Notes Ca
Notes Ca
Notes Ca
A J Scholl1
These are the notes I used to give the course — the lectures may
have deviated from these in a few places (in particular, there may
be corrections I made in the course which haven’t made it into these
notes).
1 Basic notions
1.1 Introduction
Recall notions:
1
a γ exists then one can find another curve in U with the same
endpoints which is polygonal (a finite sequence of line segments).
Definition. A domain is a non-empty path-connected open subset
of C.
Example: polynomials.
If p(z), q(z) are polynomials, with q not identically zero, then p/q is
a holomorphic function on the complement in C of the zero-set of q.
2
Some old (and not-so-old) texts use the term regular. The term analytic is also commonly
employed — see Remark 2.5 below.
2
Let’s compare this with differentiability for functions of 2 variables.
Recall that if U ⊂ R2 is open and u : U → R then u is said to be
differentiable at (c, d) ∈ U if there exists (λ, µ) ∈ R2 such that
u(x, y) − u(c, d) − (λ(x − c) + µ(y − d))
p → 0 as (x, y) → (c, d)
(x − c)2 + (y − d)2
and then Du(c, d) = (λ, µ) is the derivative of u at (c, d). If this
holds then λ = ux (c, d) and µ = uy (c, d) are equal to the partial
derivatives of u at (c, d).
Theorem 1.2.1 (Cauchy-Riemann equations). f : U → C is differ-
entiable at w = c + id ∈ U iff the functions u, v are differentiable at
(c, d) and
ux (c, d) = vy (c, d), uy (c, d) = −vx (c, d). (1)
If this holds then f 0 (w) = ux (c, d) + ivx (c, d).
Proof. From the definition, f will be differentiable at w with deriva-
tive f 0 (w) = p + iq if and only if
f (z) − f (w) − f 0 (w)(z − w)
lim =0
z→w |z − w|
or equivalently, splitting into real and imaginary parts, if and only if
u(x, y) − u(c, d) − (p(x − c) − q(y − d))
lim p =0
(x,y)→(c,d) (x − c)2 + (y − d)2
and
v(x, y) − v(c, d) − (q(x − c) + p(y − d))
lim p =0
(x,y)→(c,d) (x − c)2 + (y − d)2
since
f 0 (w)(z − w) = (p(x − c) − q(y − d)) + i(q(x − c) + p(y − d)).
So f is differentiable at w with derivative f 0 (w) = p + iq if and
only if u, v are differentiable at (c, d) with Du(c, d) = (p, −q) and
Dv(c, d) = (q, p), whence the result.
3
Remarks. (i) For example, applying to the function f (z) = z̄, so that
u(x, y) = x, v(x, y) − y, we see that ux = 1, vy = −1, and so f (z) is
nowhere complex differentiable.
(ii) If one just wants to show that the differentiability of f at w
implies that the partial derivatives exist and satisfy (1), one can
proceed more simply: Let h be real, and first letting z = w + h, we
have
f (w + h) − f (w)
f 0 (w) = lim
h→0 h
u(c + h, d) − u(c, d) v(c + h, d) − v(c, d)
= lim +i
h→0 h h
= ux (c, d) + ivx (c, d).
Next letting z = w + ih, we get
f (w + ih) − f (w)
f 0 (w) = lim
h→0 ih
v(c, d + h) − v(c, d) u(c, d + h) − u(c, d)
= lim −i
h→0 h h
= ux (c, d) + ivx (c, d).
(iii) Later we’ll see that if f is holomorphic then so is f 0 . This being
so, it follows that all the higher partial derivatives of u and v exists,
and we may differentiate the Cauchy-Riemann equations again to get
∂ 2 u/∂x2 = ∂ 2 v/∂y∂x, ∂ 2 u/∂y 2 = −∂ 2 v/∂x∂y,
and so (using the fact that ∂ 2 v/∂x∂y = ∂ 2 v/∂y∂x, since the 2nd
partial derivatives are continuous)
∂ 2 u/∂x2 + ∂ 2 u/∂y 2 = 0 (2)
which is Laplace’s equation (we also say that u is a harmonic func-
tion). Similarly, v also satisfies Laplace’s equation, in other words
The real and imaginary parts of a holomorphic function are
harmonic functions.
4
Corollary 1.2.2. Let f = u + iv : U → C. Suppose the functions u,
v have continuous partial derivatives everywhere on U and that they
satisfy the Cauchy-Riemann equations (1). Then f is holomorphic
on U .
Proof. Since the partial derivatives are continuous on U , u and v are
differentiable on U (Analysis II). The result follows by 1.2.1.
Remark. Later we shall show that the converse of Corollary 1.2.2 is
true. In fact, if f : U → C is holomorphic then Corollary 2.5.2 will
show that its derivative is also holomorphic, hence in particular that
the partial derivatives of u, v are continuous.
Corollary 1.2.3. Let f : D → C be holomorphic on a domain D,
and suppose that f 0 (z) = 0 for all z ∈ D. Then f is constant on D.
Proof. Follows from the analogous result for differentiable functions
on a path-connected subset of R2 .
Recall:
Theorem 1.3.1 (Radius of convergence). Let (cn )n∈N be a sequence3
of complex numbers. Then there exists a unique R ∈ [0, ∞], the
radius of convergence of the series, such that the series
∞
X
cn (z − a)n , z, a ∈ C
n=0
5
Theorem 1.3.2. Let f (z) = ∞ n
P
n=0 cn (z − a) be a complex power
series4 with radius of convergence R > 0. Then:
(i) f is holomorphic on D(a, R);
(ii) its derivative is given by the series
∞
X
ncn (z − a)n−1 ,
n=1
I claim that for every ρ < R this series converges uniformly on the
set {(z, w) | |z| , |w| ≤ ρ}. In fact for the n-th term we have the
bound
n−1
X
j n−1−j
cn z w ≤ n |cn | ρn−1 = Mn , say,
j=0
4
P
If one is pedantic one should write “let . . . be a power series with radius of convergence
R > 0, and let f : D(a, R) → C be the function it represents” .
6
P
and Mn converges since ρ < R, so by the Weierstrass M -test, the
series converges uniformly. Hence the series converges on {(z, w) |
|z| , |w| < R} to a continuous function g(z, w).
Next, if z 6= w we can rewrite (3) as
∞
X z n − wn f (z) − f (w)
g(z, w) = cn =
n=1
z−w z−w
whereas if z = w it reduces to
∞
X
g(w, w) = ncn wn−1 .
n=1
so f 0 (w) exists and equals g(w, w), as required. This proves (i) and
(ii). Then (iii) follows by induction on n. Finally, if f vanishes
identically on a disc about z = a then f (n) (a) = 0 for all n, so by
(iii) all the cn are zero.
Remark. We shall use the continuity of g(z, w) later on (in Theorem
3.2.1).
Definition. The complex exponential function is defined by
∞
z
X zn
e = exp z = .
n=0
n!
7
Proof. (i) RoC=∞. Differentiate term-by-term.
(ii) Obviously e0 = 1. Let w ∈ C. Define F (z) = exp(z +w) exp(−z).
Then F 0 (z) = 0, so F is constant, hence F (z) = F (0) = exp(w).
Taking w = −z gives exp(z) exp(−z) = 1 so exp(z) 6= 0.
(iii) ez = ex eiy by (ii), then use Maclaurin series for sin, cos.
(iv), (v) Follows from (iii).
We now turn to the logarithm function. By definition, if z ∈ C we
say that w ∈ C is a logarithm of z if exp(w) = z. From Proposition
1.3.3(v), z has a logarithm iff z 6= 0; and by (iv) if z 6= 0 then z
has an infinite number of logarithms, differing from one another by
integer multiples of 2πi.
Unlike for real numbers, there is no preferred logarithm of a given
complex number; both πi and −πi are logarithms of −1 and there is
no mathematical reason to choose one over the other.
Definition. Let U ⊂ C\{0} be an open set. We say that continuous
function λ : U → C is a branch of the logarithm if for every z ∈ U ,
λ(z) is a logarithm of z — equivalently, if exp(λ(z)) = z.
Will see later that any branch of the logarithm is in fact automati-
cally holomorphic. The following is often a useful choice:
Definition. Let U = C \ {x ∈ R | x ≤ 0}. The principal branch of
the logarithm is the function Log : U → C given by
Log(z) = ln |z| + i arg(z)
where arg(z) is the unique argument of z in the range (−π, π).
As the name suggests, Log(z) is indeed a branch of the logarithm.
In fact, Log is continuous on U , since the function z 7→ arg(z) is
continuous on U ,5 and for any z ∈ U ,
exp Log(z) = eln|z| (cos arg(z) + i sin arg(z)) = z.
5
Projection onto the unit circle z 7→ z/ |z| is a continuous map C \ {0} → {|z| = 1}, which
maps U to {|z| = 1} \ {−1}; and θ 7→ eiθ is a homeomorphism from (−π, π) to {|z| = 1} \ {−1}.
8
Proposition 1.3.4. (i) log is holomorphic on U , with derivative 1/z.
(ii) If |z| < 1 then
∞
X (−1)n−1 z n
log(1 + z) = .
n=1
n
Later (Theorem 2.1.4) we’ll see that there is no branch of the loga-
rithm defined on C − {0}.
Fractional/complex powers: z α = exp(α Log z).
9
for some n ∈ Z, since f 0 (w) 6= 0. So the direction of δ at f (w) is the
direction of γ at w, rotated by a constant angle arg f 0 (w). In other
words, the mapping f preserves angles at the point w. We say that
f is conformal at w is this is the case.
A special but important case is when f : D → C is holomorphic on a
domain D with f 0 6= 0, and is 1-to-1, to that f : D −→∼ f (D). In this
case we say that f is a conformal equivalence between D and f (D)
— sometimes one just says that f is a conformal mapping.
An important example of conformal equivalence is given by the Moe-
bius map
az + b
f (z) = , a, b, c, d ∈ C, ad = bc 6= 0
cz + d
which is a conformal equivalence from the Riemann sphere C ∪ {∞}
to itself. Other examples are given (for n ≥ 1) by z 7→ z n , which is a
conformal equivalence between {z ∈ C \ {0} | 0 < arg z < π/n} and
the upper half-plane {z ∈ C | Im(z) > 0}, with inverse mapping the
principal branch of z 1/n ; and by the exponential
10
2 Complex integration I
(the second equality because the left-hand side is real) giving (4).
For the second part, we may assume that f is not identically zero.
If we have equality in (4) then both the inequalities above must be
equalities. The second is an equality iff |f (t)| = M , so that |f | is
constant; the first is an equality iff eiθ = arg(f (t)), which means that
arg(f ) is constant. Taken together this means f is constant.
Let γ : [a, b] → C be a C 1 -curve, γ(t) = x(t)+iy(t). Then as |γ 0 (t)|2 =
(dx/dt)2 + (dy/dt)2 , it makes sense to define the arc length of γ as
the integral Z b
length(γ) := |γ 0 (t)| dt.
a
11
We say that γ is simple if γ(t1 ) 6= γ(t2 ) unless t1 = t2 or {t1 , t2 } =
{a, b}. If γ is a simple curve then length(γ) is just the length of (the
image of) γ.
Definition. Let f : U → C be continuous, and let γ : [a, b] → C be
a C 1 curve. The integral of f along γ is
Z Z b
f (z) dz := f (γ(t))γ 0 (t) dt.
γ a
Basic properties:
R R R
• linearity γ c1 f1 (z) + c2 f2 (z) dz = c1 γ f1 (z) dz + c2 γ f2 (z) dz.
• additivity: if a < a0 < b and γ1 : [a, a0 ] → U , γ2 : [a0 , b] → U are
given by γi (t) = γ(t) then
Z Z Z
f (z) dz = f (z) dz + f (z) dz
γ γ1 γ2
12
Remarks. (i) We will often abuse notation by identifying γ with its
image in C — for example, we may say “f is non-zero on γ” —
although it must always be remembered that γ is a map from an
interval to C, and not a subset of C. (For example, a curve and its
inverse path have the same image, but the integrals along them are
different.)6
(ii) Appearances can be deceptive: one should not read too much
into the notion of C 1 curve. In particular, a C 1 -curve need not have
a tangent at every point, even if it is simple. For example, the curve
γ : [0, 1] → C given by
(
1 + i sin πt if 0 ≤ t ≤ 1/2
γ(t) =
sin πt + i if 1/2 ≤ t ≤ 1
13
a = a0 < a1 < · · · < an = b for which the restriction γi of γ to the
subinterval [ai−1 , ai ] is continuously differentiable, for each 1 ≤ i ≤ n.
So γ = γ1 + · · · + γn is a sum of C 1 -curves.
Unless otherwise stated, by “curve” we shall henceforth al-
ways mean “piecewise-C 1 curve”.
Proposition 2.1.2. For any continuous f : U → C and any curve
γ : [a, b] → U ,
Z
f (z) dz ≤ length(γ) sup |f | .
γ γ
14
Theorem 2.1.4 (“Fundamental Theorem of Calculus”). If F : U →
C is holomorphic [and F 0 is continuous] and γ : [a, b] → U is a curve,
then Z
F 0 (z) dz = F (γ(b)) − F (γ(a)).
γ
R
If moreover γ is closed, then γ F dz = 0.
(We say γ : [a, b] → C is closed if γ(a) = γ(b).)
In particular, if fRis the derivative of a holomorphic function on U ,
then the integral g f dz depends only on the endpoints of γ.
Later (2.5.2) we shall see that the condition “F 0 is continuous” is
automatically satisfied.
Proof.
Z Z b Z b
F 0 (z) dz = F 0 (γ(t))γ 0 (t) dt = (d/dt)(F (γ(t))) dt = [F (γ(t))]ba
γ a a
R
Example: γ z n dz where γ is the circular path γ : [0, 1] → C, γ(t) =
Re2πit , R > 0.
If n 6= −1 then f is the derivative of z n+1R/(n + 1), which is holomor-
phic on C \ {0} (even on C if n ≥ 0), so γ f (z) dz = 0.
However if n = −1 we don’t know a holomorphic function on any
open subset of C containing γ with derivative 1/z — the natural can-
didate, Log(z), being only holomorphic on the “cut-plane”. Instead
compute from the definition: since γ 0 (t) = 2πiRe2πit ,
Z Z 1
−1
z dz = R−1 e−2πit · 2πiRe2πit dt = 2πi.
γ 0
Since this is 6= 0, we can deduce from FTC that there does not exists
a holomorphic function on any open subset of C containing the circle
{|z| = R}, whose derivative is 1/z. In particular, there is no branch
of the logarithm defined on C \ {0}.
15
Rather strikingly, it turns out that the converse to this is true:
Theorem 2.1.5 (converse
R of FTC). Let f : D → C be continuous
on a domain D. If γ f (z) dz = 0 for all closed γ in D, then there
exists a holomorphic F : D → C with F 0 = f .
Proof. Pick a point a0 ∈ D. If w ∈ D, pick any curve γw : [0, 1] → D
with γw (0 + a0 ), γw (1) = w, and define
Z
F (w) = f (z) dz.
γw
16
Proof. First we define the terms:
17
since the integrals along the lines joining the midpoints of the sides
of ∆ cancel in pairs. Therefore, for some j ∈ {1, 2, 3, 4} we have
Z
1
f (z) dz ≥ I.
∂∆(j) 4
Denote ∆(j) by ∆1 . Iterating, we obtain a sequence of nested trian-
gles
∆ = ∆0 ⊃ ∆1 ⊃ ∆2 ⊃ . . .
such that
Z
−n
length(∂∆n ) = 2 L and f (z) dz ≥ 4−n I.
∂∆n
18
Theorem 2.2.2. Let S ⊂ U be a finite subset, and assume that
f : U → C is continuous
R on U and holomorphic on U \ S. Let ∆ ⊂ U
be a triangle. Then ∂∆ f (z) dz = 0.
Proof. By subdividing ∆ we may assume that S = {a} is a singleton,
and a ∈ ∆. Let M = sup∆ |f | < ∞. If ∆0 ⊂ ∆ is any smaller triangle
containing the point a then subdivision and the previous result shows
that Z Z
f (z) dz = f (z) dz ≤ M length(∂∆0 )
∂∆ ∂∆0
0
so by letting the length of ∆ tend to zero, we have the result.
Corollary 2.2.3 (Cauchy’s theorem for a disc). Let D be a disc
(or convex or starlike domain) and f : D → C a function which is
holomorphic except possibly at a finite number
R of points, where it is
continuous. Then for any closed γ in D, γ f (z), dz = 0.
Proof. Combine Lemma 2.1.6 and Theorem 2.2.2.
This gives
∞ Z
(w − a)n
Z Z
f (z) f (w) X
dz = dz = f (w) n+1
dz = 2πif (w)
|z−a|=ρ z − w |z−a|=ρ z − w n=0 |z−a|=r (z − a)
19
using the geometric series
∞
X (w − a)n
1 1
= = (6)
z−w (z − a)(1 − (w − a)/(z − a)) n=0 (z − a)n+1
20
Theorem 2.4.2 (Fundamental Theorem of Algebra). Every non-
constant polynomial with complex coefficients has a complex root.
Proof. Let P (z) = z n + cn−1 z n−1 + · · · + c1 z + c0 be a polynomial of
degree n > 0. Then |P (z)| → ∞ as |z| → ∞, so there exists R such
that |P (z)| > 1 for all z with |z| > R. Consider f (z) = 1/P (z). If
P has no complex zeroes then f is entire, and so (being continuous)
f is bounded on {|z| ≤ R}. As |f (z)| < 1 when |z| > R, f is a
bounded entire function, so by Liouville’s Theorem f is constant;
contradiction.
Theorem 2.4.3 (Local maximum modulus principle). Let f : D(a, r) →
C be holomorphic. If for every z ∈ D(a, r), |f (z)| ≤ |f (a)|, then f
is constant.
Proof. By the Mean-Value Property we have, for 0 < ρ < r,
Z 1
|f (a)| = f (a + ρe2πit ) dt ≤ sup |f (z)|
0 |z−a|=ρ
21
where
f (n) (a)
Z
1 f (z)
cn = = n+1
dz for any 0 < ρ < r.
n! 2πi |z−a|=ρ (z − a)
where we have used (6) and the interchange of integration and sum-
mation is justified by the uniform convergence of the geometric pro-
gression. So f has a convergent power series representation on B(a, ρ)
for any ρ < r, and the rest of the theorem follows.
Corollary 2.5.2. If f : U → C is holomorphic then its derivatives
of all orders exist and are holomorphic.
Remark. A function f : U → C is said to be analytic if for every
a ∈ U , f can be represented by a convergent power series on some
B(a, r) ⊂ U . (By Theorem 1.3.2(iv), this power series is unique).
Theorem 1.3.2 shows that analytic functions are holomorphic. The-
orem 2.5.1 shows that every holomorphic function is analytic. So in
complex analysis the words “analytic” and “holomorphic” are inter-
changeable (and indeed many authors define analytic to be what we
have termed holomorphic).
However in real analysis there is a big difference. We say by analogy
that a function f : (a, b) → R is analytic if for every c ∈ (a, b) there
exists an interval (c − r, c − r) on which f can be represented as a
convergent power series in (x − c). There are many functions which
22
are infinitely differentiable but which are not analytic. In particular,
if f : R → R is C ∞ then it can happen that the Taylor series of f at
the origin has RoC zero. Even if the RoC is positive, the function
defined by the Taylor series may not be equal to f .
Remark. The fact that holomorphic functions are infinitely differ-
entiable is closely bound up with the Cauchy-Riemann equations:
there is a class of PDEs (elliptic equations) for which the solutions
are automatically infinitely differentiable (and, under appropriate
conditions, are even analytic). This is the content of the “regularity
theorem for elliptic operators”.
From now one, we shall use “holomorphic” and “analytic” interchangea
We next prove the converse to Cauchy’s Theorem:
Corollary 2.5.3 (Morera’s Theorem).R Let D be a disc and f : D →
C be a continuous function such that γ f (z) dz = 0 for every closed
curve γ in D. The f is holomorphic.
Proof. By Theorem 2.1.5, f = F 0 for a holomorphic F : D → C. The
previous corollary then implies that f is holomorphic.
Here’s an application of Morera’s theorem.
Corollary 2.5.4. Let D ⊂ C be open and a, b ∈ R. Let φ : D ×
[a, b] → C be continuous, such that for each s ∈ [a, b] the function
z 7→ φ(z, s) is holomorphic on D. Then
Z b
g(z) = φ(z, s) ds
a
is holomorphic on D.
Remark. One can also show (example sheet — use the CIF represen-
tation for ∂φ/∂z) that (∂/∂z)φ(z, s) is continuous in s and that
Z b
0 ∂φ
g (z) = (z, s) ds
a ∂z
23
Lemma 2.5.5. Let f : [a, b] × [c, d] → R be continuous. Then the
Rd Rb
functions f1 : x 7→ c f (x, y) dy and f2 : y 7→ a f (x, y) dx are also
continuous, and satisfy
Z b Z d Z d Z b
f (x, y) dy dx = f (x, y) dx dy. (7)
a c c a
24
m
min{n
P∞ ∈ N | cn 6= 0}. Then f (z) = (z − w) g(z) where g(z) =
n−m
n=m cm (z − w) is holomorphic on D(w, R) and g(w) 6= 0. If
m > 0 we say that f has a zero of order m at z = w. Clearly m is
the least n such that f (n) (w) 6= 0.
Theorem 2.5.6 (Principle of Isolated Zeroes). Let f : D(w, R) → C
be holomorphic and not identically zero. Then there exists 0 < r ≤ R
such that f (z) 6= 0 for 0 < |z − w| < r.
Proof. Suppose f (w) 6= 0. Then by continuity of f , there exists r > 0
such that f (z) 6= 0 for z ∈ D(w, r).
Otherwise, f has a zero of order m > 0 at z = w, so f (z) = (z −
w)m g(z) with g holomorphic and nonzero at z = w. So there exists
r > 0 such that g is nonzero on D(w, r), and then f (z) 6= 0 for
0 < |z − w| < r.
25
Then since h has a convergent power series expansion about each
point w ∈ D, we see by Theorem 1.3.2 that D = D0 ∪ D1 and
D0 ∩ D1 = ∅. Moreover both D0 and D1 are open subsets of C. So
as D is connected, one of Di is empty, and as D0 ⊃ D0 6= ∅ we must
have D1 = ∅, so that D = D0 and h = 0 on all of D.
Combining this with Theorem 2.5.6 we get:
Corollary 2.6.2 (“Identity Theorem”). Let f, g : D → C be analytic
on a domain D. If S = {z ∈ D | f (z) = g(z)} contains a non-
isolated point, then f = g on D.
Proof. Let w ∈ S be a non-isolated point11 . The function f − g is
holomorphic on D and vanishes on S, so has a non-isolated zero at
w. Therefore f − g vanishes identically on an open disc with centre
w by Theorem 2.5.6, hence by the previous result f = g on D.
Remark. Given an analytic function f : D0 → C and an overdomain
D ⊃ D0 it is in general a hard problem to determine whether or not
f can be analytically continued to D. Typically f may be given by a
convergent power series. Contrast the following series, both of radius
of convergence 1:
• f (z) = ∞ n
P
n=0 z , which has an analytic continuation to C \ {1}
given by g(z) = 1/(1 − z).
P∞ n2
• f (z) = n=0 z . One can show (although not easily) that
f cannot be analytically continued to any domain D properly
containing D(0, 1). (One says that the circle {|z| = 1} is a
natural boundary for the power series.)
Moreover one can show that for any domain D0 , there exists an ana-
lytic function f : D → C which cannot be analytically continued to
any strictly larger domain D ⊃ D0 .
11
i.e. for every > 0, there exists z ∈ S with 0 < |z − w| < .
26
3 Complex integration II
27
infinitely many times (even uncountably many times), this will not
work.
Note that replacing γ by γ/ |γ| doesn’t change the problem, so we
may assume that |γ(t)| = 1. Next, since γ is continuous on [a, b] it
is uniformly continuous, so there exists√ > 0 such that if s, t ∈ [a, b]
with |s − t| < , then |γ(s) − γ(t)| < 2. Now subdivide: consider
a = a0 < a1 < · · · < aN = b where an −√an−1 < 2. Then if
t ∈ [an−1 , an ], we have γ(t) − γ( an−12+an ) < 2, i.e. the image of
[an−1 , an ] lies in a semicircle, so in a half-plane. So by the above,
for each n there exists a continuous θn : [an−1 , an ] → R such that
γ(t) = eiθn (t) for all t ∈ [an−1 , an ], and so θn−1 (an ) = θ( an ) + 2πBn ,
Bn ∈ Z. Adding suitable integer multiples of 2π to each θn we
can assume that Bn = 0, and then the θn ’s fit together to define a
continuous θ.
The second approach is by integration. From now on we again only
consider piecewise-C 1 curves.
Lemma 3.1.2. Let γ : [a, b] → C − {w} be a (piecewise-C 1 ) closed
curve. Then Z
1 dz
I(γ; w) = . (9)
2πi γ z − w
Proof. Write γ(t) = w + r(t)eiθ(t) as in the theorem. Then as γ is
piecewise C 1 so are r and θ, and
Z b Z b 0
γ 0 (t)
Z
1 r (t)
dz = dt = + iθ0 (t) dt
γ z−w a γ(t) − w a r(t)
= [ln r(t) + iθ(t)]ba = i(θ(b) − θ(a)) = 2πiI(γ; w).
Remark. In fact some authors (e.g. Ahlfohrs) take (9) as the defini-
tion of winding number. Although elegant this seems a bit artificial
(for example, it is then non-trivial to prove it is integer-valued).
28
Proposition 3.1.3. If γ : [0, 1] → D(a, R) is a closed curve and
w∈/ D(a, R) then I(γ; w) = 0.
Proof. The hypothesis implies that D(a, R) is contained in the 1/2-
plane U = {z | Re(z − w)/(a − w) > 0}. So there is a branch of
arg(z−w) which is continuous on U , and then 2πI(γ; w) = arg(γ(1)−
w) − arg(γ(0) − w) = 0.
Remark. For piecewise-C 1 curves one could use Lemma 3.1.2 and
appeal to Cauchy’s theorem for a disc, since 1/(z − w) is holomor-
phic on B(a, R) if w ∈
/ B(a, R). (This is a sledgehammer approach,
though.)
Definition. Let U ⊂ C be open.
(i) A closed curve γ in U is homologous to zero in U if for every
w∈ / U , I(γ; w) = 0.
(ii) U is simply connected if every closed curve γ in U is homologous
to zero.
Remark. This is not the same as the usual topologist’s definition of
simply-connected (which is that every closed curve is null-homotopic),
but for open subsets of the plane it can be shown to be equivalent.
See the example sheet for another equivalent definition (the com-
plement of D in the Riemann sphere CP1 is connected). One can
also prove that the definition remains the same if one considers all
continuous curves, piecewise-C 1 curves or even just polygonal curves.
It is convenient sometimes to generalise the notion of closed curve.
By a cycle in an open subset U ⊂ C, we mean a formal sum of closed
curves in U
Γ = γ1 + · · · + γn .
If f : U → C is continuous, we then define
Z n Z
X
f (z) dz = f (z) dz
Γ i=1 γi
29
P
and likewise I(Γ; w) = I(γi ; w) if w does not lie on any of the
curves γi . A cycle is said to be homologous to zero in U if I(γ; w) = 0
for all w ∈
/ U . Notice that although this holds if each γi is homologous
to zero, the converse is not true. For example, take U = C \ {a} and
Γ = γ1 + γ2 where γi : [0, 1] → U are the circles γ1 (t) = a + r1 e2πit ,
γ2 (t) = a + r2 e−2πit , ri > 0.
g(z, w) = z−w
f 0 (w) if z = w.
Since f is analytic on D we can conclude from the proof of Theorem
1.3.2 that g is continuous, and for fixed z it is an
R analytic function
of w. We want to show that if w ∈ D \ γ then γ g(z, w) dz = 0 —
by the definition of winding number, this will prove (i). To do this,
consider the function h defined by
Z
g(z, w) dz if w ∈ D
h(w) = Zγ f (z)
dz if w ∈ E :={w ∈ C \ γ | I(γ; w) = 0}.
γ z−w
30
on all of C, and is holomorphic by Corollary 2.5.4. Moreover if
R is sufficiently large then |w| > R implies that I(γ; w) = 0 (by
Proposition 3.1.3) and so
length(γ) supγ |f |
|h(w)| ≤ → 0 as |w| → ∞.
|w| − R
so by Liouville’s Theorem 2.4.1 h is identically zero.
For (ii), simply apply (i) to the function (z − w)f (z), for any w ∈
D \ γ.
Corollary 3.2.2 (Cauchy’s theorem for simply-connected domains).
Let f be holomorphic on
R a simply-connected domain D. Then for all
closed curves γ in D, γ f (z) dz = 0.
31
Proof. Start with the CIF: given w ∈ A, choose r < ρ2 < |w − a| <
ρ1 < R and consider the cycle γ = γ1 − γ2 , where γi is the circle
|z − a| = ρi . Then γ is homologous to zero in A, hence f (w) =
f1 (w) + f2 (w) where
Z Z
1 f (z) 1 f (z)
f1 (w) = dz, f2 (w) = − dz.
2πi |z−a|=ρ1 z − w 2πi |z−a|=ρ2 z − w
The integral for f1 canPbe expanded just as in the proof of the Taylor
series to get f1 (w) = ∞ n
n=0 cn (w − a) , where
Z
1 f (z)
cn = dz for all n ≥ 0. (11)
2πi |z−a|=ρ1 (z − a)n+1
For the f2 integral use the convergent geometric series
∞
−1 1/(w − a) X (z − a)m−1
= =
z−w 1 − (z − a)/(w − a) m=1 (w − a)m
which converges uniformly for |z − a| = ρ2 , giving f2 (w) = ∞
P
m=1 dm (w−
−m
a) where
Z
1 f (z)
dm = dz for all m ≥ 1. (12)
2πi |z−a|=ρ2 (z − a)−m+1
Writing n = −1 then gives the series expansion (i).
To show (ii) and (iii), suppose that we have any convergent
P∞ series (10)n
0
on A, and let r < ρ ≤ ρ < R . Then the power series n=0 cn (z −a)
must have radius of convergence ≥ R, so converges uniformly P∞ on
{|z − a| ≤ ρ}. Likewise, putting u = 1/(z −a), the series n=1 c−n un
must have radius of convergence ≥ 1/ρ0 , so converges uniformly on
{|u| ≤ 1/ρ0 }. So (10) converges uniformly on {ρ0 ≤ |z − a| ≤ ρ}
and therefore in particular can be integrated term-by-term along
any curve in this set; so
Z ∞ Z
f (z) X
m+1
dz = cn (z − a)n−m−1 dz = 2πicm .
|z−a|=ρ (z − a) n=−∞ |z−a|=ρ
32
Remark. Note that the proof of this result shows in particular that
if f is holomorphic on the annulus A, then f = f1 + f2 where f1 is
holomorphic for |z − a| < R and f2 is holomorphic for |z − a| > r.
The theorem in particular applies when a function has an isolated
P on D(a,n R) \ {a} (a punctured
singularity, that is f is holomorphic
disc). For such a function f , let cn (z − a) be its Laurent expan-
sion. There are three cases:
(i) cn = 0 for all n < 0. In this case the Laurent expansion is just
a power series, so converges on the (unpunctured) disc D(a, R),
and defines an analytic function on D(a, R). We say f has a
removable singularity at z = a. Typically this arises when f is
given by some formula which is not well-defined at z = a; for
example, take a = 0 and f (z) = (ez − 1)/z.
(ii) There exists k > 0 such that cr 6= 0 but cn = 0 for all n < −k.
In this case we say f has a pole of order k at z = a. Example:
ez /z 11 .
(iii) None of the above: cn 6= 0 for infinitely many negative n. We
say f has an essential singularity at z = a.
33
Then g is holomorphic on D(a, R) with g 0 (a) = limz→a
P(z−a)f (z) = n0
and g(a) = 0, so has a power series expansion n≥2 cn (z − a) .
2
Dividing by (z − a) shows that the Laurent series for f is a power
series.
Proposition 3.3.3. f has a pole at z = a iff |f (z)| → ∞ as z → a.
Moreover, TFAE:
(i) f has a pole of order k at z = a.
(ii) f = (z − a)−k g(z) where g : D(a, R) → C is holomorphic and
g(a) 6= 0.
(iii) f (z) = 1/h(z) where h is holomorphic at z = a with a zero of
order k.
Proof. First prove (i) ⇐⇒ (ii). Given f with a pole, multiplying
the Laurent series by (z − a)k gives a power series with non-zero
constant term, defining g, and the converse is clear. series for f with
(z − a)−k times the Taylor series for g.
Next, (ii) ⇐⇒ (iii), since g is holomorphic at z = a with g(a) 6= 0
iff 1/g is holomorphic at z = a.
Finally, suppose f has a pole at z = a. Then by (ii), |f | → ∞ at
z = a. Conversely, if |f | → ∞ at z = a, then for some r > 0, f
is non-zero for 0 < |z − a| < r. Therefore 1/f is holomorphic for
0 < |z − a| < r and 1/f → 0 at z = a. By the previous proposition,
1/f has a removable singularity at z = a. So there is a function h,
holomorphic on D(a, r), with 1/f (z) = h(z) for 0 < |z − a| < r. As
1/f → 0 at z = a, h has a zero at z = a.
Combining these gives:
Proposition 3.3.4. f has an essential singularity at z = a iff |f |
has no limit (in R ∪ {∞}) as z → a.
34
Theorem 3.3.5 (Casorati-Weierstrass). Let f : D(a, R) → C have
an essential singularity at z = a. Then for any w ∈ C and any
r, > 0, there exist z with 0 < |z − a| < r and |f (z) − w| < .
This is easy to prove (example sheet). Much harder is the “big Picard
theorem”:
Theorem 3.3.6. Let f have an essential singularity at z = a. Then
there exists b ∈ C such that, for any w 6= b and r > 0 there exists z
with 0 < |z − a| < r and f (z) = w.
35
Proof. Using uniform convergence
R of the Laurent expansion this re-
duces to the computation of γ (z − a)n dz, which equals 2πiI(γ; a) if
n = −1, and equals zero otherwise (since then (z − a)n+1 /(n + 1) is
an antiderivative).
The situation is simplest when f has a pole of order k at z = a. Then
its principal part P (z) at z = a is just a polynomial in 1/(z − a) of
degree k with no constant term, so defines an analytic function on
C \ {a} which vanishes at infinity.13 Moreover, the difference f − P
has a removable singularity at z = a.
Remark. (Can be omitted at first reading.) For a general singularity,
if Pa f is the principal part of f at z = a then Pa f = h(u) where h
is a power series in u = 1/(z − a) with no constant term, and which
converges for all u with |u| > 1/R. So it converges for all u ∈ C,
and vanishes at u = 0. In particular, the series for Pa f defines an
analytic function on C \ {a} which vanishes at infinity.
Now suppose now that f is meromorphic on D, and that {ai , . . . , am }
are poles of f in D (not necessarily all ofPthem). Let fi be the
principal part of f at z = ai . Then g = f − i fi is meromorphic on
D with removable singularities at z = ai . This is important because
we can then prove:
Theorem 3.3.8 (Residue Theorem). Let f be meromorphic on D.
Let γ be a closed curve in D, which is homologous to zero in D.
Assume that f has no poles on γ, and has a finite number of poles
in D with {a1 , . . . , am } for which I(γ; ai ) 6= 0. Then
Z m
X
f (z) dz = 2πi Resz=ai f (z).
γ i=1
Notice that this includes Cauchy’s theorem and the Cauchy Integral
Formula as special cases.
13
informal language for “tends to zero as |z| → ∞”.
36
P
Proof.
R Let g = f − fi as above. Then
R by Cauchy’s Theorem,
γ g(z) dz = 0, and from Proposition 3.3.7, γ fi (z) dz = 2πiI(γ; ai ) Resz=ai fi (z) =
2πiI(γ; ai ) Resz=ai f (z).
Remark. One can show that the set of poles w ∈ D with I(γ; w) 6= 0
is always finite, if γ is homologous to zero.
In fact, let V = {w ∈ C | I(γ; w) = 0}. Then V ⊂ C is open (by
continuity of winding number, see Ex.II.15, and contains a set of the
form {|z| > R} by 3.1.3. Also since γ is homologous to zero in D,
V ∪ D = C. So the complement K = C \ V of V is a compact (closed
and bounded) subset of D. Since f only has isolated singularities in
D, by Bolzano–Weierstrass only finitely many or them lie in K.
This result is useful as a theoretical tool and also for calculation
(examples will come later). For the latter, it is convenient to have
another formulation which does not involve winding number. The
“traditional” formulation of Cauchy’s theorem is:R let f be holomor-
phic on and within a simple closed curve γ; then γ f (z) dz = 0. This
begs the question of what the phrase “inside” γ means. The answer is
supplied by the Jordan curve theorem: if γ is a simple closed curve,
then its complement is the disjoint union of two domains, exactly
one of which is bounded. The bounded domain determined by γ
(the “inside” of γ) is moreover simply-connected. It’s not necessary
to prove this (and the general proof is quite hard) since we can use
winding number to finesse it:
Definition. A cycle γ bounds a domain D if I(γ; w) = 1 for every
w ∈ D and I(γ; w) = 0 for all w ∈
/ D ∪ γ.
Suppose γ is a closed curve or cycle which bounds a domain D.
Let f be a function which is holomorphic on D ∪ γ, meaning that
there is an open set U containing D ∪ γ on which f is defined and
holomorphic. Then γ is homologous to zero in U (by definition). So
from the earlier results we get:
Theorem 3.3.9. Let γ bound a domain D.
37
(i) [Cauchy’s Rtheorem and integral formula] Let f be holomorphic on
D ∪ γ. Then γ f (z) dz = 0, and for every w ∈ D,
Z
f (z)
dz = 2πif (w).
γ z−w
As a break from the string of theoretical results, will use the residue
theorem to compute some integrals.
Typical examples:
Z 2π Z 2π
1 cos 11θ
dθ; dθ
0 5 + 4 cos θ 0 (5 + 4 cos θ)2
For computing definite integrals, need to be able to compute residues
effectively. Summarise:
38
The other main class of integrals which can be evaluated using com-
plex integration:
Z ∞ Z ∞
cos mx sin x
2
dx m ∈ R; dx
−∞ x + 1 0 x
Lemma 3.4.1. Let f be holomorphic on D(a, R) − {a} with a simple
pole at z = a. for 0 < r < R let γr : [α, β] → C be the path t 7→
a + reit . Then Z
lim f (z) dz = (β − α)i.
r→0 γr
and so Z Z
c
lim f (z) dz = dz = (β − α)i.
r→0 γr γr (z − a)
39
The absolute value of the part of the integral for t ∈ [0, π/2] is then
Z π/2 Z π/2
iαReit 1
e it it
f (Re ) iRe dt ≤ e−αRt C dt = (1−e−αRπ/2 ) → 0
0 0 αR
40
Proof. Notice that Γ lies in C \ {0} since f has no zero or pole on γ.
So writing w = f (z), we have
Z Z 0
1 dw 1 f (z)
I(Γ; 0) = = dz
2πi Γ w 2πi γ f (z)
Now apply the residue theorem to f 0 (z)/f (z) and the previous propo-
sition.
The name of this theorem can be explained as follows. We suppose
that γ : [0, 1] → C is a closed curve. Then the theorem says that
2π(N − P ) is the change in argument of f (z) as z traces γ.
This has an important consequence. If f is nonconstant and holo-
morphic at z = a and f (a) = b, we say that the local degree of f at
z = a is the order of the zero of f (z) − b at z = a, and denote it
degz=a f (z); it is a positive integer.
Proposition 3.5.3. The local degree of f at z = a equals the winding
number I(f ◦ γ, f (a)) for any circle γ(t) = a + re2πit , t ∈ [0, 1] of
sufficiently small radius.
Proof. Apply the argument principle to f (z)−f (a). As it has isolated
zeroes, it is nonzero for 0 < |z − a| ≤ r if r is sufficiently small.
Theorem 3.5.4 (Local mapping degree). Let f : D(a, R) → C be
holomorphic and nonconstant, with local degree degz=a f (z) = d > 0.
Then if r > 0 is sufficiently small, there exists > 0 such that, for
every w with |w − f (a)| ≤ , the equation f (z) = w has exactly d
roots in D(a, r).
Proof. Let b = f (a), and let r > 0 be such that f (z) − b and f 0 (z)
are both nonzero for 0 < |z − a| ≤ r. Let γ be the circle with
centre z = a and radius r. Then Γ = f ◦ γ is a closed curve not
containing b. Choose > 0 such that Γ does not meet D(b, ).
Then if w ∈ D(b, ), the number of zeroes (counted according with
multiplicity) of f (z) − w in D(a, r) equals I(Γ; w) by the argument.
41
But I(Γ; w) = I(Γ; b) = d. Since r was chosen such that f 0 is nonzero
on D0 (a, r), the zeroes are all simple.
Corollary 3.5.5 (Open mapping theorem). A non-constant holo-
morphic function f : D → C maps open sets to open sets.
Proof. It’s enough to show that for every a ∈ D and every sufficiently
small r > 0, there exists > 0 such that f (D(a, r)) ⊃ D(f (a), ),
which follows at once from the previous result.
Theorem 3.5.6 (Rouché’s Theorem). Let γ bound a domain D, and
let f and g be holomorphic on D ∪ γ. If |f | > |g| on γ then f and
f + g have the same number of zeroes in D.
42
3.6 Uniform limits of analytic functions
43
(by Proposition 2.1.3) and so by Morera’s theorem f is holomorphic
on D.
Next, by Cauchy’s formula, for any w ∈ B(a, r/2)
f (z) − fn (z)
Z
0 0 1
|f (w) − fn (w)| = dz
2π |z−a|=r (z − w)2
r sup|z−a|=r |f (z) − fn (z)|
≤ .
r2 /4
By the first part and Theorem 3.6.1 fn → f uniformly on {|z − a| =
r}, and therefore fn0 → f 0 uniformly on B(a, r/2).
Example 1: consider the series (z ∈ C \ Z)
∞
X 1
f (z) =
n=−∞
(z − n)2
1/n2 . If w ⊂ C \ Z choose
P
which converges by comparison with
r > 0 such that |w − n| ≥ 2r for every n ∈ Z. Then for all z ∈
D(w, r), |z − n| ≥ max{r, |n| − |w| − r} and so
1 1 1
≤ min 2 , = Mn say
(z − n)2 r (n − |w| − r)2
and as ∞
P
n=1 Mn converges, the series defining f is uniformly conver-
gent for |z − w| ≤ r. So it is locally uniformly convergent, so f (z)
is analytic on C \ Z. At z = n ∈ Z is clearly has a double pole with
principal part (z − n)−2 . Equally clearly, f (z + 1) = f (z).
Consider now the function g(z) = π 2 cosec2 πz = (π/ sin πz)2 , which
is analytic on C \ Z. At z = n ∈ Z it clearly has a double pole.
We have limz→0 z 2 g(z) = (limz→0 sin(πz)/πz)−2 = 1, and g is even,
so its principal part at the origin is z −2 . Since sin(z + π) = − sin z,
g(z + 1) = g(z) so the principal part at z = n is also (z − n)−2 .
We show that f (z) = g(z). Since both functions have the same
principal parts at every z = n ∈ Z, we know that f = g + h for an
44
entire function h. We’ll show h = 0, using Liouville’s theorem.14
If z = x ± iy with |x| ≤ 1/2 and y > 0 then
4π 2 4π 2
|g(z)| = ≤ → 0 as y → ∞
|eπix e±πy − e−πix e∓πy |2 |eπy − e−πy |2
and
∞ ∞
1
X 1 X 1
|f (z)| ≤ 2 ≤ +2 2 + y2
→ 0 as y → ∞
n=−∞ |x ± iy − n| y n=1
(n − 1/2)
and therefore the entire function h satisfies 4h(z) = h(z/2) + h((z + 1)/2). Consider any R > 1,
and let the maximum of |h| on {|z| ≤ R} be M = |h(w)|. Then |w/2| ≤ R and |(w + 1)/2| ≤ R,
so w w + 1 w w + 1
4M = |4h(w)| = h +h ≤ h + h ≤ M + M = 2M
2 2 2 2
which implies that M = 0. So for every R > 1, h is identically zero on {|z| ≤ R}, hence h = 0.
This ingenious argument is the Herglotz trick.
45
also consider the series
∞ ∞
1 X 1 1 1 X 2z
f1 (z) = + + = +
z z−n n z n=1 z 2 − n2
06=n=−∞
P
(the extra terms 1/n are required since 1/(z − n) is divergent).
1/n2 . A similar calculation
P
which converges by comparison with
as for f (z) shows that the series is locally uniformly convergent,
hence f1 (z) is analytic on C \ Z, and differentiating term-by-term
gives df1 /dz = −f = −π 2 cosec2 πz. Therefore f1 (z) − π cot πz is
constant, and since both functions are odd, the constant must be 0.
Therefore ∞
1 X 1 1
πcot πz = + +
z z−n n
06=n=−∞
Consequence:
∞
π2 π z − sin2 πz
2 2
X 1 1 1 1
= lim − 2 = lim
n2 2 z→0 sin2 πz z 2 z→0 z 2 sin2 πz
n=1
2 2
π z − (π 2 z 2 − π 4 z 4 /3 + . . . ) π2
1
= lim =
2 z→0 π2z4 − . . . 6
We can also obtain the infinite product for the sine function:
∞ ∞
z2
Y z z Y
sin πz = πz 1− 1+ = πz 1− 2
n−1
n n n=1
n
46