Analytic Function Project
Analytic Function Project
A function that can be locally represented by power series. Such functions are usually divided
into two important classes: the real analytic functions and the complex analytic functions, which
are commonly called holomorphic functions. This entry concerns the latter: the reader is
referred to Real analytic function for the first class.
The exceptional importance of the class of analytic functions is due to the following reasons.
First, the class is sufficiently large; it includes the majority of functions which are encountered in
the principal problems of mathematics and its applications to science and technology. Secondly,
the class of analytic functions is closed with respect to the fundamental operations of arithmetic,
algebra and analysis. Finally, an important property of an analytic function is its uniqueness:
Each analytic function is an "organically connected whole" , which represents a "unique"
function throughout its natural domain of existence. This property, which in the 18th century
was considered as inseparable from the very notion of a function, became of fundamental
significance after a function had come to be regarded, in the first half of the 19th century, as an
arbitrary correspondence. The theory of analytic functions originated in the 19th century,
mainly due to the work of A.L. Cauchy, B. Riemann and K. Weierstrass. The "transition to the
complex domain" had a decisive effect on this theory. The theory of analytic functions was
constructed as the theory of functions of a complex variable; at present (the 1970's) the theory of
analytic functions forms the main subject of the general theory of functions of a complex
variable.
Contents
1 Analytic functions of one complex variable
1.1 Complex differentiability
1.2 Cauchy-Riemann equations
1.3 Power series expansion
1.4 Cauchy integral formula
1.5 Unique continuation
1.6 Singularities and Laurent series
1.6.1 Residues
1.6.2 Meromorphic functions
1.7 Entire functions
1.7.1 Weierstrass and Mittag-Leffler Theorems
1.8 Conformality and Riemann's mapping theorem
1.9 Harmonic functions
1.10 Analyticity on non-open domains
1.11 Analytic continuation and Riemann surfaces
2 Analytic functions of several complex variables.
2.1 Complex differentiability
2.1.1 Cauchy-Riemann system
2.1.2 Hartogs' theorem
2.2 Power series
2.3 Weierstrass preparation theorem
2.3.1 Analytic varieties
2.4 Cauchy's integral theorem
2.5 Integral representations
2.5.1 Martinelli-Bochner formula
2.5.2 Leray formula
2.6 Hartog's extension theorem
2.7 Multi-dimensional residues
2.8 Domains of holomorphy
2.8.1 Plurisubharmonic functions
2.8.2 Envelope of holomorphy
2.9 Stein manifolds
2.10 Cousin problems
3 Further developments
4 References
Complex differentiability
Let D be a domain (that is, an open set) in the complex plane C . If to each point z ∈ D there has
been assigned some complex number w , then one says that on D a (single-valued) function f of
the complex variable z has been defined and one writes: w = f (z), z ∈ D (or f : D → C ). The
function w = f (z) = f (x + iy) may be regarded as a complex function of two real variables x
and y , defined in the domain D ⊂ R2 (where R2 is the Euclidean plane). To define such a
function is tantamount to defining two real functions
Having fixed a point z ∈ D , one gives z the increment Δz = Δx + iΔy (such that
z + Δz ∈ D ) and considers the corresponding increment of the function f :
as Δz → 0 , or in other words, if
Δf (z)
lim = A (3)
Δz→0 Δz
Cauchy-Riemann equations
One may compare the concepts of differentiability of f , considered as a function of two real
variables variables, and its complex differentiability. In the former case the differential df ,
which is a linear map from R2 to C has the form
∂f ∂f
dx + dy, (5)
∂x ∂y
where
∂f ∂ϕ ∂ψ ∂f ∂ϕ ∂ψ
= +i , = +i , (6)
∂x ∂x ∂x ∂y ∂y ∂y
are the partial derivatives of f . Passing from the independent variables x, y to the variables
z, z , which may formally be considered as new independent variables, related to the old ones by
¯
¯¯
the equations z = x + iy , z̄¯¯ = x − iy (from this point of view, the function f may also be
written as f (z, z̄¯¯) ) and expressing dx and dy in terms of dz and dz̄¯¯ according to the usual rules
of differential calculus, one can write df in its complex form:
∂f ∂f
¯
¯
df = dz + dz̄ (7)
¯
¯
∂z ∂z̄
where
∂f 1 ∂f ∂f ∂f 1 ∂f ∂f
= ( −i ), = ( +i ), (8)
¯
¯
∂z 2 ∂x ∂y ∂z̄ 2 ∂x ∂y
are the (formal) derivatives of f with respect to z and z̄¯¯, respectively. It is seen, accordingly, that
f is complex differentiable if and only if it is differentiable in the sense of R2 and df turns out
to be a linear map from C → C . This is the case if and only if the equation ∂f /∂z̄¯¯ = 0 is
satisfied, which in expanded form may be written as
∂ϕ ∂ψ ∂ψ ∂ϕ
= = − . (9)
∂x ∂y ∂x ∂y
Remarkably, without any further assumptions than differentiability and using just the fact that
the identities (9) holds everywhere, it is possible to show that holomorphic functions are
extremely regular. In particular the complex derivative f ′ can be proved to be itself an
holomorphic function. This fact, applied recursively, implies that f is infinitely differentiable, in
fact infinitely complex-differentiable, and justifies the notation f (n) (z0 ) for the n -th complex
derivative of f at the point z0 . Moreover, for every point z0 in its domain of definition there is a
neighbourhood U of this point in which f may be represented by a power series:
n
f (z) = ∑ an (z − z0 ) ∀z ∈ U (10)
(where we are using two conventions which will hold through the rest of this entry: 00 is set to
be 1 and when we write (10) we implicitly assume that the right hand side of (10) converges at
every point where the identity holds). It can indeed be shown that (10) is the Taylor series of f
at the point z0 , namely that
(n)
f ( z0 )
an =
n!
and hence that the power series takes the well-known form
(n)
f ( z0 )
n
f (z) = ∑ (z − z0 ) . (11)
n!
n
′ n−1
f (z) = ∑ nan (z − z0 ) .
In particular the two notions of holomorphy and complex analyticity are equivalent.
Cauchy integral formula
One other characteristic of an analytic function is connected with the notion of path integration.
The integral of a function f = ϕ + iψ along an (oriented rectifiable) arc γ parametrized by
z : [α, β] → C may be defined by the formula:
β
′
∫ f (z) dz := ∫ f (z(t)) z (t) dt
γ α
A key result in the theory of analytic functions is Cauchy's integral theorem: If f is holomorphic
in a domain D then
∫ f (z) dz = 0 (12)
γ
for any closed curve γ bounding a domain inside D (hence for any closed curve when D is
simply connected). The converse result, Morera's theorem, is also true: If f : D → C is
continuous on an open domain D and if (12) holds for any curve γ which bounds a domain in D ,
then f is holomorphic in D . In particular, in a simply-connected domain, those and only those
continuous functions f are analytic, whose integral along any closed curve γ is zero (or, which is
the same thing, the integral along any curve γ connecting two arbitrary points p and q does
depend only on the points p and q themselves and not on the shape of the curve). This
characterization of analytic functions forms the basis of many of their applications.
Cauchy's integral theorem yields Cauchy's integral formula, which expresses the values of an
analytic function inside a domain in terms of its values on the boundary. More precisely, if D is
an open domain whose boundary consists of a finite number of non-intersecting rectifiable
curves (oriented positively with respect to D ) and f : D → C is holomorphic, then
1 f (ζ )
f (z) = ∫ dζ ∀z ∈ D . (13)
2πi ∂D
ζ −z
This formula makes it possible, in particular, to reduce the study of many problems connected
with analytic functions to the corresponding problems for a very simple function — the Cauchy
kernel ζ−z
1
(where ζ ∈ ∂D and z ∈ D ). For more details see Integral representation of an
analytic function.
Unique continuation
An important role in the theory of analytic functions is played by the points at which the
function cannot be prolonged — the so-called singular points of the analytic function. Here, only
isolated singular points of (single-valued) analytic functions are considered; for more details cf.
Singular point. If f is an holomorphic function function in a punctured disk
D := {z : 0 < |z − z0 | < r} , then f may be expanded there in a Laurent series
n
f (z) = ∑ an (z − z0 ) , (14)
n=−∞
which contains, as a rule, not only positive but also negative powers of z − z0 (the order of the
summation in (14) does not play any role, since the series converges absolutely and uniformly
on any compact region of D ). The sum of the terms of the Laurent series for n corresponding to
the negative indices,
−1
n
∑ an (z − z0 )
n=−∞
is known as the principal part of the Laurent series (or of the function f ) at the point z0 . This
principal part determines the nature of the singularity of f at z0 .
If there are no terms with negative powers, then z0 is a removable singularity, namely if we
define f (z0 ) = a0 , then such extension is indeed holomoprhic in the whole disk {|z − z0 | < r} .
A removable singularity can be characterized by the fact that the original function f is bounded
in some punctured neighborhood {0 < |z − z0 | < ρ} . If the Laurent series of the function
contains only a finite number of terms with negative powers of (z − z0 ) , namely it takes the
form
∞
n
f (z) = ∑ an (z − z0 ) (15)
n=−μ
for some μ > 0 with aμ ≠ 0 , then the point z0 is called a pole of f (of multiplicity, or order, μ );
a pole z0 is characterized by
lim |f (z)| = ∞ .
z→z0
The function f has a pole at the point z0 if and only if the function 1
can be extended to an
f
f
. If the
Laurent series contains an infinite number of negative powers of z − z0 (that is an ≠ 0 for an
infinite set of negative indices n ), then z0 is called an essential singularity; at such points there is
no finite and no infinite limit for f .
Residues
The coefficient a−1 in the Laurent series for f with centre at the isolated singular point z0 is
called the residue of f at z0 :
1
res [f (z); z = z0 ] = ∫ f (z) dz
2πi γ
where γ = {|z − z0 | = ρ} and ρ is sufficiently small (so that the disc {|z − z0 ≤ ρ} does not
contain singular points of f other than z0 ). The important role of residues is made clear by the
following theorem: If f is an analytic function in a domain G, except for some set of isolated
singular points, if γ ⊂ G is a contour bounding a domain D ⊂ G and not passing through any
singular points of f , and if z1 , … , zk are all the singular points of f which are contained in D ,
then
This theorem is an effective tool in calculating integrals. See also Residue of an analytic function.
Meromorphic functions
Functions which are representable as a quotient of two functions that are holomorphic in a
domain D are called meromorphic in the domain D . A function f which is meromorphic in a
domain is holomorphic in that domain, except possibly at a discrete set of points (that are
therefore finitely or countably many) which all turn out to be poles of f ; at the poles the values
of a meromorphic function are considered to be infinite. If such values are allowed, then
meromorphic functions in a domain D may be defined as functions that in a neighbourhood of
each point z0 can be represented by a Laurent series in z − z0 with a finite number of terms
involving negative powers of z − z0 (depending on z0 ).
Both holomorphic and meromorphic functions in a domain D are often designated as analytic in
the domain D . In this a case holomorphic functions are also said to be regular analytic or simply
regular functions.
Entire functions
The simplest class of analytic functions consists of those which are holomorphic in the whole
plane, which are called entire functions. Each entire function can be represented by a single
series
n
∑ an z
which is convergent in the whole plane. This fact is a particular case of a more general result,
which is a consequence of Cauchy's integral formula. More precisely, if f is holomorphic in a
domain D and ∑n an (z − z0 )n is the power series expansion in a neighborhood of z0 , then the
series converges in any open disc centered at z0 which is contained in D (and therefore f
coincides with the power series on each such disk).
Notable examples of entire functions are the polynomials, the exponential and the trigonometric
sine and cosine functions:
n
z
z
e = ∑
n!
n
iz −iz 2n+1
e −e z
n
sin z = = ∑(−1)
2i (2n + 1)!
n
iz −iz 2n
e +e z
n
cos z = = ∑(−1) .
2 (2n)!
n
Weierstrass' theorem states that, for any sequence of complex numbers zn without limit points
in c, there exists an entire function f such that {zn : n ∈ N} = {f = 0} . Moreover, if there are
no repetitions in the sequence and {μn } is a sequence of positive natural numbers, then f can
be chosen so that it vanishes at each zn with order μn . Such function f may be represented as a
(generally infinite) product of entire functions each one having only one zero.
Functions that are meromorphic in the plane, i.e. that may be represented as quotients of entire
functions), are called meromorphic functions. These include rational functions, tan z = cos
sin z
z
,
elliptic functions, etc.
According to Mittag-Leffler's theorem, for any sequence {zn } ⊂ C of distinct points without
limit points in C and for each sequence of (nonconstant) polynomials {Pn }, there exists a
meromorphic function f which has poles only at the points {zn } and such that for each n the
principal part of its Laurent series at zn coincides with Pn ((z − zn )−1 ). The function f may be
represented as a (usually infinite) sum of meromorphic functions, each with one single pole in
C.
f (D), whose inverse is also holomorphic. Riemann's mapping theorem, which is the
fundamental theorem in the theory of conformal mappings, says that on any simply connected
domain D whose boundary contains more than one point there exist univalent analytic
functions which map D onto a disc or a half-plane.
Harmonic functions
The real and imaginary parts of a function f which is holomorphic in a domain D satisfy the
Laplace equation in that domain:
2 2
∂ g ∂ g
Δg = + = 0
2 2
∂x ∂y
i.e. they are harmonic functions. Two harmonic functions which are connected by the Cauchy–
Riemann equations (and hence are the real and imaginary parts of a single holomorphic
function) are called conjugate. In a simply-connected domain D any harmonic function ϕ has a
conjugate function ψ and is thus the real part of some holomorphic function f in D .
The connections with conformal mappings and harmonic functions form the basis of many
applications of the theory of analytic functions.
All the preceding refers to "single-valued" analytic functions f , considered in a given domain D
(or on a given set E) of the complex plane. In considering the possible extension of a function f ,
as an analytic function, to a larger domain, one arrives at the concept of the analytic function
considered as a whole, i.e. throughout its whole natural domain of existence. If the function is
thus extended, its domain of analyticity becomes larger, and may overlap itself, supplying new
values of the function at points in the plane where it already was defined. Accordingly, an
analytic function considered as a whole is generally multi-valued. Many problems in analysis
(inversion of a function, the determination of a primitive and the construction of an analytic
function with a given real part in multiply-connected domains, the solution of algebraic
equations with analytic coefficients, etc.) require the study of multi-valued functions; such
functions include √z, ln z, arcsin z, arctan z, algebraic functions, etc.
n
A regular process which yields the complete analytic function, considered throughout its natural
domain of existence, was proposed by Weierstrass; it is known as Weierstrass' method of
analytic continuation.
The initial concept is that of an element of an analytic function, viz. a power series with a non-
zero radius of convergence. Such an element W0 :
n
∑ an (z − z0 ) (16)
n
∑ bn (z − z1 ) (17)
The totality of all elements which may be obtained by analytic continuation of an element W0
forms the complete analytic function (in the sense of Weierstrass) generated by W0 ; the union of
their discs of convergence represents the (Weierstrass) domain of existence of this function. It
follows from the uniqueness theorem for analytic functions that an analytic function in the sense
of Weierstrass is completely determined by the given element W0 . The initial element may be
any other element belonging to this function; the complete analytic function will not be affected.
A complete analytic function f , considered as a function of the points in the plane belonging to
its domain of existence D , is generally multi-valued. In order to eliminate this feature, f is
considered not as a function of the points in the plane domain D , but rather as a function of the
points on some multi-sheeted surface R (lying above D ) such that to each point of D correspond
as many points of the surface R (projecting onto the given point of D ) as there are different
elements with centre at this point in the complete analytic function f (see also Covering); on the
surface R the function f becomes single-valued. The idea of passing to such surfaces is due to
Riemann, and the surfaces themselves are known as Riemann surfaces. The abstract definition
of the notion of a Riemann surface has made it possible to replace the theory of multi-valued
analytic functions by the theory of single-valued analytic functions on Riemann surfaces.
Now fix a domain Δ belonging to the domain of existence D of the complete analytic function f ,
and fix some element W of f with centre at a point in Δ . The totality of all elements which may
be obtained by analytic continuation of W by means of chains with centres belonging to Δ is
called a branch of the analytic function f . A branch of a multi-valued analytic function may turn
out to be a single-valued analytic function in the domain Δ (this is indeed always the case when
Δ is simply connected). Thus, arbitrary branches of the functions √z and ln z which correspond
n
to an arbitrary simply-connected domain not containing the point 0, are single-valued functions.
The function √z has exactly n different branches in such a domain, while ln z has an infinite set
n
of such branches. The selection of single-valued branches (using some cuts in the domain of
existence) and their study by the theory of single-valued analytic functions constitute one of the
principal methods of studying specific multi-valued analytic functions.
k=1
1
Obviously C = C . The complex differs from the 2n-dimensional Euclidean space R2n by a
certain asymmetry: on passing from R2n to Cn (i.e. on introducing a complex structure in R2n ),
the coordinates are subdivided into pairs which appear in the complex combinations
zk = xk + iyk .
Complex differentiability
n n
∂f ∂f
df | = ∑ ( z0 ) dzk + ∑ ( z0 ) dz̄ k (19)
z0
∂zk ∂z̄ k
k=1 k=1
∂f ∂f
Here dzk := dxk + idyk and dz̄ k = dxk − idyk , whereas ∂zk
and are defined as in the 1-
∂z̄ k
∂f 1 ∂f ∂f ∂f 1 ∂f ∂f
( z0 ) = ( ( z0 ) − i ( z0 )) ( z0 ) = ( ( z0 ) + i ( z0 )) .
∂zk 2 ∂xk ∂yk ∂z̄ k 2 ∂xk ∂yk