Basic Complex Analysis
Basic Complex Analysis
Complex Analysis
Lecture Notes
Latex by Justin Li
Contents
C = {a + bi : a, b ∈ R} where i2 = −1
Note: There is no prior distinction between i and −i, then all behavior in C should be invariant under the
map i ←→ −i
Moreover, we have
(a + bi)(a + bi) = (a + bi)(a − bi) = a2 + b2
a + bi ←→ (a, b)
we usually can write it as C ∼
= R2
i=i i2 = −1 i3 = −i i4 = 1 i5 = i ....
| {z }
cycle4
|w − z| (or |z − w|)
|z − w| < ε =⇒ w∈S
so f is continuous everywhere.
6 Chapter 1. Complex Number and Functions
S ⊆ S1 ∪ S2
A set S is path-connected if ∀z1 , z2 ∈ S, there exists a path from z1 to z2 lying in S where a path is the
image of [0, 1] under a continuous
1
S= x, sin : x > 0 ∪ {(0, y) : y ∈ R}
x
is a connected set.
Proposition 1.2.1
Path connected =⇒ connected
Proof: Let X be a path-connected set and x0 ∈ X. For each y ∈ X, find a continuous map f : [0, 1] → X
such that
f (0) = x0 and f (1) = y
Since an interval is connected and the image of continuous map preserve correctness, then f ([0, 1]) is
connected. Therefore, y belongs to the largest connected set that contains x0 , so X is connected.
1.2 Basic Topology, Limit, Continuity and Differentiability 7
∂g a ∂g b
=√ (∗) and =√ (∗∗)
∂a a + b2
2 ∂b a + b2
2
Proposition 1.2.2
Let f , g : C → C and c ∈ C, then we have
Remark 1.4
differentiable nowhere.
Intuition: Differentiable functions are those that acts on z and are blind to Re(z) and Im(z)
f (z) = z2 = r2 ei(2θ )
1
Question: What is i 2 ?
π π π 1 π 1 π π π 1 i
i = ei 2 = cos + i sin = 0 + i = i =⇒ i 2 = (ei 2 ) 2 = ei 4 = cos + i sin = √ + √
2 2 4 4 2 2
π π π π
i = ei 2 = ei( 2 +2π) = ei( 2 +4π) = .... = ei( 2 +nπ) for n ∈ Z
Proposition 1.3.1
More generally, if n > 0 and n ∈ Z, z = reiθ , then
θ +2(n−1)π
1 1
n 1 θ 1 θ +2π 1 θ +4π 1
o
z n = (reiθ ) n = r n ei n , r n ei n , r n ei n , ...., r n ei n
Proposition 2.1.1
Let f : C → C be holomorphic on a domain D and let z ∈ D, then
f (z + h) − f (z)
f 0 (z) = lim extsts
h→0 h
Consider h = hx ∈ R, then
f (z + hx ) − f (z)
f 0 (z) = lim
h→0 hx
and let z = x + iy, then
f (x + hx + iy) − f (x + iy)
f 0 (z) = lim
h→0 hx
2.1 Holomorphic Function 11
Example 2.1 Let f be holomorphic on a domain D and let v(x, y) = Im( f ) = xy on D, find u(x, y). Let
f = u + iv, then
∂u ∂v ∂u ∂v
= =x and − = =y
∂x ∂y ∂y ∂x
so that
∂u ∂u 1 1
=x = −y =⇒ u = x2 +C1 (y) u = − y2 +C2 (x)
∂x ∂y 2 2
This gives us that
1 1
u(x, y) = x2 − y2 +C
2 2
so we have
1 2 1 2
f (x + iy) = x − y +C + xyi
2 2
Note that
(x + iy)2 x2 − y2 + 2xyi
1 2 1 2
= = x − y +C + xyi
2 2 2 2
then
z2
f (z) = +C and f 0 (z) = z
2
12 Chapter 2. Holomorphic functions and CR equations
where z = x + iy
Example 2.2 Let f be holomorphic on a domain D and let Re( f ) = x2 y. Let z = x + iy and f (x + iy) =
u(x, y) + iv(x, y), u(x, y) = x2 y. Then we have
∂v ∂u
Z
= = 2xy =⇒ v= 2xydy = xy2 + C1 (x)
∂y ∂x | {z }
cause contradiction
∂v ∂u 1
Z
=− = x2 =⇒ v= x2 dx = x3 + C2 (y)
∂x ∂y 3 | {z }
cause contradiction
this implies that there is no such v exists, so this is a contradiction, there is no such function f .
Proposition 2.1.2
∂u ∂v ∂v ∂u ∂v ∂v ∂u ∂u
f 0 (z) = +i = −i = +i = −i
∂x ∂x ∂y ∂y ∂y ∂x ∂x ∂y
Theorem 2.1.3 Let u, v : R2 → R has continuous particle derivatives at (x0 , y0 ) which satisfy
∂u ∂v ∂u ∂v
= =−
∂x ∂y ∂y ∂x
f (z) − f (z0 ) ∂u ∂v ∂u ∂v
lim = lim (x0 , y0 ) + i (x0 , y0 ) + ε(z) = (x0 , y0 ) + i (x0 , y0 ) = f 0 (z0 )
z→z0 z − z0 z→z0 ∂ x ∂x ∂x ∂x
1 z z
Note: f (z) = = = (*)
z zz |z|2
f
is holomorphic at z0
g
The converse is false because of the Example 1.13, so let f be holomorphic, h is not holomorphic, then
fh
h is holomorphic at z while h(z) 6= 0.
1 u(r0 , θ ) − u(r0 , θ0 ) v(r0 , θ ) − v(r0 , θ0 ) θ − θ0
f 0 (r0 eiθ ) = lim +i
r0 θ →θ0 θ − θ0 θ − θ0 eiθ − eiθ0
1 1 ∂u ∂v
= iθ
+i
r ie ∂θ ∂θ
1 ∂v ∂u
= e−iθ −i
r ∂θ ∂θ
= f 0 (reiθ )
−iθ ∂ u ∂v
=e +i
∂r ∂r
Therefore, we have
∂u 1 ∂v ∂v 1 ∂u
= =−
∂r r ∂θ ∂r r ∂θ
1 1θ θ
z = r cos
n n + i sin
n n
so we have
1 θ θ
u(r, θ ) = r cos
n v(r, θ ) = sin
n n
so that
∂ u 1 1 −1 θ 1 ∂v
= r n cos =
∂r n n r ∂θ
and
∂ v 1 1 −1 θ 1 ∂u
= r n sin =−
∂r n n r ∂θ
2.1 Holomorphic Function 15
Definition 2.1.2 — Branch and Principal Branch.
Let’s define
Arg(reiθ ) = θ −π ≤ θ ≤ π
This is a branch of the multvalued function arg. In particular, Arg is called the principal branch
Other breanches:
f (reiθ ) = θ π < θ ≤ 3π = Arg(reiθ ) + 2π
so we have the value
Arg(z) + 2πm for m ∈ Z
is a branch of arg(z)
1 1 θ
Consider the branches z n = r n ei n for −π < θ π
Question: Where is this function holomorphic?
Answer: This function is not continuous along Arg(z) = π, but it’s holomorphic on C \ R≤0 , this is called
branch cut
1 θ
Example 2.8 The function f (reiθ ) = r n ei n for −π < θ ≤ π has a branch cut along R≤0 but holomorphic
on C \ R≤0
√ √ 1
We use branches in R as well: 4 = 2 because · means principal branch of the function x n
Remark 2.1 Some times we can define a branch cut that is not a straight line.
for m ∈ Z. Use log for the multivalued function and log for the principal branch. That is
for m ∈ Z
1
Example 2.10 Let’s consider log z 2 , so we have
1 1 θ 1 θ 1 1
log z = log r 2 ei 2 = ln r 2 + i = (ln |z| + iθ ) = log(z)
2
2 2 2
16 Chapter 2. Holomorphic functions and CR equations
Remark 2.3
eiy + e−iy eiy − e−iy
cos(y) = sin(y) =
2 2i
are holomorphic.
Moreover
d eiz − e−iz ieiz + ie−iz eiz + e−iz
d
sin(z) = = = = cos(z)
dz dz 2i 2i 2
and
d eiz + e−iz ieiz − ie−iz −eiz + e−iz
d
cos(z) = = = = − sin(z)
dz dz 2 2 2
Remark 2.4 If two holomorphic funcions are equal on "enough" of a set, they must agree on their domains.
1 eiz − e−iz
·
tan(z) =
2 eiz + e−iz
and all trig identities carry over in the obvious way.
Remark 2.5 Trig function are not bounded. Consider cos(iy) for y ∈ R, then
ei(iy) + e−i(iy)
|cos(iy)| =
2
so we have |cos(iy)| → ∞ as y → ±∞. The sin function is similar. Therefore, cos, sin are unbounded in C.
Remark 2.6
ez − e−z ez + e−z
sinh(z) = cosh(z) = and sinh(iz) = i sin(z) cosh(iz) = cos(z)
2 2
Question: What is ii ?
π iπ
Since log(i) = log ei 2 = 2 + 2πk for k ∈ Z, then
i iπ
ii = elog(i) = ei log(i) = ei·( 2 +2πk) = e− 2 −2πk
π
Define
d w d d 1 w
z2 = ew log(z) = (z ) = ew log(z) = ew log(z) (w log(z) = w · · ew log(z) = · zw = w · zw−1
dz dz dz z z
as expected.
2.1 Holomorphic Function 17
f (z) − f (z0 )
f 0 (z0 ) = lim
z→z0 z − z0
The modolus and argument must converge individually.
f (z) − f (z0 )
f 0 (z0 ) = lim =⇒ | f (z) − f (z0 )| ≈ f 0 (z0 ) |z − z0 |
z→z0 z − z0
and
0 f (z) − f (z0 )
arg( f (z0 )) = lim arg
z→z0 z − z0
for some branch of arg holomorphic near z0 , f (z0 ), f 0 (z0 ) so
arg( f 0 (z0 )) = arg( f (z) − f (z0 )) − arg(z − z0 ) =⇒ arg( f (z) − f (z0 )) ≈ arg( f 0 (z0 )) + arg(z − z0 )
near z0 we have
0 (z ))
f (x) ≈ f (z0 ) + ei arg( f 0
f 0 (z0 ) (z − z0 )
this is a roralion of z − z0 by arg( f 0 (z0 )) and a scaling by | f 0 (z0 )|
√ iπ
Example 2.11 Consider f (z) = z2 so f (reiθ ) = r2 ei2θ . Let z0 = 1 + i =
√ 2e 4 , so f (z0 ) = 2i and f 0 (z0 ) =
π
2 2ei 4 so for small h = z − z0 we have
0 (z ))
f (z0 + h) ≈ f (z0 ) + ei arg( f 0
Remark 2.7
If f is differentiable on an open interval (a, b) and f 0 (x) = 0 on (a, b), then f is constant on (a, b)
18 Chapter 2. Holomorphic functions and CR equations
Theorem 2.1.6
If f is holomorphic on a domain D and f 0 (z) = 0 for all z ∈ D, then f is constant on D
Proof:
∂u ∂v ∂v ∂u
f 0 (z) = 0 = +i = −i
∂x ∂x ∂y ∂y
so that
∂u ∂u ∂v ∂v
= = = =0
∂x ∂y ∂x ∂y
so u, v are constant on any horizontal or vertical line segment in D, but D is a domain so it’s open and path
connected. Then any two points in D can be connected by a path of horizontal and vertical line segment, so
u and v are constant on D, that means f = u + iv is constant on D.
1
Example 2.12 Find a branch of (z2 − 1) 2 holomorphic on |z| > 1
1
Note that the principal branch of z 2 does not work:
1 2 −1
e 2 log(z )
Remark 2.8 The definition of smooth curve results gaps, sharp corners, pausing, retracing and self-
Definition 2.2.4
A contour is simple if it has no self-intersection
2.2 Smooth Curve 19
Definition 2.2.5
A contour is closed if its initial point coincides with its terminal point.
Definition 2.2.6 A simple closed contour is a contour both simple and closed.
Example 2.13 Let Γ : r1 (t) = z0t + z1 (1 − t) for t ∈ [0, 1] where z0 , z1 are constants.
Note: Parametrizations are not unique. That means we have
1
r2 (t) = z0 (2t) + z1 (1 − 2t) for t ∈ [0, ] r3 (t) = z0t 2 + z1 (1 − t 2 ) for t ∈ [0, 1]
2
Definition 2.2.7 If Cr (z0 ) = r · eit + z0 for t ∈ [0, 2π] is the circular contour with radius r and center z0 ,
traversed counterclockwise
Definition 2.2.8
A simple closed contour is positively oriented if its interior is to the left when traversed, negatively
oriented clockwise otherwise.
3. Integration and Series
3.1 Integration
Definition 3.1.1 — Partition. Let Γ be a directed with initial point w0 and terminal point w1 . A partition
of Γ is a set of points where
w0 = z0 , z1 , z2 , ...., zn = w1
such that for all 0 ≤ i < n, zi+1 is further along Γ than zi .
Definition 3.1.4
f is integrable along Γ if
lim S(Pn ) exists
mesh(Pn )→0
Remark 3.1 This definition does not reference a parametrization of Γ, thus the integral is independent of
22 Chapter 3. Integration and Series
n−1
lim
mesh(Pn )→0 i=0
∑ f (zi )(zi+1 − zi )
Let t0 ,t1 , ...,tn be the partition of [a, b] s.t. r(ti ) = zi and 0 ≤ i ≤ n. This gives us
n−1
lim
mesh(Pn )→0 i=0
∑ f (r(ti ))∆zi
n−1 n−1 Z b
0
lim ∑ f (r(ti ))∆zi = ∆tlim ∑ f (r(ti ))r (ti )∆ti = f (r(t))r0 (t)dt
mesh(Pn )→0 i=0 →0 i i=0 a
That is
Z Z b
f (z)dz = f (r(t))r0 (t)dt very important
Γ a
Remark 3.2 Let’s define the integral over a contour. First we consider
Γ = Γ1 + Γ2 + .... + Γn
Z Z Z Z
f= f+ f + ... + f
Γ Γ1 Γ2 Γn
Z Z Z Z Z Z Z Z
f +g = f+ g f= f+ f c· f = c· f
Γ Γ Γ Γ1 +Γ2 Γ1 Γ2 Γ Γ
Example 3.1 Let Γ : r(t) = eit where t ∈ [0, π], then by Remark 1.14 we have
π
1 2it 1
Z Z π Z π
2it
zdz = it
e (ie )dt = i it
e dt = i e = (e2πi − e0 ) = 0
Γ 0 0 2i 0 2
also we have
1 2
Z Z π Z π
z2 dz = (eit )2 (ieit )dt = i e3it dt = (e3iπ − e3i·0 ) = −
Γ 0 0 3 3
Example 3.2 Let C1 (0) = r(t) = eit for t ∈ [0, 2π], then by Remark 1.14 we have
Z 2π
1
Z
zdz = eit (ieit )dt = (e4πi − e0 ) = 0
C1 (0) 0 2
and Z 2π Z 2π
1
Z
= ieit dt = idt = 2πi
C1 (0) 0 eit 0
Example 3.3 Let’s define Γ1 : r1 (t) = t with t ∈ [0, 1] and Γ2 : r2 (t) = 1 + it with t ∈ [0, 1], then by Remark
1.14 we have
Z Z Z
z2 dz = z2 dz + z2 dz
Γ Γ1 Γ2
Z 1 Z 1
2
= t (1)dt + (1 + it)2 (i)dt
0 0
2 2
=− + i
3 3
Example 3.4 Let C1 (z0 ) : r(t) = z0 + eit for t ∈ [0, 2π], then by Remark 1.14 we have
Z Z 2π Z 2π Z 2π
(z − z0 )n dz = (z0 + eit − z0 )n (ieit )dt = enit · ieit dt = i ei(n+i)t dt
C1 (z0 ) 0 0 0
Theorem 3.1.1
Let f be integrable on Γ and | f (z)| ≤ M on Γ, then
Z Z b Z b Z b
0 0
f (z)dz = f (r(t))r (t)dt ≤ f (r(t))r (t) dt = | f (r(t))| r0 (t) dt
Γ a a a
Theorem 3.1.2
Fundamental Theorem of Calculus in C: If f has a primitive F on a domain D and Γ lies in D with
initial point z0 and terminal point z, then
Z
f (z)dz = F(z1 ) − F(z0 )
Γ
Example 3.5 Let f (z) = z so it has primitive F(z) = 21 z2 on all of C. Then for Γ containing from z0 to z1 ,
1
Z
zdz = z2 |zz10
Γ 2
If z1 = 1 + i and z0 = 0, so we get
1
Z
zdz = z2 |1+i =i
Γ 2 0
Example 3.6 Let f (z) = 1z has a primitive log(z), that is any branch of log(z) is a primitive of 1z on its
1
domain. so log(z) is primitive of z on the domain C \ R≤0 , then
1
Z iπ −iπ
dz = log(i) − log(−i) = log e 2 − log e 2 = iπ
Γ z
1
but for f (z) = z has no primitive valid on all of C1 (0)
3.1 Integration 25
Corollary 3.1.3
If f has a primitive on a domain D and Γ is a closed contour lying in D, then
Z
f (z)dz = 0
Γ
Lemma 3.1.4
Let f be continuous on a domain D and let I
f =0
Γ
for any closed Γ lying in D. Then given Γ1 , Γ2 in D with the same initial and terminal points, then
Z Z
f= f
Γ1 Γ2
Lemma 3.1.5
Let f be continuous on a domain D such that for Γ1 , Γ2 in D sharing initial and terminal point
Z Z
f= f
Γ1 Γ2
where E is the line segment running from z to z + ∆z, that is E : r(t) = z + t∆z for t ∈ [0, 1]. Then we have
R Z 1 Z 1
0 E f (z)dz 1
F (z) = lim = lim f (z + t∆z)∆zdt = lim f (z + t∆z)dt
∆z→0 ∆z |∆z|→0 ∆z 0 |∆z|→0 0
26 Chapter 3. Integration and Series
since f is continuous, so
lim f (z + t∆z) = f (z)
∆z→0
so for all ε > 0 ∃δ > 0 s.t. as ∆z < δ , then f (z + t∆z) − f (z) < ε. Now we can see that
Z 1 Z 1
0 ≤ lim f (z + t∆z)dt ≤ lim f (z) + εdt = lim f (z) + ε = f (z)
|∆z|→0 0 |∆z|→0 0 ε→0
Theorem 3.1.6
Let f be continuous on a domain D, TFAE:
1. f has a primitive on D Z
2. For all closed contours Γ lying in D, f =0
Γ
3. For any two contours Γ1 , Γ2 in D that sharing intial and terminal points, then
Z Z
f= f
Γ1 Γ2
Lemma 3.1.7
A Cauchy seuqence in a compact set S ⊆ Rn converges to a point in S
Proof: Let
f (z) − f (z0 )
ε(z) = − f 0 (z0 )
z − z0
then take lim .
z→z0
3.1 Integration 27
Proof: Divide T into four triangles by connecting the midpoints of its sides. Now
Z Z Z Z Z
f= f+ f+ f+ f
T T1 T2 T3 T4
Note that length(T1 ) ≤ 12 length(T ) and diam(T1 ) ≤ 12 diam(T ). Repeat this process, yielding T = T (0) , T (1) , ...
such that Z Z
f ≤ 4n f
T T (n)
with length(T (n) ) ≤ 21n length(T ) and diam(T (n) ) ≤ 21n diam(T ).
Let zn be a point in the interior of T (n) for each n, then {zn } is a Cauchy sequence. Then lim zn = w where
n→∞
w lies in the interior of each T (n) . Since f is hlomorphic at w, then
Note that f (w) has primitive z f (w) and f 0 (w)(z − w) has primitive 21 f 0 (w)(z − w)2 so
Z
f (w) + f 0 (w)(z − w)dz = 0
T (n)
so that Z Z
f (z)dz = ε(z)(z − w)dz
T (n) T (n)
Let’s define εn = sup |ε(z)| and then
z∈T (n)
1
|z − w| ≤ diam(T (n) ) ≤ diam(T )
2n
and
1
length(T (n) ) ≤ length(T (n) )
2n
so that
1
Z Z
f (z)dz = ε(z)(z − w)dz ≤ εn diam(T (n) )length(T (n) ) ≤ εn diam(T )length(T )
T (n) T (n) 4n
28 Chapter 3. Integration and Series
thus
1
Z Z
n
f (z)dz ≤ 4 f (z)dz ≤ 4n εn diam(T )length(T ) = εn diam(T )length(T )
T T (n) 4n
let n → ∞ and εn → 0, we get
Z Z
f (z)dz → 0 =⇒ f (z)dz = 0
T (n) T (n)
Corollary 3.1.11
The Goursat’s Theorem also works for retangles and polygons.
Corollary 3.1.12
If f is holomorphic on an open disk, then f has a primitive on that disk
so that
d
Z
f (z)dz = f (z)
dz Γn
as in last lecture.
1
Let f (z) = z is holomorphic on
{z ∈ C : 1 < |z| < 2}
and
1
Z
dz = 2πi
C1 (0) z
Similarly, we have
1 1 1 1
Z Z Z
f (z)dz = · dz − = 2 · −2πi = −πi
dz
Cε (−1) 2 Cε (−1) z − 1 Cε (−1) z + 1
| {z }
=0
so Z
f (z)dz = 0
C2 (0)
Then we get
1 f (z) 1 f (z0 )
Z Z
dz = + a1 + a2 (z − z0 ) + ...dz
2πi z − z 2πi z − z
Γ 0 Γ 0 | {z }
holomorphic
f (z0 ) 1
Z
= dz
2πi Γ z − z0
f (z0 )
= · 2πi
2πi
= f (z0 )
1 f (z)
Z
f (z0 ) = dz
2πi Γ − z0
z
1 f (z) 1 f (z)
Z Z
dz = dz
2πi Γ z − z 0 2πi C(r) − z0
z
1 f (z0 ) f (z) − f (z0 )
Z Z
= dz + dz
2πi C(r) z − z0 C(r) z − z0
f (z) − f (z0 )
Z
= f (z0 ) +
C(r) z − z0
Since
f (z) − f (z0 )
f 0 (z0 ) = lim
z→z0 z − z0
f (z)− f (z0 )
exists and z−z0 is bounded on C(r) and its interior S0 , so
f (z) − f (z0 )
Z
dz → 0
C(r) z − z0
as r → 0. so since this integral is independent of r and it must equal 0, which complesthes the proof.
Example 3.11 Say g is holomorphic on 0 < |z| < R, which of the following implies that
Z
g(z)dz = 0
C(r)
(a) g is holomorphic at 0
(b) g is identically 0 on 0 < |z| < R
(c) |g| is bounded on 0 < |z| < R
(d) g(z) = 2πi on 0 < |z| < R
(e) g is defined and continuouos at 0
(f) limz→0 g(z) = ∞
Answer: (a)(b)(c)(d)(e)
Proposition 3.2.3
— Cauchy Integral Formula for Derivaives.
1 0 1
Note that 1−x = (1−x)2
, then the CIF:
1 f (z) 2 f (z)
Z Z
f 0 (w) = dz =⇒ dz
2πi Γ (z − w)2 2πi Γ −w
z
32 Chapter 3. Integration and Series
so f is infinitely differentiable!
Proposition 3.2.4
Let f be holomorphic on Ω with D = {|z − z0 | < R} ⊆ Ω, then
n!M
f (n) (z0 ) ≤
rn
where M = max | f (z)|.
|z|=r
n! f (z) n! M n! M n!M
Z Z
f (n) (z0 ) ≤ n+1
dz ≤ n
dz = n
· 2πi = n
2πi Γ (z − z0 ) 2πi Γr 2πi r r
Proof: By the CIF for derivatives we have | f 0 (z)| ≤ n!M r for any r > 0, so since M canbe taken inde-
pendent of r, we get | f 0 (z0 )| = 0 for all z0 so f is constant.
Theorem 3.3.3
Every non-constant complex polynomials has a root in C
Proof: Let p be a complex polynomial with no root in C, we will show that p is constant. Then we
have 1p is entire, let
m(r) = max |p(z)|
|z|=r
then m(r) increases as r → ∞, so g(r) = min |p(z)| decreases as r → ∞, but lim |p(z)| = ∞ is p is not
|z|=r z→∞
constant, which they couldn’t true at the same time, so it’s a contradiction. That means p is constant.
Example 3.13
If f is entire and non-constant, which of the followings are true?
3.3 Liouvlle Theorem and Maximum Modulus Principle 33
Answer: (a)(b)(c)
Example 3.14
If p is a polynomial satisfying |p(z)| ≤ |ez | for all z, what is p(z)?
D = {|z − z0 | ≤ r} ⊆ Ω
be a disc around z0 . Then the Cauchy integral formula says for C(r) = ∂ D = {|z − z0 | = r}:
f (z0 + reiθ )
Z 2π
1 f (z) 1
Z
f (z) = dz = d(z0 + reiθ )
2πi C(r) z − z 0 2πi 0 reiθ
f (z0 + reiθ )
Z 2π
1
= reiθ dθ
2πi 0 reiθ
Z 2π
1
= f (z)dθ
2πi 0
This gives us that
Z 2π
1
| f (z0 )| ≤ | f (z)|dθ ≤ max | f (z)|
2π 0 z∈C(r)
with equality iff | f | is constant on C(r) with | f (z0 )| = max | f (z)| because r is arbitrary (as long as D ⊆ Ω),
z∈C(r)
we will show f is constant on D. Write f = u + iv then u2 + v2 is constant on D.
Proof: We will find a holomorphic F with F 0 = f . This will prove that f is holomorphic. Since holomor-
phicity is local, we can assume that Ω = D is a disc. Now choose z0 ∈ D we define
Z
F(z) = f (z)dz
Γ
where Γ is any path from z0 to z because D is simply connected, this F is well defined by hypothesis.
Compute
Z z Z x
0 F(z) − F(x) 1
F (z) = lim = lim f (y)dy − f (y)dy
x→z z−x x→z z − x z0 z0
Z z
1
= lim f (y)dy
x→z z − x x
Z z Z z
f (y) − f (z) f (z)
= lim dy + dy
x→z x z−x x z−x
Z z
f (y) − f (x)
= lim f (x) + dy
x→z x z−x
= f (z) + 0
because the Z z
f (y) − f (x) f (m) − f (x)
dy ≤ |z − x| = | f (m) − f (x)|
x z−x z−x
where m = the max value of f on (x, z), completes the proof.
is holomorphic on D.
as ε → 0
Proof: Let f + (z) = f (z), by A2 we have f − is holomorphic on D− , then apply the Symmetry Prin-
ciple
| f (w)| 1
|g(z)| ≤ max |g(w)| ≤ max ≤ →1
|w|=r |w|=r |w| r
| f (z)|
≤1 =⇒ | f (z)| ≤ |z|
|z|
for z = 0 we have |g(0)| = | f 0 (0)| ≤ 1. If | f (z)| = |z| at some z ∈ D, then |g(z)| = 1, so by maximum
modulus theorem g is constant on D. Let g(z) = λ and |z| = 1, then we have f (z) = λ z as desired.
3.5 Series
Definition 3.5.1 — Convergent Series.
n
A series ∑∞
n=1 zn is convergent if lim ∑ zi converges.
n→∞
i=1
36 Chapter 3. Integration and Series
Definition 3.5.2 — Cauchy Series.
∞
A series ∑∞
n=1 zn is Cauchy if lim ∑ zn = 0.
k→∞
n=k
| fn (z) − L| < ε
Definition 3.5.6
Let’s define
Dr (z0 ) = {z ∈ C : |z − z0 | < r}
be the open disk of radius r centered at z0 . Let Dr (z0 ) = Dr (z0 ) ∪Cr (z0 ) be its closure.
Definition 3.5.7
Let {xn } ⊆ R, then
lim sup xn = lim sup xk
n→∞ k>n
Theorem 3.5.6
∞
If a power series ∑ an (z − z0 )n converges at point z with |z − z0 | = R, then it converges absolutely on
n=0
DR (z0 ) and converges uniformly on any closed subdisk of Dr (z0 )
an (w − z0 )n r n
|an (w − z0 )n | = |an (z − z0 )n | · ≤ M ·
| {z } an (z − z0 )n R
→0 so is bounded ≤ M | {z } | r{z }
≤ Rr R <1
∞
r n
∑ an (w − z0 )n converges absolutely by
Now we can see that M R is a convergent geometric series so
n=0
comparison. Apply the Weierstrass M-Test to the above to get uniformly convergence on Dr (z0 )
Proof: Choose z ∈ DR (z0 ) and let |z − z0 | < r < R, by Cauchy Integration formula
1 f (w)
Z
f (z) = dw
2πi Cr (z0 ) w − z
38 Chapter 3. Integration and Series
f (w) ∞ z − z0 n (z − z0 )n
∞
f (w) f (w) f (w) 1
= = · z−z0 = ∑ w − z0 = ∑ f (w) · (w − z0 )n+1
w − z (w − z0 ) − (z − z0 ) w − z0 1 − w−z w − z0 n=0 n=0 0
Now we have
(z − z0 )n |z − z0 |n 1 z − z0 n
f (w) · ≤ max | f (w)| · n+1 = · max | f (w)|
(w − z0 )n+1 w∈Cr (z0 ) r r w∈Cr (z0 ) r
z−z
Since r ) < 1, then by weierstrass M-test, this series converges uniformly on Cr (z0 ), thus we may
integrate term by term. Then
1 ∞
(z − z0 )n 1 ∞ f (w) ∞
f (n)(z0 )
Z Z
n
f (z) =
2πi ∑
Cr (z0 ) n=0
f (w)
(w − z0 )n+1
dw = ∑
2πi n=0 Cr (z0 ) (w − z0 )
n+1
dw(z − z0 ) = ∑ n! (z − z0 )n
n=0
Remark 3.5 The term "analytic" means expressible as n power series many text will use "analytic" in place
of "holomorphic".
Example 3.15
∞
zn z2
ez = ∑ n! = 1 + z + 2! + ......
n=0
with R = ∞
∞
z2n+1 z3 z5
sin(z) = ∑ (−1)n (2n + 1)! = z − 3! + 5! + ....
n=0
with R = ∞
∞
z2n z2 z4
cos(z) = ∑ (−1)n (2n)! = 1 − 2! + 4! + ....
n=0
with R = ∞
∞
1
= ∑ zn = 1 + z + z2 + ....
1 − z n=0
with R = 1
∞
(2z)n 4z2 8z3
e(2z) = ∑ = 1 + 2z + + + ...
n=0 n! 2! 3!
∞
1 2 n (−1)n 2n
∞ ∞
1 1 n
1 2
= = ∑ w = ∑ − z = ∑ n
z
2z +1
1 − w n=0 n=0 2 n=0 2
1 2
√ √
and 2z < 1 implies |z| < 2, so R = 2
∞
z2n ∞
z2n+1 z2 z3 z4 ∞ n n
i z
cos(z) + i sin(z) = ∑ (−1)n (2n)!
+ i · ∑ (−1)n
(2n + 1)!
= 1 + iz − − i + + .... = ∑
2! 3! 4! n!
= eiz
n=0 n=0 n=0
Cr (z0 )
f (z)dz = ∑ an (z − z0 )n dz =
Cr (z0 ) n=0
∑ an · Cr (z0 )
(z − z0 )n dz = 0
n=0
z
Example 3.20 Find a series representation for ze2 about z = 0.
ez 1 ∞ zn 1 ∞
zn
= =
∑ n! zn (1 + z + ...) = ∑
z2 z2 n=0 n=0 (n + 2)!
ez ∞
zn ∞
zn 1
Z Z Z
2
= ∑ =∑ = 2πi · = 2πi
Cr (0) z Cr (0) n=0 (n + 2)! n=0 Cr (0) (n + 2)! (−1 + 2)!
Lemma 3.5.8
If fn → f is uniformly on S, then Z Z
fn → f
S S
40 Chapter 3. Integration and Series
Theorem 3.5.9
Let f be holomorphic on a domain {z ∈ C : r1 < |z − z0 | < r2 }, then on that annulus, f has a Laurent
Series (generalized Cauchy series)
∞
f (z) = ∑ an (z − z0 )n
−∞
1
Remark 3.6 If f (z) has zero at z0 , then f (z) has singularity at z0 .
Definition 3.5.12
∞
Let z0 be an isolated singularity of f , let ∑ an (z − z0 )n be the Laurrent series of f at z0
n=0
If a−m 6= 0 but an = 0 for all n > m, we call z0 a pole order of m ⇐⇒ (z − z0 )m f (z) is analytic at
z0 but (z − z0 )m+1 f (z) is not
If a−n = 0 for all n > 0, we call this a removable singularity. In this case, we have
(
f (z) z 6= z0
g(z) =
lim f (z) z = z0
z→z0
is analytic at z0 .
z3 z5 z2 z4
z sin(z) 1
f (z) = f (z) = = · z − + − ... = 1 − + − ...
z z z 3! 5! 3! 5!
3.5 Series 41
on a punctured disk 0 < |z − z0 | < r. Let Γ be a simple, closed positively oriented contour in the annulus with
z0 inside the loop, then
Z Z ∞ ∞ Z
f (z)dz = ∑ an (z − z0 )n dz = ∑ an (z − z0 )n = 2πi · a−1
Γ Γ n=−m n=−m Γ
1 n
1 1 1 1 1 −1
= · = ·
z(z + 1) z + 1 z + 1 − 1 z + 1 1 − (z + 1)
=− ∑ (z +1)n = z + 1 −1 −(z +1)−(z +1)2 −..
z + 1 n=0
Remark 3.7 Recall f has pole of order m at z0 ⇐⇒ (z − z0 )m f (z) has removeable singularity at z0 ,
(z − z0 )m−1 f (z) has a pole at z0 . That is
m a−m
(z − z0 ) + ... = a−m + am−1 (z − z0 ) + ....
(z − z0 )m
f (z) f (z)
f has a zero of order m at z0 ⇐⇒ (z−z0 )m has a removeable singgularity at z0 , (z−z0 )m+1
has a pole at z0 .
1
(am (z − z0 )m + ...)) = am + am+1 (z − z0 ) + ..
(z − z0 )m
Let f and g be analytic at z0 , let f have a zero of order m at z0 and let g have a zerp pf order n at z0 , then
f (z) m
f (z) (z−z0 )m (z − z0 )
= g(z)
= (z − z0 )m−n h(z) where h(z) is analytic at z0
g(z) n
(z−z0 )n (z − z0 )
1
Example 3.24 z(z+1) has simple poles at z = 0 and z = −1
z+3
Example 3.25 z3 (z+1)2 (z−2) has order 3 pole at 0, order 2 pole at −1 and simple pole at 2.
Example 3.26
z2 z4 1 z2
cos(z) − 1 1
2
= 2
1 − + − ... = − + − ...
z z 2! 4! 2! 4!
so it has removeable singularity at z = 0.
so that
lim ((z − z0 ) f (z)) = a−1 = resz0 ( f )
z→z0
1 1 1
Example 3.28 Let f (z) = z(z+1) , then res0 ( f ) = lim z f (z) = lim z · = = 1. Similarly, we
z→0 z→0 z(z + 1) 0 + 1
1 1
have res−1 ( f ) = lim (z + 1) = =1
z→−1 z(z + 1) −1
3.6 Integration II 43
and
1 d m−1
a−1 = resz0 ( f ) = lim m−1 ((z − z0 )m f (z))
(m − 1)! z→z0 dz
z
Example 3.30 Consider f (z) = e z+1 0
3 , then e + 1 = z 6= 0 so f has an order 3 pole at 0, then
d 2 3 ez + 1
1 1
res0 ( f ) = lim 2 z · 3 =
(3 − 1)! z→z0 dz z 2
∞
Example 3.31 Let f (z) = ∑ an (z − z0 )n be the Laurent series for f in some annulus, so
n=−∞
1
I
a−1 = f (z)dz
2πi Γ
where Γ is simple, closed, positively oriented contour looping around the inner circle of annulus.
Now we see
am 1 f (z)
I
−m−1
(z − z0 ) f (z) = .... + + .... =⇒ am = dz
z − z0 2πi (z − z0 )m+1
f (n) (z0 )
Note: for a Taylor series, this is equivalent to n! by Cauchy’s Integration Theorem.
3.6 Integration II
g(z)
Proposition 3.6.1 Let f (z) = h(z) where g, h are analytic at z0 . Let g(z0 ) 6= 0 and h(z0 ) = 0, h0 (z0 ) 6= 0.
That is f has a simple pole at z0 , then
g(z) z − z0 z − z0 g(z0 )
resz0 ( f ) = lim (z − z0 ) f (z) = lim (z − z0 ) = g(z0 ) lim = g(z0 ) lim = 0
z→z0 z→z0 h(z) z→z0 h(z) z→z0 h(z) − h(z0 ) h (z0 )
44 Chapter 3. Integration and Series
2πi 4πi
n o
Example 3.32 Find residues of all poles of f (z) = z3 1−1 , note that z3 − 1 = 0 ⇐⇒ z ∈ 1, e 3 , e 3 , then
1
f has 3 simple poles. Then residue at simple pole z is 3z2
. This gives us that
1 1 2πi 1 4πi
res1 ( f ) = res 2πi (f) = e 3 res 4πi (f) = e 3
3 e 3 3 e 3 3
1 1
Z ∞ Z ∞
4
dx and I= dx
0 x +1 0 x4 + 1
Note that
1
Z ∞
2I = dx
−∞ x4 + 1
Let ΓR be the line segment running from −R to R in R, then
1
Z
2I = lim dz
R→∞ ΓR z4 + 1
Let CR be the upper semicircle running from R to −R, note ΓR +CR is simple closed positive oriented tour. so
we can sue residue theorem. Consider
1 1 1
Z Z
π
4
dz ≤ 4
dz ≤ |πiR| · 4 ≤ 3 → 0 as R → ∞
CR z +1 CR R R R
n kπi o
1
Next we locate the poles of z4 +1
and find their residues. Note that z4 + 1 = 0 ⇐⇒ z ∈ e 4 : k = 1, 3, 5, 7 .
Then
1 n kπi o
resz0 ( f ) = where z0 ∈ e 4 : k = 1, 3, 5, 7
4z3
Then we have
1
I
π
dz = √
CR +ΓR z4 + 1 2
so Z Z Z
π π
2I = lim = lim f (z)dz − f (z)dz = √ − 0 = √
R→∞ ΓR R→∞ ΓR +CR CR 2 2
Definition 3.6.1
Extended complex plane C ∪ {∞} = Ĉ
Definition 3.6.2
Define the behavior of f (z) at ∞ to behavior of f ( 1z ) at 0.
3.6 Integration II 45
Example 3.34 For example, let f (z) = z2 + 1, so that f ( 1z ) = z12 + 1 = z12 + 0z + 1, so it has order 2 and
residue 0 and Z
lim z2 + 1dz = 0
R→∞ CR (0)
also Z
f (z)dz = −2πires∞ ( f )
−C∞ (0)
1
1 z +1 1+z 1
Example 3.35 Let f (z) = z+1
z−i , so that f ( z ) = 1 −i = 1−iz at z = 0 and f ( z ) = 1 so f is analytic at ∞.
z
Example 3.36 Let f (z) = sin(z) so f ( 1z ) = sin 1z does not converge as z → 0, so sin(z) has essential singu-
larity at ∞
At an isolated singularity z0
1
Z ∞ Z
I= dx = lim f (z)dz
0 x3 + 1 R→∞ Γ1
Now
2πi − 2πi
Z
f = 2πires iπ (f) = e 3
Γ1 +CR −Γ2 e 3 3
This gives us that √
2πi − 2πi 2πi 2 3π
e 3 = I +0−e 3 I =⇒ I=
3 9
46 Chapter 3. Integration and Series
Definition 3.6.3 — Cauchy Principal Value. Z ∞
Given a continuous function f : R → R, define the Cauchy Principal Value of f (x)dx is
−∞
Z ∞ Z R
p.v. f (x)dx = lim f (x)dx
−∞ R→∞ −R
Z ∞
Note that f (x)dx exists, then
−∞
Z ∞ Z ∞
p.v. f (x)dx = f (x)dx
−∞ −∞
then
eiz 1 1
Z
2
dz ∼ 2 · R = → ∞
CR 1+z R R
and
eiz e−1 π
Z
f (z)dz = 2πiresi ( f ) = 2πi = 2πi =
CR +Γ 2z z=i 2i e
π π
so I = e −0 = e
1 1
Let z = eiθ = cos(θ ) + i sin(θ ), then sin(θ ) = 2i (z + z ), then
1 2 dθ 1 2 1
Z 2π
1 1
Z Z
sin2 θ dθ = (z + ) dz = (z + ) · dz
0 C1 (0) 2i z dz C1 (0) 2i z iz
1 2 1
Z
=− z + + 3 dz
4i C1 (0) z z
1 2 1 1
= − res0 z + + 3 = − (2πi)(−2) = π
4i z z 4i
Example 3.40 Let f be continuous on [a, b] except at c with a < c < b, then
Z b Z c−ε Z b
p.v. f (x)dz = lim f (x)dx + f (x)dx
a ε→0 a c+ε
2
z+ 1z
2 1 1 z4 + 2z2 + 1
Z
3 1
dz = dz
C1 (0) 1 − 2i (z − z ) iz 4i z2 (− 2i3 z2 + z + 2i3 )
Note that
√
3 3 −i ± 2 2
− z2 + z + = 0 =⇒ z=
2i 2i −3
Proposition 3.6.2 Let p(z), q(z) be polynomial with deg(p) ≤ deg(q) − 2, then for any arc CR of CR (0),
p(z)
Z
lim dz = 0
R→∞ CR q(z)
This is because
p(z) Rdeg(p) 1
Z
∼ R · deg(q) = R · R−2 = → ∞ as R → ∞
CR q(z) R R
48 Chapter 3. Integration and Series
Lemma 3.6.3
Let a > 0 a d deg(q) ≥ 1 + deg(p), let CR be the upper half of CR (0), then
p(z)
lim eiaz dz = 0
R→∞ q(z)
p(z) p(Reit )
Z Z π
iaz it
e dz = eiaRe · · Rieit dt
CR q(z) 0 q(Reit )
Note that
it
eiaRe = eiaR(cos(t)+i sin(t)) = e−aR sin(t)
p(Reit ) K
it
≤
q(Re ) R
so that
π
p(Reit ) K
Z π Z π Z π Z
it 2
eiaRe · · Rieit dt ≤ e−aR sin(t) Rdt = K e−aR sin(t) dt = 2K e−aR sin(t) dt
0 q(Reit ) 0 R 0 0
2t
Since sin(t) ≥ 2t
π on [0, π2 ], then e−R sin(t) ≤ e−aR π , so
Z π Z π Z π Z π
2 2 2t
−aR sin(t) −aR sin(t) −aR sin(t)
K e dt = 2K e dt ≤ K e dt = 2K e−aR π dt
0 0 0 0
π πK
= 2K · − (e−aR − 1) → → 0 as R → ∞
2aR aR
Remark 3.8
p(z)
Z ∞
dz Need deg(q) ≥ 2 + deg(p)
−∞ q(z)
p(z)
Z ∞
cos(z) dz Need deg(q) ≥ 1 + deg(p)
−∞ q(z)
Proof: ∞
a−1 a−1
f (z) = + ∑ an (z − z0 )n = + g(z)
z − z0 n=0 z − z0
3.6 Integration II 49
where g is analytic so g is continuous then ∃R such that for 0 < r ≤ R, ∃M > 0 s.t. |g(z)| ≤ M, so that
Z
g(z)dz ≤ M · length(Γr ) = M · (θ2 − θ1 )r → 0 as r → 0+
Γr
Then
a−1 1
Z Z Z θ2 Z θ2
iθ
f (z)dz = dz + 0 = a−1 rie dθ = a−1 idθ i · resz ( f )
Γr Γr z − z0 θ1 reiθ θ1
Similarly,
1 1
z3 r3
Z
4
2
dz ∼ r ∼ r 3 → 0 as r → 0+
CR 1+z 1
Z Z ∞
Let f→ f (z)dz = I, then
Γ 0
1 1
z3 (ze2πi ) 3
Z Z Z
2πi
f (z)dz = dz = dz = I · e 3
Γ2 Γ2 1 + z2 Γ1 1+z 2
1
Let f has simple pole at z = ±i with residues, so that resz ( f ) = z2z3 , then
√
3 1
resi ( f ) = −i res−i ( f ) = −
4 2
Then we have
√ ! 2πi
1 3 1 πie−
I
2πi
2πi
3 π
f = 2πi −i − = 0 + 0 + I − Ie = I 1 − e
3 3 =⇒ I= 2πi =√
CR +Cr +Γ1 −Γ2 4 4 2 1−e 3 3
Example 3.43
Z ∞ ix Z −r eix Z R ix
e e
p.v. dx = lim dx + dx
−∞ x R→∞,r→0+ −R x r x
then by Jordan’s Lemma
eiz
Z
dz = i(0 − π)res0 ( f ) = −πi
Cr z
Let Γ : [−R, R], then
Z I Z Z
lim f (z)dz = f− f− f = 0 − 0 − (−πi) = πi
R→∞,r→0+ Γ CR +Cr +Γ CR Cr
50 Chapter 3. Integration and Series
Remark 3.9
Two techniques, either:
1. convert everything to rectangular, clear denominator.
2. convert to a trig function
Remark 3.10 Let f 6= 0 be meromorphic on D and let Γ be a simple, positively oriented closed contour
f0
with Γ and its interior is in D. Consider f is meromorphic and its poles can only lie at poles and zeros of f .
Let z0 be an order-m zeros of f , then
Now we have
f 0 (z) = m(z − z0 )m−1 g(z) + (z − z0 )m g0 (z)
so that
f 0 (z) m(z − z0 )m−1 g(z) + (z − z0 )m g0 (z) m g0 (z)
= = +
f (z) (z − z0 )m g(z) z − z0 g(z)
Let z0 be an order-m pole of f , then
h(z)
f (z) = h(z0 ) 6= 0 h is analytic
(z − z0 )n
so that
−m(z − z0 )m−1 h(z) + (z − z0 )m h0 (z) m h0 (z)
f0 = = − +
(z − z0 )2m z − z0 h(z)
Theorem 3.6.5 — The Argument Principle. Let f be meromorphic and inside a simple, close, positively
oriented contour Γ. Let N0 ( f ) be the number of zeros in Γ and Np ( f ) be the number of poles in Γ (both
couted with multiplicity), then Z 0
1 f (z)
dz = N0 ( f ) − Np ( f )
2πi Γ f (z)
3.6 Integration II 51
Definition 3.6.4 — Curling Number.
Let Γ be a closed contour and let z0 6= Γ. The curling number of Γ about z0 , denoted n(Γ, z0 ) is the unique
integer n such that Γ is homeomorphic to
in C \ {z0 }
so that
f 0 (z)
Z b
1 1
Z Z
dz = f 0 (γ(t))γ 0 (t)dt = dz
Γ f (z) − z0 a f (γ(t)) − z0 f (Γ) f (z) − z0
This gives us that
1 f 0 (z)
Z
dz = n( f (Γ), z0 )
2πi Γ f (z) − z0
Moreover, for z0 = 0 we have that
1 f 0 (z)
Z
dz = n( f (Γ), z0 )
2πi Γ f (z) − z0
so Γ lies in D1 (1) so n(Γ, 0) = 0. Let γ1 = r1 eiθ1 and γ2 = r1 eiθ2 where r1 , r2 , θ1 , θ2 are functions of t, then
γ2 r2
γ= =
γ1 r1 e 1 −θ2 )
i(θ
and
n(Γ1 , 0) = θ1 (b) − θ1 (a) and n(Γ2 , 0) = θ2 (b) − θ2 (a)
so that
0 = n(Γ, 0) = θ2 (b) − θ2 (a) − (θ1 (b) − θ1 (a)) = n(Γ2 , 0) − n(Γ1 , 0)
which is n(Γ2 , 0) = n(Γ1 , 0)
but |γ2 (t)| + |γ1 (t)| = |γ2 (t)| + |−cγ2 (t)| = (1 + c)|γ2 (t)|, which contradicts the Dog-walking Theorem,
so there is no such c exists. Then Γ : γ(t) lies in the C \ R≤0 , so n(Γ, 0) = 0, that is n(Γ2 , 0) = n(Γ1 , 0).
Example 3.46 All 5 zeros of h(z) = z5 + 3z + 1 lie inside |z| < 2. Let f (z) = z5 and g(z) = 3z + 1 on C2 (0),
so | f (z)| = 32 and |g(z)| = 7 < | f (z)|, so by Rouche’s Theorem h and f have same number of zeros inside
C2 (0)
3.6 Integration II 53
Example 3.47 How many zeros does z + 3 + 2ez have in the left half-plane Re(z) < 0? Let ΓR be the
contour as "D" reflect by y-axis. Let f (z) = z + 3 and g(z) = 2ez , so |g(z)| = 2eRe(z) so |g(z)| ≤ 2 on ΓR for
all R and
( (
|3 + iy| z = iy 3 z = iy
| f (z)| ≥ ≥
R−3 |z| = R R − 3 |z| = R
so for all R > 5 we have | f (z)| > |g(z)| on ΓR , then f has the same number of zeros inside ΓR as z + 3 + 2ez ,
f (z) = z + 3 has one zero inside ΓR namely −3, so z + 3 + 2ez has exactly one zero in the left half-plane.
Definition 3.6.5
A point z is a limit point of a set if there exists a sequence {zn } ⊆ S with zn 6= z but lim zn = z
n→∞
Theorem 3.6.11 Let f be holomorphic on a domain D, let Z ⊆ D be the set of zeros of D if Z has a limit
point in D, f is identically zero on D
Proof: Let z0 be the limit of {wn } ⊆ Z and z0 6= wn for all n, conside Dε (z0 ) for some sufficiently
small ε > 0, that is
∞
f (z) = ∑ zn (z − z0 )n
n=0
on Dε (z0 ). If f is not identically 0 on Dε (z0 ), then there exists a minimal m ≥ 0 such that am 6= 0, write
f (z) = am (z − z0 )m (1 + g(z − z0 ))
where g(z − z0 ) → 0 as z → z0 . Let k be sufficiently large that wk ∈ Dε (z0 ), wk ∈ Dε (z0 ) for all K ≥ k. Now
f (wk ) = 0 but
0 = f (wk ) = am (wk − z0 )n (1 + g(wk − z0 ))
and am 6= 0, (wk − z0 )n 6= 0 and g(wk − z0 ) → 0 as wk0 as k → ∞. so for large enough k, |g(wk − z0 )| < 1, so
1 + g(wk − z0 ) 6= 0, which is a contradiction, so f = 0 on Dε (z0 ). Let U be the interior of Z, we just showed
that U is non-empty, U is open by definition, let {zn } ⊆ U converging zn → z, f is continuous so f (z) = 0,
by earlier argument, z ∈ U. Then U is closed, so V = D \U is open we have D = U ∪V and U ∩V , U,V
are open and D is connected, so one of U,V is empty. U is non-empty, so V = 0/ so U = D, then f is 0 on D
Corollary 3.6.12 Let f , g analytic on D and f (z) = g(z) on S ⊆ D where S has limit point in D, then
f (z) = g(z) on D
Corollary 3.6.13 Let f be analytic and non-constant on a domain D and let z0 ∈ D, f (z0 ) = w0 , then there
exist ε > 0 such that Dε (z0 ) ⊆ D and f (z) − w0 has zero in Dε (z0 ) \ {z0 }
Proof: Let f (z) − w0 is a non-constant analytic function, so its zero cannot have a limit point, done.
54 Chapter 3. Integration and Series
Proof: It suffices to show f (D) is open. Let z0 ∈ D and f (z0 ) = w0 , let w ∈ C and
Choose δ > 0 such that Dδ (z0 ) ⊆ D and such that f (z) 6= w0 on the circle |z − z0 | = δ which exists by the
previous corollary. Now we choose ε > 0 such that | f (z) − w0 | ≥ ε on |z − z0 | = δ , so for all w ∈ Dε (w0 )
we have | f (z) − w0 | ≥ ε > |w − w0 | on the circle |z − z0 | = δ , so by Rouche’s Theorem g and f (z) − w0
have the same number of zeros in Dδ (z0 ), namely one. Then ∃z ∈ Dδ ⊆ D, g(z) = 0 = f (z) − w =⇒
f (z) = w =⇒ w ∈ f (D), then Dε (w0 ) ⊆ f (D)
Example 3.48 Let f be analytic on a domain D and Re( f (z)) is constant , then f is constant, Re( f (z)) = K
contains no open set, so f must be constant by the contrapositive of open mapping theorem.
Consider Z 1
ε
Fε (s) = e−t t s−1 dt
ε
Note that Fε (s) is analytic with
Z 1
ε
Fε0 (s) = e−t (s − 1)t s−2 dt
ε
3.6 Integration II 55
Recall that the limit of a uniformly convergent sequence of analytic function is analytic. Consider
Z ∞ Z 1
ε
−t s−1
|Γ(s) − Fε (s)| = e t dt − e−t t s−1 dt
0 ε
Z ε Z ∞
= e−t t s−1 dt + 1
e−t t s−1 dt
0 ε
Z ε Z ∞
−t σ −1
≤ e t dt + 1
e−t t σ −1 dt
0 ε
as ε1 → 0.
Then Fε (s) → Γ(s) uniformly, so Γ is analytic on S so Γ is analytic on Re(s) > 0
Proposition 3.6.16
Let n ∈ Z≥0 , then Γ(n + 1) = n!
eaz
Let f (z) = 1+ez and integrate over a region. That is
Z 2π a(R+it)
e eaR
Z
f (z)dz = dt ≤ C · ∼ Ce(a−1)R → 0 as R → ∞
Γ2 0 1 + eR+it eR
Z
f (z)dz ≤ Ce−aR → 0 as R → ∞
Γ4
eax
Z Z R
f (z)dz = x
dx
Γ1 −R 1 + e
eax
Z Z R
2πia
f (z)dz = −e x
dx
Γ3 −R 1 + e
56 Chapter 3. Integration and Series
eaz
az z − πi
lim (z − πi) f (z) = lim (z − πi) = lim e
z→πi z→πi 1 + ez z→πi ez − eπi
−1
ez − eπi
aπi
=e lim
z→πi z − πi
Then we have Z
f (z)dz = 2πi(−eaπi ) = (1 − e2πia ) = I
Γ
so that
eaπi π
I = −2πi 2πi
=
1−e sin(πa)
Theorem 3.6.18
π
Γ(s)Γ(1 − s) =
sin(πs)
Proof: IT suffices to show this on 0 < Re(s) < 1:
Z ∞ Z ∞
−u (1−s)−1
Γ(1 − s) = e u du = e−u u−s du
0 0
1
∏ 1 − ps
p price
then
1 1 1 1 1 1 1 1
∏ 1 − p−s = 1 + 2s + 4s + 8s 1 + 3s + 9s + ... 1 + 5s + 25s + ...
s
1
Theorem 3.6.19 ζ (s) − s−1 has an analytic continuation to Re(s) > 0. Then ζ (s) is rercmorphic on
Re(s) > 0 with a simple pole of residu 1 at s = 1
Proof: Consider Z n
1 1
∑ ns − 1 xs
ds
1≤n≤N
Let Z n+1
1 1
n (s) = − ds
n ns xs
By the mean value theorem
1 1 |s|
s
− s ≤ σ +1
n x n
on n ≤ x ≤ n + 1. Then we have uniform convergence of n (s) on 1 + σ > 1 ⇐⇒ Re(s) > 0. Then
∞
∑ δn (s)
i=1
Now Z N ∞
1 1 1 1−s
Z ∞
lim dx = dx = x
N→∞ 1 xs 1 xs 1−s 0
1
on Re(s) > 1, this = s−1 . Thus,
N Z N
1
∑ n (s) + 1 xs
ds
i=1
Now
1
ζ (s) = ∏
s 1 − p−s
so
1 −s −s
ln |ζ (s)| = ln ∏ = − ∑ ln 1 − p = − Re ∑ log 1 − p
p 1 − p−s p p
Now ∞
wn
− log(1 − w) = ∑
i=1 n
Note that
p−iny = enyi ln(p) has Re(piny ) = cos(−ny ln(p))
and
Re(p−2iny ) = cos(−2ny ln(p))
3.6 Integration II 59
so that
Re 3 + 4p−iny + p−2iny = 3 + 4 cos(−ny ln(p)) + cos(−2ny ln(p))
|h(x)| ζ (x + iy) 4 1
= |(x − 1)ζ (x)|3 |ζ (x + 2iy)| ≥
x−1 x−1 x−1
if ζ (1 + iy) = 0, but
ζ (x + iy)
lim+ = ζ 0 (1 + iy)
x→1 x−1
|h(x)| 1 1
so lim+ converges to some finite value. but this is ≥ x−1 and lim+ = ∞, this is contradiction so
x→1 x − 1 x→1 x−1
ζ (1 + iy) 6= 0