as illustrated in the Fig. 9.VII.

O O′
O′

z-plane t-plane w-plane


Fig. 9.VII

9.5 THE SCHWARZ-CHRISTOFFEL TRANSFORMATION


Consider a polygon [Fig. 9.VIII] in the w-plane having vertices at w1, w2, ..., wn and
α1, α2, ..., αn the corresponding interior angles. Let the points w1, w2, ..., wn map
respectively into the points x1, x2, ..., xn on the real axis of z-plane (Fig. 9.VIII).
v y
z

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.

Since w – a = f (z) – a, we have


1
z f ′( z )
2 πi | z | = 1 f ( z ) – a
dz = 1.

But f (z) – a is analytic inside | z | = 1. Hence, it follows from Theorem 3, §


7.3 that there is only one zero of f (z) – a inside | z | = 1. In other words, f (z0) = a.
Observe that in order to get the required result we have used the known fact that the
unit circle can be mapped onto the upper half plane.

9.6 THE TRANSFORMATIONS w = sin z AND w = cos z


Consider the interval of the real axis described by
– π/2 ≤ x ≤ π/2, y = 0
Consider the mapping w = sin z. From the decomposition we have
w = sin x cosh y + i sinh y cos x
Then
(15) u = sin x cosh y and v = cos x sinh y
132 THE ELEMENTS OF COMPLEX ANALYSIS

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.

9.7 RIEMANN SURFACES


In this section, we propose to introduce the idea of Riemann surface, with illustrative
examples.
Let w = z1/3. This multi-valued function may be split into the following three
parts:
CONFORMAL MAPPING 133

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

Observe that the above geometrical scheme enables us to think of the


multivalued function w = log z as a single valued, mapping its Riemann surface in
a one-to-one fashion onto the entire w-plane.

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

14. Find the Möbius transformation which maps


(i) the points a, b, c into 0, 1, ∞
(ii) the points 0, 1, ∞ into a, b, c
(iii) the points – 1, 0, 2 into 0, 3, 6.
15. Find the Möbius transformation which maps
(i) 1, i, – 1 onto i, – 1, 1
(ii) i, – 1, 1 onto – 1, – i, 1
(iii) – 1, – i, 1 onto – 1, 0, 1
(iv) – 1, 0, 1 onto – 1, i, 1
(v) – 1, i, 1 onto 1, i, – 1
16. Find the Möbius transformation which maps
(i) 0, 1, ∞ onto 1, ∞, 0
(ii) 0, 1, ∞ onto 1, – 1, i
(iii) 0, 1, ∞ onto – 1, 0, 1
(iv) 0, 1, ∞ onto – 1, – i, 1
17. Let z1, z2, z1 ≠ z2, be the two fixed points of a Möbius transformation T. Show that T
may be written as:
w – z1 z – z1
=K
w – z2 z – z2
Show that the cross-ratio of z1, z2, z, w is constant.
18. Let z1, z2, z3, z4 be distinct complex numbers. Suppose that they lie on the same
circle, in that order. Prove that
| z1 – z 3 | | z2 – z 4 | = | z1 – z 2 | | z3 – z 4 | + | z2 – z 3 | | z4 – z 1 |
19. Recall: A function f with domain A and range B is given. We say that f is univalent
if for x1, x2 ∈ A, the equation f (x1) = f (x2) implies that x1 = x2.
We say that two regions B and B* in C are conformally equivalent if there exists a
univalent function g : B → B* such that B* = g(B).
The mapping g is called a conformal equivalence. Prove that a conformal
equivalence mapping C onto C is necessarily a polynomial.
20. With reference to problem (19), show that a conformal equivalence mapping C onto
C is necessarily a nonconstant polynomial function.
10 HARMONIC FUNCTIONS

10.1 DEFINITIONS OF HARMONIC FUNCTIONS


Let f be a (real or complex valued) differentiable function of the real variables x and
y. Consider the differential
∂f ∂f
(1) df = dx + dy .
∂x ∂y
The functions z = x + iy and z = x – iy have differentials
(2) dz = dx + idy, dz = dx – idy.
Thus
1 1
(3) dx = ( dz + dz ), dy = ( dz − dz ) .
2 2i
Substituting this in (1) we have
FG
1 ∂f
−i
∂f IJ
dz +
1 ∂f
+i
FG
∂f IJ
(4) df =
H
2 ∂x ∂y K 2 ∂x ∂yHdz
K
Write

(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

Definition: Let Ω be an open subset of C. A function f (x, y) of two real


variables x and y defined in an open set Ω is said to be harmonic in Ω if it has
continuous second partial derivatives and satisfies the Laplace’s equation
∂2 f ∂2 f
(8) + = 0.
∂x 2 ∂y 2
∂ ∂
Differentiating and with respect to the complex variables z = x + iy
∂z ∂z
and z = x – iy, we find that

(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.

10.2 HARMONIC FUNCTIONS AND ANALYTIC FUNCTIONS


Theorem 1. Let f : Ω → C be analytic. Then f is harmonic.
Proof : Since f is analytic, it is infinitely differentiable, and by taking the

derivative of the relation
∂z
∂f
= 0, we get
∂z
∂2 f
= 0.
∂z ∂z
Hence f is harmonic.
Corollary 1 : The real and imaginary parts of an analytic function are
harmonic functions.
Example: log | z | is harmonic in the whole plane C excluding the point z = 0.
log z has a branch in some neighbourhood of each point z ≠ 0 and log | z | is the real
part of such a branch.
Theorem 2. Let Ω be an open subset of C. Let u (x, y) be a real harmonic
function in Ω. Then in a neighbourhood of each point of Ω, u is the real part of an
analytic function f which is determined upto addition of a constant.
HARMONIC FUNCTIONS 139

Proof : Since u is harmonic


∂2u
= 0.
∂z ∂z
∂u ∂u
Hence is analytic in Ω. The differential form 2 dz has therefore
∂z ∂z
primitive f locally. In other words,
∂u
(11) df = 2 dz.
∂z
The relation (11) shows that f is analytic. Taking the complex conjugate of
the relation (11) we obtain
∂u
(12) df =2 dz .
∂z
Adding (11) and (12) we get
1
d(f + f ) = du.
2
Thus u is equal to the real part of f with a real constant added if necessary.
It remains to show that if two analytic functions f1 and f2 in a neighbourhood
of the same point have the same real part, then their difference f = f1 – f2 is constant.
We have
d (f + f ) = 0
∂f ∂f
i.e. dz + dz = 0
∂z ∂z
∂f ∂f
which implies that = 0 and = 0. This completes the proof.
∂z ∂z
Note the Theorem 2 says only that any real harmonic function is locally the
real part of an analytic function. Given a real harmonic function u in an open set Ω,
there does not necessarily exist an analytic function f in the whole of Ω, whose real
part is equal to u. For example, when Ω = C ~ {0}, log | z | is not the real part of an
analytic function in Ω.
Theorem 3. Let u : Ω → C be harmonic. Then u is infinitely differentiable.
Proof : Let z0 = x0 + iy0 be fixed in Ω. Choose δ such that D (z0; δ) ⊂ Ω. Then
there is a harmonic function v in D (z0; δ) such that f = u + iv is analytic in D (z0; δ).
Thus f is infinitely differentiable on D (z0; δ) and hence u is infinitely differentiable.
The next result is analogous to Cauchy Integral Formula.
Theorem 4 (Mean Value Theorem). Let u : Ω → R be a harmonic function
and let D (a; r) ⊂ Ω. If γ is the circle | z – a | = r, then

(13) u (a) =
1 2π
2π 0 z u ( a + re iθ ) dθ .
140 THE ELEMENTS OF COMPLEX ANALYSIS

Proof : Choose a disk D such that D (a ; r) ⊂ D ⊂ Ω. Let f be analytic on D


where u = Re f. It follows from Cauchy’s Integral formula that

(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.

10.3 HARMONIC FUNCTIONS ON A DISK


The maximum principle has the following consequences. If u (z) is harmonic on a
region Ω which contains a closed and bounded set S, then it is uniquely determined
by its values on the boundary of S. If u1 and u2 are two harmonic functions with the
same boundary values, then u1 – u2 is harmonic with the boundary value 0. By the
Maximum and Minimum principle we find that u1 – u2 must be identically zero
on S.
Now the problem arises of finding u when the boundary values are given.
This type of problem is known as the Dirichlet problem for the Laplace
equation in two variables. the Dirichlet problem for a circular disk can be solved by
HARMONIC FUNCTIONS 141

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

where γ is the circle represented by


ζ = Reiφ (0 ≤ φ ≤ 2π)
and the function
f (z) = u (r, θ) + iv (r, θ) (z = reiθ)
is analytic in a simply connected region Ω containing γ.
Since dζ = iReiφ dφ = iζdφ
we have from (15)

(16) f (z) =
1
2π z 2π

0
f (ζ)
ζ
ζ−z
dφ .

Consider a point η outside γ where η = ζζ | z . Then the integral in (15) is


analytic in the disk | z | ≤ R and the integral is zero. Hence
1
2πi ζ−η z
f (ζ)
dζ = 0
γ

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

Subtracting (17) from (16) and using the expression

(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

From (20) we derive an important series of the function u in terms of simple


harmonic functions. We have seen that the quotient in the integrand of (20) was
derived from (18), and the right side of (18) is the real part of ζ + z/ζ – z. Using
geometric series expansion we obtain
z
1+
(21) ζ + z/ζ – z =
ζ
=1+ 2 ∑
∞ z
n

.
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).

From (21) and (22) we obtain


ζ+z ∞ r FG IJ n
Re
ζ−z
=1+ 2 ∑
n =1 R H K (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

Theorem 7. Let f be a continuous function, periodic of period 2π. Then the


f ( x − t ) Qn (t) dt.

sequence of functions {Qn * f} converges uniformly to f.

–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.

(25) wn (x) – f (x) = z π

−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

Since M is the bound for f, it follows that


| f (x – t) – f (x) | ≤ 2M.
Thus,

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.

Observe that if Qn has continuous derivatives, then


d d F I
(26)
dx
(Qn * f ) ( x ) =
dx
Qn * f.
H K
It was convenient to introduce the general Dirac family {Qn}, but we shall
deal with families, indexed by r with 0 < r < 1 and r approaching to 1. In this
context, we need to define the Poisson kernel which is of basic importance.
The Poisson kernel is defined by
1 ∞ | k | ikθ
(27) Pr (θ) = ∑r e .
2π k = − ∞
HARMONIC FUNCTIONS 145

Let ζ = reiθ, 0 ≤ r < 1, then


1 + re iθ
= (1 + ζ) (1 + ζ + ζ2 + ...)
1 − re iθ
∞ ∞
k k ikθ
= 1 + 2 ∑ζ = 1 + 2 ∑ r e .
k =1 k =1

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.

(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

In this case, one needs to prove:


(a) the statements about a Dirac family;
(b) the existence and uniqueness of a harmonic function with prescribed
continuous boundary value on the closed disk of radius R. We leave it as an exercise.
In many applications, it may happen that the boundary value function f has a
finite number of discontinuities. In that case, assuming that f is bounded, a similar
analysis of proof will show that the theorem is true. We state the theorem and the
verification is left to the reader.
Theorem 9. Let f be a bounded real valued function, periodic of period 2π.
Let f be continuous on a compact set E. Then the sequence of functions {Qn * f }
converges uniformly on E to f. Further, the function u defined by

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.

10.5 SOME PHYSICAL APPLICATIONS OF CONFORMAL MAPPING


We have seen in this chapter that there are physical problems in which we need to
solve Dirichlet problems with piecewise constant boundary values. In particular,
these Dirichlet problems can be solved by using Fourier series. In general situations,
conformal mapping is useful because a conformal map carries harmonic functions
to harmonic functions. Consequently, it may be possible to solve a complicated
problem by solving a simpler problem and then transforming the solution by
conformal mapping. This process is used in solving some problems regarding fluid
flow, electrostatics, and heat. In order to explain how it is applied, we need some
physical terminology, which we present first for fluid flow.

Terminology of Fluid Flow


Consider a fluid that is flowing in a channel or lake at uniform depth, and in
horizontal layers, so that a horizontal cross-section at any level represents the whole
flow. We may then idealize the flow as two-dimensional and take it as the flow of a
plane sheet of two-dimensional fluid in some region. We represent a velocity vector
v by v = pi + qj that specifies the velocity at each point. We assume that the fluid is
incompressible and non-viscous. The term non-viscous means that there is no internal
friction, and no tendency for the fluid to stick to the boundary of the region in which
it is flowing. We also assume that the flow is irrotational (i.e. curl v = 0), which in
physical language says that there are no local whirlpools in the fluid. Under these
∂φ
assumptions, the velocity vector v is the gradient of a potential φ, so that p = and
∂x
∂φ
q= , where φ is harmonic. Then φ is called the velocity potential, and the curves
∂y
148 THE ELEMENTS OF COMPLEX ANALYSIS

φ = constant are equipotentials. The conjugate harmonic function ψ is called the


steam function, and its level curves ψ = constant are orthogonal to the equipotentials.
Since, the derivative of φ along an equipotential is zero, the flow is directed along

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 =

[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.

Fig. 10.II (b)

Some Special Flows


We shall first construct the flows generated by some simple analytic functions.
We can then use conformal mapping to construct more complicated flows, using
the principle that a conformal map transforms the solution of a Dirichlet problem to
the solution of another Dirichlet problem.
150 THE ELEMENTS OF COMPLEX ANALYSIS

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.

Sources and Sinks


We begin by considering the complex potential w = m log z. Since, this is not
a single valued function, we have to consider it only in the plane cut from 0 to ∞
(i.e. along the positive real axis). The complex velocity is
m
= (m/r) (cos θ – i sin θ)
z
Thus the speed is m/r.
Since, the velocity vector is (m/r) (i cos θ + j sin θ), it follows that the flow
is outward along rays from the origin (θ = constant). Hence, the cut along the positive
real axis is along a streamline, and its presence is neglected. Now suppose that the
fluid have unit density and let the fluid crosses a circle | z | = r > 0 in unit time.
This is given by

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

We illustrate the above facts in the form of a solved example.


Example: Let fluid emanates at a constant rate from an infinite line source
perpendicular to the z-plane at z = 0.
(a) Show that the speed of the fluid at a distance r from the source is m/r
where m is a constant.
(b) Show that the complex potential is m log z.
(c) Consider portion of the line source of unit length as shown in Fig. 10.III.
Suppose Vr is the radial velocity of the fluid at a distance r from the
source. Let σ be the density of the fluid which is incompressible.

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.

10.6 SOME OTHER PHYSICAL INTERPRETATIONS


One can interpret every flow problem as a problem of the flow of heat or electrostatic
potentials. The physical terminology is, of course, different. The heat problem can
152 THE ELEMENTS OF COMPLEX ANALYSIS

be considered as the problem of steady-state temperatures in a two dimensional


lamina with its flat faces insulated. This problem of steady-state temperature can
also be considered in a solid, homogeneous cylinder all of whose cross sections
parallel to a given plane have the same shape (not necessarily circular), and with
boundary conditions imposed on the edges of the lamina or the surface of the cylinder.
A simple example of this model is the door of a refrigerator, with given distributions
of temperature on the inside and outside surfaces. The temperature T satisfies
Laplace’s equation
∇2 T = 0
The curves T = constant are called isothermals. Suppose that U is the harmonic
function conjugate to T, then the curves U = constant are the lines along which heat
flows. The quantity of heat crossing an arc A per unit time is proportional to

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

3. Suppose that f : U → V is an analytic isomorphism and let ϕ be a harmonic function


on V, which is the real part of an analytic function.
Prove that ϕ o f is harmonic.
4. Let f and g be two harmonic conjugate functions. Prove that
(i) F = f 2 – g2 and G = 2fg
(ii) φ = ef cos g and ψ = ef sin g
are harmonic functions.
5. Suppose that U and V are conjugate harmonic functions and suppose that
ψ (x) = U 2 (x, y) + V 2 (x, y).
Prove that
ψ (x) = e ax + b where a and b are real numbers.
6. 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.
7. Let f (z) = log z.
Put z = reiθ. Then f (z) = log r + iθ, where u = log r and v = θ. Draw the level curves
u = constant and v = constant. Show that they intersect orthogonally.
8. Suppose that u is harmonic and bounded in 0 < | z | < r. Prove that the origin is a
removable singularity provided that u (0) is defined properly and u is harmonic in
| z | < r.
9. Suppose that u (z) is harmonic in 0 < | z | < r and suppose lim zu (z) = 0. Prove that
z→0
u is of the form
u (z) = α log | z | + v (z)
where α is a constant and v is harmonic in | z | < r.
10. Suppose that U (ζ) is piecewise continuous and bounded for all real ζ. Prove that

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

φ (x, y) = Py* f (x) = z ∞

−∞
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

14. Harnack’s theorem: Suppose that {wn} is an increasing sequence of harmonic


functions on the open disk D. Prove that either the sequence converges uniformly
on compact subsets of the disk, or the sequence converges pointwise to ∞.
15. Suppose that {wn} is a sequence of harmonic functions on the open disk D. Suppose
also that {wn} converges uniformly on compact subsets of the disk D. Prove that the
limit of the sequence is harmonic.
16. Prove that a harmonic function satisfies the mean value property.
17. Harnack inequality:
Fe iθ
+z I 1 − | z |2
Let k (θ, z) = Re GH e iθ
−z
JK
= − iθ
| e − z| 2
.

Show that 1−|z| 1 + | z | , | z | < 1.


≤ k (θ, z ) ≤
1+|z| 1−| z|

18. Let v (z) =


1
2π z 2π

0
F
v ( a + re iθ ) k θ,
H
z−a
r
I
K
dθ, | z – a | < r.

Show that if v (z) ≥ 0, | z – a | ≤ r, then


r −|z − a| r +|z − a|
v (a) ≤ v (z) ≤ v (a) , | z – a | < r.
r +|z −a| r −|z − a|
(Hint: Use Harnack inequality.)
19. Let G be a region in C and let a ∈ G. Let F denotes the set of functions ϕ harmonic
on G such that ϕ (a) = 1, ϕ (z) > 0 for z ∈ G. Define λ (z) = inf {ϕ(z) : ϕ ∈F} and μ
(z) = sup {ϕ (z) : ϕ ∈ F} for each z ∈ G. Prove that 0 < λ (z) ≤ 1 ≤ μ (z) < ∞, z ∈ G.
Prove also that λ and μ are continuous on G.
(Hint: Consider the sets {λ(z) > 0} and {λ(z) = 0}. By the aid of exercise 18 show
that each set is open.)
20. Subharmonic Functions: Let Ω and Ω1 be regions such that Ω ⊆ Ω1. Suppose that
v (z) is a continuous real valued function defined on Ω. We say that the v (z) is
subharmonic in Ω if for any harmonic function u (z) in Ω1, the difference v – u
satisfies the maximum principle in Ω1.
We say that a function is subharmonic at a point z0 if it is subharmonic in a
neighbourhood of z0. Observe that if v is subharmonic in a neighbourhood of each
point z ∈ Ω, then it is subharmonic in Ω. Observe also that every harmonic function
is subharmonic but the converse is not true.
Let Ω be a region and let Dr (z0) be an open disk centred at z0 and radius r. Suppose
that v (z) is continuous.
Prove that v (z) is subharmonic in Ω iff

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

11.1 METRIC ON C (G, Ω)


Let G be an open set in C and let (Ω, d) be a complete metric space. We denote by C
(G, Ω) the set of all continuous functions from G to Ω.
In order to introduce a metric on C (G, Ω), we first prove a theorem about
open subsets of C.
Theorem 1. Let G be open in C. Then there exists a sequence {En} of compact
subsets of G such that

G = ∪ En.
n =1

Further, the sets En can be chosen to satisfy the following properties:


(i) En ⊂ int. En + 1.
(ii) E ⊂ G and E compact implies E ⊂ En for some n.
Proof : Define
RS 1
En = {z : | z | ≤ n} ∩ z : d ( z, C − G ) ≥
. UV
T n W
Since, En is the intersection of two closed subsets of C and En is bounded, it
follows that En is compact. The set
RS
S = {z : | z | < n + 1} ∩ z : d ( z, C − G) >
1 UV
T n +1 W
is open and contains En. Also, S is contained in En + 1. Thus the property (i) holds.
It can be easily verified that
∞ ∞
G = ∪ En and G = ∪ int. En.
n =1 n =1

If E is a compact subset of G, the sets {int. En} form an open cover of E.


Hence (ii) follows.

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)
.

Observe that the series in (2) is dominated by ∑



F 1I n

n =1 H 2K and hence it converges.

Lemma 1: Let (X, d) be a metric space and define


d ( x, y)
μ (x, y) = .
1 + d ( x, y)
Then μ is a metric on X.
A set is open in (X, d) iff it is open in (X, μ) ; a sequence is a Cauchy sequence
in (X, d) iff it is a Cauchy sequence in (X, μ).
The proof is left to the reader.
Theorem 2. (C (G, Ω), ρ) is a metric space.
Proof : It can be easily seen that
ρ (f, g) = ρ (g, f).
Since each ρn satisfies the triangle inequality, it follows from the preceding

lemma that ρ also satisfies the triangle inequality. Since G = ∪ En, it follows that
n =1

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 <

Put E = Em. For suitably chosen δ > 0 we have


t 1
< , where 0 ≤ t < δ.
1+ t 2
WEIERSTRASS FACTORIZATION THEOREM 159

By our hypothesis f and g are functions in C (G, Ω) where


sup {d (f (z), g (z)): z ∈ E} < δ.
Since En ⊂ Em for 1 ≤ n ≤ m,
ρn (f, g) < δ for 1 ≤ n ≤ m.
Therefore,
ρn ( f , g) 1
< ε for 1 ≤ n ≤ m.
1 + ρn ( f , g) 2
Hence
m
F 1 I F 1 εI +
n ∞
F 1I n

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

and E is compact, there is an integer m ≥ 1 such that E ⊂ Em.


From this we have
ρm (f, g) ≥ sup {d f (z), g (z)): z ∈ E}.
Now choose ε > 0 such that
u
0 ≤ u < 2m ε ⇒ < δ.
1− u
t
Hence < 2m ε ⇒ t < δ.
1+ t
ρ m ( f , g)
Thus if ρ (f, g) < ε then < 2m ε and this gives
1 + ρ m ( f , g)
ρm (f, g) < δ.
Hence, the theorem is proved.
Lemma 2: Let {fn} be a sequence in (C (G, Ω), ρ). The sequence {fn} converges
to f iff {fn} converges to f uniformly on all compact subsets of G.
The proof is left to the reader.
Theorem 4. C (G, Ω) is a complete metric space.
Proof : Suppose {fn} is a Cauchy-sequence in C (G, Ω). Then the restrictions
of the functions fn to E give a Cauchy-sequence in C (E, Ω) where E is compact and
E ⊂ G. Hence {fn (z)} is a Cauchy-sequence in Ω. Thus there exists a point f (z) in Ω
such that lim fz (z) = f (z).
n→∞

We now got a function f : G → Ω and have to prove that f is continuous and


ρ (fn, f) → 0
Let E be compact and fix δ > 0. Choose N so that
sup {d (fn (z), fm (z)): z ∈ E} < δ
160 THE ELEMENTS OF COMPLEX ANALYSIS

holds for n, m ≥ N. If z is arbitrary in E but fixed then there is an integer m ≥ N so


that
d (f (z), fm (z)) < δ.
By triangle inequality, we get
d (f (z), fn (z)) < 2δ for all n ≥ N.
Since N does not depend on z we have
sup {d (f (z), fn (z)): z ∈ E} → 0
as n → ∞. Hence {fn} converges uniformly on every compact set in G. Thus f is
continuous. Finally, it follows from Lemma 2 that
ρ (fn, f) → 0.

11.2 SPACES OF ANALYTIC FUNCTIONS


The class of all analytic functions in G will be denoted by H (G) where G is an open
subset of C. In the following theorem we will prove that H (G) is closed in C (G, C).
Theorem 5. Let { fn } be a sequence in H (G). Suppose that f belongs to C (G,
C) such that fn → f. Then f is analytic and
fnk → f k for each integer k ≥ 1.
Proof : Consider a disk D ⊂ G and take a triangle T inside D. Since T is
compact, {fn} converges uniformly over T.
Hence lim z z
T
But since each fn is analytic, we have
fn =
T
f.

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,

fn( k ) (z) – f (k) (z) =


k!
2 πi z
γ
fn (ζ) − f (ζ)
(ζ − z ) k + 1
dζ.

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

compact sets to f (z) then



(k )
f (K) (z) = ∑ fn ( z ) .
n =1

Note that the above result has no analogue in the theory of functions of a real
variable.

11.3 WEIERSTRASS FACTORIZATION THEOREM


The notion of convergence in H (G) can be used to prove Weierstrass Factorization
theorem. Before discussing the theorem we first define an infinite product of
complex numbers and its convergence.
Infinite Products: An infinite product of complex numbers

(6) z1 z2 ... zn... = Π zn
n =1

is obtained by taking the limit of the partial products


Zn = z1 z2 ... zn.

Π zn is said to converge to the number z if lim Zn = z and is different from
n =1 n→∞

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

so that zn → 0 is a necessary condition for convergence.


Consider the power series expansion of log (1 + z) about z = 0, i.e.
z2
log (1 + z) = z – + ... .
2
It has radius of convergence 1. If | z | < 1 then
log(1 + z ) 1 1 1
1− = z − z 2 + ... ≤ (| z | + | z |2 + ...)
z 2 3 2
1 |z|
= .
2 1−|z|
1
If | z | < then
2
| log (1 + z ) | 1
1− ≤ .
|z| 2
1
Thus we have for | z | <
2
1 3
(8) | z | ≤ | log (1 + z) | ≤ | z |.
2 2
An infinite product is said to be absolutely convergent iff the corresponding

series ∑ log (1 + zn ) converges absolutely.
n =1

Theorem 6. Let (X, d) be a compact metric space. Suppose {un} is a sequence



of continuous functions from X into C, such that ∑ | u x ( x ) | converges uniformly
n =1

on X. Then the product



f (x) = Π (1 + un ( x ))
n =1

converges absolutely and uniformly on X. Also f (x0) = 0 at some x0 ∈ X iff un (x0)


= – 1 for some n.
1
Proof : The hypothesis implies that there is an integer n0 such that | un (x) | <
2
for all x in X and n > n0. Hence Re [1 + un (x)] > 0. It now follows from inequality (8)
that
3
| log (1 + un (x)) | ≤ | un (x) |
2
for all n > n0 and x ∈ X.
WEIERSTRASS FACTORIZATION THEOREM 163

Thus

v (x) = ∑ log (1 + un ( x ))
n = n0 + 1

converges uniformly on X. Since v is continuous and X is compact, v must be bounded.


Hence

exp v (x) = Π (1 + un (x))
n = n0 + 1

converges uniformly on X (why ?).


Finally,
f (x) = [1 + u1 (x)] ... [1 + un0 ( x )] exp v (x)
and exp v (x) ≠ 0 for any x ∈ X. So f (x0) = 0 at some x0 ∈ X iff un (x0) = – 1 for
some n.
Theorem 7. Let G be a region in C. Suppose fn ∈ H (G) such that no fn is

identically zero. If Σ | 1 – fn (z) | converges uniformly on compact subsets of G,
n =1


then the product Π fn ( z ) converges in H (G) to an analytic function f (z).
n =1

Furthermore, if z0 is a zero of f then z0 is a zero of only a finite number of the


functions fn , and the multiplicity of the zero of f at z0 is the sum of the multiplicities
of the zeros of the functions fn at z0.
Proof : The first part follows from Theorem 6. For the second part, observe

that D (z0, r) ⊂ G and since Σ (1 – fn (z)) converges uniformly on D (z0; r), it
n =1

follows from Theorem 6 that


f (z) = {f1 (z) ... fn (z)} u (z)
where u does not vanish in D (z0; r). It can be checked easily that the multiplicity of
the zero of f at z0 is the sum of the multiplicities of the zeros of the functions fn at z0.
We now define the functions which were introduced by Weierstrass.
Definition: Set E0 (z) = 1 – z, and for p = 1, 2, 3, ...

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

Lemma 3: If | z | ≤ 1 and p ≥ 0, then


| 1 – Ep (z) | ≤ | z |p + 1.
164 THE ELEMENTS OF COMPLEX ANALYSIS

Proof : For p = 0, this is trivially true. For p ≥ 1, let



Ep (z) = 1 + Σ ak zk
k =1

where p is fixed

E′p (z) = Σ k ak z k − 1
k =1

i.e. – E′p (z) = zp exp z +


RS z2
+ ... +
zp
.
UV
T 2 p W
So – E′p (z) has a zero of order p at z = 0, and the coefficients in the expansion
of – E′p (z) in powers of z are all positive.
Hence, ak ≤ 0 for k ≥ p + 1.
Thus
| aK | = – aK for k ≥ p + 1
and from this we have
∞ ∞
Σ | ak | = − Σ ak = 1.
k = p +1 k = p +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

Thus the Lemma is proved.


Theorem 8. Let { zn } be a sequence in C such that zn ≠ 0 and | zn | → ∞ as
n → ∞. If pn is a sequence of non-negative integers such that

(9)
∞ F r IJ
Σ G
pn + 1

<∞
H | z |K
n =1
n

for all r > 0, then the infinite product

(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

converges uniformly on compact sets in C.

By Theorem 7, the infinite product ∏ E pn


∞ FG z IJ converges in H (C). Observe
n =1 Hz K
n

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

(9) is dominated by Σ (1/2)n. Hence (9) converges.


There is an advantage in taking the constant pn as small as possible. The
resulting function f (z) in (10) is then called the canonical product corresponding
∞ 1
to {zn}. For instance, choose pn = 0, if ∑ < ∞, and the canonical product is
n = 1 | zn |


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

We now give an application of the Weierstrass Factorization Theorem to


sin π z.
1 iπz ∞ 1
The zeros of sin π z = (e – e–iπz) are the integers z = ± n. Since Σ
2i n =1 n

diverges and Σ 12 converges, we choose pn = 1 and obtain a representation of the


n =1 n
form

(12) sin π z = [exp g (z)] Π 1 − F


z z/n I
n≠0 n He .
K
Taking the logarithmic derivatives of both sides of (12) we have

(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, ...,

(17) E (w, n) = (1 – w) exp w +


FG w2
+ ... +
wn IJ
H 2 n K
and
E (w, 0) = 1 – w.
Observe that there is a close relation between L (w, n) and E (w, n). Since, the
1
first term of (15) is , we find that
w −1

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

The function f is represented by


LM F 1 I − Q (z)OP + ψ (z)
MN GH z − α JK
f (z) = Σ Pk
k
PQ k
k

where Qk is some polynomial, and ψ is an entire function. The series converges


absolutely and uniformly on any compact set not containing the poles at {αk}.
Proof : We assume without loss of generality that αk ≠ 0 for all k. We represent
FG 1 IJ
Pk
Hz−α K k

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

where Ak is some fixed number depending on Pk


FG 1 IJ . Choose ρ sufficiently
Hz−α K k
k

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

N L F 1 I − Q (z)OP + Σ LMP F 1 I − Q (z)OP .


= Σ MP G

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

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

1. Prove that π (1 + zn) converges absolutely iff π(1 + | zn | ) converges.


2. Let 0 < | α | < 1 and let | z | ≤ r < 1; prove that
α +|α|z 1+ r

(1 + α z ) α 1 − r
WEIERSTRASS FACTORIZATION THEOREM 171

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

15. Show that Γ (z) Γ (1 – z) = π cosec πz where z ≠ an integer.


16. Show that

π Γ (2 z ) = 2 2 z − 1 Γ ( z ) Γ z +
F 1 I
H 2 K
17. Prove that

sin π(z + p) = eπz cot πp Π 1 +


∞ FG z IJ
e−z/n + p .
−∞ H z+p K
where p ≠ an integer.
18. Prove that the residue of Γ (z) at – p is (– 1)p/p!
19. Prove that

Γ′/Γ (z) = z LMN


0
∞ e− 1
t

e − zt
1 − e− 1
dt
OP
Q
LMUse 1 =
N z+m z ∞

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

(i) Prove that H is an entire function


(ii) Prove by putting z = – w and letting ε → 0 that

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
.

(ii) ζ (s) is analytic except for a simple pole at s = 1.


(iii) The residue of ζ (s) at s = 1 is 1.
(iv) ζ (s) has zeros of order 1 at the negative integers.
11 EXTENSION OF THE MAXIMUM
MODULUS PRINCIPLE

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

lower bound of numbers s for which


lim sup r–s log M (r) < ∞.
Roughly speaking, this means that M (r) is not much larger than exp (rμ), and
sometimes about that large.

11.4 HADAMARD’S PRODUCT REPRESENTATION


If f is of order μ with zeros at 0 and zn, then
∞ FG z IJ exp LM z + 1 F z I 2
1 z FG IJ OP
p

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).

11.5 THE EFFECT OF ZEROS, JENSEN’S FORMULA


An entire function whose maximum modulus M (r) increases rapidly as r → ∞,
may have very few zeros or even none at all. One can think of exp (zn) or exp (ez).
On the other hand, if the function has too many zeros zn in a disk of radius r, the
product Π (1 – z / zn) may not converge. One can think of zn = n. Hadamard’s
product representation quoted above suggests that if there are more zeros, the order
of M (r) will be larger. This may seem paradoxial because of our expectation that a
function with many zeros may be small in modulus. The actual situation is quite
different. There is a principle that says that when a function has many zeros, its
modulus must frequently be large in order to compensate; if the modulus is not
large, an analytic function with many zeros may vanish identically. We are familiar
with one case (see Example page 81) when the principle can be quantified. In other
words, if M (r) = O (rn) as r → ∞, then the function is a polynomial of degree at
most n and therefore at most n zeros. Based on the same principle we present below
some more results.

Jensen’s Theorem

Assume that f is analytic in a disk z ≤ R, but not identically zero. Assume


also that f (0) ≠ 0. Let f have zeros {zk}, k = 1, 2, 3, ..., n in z ≤ R, and let f (z) ≠ 0
on | z | = R. Then

(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

where g is analytic in z ≤ R and zn are the zeros of f inside z = R. This suggests


that the right side of (1) is connected with
1
2πi C
I=
(log z) z
f ′ ( z)
f ( z)
dz,

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;

the integral along the lower side is

(3)

and their sum is



1
2 πi z
0
R
(log x + 2πi)
f ′ ( x)
f ( x)
dx;

(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.

Integrating (5) by parts, we have

(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

log f (Reiθ) dθ.

We now need to compute change in (log z) log f (z) around z = R.


176 THE ELEMENTS OF COMPLEX ANALYSIS

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

log | f (Reiθ) | dθ – log f (0) = ∑ log
j =1
N R
zj
.

This proves Jensen’s theorem.

11.6 SOME CONSEQUENCES OF JENSEN’S THEOREM


Observe that if f has no zeros, then log f is harmonic and Jensen’s theorem reduces
to the mean value theorem for harmonic functions (see Theorem 4, Chapter 10).
Jensen’s formula also shows that if | f (Reiθ) | is not large, there cannot be too many
zeros in z < R.
Let n (t) denotes the counting function of the zeros (that is, the number of
zeros of modulus less than t). The right side of (1) (Jensen’s formula) can be written as

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

= – log z1 – log z2 – ... – log z N + N log R


R R R
= log + log + … + log
z1 z2 zN

Note that if f (0 ) = 1 and f ( z ) ≤ M for | z | ≤ R, then

(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

In order to understand and give more precise statements regarding inequality


(12) we solve below two exercises.
B Z
Exercise 1: Let f be an entire function and f ( z ) ≤ Ae where A and B
are constants, B < 1. Let f has zeros zn with z n = n (n = 1, 2, 3,...). Then f (z) ≡ 0.
Suppose that f (z) ≠ 0. It follows from Jensen’s formula that f (0) ≠ 0,

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

log | f (Reiθ) | dθ ≤ log A + BR,

therefore we have a contradiction for large R if B > 1.


Using the same ideas as above we proceed as follows:
We have n (t) = 0 for 0 ≤ t < 1, n (t) ≥ 1 for 1 ≤ t < 2, n (t) ≥ 2 for 2 ≤ t < 3, and
so on. Hence n (t) ≥ [t] (the integral part of t), and
178 THE ELEMENTS OF COMPLEX ANALYSIS

[R] – 1 – log [R] = z


1
[ R] t −1
t
dt ≤ z
0
R n (t )
t
dt


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

≤ | log | f (0) | | + log M.


EXTENSION OF THE MAXIMUM MODULUS PRINCIPLE 179

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

Since z j → 1 as j → ∞ (otherwise there would be a limit point of zeros


inside the unit disk,) inequality (14) shows that the moduli of the zeros cannot
approach 1 so slowly that the series would diverge. In other words, the series

∑ (1 − z j ) must converge. This can be seen easily since
j =1

1
log = – log [1 – ( z j ) ]
zj
1
= (1 − z j ) + (1 − z j )2 +
2
≥ 1 – zj .

11.7 PHRAGMEN-LINDELÖF THEOREM


In this section, we present some result which extend the Maximum Principle by
easing the requirement of boundedness on the boundary.
We write a complex number in the form
S = α + it with real α, t.

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

Then for S in the strip we have


λ k
e εr cos kθ
t
h (S ) ≤ e

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.

First Convexity Theorem


Let S = α + it. Let f be analytic and bounded on the strip a ≤ α ≤ b for each
α. Let
Mf (α) = M (α) = sup f (α + it ) .
Then log M (α) is a convex function of α.
Proof : We need to prove that
M (α)b – a ≤ M (a)b – α M (b)α – a.
Consider first the case when M (a) = M (b) = 1.
We shall prove that M (α) ≤ 1.
Suppose that f ( S ) ≤ K in the strip. For ε > 0, let
1
hε (S) = .
1 + ε ( S − a)
Then the real part of 1 + ε (S – a) is ≥ 1. It follows that | hε (S) | ≤ 1. Also,
for t ≠ 0
EXTENSION OF THE MAXIMUM MODULUS PRINCIPLE 181

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.

Corollary (Hadamard Three Circle Theorem)

Let f be analytic on an annulus ξ ≤ z ≤ η, centred at the origin. Let

M (ρ) = sup f ( z ) .
z =ρ

Then log M (ρ) is a convex function of log ρ.


In other words,

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.

Second Convexity Theorem


Let f be analytic in the strip a ≤ α ≤ b. Assume that for each α, f (α + it) grows at
most like a power of t , and let ψ (α) be the least number ≥ 0 for which
ψ (α ) + ε
f (α + it) = 0 ( t )
for every ε > 0.
Assume also that
ζ
t
f (α + it) = 0 (e )
in the strip, with ζ, 1 ≤ ζ. Then ψ (α) is a convex function of α . In particular, ψ (α)
is continuous on [a, b].
Proof : It follows from Phragmen-Lindelöf Theorem that there is a uniform
K such that
K
f (α + it) = 0 ( t ) in the strip.
Write
b−s s−a
Mε (s) = [ ψ (a) + ε] + [ψ (b) + ε].
b−a b−a
Note that Mε (s) is the formula for the straight line segment between ψ (a) + ε
and ψ (b) + ε . It can be easily seen that the function
− M (s)
f (s) ( −is) ε is bounded on the strip. Since we get now that
ψ (α) ≤ Mε (α) for each α in the strip, and every ε > 0, the theorem follows.
We conclude this section by observing that Phragmen-Lindelöf theorem gives bounds
on the middle.

11.8 THE GAMMA FUNCTION


The gamma function is defined initially by

(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

(16) Γ (z + 1) = zΓ (z) for Re z > 0.


In order to show that (16) holds, we consider

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.

∑ n − s is called the Riemann zeta function of the complex variable s.


n =1

We shall now obtain a very useful formula for the gamma function. Let

(18) Γ (p) = z 0

Setting t = y2 in (18), we have


t p – 1 e–t dt, p > 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

(19) Γ (p) Γ (q) = 4 zz∞

0

0
x2q – 1 y2p – 1 e − ( x
2
+ y2 )
dx dy
184 THE ELEMENTS OF COMPLEX ANALYSIS

Now, writing the double integral in polar co-ordinates in (19), we get

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 =

Next, let x = sin2 θ, 1 – x = cos2 θ, dx = 2 sin θ cos θ dθ;

(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.

It now follows from (20) that


Γ ( p) Γ ( q )
(22) B (p, q) =
Γ ( p + q)
If 0 < p < 1 and q = 1 – p, then

(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

z = 0, 1, 2, ..., it follows that Γ (z) is never 0.


Using (24) it can be seen that Γ is analytic on the line Re z = 0 except at z = 0.
This is due to the fact that (1 + z) is analytic and not zero for Re z = 0, and so is
Γ (– z) = – π / [Γ (1 + z) sin πz] except at z = 0.
EXTENSION OF THE MAXIMUM MODULUS PRINCIPLE 185

(Stirling’s Formula)
Stirling’s formula is the asymptotic development of the gamma function.
The following is the statement giving an exact error term:

(25) log Γ (z) = z −


F
H
1
2
I
K
1
log z – z + log (2π) –
2 z 0
∞ P1 (t )
z+t
dt,

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 get the sum ∑


k=0
f (k) on the left side of (26).

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→∞

of the integral of the type


sin x
x zdx.
0

Some more problems are solved on these topics and interested readers can
see the solved exercises at the end of this book.

EXERCISES

1. Suppose that f is an entire function of order less than 2, that is,


2 −ε
f ( z ) ≤ A exp ( B z ) , ε > 0,
where A and B are constants. Assume that f (m + n) = 0 for all integral m and n. Then
prove that f (z) = 0.
2. Suppose a1, a2, ..., an are the zeros and b1, b2, ..., bn are the poles of f in the disk
z ≤ R. Prove that

log Rm – n
b1 ... bn
a1 ... am
f (0) =
1

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

If z1 and z2 are two complex numbers such that z2 – z1 = m 2w, where 2w is


fixed complex number and m is an integer. Then z2 is called congruent to z1
(modulus 2w) and is denoted by
z2 ≡ z1 (mod ⋅ 2w).
If z1 and z2 are two complex numbers such that z2 – z1 = m 2w1 + n 2w2, where
w1 and w2 are complex numbers and m, n are integers, then z2 is called congruent to
z1 (modulus 2w1, 2w2) and is denoted by
z2 ≡ z1 (mod 2w1, 2w2).
Let a function f be defined on a region Ω. If f (z1) = f(z2) for all z1, z2 ∈ Ω
where z2 – z1 = m 2w for at least one complex number 2w (m an integer), then the
function f is called periodic with period 2w.

Note that exp z, exp mz, sin z and sin z are periodic functions with period
l
2πi, 2πi , 2π and l respectively.
m
If the periods of a periodic function f are expressible in the form m2w1, then
f is called simply periodic.
If the periods of a periodic function f are expressible in the form m2w1 + n2w2,
where m and n are integers, then f is called doubly periodic.

12.2 ELLIPTIC FUNCTIONS


An elliptic function is a meromorphic function on the complex plane C which is
doubly periodic. In other words, an elliptic function f with respect to the lattice L is
a meromorphic function on the complex plane C where
f (z + w) = f (z) for all z ∈ C and w ∈ L.
Observe that f is periodic iff
f (z + w1) = f (z ) = f (z + w2).
ELLIPTIC FUNCTIONS 189

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 + 2w2 z0 + 2w1 + 2w2

z0 z0 + 2w1
Fig. 12.II

By Cauchy’s theorem, the sum of the residues

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

Since f (z + 2w1) = f (z), f (z + 2w2) = f (z), it follows that

Thus the theorem is proved.


z ∂P
f ( z ) dz = 0.

Theorem 2. Let P (Fig. 12.II) be a fundamental parallelogram. Suppose


that the elliptic function f has no zero or pole on ∂P. Let {zi} be the singular points
of f inside P. Suppose also that the function f has order mi at zi. Then
Σmi = 0.
Proof : Since f is an elliptic function, then f ′/ f is also an elliptic function. It
follows from Theorem 1 that

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.

We now compute the integral over the boundary of the parallelogram.


1
2 πi z
∂P
z
f ′ (z)
f ( z)
dz =
1
2 πi
LM
N z
z0
z0 + zw1
z
f ′( z )
f (z)
dz + z z0 + 2 w1 + 2 w2

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

Hence, we conclude that


Σ mi zi ≡ 0 (mod ⋅ 2w1 ⋅ 2w2).

12.3 WEIERSTRASS’ ELLIPTIC FUNCTIONS


In order to define Weierstrass’ Elliptic function we need an important lemma.
Lemma: If μ > 2, then
1
Σ Σ′
m n (2 mw1 + 2nw2 )μ
converges absolutely. Note that the summation Σ Σ′ extends over all positive and
negative integers m, n not simultaneously equal to zero.
1
Proof : Let Sk be the sum of the terms . Note that we consider
(2 mw1 + 2nw2 )μ
two alternatives i.e. either
m = ± k, – k ≤ n ≤ k or n = ± k, – k ≤ m ≤ k.
1
Sk ≤ Σ
k | ( m 2 w + n 2 w ) |μ
1 2
1
≤ 8k (h = min ( | 2w1 |, | 2w2 |)
( kh) μ
8 1
= μ μ −1 .
h k
Hence, Σ Sk is absolutely convergent for μ > 2. Let
1
Smn = Σ .
s ≤ m | s 2 w + t 2 w |μ
t≤n 1 2

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

Thus the series Σ Σ′


RS 1 −
1 UV
T(z − Ω mn )
2
Ω 2mn W
1
is absolutely and uniformly convergent for | z | ≤ | Ωmn |.
2
Properties: (i) The function P (z) is an even function.

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

Similarly, it can be proved that


P (z + 2w2) = P (z).
ELLIPTIC FUNCTIONS 193

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

Theorem 5. Let g2 = 20a2 = 60 Σ Σ′ Ωmn


–4

and g3 = 28a4 = 140 Σ Σ′ Ωmn –6


.
Then P ′ = 4P – g2P – g3.
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.

12.4 THE ADDITION THEOREMS


Theorem 6. The function P satisfies the algebraic relation
P ′(u1 ) P (u1 ) 1
P ′ ( u2 ) P ( u2 ) 1 =0
− P ′(u1 + u2 ) P (u1 + u2 ) 1
where u1 ,u2 are complex numbers.
ELLIPTIC FUNCTIONS 195

Proof : Let u′1, u′2 be points in the parallelogram such that


u′1 ≡ u1, u′2 ≡ u2 (mod ⋅ 2w1, 2w2).
Define the function ψ by
ψ(z) = P ′ (z) – a P (z) – b.
Note that ψ is an elliptic function. Since P and P ′ have poles of order two
and three respectively at the origin, so ψ has a pole of order three at the origin. It is
clear that ψ must have three zeros in the fundamental parallelogram. Let the zeros
be denoted by u′1, u′2, u′3 where
u′1 + u′2 + u′3 ≡ 0 (mod ⋅ 2w1, 2w2).
Thus, P satisfies the equations
P ′ (u′1) – aP (u′1) – b = 0
P ′(u′2) – aP (u′2) – b = 0
P ′ (u′3) – aP (u′3) – b = 0
Eliminating – a, – b, from the above equations, we get
P ′(u1′ ) P (u1′ ) 1
P ′(u2′ ) P (u2′ ) 1 = 0.
P ′(u3′ ) P (u3′ ) 1
Since u′1 ≡ u1; u′2 ≡ u2 ; and u′3 ≡ – (u′1 + u′2) (mod ⋅ 2w1, 2w2),
the result follows.
Theorem 7. The function P satisfies the algebraic relation

P (u1 + u2) = – P (u1) – P (u2) +


LM
1 P ′ (u1 ) − P ′(u2 ) OP 2

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.

Corollary: P (2z) = – 2P (z) +


1 p ′′( z )
.
LM OP 2

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

Properties: (i) ζ(kz , kw1, kw2) = k –1 ζ (z, w1 , w2), where k is scalar.


This follows from the definition of the function ζ.
(ii) ζ (z + 2w1) = ζ (z) + 2η1;
ζ (z + 2w2) = ζ(z) + 2η2;
where η1 = ζ(w1) and η2 = ζ(w2).
Proof : Observe that
ζ′(z + 2w1) – ζ′(z) = – P (z + 2w1) + P (z) = 0.
Integrating we obtain
ζ(z + 2w1) = ζ(z) + 2η1,
where 2η1 = ζ(– w1 + 2w1) – ζ(– w1)
= 2ζ(w1)
Thus η1 = ζ(w1).
The second equality of (ii) follows similarly.
(iii) Legendre Relation
π
η1w2 – η2w1 = i.
2
Proof : We integrate around a fundamental parallelogram P (Fig. 12.II). By
Residue theorem,

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.

We now compute the integral z∂P


ζ( z ) dz .

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

12.6 THE WEIERSTRASS’ SIGMA FUNCTION


The sigma function is defined by

(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

This follows easily. For,


d
P (z) = –ζ (z)
dz
d2
= – 2 {log σ (z)}.
dz
Theorem 9. The function σ satisfies the relation

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.

If m, n are not even, then


Ω mn is not a period. Setting z = – Ω mn in (9), we
2 2
get
FΩ I
A=
σ
H2K
mn

= – 1.
F Ω I
H 2K
σ − mn

If m, n are even, then Ω mn is a zero of σ (z). In this case, by using L’Hospital’s


2
rule, we get
ΩF I
H
σ ′ mn
2 K
A=
F Ω mn
= 1.
I
σ′ −
H 2 K
200 THE ELEMENTS OF COMPLEX ANALYSIS

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

4. Prove that if 3w is a period of P (z) then


{P (z) – P (w)} {P (z + w) + P (w)} {P (z + 2w) – P (w)} = P ′2 (w).
5. Prove that
{P (u) P (v) + 14 g2 }2 + {P (u) + P (v)} g3
P (u + v) P (u – v) =
{P (u) + P (v)}2
6. Prove the following
1 d2
(i) P (z) – P (2z) = {log P ′(z)}.
4 dz 2
P ′( u + v ) P ′ ( u − v )
(ii) P (2u) – P (2v) = –
{P (u + v) − P (u − v)}2
7. Prove that
2ζ (2z) = ζ (z) + ζ (z – w1) + ζ (z + w1 + w2) + ζ (z – w2).
σ(nz )
8. Prove that is a doubly periodic. Also, prove that
{σ( z )}n2
σ(3z ) 1
= 3P (z) P ′2(z) – P ′2 (z)
σ 2 ( z) 4
9. Prove the following
P ′′( z )
(i) = 2ζ (2z) – 4ζ (z)
P ′( z )
(ii) 3ζ (3z) – 9ζ (z)
P ′ 3 (z)
=
P 4 ( z ) − 1/ 2 g2 P 2 ( z ) − g3 P ( z ) − 1/ 48 g22
10. Prove that
P ′( z ) − P ′(β)
= 2ζ (z + β) – 2ζ (z) – 2ζ (β).
P ( z ) − P (β)
Using this result prove that if u1 + u2 + u3 = 0 then
{ζ (u1) + ζ (u2) + ζ (u3)}2 + ζ′(u1) + ζ′ (u2) + ζ′ (u3) = 0
11. Prove that
− 2σ( z − w1 ) σ( z − w2 ) σ( z − w3 ) σ( z )
σ (2z) = .
σ( w1 ) σ( w2 ) σ( w3 )
σ( 2 z )
12. Prove that P ′ (z) = 4 .
σ (z)
2σ( z − w1 ) σ( z − w2 ) σ( z − w3 )
13. Prove that P ′ (z) = .
σ 3 ( z ) σ( w1 ) σ( w2 ) σ( w3 )
σ(2z )
14. Prove that = 2σ′3 – 3σ (z) σ′ (z) σ″ (z) + σ2 (z) σ′″ (z).
σ( z )
15. The associated sigma functions σj (z) are defined by
σ( z + w j )
σj (z) = exp (– ηr) z , (j = 1, 2, 3).
σ( w j )
Prove that the functions σj (z) are even functions of z.
13 ANALYTIC CONTINUATION,
DIFFERENTIAL EQUATIONS

13.1 ANALYTIC CONTINUATION


Let f be an analytic function defined in a region Ω1 and let g be an analytic function
defined in a region Ω2. Suppose that Ω2 includes Ω1. If g (z) = f (z) for all points of
Ω1, we say that g is the analytic continuation of f in the region Ω2.

For example, the function f (z) = Σ z is analytic at all points within the
n
n=0

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.

13.2 CONTINUATION ALONG A PATH


A function element is an ordered pair (f, D), where D is an open disk and f is analytic
on D. We say that (f0, D0) and (f1, D1) are direct continuations of each other if D0 ∩
D1 ≠ φ, and f0 (z) = f1 (z) for all z ∈ D0 ∩ D1.
Let f0 be analytic on a disk D0 centred at z0. Let γ be a continuous path whose
initial point is z0 and terminal point is zn. Let γ be defined on the interval [0, 1] and
let 0 = s0 ≤ s1 ≤ s2 ≤ ... ≤ sn = 1 be a partition of [0, 1]. Let Di be a disk containing γ(si )
as shown in Fig.13.I.

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.

13.3 CONTINUATION BY REFLECTION


Theorem 1 (Schwarz Reflection Principle). Let f be analytic in a region Ω of the
upper half z-plane. Let the boundary ∂Ω of Ω intersect the real axis in a single
segment L. Let f be continuous on Ω ∪ L and let f take only real values on L. If Ω*
is the reflection of Ω with respect to the real axis, then f can be continued analytically
across L into Ω*, by taking

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

line segment parallel to L and so close to L that z L*


f ( z ) dz and z L1
f ( z ) dz are

close to each other.


Note that this is possible since f is uniformly continuous in Ω ∪ L. If C is the
upper half of the boundary ∂D of the disc D and C1 is the part of ∂D above L*, it
follows from Cauchy’s theorem that

Now we can make


z L* ∪ C1
f ( z ) dz = 0

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

Now let C* be the lower half of ∂D and form

F (z) =
1 f (w)
2πi C ∪ C* w − z
dw z
(see Fig. 13.III).
206 THE ELEMENTS OF COMPLEX ANALYSIS

Then F is analytic inside D. Suppose that z ε D ∩ Ω. Write


RSL OP
F (z) =
1
2 πi TMN z C
f ( w ) dw
w−z
+ z L1
f ( w ) dw
w−z Q
LM OPUV
+
N z C*
f ( w ) dw
w−z
− z L1
f ( w ) dw
w−z QW
= f1 (z) + f2 (z).
Since z ε D ∩ Ω, we obtain
f1 (z) = f (z) and f2 (z) = 0.
Similarly, when z ε D ∩ Ω*, f1 (z) = 0, the reflection of D ∩ Ω across L. It
follows that F provides an analytic continuation of f from D ∩ Ω to D ∩ Ω*. The
same argument applies to any other disc centred on L and hence f has an analytic
continuation to Ω*.
The following theorem tells us that we cannot make a direct analytic
continuation under certain conditions.

Theorem 3 (Vivanti-Pringsheim). Let f (z) = Σ ak z has radius of
k
k=0

convergence r and let ak ≥ 0. Then a direct analytic continuation of f from a point on


(0, r) to any points of modulus greater than r is not possible.
Note that when ak ≥ 0, the point r is necessarily a singular point of f, even if
∞ ∞
Σ ak r k converges. For a series Σ ak (z – z0 ) k, the singular point will of course be
k=0 k=0

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

where M is a given large number and N is large enough.


Now, if 0 < x′ < 1,
∞ N N
f (x) = Σ ak x k ≥ Σ ak x k ≥ x N Σ ak
k=0 k=0 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

is always possible to make a direct analytic extension of f to some points outside |


z | ≤ r.
(ii) Continuing as above in (i), prove that if f is analytic in | z | ≤ r, this cannot
be the disc of convergence of f.
Proof : (i) If f is analytic at z = r, then f is analytic in some neighbourhood of
the point r. If we expand f about any point x0 with 0 < x0 < r, then a disc | z – x0 | < r
– x0 + δ will be in the region of analyticity of f where δ > 0, is sufficiently small (see
Fig. 13.V).

x0 r
O

Fig. 13.V
ANALYTIC CONTINUATION, DIFFERENTIAL EQUATIONS 209

(ii) If f is analytic in | z | ≤ r, it is analytic in an open disc about each point of


the circumference given by | z | = r. It follows from the Heine-Borel theorem that a
finite number of the discs cover the circumference | z | = r; their union is an open set
containing the trace of | z | = r and therefore contains a circle, centred at 0, of radius
greater than r.

13.4 NOWHERE-CONTINUABLE POWER SERIES



We have just seen that the sum of power series Σ ak z k with ak ≥ 0 cannot be
k=0

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

Note that the Vivanti-Pringsheim theorem shows that f cannot be continued


past the point 1. Now consider f (zein! π p/q), where p and q are integers. When n is
sufficiently large, n! π p/q is an even integer and
ein! π p/q = 1
Hence, the power series represented by f (rein! π p/q), has positive coefficients
when n is sufficiently large. Then f (zein! π p/q), cannot be continued past 1 on the
radius z = x. In other words, f cannot be continued along the ray arg z = π p/q. Since
these rays intersect the unit circumference in a dense set, f cannot be analytic at any
point of the circumference.
We shall now introduce some new concepts which will be useful in
understanding Hadamard’s gap theorem.
If a function is defined by a power series with a finite radius of convergence,
then we can extend the function beyond the disc of convergence by grouping the
terms of the series. This can be done by considering only a subsequence of the
partial sums. A power series for which this can be done is said to be overconvergent.
We shall now construct an example of an overconvergent power series and the key
to the construction is the following lemma:
Lemma: Let {nk} be a sequence of positive integers such that nk + 1/nk ≥ λ
1
> 1 and let p be a positive integer such that p > . Then the polynomial
λ −1
n
pk (z) = [ z p (1 + z )] k , when expanded in powers of z, contains no power of z that
appear in any other Pj ( j ≠ k).
210 THE ELEMENTS OF COMPLEX ANALYSIS

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

This allows | ξ | = 1 + δ with δ > 0 if 1 > α > ε.


Hence, we conclude that the series Σ c k z k is overconvergent in a
nk + 1 1
neighbourhood of the point 1 provided that > λ > 1 and p > . The series
nk λ −1
Σ ck z has long gaps. The ratio of the lowest exponent following a gap to the highest
k

exponent preceding that gap is


FG n IJ FG p IJ > 1.
k +1

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

We illustrate the above mentioned fact by an example.


Example: If p = 1 and λ > 2, then the overconvergent series just constructed
has a sequence of partial sums that converges at least in
S=|z|<1∪|z–1|<1
(see Fig. 13.VI).

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

continued beyond the circle of convergence.



Proof : Suppose that the radius of convergence of Σ an z n is 1. Since f (zeiα)
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

It follows from Lemma that each z (1 + z ) expands into a sum of


2
powers of z that do not occur in the expansions of the corresponding sum for any
212 THE ELEMENTS OF COMPLEX ANALYSIS

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

13.5 DIFFERENTIAL EQUATIONS


In the preceding discussion we found means to extend the domain of definition of
an analytic function. In fact, one can define analytic function in a broader set up and
we refer (for detailed discussion) the last chapter “Global Analytic Functions” of
Ahlfors [1].
The theory of global analytic functions makes it possible to study, with a
great degree of generality, the complex solutions of ordinary linear differential
equations. Keeping in view the application of the topic we confine ourselves to
ordinary linear homogeneous differential equations of the second order. These are
of the form
(2) w″(z) + a(z) w′(z) + b(z) w(z) = 0.
If (z – z0) a(z) = p(z) and (z – z0)2 b(z) = q(z) are analytic at z = z0, this point is
said to be a regular singularity of (2) if
(3) | p(z0) | + | q(z0) | + | q′(z0) | > 0.
The point z = z0 is said to be an ordinary point of (2) if
(4) | p(z0) | + | q(z0) | + | q′(z0) | = 0.
If p(z) or q(z) have a singularity at z = z0, the point z0 is said to be an irregular
singularity of (2).
By using the methods of series substitutions for w(z) we will solve (2).
There is no loss of generality if we take z0 = 0.
Write

w(z) = z Σ wk z
α k
(5)
k=0

where

p(z) = za(z) = Σ pk z ;
k
(6)
k=0

q(z) = z2b(z) = Σ qk z .
k
(7)
k=0

Multiplying (2) by z and substituting ζ = ln z, (2) becomes


2

(8) w″(eζ) – w′(eζ) + p(eζ) w′(eζ) + q(eζ) w(eζ) = 0


and (5) – (7) become

( k + α )ζ
(9) w(eζ) = Σ wk e
k=0

(10) p(eζ) = Σ pk e kζ
k=0

(11) q(eζ) = Σ qk e kζ
k=0
214 THE ELEMENTS OF COMPLEX ANALYSIS

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

r(z) = A + B z exp −{ z adz } w dz(z)


2
f1

where A and B are constants of integration. A = 1, B = 0 gives the original solution,


while A = 0, B = 1 gives a new second solution, say w f2 ( z ) where

(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,

is also free of singularity at z = 0.


z adz − p0 ln z

Suppose that w0 ≠ 0 in (5). Then

(20)
z 0z
g( z ) dz
w f2 ( z ) = w f1 ( z ) p + 2 α

where g (z) is analytic and free of singularity at z = 0. Hence



g (z) = Σ gk z .
k
(21)
k=0

If α and α – n (where n is a non-negative integer) are the roots of the indicial


equation
216 THE ELEMENTS OF COMPLEX ANALYSIS

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

The case k = 1 is trivial.


We have
– 2w2 = q2w0 + p1w1, k=2
– 3.2w3 = q3w0 + (p2 + q2)w1 + 2p1w2 , k=3
– 4.3w4 = q4w0 + (p3 + q3) w1 + (2p2 + q2) w2 + 3p1w3, k = 4.
and so on. It can be easily checked that by successive substitutions all the coefficients
wk can be expressed in terms of w0 and w1. It now follows that w0 and w1 are the two
arbitrary constants in the general solution of (2).

13.6 SOLUTIONS AT INFINITY


In order to determine the nature of solutions of (2) for large values of | z |, we make
1
the variable transformation z = . Since
u
dw dw
= − u2 ;
dz du
d 2w 3 dw
2
4 d w
= 2 u + u
dz 2 du du 2
ANALYTIC CONTINUATION, DIFFERENTIAL EQUATIONS 217

then (2) takes the form


d 2w LM
2 1 F I OP
1 dw 1 FI1
(26)
du 2
+
N− 2a
u u H KQ
u du u
+ 4b
HKu
w = 0.

We say that the point at infinity (z = ∞) is an ordinary point of (26). In other


words, we say that the point at infinity (z = ∞) in the z-plane is an ordinary point if
2z – z2 a(z) and z4 b(z) are analytic and free of singularities at z = ∞. This is expressed
as

a(z) = Σ a− k z
−k
(27)
k=0

b(z) = Σ b− k z .
−k
k=0

We say that the point at infiniy (z = ∞) is a regular singularity if u = 0 is a


regular singularity of (26). In other words, we say that the point z = ∞ is a regular
singularity of (2) if za (z) and z2 a(z) are analytic and free of singularities at z = ∞.
This is expressed by putting a0 = b0 = b–1 = 0 in (27). In order to get a solution of (2)
valid for large | z | we make a series substitution of the form
1 ∞
(28) w = α Σ w− k z − k in (2).
z k=0
Then an indicial equation for α is obtained and a second solution is
correspondingly found from the second root of this equation provided the roots do
not differ by a non-negative integer. In other cases, the second solution is obtained
as before by using the first solution.

13.7 THE HYPERGEOMETRIC DIFFERENTIAL EQUATION


In practice, most of the second-order linear homogeneous differential equations
possess three regular singularities. We can place the three singularities at prescribed
points and it is not difficult to choose them at 0, 1 and ∞. We have in mind the
hypergeometric differential equation which has regular singularities with
exponents α1 and α2 of values 0, 1 – c at z = 0; 0, c – a – b at z = 1, a, b at z = ∞. This
equation is
(29) z(1 – z) w″ + {c – (a + b + 1)z]w′ – abw = 0.
c − ( a + b + 1) z ∞
Here p(z) = za (z) = = Σ pk z k
1− z k=0

with p0 = c and pk = c – (a + b + 1) for k > 0,



ab
q (z) = z2 b (z) = –z = Σ qk z k
1− z k=0

with q0 = 0 and qk = ab for k > 0.


Thus the indicial equation in (15) reduces to
ϕ (α) = α2 + (c – 1) α = α (α + c – 1)
218 THE ELEMENTS OF COMPLEX ANALYSIS

and (16) takes the form (k + α) (k + α + c – 1) wk


k −1
= – Σ {( m − α ) [c − ( a + b + 1)] − ab} wv
v=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).

13.8 SOME SIMPLE CONSEQUENCES OF THE FUNCTION


F (a, b, c, z) IN (33)
We will obtain different types of functions for special choice of the parameters
a, b, c.
ANALYTIC CONTINUATION, DIFFERENTIAL EQUATIONS 219

(i) Setting b = c in (33), we get


∞ Γ (a + k ) k
F (a, b, c, z) = Σ z.
k=0 Γ ( a) k !
Γ (a + k )
Since = a (a + 1) ... (a + k – 1)
Γ ( a)
= (– 1)k (– a) (– a – 1) ... (– a – k + 1).
1
Hence F(a, b, c, z) = .
a (1 − z )
(ii) Setting a = b = 1, c = 2 in (33), we get
∞ zk 1
F(1, 1, 2, z) = Σ = − log (1 – z).
k=0 1+ k z
z
(iii) Setting c = b and z = in (33), we get
a
F zI ∞ Γ (a + k ) z k
= Σ k
H
F a, b, b,
aK k = 0 a Γ ( a) k !
.

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.

We can express the derivative of F(a, b, c, z) as a hypergeometric function


and leave to the reader to verify the following relation
ab
(34) F′(a, b, c, z) = F(a + 1, b + 1, c + 1, z).
c
It can be easily seen that the hypergeometric function
F (a, b, c, z) = F (b, a, c, z)
is symmetric in the first two parameters. Also, if b is a negative integer, say – m,
then Γ (b + k ) will be zero for k > m ; otherwise it is evaluated from the residues of
Γ (b)
Γ (z) and thus (33) becomes a polynomial.
Γ (c) m Γ ( a + k ) m ! ( − 1) k z k
(35) F(a, – m, c, z) = Σ
Γ ( a) k = 0 Γ (c + k ) k ! ( m − k ) !
Setting a = m + q in (35), we get
Γ (c) m m Γ ( a + k )F I
(36) F(m + q, – m, c, z) = Σ
H K
Γ ( a) k = 0 k Γ (c + k )
(– z)k.

This is called a Jacobi polynomial and is denoted by Jm (q, c, z).


220 THE ELEMENTS OF COMPLEX ANALYSIS

13.9 BESSEL’S DIFFERENTIAL EQUATION


Bessel’s differential equation of order n is given by
(37) z2 w″ + z w′ + (z2 – n2) w = 0.
If n ≥ 0, a solution of the equation (37) is

(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

the general solution in this case can be obtained.


(ii) Recursion Formula:
z Jn – 1 (z) – 2n Jn (z) + z Jn + 1 (z) = 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 .

If n is a positive integer, a second solution to Bessel’s differential equation


(37) is given by
1 n − 1 ( n − k − 1) ! z
Σ FI 2k − n
(40) Sn (z) = Jn (z) ln z –
2 k=0 k! 2 HK
1 ∞
Σ
( − 1) k z FI 2k + n
{ρ (k) + ρ (n + k)}

2 k = 0 ( k !) ( n + k ) ! 2 HK
ANALYTIC CONTINUATION, DIFFERENTIAL EQUATIONS 221

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].

13.10 LEGENDRE’S DIFFERENTIAL EQUATION


Legendre’s differential equation of order n is given by
(41) (1 – z2) w″ – 2zw′ + n (n + 1) w = 0.
The general solution of the equation is

(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

where γ is any simple closed curve enclosing the pole t = z.


R| 02
z
if m ≠ n
P ( z ) P ( z ) dz = S
1
(v)
if m = n
−1
m n
|T 2n + 1
If n is not a positive integer, there are two infinite series solutions obtained
from (42). These solutions to Legendre’s equation are called Legendre functions.
222 THE ELEMENTS OF COMPLEX ANALYSIS

EXERCISES

1. Show that the series


∞ zn ∞ (z − i)n
(i) Σ and (ii) Σ
n=0 2n + 1 n=0 (2 − i ) n + 1
are analytic continuations of each other.

2. Prove that f1 (z) =


1 ∞ z+i
Σ
FG IJ n
is an analytic continuation of f2 (z) =

Σ zn,
1+ i n=0 1+ i H K n=0

showing the regions of convergence of the series.


zn +1∞
3. Let f(z) = Σ
n = 0 3n
Find an analytic continuation of f (z) which converges for z = 3 – 4i.
4. Prove that the series
z1 ! + z2 ! + z3 ! + ...
has the natural boundary | z | = 1.
5. By use of analytic continuation, show that
F 1I = − 2
Γ −
H 2K π.

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 =

7. Establish the following recurrence relations for the Legendre polynomials


(i) nPn – (2n – 1) zPn + 1 + (n – 1) Pn – 2 = 0
(ii) zP′n – P′n – 1 = nPn
(iii) P′n – zP′n – 1 = nPn – 1
(iv) P′n + 1 – P′n – 1 = (2n + 1) Pn
(v) (z2 – 1) P′n = nzPn – nPn – 1
8. Prove that

P2n (0) = (– 1)n FG 2n ! IJ


H2 2n
(n !) 2 K
P2n + 1(0) = 0

9. Prove that
−1 1 − x2z
Pn ( x ) 1
dx = π [Pn (0)]2

Bessel Functions
ANALYTIC CONTINUATION, DIFFERENTIAL EQUATIONS 223

10. Show that


(i) J′0 (z) = – J1 (z)

(ii) z z 3 J 2 ( z ) dz = z3 J3 (z) + C, C a constant

(iii) z z 3 J 0 ( z ) dz = z3 J1 (z) – 2z2 J2 (z) + C

(iv) J1/2 (z) = 2 /π z sin z


(v) J–1/2 (z) = 2 /π z cos z
11. Prove that
(i) J3/2 (z) sin z – J– 3/2 (z) cos z = 2 /π z3
1
(ii) J′n (z) = {Jn – 1 (z) – Jn + 1(z)}
2
(iii) If Re (z) > 0, then

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

18. Solve by power series method


zY ″ + (1 + z)Y ′ – Y = 0
and determine the region of convergence.
19. Show that the differential equation
Y ″ – zY ′ + nY = 0
has two independent series solutions representing entire functions given by
z 2 n ( n − 2 ) 4 n( n − 2 ) ( n − 4 ) 6
Y=1–n+ + z − z + ...
2! 4! 6!
(n − 1) 3 (n − 1) (n − 3) 5 (n − 1) (n − 3) (n − 5) 7
Y=z– z + z − z + ...
3! 5! 7!
14 APPROXIMATION BY RATIONAL
FUNCTIONS AND POLYNOMIALS

14.1 UNIFORM APPROXIMATION


We begin this chapter by recalling some useful and fundamental theorems on
approximation. We assume that the reader is familiar with the Weierstrass theorem
on approximation and it is given in almost all standard books on Real Analysis. For
completeness, we first state and prove the Weierstrass theorem and then discuss the
approximation by rational functions and polynomials in the complex setting.
We know that for many applications it is convenient to “approximate”
continuous functions by functions of an elementary nature. The most reasonable
definition that one can use to make the word “approximate” is that every point of
the given domain the approximating function shall not differ from the given function
by more than the preassigned error. The above definition is also referred to as uniform
approximation and is connected with uniform convergence.
Theorem 1. Let A = [a, b] ⊆ R be compact. Suppose that f is continuous on
A. Then f can be uniformly approximated on A by continuous piecewise linear
functions.
Proof: Since A is a compact set hence f is uniformly continuous on A.
Therefore, given ε > 0, we divide A = [a, b] into subintervals by the points ck, k = 0,
1, 2, ..., n, with a = c0 < c1 < c2 < ... < cn = b so that ck – ck–1 < δ (ε). Connecting the
points (ck, f (ck)) by line segments, and defining the resulting continuous piecewise
linear function by ϕε, we see that ϕε approximates f uniformly on A within ε. For
illustration see Fig. 14.I.
f+e

ye

f–e
Fig. 14.I

225
226 THE ELEMENTS OF COMPLEX ANALYSIS

We now discuss in detail the Bernstein theorem. This theorem gives us a


constructive method of finding a sequence of polynomials which converges
uniformly on [0, 1] to the given continuous function. By using Bernstein theorem,
we will prove Weierstrass theorem on approximation.
Definition: Let f : [0, 1] → R. We define the nth Bernstein polynomial for f as
(1) Bn(x) = Bn(x; f )

=
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

FG nIJ denotes the binomial coefficient FG nIJ = n ! .


where
H kK H kK k ! (n − k ) !
Note that
FG k − 1IJ = (n − 1) ! = k FG nIJ ,
(3)
H n − 1K (k − 1) ! (n − k) ! n H kK
FG k − 2IJ = (n − 2) ! = k (k − 1) FG nIJ .
(4)
H n − 2K (k − 2) ! (n − k) ! n (n − 1) H kK
Setting u = x and t = 1 – x in (2), we get

(5) 1=
n
F nI
∑ GH kJK x k
(1 − x )n − k .
k =0

By replacing n by n – 1 and k by j in (5), we have


n −1

∑ 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

Setting k = j + 1 in the right side of (7), we have


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

Bn(x) = Bn(x ; f ) = ∑ f FH n IK GH kJK x


n
k F nI k
(1 − x ) n − k .
k =0
Then Bn(x) converges uniformly on [0, 1] to f.
Proof : Multiplying (5) by f (x), we get

f (x) =
n

∑ f ( x ) GH kJK x
F nI k
(1 − x ) n − k .
k =0

Now f (x) – Bn(x) =


R
∑ ST f ( x) − f FH n IK VW GH kJK x
n
k U F nI k
(1 − x ) n − k .
k =0
Hence


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

on [0, 1]. Hence, for n chosen in (13) we have


| f (x) – Bn(x) | < 2ε.
Thus the theorem is proved.
We will see below that Weierstrass approximation theorem is a direct
consequence of Bernstein theorem.
Theorem 3. Let f : [a, b] → R be continuous. Then f can be uniformly
approximated by polynomials.
Proof : Let f be defined on [a, b]. Define another function g on [0, 1] by g(t)
= f ((b – a) t + a) where t ∈ [0, 1]. The function g is continuous and hence can be
approximated by Bernstein polynomials. By changing the variable we get a
polynomial approximation to the function f.
n
Suppose that f (z) is analytic in | z | ≤ ρ and let p(z) = Σ ak z be a polynomial.
k
k =0

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

Proof : Let ε > 0 be given. Choose a polynomial p(z) such that


| f (z) – p(z) | ≤ ε, z ∈ E.
Define
n
q(z) = ∑ (f (z ) – p(z )) u (z)
k =1
k k k

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

Observe that M depends on z1, z2, ..., zn and E only.


Set p1(z) = p(z) + q(z)
Then p1(zk) = p(zk) + q(zk) = f (zk), k = 1, 2, ..., n.
Further
| f (z) – p1(z) | ≤ | f (z) – p(z) | + | q(z) |
≤ ε + M ε, z ∈ E.
Example: Suppose that f (z) is analytic in | z | ≤ ρ. Since f (z) is expressed in
terms of power series which is uniformly convergent for | z | ≤ ρ. Hence f (z) is
approximable there by polynomials. Let z1, z2, ..., zn be distinct points in | z | ≤ ρ.
Then we can find a polynomial p(z) such that
| f (z) – p(z) | ≤ ε, | z | ≤ ρ
and p(zk) = f (zk), k = 1, 2, ..., n.
We say that the power series representation of analytic functions provides us
with a very specific procedure of approximation by polynomials, but this process
can be applied in a circular disk contained in the set in which the given function is
analytic. We will now discuss Runge’s theorem which provides a global
approximation by rational functions. We will present here the simple version of
Runge’s theorem and refer to [8] for generalized version of the theorem. Initially,
we need some new definitions.

14.2 LOCALLY ANALYTIC FUNCTIONS


Let E be a set which is dense in itself. Let f (z) be a single-valued function defined
on E. We say that f is locally analytic on E if given any z0 ∈ E, there is a neighbourhood
N of z0 and a power series
APPROXIMATION BY RATIONAL FUNCTIONS AND POLYNOMIALS 231


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

If Ωn is the intersection of Ω′n with the open square


– 3n < x < 3n, – 3n < y < 3n
then Ωn is a bounded open set such that Ωn ⊂ Ω .
Recall that a Jordan curve is a homeomorphic image of the unit circle. We
will use some facts of Jordan curves without discussing the properties. In the above
example, the boundary of Ωn consists of a finite number of closed rectifiable Jordan
232 THE ELEMENTS OF COMPLEX ANALYSIS

curves, each of which is made up of a finite number of line segments. Moreover,


Ωn ⊂ Ω n +1 and given any compact set F ⊂ Ω, we can find an integer N(F) > 0 such
that F ⊂ Ωn for all n > N(F). We summarize these properties by saying that {Ωn} is
an increasing sequence of open sets approximating Ω.
We now prove a theorem on approximation by rational functions.
Theorem 5. Let Ω be any open set. Suppose that f(z) is locally analytic on Ω.
Then there exists a sequence of rational functions {rn(z)} converging uniformly to
f (z) inside Ω.
Proof : Let {Ωn} be the increasing sequence of open sets approximating Ω as
mentioned above. Let γn denotes the boundary of Ωn. Then

(15) f (z) =
1
2π i zγ n+1
f (ζ)
ζ−z

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 N ( ε ′ ) f (ζ′ (kn +1) )


(16) S(n+1)(z) = Σ ( n +1)
(ζ ″ (kn +1) −ζ′ (kn +1) ).
2π i k =1 ζ′ k − z
We have
| f (z) – S(n+1)(z) |

=
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 .

Set Mn+1 = max


z∈
| f ( z) |
γ n +1

and let dn+1 be the distance between Ω n and γn+1. Then


| f (z) – S(n+1) (z) |


1 N (ε ′)
Σ
2 π k =1 z
Γk
f (ζ ′ (kn +1) )
ζ−z

+
1 N (ε ′)
Σ
2 π k =1 z
Γk
f (ζ′ (kn +1) )
| ζ′ (kn +1) − ζ |
| (ζ − z )(ζ′ (kn +1) − z ) |

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
,

where the degree of P2(z) does not exceed n1k. Let


M = max | f ( z ) |. Then
z ∈F

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

whose only pole is η, such that


| Qn(z) – S(n + 1)(z) | < εn.
Here the degree of the polynomial P1(z) does not exceed n1.
Hence,
| f (z) – Qn(z) | < 2 εn for all z ∈ Ω n .
Observe that Qn(z) is analytic in | z | < ρn containing Ω n . Hence Qn(z) can be
replaced by power series on Ω n . Let Pn(z) be the sum of a sufficiently large number
of initial terms of this series. Thus we find that
| f (z) – Pn(z) | < 3 εn, z ∈ Ω n .
Hence, the theorem is proved.
Remar: Note that uniform approximation in the complex plane by polynomials
has one feature that distinguishes it from the real line. If a sequence of analytic
functions converges uniformly inside a region Ω, the limit of the sequence is analytic
in Ω. Thus, in Ω, at least, only analytic functions can be approximated uniformly by
polynomials. However, this does not rule out the possibility of more general functions
being approximated uniformly on sets of different kinds which were not discussed
in this chapter. A half century of work in this direction by mathematicians like
Runge, Walsh, Levrentieff, Keldysch and Mergelyan is worth reading. The
interested reader may see Davis [8] and Markushevich [11] and some of the references
given there.

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)

is a polynomial that approximates f to within (b – a) ε on [a, b]. Extend to higher


derivatives.
3. Let f (x) ∈ C ∞ [a, b]. Show (without using Bernstein polynomials) that we can find
a sequence of polynomials pn(x) such that
lim pn( j ) ( x ) = f ( j ) ( x )
n→∞
uniformly on [a, b], j = 0, 1, ... .
4. Let
FG nIJ x (1 – x) ,0≤x≤1
pnk(x) =
H kK
k n–k

Prove that the maximum value occurs at x = k/n. In k/n → x as n → ∞, pnk(k/n) is


asymptotically equal to (2n π x (1 – x))–1.
5. Bernstein polynomials over the interval [a, b] may be defined by
1 n
Σ f a+ h
k n F I FG IJ
( x − a) k (b − x ) n − k ,
Bn ( f , a, b, x ) =
h n k =0
n k H KH K
h = (b – a). Let f (x) be bounded on [a, b]. Prove that
lim Bn ( f , a, b, x ) = f ( x ) .
n→∞

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

1 RIEMANN MAPPING THEOREM

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

Note that qα maps D(0,1) onto itself and is one-to-one.


Let θ be a real number. Then
e iθ – α e iθ – α
| qα(eiθ) | = = = 1.
1 – α e iθ e – iθ – α
We summarize the above discussion in Lemma 2.
Lemma 2: If | α | < 1, define qα as in (1). Then qα is one-to-one map of
D(0, 1) onto itself. The inverse of qα is q– α. Furthermore, we have
q′α(0) = 1 – | α |2,
and q′α(α) = (1 – | α |2)– 1.
1
Since qα is analytic for | z | < , it is analytic in an open disk D1 ⊃ D (0, 1).
|α|
Also, it can be easily seen that
qα(q– α(z)) = z = q– α (qα(z)) for | z | < 1.
We also find that
q′α (0) = 1 – | α |2
1
and q′α (α) = .
1 – | α |2
Definition (Normal Families) : Let Ω be a region. Suppose F ⊂ H(Ω). If
every sequence of numbers of F contains a subsequence which converges uniformly
on compact subsets of Ω, then we call F a normal family.
Note that in the definition the limit function is not required to belong to F.
Theorem 1. Let F ⊂ H(Ω). Suppose that F is uniformly bounded on each
compact subset of Ω. Then F is a normal family.
Proof : By hypothesis we have to each compact set E ⊂ Ω there corresponds
a number K(E) < ∞ such that
| f (z) | ≤ K(E)
for all f ∈ F and all z ∈ E.
Let {En} be a sequence of compact sets whose union is Ω such that En ⊂ int.
En +1. Then there exists positive numbers δn such that
(2) D(z, 2δn) ⊂ En + 1, z ∈ En.
Consider two points z′ and z″ in En where | z′ – z″ | < δn. Since
1 1 z ′ – z ′′
– = ,
ξ – z ′ ξ – z ′′ (ξ – z ′)(ξ – z ′′)
by using Cauchy formula we have

(3) f(z′) – f (z″) =


z ′ – z ′′
2πi z
γ
f (ξ)
(ξ – z ′)(ξ – z ′′)

240 THE ELEMENTS OF COMPLEX ANALYSIS

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

and there is an integer N such that


(6) | fμ, μ (zi) – fv, v (zi) | < ε
where μ > N, ν > N, and 1 ≤ i ≤ p.
We have for every z ∈ En there corresponds a zi such that 1 ≤ i ≤ p and
| z – zi | < δ.
Then
(7) | fμ, μ(z) – fv, v (z) |
≤ | fμ, μ (z) – fv, v(zi) | + | fμ, μ(zi) – fv, v(zi) | + | fμ, μ (zi) – fv, v(z) |.
If μ > N and ν > N, the second term in the right of (7) is less than ε. The first
and third term in the right of (7) is less than ε by our choice of δ. Hence
(8) | fμ, μ (z) – fv, v (z) | < 3ε
for all z ∈ En, if μ > N and ν > N.
Thus {fm, n} converges uniformly on each En and hence on each compact
subset E of Ω. The proof of the theorem is now complete.
APPENDIX 1—RIEMANN MAPPING THEOREM 241

Definition (Conformal Equivalence) : Let Ω1 and Ω2 be two regions. We say


that Ω1 is conformally equivalent to Ω2 if there is a function f ∈ H(Ω1) such that
f is one-one and f (Ω1) = Ω2.
Note that this is an equivalence relation. It follows from Liouville’s theorem
that C is not equivalent to any bounded region. It also follows from the definitions
that if Ω1 is simply connected and Ω1 is equivalent to Ω2 then Ω2 is simply connected.
Theorem 2 (Riemann Mapping). Every simply connected region Ω in C
(Ω ≠ C ) is conformally equivalent to the open unit disk D(0, 1).
Before carrying out the proof of this important theorem we would like to
point out that the only property of a simply connected region which will be used is
that every analytic function which has no zero in such a region has an analytic
square root there.
Proof : Suppose Ω is a simply connected region in C. Let w0 be a complex
number and w0 ∉Ω. Let Φ be the class of all ψ ∈ H(Ω) such that ψ is one-one and
map Ω into D(0, 1). We need to prove that some ψ ∈ Φ maps Ω onto D(0, 1).
We first prove that Φ is non-empty. Since Ω is simply connected there is a
function f ∈ H (Ω) such that
f 2(z) = z – w0 in Ω.
If f (z1) = f (z2), then f 2(z1) = f 2(z2). Hence z1 = z2 and thus f is one-one. By
similar argument we find that
f (z1) = – f (z2), where z1, z2 ∉ Ω
Since f is an open mapping, f (Ω) ⊃ D(a, r) where 0 < r < | a |. The disk
D(– a, r) therefore does not intersect f (Ω). By putting
ψ = r/(f + a)
we see that ψ ∈ Φ.
We now prove that if ψ ∈ Φ, if ψ(Ω) does not cover all of D(0, 1), and if
z0 ∈ Ω, then there is a ψ1 ∈ Φ with
| ψ′1(z0) | > | ψ′(z0) |.
Define qα as defined in (1) i.e.
z–α
qα(z) = .
1 – αz
It follows from Lemma 2 that for α ∈ D(0, 1), qα is one-one mapping of
D(0,1) onto D(0, 1), its inverse mapping is q–α. Suppose ψ ∈ Φ, α ∈ D(0, 1) and
α ∉ ψ(Ω). Then qα o ψ ∈ Φ, and qα o ψ has no zero in Ω. Thus there is a function
g ∈ H(Ω) such that g2 = qα o ψ. We find that g is one-one and since Φ is non-empty
we have g ∈ Φ.
Let ψ1 = g o qβ where β = g(z0). It follows that ψ1 ∈ Φ. Denote w2 = s(w). We
now have
242 THE ELEMENTS OF COMPLEX ANALYSIS

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

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


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

where α is not on the chain.


We write
γ~τ
if n(γ, α) = n(τ, α) for every α ∉ Ω and
γ~0
if n(γ, α) = 0 for every α ∉ Ω.

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

Suppose that {τji} is a subdivision of γj where


γ = ∑ mj γj.

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

In particular, γ ~ τ in Ω, and if f is analytic on Ω, then

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

Fig. Appendix II.II

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.

Fig. Appendix 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

(oriented counterclockwise) and mj are some integers.


Proof : Let the rectangular chain γ be given. We draw lines parallel to both
axes passing through the sides of the chain (Fig. II.IV). Then these vertical and
246 THE ELEMENTS OF COMPLEX ANALYSIS

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).

Fig. Appendix II.IV

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 order to prove this we need to find first an appropriate subdivision of γ.


Since the vertical and horizontal line cut γ at several points, we can find a
subdivision τ of γ such that every curve in τ is some side of a finite rectangle, or the
finite side of the infinite rectangles. The subdivision τ is the sum of such sides as
described above.
It is now sufficient to prove that
τ = ∑ mj ∂Tj.
Let γ0 be the closed chain defined by
N
γ0 = τ – ∑ m j ∂ Tj .
j =1
APPENDIX 2—HOMOLOGICAL VERSION OF CAUCHY’S THEOREM 247

We claim that n(γ0, α) = 0 for every α ∉ γ0.


We consider various possible cases to prove our claim.
If α lies in one of the infinite rectangles, then it follows from Lemma 3 of
Chapter 5 that n(γ0, α) = 0. Suppose α lies in some infinite rectangle T. If T is one of
the rectangles Tj, say T = Tk, then
n(∂Tk, α) = 1
and n(∂Tk, α) = 0 if j ≠ k.
Applying Lemma 3 of Chapter 5 again and using the definition of mj we get
n(γ0, α) = n(γ, α) – mk n(∂Tk, α) = 0.
Suppose that T is one of the rectangles Tj, it follows from the definition that
n(γ, α) = 0,
and by Lemma 3 of Chapter 5 that
n(Tj, α) = 0 for all j = 1, 2, ..., N.
Thus in this case also we have
n(γ, α) = 0.
Suppose α lies on the boundary of a finite rectangle or an infinite rectangle,
but not on γ0. By the continuity of the index (winding number) we find that
n(γ0, α) = 0. We thus proved that if γ0 is a closed chain defined by
N
γ0 = τ – ∑ m j ∂ T j
j =1

then n(γ0, α) = 0 for α ∉ γ0.


It remains to prove that γ0 = 0.
Suppose that γ0 ≠ 0. Write
γ0 = mσ + γ0
where σ is a horizontal or vertical segment, γ0 is a chain of vertical and horizontal
segments other than σ and m is a non-zero integer. We have to consider two cases.
In the first case σ is the side of some finite rectangle and in the second case σ is the
side of two infinite rectangular regions. We illustrate these two cases in the following
Fig. II.V.
α
α′ σ α′ σ α
T

Fig. Appendix II.V

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

n(γ0 – m ⋅ ∂T, α) = n(γ0 – m ⋅ ∂T, α′).


Note that by definition,
n(m ⋅ ∂T, α) = m,
and
n(m ⋅ ∂T, α′) = 0, because α′ is outside T. Since n(γ0, α) = n(γ0, α′) = 0, it
follows that m = θ.
In the second case, the two regions adjacent to σ are both infinite. We shall
see that this is not possible.
By Lemma 3 of Chapter 5
n(γ0, α) = n(γ0, α′) = 0.
Hence,

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


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

This prove that f = 0.


γ
SOLUTIONS TO SOME
SELECTED EXERCISES

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 )

4. Show that f (z) = | z | is nowhere differentiable.


Solution: Let w = f (z) = u + io = ( x 2 + y 2 ) = r.
∂w ∂r
Now = = 1.
∂r ∂r
This shows that the rate of change in the radial direction is 1. But the derivative in
the direction of the tangent
∂f ∂r ∂w ∂r ∂r
= =0 = 0.
∂r ∂θ ∂r ∂θ ∂θ
Since the derivative in the radial direction is different from the derivative in the
direction of the tangent. Hence f (z) = | z | is nowhere differentiable.
5. Show that the function f (x, y) = x2 + iy2 is uniformly continuous in the open disc
D (0, 1) but not uniformly continuous in C.
Solution: Consider
| f (x, y) – f (x1, y1) |
= | x2 + iy2 – x12 – iy12 |
= | (x + x1) (x – x1) + i(y + y1)(y – y1) |
≤ | (x + x1) (x – x1) | + | (y + y1)(y – y1) |
≤ 2(| x – x1| + | y – y1 |),
since | x + x1 | ≤ 2, (y + y1) ≤ 2 in D(0, 1).
SOLUTIONS TO SOME SELECTED EXERCISES 251

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

Thus, however small we choose ( x – x1 ) 2 + ( y – y1 ) 2 ,


| f (x, y) – f (x1, y1) | > ε
for sufficiently large M.
6. Show that

+

=
∂ ∂ ∂ FG
∂ IJ
∂z ∂z ∂x
,i –
∂z ∂z
=
H
∂y K
∂2 ∂2 ∂2
and + = 4
∂x 2 ∂y 2 ∂z ∂z
Solution:
∂ 1 ∂
=
FG ∂ IJ
(1)
H
∂z 2 ∂x
–i
∂y K
∂ 1F ∂ ∂I
= G +i J
∂z 2 H ∂x ∂y K
(2)

By adding (1) and (2) we obtain


∂ ∂ ∂
= +
∂x ∂z ∂z
and by subtracting (2) from (1) we have
∂ ∂ ∂
– =–i
∂z ∂z ∂y
FG ∂ – ∂ IJ = ∂
i.e.,
H ∂z ∂z K ∂y
i

∂ 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

7. Prove that the function f (z) = u + iv where


x 3 (1 + i ) – y 3 (1 – i )
f (z) =
x 2 + y2
z ≠ 0, f (0) = 0, satisfies C – R equations at the origin, but f ′ (0) does not exist.
Solution:
x 3 + y3
u(x, y) =
x 2 + y2
x 3 + y3
and v(x, y) =
x 2 + y2
u(0, 0) = 0, v(0, 0) = 0
u( x, 0) – u( 0, 0)
ux = lim =1
x→0 x
u(0, y) – u(0, 0)
uy = lim =–1
y→0 y
Similarly vx = 1, vy = 1
Hence, C – R equations are satisfied at the origin.
f ( z ) – f ( 0)
But f ′ (0) = lim
z→0 z–0
[ x 4 + y 4 + ixy( y 2 – x 2 )](1 + i )
= lim
z→0 ( x 2 + y 2 )2
Letting z → 0 along y = x, we have
1
f ′ (0) = (1 + i)
2
FG ∂u + i ∂v IJ
But f ′ (0) =
H ∂x ∂x K ( 0, 0 )
=1+i

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

the results are the same.


SOLUTIONS TO SOME SELECTED EXERCISES 253

Solution: Choose two paths γ1 and γ2 as shown in the figure.

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

10. Evaluate z z 2 dz along

(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.

11. Show that z γ


( x 2 – iy 2 ) dz ≤ 2.5

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

where L (γ) is the length of γ.


On [– i, i], x2 = 0 and | iy2 | ≤ 1.
Hence | x2 + iy2 | ≤ 1. Since L (γ) = 2, it follows that

z γ
( x 2 – iy 2 ) dz ≤ 1.2 < 2.5

(ii) In this case x = cos ϕ, y = sin ϕ,


dz = (– sin ϕ + i cos ϕ) dϕ

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

12. Prove that homotopy with respect to a domain Ω is a transitive property.


Solution: Let γ1, γ2, γ3 be three closed curves in a domain Ω. Assume that γ1 and γ2 are
homotopic with respect to Ω, with the family of curves γ12(t, u), 0 ≤ t ≤ 1, and 0 ≤ u
≤ 1 generating the homotopy, so that
γ12 (t, 0) = γ1 and γ12 (t, 1) = γ2.
Similarly, we assume that γ2 and γ3 are homotopic with respect to Ω where γ23 (t, 0) = γ2
and γ23 (t, 1) = γ3.
Now, by choosing properly the parameter t it can be arranged that γ12 (t, 1) = γ23
(t, 0).
Define γ13 (t, u) by
R|γ 12 (t , 2u )
1
for 0 ≤ u ≤
γ13 (t, u) = S 2
|Tγ 23 (t , 2u – 1) for
1
2
≤ u ≤1

γ13 (t, u) is continuous in 0 ≤ t ≤ 1, 0 ≤ u ≤ 1 and


γ13 (t, 0) = γ12 (t, 0) = γ1,
F 1I = γ
γ13 t,
H 2K 12
(t, 1) = γ23 (t, 0) = γ2,

γ13 (t, 1) = γ23 (t, 1) = γ3.


Note that they all are within the domain Ω. Hence γ1 is homotopic to γ3 with respect
to Ω.
13. Evaluate

2
γ z +1
ez
z
dz

if γ is the circle of radius 1 at (i) z = i and (ii) z = – i.


Solution:

(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

| f ( Re iθ ) | dθ.

15. Prove that if f is analytic in | z | < 1 and | f (z) | ≤ 1 – | z |, then f (z) = 0.


Solution: If ρ > 1, we have | f (ρeiθ) | ≤ 1 – ρ. For any given z with | z | < ρ, Cauchy’s
formula gives

| f (z) | ≤
1
2π z 2π

0
(1 – ρ)ρ
ρ–|z|

Fixing z and letting ρ → 1 we find that | f (z) | = 0; hence f (z) = 0.


1
16. Is it true that an analytic function f satisfies | f (z) | ≥ for | z | < 1 ?
1–|z|
1
Solution: Suppose that there is such an f. If | f (z) | > , then f (z) ≠ 0. Thus
1–|z|
1/f (z) satisfies the hypothesis of Exercise and hence is identically zero. This is a
contradiction.
17. Assume that | f (z) | ≤ M on the circumference of a square whose side is L. Let z0 be
the centre of the square. If f is analytic in the square, prove that
8M
| f ′ (z0) | ≤
.
πL
Solution: There is no loss of generality if we take z0 = 0. Then

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

The radius of convergence is given by


1 1 1 1 1
= lim n n . = lim n
R 2 n 2 n
n
i.e. R = 2 lim n = 2.
21. Prove that
(i) Res (tan z, π/2) = – 1
FG 1 – cos z , 0IJ = 1
(ii) Res
H z K 2
3

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

22. Prove that


1 ∞
1
cot z = + 2z ∑ 2 2 2
z m =1 z – m π

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

where γ is the boundary of the rectangular domain


F 1 I 1
H
– M+
2 K< x < M + , – M < y < M and M ≥ 2 is an integer (see the figure below).
2
260 THE ELEMENTS OF COMPLEX ANALYSIS

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

We will use the formula

z ∞

–∞
R( x ) dx = 2 πi ∑ Res ( R, s )
Im s j > 0
j

where sj are the poles of R(z).

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

25. Prove that

(i) z 2π

0

1 + sin 2 θ
=π 2

(ii) z π

0

(1 + 1/2 cos θ) 2
= 8π / 3 3

Solution: (i) Let z = eiθ, dz = iz dθ


1 1 F I
sin θ =
2i
z–
z H K
z 2π

0

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

(ii) cos θ is an even function. Hence

I= z FH
0
π

1+
1

cos θ I
K
2 =
1
2 z FH
π

−π
1+
1
2

cos θ I
K
2

2
Setting z = eiθ, we find
1
2 z π

−π F
H
1
1 + cos θ

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

inside | z | = 1 but z2 is outside | z | = 1.


FG z
, z1 = 3 / 18
IJ
Res
H (z 2
+ 4 z + 1) K
Hence I = – 8i 2πi Σ Res
FG z
, zj
IJ
z j ∈| z | = 1 H (z 2
+ 4 z + 1) 2 K
= 16π 3 / 18 = 8π / 3 3

26. Prove that z ∞

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

has a simple pole z = i which lies inside C


z2 + 1
SOLUTIONS TO SOME SELECTED EXERCISES 263

F (log z) , iI = lim (z − i) (log z) = − π / 8i


2 2
Res GH z + 1 JK
2
z→i( z + i )( z − i )
2

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


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

27. Prove that


2
0 z
∞ (log x ) 2
2
x +1
dx =
π
8
3

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 +

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


(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

i.e. {1 – e2πi (a – 1)} z ∞

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 =

Solution: Consider the contour Γ as shown in the figure here.

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

(on BO, z = ρeiα, 0 ≤ ρ ≤ r)


2
Since e − z is analytic within and on contour Γ, we have

It can be checked that


z Γ
2
e − z dz = 0

z C1
2
e − z dz → 0 as r → ∞

Hence, letting r → ∞, we obtain from (1)

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

of integration ρ by x, we get (i) and (ii).


Note that, putting α = π/4 in (i) and (ii) we obtain

z ∞

0
cos ( x 2 ) dx = z 0

sin ( x 2 ) dx =
π
2 2

29. Prove that z 0


1
2
dx
3 1/ 3
(x − x )
=

3

Γ
Γ1

Solution: Let Γ and Γ1 be the contours as shown in the figure here.


1
z = 0 and z = 1 are the branch points of 2 .
( z − z 3 )1/ 3
We have

z |z|=r
f ( z ) dz =
z 0


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

The Residue* of f (z) at z = ∞ is


−z
lim {− z f ( z )} = lim = – (– 1)–1/3
z →∞ z →∞ z c − 1h
1
z
1/ 3

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
=

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

35. Prove that if f is analytic and Re f < 0 in the disk | z | ≤ 1, then


| f ′(0) | ≤ – 2 Re f (0).
Solution: Let f (0) = A. Then w = f (z) maps the z disk | z | < 1 into the left-hand
w-plane, and 0 to A. Now we map the half plane to the unit disk in a t-plane by
A−w
t = g(w) = .
A+w
Then g | f (z) | maps the unit disk into the unit disk and 0 to 0. By Schwarz’s lemma
(see Appendix I),
d
g f ( z) ≤ 1
dz
i.e. | {g′ [f (0)] f ′(0)}z=0 | ≤ 1
− ( A + w) − ( A − w ) − ( A + A)
But g′(w) = = ,
( A + w)2 ( A + w) 2
1
g′(A) = − , A = f (0).
A+A
It follows that
f ′( 0 )
≤1
A+A

| f ′(0) | ≤ | A + A | = | 2 Re f (0) | = – 2 Re f (0).


36. Let f be analytic in | z | ≤ 1. Suppose that 0 < | f (z) | < 1 in | z | ≤ 1 . Then prove that
| f ′(0) | ≤ 2/e
Solution: Since f (z) ≠ 0 in | z | ≤ 1, there is an analytic branch of ψ(z) = log f (z) in
| z | ≤ 1. Then Re ψ(z) < 0 because | f (z) | < 1. It follows from Exercise that
| ψ′(0) | ≤ – 2 log | f (0) |,
| f ′( 0 ) |
≤ – 2 log | f (0) |,
| f (0) |
| f ′(0) | ≤ – 2 | f (0) | log | f (0) |.
The maximum of – t log t for 0 < t < 1 is 1/e at t = 1/e. Hence
2
| f ′(0) | ≤
e
37. Find the image of – π/2 + kπ ≤ Re z ≤ π/2 + kπ (k = Constant) under the mapping
ω = sin z
Solution: Write the mapping ω = sin z into three mappings:
e iz − e – iz
ω = sin z = f ogoh
2
1 FG
g− .
1 IJ
where h = iz, g = eh and f =
2i H 8 K
Since h = iz is a rotation by π/2, the image of the strip
ST1 = {z : – π/2 + kπ ≤ Re z ≤ π/2 + kπ}
SOLUTIONS TO SOME SELECTED EXERCISES 269

under the map h = iz is again a strip


ST2 = {z : – π/2 + kπ ≤ Im z ≤ π/2 + kπ}.
The image of the strip ST2 under the map g = eh is the half plane H ~ {0}, where
H = {z : – π/2 + kπ ≤ arg z ≤ π/2 + kπ}
Now it remains to find the image of H ~ {0} by f.
Note that if k is an even integer,
H = {z : – π/2 ≤ arg z ≤ π/2} and if k is an odd integer,
H = {z : – π/2 ≤ arg z ≤ 3π/2}
Setting f = u + iv and z = reiθ, we have
F I 1 1 i F 1
re iθ − r − iθ
I
H K
f (z) =
2i
z−
z
=–
2 H r K
F 1 I sin θ , F 1I cos θ
Hence
H rK 2
u= r+
H rK 2
v= r–

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,

i.e. the image of a circle | z | = r is the ellipse with axes


1F 1 1 1 I F I
2Hr+ ,
r 2 r K H
−r .
K
When k is an even integer, v is positive for 0 < r < 1 but v is negative for r > 1 ; u is
positive for 0 ≤ θ ≤ π/2 and negative for – π/2 ≤ θ < 0.
Thus, when k is an even integer, the image of H ∩ D′ (0, 1) under the map f is the
upper half plane Im z > 0 and the image of H – D′ (0, 1) is the lower half plane Im
z ≤ 0.
Hence, the image of the strip ST1 with k even under the map w = sin z is the entire
complex plane C.
1+ z
38. Prove that log is an isomorphism of disc D(0, 1) with the strip
1− z
– π/2 < Im z < π/2.
Solution: z1 = 1 – z is an isomorphism
D(0, 1) → D(1, 1);
1
z2 = is an isomorphism
z1
1
D(1, 1) → Re (z2) > ;
2
270 THE ELEMENTS OF COMPLEX ANALYSIS

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

(ii) Write the mapping w =


1 + cos z
= – iz
e +1
GH JK as the composition of mappings :

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

and it is an isomorphism of 0 < arg z1 < π/2 onto the region


(| z2 | < 1) ∩ (Im z2 > 0)
or (| z2 |) < 1) ∩ (0 < arg z2 < π)
Since | z3 | = | z2 |2 and arg z3 = π + 2 arg z2 it follows that
0 < arg z2 < π iff π < arg z3 < 3π and | z2 | < 1 iff | z3 | < 1
Finally, we find that the mapping
1 − cos z
w= maps 0 < Re z < π/2 onto
1 + cos z
(| w | < 1) ∩ (– π < arg w < π)
40. Let z1, z2, z1 ≠ z2, be the two fixed points of a Möbius transformation T. Show that T
may be written as:
w − z1 z − z1
=k
w − z2 z − z2
where k is a complex constant.
Show that the cross ratio of z1, z2, z, w is constant.
Solution: Let z1 and z2 be the fixed points. Then z1 = T(z1) and z2 = T(z2).
z − z1
Let T1 = . T maps z1 → 0 and z2 → ∞ and
z − z2 1
T1 o T o T1–1 maps 0 → 0 and ∞ → ∞.
Hence T1 o T o T1–1 is given by
T1 o T o T1–1(u) = ku
It follows that T = T1–1 o ku o T1
w − z1 z − z1
i.e. =k defines T.
w − z2 z − z2
We will consider the particular case of the second part. We will determine z1, z2 and
k for the transformation
5z − 2
w=
z+3
Its fixed points are given by
5z − 2
z= .
z+3
i.e. z=1±i
5z −2
w − (1 + i ) z +3 − (1 + i )
Hence = 5z − 2
w − (1 − i ) z +3 − (1 − i )
5 + 3i
4−i z− 4−i
= . 5 − 3i
4+i z− 4+i

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

In other words, we have to solve for φ (x, y) the boundary-value problem


∂2φ ∂2 φ
+ = 0, y > 0 ;
∂x 2 ∂y 2

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

(iii) an = 2/n, n = 1, 2, 3, ...


z2
(iv) an = –
n2
Solution: (i) We have
an2 an3 1
| log (1 + an) – an + − | < | an |4 = 4 / 3 ,
2 3 n

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→∞

Solution: Let an = log (n ! en n– n – 1/2)


SOLUTIONS TO SOME SELECTED EXERCISES 279

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

It can be easily checked that


z 1/ 2

0
log sin π x dx −
1
2
log π

It now follows that


z 1/ 2

0
log sin πx dx >
1
2
log 2

1
lim an = log (2π )
n→∞ 2

i.e. lim (n ! e n n − n − 1/ 2 ) = 2π.


n→∞

Define the Gamma function by the formula


n ! n2
Γ (z) = nlim
→∞ z ( z + 1) ( z + 2 ) ... ( z + n)
From the definition it follows that Γ (z) does not exist if z is zero or a negative
integer.
280 THE ELEMENTS OF COMPLEX ANALYSIS

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

where z ∈ Ω0 and n is a natural number.


Then
(11) Γn (z) = exp gn (z)
and
(12) Γ (z) = lim Γn (z)
n→∞
Let z ∈ Ω0. Then, for any natural number n,
n
gn (z) = g1 (z) + Σ {gm (z) – gm – 1 (z)}
m=2
Now, if m is an integer, and m > max (1, | z |), then
gm (z) – gm – 1 (z) = log m + z {log m – log (m – 1)} – log (z + m)

= z 1

0
z ( z + 1) t
( m − t ) ( m + tz )
dt

Hence, if m > max (1, | z |)


| gm (z) – gm – 1 (z) | ≤ | z (z + 1) | (m – 1)– 1 (m – | z |–1)
It now follows that

Σ { gm ( z ) − gm − 1 ( z )}
m=2

converges and hence lim gn (z) exists. Thus Γ (z) exists for all z ∈ Ω0.
n→∞

Define the beta function by

(13)

55. Prove that


B (z, w) = z 1

0
t z − 1 (1 − t ) w − 1 dt

B (z, w + 1) = B (z, w) ⋅ w/(z + w)


for Re z > 0 and Re w > 0.
Solution: (z + w) B (z, w + 1) – w B (z, w)

= (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

56. Prove that


Γn (z) = nz B (z, n + 1) for Re z > 0 and n is a natural number.
n
Solution: B (z, n + 1) = B (z, n)
z+n
n n −1 1
= ... B (z, 1)
z + n z + n −1 z +1

But B (z, 1) = z 1

Hence, the result follows from (10).


t z − 1 dt =
1
z

Observe that
(14) lim {n z B ( z, w + n + 1) = Γ ( z ).
n→∞

57. Prove that


lim {nz B (z, w + n + 1)} = Γ (z) for Re z > 0
n→∞

and n is a natural number.


Solution: For Re w ≥ 1,
| n2 B (z, w + n + 1) – nz B (z, n + 1) |

= 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→∞

Hence, the right side of (15) tends to zero as n → ∞.


This proves the result under the restriction Re w ≥ 1. But this restriction is not
necessary as can be seen from the following argument.
Consider z fixed for a moment
Then lim {nn B (z, w + n + 1)} = g (w) (say)
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

Solution: Let F (w) = B (z, w) Γ (z + w)/Γ(w)


Considering z fixed, we have F (w) = F (w + 1) and F (w) = F (w + n + 1). It can be
checked from the previous results that
F (w) = lim F (w + n + 1)
n→∞

= 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)

Now (1 – x)n ≥ 1 – nx (x ≤ 1). Hence,


F u I n
u2
1 ≥ eu 1 −
H n K ≥1−
n
(0 ≤ u ≤ n),

so that
F u I n
≤ e− u
u2
(18) 0 ≤ e–u – 1 −
H n K n
(0 ≤ u ≤ n)

Using (13), we have

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

It can be checked easily that

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

Hence, the result follows.


≤ n–1 z ∞

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

Solution: Since et – 1 ≥ t for all t ≥ 0 then for 0 < t ≤ 1 and z in G


| (et – 1)– 1 tz – 1 | ≤ ta – 2

Since a > 1 the integral z 0


t
t a − 2 dt is finite. Hence δ can be found to satisfy (19).

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

whenever β > α > k.


|
z β

α
(e t − 1) − 1 t z − 1dt | < ε

Solution: If t ≥ 1 and z is any point in F then there is a constant C such that


| (et – 1)–1 tz – 1 | ≤ (et – 1)– 1 tA – 1 ≤ Ce1/2t (et – 1)–1
Since e (e – 1)– 1 is integrable on [1, ∞] the required number k can be found.
1/2t t

Proceeding similarly we can obtain the following results.


62. Let H = {z : a ≤ Re z ≤ A} where 1 < a < A < ∞ then the integral

converges uniformly on H.
z 0

(e t − 1) − 1 t z − 1 dt

63. If E = {z : Re z ≤ A} where – ∞ < A < ∞ then the integral

converges uniformly on E.
z 1

(e t − 1) − 1 t z − 1 dt

64. Prove that

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

we have | ζ (x) Γ (x) –


z ∞

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

where a1, a2, ... are some constants. The function


LM 1 − 1 OP is bounded in a
Ne − 1 t Q
t

neighbourhood of t = 0. This implies that

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

(21) ζ (z) Γ (z) = z 1

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

(22) ζ (z) Γ (z) = z


0

F 1
1 z −1
Het
t −
I
K
dt, 0 < Re z < 1.
t −1

In fact, our aim is to establish Riemann’s Functional Equation.


F 1 πzI for – 1 < Re z < 0.
65. ζ (z) = 2 (2π) z–1 Γ (1 – z) ζ (1 – z) sin
H2 K
1
Considering again the Laurent expansion of we find that
ez − 1
LM 1 − 1 + 1 OP ≤ Ct
N (e − 1) t 2 Q
t

for some constant C and all t in [0, 1]. Thus

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

there is a constant C1 such that


F 1 − 1I ≤ C , t ≥ 1.
H e −1 t K t
1
t

This implies that

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

(23) ζ(z) Γ(z) = z FH


1

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

Thus if ζ is so defined in the strip {z : – 1 < Re z < 1} it is analytic there. Combining


this with (21) we find that ζ(z) is defined for Re z > – 1 with a simple pole at z = 1.
Now if – 1 < Re z < 0 then

Inserting this in (23) we obtain


1
z
= – z1

t z −1 dt

(24) ζ(z) Γ(z) = z FH0


∞ 1
t
I
1 1 z −1
K
− +
e −1 t 2
t dt, − 1 < Re z < 0

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

Inserting this in (24) we get

(25) ζ (z) Γ (z) = 2 z ∞

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,

valid for – 1 < Re z < 0.


Substituting s = t2 for the real x with – 1 < x < 0 we have

(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

It follows from (24), (26) and (27) that

ζ(z) = 2(2π) z – 1 Γ (1 – z) ζ (1 – z) sin F 1 πzI


(28)
H2 K
valid for – 1 < Re z < 0.
In fact, we established Riemann’s functional equation for real x with – 1 < x < 0.
But since both sides of (28) are analytic on the strip – 1 < Re z < 0, (28) follows.
Following similarly we can show that (28) holds for – 1 < Re z < 1.
66. If Re z > 1 then
∞ F 1 I
ζ (z) = Π
n =1
GH 1 − p JK
−z
n
where {pn} is the sequence of prime numbers.
Solution: Using the geometric series we find that
1 ∞
(29) −z
= Σ pn− mz
1 − pn m=0

F 1 I for 1 ≤ k ≤ n where n ≥ 1 and


for all n ≥ 1. Taking the product of the terms GH 1 − p JK
−z
k
using (29) we obtain
n F 1 I= Σ n ∞
(30) Π
k =1
GH 1 − p JK
−z
n
j =1
−z
j

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

Note also that


h (z) + Σ [h (z – w) – h (w)] = p (z)
w≠0

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

Since 6 P 2 – P ″ is an elliptic function it is in fact a constant if we could show the


existence of
lim [6 P 2 – P ″].
z→0
It follows from (37), (38) and (40) that the right side of (39) becomes
2
6 P0 − p″ 0 = 36 k4 – 6 k4 = 30 k4
as z → 0. Also since z = 0 is the only singularity of 6 P 2 – P ″ we find that
6 P 2 – P ″ = 36 k4 for all z
In order to prove (32) we need to multiply (31) by 2P ′ and after integrating we get
(41) 4P 3 – P ′2 – 60 k4 P = constant
This constant can be determined by taking the limit of the left side of (41) as z → 0
Writing

– 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

It now follows that


4 P 3 – P ′2 – 60k4 P = 140 k6
Elliptic Integrals: The integration of the above equation gives

(46) z P

∞ 3
dP
{4 P − 60 k 4 P − 140 k6 }
=z

We have already seen that P is a function of z. Hence, this equation gives z as a


function of P. In other words this is the inverse function to the elliptic function P (z).
This inverse function is called an elliptic integral. We denote this by

(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

The elliptic integral of the second kind is

(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

The elliptic integral of the third kind is

(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

f:X→Y function (or mapping) with domain X and range in Y


f –1: Y → X inverse function (or mapping)
f (E) image of a set under a mapping
f/E the restriction of a function on E
f=g equality for mappings
gof : X → Y composition of mappings
IX identity mapping on a set
int. Α interior of a set
∩i Ai, etc. intersection of a class of sets
− ∞, + ∞ infinity (minus and plus)
iff if and only if
inf Α infimum (or greatest lower bound) of a set of real numbers
lim xn limit of a sequence
lim sup or lim limit superior or upper limit
lim inf or lim limit inferior or lower limit
lim f (x) limit of the function
R real number system
R × R (or R2) co-ordinate plane
Rn n-dimensional Euclidean space
Re z real part of the complex number z
S the closure of a set S
S° the interior of a set S
S′ the derived set
∂S the boundary of a set
sup Α supremum (or least upper bound) of a set of real numbers
∪i Αi, etc. union of a class of sets
|| || norm
Α≈Β the set A is equivalent to the set B
〈f, g〉 inner product of f with g
wf modulus of continutiy of the function
|| x || norm of x
|z| magnitude (or absolute value) of the complex number z
z conjugate of the complex number z
z 2 ≡ z1 (mod. 2 W) congruence modulo 2 W for complex numbers
Γ (z) the Gamma function
P (z) the Weierstrass function
ζ (z) the Weierstrass Zeta function
σ (z) the Weierstrass sigma function

∏ zn infinite product of complex numbers
n =1
INDEX

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

Congruent 188 Elementary factor 163


Conjugate 295 Elliptic function 187
harmonic function 272 Entire complex plane 269
Connected set 29 function 291
Continuous function 31 Equipotential 148
second partial derivative 41 Essential singularity 97
Continuously differentiate 41 Euler’s formula 185
Contour 77 Extended complex plane 126
Convergence 81
Convergent product 161 F
sequence 24 Field 153
Convex region 32 Finite order 173
set 32 Finite rectangle 246
Convexity theorem 180, 181 Fixed point 271
Convolution 143 Fluid density 151
Coordinate plane 10 flow 151
Countable 16 Fourier series 142
Cross-ratio 126 Fundamental parallelogram 187
Complex valued 43 theorem of algebra 74
composition 5 theorem of calculus 53
continuous 38
G
D
Gamma function 171
Dense set 23 Gaps 210
everywhere 46 Generating function 220
nowhere 209 Geometric series 287
Derived set 22 Global approximation 230
Diagonal sequence 240 Group 133
Dilation 122
Diameter 205 H
Differentiable 250 Hadmard
path 50 gap theorem 228, 230
Differential equation 220 product 187
Dirac family 143 product representation 187
sequence 143 three circle theorem 195
Dirichlet problem 146 Half plane 106
Discrete 19 Hankel’s integral 172
Disjoint region 231 Harmonic 176
Disk 234, 237 Harnack inequality 155
Distributive laws 9 Heine-Borel theorem 209
Doubly periodic 188 Homeomorphic 29
image 33
E
Homeomorphism 101
Electrostatics 147 Homogeneous 152
Element 1 Homologous 243
INDEX 298

Homotopic 255 Lim inf 81


to a point 59 sup 81
Hyperbola 119 Limit 81
Hyperbolic function 44, 45 point 97
Line integral 52, 53
I segment 62
Idempotent 2 Linear fractional transformation 122
Identity transformation 124 Liouville’s theorem 74, 75, 241, 256
Image 128 Local primitive 55
Index 144 Locally analytic function 230
Infinite open polygon 130 Logarithm 290
product 161 Logarithmic function 45
ray 121 residue 113
rectangle 246
series 79 M
Infinitely differentiable 138 Mapping 3
Initial point 203 Markushevich 235
Insulated boundary 152 Maximum modulus theorem 238
Interior 203 Mean value theorem 41
point 231 Mellin transform 183
Intersection of sets 2 Meromorphic 188
Invariant 101 Metric space 19
Inverse image 266 Minimum principle 140
transformation 129 Mittag-Leffler 166
Inversion 122 Möbius transformation 238
Irregular singularity 213 Modulus of continuity 53
Isolated 237 Morera’s theorem 75
essential singularity 97 Multiplicity 96
singularity 97
Isomorphism 101 N
Isothermal 152 Natural boundary 202
Near-together 244
J Neighbourhood 272
Jacobi polynomial 219 Neumann’s function 221
Jacobian 135 Non-viscous 147
Jordan curve 231 Norm 34
Normal family 239, 242
L Normed space 34
L1-norm 78 Nowhere analytic 252
L2-norm 78
Laplace’s equation 138 O
Lattice 187 One-to-one correspondence 5
Laurent expansion 284 Open ball 19
series 90 Ordinary point 213
Legendre’s differential equation 221
299 THE ELEMENTS OF COMPLEX ANALYSIS

P Regular singularity 213


Parabola 135 Removable singularity 96
Parallelogram law 13 Residue 102
theorem 102
Partial sum 79
Partition 203 Restriction 159
Periodic 287 Riemann
mapping theorem 237
Perpendicular bisector 87
Phragmen-Lindelöf theorem 179 sphere 14
Picard 98 zeta function 89
Rodrigues’ formula 221
Piecewise differentiable 50
Poisson formula 141 Root-test 90
Pole 166 Rouche’s theorem 114
Runge 230
Polygon 30
Polygonal curve 30 Runge’s theorem 230
Polynomial 64 S
Power series 79
Prime number 287 Schwarz-Christoffel transformation 272
Primitive 53 Schwarz reflection principle 204
Principal part 95 Sector of angle 129
value 11 Segment 180
Principle of symmetry 128 Semi-circle 164
Proper subset 1 Sequence 6
Punctured disk 94 of functions 82
Sequentially compact 26
Q Series of functions 82
Quadrant 119 Sets 1
Simply connected 62
R Singular point 107, 169
Singularity 154
Radius of convergence 162
Sink 150
Ratio test 81
Source 150
Rational function 98
Stagnation point 148
Rectangle 104
Stereographic projection 14
Rectangular chain 245
Stirling’s formula 185
closed chain 245
Stream function 148
curve 243
Subharmonic function 155
domain 259
Subinterval 225
path 244
Subsequence 239
region 246
Subset 1
Rectifiable path 52
Sup norm 35
Recurrence relation 222
Supremum 53
Recursion formula 220
Symmetric 126
Reflexive 5
Symmetry 126
Region 32
of convergence 89
INDEX 300

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

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