Complex Analysis PDF
Complex Analysis PDF
Preliminaries
2. Limit of a function:
if and only if for every > 0 ∃ δ > 0 with the property that |f (x) − A| < for all
values of x such that |x − a| < δ. and x 6= a
Results:
1
• lim f (x) = A and lim g(x) = B
x→a x→a
and
lim f (x) = A iff lim Re(f (x)) = Re(A) and lim Im(f (x)) = Im(A). Consider
x→a x→a x→a
the transformation w = f (z) = 1/z. At z = 0 is mapped to w = ∞ in w-plane
similarly by z = ∞ is mapped into w = 0 the point at ∞ in z-plane.
Continuous function at a point:
for > 0 ∃ δ > 0 such that |f (x) − f (a)| < whenever |x − a| < δ.
Continuous function in a region:
2
A function is continuous in a region if it is continuous at all points in the region.
Result:
Examples:
f (z) is continuous at z = a
m
Re[f (z)] and Im[f (z)] are continuous at z = a
Derivative at a point :
3
The derivative of a function f (z) at a point z = (z0 ) is defined as,
f (z) − f (z0 )
lim = f 0 (z0 )
z→z0 z − (z0 )
Otherwise
f (z + 4(z) − f (z)
lim = f 0 (z)
4z→0 4(z)
(2) f − g differentiable at z = z0
There is a fundamental difference between case of real and complex variable. Here
we focus on complex valued function of a real variable and complex valued function
of complex variable.
Let f (z) be a complex variables real valued function whose derivative exist at
z = a then f 0 (a) is one side real for it is the limit of quotients [(f (a+h)−f (a))/h] as
h → 0 through real on the other side, it is also limit of (f (a+ih)−f (a)/ih) therefore
4
f 0 (a) = 0, thus real valued function of complex variable either has derivative 0 or
derivative does not exist.
Complex valued function of real variable :
z(t) = x(t) + iy(t) ⇒ z 0 (t) = x0 (t) + iy 0 (t)
Class of Analytic (Holomorphic) functions :
The term holomorphic is used with similar meaning. The definition of derivative
can be written in the form:
f (z + h) − f (z)
f 0 (z) = lim
h→0 h
As a consequence
(2) If we write f (z) = u(z) + iv(z), it follows that u(z) and v(z) are continuous.
The limit of difference quotient must be the same regardless of the wave in which h
approaches 0. If we choose real values for h, then imaginary part y is constant, the
derivative becomes a partial derivative with respect to x. Therefore, we have
∂f ∂u ∂v
f 0 (z) = = +i (1.4)
∂x ∂x ∂x
Similarly, if we purely imaginary value h = ik, we have
f (z + ik) − f (z)
f 0 (z) = lim
h→0 ik
f (z + ik) − f (z)
= lim
k→0 ik
f (z + ik) − f (z)
= lim −i
k→0
ik
∂f ∂u ∂v
= −i = −i +i
∂y ∂y ∂y
∂v ∂u
f 0 (z) = −i (1.5)
∂y ∂y
5
from ( 1.4) and (1.5)
∂u ∂v ∂v ∂u
= and =− (1.6)
∂x ∂y ∂x ∂y
Using (1.6) we can write, four formally different expression for f (z), the simplest
is
∂u ∂v
f 0 (z) = +i
∂x ∂x
2 2
∂u ∂v
|f 0 (z)|2 = +
∂x ∂x
∂u ∂v ∂u ∂v
= . + .
∂x ∂x ∂x ∂x
∂u ∂v ∂v ∂u
|f 0 (z)|2 = . − .
∂x ∂y ∂x ∂y
∂u ∂v
0
∂x ∂y
2
|f (z)| = ∂u ∂v is the Jacobian of x and y.
∂x ∂y
A function u which satisfies Laplace equation is said to be Harmonic. The real and
imaginary part of analytic function are thus harmonic. If two harmonic functions
u, v satisfy C-R equations, then v is said to be conjugate harmonic function of u
∂2 ∂2
∆ = +
∂x2 ∂y 2
∂ 2u ∂ 2u
∂ ∂u ∂ ∂u
∆u = + = +
∂x2 ∂y 2 ∂x ∂x ∂y ∂y
∂ ∂v ∂ ∂v ∂v ∂v
= + − = −
∂x ∂y ∂y ∂x ∂x∂y ∂y∂x
∆u = 0 (since they are continuous).
Similarly ∆v = 0.
6
Definition: 1 (Analytic functions). (1) If u(x, y) and v(x, y) has continuous first
order partial derivatives and satisfy C-R equation, then f (z) = u(z) + iv(z) is ana-
lytic with continuous derivatives f 0 (z) and conversely.
Example:
If u = x2 − y 2 , then it is easy to see that u is harmonic since
∂u ∂u
= 2x & = −2y
∂x ∂y
∂ 2u ∂ 2u
= 2 & = −2
∂x2 ∂y 2
∂ 2u ∂ 2u
∆u = + =2−2=0
∂x2 ∂y 2
∴ u is harmonic.
Assume v is the conjugate of u(harmonic). By C-R equations
∂u ∂v
= = 2x (1.7)
∂x ∂y
∂v ∂u
=− = 2y (1.8)
∂x ∂y
v = 2xy + φ(y)
∂v
⇒ = 2x + φ0 (y) = 2x
∂y
0
φ (y) = 0
φ(y) = c
⇒ v = 2xy + c, u = x2 − y 2
7
Remark 2. Consider a complex function f (x, y) of two real variables. Introducing
complex variables z = x + iy and its conjugate z̄ = x − iy. Then
z + z̄
z + z̄ = 2x ⇒ x =
2
z − z̄
z − z̄ = 2iy ⇒ y =
2i
With this change of variable we can consider f (x, y) as function of z and z̄.
∂f ∂f ∂x ∂f ∂y
= . + .
∂z ∂x ∂z ∂y ∂z
1 ∂f 1 ∂f ∂f 1 ∂f ∂f
= + ⇒ = −i
2 ∂x 2i ∂y ∂z 2 ∂x ∂y
∂f ∂f ∂x ∂f ∂y 1 ∂f 1 ∂f
= . + . = −
∂ z̄ ∂x ∂ z̄ ∂y ∂ z̄ 2 ∂x 2i ∂y
∂f 1 ∂f ∂f
= ( +i )
∂ z̄ 2 ∂x ∂y
∂f
By using C-R equations, we get for f = u + iv and ∂x
= −i ∂f
∂y
∂f ∂f
⇒ = = 0
∂x ∂y
∂f
∴ = 0
∂ z̄
We now remark that f (z̄) = f¯(z) = u(z) − iv(z) should have zero partial derivative
with respect of z. This is because writing f = u + iv and f = u − iv. It is clear that
∂ f¯ ∂f ∂ f¯ ∂f
∂x
= ∂x
and ∂y
= ∂y
. Similarly
∂ f¯ ∂ f¯ ∂x ∂ f¯ ∂y
= . + .
∂z ∂x ∂z ∂y ∂z
1 ∂ f¯ 1 ∂ f¯
= . + .
2 ∂x 2i ∂y
∂ f¯ ∂ f¯ ∂x ∂ f¯ ∂y 1 ∂ f¯ 1 ∂ f¯
= + + . = . − .
∂ z̄ ∂x ∂ z̄ ∂y ∂ z̄ 2 ∂x 2i ∂y
We know
∂ f¯ ∂f
= ( ) = 0̄ = 0
∂x ∂ z̄
Hence in the variables z and z̄, f (z) can be considered purely as a function of z̄
and we denoted it by
8
f¯(z̄) = f (z̄), now we can write
Substituting
z z
x = ,y =
2 2i
1 ∼
u(x, y) = [f (z) + f (0)]
2
z z
f (z) = 2u( , ) − u(0, 0)i(c)
2 2i
Problem:
1. If g(w) and f (z) are analytic, show that g[f (z)] is also analytic
∂r ∂s ∂r ∂s
= , =− (1.9)
∂u ∂v ∂v ∂u
∂u ∂v ∂u ∂v
= , =− (1.10)
∂x ∂y ∂y ∂x
9
To prove that
∂r ∂s ∂r ∂s
= , =−
∂x ∂y ∂y ∂x
consider
∂r ∂r ∂u ∂r ∂v
= . + .
∂x ∂u ∂x ∂v ∂x
∂s ∂s ∂u ∂s ∂v
= . + .
∂y ∂u ∂y ∂v ∂y
∂r ∂s ∂r ∂u ∂r ∂v ∂s ∂u ∂s ∂v
− = . + . − . − .
∂x ∂y ∂u ∂x ∂v ∂x ∂u ∂y ∂v ∂y
By using (1.9 ) and (1.10 )
∂r ∂s ∂r ∂u ∂r ∂v ∂r ∂v ∂r ∂u
− = . + + (− ) + ( )
∂x ∂y ∂u ∂x ∂v ∂x ∂v ∂x ∂u ∂x
∂r ∂s
− = 0
∂x ∂y
and
∂r ∂r ∂u ∂r ∂v
= . + .
∂y ∂u ∂y ∂v ∂y
∂s ∂s ∂u ∂s ∂v
= . + .
∂x ∂u ∂x ∂v ∂x
∂r ∂s ∂r ∂u ∂r ∂v ∂s ∂u ∂s ∂v
+ = . + . + . + .
∂y ∂x ∂u ∂y ∂v ∂y ∂u ∂x ∂v ∂x
∂r ∂u ∂u ∂r ∂v ∂r ∂v ∂r ∂u
= . + + . − . + .(− )
∂u ∂y ∂y ∂v ∂y ∂v ∂y ∂u ∂y
= 0
u = x2 − y 2 , v = 2xy
∂u ∂v ∂v ∂u
= 2x, = 2x; = 2y, = −2y
∂x ∂y ∂x ∂y
∂u ∂v ∂u ∂v
= =−
∂x ∂y ∂y ∂x
10
Therefore, z 2 is analytic.
u = x3 − 3xy 2 , v = 3x2 y − y 3
∂u ∂u ∂v ∂v
= 3x2 − 3y 2 , = −6xy, = 6xy, = 3x2 − 3y 2
∂x ∂y ∂x ∂y
∂u ∂v ∂v ∂u
∴ = ; =−
∂x ∂y ∂x ∂y
Therefore, z 3 is analytic.
3. Show that an analytic function cannot have a constant absolute value without
reducing to a constant.
ux = vy ; vx = −uy
u2 + v 2 = k 2 = c
CASE I:
Suppose c = 0.
⇒ u2 + v 2 = 0
⇒ u2 = 0, v 2 = 0
⇒ u = 0, v = 0.
11
Differentiating partially with respect to x, we get
2uux + 2vvx = 0
2uuy + 2vvy = 0
Suppose f (z) = u(x, y) + iv(x, y) is an analytic function. The first order partial
derivatives u and v are continuous and satisfy C-R equation
ux = vy and uy = −vx
Then,
12
To prove: f (z̄) is analytic.
∂u1 ∂u ∂v1 ∂v
⇒ = ; =
∂x ∂x ∂x ∂x
∂u1 ∂u ∂v1 ∂v
⇒ = − ; =
∂y ∂y ∂y ∂y
Therefore,
∂u1 ∂u ∂v ∂v1
= = =
∂x ∂x ∂y ∂y
∂u1 ∂u ∂v ∂v1
and = − = =−
∂y ∂y ∂x ∂x
∂u1 ∂v1 ∂u1 ∂v1
⇒ = and =−
∂x ∂y ∂y ∂x
5. Prove that the function u(z) and u(z̄) are simultaneously harmonic.
∂ 2u ∂ 2u
+ = 0
∂x2 ∂y 2
u(z̄) = u(x, −y) = u1 (x, y).
To prove
∂ 2 u1 ∂ 2 u1
+ =0 i.e., u1 is harmonic.
∂x2 ∂y 2
∂u1 ∂u ∂ 2 u1 ∂ 2u
= ⇒ =
∂x ∂x ∂x2 ∂x2
2
∂u1 ∂u ∂ u1 ∂ 2u
and = − = = since u(x, −y)
∂y ∂y ∂y 2 ∂y 2
∂ 2 u1 ∂ 2 u1 ∂ 2u ∂ 2u
∴ + = + =0
∂x2 ∂y 2 ∂x2 ∂y 2
13
∴ u1 is harmonic.
(i.e.,) u(z̄) is harmonic.
∂2u
6. Show that harmonic function satisfies the formal differential equation ∂z∂ z̄
=0
∂ 2u
∂ ∂u
=
∂z∂ z̄ ∂z ∂ z̄
1 ∂ ∂u ∂u
= +i
2 ∂z ∂x ∂y
2
∂ 2 u ∂x ∂ 2 u ∂y ∂ 2 u ∂y
1 ∂ u ∂x
= +i . + + i 2.
2 ∂x2 ∂z ∂x∂y ∂z ∂x∂y ∂z ∂y ∂z
2 2 2 2
1 1 ∂ u ∂ u ∂ u ∂ u
= 2
+i + +i 2
2 2 ∂x ∂x∂y ∂x∂y ∂y
2 2 2
∂ 2u
1 ∂ u ∂ u ∂ u
= +i −i − i(i) 2
4 ∂x2 ∂x∂y ∂x∂y ∂y
2 2
1 ∂ u ∂ u
= + =0
4 ∂x2 ∂y 2
Then,
∂u ∂u
= 3x2 − 3y 2 + 6x and = −6xy − 6y
∂x ∂y
∂ 2u ∂ 2u
= 6x + 6 and = −6x − 6
∂x2 ∂y 2
∂ 2u ∂ 2u
∴ + = 6x + 6 − 6x − 6 = 0
∂x2 ∂y 2
By C-R equation ,
∂u ∂v
= = 3x2 − 3y 2 + 6x (1.16)
∂x ∂y
∂u ∂v ∂v
and = − ⇒ = 6xy + 6y
∂y ∂x ∂x
14
Integrating (1.16 ) with respect to y,
Z
v = 3x2 − 3y 2 + 6xdy
⇒ φ0 (x) = 0
∴ φ(x) = c
∴ v = 3x2 y − y 3 + 6xy + c
f (z) = u + iv
8. Find most general harmonic polynomial of the form ax3 + bx2 y + cxy 2 + dy 3 .
Determine conjugate harmonic function and corresponding analytic function by in-
tegration.
∂u ∂u
= 3ax2 + 2bxy + cy 2 and = bx2 + 2cxy + 3y 2 d
∂x ∂y
∂ 2u ∂ 2u
= 6ax + 2by and = 2cx + 6yd
∂x2 ∂y 2
Since u is harmonic
∂ 2u ∂ 2u
+ = 0
∂x2 ∂y 2
6ax + 2by + 2cx + 6yd = 0
15
Integrating (1.18) partially with respect to y,
cy 3
v = 3ax2 y + bxy 2 + + φx
3
∂v
= 6axy + by 2 + φ0 (x) = −bx2 − 2cxy − 3y 2 d
∂x
From(1.17 )
3a = −c b = −3d c = −3a
( 1.20) becomes
= −bx2
bx3
φ(x) = −
3
cy 3 bx3
v = 3ax2 y + bxy 2 + −
3 3
f = u + iv
cy 3 bx3
3 2 2 3 2 2
= (ax + bx y + cxy + dy ) + i 3ax y + bxy + −
3 3
Note:
16
• In the above notation, we shall always assume an 6= 0and call P (z) as a
polynomial of degree n.
Then,
z−a
Im ≥ 0
b
P (z) = an (z − α1 )(z − α2 ) . . . (z − αn )
P (z) = an (z − α2 ) . . . (z − αn )
+ (z − α1 )(z − α2 ) . . . (z − αn ) + (z − α1 ) . . . (z − α(n−1) )
n
P 0 (z) 1 1 1 X 1
= + + ... + = (1.21)
P (z) z − α1 z − α2 z − αn i=1
(z − αi )
17
z − αi z − a + aαi z−a αi − a
Im = Im = Im − Im
b b b b
b
⇒ Im <0 for 1≤i≤n
z − αi
from (1.21 )
n
bP 0 (z) X b
=
P (z) i=1
(z − αi )
0
∴ Im b PP (z)
(z)
<0
and hence P 0 (z) 6= 0 If z is not in same in half plane then P 0 (z) 6= 0.
Then all zero of P 0 (z) lie in the same half plane given by Im z−a
b
<0
Note:
• By definition, when R(z) = ∞ the zeros of Q(z) which are called the ’poles
of R(z). In general any rational function has finite zeros are the zeros of P (z)
and finite poles which are zeros of Q(z).
• If ’a’is a finite zero of R, then order of zero for R(z) at’a’is same as the order
of zero for R(z) at’a’.
• similarly, if ’b’is a finite pole for R(z) then order of pole for R(z) at b ,is same
as order of zero of Q(z) at b.
P ( z1 ) 1
⇒ R1 (z) = 1 = R( )
Q( z ) z
18
P (∞)
SetR1 (0) = R(∞). Suppose R1 (0) = 0 → R(∞) = 0 = Q(∞)
. Therefore ∞ is a zero
for R(z) and the order of zero at ∞ for R(z) order of zero for R1 (z) at 0. Similarly
If R1 (0) = R(∞) = ∞.
∴ ∞ is a pole for R(z) and its order for R(z) is same as the order of the pole at
0 for R1 (z). If R1 (0) 6= 0(or) ∞, R(z) has neither a pole (nor)zero at ∞.
Q(z)P 0 (z)−P (z)Q0 (z)
The derivative for R(z) is R0 (z) = (Q(z))2
. when Q(z) 6= 0.
Result:
• A rational function R(z) has sane number of zero and poles including those at
∞ and is equal to P , the maximum of m,n where m and n are degree of Q(z)
and P (z) respectively.
• This number P: order of rational function. And for any complex number ’a’the
numerical solutions of equation R(z) = a = P
Result:
P (Z)
LetR(z) = Q(z)
, where P (z) = a0 + a1 z + a2 z 2 + .. + an z n and A(z) = b0 + b1 z +
b2 z 2 + .. + bm z m , an 6= 0, bm 6= 0
By fundamental theorem of Algebra, R(Z) has at most n finite zeros and m finite
poles.
We have to calculate the number of zeros or poles at ∞ for R(z).
a0 + a1 ( z1 ) + a2 ( z12 ) + .. + an ( z1n )
1
R1 (z) = R =
z b0 + b1 ( z1 ) + b2 ( z12 ) + ...bm ( z1m )
z m a0 z n + a1 z n−1 + .. + an
= [ ]
z n b0 z m + b1 z m−1 + .. + bm
a0 z n + a1 z n−1 + .. + an m−n
= z
b0 z m + b1 zm − 1 + .. + bm
Case 1:
Consider the case m > n. R(z) has zero of order m − n at ∞ and no poles at ∞
and number of zeros = n and hence the total number of zeros = m − n + n = m.
19
The number of poles of R(z) = m
Therefore, number of poles = number of zeros = m.
Case 2:
m<n
R(z) has ∞ as a pole of order n − m and no zeros at ∞.
∴ number of finite poles= m.
∴ total number of poles n − m + m = n and Number of zeros of R(z) = n.
∴ Number of zeros =Number of poles =n
Case 3:
m=n
an
R(∞) = R1 (0) = bm
6= 0 since an 6= 0, bm 6= 0
an
and bm
6= ∞ since bm 6= 0.
∴ Number of zeros of R(z) = n = P and Number of poles of R(z) = m = P . The
counts show that total of zeros and poles including those at ∞ are always =order
of R(z) = P .
Note:
A rational function of order 1 is a linear function. which is
az + b
S(z) = with ad − bc 6= 0
cz + d
Such fraction/transformation is called linear fractional/Bilinear/mobius transforma-
tion . We note w = s(z) has exactly one root.
z = s−1 (w)
az + b
w =
cz + d
⇒ czw + dw = az + b
z(cw − a) = b − dw
dw − b
z = −
cw − a
The transformation s and s− 1 are inverse to each other. The transformation z + a
1
is called parallel translation and z
is an inversion.
20
Result:
Every rational function has a partial fraction expansion.
P (z)
Proof. Let R(z) be rational function. R(z) = Q(z)
. If degP (z) > degQ(z) that is
n>m
⇒ R(z) has a pole at ∞. By division algorithm,
In other words
r(z)
R(z) = G(z) + H(z) where G(z) = g(z) and H(z) = .
Q(z)
Here G(z) is a polynomial without constant term and H(z) is a rational function
with property that
deg(denominator) ≥ deg(numerator)
Suppose deg(P (z)) ≤ deg(Q(z)) ⇒ R(z) = H(z). The above condition on H(z) is
r(z)
same as H(z) = Q(z)
. H(z) is finite at ∞ .
1
R(βj + ) = Gj (ζ) + Hj (ζ) (1.22)
ζ
21
Then equation (1.22)
1 1
⇒ R(z) = Gj ( ) + Hj ( )
z − βj z − βj
where
1 1
Gj z−βj is a polynomial in z−β j
without constant term(singular part of R(z) at
1
z = βj ) and Hj z−βj is finite at z = βj . This is true for all βj for 1 ≤ j ≤ l. Now
consider a new expression,
l
X 1
S(z) = R(z) − G(z) − Gj
j=1
z − βj
This is a rational function in z. The possible poles for R(z) are β1 , β2 , . . . , βl and
1
∞. G(z) has no poles except at ∞ and Gj ( z−β j
) has no poles except β1 , β2 , . . . , βj .
Thus the only poles for S(z) are β1 , β2 , . . . , βl and ∞. At z = ∞, both R(z) and
G(z) become ∞ but their differences H(z) is finite at z = ∞.
1
Similarly at each βj , R(z) and corresponding Gj z−βj become ∞ but there
1
differences Hj z−βj is finite at z = βj .
Thus S(z) has neither finite poles nor a pole at z = ∞. Therefore the order of
rational function S(z) = 0.
Definition: 4 (Curve). We know that the equations of the type x = x(t), y = y(t)
give parametric representation of curve in the plane. Using complex variables, the
above Equation can be written as
22
Definition: 5 (Arc). The equation of arc γ in the plane is most conveniently given
in parametric form x = x(t), y = y(t) where t runs through interval α ≤ t ≤ β
and x(t), y(t) are continuous functions. It is also identified that γ is a continuous
function of [α, β]. It is denoted by z = γ(t). We call z(α), z(β) the end points of γ.
z(α) is the initial point ; z(β) is the terminal point.
Definition: 7 (Jordan curve). A curve γ is a Jordan arc simple curve if there exist
some parametric representation z = z(t) = x(t) + iy(t), where α ≤ t ≤ β 3 t1 ‘ 6=
t2 ⇒ z(t1 ) 6= z(t2 ). (i.e) z(t) is one to one.
Definition: 8 (Simple closed curve). A closed curve γ is called simple if there exist
a parametric representation z = z(t) = x(t) + iy(t) where α ≤ t ≤ β such that
t1 < t2 and z(t1 ) = z(t2 ) implies t1 = α and t2 = β. We usually refer to such curves
as simple closed Jordan curves.
Note:
(i). A closed curve is simple if no two points of it coincide except at the end points.
Example 1
Then curve γ1 is defined by z(t) = t2 where −1 ≤ t ≤ 1 is closed but not simple.
−1
It is closed since z(−1) = z(1) = 1 since t1 : 2
< 1
2
: t2 but z( −1
2
) = z( 21 ) but
−1
α 6= 2
and β = 21 . Therefore it is not simple.
Example 2.
The circle z = cos(t) + i sin(t), 0 ≤ t ≤ 2π is both closed and simple, since value
z(t) coincide only at the endpoints t = 0 and t = 2π.
23
Note:
(*) A circle C defied as a locus |z − a| = r can be considered as a closed curve with
the equation
z = a + reiθ , 0 ≤ θ ≤ 2π
Note:
f (z + h − f (z)
lim
h→0 h
exists finitely. We call it as f 0 (z). we say that f is Holomorphic /Analytic at Ω if
f 0 (z) exist at every z ∈ Ω.
Since we have defined analyticity only in regions, we agree that whenever we say
f is analytic or Holomorphic in a arbitrary subset A of complex plane we mean f
is analytic in the region containing A.
24
√ √
Example: z, n z, log(z), z α , sin−1 z, cos−1 z are multivalued.
Note:
Consider the region Ω, the complement of negative real axis z ≤ 0 (i.e., Ω is open
√
connected set). In Ω, one and only one of the values of z has a positive real part.
√ √
With this choice z is a single valued function in Ω. To prove that w = z is
continuous. Given z1 , z2 ∈ Ω and denote the corresponding values of ω by
ω1 = u1 + iv1 , ω2 = u2 + iv2
with u1 , u2 ≥ 0, then
= |ω1 − ω2 ||ω1 + ω2 |
≥ u1 + u2 > u1
25
Proof. We first observe that ∀z ∈ Ω ∃ a unique argument θ with |θ| < π with this
value for arg(z),we write z = reiθ and infinite values of log z are
ω = log z = log(reiθ )
Thus there exists only one value for z with |Im(log z)| < π.Thus ω = f (z) = log z
with |Im(logz)| < π becomes one-one map of Ω into {ω|Im(log z)| < π}.
This map is also onto.The set {ω/|Im(ω)| < π} as can be seen by taking ω0 with
|Im(ω0 )| < π and considering z0 = eω0 . Now ω0 is one of infinitely many values of
log z0 and |Im(ω0 )| < π.We see that f (z0 ) = ω0 .
26
The above definition is valid in Ω. From Real analysis, x → log x (ie) (0, ∞) → R
is continuous and onto. Further z → |z| is continuous.
∴ log |z| = Re(f (z)) is continuous in Ω. The Im(f (z)) represent the principal
branch of arg(z) and as such it is continuous.
∴ log |z| + iarg(z) is continuous⇒ f (z) is continuous. The continuity of principal
branch of ω = f (z) = log z in Ω shows that if z → z0 ,then ω → ω0 .Thus
−1
w − w0 z − z0
lim = lim
z→z0 z − z0 z→z0 w − w0
w −1
e − ew0
= lim
w→w0 w − w0
w − w0
= lim
w→w0 ew − ew0
1 1 1
= lim w = w0 = e−w0 =
w→w0 e e z0
27
√
arccos z = i log(z + z 2 − 1) in Ω whose derivatives is
i 2z
= √ 1+ √
z + z2 − 1 2 z2 − 1
√ 2
i z −1+z
= √ √
z + z2 − 1 z2 − 1
1
= √
1 − z2
√
where 1 − z 2 is in positive real axis.
Proof. Let f = u+iv and such that f is complex valued function of complex variable
z with f 0 (z) = 0 using the expression for derivative and C − R equations,
∂u ∂v ∂u ∂v
f 0 (z) = +i = +i ≡0
∂x ∂x ∂y ∂y
∂u
since ∂x
= 0 ⇒ is a constant on each horizontal lines parallel to x-axis. It follows
that u and v are constant on any line segment Ω which is parallel to one of the axis.
But in Ω any two points can be joined as a polygon whose sides are horizontal and
vertical. Thus if z0 ∈ Ω is fixed and z ∈ Ω is arbitrary then
|f (z)|2 = u2 + v 2
∴ f (z) = kv + iv = v(k + i)
−1 v −1 1
arg[f (z)] = tan ( ) = tan
kv k
But u − kv = 0 is the real part of (1 + ik)f (z) = u − kv + i(uk + v) and we conclude
that f(z) must reduce to a constant.
CONFORMAL MAPPING:
Suppose that an arc γ with equation z = z(t) = x(t) + iy(t) where α < t < β
is contained in a region Ω and let f (z) be defined and continuous in Ω, then ω =
ω(t) = f (z(t)) define an arc γ 0 in ω-plane; image of γ.Consider the function f (z)
which is analytic in Ω,z 0 (t) exist ⇒ ω 0 (t) exist and ω 0 (t) = f 0 (z(t)).z 0 (t)
29
Definition: 15 (Length and Area). We have found that under a conformal mapping
f (z) the length of infinitesimal line segment at the point z is multiplied by |f 0 (z)|.We
know from calculus that length of differentiable arc γ with equation z = z(t) =
x(t) + iy(t) where α ≤ t ≤ β is given by
Zβ p Zβ
L(γ) = x0 (t)2 + y 0 (t)2 dt = |z 0 (t)|dt
α α
LINEAR TRANSFORMATION
30
as,
czω + dω − az − b = 0 (1.24)
31
If ad − bc 6= o ⇒ ω2 − ω1 = 0 ⇒ ω2 = ω1
It follows that ω is constant if ad − bc = 0 provided
−d −d
z1 6= c
(or)z2 6= c
Then ω is meaningless.
critical point:
az+b
We notice that the transformation ω = cz+b
set up one to one correspondance
between points of closed z-plane and closed ω-plane.
Differentiate with respect to z
The points z = −d/c and z = ∞ are the critical points where the conformal
property does not hold and these are the only critical points.
a)1 z + b1
ζ = T1 (z) = , a1 d1 − b1 c1 6= 0 (1.26)
c1 + d 1
32
and
a2 r + b2
ω = T2 (r) = , a2 d2 − b2 c2 6= 0 (1.27)
c2 r + d 2
(1.26) setsup a one to one correspondence between the points of z-plane and points
of ζ-plane. (1.27) setup one to one correspondence between points of ζ-plane and
point of w-plane.
a2 (a1 z + b1 ) + b2 (c1 z + d1 )
=
c2 (a1 z + b1 ) + d2 (c1 z + d1 )
z(a2 a1 + b2 c1 ) + a2 b1 + b2 d1
=
z(a1 c2 + d2 c1 )b1 c2 + d2 d1
αz + β
=
γz + δ
where
α = a1 a2 + b2 c1 ; β = a2 b1 + b2 d1 ; γ = a1 c2 + d2 c1 ; δ = b1 c2 + d2 d1
To find αγ − βγ
−b2 b1 d1 c2 − b2 d2 d21
= (a2 d2 + b2 c2 )(a1 c1 − b1 d1 )
33
Example:
z+2 z
Consider w = T1 (z) = z+3
, w = T2 (z) = z+1
find (i)T1−1 (ii)T2−1 (iii) T2 T1 (z) (iv) T1 T2 (z) (v) T2−1 T1 (z)
(i)T1−1 (z)
z+2
⇒w = ⇒ wz + 3w = z + 2
z+3
wz − z = 2 − 3w
2 − 3w
z = = T1−1 (w)
w−1
(ii)T2−1 (w)
z
⇒w = ⇒ zw + w = z
z+1
z(w − 1) = −w
−w
z = = T2−1 (w)
w−1
(iii) T2 T1 (z)
z+2
z+2 z+3
⇒ T2 = z+2
z+3 z+3
+ 1
z+2
=
2z + 5
(iv) T1 T2 (z)
z
z z+1
+2 3z + 2
= T1 ( )= z =
z+1 z+1
+3 4z + 3
(v)T2−1 T1 (z)
z+2 − z+2
= T2−1 ( ) = z+2z+3 = z + 2
z+3 z+3
−1
z 2z + 2 − 3z
= T1−1 ( )= =z−2
z+1 z−z−1
az+b
Remark 3. Consider the bilinear transformation w = cz+d
with ad − bc 6= 0
34
Case 1: If c 6= 0, then it can be written as
(bc − ad) a
w = +
c2 (z + dc ) c
bc2 − adc + dc(z + ac
=
c2 (z + dc )
bc2 − adc + dcz + ad
=
cz − dc
Let us take
d
Z = z+ , (1.29)
c
1
ζ = , (1.30)
Z
bc − ad
τ = (1.31)
c2
a
∴ w = τζ + (1.32)
c
• Translation
• Rotation
• Inversion
• Homothetic
They transform straight line onto straight lines and circles onto circles since they
are linear.
35
Suppose we take a translation w = z + a. If z varies over the circle |z − α| = r then
w varies over the circle |w − (a + α)| = r
If z varies over the straight line z = α + βt, then w varies over the straight line
w = a + α + βt.
However inversion does not always take circles onto circles or staright lines onto
straight lines. under inversion straight line can be mapped onto a straight or circle
.similarly a circle is mapped onto a straight line or circle. consider, The equation
αzz + βz + βz + γ = 0 (1.33)
Ifγ 6= 0 then (1.34) is a circle. If γ = 0 then (1.34) is straight line thus an inversion
maps a circle through origin onto a straight line and maps circle not through origin
(γ 6= 0) onto the circles. In a similar way, inversion takes straight lines not through
origin (γ 6= 0)onto circles.
cross ratio:
The cross ratio of four point z1 , z2 , z3 , z4 in extended complex plane where z2 , z3 , z4
are distinct and defined as the image of z1 under bilinear transformation that takes
z2 , z3 , z4 into 1, 0, ∞ in that order and denoted by (z1 , z2 , z3 , z4 )
Moreover if none of the point is ∞, then we have
(z − z3 )(z2 − z4 )
sz =
(z − z4 )(z2 − z3 )
36
If z2 or z3 or z4 any one is ∞
z1 − z3
(z1 , z2 , z3 , z4 ) = ifz2 → ∞;
z1 − z4
z1 − z3
(z1 , z2 , z3 , z4 ) = ifz4 → ∞;
z2 − z3
z2 − z4
(z1 , z2 , z3 , z4 ) = ifz3 → ∞;
z1 − z4
since sz is uniquely determined by these conditions, the cross ratio is well defined.
Note:
The cross ratio of four points z1 , z2 , z3 , z4 in this order is defined to be equal to
z1 −z3
z1 −z4 (z1 − z3 )(z2 − z4 )
z2 −z3 =
z2 −z4
(z1 − z4 )(z2 − z3 )
Remark 5. If T is an another bilinear transformation with the same property, then
sT −1 could leave 1, 0, ∞ invariant
(z−z3 )(z2 −z4 )
sz = (z−z4 )(z2 −z3 )
where sz2 = 1, sz3 = 0, sz4 = ∞
(z − z3 )(z2 − z4 )
sz = = (z1 , z2 , z3 , z4 )
(z − z4 )(z2 − z3 )
we know that sT −1 also carries z2 , z3 , z4 into 1, 0, ∞
= (z1 , z2 , z3 , z4 )
37
Theorem: 4. The cross ratio (z1 , z2 , z3 , z4 ) is real if and only if the four points lie
on a circle or a straight line.
C = s−1 (R)
R = S(C)
aw + b āw̄ + b̄
=
cw + d c̄w̄ + d¯
c̄aww̄ + awd¯ + bc̄w̄ + bd¯ = ācww̄ + cwb̄ + dāw̄ + b̄d
αww̄ + βw + β̄ w̄ + γ = 0 (1.36)
38
where α = i(ac̄ − cā) , β = i(ad¯ − cb̄) , β̄ = i(b̄c − dā) , γ = i(bd¯ − b̄d)
we observe that (1.36 ) conforms the standard equation of circle or a straight line.
It is a circle, if (ac̄ − cā) 6= 0 (i,e)., α 6= 0
Straight line, if (ac̄ − cā) = 0 (b̄c − dā), (ad¯ − cb̄) 6= 0
(i.e) α = 0, β, β̄ 6= 0.
Theorem: 5. The bilinear transformation transform circles onto a circle and straight
line onto a straight lines.
39
Chapter 2
COMPLEX INTEGRATION
Introduction
40
If f (t) = u(t) + iv(t) is a continuous function defined in(a, b), we set by definition,
Zb Zb Zb
f (t)dt = u(t)dt + i v(t)dt (2.1)
a a a
Zb Zb
cf (t)dt = c f (t)dt (2.2)
a a
If a ≤ b, we know that
Zb Zb
f (t)dt ≤ f (t)dt (2.3)
a a
holds for arbitrary function. If we choose c = e−iθ , where θ is real, equation (2.2)
becomes
b
Z Zb
−iθ
Re e−iθ f (t) dt
Re e f (t)dt =
a a
Zb
≤ |e−iθ f (t)|dt
a
Zb
= |f (t)|dt
a
b
Z Zb
−iθ
Re e f (t)dt ≤ |f (t)|dt
a a
41
Rb
For θ = arg |f (t)|dt, left hand side of the equation reduces to absolute value of
a
the integral.
This is the definition of complex line integral of f (z) over an arc γ. In right hand
side of equation (2.4), if z 0 (t) exist and not continuous throughout the interval of
integration, then the interval should be subdivided into obvious manner. Whenever
a line integral over an arc γ is considered ,it is understood that γ is piece-wise
differentiable.
Property:
The important property of equation (2.4) is its invariance under change of pa-
rameter which is determined by an increasing function t = t(τ ) which maps an
interval α ≤ τ ≤ β onto a ≤ t ≤ b. We assume t(τ ) is piece-wise differentiable . By
the rule for changing the variable of integration we have
Rb Rβ
f (z(t))z 0 (t)dt = f [z(t(τ ))]z 0 (t(τ ))t0 (τ )dτ
a α
But z 0 (t(τ ))t0 (τ ) is the derivative of z(t(τ )) with respect to τ and hence equation
(2.4) has the same value whether γ be represented by the equation z = z(t) or
42
z = z(t(τ ))
Integral of opposite arc:
Z Z−b
f (z)dz = f (z(−t))z 0 (t)(−dt)
−γ −a
Z−b
= − f (z(−t))z 0 (t)(dt)
−a
Z Zb
f (z)dz = f (z(s))z 0 (s)ds
−γ a
Zb
= − f (z(s))z 0 (s)ds
Z Za
f (z)dz = − f (z)dz
−γ γ
It is clear that by subdividing an arc γ into a finite number of sub arcs,a subdivision
can be represented by γ = γ1 + γ2 + . . . + γn
R R R
and the corresponding integrals satisfy f (z)dz = f (z)dz + f (z)dz + . . . +
R γ γ1 γ2
f (z)dz.
γn
Finally, the integral over closed curve is also invariant under shift of parameters
R R
That is, f (z)dz = f (z)dz.
γ1 +γ2 γ2 +γ1
Next we consider the line integrals of z̄, the most convenient definition is by double
conjugation
f¯dz
R R
f (z)dz̄ =
γ γ
43
and also we have
Z Z Z
1
f dx = f dz + f dz̄
2
γ γ γ
Z Z Z
1
f dy = f dz − f dz̄
2i
γ γ γ
R R
f (z)dz = (u + iv)(dx + idy)
γ γ
Z Z Z
f (z)dz = udx − vdy + i udy + vdx (2.5)
γ γ γ
R
By defining integrals of the form pdx + qdy in which equation (2.5) would serve
γ
as a definition of equation (2.4).
A different line integral is obtained by integration with respect to arc length. Two
notations are in common use and definition is
Z Z Z
f ds = f (z)|dz| = f (z(t))|z 0 (t)|dt, (2.6)
γ γ γ
since t > 0.
This integral is independent of choice of parameters
R R R
f dz = f |dz| = f |dz|
γ γ −γ
R R
The inequality | f dz| ≤ |f ||dz| is a consequence of equation (2.3).
γ γ
Example:
R R
For f=1, the equation (2.6) reduces to f ds = |dz| which is by definition of the
γ γ
length of the arc γ. Now computing the length of the circle, from z = z(t) = a + reit
44
where 0 ≤ t ≤ 2π of full circle, we obtain z 0 (t) = ireit
Z2π Z2π
0
⇒ |z (t)|dt = |ireit |dt
0 0
Z2π
= reit dt
0
= 2πr
RECTIFIABLE ARC
The length of arc can be defined as the least upper bound of all sums |z(t1 ) −
z(t0 )| + |z(t2 ) − z(t1 )| + . . . + |z(tn ) − z(tn−1 )| where a < t0 < t1 < . . . < tn < b. If
least upper bound < ∞, then the arc is rectifiable.
Note: Piece-wise differentiable arcs are differentiable.
Functions of Bounded Variations
We see that
where 0 ≤ k ≤ n.
It follows that the sum |z(t1 ) − z(t0 )| + |z(t2 ) − z(t1 )| + . . . + |z(tn ) − z(tn−1 )| and
the sum |x(t1 ) − x(t0 )| + |x(t2 ) − x(t1 )| + . . . + |x(tn ) − x(tn−1 )| + |y(t1 ) − y(t0 )| +
|y(t2 ) − y(t1 )| + . . . + |y(tn ) − y(tn−1 )| are bounded at the same time.
We say that x(t) and y(t) are bounded variations if latter sums are bounded.
Result:
45
Rb
|dz|.
a
Line integrals as functions of arcs
R
We have seen that line integral f (z)dz over an arc γ can be put in the form
R γ R
(u + iv)(dx + idy). General line integrals of the form pdx + qdy are often studied
γ γ
as functions of arc γ under the assumption that p, q are defined and continuous in Ω
such that γ is free to vary in Ω. ”There is an important class of integral characterized
by the property that the integral over an arc depends only on its end points”. This
means that if two arcs γ1 , γ2 having same initial point and same end point, then
R R
pdx + qdy = pdx + qdy
γ1 γ2
Results:
The following are equivalent:
(i) A line integral of f (z) over an arc γ depends only on end points of γ.
(ii) The integral f (z) over any closed curve is zero.
proof:
Let the integral f (z) over any closed curve is zero and let γ1 , γ2 be two arcs with
R
same end points. Then γ1 − γ2 becomes a closed curve. So f (z)dz = 0 which
γ1 −γ2
is equivalent to
R R
f (z)dz − f (z)dz = 0
γ1 R γ2 R
⇒ f (z)dz = f (z)dz
γ1 γ2
Conversely, Let the integral over any two arcs having same end points be equal. Let
Γ be any closed curve, then Γ, −Γ have same end points. Then we have
R R R
f (z)dz = f (z)dz = − f (z)dz
Γ −ΓR Γ
⇒ 2 f (z)dz = 0
RΓ
⇒ f (z)dz = 0
Γ
46
R
Theorem: 6. The integral, Γ
pdx + qdy defined in Ω if and only if there exists a
∂U ∂U
function U (x, y) in Ω with partial derivative ∂x
= p and ∂y
= q.
Proof. Sufficient Part: Suppose there exist a function U (x, y) in Ω such that
∂U ∂U
∂x
= p and ∂y
= q .Then if a and b are end points γ, we have
Z Z Z
∂U ∂U
pdx + qdy = dx + dy
∂x ∂y
Γ
ZΓ Γ
∂U dx ∂U dy
= .dt + .dt
∂x dt ∂y dt
Γ
Zb
∂U 0 ∂U 0
= x (t) + y (t) dt
∂x ∂y
a
Zb
d
= U (x(t), y(t))dt
dt
a
= [U (x(t), y(t))]ba
Since right hand side of equation (2.7) depends only on a and b. Therefore sufficient
part is proved.
R
Necessary part: Let the line integral pdx + qdy depends only on the end points
γ
of γ. We choose a fixed point (x0 , y0 ) in Ω and arbitrary (x, y) in Ω. We join (x0 , y0 )
to (x, y) by a polygonal arc γ contained in Ω whose sides are parallel to coordinate
axes.
Define a function U by
R
U (x, y) = pdx + qdy
γ
By hypothesis, the integral depends only on the end points and hence it is well
defined. If we choose the last segment of γ which is horizontal in which we can
keep y constant( dy = 0) and suppose x-varies without changing other segment.
Choosing x as parameter on the last segment, we obtain
47
Rx
U (x, y) = pdx + constant
Z
[Note dy = 0 ⇒ qdy = constant].
∂U
We do not specify the lower limit since it is immaterial ∂x
= p.
∂U
Similarly choosing last vertical segment, it can be shown that ∂y
= q.
This proves the necessary condition.
∂U ∂U
Remark 6. (1) It is customary to write dU = ∂x
dx + ∂y
dy and we say dU =
pdx + qdy is an exact differential if it can be written in the above form.”
An integral depends only on end points if and only if the integral is an exact
differential.”
(2) We now determine the condition under which f (z)dz = f (z)dx + if (z)dy
is an exact differential. By definition of exact differential, there must exist a
∂F (z) ∂F (z)
function F (z) in Ω such that ∂x
= f (z) and ∂y
= if (z) ⇒ −i ∂F∂y(z) = f (z)
∂F (z)
then ∂x
= −i ∂F∂y(z) which is a complex form of Cauchy Riemann equations.
Also F (z) is continuous by assumption. Hence F (z) is analytic.
R
(3) From the previous remarks, we conclude that the integral f (z)dz with con-
γ
tinuous f , depends only on the endpoints of γ if and only if f is derivative of
analytic function in Ω.
(z−a)n+1
Example: For n ≥ 0, the function (z − a)n is the derivative of n+1
which
is analytic in the whole complex plane. If ζ is any closed curve, then we know that
R R
(z − a)n dz = 0. If n is negative except n = −1, then (z − a)n dz = 0 for all
ζ ζ
closed curve ζ that does not pass through 0 a0 . Since in the complementary region
of point 0 a0 , the indefinite integral is analytic and single valued. If n = −1, then
R
(z − a)n dz = 0 does not hold.
ζ
Consider a circle C with centre a represented by z = a + reit , 0 ≤ t ≤ 2π.
We obtain
z − a = reit
48
dz = ireit
R dz
R2π ireit
On integrating z−a
dz = reit
dt = 2πi
C 0
Construction:
Proof. We subdivide the rectangle R into four equal parts and call the individual
rectangles R(1) , R(2) , R(3) and R(4) and their boundaries as ∂R(1) , ∂R(2) , ∂R(3) , ∂R(4) .
R R
Let η(R) = f (z)dz and η(R(k) ) = f (z)dz
∂R ∂R(k)
⇒ η(R) = η(R ) + η(R ) + η(R ) + η(R(4) )
(1) (2) (3)
It follows from above equation that atleast one of rectangles R(k) , k = 1, 2, 3, 4 must
satisfy |η(R(k) )| ≥ 41 |η(R)|. We shall fix one such rectangle and call it as R1 so that
|η(R1 )| ≥ 41 |η(R)|
divide R(1) in the same way and get a particular rectangle R2 such that
|η(R2 )| ≥ 41 |η(R1 )|
continuing, we get a sequence of rectangle R ⊃ R1 ⊃ R2 ⊃ . . . Rk ⊃ . . . and that
|η(Rk )| ≥ 14 |η(Rk−1 )| ≥ . . . ≥ 1
4k
|η(R)|
note that diameter of Rk as dk and perimeter by lk satisfying,
d l
dk = ,l
2k k
= 2k
49
By cantor intersection theorem,
∞
Rk is a singleton set say {z ∗ }
T
k=1
and so z∗ belong to every Rk . Given any neighborhood B of z ∗ we can find a large
N 3 k ≥ N ⇒ Rk ⊂ B
if we choose
d
dk = 2k
< ρ for k ≥ N,
z ∈ Rk |z − z ∗ | ≤ dk < ρ
so that Rk ⊂ B
now z ∗ ∈ Ω and so f (z) is analytic at z ∗
Hence given > 0 we can find a
f (z) − f (z ∗ )
0 ∗
⇒
∗
− f (z ) <
z−z 2dl
since f (z ∗ ) and f 0 (z ∗ ) are constant and 1.dz and z.dz are exact differentials
50
R R
dz = 0 and zdz = 0
∂Rk ∂Rk
Z
η(Rk ) = f (z)dz
∂Rk
Z
= [f (z) − f (z ∗ ) − f 0 (z ∗ )(z − z ∗ )]dz
∂Rk
Z
⇒ |η(Rk )| ≤ |f (z) − f (z ∗ ) − f 0 (z ∗ )(z − z ∗ )||dz|
∂Rk
|z − z ∗ |
Z
< |dz|
2dl
∂Rk
Z
dk
≤ |dz|
2dl
∂Rk
dk d l
≤ lk =
2dl 2dl 2k 2k
1
=
2 4k
|η(R)| ≤ 4k |η(Rk )| ≤ <
2
51
boundaries of square are rectangles without loss of generality, we can assume that R
is a square containing one and only one exceptional point r which lies at its center.
Let r be an exceptional point
given > 0 ∃ δ > 0 3 0|z − r| < δ
⇒ |f (z)(z − r)| <
8
⇒ |f (z)||(z − r)| <
8
also this square can be further be subdivided so that for this δ > 0, r lies at the
center of the square R0 of diameter d (its side being √δ ) and that
2
Z Z
f (z)dz = f (z)dz
∂R ∂R0
|f (z)| <
8|z − r|
Z Z
and f (z)dz ≤ |f (z)||dz|
∂R ∂R0
|dz|
Z
<
8 |z − r|
∂R0
√ Z
2 2
= |dz|
8 δ
∂R0
√ √
2 24 δ
= √
8 δ 2
Z
⇒ f (z)dz <
∂R
52
Proof. Let O be a center z0 = x0 + iy0 and P be any point z = x + iy inside ∆. We
define a function Z
F (z) = f (z)dz (2.8)
σ
where σ consists of line segment OA from (x0 , y0 ) to (x, y0 ) and vertical segment
AP from (x, y0 ) to (x, y) thus (2.8) may be written as
Z Z Z
F (z) = f (z)dz = f (z)dz + f (z)dz (2.9)
OAP OA AP
Note that on OA, y is constant = y0 and x varies from x0 to x so that we may set
z = t + iy0
dz = dt (on OA)
similarly on AP , x is constant and y varies from y0 to y and set z = x + it0
dz = idt (on AP )
then (2.9) becomes
Zx Zy
F (z) = f (t + iy0 )dt + i f (x + it)dt (2.10)
x0 y0
⇒ integral of f (z) over OAP and OBP are same. Accordingly F (z) may also de-
fined by
Z Z Z
F (z) = f (z)dz = f (z)dz + f (z)dz (2.11)
OP B OP BP
Zy Zx
=i f (x0 + it)dz + f (t + iy)dz (2.12)
y0 x0
53
Differentiate (2.11) with respect to x
∂F
∂x
= f (x + iy) = f (z)
Hence
∂F ∂F
+i = f (z) − f (z) = 0
∂x ∂y
∂F ∂F
= −i (2.13)
∂x ∂y
∂u ∂v
⇒ ∂x
+ i ∂x + i( ∂u
∂y
∂v
+ i ∂y )=0
( ∂u
∂x
− ∂v
∂y
) ∂v
+ i( ∂x + ∂u
∂y
) =0
∂u ∂v ∂v ∂u
∂x
− ∂y
= 0 and ∂x
+ ∂y
=0
∂u ∂v ∂v
∂x
= ∂y ∂x
= − ∂u
∂y
∂F ∂F
Thus u and v satisfy C-R equations since ∂x
= f (z) and ∂y
= if (z) and F (z) is
continuous. It follows that 4 partial derivatives Ux , Uy , Vx , Vy , are all continuous.
Therefore F (z) = u + iv is analytic on ∆.
We now find derivative F 0 (z):
F 0 (z) = ∂F
∂x
= f (z) and we have proved the following: ” If f (z) is analytic in tthe
disc |z − z0 | < r then there exist another analytic function F (z) in |z − z0 | < r
such that F 0 (z) = f (z) ”
R
It follows that f (z)dz = 0 for any closed curve γ in ∆
γ
Result:
Let f (z) be a continuous function defined in a region Ω. The differential f (z)dz
is exact if and only if there exist a analytic function U (z) defined on Ω such that
U 0 (z) = f (z), that is, f (z) has a primitive in Ω.
Proof:
Let U (z) be analytic with U 0 (z) = f (z) in Ω. Now f (z)dz = f (z)dx + if (z)dy. Since
54
U (z) is analytic in Ω, we have ∂U = U 0 (z) = ∂u
∂x
= −i ∂u
∂y
Thus U 0 (z) = ∂u
∂x
= f (z) and iU 0 (z) = ∂u
∂y
= if (z).
∂u ∂u
Therefore, f (z)dz = ∂x
dx + ∂y
dy = dU and f (z)dz exist.
On the another hand if f (z)dz exist, we have continuous function U (z) defined
∂U ∂u
on Ω such that ∂x
= f (z) and ∂y
= if (z). But U (z), ∂u
∂x
, ∂u
∂y
are continuous and
∂u
∂x
= −i ∂u
∂y
. Therefore it satisfies C-R equations. It follows that U (z) is analytic
with ∂u = U 0 (z) = f (z).
Proof. Let Ω be the region consisting of all points of open disc ∆ except a finite
number of exceptional points. We show that f has a primitive in Ω. (By previous
remark) If we take an analytic function F (z) in Ω satisfying F 0 (z) = f (z), then
R
f (z)dz = 0 for any closed curve in ∆0. Choose a base point z0 in Ω. For z1 ∈ Ω,
γ R
we can choose a rectangular path γ joining z0 and z1 . Define g(z1 ) = f (z)dz. If
γ
σ is any other rectangular path in Ω joining z0 and z1 , then γ − σ is a rectangular
path which is closed in Ω. Then
Z Z Z
f (z)dz = 0 ⇒ f (z)dz = f (z)dz
γ−σ γ σ
Thus g(z1 ) is well defined for all z1 ∈ Ω. Since f (z) is continuous at z1 , given
> 0, ∃δ > 0 such that for |z − z1 | < δ implies |f (z) − f (z1 )| < 2 . To choose δ so
that the closed δ-neighborhood of z1 does not contain any exceptional point. Put
ψ(z) = f (z)−f (z1 ) so that |ψ(z)| < 2
for |z−z1 | < δ since z1 +h lies in neighborhood,
we have |h| < δ. Having chosen γ joining z0 and z1 , choose the rectangular path σ
joining z1 and z1 + h to be γ ∪ σ1 ∪ σ2 where σ1 is the horizontal segment at z1 and
R
σ2 is the vertical line segment at z1 + h. It is clear that, g(z1 + h) = f (z)dz
γ∪σ1 ∪σ2
55
and
Z Z
g(z1 + h) − g(z1 ) = f (z)dz − f (z)dz
γ∪σ1 ∪σ2 γ
Z
= f (z)dz
σ1 +σ2
and that σ1 and σ2 are fully contained in disc of radius δ at z1 . For every z in this
path |z − z1 | ≤ |h| < δ, we have
g(z1 + h) − g(z1 )
Z
1
− f (z1 ) ≤
|f (z) − f (z1 )||dz|
h |h|
σ1 +σ2
Z
1
= |ψ(z)||dz|
|h|
σ1 +σ2
< |h| <
2|h|
⇒ g0(z1 ) = f (z1 )
Here
Z Z
dz
= dlog(z − a)
z−a
γ γ
Z Z
= dlog|z − a| + i darg(z − a)
γ γ
When z describes a closed curve log|z − a| returns to its initial value and arg(z − a)
increases or decreases by multiple of 2π.
56
Let γ be parametrized by the equation z = z(t) where α ≤ t ≤ β. Let us consider
Rt z0 (t)
h(t) = z(t)−a dt. h(t) is defined and continuous on [α, β] and has the derivative
α
0 z 0 (t)
h (t) = z(t)−a
dt whenever z 0 (t) is continuous. From this equation it follows that
derivative of e−h(t) (z(t) − a) vanishes except at a finite number of points. Now we
take
⇒ F (t) = constant
= z(α) − a
z(t) − a z(t) − a
∴ eh(t) = =
c z(α) − a
57
choose a point α of γ outside the circle. Using Cauchy theorem for a circular disc,
Z
1 f (z)dz
n(γ, a) = 2πi
=0
γ z−a
1
Since z−a
is analytic at inside of C and γ ⊆ C.
Property3:
As a function of 0 a0 , the index of n(γ, a) is constant in each region determined by γ
and 0 in the unbounded region.
Integral formula
Let f (z) be analytic in an open disc 4 and consider a closed curve γ in 4 and
a point a in 4 which does not lie in γ. We apply Cauchy theorem to function
f (z)−f (a)
F (z) = z−a
. It is analytic for z 6= a.
For z = a, it is not defined but it satisfies lim F (z)(z − a) = 0 that is condition for
z→a
Cauchy’s theorem of circular disc with exceptional points. We conclude that
f (z) − f (a)
Z Z Z
f (z)dz f (a)
dz = − dz = 0
γ z−a Z γ z −a Z γ z − a
1 f (z) dz
⇒ 2πi dz = f (a)
γ z −a γ z −a
Z
1 dz
and we observe that 2πi
= f (a)n(γ, a).
γ z−a
Theorem: 11. Suppose that f (z) is analytic in an open Zdisc 4 and let γ be a closed
f (z)
curve in 4. For any point 0 a0 not in γ, n(γ, a)f (a)= 2πi
1
dz where n(γ, a) is
γ z −a
theindex of a with respect to γ.
1
R f (z) 1
R f (z)−f (a) 1
R f (a)
2πi z−a
dz = 2πi z−a
dz + 2πi z−a
dz
γ γ γ
58
Writing the circle z − a = ρeiθ ; dz = iρeiθ dθ
ρieiθ
Z Z
f (z)
dz = f (a) dθ
z−a ρeiθ
γ γ
= f (a)[2πi]
and
f (z) − f (a)
Z Z
1 f (z) 1
dz = dz + f (a)
2πi z−a 2πi z−a
γ γ
f (z) − f (a)
Z Z
1 f (z) 1
dz − f (a) = dz (2.14)
2πi z−a 2πi z−a
γ γ
Since f (z) is continuous at a, given > 0 ∃δ > 0 such that |f (z) − f (a)| < for all
z with |z − a| < δ.
Since ρ is at our choice, we can take ρ < δ. So the above inequality is satisfied for
all points on γ. Hence
Z2π
− −
Z
1 f (z) f (a) 1 f (z) f (a) iθ
dz = iρe dθ
2πi
γ z−a 2πi
ρeiθ
0
Z2π
1
≤ |f (z) − f (a)||dθ|
2π
0
Z2π
≤ |dθ|
2π
0
≤ (2πρ)
2π
<
59
From equation (2.14), we get
Z
1 f (z)
dz − f (a) <
2πi
z−a
γ
Z
1 f (z)
⇒ dz = f (a)
2πi z−a
γ
Z
1 f (z)
n(γ, a)f (a) = dz
2πi z−a
γ
It is clear that the above theorem remains valid to which Cauchy theorem for circular
disc with exceptional points can be applied in any region Ω. The most common
application is to the case n(γ, a) = 1, then we have
1
R f (z)
f (a) = 2πi z−a
dz.
γ
This is called Cauchy Integral Formula. It is valid only when n(γ, z) = 1 and we
have proved only when f (z) is analytic in a disc.
Higher Derivatives:
The representation formula (2.15) gives us an ideal tool for the study of local prop-
erties of analytic functions. We can show that, a analytic function has derivatives
of all order which are then also analytic.
n(c, a) = 1 for all points z inside c for such z we obtain from (2.15)
Z
1 f (ζ)
f (z) = dζ
2πi c (ζ − z)2
60
provided that the integral can be differentiated under the sign of integration, we
find
Z
0 1 f (ζ)
f (z) = dζ
2πi c (ζ − z)2
Z
n n! f (ζ)
f (z) = dζ
2πi c (ζ − z)n+1
Lemma:
Suppose φ(ζ) is continuous on arc γ, then the function
Z
φ(ζ)
fn (z) = n
dζ
γ (ζ − z)
is analytic in each of region determined by γ and its derivative fn0 (z) = nfn+1 (z).
|ζ − z0 | = |ζ − z + z − z0 |
≥ |ζ − z| − |z − z0 |
δ
≥ δ−
2
δ
∴ |ζ − z0 | ≥ ∀∈γ
2
now
Z Z
φ(ζ) φ(ζ)
f1 (z) − f2 (z) = dζ − dζ
ζ −z γ ζ − z0
γ
ζ − z0 − ζ + z
Z
∴ f1 (z) − f1 (z0 ) = φ(ζ)dζ
(ζ − z)(ζ − z0 )
γ
(z − z0 )φ(ζ)
Z
= dζ
(ζ − z)(ζ − z0 )
γ
|φ(ζ)|z − z0 |
Z
|f1 (z) − f1 (z0 )| ≤ |dζ|
|ζ − ||ζ − z0 |
γ
|φ(ζ)|
Z
≤ |z − z0 | 2 2 |dζ|
δ
γ
61
Since φ is continuous on compact set γ, |φ(ζ)| ≤ M , for a suitable constant M
(bounded)
Thus
Thus completes the proof for n = 1. Let us now assume that fn−1 (z) is analytic and
0
fn−1 (z) = (n − 1)fn (z).
Consider
Z
1 1
fn (z) − fn (z0 ) = φ(ζ) − dζ
γ (ζ − z)n (ζ − z0 )n
62
Taking
1 1 z − z0
n
= +
(ζ − z) (ζ − z) (ζ − z0 ) (ζ − z0 )n (ζ − z0 )
n−1
z − z0 φ(ζ)dζ
Z Z Z
φ(ζ)dζ φ(ζ)dζ
fn (z) − fn (z0 ) = n−1 (ζ − z )
+ n
− n
γ (ζ − z) 0 γ (ζ − z) (ζ − z0 ) γ (ζ − z0 )
= nfn+1 (z0 )
63
Note: An analytic function has derivatives of all orders which are analytic and
represented by
Z
n n! f (ζ)
f (z) = dζ
2πi γ (ζ − z)n+1
Proof. Let z0 be fixed point and z any variable in Ω and let γ1 , γ2 be any two
rectifiable curves in Ω joining z0 to z. Let γ be denote the closed rectifiable curve
consisting γ1 and −γ2 so that according to given condition
Z Z Z
f (z)dz = f (z)dz + f (z)dz = 0
γ γ1 −γ2
Z Z
⇒ f (z)dz = f (z)dz
γ1 γ2
This show that integral along every curve in Ω joining z0 to z is the same. Hence,
taking r as variable of integration, we may write
Z z
f (z) = f (ζ)dζ (2.18)
z0
Notation used in (2.18) for integral is justified in view of the fact that (2.18) is path
independent from z0 to z and depents on z0 and set only. Let z + h be any opint in
Ω near to z. Then using (2.18)
Z z+h
F (z + h) f (ζ)dζ (2.19)
z0
(2.20) is path independent and may be taken along straight line segment joining z
64
to z + h. Hence
F (z + h) − f (z) 1 z+h
Z
= f (ζ)dζ
h h z
F (z + h) − f (z) 1 z+h
Z
1
− f (z) = f (ζ)dζ − hf (z)
h h z h
Z z+h
f (z) z+h
Z
1
= f (ζ)dζ − dζ
h z h z
1 z+h
Z
= [f (ζ) − f (z)]dζ
h z
Since f (ζ) is continues at z, given > 0 there exist δ > 0, such that |ζ − z|, δ
We now choose h 3 |h| < δ, then (2.21) is satisfied for every ζ on the line segment
joining z to z + h. Hence, we obtain
Z z+h
F (z + h) − F (z) 1
− f (z) < |f (ζ) − f (z)||dζ|
h |h| z
|h|
< <
|h|
Since is arbitrary we get,
F (z + h) − F (z)
lim = f (z)
h→0 h
⇒ F 0 (z) exist and F 0 (z) = f (z) (primitive)
f (z) posses derivative f (z) in every point Ω and consequently F (z) is analytic
in Ω. We know that since derivative analytic function is also analytic
⇒ f (z) is analytic.
Proof. Let z1 , z2 be any two points in z-plane. Let Γ be a circle with center z1 and
radius r and z2 is the interior to Γ. Then by cauchy’s integral formula we have
Z Z
1 f (ζ)dζ 1 f (ζ)dζ
f (z2 ) − f (z1 ) = −
2πi (ζ − z2 ) 2πi (ζ − z1 )
Γ Γ
65
(z2 − z1 )f (ζ)dζ
Z
1
f (z2 ) − f (z1 ) = (2.22)
2πi (ζ − z2 )(ζ − z1 )
Γ
R
Choose R so large that |z2 − z1 | < 2
. Then since |z − z1 | = R we have
|z − z2 | = |z − z1 | + |z2 − z1 |
R R
≥ |z − z1 | − |z2 − z1 | ≥ R − =
2 2
Also |f (z)| ≤ M (Bounded). Hence from (2.22 ) we get,
|z2 − z1 | |f (ζ)||dζ|
Z
|f (z2 ) − f (z1 )| ≤
2π Γ |ζ − z1 ||ζ − z2 |
|z2 − z1 |2M
Z
≤ |dζ|
2π(R2 ) Γ
M 1
≤ × 2 × 2πR × |z2 − z1 |
π R
2M |z2 − z1 |
≤
R
Letting R → ∞, We see that RHS → 0 and consequently
f (z2 ) = f (z1 )
∴ f (z) is a constant.
Cauchy Estimate:
Let f (z) be analytic in a region Ω. Let Ω contain interior and boundary of the circle
n!M
Γ defined by |z − z0 | = ρ. If f (z) is bounded on Γ, then |f n (z0 )| ≤ ρn
.
66
Theorem: 14 (Fundamental theorem of algebra). Every non-constant polynomial
p(z) with complex coefficients has atleast one root.
Definition: 21. Let f (z) be analytic in 0 < |z − a| < δ for some δ > 0 and be not
analytic at z = a. Then z = a is called an isolated singularity of f.
67
• If there exist an analytic function, g(z) in |z − a| < δ such that g(z) = f (z)
for z 6= a. We call z = a as a removable singularity of f.
Proof. Let z be any point inside the circle C0 with centre a and radius ρ0 . Let
|z − a| = ρ0 and C be the circle with center a and radius ρ such that r < ρ < ρ0 , so
that z lies inside C. By Cauchy’s integral formula,
Z
1 f (ζ)dr
f (z) =
2πi C ζ − z
and taking
−1
1 1 1 1 1 z−a
= = = 1−
ζ −z (ζ − a) − (z − a) ζ − a 1 − z−a
ζ−a
ζ −a ζ −a
2 n−1 n
1 z−a z−a z−a z−a 1
= 1− + + ··· + + .
ζ −a ζ −a ζ −a ζ −a ζ −a 1 − z−a
ζ−a
n
(z − a)n−1
1 1 z−z z−a 1
= + + ··· + + . (2.23)
ζ −z ζ − a (ζ − a)2 (ζ − a)n ζ −a −z + a
f (ζ)
Multiplying each term in (2.23) by 2πi
and integrating over c and using f (z) be
obtain.
f (ζ)dζ (z − a)
Z Z Z
1 f (ζ) 1 f (ζ)dζ
dζ = + 2
+ ···
2πi c r−z 2πi c ζ − a 2πi c (ζ − a)
(z − a)n−1 (z − a)n
Z Z
f (ζ)dζ f (ζ)dζ
+ n
+ n
2πi c (ζ − a) 2πi c (ζ − z)(ζ − a)
68
where
(z − a)n
Z
f (ζ)dζ
Rn =
2πi c (ζ − z)(ζ − a)n
It is enough to show that Rn → 0 as z → ∞. To prove this we observe that |z−a| = r
and |ζ − a| = ρ and therefore
|ζ − z| = |ζ − a − (z − a)|
≥ |ζ − a| − |z − a|
|ζ − z| ≥ ρ − r
|ζ − z| ≥ |ζ − a| − |z − a|
≥ R − |z − a| where |ζ − a| = R
69
M 1 2πR
⇒ |fn (z)| ≤ × × n
2π R − |z − a| R
M
|fn (z)| ≤ n−1
R (R − |z − a|)
M
∴ |f (z)| ≤ |z − a|n n−1
R (R − |z − a|)
n
|z − a| MR
|f (z)| ≤
R R − |z − a|
Hence f (z) → 0 as n → ∞.
Proof. Suppose f (z) has a removable singularity, there exist a analytic function g(z)
in
|z − a| < δ ⇒ g(z) = f (z) for z 6= a. Then, g(a) = lim g(z) = lim f (z) and
z→a z→a
lim (z − a)f (z) = lim (z − a)g(a) = 0.
z→a z→a
Conversely, suppose
Then, a is an exceptional point for f (z). Cauchy’s integral formula is valid indide
1
R f (ζ)dζ
0 < |z − a| < δ and we have f (z) = 2πi c ζ−z
where C is the circle with centre at
a.We have
1
R f (ζ)dζ
g(z) = 2πi C
is analytic in the interior of C with its value at z = a become
ζ−z
Z
1 f (ζ)dζ
g(a) =
2πi c ζ − a
1
R f (ζ)dζ
Thus g(z) is analytic in |z−a| < δ and g(z) = f (z) for z 6= a and g(a) = 2πi C ζ−a
.
This proves z = a is a removable singularity for f (z). Furthere f (z) = g(z) for z 6= a
implies
70
The extended g is unique since g1 and g2 are two extensions, g1 (a) = lim f (z) =
z→a
g(a) = g2 (a).
Result:
We now show that f (z) ≡ 0 in all of Ω. Let E1 be the set in which f (z) and all its
derivatives vanish different from 0. E2 is the set where f or one of its derivatives are
different from 0.
Hence E1 is open and E2 is open becomes f and its derivatives are continuous.
Therefore, either E1 or E2 must be empty if E1 is empty, f (z) ≡ 0.
If E1 is empty, then f (z) can never vanish with all its derivatives assume f (z) 6= 0.
If f (a) = 0, there exist a derivative f (h) (a), which is different from zero. We say
that a is zero of order h.
If lim f (z) = ∞, point a is called pole of f (z) and set f (a) = ∞. There exist a
z→a
δ ≤ δ such that f (z) 6= 0 for 0 < |z − a| < δ 0 . In this region, g(z) =
0 1
f (z)
is defined
and analytic, but the singularity of f (z) at a is removable and g(z) has an analytic
extension with g(a) = 0. Since g(z) does not vanish identically to zero at a, has a
71
finite order and we can write,
1 1
n is the order of pole. f (z) has representation f (z)
= (z − a)h h(z)
⇒ f (z) = (z − a)−h fh (z) where fn (z) = 1
gn (z)
Meromorphic function:
A function f (z) is analytic in a region Ω except for poles is said to be meromorphic
in Ω. More perecisely to every a ∈ Ω, there exist a neighbourhood |z − a| < δ
contained in Ω suc that either f (z) is in the whole neighbourhood 0 < |z − a| < δ
and the isolated singularity is a pole.
Note:
f (z)
• The quotient g(z)
of two analytic function in Ω is a meromorphic in Ω provided
that g(z) 6= 0. The only possible poles are the zeros of g(z), but a common
zero of f (z) and g(z) can also be removable singularity.
• The sum, product and quotient of two meromorphic function are meromorphic.
The case of an identically vanishing denominator must be excluded unless we
wish to consider ∞ as a meromorphic function.
Result:
Let f (z) be analytic in 0 < |z − a| < δ.
72
b (i) holds for some α and (ii) for some α and ∃ a unique integer m (i)holds for
α > m and (ii) holds for α > m
f (a) = lim f (z) = lim (z − a)0 f (z) = 0 (since for any real α (2.25)is true)
z→a z→a
We note (ii) holds for all α cannot happen because when in this case taking
α=0
1 1
f (z)
is defined in a small neighbourhood of a and (i) holds for f (z)
. Thus f (z) = ∞
cannot happen
Next we assume f (z) 6= 0.
Let (i) holds lim |z − a|α |f (z)| = 0 for some α, Then ∃ a integer m,
z→a
(z − a)m f (z) has a removable singularity at z = a and its extended value is zero.
73
Thus (z − a)m f (z) has a zero of finite order at z = a. so (z − a)m f (z) =
(z − a)k h(z) where h(z) is analytic at a and h(a) 6= 0. Hence lim (z − a)α f (z) =
z→a
α+k−m
lim (z − a) h(z)
z→a
0 if α > m − k
=
∞ if α < m − k
Now let (ii) hold
0 if α > m − k
=
∞ if α < m − k
|f (z0 ) − A| <
74
If this is not true, then ∃ atleast ane A ∈ C under > 0 and a δ > 0∃,|z − a| < δ ⇒
|f (z) − A| ≥
So that (ii) of the above result is satisfied for the function f (z) − A with α = 1.
Then
Now,
α
α
lim |z − a| |f (z)| = lim (z − a) (f (z) − A + A)
z→a z→a
α
α
≤ lim (z − a) (f (z) − A) + lim (z − a) A
z→a z→a
1 1 1 1
u = (r + )cosθ and v = (r − sinθ) (2.26)
2 r 2 r
(i)We consider the image of circle |z| = λ, (i, e)r = λ. Sub this and eliminating θ
from (2.26), the image curve is given by
u2 v2
1 1 2 + 1 1 2 = 1 (2.27)
4
(λ + λ
) 4
(λ − λ
)
75
Which represent family of ellipses for varying values of λ with semi-axis a = 12 (λ+ λ1 )
and b = 12 (λ + λ1 ) The eccentricity of these ellipses is given by
1 1 1 1
(λ − )2 = (λ − )2 (1 − e2 )
4 λ 4 λ
2
This gives e = 1
(λ+ λ )
hence the foci of the points ω = ±ae (i,e) ω = ±ae = ± 12 (λ =
1 2
λ
) + 1
(λ+ λ )
which are independent of λ. Thus (2.27) represents a family of confocal
ellipses with foci at the points ω = ±i. We examine these ellipses more closely.
When r = 1, ((2.26)) gives
u = cosθ and v = 0, Hence as z goes round the circle |z| = 1 and θ varies from 0
and 2π and u moves from point w through 0 point −1 and then comes back to the
point 1 itself. In other words, the ellipse corresponding to unit circle degenerates to
points ω = −1 to ω = 1
We now consider the image of |z| = λ1 = r where λ1 > 1 then the image of
ellipse,
U2 V2
1 1 + 1 1 =1 (2.28)
4
(λ1 + λ1
) 4
(λ1 − λ1
)
1
It is evident that (2.28) is also image of circle |z| = r = λ1
as λ1 increases from 1 to
∞ and decreases 1 to 0.
1 1
λ1 + λ1
and λ1 + λ1
constantly increases. It follows that each of the 2 ring
shaped regions λ1 < |z| < λ2 , λ12 < |z| < 1
λ1
(λ2 > λ1 ) in the z-plane is mapped
conformally on the region bounded by the 2 confocal ellipses represented by (2.28)
and λ1 replaced by λ2 in (2.28).
1
Again making λ1 → ∞ we observe that each of regions |z| > λ1 and |z| < λ1
is
76
conformally mapped onto the region exterior to ellipse (2.28). Now making λ1 → 1
we see that region |z| > 1 and |z| < 1 are mapped conformally on whole w-plane
with a slit along real axis −1 to 1 as
(ii)We next consider the image of radial line θ = α for varying α, subs θ = α
and eliminating r from (2.26) we obtain,
u2 v2
− =1 (2.29)
cos2 α sin2 α
1 1 1 1
u = (γ + )cosα; v = (γ − )sinα
2 γ 2 γ
We see that as r increases from 1 to ∞ on the ray 0 = α. The point (u, v) starting
from the vertex (cosα, 0) moves on the upper half of the hyperbola (2.29) lying on
the RHS of imaginary axes, Again as r decreases from 1 to 0 on ray θ = α
The point (u, v) starting from (cosα, 0) move on lower half of right hand branch
of (2.29)
Thus the ray θ = α corresponds to the complex right hand branch of (2.29).
The same branch is also complete image of the ray θ = 2π − α which we can verify.
Similarly it can be shown that the left hand branch of hyperbola is the complete
image of either of 2 rays θ = π − α, θ = π + α. It follows that the edge shaped
regions α < θ < β and 2π − β < θ < 2π − α are both mapped conformally on the
77
domain bonded by the 2 branches lying on the right of image axes of hyperbola
U2 V2 U2 V2
− = 1, − =1
cos2 α sin2 α cos2 β sin2 β
π 3π
α<θ< and < θ < 2π − α
2 2
is mapped conformally on the region bounded by image axes and the branch of
π
hyperbola (2.29) on the right. Similarly each of the regions defined by 2
< θ < π −α
3π
and π + α < θ < 2
is mapped conformally on the region bounded by image axes
and branch of (2.29) on the left. If follows that each of the regions, defined by
π + α < θ < 2π − α & α < θ < π − α is mapped conformally on the region in
w-plane bounded by 2 branches of hyperbola (2.29). We now examine the interior
of hyperbola. When θ = 0. We have u = 21 (r + 1r ), v = 0. As r varies from 0 to
∞, it is easy to verify that point(u, v) describes the segment of +ve real axis from
1 to ∞ twice. Hence as θ decreases from α to 0, we see that the wedge 0 < θ < α is
mapped on the interior of right hand branch of hyperbola (2.29) with the slit along
the +ve real axis from 1 to ∞. Observe that the wedge shaped regions defined by
: 2π − α < θ < 2π also corresponds to the same interior of the hyperbola as shown
78
below: similarly each of region defined by π − α < θ < π & π < θ < π − α is
mapped conformally to the interior of left hand branch of (2.29) with a slit along
the -ve real axis from −1 to ∞. We this conclude that the whole z-plane is mapped
conformally into 2 − 1 correspondence onto. The whole w-plane with 2 slits on real
axis extending from 1 to ∞ and −1 to −∞ respectively
(iii)Now each ray θ = α cuts every circle r = δ orthogonally since the mapping
is conformal, the 2 families of ellipses and hyperbola in (i) and (ii) must also form a
orthogonal system which is also a well-known of analytical geometry. These families
are shown in the fig:
Theorem: 18. Let zj be zeros of the function f (z) which is analytic in a disc ∆
and does not vanish identically. Each zero being counted as many times as its order
indicates. For every closed curve γ in ∆ which does not pass through a zero
Z 0
X 1 f (z)
nj (γ, zj ) = dz
j
2πi γ f (z)
Proof. We observe that the zeros of f (z) in ∆ cannot have limit points in ∆. Thus
in the region enclosed by γ, there can have finite zeros of f (z) by contrapostive
argument of Bolzano-Wierstrass theorem. Then
79
Now γ is contained in disc C concentric with ∆ such that c̄ contained in ∆. (Let
∆ be disc with centre a, radius r and observe d = sup{|z − a|} < r and choose one
z∈γ
ρ there exists d < ρ < r. Then |z − a| < ρ is the required ρ. By repeating the
argument with c̄ in the place of γ, we again see that c̄ and interior of c contains
only finitely many zeros of f (z). Let these finite zeros be written as {z1 , z2 , · · · , zn }
where we repeat each zj as many times as order indicates. Then,
1
R g 0 (z) g 0 (z)
where 2πi γ g(z)
dz = 0. Since g(z)
is analytic in ∆.
Proof. Let f (z) − ω0 have a zero of order n at z0 . Choose > 0 so that f (z) is
defined and analytic in |z − z0 | < and also such that z0 is the only zero of f (z) − ω0
is that dosed disc |z − z0 | < . Let γ be the simple closed curve |z − z0 | = and Γ
is its image under f . now ω0 ∈ Γ and so ω0 ∈ Γc . Thus there exist one and only
region ξ determined by Γ containing Γ and containing ω0 . using the properties of
80
the index n(Γ, a) it is clear that
but
Z
1 dω
n(Γ, ω0 ) =
2πi ω − ω0
ZΓ
1 f 0 (z)dω
= since ω = f (z)
2πi f (z) − ω0
γ
where aj ’s are the zeros of f (z) − ω0 inside Γ. But the no.of zeros of f (z) − ω0 inside
Γ is precisely n zeros. Since n(γ, aj ) = 1 or 0 depending on which aj is inside or
P
outside of γ. We have n(γ, aj ) = n. Thus
j
n(Γ, ω0 ) = n
P
further n(Γ, ω) = n(γ, bj ) where we ξ and bj are zero of f (z) − ω.
j
(i,e) No.of zeros of f (z) inside Γ is equal to n. on the Other hand, If > 0 it
is chosen a |z − z0 | ≤ is free of zero of f (z) also. The solutions of f (z) − ω in
|z − z0 | < are also simple. However |z − z0 | < is connected and so its image
under cont. map f must lie in ξ only.
81
has zeros of order n. By local correspondence theorem, ∃ > 0 and ξ containing
ω0 , |z − z0 | < is a subset of U and each ω ∈ ξ is assumed by f at n points in
|z − z0 | < . Thus ∃ atleast one point z ∈ U with f (z) = ω. Since ξ is open and
ω0 ∈ ξ , ∃ a δ > 0, |ω − ω0 | < δ is a subset of ξ. Hence |ω − ω0 | < δ is completely
contained in f (U ). (i.e) ω0 is an interior point of f (U ). Since ω0 is arbitrary,
∴ f (U ) is open.
Proof. Let z0 ∈ Ω and ω0 = f (z0 ) be its image. By open mapping principle, there
exist > 0 and δ > 0 such that every point ω with |ω − ω0 | < is the image of
some point z in |z − z0 | < (i,e) f (z) = ω. Since in this neighborhood |ω − ω0 | < δ
of ω0 we can always find points. ω with |ω| > |ω0 |, |ω0 | cannot be the maximum
of all |f (z)| as z-varies in Ω, since z0 is arbitrary, there cannot be any z0 ∈ Ω with
|ω0 | = |f (z0 )| = max |f (z)|.
z⊂Ω
Proof. Let E be a compact set and the derived set E 0 6= φ and f(z) is analytic on E 0
and continuous on E. Since E is compact and |f (z)| is continuous, ∃ a point z0 ∈ E
82
3
SCHWARZ LEMMA:
If f(z) is analytic for |z| < 1 and satisfies the condition |f (z)| ≤ 1, f(0)=0 then
|f (z)| ≤ |z| and |f 0 (0)| ≤ 1. If |f (z)| = |z| for some z 6= 0 or if |f 0 (0)| = 1, then
f (z) = cz for somewith a constant c of absolute value 1.
83
f (z)
Proof. Define f1 (z) = z
for z 6= 0
f (z) f (z) − f (0)
f1 (0) = lim = lim
z→0 z z→0 z−0
f1 (0) = f 0 (0)
⇒ f1 is analytic for z 6= 0.
Using finite series development at origin, we get
f (z)
f1 (z) − f1 (0) − f1 (0)
z f (z) − zf1 (0)
lim = lim = lim
z→0 z−0 z→0 z z→0 z2
0
f (z) − zf (0)
≤ lim = lim h(z) = h(0)
z→0 z2 z→0
∴ f1 is analytic at zero.Now let us take the circle |z| = r < 1 and we observe that
f (z) |f (z)| 1
|f1 (z)| = = ≤
z |z| r
1
on |z| = r and hence by maximum modulus theorem, |f1 (z)| ≤ r
on |z| = r. Letting
r → 1,we see that |f1 (z)| ≤ 1 for all z in |z| < 1.
On the other hand,if equality in |f1 (z)| ≤ 1 is held at any single point in |z| < 1.
∴ By Liouville’s theorem,
f1 (z) must reduce to a constant(say c)
Clearly |c| = 1 and f (z) = cz.
Let f (z) be analytic in |z| < R and satisfy |f (z)| < M for |z| < R. Let f (z0 ) = ω0
with |z0 | < R and |ω0 | < M ,then
M f (z) − ω0 R(z − z0 )
M 2 − ω¯0 f (z) ≤ R2 − z¯0 z
84
Proof. Let r = |T (z)| be a bilinear transformation which maps |z| < R onto |r| < 1
with T (z0 ) = 0.
Let ξ = S(ω) be a bilinear transformation which maps |ω| < M onto |ξ| < 1 with
S(ω0 ) = 0.
Clearly T −1 maps |r| < 1 to |ξ| < 1 with 0 going to 0 under this map. We also
have the explicit transformation
R(z − z0 )
r = T (z) =
R2 − z¯0 z
M (f (z)−ω0 )
and ξ = S(ω) = M 2 −ω¯0 f (z)
|R(z − z0 )|
|S ◦ f ◦ T −1 (r)| ≤ |r| =
|R2 − z¯0 z|
R(z − z0 )
⇒ |ξ| ≤ 2
R − z¯0 z
M (f (z) − ω0 ) R(z − z0 )
≤
M 2 − ω¯0 f (z) R2 − z¯0 z
The equation
Z Z Z
f dz = f dz + ... + f dz (2.30)
γ1 +...+γn γ1 γn
85
Result:
86
Chapter 3
CALCULUS OF RESIDUES
where n(γ, aj ) is the order for any cycle γ which is homologous to zero in Ω and
does not pass through any of aj
Proof. Let γ be a cycle which is homologous to zero and does not pass through any
of aj . Let cj be a circle with centre aj .
1
R
Then the 2πi cj
f (z)dz is defined as residue of f (z) at singularities aj .
Also Rj is defined by
Z
1
Rj = f (z)dz
2πi cj
87
P
consider the cycle Γ = γ − j n(γ, aj )cj . now,
X
n(Γ, ak ) = n(γ − n(γ, aj )cj , ak )
j
= n[γ − (n(γ, a1 )c1 + ... + n(γ, ak )ck ), ak ]
n = [Γ, ak ] = 0
now we take a ∈
/ Ω, then
X
n(Γ, a) = n(γ − n(γ, aj )ck , a)
j
X
= n(γ) − n( n(γ, aj )ck , a)
j
= 0
Therefore Γ is cycle in Ω which is homologous to zero in Ω and does not pass through
any of point aj . By general form of Cauchy theorem,
Z Z Z
f (z)dz = 0 ⇒ f (z)dz = P f (z)dz
Γ γ j n(γ,aj )cj
Z X Z
⇒ f (z)dz = n(γ, aj ) f (z)dz
γ j cj
X
= n(γ, aj )(2πi)Resz=aj f (z)
j
Z
1 X
f (z)dz = n(γ, aj )Resz=aj f (z)
2πi γ j
suppose there are infinite number of singularities then the above result is true
for if the infinite sum in RHS consists only finite number of forms which is non-zero.
Also the set of all point aj in which n(γ, aj ) = 0, hence there are only finite number
of for which n(Γ, aj ) 6= 0.
Definition: 24. A cycle γ is said to bounded line region Ω if and only if n(γ, a) is
defined and n(γ, a) = 1 for all a ∈ Ω and either undefined or zero for all a ∈
/ Ω.
88
Definition: 25. If γ bounded Ω and Ω + γ is contained in a larger region Ω0 , then
it is clear that γ is homologous to zero in Ω0 .
Results:
R 1
R f (r)dz
If f (z) is analytic in Ω + γ then γ
f (z)dz = 0 and f (z) = 2πi γ r−z
for all z
in Ω.
f 0 (z)
Z
1 X X
dz = n(γ, aj ) − n(γ, bk ) (3.1)
2πi γ f (z) j k
Proof. In general, there can be infinitely many zeros and poles of f (z) in Ω.It is
noted that the sums on RHS of (3.1) are always finite because inside Ω there can
atmost finitely many aj ’s and bk ’s as other wise there will be either a limit point of
zeros or limit point of poles inside or on γ of which are excluded by our assumption.
89
where g(z) is an analytic function in Ω. Then,
f 0 (z)
Z
1 X X
g(z) dz = n(γ, aj )g(aj ) − n(γ, bk )g(bk )
2πi f (z) j k
f 0 (z)
Z
1 X X
g(z) dz = n(γ, aj ) − n(γ, bk )
2πi f (z) j k
f 0 (z)
Z
1 X X
g(z) dz = n(γ, aj )g(aj ) − n(γ, bk )g(bk )
2πi γ f (z) j k
Proof. In order to prove the above we first, ”Let γ be homologous to zero in Ω such
that n(γ, a) = 0 or 1 for a ∈
/ γ, Let f (z) and g(z) be analytic in Ω with |g(z)| < |f (z)|
on γ(∗) then f (z) and g(z) + f (z) have same number of zeros enclosed by γ”.
90
*proof for above statement:
Note that if h(z) = A(z)B(z) where A and B are analytic.
Note that |g(z)| < |f (z)| on γ implies that f has no zeros. on γ. By argument
principle we have,
(f + g)0 (z)
Z
1
dz = Number of f + g enclosed byγ.
2πi γ (f + g)(z)
Z 0
1 f (z)
dz = Number of zeros of f enclosed byγ.
2πi γ f (z)
|g(z)| g(z)
Now put Γ = (1 + g/f )(γ) and we know that |f (z)|
< 1. If and only if |1 + f (z)
− 1|
on γ, (i.e) Γ lie inside the open disc D of centre 1 and radius 1 and does not around
zero.
1 dω 1
R
Thus n(Γ, 0) = 2πi Γ ω
= 0. Since ω
is analytic in D and apply cauchy’s
theorem for a circular disc, then
(1 + g/f )0 (z)
Z Z
1 dω 1
0 = n(Γ, 0) = = dz
2πi γ ω 2πi γ (1 + g/f )0 (z)
91
9. How many roots does the eqn
z 7 − 2z 5 + 6z 3 − z + 1 = 0 (3.2)
10. How many roots of the equation z 4 − 6z + 3 = 0 having their madulus between
1 and 2.
|h(z)| = |z|4 = 16
|k(z)| ≤ 6|z| + 3 ≤ 15
Therefore by Rouche’s theorem h+k and h have same number of zeros in |z| < 2 and
has just 1 root in |z| < 1. on|z| = 1 → |z 4 − 6z + 3| ≥ 6 − 1 − 3 = 2 > 0. Therefore
11 has no zeros in |z| = 1. Number of roots of z 4 − 6z + 3 lying on 1 < |z| < 2 is
precisely 4 − 1 = 3.
92
EVALUATION OF DEFINITE INTEGRAL
Integration round the unit circle
R2π
We consider integral of the type f (cos θ, sin θ)dθ. where the integrand is a
0
rational function of sin θ cos θ.If we write
1 1 1 1
z = eiθ , dz = ieiθ dθ, cos θ = (z + ), sin θ( )(z − )
2 z 2i z
Then when γ unit cricle,
Z2Π Z
1 1 1 1 1 dz
f (cos θ, sin θ)dθ = lim f ( (z + ), (z − )) iθ
i γ 2 z 2i z e
0
Z
= Φ(z)dz
γ
Example:
Rπ dθ
11. Evaluate a+cosθ
0
Here,
Zπ Z2π
dθ 1 dθ
=
a + cosθ 2 a + cosθ
0 0
dz 1 1
substitute z = eiθ , dθ = iθ , cos θ = (z + )
ie 2 z
Z2π
dz/eiθ
Z
dθ 1
=
a + cosθ 2i a + 12 (z + z1 )
0 γ
Z
1 dz 2
= .
2i z (2az + z 2 + 1)
γ
Z
1 dz
=
i z2 + 2az + 1
γ
93
since |a| > 1, we get |β| > 1
√ √
αβ = a2 − a a2 − 1 − a a2 − 1 − a2 + 1 = 1
1
therefore |αβ| = 1 ⇒ |β| = |α|
> 1 ⇒ |α| < 1
1
here f (z) = z 2 +2az+1
. Now we have find the residue at α
α, is a simple pole.
1 1
Resz=α f (z) = lim (z − α) = lim (z − α)
z→α f (z) z→α (z − α)(z − β)
1 1
= = √
α−β 2 a2 − 1
Zπ Z
dθ dz 1 Π
= −i lim 2 = −i(2πi) √ =√
a + cosθ γ z + 2az + 1 2
2 a −1 2
a −1
0
π/2
dθ
R
a) a+sin2 θ
, |a| >1
0
Let
Zπ/2 Z2π
dθ dθ
I = ⇒ 4I =
a + sin2 θ a + sin2 θ
Z0 Z0
dθ 2dθ
⇒ 4I = 2π = 2π
a+ ( 1−cos
2
2θ
) 2a + 1 − cos 2θ
0 0
Z2π Z2π
dφ dφ
4I = ⇒ 2I =
2a + 1 − cosφ 2a + 1 − cosφ
0 0
Z2π Z
dφ 1 dz/z
2I = 1 1 =
2a + 1 − 2 (z − z ) i 4az + 2z − z 2 − 1/z
0 γ
Z Z
2dz dz
2I = +i 2
= i lim 2
z − z(4a + 2) + 1 γ z − (4a + 2)z + 1
γ
94
1
here f (z) = z 2 −z(4a+2)+1
1 1
Resf (z) = lim (z − β) =
z=β z→β (z − α)(z − β) β−α
1
= √
−4 a2 + a
Zπ/2 Z
dθ dz 1 π
= i = i(2πi) p = √
a + sin2 θ 2
γ z − (4a + z)z + 1 −4( a2 + a) 2 a2 + a
0
R∞
Evalution of integral of the form f (z)dz.
−∞
Theorem: 26. If f (z) is a function which is analytic in the upper half of the plane,
except at a finite number of poles in it,having again no poles on the real axis and if
R
further zf (z) → 0 as |z| → ∞, then by contour integration, ∞f (z)dz = 2πi R+
P
−∞
where R+ : sum of residues of poles in upper half plane.
Exercise
R∞ x2 dx R∞ 2
b) (x2 +a2 )3 , a is real Let I = (x2x+adx2 )3 since the integral is even.
0 0
1
R∞ P (x)
⇒I= 2 (Q(x))
dx where P (x) = x2 ; Q(x) = (x2 + a2 )3
−∞
since deg(denominator)>deg(numerator), we cannot have poles on R here
P (z) z2
f (z) = = 2
Q(z) (z + a2 )3
95
therefore (z 2 + a2 )3 = 0
z 2 + a2 = 0
z = ±ia
R2
Z
≤ lim lim 2 |dz|
R→∞ γR (R + a2 )3
R2 πR
= lim [ 6 ]
R→∞ (R (1 + a2 /R2 )3
π
= =0
(1 + a2 /∞)
96
Then the integral,
Z∞
π
=
16a3
+∞
R∞ x2 dx
x4 +5x2 +6
0
R∞ x2 dx
Let I = x4 +5x2 +6
0
1
R∞ x2 dx 1
R∞ P (x)
Since the function is even, I = 2 x4 +5x2 +6
= 2 Q(x)
dx, where P (x) = x2 ;
−∞ 0
Q(x) = x4 + 5x2 + 6
Here since deg(P (x)) < deg(Q(x)), there can be no poles on R
z2
f (z) =
z 4 + 5z 2 + 6
z 4 + 5z 2 + 6 = 0
√
−5 ± 25 − 24
z2 =
2
−5 ± 1
z2 =
2
2
z = −2, −3
√ √
z = ± 2i, ± 3i
97
√ √
z = i 2, i 3 lies in upper half plane.
P (z) √ z2
Resz=i√2 = lim√ (z − i 2) √ √
Q(z) z→i 2 (z − i 2)(z + i 2)(z 2 + 3)
−2
= √
2i 2
−1
= √
i 2
P (z) √ z2
Resz=i√3 = lim√ (z − i 3) √ √
Q(z) z→i 3 (z − i 3)(z + i 3)(z 2 + 2)
−3
= √
2i 3
√
3
=
2i
I = 2πi(Residue)
√ !
2πi −1 3
= √ +
i 2 2
√ !
6−2
= 2π √
2 2
Consider
Z∞
f (x)eix dx (3.3)
−∞
where f (x) is a real valued function of a real variable x. We shall assume that degree
of denominator of f (x) exceeds degree of numerator of f (x) by atleast two and f (x)
Z∞
has no poles on < line so that f (x)eix dx is convergent.
−∞
Z∞ Z∞
ix
Note that real and imaginary part of f (x)e dx are f (x)cos(x)dx and
−∞ −∞
Z∞ ZR Z
ix
f (x)sin(x)dx. Consider f (x)e dx where R > 0, we also consider f (z)eiz dz
−∞ −R γR
it
where γR is the semicircular R given |z| = R ⇒ z = Re where 0 ≤ t ≤ π. Consider
the Jordan contour γ = [−R, R] ∪ γR where [−R, R] denotes the line segment from
98
−R to R. By Cauchy’s residue theorem, we have
ZR Z
ix
f (x)e dx + f (z)eiz dz = 2πi(sum of residues of f (z)eiz at z = zi).
−R γR
Jordan lemma
Suppose R >Z 0 and further γR is the semicircular are given by z = Reit where
0 ≤ t ≤ π, then |eiz ||dz| < π.
γR
Proof.
Z Zπ
iz it
|e ||dz| = |ei(Re ) ||iReit ||dt|
γR 0
Zπ
it
= R |ei(Re ) ||eit ||dt|
0
Zπ
= R |e−R sin(t) ||eiR cos(t) ||dt|
0
Zπ
= R e−R sin(t) |dt|
0
π
Z2
= 2R e−R sin(t) |dt|
0
π
Z Z2
Since t is real, then |eiz ||dz| = 2R e−R sin(t) dt. We have sin(t) ≥ 2t
π
if 0 ≤ t ≤ π2 ,
γR 0
99
then
π π
Z2 Z2
2t
e−R sin(t) dt ≤ e−R π dt
0 0
" 2t
# π2
e−R π
=
−R π2 0
−π −R(1)
Z
|eiz ||dz| ≤ 2R [e − e0 ]
2R
γR
Note:
It follows from Jordan lemma, we have
Z
f (z)eiz dz → 0 as R → ∞ so that
γR
Z
f (z)eiz dz = 2πi (sum of residues of f (z)eiz at z = zi)
−∞
Z∞
cos(x)
12. dx where a is real.
x 2 + a2
0
Z∞ Z∞
cos(x) cos(x)
I = dx ⇒ 2I = dx. To evaluate this integral, note that
x 2 + a2 x 2 + a2
0 ∞
eiz
F (z) = z 2 +a2
where simple poles at z = ±ia.
Consider Jordan contour,
100
By Cauchy’s residue theorem we have,
ZR Z
F (x)dx + F (z)dz = 2πi(Resz=ia F (z))
−R γR
eiz
Resz=ia F (z) = lim (z − ia)
z→ia (z − ia)(z + ia)
e−a
Resz=ia F (z) =
2ia
ZR
e−a πe−a
Z
F (x)dx + F (z)dz = 2πi = (3.4)
2ia a
−R γR
Note that
Z Z
1
F (z)dz ≤
2 − a2
|eiz ||dz|
R
γR γR
π
< → 0 as R → ∞ in (3.4)
R − a2
2
Z∞
πe−a
F (x)dx = as R → ∞
a
−∞
Z∞
πe−a
cos(x) 1
2 2
dx =
x +a 2 a
0
Z∞
xsin(x)
13. dx where a is real.
x 2 + a2
−∞
Z∞
xsin(x)
I= dx
x 2 + a2
−∞
zeiz
To evaluate this integral, note that F (z) = z 2 +a2
where simple poles at z = ±ia.
Consider Jordan contour,
101
By Cauchy’s residue theorem we have,
ZR Z
F (x)dx + F (z)dz = 2πi(Resz=ia F (z))
−R γR
zeiz
Resz=ia F (z) = lim (z − ia)
z→ia (z − ia)(z + ia)
iae−a e−a
Resz=ia F (z) = =
2ia 2
Note that
Z Z
1
F (z)dz ≤
2 2
|z||eiz ||dz| → 0 as R → ∞
R −a
γR γR
Z∞
ie−a
F (x)dx = 2πi( )
2
−∞
Z∞
xsin(x)
dx = πe−a
x 2 + a2
−∞
Z∞
sin(x)
14. dx
x
0
eiz
The function F (z) = z
has a simple pole at z = 0. Let 0 < r < R and let γ be
the closed curve in the figure. It follows from Cauchy’s theorem,
Z
F (z)dz = 0
γ
Z−r Z ZR Z
0= F (x)dx + F (z)dz + F (x)dx + F (z)dz (3.5)
−R γr r γR
102
where γr and γR are semicircles from −r to r and −R to R. But
ZR ZR ZR
sin(x) eix − e−ix 1 eix − e−ix
dx = dx = dx
x 2ix 2i x
r r r
ZR ZR
1 eix 1 e−ix
= dx − dx
2i x 2i x
r r
ZR Z−R
1 eix 1 eiy
= dx − dy
2i x 2i y
r −r
ZR Z−r ZR ZR Z−r
1 eix 1 eiy sin(x) eix eiy
= dx + dy ⇒ 2i dx = dx + dy
2i x 2i y x x y
r −R r r −R
and now,
Z iz Zπ iRcos(θ)−Rsin(θ)
e e
iθ
dz = iRe
z Reiθ
γR 0
By the method of Calculus we see that, for δ > 0 sufficiently small. The largest
possible values of e−Rsin(θ) with δ ≤ θ ≤ π − δ is −Rsin(δ).
This gives that
Z iz Zπ−δ
e
e−Rsin(θ) dθ.
dz ≤ 2δ +
z
γR δ
103
iz−1
Since e z has removable singularity at z = 0. There is a constant M > 0 such that
eiz−1
z ≤ M for all |z| ≤ 1. Hence
Z iz−1 Zπ iz−1
e e
≤
dz z |dz| ≤ M πr
z
γr 0
eiz−1
Z
⇒ lim dz = 0 (3.6)
r→0 z
and
ZZ
dz
= i dθ = −πi;
z
γr π
Z Z Z iz
iz dz dz e
⇒ lim e = lim = −πi(3.6) ⇒ dz = −πi
r→0 z r→0 z z
γr γr γr
ZR
sin(x)
0 = 2i = −πi
x
r
ZR Z∞
sin(x) −π sin(x)
⇒ = =
x 2 x
r 0
as r → 0 and R → ∞.
R∞
Type: Consider −∞ f (x) sin(x)dx. The argument implies the existence of integrals
RR Rx
lim f (x) sin(x)dx and not as lim lim −x2 1 f (x) sin(x)dx. However it turns out
R→∞ −R x1 →∞ x2 →∞
that this function does not pass difficulties since the function in question turns out
to be even functions of x, so that for x1 , x2 > 0 we have
Zx2 Zx1 Zx2
f (x) sin(x)dx = + .
−x1 0 0
Z∞
Now cosider f (x)eix dx where f (x) is < valued function in < variable. Suppose
−∞
now that degree of denominator of f exceeds degree of numerator of f by 1 and that
104
f has no poles on R line .
Rx2
To establish existence of f (x)eix dx where −x1 < 0 < x2 and consider the limit as
−x1
x1 → ∞ and x2 → ∞. Clearly we cannot use semicircular arc. We will use a rectan-
gular contour C : [−X1 , X2 ] ∪ [X2 , X2 + iY ] ∪ [−X1 + iY, X2 + iY ] ∪ [−X1 , X1 + iY ]
where Y > 0, here [Z1 , Z2 ] where Z1 , Z2 ∈ C denote line segment from Z1 toZ2 .
By cauchy residue theorem, we have
Zx2 Z Z Z
ix iz iz
f (x)e dx + f (z)e dz + f (z)e dz + f (z)eiz dz
−x1 [x2 ,x2 +iy] [x2 +iy,−x1 +iy] [−x1 +iy,−x1 ]
X
Res f (z)eiz , zi (3.7)
= 2πi
Zi inC
P
where is taken over all the poles of rectangular contour. When x1 , x2 and y
are large, then all poles of f (z)eiz in upper half plane are inside contour C. Under
hypothesis, zf (z) is bounded. Then there exist M > 0 such that |zf (z)| ≤ M ,
where z ∈ C.
Z ZU
ix
Note that f (z)e dz = i f (x2 + iy)ei(x2 +iy) dy [since z = x2 + iy]
[−x2 ,x2 +iy] 0
M M
Then, |f (x2 + iy)| < |x2 +iy|
≤ x2
[since|z| > Rz]
M Zy
Z
⇒ f (z)eiz dz ≤ e−y dy
x2
[x2 ,x2 +iy] 0
Z Zy
M
⇒ f (z)eiz dz ≤ e−y dy
x2
[x2 ,x2 +iy] 0
−y y
M e M M
= = (1 − e−y ) <
x2 −1 0 x2 x2
Z
Similarly f (z)eiz dz < M .
x1
[x1 +iy,x2 ]
105
Z ZX2
iz
Now, f (z)e dz = − f (x + iy)ei (x + iy)dx
[x1 +iy,x2 +iy] −X1
M M
|f (x + iy)| < ≤
|x + iy| y
Then,
M ZX2
Z
M −y
f (z)eiz dz < e−y dx < e (x2 + x1 ).
y y
[x1 +iy,x2 +iy] −X1
Z∞ Z∞ Z∞
U 2α f (U 2 )2U.dU = 2 U 2α+1 f (U 2 )dU = U 2α+1 f (U 2 )dU
0 0 −∞
106
Consider a new function F (z) = z 2α+1 f (z 2 ) for the function z 2α by choosing the
branch so that arg(z 2α ) lies between −πα and 3πα. It is easy to see tat it is well
defined and analytic in the region obtained from C by deleting the origin and the
negative imaginary axis. It follows that, Jordan contour avoids this cut, then we
can use Cauchy Residue theorem for f (z). Consider the Jordan Contour C,
R>δ>0
Z−δ Z Zδ Z X
F (z)dz + F (z)dz + F (z)dz + F (z)dz = 2πi Res(F, zi ) (3.9)
−R R CR zi in C
J(α)
whereZthe summation overZ all the poles of Jordan contour C. It is easily shown
that F (z)dz = 0 and F (z)dz = 0 as δ → 0 and R → ∞. We get from the
J(α) CR
equation(3.9)
Z0 Z∞ Z∞ X
F (z)dz + F (z)dz = F (z)dz = 2πi Res(F, zi )
−∞ 0 −∞ zi in C
where the summation is taken over all poles of F (z) in upper half plane. On the
other hand note that
−∞ 0 0
Z∞ Z∞
2α+1 2 2πiα
= z f (z )dz − e z 2α+1 f (z 2 )dz
0 0
Z∞
= (1 − e2πiα ) U 2α+1 f (U 2 )dU
0
107
since e2πiα 6= 1, we can get required value.
Z∞ 1
x3
Example: dx
1 + x2
0
Z 1 Z
z3
Consider dz = f (z)dz where C is the contour consisting of the large
1 + z2
C C
semicircle on the upper half plane indented at the origin. Here we have to avoid the
1
branch point O of z 3 by indenting the origin. The only pole of f (z) in C is z = i.
Then,
1
z3
ResF (z) = lim(z − i)
z=i z=i (z + i)(z − i)
1
(cos π2 + i sin π2 ) 3 1 π π
= = (cos + i sin )
√ 2i 2i 6 6
−i 3 i 1 √
= ( + ) = (1 − 3i)
2 2 2 4
Z ZR Z ZR Z
F (z)dz = F (z)dz + F (z)dz + F (z)dz + F (z)dz
C δ CR −δ J(δ)
1 π π π π
= 2πi( )(cos + i sin ) = π(cos + i sin )
2i 6 6 6 6
R
Now as R → ∞, F (z)dz → 0 and as δ → 0
CR
Z
F (z)dz = 0
J(δ)
108
Since negative real axis is branch cut,
Z∞ Z∞
π π
f (x)dx + f (xeiπ )(−dx) = π(cos + i sin )
6 6
0 0
Z∞ 1 Z∞ π 1
x 3 ei 3 x 3 π π
dx + = π(cos + i sin )
1 + x2 1+e x 2πi 2 6 6
0 0
Note:
∂u ∂ 2 u
∂
r r + 2 =0
∂r ∂r ∂θ
109
Results
Transition from Harmonic to Analytic:
∂u
Let U be harmonic in Ω,then f (z) = ∂x
− i ∂u
∂y
is analytic in Ω.
∂u
Now U = ∂x
,V = − ∂u
∂y
⇒ f (z) = U + iV
∂U ∂ 2u ∂ 2u ∂V ∂2u ∂2u
= 2
=− 2 = [Since ∂x2
+ ∂y 2
= 0]
∂x ∂x ∂y ∂y
2
∂U ∂ u ∂V
and = =−
∂y ∂x∂y ∂x
Hence U and V satisfies C-R equations and this partial derivatives Ux , Uy , Vx , Vy are
all continuous.
∴ f (z) = U + iV = ux − iuy is analytic in Ω.
Conjugate differential of du(∗du) :
∂u
We know that, du = ∂x
dx + ∂u
∂y
dy If there exist a complex conjugate of u,ie, V (x, y)
in Ω. ⇒ f (z) = u + iv is analytic in Ω. ux = vy and uy = −vx
∂v ∂v
ux dy − uy dx = dy + dx = dv
∂y ∂x
∴ (3.10) ⇒ f (z)dz = du + idv = d(u + iv)
110
We know that v is a single valued complex conjugate of u,then ∗du = dv
R
Let γ be a cycle which is homologous to zero in Ω,then f dz = 0. Also
γ
f (z)dz = du + i ∗ du
Z Z Z
f (z)dz = du + i ∗du = 0.
γ γ γ
R
Since u is exact differential du = 0
γ
Z
⇒ ∗du = 0
γ
R
Theorem: 27. If u1 , u2 are harmonic in Ω then u1 ∗du2 − u2 ∗du1 = 0 for every
γ
cycle γ which is homologous to zero in Ω.
111
R
∴ u1 ∗ du2 − u2 ∗ du1 = 0 for every cycle γ which is homologous to zero in Ω.
γ
We know that log r and u are harmonic.Take a cycle γ in the following region
0 < |z| < ρ.Let c1 be circle with |z| = r1 and c2 be circle with |z| = r2 and let
r1 < r2 and γ be a cycle homologous to zero in Γ,then (3.14 ) holds. Then taking
c2 − c1 = γ
Z
⇒ log r ∗ du − u ∗ d(log r) = 0 (3.15)
c2 −c1
∗du = r ∂u
∂r
dθ (If γ is a regular curve with equation z(t) = x(t) + iy(t)).The direction
of tangent is determined by the angle α = argz 0 (t) and we can write dz = ireiθ dθ
π
The normal which points to the right of direction of tangent β = α − 2
and thus
cos α = − sin β and sin α = cos β.
∂u ∂u ∂u
∴ Expression ∂n
= ∂x
cos β + ∂y
sin β is the directional derivative of u along
the normal, (right hand normal derivative with respect to curve γ) then, ∗du =
112
∂u
( ∂n )|dz| = r ∂u
∂r
dθ] ∴ (3.15) becomes:
Z
∂u ∂(log r)
log r r dθ − ur dθ = 0
∂r ∂r
c2 −c1
Z
∂u 1
r log r dθ − ur( )dθ = 0
∂r r
c2 −c1
Z Z
∂u
r log r dθ = udθ
∂r
c2 −c1 c2 −c1
Z Z Z Z
∂u ∂u
r log r dθ − r log r dθ = udθ − udθ
∂r ∂r
c2 c1 c2 1 c
Z Z
∂u ∂u
r log r − u dθ = r log r dθ − udθ
∂r ∂r
c2 c1
Z Z
∂u
r log r dθ − udθ = constant
∂r
|z|=r |z|=r
Z Z
∂u
udθ = r log r dθ + constant
∂r
|z|=r |z|=r
Z Z
1 1 ∂u c
udθ = rlogr dθ +
2π 2π ∂r 2π
|z|=r |z|=r
Z
1
udθ = α log r + β (3.16)
2π
|z|=r
1
r ∂u c
R
where α = 2π ∂r
dθ;β = 2π
R
(ii) We know that rdu=0
γ
Z Z
∂u 1 ∂u
⇒ r dθ = r dθ = 0
∂r 2π ∂r
γ γ
∴ α = 0.
sub in (3.16)
113
Z
1
udθ = β
2π
|z|=r
(z − z0 ) = reiθ ⇒ z = z0 + reiθ
Z2π Z2π
1 1
U (z)dθ = U (z0 )dθ = U (z0 )
2π 2π
0 0
Z2π
1
U (z0 ) = U (z0 + reiθ )dθ
2π
0
Z2π
1
U (z0 ) = U (z0 + reiθ )dθ
2π
0
114
then by continuity, it would hold for entire boundary circle contained in neighbour-
hood at z0 .
Z2π Z2π
1 1
U (z0 ) = U (z0 + reiθ )dθ < U (z0 )dθ = U (z0 )
2π 2π
0 0
which is a contradiction.
U (z0 ) is a constant.
By maximum modulus theorem, in a compact set, the harmonic function has max-
imum / minimum on boundary.
POISSON THEOREM:
Let us find a bilinear transformation |z| = R and |ζ| ≤ 1. Let the points z=a on
|z| = R is mapped onto centre of |ζ| = 0. Also inverse points mapped onto inverse
points (i.e.,) inverse transformation |ζ| ≤ 1 mapped onto |z| = R where ζ =0 is
mapped to z=0. Let U(z) be harmonic in |z| ≤ R. Then U(S(ζ)) is harmonic in
|ζ| ≤ 1. By mean value property,
Z2π
1
U (a) = U (z)dθ
2π
0
Z2π Z
1 1
U (S(ζ)) = U (S(ζ))d(argζ) = U (S(ζ))d(argζ) (3.17)
2π 2π
0 |ζ|=1
dζ
ζ = eiθ ⇒ dζ = ieiθ dθ ⇒ = dθ = d(argζ)
iζ
115
Let us see the transformation which maps |ζ| ≤ 1 to |z| ≤ R and
R(z − a)
ζ= (3.18)
R2 − āz
Taking log,
dζ dz ādz
= 0+ + 2
ζ z − a R − āz
1 ā
= dz( + 2 )
z − a R − āz
Put R2 = z z̄
dζ 1 ā dz
⇒ = ( + )
ζ z − a z(z̄ − ā) iz
z ā
d(argζ) = ( + )dθ (3.19)
z − a z̄ − ā
where (arg z = θ)
Also,
z ā 1 z ā z̄ a
+ = [( + )+( + )]
z − a z̄ − ā 2 z − a z̄ − ā z̄ − ā z − a
1 z + a z̄ + ā
= [ + ]
2 z − a z̄ − ā
z+a
= Re[ ]
z−a
∴ (3.19) becomes
z+a R2 − |a|2
d(argζ) = Re( )dθ = dθ
z−a |z − a|2
116
(3.17) becomes
Z
1
U (a) = U (S(ζ))d(argζ)
2π
|ζ|=1
R2 − |a|2
Z
1
= U (S(ζ))dθ
2π |z − a|2
|ζ|=1
Z
1 z+a
= Re( )U (S(ζ))dθ
2π z−a
|ζ|=1
R2 − |a|2
Z
1
U (a) = U (z)dθ z = S(ζ) = Reiθ
2π |z − a|2
|ζ|=1
= R2 cos2 θ − 2Rr cos θ cos φ + r2 cos2 φ + R2 sin2 θ + r2 sin2 φ − 2Rr sin θ sin φ
= R2 + r2 − 2Rr(cos(θ − φ))
117
We have
Z
1 z+a
U (a) = Re( )U (S(ζ))dθ
2π z−a
|ζ|=1
Z
1 z+a
= Re( )U (z)dθ
2π z−a
|z|=R
Theorem: 30 (Schwarz Formula). Suppose that U(z) is harmonic for |z| < R,
continuous for |z| ≤ R then
R2 − |a|2
Z
1
U (a) = U (z)dθ, ∀|a| < R
2π |z − a|2
|z|=R
The exp in breacket is analytic for |z| < R. It follows that u(z) is real part of
Z
1 r+z dr
f (z) = u(r) + iC
2πi r−z r
|r|=R
Note
If u = 1, we get
R2 − |a|2
Z
dθ = 2π
|z − a|2
|z|=R
118
Chapter 4
Consider a sequence fn (z) where each fn (z) is defined and analytic in region
Ωn . The limit function f (z) must also be considered in some region Ω and clearly if
f (z) is defined to be in Ω, each point of Ω belongs to all Ωn for n ≥ n0 (i.e) Given
> 0 ∃ n0 > 0 3 |fn (z) − f (z)| < whenever n ≥ n0 and z ∈ Ω.
Infact in the most typical case where regions Ωn form a increasing sequence
S
Ω1 ∈ Ω2 ∈ . . . ∈ Ωn and Ω = Ωn . In these circumstances no single function
n
defined in all of Ω. Yet limit f (z) may exists at all points of Ω.
For eg:
z 1
fn (z) = 2z 2 +1
and let Ωn be disc |z| < 1 then it is evident that lim fn (z) = z
2n n→∞
in the disc |z| < 1. we form the difference
z −2z n+1
fn (z) − z = n −z = n
2z + 1 2z + 1
we have
2|z|n+1 2( 4 )
2
|fn (z) − z| = < = = <
2|z|n + 1 2( 4 ) + 1
2
+1 +2
lim fn (z) = z
n→∞
119
Theorem: 31 (Wiestrass theorem for uniform convergence:). Suppose that fn (z) is
analytic in region Ωn and that the sequence fn (z) converges to a limit function f (z)
in a region Ω uniformly on every compact subset of Ω, then f (z) is analytic in Ω.
0 0
Moreover fn (z) converges uniformly to F (z) on every compact subset.
and since
Z
fn → f ⇒ f (z)dz = 0
γ
120
C : circle with |ζ − a| ≤ ρ, then
Z
1 fn (ζ)dζ
lim fn (z) = lim
n→∞ 2πi n→∞ ζ − z
C
Z
1 f (ζ)dζ
lim fn (z) = = f (z)
n→∞ 2πi ζ −z
C
Z
1 f (ζ)dζ
fn0 (z) =
2πi (ζ − z)2
C
Z
0 1 fn (ζ)dζ
lim fn (z) = lim
n→∞ 2πi n→∞ (ζ − z)2
C
Z
1 f (ζ)dζ
= = f 0 (z)
2πi (ζ − z)2
C
NOTE:
If a series with analytic terms converges uniformly on every compact subset of Ω.
Then sum of f (z) is analytic in Ω and the series can be differentiated term by term.
To prove,
0 0 0
f (z) = f1 (z) + . . . + fn (z),
(4.1) becomes,
1 f (z) 1 f1 (z) 1 fn (z)
2
= 2
+ ... + .
2πi (z − a) 2πi (z − a) 2πi (z − a)2
Taking integral over γ
Z Z Z
1 f (z) 1 f1 (z) 1 fn (z)
2
= 2
+ ... +
2πi (z − a) 2πi (z − a) 2πi (z − a)2
γ γ γ
121
0 0 0
⇒ f (a) = f1 (a) + . . . + fn (z)
0 0 0
since a is arbitrary ⇒ f (z) = f1 (z) + . . . + fn (z)
Theorem: 32 (Hurwitz Theorem:). If the functions fn (z) are analytic and not
equal to zero in a region Ω and if fn converges to f (z) on every compact subset of
Ω, then f (z) is either = 0 or never to zero in Ω.
Proof. Suppose that f (z) 6= 0 then we have to show that f (z) is never zero in Ω.
Suppose f (z) has a zero in Ω. Since zeros of analytic functions are isolated, ∃r > 0 ∈
R, such that f (z) is defined in 0 < |z −z0 | < r, where f (z0 ) = 0 in particulars f (z) 6=
0 on the circle |z − z0 | < r and denote this circle as Γ . Let = min |f (z)| : z ∈ Γ
so that ≤ |f (z)| for every z ∈ Γ. By Hypothesies fn (z) ⇒ f (z) on Ω
f (z) and fn (z) − f (z) + f (z) have same number of zeros in Γ but f (z) has a zero
at z = z0
⇒ fn (z) must have a zero at z = z0
which is contraction to our hypothesis as fn (z) 6= 0
∴ f (z) is never zero in Γ ⊂ Ω
∴ f (z) is never zero in Ω.
Taylor series:
122
Note: 1
The radius of convergence of Taylor’s series is atleast equal to the shortest distance
from z0 to boundary of Ω. It may be larger. But if it is, there is no gaurenty that
series still represent f (z), at all points in Ω and circle of convergence. We know that
series development
z2
ez = 1 + z + + ...
2!
z2 z4
cos z = 1 − + + ...
2! 4!
z3 z5
sin z = 1 − + − ...
3! 5!
We know that every convergent power series is its own Taylor series and also power
series can be differentiated term by term which is a consequence of weierstrass
theorem now we want to represent a fractional power of z.
For this case we have to choose a well defined branch and we have to choose a
center z0 6= 0. It is enough to develop the function log(1 + z) about origin. Since
this branch is analytic in |z| < 1 and the radius of convergence is atleast 1.
µ!
where binomial coefficients are defined: µCn = n!(µ−n)!
µ(µ−1)(µ−2)...(µ−n−1) 2 3
µCn = n(n−1)...3.2.1
and log(1 + z) = z − z2 + z3 + . . . if the logarathmic series
have a radius of convergence > 1, These log(1 + z) is bounded in |z| > 1. Since this
is not the case radius of convergence=1. Similarly binomial series are convergent in
Therefore function (1 + z)µ and all its derivatives would be bounded in |z| < 1.
Thus radius of convergent is precevely 1, except in trivial case, the binomial series
reduces a polynomial.
Consider the expansion:
1
= (1 + z 2 )−1 = 1 − z 2 + z 4 − z 6 + . . .
1 + z2
123
integrating
Z Z
1
2
dz = (1 − z 2 + z 4 − z 6 + . . .)dz
1+z
z3 z5 z7
tan−1 z = z − + − + . . . = arc tan z
3 5 7
R dz
where the branch is uniquely determined as arc tan z = 1+z 2 any path inside unit
circle
1 −1 1 1.3 4 1.3.5 6
√ = (1 − z 2 ) 2 = 1 + z 2 + z + z + ...
1−z 2 2 2.4 2.4.6
1 3 1.3 z 5 1.3.5 z 7
Z
1
√ = z+ z + + + ...
1 − z2 2.3 2.4 5 2.4.6 7
−π π
this represent the principal branch of arc(sin z) with a real part between 2
and 2
Note:
Now we introduce the notation [z n ] for any functions which analytic and has a
zero of atleast order n at origin. It denotes the function which contains a factor
z n , with this notation any functions analytic at origin can be written in the form
f (z) = a0 + a1 z + a2 z 2 + . . . + an z n + [z n+1 ] where the coefficients are uniquely
determined and equal to taylor coefficients of f (z). Thus in order to find the first n
coefficient of f (z) in taylor series it is sufficient to determined Pn (z) 3 f (z) − Pn (z)
has a zero of order of atleast n + 1 at origin.
Result:
f (z) = a0 + a1 z + a2 z 2 + . . . + an z n + . . . and
g(z) = b0 + b1 z + b2 z 2 + . . . + bn z n + . . .
+[z n+1 ]
124
It is clear that
f (z)
The coefficient of Rn (z) are Taylor coefficients of g(z)
. Now we develop compo-
sition f (g(z)). In this case if g(z) is developed around z0 the expansion of f (w) in
power of w − g(z0 ). Assume z0 = 0 ⇒ g(0) = 0
Therefore we can set
f (w) = a0 + a1 w + . . . + an wn + . . . and
g(z) = b0 + b1 z + . . . + bn z n + . . .
Using the same notation f (w) = Pn (w) + [wn+1 ] and g(z) = Qn (z) + [z n+1 ] with
Qn (0) = 0 subs w = g(z). We observe f (g(z)) = Pn (Qn (z))+[z n+1 ] and the Taylor’s
coefficients of f (g(z)) are those of Pn (Qn (z)). Now we develop inverse function of
an analytic function w = g(z).
Suppose g(0) = 0 we are looking for branch of inverse function z = g −1 (w) which
is analytic in neighbourhood of origin and vanishes for w = 0 (i.e) g −1 (0) = 0. The
existence of inverse function has the necessary and sufficient condition that the
given map is a necessary and sufficient condition that the given map is a conformal
mapping (i.e) g −1 (0) = 0.
125
Examble:
z3 z5 z7
w = arc tanz = z − + − + ...
3 5 7
z3 z5
⇒z = w+ − + [z 7 ]
3 5
1 z3 z5 1 z3 z5
z = w + (w + − + [z 7 ])3 − (w + − + [z 7 ])5 + [z 7 ]
3 3 5 5 3 5
1 1 1
z = w + w3 + (w2 )(w + [w3 ])3 − w5 + [w7 ]
3 3 5
1 3 2 5
= w + w + w + [w7 ]
3 15
Thus the development of tan z.
Theorem: 34 (Laurent’s theorem:). Let f (z) be analytic in the ring shaped region
D bounded by a concentric circle C1 and C2 with center z0 and radii ρ1 and ρ2 with
ρ1 > ρ2 . Let z be any point of D, then
∞
X ∞
X
f (z) = An (z − z0 ) + n
Bn (z − z0 )−n
n=0 n=0
1
R f (ζ)dζ 1
R f (ζ)dζ
where An = 2πi (ζ−z0 )n+1
and Bn = 2πi (ζ−z0 )−n+1
.
C1 C1
126
1
R
Multyplying 2πi
f (ζ)dζ on both sides
C1
f (ζ)dζ z − z0
Z Z Z
1 f (ζ)dζ 1 f (ζ)dζ
= + + ...
2πi ζ −z 2πi ζ − z0 2πi (ζ − z0 )2
C1 C1 C1
n Z
(z − z0 ) f (ζ)dζ
+ (4.3)
2πi (ζ − z0 )n (ζ − z)
C1
(z−z0 )n R f (ζ)dζ 1
R f (ζ)dζ
Consider Rn = 2πi (ζ−z0 )n (ζ−z)
and writing An = 2πi (ζ−z0 )n+1
.
C1 C1
Then equation (4.3 ) becomes
Z
1 f (ζ)dζ
= A0 + (z − z0 )A1 + (z − z0 )2 A2 + ... + (z − z0 )n−1 An−1 + Rn . (4.4)
2πi ζ −z
C1
|ζ − z| = |ζ − z + z0 − z0 | = |(ζ − z0 ) − (z − z0 )| ≥ ρ1 − r
then
|z − z0 |n |f (ζ)||dζ|
Z
|Rn | ≤
2π |ζ − z0 |n |ζ − z|
C1
|z − z0 |n
Z
M1
< |dζ|
2π ρn1 (ρ1 − r)
C1
n
r M1
< n
(2πρ1 )
2π ρ1 (ρ1 − r)
n
r M1 ρ1
=
ρ1 (ρ1 − r)
ζ
|Rn | → 0 as n → ∞.(Since ( ρr1 ) → 0 Since ρ1
< 1).
From equation (4.4) we have
Z ∞
1 f (ζ)dζ X
= An (z − z0 )n (4.5)
2πi ζ −z n=0
C1
127
We now consider 2n d integral in (4.2). For any point ζ on C2 we consider:
−1 1
=
ζ −z (z − z0 ) − (ζ − z0 )
−1
1 ζ − z0
= 1−
(z − z0 ) z − z0
1 ζ − z0 ζ − z0 2 ζ − z0 n 1
= 1+ +( ) + ... + ( ) ζ−z0
z − z0 z − z0 z − z0 z − z0 (1 − z−z ) 0
1 (ζ − z0 ) (ζ − z0 )2 (ζ − z0 )n 1
= + + ( ) + . . . +
z − z0 (z − z0 )2 (z − z0 )3 (z − z0 )n (z − ζ)
Z Z Z
1 f (ζ)dζ 1 f (ζ)dζ 1 f (ζ)dζ
= + (ζ − z0 ) + . . .
2πi ζ −z 2πi z − z0 2πi (z − z0 )2
C2 C2 C2
Z
1 f (ζ)dζ
+ (ζ − z0 )n−1 + Sn (4.6)
2πi (z − z0 )n
C2
where
(ζ − z0 )n f (ζ)dζ (ζ − z0 )n
Z Z
1 1
Sn = n
= f (ζ)dζ
2πi z − ζ (z − z0 ) 2πi(z − z0 )n (ζ − z
C2 C2
|z − ζ| = |(z − z0 ) − (ζ − z0 )| ≥ r − ρ2
−1
Z
f (ζ)dζ
= B1 + B2 (z − z0 )−2 + . . .
2πi (ζ − z0 )
C2
∞
X
= Bn (z − z0 )−n (4.7)
n=1
128
sub (4.6) and (4.7) in (4.2)
∞
X ∞
X
f (z) = n
An (z − z0 ) + Bn (z − z0 )−n (4.8)
n=0 n=1
Note: We observe that Bn = A−n . Hence if C is any circle of radius ρ with center
z0 such that ρ2 < ρ < ρ1 , the integral is analytic in the annulus ρ2 < |ζ − z0 | < ρ1 .
We see that
Z Z
1 f (ζ)dζ 1 f (ζ)dζ
An = ; Bn = .
2πi (ζ − z0 )n+1 2πi (ζ − z0 )−n+1
C C2
Proof. Suppose we have obtained in any manner or as definition of f (z), the formula
∞
An (z − z0 )n is the Laurent’s development. If possible we can have
P
f (z) =
n=−∞
another Laurent’s development as:
∞
X
f (z) = Pn (z − z0 )n To prove:An = Pn
n=−∞
Z ∞
1 1 X
⇒ An = Pm (ζ − z0 )m dζ
2πi (ζ − z0 )n+1 m=−∞
C
∞
(ζ − z0 )m
Z
1 X
An = Pm dζ
2πi m=−∞ (ζ − z0 )n+1
C
129
put ζ − z0 = ρeiθ ⇒ dζ = ρieiθ dθ
∞ Z 2π
1 X
An = Pm (iρeiθ )m−n−1 iρiθ dθ
2πi m=−∞
0
∞ Z2π
1 X
= Pm ρm−n ei(m−n)θ dθ
2π n=−∞ 0
∞ Z 2π
1 X m−n
∴ An = Pm ρ ei(m−n)θ dθ (4.9)
2π n=−∞
0
1
R2π
Taking I = 2π
ei(m−n)θ dθ
0
Case:(i) m 6= n :
Z2π
1
I = ei(m−n)θ dθ
2π
0
π
1 ei(m−n)θ
=
2π i(m − n) 0
1 1
= (1 − 1)
2πi m − n
Case:(ii) m = n :
Z2π
1
I= e0 dθ = 1
2π
0
substitute m = n in (4.9 )
∞
X
An Pn ⇒ A n = Pn
n=−∞
∴ It is unique.
−1
1. Differentiating (1− 2αz + z 2 ) 2 with respect to z we obtain
2α−2z
p1 (α) = 2
3 = α.
2(1−2αz+z ) 2
z=0
solution:
130
−1
To compute higher order Legendre polynomial we differentiate (1 − 2αz + z 2 ) 2 and
its Taylor’s series to obtain
∞
α−z X
3 = nPn (α)z n−1
(1 − 2αz + z2) 2 n=1
∞
α−z 2
X
p = (1 − 2αz + z ) nPn (α)z n−1
(1 − 2αz + z 2 ) n=1
Hence
∞
X ∞
X ∞
X ∞
X ∞
X
n n−1 n−1 n
nPn (α)z − Pn (α)z = nPn (α)z − 2αnPn (α)z + nPn (α)z n+1
n=1 n=1 n=1 n=1 n=1
Invoking elementary limit properties and using the fact that a f unc = 0. iff all its
Taylor coefficients= 0. We equate terms to obtain the reference
αPn+1 (α) − Pn (α) = (n + 2)Pn+2 (α) − 2α(n + 1)Pn+1 (α) + nPn (α)
1 h i
Pn+2 (α) = (2n + 3)αPn+1 (α) − (n + 1)Pn (α)
n+2
so
1
P2 (α) = (3α2 − 1)
2
1 h 5α i
P3 (α) = (3α2 − 1) − 2α
3 2
1h 3 i
= 5α − 3α
2
1 h 7α 3 i
P4 (α) = (5α3 − 3α) − (3a2 − 1)
4 2 2
1h i
= 35α4 − 30α2 + 3
4
EX:3
∞
sin(z) 1
P (−1)2 2n+1
2. Observe that z
= z (2n+1)!
z
n=0
soln:
∞
sin(z) 1 X (−1)2 2n
= z
z z n=0 (2n + 1)!
131
sin z
so z
6= 0 in some open disc about z = 0. Hence the function z → log sinz z is
homomorphic in an open disc about z = 0.
By taking the principal branch of logarithm and substituting
sinz sinz
log = log 1 − ( )
z z
∞ m
P (−1)n 2n
X∞ 1 − (2n+1)!
z
n=0
=
m=1
m
∞ 2
X z Z 4 z6 m 1
= − − + − [z]8
m=1
3! 5! 7! m
z2 z4
Set P (z) = 3!
− .
Then,
5!
we have
z −n−1
Z
1
An = dz
2π |z|=1 ez − 1
For n ≤ −2, the integral has singularity (removable) at z = 0 and no other singu-
larity in unit circle. Thus An = 0(By Cauchy integral formula). for n = −1
Z
1 dz
A1 = z
2π |z|=1 e − 1
1 z
= Res z = z =1
z=0 e − 1 e − 1 z=0
132
z −n−1
for n ≥ 0, z = 0 is a pole of order n + 2 of function ez −1
Therefore,
z −n−1 1 dn+1 n+2 z −n−1
An = Res = z
z=0 ez − 1 (n + 1)! dz n+1 ez − 1 z=0
1 dn+1 z
=
(n + 1)! dz n+1 ez − 1 z=0
put
z
ez −1
for z ∈ C − {0}
h(z) =
0 for z = 0
hn+1 (0)
Then h(z) is an entire function we have An = (n+1)!
for n ≥ 0.
h(z) admits a Taylor’s eapansion,
h(n)(0)
h(z) = a0 + a1 z + a2 z 2 + · · · with an = , i.e. An = an+1
n!
z z 1
a0 + a1 z + a2 z 2 + · · · = h(z) = = 2 = 2
ez − 1 (z + z2! + · · · ) 1+ z
2!
+ z3! + · · ·
z z2 z3 z4
+ [z 5 ] a0 + a1 z + · · · + a4 z 4 + [z 4 ] = 1
1+ + + + (4.10)
2! 3! 4! 5!
Equating constants, a0 = 1
a0 a1
Equating coefficients, z ⇒ 2!
+ 1!
= 0 ⇒ a1 = − 21
a0 a1
z2 ⇒ + + a2 = 0
3! 2!
ha a1 i h 1 1i 1
0
a2 = − + =− − =
6 2 6 4 12
−z −zez zez
h(−z) = e− z−1
= 1−ez
= 1−ez
. Thus
zez z
h(−z) − h(z) = − =z
ez − 1 ez − 1
133
Thus
z = (a0 − a1 z + a2 z 2 + · · · ) − (a0 + a1 z + a2 z 2 + · · · )
= −2[a1 z + a3 z 3 + · · · ]
A2k = 0 ∀ k ≥ 1 (4.11)
a0 a1 a2 a3 a4
+ + + + =0
5! 4! 3! 2! 1!
ha
0 a1 a2 a3 i 1 1 1 −1
a4 = − + + + =− + − =
5! 4! 3! 2! 120 48 72 720
a0 a1 a2 a3 a4 a5 a6
+ + + + + + =0
7! 6! 5! 4! 3! 2! 1!
From (4.11 )⇒ a3 = a5 = 0
a4 a2 a1 a0
a6 = − − − −
3! 5! 6! 7!
1 1
h 1 1 1 i
= − + −
3! 720 1.2.4.56 2.4.5.6 4.5.6.7
1 h 1 i 1
= =
3! 6.4.5.6.7 6.7!
−1 1 −1 −1 1
put A0 = 2
; A1 = 12
; A3 = 720
= 6!
; A5 = 6.7!
and A2k = 0 for k ≥ 1 we get
∞
X
f (z) = An z n = A1 z −1 + A0 z 0 + A1 z + · · ·
n=−∞
∞
1 1 X
= − + A2k−1 z 2K−1
z 2 k=1
134
n = 1, 2, 3, · · · be arbitrary polynomials of degree atleast 1 and having no constant
term. Then there are functions which are meromorphic in whole with poles at the
points bn and the corresponding principal parts
1 an1 an2 an kn
pn = + 2
+ ··· +
z − bn z − bn (z − bn ) (z − bn )kn
Where Qn (z) are suitably chosen fixed polynomials and g(z) is an entire function.
1
Proof. Since the function pn z−bn
is analytic for |z| < |bn |.
We can expand it by Taylor series about origin:
∞
1 X
pn = dns z s (4.13)
z − bn s=0
1
Let us choose Qn (z) as a partial sum of pn z−bn
and ending with term rn . There-
fore,
rn
X
Qn (z) = dns z s (4.14)
s=0
Pn − Qn can be calculated as follows: For this let us take the remainder term from
Taylor series
(z − z0 )n
Z
f (r)dr
Pn − Qn = Rn = n
2πi c (r − z0 ) (r − z)
n Z
|z − z0 | |f (r)||dr|
|Pn − Qn | = |Rn | ≤ n
2π c |r − z0 | |r − z|
rn rn M (2πρ)
Z
M
|Pn − Qn | < |dr| =
2π c en .(ρ − r) 2π ρn .ρ − r
r n M ρ
|Pn − Qn | ≤
ρ (ρ − r)
135
1 1 1
1
If we take ρ = |b |; r
2 n
= |b |
4 n
and M = Mn = max pn z−bn
|z| = |b |
2 n
1 n
|b |
4 n
Mn ( 21 |bn |)
|Pn − Qn | ≤ 1 1
|b |
2 n
|b | − 41 |bn |
2 n
1 Mn ( 1 |bn |) 2Mn
= ( )n 1 2 = n
2 |b |
4 n
2
As n → ∞ ⇒ |Pn − Qn | → 0 (4.12 ) can be made convergent by choosing rn larger.
Since R is arbitrary, the series (4.15 ) converges for all z 6= bn for n = 1,2, · · ·
and
1
this represents a meromorphic function say h(z) if a particular term pn z−bn
−
Qn (z) is removed from(4.15 ) , the resulting series converges to a function which is
analytic and non-zero in some neighborhood of bn .
Restoration of these terms show that f (z) has pole at bn with corresponding
1
principal part pn z−b n
clearly the only singularities of h(z) in the plane are z =
bn , n = 1, 2, l...
If f (z) has same poles and the principal part as h(z) then the function g(z) is
defined as
g(z) = f (z) − h(z) has only removable singularities in complex plane and can be
made analytic in the whole complex plane by suitably defined it at these singularities.
We obtain
f (z) = h(z) + g(z) where h(z) is defined by (4.15 ) and g(z) is analytic in the
whole plane. (i.e) g(z) is an entire function.
136
Example
2
∞
Use M-L Therom to show that sinπ2 πz = 1
deduce π cot πz = z1 +
P
(z−n)2
n=−∞
∞ ∞
1 1 1 z
P P
z−n
+ n = z +2 z 2 −n2
where the prime to the summation sign indicates
n=−∞ n=1
that n takes all values except 0.
Solution:
Let
π2
f (z) =
sin2 πz
Where g(z) is an entire function. We claim that g(z) ≡ 0 .To show this we observe
f (z) and (4.15 ) are both periodic with period 1. Consequently, g(z) is also periodic
137
with p(z) = 1. Now
= cos h2 πy − cos2 πx
∴ We conclude g(z) = f (z) − h(z) tents uniformly to zero as |y| → ∞.(i.e) g(z)
is bounded in whole plane. Hence by Liouvile’s theorem.
g(z) must reduce to constant and lim|y|→∞ g(x + iy) = 0 we infer that g(z) = 0
Therefore, We obtain
∞
π2 X 1
f (z) = h(z) ⇒ 2 =
sin πz n=−∞ (z − n)2
∞
π2 1 X 1
2 − 2 = (4.17)
sin πz z n=−∞
(z − n)2
n6=0
138
Using the expansion,
2 (πz)3 (πz)5
2
sin πz = πz − + + ···
3! 5!
h (πz)2 (πz)4 i2
= π2z2 1 − + + ···
3! 5!
2 ∞
π 1 X 1
∴ 2 − 2 =
sin πz z n=−∞
(z − n)2
n6=0
" # ∞
1 1 1 X 1
2 − 2 =
z2 z (z − n)2
(πz)2 (πz)4
1− 3!
+ 5!
+ ··· n=−∞
∞
1 (πz)2 (πz)4 −2 1 X 1
1 − + + · · · − =
z2 3! 5! z2 n=−∞
(z − n)2
∞
(πz)2 (πz)4
−2
1 1 X 1
1 + 2 + + 3() + · · · − =
z2 3! 5! z2 n=−∞
(z − n)2
∞
1 1 X 1
2
+ Higher power of z − − 2 =
z z n=−∞
(z − n)2
π2
function sin2 πz
has a removable singularity a ∈ 0,as can be seen by direct calculation
the region
D = (C − Z) ∪ {0}
1
It is the derivative of f (z) = z
− π cot(πz)
∴ f (0) = 0
Integrating,(4.17 )
π2
Z Z
dz = π 2 cosec2 πz dz
sin2 πz
Z
d (− cot πz)
2
= π
dz π
2
(−π cot πz)
= = −π cot πz
π
∞
1 X 1
∴ −πcotπz + = − (4.18)
z n=−∞
z−n
139
Since RHS is divergent, it can be made convergent by subtracting partial sum of
the terms by n1 . Where n 6= 0
∞ ∞ X 1
X 1 1 X 1 1 1
− − = − + =− +
n=∞
z−n n n=∞
z−n n n6=0
z−n n
1 X 1 1
−πcotπz + = − +
z n6=0
z − n n
1 X 1 1
πcotπz = + +
z n6=0 z − n n
∞
1 X 1 1
= + +
z n=1 z + n z − n
Infinite products:
If an infinite number of complex vectors are multiplied in given order according to
some definite law, Then the product so formed is an infinite product.
n
Q
The product a1 , a2 , · · · an of finite number of complex vectors is denoted by ar
r=1
∞
Q
and product of finite no of factors a1 , a2 , · · · is denoted by ar . For our conve-
r=1
nience, We take the factors of the form 1 + ar
Convergence and divergence of infinite products
140
zero and if partial products formed by non-vanishing factors tends to a finite limit
different from zero.
Q∞
n=1 (1+an ) is convergent, then pn and pn−1 must tend to same limit as n → ∞.
pn = (1 + an )(1 + a2 ) · · · (1 + an )
pn
= (1 + an ) → 1 as an → 0
pn−1
Q
Hence necessary condition for convergence of (1 + an ) is that an → 0. It is not
sufficient for example if an = n1 , Then
pn 1 n+1
= (1 + an ) = 1 + = → 1 as n → ∞
pn−1 n n
∞
(1 + n1 ) since pn = (1 + 1)(1 + 12 ) · · · (1 + n1 )
Q
But the product
1
3 4 n+1
pn = 2. . · · · = n + 1 → ∞ as n → ∞
2 3 n
General principle of convergence
Theorem: 37. The necessary and sufficient condition for convergence of an infinite
product is that corresponding to any positive however small, ∃ an integer m such
that for all n ≥ m we have
p + p
n
− 1 < (whatever p may be)
pn
141
from(4.19 )
p
m+p
− 1 <
pm
Sufficient part: Assume pn+p − 1 < for n ≥ m, ∀p
pn
pn+p
− < −1<
pn
pn+p
1− < − 1 < 1 + (Also true for m)
pn
Since can be chosen small that |pm+p | > (1 − )|pm |. Hence |pn | > some fixed
positive no. When n > m and therefore p 9 0, also
But pm is the product of finite no.of factors therefore and hence pm+p lies between
two finite value (1 − e)pm and (1 + )pm
⇒ pn → finite limit as n → ∞
Q
∴ is convergent.
1 1 1
Example: Show that (1 − 22
)(1 − 32
)··· Converges to 2
Solution:
Here
1
a−n−1 = 1−
n2
2
n −1 (n + 1)(n − 1)
= 2
=
n n2
2
3 8 n −1 (n + 1)(n − 1)
∴ pn−1 = 2
. 2 ··· 2
=
2 3 n n2
2
1.3 2.4 n −1 (n + 1)(n − 1)
= 2
. 2 ··· 2
=
2 3 n n2
1 1 1
= (1 + ) Here pn−1 → as n → ∞
2 n 2
Also
n(n + 2) 1
pn = 2
pn−1 → pn−1 → as n → ∞
n 2
142
Theorem: 38. A necessary and sufficient condition for the convergence of
∞
Y
, (an 6= −1 for n = 1, 2, 3 · · · ) (4.20)
n=0
∞
P
is the convergence of series log(1 + an ) where each logarithm has its principal
n=1
value.[or]
∞
Q
The infinite product (1 + an ) with 1 + an 6= 0 converges simultaneously with
n=1
∞
P
the series log(1 + an ) whose terms represent the values of principal branch of
n=1
logarithm.
Proof. Necessary part: Let (4.20 ) converge so that limn→∞pn =p6=0,∞ exist where
n
Y
pn = (1 + ar ) (4.21)
r=1
n
P
Let us write sn = log(1 + ar ). Now (4.21 ) implies that
r=1
n
Y
log pn = (1 + ar )
r=1
Where hn well determined integer. Since the principal value of logarithm is not
necessarily same principal values of logarithm of its factors ⇒ hn is not necessarily
0.
βn + hn 2π = α1 + α2 + · · · + αn (4.23)
also
143
(4.24 )-(4.23 ),
⇒ hn+1 − hn → 0 as n → ∞
pn = (1 + a1 )(1 + a2 ) · · · (1 + an )
∴ pn → exp(s) 6= 0
Hence proved.
log(1 + an ) → 0 asn → ∞
log(1 + an ) → 1 asn → 0
144
⇒ an → 0 as n → ∞ Now we can find m such that n ≥ m and we have
|an | < 21 , then
a2 a2
log(1 + an ) = an − n + n + · · ·
2 3
an a2n a3n
= an 1 − + − + ···
2 3 4
log(1 + an ) an a2n a3n
⇒ −1 = − + − + ···
a−N 2 3 4
Taking modulus,
log(1 + an ) 1
]
≤ |an | + 1 |an |2 + 1 |an |3 + · · ·
an 2 3 4
−1
log(1 + an ) 1 1 1 1 1
− 1 < 2 1 + + 2 + · · · < 2 1 −
an 2 2 2 2 2
2 1
< 2 =
2 2
1 log(1 + an ) 1
⇒− < −1<
2 an 2
1 log(1 + an ) 3
⇒ < −1< (4.25)
2 an 2
1 log(1 + an )
<
2 an
|an |
⇒ < | log(1 + an )|
2
⇒ |an | < 2| log(1 + an )|
X X
|an | < 2 |log(1 + an )|
P
Since | log(1 + an )| is convergent, by comparison test
P
∴ |an | is convergent.
145
Sufficient part:
P
Assume |an | converges, then
an → 0 as n → ∞
from( 4.25)
log(1) + an 3
<
an 2
2| log(1 + an )| < 3|an |
X X
2 | log(1 + an )| < 3 |an |
P P
Since |an | Converges.⇒ | log(1 + an )| converges.
Canonical products:
f 0 (z) d
f (z)
= dz
F (z)
146
Integrating with respect to z from z0 to z,
Z z 0 Z z
f (z) d
dz = F (z)dz
z0 f (z) z0 dz
(F (z))zz0 = [log f (z)]zz0
Since, F (z0 ) and logf (z0 ) are constant and taking F (z) − F (z0 ) + logf (z0 ) = g(z)
which is an entire function
⇒ f (z) = eg(z)
Proof. Let us first determine the form of most general entire function with finite
no. of zeros. Assume that f (z) has m zeros at the origin and let the other zeros
be denoted by a1 , a2 , · · · , aN multiple zeros repeated as many times as their orders.
z z z
Then f (z) = z m (1 − a1
)(1 − a2
) · · · (1 − an
)h(z)
where h(z): entire func. with no zeros.
By using previous result: h(z) = eg(z) where g(z): entire function
N
⇒ f (z) = z m (1 − azn )eg(z)
Q
n=1
In the case of infinitely many zeros a1 , a2 , · · · , an , · · · with an 6= 0 and lim an = ∞
n→∞
and zero of order m at the origin of order n, we obtain similar representation by
147
means infinite products. The obvious generalization would be
∞
m
Y z g(z)
f (z) = z . (1 − )e (4.26)
n=1
an
(4.26 ) holds if infinite product converges uniformly on every compact set. If this is
so, then the product represents an entire func with zeros at the same points except
for the origin and with same multiplicity as f (z). We conclude that the quotient
can be written as z m eg(z) .
∞
1
P
∴ product in (4.26 ) converges absolutely iff |an |
converges and in this case the
n=1
converges is uniform in every closed disc |z| ≤ R. Under these circumstances we
obtain (4.26 ).
If (4.26 ) does not converge, we can construct the entire function corresponding to
it by introducing convergence producing factors.
We chose
2 mn
z 1 z 1 z
pn (z) = + + ··· +
an 2 an m n an
148
Then
mn +1
1 z
rn (z) = −pn (z) − − · · · + pn (z)
m n + 1 an
mn +1 mn +2
1 z 1 z
rn (z) = − − − ···
mn + 1 an m n + 2 an
m +1 m +2
1 z n 1 z n
|rn (z)| ≤ − + − ···
an an mn + 2 an
mn +1 mn +2
1 z 1 R
≤ + + ···
mn + 1 |an | mn + 2 |an |
m +1 2
1 R n
mn + 1 R mn + 1 R
= 1+ + + ···
m n + 1 an mn + 2 an mn + 3 an
mn +1
Since mn +2
< 1 since mn+1 < mn+2
m +1 2
1 R n
R R
|rn (z)| ≤ 1 + + + ···
mn + 1 an an an
m +1 −1
1 R n R
|rn (z)| ≤ 1 − (4.28)
mn + 1 an an
Suppose the series
∞ m +1
X 1 R n
(4.29)
n=1
m n + 1 an
converges it follows from (4.28 ) that rn (z) → 0 as n → ∞ and consequently the
imaginary part of rn (z) lies between −π and π as soon as n becomes sufficiently
P
large. Moreover, by Weirstrass M -test, rn (z) converges absolutely and uniformly
on |z| ≤ R. Hence (4.27) represent analytic function in |z| < R. It remains to show
that the series
∞ mn +1
X 1 R
n=1
mn + 1 |an |
R
can be made convergent ∀R. By choosing mn = n and |an |
< 12 , |an | → ∞ can be
made to hold ∀ sufficiently large n so that,
n+1 n+1 n+1
1 R 1 1 1
< <
n + 1 |an | n+1 2 2
∞
X 1 R n+1 ∞
X 1 n+1
1 a
⇒ < → ( which is converges of 1−r = 12 )
n=1
n |a n | n=1
2 2
149
and convergence of (4.29 ) is ensured because of convergence of geometric series
∞
n+1
1
P
2
. Since R is arbitrary, (4.29 ).
n=1
Converges in the whole plane. If in addition to the points an . z = 0 is also a
zero we have to introduce the factor z m in (4.27 ) and then the infinite product
∞
m
Y z
z 1− epn (z)
n=1
an
defines an entire function. Whose only zeros are at the points 0, a1 , a2 , · · · finally if
f (z) is an arbitrary entire function with prescribed zeros, then f (Z)
∞
Zm 1− az epn (z)
Q
n
n=1
represents entire function, without zeros and must be of the form eg(z) where g(z)
entire function
f (z)
= eg(z)
z
z m Π∞
n=1 1 − an e
pn (z)
m g(z) ∞ z
⇒ f (z) = z e Πn=1 1 − epn (z)
an
z z 1 z 2 1 z mn
m g(z) ∞
f (z) = z e Πn=1 1 − e an + 2 ( an ) +...+ mn ( an )
an
Corollary 3. Every function which is meromorphic in the whole plane is the quo-
tient of 2 entire functions
Proof
Let F (z) be meromorphic functions in the whole plane. By the above theorem, we
can construct an entire function g(z) having its zero at poles of F (z), then product
F (z).g(z) defines an entire function
F (z).g(z) = f (z)
f (z)
F (z) =
g(z)
Genus of canonical product
We have
z z 1 z 2 1 z mn
m g(z)
f (z) = z e Π∞
n=1 1− e an + 2 ( an ) +...+ mn ( an )
an
150
Now the product
∞
Y z z 1 z 2 1 z mn
1− e an + 2 ( an ) +...+ mn ( an )
n=1
an
represents an entire function. We shall choose all mn = each other, then the product
becomes
∞
Y z z 1 z 2 1 z h
1− e an + 2 ( an ) +...+ h ( an )
n=1
an
∞
h+1
R
P
converges for all R provided that |an |
< ∞. Assume that h is small integer
n=1
for which the series converges, then the expression
z z 1 z 2 1 z n+1
∞
Πn=1 1 − e an + 2 ( an ) +...+ n+1 ( an )
an
is the canonical product associated with sequence an and h is called genus of canon-
ical product.
Result:
Represent sin πz in the form of canonical product
Solution:
The zeros of sin πz are z = ±n where n = 1, 2, 3, . . . Here the genus of canonical
product is 1. Since the series ∞
P 1
P∞ 1
n=1 n diverges and n=1 n2 converges so that n = 1
P 1 P 1
is the least integer such that |±n|h+1
= |n|h+1
converges (n 6= 0)
Also z = 0 is a simple zero . Hence we obtain
∞
g(z)
Y z z
sin πz = ze 1− en (4.30)
n=−∞
n
where the prime to the product sign is used to indicate n takes all integral values
except 0.
We now determine g(z);
151
Taking log and diff (4.30 ) we obtain
∞
X z z
log(sin πz) = log z + g(z) + log(1 − ) +
n=−∞
n n
∞ ∞
1 X 1 −1 X 1
π cot πz = + g 0 (z) + z ( ) +
z n=−∞
(1 − n ) n n=−∞
n
∞ ∞
1 X 1 X 1
π cot πz = + g 0 (z) + + (4.31)
z n=−∞
z − n n=−∞ n
note that the term by term differentiation is justified by uniform converges on any
compact set which does not contain z = n
we know that
∞
1 X 1 1
π cot πz = + +
z n=−∞ z − n n
substituting in (4.31 )
g 0 (z) = 0 ⇒ g(z) =constant from(4.30 ) we have
∞
sin πz g(z)
Y z z
=e (1 − )e n
z n=−∞
n
∞
sin πz g(z)
Y z z
π =e (1 − )e n
z n=−∞
n
n6=0
we have
sin πz
lim π =π
z→0 z
∞
Y z z
lim (1 − )e n = 0
z→0
−∞
n
⇒ π = eg(z)
we thus obtain
∞
Y z z
sin πz = πz 1− en (4.32)
−∞
n
n6=0
152
in this representation the factors corresponding to n and −n can be bracketed to-
gether so that
∞
Y z z z −z
sin πz = πz 1− en 1 + en
n=1
n n
∞
z2
Y
= πz 1− 2
n=1
n
153
Chapter 5
Proof. Suppose there exists two analytic functions f1 and f2 such that
f1 (z0 ) = f2 (z0 ) = 0 and f10 (z0 ) > 0 and f20 (z0 ) > 0
f1−1 and f2−1 exist (since f1 and f2 are 1 − 1) it maps |ω| < 1 onto the simply
connected region Ω.
∴ (f1 f2 )−1 defines a mapping of |ω| < 1 onto itself. Such a mapping is given by a
linear transformation. The general form is given by
eiα (ω − ω̄0 )
S(ω) = ω (5.1)
1 − ω̄0
From this, we have the condition S(0) = 0, and S 0 (0) > 0
⇒ ω̄0 = 0
Sub in (5.1 ),
S(ω) = eiα ω
154
If e(iα) = 1 ⇒ S(ω) = ω ∴ S defines an identity mapping.
∴ f1 = f2 .
(ii) |g(z)| ≤ 1 on Ω.
(a) J 6= φ.
To prove (a):
Since Ω is simply connected we can define single valued branch of function h(z) =
√
z − a in Ω. This function does not have opposite value and does not have values
twice.
⇒ h(z) is a univalent function.
Since Ω is open, by open mapping theorem,
h(z) is open and it covers |ω − h(z0 )| < ρ.
Also we know,
155
|ω − h(z0 )| < ρ cannot have intersection with |ω + h(z0 )| < ρ
(i.e)|h(z) + h(z0 )| ≥ ρ contains z.
Put z = z0
ρ
⇒ |2h(z0 )| ≥ ρ ⇒ |h(z0 )| ≥
2
Now we can verify g0 (z) ∈ J :
Consider
ρ |h0 (z)| h(z0 ) h(z) − h(z0 )
g0 (z) = . . ∈J
4 |h(z0 )|2 h0 (z0 ) h(z) + h(z0 )
g0 (z) is univalent since h(z) is univalent and g0 (z0 ) = 0.
Now consider the estimate
h(z) − h(z0 ) h(z) + h(z0 ) − 2h(z0 ) h(z) + h(z0 ) 2h(z0 )
=
h(z) + h(z0 )
= −
h(z) + h(z0 ) h(z) + h(z0 ) h(z) + h(z0 )
2h(z0 )
= 1 −
h(z) + h(z0 )
1 2
≤ |h0 | + |h(z) − h(z0 )| |h(z0 )|
2 2
≤ + |h(z0 )|
ρ ρ
4
= |h(z0 )|
ρ
ρ |h0 (z0 )| |h(z0 )| 4
∴ |g0 (z)| ≤ |h(z0 )|
4 (|h(z0 )|)2 |h0 (z0 )| ρ
g0 (z) ≤ 1
156
To prove (b):
⇒ z 6= z1
∴ f is invariant.
∴ It has maximal derivative.
To prove (c):
To prove: f has required properties
(i.e) To show f takes every value w with |w| < 1
Suppose that f (z) 6= w0 and |w0 | < 1
157
q
f (z)−w0
Since Ω is simply connected. We can define a single valued branch φ(z) = 1−w0 f (z)
s s
f (z1 ) − w0 f (z2 ) − w0
⇒ =
1 − w0 f (z1 ) 1 − w0 f (z2 )
(f (z1 ) − ω0 )(1 − ω̄0 f (z2 )) = (f (z2 ) − ω0 )(1 − ω̄0 f (z1 ))
⇒ f (z1 ) − f (z2 ) = 0
(Since|ω0 | < 1)
f (z1 ) = f (z2 )
⇒ z1 = z2
(Sincef is univalent)
∴ φ is Univalent.
Next our aim is to show that φ(z)| ≤ 1
f (z) − ω0
2
|φ(z)| =
= |f (z) − ω0 |
1 − ω̄0 f (z) |1 − ω̄0 f (z)|
Now
158
To normalise the function f consider a new function G(z)
|φ0 (z0 )| φ(z) − φ(z0 )
G(z) = (5.2)
φ(z0 ) 1 − φ̄(z0 )φ(z)
G is univalent and also G(z0 ) = 0
Differentiate G(z) with respect to z
|φ0 (z0 )| (1 − φ̄(z0 )φ(z))φ0 (z) − (φ(z) − φ(z0 ))(−φ̄(z0 )φ0 (z))
G0 (z) =
φ(z0 ) (1 − φ̄(z0 )φ(z))2
|φ0 (z0 )| φ0 (z) − φ(z0 )φ0 (z0 )φ̄(z0 )
=
φ(z0 ) (1 − φ̄(z0 )φ(z))2
|φ0 (z0 )| φ0 (z0 )(1 − φ(z)φ̄(z0 ))
=
φ(z0 ) (1 − φ̄(z0 )φ(z))2
Then
|φ0 (z0 )| φ0 (z0 )
G0 (z) = . (5.3)
φ(z0 ) 1 − |φ(z0 )|2
From definition φ(z),
s
f (z0 ) − ω0 ) √
φ(z0 ) = = −ω0 since f (z0 ) = 0
1 − ω¯0 f (z0 )
|φ(z0 )|2 = |ω0 |
1 1
φ0 (z0 ) = (−ω0 )− 2 f 0 (z0 )(1 − |ω0 |2 )
2
Since f 0 (z0 ) = B,
B
φ0 (z0 ) = √ (1 − |ω0 |2 ) > B
2 −ω0
∴ G(z) becomes
∴ G0 (z) > B
159
which is a contradiction since B is the maximal derivative because f (z) is analytic
and has the maximal derivative at z0 . This contradiction proves ∀ω0 with |ω0 | < 1,
f (z) defines 1 − 1 mapping of simply connected region Ω into disc |ω| < 1.
Boundary behaviour:
The Jordan curve (simple, closed) divides the plane into exactly 2 regions, The
one is bounded and other unbounded. The bounded region is Jordan region. we
assume that f defines a conformal mapping of Ω onto another region Ω0 . If Ω and
Ω0 are Jordan regions, then f can be extended to a topological mapping of closure
of Ω onto closure of Ω0 .
Definition: 29. Let Ω be a region and {zn } is a sequence in Ω. we say that {zn }
tents to boundary of Ω (or) zn → ∂Ω if the points zn ultimately stay away from each
point of Ω.
∴ Given z ∈ Ω ∃ > 0 and n0 ∈ N 3 |z − zn | ≥ for n 6= n0
Result:
zn ∈
/ k for n ≥ M
160
Analytic Arcs:
The complex function φ(t) defined in a < t < b is said to be real analytic if ∀ t0 , a <
t0 < b
1
φ(t) = φ(t0 ) + φ0 (t0 )(t − t0 ) + (t − t0 )2 φ00 (t0 ) + · · ·
2!
where it converges in some interval (t0 − ρ, t0 + ρ) for ρ > 0.
Definition: 32. Let Ω be a region such that ∂Ω contains a line segment γ, with
parametric equation γ(t) = (1 − t)ζ + t, t ∈ (0, 1). we say γ is free boundary arc if
for every ζ ∈ γ and sufficiently small r > 0, we have
hence the 2 open half discs say H1 and H2 determined by diameter does not
intersect ∂Ω, then we have 2 possible cases:
• H1 ⊂ Ω and H2 ⊂ Ωc
• H1 ⊂ Ω and H2 ⊂ Ω
• if one of 2 half open disc determined by diameter of B(ζ, r) lies in Ω and the
other half disc lies in Ωc , then ζ is a one-sided free boundary point of Ω.
161
• If both half open discs determined by diameter of B(ζ, r) lie in Ω, then ζ is a
2-sided boundary point of Ω.
• ζ is a one-side free boundary point of Ω for all ζ ∈ γ iff γ is a one- side free
boundary arc.
• ζ is 2-side boundary point of Ω for all r ∈ γ iff γ is 2-side free boundary arc.
⇒ αk π + βk π = π
⇒ αk + βk = 1 ∴ βk = 1 − αk
and also
β1 π + · · · + βn π = 2π
Xn
∴ βk = π
k=1
The polygon is said to convex iff all βk ≥ 0.
Proof. Let Ω bounded, simply connected region whose boundary is a closed polygons
with interior angles αk π(k = 1, 2, · · · n) We know that a mapping f (z) can be
extended by continuity to any side of polygon and that each side is mapping in
1 − 1 onto arc of the unit circle.
162