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Complex Analysis
Math 534 Autumn 2009 Donald E. Marshall

If you are not in my class, you are still welcome to view these notes. My only requirement is that you send me any typos you observe or suggestions for improvement you might have. The homeworks are given at the end of these Notes. Additional information is available from our course web page: http://www.math.washington.edu/marshall/math534-09.html For example, there is a link to a matlab program for viewing analytic functions. There are also links to color pictures (from an older version of the matlab program) along with some homework questions related to the pictures. These notes are subject to change during the quarter.

ii

PREFACE

This course is a three quarter graduate level introduction to complex analysis. There are four points of view for this subject due primarily to Cauchy, Weierstrass, Riemann and Runge. Cauchy thought of analytic functions in terms of a complex derivative and through his famous integral formula. Weierstrass instead stressed the importance of power series expansions. Riemann thought of analytic functions as locally rigid mappings from one domain to another, a more geometric point of view. Runge showed that analytic functions are nothing more than limits of rational functions. The seminal modern text in this area was written by Ahlfors, Complex Analysis, which stresses Cauchys point of view. One aspect of the rst year course in complex analysis is that the material has been around so long that some very slick and elegant proofs have been discovered. The subject is quite beautiful as a result, but some theorems then may seem mysterious. Ive decided instead to start with Weierstrasss point of view for local behavior. Power series are elementary and give you many non-trivial functions immediately. In many cases it is a lot easier to see why certain theorems are true from this point of view. For example, it is remarkable that a function which has a complex derivative actually has derivatives of all orders. On the other hand, the derivative of a power series is just another power series and hence has derivatives of all orders. Cauchys theorem is a more global result concerned with integrals of analytic functions. Why integrals of the form
1 za dz

are important in

Cauchys theorem is very easy to understand using partial fractions for rational functions. So we will use Runges point of view for more global results: analytic functions are simply limits of rational functions. As a dydactic device we will use the term analytic for local power series expansion and holomorphic for possessing a continuous complex derivative. We will of course prove that these concepts (and several others) are equivalent eventually, but in the early chapters the reader should be alert to the dierent denitions. The connection between analytic and harmonic functions is deferred until much later in the course. The emphasis in the beginning is to view analytic functions as behaving like polynomials. iii

iv Prerequisites You should be on friendly terms with the following concepts. If you have only seen the corresponding proofs for real numbers and real-valued functions, check to see if the same proofs also work when real is replaced by complex, after reading the rst two sections of Chapter I. If many of the concepts below are new to you, then I would recommend that you rst take a senior level analysis class. Let {an } , {bn } be sequences of real numbers and let {fn } be a sequence of n=0 n=0 real-valued functions dened on some interval I R. 1. {an } converges to a 2. Cauchy sequence 3. 4. an converges, converges absolutely (Notation: an converges implies an 0, but not conversely. lim inf n an |an | < ) (Notation: an a) version.

5. lim supn an ,

6. ratio test, comparison test, Weierstrass M-test, root test 7. Rearranging absolutely convergent series gives the same sum, but a similar statement does not hold for for conditionally convergent series. 8. If
n=0 n=0 bn

an = A and

= B then

A+B =
n=0

(an + bn )

cA =
n=0

can .
n k=0

If

an converges absolutely and cn = AB =

ak bnk then

cn .
n=0

9.

an,k =
n=0 k=0 k=0 n=0

an,k

provided at least one sum converges absolutely.

Prerequisites 10. Continuous function, uniformly continuous function 11. fn (x) f (x) pointwise, fn (x) f (x) uniformly. 12. Uniform limit of a sequence of continuous functions is continuous. 13. If fn f uniformly on a bounded interval I then lim
I

fn (x)dx =
I

lim fn (x)dx =
I

f (x)dx

14. Corollary:

fn (x)dx =
n=0 I I n=0

fn (x)dx,

if the partial sums of

fn converge uniformly on the bounded interval I.

15. open set, closed set, connected set, compact set, metric space. 16. f continuous on a compact set X implies f is uniformly continuous on X. 17. X Rn is compact if and only if it is closed and bounded. 18. A metric space X is compact if and only if every innite sequence in X has a limit point in X. (This can fail if X not a metric space) 19. If f is continuous on a connected set U , then f (U ) is connected. If f is continuous on a compact set K then f (K) is compact. 20. A continuous real-valued function on a compact set has a maximum and a minimum. 21. Greens theorem. You should look at the proof you learned (if in fact you saw a proof) and gure out exactly what the hypotheses are for that version. Many undergrad books prove a special case, then wave their hands. All of the above can be found in the undergraduate text Rudin, Principles of Mathematical Analysis as well as many other sources. Items #15 -#20 are also in Ahlfors, Complex Analysis, Chapter 3 section 1 (pages 50-61).

vi

I Preliminaries 1. Complex Numbers. The complex numbers C consist of pairs of real numbers: {(x, y) : x, y R}.

The complex number (x, y) can be represented geometrically as point in the plane R2 , or

viewed as a vector whose tip has coordinates (x, y) and whose tail has coordinates (0, 0). The complex number (x, y) can be identied with another pair of real numbers (r, ), called the polar coordinate representation. The line from (0, 0) to (x, y) has length r and forms an angle with the positive x-axis. The angle is measured by using the distance along the corresponding arc of the circle of radius 1 (centered at (0, 0)). By similarity, the length of the subtended arc on the circle of radius r is r.

(x, y) r x r 1

Figure I.1 Cartesian and polar representation of complex numbers.

Conversion between these two representations is given by x = r cos , and r= x2 + y 2 , tan = y . x y = r sin

Care must be taken to nd from the last equality since many angles can have the same tangent. However, consideration of the quadrant containing (x, y) will give a unique [0, 2), provided r > 0 (we do not dene when r = 0). 1

I. Preliminaries Addition of complex numbers is dened coordinatewise: (a, b) + (c, d) = (a + c, b + d),

and can be visualized by vector addition. (a, b) (c, d)

(a + c, b + d)

Figure I.2 Addition. Multiplication is given by: (a, b) (c, d) = (ac bd, bc + ad) and can be visualized as follows: The points (0, 0), (1, 0), (a, b) form a triangle. Construct a similar triangle with corresponding points (0, 0), (c, d), (x, y). Then it is an exercise in high school geometry to show that (x, y) = (a, b) (c, d). By similarity, the length of the product is the product of the lengths and angles are added. (a, b) (c, d) (c, d) (a, b) (0, 0) (1, 0)

Figure I.3 Multiplication. The real number t is identied with the complex number (t, 0). With this identication, complex addition and multiplication is an extension of the usual addition and multiplication of real numbers. For conciseness when t is real, t(x, y) means (t, 0) (x, y) = (tx, ty). The additive identity is 0 = (0, 0) and (x, y) = (x, y). The multiplicative identity is 1 = (1, 0) and the multiplicative inverse of (x, y) is (x/(x2 + y 2 ), y/(x2 + y 2 )). It

1: Complex Numbers multiplication hold, as does the distributive law.

is a tedious exercise to check that the commutative and associative laws of addition and

The notation for complex numbers becomes much easier if we use a single letter instead of a pair. It is traditional, at least among mathematicians, to use the letter i to denote the complex number (0, 1). If z is the complex number given by (x, y), then because (x, y) = x(1, 0) + y(0, 1), we can write z = x + yi. If z = x + iy then the real part of z is Rez = x and the imaginary part is Imz = y. Note that i i = 1. We can now just use the usual algebraic rules for manipulating complex numbers together with the simplication i2 = 1. For example, z/w means multiplication of z by the multiplicative inverse of w. To nd the real and imaginary parts of the quotient, we use the analog of rationalizing the denominator: (x + iy)(a ib) xa i2 yb + iya ixb xa + yb ya xb x + iy = = = 2 + 2 i. 2 + b2 2 a + ib (a + ib)(a ib) a a +b a + b2

Here is some additional notation: if z = x + iy is given in polar coordinates by the pair (r, ) then |z| = r = x2 + y 2

called the modulus or absolute value of z. Note that |z| is the distance from the complex number z to the origin 0. The angle is called the argument of z and written = arg z. The most common convention is that < arg z , where positive angles are measured counter-clockwise and negative angles are measured clockwise. The complex conjugate of z is given by z = x iy. The complex conjugate is the reection of z about the real line R.

4 It is an easy exercise to show

I. Preliminaries

|zw| = |z||w| |cz| = c|z| if c > 0, z/|z| has absolute value 1, zz = |z|2 , Rez = (z + z)/2, Imz = (z z)/(2i), z + w = z + w, zw = z w, z = z, |z| = |z|, arg zw = arg z + arg w modulo 2, modulo 2. arg z = arg z = 2 arg z sides of the equality is an integer multiple of 2. The identity a + (z a) = z expressed in vector form shows that z a is (a translate of) the vector from a to z. Thus |z a| is the length of the complex number z a but it is also equal to the distance from a to z. The circle centered at a with radius r is given by {z : |z a| = r} and the disk centered at a of radius r is given by {z : |z a| < r}. The open disks are the basic open sets generating the standard topology on C. We will use T to denote the unit circle, T = {z : |z| = 1}, and use D to denote the unit disk, D = {z : |z| < 1}. Complex numbers were around for at least 250 years before good applications were found. Cardano discussed them in his book Ars Magna (1545). Beginning in the 1800s,

The statement modulo 2 means that the dierence between the left and right hand

2: Estimates

and continuing today, there has been an explosive growth in their usage. Now complex numbers are very important in the application of mathematics to engineering and physics. It is a historical ction that solutions to quadratic equations forced us to take complex numbers seriously. How to solve x2 = mx + c has been known for 2000 years and can be visualized as the points of intersection of the standard parabola y = x2 and the line y = mx + c. As the line is shifted up or down by changing c, it is easy to see there are two, or one, or no (real) solutions. The solution to the cubic equation is where complex numbers really became important. A cubic equation can be put in the standard form x3 = 3px + 2q, by scaling and translating. The solutions can be visualized as the intersection of the standard cubic y = x3 and the line y = 3px + 2q. Every line meets the cubic, so there will always be a solution. By formal manipulations, Cardano showed that a solution is given by: x = (q + q 2 p3 ) 3 + (q
1 1

q 2 p3 ) 3 .

Bombelli pointed out 30 years later that if p = 5 and q = 2 then x = 4 is a solution, but q 2 p3 < 0 so the above solution doesnt make sense. His wild thought was to use complex numbers to understand the solution: x = (2 + 11i) 3 + (2 11i) 3 . He found that (2 i)3 = 2 11i and so the above solution actually equals 4. In other words, complex numbers were used to nd a real solution. 2. Estimates. Here are some elementary estimates which the reader should check:
1 1

|z| Rez |z| |z| Imz |z| and |z| |Rez| + |Imz|. Perhaps the most useful inequality in analysis is the

6 Triangle inequality.

I. Preliminaries

|z + w| |z| + |w|, and |z + w| |z| |w| . The associated picture perhaps makes this result clear:

z+w z

Figure I.4 Triangle inequality

Analysis is used to give a more rigorous proof of the triangle inequality (and it is good practice with the notation weve introduced): Proof.

|z + w|2 = (z + w)(z + w) = zz + wz + zw + ww = |z|2 + 2Re(wz) + |w|2 |z|2 + 2|w||z| + |w|2 = (|z| + |w|)2 .

To obtain the second part of the triangle inequality: |z| = |z + w + (w)| |z + w| + | w| = |z + w| + |w| and by subtracting |w|, |z| |w| |z + w|, and switching z and w: |w| |z| |z + w|,

2: Estimates so that |z| |w| |z + w|.

These estimates can be used to prove that {zn } converges if and only if both {Rezn } and {Imzn } converge. The series an is said to converge if the sequence of partial sums
m

Sm =
n=1

an |an | converges. A series is said to

converges, and the series converges absolutely if

diverge if it does not converge. Absolute convergence implies convergence because Cauchy sequences converge. We sometimes write |an | < to denote absolute convergence an is absolutely convergent

because the partial sums are increasing. It also follows that if and only if both Rean and partial sum and the (n 1)st partial sum, if series, the converse statement is false. Another useful estimate is the Cauchy-Schwarz inequality.
n j=1 n

Iman are absolutely convergent. By comparing the nth an converges then an 0. As with real

a j bj

j=1

|aj |

1 2

n j=1

|bj |

1 2

If v and w are vectors in Cn , the Cauchy-Schwarz inequality says that | v, w | ||v||||w||, where the left side is the absolute value of the inner product and the right side is the product of the lengths of the vectors. Proof. 0 = 1 2 1 2

j=1 i=1 n n j=1 i=1

|ai bj aj bi |2 |ai |2 |bj |2 + |aj |2 |bi |2 ai bj aj bi ai bj aj bi

=
i=1

|ai |

2 j=1

|bj |

a i bi
i=1 j=1

a j bj

8 Thus
n j=1

I. Preliminaries
2 n j=1 n

a j bj

|aj |

2 j=1

|bj |2 .

The proof above also gives the error 1 2

j=1 i=1

|ai bj aj bi |2 ,

and so equality occurs if and only if ai = cbi for all i and some (complex) constant c, or bi = 0 for all i. The reader can use Riemann integration to deduce the following, which is also called the Cauchy-Schwarz inequality. Corollary. If f and g are continuous complex-valued functions dened on [a, b] R then
b a b
1 2

b a

1 2

f (t)g(t)dt

|f (t)|2 dt

|g(t)|2 dt

This corollary can also be proved directly by expanding

|f (x)g(y) f (y)g(x)|2dxdy

(2.1)

in a similar way, giving a proof for f, g L2 . Moreover, the error term is half of the integral (2.1) and equality occurs if and only if f = cg, for some constant c, or g is identically zero.

3: Stereographic Projection 3. Stereographic Projection.

A component of Riemanns point of view of functions as mappings is that is like any other complex number. But we cannot extend the denition of complex numbers to include and still have the usual laws of arithmetic hold. However, there is another picture of complex numbers that can help us visualize this idea. The picture is called stereographic If z = x + iy, let z be the unique point on the unit sphere in R3 which also lies on the line from the North Pole (0, 0, 1) through (x, y, 0). Thus z = (x1 , x2 , x3 ) = (0, 0, 1) + t[(x, y, 0) (0, 0, 1)]. N = (0, 0, 1) (x1 , x2 , x3 ) projection. We identify the complex numbers with the plane {(x, y, 0) : x, y R} in R3 .

(x, y, 0)

Figure I.5 Stereographic projection.

Then |z | = which gives t= where 0 < t 2, and z = 2y x2 + y 2 1 2x . , 2 , 2 x2 + y 2 + 1 x + y 2 + 1 x + y 2 + 1 2 , x2 + y 2 + 1 (tx)2 + (ty)2 + (1 t)2 = 1,

The reader is invited to nd z = x + iy from z = (x1 , x2 , x3 ). The sphere is sometimes called the Riemann sphere and is denoted S 2 or C . It is an explicit one-point compactication of the complex plane. The North Pole corresponds to .

10

I. Preliminaries

Theorem 3.1. Under stereographic projection, circles and straight lines in C correspond precisely to circles on S 2 = C . Proof. A circle on S 2 is the intersection of a plane with the sphere. Indeed a circle determines a plane. Conversely the sphere is invariant under rotation about the normal direction to a plane P , so that the intersection of the sphere and the plane must be a circle. If the plane is given by Ax1 + Bx2 + Cx3 = D and if (x1 , x2 , x3 ) corresponds to (x, y, 0) under stereographic projection then 2y x2 + y 2 1 2x +B 2 +C = D. A 2 x + y2 + 1 x + y2 + 1 x2 + y 2 + 1 Thus (C D)(x2 + y 2 ) + 2Ax + 2By = C + D. If C = D, then this is the equation of a line, and all lines can be written this way. If C = D, then by completing the square, we get the equation of a circle, and all circles can be put in this form. So we will consider a line in C as just a special kind of circle. The sphere S 2 inherits a topology from the usual topology on R3 generated by the balls in R3 . Corollary 3.2. The topology on S 2 induces the standard topology on C via stereographic projection, and moreover a basic neighborhood of is of the form {z : |z| > r}. For later use, we note that the chordal distance between two points on the sphere induces a metric on C which is given by (z, w) = |z w | = This metric is bounded (by 2). 2|z w| .

1 + |z|2

1 + |w|2

II Analytic Functions

0. Polynomials. This course is about complex-valued functions of a complex variable. We could think of such functions in terms of real variables as maps from R2 into R2 given by f (x, y) = (u(x, y), v(x, y)), and think of the graph of f as a subset of R4 . But the subject becomes more tractable if we use a single letter z to denote in the independent variable and write f (z) for the value at z, where z = x + iy and f (z) = u(z) + iv(z). For example f (z) = z n is much simpler to write (and understand) than its real equivalent. Here z n means the product of n copies of z. The simplest functions are the polynomials in z: p(z) = a0 + a1 z + a2 z 2 + . . . + an z n , (0.1)

where a0 , . . . , an are complex numbers. If an = 0, then we say that n is the degree of p. Note that z is not a (complex) polynomial, and neither is Rez or Imz. Lets take a closer look at linear or degree 1 polynomials. For example if b is a (xed) complex number, then g(z) = z + b translates, or shifts, the plane. If a is a (xed) complex number then h(z) = az 11

12

II. Analytic Functions

can be viewed as a rotation and dilation. To see this, by Chapter I and Homework problem I.3, write z = rei where r = |z| > 0 and = arg z (, ]. Similarly, write a = Aei , where a > 0. Then h(z) = Arei(+) so that h rotates the point z by the angle and dilates, or scales, by a factor of A. A linear function f (z) = az + b can then be viewed as a dilation and rotation followed by a translation. Equivalently, writing f (z) = a(z + b/a) we can view f as a translation followed by a rotation and dilation. Another instructive example is the function p(z) = z n = r n ein . Each pie slice Sk = {z : arg z k = 0, . . . , n 1 is mapped to a slit disk {z : |z| < r n } \ (r n , 0). Angles between straight line segments issuing from the origin are multiplied by n and for small r, the size of the image disk is much smaller than the radius of the pie slice. See Figure II.1 zn 0 r r n 0 k 2k } {z : |z| < r}, < n n

Figure II.1 The power map. The function k(z) = b(z z0 )n can be viewed as a translation by z0 , followed by the power function, and then a rotation and dilation. To put it another way, k translates

1: Power Series dilation and rotation by b.

13

a neighborhood of z0 to the origin, then acts like the power function z n , followed by a

To understand the local behavior of a polynomial (0.1) near a point z0 , rewrite it in the form p(z) = p(z0 ) + b1 (z z0 ) + b2 (z z0 )2 + . . . + bn (z z0 )n . (0.2)

b1 = 0 then near z0 , p(z) is closely approximated by p(z0 ) + bk (z z0 )k , where bk is the rst non-zero coecient in the expansion (0.2). Indeed, for small , |p(z0 + ei ) [p(z0 ) + bk k eik ]| Ck+1 , for some constant C. See Figure II.2. s p(z0 ) bk k eik

If b1 = 0 then p(z) behaves like the linear function p(z0 ) + b1 (z z0 ) for z near z0 . If

Figure II.1 p(z0 + ei ) lies in a small disk of radius s = Ck+1 < |bk |k . For z near z0 then, p(z) behaves like a translation, followed by a power function, a rotation and dilation, and nally a translation by p(z0 ). More complicated functions are found by taking limits of polynomials. 1. Power Series. Here is the primary example:

zn .
n=0

This series is important to understand because its behavior is typical of all power series (dened shortly) and because it is one of the few series we can actually add up explicitly. The partial sums Sm =
n=0 m

zn = 1 + z + z2 + . . . + zm

14 satisfy

II. Analytic Functions

(1 z)Sm = 1 z m+1 , as can be seen by multiplying out the left side and cancelling. If z = 1 then Sm = 1 z m+1 . 1z

Notice that if |z| < 1, then |z m | = |z|m 0 as m and so Sm (z) 1/(1 z). If |z| > 1, then |z m | = |z|m and so the sum diverges for these z. If |z| = 1 but z = 1 then z n does not tend to 0, so the series diverges. Finally if z = 1 then the partial sums satisfy Sm = m , so we conclude that if |z| < 1 then

zn =
n=0

1 , 1z

(1.1)

and if |z| 1, then the series diverges. It is important to note that the left and right sides of (1.1) are dierent objects. They agree in |z| < 1, the right side is dened for all z = 1, but the left side is dened only for |z| < 1. The formal power series

f (z) =
n=0

an (z z0 )n = a0 + a1 (z z0 ) + a2 (z z0 )2 + . . .

is called a convergent power series centered (or based) at z0 if there is an r > 0 so that the series converges for all z such that |z z0 | < r. Note: If we plug z = z0 into the formal power series, then we always get a0 = f (z0 ) (more formally, the denition of the summation notation includes the convention that the n = 0 term equals a0 , so that we are not raising 0 to the power 0.) The requirement for a power series to converge is stronger than convergence at just the one point z0 . A variant of the primary example is: 1 1 1 . = = zz za z z0 (a z0 ) (a z0 )(1 ( az0 )) 0 Substituting w= z z0 a z0

1: Power Series into (1.1) we obtain, when |w| = |(z z0 )/(a z0 )| < 1, 1 1 = (z z0 )n . z a n=0 (a z0 )n+1

15

(1.2)

In other words by (1.1), this series converges if |z z0 | < |a z0 | and diverges if |z z0 | |a z0 |. The region of convergence is an open disk and it is the largest disk centered at z0 and contained in the domain of denition of 1/(z a). In particular, this function has a power series expansion based at every z0 = a, but dierent series for dierent base points z0 . Theorem 1.1 (Weierstrass M-Test). If |an (z z0 )n | Mn for |z z0 | r and if Mn < then
n=0

an (z z0 )n converges uniformly and absolutely in {z : |z z0 | r}.

Proof. If M > N then the partial sums Sn (z) satisfy

|SM (z) SN (z)| = Since Mn < , we deduce

n=N+1

an (z z0 )

Mn .
n=N+1

M n=N+1

Mn 0 as N, M , and so {Sn } is a Cauchy

sequence converging uniformly. The same proof also shows absolute convergence.

Note that the convergence depends only on the tail of the series so that we need only satisfy the hypotheses in the Weierstrass M-test for n n0 to obtain the conclusion. The primary example (1.1) converges on a disk and diverges outside the disk. The next result says that disks are the only kind of region in which a power series can converge. Theorem 1.2 (Root Test). Suppose R = lim inf |an | n =
n
1

an (z z0 )n is a formal power series. Let 1 lim sup |an | n

[0, +].

Then

n=0

an (z z0 )n

(a) converges absolutely in {z : |z z0 | < R},

16

II. Analytic Functions

(b) converges uniformly in {z : |z z0 | r} for all r < R, and (c) diverges in {z : |z z0 | > R}. diverge converge R z0

Figure II.1 Convergence of a power series.

Proof. The idea is to compare the given series with the example (1.1),
1 1

r < R, then choose r1 with r < r1 < R. Thus r1 < lim inf |an | n , and there is an n0 < so that r1 < |an | n for all n n0 . This implies that |an (z z0 )n | ( rr1 )n . But by (1.1),
n=0 n

z n . If |z z0 |

r r1

1 < 1 r/r1

since r/r1 < 1. Applying Weierstrasss M-test to the tail of the series (n n0 ) proves |z z0 | > R, x z and choose r so that R < r < |z z0 |. Then |an | n < r for innitely many n and hence |an (z z0 ) | >
n

(b). This same proof also shows absolute convergence (a) for each z with |z z0 | < R. If
1

|z z0 | r

for innitely many n. Since (|z z0 |/r)n as n , (c) holds. The proof of the Root Test shows that if the terms an (z z0 )n of the formal power series are bounded when z = z1 then the series converges on {z : |z z0 | < |z1 z0 |}. The Root Test does not give any information about convergence on the circle of radius R. The series can converge at none, some, or all points of {z : |zz0 | = R}, as the following examples illustrate. Examples. zn (i) n n=1

zn (ii) n2 n=1

(iii)
n=1

nz

(iv)
n=1

2 z

n2 n

(v)
n=1

2n z n

2: Analytic Functions

17

The reader should verify the following facts about these examples. The radius of convergence of each of the rst three series is R = 1. When z = 1, the rst series is the harmonic series which diverges, and when z = 1 the rst series is an alternating series whose terms decrease in absolute value and hence converges. The second series converges uniformly and absolutely on {|z| = 1}. The third series diverges at all points of {|z| = 1}. The fourth series has radius of convergence R = 0 and hence is not a convergent power series. The fth example has radius of convergence R = and hence converges for all z C. What is the radius of convergence of the series 3n an = 4n if n is odd? This is an example where ratios of successive terms in the series does not provide sucient information to determine convergence. 2. Analytic Functions Denition. A function f is analytic at z0 if

an z n where

if n is even

f (z) =
n=0

an (z z0 )n

where the series converges on {z : |z z0 | < r} for some r > 0. A function f is analytic on set if f is analytic at each z0 . Note that we do not require one series for f to converge in all of . The example (1.2), (z a)1 , is analytic on C \ {a} and is not given by one series. Note that if f is analytic on then f is continuous in . Indeed, continuity is a local property. To check continuity near z0 , use the series based at z0 . Since the partial sums are continuous and converge uniformly on a closed disk centered at z0 , the limit function f is continuous on that disk. A natural question at this point is: where is a power series analytic?

18 Theorem 2.1. If f (z) = on {z : |z z0 | < r}.

II. Analytic Functions an (z z0 )n converges on {z : |z z0 | < r} then f is analytic

Proof. Fix z1 with |z1 z0 | < r. We need to prove that f has a power series expansion based at z1 . By the binomial theorem
n

(z z0 ) = (z z1 + z1 z0 ) = Hence f (z) =
n=0 k=0 n

k=0

n (z1 z0 )nk (z z1 )k . k

an

n (z1 z0 )nk (z z1 )k . k

(1.3)

Suppose for the moment, that we can interchange the order of summation, then

an
k=0 n=k

n (z1 z0 )nk (z z1 )k k

should be the power series expansion for f based at z1 . To justify this interchange of summation, it suces to prove absolute convergence of (1.3). By the root test
n=0

|an ||w z0 |n

converges if |w z0 | < r. Set w = |z z1 | + |z1 z0 | + z0 . Then |w z0 | = |z z1 | + |z1 z0 | < r provided |z z1 | < r |z1 z0 |.

z r |z1 z0 | z1 z0 r w

Figure II.2 Proof of Theorem 2.1.

2: Analytic Functions Thus if |z z1 | < r |z1 z0 |,

19

> =

n=0 n=0

|an ||w z0 |n |an | |z z1 | + |z1 z0 |

=
n=0 k=0

|an |

n |z1 z0 |nk |z z1 |k k

as desired. Another natural question is: Can an analytic function have more than one power series expansion based at z0 ? Theorem 2.2 (Uniqueness). Suppose
n=0

an (z z0 ) =

n=0

bn (z z0 )n ,

for all z such that |z z0 | < r where r > 0. Then an = bn for all n. Proof. Set cn = an bn . The hypothesis implies that
n=0 cn (z

z0 )n = 0 and we need

to show that cn = 0 for all n. Suppose cm is the rst non-zero coecient. Set

F (z)

n=0

cn+m (z z0 ) = (z z0 )

m n=m

cn (z z0 )n .

series on the right side by the non-zero number (z z0 )m and not aect convergence. By the root test, the series for F converges in a disk and hence in {|z z0 | < r}. Since F is continuous and cm = 0, there is a > 0 so that if |z z0 | < , then |F (z) F (z0 )| = |F (z) cm | < |cm |/2. If F (z) = 0, then we obtain the contradiction | cm | < |cm |/2. Thus F (z) = 0 when
n=0

The series for F converges in 0 < |z z0 | < r because we can multiply the terms of the

|z z0 | < . But (z z0 )m = 0 only when z = z0 , and thus

cn (z z0 )n = (z z0 )m F (z) = 0

20

II. Analytic Functions cn (z z0 )n .

when 0 < |z z0 | < , contradicting our assumption on

Notice that the proof of Theorem 2.2 shows that if f is analytic at z0 then for some > 0, either f (z) = 0 when 0 < |z z0 | < or f (z) = 0 for all z such that |z z0 | < . If f (a) = 0, then a is called a zero of f . Recall that a region is a connected open set. Corollary 2.3. If f is analytic on a region then either f 0 or the zeros of f are isolated.

Proof. Let E denote the set of non-isolated zeros of f . In the proof of the Uniqueness theorem, we showed that if z0 is a non-isolated zero of f then f is identically zero in a neighborhood of z0 . Thus the set of non-isolated zeros of f is open. Since f is continuous, the set of zeros and hence the set of non-isolated zeros is closed, because we can nd a union of open disks containing only isolated zeros. By connectedness, either E = or E = .

There are plenty of continuous functions for which the corollary is false, for example xsin(1/x). The corollary is true because near z0 , f (z) behaves like the rst non-zero term in its power series expansion about z0 . 3. Elementary Operations with Analytic Functions If f and g are analytic at z0 then so are f + g, f g, cf (where c is a constant), and f g.

The rst three follow from the fact that the partial sums are absolutely convergent near z0 , together with the associative, commutative and distributive laws applied to the partial sums. Here we have used the fact that absolutely convergent complex series can be rearranged, which follows from the same statement for real series by considering real and

3: Elementary Operations f (z) = an (z z0 )n and g =

21

imaginary parts. To prove that the product of two analytic functions is analytic, multiply bn (z z0 )n as if they were polynomials to obtain:
n

an (z z0 )

n k=0

bk (z z0 ) =

n=0

k=0

ak bnk (z z0 )k ,

(1.4)

which is called the Cauchy product of the two series. Why is this formal computation valid? If the series for f and the series for g converge absolutely then because we can rearrange non-negative convergent series
n

>

n=0

|an ||z z0 |

n k=0

|bk ||z z0 | =

n=0

k=0

|ak ||bnk | |z z0 |n .

This says that the series on the right-hand side of (1.4) is absolutely convergent and therefore can be arranged to give the left-hand side of (1.4). To put it another way, the doubly indexed sequence an bk (z z0 )n+k can be added up two ways: If we add along diagonals: n + k = m, for m = 0, 1, 2, . . ., we obtain the partial sums of the right-hand side of (1.4). If we add along partial rows and columns n = m, k = 0, . . . , m, and k = m, n = 0, . . . , m 1, for m = 1, 2, . . ., we obtain the product of the partial sums for the series on the left-hand side of (1.4). Since the series is absolutely convergent (as can be seen by using the latter method of summing the doubly indexed sequence of absolute values), the limits are the same. We can also compose analytic functions where they make sense. Suppose f (z) = an (z z0 )n is analytic at z0 and suppose g(z) =
m=1

bn (z a0 )n is analytic at a0 = f (z0 ),

then the composition g f is analytic at z0 . To see this, note that |am ||z z0 |m1 (1.5)

converges in {z : 0 < |z z0 | < r} for some r > 0 since the series for f is absolutely convergent, and |z z0 | is non-zero. By the root test, this implies that the series (1.5) converges uniformly in {|z z0 | r1 }, for r1 < r, and hence is bounded in {|z z0 | r1 }. Thus there is a constant M < so that
m=1

|am ||z z0 |m M |z z0 |,

22 if |z z0 | < r1 , and so
m=0

II. Analytic Functions

|bm |

n=1

|an ||z z0 |

m=0

|bm |(M |z z0 |)m < ,

for |z z0 | suciently small, by the absolute convergence of the series for g. This proves absolute convergence for the composed series, and thus we can rearrange the doublyindexed series for the composition so that it is a (convergent) power series. As a consequence, if f is analytic at z0 and f (z0 ) = 0 then composing with the function 1/z which is analytic on C \ {0}, we conclude 1/f is analytic at z0 . A rational function r is the ratio r(z) = p(z) q(z)

where p and q are polynomials. The rational function r is then analytic on {z : q(z) = 0}. Rational functions and their limits are really what this whole course is about. Denition. If f is dened in a neighborhood of z then f (z) = lim
wz

f (w) f (z) wz

is called the (complex) derivative of f , provided the limit exists. The next Theorem says that you can dierentiate power series term-by-term. Theorem 3.1. If f (z) = exists for all z B and f (z) =
n=1

an (z z0 )n converges in B = {z : |z z0 | < r} then f (z)

nan (z z0 )

n1

=
n=0

(n + 1)an+1 (z z0 )n ,

for z B. Moreover the series for f based at z0 has the same radius of convergence as the series for f . Proof. If 0 < |h| < r then f (z0 + h) f (z0 ) a1 = h
n=0

an hn a0 a1 = an hn1 = an+1 hn . h n=2 n=1

3: Elementary Operations By the root test, the series in {h : |h| r1 }, if r1 < r. In particular,
h0

23

an+1 hn converges in a disk and hence converges uniformly an+1 hn is continuous at 0 and hence an+1 hn = 0.
n=1

lim

This proves that f (z0 ) exists and equals a1 . By Theorem 2.1, f has a power series expansion about each z1 with |z1 z0 | < r given by

an
k=0 n=k

n (z1 z0 )nk (z z1 )k k

Therefore f (z1 ) exists and equals the coecient of z z1

f (z1 ) =
n=1

an

n (z1 z0 )n1 = an n(z1 z0 )n1 . 1 n=1

By the root test and the fact that n n 1, the series for f has exactly the same radius of convergence as the series for f . Since the series for f has the same radius of convergence as the series for f , we obtain the following corollary. Corollary 3.2. An analytic funtion f has derivatives of all orders and f (z) = if f is analytic at z0 . By denition of the symbols, the n = 0 term in the series is f (z0 ). Proof. If f (z) =
n=0

f (n) (z0 ) (z z0 )n , n! n=0

an (z z0 )n , then we proved in Theorem 3.1 that a1 = f (z0 ) and

f (z) =
n=1

nan (z z0 )n1 .

Applying Theorem 3.1 to f (z), we obtain 2a2 = (f ) (z0 ) f (z0 ) and by induction n!an = f (n) (z0 ).

24

II. Analytic Functions If f is analytic in a region with f (z) = 0 for all z then by Corollary 3.2, f

is constant. In fact, by Corollary 2.3, if f is non-constant then the zeros of f must be isolated. Corollary 3.3. If f (z) = power series F (z) = converges in B and satises F (z) = f (z), for z B. The series for F has the same radius of convergence as the series for f , by Corollary 3.1 or by direct calculation. an (z z0 )n converges in B = {z : |z z0 | < r} then the an (z z0 )n+1 n+1 n=0

III The Maximum Principle.

1. The Maximum Principle. The next result is perhaps the most important elementary result in complex analysis. A region is a connected open set in the plane. Theorem 1.1 (Maximum Modulus Principle). Suppose f is analytic in a region . If there exists a z0 such that |f (z0 )| = sup |f (z)|
z

then f is constant in . In particular a non-constant analytic function has no local maximum absolute value. Proof. If f is analytic at z0 , and if ak is the rst nonzero coecient in the series expansion for f f (z0 ) based at z0 , then

f (z) f (z0 ) = ak (z z0 )

k n=k

an (z z0 )nk = ak (z z0 )k g(z), ak

(1.1)

where g is analytic at z0 and g(z0 ) = 1. Write z = z0 + eit . Then eikt traces the unit circle k times as t increases from 0 to 2. Thus the image f (z0 + eit ), for suciently small, traces a curve that winds k times around f (z0 ), and which approximately lies on a circle of radius |ak |k centered at f (z0 ), since g is continuous and g(z0 ) = 1. In particular, the image of the circle of radius contains points with larger absolute value than |f (z0 )|. Thus if |f | is maximal at z0 , then there is no rst non-zero coecient in the series expansion about z0 and so f (z) f (z0 ) in a neighborhood of z0 . If E = {z : f (z) = f (z0 )} 25

26

III. The Maximum Principle.

then we have proved E is open. But E is also closed in since f is continuous. Because E is connected, E = and f is constant. If f (z0 ) = 0 then the same argument shows that |f (z0 )| is not a local minima if f is non-constant. This fact can also be derived from the statement of the maximum principle by considering the function 1/f which is analytic o the zeros of f . Another form of the Maximum Principle is: Corollary 1.2. If f is a non-constant analytic function in a bounded region and if f is continuous on then max |f (z)|
z

occurs on but not in . The reader should verify the alternate form: if f is analytic on then lim sup |f (z)| = sup |f (z)|.
z

If is unbounded, then must also be viewed as a point in . The function f (z) = eiz is analytic in the upper half plane H = {z : Imz > 0}, continuous on {z : Imz 0} and has absolute value 1 on the real line R, but is not bounded by 1 in H. 2. Consequences of the Maximum Principle. The maximum principle gives an easy proof of an important result youve seen in some form or another since high school. Theorem 1.3 (Fundamental Theorem of Algebra). Every non-constant polynomial has a zero. This remarkable result says that by extending the real numbers to the complex numbers via the solution to the equation z 2 + 1 = 0 then every polynomial equation has a solution. Proof. Suppose p(z) = an z n + an1 z n1 + . . . + a1 z + a0 is a polynomial which has no zeros and for which an = 0. Then 1 = p(z) (an z n )(1 + 1
an1 1 an z a0 + . . . an z1 ) n

2: Consequences suciently large we have 1 . p(z) By the Maximum Principle sup

27

Since 1/z k 0 as |z| , we conclude that given > 0, then for |z| = R with R

1 . p(z)

Letting 0 we conclude

1 p(z)

= 0 for all z, which is a contradiction.

Corollary 1.4. If p is a polynomial of degree n, then there are complex numbers z1 , . . . , zn and a complex constant c so that
n

p(z) = c

k=1

(z zk ).

Corollary 1.4 does not tell us how to nd the zeros, but it does say that there are exactly n zeros. Proof. The proof is by induction. First note that z n bn = (z b)(bn1 + zbn2 + . . . z n2 b + z n1 ). So if p(b) = 0, then q(z) p(z) p(b) p(z) = = zb zb
n k1

ak (
k=1 j=0

bk1j z j ).

(1.2)

The coecient of z n1 in (1.2) is an so q is a polynomial of degree n 1. Repeating this argument n times proves the Corollary.

Corollary 1.5. If p(z) =

n k=0

ak z k is a polynomial with real coecients {ak } then p

can be factored into a product of linear and quadratic factors: p(z) = C

(z xk )

(z 2 + bj z + cj ),
j=1

28

III. The Maximum Principle.

where C, xk , bj , cj R and the quadratic factors z 2 + bj z + cj are non-zero on R. Proof. Since the coecients of p are real, if p(a) = 0 then p(a) = p(a) = 0. The quadratic factors come from grouping the non-real zeros in pairs: (z a)(z a) = z 2 2(Rea)z +|a|2 .

|z| = 1. Write z = cos t + i sin t = eit , by a homework problem. Then z n = eint = 1 so that nt = 2k for some integer k, and thus t = 2k/n. The n distinct zeros of z n are then ei2k/n , k = 0, 1, . . . , n 1 which are equally spaced around the unit circle. Corollary 1.6. A non-constant analytic function dened on a region is an open map. In other words, if f is analytic and non-constant on a region and if U is open then f (U ) is an open set. Proof. Suppose f has a power series expansion which converges on {z : |z z0 | < R}. Pick r < R and set =
|zz0 |=r

For example the polynomial z n 1 has n zeros. If z n = 1 then 1 = |z n | = |z|n so that

inf

|f (z) f (z0 )|.

Since the zeros of f f (z0 ) are isolated, we may suppose that > 0 by decreasing r if necessary. If |w f (z0 )| < /2 and if f (z) = w for all z such that |z z0 | r, then 1/(f w) is analytic in |z z0 | r and 1 2 1 1 < = f (z) w |f (z) f (z0 )| |w f (z0 )| /2 on |z z0 | = r. By the maximum principle the inequality persists in |z z0 | < r. But evaluating this expression at z0 we obtain the contradiction 2/ < 2/.

Corollary 1.7 (Liouvilles Theorem). If f is analytic in C and bounded, then f is constant. Proof. Suppose |f | M < . Set g(z) = (f (z) f (0))/z. Then g is analytic and |g| 0 as |z| . By the maximum principle g 0 and hence f f (0).

2: Consequences suppose |f (z)| 1 and f (0) = 0. Then |f (z)| |z|, for all z D and

29

Corollary 1.8 (Schwarzs Lemma). Suppose f is analytic in D = {z : |z| < 1} and

(1.3)

|f (0)| 1.

(1.4)

Moreover, if equality holds in (1.3) or (1.4) then f (z) = cz where c is a constant with |c| = 1. Proof. By the rst Homework problem, the function g given by f (z) if z D \ {0} z g(z) = f (0) if z = 0
|z|=r

is analytic in D and

sup |g(z)|

1 . r

Fix z0 D, then for r > |z0 |, the maximum principle implies |g(z0 )| 1 , so that, letting r r 1, we obtain (1.3) and (1.4). If equality holds in (1.3) or (1.4) then g(z) has a maximum at z0 and hence is constant.

Corollary 1.9 (Invariant form of Schwarzs Lemma). Suppose f is analytic in D = {z : |z| < 1} and suppose |f (z)| 1. If a, b D then 1 f (a)f (b) and f (b) f (a) ba , 1 ab (1.5)

|f (z)| 1 . 2 1 |f (z)| 1 |z|2 zc 1 cz

(1.6)

Proof. If |c| < 1, the function Tc (z) =

30

III. The Maximum Principle.

is analytic except at z = 1/c. Moreover for z = eit D, |Tc (eit )| = |eit c| eit c = it = 1. 1 ceit |e c|

By the maximum principle (or direct computation), |Tc | 1 on D. Setting c = f (a), the composition Tc f is analytic on D and bounded by 1. Furthermore Tc f (z) = Ta (z) is analytic on D and lim sup
|z|1

1 f (a)f (z)

f (z) f (a)

1 az za

Tc f (z) = lim sup |Tc f (z)| 1, Ta (z) |z|1

by the maximum principle. This proves (1.5). Inequality (1.6) follows by dividing both sides of (1.5) by b a and letting b a. Corollary 1.10. If f is analytic on D, |f | 1, and f (zj ) = 0, for j = 1, . . . , n then
n

f (z) =
j=1

z zj g(z), 1 zj z

where g is analytic in D and |g(z)| 1 on D. Proof. If f (a) = 0, then by the proof of Corollary 1.9, g(z) = f (z)/Ta (z) is analytic in the disk and bounded by 1. Repeating this argument n times proves the Corollary.

By the Uniqueness theorem, if f is analytic on D, then the zeros of f do not cluster in D, unless f is identically zero. If we have more restrictions on f , such as boundedness, then the zeros cannot approach the unit circle too slowly by the next Corollary. Corollary 1.11. If f is non-constant, bounded and analytic in D and if {zj } are the zeros of f then
j

(1 |zj |) < .

2: Consequences then using the notation of the proof of Corollary 1.10,

31

Proof. We may suppose |f | 1, by dividing f by a constant if necessary. If f (0) = 0,

|f (0)| = (

j=1

|zj |)|g(0)|

j=1

|zj |,

so that by taking logarithms (base e), 1 log |f (0)| 1 log |zj | j=1
n n j=1

(1 |zj |).

If f (0) = 0, then write f (z) = z k h(z) where h(0) = 0. Applying the preceeding argument to h, we obtain
n j=1

(1 |zj |) log

1 + k. |h(0)|

The Corollary follows by letting n . Much of what well do in this class takes place on D or on C, which look like rather special domains, but we know a power series converges on a disk, and by scaling the domain, we can assume it is D or C. Also in the third quarter, well prove the uniformization theorem which says in some sense the only analytic functions we need to understand can be dened on D or C. As an aside, there is one application of the Fundamental Theorem of Algebra Id like to cover because you may use it when you teach dierential equations. The setting is solving dierential equations using the Laplace Transform. The Laplace Transform of a function f dened on [0, ) is given by

L(f )(z) = An integration by parts shows that

f (t)ezt dt.

L(f ) = zL(f ) f (0). The logarithm was developed because it converted a hard problem, multiplying two 5 digit numbers, to a simpler problem of addition: log(ab) = log(a) + log(b).

32

III. The Maximum Principle.

To multiply a and b, rst take their logs, then add the logs, then use the inverse of the logarithm to nd ab. The Laplace Transform acts similarly, converting a dierential equation to an algebraic equation. We solve the algebraic equation then need to convert back to the original context by taking the inverse of the Laplace transform. For example, to solve y 3y + 2y = f (t), with y(0) = 1 and y (0) = 2 apply the Laplace transform to obtain z 2 L(y) z 2 3zL(y) + 3 + 2L(y) = L(f ), where we have used L(y ) = zL(y ) y (0), and L(y ) = zL(y) y(0). Thus L(y) = z 1 + L(f ) . z 2 3z + 2

For simple electrical circuits for example, L(f ) is a rational function and hence so is L(y). To compute the inverse Laplace transform of a rational function, it is best to simplify the rational function using partial fractions. By the Fundamental Theorem of Algebra, a rational function can be written in the form r(z) = where the {zj } are distinct. Corollary 1.12 (Partial Fraction Expansion). If p is a polynomial then there is a polynomial q and constants ck,j so that p(z)
N j=1 (z N nj

p(z)
N j=1 (z

zj )nj

zj )nj

= q(z) +
j=1 k=1

ck,j . (z zj )k

(1.7)

Proof. There are two initial cases to consider: If p is a polynomial then p(z) p(z) p(a) p(a) = + . za za za (1.8)

2: Consequences and as in (1.2), (p(z) p(a))/(z a) is a polynomial. Secondly, we can write A B 1 = + , (z a)(z b) za zb to obtain a linear equation: 1 = A(z b) + B(z a),

33

(1.9)

for some constants A and B. To see that this is true, multiply both sides by (z a)(z b)

when z = a or b. Since a linear polynomial has only one zero, the coecient A + B of z must be equal to 0. This implies 1 = Ab Ba, and solving we obtain A = 1/(a b) and B = 1/(b a). These steps are reversible, so that (1.9) is correct. The full theorem now follows by induction. Suppose the Corollary is true if the degree of the denominator is at most d. If we have an equation of the form (1.7) then we can divide the equation by z a. The right side consists of lower degree terms to which the induction hypothesis applies, with one exception: if the denominator of the left side of (1.7) is (z b)d . If b = a there is nothing to prove because dividing each term by (z a) puts it in the correct form. If b = a, then we could have applied the inductive assumption to the decomposition of p(z) (z b)d1 (z a) and then divided the result by z b.

Now that we know the form of the solution, we can try to determine the coecients. The brute force way is to multiply both sides of (1.7) by the denominator of (1.7) and solve a (big) system of equations. This usually leads to errors. There is a faster way, called the cover-up method. Here is an illustration. Suppose wed like to decompose z2 , (z a)(z b)(z c) where a, b, and c are distinct. Then by the Corollary A B C z2 = + + . (z a)(z b)(z c) za zb zc (1.9)

34

III. The Maximum Principle.

If we multiply the left side by z a then let z a, the left side tends to a2 . (a b)(a c) If we multiply each term on the right side by z a we just get A for the rst term. The other two terms will have then a factor of z a which tend to 0 as z a. Thus a2 = A. (a b)(a c) The same process works for determining B and C. This is called the cover-up method because we can write down the coecients immediately with little writing in the following way: Write out (1.9) but simply leave blanks in place of the coecients A, B and C. Multiplying the left side by z a, is accomplished by putting your hand over the factor z a on the left. Now the limit as z a in the remaining portion of the left side can be immediately written down as a (possibly complex) fraction, and it must be the same as the coecient of 1/(z a) on the right and hence can be written in the appropriate blank spot above z a. The same works for the remaining coecients. If you try doing the same problem by solving three equations and three unknowns, youll immediately see the benet. The same process works for an arbitrary number of distinct factors. Notice that we did not say to multiply by z a then set z = a, for then we would have multiplied by 0, but rather we let z a. What happens if the roots are not distinct? Again well illustrate with an example: (z d) A B C = + + . 2 (z a)(z b) z a z b (z b)2 We can determine the coecient A using exactly the same cover-up method. It doesnt take long to discover that we can nd C by similarly multiplying both sides by (z b)2 and letting z b. But what about B? Heres how to nd B using the cover-up method. It is to simply apply the idea of the proof of the partial fraction expansion: First solve D E zd = + (z a)(z b) za zb using the cover-up method. Now divide both sides by z b. We obtain D E (z d) = + . 2 (z a)(z b) (z a)(z b) (z b)2

2: Consequences last is already in the desired form. This can be repeated to cover all cases.

35

The rst term on the right can be further decomposed by the cover-up method, and the

The cover-up method isnt always the fastest method, but if youve ever done any computer programming, you might see that it wouldnt be hard to implement the method. Solving many equations in many unknowns is in general a delicate process, not only dicult by hand but requiring more sophisticated numerical methods than elimination to avoid loss of information. In the case where you know all coecients except one, for example, it might be better to simply evaluate both sides of the expression at one value of z and solve for the one unknown. An objection Ive seen to the cover-up method is that partial fractions that occur in Engineering problems generally all have real-coecients. It is better many times to give the partial fraction decomposition without complex numbers in the expression. In other words, allow irreducible quadratics and their powers in the partial fraction expansion. You can of course factor the denominator using complex roots, nd the partial fraction expansion, then combine the terms that correspond to complex conjugate pairs of zeros of the denominator. A more straight-forward method is to just apply the idea of the cover-up method directly. Again well use an example to illustrate the idea. It is not hard to prove that if a, b, c, d and e are real, then A B(z b) + D z 2 + dz + e = + , 2 + c2 ) (z a)((z b) za (z b)2 + c2

(1.10)

where A, B, and D are real. Notice that weve written the numerator of the last term as B(z b) + D. We could have used just Bz + D, but there are two reasons for the form we chose: rst is that if we want to take the inverse Laplace Transform of the right side using familiar functions, we would need to change to Bz + D to B(z b) + E anyways. Secondly, the form B(z b) + D is actually easier to nd using the cover-up method. Indeed, we nd the coecient A by the usual cover-up method. Then to nd B and D, we multiply both sides of (1.10) by (z b)2 + c2 and let it tend to 0. Thus z b ic. Cover up the quadratic factor in the denominator of the left side of (1.10) and let z b + ic. On the right side, when we multiply by the quadratic factor, the rst term will tend to 0, and the denominator of the second term will be cancelled and B(z b) + D will tend to Bic + D.

36

III. The Maximum Principle.

Thus the real part of the result on the left equals D and the imaginary part equals Bc and we can then write down immediately the coecients B and D. Try this process for two irreducible quadratic factors in the denominator, and youll see how much faster and accurate it is than solving many equations with many unknowns. The one case we havent treated is when the degree of the numerator is larger than the degree of the denominator. In this case, we can use long division to reduce the degree. How would you use the cover-up method to nd the coecients of the polynomial q on the right side of (1.7)? The technique above for polynomials with real coecients can be taught to your dierential equation students once you remind them how to multiply and divide complex numbers. 3. Boundary Behavior. We conclude this chapter with some examples and a theorem about boundary behavior of analytic functions on the unit disk. The rst example is I(z) = e z1 . Since I is the composition of an analytic function on C \ {1} and the exponential function,
z+1

which is analytic in C, I is analytic on C \ {1}. By a homework problem, |ez | = eRez so that by a computation |I(z)| = e particular if D \ {1}, then
z
|z|2 1 |z1|2

Thus |I(z)| 1 on D \ {1}. On the unit circle I(eit ) = ei cot(t/2) , for 0 < t < 2. In lim I(z)
r1

the unit circle I(eit ) is spinning rapidly as t 0. Hence I(z) does not have a limit as z 1. The proper way to take limits in the disk is through cones. For D and > 1, dene () = {z D : |z | (1 |z|)}.

exists and has absolute value 1. However, for 0 < r < 1, I(r) = e r+1 0 as r 1. On

3: Boundary Behavior to be the Stolz angle or cone at . 1 |z| z 0 2 sec

37

()

|z |

Figure III.1 Stolz angle ().

The precise shape of is not important except that it is symmetric about the line segment [0, ] and forms an angle less than at . For z (1) we have |I(z)| = e
(1|z|) (1+|z|) |z1| |z1|

e |z1| 0

as z (1) 1. Thus I(z) 0 in every cone, and (1) = D, but there is still no limit as z 1. Another example is the function given by

L(z) =
n=0

z2 .

This series converges uniformly and absolutely in D. It is sometimes called a lacunary series since the spacing between nonzero coecients increases as n increases. The function L does not extend continuously to any point of D. For example if 2 = 1 then
k1
k

L(r) =
n=0

(r)

2n

+
n=k

r2 .

The second sum is clearly positive and increasing to as r 1. Since the 2k roots of 1 with 2 = 1. Thus in any neighborhood of eit , f is unbounded.
k

are evenly spaced around D, if eit D, then we can nd a as close to eit as we like

38

III. The Maximum Principle. The next Theorem gives a connection between Fourier series and analytic functions

in D. Theorem 1.13 (Abels Limit Theorem). If = eit D and if then f (z) =

an eint converges,

an z n converges in D and if = () is any Stolz angle at then lim f (z) =

an eint .

The convergence in Theorem 1.13 is called nontangential convergence. Abels Theorem says that you get what you would expect for a limit, but only nontangentially. Note that the limit does not depend on which Stolz angle you choose. Proof. Replacing f (z) by f (z), we may suppose = 1 and by subtracting a constant from a0 we may suppose Suppose z (1). Then f (z) = zn 1 z n=0 Set sk =
n k=0 n n=0

an = 0. By the root test, the series for f converges in D.

ak z =
k=0 n=0 k=0

ak z n .

ak . Then
N1

|f (z)| |1 z|

n=0

sn z +|1 z|

sn z n .
n=N

Given > 0, there exists N < so that |sn | < for n N . Thus
N1 N1

|f (z)| |1 z|

n=0

|sn | + |1 z|

n=N

|z|n = |1 z|

n=0

|sn | +

|1 z||z|N . 1 |z|

We can choose > 0 so that if z (1) and |z 1| < , |f (z)| + . Since > 0 was arbitrary,
z 1

lim

|f (z)| = 0.

3: Boundary Behavior A Fourier Series is a function of the form

39

F (t) =
n=

an eint .

If F (t) converges then

f (z) =
n=0

an z and g(z) =
n=0

an z n

converge and are analytic on D. By Abels Theorem, f (reit ) + g(reit ) converges to F (t) at each t where the series for F converges. Thus the harmonic function f + g extends F to D, and the innitely dierentiable functions dened on [0, 2] by fr (t) = f (reit ) and gr (t) = g(reit ) satisfy fr + g r F as r 1, at each t where the series for F converges. Fourier Series arose from attempting to solve certain dierential equations. Each square integrable function on [0, 2] has a Fourier Series, and it was a famous problem for many years to prove that the Fourier series converges almost everywhere on [0, 2]. The proof that was eventually found remains perhaps one of the hardest proofs in analysis, but it used this connection between Fourier Series and analytic functions on the disk, and the relation between convergence on the circle and nontangential convergence.

40

IV Integration Along Curves

1. Denitions. Denition. A curve is a continuous mapping of an interval I R into C. (t2 ) : [0, 1] C and both curves have the same image. Many times we will write Dierent curves can have the same image. For example if (t) : [0, 1] C then

Figure IV.1 A curve .

and call the curve . But we really mean a particular choice (though unstated) of the parameterization. The arrows show how (t) traces the image as t I increases. Denition. A curve is called an arc if it is two-to-two. Two-to-two means two points go to two points (if a = b then f (a) = f (b)). A less enlightened, but unfortunately widespread terminology is one-to-one which really should be the denition of a function. Denition. A curve : [a, b] C is called closed if (a) = (b). Denition. A closed curve : [a, b] C is called simple if restricted to [a, b) is two-to-two (one-to-one). A simple closed curve : [0, 2] C can also be viewed as a two-to-two mapping of 41

the unit circle given by (eit ) = (t).

42

IV. Integration Along Curves

Denition. A curve = x + iy is called piecewise continuously dierentiable if (t) = x (t) + iy (t) exists except for nitely many t and x and y have one-sided limits (from both sides) at the exceptional points. From now on, all curves will be assumed to be piecewise continuously dierentiable unless stated otherwise. In particular, by the Fundamental Theorem of Calculus if is piecewise continuously dierentiable then
t2 t2 t1

(t2 ) (t1 ) = (x(t2 ) x(t1 )) + i(y(t2 ) y(t1 )) =

x (t)dt + i

y (t)dt

t1

Denition. A curve : [c, d] C is called a reparameterization of a curve : [a, b] C if there exists an increasing function : [a, b] [c, d] such that ((t)) = (t). For example (t) = t2 + it4 , for 0 t 1, is a reparameterization of (t) = t + it2 , for 0 t 1, with (t) = t 2 . If : [0, 1] C is a curve then the curve , dened by (t) = (1 t), is not a reparameterization of because 1 t is decreasing. If is a reparameterization of with ((t)) = (t), where is piecewise continuously dierentiable then ((t)) (t) = (t), by the chain rule applied to the real and imaginary parts, or by taking limits of dierence quotients. Denition. If : [a, b] C is a curve and if f is a continuous complex-valued function dened on (the image of) then
b
1

f (z)dz

f ((t)) (t)dt.
a

The reader can check that a reparameterization of will not change the integral by the chain rule, and so the integral really depends on the image of , not the choice of parameterization and for that reason we use the notation

f dz. Note, however, that the

direction of the image curve is important. If (t) = (t), then f (z)dz = f (z)dz.

1: Denitions. Another reason for the notation

43

f dz is the following.

Suppose a = t0 < t1 < t2 < . . . < tn = b and set (tj ) = zj . Then

f (zj )(zj+1 zj ) =

j=0 n1 j=0

f ((tj ))[(tj+1 ) (tj )] f ((tj )) (tj )[tj+1 tj ],

and the latter is a Riemann sum using the independent variable z for
b

f ((t)) (t)dt =
a

f (z)dz. g(z)dz, and if C is constant

Integration is linear then

(f (z) + g(z))dz =

f (z)dz +

Cf (z)dz = C

f (z)dz.

Denition. If : [a, b] C is a curve and if f is a continuous complex-valued function dened on (the image of) then
b

f (z)|dz| =
a

f ((t))| (t)|dt.

Thus f (z)dz =
a

f ((t)) (t)dt

Note that if zj = (tj ) then

|f ((t))|| (t)|dt =

|f (z)||dz|.

f (zj )|zj+1 zj | is a Riemann sum for

f (z)|dz|.

Denition. If : [a, b] C is a curve then the length of is dened to be () = || = |dz|.

44

IV. Integration Along Curves

Note that we are assuming all curves are piecewise C 1 on a closed interval in R so that all curves have nite length. The following important estimate follows immediately from the denitions: f (z)dz sup |f (z)| ().

(1.1)

Consequently, if fn converges uniformly to f on and if () < then lim

fn (z)dz =

f (z)dz.

To prove this just use the estimate: | (fn f )dz| sup |fn f | ().

Note that all curves are assumed to be piecewise continuously dierentiable, and hence have nite length. 2. Equivalence of Analytic and Holomorphic.

Denition. A complex valued function f is said to be holomorphic on a set S if it is dened in an open set U S and f (z) = lim exists and is continuous on U . An analytic function is holomorphic by Theorem II.3.1. The Chain Rule for complex dierentiation says that if is a piecewise continuously dierentiable curve and if f is holomorphic on a neighborhood of then f is a piecewise continuously dierentiable curve and d f ((t)) = f ((t)) (t). dt
wz

f (w) f (z) wz

2: Equivalence of Analytic and Holomorphic.

45

The chain rule follows from the real-variables version or can be proved directly using dierence quotients. By the Fundamental Theorem of Calculus and the chain rule, if f is holomorphic in a neighborhood of : [a, b] C then
b b

d f ((t))dt = f ((b)) f ((a)). a dt a For example the line segment from z to can be parameterized by (t) = z + t( z), f (z)dz = f ((t)) (t)dt =
1

for t [0, 1], so that if f is holomorphic in a neighborhood of , then f () f (z) =

f (z + t( z))( z)dt.

(2.1)

Corollary 2.1. If : [a, b] C is a closed curve and if f is holomorphic in a neighborhood of then

f (z)dz = f ((b)) f ((a)) = 0.

The next example will be key to understanding integrals of analytic functions, as we shall see later. If r > 0 set Cr = {z0 + reit : 0 t 2}, then we have Proposition 2.2. 1 2i
Cr

Proof. Suppose |a z0 | < r. Then Cr (t) = ireit and

1 dz = za
2

1 if |a z0 | < r

0 if |a z0 | > r. 1 ireit dt (a z0 )

1 2i

Cr

1 1 dz = za 2i = 1 2 1 2

reit

2 0

1 dt 1 ( az0 ) it re a z0 reit
2 0 n

2 0 n=0

dt

(a z0 )n 1 rn 2 n=0

eint dt = 1.

46

IV. Integration Along Curves

Interchanging the order of summation and integration is justied since |(a z0 )/(reit )| < 1 implies uniform and absolute convergence of the series. If |a z0 | > r, then write reit = reit (a z0 ) so that 1 2i 1 1 dz = za 2
2 0

reit 1 reit = it re z0 a 1 az a z0 0

r n eint r n eint = , (a z0 )n (a z0 )n n=0 n=1

Cr

reit rn 1 dt = reit (a z0 ) (a z0 )n 2 n=1

eint dt = 0.
0

An immediate consequence of Corollary 2.1 and Proposition 2.2 is that there is no function f dened in a neighborhood of D satisfying f (z) = 1/z. Theorem 2.3. If f is holomorphic on {z : |z z0 | r} then for |z z0 | < r, f (z) = 1 2i
Cr

f () d. z

where Cr is the circle of radius r centered at z0 , parameterized in the counter-clockwise direction. Theorem 2.3 shows that it is possible to nd the values of an analytic function inside a disk from the values on the bounding circle. Proof. By (2.1) and Corollary 2.1 f () f (z) d = lim 0 z = lim
1 Cr

Cr

f (z + t( z))dtd

1 0 Cr

f (z + t( z))ddt dt d f (z + t( z))d = 0. d t d = f (z), z

= lim Thus 1 2i
Cr

Cr

f () 1 d = f (z) z 2i

Cr

2: Equivalence of Analytic and Holomorphic. by Proposition 2.2. A consequence of Theorem 2.3 is the converse to Theorem II.3.1.

47

Corollary 2.4. A complex-valued function f is holomorphic on a region if and only if f is analytic on . Moreover, the series expansion for f based at z0 converges on the largest open disk centered at z0 and contained in .

Proof. If f is analytic in then f is holomorphic in , by Theorem II.3.1. To prove the converse, suppose f is holomorphic on {z : |z z0 | r}. If |z z0 | < r, then by II.1.2 1 f (z) = 2i f () 1 d = z 2i

Cr

Cr

1 (z z0 )n f ()d ( z0 )n+1 n=0 f () d (z z0 )n . ( z0 )n+1

=
n=0

1 2i

Cr

Interchanging the order of the summation and integral is justied by the uniform and absolute convergence of the series for z xed. Thus f has a power series expansion convergent in {z : |z z0 | r}, provided this closed disk is contained in . In particular, if f is analytic in C then f has a power series expansion which converges in all of C. Such functions are called entire. From now on, we will use the words analytic and holomorphic interchangably. The proof of Corollary 2.4 yields a bit more information. Not only can we nd the values of an analytic function inside a disk from it values on the boundary, but we also have a formula for each of its derivatives in the disk. Corollary 2.5 (Cauchys Estimate). If f is analytic in {z : |z z0 | r} and Cr (z0 ) = {z0 + reit : 0 t 2}, then 1 f (n) (z0 ) = n! 2i

Cr (z0 )

f () d, ( z0 )n+1

(2.2)

48 and

IV. Integration Along Curves supCr (z0 ) |f | f (n) (z0 ) . n! rn

(2.3)

Proof. Equation (2.2) follows from Corollary II.3.2, the proof of Corollary 2.4, and Theorem II.2.2. Inequality (2.3) follows from (2.2) by using inequality (1.1).

3. Approximation by Rational Functions. In this section we will show that Theorem 2.3 also holds if the circle Cr is replaced by the boundary of a square, and then use it to prove Runges theorem that analytic functions can be uniformly approximated by rational functions. Corollary 3.1. If f is analytic in an open disk B and if B is a closed curve, then f (z)dz = 0.

Proof. By Corollary 2.4, f has a power series expansion which converges on B. By Corollary II.3.3, there is an analytic function F so that F = f on B. Now apply Corollary 2.1 to F . Denition. If 1 : [a, b] C and 2 : [c, d] C with 1 (b) = 2 (c), then 1 + 2 is the curve dened on the interval [a, b + d c] by if t [a, b] 1 (t) 1 + 2 (t) = 2 (t + c b) if t [b, b + d c]. 1 (b) = 2 (c)

1 2

Figure IV.2 The curve 1 + 2 .

3: Approximation by Rational Functions. R Denition. If : [a, b] C, then : [b, a] C is the curve dened by (t) = (t).

49

The curve has the same geometric image as , but it is traced in the opposite direction. If F is continuous on j , j = 1, 2, then F (z)dz =
1 +2 1

F (z)dz +
2

F (z)dz,

and
1

F (z)dz =

F (z)dz.

For example, the integral around two adjacent squares, each in the counter-clockwise direction is equal to the integral around the boundary of the union of the squares.

(S 1 S 2 )

S1

S2

Figure IV.3 Integrals around squares.

In the left side of Figure IV.3, the boundary of the squares, S1 and S2 , are parameterized in the counter-clockwise direction and F (z)dz =
(S1 S2 ) S1

F (z)dz +
S2

F (z)dz,

for every continuous function F dened on S1 S2 . This can be seen by writing the integrals around each square as the sum of integrals on the bounding line segments. The common boundary edge is traced in opposite directions, so the corresponding integrals will

50

IV. Integration Along Curves

cancel. A similar argument applies to a nite union of squares, so that after cancellation, the sum of the integrals around the boundaries of all the squares is equal to the integral around the boundary of the union of the squares.

Proposition 3.2. If S is an open square with boundary S parameterized in the counterclockwise direction then 1 if a S

1 2i

1 dz = za 0 if a C \ S.

Proof. If a C \ S, then we can nd a disk B which contains S and does not contain a.

a B S

Figure IV.4 If a is outside S.

By II.1.2 and Corollary 3.1, 1 dz = 0. za

If a S, then let C be the circumscribed circle to S parameterized in the clockwise direction.

3: Approximation by Rational Functions. c2

51

s2 c3 s3 a s4 c4 Figure IV.5 The square S and its circumscribed circle C. s1 c1 B1

Then we can write S = s1 + s2 + s3 + s4 , where sj , j = 1, . . . , 4, are the sides of S and C = c1 + c2 + c3 + c4 , where cj , j = 1, . . . , 4 are the arcs of C subtended by the corresponding sides of S. Then sj + cj is a closed curve contained in a disk Bj with a Bj , for j = 1, . . . , 4. By Corollary / 3.1,
sj +cj

1 dz = 0, za 1 dz = 0. za

(3.1)

for j = 1, . . . , 4. Adding the four integrals (3.1) we obtain 1 dz + za 1 dz = za

S+C

But we also have

because C is the circle parameterized in the counter-clockwise direction as in Proposition 2.2. This proves Proposition 3.2. Proposition 3.2 can also be proved by explicit computation, but we chose this proof because the idea will be used later to compute the integral of 1/(z a) for other curves.

1 dz = 2i, za

52

IV. Integration Along Curves

Theorem 3.3. If f is analytic in a neighborhood of the closure S of an open square S, then for z S, f (z) = 1 2i f () d, z

where S is parameterized in the counter-clockwise direction.

Proof. The proof of Theorem 3.3 is exactly like the proof of Theorem 2.3 except that Proposition 3.2 is used instead of Proposition 2.2.

Theorem 3.4 (Runge). If f is analytic on a compact set K and if > 0 then there is a rational function r so that
zK

sup |f (z) r(z)| < .

Proof. Suppose f is analytic on U open, with U K. Let d = dist(U , K) = inf{|z w| : z U, w K}. Construct a grid of squares with side length d/2.

Figure IV.6 A union of closed squares covering K and contained in U .

3: Approximation by Rational Functions.

53

Shade each square in the grid whose closure intersects K. Note that none of the shaded squares intersect U because they have diameter d/ 2. Let {Sk } be the collection of shaded squares and let denote the boundary of the union of the closed shaded squares = j Sj , formed from Sj , each parameterized in the counter-clockwise direction, by cancelling edges which are traced in opposite directions. If z is in the interior of one of the squares, Sj0 , then f ()/( z) is analytic as a function of on Sj , for j = j0 . Apply Theorem 3.3 to Sj0 and Corollary 3.1 to all of the other squares, then cancel edges traced in opposite directions to obtain f (z) = 1 2i

f () d. z

(3.2)

Both sides of (3.2) are continuous functions of z, for z , so that equality holds for all z / in the region bounded by . Fix z0 K. Choose a Riemann sum for the integral on the right side of (3.2) to obtain
m

f (z0 )

j=1

f (j )(j+1 j ) < . j z0

We can in fact choose the partition so that the inequality remains true for all renements of the partition. By continuity, this inequality remains true for all z in a disk containing z0 . Cover K by nitely many such disks, and take a common renement.

Denition. If r is a rational function, by the Fundamental Theorem of Algebra we write r(z) = p(z)/q(z) where p and q are polynomials with no common zeros. The zeros of q are called the poles of the rational function r. If b is a pole of r(z) then |r(z)| as z b. A rational function is analytic everywhere in the plane, except at its poles. It is possible to improve the statement of Runges theorem by restricting where the poles of the rational function need to be placed, using the next Lemma.

54

IV. Integration Along Curves

Lemma 3.5. Suppose U is open and connected, and suppose b U . Then a rational function with poles only in U can be uniformly approximated on C \ U by a rational function with poles only at b.

Proof. Suppose a U and suppose |a b| < 1 dist(a, U ). Note that C \ U {z : |z b| > 3 2|a b|} V . Then for z V 1 1 (a b)n 1 = = . = za z b (a b) (z b)(1 ( ab )) n=0 (z b)n+1 zb The sequence of partial sums approximate 1/(z a) uniformly on V and hence on C \ U .

By taking products we can also approximate (z a)n for n 1 on C \ U , and by taking nite linear combinations, we can uniformly approximate on C \ U any rational function with poles only at a by rational functions with poles only at b. Write a Rb if every rational function with poles only at a can be uniformly approximated on C \ U by rational functions with poles only at b. This relation is transitive: if a Rb and b Rd then a Rd . Set E = {b U : a Rb }. By transitivity and the argument above, if b E then E contains a disk centered at b with radius dist(b, U)/3. Thus E is open. Moreover if bn E converges to b0 U , then b0 lies in a disk of radius less than dist(bn , U )/3 centered at bn , for n large and hence b0 E. This proves E is closed in U and by connectedness E = U . Now suppose that r is rational with poles only in U and x b U . Each term 1/(zc)k in the partial fraction expansion of r can be approximated by a rational function with poles only at b. Adding the approximations, gives an approximation of r by a rational function with poles only at b.

Corollary 3.6. Suppose U is connected and open and suppose {z : |z| > R} U for some R < . Then a rational function with poles only in U can be uniformly approximated on C \ U by a polynomial. Proof. By Lemma 3.5 we need only prove that if |b| > R, then a rational function with

3: Approximation by Rational Functions. poles at b can be uniformly approximated by a polynomial on C \ U . But 1 z 1 1 = z = zb b(1 b ) b n=0 b
n

55

where the sum converges uniformly on |z| R. As in the proof of Lemma 3.5, we

can approximate (z b)n for n 1 and by taking nite linear combinations, we can approximate any rational function with poles only at b by a polynomial, uniformly on {z : |z| R} C \ U . Theorem 3.4, Lemma 3.5 and Corollary 3.6 combine to give the following improvement of Runges Theorem. Theorem 3.7 (Runge). Suppose K is a compact set. Choose one point an in each bounded component Un of C \ K. If f is analytic on K and > 0, then we can nd a rational function r with poles only in the set {an } such that
zK

sup |f (z) r(z)| < .

If C \ K has no bounded components, then we may take r to be a polynomial. For example if K1 and K2 are disjoint compact sets such that C\(K1 K2 ) is connected and > 0 then we can nd a polynomial p so that |p| < on K1 and |p 1| < on K2 because the function which is equal to 0 on K1 and equal to 1 on K2 is analytic on K1 K2 . Corollary 3.8. If f is analytic on an open set then there is a sequence of rational functions rn with poles in C \ so that rn converges to f uniformly on compact subsets of .

Proof. Set Kn = {z : dist(z, ) 1 and |z| n}. n

Then Kn is compact, Kn = and each component of C \ Kn contains a point of C \ . By Theorem 3.7, we can choose the rational functions approximating f to have poles only in C \ .

56

IV. Integration Along Curves We complete this chapter by showing that a uniform limit of rational functions is

always analytic. Theorem 3.9 (Weierstrass). Suppose {fn } is a collection of analytic functions on a
Moreover fn f uniformly on compact subsets of .

region such that fn f uniformly on compact subsets of . Then f is analytic on .

Lemma 3.10. If G is continuous on and then g(z) is analytic in C \ and G() d z

g (z) =

G() d. ( z)2

Proof. There are at least two ways to prove this Lemma. One way is to write out a power series expansion for 1/( z) based at z0 , where z0 , then interchange the order / of summation and integration to obtain a power series expansion for g based at z0 . The derivative of g can be found by dierentiating the series term by term. The second proof is to write g(z + h) g(z) h G() d = ( z)2 G()

z)2 (

h d, (z + h))

which 0 as h 0. The proof shows that g (z) =

G() d. ( z)2

Proof of Theorem 3.9. Analyticity is a local property, so to prove the rst statement we may suppose D is a disk with D . Then by Theorem 2.3, if z D, fn (z) = Set F (z) = 1 2i
D

1 2i

fn () d. z f () d. z

3: Approximation by Rational Functions. Then |fn (z) F (z)| 0

57

for each z D, because fn f uniformly on D. Thus F = f on D and by Lemma 3.10, F is analytic on D. By Theorem 2.3 and Lemma 3.10
fn (z) =

1 2i

fn () d. ( z)2 f () d. ( z)2

and f (z) = F (z) = 1 2i

Again, since fn f uniformly on D, we have that fn converges uniformly to f on compact subsets of D. Thus fn converges uniformly to f on closed disks contained in .

Given a compact subset K of , we can cover K by nitely many closed disks and hence
fn converges uniformly on K to f .

58

V Cauchys Theorem and Applications

1. Cauchys Theorem. The reader can verify by induction that d k z = kz k1 , dz and by the Chain Rule d k 1 = , k dz (z a) (z a)k+1 when k 1. (COMMENT: I should have pointed this out earlier!) By Corollary IV.2.1, if is a closed curve then q(z)dz = 0

for all polynomials q and

1 dz = 0, (z a)k

when k 2 and a , because the integrand in each case is the derivative of an analytic / function. Suppose
N nk

r(z) =
k=1 j=1

ck,j + q(z) (z pk )j

is a rational function and q is a polynomial. If is a closed curve which does not intersect any of the poles of r, then
N

r()d =
k=1

ck,1

1 d. ( pk )

(1.1)

Denition. A cycle is a nite union of disjoint closed curves. 59

60

V. Cauchys Theorem

Theorem 1.1 (Cauchy). Suppose is a cycle contained in a region and suppose d =0 a (1.2)

for all a . If f is analytic on then / f ()d = 0.

Proof. By Runges Theorem, we can nd a sequence of rational function rn with poles in C \ so that rn converges to f uniformly on the compact set . By (1.1) and (1.2),

rn (z)dz = 0. But then | f (z)dz| = | (f (z) rn (z))dz| sup |f rn |() 0.

We can use Cauchys Theorem to extend Theorems 2.3 and 3.3. Theorem 1.2 (Cauchys Integral Formula). Suppose is a cycle contained in a region and suppose

for all a . If f is analytic on then / 1 2i

d =0 a 1 d. z

f () 1 d = f (z) z 2i

Proof. For each z , the function g() = (f () f (z))/( z) extends to be analytic on and by Cauchys Theorem has integral over equal to 0. Theorem 1.2 follows by splitting the integral of g along into two pieces.

Figure V.1 Integration on a cycle.

2: Winding Number.

61

The cycle in Figure V.1 consists of two circles, parameterized in opposite directions as indicated. If f is analytic on the closed region bounded by the two circles, then by Proposition 2.2, Cauchys Integral Formula applies, and f (z) = 1 2i f () d, z

when z is between the two circles, again using Proposition 2.2. When z is outside the larger circle or inside the inner circle, the integral is equal to 0 by Cauchys Theorem, because f ()/( z) is an analytic function of on the region between the two circles, if z is not in this region. 2. Winding Number. The important integrals (1.2) have a geometric interpretation which we will next explore. Lemma 2.1. If is a cycle and a , then / 1 2i is an integer. Proof. Without loss of generality we may suppose is a closed curve parameterized by (t) : [0, 1] C. Dene h(x) =
0 x

1 d a

Then h (x) exists and equals (x)/((x) a), except at nitely many points x. Then d h(x) e ((x) a) = h (x)eh(x) ((x) a) + eh(x) (x) dx = (x)eh(x) + (x)eh(x) = 0, except at nitely many points. Since eh(x) ((x) a) is continuous, it must be constant. Thus eh(1) ((1) a) = eh(0) ((0) a) = 1 ((1) a).

(t) dt. (t) a

62

V. Cauchys Theorem

Since (1) a = 0, eh(1) = 1 and h(1) = 2ki, where k is an integer. Thus 1 2i an integer.

d h(1) d = = k, a 2i

Denition. The index or winding number of with respect to a (or about a) is n(, a) = for a . / Note the following properties of n(, a): (a) n(, a) is an analytic function of a, for a , by Lemma 3.10. In particular it / is continuous and integer-valued by Lemma 2.1. Thus n(, a) is constant in each component of C \ . (b) n(, a) 0 as a . Thus n(, a) = 0 in the unbounded component of C \ . (c) n(, a) = n(, a). (d) n(1 + 2 , a) = n(1 , a) + n(2 , a). (e) If (t) = eikt , for 0 t 2, then n(, 0) = 1 2i
2 0

1 2i

d , a

dz 1 = z 2i

ikeikt dt = k. eikt

The curve in (e) winds k times around 0. If a C, let La = {z : Imz = Ima} be the horizontal line through a. Suppose that 1 is an arc in the half-plane {z : Imz > Ima} with endpoints b and c on La such that Reb < Rea < Rec. See Figure V.2a. 1 2 b 3 a 4 c La

Figure V.2a The Winding of an arc in a half-plane.

2: Winding Number.

63

For > 0 small, let 2 be the semi-circular arc in the half-plane centered at a and radius . Let 3 be the segment on La between b and 2 and let 4 be the segment on La between 2 and c. Then we can choose directions for 2 , 3 , and 4 so that = 1 + 2 + 3 + 4 is a closed curve. Note that a is in the unbounded component of C \ (indeed, we can draw a vertical line from a to which does not meet ) and hence

d =0 a

(2.1)

by (b).

La

Figure V.2b The Winding of an arc in a half-plane. If 1 is an arc in the half-plane {z : Imz > Ima} with endpoints b and c on La such that Rea < Reb Rec, then we can add the line segment between b and c to form a closed curve . See Figure V.2b. Then a is in the unbounded component of C \ so that (2.1) holds. A similar construction can be made if the endpoints b and c of satisfy Reb Rec < Rea. Similar constructions can be performed starting with an arc 1 contained in the half-plane {z : Imz < Ima}. Now suppose that is a closed curve and a . Then \ La is a nite union of arcs / Aj . Each Aj is contained in the upper half-plane or the lower half-plane. Choose > 0 so small that the disk of radius centered at a does not intersect . For each arc Aj form the corresponding curve Bj contained in the lower or upper half-plane as described above. Then Bj = + + , where is a closed curve contained in Ca = {z : |z a| = }, consisting of semi-circular arcs and is the sum of line segments. The integral of 1/( a) over the line segments is zero. One way to see this is to keep track of the segments added each time the curve meets

64

V. Cauchys Theorem

the half-line {z : Imz = Ima, Rez > Rea}. The added segment ends at the beginning of the previous segment, and the integral over these segments is zero because the integration over all these line segments ends where it begins. The same thing happens to the segments on {z : Imz = Ima, Rez < Rea} If is a semicircular arc contained in Ca then

where the sign is + if is traced in the counter-clockwise direction and otherwise the sign is . The winding number of about a can then be found by counting + 1 or 1 for each 2 2 semi-circular arc depending on the direction it is parameterized and by (c) and (d) n(, a) = n(, a). compute n(, a) by counting the winding of about a adding 1 if the endpoints are 2 count if the endpoints are on the same side of a on La . More informally, if we trace starting at a point b La with Reb > Rea, then we can

1 d d = , a 2

on opposite sides of a in La , depending on the direction of travel, and no change to the

i 1 1 2

Figure V.3 Calculating the winding number. In Figure V.3 n(, 1) = 0, n(, 1) = 2, n(, 2) = 0 and n(, i) = 1.

Figure V.4 n(, 0) = n(, 1) = 0.

2: Winding Number.

65

Figure V.4 shows a cycle such that n(, 0) = 0 and a closed curve contained in 0 = C \ {0, 1} with the property that n(, a) = 0 for all a 0 . If you are familiar with / homotopy (we will treat this subject later in the course), this curve shows that homotopy and homology are dierent since this curve cannot be shrunk to a point while remaining in 0 . By Cauchys theorem if f is analytic on 0 , then

f (z)dz = 0.

If is a region in C bounded by piecewise dierentiable curves, then we can parameterize so that as you trace each boundary component, the region lies on the left. In otherwords i (t) is the inner normal, rotated counter-clockwise by /2 from the tangential direction (t). It is an exercise to show that n(, a) = 1 for all a and n(, a) = 0 for all a . We call this the positive orientation of . / Denition. A region C is called simply connected if S 2 \ () is connected in S 2 ,

where : C S 2 is the stereographic projection.

Simply connected essentially means no holes. For example, the unit disk D is simply connected. The vertical strip {z : 0 < Rez < 1} is simply connected. The punctured plane simply connected, if its complement in S 2 is connected. Thus the set that corresponds to C \ {0} is not simply connected. More generally, a connected open subset of S 2 is called

C \ D together with (the North Pole on the sphere) is simply connected, but C \ D is not simply connected. The open set inside a gure 8 curve is not simply connected because it is not connected. Theorem 2.2. A region C is simply connected if and only if n(, a) = 0 for all cycles and all a . / The point of Theorem 2.2 is that simply connected is a geometric condition which is sucient for Cauchys Theorem to apply. Proof. Suppose is simply connected and suppose is a cycle contained in and suppose a . Then a is in the unbounded component of C \ , and so n(, a) = 0 by (b). / in S 2 with AB = . Without loss of generality B. Since A is closed, a neighborhood Conversely, suppose that S 2 \ () = A B where A and B are non-empty closed sets

66

V. Cauchys Theorem

of does not intersect A and hence 1 (A) is bounded. Pick a0 A. Well construct a curve 0 such that n(0 , a0 ) = 0, proving Theorem 2.2. The construction is the same construction used to prove Runges theorem. Let d = dist( 1 (A), 1 (B)) = inf{|a b| : a 1 (A), b 1 (B)} > 0. Pave the plane with squares of side d/2 such that a0 is the center of one of the squares. Orient the boundary of each square in the positive, or counter-clockwise direction (like all storms in the Northern hemisphere). Shade each square Sj with Sj A = . Let 0 denote the cycle obtained from Sj after performing all possible cancellations. Then 0 since 0 does not intersect either A or B, and n(0 , a0 ) = 1.

Note that in the proof of Theorem 2.2, the cycle 0 satises n(0 , a) = 0 or 1 for each a , and equals 1 for all a A. This is not hard to see for a in the interior of one of / the squares Sj , and as in the proof of Runges Theorem, it holds at all other points of Sj \ 0 by continuity. Since none of the Sj intersect B, n(0 , b) = 0 for all b B. Denition. Closed curves 1 and 2 are homologous in a region if n(1 2 , a) = 0 for all a and we write / 1 2 . Homology is an equivalence relation on the curves in . A closed curve is homologous to 0 in if n(, a) = 0 for all a . In this case we write 0. / Cauchys Theorem says that if 0 in and if f is analytic in then f (z)dz = 0,

and if 1 is homologous to 2 in , then f (z)dz =

f (z)dz.

The most common application of Cauchys Integral Formula is when with 0 and n(, z) = 1. Then for f analytic on , f (z) = 1 2i f () d. z

3: Riemanns Theorem and Laurent Series. 3. Riemanns Theorem and Laurent Series.

67

The rst result in this section is a generalization of a problem from the rst homework. Corollary 3.1 (Riemanns Theorem on Removable Singularities). Suppose f is analytic in = {z : 0 < |z a| < } and suppose
za

lim (z a)f (z) = 0.

Then f extends to be analytic in {z : |z a| < }. In other words, we can remove the singularity of f at a. Proof. Fix z and choose and r so that 0 < < |z a| < r < . Let C and Cr denote the circles of radius and r centered at a, oriented in the counter-clockwise direction as in Figure V.1. The cycle Cr C is homologous to 0 in so that by Cauchys Integral Formula f (z) = But
C

1 2i

Cr

f () 1 d z 2i

f () d. z

f () 1 d max |f ()| 2. C z |z a|

But if C then |f ()| = |f ()|| a| 0 as 0 and hence f (z) = 1 2i f () d. z (3.1)

Cr

By Lemma IV.3.10, the right side of (3.1) is analytic in {z : |z a| < r}. Thus if we dene f (a) as the value of the right side of (3.1) when z = a, then this extension is analytic at a and hence we have extended f to be analytic in {z : |z a| < }.

The most important special case of Riemanns Removable Singularity Theorem is: if f is bounded and analytic in neighborhood of a then f extends to be analytic in a neighborhood of a.

68

V. Cauchys Theorem We say that a compact set E has one-dimensional Hausdor measure 0 if for

every > 0 there are nitely many disks Dj with radius rj so that E j Dj and rj < .
j

Corollary 3.2 (Painlev). Suppose E is a compact set with one-dimensional Hausdor e measure 0. If f is bounded and analytic on U \ E, where U is open and E U , then f extends to be analytic on U .

Proof. As in the proof of Runges Theorem and Theorem 2.2, we can nd a curve U \E so that n(, b) = 1 for all b E, and n(, b) = 0 for b C \ U . Cover E by nitely many disks Dj of radius rj so that rj < . For small , the disks Dj will not intersect . Let V = {z : n(, z) = 1} and let = Dj , which we orient in the positive sense with respect to V \ Dj . Then + 0 in U \ Dj , so that by Cauchys Theorem f (z) = 1 2i

f () 1 d + z 2i

f () d, z

for z V \ Dj . Since () (Dj ) < 2 and since f is bounded, the second integral tends to 0 as 0, exactly as in the proof of Riemanns Theorem. Thus 1 2i

f () d z

provides an analytic extension of f to E, by Lemma IV.3.10.

Painlev asked for geometric conditions on a compact set E to be removable for e bounded analytic functions in 1888. Removable means that the second sentence of Corollary 3.2 holds. A major accomplishment in complex analysis within the last ten years was to solve this problem, though there is some debate about whether the solution is really geometric.

3: Riemanns Theorem and Laurent Series.

69

An annulus is the region between two concentric circles. If f is analytic on the annulus A = {z : r < |z a| < R} then by Runges Theorem, we can approximate f by a rational function with poles only at a. The Laurent Series is another version of this result, similar to a power series expansion. Theorem 3.3 (Laurent Series). Suppose f is analytic on A = {z : r < |z a| < R}. Then f (z) =
n=

an (z a)n ,

where the series converges uniformly and absolutely on compact subsets of A. Moreover an = 1 2i f () d, ( a)n+1 (3.2)

Cs

where Cs is the circle centered at a with radius s, r < s < R, oriented counter-clockwise. Proof. Without loss of generality, a = 0. By shrinking A slightly we may suppose f is analytic on A. By the Cauchy Integral Formula, f (z) = 1 2i 1 2i f () d z (3.3)

for z A, where A has positive orientation with respect to A. Set fs (z) =

f () d z

where Cs = {seit : 0 t 2}. Then fs is analytic o Cs and by Cauchys Integral Formula fs (z) does not depend on s so long as |z| < s, since Cs1 Cs2 with respect to A if r < s1 < s2 < R. Expanding
1 z

in a power series expansion about 0, and interchanging

the order of summation and integration, as we have done before, we conclude that fR has a power series expansion fR (z) =
n=0

an z n ,

where an satises (3.2). Likewise fs does not depend on s so long as |z| > s. Expanding
1 z

in a power series expansion about , i.e. in powers of 1/z, and interchanging the

order of summation and integration we get that fr has a power series expansion fr (z) = an z n ,
n=1

70

V. Cauchys Theorem

where an satises (3.2). By (3.3) f = fR fr . For example the function r(z) = z2 z 2 1 + 2 + 4 (z 3) z4

is analytic in C except at 2i, 3, 4 and hence is analytic on four regions centered at 0: A1 = {z : |z| < 2}, A2 = {z : 2 < |z| < 3}, A3 = {z : 3 < |z| < 4}, and A4 = {z : 4 < |z|}. Of course A1 is a disk, so that r has a power series expansion in A1 . We can use 1 n 1 1 = z , z = za a(1 a ) n=0 an+1 provided |z| < |a|, and 1 1 an1 = , a = za z(1 z ) n=1 z n

Dierentiating a series of this form with a = 3 will give the series for 1/(z 3)2 . Setting

provided |z| > |a|. These formulae give the Laurent expansion of 1/(z 4) in each region.

give the series for z/(z 2 + 4). If a rational function is given as a ratio of two polynomials, p/q, then use the techniques of Section III.2 to nd its partial fraction expansion, and then use the series expansion for 1/(z a) as above. Sometimes it might be easier to nd the partial fraction expansion for 1/q, then multiply the resulting series by the polynomial p and collect together similar powers of z. Laurent Series are useful for analyzing the behavior of an analytic function near an isolated singularity. We say that f has an isolated singularity at b if f is analytic in 0 < |z b| < for some > 0. Write

a = 4 and replacing z with z 2 will give the series for 1/(z 2 + 4), and multiplying by z will

f (z) =
n=

an (z b)n .

Note the following: (i) If an = 0 for n < 0 then f is analytic at b. In this case we say that f has a removable singularity at b.

3: Riemanns Theorem and Laurent Series. (ii) If an = 0 for n < n0 with n0 > 0 and an0 = 0, then we can write

71

f (z) = (z b)

n0 n=0

an0 +n (z b)n = an0 (z b)n0 + an0 +1 (z b)n0 +1 + . . . .

In this case b is called a zero of order n0 . (iii) If an = 0 for n < n0 with n0 > 0 and an0 = 0 then we can write

f (z) = (z b)n0

n=0

an0 +n (z b)n =

an0 +1 an0 + + .... (z b)n0 (z b)n0 1

In this case b is called a pole of order n0 , and |f (z)| as z b. In each of the above cases there is a unique integer k so that lim (z b)k f (z)

zb

exists and is non-zero, and (z b)k f (z) is analytic and non-zero in a neighborhood of b. (iv) If an = 0 for innitely many negative n, then b is called an essential singularity. For example f (z) = e has an essential singularity at 0. Denition. A zero or pole is called simple if the order is 1. Denition. If f is analytic in a region except for isolated poles in then we say that f is meromorphic in . A meromorphic function in C is sometimes just called meromorphic.

1 z2

(1)n 2n z n! n=0

If f is meromorphic in , then 1/f is meromorphic in , and a zero of order k becomes a pole of order k, and a pole of order k becomes a zero of order k. If f and g are meromorphic in then the order of a zero or pole for the meromorphic function f /g at b

72

V. Cauchys Theorem

can be found by factoring the appropriate power of z b out of f and g then taking the dierence of these powers. The next result gives an idea of the behavior near an essential singularity. Theorem 3.4. If f is analytic in U = {z : 0 < |z b| < } and if 0 is an essential singularity for f then f (U ) is dense in C. In other words, every (punctured) neighborhood of an essential singularity has a dense image. Proof. If not there exists A C and > 0 so that |f (z) A| > for all z U . Then 1 f (z) A is analytic and bounded by 1/ on U . By Riemanns Theorem, 1/(f (z) A) extends to be analytic in U {b} and so f (z) A is meromorphic in U {b}. Thus the Laurent expansion for f has at most nitely terms with a negative power of z b, contradicting the assumption that b is an essential singularity.

4. The Argument Principle. The next result is useful for locating zeros and poles of meromorphic functions. Theorem 4.1(Argument Principle). Suppose f is meromorphic in a region with zeros {zj } and poles {pk }. Suppose is a cycle with 0 in and suppose {zj } = and {pk } = . Then n(f (), 0) = 1 2i

f (z) dz = f (z)

n(, zj )

n(, pk ).
k

(4.1)

In the statement of the Argument Principle, if f has a zero of order k at z, then z occurs k times in the list {zj }, and a similar statement holds for the poles. For example, if is a simple closed curve in which is homologous to 0 in , then the number of zeros enclosed by minus the number of poles enclosed by is equal to the winding number of the image curve f () about zero.

4: The Argument Principle.

73

Proof. The rst equality in (4.1) follows from the change of variables w = f (z). Note that 0 and implies that n(, a) = 0 if a is suciently close to . Thus n(, zj ) = 0 for only nitely many zj . Similarly n(, pk ) = 0 for only nitely many pj because there are no cluster points of {zj } or {pk } in . This implies that the sums in (4.1) are nite. If b is a zero or pole of f then we can write f (z) = (z b)k g(z) where g is analytic in a neighborhood of b and g(b) = 0. Then f (z) = k(z b)k1 g(z) + (z b)k g (z) and k g (z) f (z) = + . f (z) zb g(z) Since g(b) = 0, g /g is analytic in a neighborhood of b and hence f /f k(z b)1 is analytic near b. Thus f (z) f (z) 1 z zj 1 z pk (4.2)

is analytic at all points z where n(, z) = 0. In the sums, we repeat zj and pk according to their multiplicity. By Cauchys Theorem integrating (4.2) over gives (4.1).

At this point in the course, we will examine pictures of some meromorphic functions. See http://www.math.washington.edu/marshall/math 534/534functions.html Be sure to read the text at the bottom of each picture. Try to answer the questions. Better pictures will eventually be available here. Corollary 4.2 (Rouch). Suppose is a closed curve in a region with 0 in and e n(, z) = 0 or = 1 for all z . If f and g are analytic in and satisfy |f (z) + g(z)| < |f (z)| + |g(z)| (4.2)

74

V. Cauchys Theorem

for all z , then f and g have the same number of zeros enclosed by . Equation (4.2) says that strict inequality holds in the triangle inequality. The points enclosed by are those z for which n(, z) = 1. The number of zeros of f and g are counted according to their multiplicity. Proof. The function
f g

is meromorphic in and satises f f +1. +1 < g g (4.3)

By (4.2), f = 0 and g = 0 on , so that the hypotheses of the Argument Principle are satised.

w |w + 1| 1 1 Figure V.5 Proof of Rouchs Theorem. e The left side of (4.3) is the distance from w = f (z)/g(z) to 1. But |w (1)| = |w| + 1 if and only if w [0, ). See Figure V.5. Thus the assumption (4.2) implies that the number of zeros of
f g

|w| 0

f g ()

omits the half-line [0, ) and hence does not wind around 0. By the argument principle, equals the number of poles and hence the number of zeros of f equals the number of zeros of g, counting multiplicity.

Example. f (z) = z 9 2z 6 + z 2 8z 2. How many zeros does f have in |z| < 1? The biggest term is 8z, so comparing f and 8z: |f (z) + 8z| = |z 9 2z 6 + z 2 2| 1 + 2 + 1 + 2 = 6 < |8z|

5: Local behavior.

75

on |z| = 1. By Rouchs Theorem, f and 8z have the same number of zeros in |z| < 1, e namely one. How many zeros does f have in |z| < 2? In this case we compare f with z 9 : |f (z) z 9 | = | 2z 6 + z 2 8z 2| 128 + 4 + 16 + 2 = 150 < |z 9 | = 512. Therefore f and z 9 have the same number of zeros in |z| < 2, namely 9. Thus 8 of the zeros of f lie in 1 < |z| < 2, and the remaining zero lies in |z| < 1. To nd the number of zeros of z 4 4z + 5 in |z| < 1 we compare with the constant function 5 on |z| = 1: |z 4 4z + 5 5| = |z 4 4z| 5 |5| + |z 4 4z + 5|. If equality holds in the rst inequality, then 5 = |z 4 4z| = |z 3 4|. But then z 3 = 1,

and so z 4 4z + 5 = z 4z + 5 = 5(z + 1). Since z = 1, |z 4 4z + 5| > 0 and we have |z 4 4z + 5 5| < |5| + |z 4 4z + 5|.

By Rouchs Theorem, z 4 4z + 5 and 5 have the same number of zeros in |z| < 1. e A more elaborate process for locating zeros of polynomials is in the appendix. 5. Local Behavior of Analytic Functions. The next Corollary to the Argument Principle will give us a better picture of the local behavior of an analytic function. Corollary 4.3. Suppose f is analytic at z0 and suppose f f (z0 ) has a zero of order n at z0 . If is suciently small, then there exists > 0 so that f (z) w has exactly n distinct roots in {z : 0 < |z z0 | < }, provided 0 < |w f (z0 )| < . In other words, f (B (z0 )) covers B (w0 ) \ {w0 } exactly n times, where Br () is the ball centered at with radius r. If f has a pole of order n > 0 at z0 , then 1/f has a zero of order n at z0 and so by Corollary 1.1, f (z) w has exactly n distinct roots in {z : 0 < |z z0 | < }, provided |w| is suciently large.

76

V. Cauchys Theorem

Proof. Choose > 0 so that f is analytic on {z : |z z0 | < }, and f (z) = 0 and f (z) f (z0 ) = 0 in {z : 0 < |z z0 | }. If is the circle centered at z0 with positive orientation, then n(f (), w) = n(f (), f (z0)) if |w f (z0 )| is suciently small, since the winding number is constant in each component of C \ f (). By the Argument Principle, 0 < |z z0 | < , all the roots of f (z) w have order 1. An immediate consequence of Corollary 4.3 is that analytic functions are open maps. Corollary 4.4. If f is analytic at z0 and f (z0 ) = 0, then f is one-to-one in a neighborhood of z0 and has a local inverse g which is analytic at w0 . Conversely if f is analytic and one-to-one in a neighborhood of z0 , then f (z0 ) = 0. Proof. If f (z0 ) = 0 the by Corollary 4.3, f is a one-to-one map of a suciently small neighborhood of z0 onto a neighborhood of w0 . Thus g = f 1 is dened in a neighborhood of w0 and since analytic maps are open, g is continuous. Moreover, if w is near f (z0 ) and |h| suciently small, we can nd z1 and z2 near z0 so that f (z1 ) = w and f (z2 ) = w + h. Then z2 z1 1 g(w + h) g(w) = , h f (z2 ) f (z1 ) f (z1 ) f w has the same number of zeros as f f (z0 ), counting multiplicity. Since f = 0 in

as h 0. Thus g has a complex derivative at w and it equals 1/f (g(w)). This derivative is continuous, so that g is holomorphic and hence analytic. Conversely if f (z0 ) = 0 then f f (z0 ) has a zero of order at least 2 and by Corollary 4.3, f is not one-to-one near z0 .

We can give a formula for the inverse of f . Suppose f is analytic on |z z0 | and suppose f (z)w has exactly one zero in |z z0 | < and no zeros on C = {z : |z z0 | = }. Then
zf 1 (w)

lim

(z f 1 (w))

By Riemanns Removable Singularity Theorem h(z) =

f (z)z = f 1 (w). f (z) w

f 1 (w) f (z)z f (z) w z f 1 (w)

5: Local behavior. is analytic in {z : |z z0 | }, and by Cauchys Theorem h(z)dz = 0,

77

where C is given the usual postive orientation. Since n(C , w) = 1, we obtain f 1 (w) = 1 2i f (z)z dz. f (z) w

For example f (z) = ez =

zn n=0 n!

satises f (z) = ez by term-by-term dierentiation

and f (z) = 0. The inverse function is called log z. The inverse is dened locally by Corollary 4.4, and d log z = 1/z. dz Note that eRe log z = |elog z | = |z|, so that Re log z = log |z|. Throughout this course log denotes the natural log, not base 10. We also deduce that z = eiIm log z |z|

so that Im log z = arg z, the direction of z. Since ez+2i = ez , arg z is dened only modulo 2. There is no function h analytic in a neighborhood of the unit circle with eh(z) = z, for if so then h (z) = 1/z and
|z|=1

h (z)dz = 2i, which contradicts the Fundamental

Theorem of Calculus. Some books call log z a multiple-valued function which is a bit of a contradiction in terms. We will only consider log z on domains where it can be dened as a function. We can now give a picture of the local correspondence given by an analytic function. If f is analytic at z0 , we can write f (z) f (z0 ) = an (z z0 )n g(z), where g is analytic at z0 and g(z0 ) = 1. Choose a so that an = an . The function log z is analytic in a neighborhood of 1 so that g1 (z) = e n log g(z)
1

78 is analytic at z0 and thus

V. Cauchys Theorem

f (z) f (z0 ) = a(z z0 )g1 (z)

By Corollary 4.4, a(z z0 )g1 (z) is one-to-one in a neighborhood of z0 so that we have the following picture.

a(z z0 )g1 (z)

z n + f (z0 )

z0

f (z0 )

Figure V.6 Local Behavior of an Analytic Function. In Figure V.6, the case when n = 3 is illustrated. The composed function is equal to f (z) near z0 . Each of the three regions in the left-hand gure is mapped one-to-one onto the slit disk in the right-hand gure. Asymptotically (as the radius tends to 0) the map looks like z 3 , translated and dilated. Note that Figure V.6 was contructed right-to-left. The left side is the preimage of the right side. If f (z0 ) = 0 and z = z0 + reit then f (z) f (z0 ) + reit f (z0 ). Thus for small r, map f approximately dilates by the factor |f (z0 )| and rotates by f z0 f (z0 ) f ()

arg f (z0 ).

f () Figure V.7 Conformality.

5: Local behavior.

79

To put it another way, if and are two curves passing through z0 with angle from to , then f () and f () will be curves passing through f (z0 ) and the angle from f () to f () will also be equal to . Denition. We say that f is conformal at z0 , if it preserves angles (including direction) between curves. A one-to-one analytic map on a region is conformal at each point of . An analytic function can be conformal at each point of without being one-to-one, however modern usage of the phrase conformal map usually means a one-to-one and analytic map. The meaning should be clear from the context. In Section VI.X.X (various characterizations of analytic functions), we will show that conformal maps are analytic. If f is analytic in {z : |z| > R}, then f (1/z) has a isolated singularity at 0, and we say that f has an isolated singularity at . We classify this singularity at as a zero, pole or essential singularity if f (1/z) has a zero, pole or (respectively) essential singularity at 0. In terms of the Laurent expansion of f in |z| > R,

f (z) =
n=

bn z n ,

f has an essential singularity at if bn = 0 for innitely many positive n. The reader can supply the corresponding statement for zeros and poles and their orders.

80

VI Behavior in the Large

In this chapter we will study global properties of analytic functions. The emphasis will be on the behavior of linear fractional transformations and the elementary power, trigonometric, and exponential functions related to the familiar functions of a real variable. These functions are all built from linear functions a + bz, ez = dened inverse log z using algebraic operations and composition. 1. Linear Fractional Transformations. Linear Fractional Transformations (or LFTs) are non-constant rational functions of the form T (z) = az + b , cz + d (1.1) z n /n!, and its locally

where a, b, c, d are complex constants. The four basic types of LFTs are:

Translation: T (z) = z + b,

Rotation:

T (z) = ei z,

Dilation:

T (z) = az

for a > 0, and

Inversion:

T (z) =

1 . z

The translation above shifts every point by the vector b. The rotation rotates the plane by an angle . The dilation expands (if a > 1) or contracts (if a < 1). The inversion is best understood by writing z = reit . Then the argument of 1/z is t and the length of 1/z is the reciprocal of the length of z. 81

82

VI. Behavior in the Large An LFT can be build out of these examples using composition. If c = 0 in (1.1) then T = a b z+ . d d
a d

(1.2) followed by a translation by

In this case T is a dilation by

a d

, a rotation by arg

If

c = 0, then we can rewrite (1.1) as T (z) =

1 a bc ad + . d 2 c c (z + c ) an inversion, a dilation by
a . c bcad c2

(1.3)

In this case, T is a translation by arg

, a rotation by

followed by a translation by

Note that by (1.2) and (1.3), T is non-constant if and only if bc ad = 0. Proposition 1.1. The LFTs form a group under composition.

Proof. The composition of any one of the four basic types of LFTs with another LFT is an LFT. By (1.1) and (1.2), LFTs are closed under composition. The inverse of (1.1) is easily found to be z= dw b . cw + a
a c.

If T is given by (1.1) with c = 0, then T is meromorphic in C with a simple pole at d . Moreover T extends to be analytic at with T () = c Thus T extends to be a

one-to-one map of the extended plane, or the Riemann sphere onto itself. Proposition 1.2. If f is entire and one-to-one, then f (z) = az + b, where a and b are constant.
n=0

Proof. The function f =

an z n cannot have an essential singularity at , since if

otherwise, by Theorem 3.4, there is a sequence zn with f (zn ) f (D), since f (D) is open. But then there is a n D with f (zn ) = f (n ), contradicting the assumption that f is one-to-one. Thus f is a polynomial. By the Fundamental Theorem of Algebra, the degree of f is 1, since f is one-to-one.

1: Linear Fractional Transformations.

83

We remark that entire one-to-one functions must map C onto C by Proposition 1.2. Proposition 1.3. If f is analytic on C \ {z0 } and one-to-one then f is an LFT. Proof. . Without loss of generality z0 = 0. By the proof of Proposition 1.2, f cannot have an essential singularity at . But if f has a pole of order n at then 1/f has a zero of order n at and by Corollary V.4.3 f is n-to-one near . Since f is one-to-one, we must have n 1. By the same argument, f has at worst a simple pole at 0. Thus the Laurent expansion of f is f (z) = a + b + cz. z

If a = 0 and c = 0 then f (z) has at least two zeros, counting multiplicity, contradicting the assumption that f is one-to-one. Thus a = 0 or c = 0, but not both, since f is non-constant. This proves f is an LFT.

The LFTs are characterized geometrically by the next Proposition. A circle or generalized circle is a circle or a straight line. As we saw in Section I.3, circles correspond precisely to the circles on the Riemann sphere. Lines lift to circles through the north pole. Similarly a disk is a region (in C ) bounded by a circle. Proposition 1.4. LFTs map circles onto circles and disks onto disks.

Proof. We need only check this for the four basic types of LFTs given in Section 1. If |z c| = r then |az ac| = |a|r, and |(z b) (c b)| = r so that rotations, dilations and translations map circles to circles. The equation of a straight line is given by Re(c(z b)) = 0, since we can translate the line so it passes through 0 then rotate it to correspond to the imaginary axis. Rotations, dilations and translations map lines to lines exactly as in the case of circles. To check that inversions preserve circles, suppose |z c| = r and set

84

VI. Behavior in the Large

1 w = 1/z. Multiply out | w c|2 = r 2 . If r 2 = |c|2 , then Re2cw = 1, the equation of a line.

If r 2 = |c|2 , then by completing the square we obtain c w 2 = r |c|2

r 2 c2 r

which is the equation of a circle. The similar reasoning for the image of a line is left to the reader to verify. The equation of a disk is found by replacing the equal sign in the equation for a circle with < or >, so that the proof of the statement for disks follows in a similar way. The most common example is the conformal map from the upper half-plane H onto the disk D, sometimes called the Cayley Transform: C(z) = zi . z+i

Notice that the distance from x R to i is equal to the distance to i, so that C maps R {} onto D. Since C(i) = 0, the image of H must be D by Proposition 1.4. Another way to see that the image of H is D is to note that if z H then the distance from z to lower half-plane. Since C maps C onto iC , the image of H must be D. i is less than the distance from z to i, so that |C(z)| < 1 and similarly |C| > 1 on the The Cayley transform can be used, for example, to transform an integral on R to an integral on D and vice-versa. Conformality can also be used to determine the image of an LFT. For example the LFT given by T (z) = (z 1)/(z + 1) is real-valued on R so it maps the unit circle to a circle which is orthogonal to R and passes through , the image of 1. Thus it maps the unit circle to the imaginary axis, and since T (0) = 1, it maps D onto the left half-plane {Rez < 0}. The proof of the next Proposition is useful for constructing LFTs. Proposition 1.5. Given z1 , z2 , z3 distinct points in C , and w1 , w2 , w3 distinct points in C , there is a unique LFT, T , such that T (zi ) = wi , (1.4)

2: for i = 1, 2, 3.

log f.

85

In the statement of Proposition 1.4, C is the extended plane, so that is included in the possibilities. Proof. First suppose that w1 = 0, w2 = and w3 = 1. Set T (z) = z z1 z z2 z3 z2 . z3 z1

Then T (zi ) = wi , i = 1, 2, 3. For the general case, choose LFTs R and S so that R(z1 ) = S(w1 ) = 0, R(z2 ) = S(z2 ) = and R(z3 ) = S(w3 ) = 1, then T = S 1 R satises (1.4). If U is an LFT satisfying (1.4) then S U R1 = az + b cz + d

a = d, and U (z) = S 1 R(z).

maps 0 to 0 so that b = 0. It maps to so that then c = 0, and it maps 1 to 1 so that

One additional property of LFTs that is sometimes useful for determining their image is: if T is an LFT and if z1 , z2 , z3 are three points on the boundary of a disk D such that D lies to the left of D as D is traced from z1 to z2 to z3 , then T (D) lies to the left of T (D) as it is traced from T (z1 ) to T (z2 ) to T (z3 ). For example, the unit disk D lies to the left of the unit circle as it is traced from 1 to i to 1. If T (z) = (z 1)/(z + 1) then T (1) = 0, T (i) = i and T (1) = . Thus the image of D is the imaginary axis, since it is a circle through 0, i, and the image T (D) must lie to the left of the imaginary axis as it is traced from 0 to i to . Thus T (D) is the left half-plane {z : Rez < 0}. The reason for this is that conformal maps preserve angles (including direction) between curves and LFTs are conformal everywhere, in particular on the boundary of D. 2. log f.

86

VI. Behavior in the Large We have already discussed the function ez = ex eiy = ex (cos y + i sin y).

segment of length 2 in the vertical line x = c onto the circle |z| = ec .

It maps the horizontal line y = c onto the ray arg z = c from 0 to , and it maps each We begin with a fundamental consequence of the Argument Principle.

Corollary 2.1. Suppose f is analytic on a simply connected domain and f (z) = 0 for all z . Then we can dene g(z) = log f (z) to be analytic on . The conclusion of Corollary 2.1 is that there is an analytic function g such that f (z) = eg(z) . (2.1)

Note that g(z) + 2i is another solution. We are not claiming that log z can be dened on the range f () of f on . The function g is locally the composition of a function log z and f , but there might not be a function h dened on all of f () such that z = eh(z) . For example, the LFT (z 1)/(z + 1) maps the disk D onto the left half-plane {Rez < 0} and so the function f (z) = e(z1)/(z+1) maps the D onto D \ {0} and is non-vanishing. Thus cannot dene log z on f (D) = D \ {0}. Proof. If g satises (2.1) then g = f /f . Fix z0 and dene g(z) =
z

f satises the hypotheses of Corollary 2.1 and indeed g = (z 1)/(z + 1) works. But we

f (w) dw, f (w)

where z is any curve in beginning at z0 and ending at z. If 1 and 2 are curves in V.2.2. Since f = 0 on , f /f is analytic on and by Cauchys Theorem 0=
1 2

from z0 to z, then 1 2 is a closed curve in which is homologous to 0 by Theorem

f (w) dw = f (w)

f (w) dw f (w)

f (w) dw. f (w)

2:

log f.

87

Thus g(z) does not depend on the choice of z . If z1 and |h| is small then we may take z1 +h = z1 + h , where h is the straight line segment from z1 to z1 + h. Thus 1 g(z1 + h) g(z1 ) f (z1 ) = h f (z1 ) h
h

f (w) f (z1 ) dw f (w) f (z1 )

sup

wh

f (w) f (z1 ) (h ) < f (w) f (z1 ) |h|

if |h| is small, since f /f is continuous. Thus g exists and g = f /f . By Corollary IV.2.4 g is analytic. To compare f and eg , set F = f eg . Then F = f eg f g eg = f eg f eg = 0. This implies F is a constant, and evaluating at z0 , F (z0 ) = f (z0 ). Thus f (z) = f (z0 )eg(z) = eg(z)+a , where a is any complex number with ea = f (z0 ), proving Corollary 2.1. Note that if g and h satisfy f = eg = eh on a region and if g(z0 ) = h(z0 ) for some z0 , then g = h in a neighborhood of z0 because log z has a unique inverse in a (small) neighborhood of f (z0 ) with log f (z0 ) = g(z0 ). By the Uniqueness Theorem, g = h in . For example, the function z is non-zero on the simply connected domain C \ (, 0]. Then log z, with log 1 = 0, is the function given by log z = log |z| + i arg z, (2.2)

where < arg z < . If instead we specied that log 1 = 2i then (2.2) holds with < arg z < 3. However, if = C \ where is the spiral given in polar coordinates by r = e , < < , then is simply connected and Im log z is unbounded on . In this case we can still specify, for example, log(1) = i and this uniquely determines the function log z on .

88

VI. Behavior in the Large Notice that with the denition (2.2), log(zw) = log(z) + log(w) if arg(z) + arg(w) is

not in the interval (, ). The hypothesis that is simply connected is essential in Corollary 2.1. If is not simply connected, then there exists a point a C \ and a curve so that n(, a) =
1 2i dz za

= 0. The function f (z) = za is non-zero on and if log(za) could be dened f (z)dz = 0, contradicting n(, a) = 0.

as an analytic function, then f (z) = 1/(z a) by the chain rule. By the Fundamental Theorem of Calculus 3. z . If is a simply connected region not containing 0, and if C, we dene z = e log z . where log z can be specied by giving its value at one point z0 . Then z is an analytic log 1 = 0. If z = reit , where < t < , then z = r eit . z 0 2 0 2 function on . For example suppose 0 < < 1, suppose = C \ (, 0] and dene

Figure VI.1 z . The image of the sector {z : | arg z| < } is the sector {z : | arg z| < }. The map z is conformal in , but it is not conformal at 0. Indeed angles are multiplied by at 0. If we dene log 1 = 2i instead of 0, then the image sector is rotated by the angle 2. How would you dene log z on C \ [0, +) and what would be the image of this region by the map z 2 ? Test your understanding by showing that there are exactly two denitions of z 2 on this region. In fact, there are exactly two possible denitions of z 2 on any simply connected region not containing 0.
1 1 1

1 1 (z + ). 2 z A slightly more complicated function is 4: z

89

dened on 0 = C \ (, 0]. If log(1) = 0, then the function (z) = log z is analytic on 0 and has image equal to the horizontal strip 1 = {z : |Imz| < }. The image of 1 by the map
(1+i) 2 z

is the strip 2 = {x + iy : x < y < x + }.

The function ez maps the line y = x onto a spiral S given in polar coordinates by r = e . The image of y = x + c is the rotation of S by the angle c. Thus ez is analytic and one-toone on 2 with image 3 = C\{S}. The composition of these maps is z a one-to-one analytic map of 0 onto 3 . Notice that z
1+i 2 1+i 2

, which is then

does not extend continuously to

(, 0]. The function z has been used to explain one of M.C. Eschers lithographs. The image of a small square by the conformal map z is approximately a small square since the map is approximately linear wherever it is conformal. Thus a picture in C \ (, 0] can be transferred to a distorted picture in C \ {S} by redrawing the portion in each square of a ne grid in C \ (, 0] on the corresponding approximate square in the image region. 4. 1 1 z+ . 2 z The next function we will consider in this chapter is w(z) = 1 1 z+ , 2 z

which is analytic in C \ {0}. By the quadratic formula z =w w2 1 (3.1)

so that w is two-to-one unless w2 = 1. Since w(z) = w(1/z), the two roots in (3.1) are reciprocals of each other, one inside D and one outside D or else complex conjugates of each other on D. If we write z = reit , then w= 1 1 1 i 1 1 z+ = r+ cos t + r sin t. 2 z 2 r 2 r

90 If we also write w = u + iv then

VI. Behavior in the Large

u 1 1 2 (r + r )

which is the equation of an ellipse, unless r = 1. Thus for each r = 1, the circles of radius r and 1/r are mapped onto the same ellipse. The circle of radius r = 1 is mapped onto the interval [1, 1]. We leave as an exercise for the reader to show that the image of a ray from the origin to which is not on a coordinate axis is a branch of a hyperbola which is perpendicular to each ellipse given above, by conformality. The function w is a one-to-one analytic map of C \ D onto C \ [1, 1], and a one-to-one analytic map of D\{0} onto C\[1, 1]. The function w is also analytic on H = {z : Imz > 0} and one-to-one, since Im1/z < 0 if z H. The image of H by the map w is the region 2 = C \ {(, 1] [1, )}. The inverse of w is given by (3.1) in each case, but we must make the correct choice then we can dene log(w2 1) so as to be analytic in by Corollary 2.1, and thus w+ w2 1 = w + e 2 log(w
1 2

v 1 1 2 (r r )

= 1,

for the square root on the image region. If U is any simply connected domain with 1 U /
1)

1 is analytic and one-to-one on U with inverse function 2 (z + 1/z).

For example if U = C \ [1, 1], write w2 1 = w 1 1 . w2 1 1/w2 so that

The function 1 1/w2 is analytic and non-zero on U . Dene (w) = so if log = log || + i arg with < arg < then

() = 1. More concretely, the image of U by the map 11/w2 is contained in C\(, 0] 1 1/w2 is the composition of

= 1 1/w2 and exp( 1 log ), and therefore analytic. Then 2 (w) = w 1 + 1 1 w2

is an inverse to (z + 1/z)/2 on U . By the preceeding discussion, there are two inverses to (z + 1/z)/2 on U . Since (w) as w , must be the inverse to (z + 1/z)/2 with range C \ D. The inverse with range D \ {0} is 1 (w) = w 1 1 1 w2

5: Trigonometric Functions. the inverses on C \ {(, 1] [1, +)}.

91

which tends to 0 as w . The reader is invited to test their understanding by nding

In the next section we will use the function (z +1/z)/2 and the closely related function (z 1/z)/2 which can be understood as a composition 1 1 1 1 z = i (iz) + . 2 z 2 (iz) It is the composition of rotation by /2 followed by
1 (z 2

+ 1/z) followed by rotation by

/2. Thus circles and lines through 0 are mapped to ellipses and orthogonal hyperbolas. The ellipses have semi-major axis along the imaginary axis. The unit circle is mapped to the interval [i, i]. 5. Trigonometric Functions. We dene eiz eiz eiz + eiz and sin z = . cos z = 2 2i

Then cos z and sin z are entire functions satisfying cos z + i sin z = eiz , (cos z)2 + (sin z)2 = 1, d cos z = sin z dz and d sin z = cos z. dz

These functions agree with their usual calculus denitions when z is real. However, we know by Liouvilles Theorem that they cannot be bounded in C. The function cos z is best understood by viewing it as the composition of the map 1 (z + 1/z) and the function eiz . 2 For example, the vertical strip {z : |Rez| < } is mapped onto C \ (, 0] by the map
1 circles. The images of rays and circles by the map 2 (z + 1/z) are branches of hyperbolas

eiz . Vertical lines are mapped to rays from 0 to and horizontal lines are mapped to

and ellipses, as we saw in section 3. Other trigonometric functions are dened using sin and cos, for example tan z = sin z . cos z

92

VI. Behavior in the Large

Hyperbolic trigonometric functions are also dened using the exponential function: cosh z = ez + ez 2 and sinh z = ez ez . 2

The inverse trigonometric functions can be found by working backward. For example to nd arccos z, set z = (eiw + eiw )/2, multiply by eiw and obtain a quadratic equation in eiw , so that by the quadratic formula eiw = z Thus If is a simply connected domain such that 1 then f (z) = z z 2 1 is an analytic / function, as seen in Section 4. If z z 2 1 = 0 then z 2 = z 2 1 which is impossible. Thus f is a non-vanishing function on and by Corollary 2.1, we can dene log f as an analytic function on . Thus arccos is analytic on any simply connected region which does not contain 1. To nd the arccos with arccos(0) =
2,

z 2 1.

arccos z = w = i log(z

z 2 1).

it is best to write it in the form 1 z 2 ).

arccos z = w = i log(z + i with 1 = 1 and log(i) = i/2.

6. Constructing Conformal Maps. In this section we will use the functions weve studied in this chapter to construct conformal maps. In modern usage, the phrase conformal map means a one-to-one analytic map. The entire function f (z) = ez is conformal everywhere, since its derivative is everywhere non-zero, but it is not a conformal map on C because it is not one-to-one. It is a conformal map on {z : |Imz| < }, for example. The list below is not exhaustive, but rather is meant to illustrate the techniques which can be used at this point in the course. 1. As we saw in Homework #3, the conformal maps of D onto D are given by (z) = c za , 1 az

6: Constructing Conformal Maps. where a and c are constants with |a| < 1 and |c| = 1. 2. The conformal maps of the upper half-plane H onto H are given by az + c, or 1 bz (z) = a + b. z

93

(6.1)

where a > 0, and b and c are real. If satises (6.1) then is a linear fractional

transformations which is real on R, so by Proposition 1.4, maps H onto a disk and maps the extended real line onto itself. LFTs are homeomorphisms of the extended plane C so is one-to-one and the image of H must either be H or C\H. f (z) = az/(1bz)+c then (0) = a > 0, so there is no rotation at 0 and thus is a conformal map of H onto H. If (z) = a/z + b, then is the composition of the map 1/z, which has positive imaginary part on H, and the linear map az + b which maps H onto H since a > 0 and b is real. Thus is a conformal map of H onto H. Conversely, if is a conformal map of H onto H, then C C 1 , where C(z) = (z i)/(z + i) is the Cayley transform, is a conformal map of D onto D. By Example 1 above and Proposition 1.1, is a linear fractional transformation (z) = az + b . cz + d

If d = 0, then (z) = a/c (b/c)(1/z). Then a/c = () R. Since 1/z maps H onto H, b/c > 0 for otherwise would rotate H near 0 and thus the second case in (6.1) holds. If d = 0, then z d2 b (z) = + . c d 1 + dz Then b/d = (0) R, and
bcad d2 adbc

= (0) > 0, and c/d must be real since the pole of

must lie on the extended real line R , proving (6.1).

3. A conformal map of the disk centered at c and radius r onto D is given by (z) = (z c)/r.

94

VI. Behavior in the Large

4. A conformal map of a sector = {z : a < arg z < b} onto D can be constructed in steps. f (z) = z = e log z where = /(b a) will map onto a sector with opening , a half-plane. The choice of onto H, and the Cayley transform (z i)/(z + i) will map H onto D. It is usually sucient to describe a conformal map as a composition of a sequence of simpler conformal maps. 5. If is the intersection of two disks, then in order to map onto D, nd the two points c, d where the bounding circles meet. The map zc zd will map each disk onto a disk with 0 and on its boundary, and hence the image of is the intersection of two half-planes forming a sector at 0. Now apply Example 4. Note that the region outside the union of two disks is the intersection of two disks in the extended plane if we add the point at .
111111 000000 111111 000000 111111 000000 111111 000000 111111 000000 111111 000000 111111 000000 111111 000000 111111 000000 111111 000000

log z is already given in the description of . A rotation z eit z will map the half-plane

11111111111 00000000000 11111111111 00000000000 11111111111 00000000000 11111111111 00000000000 11111111111 00000000000 11111111111 00000000000 11111111111 00000000000 11111111111 00000000000 11111111111 00000000000 11111111111 00000000000 11111111111 00000000000 11111111111 00000000000 11111111111 00000000000 11111111111 00000000000

Figure VI.2

6. The region = H\I, where I is the segment [0, i] on the imaginary axis, can be mapped onto H by the map z 2 + 1, where 1 = i. Indeed the image of by the map z 2 + 1 is the slit plane C \ [0, +). The branch of the square root is uniquely determined by the requirement that 1 = i.

1 It can be given more explicitly as exp( 2 log z) where 0 < arg z = Im log z < 2.

6: Constructing Conformal Maps. z2 + 1 z 1 0 1

95

Figure VI.3

7. The region = H \ A, where A is an arc lying on a circle C which is orthogonal to R at 0 can be mapped to D by rst applying a conformal map az/(1 z/b) of H onto H where b is the other point of intersection of C and R, and a > 0. The image of A must lie on a circle through and be perpendicular to R since LFTs are conformal. Thus the image of A is an interval [0, ic] on the imaginary axis. We can choose a > 0 so that c = 1 and then Example 6 applies.

b Figure VI.4

8. To map H onto the region between two branches of a hyperbola, rst map H onto a sector symmetric about the y-axis using eit z with the proper choice of the rotation angle t and opening . Then apply 1 (z + 1/z). See Section 4. 2
11111111111111 00000000000000 11111111111111 00000000000000 11111111111111 00000000000000 11111111111111 00000000000000 11111111111111 00000000000000 11111111111111 00000000000000 11111111111111 00000000000000 11111111111111 00000000000000 11111111111111 00000000000000 11111111111111 00000000000000 11111111111111 00000000000000 11111111111111 00000000000000 11111111111111 00000000000000 11111111111111 00000000000000 11111111111111 00000000000000 11111111111111 00000000000000 11111111111111 00000000000000 11111111111111 00000000000000 11111111111111 00000000000000 11111111111111 00000000000000 11111111111111 00000000000000 11111111111111 00000000000000 11111111111111 00000000000000 11111111111111 00000000000000

H 0

eit z

1 (z 2

+ 1/z)

111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000

Figure VI.5

96

VI. Behavior in the Large

1 9. To map C \ D onto the exterior of an ellipse, apply the map z rz, then 2 (z + 1/z).

See Section 4.
111111111111111111 000000000000000000 111111111111111111 000000000000000000 111111111111111111 000000000000000000 111111111111111111 000000000000000000 111111111111111111 000000000000000000 111111111111111111 000000000000000000 111111111111111111 000000000000000000 111111111111111111 000000000000000000 111111111111111111 000000000000000000 111111111111111111 000000000000000000 111111111111111111 000000000000000000 111111111111111111 000000000000000000 111111111111111111 000000000000000000 111111111111111111 000000000000000000 111111111111111111 000000000000000000 111111111111111111 000000000000000000 111111111111111111 000000000000000000 111111111111111111 000000000000000000 111111111111111111 000000000000000000 111111111111111111 000000000000000000 111111111111111111 000000000000000000 111111111111111111 000000000000000000 111111111111111111 000000000000000000 111111111111111111 000000000000000000 111111111111111111 000000000000000000 111111111111111111 000000000000000000 111111111111111111 000000000000000000 111111111111111111 000000000000000000 111111111111111111 000000000000000000 111111111111111111 000000000000000000 111111111111111111 000000000000000000 111111111111111111 000000000000000000 111111111111111111 000000000000000000 111111111111111111 000000000000000000 111111111111111111 000000000000000000 111111111111111111 000000000000000000 111111111111111111 000000000000000000 11111111111111111111 00000000000000000000 11111111111111111111 00000000000000000000 11111111111111111111 00000000000000000000 11111111111111111111 00000000000000000000 11111111111111111111 00000000000000000000 11111111111111111111 00000000000000000000 11111111111111111111 00000000000000000000 11111111111111111111 00000000000000000000 11111111111111111111 00000000000000000000 11111111111111111111 00000000000000000000 11111111111111111111 00000000000000000000 11111111111111111111 00000000000000000000 11111111111111111111 00000000000000000000 11111111111111111111 00000000000000000000 11111111111111111111 00000000000000000000 11111111111111111111 00000000000000000000 11111111111111111111 00000000000000000000 11111111111111111111 00000000000000000000 11111111111111111111 00000000000000000000 11111111111111111111 00000000000000000000 11111111111111111111 00000000000000000000 11111111111111111111 00000000000000000000 11111111111111111111 00000000000000000000 11111111111111111111 00000000000000000000 11111111111111111111 00000000000000000000 11111111111111111111 00000000000000000000 11111111111111111111 00000000000000000000 11111111111111111111 00000000000000000000 11111111111111111111 00000000000000000000 11111111111111111111 00000000000000000000 11111111111111111111 00000000000000000000 11111111111111111111 00000000000000000000 11111111111111111111 00000000000000000000 11111111111111111111 00000000000000000000 11111111111111111111 00000000000000000000 11111111111111111111 00000000000000000000 11111111111111111111 00000000000000000000

1 2 (rz

+ 1/(rz))

Figure VI.6

10. To map H onto the region below the parabola y = x2 rst apply the map z iaz + b where a > 0 and b > 0. The image of H is the half-plane {Rez > b}. The image of this region under the map z 2 is the exterior of a parabola. Applying the map z ciz + id with c < 0 will result in a map to the region below a parabola. The reader can check that a proper choice of a, b, c will give the desired map.
111111 000000 111111 000000 111111 000000 111111 000000 111111 000000 111111 000000 111111 000000 111111 000000 111111 000000 111111 000000 111111 000000 111111 000000 111111 000000 111111 000000 111111 000000 111111 000000 111111 000000 111111 000000 111111 000000 111111 000000 111111 000000 111111 000000 111111 000000 111111 000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111 000000000000 111111111111111 000000000000000 111111111111111 000000000000000 111111111111111 000000000000000 111111111111111 000000000000000 111111111111111 000000000000000 111111111111111 000000000000000 111111111111111 000000000000000 111111111111111 000000000000000 111111111111111 000000000000000 111111111111111 000000000000000 111111111111111 000000000000000 111111111111111 000000000000000 111111111111111 000000000000000 111111111111111 000000000000000 111111111111111 000000000000000 111111111111111 000000000000000 111111111111111 000000000000000 111111111111111 000000000000000 111111111111111 000000000000000 111111111111111 000000000000000 111111111111111 000000000000000 111111111111111 000000000000000 111111111111111 000000000000000 111111111111111 000000000000000

1111111111111 0000000000000 1111111111111 0000000000000 1111111111111 0000000000000 1111111111111 0000000000000 1111111111111 0000000000000 1111111111111 0000000000000 1111111111111 0000000000000 1111111111111 0000000000000 1111111111111 0000000000000 1111111111111 0000000000000

Figure VI.7

To map D or H onto any of regions bounded by a conic section other than those given in 8, 9, and 10 will be covered later in this chapter. 11. To map the strip {z : 0 < Rez < 1} onto D, rst apply the map eiz . The image of

{Rez = c}, 0 < c < 1, is the ray reic , r > 0, so the image of the strip is H. Now apply the Cayley transform. 12. To map the half-strip {z : 0 < Imz < , Rez < 0} onto D, rst apply the map ez and the Cayley transform.

which has image D H. Now apply Example 5, or use the inverse of the map 1 (z + 1/z) 2

6: Constructing Conformal Maps.

97

Figure VI.8

Many other examples can be constructed by using combinations of the above ideas. The conformal map in each of the examples above is a composition of a sequence of simpler conformal maps. The inverse map can be found by composing the inverses of the simpler functions in the reverse order. To nd the conformal map of D onto a region , it is usually easier to discover the map from onto D, then compute its inverse. A natural question at this point is how unique are these maps? A conformal map of onto D can be composed with the linear fractional transformations of the form given in Example 1 and still map D onto D. Proposition 6.1. If there exists a conformal map of a region onto D, then given any z0 , there exists a unique conformal map f of onto D such that f (z0 ) = 0 and f (z0 ) > 0.

Proof. If g is a conformal map of onto D, set a = g(z0 ). Then h(z) = c za 1 az

maps D onto D if |c| = 1, and f = h g maps onto D with h(z0 ) = 0. Then f (z0 ) = cg (z0 )/(1 |a|2 ), so that the proper choice of the argument of c will give h (z0 ) > 0. If k maps onto D with k(z0 ) = 0 and k (z0 ) > 0, then H = k h1 maps D onto D with H(0) = 0. By with |c| = 1. Since H (0) = k (0)/h (0) > 0, we must have c = 1 and h = k. Schwarzs Lemma, |H(z)| |z| and |H 1 (z)| |z| so that |H(z)| = |z| and H(z) = cz,

98

VI. Behavior in the Large For example, to nd a conformal map of H onto D such that (z0 ) = 0 and (z0 ) >

0, rst apply the Cayley transform, then apply a linear fractional transformation of the form given in Example 1. In this example, it is actually easier to rst apply the map f (z) = z z0 z z0

the image of H is either D or C \ D. But f (z0 ) = 0, so f maps H onto D. Now nd the correct rotation so that (z) = eit f (z) has positive derivative at z0 . Another natural question is: what regions can be mapped conformally onto D? The next Proposition gives a necessary condition. We shall see later in the course that it is also a sucient condition. Proposition 6.2. If is a conformal map of a region onto D, then must be simply connected.

which maps H onto D because |f (x)| = dist(x, z0 )/dist(x, z0 ) = 1, when x R, so that

Proof. Suppose is a closed curve contained in and suppose a C \ . Let f = 1 , which is analytic by Corollary 4.4. Then n(, a) = 1 2i dw 1 = wa 2i f (z) dz = 0, f (z) a

()

by Cauchys Theorem since f /(f a) is analytic in D. By Theorem V.2.2 is simply connected. 7. Symmetry and Conformal Maps. In this section we will explore the connection between symmetry in a simply connected domain and symmetry of a conformal map from the region to the disk D. We say that a region is symmetric about R provided z if and only if z . If is symmetric about R and if f is analytic on and real-valued on R then f (z) is analytic on and equal to f on R. Indeed, the power series expansion for f (z) based at

7: Symmetry and Conformal Maps. for f at based at b. So f (z) f (z) does not have isolated zeros and hence f (z) = f (z)

99

b has coecients which are the complex conjugates of the coecients for the power series

(7.1)

for all z . In fact, it suces to assume that f is real-valued on a non-empty interval (a, b) R to conclude that f (z) = f (z) for all z , and hence f is real-valued on all of R . Geometrically, (7.1) says that f maps symmetric points to symmetric points. For one-to-one functions we have the following related result. Proposition 7.1. If f is a conformal map of a simply connected symmetric region onto D such that f (x0 ) = 0 and f (x0 ) > 0 for some x0 R then f (z) = f (z). Proof. Apply Proposition 6.1 to the functions f and f (z). Proposition 7.1 says that if the region is symmetric then we can take the mapping function to be symmetric. Wed like to use this idea to help construct conformal maps. We rst prove a converse to Cauchys Theorem. Theorem 7.2 (Morera). If f is continuous on a region and polygonal curves then f is analytic on . Proof. Fix z0 . Dene g(z) =
z

f (z)dz = 0 for all closed

f ()d,

(7.2)

where z is a polygonal curve from z0 to z in . The function g(z) does not depend on the choice of the curve z for if z were another such curve, z z is closed and so by assumption
z

f ()d

f ()d =
z z z

f ()d = 0.

By the proof of Corollary 2.1, g is analytic in with g = f .

100

VI. Behavior in the Large

Theorem 7.3 (Schwarz Reection Principle). Suppose is a region which is symon + (+ R) and real-valued on (+ R) then the function dened by h(z) = is analytic on . f (z) f (z) for z \ for z metric about R. Set + = H and = (C \ H). If f is analytic on + , continuous

Proof. We need only prove h is analytic on R. Analyticity is a local property, so without loss of generality, is a disk centered on R. Suppose that is a closed polygonal curve in . Then by adding and subtracting intervals on + R we can write h(z)dz =
+

h(z)dz +

h(z)dz,

where + and are closed curves with + + (+ R) and ( R). By Cauchys Theorem and the continuity of h, h(z)dz = 0
+

and

h(z)dz = 0.

Thus

h(z)dz = 0 and by Moreras Theorem, h is analytic.

Corollary 7.4. If f satises the hypotheses of the Schwarz Reection Principle and also is one-to-one in + with Imf > 0 on + , then h is also one-to-one on . Proof. By denition h is one-to-one on with Imh < 0 on . So if h(z1 ) = h(z2 ) then z1 , z2 R. Since h is open, it maps a small disk centered at zj onto a neighborhood h(1 ) = h(2 ), contradicting the assumption that h is one-to-one on . of h(zj ) for j = 1, 2. Thus there are two points 1 , 2 + near z1 , z2 (respectively) with

As an application we outline how to nd a conformal map of H to the region = {z = x + iy : y > x2 }. First map H onto the half-strip S = {z = x + iy : 0 < x < b, y > 0}

8: The Geodesic Algorithm.

101

Section 6. Then the function f2 (z) = iz 2 is one-to-one on S with image equal to half of the desired region. Then the composed map f = f2 f1 satises f () = and by translating f if necessary, we can arrange that f (0) = 0. Thus the image of the negative real axis is the positive imaginary axis. By the Schwarz Reection Principle (applied to if ), f can be extended to be a conformal map of C \ [0, ) onto . Then f (z 2 ) is the desired map. This same idea can be used to construct a conformal map from H to the region outside one branch of a hyperbola. The map to the inside of an ellipse cannot be done with the elementary maps weve constructed so far.

so that f1 () = (i.e. lim|z| |f1 (z)| = ), where b is chosen as in Example 10 of

8. The Geodesic Algorithm.

How do you nd a conformal map of the upper half plane H to a complicated region? Rather few maps can be given explicitly by hand, so that a computer must be used to nd the map approximately. One reasonable way to describe a region numerically is to give a large number of points on the boundary. One way to say that a computed map dened on H is close to a map to the region is to require that the boundary of the image be uniformly close to the polygonal curve through the data points. Indeed, the only information we may have about the boundary of a region are these data points.

The geodesic algorithm is based on the simple map fa : H \ H where is an arc of a circle from 0 to a H which is orthogonal to R at 0. This map can be realized by a composition of a linear fractional transformation, the square and the square root map as illustrated in Figure VI.9. The orthogonal circle also meets R orthogonally at a point b = |a|2 /Rea and is illustrated by a dashed curve in Figure VI.9.

102 H\ 0 z 1 z/b a b

VI. Behavior in the Large fa H

z +c
2 2

ic 0 Figure VI.9. The basic map fa . 0 c2

In Figure VI.9, c = |a|2 /Ima. Observe that the arc is opened to two adjacent intervals
1 at 0 with a, the tip of , mapped to 0. The inverse fa can be easily found by composing

the inverses of these elementary maps in the reverse order.

Now suppose that z0 , z1 , . . . , zn are points in the plane. The basic maps fa can be used to compute a conformal map of H onto a region c bounded by a Jordan curve which passes through the data points as illustrated in Figure VI.10.

8: The Geodesic Algorithm.

103

c zn z1 z0 z2 z3 0 (z z1 )/(z z0 ) 3 = f3 n = fn 4

1 = i

2 0 2 = f2 n+1 n+1 0 z = 1 z/n+1

H 3 0 Figure VI.10. The Geodesic Algorithm. The complement in the extended plane of the line segment from z0 to z1 can be mapped onto H with the map 1 (z) = i z z1 z z0 0

and 1 (z1 ) = 0 and 1 (z0 ) = . Set 2 = 1 (z2 ) and 2 = f2 . Repeating this process, dene k = k1 k2 . . . 1 (zk ) and k = fk . for k = 2, . . . , n. Finally, map a half-disc to H by letting n+1 = n . . . 1 (z0 ) R

104 be the image of z0 and set

VI. Behavior in the Large

n+1

z = 1 z/n+1

The + sign is chosen in the denition of n+1 if the data points have negative winding number (clockwise) around an interior point of , and otherwise the sign is chosen. Set = n+1 n . . . 2 1 and 1 = 1 1 . . . 1 . 1 2 n+1 Then 1 is a conformal map of H onto a region c such that zj c , j = 0, . . . , n. The portion j of c between zj and zj+1 is the image of the arc of a circle in the upper half plane by the analytic map 1 . . .1 . In more picturesque language, after applying 1 j 1 , we grab the ends of the displayed horizontal line segment and pull, splitting apart or unzipping the curve at 0. The remaining data points move down until they hit 0 and then each splits into two points, one on each side of 0, moving further apart as we continue to pull. plane, C \ H where C denotes the extended plane. Simply follow the unshaded region in plane instead of in the upper-half plane when coding the algorithm, because most computer languages adopt the convention < arg z . 2 2 The geodesic algorithm can be applied to any sequence of data points z0 , z1 , . . . , zn , unless the points are out of order in the sense that a data point zj belongs to the (computed) arc from zk1 to zk , for some k < j. We will next give a simple condition on the data points z0 , z1 , . . . , zn which is sucient to guarantee that the curve computed by the geodesic algorithm is close to the polygon with vertices {zj }. Denition. A disc-chain D0 , D1 , . . . , Dn is a sequence of pairwise disjoint open discs such that Dj is tangent to Dj+1 , for j = 0, . . . , n 1. A closed disc-chain is a disc-chain such that Dn is tangent to D0 . Note that is a conformal map of the complement of c , C \ c , onto the lower half

H in Figure VI.10. Finally, we remark that it is easier to use circular arcs in the right-half

8: The Geodesic Algorithm.

105

Any simple closed polygon P , for example, can be covered by a closed disc-chain with arbitrarily small radii and centers on P . There are several ways to accomplish this, but one straightforward method is the following: Given > 0, nd pairwise disjoint discs {Bj } centered at each vertex, and of radius less than . Then P\ Bj =
j

Lk

where {Lk } are pairwise disjoint closed line segments. Cover each Lk with a disc-chain centered on Lk tangent to the corresponding Bj at the ends, and radius less than half the distance to any other Li , and less than .

Figure VI.11. Disc-chain covering a polygon. Another method for constructing a disc-chain is to use a Whitney decomposition of a simply connected domain. Suppose is a simply connected domain contained in the unit square. The square is subdivided into 4 equal squares. Each of these squares is subdivided again into 4 equal squares, and the process is repeated. If Q is a square, let 2Q denote the square with the same center, and sides twice as long. In the subdivision process, if a square Q satises 2Q , then no further subdivisions are made in Q. Let Un be the union of all squares Q obtained by this process with side length at least 2n for which 2Q . If z0 , let n be the component of the interior of Un containing z0 . Then n is a polygonal Jordan curve. Note that n consists of sides of squares Q with length 2n . Thus we can form a disc chain by placing a disc of radius 2n /2 at each vertex of n . The points of tangency are the midpoints of each square with edge length 2n on n .

106

VI. Behavior in the Large Yet another method for constructing a disc-chain would be to start with a hexagonal

grid of tangent discs, all of the same size, then select a sequence of these discs which form a disc-chain. Disc-chains can be used to approximate the boundary of an arbitrary simply connected domain. Denition. If f is a conformal map of D onto a simply connected region and if I is a segment contained in a diameter of D, then f (I) is called a geodesic in . Using linear fractional transformations of D onto D it is not hard to see that I is a geodesic if and only if I is an arc on a circle which is orthogonal to D. Later in the course we will study the hyperbolic geometry in plane domains. The shortest curve between two points in the hyperbolic metric on a simply connected domain is a geodesic. We will not use that fact here, but we do need the following Lemma. Lemma 7.5 (Jrgensen). If is an open disc contained in a simply connected domain and if J is a geodesic, then J is connected and if non-empty, then J is not tangent to in .

Proof. If A , let B such that AB is a diameter of . Then z if and only if Re Bz > 0. zA (8.1)

Suppose is a conformal map of D onto with (0) = A and (0)i/(B A) > 0. The geodesics in through A lie on images of diameters of D by the map . By replacing (z) with (rz), we may suppose that is analytic on D and without loss of generality we may assume that is still a subset of (D). Note that Re on D (1, 1). Then g(z) = B (z) (B A) 1 +z (z) A (0) z (B A) 1 +z (0) z =0 (8.2)

8: The Geodesic Algorithm.

107

is analytic on D since the singularity at 0 is removable by Riemanns Theorem. By (8.1) and (8.2), Reg 0 on D since = . By the maximum principle Reg 0 on (1, 1). By (8.2) again, Re B 0 on (1, 1). By (8.1) the geodesic G = (1, 1) A is does not enter and thus is tangent to at A. The unit disk D is divided into two components D+ and D by (1, 1) so that (D+ ) and (D ) are disjoint components of \ G. Each diameter I of D, except (1, 1) has one half in D+ and the other half in D . Thus a geodesic J which intersects and passes through A must thereafter remain in a component of \ G which does not contain . Each of these geodesics is not tangent to G at A by conformality, proving the Lemma.

One interpretation of Jrgensens Lemma is that disks are convex in the metric on a simply connected domain given by the geodesics. If D0 , D1 , . . . , Dn is a closed disc-chain, set zj = Dj Dj+1 , for j = 0, . . . , n, where Dn+1 D0 . Theorem 7.6. If D0 , D1 , . . . , Dn is a closed disc-chain, then the geodesic algorithm applied to the data z0 , z1 , . . . , zn produces a conformal map 1 from the upper half plane c H to a region bounded by a C 1 curve with
n

(Dj zj ).

Proof. An arc of a circle which is orthogonal to R is a hyperbolic geodesic in the upper half plane H. Let j denote the portion of the computed boundary, c , between zj and zj+1 . Since hyperbolic geodesics are preserved by conformal maps, j is a hyperbolic geodesic in
j1 C \ k=0 k .

For this reason, we call the algorithm the geodesic algorithm.

108

VI. Behavior in the Large

1 1 1 map, then fb is analytic and asymptotic to a multiple of z 2 near 0. Thus fb fa

1 1 fa (c) = 0, and fa is approximated by a square root near c. If fb is another basic

angle . Thus the computed boundary is C 1 . The rst arc 0 is a chord of D0 and hence not tangent to D0 . Since the angle at z1 between 0 and 1 is , 1 must enter D1 , and so by Jrgensens Lemma 1 D1 , and 1 is not tangent to D1 . By induction j Dj , j = 0, 1, . . . , n.

preserves angles at c. The geodesic j then is a smooth arc which meets j1 at zj with

Figure VI.12. Tenerife. Figure VI.12 shows the conformal map of a grid on the disc to both the interior and exterior of the island Tenerife (Canary Islands). The center of the interior is the volcano Teide.

Appendix

1. Locating zeros of a polynomial. Algorithm: Suppose p(z) = an z n + an1 z n1 + . . . + a0 is a polynomial with an = 0. Set p (z) = z n p and let q(z) = a0 p(z) an p (z). Case (a): If |an | < |a0 | set p1 = q. Case (b): If |an | > |a0 |, set p1 = q /z = (a0 p an p)/z. Case (c): If |an | = |a0 | and q = 0 on |z| = 1, set p1 = q. Let N (p) denote the number of zeros of p in D = {z : |z| < 1}. Then N (p) = N (p1 ) in Cases (a) and (c) 1 z = a0 z n + a1 z n1 + . . . + an

N (p1 ) + 1 in Case (b)

If Case (a), (b), or (c) applies to p1 , repeat the process. Since the degree of p1 is less than the degree of p, the process eventually stops because the degree is zero or because the rst and last coecients have the same absolute value and q has a zero on |z| = 1. Proof. Notice rst that |p(ei )| = |p (ei )| for all . Secondly note that if is a zero of p This implies q/p and q /(zp) are analytic in a neighborhood of the circle, D. 109

on the circle D, then is also a zero of p and hence a zero of q, counting multiplicity.

110

A. Appendix Case (a): Suppose |an | < |a0 |. Then on |z| = 1 an an p p1 = < 1. 1 = a0 p a0 p a0

By Rouchs theorem, the number of zeros of p equals the number of zeros of p1 in D. e Case (b): Suppose |an | > |a0 |. Then on |z| = 1 a0 a0 p zp1 = < 1. +1 = an p an p an By Rouchs theorem, the number of zeros of p equals the number of zeros of zp1 (z) in D, e which equals 1 + N (p1 ).

Case (c): Suppose |an | = |a0 |. Then on |z| = 1 an p p1 an 1 = = = 1. a0 p a0 p a0 If p1 = q = 0 on |z| = 1, then p = 0 on |z| = 1 and p1 p1 , 1 <1+ a0 p a0 p so by Rouchs Theorem, p and p1 have the same number of zeros in |z| < 1. e Remark: If |an | = |a0 | and if q has a zero on |z| = 1, then see Cohn, A. Math. Zeit. vol 14 (1922) 110-148. (see also Marden, Morris, The geometry of the zeros of a polynomial in a complex variable, AMS (1949) 148). Cohn shows that the algorithm can be continued by modifying the sequence. Another approach when |a0 | = |an | is to replace p(z) by p(rz) for r near 1. If r < 1 then Case (a) applies. The algorithm can be used to nd the number of zeros in any disc by composing the polynomial with a linear map Az + B. Remark: In case (b), p1 = q /z. If p1 vanishes to a higher order at the origin, you can reduce the degree of p1 by dividing by a higher power of z before applying the algorithm again (and add to the count of the number of zeros).

1: Locating zeros. Example: p(z) = 2z 4 3z 3 + z 2 + z 1 p (z) = z 4 + z 3 + z 2 3z + 2 p1 (z) = 3z 3 5z 2 + 3z 1 p (z) = z 3 + 3z 2 5z + 3 1 p2 (z) = 8z 2 12z + 4 p (z) = 4z 2 12z + 8 2 p3 (z) = 12z 12 p (z) = 12z + 12 3

111

If p has k zeros in D, then p1 has k 1 zeros in D, p2 has k 2 zeros in D amd p3 has k 3 zeros in D. At this point the algorithm stops since the rst and last coecients have equal modulus. But p3 clearly has no zeros in D and hence k 3 = 0 and p has 3 zeros in D. Note that zeros of p which are symmetric about the unit circle are also zeros of each pk . Since p3 (1) = 1, then p(1) = 0 and its remaining zeros are in the disk. As an exercise, write down a polynomial and apply the process. The following is a problem that has been open since the 1930s and is of current interest in ergodic theory. Suppose p is a polynomial with integer coecients p(z) = an z n + . . . + a0 with |an | = |a0 | = 1. Let z1 , z2 , . . . , zk be the roots in |z| < 1. If p has at least one root in |z| < 1, how big can |zj | be? It is conjectured that
k p=1

|zj | .8537662...

This value is achieved for the polynomial p(z) = z 10 + z 9 z 7 z 6 z 5 z 4 z 3 + z + 1.