P352 - Notes
P352 - Notes
Analysis
by
Johnson Ng
University of Waterloo
ë Table of Contents
Tutorial 75
12.2 Practice Problems . . . . . . . . . . . . . . . . . . . . . . . 75
33 Index 171
List of Definitions
3 Conjugate . . . . . . . . . . . . . . . . . . . . . . . . . . 14
4 Modulus . . . . . . . . . . . . . . . . . . . . . . . . . . 15
6 Convergence . . . . . . . . . . . . . . . . . . . . . . . . 37
8 Continuity . . . . . . . . . . . . . . . . . . . . . . . . . 39
9 Neighbourhood . . . . . . . . . . . . . . . . . . . . . . 42
10 Differentiable/Holomorphic . . . . . . . . . . . . . . . 42
11 Power Series . . . . . . . . . . . . . . . . . . . . . . . . 49
12 Entire Function . . . . . . . . . . . . . . . . . . . . . . . 56
13 Curves in C . . . . . . . . . . . . . . . . . . . . . . . . . 61
14 Equivalent Parameterization . . . . . . . . . . . . . . . 61
15 Smooth Curve . . . . . . . . . . . . . . . . . . . . . . . 61
16 Piecewise Smooth . . . . . . . . . . . . . . . . . . . . . 62
17 Contour . . . . . . . . . . . . . . . . . . . . . . . . . . . 62
18 Closed Path . . . . . . . . . . . . . . . . . . . . . . . . . 72
19 Convex Set . . . . . . . . . . . . . . . . . . . . . . . . . 81
20 Analytic Functions . . . . . . . . . . . . . . . . . . . . . 91
27 Residue . . . . . . . . . . . . . . . . . . . . . . . . . . . 114
30 Monomial . . . . . . . . . . . . . . . . . . . . . . . . . . 140
+ Lemma 15 . . . . . . . . . . . . . . . . . . . . . . . . . . 85
Corollary 29 . . . . . . . . . . . . . . . . . . . . . . . . . . 119
Corollary 34 . . . . . . . . . . . . . . . . . . . . . . . . . . 141
In C, we usually write
! !
0 1
0= 1=
0 0
! !
0 x
i= x=
1 0
!
0
iy =
y
Re(z) = x Im(z) = y.
12 Lecture 1 Jan 3rd 2018 - Complex Numbers and Their Properties
å Note
• It is easy to see how R is a subset of C.
0
where y ∈ R are called purely
• Complex Numbers of the form y
imaginary numbers.
0
• Certain authors may prefer to denote i = 1 .
We define the sum of two complex numbers to be the usual vector sum,
i.e.
! !
a c
( a + ib) + (c + id) = +
b d
!
a+c
=
b+d
= ( a + c) + i (b + d)
where a, b, c, d ∈ R.
å Note
It is interesting to note that any complex number times zero is zero,
just like what we have with real numbers.
∀z = x + iy ∈ C x, y ∈ R 0 ∈ C
z · 0 = ( x + iy)(0 + i0) = 0 + i0 = 0
Example 1.1.1
PMATH352W18 - Complex Analysis 13
z + w = (2 + i ) + (1 + 3i )
= 3 + 4i
zw = (2 + i )(1 + 3i )
= (2 − 3) + i (6 + 1) By Equation (1.1)
= −1 + 7i
Example 1.1.2
z( x + iy) = 1
⇐⇒ ( ax − by) + i ( ay + bx ) = 1
! !
ax − by 1
⇐⇒ =
ay + bx 0
! ! !
a −b x 1
⇐⇒ =
b a y 0
! ! !
x 1 a b 1
⇐⇒ = 2
y a + b2 − b a 0
! !
x 1 a
⇐⇒ = 2 2
y a +b −b
a b
⇐⇒ x + iy = −i 2
a2 + b2 a + b2
Therefore, we have that the formula for the inverse is
a b
( a + ib)−1 = −i 2 (1.2)
a2 + b2 a + b2
Notation
For z, w ∈ C, we write
−z = −1z w − z = w + (−z)
1 −1 w
= wz−1
z =z z
14 Lecture 1 Jan 3rd 2018 - Complex Numbers and Their Properties
Example 1.1.3
(4−i )−(1−2i )
Find 1+2i .
(4 − i ) − (1 − 2i ) 3+i
=
1 + 2i 1 + 2i
1 2
= (3 + i )( − i )
5 5
= 1−i
å Note
The set of complex numbers is a field under the operations of addition and
multiplication. This means that ∀u, v, w ∈ C,
u+v=v+u uv = vu
(u + v) + w = u + (v + w) (uv)w = u(vw)
0+u=u 1u = u
u + (-u) = 0 uu−1 = 1, u 6= 0
u(v + w) = uv + uw
Since the distributive law holds for complex numbers, note that the
binomial expansion works for (w + z)n where w, z ∈ C and n ∈ N. (I
did not verify if this is still true for when n ∈ R.)
Definition 3 (Conjugate)
Example 1.1.4
5
Im
4 z
3
2
1
Re
−4 −3 −2 −1 1 2 3 4
−1
−2
−3
−4 z
−5
Definition 4 (Modulus)
å Note
Note that this definition is consistent with the notion of the absolute value
in real numbers when z is a real number, since if y = 0, |z| = | x + i0| =
√
x2 = ± x.
å Note
For z, w ∈ C and n ∈ N, we have
å Note
While inequalities such as z1 < z2 , where z1 , z2 ∈ C, are meaningless
unless if both of them are real, |z1 | < |z2 | means that the point z1 in the
complex plane is closer to the origin than the point z2 .
1. |Re(z)| ≤ |z|
2. |Im(z)| ≤ |z|
Ò Proof
√
Note that |z|2 = Re(z)2 + Im(z)2 and that we can express | x | = x2 for
any x ∈ R. 1 and 2 immediately follows from that.
|z + w|2 = (z + w)(z + w)
= |z|2 + |w|2 + (wz + wz)
= |z|2 + |w|2 + 2 Re(wz)
≤ |z|2 + |w|2 + 2 |wz| by 1
= |z|2 + |w|2 + 2 |wz| since |wz| = |w| |z| and |z| = |z|
= (|z| + |w|)2
Observe that
|z + w| ≥ | |z| − |w| |
as required.
| z1 + z2 + . . . + z n | ≤ | z1 | + | z2 | + . . . + | z n | (1.6)
|z − z0 | = R.
18 Lecture 1 Jan 3rd 2018 - Complex Numbers and Their Properties
Example 1.1.5
Im
3
Re
−3 −2 −1 1 2 3
−1
f Im
10
b
g
a Re
−15 −10 −5 5 10 15
−10
In the above, g is the line segment that connects the points a and b on the
complex plane, while f is the perpendicular bisector of the line segment g.
The area described by the set {z ∈ C : |z − a| < |z − b|} is the shaded area
which is below f .
2 Lecture 2 Jan 5th 2018
Example 2.1.1
Im
6
4
a
2
Re
−2 2 4 6
−2
Example 2.1.2
Show that every non-zero complex number has exactly two complex square
roots, and find a formula for the square roots.
w2 = z ⇐⇒ (u + iv)2 = x + iy
⇐⇒ (u2 − v2 ) + i (2uv) = x + iy
⇐⇒ x = u2 + v2 and (2.1)
y = 2uv (2.2)
20 Lecture 2 Jan 5th 2018 - Complex Numbers and Their Properties (Continued)
√
p x+ x 2 + y2
Suppose y 6= 0. Note that x < x2 + y2 . Thus u2 = 2 =⇒
√ 1
x + x 2 + y2 2
u= 2 .
Note that all four choices of signs satisfy Equation (2.1). If y > 0, then u
and v are either both positive or both negative by Equation (2.2).
w2 = z = x
Therefore, we get
" √ 1 √ 2 2 12 #
2 + y2 2
x + x − x + x +y
± 2 +i 2 y>0
" √ 2 2 12 √ 1 #
x + x +y − x + x 2 + y2 2
w= ± 2 −i 2 y<0
√
± x y = 0, x > 0
√
±i x y = 0, x < 0
Remark
√
Let z ∈ C. The notation z may represent either one of the square roots of z
√
or both of the square roots, i.e. it is possible that z represents a set.
Exercise 2.1.1
√ √ √
Is it always okay for complex numbers such that zw = z w, for
PMATH352W18 - Complex Analysis 21
z, w ∈ C?
while
√ √
z w = i · i = −1
and thus
√ √ √
zw 6= z w.
Example 2.1.3
√
Find the values of 3 − 4i.
By Example 2.1.2,
s
√ s √
√ 3+ 9 + 16 −3 + 9 + 16
3 − 4i = ± −i
2 2
= ±(2 − i )
Remark
The quadratic formula holds for complex polynomials, i.e.
∀ a, b, c ∈ C a 6= 0 ∀z ∈ C az2 + bz + c = 0,
Ò Proof
b c
az2 + bz + c = 0 ⇐⇒ z2 + z + = 0
a a
2 2
b b b c
⇐⇒ z2 + z + − + =0
a 2a 2a a
2 2 2
b − 4ac
b b c
⇐⇒ z + = 2− =
2a 4a a 4a2
√
−b + b2 − 4ac
⇐⇒ z =
2a
(Personal Note: where did the − for the supposed ± go? Or should it
really be ±?)
Example 2.1.4
= ±(4 − i )
Thus we have
√
2 + 3i + 15 + 8i
z=
2i
2 + 3i ± (4 − i )
=
2i
1 1
= (6 + 2i ) − i or (−2 + 4i ) − i by Example 1.1.2
2 2
= (1 − 3i ) or (2 + i )
3 Lecture 3 Jan 8th 2018
Im
z1
θ1 z
θ
Re
Notation
Let eiθ := cos θ + i sin θ. Note that this definition, called Euler’s for-
mula, can be derived by the extending the Taylor expansion of e x =
∑∞
n
n=0 n! for when x ∈ C (the sum of the real parts of the expansion is the
x
Im
etθ
sin θ
cos θ Re
Remark
If z = 0, the coordinate θ is undefined, and so it is implied that z 6= 0
whenever we use the polar form.
Example 3.1.1
Remark
Im
z
θ
r
Re
Polar → Cartesian:
Cartesian → Polar:
r = |z|
y
x 6= 0 =⇒ tan θ = (3.3)
x
π 3π
x = 0 =⇒ θ = or
2 2
On another note,
z = reiθ =⇒ z = re−iθ
and
1 1
z 6= 0 =⇒ = e−iθ (3.4)
z r
Remark
Then
z1 z2 = r1 r2 eiθ1 eiθ2 = r1 r2 ei(θ1 +θ2 )
26 Lecture 3 Jan 8th 2018 - Complex Numbers and Their Properties (Continued 2)
Note that eix eiy = ei( x+y) is true for all x, y ∈ R since
Example 3.1.2
Equating real and imaginary parts, we have the familiar double angle
trigonometric identities
Ò Proof
1
sn = r ⇐⇒ s = r n
τ + 2πk
einθ = eiτ ⇐⇒ θ =
n
It is easy to see how the nth roots of unity partitions the unit
circle into n parts.
28 Lecture 3 Jan 8th 2018 - Complex Numbers and Their Properties (Continued 2)
Example 3.1.3
√ 3π
Therefore, in polar form, z = 2 2ei 4 .
Example 3.1.4
2 Im
Re
−2 −1 1 2
−1
Exercise 3.1.1
Solve
1. z4 = −1
Let z = reiθ
π + 2πk (2k + 1)π
r = |−1| = 1 θ= = , k = 0, 1, 2, 3
4 4
PMATH352W18 - Complex Analysis 29
√
2. z4 = −1 + 3i
Let z = reiθ
√ q √
r = −1 + 3i = (−1)2 + 32 = 10
2π
3 + 2πk (2k + 23 )π
θ= = , k = 0, 1, 2, 3
4 4
4 Lecture 4 Jan 10th 2018
2πk
Recall that the nth roots of unity are given by ei n , k = 0, 1, ..., n − 1.
Exercise 4.1.1
z n −1 + z n −2 + . . . + z + 1 = 0 (4.1)
Ò Proof
By the Sum of Finite Geometric Terms,
1 − zn
z n −1 + z n −2 + . . . + z + 1 = .
1−z
Since zn = 1, RHS is thus zero, which in turn completes the proof.
zn − 1 = (z − 1)(1 + z + . . . + zn−1 )
Exercise 4.1.2
vertices.
z3
a
z5 z4
Ò Proof
Note that Figure 4.1 can be translated into Figure 4.2.
z2
a = z1
|1 − z2 | |1 − z3 | . . . |1 − z n | = n (4.2)
Note that z2 , ..., zn are the nth roots of unity other than 1.
P ( z ) : = 1 + z + z 2 + . . . + z n −1 (4.3)
Since the roots of P(z) are the nth roots of unity other than 1, we can
PMATH352W18 - Complex Analysis 33
P(z) = (z − z2 )(z − z3 ) . . . (z − zn )
Now let z = 1 and take the modulus of P(z), and we get Equation (4.2).
Exercise 4.1.3
23n +2(−1)n
Let n ∈ N. Show that ∑nj=0 (3n
3j ) = 3 .
Ò Proof
2π
Let α = ei 3 . Then α is a cubic root of unity, i.e. α3 = 1, and from
Exercise 4.1.1, 1 + α + α2 = 0.
Consider
3n 3n 3n 3n 3n 3n
(1 + 1) = + + + +
0 1 2 3 4
(4.4)
3n 3n 3n
+ + +...+
5 6 3n
3n 3n 3n 2 3n 3n
(1 + α)3n = + α+ α + + α
0 1 2 3 4
(4.5)
3n 2 3n 3n
+ α + +...+
5 6 3n
3n 3n 2 3n 3n 3n 2
(1 + α2 )3n = + α + α+ + α
0 1 2 3 4
(4.6)
3n 3n 3n
+ α+ +...+
5 6 3n
as required.
Exercise 4.1.4
Note that we can define Arg z in any interval of length 2π, i.e. it is not
necessary that Arg z ∈ [0, 2π ).
/ R, i.e.
Let z be on the unit circle and Arg z ∈ [−π, π ]. Suppose that z ∈
z 6= 1, z 6= −1. Show that
z−1
π Im z > 0
2
Arg =
z+1 − π Im z < 0
2
Ò Proof
Note that ∀w1 , w2 ∈ C, where Arg w1 = τ1 , Arg w2 = τ2 for τ1 , τ2 in
the same 2π-interval,
w1 eiτ1
Arg = iτ ≡ ei(τ1 −τ2 ) = Arg w1 − Arg w2 (4.7)
w2 e 2
in modulo 2π.
θ1 − θ2 ∈ [−π, π ], and thus Equation (4.7) holds true without the need
of the condition of being in modulo 2π. We observe that
π
= θ2 + π − θ1
2
π
θ1 − θ2 =
2
as desired.
θ1 θ2
z−1 z z+1
θ1
θ2
Exercise 4.1.5
Ò Solution
Firstly, note that
ez = e x+iy
e x ∈ (0, e]
y ∈ [0, π ]
It is clear that the image will be in on the positive side of the imaginary-
axis. Also, since e x ∈ (0, e], we get the right graph represented in Fig-
36 Lecture 4 Jan 10th 2018 - Examples for nth Roots of Unity
Re
1
Im
e
Re
−e e
ure 4.4. The image of f ( A) is described in the left image of Figure 4.4.
5 Lecture 5 Jan 12 2018
5.1.1 Limits
Definition 6 (Convergence)
or we may say
å Note
If {zn }n∈N converges to z, we may write limn→∞ zn = z or zn → z (as
n → ∞).
Example 5.1.1
Ò Solution
We claim that the limit is 0. Since |z| > 1, we have that
n
1 1
lim − 0 = lim
n→∞ zn n→∞ z
=0
1
Another way to prove this, since |z| > 1 =⇒ 0 < z < 1,
1
∀ε = >0
z
n
1 1 1
−0 = < =ε
zn z z
zn → z0 =⇒ f (zn ) → L (5.4)
Example 5.1.2
Ò Solution
Suppose z = x ∈ R \ {0}. Then f (z) = f ( x ) = x
x = 1.
−iy
Suppose z = iy, y ∈ R \ {0}. Then f (z) = f (iy) = iy = −1.
Exercise 5.1.1
Ò Solution
Suppose zn → z. Then ∀ε 0 > 0 ∃ N ∈ N ∀n > N |zn − z| < ε. Note once
and for all that
Thus
5.1.2 Continuity
Definition 8 (Continuity)
1. ∀{zn }n∈N
zn → z0 =⇒ f (zn ) → f (z0 )
2. ∀ε > 0 ∃δ > 0
|z − z0 | < δ =⇒ | f (z) − f (z0 )| < ε
40 Lecture 5 Jan 12 2018 - Complex Functions
Remark
1. f is continuous on Ω if it is continuous on every point in Ω.
where u, v : R2 → R.
Example 5.1.3
z
f (z) =
z
x y
= ( x + iy) 2 2
−i 2
x +y x + y2
x 2 − y2 (−2xy)
= +i 2
x 2 + y2 x + y2
and we get
x 2 − y2
u( x, y) =
x 2 + y2
2xy
v( x, y) = − 2
x + y2
6 Lecture 6 Jan 15th 2018
Exercise 6.1.1
Ò Solution
We shall first prove the forward direction. Suppose that f (z) is continuous
at z0 = x0 + iy0 ∈ C. By Definition 8, ∀{zn }n∈N ⊆ Ω, zn → z0 =⇒
f (zn ) → f (z0 ). By Exercise 5.1.1,
zn → z0 ⇐⇒ Re zn → Re z0 ∧ Im zn → Im z0
⇐⇒ xn → x0 ∧ yn → y0 (6.1)
f (zn ) + f (z0 ) ⇐⇒ u( xn , yn ) → u( x0 , y0 ) ∧ v( xn , yn ) → v( x0 , y0 )
(6.2)
( xn , yn ) → ( x0 , y0 ) =⇒ u( xn , yn ) → u( x0 , y0 ) ∧ v( xn , yn ) → v( x0 , y0 )
as desired.
The proof of the other direction is simply a reversed process of the above.
42 Lecture 6 Jan 15th 2018 - Differentiability
6.2 Differentiability
Definition 9 (Neighbourhood)
For z0 ∈ C, r ∈ R, let
D ( z0 , r ) : = { z ∈ C : | z − z0 | < r }. (6.3)
On the complex plane, this is seen as a open disk centered around the
point z0 with radius r, as shown below. This open disk is called a neigh-
r
z0
Re
bourhood of z0 .
Definition 10 (Differentiable/Holomorphic)
f ( z0 + h ) − f ( z0 )
lim (6.4)
h →0 h
Remark
h ∈ C : h need not necessarily be real. In this sense, h approaches 0 from
any direction around 0 ∈ C.
Example 6.2.1
PMATH352W18 - Complex Analysis 43
1 1
z0 + h − z0 1
−h
1
lim = lim =− 2
h →0 h h →0 h ( z0 + h ) z0 z0
Example 6.2.2
z0 + h − z h
lim = lim .
h →0 h h →0 h
From Example 5.1.2, we know that such a limit does not exist. Thus f is not
holomorphic on any z ∈ C.
f f f 0 g− f g0
3. if g(z) 6= 0, g is holomorphic and ( g )0 = g2
.
Ò Solution
1. For f + g,
Thus ( f + g)0 = f 0 + g0 .
2. For f g,
Therefore, ( f g)0 = f 0 g + f g0 .
f
3. When ∀z ∈ C g(z) 6= 0, for g ,
f (z+h) f (z)
g(z+h)
− g(z)
lim
h →0 h
f (z + h) g(z) − f (z) g(z + h)
1
= lim
h →0 h g(z + h) g(z)
f (z + h) g(z) + f (z) g(z) − f (z) g(z) − f (z) g(z + h)
1
= lim
h →0 g ( z + h ) g ( z ) g
[ f (z + h) − f (z)] g(z) − f (z)[ g(z + h) − g(z)]
1
= lim
h →0 g ( z + h ) g ( z ) h
f 0 (z) g(z) − f (z) g0 (z)
=
g2 ( z )
f f 0 g− f g0
Hence, g = g2
å Note
If we look at the example above from the perspective of f being treated as a
real-valued function, i.e. f (z) = u( x, y) + iv( x, y) where u, v : R2 → R
and z = x + iy, observe that ∀( x, y) ∈ R2 , ( x, y) 7→ ( x, −y), which we
see that u and v are partially differentiable in R2 .
f ( z0 + h ) − f ( z0 )
f 0 (z0 ) = lim (6.5)
h →0 h
u( x0 + x, y0 ) + iv( x0 + x, y0 ) − u( x0 , y0 ) − iv( x0 , y0 )
f 0 (z0 ) = lim
x →0 x
u( x0 + x, y0 ) − u( x0 , y0 ) v( x0 + x, y0 ) − v( x0 , y0 )
= lim +i
x →0 x x
∂u ∂v
= +i (6.6)
∂x ( x0 ,y0 ) ∂x ( x0 ,y0 )
u ( x0 , y0 + y ) − u ( x0 , y0 ) v ( x0 , y0 + y ) − v ( x0 , y0 )
f 0 (z0 ) = lim +
y →0 iy y
1 ∂u ∂v
= · + (6.7)
i ∂y ( x0 ,y0 ) ∂y ( x0 ,y0 )
Note that since f 0 (z0 ) exists, the real and imaginary part of Equa-
1
tion (6.6) and Equation (6.7) must equate. Also note that i = −i.
With that, we obtain the following theorem.
Example 7.1.1
Let
z2 if z 6= 0
z
f (z) =
0 if z = 0
Check if
1. f is holomorphic at 0.
Ò Proof
1. Observe that by letting h = xh + iyh where xh , yh ∈ R,
0+ h2 2
−0 h2 xh − iyh
0+ h
lim = lim = lim
h →0 h h →0 h xh +iyh →0 xh + iyh
where we see that the limit depends on the value of k. Therefore, the
limit DNE. Hence f is not holomorphic at 0.
48 Lecture 7 Jan 17th 2018 - Differentiability (Continued)
Therefore, we obtain
3
x −3xy2 ( x, y) 6= (0, 0)
x 2 + y2
u( x, y) =
0 ( x, y) = (0, 0)
3 2
y −3x y ( x, y) 6= (0, 0)
x 2 + y2
v( x, y) =
0 ( x, y) = (0, 0)
Observe that
∂u u( x, 0) − u(0, 0)
= lim =1
∂x (0,0) x →0 x
∂v v(0, y) − v(0, 0)
= lim =1
∂y (0,0) y →0 y
and
∂u u(0, y) − u(0, 0)
= lim =0
∂y (0,0) y →0 y
∂v v( x, 0) − v(0, 0)
= lim =0
∂x (0,0) x →0 x
3. ∂u
∂x = ∂v
∂y and ∂v
∂x = − ∂u
∂y at ( x0 , y0 ),
then f is holomorphic at z0 .
PMATH352W18 - Complex Analysis 49
∑ cn zn , (7.1)
n ∈N
N N
∵ ∑ cn zn ≤ ∑ |cn | |z|n for each N ∈ N
n =0 n =0
Example 7.1.2
∑∞ n
n=0 z converges absolutely for | z | < 1.
50 Lecture 7 Jan 17th 2018 - Differentiability (Continued)
N
1 − r N +1
∑ rn = 1−r
n =0
N
1
∑ rn → 1 − r
n =0
if |r | < 1 as N → ∞.
Another note that we shall point out is that if Equation (7.1) con-
verges absolutely for some z0 ∈ C, then it converges absolutely for
any z where |z| < |z0 |.
1 1
:= lim sup |cn | n (8.1)
R n→∞
Remark
1. R is called the radius of convergence of the series. {z ∈ C : |z| < R} is
called the disk of convergence of the series.
(Proof to be included)
Ò Proof (1 Theorem 5)
1
1
Let L := R = lim supn→∞ |cn | n . Clearly, L ≥ 0.
1
Now since L = R,
∞ ∞ 1
∞
∑ |cn | |z|n = ∑ (|cn | n |z|)n < ∑ rn
n= N n= N n= N
diverges.
Ò Proof
Note that f 0 has the same radius of convergence as f since
1 1 1 1
lim sup |ncn | n = lim sup |n| n |cn | n = lim sup |cn | n
n→∞ n→∞ n→∞
1
where note that limn→∞ |n| n = 1.
WTS
f ( z0 + h ) − f ( z0 )
lim = g ( z0 )
h →0 h
OR
WTP (†). ∀ε > 0, choose δ > 0. Suppose |z0 + h| < |z0 + δ| ≤ r <
R. Write
N ∞
f (z) = ∑ cn zn + ∑ cn zn
n =0 n= N
and let S N (z) and EN (z) be the first and second terms respectively. Then
we have that
N
S0N (z) = ∑ ncn zn−1
n =1
Consider
S N ( z0 + h ) − S N ( z0 ) E ( z + h ) − E N ( z0 )
+ N 0 − g(z0 ) + S0N (z0 ) − S0N (z0 )
h h
S ( z + h ) − S N ( z0 ) E ( z + h ) − E N ( z0 )
≤ N 0 − S0N (z0 ) + N 0 + S0N (z0 ) − g(z0 )
h h
(8.3)
54 Lecture 8 Jan 19 2018 - Power Series (Continued)
Note that
∞
∑ ncn rn−1 = g(r), (8.4)
n =1
E N ( z0 + h ) − E N ( z0 ) ε
< .
h 3
N ∞
lim S0N (z0 ) = lim
N →∞ N →∞
∑ ncn zn−1 = ∑ ncn zn−1 = g(z0 )
n =1 n =1
For the first term in Equation (8.3), note that (S N (z0 ))0 = S0N (z0 ).
Let ε
3 > 0, ∃δ > 0, ∃ N > max{ N1 , N2 }, ∀n > N, since |h| < δ, we have
that
S N ( z0 + h ) − S N ( z0 ) ε
− S0N (z0 ) <
h 3
Example 9.1.1
Let f (z) = ∑∞ z n
n=1 n . To find the radius of convergence, we use Hadamard’s
Formula:
1
1 1 n 1
= lim sup =1 ∵ lim n n = 1
R n→∞ n n → ∞
1. If z = 1, then f (1) = ∑∞
n =1
1
n is a harmonic series, and hence f
diverges.
2. If z = i, then
∞
in
f (i ) = ∑ n
n =1
1 −i 1 i 1
= i− + + + −
2 3 4 5 6
1 1 1 1 1
= − + − +... +i 1− + +... .
2 4 6 3 5
Observe that both the real and imaginary parts are alternating series
where the absolute values of each term is decreasing, which, by the alter-
nating series test, converge. Thus in this case, f converges.
å Note
We may not always exchange the position of lim and ∑ba=1 when we
consider an infinite sum (i.e. b = ∞). Here’s an example why this is true.
Consider the function f ( x ) = ∑∞ n
n =1 ( x − x
n−1 ) for | x | < 1. Is
∞ ∞
lim
x →1 n =1
∑ ( x n − x n −1 ) = ∑ xlim
→1
( x n − x n +1 )
n =1
true?
N
f ( x ) = lim
N →∞
∑ ( x n − x n +1 )
n =1
= lim ( x − x2 + x2 − x3 + . . . + x N − x N +1 )
N →∞
= lim ( x − x N +1 ) = x.
N →∞
So,
LHS = lim x = 1
x →1
And we see that RHS 6= LHS.
Exercise 9.1.1
Define ez = ∑∞
n =0
zn
n! . Show that
2. (ez )0 = ez
Ò Solution
1. Using Stirling’s formula, note that we have
∞ ez n
1
ez = ∑ √
2πn n
n =0
PMATH352W18 - Complex Analysis 57
To find R, we have
1
1 1 e n n
= lim sup √
R n→∞ 2πn n
1
e 1 n
= lim sup lim sup √
n→∞ n n→∞ 2πn
=0
1
n
since lim supn→∞ e
n = 0 and lim supn→∞ √1 = 1. Thus R = ∞.
2πn
By 1 Theorem 5, ez is an entire function.
2. Note that
ez+h − ez eh − 1
lim = ez lim
h →0 h h →0 h
h2 3
z 1+h+ 2 + h3 + . . . − 1
= e lim
h →0 h
= ez
E.g.
∞ ∞
f (z) − ∑ cn zn then f (2) (z) = ∑ n ( n − 1 ) c n z n −2
n =0 n =0
1 1
= lim sup |cn | n
R n→∞
10.2 Integration in C
γ b
c
R [ ] C
a b
c
a
PMATH352W18 - Complex Analysis 61
Definition 13 (Curves in C)
Example 10.2.1
Let z0 ∈ C, r > 0.
π
t= 2
where t ∈ [ a, b].
å Note
We will not look at functions like the Weierstrass function in this course.
Remark
Piecewise smooth curves shall be called paths.
10.2.2 Integral
Definition 17 (Contour)
Remark
1. Suppose g is a complex-valued function, then
Z b Z b Z b
g(t)dt = Re( g(t))dt + i Im( g(t))dt
a a a
Ò Proof
Let a, b, c, d ∈ R, γ1 : [ a, b] → C, γ2 : [c, d] → C describe the same
path γ∗ . By Definition 14, define a bijection h : [ a, b] → [c, d] that
is a continuous function such that t 7→ τ, so that
Note that
Now
Z Z b
f γ1 (t) γ10 (t)dt
f (z) dz =
γ1 a
Z b
= f γ2 h(t) h0 (t)γ20 (h(t))dt
a
Z d
f γ2 (τ ) γ20 (τ )dτ
=
Zc
= f (z) dz
γ2
å Note (Recall)
Let γ : [ a, b] → C be a piecewise smooth curve. For a function f that is
continuous on γ, we defined
Z Z b
f γ(t) γ0 (t)dt
f (z) dz =
γ a
Z b Z b
Re f γ(t) γ0 (t) dt + i Im f γ(t) γ0 (t) dt
=
a a
and have
Example 11.1.1
Ò Solution
Z Z 1
f (z) dz = f (t + it)(1 + i )dt
γ 0
Z 1
= (1 + i )2 t2 dt
0
1 1
= (1 + i )2 · t3
3 0
2i
=
3
Example 11.1.2
Ò Solution
Let R ∈ R, and define
γ : [0, 1] → C t 7→ Re2πit
γ0 (t) = 2Rπie2πit = 2πiγ(t)
Then
Z Z 1
zn dz = Rn e2πint · 2πi · Re2πit dt
γ 0
Z 1
n +1
= 2πiR e2πi(n+1)t dt
0
1
n +1
R e2πi(n+1)t
n +1 if n ∈ Z \ {−1}
= 0
1
2πit if n = −1
0
Rn+1 e2πi(n+1) − 1 if n ∈ Z \ {−1}
n +1
= ∵ e2πki ≡ 1 mod 2π
2πi if n = −1
0 if n ∈ Z \ {−1}
=
2πi if n = −1
Note that our final answer does not depend on R, the radius of the circle.
1. (Linearity) Let α, β ∈ C.
R R
γ (α f (z) + βg(z)) dz = α γ f (z) dz +
R
β γ g(z) dz.
PMATH352W18 - Complex Analysis 67
Ò Proof
1.
Z
LHS = α f (z) + βg(z) dz
γ
Z
= α Re( f (z)) + i Im( f (z)) + β Re( g(z)) + i Im( g(z)) dz
γ
Z b
α Re( f (z)) + i Im( f (z)) dt
a
= Z b (†)
+β Re( g(z)) + i Im( g(z)) dt
a
Z b Z b
=α f (z) dz + β g(z) dz
a a
Rb
2.(a) Let R ∈ R. Suppose a g(t)dt = Reiθ . Then
Z b
LHS = R = e−iθ g(t) dt
a | {z }
u(t)+iv(t)
Z b Z b
= u(t)dt + i v(t)dt
a a
68 Lecture 11 Jan 26th 2018 - Integration in C (Continued)
Rb
Since R ∈ R, we have a v(t)dt = 0, so
Z b
R= u(t)dt
a
Z b
≤ |u(t)| dt ∵ a ≤ b ∧ u(t) ≤ |u(t)| ∈ R
a
Z b
≤ |u(t) + iv(t)| dt
a
Z b
= e−iθ g(t) dt
a
Z b
= | g(t)| dt = RHS
a
(b)
Z
LHS = f (z) dz
γ
Z b
f γ(t) γ0 (t)dt
=
a
Z b
f γ(t) γ0 (t) dt
≤ by Item 2a
a
Z b
≤ sup | f (z)| γ0 (t) dt since | f (z)| ≤ sup | f (z)|
a z∈γ z∈γ
Z b
= sup | f (z)| · γ0 (t) dt = RHS
z∈γ a
as required.
PMATH352W18 - Complex Analysis 69
Notation
Let Ω ⊆ C be an open set in C. We denote f ∈ H (Ω) ⇐⇒ f is
holomorphic on Ω.
Ò Proof
Let G = F ◦ γ and suppose γ is a smooth function. Since γ is smooth,
γ0 exists and is continuous on [ a, b] and γ0 (t) 6= 0 for all t ∈ [ a, b], and
since f is continuous on [ a, b], G (t) = F 0 (γ(t))γ0 (t) is continuous as
well.
72 Lecture 12 Jan 29th 2018 - Integration in C (Continued 2)
Now
Z Z b
f γ(t) γ0 (t)dt
f (z) dz =
γ a
Z b
F 0 γ(t) γ0 (t)dt
=
a
Z b
= G 0 (t)dt
a
= G (b) − G ( a) by applying FTC in R to real and imaginary parts
= F (γ(b)) − F (γ( a))
Ò Proof
A closed path γ : [ a, b] → C has γ( a) = γ(b). By 1 Theorem 10,
R 0
γ F ( z ) dz = F ( γ ( b )) − F ( γ ( a )) = 0 as required.
Example 12.1.1
å Note (Recall)
The interior of a set Ω is defined as {z ∈ Ω : ∀ε > 0 B(z, ε) ⊆ Ω}, and
denoted as Ω0 .
Ò Proof
(1) (1) (1) (1)
Let ∆1 , ∆2 , ∆3 , ∆4 be smaller triangles by bisecting each side of ∆.
(1)
∀i ∈ {1, 2, 3, 4}, orient ∆i anticlockwise. Then we have
Z 4 Z
J :=
∆
f (z) dz = ∑ (1)
f (z) dz (12.2)
i =1 ∆ i
(1) | J|
Note that there must at least one of the ∆i
R
such that (1) ≥ 4 , since
∆i
R | J|
∀i ∈ {1, 2, 3, 4}, (1) < 4 would contradict Equation (12.2). Without
∆i
(1)
loss of generality, let ∆1 be the largest triangle of the four.
(1)
Now note that each of the perimeter of ∆i is half of the perimeter
of ∆. Let `( x ) be the perimeter of x. Continue with taking bisectors of
74 Lecture 12 Jan 29th 2018 - Integration in C (Continued 2)
(1) (2)
∆1 , ∆1 , . . . such that
(1) (2)
∆ ⊇ ∆1 ⊇ ∆1 ⊇ . . . ,
( j)
then we have that for each j ∈ N \ {0}, ∆i is such that
| J|
Z
f (z) dz ≥
( j)
∆i 4j
( j)
and `(∆i ) = 1
2j
`(∆). By the Nested Rectangle Theorem from Real
( j)
Analysis, ∃z0 ∈ C such that z0 ∈ ∆i for all j ∈ N \ {0} that is a limit
point. Since z0 ∈ Ω ∧ f ∈ H (Ω), we have that
∀z ∈ Ω ∀ε > 0 ∃δ > 0
f ( z ) − f ( z0 )
0 < |z − z0 | < δ =⇒ − f 0 ( z0 ) < ε
z − z0
(n)
Consider D (z0 , δ), ∃n ∈ N \ {0}, ∆1 ⊆ D (z0 , δ). Consider
Z Z
f (z) − f (z0 ) − f 0 (z0 )(z − z0 ) dz,
(n)
f (z) dz = (n)
∆1 ∆1
f 0 (z0 )(z − z0 ) dz = 0 by
R R
where we note that (n) f (z0 ) dz = (n)
∆1 ∆1
Corollary 11.
By Item 2a in 0 Proposition 9,
Z Z
(n)
f (z) dz ≤ (n)
f (z) − f (z0 ) − f 0 (z0 )(z − z0 ) dz
∆1 ∆1
Z Z
(n) (n)
≤ (n)
ε |z − z0 | dz ≤ ε`(∆1 ) (n)
dz = ε`(∆1 )2
∆1 ∆1
(n) (n)
where we note that |z − z0 | ≤ `(∆1 since z ∈ ∆1 . This implies that
| J| (n) 2 `(∆)2
≤ ε `( ∆ 1 ) ≤ ε = | J| ≤ ε
4n 4n
and therefore, | J | = 0!
Tutorial Jan 31 2018
å Note
1
Consider the power series ∑n≥0 an (z − z0 )n and let
p
n
R := lim supn→∞ sup | an | ∈
[0, ∞).
Im
Figure 12.1: Semicircle |z − 4 − 5i | = 3
γ(− π2 ) oriented clockwise, parameterized by γ
γ (0)
4 − 5i
γ( π2 )
Re
f ( m ) ( z0 )
cm =
m!
Ò Solution
Since f (z) is a power series and the radius of convergence R 6= 0, by
1 Theorem 7, f (z) is C-differentiable and each derivative has the same
radius of convergence. By induction, it can be shown that
∞
n!
f (m) ( z ) = ∑ ( n − m ) !
c n ( z − z0 ) n − m
n=m
= m!cm
f ( m ) ( z0 )
cm =
m!
as desired.
3. Let γ be the arc of the unit circle centered at the origin in the first
quadrant oriented clockwise (from i to 1). Evaluate the integral
Z
z2 dz
γ
PMATH352W18 - Complex Analysis 77
Ò Solution
Consider the parameterization γ : [− π2 , 0] → C given by γ(t) = e−it .
Note that e−it = eit . Then
Z Z 0
z2 dz = e2it · −ie−it dt
γ − π2
Z 0
= −i eit dt
− π2
0
= −eit π
2
= −1 − i
Ò Solution
Note that zz = |z|2 , so on the circle, we have z = 1z . Thus the integral is
equivalent to
1
Z
dz
γ z2
1
Note that the antiderivative of z2
is − 1z . Thus by 1 Theorem 10,
1 1 1
Z Z π
z2 dz = 2
= F ( γ ( 0 )) − F γ − = − −i(0) + −i(−π/2) = −1 − i
γ γ z 2 e e
5. Let {cn }∞
n=0 be a sequence of positive real numbers such that
c n +1
L = lim
n→∞ cn
This shows that, when applicable, the ratio test can be used in-
stead of the root test to calculate the radius of convergence of a
power series.
Ò Solution
Suppose that
c n +1
L = lim
n→∞ cn
78 Lecture 12 Jan 29th 2018 - Practice Problems
∀ε > 0 ∃ N ∈ N ∀n > N
cn
−L <ε
c n −1
Thus for n ≥ N,
1
1
n
cn
c n −1 cN n
cn = · ... · c N −1
c n −1 c n −2 c N −1
1 1 1 1
cn n c n −1 n cN n
= ... c Nn −1
c n −1 c n −2 c N −1
Now
1 1 1 1 1 1 1 1 1
( L − ε) n ( L − ε) n . . . ( L − ε) n c Nn −1 ≤ cnn ≤ ( L + ε) n ( L + ε) n . . . ( L + ε) n c Nn −1
n − N +1 1 1 n − N +1 1
( L − ε) n c Nn −1 ≤ cnn ≤ ( L + ε) n c Nn −1
Note that
n − N +1 1
lim ( L − ε) n c Nn −1 = L − ε
n→∞
n − N +1 1
lim ( L + ε) n c Nn −1 = L + ε
n→∞
Thus we have
1
L − ε ≤ cnn ≤ L + ε
1
cnn − L ≤ ε
as desired.
(a) ∑∞
n =0
nn zn
n!
(b) ∑∞ 2 n
n =0 z
Ò Solution
√
(a) By Stirling’s Approximation, i.e. n! ∼ ( ne )n 2πn, we have that
PMATH352W18 - Complex Analysis 79
Hadamard’s formula is
1
1 nn n
= lim sup
R n→∞ n!
1
n
nn
= lim sup √
n n
n→∞ e 2πn
1
en n
= lim sup √
n→∞ 2πn
1
1 n
= e lim sup √ =e
n→∞ 2πn
Therefore, R = 1e .
(b) no solution yet: current problem, not being able to express the
sum as a power series, in turn failing to get cn which is needed
1
for R.
Ò Solution
Z
LHS = f (z) dz
γ
Z b
f γ(t) γ0 (t)dt by definition
=
a
Z b
f γ(t) γ0 (t) dt
≤ by Item 2a of 0 Proposition 9
a
Z b
≤ sup | f (z)| γ0 (t) dt since | f (z)| ≤ sup | f (z)|
a z∈γ z∈γ
Z b
= sup | f (z)| · γ0 (t) dt = RHS
z∈γ a
13 Lecture 13 Feb 9th 2018
A set S ⊆ C is called a convex set if the line segment joining any pair of
points in S lies entirely in S.
Ò Proof
Note that it is sufficient to prove 1 since 1 =⇒ 2 by 1 Theorem 10.
Z
0= f (z) dz
Z∆ Z Z
= f (z) dz + f (z) dz + f (z) dz Ω
[ a,z] [z,z0 ] [z0 ,a]
Z a
∆
= F (z) + f (z) dz + (− F (z0 ))
[z,z0 ]
z0
Z
F ( z ) − F ( z0 ) = f (z) dz.
[z0 ,z]
F ( z ) − F ( z0 ) 1
Z
− f ( z0 ) = f (z) dz − f (z0 )
z − z0 z − z0 [z0 ,z]
1
Z Z
= f (z) − f (z0 ) dz since dz = z − z0
z − z0 [z0 ,z] [z0 ,z]
∀ε > 0 ∃δ > 0
|z − z0 | < δ =⇒ | f (z) − f (z0 )| < ε
F ( z ) − F ( z0 ) 1 1
Z Z
− f ( z0 ) = [ f (z) − f (z0 )] dz ≤ ε dz = ε
z − z0 z − z0 [z0 ,z] | z − z0 | [z0 ,z]
1 f (z)
Z
f (w) IndC (w) = dz
2πi C z−w
Ω
where
1 dz
Z
IndC (w) =
2πi γ z−w
C
denotes the number of times the countour C winds around the point w.
w
of C around w.
Ò Proof
Let w ∈ Ω \ ∂C. Define
f (z)− f (w) if z 6= w
z−w
g(w) =
f 0 (w) if z = w
Ω
that g ∈ H ( Ω 0 ). ε
w
C
Cε
We now follow a similar argument as in the proof for 1 Theorem 13. γδ,ε
Let ε > 0 such that ∃δ > 0, so that we can define the “keyhole”
γδ,ε which omits w. Consider D (w, ε), call the image of the border of
D (w, ε) as Cε , let δ be the width of the “corridor”, and the two paths
that are the “sides of the corridor” be called Cδ1 , Cδ2 respectively. Define
R
G (z) = [ a,z] g(z) dz, where a and z are in the interior of C but not in
the interior of Cε . Then if we define a set Ω0 such that it contains the in-
terior of γδ,ε , we have that Ω0 is a convex open set, and G ∈ H (Ω0 ). By
1 Theorem 13, G 0 = g.
R
Also from 1 Theorem 13, we have that γδ,ε g(z) dz = 0 for any
ε, δ > 0. As δ → 0+ , we have that the integrals over Cδ1 and Cδ2 cancel
out. Hence, we are left with
Z Z
g(z) dz + g(z) dz = 0
C Cε
f (z) − f (w)
Z Z
g(z) dz = dz → 0
Cε Cε z−w
Therefore, Z
g(z) dz = 0
C
which implies, in the limit, that
f (z) f (w) dz
Z Z Z
dz = dz = f (w)
C z−w C z−w C z−w
84 Lecture 13 Feb 9th 2018 - Cauchy’s Integral Formula
dz
R
We now require C z−w = 2πi, but we shall prove for a more general
case as a lemma.
14 Lecture 14 Feb 12 2018
+ Lemma 15
(Lemma and proof from Newman & Bak on Complex Analysis, 3rd
Ed.)
dz
Z
= 2πi
Cρ z−a
Ò Proof
Let z ≡ α + ρeiθ , then dz = iρeiθ dθ. Thus
iρeiθ
Z 2π
dz
Z
= dθ = 2πi
Cρ z−α 0 ρeiθ
while
dz
Z
= 0 for k = 1, 2, 3, ... . (14.1)
Cρ ( z − α ) k +1
The Equation (14.1) follows not only from a direct evaluation of the inte-
gral
iρeiθ
Z 2π Z 2π
dz i
Z
= dθ = k e−ikθ dθ = 0
Cρ ( z − α ) k +1 0 iθ
(ρe ) k + 1 ρ 0
1
but also the fact that ( z − α ) k +1
is the derivative of − k(z−1 α)k , which can
be verified to be holomorphic on Cρ , which simply makes Equation (14.1)
86 Lecture 14 Feb 12 2018 - Cauchy’s Integral Formula (Continued)
To evaluate Cρ zdz
R
− a , write
1 1 1
= = a−α
z−a (z − α) − ( a − α) (z − α)[1 − z−α ]
1 1
= ·
z−α 1−ω
where
a−α | a − α|
ω= has fixed modulus < 1 throughout Cρ (14.2)
z−α ρ
1
By Equation (14.2) and by the Infinite Geometric Sum that 1− ω =
1+ω + ω2 + . . ., we get
a − α ( a − α )2
1 1
= 1+ + + . . .
z−a z−α z−α ( z − α )2
1 a−α ( a − α )2
= + + +....
z − α ( z − α )2 ( z − α )3
∞
1 1 ( a − α)k
Z Z Z
dz = dz + ∑ dz = 2πi
Cρ z−a Cρ z−α k =1 Cρ ( z − α ) k +1
We now have
1 f (z)
Z
f (w) = dz
2πi C z−w
Now note that if we further generalize the number of times the contour
Cρ made around a, where in this case Cρ is a closed path instead of a
simple circle in Ω, in Lemma 15, we would get
R dz
Cρ z− a = 2kπi where k
would represent that number.
1 f (z)
Z
f (w)k = dz
2πi C z−w
PMATH352W18 - Complex Analysis 87
1 dz
R
where k = IndC (w) = 2πi C z−w which represents the number of times
the contour C winds around w.
Remark
As noted, 1 Theorem 14 holds for any closed path γ ∈ Ω instead of a
simple circle C. If w ∈ Ω \ γ∗ , we get
1 f (z)
Z
dz = f (w) Indγ (w)
2πi γ z−w
Ò Proof
∀w ∈ Ω, ∃C ⊆ Ω that is a closed circle path with w ∈ C0 . By
1 Theorem 14, and since C is a circle, i.e. the contour winds around
w only once, we have
1 f (z)
Z
f (w) = dz.
2πi C z−w
| w − w0 |
0< <1
| z − w0 |
∞
w − w0 n z − w0
1
=⇒ ∑ = w − w = by the Infinite Geometric Sum
n =0
z − w0 1 − z − w00 z−w
f ( z ) z − w0 f ( z ) ∞ w − w0 n
1 f (z) 1 1
Z Z Z
2πi C z − w0 n∑
=⇒ dz = dz = dz
2πi C z − w 2πi C z − w0 z − w =0 z − w0
Note that each of the terms in the integrand of the last expression are
absolutely convergent, thus by Fubini’s Theorem, we can interchange the
summation and integral sign to get
∞
1 f (z)
Z
f (w) = ∑ 2πi C ( z − w0 ) n +1
dz ( w − w0 ) n
n =0 | {z }
an
88 Lecture 14 Feb 12 2018 - Cauchy’s Integral Formula (Continued)
å Note (Recall)
Consider the power series f (w) = ∑∞ n
n=0 an ( w − w0 ) . Recall Item 2 from
Section 12.2 that
f ( n ) ( w0 )
an =
n!
f ( n ) ( w0 ) 1 f (z)
Z
= dz
n! 2πi C ( z − w0 ) n +1
Remark
Item 3 is the actual Cauchy’s Integral Formula in the theorem.
Ò Proof
We have shown 1 from 0 Proposition 16 and 2 from 1 Theorem 7. It
remains to prove 3, which we shall prove by induction.
( n − 1) ! f (z)
Z
f ( n −1) ( w ) = dz.
2πi C (z − w)n
PMATH352W18 - Complex Analysis 89
f ( n −1) ( w − h ) − f ( n −1) ( w ) ( n − 1) !
1 1 1
Z
= f (z) − dz
h 2πi C h z−w−h z−w
(14.4)
Note that
1 1 2
Let A = z−w−h , B = z−w , then the term in square brackets in Equa- 2
Key step
tion (14.4) becomes
h h i
An−1 + An−2 B + . . . + ABn−2 + Bn−1
(z − w − h)(z − w)
Thus as h → 0, we have
( n − 1) !
1 n n! f (z)
Z Z
f (n) = f (z) −
dz = dz
2πi C ( z − w )2 (z − w) n 1 2πi C (z − w)n+1
f 00 (z0 )
f (z) = f (z0 ) + f 0 (z0 )(z − z0 ) + ( z − z0 )2 + . . .
2!
which is a Taylor Expansion of f around z0 .
Ò Proof
By 0 Proposition 16, we have that
∞
1 f (w)
Z
f (z) = ∑ n +1
dw (z − z0 )n
n =0
2πi
C ( w − z 0 )
1 f (w) 1 f (w)
Z Z
= dw + ( z − z0 ) (14.5)
2πi C w − z0 2πi C (w − z0 )2
1 f (w)
Z
+ dw ( z − z0 )2 + . . .
2πi C (w − z0 )3
1 f (w)
Z
+ dw ( z − z0 ) k + . . .
2πi C (w − z0 )k+1
90 Lecture 14 Feb 12 2018 - Cauchy’s Integral Formula (Continued)
0! f (w) 1 f (w)
Z Z
f ( z 0 ) = f (0) ( z 0 ) = dw = dw
2πi C w − z0 2πi C w − z0
1! f (w)
Z
f (1) ( z 0 ) = dw
2πi C (w − z0 )2
2! f (w)
Z
f (2) ( z 0 ) = dw
2πi C (w − z0 )3
..
.
k! f (w)
Z
f ( k ) ( z0 ) = dw
2πi C ( w − z 0 ) k +1
..
.
f (2) ( z 0 ) f ( k ) ( z0 )
f (z) = f (z0 ) + f (1) (z0 )(z − z0 ) + ( z − z0 )2 + . . . + ( z − z0 ) k + . . .
2! k!
as required.
15 Lecture 15 Feb 14th 2018
Remark
1. We have proven, in the previous lecture, that Holomorphicity =⇒
Analyticity
2. Should we have defined, in 1 Theorem 17, that the closed circle orients
clockwise, then we would have a negative equation for Equation (14.3).
Exercise 15.1.1
Ò Proof
From Equation (14.3), we have
n! f (z)
Z
f ( n ) ( z0 ) = dz
2πi C ( z − z 0 ) n +1
f (z0 + Reit )
Z 2π
n!
f ( n ) ( z0 ) = Rieit dt
2πi 0 ( Reit )n+1
n! 2π f (z0 + Reit )
Z
f ( n ) ( z0 ) ≤ dt ∵ Reit = R
2π 0 Rn
Z 2π
n!
≤ sup | f (z)| dt
2πRn z∈C 0
n!
= sup | f (z)|
R n z∈C
Since the series are absolutely convergent, use may use Fubini’s Theorem,
and thus
1 ∞ 2π Z
= ∑
2π n,m=0
cn cm r n+m
0
ei(n−m)θ dθ
1 ∑∞
n,m=0 cn cm r
n+m 2π if n = m
2π
= 2π
n + m ei (n−m)θ
1
2π ∑∞
n,m=0 cn cm r i (n−m)
= 0 if n 6= m
0
∞
= ∑ |cn |2 r2n if n = m
n =0
Before going into the next application, please see Lemma 19.
Ò Proof
Suppose not, i.e. ∃z0 ∈ Ω0 , ∀z ∈ Ω such that | f (z0 )| = maxz∈Ω | f (z)| ≥
94 Lecture 15 Feb 14th 2018 - Cauchy’s Integral Formula (Continued 1)
| f (z)|
=⇒ ∃r > 0 D (z0 , r ) ⊆ Ω
∞
=⇒ ∀z ∈ D (z0 , r ) f (z) = ∑ c n ( z − z0 ) n
n =0
f (0) ( z 0 )
Note that c0 = 0! = f (z0 ). By Item 3,
∞ Z 2π 2
1
∑ |cn |2 r2n =
2π 0
f (z0 + reiθ ) dθ
n =0
∞ 2
1
=⇒ f (z0 )2 + ∑ |cn |2 r2n = 2π f (z0 + reiθ ) dθ
n =1
1
≤ | f (z0 )|2 (2π ) ∵ f (z0 ) = max f (z)
2π z∈Ω
∞
=⇒ f (z0 )2 + ∑ |cn |2 r2n ≤ | f (z0 )|2
n =1
∞
=⇒ ∑ |cn |2 r2n ≤ 0
n =1
=⇒ c1 , c2 , ... = 0
=⇒ f is a constant in D (z0 , r )
=⇒ f is a constant in Ω by Lemma 19
which is a contradiction.
• Z ( f ) = Ω, i.e. ∀z ∈ Ω, f (z) = 0; or
Remark
(a) This implies that for a non-constant analytic function f , ∀z ∈
Ω0 , f (z) 6= maxw∈Ω f (w).
(b) Since a global maximum is also a local maximum, we observe that for
any smaller region Ω0 ⊆ Ω, f cannot attain its maximum value for
any point in Ω00 . This is a stronger statement than the our previous
statement about the MMP.
Ò Proof
Suppose for Ethat f has a maximum in Ω0 , say at z0 . Hence ∃r >
0, Dz0 = D (z0 , r ) where
On Dz0 , we have
∞
f (z) = ∑ c n ( z − z0 ) n (16.1)
n =0
96 Lecture 16 Feb 16th 2018 - Cauchy’s Integral Formula (Continued 3)
Then we have
∞
| c0 |2 + ∑ |cn |2 r2n = | f (z0 )|2
n =1
∞
| f (z0 )|2 + ∑ |cn |2 r2n = | f (z0 )|2
n =1
∞
∑ |cn |2 r2n = 0
n =1
Ò Proof
We may write P(z) = A(zn + an−1 zn−1 + . . . a1 z + a0 ), which then
P(z) a n +1 a1 a0
= A 1 + + . . . +
zn z z n −1 zn
which then, by the Reverse Triangle Inequality,
P(z) | a n −1 | | a1 | | a0 |
=⇒ ≥ | A | 1 − − . . . − − (16.2)
zn |z| | z n −1 | | z n |
P(z)
So as |z| → ∞, → | A|, from Equation (16.2). Since |z| →
zn
∞, ∃ R > 0, ∀ |z| > R, then ∀θ ∈ [0, 2π ],
| A| n | A| n
P( Reiθ ) = | P(z)| ≥ |z| ≥ R
2 2
PMATH352W18 - Complex Analysis 97
We shall restate the important lemma that we have been using in the
last two lectures, and proceed to prove this lemma.
• Z ( f ) = Ω, i.e. ∀z ∈ Ω, f (z) = 0; or
Ò Proof
Let z0 ∈ Z ( f )∗ .
On D (z0 , r ), f (z) = ∑∞ n
n=0 cn ( z − z0 ) . Suppose f is not identically
0 on D (z0 , r ). Then ∃m ∈ N, cm 6= 0, ∀ j < m, c j = 0, i.e. f (z) =
cm (z − z0 )m + cm+1 (z − z0 )m+1 + . . ..
Define, in Ω,
f (z)
( z − z0 ) m
z ∈ Ω \ { z0 }
g(z) =
c
m z = z0
100 Lecture 17 Feb 26th 2018 - Analytic Continuity
g ( z ) = c m + c m +1 ( z − z 0 ) + c m +2 ( z − z 0 )2 + . . .
Note that
n o
Z ( f )0 : = a ∈ Z ( f ) : ∃r > 0, D ( a, r ) ⊆ Z ( f )
is open by definition.
WTP [ Z ( f )0 ]∗ ⊆ [ Z ( f )]∗ .
Step 3: Z ( f ) = ∅ or Ω.
Ω is connected
c
=⇒ Ω = Z ( f )0 t Z ( f )0
c
=⇒ Z ( f )0 is open and closed by Step 2
Z ( f )0 = ∅ =⇒ Z ( f )∗ = ∅ by Step 1 =⇒ Z ( f ) = ∅
Z ( f )0 = Ω =⇒ Z ( f ) = Ω by Step 1
Ò Proof
Apply Lemma 19 to the function f − g.
Remark
1. In C, we cannot have two functions sharing a region of points in their
images. (But this is possible in R)
Remark (Recall)
From Cauchy’s Theorem, we know that ∀ f ∈ H (Ω) =⇒ ∀γ ∈ Ω
R
f =
0. We used Goursat’s Theorem, i.e. ∀∆ ∈ Ω ∆ f = 0 to proof this, and
R
Unfortunately for us, that is not true (example needed). But a “par-
tial” converse exists.
Ò Proof
Use the same construction as in Cauchy’s Theorem for Convex Sets to get
an antiderivative F for f , where F ∈ H (Ω), i.e.
Z
F (z) := f (z) dz
[ a,z]
2πi γ z−w
in which shall be called the winding number of γ around w.
1. always an integer;
å Note
γ is compact in C (since it creates a ring from [ a, b] under γ). So for some
disc D, γ∗ ⊆ D. Let Ω ⊃ C \ D, where we note that the contained set
is connected and unbounded. Then Ω contains one unbounded compo-
nent, while other components of Ω are inside D. Therefore, we know that
components in D are bounded.
Ò Proof
1. By definition,
1 dz
Z
Indγ (w) =
2πi γ z−w
Z b 0
1 γ (t) dt
=
2πi a γ(t) − w
Rb γ0 (t) dt
WTS Indγ (w) ∈ Z ≡ a γ(t)−w ∈ 2πiZ.
u γ0 (t) dt
R
Idea: Think of exp a γ(t)−w as a function of u, call it φ(u).
Then we just need to show that φ(b) = 1. We know that φ( a) =
Ra
exp a . . . = 1. This motivates us to find the derivative of φ.
d u γ0 ( t ) dt
Z
φ0 (u) = φ(u) ·
du a γ(t) − w
φ0 (u) γ0 (u)
by FTC =⇒ =
φ(u) γ(u) − w
=⇒ φ0 (u) (γ(u) − w) − γ0 (u)φ(u) = 0
d φ(u)
=⇒ = 0 by quotient rule
du γ(u) − w
φ(b) φ( a) φ(u)
=⇒ = since is a constant function of u
γ(b) − w γ( a) − w γ(u) − w
=⇒ φ(b) = φ( a) = 1 ∵ γ is closed.
PMATH352W18 - Complex Analysis 105
∀w ∈ Ω ∀z ∈ γ∗ ∃ M > 0 |w − z| > M
M2 πε
∀ε > 0 ∃δ = R > 0 ∀ w0 ∈ Ω
γ dz
M
| w − w0 | < δ ∧ | w0 − z | >
2
then
1 dz 1 dz
Z Z
|Indγ (w) − Indγ (w0 )| = −
2πi γ z − w 2πi γ z − w0
1 w − w0
Z
= dz
2π γ (z − w)(z − w0 )
1 w − w0
Z
≤ dz
2π γ (z − w)(z − w0 )
1 2
Z
< δ dz
2π γ M · M
1
Z
= δ dz = ε
M2 π γ
2. Also Indγ (w) takes only integer values, thus it must be constant on
each open connected component1 (why?). 1
We may invoke Lemma 19 but it is,
to an extent, unnecessary for such a
powerful statement.
3. Note that
Z b 0
1 γ (t) dt
|Indγ (w)| =
2π a γ(t) − w
Let w be in the unbounded component in the complement of γ such
that |w| → ∞. Then ∀t ∈ [ a, b], ∃ M > 0 such that
1 1
≤
|γ(t) − w| M
Remark
Note that by 2, we have that ∀w ∈ C0 ,
Rieiθ
Z 2π
1 dz 1 dz 1
Z Z
= = dθ = 1
2πi C z−w 2πi C z − z0 2πi 0 Reiθ
19.1 Singularities
Exercise 19.1.1
∀ a ∈ C, ∃r > 0, ∃ D = D ( a, r ).
f ∈ H ( D \ { a}) ∧ f ( a) is undefined ⇐⇒
Example 19.1.1
e z −1
1. Given f ∈ H (C \ {0}), define f (z) = z . Clearly, z is a singularity.
Consider the function − 1) ∈ H (C). Then we have that the function
(ez
has a power series expansion around z = 0. So ∀z ∈ C,
z2 z3
ez − 1 = z + + +...
2! 3!
108 Lecture 19 Mar 2nd 2018 - Singularities
ez − 1 z z2
= 1+ + +... (19.1)
z 2! 3!
This motivates us to define
e z −1 z ∈ C \ {0}
z
g(z) =
1 z=0
∴ ∃r > 0 ∀z ∈ D (0, r )
g ( z ) = c0 + c1 z + c2 z2 + . . . (19.3)
∀z ∈ C \ {0} zg(z) = 1
Example 19.1.2
1 Theorem 24 (Theorem 9)
Ò Proof
By Analytic Continuation, zeros of f are isolated since f 6≡ 0. So ∃r > 0
such that ∃ D = D (z0 , r ), in which ∀z ∈ D \ {z0 }, f (z) 6= 0.
Since f ∈ H (Ω), ∀z ∈ D,
∞
f (z) = ∑ c k ( z − z0 ) k
k =0
110 Lecture 19 Mar 2nd 2018 - Singularities
∴ f ( z ) = c n ( z − z 0 ) n + c n +1 ( z − z 0 ) n +1 + . . .
= ( z − z 0 ) n [ c n + c n +1 ( z − z 0 ) + . . . ]
| {z }
call this g(z)
Ò Proof
Since f (z0 ) is undefined, set
( z − z )2 f ( z )
0 ∀ z ∈ Ω \ { z0 }
h(z) =
0 z = z0
h ( z ) − h ( z0 ) ( z − z0 )2 f ( z ) 1
lim = lim
z → z0 z − z0 z → z0 z − z0
= 0 by assumption
1
Goes to show that the definition of h is
no foresight.
∴ h0 (z0 ) exists and equals 0. Clearly then that h ∈ H (Ω). So ∃r > 0
such that ∃ D = D (z0 , r ), so that ∀z ∈ D,
h ( z ) = c0 + c1 ( z − z0 ) + c2 ( z − z0 )2 + . . .
written as
h ( z ) = c2 ( z − z0 )2 + c3 ( z − z0 )3 + . . .
= ( z − z0 )2 [ c2 + c3 ( z − z0 ) + . . . ]
Recall 1 Theorem 24
f (z0 ) = 0 =⇒
Ò Proof
1
By 1 Theorem 24, we have = (z − z0 )n g(z), where g is holomor-
f (z)
phic and non-vanishing in a neighbourhood of z0 , so the result follows
with h(z) = g(1z) .
With the above setting, we say that f has a pole of order n at z0 if the
function B has a zero of order n3 3
In laymen terms, "Rate at which f
‘grows’ near z0 ."
If n = 1, then z0 is a simple pole.
c−n c−(n−1) c
f (z) = n
+ n − 1
+ . . . + −1 + G ( z )
( z − z0 ) ( z − z0 ) z − z0
for some G ∈ H ( D ).
Ò Proof
By 1 Theorem 26, write the holomorphic function h as h(z) = a0 +
a1 (z − z0 ) + a2 (z − z0 )2 + . . ., then
1 h
2
i
f (z) = a 0 + a 1 ( z − z 0 ) + a 2 ( z − z 0 ) + . . . .
( z − z0 ) n
114 Lecture 20 Mar 5th 2018 - Singularity (Continued)
Definition 27 (Residue)
In 1 Theorem 27, the coefficient c−1 is called the residue of f at the pole
z0 , denoted Res f (z).
z = z0
1 Theorem 28 (Casorati-Weierstrass)
1. f is a removable singularity at z0 ;
2. ∃m ∈ N, {c j }m m −
j=1 ⊆ C, f ( z ) − ∑ j=1 c j ( z − z0 ) j has a removable
singularity at z0 ; or
Ò Proof
Suppose 3. does not hold, i.e. f ( B0 (z0 , r )) is not dense in C for some
r > 0. Then ∃w ∈ C, ∃δ > 0, such that
f B0 (z0 , r ) ∩ B(w, δ) = ∅
1
Consider g(z) = f (z)−w
for z ∈ B0 (z0 , r ), in which g ∈ H ( B0 (z0 , r )). Plausible since f (z) − w 6= 0.
1
Then | g(z)| ≤ δ for all z ∈ B0 ( z 0 , r ), which implies that
lim (z − z0 ) g(z) = 0
z → z0
Squeeze Theorem
By 1 Theorem 25, g has a removable singularity at z0 , thus we can
extend the function to a function g̃ ∈ H ( B(z0 , r )). From here, we try to
construct a function that extends on f onto the singularity z0 , say, f˜. The
116 Lecture 21 Mar 7th 2018 - Singularity (Continued 2)
1
construction of g̃ satisfies the equation g̃(z)
+ w = f (z) except, possibly,
at z0 .
1
Clearly then g̃ ∈ H ( B0 (z0 , r )). At z0 ,
1
g̃(z0 ) 6= 0 =⇒ ∃r1 > 0 D = D (z0 , r1 ) ∀z ∈ D g̃(z) 6= 0 =⇒ ∈ H (D)
g̃
1
Therefore, g̃ ∈ H ( B(z0 , r ))2 2 1
is the inverse of a non-zero holo-
g̃
morphic function.
1
Since ∀z ∈ B0 (z0 , r ) f (z) = g̃(z)
+ w by construction, we may define
1
f˜(z) = +w
g̃(z)
1
such that f (z0 ) is defined as g̃(z0 )
+ w. By this construction, 1. holds.
Case 2: g̃(z0 ) = 0.
By 1 Theorem 24,
∵ g1 ∈ H B(z0 , r1 ) ∧ g(z0 ) 6= 0, we can repeat the argument as in
Case 1 for g1 to get that g1 ∈ H B(z0 , r1 ) , which implies
1
1
∀ z ∈ B ( z0 , r1 ) = a0 + a1 ( z − z0 ) + . . .
g1 ( z )
1
f (z) − w =
g1 (z)(z − z0 )m
a0 a1 a
= + + . . . + m −1 + a m + a m +1 ( z − z 0 ) + . . .
( z − z 0 ) m ( z − z 0 ) m −1 z − z0
PMATH352W18 - Complex Analysis 117
∴ ∀ z ∈ B0 ( z0 , r1 ),
a0 a
f (z) − − . . . − m −1 = w + a m + a m +1 ( z − z 0 ) . . .
( z − z0 ) m z − z0
Corollary 29
Ò Proof
Suppose not, i.e. 3. of 1 Theorem 28 does not hold. Then either 1., which
implies that z0 is removable, or 2., which implies that z0 is a pole, is true.
This contradicts the assumption that z0 is an essential singularity.
Remark
There are a lot more that are actually true from 1 Theorem 28! Picard
showed that in any such punctured ball B0 (z0 , r ) around the essential sin-
gularity z0 , f takes on every complex value (except possibly one value)
infinitely often.
å Note (Recall)
If f has a pole at z0 , f ∈ H (Ω \ {z0 }), then in some open neighbourhood
120 Lecture 22 Mar 9th 2018 - The Residue Theorem
with G ∈ H ( D ).
1 1
R
where Indγ (z0 ) := 2πi γ z − z0 dz.
Ò Proof
Using notation of Equation (21.1), define g(z) such that
f (z) − ∑k c− j
j =1 ( z − z0 ) j z ∈ Ω \ { z0 }
g(z) :=
c
0 z = z0
g ( z ) = c0 + c1 ( z − z0 ) + . . .
which g(z0 ) agrees with c0 and for any point z ∈ D \ {z0 }, by definition
of g using Equation (21.1). This implies that g ∈ H ( D ) =⇒ g ∈
H ( Ω ).
1
Z
m
dz = F γ(b) − F γ( a) by FTC
γ ( z − z0 )
= 0 since γ is closed.
If m = 1, then
1 1
Z
dz = Indγ (z0 ) by definition
2πi γ z − z0
1
Z
∴ f (z) dz = c−1 Indγ (z0 )
2πi γ
= Res f (z) Indγ (z0 )
z = z0
1. A ∗ = ∅
2. f ∈ H (Ω \ A )
Remark
Holomorphicity ⊆ Meromorphicity (let A = ∅)
23 Lecture 23 Mar 12th 2018
We can generalize 1 Theorem 30 for when there are more than one
pole.
1
Z
∑
f (z) dz = Res f (z) Indγ ( a) (23.1)
2πi γ a ∈A
z= a
| {z }
this is a finite sum
Ò Proof
We will first need to prove that A has only finitely many points.
Since f is meromorphic, the set of poles, A , must not contain its limit
points by definition of meromorphisms, i.e. each of the poles are isolated
singularities and A ∗ = ∅. Let A 0 := { a ∈ A : Indγ ( a) 6= 0}.
Suppose, for contradiction, that A 0 has infinitely many points. Since
the union of γ and its interior is compact, by Bolzano-Weierstrass, any
infinite subset (subsequence, to be exact, but we may simply index the
points in the subset) must converge to a point in the union of γ and its
interior, call it w. Since A 0 is a subset (subsequence) of the union of γ
and its interior, A 0 converges to w. Now since | f (z)| → ∞ and z → a
for all a ∈ A 0 , and since f is continuous since it is meromorphic and
hence holomorphic, we have that | f (z)| → ∞ as z → w. Hence w is a
pole in the interior of γ and is hence in A 0 . In other words, A 0 contains
124 Lecture 23 Mar 12th 2018 - The Residue Theorem (Continued)
its limit points, which contradicts the fact that A 0 ⊆ A does not contain
its limit points. Therefore, there are only finitely many points in A 0 .
where k l is the order of the pole zl . Since we are only concerned with the
poles in the interior of γ, let A 0 := { a ∈ A : Indγ ( a) = 1} =
{z1 , z2 , ..., zn }.
n kl
cl,− j
− ∑ ∑ (z − z ) j ∀z ∈ Ω \ A 0
f ( z )
l
l =1 j =1
g(z) = n km cm,− j
cl,0 − ∑ ∑ z∈A0
j
m =1 j =1 ( z − z m )
m6=l
kl cl,− j n km cm,− j
g(z) = f (z) − ∑ (z − z ) j − ∑ ∑ (z − zm ) j (23.3)
j =1 l m =1 j =1
| {z } m6=l
Az,l | {z }
Bz,l
k cl,− j
For each of the terms in ∑ j=
l
1 (z−zl ) j
, for j ≥ 2, we have that the
1 1
antiderivative of (z−zl ) j
is − ( j−1)(z−z ) j−1 . Thus by the Fundamental
0
Theorem of Calculus, since we are integrating over the closed path γ, the
1
R 1
integral of these terms are 0. When j = 1, since 2πi γ z−z = Indγ ( zl ), l
we have that
n
1
Z
2πi γ
f (z) dz = ∑ cl,−1 Indγ (zl )
l =1
n
= ∑ Res f (z) Indγ (zl )
z=zl
l =1
as required.
γ
f (z) dz = ∑ f (z) dz = ∑ ∑ cl,j (z − zl ) j dz
l = 1 γl l =1 γl j=−k l
This implies the desired result (through a similar proof given in 1 Theorem 30).
Remark
We need Ω to be connected with the interior of γ contained in Ω, i.e. Ω is
126 Lecture 23 Mar 12th 2018 - Applications of Cauchy’s Residue Theorem
simply connected.
Now all the above begs the question: how exactly do we find the
residue of a pole?
which implies
1 d k −1
Res f (z) = a−1 = lim f (z)(z − z0 )k
z = z0 z → z0 (k − 1)! dzk−1
Exercise 23.2.1
R∞ 1
Evaluate − ∞ 1+ x 4 dx.
• use symmetry, decay of function, etc., in the limit (we shall see more
about this later on)
1
Let f (z) = 1+ z4
. The singularities are
π 3π 5π 7π
z4 = −1 =⇒ z = ei 4 , ei 4 , ei 4 , ei 4
1
Z
f (z) dz = Resπ f (z) + Res f (z)
2πi γ z=e
i
4 i 3π
z=e 4
24 Lecture 24 Mar 14 2018
Exercise 24.1.1
R∞ 1
Evaluate I = − ∞ 1+ x 4 dx.
1
Consider the function f (z) = 1+ z4
. Then f has simple poles at α1 =
i π4 i 3π i 5π 7π
e , α2 = e 4 , α3 = e 4 , α4 = e i 4
. Consider the contour Γ R , where R is
large, that consists of an anticlockwise semi-circle CR going from R to − R,
and a straight line from − R to R on the real axis.
1 1
Z
dz = Res f (z) + Res f (z) (24.1)
2πi γ 1 + z4 z = α1 z = α2
R
Z
1 1 1
Z
LHS = dx + dz
2πi −R 1 + x4 CR 1 + z4
1 1
Z Z
dz ≤ dz
CR 1 + z4 CR 1 + z4
1
Z
≤ dz
CR R4 − 1
1
Z
= 4
|dz|
R − 1 CR
1
= 4 · πR
R −1
130 Lecture 24 Mar 14 2018 - Application of Cauchy’s Residue Theorem (Continued)
As R → ∞, we have 1
R
CR 1+ z4 dz → 0, since it is bounded above by πR
R4 −1
that goes to 0.
Therefore,
Z ∞
1 i π
4
dx = 2πi − √ =
−∞ 1+x 2 2 2
Exercise 24.1.2
R∞ sin x
Show that −∞ x dx = π
(Note: This integrand is not absolutely convergent)
sin z 1
If we try f (z) = z on some semi-circle arc CR with | f (z)| ≤ R, then
1 length of CR
Z Z
f (z) dz ≤ |dz| = ≈π
CR CR R R
which means that the decay of the f is insufficient to help us compute our
desired result.
eix −e−ix
Consider sin x = 2i . We then need to show
Z ∞ ix
e − e−ix
I= dx = π
−∞ 2ix
PMATH352W18 - Complex Analysis 131
eiz (iz)2
Let f (z) = z= 1z (1 + iz + 2 + . . .). Thus F has a simple poles at
z = 0 with residue 1.
Im
Figure 24.1: Contour Γ R
CR
Cε
Re
−R −ε ε R
1 eiz
Z
dz = 0
2πi ΓR z
Z −ε ix
eiz
Z R ix
e e eiz
Z Z
=⇒ 0 = dx + dz + dx + dz
−R x Cε z ε x CR z
Note that
eiz
Z π iR(cos θ +i sin θ )
e
Z
dz = Rieiθ dθ
CR z 0 Reiθ
Z π
≤ e− R sin θ dθ
0
Z π Z π
2 − R sin θ
= e dθ + π
e− R sin θ dθ
0 2
Z π
2
=2 e− R sin θ dθ by symmetry
0
2
sin θ ≥ θ
π
2
e− sin θ ≤ e− π θ
Thus
eiz
Z Z π
2 2Rθ
dz ≤ 2 e− π dθ
CR z 0
π 2Rθ π
2 π
=2 − e− π = − e − R −1
2R 0 R
Thus we observe that as R → ∞, RHS → 0.
132 Lecture 24 Mar 14 2018 - Application of Cauchy’s Residue Theorem (Continued)
1 eiz 1
Z
dz = − ,
2πi Cε z 2
Therefore,
−ε eix Z R ix ∞ eix
Z Z
e
lim dx + dx = dx = πi
R→∞ −R x ε x −∞ x
ε →0
Using a similar argument, it can be shown that Work out the similar case as an exercise
πi − (−πi )
=π
2i
as required.
Example 24.1.1
e az
Choose f (z) = 1+ e z . Note that f has one pole at z = iπ. Consider a
rectangle lying on the upper-half side of the plane with its base lying on the
real axis and its top the line 2π.
Im
Figure 24.2: Contour Γ R
2π ΓR
Re
−R R
PMATH352W18 - Complex Analysis 133
1
Z
f (z) dz = Res f (z)
2πi ΓR z=iπ
e az z − iπ
(z − iπ ) · z
= e az · z
1+e e − eiπ
z−iπ
and limz→iπ ez −eiπ
is the inverse of the difference quotient (of first princi-
ples), and is hence eiπ = −1. Therefore
e az
Res f (z) = lim (z − iπ ) · = − lim e az = −e aiπ .
z=iπ z→∞ 1 + ez z→iπ
e az e a( x+2πi)
Z −R Z R
dz = − dx
R 1 + ez − R 1 + e x +2πi
e ax e2πia
Z R
=− dx
− R 1 + e x e2πi
e ax
Z R
= −e2πia dx ∵ e2πi = 1
−R 1 + ex
= −e2πia IR .
Let γr parameterize the vertical path on the right side of the rectangle, i.e.
γr : [0, 2π ] → C such that γr (t) = R + it. Then
e az
Z 2π a( R+ti)
e
Z
dz = dt
γr 1 + ez 0 1 + e R+ti
e aR
Z 2π
≤ dt
1 + eR 0
which goes to 0 as R → ∞ since aR < R for 0 < a < 1. Thus the integral
of the vertical path evaluates to 0. We can perform a similar procedure for
the path on the left and end up with the same result.
IR − e2πia IR = −2πieπia
134 Lecture 24 Mar 14 2018 - Application of Cauchy’s Residue Theorem (Continued)
and so
−2πieπia 2πi π
IR = = πia =
1 − e2πia e − e−πia sin πa
and hence as R → ∞, we have
Z ∞
e ax π
dx =
−∞ 1 + ex sin πa
as required.
25 Lecture 25 Mar 16 2018
So in general,
log f (z) = log | f (z)| + i arg f (z)
f 0 (z)
The derivative of log z is f (z)
, should we expect the same idea ex-
tending from the reals, which is single-valued. Then the integral
f 0 (z)
Z
dz
γ f (z)
fails in general.
136 Lecture 25 Mar 16 2018 - The Argument Principle
• ∀w 6∈ Ω Indγ (w) = 0
• ∀w ∈ Ω \ γ∗ Indγ (w) = 0 or 1
Then
1 f 0 (z)
Z
dz = Z ( f ) ∩ γ0 − A ∩ γ0
2πi γ f (z)
where the zeros and poles are counted by multiplicity.
Ò Proof
(include proof here: use 1 Theorem 31 to CTP).
Example 25.1.1
f0
What are the poles of f ?
f0
f has a simple pole at z0 with residue k.
f0
f has a simple pole at z0 with residue −k.
0
∴ f is meromorphic on Ω =⇒ ff has simple zeros and poles at exactly
the zeros and poles of f with residue equals to the order of zeros of f and
negative of the order of poles of f , respectively.
PMATH352W18 - Complex Analysis 137
• ∀w 6∈ Ω Indγ (w) = 0,
• ∀w ∈ Ω \ γ∗ Indγ (w) = 0 or 1.
If f , g satisfy
∀z ∈ γ∗ | f (z) − g(z)| < | f (z)| ,
then f and g have the same number of zeros on γ∗ (counted with multi-
plicity).
Ò Proof (Idea)
1
R f0 1
R g0
WTS 2πi γ f = 2πi since the result would follow by 1 Theorem 32.
γ g,
1
R h f 0 g0 i
This is equivalent to = γ f − g = 0. By our small argument
2πi
about how a log function should behave in C, observe that we thus have
0
0 0 f
(log f ) − (log g) = log
g
g f
So we wish to get either f or g .
Ò Proof
Given that ∀z ∈ γ∗ , | f − g| < | f |. Note that f 6≡ 0; otherwise we would
have the impossible case of |0 − g| < |0|.
g
∀z ∈ γ∗ 1− <1
f
g
Therefore, ∀z ∈ γ∗ , F = ∈ B(1, 1). Let γ : [ a, b] → C be a
f
parameterization of γ∗ .Consider the function F ◦ γ, which is a closed
path that is contained in B(1, 1). ∵ z = 0 lies outside of F ◦ γ, we have
138 Lecture 25 Mar 16 2018 - The Argument Principle
1 1
Z γ
dz = 0
2πi zF◦
Z b 0
1 F γ(t) γ(t) dt
=⇒ =0
2πi a F γ(t)
1 F 0 (z)
Z
=⇒ dz = 0 by lettingγ(t) = z
2πi γ F (z)
g0 f0
1
Z
=⇒ − dz = 0 (†)
2πi γ g f
g0 f − g f 0
F0 = by Quotient Rule
f2
F0 g0 f − g f 0 f g0 f0
= · = −
F f2 g g f
å Note (Notation)
Let f be a function meromorphic on a region Ω ⊆ C. We write
= Z ( f ) ∩ γ0 − A ∩ γ0
Remark
If all conditions of Rouché’s Theorem hold except that, instead, f & g are
meromorphic on Ω, then if γ∗ contains no poles of f & g then we can con-
clude that N f = Ng
Exercise 26.1.1
Ò Solution
Let γ be the circle |z| = 1, oriented anticlockwise. Let g(z) = P(z), f (z) =
−5z3 1 . Then | f (z)| = 5z3 = 5, and 1
We pick the dominant term in P for f
| f (z) − g(z)| = z8 + z − 2
To get the zeros for |z| ≤ 1, change γ to be on |z| = 1 + ε for some ε > 0
140 Lecture 26 Mar 19 2018 - The Argument Principle (Continued)
Definition 30 (Monomial)
Ò Proof
Without loss of generality, assume that the polynomial is monic (divide
the polynomial by the leading coefficient if necessary). Take
g ( z ) = z n + a n −1 z n −1 + . . . + a 1 z + a 0
a1 ∈ C for i ∈
with n o [1, n − 1] ⊂ N. Let γ be the circle |z| = R >
n −1
max ∑ j=0 a j , 1 2 , oriented anticlockwise. Let f (z) = zn . Then 2
This is chosen from the later part of
the proof
| f (z)| = Rn on γ. We also have
≤ | a n −1 | R n −1 + . . . + | a 1 | R + | a 0 |
≤ (| an−1 | + . . . + | a1 | + | a0 |) Rn−1
< Rn
PMATH352W18 - Complex Analysis 141
Exercise: Show that these are the only zeros of g(z), using factoriza-
tion of polynomials in the ring C[z].
Suppose not, i.e. say g has m 6= n zeros. If m > n, then that would
imply that deg g = m, which Eassumption. If m < n, then we can write
Corollary 34
Ò Proof
Let w0 = f (z0 ) for some z0 ∈ Ω ⊆ C. Let d > 0.
0
WTS w0 ∈ f B(z0 , δ) .
142 Lecture 26 Mar 19 2018 - The Argument Principle (Continued)
|w − w0 | < ε =⇒ Z ( G ) ∩ γ0 6= ∅
=⇒ w ∈ f B(z0 , δ)
0
=⇒ w0 ∈ f B(z0 , δ)
Let f (z) = ∑∞ n
n=0 z for | z | < 1. We want to analytically continue f onto
C if possible.
ez = 1 ⇐⇒ z ∈ 2πiZ
144 Lecture 27 Mar 21 2018 - Simply Connected Domains
As such, we would like to restrict the domain (why?) for the expo-
nential function. That begs the question: what is the natural domain
on which log z lives for z ∈ C?
and ∀t ∈ [ a, b],
Exercise 27.2.1
1. C is simply connected.
2. C \ {z = x + iy : x ≤ 0, y = 0} is simply connected.
å Note
I will temporarily use ∼ to represent homotopy, since it is an equivalence
relation.
H1 (s, t) = γt (s)
H2 (s, q) = γq (s)
Then γ0 ∼ γ2 .
Ò Proof
1. The proof can be completed using the method used in proving Cauchy’s
Theorem for Convex Sets if we define Log as follows:
∀ z ∈ Ω ∃ w 0 ∈ C e w0 = z 0
where the integral is over any path between the points z0 and z in Ω.
From here, use the proof provided in Cauchy’s Theorem for Convex
Sets to complete the proof.
1 − Log z
∀z ∈ Ω G 0 (z) = e− Log z − z · ·e =0
z
∴ G 0 ≡ 0 in Ω. ∵ G ∈ H (Ω), we may write G as a power series, and
since G 0 ≡ 0 on Ω, we have that G (z) = G (z0 ) in a neighbourhood of
a chosen center z0 ∈ Ω, say with radius r0 > 0. Therefore
∃ c ∈ C ∀ z ∈ B ( z0 , r0 ) G ( z ) = c
G (z0 ) = e− Log z0 · c0
= e−w0 · z0 ∵ Equation (†)
z
= w0 = 1 ∵ ew0 = z0
e 0
z−0 1
Log r = w0 + dw
r w
Z 1 Z r
1 1
= w0 + dw + dw
z0 w 1 w
Z 1 Z r
1 1
= w0 + dw + dt
z w t
| {z0 } | 1 {z }
Log 1 by Equation (†) log r −log 1=log r
where we choose the straight line [1, r ] as the path for the 3rd term in
the last line. Therefore we have
as required.
å Note
If we choose z0 = 1 and w0 = 0, then Log 1 = 0, and hence Log r =
log r for any r ∈ R+ with [1, r ] ⊆ Ω.
PMATH352W18 - Complex Analysis 149
To see this, pick the straight line path from 1 to r, and then any
path from r to z = reiθ
Im
Re
0 1 r
Then
ireit
Z z Z r
1 1
Z π
dw = dt + dt
1 w 1 t 0 reit
= log r + iθ
Exercise 28.2.1
2πi
Let z1 = e 3 , then, using the Principal Branch, Log z1 = i 2π
3 . But note
that Log(z21 ) 6= i 4π
3 . Instead, since
4πi 2πi
z21 = e 3 = e− 3
2π
Log(z21 ) = −i
3
Remark
For the Principal Branch of the logarithm, the following Taylor expansion
holds:
For |z| < 1,
z2 z3
log(1 + z) = z − + −...
2 3
∞
(−1)n+1 zn
= ∑
n =1
n! n
F (z) = − log(1 − z)
∞
zn
G (z) = ∑ n.
n =1
1
F 0 (z) = = G 0 (z)
1−z
which hence implies that
( F − G )0 ≡ 0
=⇒ F − C = c for some c ∈ C
Gamma Function
For s ∈ R+ , we define
Z ∞
dt
Γ(s) = e−t ts
0 t
where
Z ∞
: the integral over a locally compact topological group R+
0
−t
e : additive character of R+ (homomorphism from (R+ , +) to R)
ts : multiplicative character of R+ (homomorphism from (R+ , ·) to R)
dt
: Haar measure for R+ (invariant under multiplication)
t
Exercise 29.1.1
R∞
The integral 0 e−t ts dtt converges for s > 0. Prove this.
152 Lecture 29 Mar 26 2018 - Examples for Analytic Continuation
å Note (Euler)
Euler observed that
Z ∞
dt
Γ ( n + 1) = e − t t n +1
0 t
Z ∞
= e−t tn dt
0
∞ Z ∞
= − tn e−t +n e−t tn−1 dt by IBP
0 0
= nΓ(n)
..
.
= n ( n − 1) . . . 2 · 1 · Γ (1)
R∞
and since Γ(1) = 0 e−t dt = 1, we have that
Γ(n + 1) = n!
Remark
Euler observed that Γ(s) is a continuous and differentiable function of s that
interpolates the factorials.
å Note
1. Γ(s) is holomorphic for Re s > 0
R∞
• It can be shown that 0 e−t ts dtt converges for Re s > 0
Γ ( s + 1)
Γ(s) =
|{z} s }
defined for Re s>0
| {z
defined for Re s>−1
PMATH352W18 - Complex Analysis 153
Γ ( s + 1)
Γ(s) =
s
It is noteworthy that this definition agrees with our original definition
of Γ due to Equation (†).
Q: What happens at s = 0?
Consider Equation (†), with s → 0+ . Then
Γ ( s + 2)
Γ(s) =
s ( s + 1)
Any entire function f (z) without any zeros has the form Ae g(z) where g
is some entire function and A ∈ C is some constant.
154 Lecture 29 Mar 26 2018 - Characterizing Logarithms
f (z) = Ae g(z)
Ò Proof
Note
f0
f ∈ H (C) =⇒ f 0 ∈ H (C) ∧ Z ( f ) = ∅ =⇒ ∈ H (C)
f
Choose
f 0 (z)
g0 (z) = = c0 + c1 z + c2 z2 + . . .
f (z)
where {c j } j∈Z≥0 ⊆ C1 . 1
g can be obtained by term-wise inte-
f0
gration of the Taylor series for f
Consider F (z) = f ( z ) e− g(z) . Then ∀z ∈ C,
F 0 ( z ) = f 0 ( z ) e− g(z) − f ( z ) g0 ( z ) e− g(z)
f 0 ( z ) − g(z)
= f 0 ( z ) e− g(z) − f ( z ) e
f (z)
=0
C ∀ z ∈ C F ( z ) ≡ A2 . 2
By considering the Taylor series for F
∴ ∀z ∈ C f (z) = Ae g(z) .
f
∈ H (C)
is an entire function and has zeros at exactly A f . Then h
f
with Z( h )= ∅ on C. Then by 1 Theorem 38, ∃ g, some entire
function, and A ∈ C some constant, such that,
f
= Ae g =⇒ f (z) = Ah(z)e g(z)
h
N
∏
PN = 1 + uj
j =1
∞
∏
lim PN = 1 + uj
N →∞
j =1
With {u j }∞
j=1 being a sequence in C, let
N
∗
∏
PN = 1 + uj .
j =1
Then
∗ ≤ exp
1. PN ∑N
j =1 u j
∗ − 13
2. ∀ N ∈ N | PN − 1| ≤ PN 3 ∗ ≥1
Note that PN
Ò Proof
1. Note that ∀ x > 0 1 + x ≤ e x . Thus
N
∗
∏
PN = 1 + uj
j =1
N
≤ ∏ exp ( u j )
j =1
!
N
= exp ∑ uj
j =1
PN − 1 = 1 + u1 − 1 = u1
∗
PN − 1 = 1 + | u1 | − 1 = | u1 | .
For N + 1, we have
| PN +1 − 1| = | PN (1 + u N +1 ) − 1|
= | PN (1 + u N +1 ) − (1 + u N +1 ) + (1 + u N +1 ) − 1|
= |( PN − 1)(1 + u N +1 ) + u N +1 |
≤ | PN − 1| |1 + u N +1 | + |u N +1 | By Triangle Inequality
≤ ( PN∗ − 1)(1 + |u N +1 |) + |u N +1 | By IH
= PN∗ (1 + |u N +1 |) − (1 + |u N +1 |) + |u N +1 |
= PN∗ +1 − 1
Remark
∗ are replaced by
Lemma 39 continues to hold if PN , PN
N
PN,M = ∏ (1 + u j )
j = M +1
N
∗
PN,M = ∏ (1 + u j )
j = M +1
respectively, where N ≥ M + 1.
Suppose that ∑∞ ∞
n=1 | un | converges. Then ∏n=1 (1 + un ) converges.
Moreover, ∏∞
n=1 (1 + un ) converges to zero iff un0 = −1 for some
n0 ∈ N.
Ò Proof
Let PN = ∏nN=1 (1 + un ).
!
M
| PM − PN | = PN ∏ (1 + u j ) − 1
j = N +1
M
= | PN | ∏ (1 + u j ) − 1
j = N +1
M
≤ | PN | ∏ (1 + u j ) − 1 By 2 of Lemma 39
j = N +1
!
M
≤ | PN | exp ∑ uj − 1 By 1 of Lemma 39
j = N +1
! !
M
≤ ∗
PN exp ∑ uj −1 .
j = N +1
Thus ∀ε > 0, ∵ ∑∞
j=1 u j < ∞ by assumption, we can choose an
PMATH352W18 - Complex Analysis 159
M
∑ u j < ε5
j = N +1
| PM − PN | ≤ PN∗ (eε − 1)
Note that
!
N
PN ≤ exp ∑ uj By 1 of Lemma 39
j =1
Ò Proof (Continued)
Note that in the earlier part of the proof, we showed that
! !
M
| PM − PN | ≤ | PN | exp ∑ uj −1 (31.1)
j = N +1
| PM | = | PM − PN + PN | ≥ || PM − PN | − | PN || .
Thus
| PN | − PM − PN ≥ | PN | (1 − (eε − 1))
= | PN | (2 − eε ).
| PM | ≥ || PN | − | PM − PN || ≥ | PN | (2 − eε ) (31.2)
Now to prove the iff statement: Suppose that the infinite product con-
verges to 0. Let M → ∞ and fix N0 from above to be sufficiently large.
Then for Equation (31.2), LHS → 0 as M → ∞. Thus RHS → 0 as
well, and we thus have that, in the limit, PN0 (2 − eε ) = 0 and hence
PN0 = 0. But since PN0 is a finite product, there must ∃n0 ∈ N such
162 Lecture 31 Apr 02 2018 - Infinite Products (Continued)
The converse is trivially true: suppose that ∃n0 ∈ N such that un0 =
−1. Then we have that (1 − un0 ) = 0 and hence the product is 0.
Remark
To apply 1 Theorem 40 to a sequence of functions {un (z)} in some region
Ω ⊆ C, we need ∑ un (z) to converge absolutely and uniformly1 . 1
No dependence on z, which is part of
the definition of uniform convergence.
We define ζ (s) = ∑∞ 1
n=1 ns for Re ( s ) > 1. This function is the well-
known Riemann Zeta Function
Remark
1. The series ∑∞
n =1
1
ns is absolutely convergent for Re (s) > 1.
(History) Euler looked at the series with real numbers first. It was
not until Riemann extended the function to become a function with
complex variables that the series became well-known, and hence
Riemann’s name is prepended to the function instead of Euler.
Ò Proof
Fix s with Re (s) > 1. Then ζ (s) = ∏∞
n=1 (1 + un ) with
0 if n 6= p prime
un =
1 1
ps + p2s
+ . . . if n = p prime
1
For each s, we have that each of the sums + p12s + . . . converges
ps
absolutely for Re (s) > 1. Also, ∑∞
n=1 un converges absolutely and
uniformly for Re (s) > 1. 6 6
These two statements are not too hard
to make reliable heuristics to make
Basically, we can apply 1 Theorem 40. So sense that they are true.
Define: ∀n ∈ N
z2 z3 zn
Pn (z) := z + + +...+
2 3 n
En (z) := (1 − z) exp ( Pn (z))
Observe that
Ò Proof
Note that
zn − 1
En0 (z) = (1 − z) exp ( Pn (z)) · − exp ( Pn (z))
z−1
= −zn exp ( Pn (z))
( Pn (z))2
exp ( Pn (z)) = 1 + Pn (z) + +....
2!
Since the power/Taylor expansion of Pn (z) has non-negative and real
coefficients, so does exp ( Pn (z)). Therefore, we have
Therefore,
∞
c m m +1 c n n +1
1 − En (z) = ∑ m+1
z =
n+1
z +...,
m=n
PMATH352W18 - Complex Analysis 167
Let φn (z) := = ∑∞
1− En (z) k
k =0 bk z , where as defined, we have that
z n +1
b0 6= 0 and ∀k ∈ N bk ≥ 0. By the Triangle Inequality, and since
|z| ≤ 1, we have that
∞ ∞ ∞
1 − En (z)
z n +1
= ∑ bk z k ≤ ∑ bk z k ≤ ∑ (|bk | · 1)
k =0 k =0 k =0
∞
1 − En (1)
= ∑ bk = φn (1) = 1
= 1.
k =0
|1 − En (z)| ≤ |z|n+1
Ò Proof
Let R > 0 and Ω = D (0, R) ⊆ C. Let z ∈ Ω. ∵ | an | → ∞,
∃ N0 > 0 ∀n ≥ N0 | an | ≥ 2R. Note
∞ ∞
z z
∏ E = ∏ 1 + E − 1
n n
a a
n= N0 n n= N0 n
| {z }
call this un (z)
have that ∀n ≥ N0 ∧ ∀z ∈ Ω,
n +1
z z z 1
≤ 1 =⇒ En −1 ≤ ≤
an an an 2n +1
m −1
∑
| fm − fn | = 1 + u j (z)
j=n
m −1
∑
≤ 1 + u j (z) by 2 of Lemma 39
j=n
m −1
≤ exp ∑ u j (z) by 1 of Lemma 39
j=n
So ∀ε > 0, since ∑∞
j=1 | un ( z )| converges, ∃ N0 > 0 ∀ m > n ≥ N0 , such
4 4
choose an N0 different from the earlier
N0 if necessary
that
m −1
∑ |un (z)| ≤ ε
j=n
and hence
| f m − f n | ≤ eε ,
thus satisfying the Cauchy criterion and hence showing that the infinite
product is uniformly convergent.
Exercise We now need to show that the infinite product is a holomor- A more complete statement and proof
of this statement is available in Stein &
phic function on Ω. Note that by construction of En , it has no poles, and
Shakarchi’s Complex Analysis (Chapter
in C that is
is entire. Note that we have that the { f n }n∈N is a sequence 2, Section 5.2, Theorem 5.2).
uniformly convergent to the function f (z) = ∏∞ n=1 En an in Ω. Let
z
∞
!
z z
∏ Ej a j = 0 ⇐⇒ En an = 0 for some n ≥ N0 ,
j= N 0
Therefore,
∞
!
z z
∏ EN aj
= 0 ⇐⇒ En
an
= 0 ⇐⇒ z = an
j =1
Z ( f ) = { an } ∩ Ω,
Example 32.1.1
Construct an entire function with simple zeros at z = 0, ±1, ±2, ..., i.e.
z ∈ Z.
Note that sin(πz) is entire and has simple zeros at exactly z ∈ Z. Then
sin(πz)
has no zeros or poles ∀z,
f (z)
and therefore by 1 Theorem 38, ∃ g ∈ H (C), such that
sin(πz)
= e g(z) .
f (z)
sin(πz) = πz ∏ 1− 2
n =1 n
and hence
∞
z2
sin(πz)
f (z) = ∏ 1−
n2
=
π
.
n =1
33 Index