BASIC COMPLEX ANALYSIS

OF ONE VARIABLE

Anant R. Shastri
Department of Mathematics
Indian Institute of Technology, Bombay

And the detailed exposition can no less obfuscate than the overly terse. — J.Kepler
 i

Under construction
ii
Preface

Every mathematics student has to learn complex analysis. In fact every mathematics
teacher should teach a course in complex analysis at least once. However, every mathe-
matics teacher need not write a book on complex analysis too. Nevertheless, here is yet
another book on this topic and I offer no justification for it.
This book is intended as a text/reference book for a first course in complex analysis
(of duration one year or two semesters) for M. Sc. students in Indian universities and
institutes of technologies. It is suitable for students who have learnt to deal with basic
set theoretic and ǫ − δ arguments. I assume that the student has been exposed to
basic differential and integral calculus of one real variable. It is also desirable that the
student is exposed to some calculus of two variables, though, strictly speaking this is
not necessary. I hope that as the course proceeds, the student acquires more and more
sophistication.
This book is the outcome of the lecture notes for the courses that I have taught at
our department to M. Sc. students. In our department we teach roughly the material
in the first seven chapters in the first semester with three hours of lecture and one hour
tutorial per week, as a compulsory course. The last three chapters can be covered in a
leisurely fashion in a semester with three hours a week, as an elective course. However,
it is also possible to adopt a slightly different order of presenting this material. For
instance, material in chapter 3, can be postponed until you come to chapter 9. On the
other hand, most of the material in chapter 8 can be covered immediately after chapter
4.
I have tried to keep a dialogue style as far as possible. Throughout the book, I have
tried to remember my own difficulties as a student. A student who wants to learn from
this book should try to answer the questions that are being asked from time to time
and then proceed. Also, she should pause and reflect every time phrases such as ‘it is
obvious’, or ‘it follows’ are used, to see whether this really is so. For instance, when I am
saying that something is obvious and it is not at all obvious to her, she should perhaps

iii
iv Preface

re-read the material just before or some relevant topic that has been covered before.
Generally, comments which are inside square brackets are meant for students who are
above average or those who have a better background. The subsequent materials do
not depend upon them. Enough exercises have been included to take care of students
of various calibre. Some of them have been marked with a star, not to discourage the
student from trying it but to tell her that even if she does not get it at the first attempt,
it is alright. Of course some of them may need several attempts and the students may
not have so much time to devote. In any case, hints and solutions are given to almost
all exercises, so that the student can compare her answers with them.

There cannot be anything new to say in such a widely used elementary topic. I
have freely borrowed materials from several standard books, a bibliography of which
has been included. There are many other books worth mentioning as good books but I
have not borrowed anything from them. For instance, the choice of topics is almost a
subset of those in Ahlfors’s book, which has influenced me to a great extent. Three other
books that I really liked are [P-L], [S] and [R]. I wrote down the material in section 3.5,
and later on was very happy to read similar exposition in Remmert’s book, the English
addition of which had come to our library just then.

During the past five years, ever since I latexed my lecture notes, I have received
impetus and help from several quarters in converting these notes into a book. It all
began with the typical query by several of my students: ‘Sir, are you going to write a
book?.....why not?’ Prof. M. G. Nadkarni, Prof. M. S. Narasimhan, Prof. C. S. Seshadri,
Prof. K. Varadarajan etc. have put in a lot of encouraging words. My wife Parvati was
first to go through those primitive notes and gave me a vague idea of the kind of task
before me. Prof. R. R. Simha and Prof. R. C. Cowsik have offered many valuable
comments apart from encouragement. Indeed, apart from providing troubleshooting
suggestions with latex, Cowsik went through the pre-final version and has corrected
several mathematical , grammatical and typographical errors. (The author is solely
responsible for whatever errors still persist, despite this.) I am indebted to all these
people and many more.

During the summer of 1995, I spent three months at Inter-national Centre for Theo-
retical Physics, Trieste, out of which about a month I spent enlarging and polishing the
notes. Because of the excellent facilities and environment there and the free time one
gets, I could do a lot in that single month. Above all, it was quite enjoyable. I would
like to mention that the final conversion of the lecture notes into the book form was
Preface v

carried out under the Curricular Development Programme of my institute.

vi Preface

Preface to the II-edition

It gives me great pleasure to place this thoroughly revised edition of my book, though
somewhat belatedly.
This edition contains more than 470 pages as compared to 300 pages in the first
edition. Besides bringing further clarity in the presentation by reorganizing the material,
I have added quite a bit of new material such as the homotopy version of Cauchy’s
theorem, Runge’s theorem and a whole chapter on periodic functions culminating into
proof of Picard theorems. Throughout I have added more exercises also. In few places
I have cut down some material as well.
Other things I have said in the preface to the first edition is valid for this edition as
well. This edition contains enough material for a first course (one year or equivalently
two semesters) in complex analysis at M. Sc. level at Indian universities and institutions.
One of the new features of this edition is that part of the book can be fruitfully used
for a semester course for Engineering students, who have a good calculus background.
Look at the dependence tree to decide your route. I have myself followed :

(chapter.section) 1.1-1.17; 2.1-2.4; 3.1, 3.5, 3.6, 3.7; 4.1, 4.2, 4.4-4.10; 5.1-5.7; 6.1-
6.6.

My sincere thanks are due to many colleagues, friends and students who have offered
comments which has helped in improving this edition. I should especially mention R. R.
Simha, S. S. Bhoosnurmath, Gowri Navada, Goutam Mukherjee who have meticulously
gone through one or the other version of this manuscript listing out typos, raising objec-
tions and offering suggestions. I had several opportunities to teach this material at the
ATM Schools of National Board for Higher education organized by various persons at
various locations such as Bhaskaracharya Pratisthan, DEparment of Mathematics Delhi
University etc. I have benefited from interaction with college teachers and research
students who participated in these schools.
However, I am solely responsible for whatever inaccuracies still persist and will hap-
pily receive reports of any such and promise pos the corrections on my website. The
process of revision had started right from the day I received the author’s copies of the
I edition. It is said that you never finish writing a book but you abandon it at some
stage. The same seems to apply to revising a book as well.
Preface vii

A. R. Shastri
Spring, 2010
viii Preface
Contents

Preface iii

1 Basic Properties of Complex Numbers 1

1.1 Arithmetic of Complex Numbers . . . . . . . . . . . . . . . . . . . . . . 1
1.2 *Why the Name Complex . . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.3 Geometry of Complex Numbers . . . . . . . . . . . . . . . . . . . . . . . 15
1.4 Sequences and Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
1.5 Topological Aspects of Complex Numbers . . . . . . . . . . . . . . . . . 38
1.6 Path Connectivity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
1.7 *Connectivity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 52
1.8 *The Fundamental Theorem of Algebra . . . . . . . . . . . . . . . . . . . 57
1.9 Miscellaneous Exercises to Ch. 1 . . . . . . . . . . . . . . . . . . . . . . 61

2 Complex Differentiability 67
2.1 Definition and Basic Properties . . . . . . . . . . . . . . . . . . . . . . . 67
2.2 Polynomials and Rational Functions . . . . . . . . . . . . . . . . . . . . . 71
2.3 Analytic Functions: Power Series . . . . . . . . . . . . . . . . . . . . . . 75
2.4 The Exponential and Trigonometric Functions . . . . . . . . . . . . . . . 88
2.5 Miscellaneous Exercises to Ch. 2 . . . . . . . . . . . . . . . . . . . . . . 97

3 Conformality 99
3.1 Cauchy–Riemann Equations . . . . . . . . . . . . . . . . . . . . . . . . . 99
3.2 *Review of Calculus of Two Real Variables . . . . . . . . . . . . . . . . . 102
3.3 *Cauchy Derivative (Vs) Frechet Derivative . . . . . . . . . . . . . . . . 111
3.4 *Formal Differentiation and an Application . . . . . . . . . . . . . . . . . 115
3.5 Geometric Interpretation of Holomorphy . . . . . . . . . . . . . . . . . . 117
3.6 Mapping Properties of Elementary Functions . . . . . . . . . . . . . . . . 122

ix
x CONTENTS

3.7 Fractional Linear Transformations . . . . . . . . . . . . . . . . . . . . . . 126

3.8 The Riemann Sphere . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 136
3.9 Miscellaneous Exercises to Ch. 3 . . . . . . . . . . . . . . . . . . . . . . 141

4 Contour Integration 147

4.1 Definition and Basic Properties . . . . . . . . . . . . . . . . . . . . . . . 147
4.2 Existence of Primitives . . . . . . . . . . . . . . . . . . . . . . . . . . . . 159
4.3 Cauchy-Goursat Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . 163
4.4 * Cauchy’s Theorem via Green’s Theorem . . . . . . . . . . . . . . . . . 169
4.5 Cauchy’s Integral Formulae . . . . . . . . . . . . . . . . . . . . . . . . . 173
4.6 Analyticity of Complex Differentiable Functions . . . . . . . . . . . . . . 176
4.7 A Global Implication: Liouville . . . . . . . . . . . . . . . . . . . . . . . 180
4.8 Mean Value and Maximum Modulus . . . . . . . . . . . . . . . . . . . . 182
4.9 Harmonic Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 184
4.10 Application to Potential Theory . . . . . . . . . . . . . . . . . . . . . . . 194
4.11 Miscellaneous Exercises to Ch. 4 . . . . . . . . . . . . . . . . . . . . . . 200

5 Zeros and Poles 203

5.1 Zeros of Holomorphic Functions . . . . . . . . . . . . . . . . . . . . . . . 203
5.2 Open Mapping Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . 207
5.3 Singularities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 208
5.4 Laurent Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 220
5.5 Residues . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 228
5.6 Winding Number . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 231
5.7 The Argument Principle . . . . . . . . . . . . . . . . . . . . . . . . . . . 237
5.8 Miscellaneous Exercises to Ch. 5 . . . . . . . . . . . . . . . . . . . . . . 241

6 Application to Evaluation of Definite Real Integrals 243

6.1 Trigonometric Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . 244
6.2 Improper Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 245
6.3 Jordan’s Inequality . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 249
6.4 Bypassing a Pole . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 251
6.5 Inverse Laplace Transforms . . . . . . . . . . . . . . . . . . . . . . . . . 253
6.6 Branch Cuts or Keyhole Integrals . . . . . . . . . . . . . . . . . . . . . . 256
6.7 Two Applications: Error Function and Gauss Sum . . . . . . . . . . . . . 259
CONTENTS xi

6.8 Miscellaneous Exercises to Ch. 6 . . . . . . . . . . . . . . . . . . . . . . 264

7 Local And Global Properties 267

7.1 Schwarz’s Lemma . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 267
7.2 Local Mapping . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 271
7.3 Homotopy and Simple Connectivity . . . . . . . . . . . . . . . . . . . . . 275
7.4 Homology Form of Cauchy’s Theorem . . . . . . . . . . . . . . . . . . . . 281
7.5 Miscellaneous Exercises to Ch. 7 . . . . . . . . . . . . . . . . . . . . . . 287

8 Convergence in Function Theory 291

8.1 Sequences of Holomorphic Functions . . . . . . . . . . . . . . . . . . . . 291
8.2 Convergence Theory for Meromorphic Functions . . . . . . . . . . . . . . 295
8.3 Partial Fraction Development of π cot πz. . . . . . . . . . . . . . . . . . . 298
8.4 Mittag-Leffler Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . 301
8.5 Infinite Products . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 304
8.6 Runge’s Approximation Theorem . . . . . . . . . . . . . . . . . . . . . . 310
8.7 The Gamma Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . 320
8.8 Stirling’s Formula . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 322
8.9 Extension of Zeta Function . . . . . . . . . . . . . . . . . . . . . . . . . . 329
8.10 Normal Families and Equicontinuity . . . . . . . . . . . . . . . . . . . . . 334
8.11 Uniformization: Riemann Mapping Theorem . . . . . . . . . . . . . . . . 337

9 Dirichlet’s Problem 343

9.1 Mean Value Property . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 343
9.2 Harnack’s Principle: . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 346
9.3 Subharmonic Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 349
9.4 Perron’s Solution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 354
9.5 Green’s Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 359
9.6 Another Proof of Riemann Mapping Theorem . . . . . . . . . . . . . . . 361
9.7 Multi-connected Domains . . . . . . . . . . . . . . . . . . . . . . . . . . 364
9.8 Miscellaneous Exercises to Ch. 9 . . . . . . . . . . . . . . . . . . . . . . 372

10 PERIODIC FUNCTIONS 375

10.1 Singly Periodic Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . 375
10.2 Doubly Periodic Function . . . . . . . . . . . . . . . . . . . . . . . . . . 379
10.3 Weierstrass’s Construction . . . . . . . . . . . . . . . . . . . . . . . . . . 382
xii CONTENTS

10.4 Structure Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 384

10.5 The Fundamental Relation . . . . . . . . . . . . . . . . . . . . . . . . . . 386
10.6 The Elliptic Curve . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 390
10.7 The Canonical Basis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 392
10.8 The Modular Function λ . . . . . . . . . . . . . . . . . . . . . . . . . . . 397
10.9 Picard Theorems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 405

Hints and Solutions 413

Bibliography 475
 Dependence Tree

1.2 o 1.13 / 1.3 / 1.8

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4.10 o 4.9 o 4.8 DRo RR 4.7
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8.2 FF 7.2 5.2 / 5.3
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9.1 8.3 8.4 7.3 5.5 o 5.4

     
9.2 8.5 8.10 8.6 o 7.4 5.6

   
9.3 8.7 8.11 o ll 5.7 F
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xiv CONTENTS
List of Symbols

Symbols Section no. Symbols Section no.

R 1.1 R2 1.1
C 1.1 ℜ(z) 1.1
ℑ(z) 1.1 N 1.2
Rn 1.5 Br (x) 1.5
B r (x) 1.5 S1 1.8
C[z] 2.2 C(z) 2.2
K 2.3 K[[t]], 2.3
exp 2.4 Cr 3.2
∂ ∂
C∞ 3.2 , 3.4
∂z ∂ z̄
∇2 3.4 H 3.6
GL(2, C) 3.7 D 3.7
S2 3.8 b
C 3.8
P1 (C). 3.3 H(Ω) 5.1
M(Ω) 5.2 Ra (f ) = Resa (f ) 5.3
A(a; r1, r2) 5.3 η(γ, z0) 5.5
X∞
L(f ) 6.5 e 8.2
−∞
X′
℘ 11.3 11.5
γ
Chapter 1

Basic Properties of Complex

Numbers

1.1 Arithmetic of Complex Numbers

We shall denote the set of real numbers by R. The set of all ordered pairs (x, y) of real
numbers x, y will be denoted by R2 . Recall that two ordered pairs (x1 , y1 ), (x2 , y2 ) are
equal to each other iff x1 = x2 , and y1 = y2 .
On R2 , we define the operation of addition and multiplication by the rules:

(x1 , y1 ) + (x2 , y2 ) = (x1 + x2 , y1 + y2 )

(1.1)
(x1 , y2 )(x2 , y2 ) = (x1 x2 − y1 y2 , x1 y2 + y1 x2 ).

We call the set of all ordered pairs of real numbers together with these two arithmetic
operations the set of ‘complex numbers’ and denote it by C. Thus, a complex number
is a member of C. They will be denoted by symbols such as z, w etc.. If z = (x, y) is a
complex number then

ℜ(z) := x; ℑ(z) := y (1.2)

are respectively called the real part and imaginary part of z. Verify that this addition
and multiplication in C follow various rules of arithmetic such as:
(Ai) (x1 , y1 ) + (x2 , y2 ) = (x2 , y2) + (x1 , y1 ); (x1 , y1 )(x2 , y2 ) = (x2 , y2 )(x1 , y1).

1
2 1.1 Arithmetic of Complex Numbers

(Aii) [(x1 , y1) + (x2 , y2 )] + (x3 , y3 ) = (x1 , y1) + [(x2 , y2 )] + (x3 , y3 )].
(Aiii) (x1 , y1)[(x2 , y2 ) + (x3 , y3)] = (x1 , y1)(x2 , y2 ) + (x1 , y1)(x3 , y3 ).
(Aiv) (0, 0) + (x, y) = (x, y); (1, 0)(x, y) = (x, y).
(Av) (x, y) + (−x, −y) = (0, 0).

In particular, verify that

(0, 1)2 = (0, 1)(0, 1) = (−1, 0). (1.3)

We can define an operation of R on R2 as follows:

r(x, y) = (rx, ry) (1.4)

Verify this operation satisfies the usual properties:

(V1) (r + s)(x, y) = r(x, y) + s(x, y); rs(x, y) = r(s(x, y)).
(V2) r[(x1 , y1 ) + (x2 , y2 )] = r(x1 , y1 ) + r(x2 , y2 ).
(V3) 1(x, y) = (x, y).
Using this operation, we can write

(x, y) = x(1, 0) + y(0, 1) (1.5)

in a unique way. Next, we observe that the assignment x 7→ (x, 0) defines a one-one
mapping of the real numbers onto all the complex numbers with their imaginary part
equal to zero. Moreover this assignment preserves the arithmetic operations on either
side. Via this map, we can identify the set of all complex numbers having their imaginary
part zero with the set of real numbers.
The property (1.3) has a special significance now. We know that −1 does not have
any square-root inside the real number system. If we use complex numbers we get two
such roots of the equation z 2 = −1, viz., ±(0, 1). In view of (1.5), we shall cook up
a notation ı to denote (0, 1). Now (1.5) can be restated as follows: every complex
number can be expressed in a unique way as

(x, y) = x + ıy. (1.6)

We need not ignore the other square-root of −1 viz., −(0, 1). Indeed, the choice of
denoting (0, 1) as ı was totally arbitrary and we could have chosen −(0, 1) to play this
role. The symmetry involved in this phenomenon can be expressed in an elegant fashion:
we want to have a mapping φ : C −→ C which send ı to −ı and does not disturb the
Ch. 1 Basics of Complex Numbers 3

real numbers (x, 0) ∈ C. We expect φ to respect the properties (V1)-(V3). It turns out
that there is such a map and we have

φ(a + ıb) := a − ıb.

We shall have simpler and special notation as well as a name for this very important
map.

Definition 1.1.1 We define the complex conjugate of a complex number z = x + ıy by

z̄ := x − ıy. (1.7)

Observe that ℜ(z) and ℑ(z) can be expressed in terms of z and z by the formula

z+z z−z
ℜ(z) = ; ℑ(z) = . (1.8)
2 2ı

Verify that

z1 + z2 = z1 +z2 , z1 z2 = z1 z2 , z = z. (1.9)

Moreover, verify that z = z iff z is real.

Definition 1.1.2 Given z ∈ C, z = a + ıb, we define its absolute value (length ) |z| to
be the non-negative square root of a2 + b2 , i.e.,
√
|z| := (a2 + b2 ).

Remark 1.1.1 |z|2 = zz. Hence for any z ∈ C, |z| =

6 0 ⇐⇒ z 6= 0 and in that case
z −1 = z|z|−2 .

Now, let us list some of the easy consequences of the definitions that we have made
so far. As usual, z, z1 , z2 etc. denote complex numbers.

Basic Identities and Inequalities

(B1) |z| = |z|.
(B2) |z1 z2 | = |z1 ||z2 |.
(B3) |ℜ(z)| ≤ |z| ( resp. |ℑ(z)| ≤ |z|); equality holds iff ℑ(z) = 0 (resp. ℜ(z) = 0).
4 1.1 Arithmetic of Complex Numbers

(B4) Cosine Rule: |z1 + z2 |2 = |z1 |2 + |z2 |2 + 2ℜ(z1 z2 ).

(B5) Parallelogram Law : |z1 + z2 |2 + |z1 − z2 |2 = 2(|z1 |2 + |z2 |2 ).
(B6) Triangle inequality : |z1 + z2 | ≤ |z1 | + |z2 | and equality holds iff one of the zj is a
non-negative multiple of the other.
These properties will be used quite often in what follows. So, the reader should
acquire a thorough familiarity with them as soon as possible. Try to write down the
proofs of each statement below by yourself before reading out the proof and compare
your proof with the given proof.
Proof: The proofs of (B1), (B2), and (B3) are easy. In (B4) we have,

|z1 + z2 |2 = (z1 + z2 )(z1 + z2 )

= |z1 |2 + |z2 |2 + (z1 z2 + z2 z1 )
= |z1 |2 + |z2 |2 + 2ℜ(z1 z2 ).

To prove (B5), replace z2 by −z2 in (4) to obtain

|z1 − z2 |2 = |z1 |2 + |z2 |2 − 2ℜ(z1 z2 ).

Now add this to (B4) to obtain (B5).

To prove (B6), it is enough to show that |z1 + z2 |2 ≤ (|z1 | + |z2 |)2 .
But from (B4),(B3), (B2) and (B1) we have,

L.H.S. = |z1 |2 + |z2 |2 + 2ℜ(z1 z2 ) from (B4)

≤ |z1 |2 + |z2 |2 + 2|z1 z2 | from (B3)
= |z1 |2 + |z2 |2 + 2|z1 ||z2 | from (B2) (B1)
= R.H.S.

Equality holds iff ℜ(z1 z2 ) = |z1 z2 |, i.e., z1 z2 = t is real and non-negative. If this number
is 0 then either z1 = 0 or z2 = 0. So assume t 6= 0. Then tz2 = z1 z2 z2 . Therefore,
z2 = z1 |z2 |2 /t, as required.

Remark 1.1.2 To see the justification for the names of the properties (B4), (B5) and
(B6) you will have to wait for a while. Property (B4) seems to be the most fundamental
amongst them at least for the simple reason that it was used in proving each one of the
others. Also, there are several situations in which we have to use (B4) directly rather
than (B5) or (B6). A number of exercises below and at the end of the next section
illustrate this point.
Ch. 1 Basics of Complex Numbers 5

Exercise 1.1

1. Express the following quantities in the form x + ıy.

3
(a) (1 + 2ı)2 , , (1 + ı)4 + (1 − ı)4 ;
3 + 4ı
(b) (a + ıb)4 , (a + ıb)−2 , (a2 + ıb2 − 1)/(a2 + ıb2 + 1), (a, b ∈ R);
 √ 3  √ 6
−1 ± ı 3 1±ı 3 (1 + ı)7 1 + ı tan α
(c) , , 7
, , α ∈ R.
2 2 (1 − ı) 1 − ı tan α

2. Rewrite the arithmetic rules (Ai)–(Av) in this section in the notation x + ıy for
complex numbers.

|x| + |y|
3. If z = x + ıy, show that √ ≤ |z| ≤ |x| + |y|.
2

4. Prove that | |z1 | − |z2 | | ≤ |z1 − z2 |, z1 , z2 ∈ C.

5. Prove that for any two complex numbers z1 , z2 we have:

(a) |1 − z¯1 z2 |2 − 2 2 2
 |z1 − z2 | = (1 − |z1 | )(1 − |z2 | ).
 |z1 | |z2 | 
(b) |z1 + z2 | =  z2 + z1 , z1 , z2 6= 0.
|z2 | |z1 | 

6. If |z| = 1, compute |1 + z|2 + |1 − z|2 .

 
 z1 z2 

7. Show that (|z1 | + |z2 |)  + ≤ 2|z1 + z2 | z1 , z2 6= 0.
|z1 | |z2 | 

8. Prove the following identities:

 2
X X n  X n
2  
(a) |zr + zs | =  zr  + (n − 2) |zr |2 ;
 r=1  r=1
1≤r<s≤n
 n 2
X X  Xn
 
(b) |zr − zs |2 +  zr  = n |zr |2 .
 
1≤r<s≤n r=1 r=1

9. (a) Prove the following generalized cosine rule:

 2 !
Xn  n
X X
 
 αj  = |αj |2 + 2ℜ αj αk . (1.10)
 
j=1 j=1 1≤j<k≤n

(b) Substitute αj = zj wj and simplify to obtain the following Lagrange’s iden-

tity:1
1
Joseph Louis Lagrange (1736-1813) was born in Turin to Italian-French parents. He was an analyst
from beginning to end. His main contribution is in unifying mechanics through his calculus of variations.
6 1.2 Why the Name Complex

 2 ! !
Xn  n
X n
X X
  2 2
 zj wj  = |zj | |wj | − |zj wk − zk wj |2 . (1.11)
 
j=1 j=1 j=1 1≤j<k≤n

(c) Deduce Cauchy’s2 Inequality :

 2 ! !
Xn  n
X n
X
 
 zj wj  ≤ |zj |2 |wj |2 . (1.12)
 
j=1 j=1 j=1

(d) Show that equality occurs in (1.12) iff the ratios zj /wj are the same for all
j = 1, 2, . . . , n.

10. Let p(z) = an z n +an−1 z n−1 +· · ·+a0 with aj ∈ R. Show that p(z) = p(z). Conclude
that if z is a root of a polynomial p with real coefficients then so is z.

11. Let p(z) = an z n + an−1 z n−1 + · · · + a0 , an 6= 0, n ≥ 1 be a polynomial of a complex

variable with complex coefficients. Show that |p(z)| → ∞ as |z| → ∞.
p(z)
12. Discuss lim , where p, q are some given polynomials.
z→∞ q(z)

13. Using the fact that every positive real number has a square-root, first show that
z 2 = w can be solved in C for any real number w. Then show that we can solve this
even for any complex number w. Next show that every quadratic equation with
n
complex coefficients has a solution in C. Finally show that z 2 = w has a solution
for any complex number w. [Hint: See next section.]

1.2 *Why the Name Complex

As a student, I wondered about the strange way the multiplication of complex numbers
is defined in (1.1) as compared to the natural way the addition is defined therein. I
thought ‘Certainly the co-ordinatewise multiplication

(x1 , y1 )(x2 , y2) = (x1 x2 , y1 y2 ) (1.13)

2
Augustin Louis Cauchy (1789-1857) was a French mathematician, an engineer by training. He did
pioneering work in analysis and the theory of permutation groups, infinite series, differential equations,
determinants, probability and mathematical physics.
Ch. 1 Basics of Complex Numbers 7

is a natural choice! Why make life complicated?’ If such questions do not bother you at
this moment, you may skip reading this section and proceed further and come back to
it if and when you feel.
In this section, I shall try to explain why I was wrong. Indeed, one of the objects
of this book is to explain a number of such questions which bothered me as a student.
So, even if you are quite familiar with the complex numbers, I advise that you should
at least browse through each section, before proceeding further.
In the previous section, implicitly, we assumed that the reader is familiar with the
arithmetic of real numbers.
Let us recall a few of these things here a little more systematically. The addition
and multiplication of real numbers obey the following rules:

FI The law of commutativity: a + b = b + a; ab = ba, for all a, b ∈ R.

FII The law of associativity: (a + b) + c = a + (b + c); (ab)c = a(bc), for all a, b, c ∈ R.
FIII The law of distributivity: (a + b)c = ac + bc, for all a, b, c ∈ R.
FIV The law of identity: a + 0 = a; a1 = a, for all a ∈ R.
FV The law of additive inverse: Given any a ∈ R, there exists a unique x ∈ R such that
a + x = 0.
FVI The law of multiplicative inverse: Given a ∈ R, a 6= 0, there exists a unique x ∈ R
such that ax = 1.
It is very convenient to refer to all these properties by a single name and the name
here is ‘field’. Thus one says the set of all real numbers forms a field. The idea is that
any property of real numbers that is a mere logical consequence of the above set of
properties FI-FVI will hold for other systems which are also fields. Indeed, there are
many other fields which are of great interest in mathematics.
The essence of numbers is in their property that any two of them can be ‘compared’.
Mathematically, we express this by saying that there is a total ordering ‘<’ on the set
R. More precisely,
FVII Given any two real numbers a, b, either a = b or a < b or b < a.
This ordering has an intimate relation with the two arithmetic operations. Once again,
mathematically, we express this by saying that the order ‘ <′ is compatible with the
above arithmetic operations, viz.,
FVIII a < b =⇒ a + c < b + c and ad < bd for all a, b, c ∈ R and d > 0.3
3
A field with a total order satisfying FVIII is called an ordered field.
8 1.2 Why the Name Complex

The Analysis on real numbers begins with the realization that R is complete with
respect to this ordering, viz.,

Every non empty subset of R which is bounded above

(1.14)
has a least upper bound in R.

This is also called the least upper bound property.

So far as this course is concerned, you may simply take all the above properties as
part of the definition of real numbers.
Recall a real number r ∈ R is said to be positive (resp. negative ) if r > 0 (resp.
r < 0). An easy consequence of FVIII is that the square of every non zero real number
is positive. Thus the basic deficiency of real number system is that the equation

X2 + 1 = 0 (1.15)

has no solution in real numbers. The irresistible desire to have a number system in
which the equation (1.15) has a solution leads us to expand the real number system in
some way or the other. Such a process is, in a way, not at all new. Recall that, starting
with the natural numbers,
N := {0, 1, 2, . . . , }

one would construct the negative numbers, so that an equation of the form

X +n=0 (1.16)

has a (unique) solution for each natural number n. We merely ‘cooked-up’ a notation
‘−n’ to denote this unique solution of the equation (1.16) and then the usual laws of
arithmetic were applied to them. The enlarged set Z of these numbers were then called
integers. Similarly, we notice that if m, n are integers, there is no guarantee that the
equation

nX + m = 0 (1.17)

has a solution in integers. Of course, (1.17) makes sense only when n 6= 0 and then we
demand that (1.17) have solutions. Again, the so called rational numbers were created
out of integers to satisfy this demand, viz., by introducing certain equivalence classes of
Ch. 1 Basics of Complex Numbers 9

ordered pairs of integers (m, n) where n 6= 0.4 Later, a simpler notation was found to
m
denote these equivalence classes, viz., the class of (m, n) is denoted by n
.
We propose to handle the equation (1.15) also in a similar manner, subject to the
following thumb rule: that whatever extended system of numbers we get, the system
should satisfy the laws F I − F V I. This is indeed essentially the historical way how
complex numbers were introduced to humanity. The difference is that we shall put it in
the modern language.
Let us make some formal definitions. Recall that a set K together with two binary
operations obeying the Rules FI-FVI is called a field. Any subset L of K which again
obeys the same set of rules on its own, where the two binary operations are taken as
in K is called a sub-field. Typical example of a field is the set R of real numbers with
the two binary operations as the usual addition and the multiplication. The set Q of
rational numbers then forms a sub-field of R. Observe that the set of irrational numbers
does not form a sub-field; neither does the set Z of integers.
So, we start by introducing a formal symbol ı, as a solution of the equation (1.15),
i.e.,

ı2 + 1 = 0; i.e., ı2 = −1. (1.18)

Once we allow the quantity ı into our number system along with all the real numbers,
we are forced to allow quantities such as a + bı for all a, b ∈ R, which are obtained by
merely applying the two arithmetic operations of addition and multiplication to all
the real numbers together with the newly introduced symbol ı. Since we do not want
to expand the system unnecessarily further, let us stop here and check how good is
this new collection. Let us denote the set of all these formal expressions of the form
a + bı, a, b ∈ R by C. Observe that we are treating a real number a as being equal to
the expression a + 0ı. In this way, R is now a subset of C.
One of the fundamental properties of these formal expressions a + bı is that

a + bı = 0 iff a = 0 and b = 0. (1.19)

What should be the quantity (a + bı) + (c + dı)? Since the thumb rule should prevail,
the first three laws FI, FII and FIII applied appropriately give:
(a + bı) + (c + dı) = a + (bı + c) + dı = a + (c + bı) + dı
= (a + c) + (bı + dı) (1.20)
= (a + c) + (b + d)ı.
4
(m1 , n1 ) ≃ (m2 , n2 ) iff m1 n2 = n1 m2 .
10 1.2 Why the Name Complex

Likewise it follows that

(a + bı)(c + dı) = a(c + dı) + bı(c + dı)

= ac + adı + bıc + bıdı
(1.21)
= ac + adı + bcı + bdı2
= (ac − bd) + (ad + bc)ı.

The rule (1.19) automatically sets up a bijection5 between C and the set of ordered
pairs of real numbers
a + bı 7→ (a, b).

Check that the laws of addition and multiplication, (1.20) and (1.21) correspond to the
two operations in (1.1), under this bijection. Thus these algebraic operations are forced
on us in a natural way. Even though the law of multiplication (1.21) looks somewhat
contorted, it is a logical consequence of th choices we have made.
Now, it is fairly easy to see that these operations of addition and multiplication on C
obey rules FI–FV. One of the simplest consequences of FI is that we can write a + bı in
different orders such as a + ıb or ıb + a etc.. Finally, in order to verify FVI, first observe
that a + bı 6= 0 iff a2 + b2 6= 0. Thus, for z = a + bı 6= 0, put
a −b
w= + ı
a2 + b2 a2 + b2
and verify zw = 1. This means that every non zero complex number has a multiplicative
inverse. Thus C is a field. Clearly, R is a sub-field of C.
What we have achieved so far may be summed-up in the following:

Theorem 1.2.1 The set C of all formal expressions a + ıb where a, b ∈ R forms the
smallest field containing R as a sub-field and in which ı is a solution of the equation

X 2 + 1 = 0.

We would like to draw your attention to the word ‘smallest’ in the above theorem:
Let K be any field which contains R as a sub-field and in which equation (1.15) has a
solution. It is now only a matter of selecting some notation for such a root and this
could as well be ı. Then being a field, K would contain all the elements of the form
a + bı where a, b are real numbers. This means C is a sub-field of K. It is precisely in
this sense that the word ‘smallest’ is used here.
5
This was fruitfully noticed by Hamilton which lead him to the discovery of quaternions.
Ch. 1 Basics of Complex Numbers 11

Remark 1.2.1 You may have heard of Cardano6 in connection with his solution of cubic
equations. Perhaps, he is the first one to introduce the complex numbers around 1545,
even without realizing it, in proposing and solving the following problem: Divide 10 into
two parts so that the product of these two parts is equal to 40. As a warming-up exercise,
show that this problem has no solution in reals. Cardano strongly believed in this.
Instead of taking it as a final answer, Cardano, with great reluctance perhaps, created
the complex numbers and then rejected the whole idea by terming it as fictitious. His
grip over them seems to have been quite shaky, chiefly because he was not psychologically
ready to have a number system in which two numbers cannot be compared. Five years
later, Bombelli7 introduced the complex numbers more systematically in his famous
book Algebra, which he wrote shortly after Cardano’s Ars Magna. Nevertheless, certain
mysticism surrounded the complex numbers. Even Euler, who had great mastery over
the complex numbers tried in vain to put an order on the complex numbers. Finally
8
it was the pioneering work of Hamilton which cleared this mystery surrounding the
complex numbers and eventually “liberated algebra from arithmetic”9
Let us see why Euler was bound to fail in his attempt in putting an order on complex
numbers.
If possible, let there be such a total order ‘<’ on C which is compatible with the
arithmetic operations, i.e., one which obeys the laws FVII and FVIII. Then it follows
that the square of every non zero complex number is positive and hence both ±1 are
positive. That is a contradiction.
√
Remark 1.2.2 There are many symbols, in the literature, for −1. The most popular
symbol is i, which was used by Euler10 , for the first time in 1777. Later Gauss11 used
it systematically. Nevertheless, it took a lot more time to become commonly accepted.
6
Girolamo Cardano(1501-1576) was a Milanise doctor and a professor of mathematics, known for his
scandals, his book Ars Magna. He lectured and wrote on mathematics, medicine, astronomy, astrology,
alchemy and physics.
7
Raffael Bombelli was a Bolognese Engineer (1526-1572).
8
William Rowan Hamilton, an Irish Mathematician (1805-1865), discovered the quaternions in 1843,
the first non commutative algebra to be studied. He felt this would revolutionize mathematical physics
and he spent the rest of his life working on quaternions.
9
See Klein: Symmetry?
10
Leonhard Euler(1707-1783) was a Swiss mathematician, the most productive amongst all the eigh-
teenth century mathematicians. His major contributions are in mechanics, trigonometry, geometry,
differential calculus and number theory. His collected works contains 886 books and papers.
11
Carl Friederick Gauss (1777-1855) was a German, the first modern mathematician. He has been
described as the Prince of Mathematics. He worked in a variety of fields both in mathematics and
12 1.2 Why the Name Complex

In electrodynamics, the symbol i is used to denote the strength of the current. That
√
is the reason why the electrical engineers cooked up a different symbol viz. j for −1.
However, in aerospace engineering, j stands for log(−1) and hence they started using
another symbol ı (the dot-less i) which was earlier introduced by Dickson12 . This last
symbol has been now adopted by Donald Knuth in Tex and we too have adopted it.
Strictly speaking, we should read this symbol ‘iota’. Since this would divert too much
from the established practice, we read it as ‘eye’ to rhyme with ‘bye’ or ‘my’.

Example 1.2.1 Alright. We can now solve (1.15). We can even solve equations of the
type

z 2 = a + ıb, (1.22)

where a, b ∈ R, as follows.
We set z = u + ıv. Then (1.22) is equivalent to

u2 − v 2 = a; 2uv = b.

Consider the case b 6= 0. Then u 6= 0. Substituting for v in the first relation from the
second, and clearing the denominator, we obtain

4u4 − 4u2 a − b2 = 0.

We can re-write this in the form

(2u2 − a)2 = a2 + b2 .

Therefore it follows that

√
u2 − a = a2 + b2 .

[This is where we assume that every non negative real number has a square root. A
rigorous proof of this follows from the intermediate value theorem discussed in theorem
1.5.6 in section 5.] Thus
s√ s√
a2 b2
+ +a a2 + b2 − a
u=± ;v = ± . (1.23)
2 2
physics. If you have doubts about the originator of some classical result, attribute it to Gauss and there
is a good chance that you may be correct.
12
Leonard E. Dickson, a U. S. mathematician, known for his work on the theory of finite groups.
Ch. 1 Basics of Complex Numbers 13

Here, the sign of v has to be chosen depending on the sign of u and b so that 2uv = b.
Now, check that z = u + ıv, satisfies (1.22). This entire method is known as the method
13
of completing the squares and is due to Shridharacharya.
By taking successive square-roots, it follows that we can solve any equation of the
k
form z 2 = w. We can also employ this method to solve any quadratic equation with
complex coefficients. Write z 2 + bz + c = (z + b/2)2 + c − b2 /4. Now take w so that
w 2 = b2 /4 − c. Then z = ±w − b/2 are the solutions of z 2 + bz + c = 0. All this must be
familiar to you from your school days.

Remark 1.2.3 One can go on like this perhaps to some extent, but you will soon
perceive that such arithmetic methods are insufficient to solve an arbitrary polynomial
equation.14 What do we do then? Do we go on introducing more and more ‘numbers’
which are ‘solutions’ of such equations that we cannot solve? Before doing anything like
that we should get hold of a polynomial p(z) which definitely does not have any roots
in C.
One of the many wonderful consequences of existence of solution of (1.15) in C is
that
Every non constant polynomial equation in one variable and with coefficients in C
has a root in C.
This result is called the Fundamental Theorem of Algebra. Thus there is an enormous
gain by the mere introduction of the symbol ı, which perhaps compensates in some way,
the loss of total order resulted due to the same. Perhaps, this ‘give and take’ aspect is the
one that contributes to the entire mysterious beauty of the inter-relationship between
real and complex numbers.
Complex analysis offers one of the most elegant proofs of the Fundamental Theorem
of Algebra. This and some other proofs will be presented in this book. However, the
most elementary proof seems to be the one which uses just a few facts about the real
line that you have already learnt and we shall learn this proof in the last section of this
chapter.
13
Sridhara (around 870-930) was an Indian mathematician who wrote on practical applications of
algebra and was one of the first to give a formula for solving quadratic equations.
14
Indeed, Cardano succeeded in solving all cubics by this method. Later Ferrari found a method
to solve all quartics i.e., equations of degree four. Collectively these methods are called ‘solution by
radicals’. Later it was proved that there are general quintics (and therefore polynomials of higher
degree) that cannot be solved by radicals (Abel-Ruffini Theorem)
14 1.2 Why the Name Complex

Remark 1.2.4 As explained in remark 1.2.1, the words real, imaginary, complex
etc. have to stay for historical reasons only. In fact, the real numbers are no more real
than the imaginary numbers and one does not need any more imagination to visualize
the imaginary part of a complex number than its real part. The concept of complex
numbers is no more complicated or intriguing than the concept of real numbers. For
that matter, even today, all school children are ingrugued by negative numbers. In the
first exercise below, we give three illustrations to help resolve any such intrigue with
complex numbers.

Exercise 1.2 A mapping φ : K −→ L between two fields is called an isomorphism if it

is a bijection and preserves the two algebraic operations, viz., φ(z1 + z2 ) = φ(z1 ) + φ(z2 )
and φ(z1 z2 ) = φ(z1 )φ(z2 ).

1. Now consider the way a standard book defines complex numbers. On the set R2
of ordered pairs of real numbers, the operation of addition and multiplication are
given by (1.1). Show that these operations make R2 a field.

2. Let C denote the field of complex numbers as defined in this section. Consider the
bijection
(x, y) 7→ x + ıy

from R2 to C. Check that the two operations in (1.1) correspond to (1.20), and
(1.21) respectively and hence the two fields are isomorphic. Thus, we see that
multiplication rule in (1.1) is not a mere concoctment but actually forced on us
because of other considerations which are all natural.

This is the elegant way Hamilton defined complex numbers, bringing down the
mystery surrounding the complex numbers to a great extent. On the other hand,
this new approach to complex numbers lead him further to discover the quater-
nions.

3. Another interesting way to obtain the field of complex numbers is as follows:

Consider the ring R[t] of all polynomials in one variable with real coefficients.
Consider the ideal (t2 + 1) and let K = R[t]/(t2 + 1) be the quotient ring. Use
division algorithm to write any polynomial p(t) in the form

p(t) = q(t)(t2 + 1) + at + b, a, b ∈ R.
Ch. 1 Basics of Complex Numbers 15

Use this to show that p(i) = 0 iff t2 + 1 divides p(t). Now, consider the function
σ : R[t] −→ C given
p(t) 7→ p(ı)

i.e., substituting ı for t in each polynomial. Show that σ defines an isomorphism

σ̂ : K −→ C.

4. Here is yet another way to see that we do not need to actually construct the
complex numbers. Let
( ! )
a b
K1 = : a, b ∈ R
−b a

be the subset of the ring of 2 × 2 real matrices. Verify that K1 is closed under
matrix addition and multiplication, and thus becomes a subring. Also, show that

!2 !
0 1 1 0
=− .
−1 0 0 1
Finally, show that the mapping
!
a b
7→ a + ıb
−b a

defines an isomorphism of K1 with the field of complex numbers, under which the
subset of scalar matrices (obtained by taking b = 0 above) is mapped isomorphi-
cally onto the field of real numbers.

Thus, we see that there are several ways to ‘avoid’ construction of complex numbers
in an abstract way if that is what we wanted. In other words, ı is not an invention
but a discovery. Complex numbers were already there, manifest in so
many ways, as ordered pair of reals, as a certain quotient field of the
ring of polynomials or as a sub-algebra of 2 × 2 real matrices, etc..

1.3 Geometry of Complex Numbers

As we have seen, a complex number z = x + ıy is uniquely determined by the two real
numbers, viz., its real part x and its imaginary part y. Thus we see that the set of
complex numbers corresponds naturally with the set of ordered pairs of real numbers
16 1.3 Geometry of Complex Numbers

(x, y). These, in turn, correspond to points in the real 2-dimensional Cartesian space
R × R. Thus a purely real number x corresponds to a point on the X−axis (also called
the real axis). Also a purely imaginary number ıy corresponds to a point on the Y −axis
(also called the imaginary axis). The number 0 corresponds to (0,0). This Cartesian
plane endowed with the structure of complex numbers is called the Argand15 plane or
the complex plane.

y1 + y2 Q
_z z
P1
y1
y2 P2
_z z
O x1 x2 x1+ x2

Fig.1 Fig.2
It is easily seen that if z1 and z2 are two complex numbers represented by points
P1 and P2 , then z1 + z2 is represented by the fourth vertex of the parallelogram on the
−→ −→
vectors OP1 and OP2 .
The ‘parallelogram law’ that we saw in section 2 is precisely the parallelogram law
of the plane geometry viz.,

The sum of the squares of the lengths of the diagonals

of a parallelogram is equal to the sum of
the squares of the lengths of the sides.

Next note that conjugation corresponds to taking reflection about the real axis.
In general, the four points z, z, −z, −z form the four vertices of a rectangle situated
symmetrically about the origin.
15
Jean Robert Argand (1768-1822) of Geneva published an account on graphical representation of
complex numbers 1806. However, Casper Wessel (1745-1818) had published the idea of graphical
representation of complex numbers in a Danish journal, in 1798, which went unnoticed. Also, Gauss
himself had already used such representation of complex numbers in his thesis (1798) in which he gave
the first correct proof of Fundamental Theorem of Algebra. Thus, it would be appropriate to use the
expression Wessel-Gauss-Argand diagram instead.
Ch. 1 Basics of Complex Numbers 17

The geometric representation of complex numbers has many advantages both for
the study of the complex numbers as well as that of the (plane) geometry, illustrated
with a sequence of exercises at the end of this section. To begin with, we give another
representation of complex numbers.
Polar Coordinates: Once we fix the origin 0 and the two coordinate axes, every point
z in the plane other than the origin is at a positive distance r from 0. Moreover, the
line segment [0, z] makes a certain angle θ with the positive real axis. The pair (r, θ) is
called the polar representation of the point z 6= 0.16
For a point z = (x, y) we know from trigonometry that

x = r cos θ; y = r sin θ. (1.24)

Let us temporarily set-up the notation

E(θ) := cos θ + ı sin θ. (1.25)

Then the complex number z = x + ıy takes the form

z = r(cos θ + ı sin θ) = rE(θ).

Of course, here we have the real number r = |z| ≥ 0, and θ is defined only for r > 0.
We call the angle θ made by the line segment [0, z] with the real axis, the argument or
amplitude of z and write θ = arg z. This angle is measured in the counter clock-wise
direction.

r(cos θ , sin θ)

E(ϕ) r
θ
ϕ
0

Fig. 3
16
Here is another point that intrigued me as a strudent. More on it later.
18 1.3 Geometry of Complex Numbers

Now let z1 = r1 E(θ1 ), z2 = r2 E(θ2 ). Using additive identities for sine and cosine
viz.,

sin(θ1 + θ2 ) = sin θ1 cos θ2 + cos θ1 sin θ2 ,

(1.26)
cos(θ1 + θ2 ) = cos θ1 cos θ2 − sin θ1 sin θ2 ,

we obtain

z1 z2 = r1 r2 E(θ1 + θ2 ). (1.27)

If we further remind ourselves that the argument can take values (in radians) between
0 and 2π, then the above identity tells us that arg(z1 z2 ) = arg z1 + arg z2 (mod 2π)
provided z1 6= 0, z2 6= 0.
Now, we can justify the name cosine rule for (B4) in section 1.2. Let zj = rj E(θj ) for
j = 1, 2, be two non zero complex numbers and let θ be the angle between the vectors
represented by them. Then z1 z¯2 = r1 r2 E(θ1 − θ2 ) and hence ℜ(z1 z¯2 ) = r1 r2 cos θ. Thus,

ℜ(z1 z̄2 )
cos θ = . (1.28)
|z1 z2 |

Now, we can rewrite the cosine rule as:

|z1 + z2 |2 = r12 + r22 + 2r1 r2 cos θ. (1.29)

O
θ

P1 P2
Fig. 4

In the Fig. 4, the angle between OP1 and OP2 is equal to θ. The square of the length
of P1 P2 is given by

|z1 − z2 |2 = r12 + r22 − 2r1 r2 cos θ. (1.30)

This is precisely the cosine rule that you have come across in your school geometry.
(Given a triangle ∆(ABC), choose the vertex A as the origin, B = z1 and C = z2 .)
Note that by putting θ = π/2 in (1.29), we get Pythagoras theorem.
Ch. 1 Basics of Complex Numbers 19

Remark 1.3.1 We have deliberately chosen to depend upon our geometric intuition in
the treatment of the concept of argument. It is possible to give a rigorous analytic treat-
ment in several ways. The reader may refer to chapter 1 section 3 of [Car] for an elegant
account of this OR she may choose to work through the exercise 15 in Miscellaneous
Exercises to Ch. 2.
Observe that given z 6= 0, arg z is a multi-valued function. Indeed, if θ is one such
value then all other values are given by θ + 2πn, where n ∈ Z. Thus to be precise, we
have
arg z = {θ + 2πn : n ∈ Z}

(In Greek mythology ‘Argus’ is a 100-eyed giant!) This is the first natural example
of a ‘ multi-valued function’. We shall come across many multi-valued functions in
complex analysis, all due to this nature of arg z. However, while carrying out arithmetic
operations we must ‘select’ a suitable value for arg from this set. One of these values of
arg z which satisfies −π < arg z ≤ π is singled out and is called the principal value of
arg z and is denoted by Arg z. Thus

−π < Arg z ≤ π. (1.31)

We would like to draw your attention to the unfortunate fact that there is no agree-
ment, in literature, on the use of the notations arg z and Arg z. They are used inter-
changeably and moreover, there is no agreement even on the choice of the principal value
–a strong contender for the choice that we have made being 0 ≤ θ < 2π. So, it is all
the more important for you to realize that the freedom for such a choice can actually be
useful and by being little careful, we can avoid pitfalls which are consequences of this
ambiguity.

Remark 1.3.2 Roots of complex numbers: Thanks to our geometric understanding, we

can now show that the equation

Xn = z (1.32)

has exactly n roots in C for every non zero z ∈ C. Suppose w is a complex number that
satisfies the equation (in place of X,) we merely write

z = rE(Arg z), w = sE(Arg w).

20 1.3 Geometry of Complex Numbers

Then we have,
sn E(nArg w) = w n = z = rE(Arg z)
√ p
Therefore we must have s = n r = n |z| and arg w will contain the values

Arg z 2kπ
+ , k = 0, 1, . . . , n − 1.
n n
p
Thus we see that (1.32) has n distinct solutions. The solution n |z|E( Arg
n
z
) is called the
th
√
principal value of the n root function and is denoted by z. n

Remark 1.3.3 de Moivre’s17 Law Now observe that, by putting r1 = r2 = 1 in (1.27)

we obtain:
E(θ1 + θ2 ) = E(θ1 )E(θ2 ).

Putting θ1 = θ2 = θ and applying the above result repeatedly, we obtain

E(nθ) = E(θ)n .

This is restated in the following:

de Moivre’s Law: cos nθ + ı sin nθ = (cos θ + ı sin θ)n . (1.33)

Example 1.3.1 For any n the principal value of the nth -root function for z = 1 is 1.
The three cube roots of unity are

2π 2π 4π 4π
1, cos + ı sin , cos + ı sin
3 3 3 3
which we can simplify as: √ √
−1 + ı 3 −1 − ı 3
1, , .
2 2

Remark 1.3.4 Geometric Multiplication of Complex Numbers: Starting with

P = z, Q = w three pairs of similar triangles are constructed as shown in the figure
below:
0QR ||| 01P, 0S1 ||| 01Q 0ST ||| 01P.

The points R, S and T represent zw, w −1 , zw −1 respectively. We leave it you to figure

out why.
17
Abraham de Moivre(1667-1754) was a French mathematician. He also worked in Probability theory.
Ch. 1 Basics of Complex Numbers 21

R(zw)

Q(w)
P(z)
0 1
−1
S(w−1) T (zw )
Fig. 5 Geometric way of multiplication

Observe that given 0 6= λ ∈ C, the assignment z 7→ λz defines a linear map R2 −→

R2 , which is a composite of a rotation (through an angle θ = Arg λ) and a dilation or a
scaling ( by a factor r = |λ|). Such linear maps R2 −→ R2 are called similarities.

The dot product Think of two complex numbers zj = (xj , yj ), j = 1, 2 as vectors in

R2 . Then their dot product is given by x1 x2 + y1 y2 . This can be rewritten in terms of
multiplication of complex numbers as:

z1 · z2 = ℜ(z1 z¯2 ) = ℜ(z¯1 z2 ). (1.34)

Similarly, verify that the cross product can be rewritten in the form

z1 × z2 = ℑ(z¯1 z2 )k (1.35)

where k is the unit vector (0, 0, 1) in R3 . Thus the geometric meaning of ℜ(z1 z¯2 ) = 0
is that the vectors z1 and z2 are perpendicular to each other. Similarly, the geomet-
ric meaning of the condition ℑ(z1 z¯2 ) = 0 is that the complex numbers z1 , z2 are real
multiples of each other.
Equations of lines and circles Let ax + by + c = 0 represent a line in Cartesian
coordinates. Without loss of generality we may assume that a2 + b2 = 1. Put w =
a + ıb; z = x + ıy. Then ax + by = ℜ(w̄z) = (wz̄ + w̄z)/2. Thus, we see that the general
equation of a line in the plane is of the form

wz̄ + w̄z = 2t, |w| = 1, t ∈ R. (1.36)

Combined with (1.34), it follows that the line represented by (1.36) is perpendicular
to the vector w. The real number t on the rhs of (1.36) represents ‘how far’ the line
22 1.3 Geometry of Complex Numbers

is from the origin. Also, we can now write down the equation of a line which passes
through two given w1 , w2 as follows: This line will be perpendicular to w = ı(w1 − w2 ).
The value of t can be computed by using the fact that w1 (or w2 ) lies on the line. Upon
simplification, this gives

ℑ(w̄1 z) − ℑ(w̄2 z) = ℑ(w̄1 w2 ). (1.37)

The equation of a circle is easier : if the center is c and the radius is r, we have,

(z − c)(z − c) = r 2 , z ∈ C, r > 0. (1.38)

Equivalently

|z−c| = r, z ∈ C, r > 0. (1.39)

Definition 1.3.1 By a rigid motion (RM) or an isometry of the plane, we mean

a mapping f : C → C which preserves distances, i.e., |f (z) − f (w)| = |z − w| for all
z, w ∈ C.

Remark 1.3.5 Identity, translation, rotation about a point and reflection in a line are
obvious examples of rigid motions. The first three preserve the sense of orientation of the
plane and the third one changes it. The first one keeps all points fixed. The second one
has no fixed point but it preserves orientation. The third one fixes exactly one point and
also preserves the orientation. The fourth one fixes exactly a line and (hence) changes
the orientation. Are there other rigid motions such as those which fix no points and
change the orientation? Of course, a composite of finitely many rigid motions is again
a rigid motion and so we can take composites as many of the above cited examples.
We now have a number of questions: Is every rigid motion a composite of these ones?
Do these composites have any strange geometric properties that we have not seen in the
above examples? It is easy to check that every RM is a 1-1 mapping. Is it onto? etc.
We shall investigate these questions right now. Let us first take a closer look at some of
these examples.

Example 1.3.2 Rotation about a point w by an angle θ. We have observed that

multiplication by E(θ) results in rotating vectors (originating at 0) through an angle θ.
Thus, to understand the effect of rotation about a point w, we look at the vector z − w
Ch. 1 Basics of Complex Numbers 23

placed at 0. This will be rotated through an angle θ which yields the vector E(θ)(z − w).
This has to be placed back at the point w and that gives us the point E(θ)(z − w) + w.
Thus, the rotation about w through an angle θ is given by

z 7→ E(θ)(z − w) + w = E(θ)z + w(1 − E(θ)) (1.40)

which is a rotation followed by a translation. This can fruitfully be employed to find the
point around which the rotation is being performed by a RM of the form z 7→ E(θ)z + b.
viz., w = (1 − E(θ))−1 b. From this it also follows that composite of two rotations is
a rotation and composite of a rotation and a translation in whichever order is again a
rotation.
At this stage, it is appropriate that we make it clear what we mean by orientation.
On the real line, the notion of orientation coincides with the notion of directions, positive
or negative. In the case of the plane, suffices it to say that this just refers to the choice
that we have made in measuring the angle out of two possible ways, viz., clockwise or
anti-clockwise.

Example 1.3.3 Reflection in a Line: Let

wz̄ + w̄z = 2t

represent a line. This line is perpendicular to w. Therefore, if R(z) := z ∗ denotes the

image of a variable point z under the reflection in L, then the line segment [z ∗ , z] is
z ∗ +z
parallel to w and is bisected by L, i.e, 2
lies on the line L. Therefore, we obtain,

z ∗ − z = sw, s ∈ R; & w(z ∗ + z) + w̄(z ∗ + z) = 4t.

Substitute z ∗ = z +sw in the latter and use the fact w w̄ = 1 to obtain s = 2t−(wz̄ + w̄z).
Simplify to get

z ∗ = 2wt − w 2 z̄. (1.41)

Equivalently, by multiplying by w̄, we get

wz̄ + w̄z ∗ = 2t. (1.42)

Definition 1.3.2 By a glide reflection we mean a RM which is a reflection in a line L

followed by a translation by a non zero vector parallel to L.
24 1.3 Geometry of Complex Numbers

w z
L

T(z)
R(z)

Fig. 6 Reflection and glide reflection

It is easy to see that a glide-reflection does not have any fixed points and does not
preserve the orientation. The converse follows from what we see below. In the Fig. 6,
the line L is perpendicular to the unit vector w; R and T represent the reflection and a
glide-reflection.

Theorem 1.3.1 Let f : C → C be a rigid motion. Then there exist unique a, b ∈ C

with |a| = 1 such that

f (z) = az + b, ∀z ∈ C OR f (z) = az̄ + b, ∀z ∈ C.

Proof: Put b = f (0) and define g(z) = f (z) − b. Then g is also a RM and g(0) = 0. Now
|g(1)| = 1. So, put a = g(1) and define h(z) = a−1 g(z). Then h is a RM and h(0) = 0
and h(1) = 1. Therefore h(ı) = ±ı.
Case 1: Assume h(ı) = ı. Now consider any z = x + ıy ∈ C and put h(z) = u + ıv.
Then it follows that
u2 + v 2 = x2 + y 2; (u − 1)2 + v 2 = (x − 1)2 + y 2 ; u2 + (v − 1)2 = x2 + (y − 1)2 .
Solving these, yields, u = x, v = y. Thus h(z) = z, ∀z ∈ C. This is the same as saying
f (z) = az + b, ∀z ∈ C.
Case 2: Assume that h(ı) = −ı. Put h̄(z) = h(z). Then h̄ is a RM and h̄(0) = 0, h̄(1) =
1, h̄(ı) = ı. So, we are in case 1. ♠.
Throughout this book, we shall use the symbol ♠ to indicate the end a proof, as
done above.

Theorem 1.3.2 Let f : C → C be a rigid motion.

(i) Suppose f fixes two distinct points. Then all points on the line passing through these
two points are also fixed by f.
(ii) Suppose f fixes three non collinear points. Then f = Id.
(iii) Suppose f fixes an entire line L. Then it is either Id or the reflection in that line.
(iv) Suppose f fixes exactly one point. Then it is a rotation around that point.
(v) Suppose f fixes no points. Then either f is a translation or a glide reflection.
Ch. 1 Basics of Complex Numbers 25

Proof: We make use of the above theorem here.

(i) If z1 , z2 are such that azi + b = zi , i = 1, 2 then for any real numbers t1 , t2 such that
t1 + t2 = 1, we have

a(t1 z1 + t2 z2 ) + b = t1 (az1 + b) + t2 (az2 + b) = t1 z1 + t2 z2 .

This takes care of the case when f (z) = az + b. The case when f (z) = az̄ + b is similar.
(ii) Argue as in (i).
(iii) We may choose L to be the real axis. And then depending on whether f (ı) = ±ı,
it follows that f (z) = z or f (z) = z̄.
(iv) Choose the fixed point of f as the origin. Then f (0) = 0. This means b = 0.
Suppose f is of the second form f (z) = az̄, with a = E(θ). Then f (rE(θ/2)) = rE(θ/2),
This means that f fixes a whole line. This is ruled out. Therefore f is of the form:
f (z) = E(θ)z for some θ.
(v) First consider the case f (z) = az + b. If a 6= 1 then we can solve for f (z) = z, viz,
b
z= . Therefore a = 1 and f is a translation.
1−a
Now consider the case, f (z) = az̄ + b. Put a = −w 2 for some unit vector w. Write
b = tw + sıw, t, s ∈ R. Then

f (z) = (−w 2 z̄ + tw) + sıw.

From (1.41), it follows that f is a reflection in a line perpendicular to w followed by a

translation by sıw which is parallel to the line of reflection. It also follows that s 6= 0,
for otherwise, f would be just a reflection and will fix a whole line. ♠

Remark 1.3.6 Thus we see that there are just five different classes of rigid motions of
the plane: Identity, translation, rotation, reflection, glide reflection.

We shall end this section with a story due to George Gamow, the well-known physicist
and an ingenious story-teller. We quote from his book:
ONE TWO THREE · · · INFINITY (pp. 44-45).
There was a young and adventurous man who found among his great-grand father’s
papers a piece of parchment that revealed the location of a hidden treasure. The in-
structions read:
“ Sail to · · · North latitude and · · · West longitude where thou wilt find a deserted
island. There lieth a large medow, not pent, on the north shore of the island where
standeth a lonely oak and a lonely pine. There thou wilt see also an old gallows on
26 1.3 Geometry of Complex Numbers

which we once were wont to hang traitors. Start thou from the gallows and walk to the
oak counting thy steps. At the oak thou must turn right by a right angle and take the
same number of steps. Put here a spike in the ground. Now must thou return to the
gallows and walk to the pine counting thy steps. At the pine thou must turn left by a
right angle and see that thou takest the same number of steps, and put another spike
into the ground. Dig half-way between the spikes; the treasure is there.”
The story is that when the young man finally landed on the island, even though
he could find the medow and the two trees as described, the old gallows had totally
disappeared! The adventurous man fell into a despair and started digging at random
here and there in the vast island and finally had to return empty handed.
Now, the point Gamow wants to make is that if the young man knew a bit of
mathematics, particularly the use of complex numbers, he could have found the treasure.
We only add that, if the man had not despaired, just made a single attempt to guess
the location of the gallows and carried out the instructions given in the parchment, he
would have got the treasure as well as the great satisfaction (perhaps falsely) of guessing
the position of the gallows correctly. Try to figure it out yourself before reading the
solution so that you will have the satisfaction of finding the treasure. We would like to
emphasis the fact that, it is not very difficult to solve this problem through elementary
school geometry, either. So, you see that it is unlikely that the young man in the story
did not know even that much mathematics and still could navigate to the island. Of
course, if you despair, no amount of mathematics will help you!
[Solution: Let us represent the map of the island by complex numbers. Of course,
we are free to choose our axes and what is better than to choose the line joining the two
trees as the real axis! Now, clearly, half-way between the two trees should be a good
choice for the origin. Then it really should not matter whether the oak or the pine is
chosen as the point 1 say, the pine. Then naturally the oak will refer to −1. Let now Γ
denote the position of the gallows, which none of us know. The point is that it does not
matter: carry out the rest of the instructions and you arrive at an answer independent
of this unknown quantity. We feel that you should still try this problem on your own.
At this stage we shall give you a hint: use the fact that multiplication by ı corresponds
to turning a vector around a right angle in the anti-clockwise direction. Read further,
only after you have tried enough.
The position S1 of the first spike is found as follows: The vector representing the
distance and the direction from the gallows to the oak is −1 − Γ. Therefore, the vector
Ch. 1 Basics of Complex Numbers 27

representing the direction and the distance from the oak to the first spike is got by
multiplying by −ı, viz., ı(1+Γ). Since, this vector has to originate at the oak, we see that
S1 = ı(1 + Γ) − 1. Likewise, the position of the second spike is given by S2 = ı(1 − Γ) + 1.
The midpoint of the line segment [S1 , S2 ] is then (S1 + S2 )/2 = ı. And that is where
the treasure is!
The solution of this problem by method of school geometry is completely left to you.
See the solution set for some hint. For those of you who would to read more about plane
geometry vis-a-vis complex numbers, I recommend [Sh-2].

Exercise 1.3

1. Express the following complex numbers in the polar form.

√ 1 ı √
(a) 1 + 3ı; (b) + ; (c) ı 2; (d) −2;
2 2
2. Represent the following subsets of the plane by shading the region.
2 2
(a) ℜ(z) ≥ 2; (b) ℜ(z ) ≤ α; (c) ℑ(z
 ) ≤ α;
1 z − 1
(d) |z 2 − 2| ≤ 1; (e)   < 1; (f)   ≤ 1.
z z + 1
3. Plot all the values of the indicated roots in each case.
√ √ √
(a) 3 1; (b) 3 ı; (c) 4 −16.

4. Put zj = Rj E(θj ), j = 1, 2, for R1 > R2 > 0. Show that

 
z1 + z2 R12 − R22
ℜ = 2 .
z1 − z2 R1 + R22 − 2R1 R2 cos(θ1 − θ2 )

5. Let z1 , z2 be any two non zero complex numbers and let τ = cos θ where θ is the
angle between the two vectors represented by z1 , z2 . Show that
s 
1+τ
|z1 + z2 | ≥ (|z1 | + |z2 |).
2

6. Solve the following equations for z :

(a) |z| − z = 1 + ı; (b) |z| + z = 1 + ı. (c) z − |z| = 1 + ı.

7. We say z is an nth root of unity if z n = 1. Show that

(i) If z is a root of unity then |z| = 1.
(ii) If z and w are roots of unity then so is zw −1 . Show that the set of all nth roots
of unity is the vertex set of a regular n-gon.
28 1.3 Geometry of Complex Numbers

8. Find all the fifth roots of ı and write down the values of their Arg .

9. If 1 6= ω ∈ C is such that ω 3 = 1, show that 1 + ω + ω 2 = 0. More generally, if

z n = 1, z 6= 1, then show that 1 + z + · · · + z n−1 = 0.

10. In the picture below, the following pairs of triangles are similar:

∆01P |||∆0QR, ∆01S|||∆0Q1, ∆01P |||∆0ST, ∆P UQ|||∆Q0P, ∆01S|||∆SV 1.

If P = z, Q = w what are R, S, T, U, and V ?

R U

Q P
1
0

S T V

Fig. 7 Geometric way of doing Arithmetic

11. Given a regular n−gon with its center at the origin and one of its vertex at the
point z find the locations for other vertices.

12. Use geometric

 arguments to show that
z 
(i)  − 1 ≤ |arg z|, z 6= 0.
|z|
(ii) |z − 1| ≤ | |z| − 1| + |z||argz|.
 |z1 | |z2 | 
(iii) |z1 + z2 | =  z2 + 6 0.
z1 , z1 , z2 =
|z2 | |z1 | 
13. Given a regular n-gon with z1 and z2 as adjacent vertices, find all possible locations
for
(a) the center c of the polygon;
(b) the vertex w which is adjacent to z2 and different from z1 .

14. Show that a rotation followed by a translation or vice versa produces a rotation.

15. Show that a reflection followed by a translation or vise versa produces a reflection
or a glide-reflection.

16. Show that a reflection followed by a rotation or vice versa produces a glide-
reflection in general. When does this produce a reflection?
Ch.1 Basics of Complex Numbers 29

17. We have derived theorem 1.3.1 using theorem 1.3.3. Prove theorem 1.3.1 directly
by geometric methods and then derive theorem 1.3.3 from it.

1.4 Sequences and Series

This is a brief summary of the theory of convergence of sequences and series. We assume
that you are already familiar with the general theory of convergence of sequences and
series, such as elementary properties, various convergence tests etc.. So, here we recall
them very briefly to the extent that is needed for immediate purpose. Some other results
are summarized in the form of easily doable exercises at the end of the section. There
are several good books from which you can learn this topic better. One such reference
is [R]. For the time being, going through the material here should be enough.
We shall only deal with sequences and series of complex numbers, even though most
of these results about sequences hold in any metric space, with minor and obvious
modifications.
Let N denote the set of natural numbers,

N := {1, 2, 3, . . .}.

Definition 1.4.1 By a sequence in a set A, we mean a mapping f : N −→ A. It is

customary to denote a sequence f by {sn } where, sn := f (n). A sequence {zn } of
numbers is said to be convergent to the limit w if for every ǫ > 0, there exists an integer
n0 such that for all n ≥ n0 , we have,

|zn − w| < ǫ.

Remark 1.4.1

1. It follows that the limit of a sequence, if it exists, is unique. For, if w1 and w2 are
two limits of a sequence {zn } then, given ǫ > 0 we can choose n0 as above, so that
for n ≥ n0 we have, |zn − w1 | < ǫ and |zn − w2 | < ǫ. Hence, |w1 − w2 | < 2ǫ. Since
ǫ > 0 is arbitrary, we must have w1 = w2 .

2. We use the following two notations

lim zn := w, OR zn −→ w,
n−→∞

to represent the limit of the sequence {zn } or to indicate that the sequence con-
verges to w.
30 1.4 Sequences and Series

3. If a sequence is not convergent then it is said to be divergent.

4. Amongst divergent sequences of real numbers {sn }, there is an important subclass.

We say sn → +∞ (respectively, −∞) if given any positive M there exists n0 such
that sn ≥ M (respectively, sn ≤ −M) for all n ≥ n0 . We may then say that sn
convergres to +∞ or −∞ accordingly. Only those divergent sequences which are
not even ‘convergent’ to ±∞ are called oscillatory sequences.

5. However, for a sequence of complex numbers {zn }, we say zn → ∞ iff |zn | → +∞.

6. If {an }, {bn } are convergent sequences and z ∈ C, then the sequences {an + bn }
and {zan } are also so with limits given by

lim (an + bn ) = lim an + lim bn ; lim zan = z lim an .

n−→∞ n−→∞ n−→∞ n−→∞ n−→∞

7. It is a direct consequence of Exercise 1.1.3 that if zn = an + ıbn , where an , bn ∈ R,

then zn −→ w iff an −→ ℜ(w) and bn −→ ℑ(w).

8. The following criterion for convergence of sequences is one of the immediate con-
sequences of the construction of real numbers.

Theorem 1.4.1 A sequence {zn } of numbers is convergent iff for every ǫ > 0 there
exists n0 such that for all n, m ≥ n0 , we have |zn − zm | < ǫ.

Remark 1.4.2 In an arbitrary metric space also, we have similar definitions, where the
modulus is replaced by the distance function. A sequence satisfying the condition in
the above theorem is called a Cauchy sequence. The theorem can then be stated as: a
sequence of real or complex numbers is Cauchy iff it is convergent.
As an important application of sequences, we have:

Theorem 1.4.2 Let f : X −→ C be any function defined on a subset of C. For any

z ∈ X, f is continuous at z iff for every sequence {zn } in X such that zn → z, we have,
f (zn ) → f (z).

Of course, you may please read definition 1.5.1 for the definition of a continuous
function. We need to recall another elementary fact about sequence of real numbers.

Definition 1.4.2 Given a sequence {bn } of real numbers the limsup of the sequence is
defined by

lim sup{bn } := lim(sup{bn , bn+1 , . . .}). (1.43)

n n
Ch.1 Basics of Complex Numbers 31

Remark 1.4.3 Note that in (1.43), we have to allow sequences to take values in [−∞, ∞],
even if we are only interested in real valued sequences. Likewise, here we allow ±∞ to
be genuine limits.
Two important properties of the limsup are the following:
(Limsup-I) If α > lim supn {bn } then there exists n0 such that for all n ≥ n0 bn < α.
(Limsup-II) If β < lim supn {bn } then there exists infinitely many nj such that bnj > β.
Indeed, lim sup can be characterized by these two properties.

It is important to note that lim sup always exists and can be any value in [−∞, ∞].
When a sequence is convergent (including ±∞) the lim supn of the sequence will be
equal to the limit.
This is also the same as the least upper bound of the set of limits of all convergent
subsequences of {bn }.
Exactly similar way lim inf is also defined and it has similar properties.
We shall leave the proof of the following theorem as an exercise to you.

Theorem 1.4.3 A sequence {bn } of real numbers is non-oscillatory iff

lim sup{bn } = lim inf {bn }

n n

and in that case, this common value is equal to limn bn .

Remark 1.4.4 Given two numbers, we can add them to get another number. Re-
peatedly carrying out this operation allows us to talk about sums of any finitely many
numbers. We would like to talk about the ‘sum’ of infinitely many numbers as well. A
natural way to do this is to label the given numbers, take sums of first n of them and
look at the ‘limit’ of the sequence of numbers so obtained.
Thus given a (countable) collection of numbers, the first step is to label them to get
a sequence {sn }. In the second step, we form another sequence: the sequence of partial
P
sums tn = nk=1 sk . Observe that the first sequence {sn } can be recovered completely
from the second one {tn }. The third step is to assign a limit to the second sequence
provided the limit exists. This entire process is coined under a single term ‘series’.
However, below, we shall stick to the popular definition of a series.

Definition 1.4.3 By a series of real or complex numbers we mean a formal infinite

sum:
X
sn := s0 + s1 + · · · + sn + · · ·
n
32 1.4 Sequences and Series

Of course, it is possible that there are only finitely many non zero terms here. The
Xn
sequence of partial sums associated to the above series is defined to be tn := zk . We
P k=1
say the series n sn is convergent to the sum s if the associated sequence {tn } of partial
sums is convergent to s. In that case, we say s is the sum of the series and write
X
zn := s.
n
P P
Once again it is immediate that if n zn and n wn are convergent series then for any
P P
complex number λ, we have, n λzn and n (zn + wn ) are convergent and
P P P P P
n λzn = λ n zn ; n (zn + wn ) = n zn + n wn . (1.44)

Cauchy’s convergence criterion can be applied to series also. This yields:

P
Theorem 1.4.4 A series n zn of real or complex numbers is convergent iff for every
ǫ > 0, there exists n0 such that for all n ≥ n0 and for all p ≥ 0, we have,

|zn + zn+1 + · · · + zn+p | < ǫ.

Indeed, all notions and results that we have for sequences have corresponding notions
and results for series also, via the sequence of partial sums of the series. Thus, once a
result is established for a sequence, the corresponding result is available for series as well
and vice versa, without specifically mentioning it.
It follows that if a series is convergent, then its nth term zn tends to 0. However,
this is not a sufficient condition for convergence of the series, as illustrated by the series
X1
.
n
n P P
It is fairly obvious that if 0 ≤ an ≤ bn and n bn is convergent then so is n an . This
result is called comparison test and is so fundamental that we often forget to mention
it. Another important convergence test is the so called
Ratio Test: If {an } is a sequence of positive terms such that
an+1
lim = r < 1,
n→∞ an
P
then n an is convergent.
an+1
To see this, choose s so that r < s < 1. Then there exists n0 such that an
< s
k
P
for all n ≥ n0 . This implies an0 +k < an0 s , k ≥ 1. Since the geometric series k sk is
P
convergent, the convergence of n an follows.
Ch.1 Basics of Complex Numbers 33
P P
Definition 1.4.4 A series n zn is said to be absolutely convergent if the series n |zn |
is convergent.

Again, it is easily seen that an absolutely convergent series is convergent, whereas

X 1
the converse is not true as seen with the standard example (−1)n . The notion of
n
n
absolute convergence plays a very important role throughout the study of convergence of
series. As an illustration we shall obtain the following useful result about the convergence
of the product series.
P P
Definition 1.4.5 Given two series n an , n bn , the Cauchy product of these two series
P P
is defined to be n cn , where cn = nk=0 ak bn−k .
P P
Theorem 1.4.5 If n an , n bn are two absolutely convergent series then their Cauchy
product series is absolutely convergent and its sum is equal to the product of the sums of
the two series:
! !
X X X
cn = an bn . (1.45)
n n n

Proof: We begin with the remark that if both the series consist of only non negative
real numbers, then the assertion of the theorem is obvious. We shall use this in what
follows.
Consider the remainder after n − 1 terms of the corresponding absolute series:
X X
Rn = |ak |; Tn = |bk |.
k≥n k≥n

Clearly,
X XX
|cn | ≤ |ak ||bl | = R0 T0 .
n≥0 k≥0 l≥0
P P
Therefore the series n cn is absolutely convergent. Inorder to compute n cn , consider,
 ! !
X X X 
 
 ck − ak bk  ≤ R0 Tn+1 + T0 Rn+1 ,
 
k≤2n k≤n k≤n

since the terms that remain on the LHS after cancellation are of the form ak bl where
18
either k ≥ n + 1 or l ≥ n + 1. Upon taking the limit as n −→ ∞, we obtain (1.45). ♠
An important property of an absolutely convergent series is:
18
see Exercise 4 at the end of this section.
34 1.4 Sequences and Series
P
Theorem 1.4.6 Let n zn be an absolutely convergent series. Then every rearrange-
P
ment n zσn of the series is also absolutely convergent.

P P
Recall that a rearrangement n zσn of n zn is obtained by taking a bijection σ :
N −→ N.
We shall now consider the study of a family of sequences. Let fn : A → C be
a sequence of functions taking complex values defined on some set A. Then to each
x ∈ A, we get a sequence {fn (x)}. If each of these sequences is convergent, then we get
a function f (x) = limn→∞ fn (x). In the definition of the convergence, it is obvious that
the largeness of n0 depends on the smallness of ǫ. Naturally, it would also vary from
sequence to sequence. If we want the function f to behave well, it is clearly necessary
that there must be some control on the variation of n0 from sequence to sequence. One
way to control this leads us to the notion of uniform convergence.

Definition 1.4.6 Let {fn } be a sequence of complex valued functions on a set A. We

say that it is uniformly convergent on A to a function f if for every ǫ > 0 there exists
n0 , such that for all n ≥ n0 , we have, |fn (x) − f (x)| < ǫ, for all x ∈ A.

Remark 1.4.5 Observe that if {fn } is uniformly convergent on A, then for each x ∈
A, we have, fn (x) −→ f (x). This is called point-wise convergence of the sequence of
functions. As seen in the example below, point-wise convergence does not imply uniform
convergence. However, it is fairly easy to see that this is so if A is a finite set. Thus
the interesting case of uniform convergence occurs only when A is an infinite set. The
terminology is also adopted in an obvious way for series of functions via the associated
sequences of partial sums. As in the case of ordinary convergence, we have Cauchy’s
criterion here also.

Theorem 1.4.7 A sequence of complex valued functions {fn } is uniformly convergent

iff it is uniformly Cauchy i.e., given ǫ > 0, there exists n0 such that for all n ≥ n0 , p ≥ 0
and for all x ∈ A, we have,
|fn+p (x) − fn (x)| < ǫ.

Example 1.4.1 A simple example of a sequence which is point-wise convergent but not
uniformly convergent is fn : R+ −→ R given by fn (x) = 1/nx. It is uniformly convergent
in [α, ∞) for all α > 0 but not so in (0, α).
Ch.1 Basics of Complex Numbers 35

Example 1.4.2 The mother of all convergent series is the geometric series

1 + z + z2 + · · ·

The sequence of partial sums is given by

1 − zn
1 + z + · · · + z n−1 = .
1−z
For |z| < 1 upon taking the limit we obtain

1
1 + z + z2 + · · · + z n + · · · = . (1.46)
1−z

In fact, if we take 0 < r < 1, then in the disc Br (0), the series is uniformly convergent.
For, given ǫ > 0, choose n0 such that r n0 < ǫ(1 − r). Then for all |z| < r and n ≥ n0 , we
have,    n 
 1 − zn   z  n0
 −
1 =  ≤ |z | < ǫ
 1−z 1 − z   1 − z  1 − |z|

There is a pattern in what we saw in the above example. This is extremely useful in
determining uniform convergence:
P
Theorem 1.4.8 Weierstrass19 M-test: Let n an be a convergent series of positive
terms. Suppose there exists M > 0 and an integer N such that |fn (x)| < Man for all
P
n ≥ N and for all x ∈ A. Then n fn is uniformly and absolutely convergent in A.

Proof: Given ǫ > 0 choose n0 > N such that an + an+1 + · · · + an+p < ǫ/M, for all
P
n ≥ n0 . This is possible by Cauchy’s criterion, since n an is convergent. Then it follows
that
|fn (x)| + · · · + |fn+p (x)| ≤ M(an + · · · + an+p ) < ǫ,
P
for all n ≥ n0 and for all x ∈ A. Again, by Cauchy’s criterion, this means that fn is
uniformly and absolutely convergent. ♠
P
Remark 1.4.6 The series n an in the above theorem is called a ‘majorant’ for the
P
series n fn . Here is an illustration of the importance of uniform convergence. ( See
definition 1.5.1 for continuous functions.)
19
Karl Weierstrass (1815-1897) a German mathematician is well known for his perfect rigor. He
clarified any remaining ambiguities in the notion of a function, of derivatives, of minimum etc., still
prevalent in his time.
36 1.4 Sequences and Series

Theorem 1.4.9 Let {fn } be a sequence of continuous functions defined and uniformly
convergent on a subset A of R or C. Then the limit function f (x) = lim fn (x) is
n−→∞
continuous on A.

Proof: Let x ∈ A be any point. In order to prove the continuity of f at x, given ǫ > 0
we should find δ > 0 such that for all y ∈ A with |y − x| < δ, we have, |f (y) − f (x)| < ǫ.
So, by the uniform convergence, first we get n0 such that |fn0 (y) − f (y)| < ǫ/3 for all
y ∈ A. Since fn0 is continuous at x, we also get δ > 0 such that for all y ∈ A with
|y − x| < δ, we have |fn0 (y) − fn0 (x)| < ǫ/3. Now, using triangle inequality, we get,

|f (y) − f (x)| ≤ |f (y) − fn0 (y)| + |fn0 (y) − fn0 (x)| + |fn0 (x) − f (x)| < ǫ,

whenever y ∈ A is such that |y − x| < δ. ♠

Exercise 1.4

1. Let zn = xn + ıyn , n ≥ 1. Show that zn → z = x + ıy iff xn → x and yn → y.

P P
2. Let n an be a convergent series of non negative real numbers. Show that n a2n
is convergent.
P
3. Let n zn be a convergent series of complex numbers such that ℜ(zn ) ≥ 0 for all
P 2
P
n. If n zn is also convergent, show that n |zn |2 is convergent.

4. If a sequence converges to a limit, then every subsequence of it converges to the

same limit. This was implicitly used in the proof of theorem 1.4.5. Pin-point where
exactly we did this.

5. Give an example of a sequence of complex numbers zn which converges to a complex

number z 6= 0, yet Arg zn does not converge to Arg z. However, if zn −→ z(6= 0)
then show that there exist θn ∈ arg zn such that θn −→ θ ∈ arg z.

6. For 0 ≤ θ < 2π and for any α ∈ R, define the closed sector S(α, θ) with span θ by

S(α, θ) = {rE(β) : r ≥ 0 & α ≤ β ≤ α + θ}.

P
Let n zn be a convergent series. If zn ∈ S(α, θ), n ≥ 1, where θ < π, then show
P
that n |zn | is convergent. (This is an improvement on Exercise 3 above!)
Ch.1 Basics of Complex Numbers 37
P
7. Let n znbe a series of complex numbers so that each of its four subseries consist-
P
ing of terms lying in the same closed quadrant is convergent. Show that n |zn |
is convergent.

8. Telescoping: Given a sequence {xn } define the difference sequence an := xn −

P
xn+1 . Then show that the series n an is convergent iff the sequence {xn } is conver-
X X 1
gent and in that case, an = x0 − lim xn . Employ this to compute .
n
n−→∞
n
n(n + 1)
P
9. Let {zn } be a bounded sequence and n wn is an absolutely convergent series.
P
Show that n zn wn is absolutely convergent.

10. Abel’s Test: For any sequence of complex numbers {an }, define S0 = 0 and
P
Sn = nk=1 ak , n ≥ 1. Let {bn } be any sequence of complex numbers.
(i) Prove Abels’ Identity:
n
X n−1
X
ak bk = Sk (bk − bk+1 ) − Sm−1 bm + Sn bn , 1 ≤ m ≤ n.
k=m k=m
P P
(ii) Show that n an bn is convergent if the series k Sk (bk − bk+1 ) is convergent
and lim Sn bn exits.
n−→∞ P
(iii) Abel’s Test: Let an be a convergent series and {bn } be a bounded mono-
n
P
tonic sequence of real numbers. Then show that n an bn is convergent.
P
11. Dirichlet’s Test: Let an be such that the partial sums are bounded and
n
P
let {bn } be a monotonic sequence tending to zero. Then show that n an bn is
convergent.

12. Derive the following Leibniz’s test from Dirichlet’s Test: If {an } is a monotonic
P
sequence converging to 0 then the alternating series n (−1)n an is convergent.

13. Generalize the Leibniz’s test as follows: If {an } is a monotonic sequence converging
P
to 0 and |ζ| = 1, ζ 6= 1, then n ζ n an is convergent.
P
14. Show that if n an is convergent then the following sequences areall convergent.
X an X an P √ X 1
n
(a) , p > 0; (b) ; (c) n nan ; (d)
n
1+ an .
n
np n
logp n n
n
X sin nx
15. Show that for any p > 0, and for every real number x, is convergent.
n
np
P zn
16. Consider the series n 1−z n . Determine the domain on which the sum defines a
continuous function.
38 1.5 Topological Aspects of Complex Numbers

1.5 Topological Aspects of Complex Numbers

The availability of the concept of ‘absolute value’ which obeys properties such as triangle
inequality enables us to introduce the concept of a ‘distance function’ on C, making it
into a metric space. The study of the metric aspects of C can be caried out, without
any extra effort in a slightly more general set-up of Euclidean spaces of all dimension
simultaneously and that is what we are going to do now.
Thanks to Descartes20 , we can refer to each and every corner of our space, in a very
precise manner on our finger tips! For n ≥ 2, the n-dimensional Cartesian coordinate
space is the totality of all ordered n-tuple x := (x1 , x2 , . . . , xn ) of real numbers xj ∈ R. It
is denoted by R × · · · × R (n factors) or, in short by Rn . Elements of this space are often
referred to as ‘n-vectors’. For n = 1 we have R1 = R. Observe that every real number
is a 1-vector. For n=2 and 3, we can avail of the familiar notation (x, y) ∈ R2 and
(x, y, z) ∈ R3 etc., respectively. For a point x = (x1 , . . . , xn ), we refer to xj as the j-th
coordinate of x. For each j = 1, 2, . . . , n, let πj : Rn −→ R denote the function defined
by πj (x1 , . . . , xn ) = xj . It is called the j th coordinate function or the j th coordinate
projection. These are the first important examples of functions from Rn to R.

Given any function f : A −→ Rn , where A is any set, we can compose it with the j th
coordinate projection to get n functions fj := πj ◦ f. An important observation is that
f is completely determined by these functions fj called the j th component function of f,
viz., f (a) = (f1 (a), . . . , fn (a)), ∀ a ∈ A. Thus one can expect that the study of functions
f : A −→ Rn can be effectively reduced to the study of functions fj : A −→ R, n of
them in number, and perhaps to the study of their inter-relation. Soon we shall see that
this is in fact so, to a large extent.
Let us now discuss two major, closely related structural aspects on Rn . The first one
is the algebraic structure and the second, geometric. Some of the algebraic structure of
the real numbers induce similar structures on Rn . The most important amongst them is
the ‘sum’ or ‘addition’. Given two n-vectors x = (x1 , . . . , xn ) and y = (y1 , . . . , yn ), we
define their sum:
x + y := (x1 + y1 , . . . , xn + yn ).

It is straightforward to verify that this operation obeys all the usual laws that the
addition of real numbers obeys. In particular, observe that the zero element for this
sum is the zero vector 0 = (0, . . . , 0) and the negative of (x1 , . . . , xn ) is (−x1 , . . . , −xn ).
20
René Descartes (1596-1650) was a French philosopher-mathematician.
Ch. 1 Basics of Complex Numbers 39

Next, for each real number α and a vector x, we define

αx = (αx1 , . . . , αxn ).

It has the following usual properties:

(V1) Associativity: α(βx) = (αβ)x;
(V2) Distributivity over the sum: α(x + y) = αx + αy, and
(V3) Identity: 1x = x.
This structure is what makes Rn into a n-dimensional vector space over R. In par-
ticular, we also observe that, if n = 1, then these two operations coincide with the usual
addition and multiplication.
For any two points x, y ∈ Rn as above, we define the distance between x and y by
v
uX
u n
d(x, y) = t (xj − yj )2 .
j=1

Indeed, the distance function, in this case, arises out of the dot product
X
(x, y) 7→ x · y := xj yj .
j

qP √
n
One defines the norm function by kxk := j=1 x2j = x · x. Clearly, d(x, y) = kx−yk.
You may be familiar with various metric properties of this distance function such as
(M1) symmetry : d(x, y) = d(y, x);
(M2) triangle inequality : d(x, y) ≤ d(x, w) + d(w, y);
(M3) positivity : d(x, y) ≥ 0 and = 0 if and only if x = y. Moreover, we also have,
(M4) homogeneity: d(αx, αy) = |α|d(x, y).
All these properties are standard and can be verified easily. For instance, in the proof
of triangle inequality, we can use the famous
(M5) Cauchy-Schwarz21 inequality: |x · y| ≤ kxkkyk.
[The inequality above can be deduced from Cauchy’s inequality (1.12) by putting
zj = xj and wj = yj . Alternatively, use the fact (xj T + yj )2 ≥ 0 for all j and for T ∈ R,
sum it up over j and then appeal to the discriminant criterion of a quadratic aT 2 +bT +c
to take only non negative values.]
21
H.A. Schwarz (1843-1921) was born in Hernsdorf, Poland, (which is now in Germany). He worked
on the conformal mapping of polyhedral surfaces onto the spherical surface, minimal surfaces, Dirichlet’s
problem etc.. Several important results and concepts in Analysis bear his name.
40 1.5 Topological Aspects of Complex Numbers

The n-dimensional real Cartesian coordinate space together with the above vector
space and metric structure is called the n-dimensional Euclidean space.
The distance function allows us to talk about ‘nearness’ of points. In particular, the
concept of limits of sequences, Cauchy-sequences, continuity of functions etc., can be
introduced just as in R. It is then easily verified that a sequence of complex numbers
converges iff the corresponding sequences of real and imaginary parts both converge.

Fig. 7

The crux of the matter is the following principle:

The sequence {xk } has a particular property iff the corresponding

n coordinate sequences {πj (xk )} all have the same property.

The underlying fact that yields this principle can be stated as follows:

Inside each ball with a given center there is a rectangular box

with the same center and vice versa.

This is depicted in Fig. 7.

Recall that a function f : (a, b) → R is defined to be continuous at t0 ∈ (a, b) if for
every ǫ > 0 there exists a δ > 0 such that for all t ∈ (a, b) ∩ (t0 − δ, t0 + δ), we have,

|f (t) − f (t0 )| < ǫ.

The function f is said to be continuous on (a, b) if it is so at every point of (a, b).

Following the same line, let us generalize the definition of continuity a little bit:
Ch. 1 Basics of Complex Numbers 41

Definition 1.5.1 Given a subset X ⊂ Rn and a function f : X → Rm , we say f is

continuous at z ∈ X if for every ǫ > 0 there exists a δ > 0 such that for all w ∈ X, with
kw − zk < δ we have, kf (w) − f (z)k ≤ ǫ.

You can now verify in a straight forward manner that the projection maps πj : Rm →
R are all continuous and a map f : X → Rm is continuous iff each πj ◦ f is continuous.
Similar property holds for real differentiability as well. (See section 3.2.)
For n < m, we can think of Rn as a subset of Rm in various ways. One such standard
way is to identify it with the set of points y of Rm whose last m − n coordinates are
identically zero. Indeed, the ‘inclusion map’ (x1 , . . . , xn ) 7→ (x1 , . . . , xn , 0, . . . 0) defines
such an identification. Observe that, more generally, we could also have chosen any
other m − n coordinates to vanish identically, to get other inclusion maps. In particular,
for n = 1, we get the m coordinate axes of Rm given by the inclusions:

x 7→ (0, . . . , 0, x, 0, . . . , 0)

the entry x being taken in the j th place, for j = 1, 2, . . . , m.

However, compared with projection maps, the inclusion maps are much weaker in
capturing the behavior of a given function f : Rn −→ Rm . For instance, there are
discontinuous functions f : R2 −→ R such that for every fixed x0 , y0, the functions x 7→
f (x, y0 ) and y 7→ f (x0 , y) are continuous. Similar statement holds for differentiability
also. (We shall not go into more details of this here. See the exercises.) This weakness of
the inclusion maps is precisely what makes the calculus of several variables, not a mere
extension of calculus of 1-variable but something deeper and interesting. Nevertheless,
it is possible to extract a large amount of information on the function by studying it
after restricting it to various line segments. In any case, first of all, we need to study
carefully the ‘topological structure’22 of Rn arising out of the distance function.
We shall consider subsets of some Euclidean space and refer to them as ‘spaces’. Also
in this section, we shall consider functions defined on subsets of some Euclidean space.
In the case of real numbers, the basic domains of definitions of differentiable functions
were open intervals. In Rn the prototype of open intervals are the open balls. For any
22
A topological structure on an arbitrary set X is a collection of subsets of X to be called ‘open
subsets’ of X which includes the empty set and the whole set and satisfies the two conditions (i) and
(ii) above. Whenever, a set is given such a structure, it is called a topological space. A metric space
is always given the structure of a topological space where open sets are those which are union of open
balls.
42 1.5 Topological Aspects of Complex Numbers

x ∈ Rn and r > 0, let

Br (x) = {y ∈ Rn : d(x, y) < r}; B r (x) = {y ∈ Rn : d(x, y) ≤ r}. (1.47)

These subsets of Rn are called the open (respectively, closed) balls of radius r around
x . For the study of differentiation, the functions should be defined on an open ball
around a point. This automatically leads us to the concept of open sets:

Definition 1.5.2 A subset U of Rn is called open if it is the union of a family of open

balls.

Remark 1.5.1 Observe that a subset A ⊂ Rn is open if for each x ∈ A, ∃ r > 0 such
that Br (x) ⊂ A. Moreover, every open set is the union of all the open balls that are
contained in it. It is not hard to see that:
(i) if A and B are open then A ∩ B is also open;
(ii) union of any family of open sets in Rn is open.
(iii) The whole space Rn is open.
(iv) The empty set ∅ is open because the condition is satisfied vacuously!
These properties of open sets are the most fundamental properties and constitute
the definition of a topological structure on Rn . Then each subset X of Rn also inherits
a topological structure as follows: A subset U of X is said to be open in X if there is
an open subset V of Rn such that U = V ∩ X. One can easily verify that the family of
open sets in X obeys the two laws specified above.

Definition 1.5.3 We say a subset F of X is closed in X if the set theoretic complement

X \ F is open.

Remark 1.5.2 Note that a subset of X may happen to be closed as well as open in X or
neither. We shall not go into more details here. However, the following characterization
of a closed subset of Rn is quite useful and indeed will be used in this text very often.

Theorem 1.5.1 A subset F of Rn is closed in Rn iff for every convergent sequence of

points in F the limit of the sequence also is in F.

As a simple illustration of topological methods, let us have some alternative definitions

of continuity.
Ch. 1 Basics of Complex Numbers 43

Theorem 1.5.2 Let f : X −→ Y be any function. Then the following statements are
all equivalent to each other.
(i) f is continuous.
(ii) For each open subset V of Y, f −1 (V ) is open in X.
(iii) For each closed subset F of Y, f −1 (F ) is closed in X.

Proof: (i) =⇒ (ii): Let f be continuous. Let V be open in Y. To show that f −1 (V ) is

open in X, let z0 ∈ f −1 (V ). This means f (z0 ) ∈ V. Since V is open, there exists ǫ > 0
such that |w − f (z0 )| < ǫ and w ∈ Y implies w ∈ V. Then by continuity of f, there
exists δ > 0 such that |z − z0 | < δ and z ∈ X implies that |f (z) − f (z0 )| < ǫ and hence
f (z) ∈ V. This, in turn means z ∈ f −1 (V ). Therefore f −1 (V ) is open.
(ii) =⇒ (i): Fix z0 ∈ X and let us show that f is continuous at z0 . Given ǫ > 0, the set
V = Bǫ (f (z0 )) ∩ Y is an open subset of Y and f −1 (V ) is open in X. Since z0 ∈ f −1 (V ),
there exists δ > 0 such that Bδ (z0 ) ⊆ f −1 (V ). This means that f (Bδ (z0 ) ∩ X) ⊂ V ⊂
Bǫ (f (z0 )). This is the same as saying that for all z ∈ X with |z − z0 | < δ, we have,
|f (z) − f (z0 )| < ǫ.
(ii) ⇐⇒ (iii): This follows by a purely set-theoretic property of taking inverses and
complements: for any subset B ⊂ Y we have X \ f −1 (B) = f −1 (Y \ B).
♠
One of the important topological concepts is the notion of compactness. In the case
of subsets of Rn we could take the following tentative definition of compactness. The
general definition is quite different and we do not need it for quite some time.

Definition 1.5.4 A subset of Rn is called compact iff it is closed and bounded.

The following are a few important properties of compact subsets (of Rn ). We shall
not give any proofs of these here. However, because of their importance, for the sake of
completeness of the exposition, we indicate proofs in the exercises below.

Theorem 1.5.3 Bolzano23 -Weierstrass Property Let A be a bounded subset of Rn .

Then every infinite sequence in A has a subsequence that is convergent to a point in Rn .
Further if A is a closed subset then this limit point belongs to A.

Theorem 1.5.4 Uniform Continuity Every continuous real valued function on a

compact subset of Rn is uniformly continuous.
23
Bernard Bolzano (1781-1848) an Austrian mathematician and professor of religious studies is known
for his studies in point sets and foundational mathematics.
44 1.5 Topological Aspects of Complex Numbers

Theorem 1.5.5 Attainment of Sup-Inf Every continuous real valued function on a

compact subset K of Rn attains its supremum and infimum on K.

Theorem 1.5.6 Intermediate Value Property (IVP) Let f : [a, b] → R be a con-

tinuous function. Then f ([a, b]) is an interval.

We shall wind up this section with a discussion of a profound yet extremely simple
property of open sets.

Consider an open ball in any Euclidean space. Observe that the norm function does
not attain its supremum on it. Indeed, none of the coordinate functions attain their
supremum or infimum on it. It follows that the same is true for any open set in the
Euclidean space. This phenomenon is the essence of the celebrated maximum modulus
principle for analytic functions and the so called maximum and minimum principle for
harmonic functions, that we are going to study later in this course. So, it is good to
become familiar with this notion at an early stage. However, you may entirely skip this
part if you feel that you are not up to it.
Let us first introduce a definition and then state the observations that we have made above
as a theorem.

Definition 1.5.5 Let f : X −→ Y be a function, where X, Y are subspaces of some Euclidean

spaces. We say f is an open mapping if each open subset of X is mapped onto an open subset
of Y.
Let us introduce the notation kf k to denote the function x 7→ kf (x)k.

Theorem 1.5.7 Let V be an open subset of Rn and f : V −→ Rm be an open mapping. Let

U be any non empty open subset of V. Then the following are true.
(i) For m = 1, f neither attains its supremum nor attains its infimum on U.
(ii) None of the coordinate functions fj := πj ◦ f attains its supremum or infimum on U.
(iii) kf k does not attain its supremum on U.
(iv) If f never vanishes on U then kf k does not attain its infimum on U.

Proof: (i) Since U is open and f is an open mapping, f (U ) is open in R. This means that given
any point x ∈ U, there exists ǫ > 0 such that the open interval (f (x) − ǫ, f (x) + ǫ) ⊂ f (U ).
Therefore f (x) is neither the maximum nor the minimum on U. Since this is true of all points
x ∈ U, statement (i) follows.
(ii) We just observe that the coordinate functions πj are open mappings and composite of two
Ch. 1 Basics of Complex Numbers 45

open mappings is again an open mapping. Now use (i).

f(x) z
w
f(U)
0

Fig. 8
(iii) Since f (U ) is open, for a given x ∈ U, we can find ǫ > 0 such that Bǫ (f (x)) ⊂ f (U ).
But then this open ball contains points z which are farther than f (x) from the origin. (See
2kf (x)k + ǫ
the Fig. 8). This is clear if f (x) = 0; otherwise, we can take z̄ = f (x), so that
2kf (x)k
kz̄k > kf (x)k. Since kz̄ − f (x)k = ǫ/2, we have z̄ ∈ f (U ) and This proves (iii).
2kf (x)k − ǫ
(iv) When f (x) never vanishes, put z̄ = f (x) so that kz̄k < kf (x)k. Again, since
2kf (x)k
kz̄ − f (x)k = ǫ/2, z ∈ f (U ). This proves (iv). ♠

Remark 1.5.3 Observe that we cannot say that kf k does not attain its infimum, in general.
The absolute minimum for the modulus function being 0, the moment 0 ∈ f (U ), we are done.

Another important topological notion viz., path connectivity will be developed in the next
section.

Exercise 1.5

1. Show that a complex valued function f is continuous iff the two functions obtained
by taking the real and imaginary parts of f are continuous.

2. Show that the following subsets of the complex plane are open:
(a) C \ A, where A is a finite subset of C;

(b) {z : |z| > r}, where r ∈ R;

(c) {x + ıy : x 6= 0};

(d) {x + ıy : a < x < b, c < y < d}, a, b, c, d ∈ R;

3. For a continuous function f : C −→ R, directly verify that f −1 (−1, 1) is an open

subset of C, without quoting theorem 1.5.2.
46 1.5 Topological Aspects of Complex Numbers

4. Let f, g : C −→ C be continuous functions. Show that {z : f (z) = g(z)} is a

closed subset of C.

5. Show that none of the following subsets of R2 are open in it:

(i) A line ax + by = c = 0; (ii) a circle (x − a)2 + (y − b)2 = k 2 ;

(iii) The boundary of a convex polygon; (iv) any countable subset;
(v) The closed disc {z : |z − a| ≤ r}.

6. X be a totally ordered set i.e., one with an order satisfyning FVII. Show that
every sequence in X has a subsequence which is monotone. (Indeed prove this for
a sequence of rational numbers without using the existence of real numbers. Then
imitate the same proof in the general case so that you get proof which does not
use the ‘completeness’ property (1.14) or any of its consequences.)

7. Show that every bounded sequence of real numbers has a subsequence which is
convergent. [Hint: Use (1.14)]

8. Use theorem 7 above to show that every Cauchy sequence in R is convergent.

∗
9. Deduce the general theorem 1.5.3 from the case when n = 1 as in the above
exercise 7.

∗
10. Use theorem 1.5.3 along with theorem 1.4.2 to prove theorem 1.5.4.

∗
11. Show that image of a compact set under a continuous function is compact.

∗
12. Use Ex. 11 to give a proof of theorem 1.5.5.

∗
13. Show that if U is a non empty subset of [a, b] which is both open and closed,
then U = [a, b].

∗
14. Prove theorem 1.5.6.

15. Combine IVP with the Archimedian property, to prove the following: for any
positive integer the map p : [0, ∞) → [0, ∞) given by p(r) = r k is surjective.
Ch. 1 Basics of Complex Numbers 47

1.6 Path Connectivity

Definition 1.6.1 Let A be a subset of the complex plane. By a path, a curve or an arc
in A, we mean a continuous map γ : [a, b] −→ A.
The points γ(a) and γ(b) are called the end points of γ. In fact γ(a) is called the
initial point and γ(b) is called the terminal point. We also say that γ is a path joining
z1 := γ(a) and z2 := γ(b). If such a path exists in A, we say that z1 and z2 can be joined
in A.
Given two paths γi : [ai , bi ] −→ A, i = 1, 2, suppose that γ1 (b1 ) = γ2 (a2 ). Then we
define the composite path γ := γ1 · γ2 : [a, b] −→ A by taking a = a1 , b = b1 + b2 − a2
and
(
γ1 (t), for a1 ≤ t ≤ b1 ;
γ(t) = (1.48)
γ2 (t + a2 − b1 ), for b1 ≤ t ≤ b1 + b2 − a2 .

By the inverse path γ −1 of a given path γ : [a, b] −→ A we mean the path defined by
γ −1 (t) = γ(a + b − t), a ≤ t ≤ b. It is indeed the path γ traversed in the ‘opposite
direction’.

Remark 1.6.1

1. Often, by a curve one means the image of a path γ, and γ itself is referred to as a
parameterization of the curve. For instance, the circle {z : |z| = 1} is thought of
as a curve and then γ(θ) = (cos θ, sin θ) [or equivalently γ(θ) := cos θ+ı sin θ ], 0 ≤
θ ≤ 2π, is thought of as a parameterization of the circle. We shall denote the image
of γ by Im(γ).

2. Observe that since γ2 (b1 + a2 − b1 ) = γ2 (a2 ) = γ1 (b1 ), it follows that γ as given

by (1.48) is well defined and continuous. Thus we see that the composite path is
obtained by first traversing along γ1 and then along γ2 . Clearly Im(γ) = Im(γ1 ) ∪
Im(γ2 ).

3. Also note that if γ : [a, b] −→ A is a path and a = a1 < a2 < a3 = b, is a subdivision

then indeed, γ = γ1 .γ2 , where γi are the restrictions of γ to the two sub-intervals
[a1 , a2 ] and [a2 , a3 ]. This remark will be of crucial practical importance to us soon.

It is important that we should be able to move from one point to another continuously,
remaining within a specified set. This leads us to the notion of path connectedness.
48 1.6 Path connectivity

Definition 1.6.2 We say A is path connected if any two points z1 , z2 ∈ A can be joined
in A, i.e., we can find a path within A with end points as z1 and z2 .

Remark 1.6.2 If we have a point z0 to which every other point of A can be joined in
A then given any two points z1 and z2 , we can take a path from z1 to z0 and then follow
it by a path from z0 to z2 . Hence, A is path connected. Obvious examples of (path)
connected spaces are singleton sets. Of course any convex subset of C is path connected.
(Recall that a subset A of C is said to be convex if z1 , z2 ∈ A implies the entire line
segment [z1 , z2 ] = {(1 − t)z1 + tz2 , 0 ≤ t ≤ 1} is contained in A.)

Remark 1.6.3 There is a ‘method’ in which path connectedness is exploited very often.
To illustrate this, we shall first introduce the following concept and then prove a theorem.

Definition 1.6.3 Let X be a topological space and f : X −→ Y be a function, where

Y is any set. We say f is locally constant if for each x ∈ X, there exists an open set Ux
in X such that x ∈ Ux and for all y ∈ Ux , we have f (y) = f (x).

It follows that the inverse image of a singleton set under such a function f is an open
set. Indeed, even the converse is true and we can say that f is a locally constant function
iff the inverse image of every set is open. Observe that we have made no assumptions
on the co-domain Y of the function f in this definition. Thus, if Y happens to be any
topological space, then it turns out that f will be automatically a continuous function.

Theorem 1.6.1 A locally constant function on a path-connected space is a constant.

Proof: Let f be a locally constant function on X. Fix a point a ∈ X and define

α : X → [0, 1] by the property that
(
0, if f (z) = f (a);
α(z) =
1, otherwise .
Then verify that α is a continuous function. Now let b ∈ X be any other point and
γ : [0, 1] → X be a path such that γ(0) = a, γ(1) = b. Then α ◦ γ : [0, 1] → [0, 1] is a
continuous map which takes only two possible values 0 or 1. Therefore it should take
only one value, viz. 0. This implies α(b) = 0 and hence f (b) = f (a). ♠
As a useful corollary we have:

Theorem 1.6.2 Let Ω be an open path connected subset of C. If A is a non empty

subset of Ω which is both open and closed then A = Ω.
Ch. 1 Basics of Complex Numbers 49

Proof: If not, we can consider the function χ : Ω → [0, 1] such that χ(z) = 1 if z ∈ A
and = 0 if z 6∈ A. Then χ will be a locally constant function which is not a constant. ♠

Remark 1.6.4

1. The ‘method’ that we alluded above is hidden in the above theorem. On a space X
which is path connected, suppose we want to prove a certain topological property
P at all points of X. We consider the subset A of all such points of X at which P
is true. We then show that A is non empty, open and closed in X. The theorem
then says that A = X. We shall have at least some opportunity to see this method
in action.

2. There is a notion of ‘connectivity’ which is somewhat weaker and less intuitive

than path-connectivity, which we shall introduce in the next section. However, the
notions coincide for open subsets of C. Thus it turns out that you need not worry
about it except for the sake of one small result in chapter 7. Until then we shall
use the word ‘connected’ to mean ‘path connected’ just to save that much
of breath and space.

3. The concept of path connectivity is very important everywhere in science. It means

that communications of any kind whatsoever between any two points is possible.

4. It follows easily that being ‘joined by an arc in A’ is an equivalence relation on the

set of points of A. Therefore, A will get partitioned into equivalence classes called
the path-components or in our new convention, components of A. A component of
A can also be described as a maximal connected subset of A. Often the study of
topological properties of a space is restricted to one such component at a time. This
method allows us to make a technical assumption that the space A is connected.

5. The plane C itself is connected. Indeed, every convex subset of a Euclidean space
is connected. In particular closed and open discs are connected.

6. More generally, a subset A ⊂ Rn is called star-shaped if there exists a ∈ A such that

for all b ∈ A we have the line segment [a, b] ⊆ A. It follows that every star-shaped
subset of Rn is connected.

7. Try to prove that even if you delete a finite number of points from C it remains
connected. Then try to improve upon this result by removing an infinite but
countable subset.
50 1.6 Path connectivity

Definition 1.6.4 By a region or a domain in C we mean an open subset of C which is

connected.

The reason for over-using the word domain in this special sense is that it is already
widely used in the literature. In classical analysis, the domain (in a set theoretic sense)
of definition of a function is always restricted to this type of subsets, viz., those which
are open and connected. Openness is often necessary to carry out differentiation. The
connectivity assumption can be justified by results of the following type: if the derivative
of a function vanishes identically, then it is a constant. You can easily see that such a
result is not true without the connectivity assumption on the boundary.

Definition 1.6.5 Let γ be a path defined on the interval [a, b]. It is called a closed path
or a loop if its end points coincide, i.e., γ(a) = γ(b). By a point curve is meant a curve
with Im(γ) = {a}, i.e., the curve is given by a constant map.
We say γ is simple or Jordan24 if it has no self-crossing, i.e., γ(t1 ) = γ(t2 ) ⇐⇒ t1 =
t2 or {t1 , t2 } = {a, b}. By a Jordan closed curve or a simple closed curve, we mean a
loop that is simple. Thus for a simple closed curve γ, it follows that γ(a) = γ(b) and for
pairs of distinct points {t1 , t2 } other than {a, b}, we have, γ(t1 ) 6= γ(t2 ).

An important fact about a simple closed curve is the so called:

Theorem 1.6.3 Jordan Curve Theorem:(JCT) Every simple closed curve in C sep-
arates C into two regions, one bounded and another unbounded, and the curve is the
common boundary of both of them.

Remark 1.6.5 This theorem is geometrically quite self-evident, even to a 2-year old.
Perform the following experiment and enjoy yourself. Equipment needed for this exper-
iment are
(i) a piece of chalk (preferably a coloured one),
(ii) friendship with a two year old kid.
Draw a sufficiently large simple closed curve on the floor and ask the kid to sit inside it
for two minutes while you pretend to look away but observe the out-come. Report your
observation. (As a pre-caution, let the curve be really a simple one.)
However, a formal proof of JCT is not so easy25 . In many expositions of Complex
Analysis, JCT is used, and often, without proof. A proof for the case of a simple closed
24
Carmile Jordan(1838-1922), a French mathematician.
25
A proof due to a young Indian under graduate R. Munshi, is published in Resonance Vol 4 No. 9
(pp. 32-37) and No 11 (pp. 14-20) 1999
Ch. 1 Basics of Complex Numbers 51

curve which is piecewise smooth is somewhat easier and you will learn it in a Differential
Topology course if at all you opt for it. You are welcome to try your hand to provide
a proof in the case of a polygonal Jordan loop. As far as complex function theory is
concerned, even this case is enough. (Compare Exercises 7.5.17 and 7.5.18.)
However, the word boundary used in the statement of JCT, may need some explana-
tion. Since this will be useful later on, let us study this concept here.

Definition 1.6.6 Let G ⊆ C. A point z is called a limit point of G if for every ǫ > 0
we have, (Bǫ (z) \ {z}) ∩ G 6= ∅. It is called an interior point of G if Bǫ (z) ⊂ G for some
ǫ > 0. Observe that an interior point is certainly a limit point but the converse is not
true. Points which are limit points but not interior points are called the boundary points
of G. The set of boundary points of G is called the boundary of G and is denoted by
δG. For nice subsets, this definition of boundary coincides with the intuitive notion of
the boundary that we have. For instance, the boundary points of a disc are the points
on the circle that bounds it. The set of interior points is called the interior of G and
is denoted by int G. Observe that int G is always an open set and G together with all
its limit points forms a closed set called the closure of G, denoted by Ḡ. It is indeed the
smallest closed set containing G. Of course, δG = Ḡ \ int G and hence is a closed set.

Exercise 1.6

1. Determine the number of connected components of the space C \ X, where X is:

(a) the real axis;
(b) the parabola: y = x2 ;
(c) the line segment [z1 , z2 ] for any two points z1 , z2 ∈ C.

2. Show that any circle in C separates the complex plane into two components, one
bounded and another unbounded, without of course using the JCT. Do it for any
ellipse, a triangle, a rectangle, or any convex polygon.

3. Let Ω be a bounded convex open subset of C. Show that C \ ∂Ω has precisely two
components, one bounded (= Ω ) and another unbounded.

4. Show that a path component of an open subspace A of C is open in C. In general,

they need be neither an open nor a closed subset of A.

5. If f is a continuous function on a connected set taking integer values then show

that f is a constant function.
52 1.7 Connectivity

1.7 *Connectivity
There is a topological notion which is less intuitive but more fundamental than path-
connectivity, viz., connectivity26 , defined purely in terms of open subsets of a topological
space. In this section, we shall study this notion, and relate it to the notion of path
connectivity.
Many introductory expositions on real analysis include a proof of connectivity of an
interval. Indeed, the axiom of existence of least upper bound for subsets of R which are
bounded above (see (1.14), is equivalent to the statement that every interval in R is
connected. Since we have not found any exposition containing this, we shall include a
proof of this here.
In this section, we talk about ‘spaces’ to mean subsets of some Euclidean space.
However, all results and concepts hold for any abstract topological space as well, with
which, at this stage, you may not be familiar with. We begin with theorem 1.6.2 and
make the concluding property in it into a definition.

Definition 1.7.1 Let X be a subset of Rn for some n. We say, that a subset A ⊂ X is

open in X if A = X ∩ U where U is open in Rn . Of course A is closed in X if X \ A is
open in X. With this notion of open subsets of X, we shall call X a space.

Definition 1.7.2 A space X ⊆ Rn is called connected if the only nonempty subset of

X which is both open and closed in X is X itself.

The following lemma gives you some equivalent formulation of connected spaces.

Lemma 1.7.1 Let Y be a subspace of Rn and X be a subset of Y. Then the following

statements are equivalent:
(i) X is connected.
(ii) If X is contained in the disjoint union of two or more open subsets of Y then X is
contained in one of them.
(iii) X is contained in the disjoint union of two closed subsets of Y then X is contained
in one of them.
26
It is possible to avoid this section completely for a long time. At least, in this book, the only places
that we have actually used this is in the statement and the proof of theorem 7.4.2. But in the long run,
the study of functions of one complex variable, will involve much deeper point-set-topology than the
the basic results included in this section.
Ch. 1 Basics of Complex Numbers 53

Proof: Easy. ♠
The following result comes very handy in proving that certain subsets are connected.

Theorem 1.7.1 Let X be the union of a family of connected subsets Cα , where ∩α Cα

is non empty. Then X is connected.

Proof: Suppose A is a non empty, open as well as closed subset of X. Then X =

`
A (X \ A), where both A and X \ A are closed. Since each Cα is connected it has to
be contained either in A or in X \ A. Since A 6= ∅, Cβ ⊂ A for some β. Now for any
other α, ∅ =
6 Cα ∩ Cβ ⊂ A ⊂ Cα ∩ A and hence Cα ⊂ A. Therefore X = A. ♠

Remark 1.7.1

1. It follows from (iii) that the closure of a connected subset is connected. For if A
`
is connected and Ā ⊂ F1 F2 , is in a disjoint union of two closed sets, then from
(iii) A is contained in, say F1 . This then implies Ā ⊂ F1 .

2. Maximal connected subsets are called connected components. Every space is the
disjoint union of its connected components.

3. From (1) above, it follows that each connected component of a space is a closed
subset. In general, components of a space need not be open subsets.

One of the main properties of connectivity is that it is preserved under continuous

maps:

Theorem 1.7.2 Let f : X → Y be a continuous map. If X is connected, then f (X) is

connected.
`
Proof: If not, let f (X) = U1 U2 be the disjoint union of two open sets. Since f is
continuous, it follows that Vj = f −1 (Uj ) are open in X. But it is easy to check that
`
X = V1 V2 . This means X is not connected. ♠.

Theorem 1.7.3 A subset of R is connected iff it is an interval.

Proof: Recall a subset A of R is called an interval if a, b ∈ A and a < x < b implies

x ∈ A. So, if A is not an interval, then there exist a, b ∈ A and a < x < b such that
x 6∈ A. We take U1 = (−∞, x) and U2 = (x, ∞) and check that A ⊂ U1 ∪ U2 . Observe
that both Uj are open in R and U1 ∩ U2 = ∅. However, A is contained neither in U1 nor
54 1.7 Connectivity

in U2 . This means that A is not connected. Thus we have proved that if A is connected
then it is an interval.
Conversely, suppose that A is an interval and we have two disjoint open sets U1 and
U2 such that A ⊂ U1 ∪ U2 . If possible suppose A ∩ Uj 6= ∅, j = 1, 2. Pick up aj ∈ A ∩ Uj .
We may assume that a1 < a2 . Put

Y = {x ∈ A ∩ U1 : x < a2 }.

Then Y is a non empty subset of R which is bounded above. Let y be the least upper
bound for Y. (This is where we have used the least upper bound property; see section
2) Then clearly a1 ≤ y ≤ a2 . Therefore y ∈ A. Suppose y ∈ U1 . This means there is an
0 < ǫ < (a2 − y)/2 such that [y, y + ǫ) ⊂ U1 . This implies [y, y + ǫ) ⊂ Y. But then y
cannot be the least upper bound of Y. Therefore y 6∈ U1 . Therefore y ∈ U2 . This means
that for some 0 < ǫ < y − a1 /2, (y − ǫ, y] ⊂ U2 . On the other hand, since y is the least
upper bound, there exist z ∈ (y − ǫ, y) ∈ U1 which means U1 ∩ U2 6= ∅. This is absurd.
Therefore one of the two sets A ∩ Uj is empty, which is the same as saying that A is
contained in one of the two sets U1 or U2 . This proves that A is connected. ♠

Remark 1.7.2 In terms of definition 1.7.2, theorem 1.6.2 can be stated as :every path
connected space is connected. Combining theorems 1.7.2 and 1.7.3 we can obtain an
alternate proof of this theorem. It is time you verified various properties stated in the
previous section for connected spaces. In particular, we have:

Theorem 1.7.4 A locally constant function on a connected space is a constant.

Remark 1.7.3 Theorem 1.7.3 implies in particular, that R itself is connected. Indeed,
we shall now show that the assumption R is connected implies that the least upper
bound property (1.14) holds.
Let A be any non empty subset of R which is bounded above by say b. Assume that
there is no least upper bound for A. The A is infinite. Let U be the set of all upper
bounds for A. The b ∈ U and A 6⊂ U, U is a proper subset of R. Our aim is to prove
that U is both open and closed thereby getting a contradiction.
Let x ∈ U. Since x is not a least upper bound for A, there exists y < x such that
(y, x] ∩ A = ∅. Since x is an upper bound for A we have A ⊂ (−∞, x]. Therefore,
A ⊂ (−∞, y]. This means (y, x] ⊂ U. Since in any case all numbers bigger than x are
also in U, it follows that (y, ∞) ⊂ U. This proves that U is open.
Ch. 1 Basics of Complex Numbers 55

It remains to see that R \ U is also open. Let x 6∈ U. This means there is a ∈ A

such that x < a. Moreover (−∞, a) ∩ U = ∅. This shows that R \ U is also open. This
completes the proof that connectivity of R implies the lub property (1.14).

Remark 1.7.4 Along the same line we can also prove that connectivity of intervals is
equivalent to the intermediate value property. (See theorem 13.) Let f : [a, b] → R be
a continuous function. Since [a, b] is connected, it follows f [a, b] is connected. Therefore
it is an interval. (This proves theorem 13.) Conversely, suppose some interval A in R
`
is not connected. Then A ⊂ U1 U2 a disjoint union of open sets and A ∩ Uj 6= ∅.
Choose aj ∈ A ∩ Uj and assume that a1 < a2 for definiteness. Define a function f as
`
follows: f (x) = 1 if x ∈ U1 , and f (x) = 2 if x ∈ U2 . Then f is continuous on U1 U2
`
and hence by restriction defines a continuous function on [a1 , a2 ] ⊂ A ⊂ U1 U2 . But
f [a1 , a2 ] = {1, 2} which is not an interval. This shows that IVP is violated.

Finally, we shall include a technical result which becomes very handy while dealing
with open connected subsets of Euclidean spaces.

Theorem 1.7.5 If A is a connected open subset of a euclidean space. Then given any
two points a, b ∈ U there exist a path from a to b made up of finitely many line segments
each of which is parallel to one of the axis. In particular A is path connected.

Proof: Let us call a path as prescribed in the theorem a ‘special’ path. Let U be the
subset of all points in A which can be joined to the point a by a special path in A.
Clearly a ∈ U.
We shall show that U and A \ U are both open. This will mean, by the connectivity
of A that U = A. That will of course prove that b ∈ U.
Given z ∈ Rn and δ > 0 let Boxδ (z) denote the cubical box with center z and each
of its sides of length 2δ :

Boxδ (z) = {(x1 , . . . , xn ) ∈ Rn : |xj − zj | < δ, 1 ≤ j ≤ n}.

It is clear that any two points in a box as above can be joined by a special path in the
box.
Let now z ∈ U. Fix a special path γ1 in A from z0 to z. Since A is open, there exists
δ > 0 such that the cubical the disc Bδ (z) ⊆ A. Let γ2 be a special path from z to w
in the box where w is an arbitrary point of the box. Then γ1 ⋆ γ2 is a special path in A
from z0 to w. Hence w ∈ U. This means that Boxδ (z) ⊆ U. Therefore U is open.
56 1.7 Connectivity

On the other hand, suppose now that z is not a point of U. Then no point w of
Boxδ (z) could have been joined to z0 by a special path in A, for otherwise we could
join z also to z0 , by first joining z to w inside Bδ (z) by a special path. This means
Boxδ (z) ⊆ A \ U. Hence A \ U is also open. This completes the proof. ♠

Example 1.7.1 The Topologists Sine Curve: We end this section with the following
example. Let
  
1
X= x, sin : 0<x≤π and Y = {ıy : − 1 ≤ y ≤ 1}.
x

Fig. 9
Consider the subspace Z = X ∪ Y of R2 . Both X and Y are path connected and
in particular connected also. Observe that the closure of X is the whole space Z and
hence it is connected. However, the space Z is not path connected. To see this suppose
γ : [0, 1] → Z is a path starting at (0, 0) and ending say at (π, 0). Let t0 be the least
upper bound of all those t such that γ(t) ∈ Y. Since Y is a closed subset of Z, it follows
that γ(t0 ) ∈ Y. Put U = B1/2 (γ(t0 )) ∩ Z and observe that the projection p2 (U) of U
onto the real axis consists of a countable union of disjoint open intervals on the positive
real axis and the point 0. On the other hand by continuity, there exists ǫ > 0 such that
γ(t0 − ǫ, t0 + ǫ) ⊂ B1/2 (γ(t0 )) ∩ Z and hence p2 ◦ γ(t0 − ǫ, t0 + ǫ) is an interval contained
Ch. 1 Basics of Complex Numbers 57

in p2 (U). Since 0 belongs to this interval, it follows that p2 ◦ γ(t0 − ǫ, t0 + ǫ) = {0}. This
is the same as saying that γ(t0 − ǫ, t0 + ǫ) ⊂ Y which contradicts the definition of t0 . It
should be remarked that the space Z is not ‘locally connected’ at points of Y and this
is essentially the reason how a connected space fails to be path connected.

Exercise 1.7 Show that product of two connected spaces is connected.

1.8 *The Fundamental Theorem of Algebra

As promised before, we shall give an elementary proof of Fundamental Theorem of
Algebra (FTA) in this section.

Theorem 1.8.1 Every non constant polynomial in one variable with coefficients in C
has at least one root in C.

The proof uses only elementary Real Analysis which you have learnt so far. All proofs
of FTA use Intermediate Value Theorem (IVP) implicitly or explicitly. We shall use it
here explicitly. Apart from that, the only important result that we use is Weierstrass’s
theorem (1.5.5). The proofs of these results have been indicated in the form of exercises
at the end of section 5. Those of you who have not seen these proofs yet may now read
the solution.
We begin with:

Lemma 1.8.1 For every polynomial function p : C → C, the function |p| : C → R

attains its infimum.

Proof: Given a polynomial p, we have to show that there exists z0 ∈ C such that
|p(z0 )| ≤ |p(z)| for all z ∈ C.
In exercise 11 in section 1.1, we have seen that p(z) −→ ∞ as z −→ ∞. This means
that there exists R > 0 such that |p(z)| > |p(0)| for all |z| > R. It follows that

Inf {|p(z)| : z ∈ C} = Inf {|p(z)| : |z| ≤ R} ≤ |p(0)|.

But the disc {z : |z| ≤ R} is closed and bounded. Since the function z 7→ |p(z)| is
continuous, it attains its infimum on this disc. This completes the proof of the lemma.
♠
Slowly but surely, now an idea of the proof of FTA emerges: Observe that FTA
is true iff the infimum z0 obtained in the above lemma is a zero of p, i.e., p(z0 ) = 0.
58 1.8 Fundamental Theorem of Algebra

Therefore in order to complete a proof of FTA, it is enough to assume that p(z0 ) 6= 0

and arrive at a contradiction. (This idea is essentially due to Argand.)
Consider the polynomial q(z) = p(z + z0 ). Both the polynomials, p, q have the same
value set and hence minimum of |q(z)| is equal to minimum of |p(z)| which is equal to
|p(z0 )| = |q(0)|.
We shall assume that q(0) 6= 0 and arrive a contradiction.
Write q(z) = q(0)φ(z). Then |q(0)| is the minimum of |q(z)| iff 1 is the minimum of
|φ(z)|. Put
φ(z) = 1 + wz k + z k+1 f (z)

with w 6= 0 is some complex number, k ≥ 1 and f (z) some polynomial.

It is enough to prove that

Lemma 1.8.2 Argand’s Inequality For any polynomial f, positive integer k, and any
w ∈ C \ {0},

Min{|1 + wz k + z k+1 f (z)| : z ∈ C} < 1. (1.49)

Choose r > 0 such that r k = |w| (IVP)(see Exercise 1.5.13). Now replace z by z/r k
in (1.49). Thus, we may assume |w| = 1 in (1.49).
At this stage, Argand’s proof uses de Moivre’s theorem, viz., for every complex
number α and every positive integer k, the equation z k = w has a solution. For its
simplicity, we present this proof first:
Choose λ such that λk = −w −1 . Replace z by λz in (1.49) to reduce it to proving

Min{|1 − z k + z k+1 g(z)| : z ∈ C} < 1. (1.50)

Now restrict z to positive real numbers, z = t > 0. Since g(t) is a polynomial, tg(t) → 0
as t → 0. So there exists 0 < t < 1 for which |tg(t)| < 1/2. But then
tk tk
|1 − tk + tk+1 g(t)| < |1 − tk | + = 1 − tk + < 1
2 2
thereby completing the proof of (1.49).
Why do we want to avoid using de Moivre’s Theorem? The answer is that it depends
heavily upon the intuitive concept of the angle which needs to be established rigorously.
(It should also be noted that during Argand’s time, one could not expect a rigorous
proof of lemma 1.8.1, which Argand simply assumed.27 )
27
For more learned comments, see R. Remmert’s article on ‘Fundamental Theorem of Algebra’ in
[Ebb].
Ch. 1 Basics of Complex Numbers 59

Instead, we now follow an idea of Littlewood28 which is coded in the following two
lemmas:

Lemma 1.8.3 Given any complex number w of modulus 1, one of the four numbers
±w, ±ıw has its real part less than −1/2.

Proof: [This is seen easily as illustrated in the Fig. 9. The four shaded regions which
cover the whole of the boundary are got by rotating the region ℜ(z) < −1/2. However,
it is important to note that the following proof is completely independent of the picture.]
Since |w| = 1, either |ℜ(w)| or |ℑ(w)| has to be bigger than 1/2. In the former case, one
of ±w will have the required property. In the latter case, one of ±ıw will do. ♠

Re(z)<−1/2

Fig. 9

Lemma 1.8.4 For any integer n ≥ 1, the four equations

z n = ±1; z n = ±ı; (1.51)

have all solutions in C.

Proof: Write n = 2k m, where m = 4l + 1 or 4l + 3. For k ≥ 0, since we can take

successive square-roots (see Example 1.2.1), let αk , βk , γk be such that
k k k
αk2 = −1, βk2 = ı, γk2 = −ı.

(For k = 0, this just means α0 = −1; β0 = ı, γ0 = −ı.)

Now let us solve the four equations (1.51) one by one:
(a) For z n = 1, take z = 1.
(b) For z n = −1, take z = αk . Then (αk )n = (−1)m = −1.
(c) For z n = ı, there are two cases: If m = 4l + 1, then take z = βk so that (βk )n =
28
??
60 1.8 Fundamental Theorem of Algebra

(ı)m = ı. If m = 4l + 3 then take z = γk so that (γk )n = (−ı)m = (−ı)3 = ı.

(d) This case follows easily from (b) and (c) : Choose z1 , z2 such that z1n = −1 and
z2n = ı. Then (z1 z2 )n = −ı. ♠
[At this stage, the proof given in literature first establishes de Moivre’s theorem and
then follows the arguments as in Argand’s proof. Here, we shall directly derive Argand’s
inequality.]
1
Returning to the proof of lemma 1.8.2, choose τ = ±1, ±ı so that ℜ(τ w) < −
2
(Lemma 1.8.3). Choose α ∈ C such that αk = τ (Lemma 1.8.4).
Now, replace z by αz, so that we may assume that w = a + ıb, where a ≤ −1/2 and
a + b2 = 1.
2

Since f is continuous, it follows that tf (t) → 0 as t → 0. Restricting to just the real

1
values of t, we can choose 0 < δ < 1 such that |tf (t)| < 3
for all 0 < t < δ. For such a
choice of t, we have

tk tk
|1 + wtk + tk+1 f (t)| ≤ |1 + wtk | + = [(1 + atk )2 + b2 t2k ]1/2 + .
3 3

We want to choose 0 < t < δ such that this quantity is less than 1. For a2 + b2 = 1 and
t > 0 we have

tk tk
[(1 + atk )2 + b2 t2k ]1/2 + < 1 iff [(1 + atk )2 + b2 t2k ]1/2 < 1 −
 3 k 2 k 2k
3
t 2t t
iff (1 + atk )2 + b2 t2k < 1 − = 1− +
3 3 9
2tk t2k
if 1 + 2atk + t2k < 1 − + since b2 ≤ 1
  3 9
8 k 2
iff t < − 2a + , t > 0.
9 3

This last condition can be fulfilled by choosing t > 0 such that tk < 3/8, for then,
 
8 k 1 2
t < < − 2a + .
9 3 3

Thus, for any t > 0 which is such that tk < min {3/8, δ} (IVP again), we have

|1 + wtk + tk+1 f (t)| < 1.

This completes the proof of the lemma 1.8.2 and thereby that of FTA. ♠
Ch. 1 Basics of Complex Numbers 61

1.9 Miscellaneous Exercises to Ch. 1

1. Use de Moivre’s theorem to prove:
(a) cos 2θ = cos2 θ − sin2 θ;
(b) sin 2θ = 2 sin θ cos θ;
(c) cos 3θ = cos3 θ − 3 cos θ sin2 θ;
(d) sin 3θ = 3 cos2 θ sin θ − sin3 θ.
P k n

P n


2. For every positive integer n, put αn = k≥0 (−1) 2k
; βn = k≥0 (−1)k 2k+1
.
Prove that 

 2n/2 (1, 0), n ≡ 0(mod8);



 (n−1)/2

 2 (1, 1), n ≡ 1(mod8);



 2n/2 (0, 1), n ≡ 2(mod8);



 2(n−1)/2 (−1, 1), n ≡ 3(mod8);
(αn , βn ) =

 2 n/2
(−1, 0), n ≡ 4(mod8);





 2(n−1)/2 (−1, −1), n ≡ 5(mod8);



 2n/2 (0, −1), n ≡ 6(mod8);



 (n−1)/2
2 (1, −1), n ≡ 7(mod8).

Also prove that αn2 + βn2 = 2n .

3. Prove the following identities

1 sin( 2n+1
2
)θ
(i) 1 + cos θ + cos 2θ + · · · + cos nθ = + θ
(0 < θ < 2π)
2 2 sin 2
1 θ cos( 2n+1
2
)θ
(ii) sin θ + sin 2θ + · · · + sin nθ = cos − θ
(0 < θ < 2π)
2 2 2 sin 2
sin2 nθ
(iii) sin θ + sin 3θ + · · · + sin(2n − 1)θ = , (0 < θ < π).
sin θ
sin 2nθ
(iv) cos θ + cos 3θ + · · · + cos(2n − 1)θ = (0 < θ < π).
2 sin θ

4. Let ζ = E(2π/n). Show that (1 − ζ)(1 − ζ 2 ) · · · (1 − ζ n−1 ) = n. Deduce

π 2π (n − 1)π n
sin sin · · · sin = n−1 .
n n n 2

5. Let P1 , P2 , . . . , Pn be the vertices of a regular polygon inscribed in a circle of radius

r. Determine the product of distances of P2 , . . . , Pn from P1 .
62 1.9 Miscellaneous Exercises

6. Describe geometrically the regions in the plane defined by:

(a) |3z − 2| < 1; (b) ℑz ≥ 2; (c) 0 < arg z < π/4;
(d) |z − 1| + |z + 1| ≤ 4; (e) ℜ(z 2 ) + ℑ(z 2 ) = 0; (f ) |z − ρ| = ρ + ℜz, ρ > 0.

7. (Circles of Appolonius) Determine the locus of the points given by

 
1 − z 
 
1 + z  = r
for any r ≥ 0. What happens for r = 0, 1, ∞?

8. Using complex numbers show that the line joining the mid-points of two sides of
a triangle is parallel to the third side and is of half its length. Also show that the
midpoints of the sides of any quadrilateral form the vertices of a parallelogram.

9. For any two distinct complex numbers z, w, let us denote by [z, w] the line segment
from z to w. Show that two line segments [z1 , w1 ], [z2 , w2] in the plane are parallel iff
(z1 − w1 )(z2 − w2 ) is a real number. In particular, show that three points z1 , z2 , z3
are collinear iff (z1 − z2 )(z1 − z3 ) is a real number.

10. Show that three points in the plane representing z1 , z2 , z3 are collinear iff
 
 
 1 z1 z¯1 
 
 1 z2 z¯2  = 0.

 
 1 z3 z¯3 

11. Show that the area of the triangle formed by three distinct points z1 , z2 , z3 is given
by   
1  2 z1 − z2 
(z1 − z3 ) ℑ .
2 z1 − z3 
Deduce that the three points are collinear iff zz11 −z
−z2
3
is real.

12. Let a, b be any two non zero complex numbers. Show that there exists z ∈ C such
that |z + a| + |z − a| = 2|b| iff |a| ≤ |b|.

13. Let z1 , z2 , z3 and w1 , w2 , w3 form the vertices of two similar triangles the labeling
being taken in the counter-clockwise sense in both cases. Then show that
 
 
 z1 w1 1 
 
 z2 w2 1  = 0.

 
 z3 w3 1 
[Hint: First reduce the problem to the case when z1 = w1 = 0. Next, reduce it to
the case when z2 = 1.]
Ch. 1 Basics of Complex Numbers 63

14. Show that a cyclic quadrilateral is a rectangle if its centroid coincides with the
center of the circle in which it is inscribed.

15. Take an arbitrary quadrilateral and raise a square exterior to the quadrilateral, on
each of its side. Join the centers of the squares on the opposite sides to obtain two
line segments. Use complex numbers to show that these line segments are equal
in length and perpendicular to each other.

16. (Nepolian’s Theorem) Take any triangle and raise equilateral triangles on each
side of it, external to the triangle. Show that the centres of these triangles form
an equilateral triangle.

17. Suppose w1 , w2, w3 ∈ C\{0} represent three non-collinear points and w1 +w2 +w3 =
0. If a1 , a2 , a3 are real numbers such that a1 w1 + a2 w2 + a3 w3 = 0 then show that
a1 = a2 = a3 . (This is equivalent to say that if three planar forces acting on a
point are keeping it in equilibrium then by scaling all the three forces by the same
factor only, the point will be still in equilibrium.)

18. Let w1 , w2 , w3 ∈ C \ {0} be such that w1 + w2 + w3 = 0. Prove that the following

statements are equivalent.
(i) w12 + w22 + w32 = 0.
(ii) w1 w2 + w2 w3 + w3 w1 = 0.
1 1 1
(iii) + + = 0.
w1 w2 w3
(iv) |w1 | = |w2| = |w3 |.
(v) 0, w1, w1 + w2 form the vertices of an equilateral triangle.
(vi) w1 , w2 , w3 form the vertices of an equilateral triangle.

19. Prove that three distinct points z1 , z2 , z3 in the plane form the vertices of an equi-
lateral triangle iff z12 + z22 + z32 = z1 z2 + z2 z3 + z3 z1 . Deduce that if w1 , w2 , w3 are
points dividing the three sides of the triangle ∆(z1 , z2 , z3 ) in the same ratio, then
the triangle ∆(w1 , w2 , w3 ) is equilateral iff the triangle ∆(z1 , z2 , z3 ) is so.

20. Given a point w ∈ C, find the expression for the foot of the perpendicular from w
onto the line L : αz + αz = k. Find the expression for the reflection of w in this
line.

21. Let R1 , R2 , R3 be reflections in sides of a genuine triangle. Show that their com-
posite taken in any order is a glide-reflection.
64 1.9 Miscellaneous Exercises

22. Show that four points in the plane no three of which are collinear, representing
z1 , z2 , z3 , z4 are con-cyclic iff
 
 1 z1 z¯1 z1 z¯1 

 
 1 z2 z¯2 z2 z¯2 
 = 0.
 1 z3 z¯3 z3 z¯3 

 
 1 z4 z¯4 z4 z¯4 

23. Show that if z1 , z2 , . . . , zn all lie strictly on one side of a line through the origin,
then z1−1 , . . . , zn−1 also lie on one side of a line passing through the origin; moreover
X X 1
prove that zj 6= 0 and 6= 0.
j j
zj

24. Given two distinct points a, b ∈ C, show that the equations

z−a
arg =k
z−b
represent the family of circles passing through the two points.

25. Let z1 , z2 , z3 be any three distinct points on the circle |z| = r. Suppose 0 and z3
z2 − z3 1 z2
lie on the same side of the chord [z1 , z2 ]. Show that arg = arg .
z1 − z3 2 z1
26. For any four distinct complex numbers zj , j = 1, 2, 3, 4 we define the their cross
ratio by   
z1 − z3 z2 − z4
[z1 , z2 , z3 , z4 ] = .
z2 − z3 z1 − z4
zj , j = 1, 2, 3, 4 lie on a straight line or a circle iff [z1 , z2 , z3 , z4 ] is a real number.
From this obtain the equation of a circle passing through three non-collinear points
z1 , z2 , z3 .

27. Find the center of the mass of point-masses λj situated at three distinct points
zj , i = 1, 2, 3 respectively. Allowing λj to have negative values also, determine
when the center of mass lies inside the triangle ∆(z1 , z2 , z3 ). Generalize this to n
points.

28. Let ω 6= 1 denote a cube root of unity. Mark on the plane, all the point m + nω
where m, n range over all integers. Show that by joining these points appropriately,
the entire plane can be divided into non overlapping equilateral triangles.

29. Let ω 6= 1 denote a cube root of unity. Find the minimum non zero value of
|mω + nω 2 | where m, n range over Z.
Ch. 1 Basics of Complex Numbers 65

30. Show that the set S1 of all complex numbers of modulus 1 forms a multiplicative
abelian (i.e., commutative) group. Also, show that for each natural number n, the
set of nth roots of unity forms a subgroup of S1 .

31. Let z ∈ C be such that |z| = 1. Suppose there are integers k1 < k2 such that
1 + z k1 + z k2 = 0. Show that z is a nth root of unity.

32. Let z ∈ C be such that |z| = 1. Suppose there are integers k1 < k2 < k3 such that
1+z k1 +z k2 +z k3 = 0. Show that z n = 1 for some integer n. In general, given z ∈ C
and integers 1 < k1 < k2 · · · < kr where r ≥ 4, such that 1 + z k1 + · · · + z kr = 0,
one can ask: “ is z n = 1 for some integer n?” This question was posed by Prof.
M.G. Nadkarni29 sometimes in 1993 to the author and answered in the negative
by Praneshachar30 in 1997, via the following example:

33.⋆ Consider the polynomial

P (z) = 1 + z + z 3 + z 5 + z 6 .

1 P (z)
Put z + z
= r in to obtain a cubic polynomial f (r). Show that
z3
(i) r is a root of f implies that z is root of P.
(ii) f (r) has a root r0 in the interval (−1, 1).
(iii) With θ = cos−1 (r0 /2) and z0 = E(θ) we have, |z0 | = 1 and P (z0 ) = 0.
(iv) Show that P does not have any root which is a root of unity.

34. Let C be a circle around 0 so that p(z) = an z n + an−1 z n−1 + · · · + a0 has no zeros
outside C. Define f (z) = 1/p(z) outside C. Show that f is bounded outside C.

35. Let p be a non constant polynomial. Given r > 0 show that there exists R > 0
such that for any |w| > R, there exists z such that p(z) = w and |z| > r.

36. Show that the amount of rotation in a given rigid motion is independent of the
choice of origin or axis of reference used in expressing the rigid motion.

37. Given w1 6= w2 ∈ C, the reflection in the perpendicular divider of the segment

[w1 , w2 ] maps w1 to w2 and vice versa. What are all the rigid motions which map
w1 to w2 ?
29
Department of Mathematics, University of Bombay
30
Department of Mathematics, I. I. Sc. Bangalore
66 1.9 Miscellaneous Exercises

38. Given two sets of distinct points {z1 , z2 } and {w1 , w2 } such that d(z1 , z2 ) =
d(w1 , w2 ), show that there is a rigid motion which is the composite of at most
two reflections which maps zj to wj , i = 1, 2.

39. Given two sets of distinct points {z1 , z2 , z3 } and {w1 , w2 , w3 } such that d(zj , zk ) =
d(wj , wk ), j, k = 1, 2, 3, show that there exists a rigid motion which maps zj to
wj , j = 1, 2, 3 which is the composite of at most three reflections.

40. Deduce, from the previous exercise, that every rigid motion of the plane is a
composite of at most three reflections. Also, deduce this directly from theorem
1.3.1. Is there any kind of uniqueness in this decomposition?

1 1
41. Let p, q be positive real numbers such that p
+ q
= 1.
1
(a) Find the points of maxima-minima of the function φ(x) = q
+ p1 x − x1/p on
1
[0, ∞). Deduce that x1/p ≤ q
+ p1 x, for all x ≥ 0. (Equality hold iff x = 1.)
(b) Prove that for u, v ≥ 0,
up v q
uv ≤ + .
p q
Show that equality holds iff up = v q .
P P
(c) Let aj , bj ≥ 0, j = 1, 2, . . . , n. Suppose j apj = 1 = j bqj . Show that
P
j aj bj ≤ 1.
(d) Prove Hölder’s Inequality: For any complex numbers zj , wj , j = 1, 2, . . . , n
we have  n  !1/p !1/q
X  n
X n
X
 
 zj wj  ≤ |zj |p |wj |q .
 
j=1 j=1 j=1

(e) Deduce Schwarz’s inequality:

 n  !1/2 !1/2
X  n
X n
X
 
 zj j ≤
w |zj |2 |wj |2 .
 
j=1 j=1 j=1

(f) Deduce Minkowski Inequality:

n
!1/p n
!1/p n
!1/p
X X X
|zj + wj |p ≤ |zj |p |wj |p .
j=1 j=1 j=1
Chapter 2

Complex Differentiability

2.1 Definition and Basic Properties

Recall that for a real valued function f defined in an open interval, and a point x0 in
the interval, we say f is differentiable at x0 if the limit of the difference quotient

f (x0 + h) − f (x0 )
lim
h−→0 h
df
exists. Moreover, this limit is then called the derivative of f at x0 and is denoted by dx
or by f ′ (x0 ).
In order to talk about differentiability of a function f of a real variable at a point
x, observe that the map should be defined in an interval around x. Similarly, in case of
a function f of a complex variable, we shall need that the function is defined in a disc
of radius r > 0 around the point under consideration. Just to avoid the necessity of
mentioning this condition every time, we briefly recall the concept of an open set here.
(For more details, see section 1.5.)

Definition 2.1.1 A subset U ⊂ C is called an open set if for each point z ∈ U, we have
r > 0 such that the open-ball Br (z) ⊂ U where,

Br (z) = {w ∈ C : |w − z| < r}.

Let us now consider a complex-valued function f defined in an open subset of C

and define the concept of differentiation with respect to the complex variable. With
no valid justification or motivation to do otherwise, we opt for a similar definition of
differentiability of f in this case also as in the case of a real valued function of a real

67
68 2.1 Definition and Basic Properties

variable, as a limit of ‘difference quotients’. All that we need is that these ‘difference
quotients’ make sense.

Definition 2.1.2 Let z0 ∈ U, where U is an open subset of C. Let f : U −→ C be

a map. Then f is said to be complex differentiable (written C−differentiable) at z0 if
the limit on the right hand side of (2.1) exists, and in that case we call this limit, the
derivative of f at z0 :

df f (z0 + h) − f (z0 )
(z0 ) := lim . (2.1)
dz h→0 h

We also use the notation f ′ (z0 ) for this limit and call it Cauchy derivative of f at z0 .
If f is C−differentiable at each z ∈ U then the map z 7→ f ′ (z) is called the derivative
of f on U and is denoted by f ′ .

Example 2.1.1 Let us work out the derivative of the function f (z) = z n , where n is an
integer, directly from the definition. Of course, for n = 0, the function is a constant and
hence, it is easily seen that it is differentiable everywhere and the derivative vanishes
identically. Consider the case when n is a positive integer. Then by binomial expansion,
we have,     
n n−1 n n−2 n−1
f (z + h) − f (z) = h z + hz +···+h .
1 2
Therefore, we have,
f (z + h) − f (z)
lim = nz n−1 .
h−→0 h
This is valid for all values of z. Hence f is differentiable in the whole plane and its
derivative is given by f ′ (z) = nz n−1 . Next, consider the case when n is a negative
integer. We see that the function is not defined at the point z = 0. Hence we consider
z m − (z + h)m
only points z 6= 0. Writing n = −m and f (z + h) − f (z) = and applying
(z + h)m z m
binomial expansion for the numerator as above, we again see that
m
f ′ (z) = − = nz n−1 , z 6= 0. (2.2)
z m+1

Remark 2.1.1 As in the case of calculus of 1-real variable, the Cauchy derivative has
all the standard properties:
(i) The sum f1 + f2 of two C−differentiable functions f1 , f2 is C−differentiable and

(f1 + f2 )′ (z) = f1′ (z) + f2′ (z).

Ch. 2 Complex Differentiability 69

(ii) the scalar multiple of a complex differentiable function f is complex differentiable,

and
(αf )′(z) = αf ′ (z).

(iii) The product of two complex differentiable functions f, g is again complex differen-
tiable and we have the product rule:

(f g)′(z) = f ′ (z)g(z) + f (z)g ′ (z). (2.3)

Further if g(z) 6= 0 then we have the quotient rule:

 ′
f f ′ (z)g(z) − f (z)g ′ (z)
(z) = . (2.4)
g g 2 (z)

The proof of the following theorem is exactly the same as the proof of the corre-
sponding result for real valued function of a real variable.

Theorem 2.1.1 (The Increment Theorem:) Let f : A −→ C, z0 ∈ A, r > 0 such

that Br (z0 ) ⊂ A. Then f is complex differentiable at z0 iff ∃ α ∈ C, and a function
φ : Bs (0) \ {0} −→ C, (0 < s ≤ r) such that for all h ∈ Bs (0) \ {0}, we have,

f (z0 + h) − f (z0 ) = hα + hφ(h); limh→0 φ(h) = 0. (2.5)

Proof: For the given f, we simply take

f (z0 + h) − f (z0 )
ψ(h) := , h ∈ Br (0) \ {0}.
h
Then f is complex differentiable at z0 iff limh−→0 ψ(h) exists. In that case, we simply
put α equal to this limit and take φ(h) = ψ(h) − α and observe that φ(h) −→ 0 iff
ψ(h) −→ α. On the other hand, if there is such a function φ and a constant α then
clearly, limh−→0 ψ(h) = α, and so, f is complex differentiable at z0 and f ′ (z0 ) = α. ♠

Remark 2.1.2 We may assume that the error function φ in (2.5) is defined on the whole
of Br (0), its value at 0 being completely irrelevant for us. The increment theorem enables
one to deal with many tricky situations while dealing with differentiability. From (2.5)
one can quickly deduce that a function which is differentiable at a point is continuous
at that point. As a further illustration we shall derive the chain rule for differentiation.
70 2.1 Definition and Basic Properties

Theorem 2.1.2 Chain Rule : Let f : A −→ C, g : B −→ C, f (A) ⊂ B and

z0 ∈ A. Suppose that f ′ (z0 ) and g ′ (f (z0 )) exist. Then (g ◦ f )′(z0 ) exists and (g ◦ f )′ (z0 ) =
g ′ (f (z0 ))f ′ (z0 ).

Proof: Apply increment theorem to f at z0 and to g at f (z0 ) to obtain:

)
f (z0 + h) − f (z0 ) = hf ′ (z0 ) + hη(h); η(h) → 0 as h → 0;
(2.6)
g(f (z0 ) + k) − g(f (z0)) = kg ′ (f (z0 )) + kζ(k) ; ζ(k) → 0 as k → 0

Let η, ζ be defined over Bs (0), Br (0) respectively. By continuity of f at z0 , it follows that

if s is chosen sufficiently small then for all h ∈ Bs (0), we have f (z0 + h) − f (z0 ) ∈ Br (0).
Hence we can put k = f (z0 + h) − f (z0 ), in (2.6) to obtain,

g(f (z0 + h)) − g(f (z0 )) = [hf ′ (z0 ) + hη(h)][g ′ (f (z0 )) + ζ(k)]
= hg ′ (f (z0 ))f ′ (z0 ) + hξ(h),

where, ξ(h) = η(h)g ′ (f (z0 )) + (η(h) + f ′(z0 ))ζ(f (z0 + h) − f (z0 )). Observe that as h → 0,
we have, k = f (z0 + h) − f (z0 ) → 0 and ζ(k) → 0. Hence ξ(h) → 0, as h → 0. Thus by
the increment theorem again, (g ◦ f )′(z0 ) exists and is equal to g ′ (f (z0 ))f ′ (z0 ) as desired.

Remark 2.1.3 So far, we have considered derivatives of functions at a point z ∈ A only

when the function is defined in a neighborhood of z. We can try to relax this condition
as follows: Thus, if B ⊂ C and f : B −→ C, we say f is complex differentiable on B
if f extends to a complex differentiable map fˆ : A −→ C where A is an open subset
containing B. However, we can no longer attach a unique derivative to f at points of
B in general. With some more suitable geometric assumptions on B, this can be made
possible. For instance if B is a closed disc or a closed rectangle, and if f : B −→ C is
differentiable on B, then even at the boundary points of B, the derivative of f is unique.
This follows since, once the limit of the difference quotient exists its value is determined
by the values of f itself rather than those of the extensions of f.

Exercise 2.1

1. Write down detailed proofs of each of the claims made in remark 2.1.1.

2. Check for differentiability of the following functions directly from the definition at
z = 0 and explain what goes wrong in case it is going wrong:
(a) z 2 + z + 1; (b) z 1/2 ; (c) z̄.
Ch. 2 Complex Differentiability 71

3. Use chain rule, product rule and (2.2) to obtain the quotient rule.

4. Use quotient rule, chain rule etc. to find the derivatives of

z z 1/2
(a) ; (b) 2 , wherever they exist.
1+z z +z+1
5. Let f : U −→ C be a complex differentiable function, where U is a convex open
subset of C. Observe that if g : J → U is a real diffeentiable function on an open
interval J, then the chain rule is valid for the composite function f ◦ g. Use this to
show that if f ′ (z) ≡ 0 then f is a constant function. Generalize this to the case
when U is any connected open set. [Hint: Use theorem 1.7.5.]

2.2 Polynomials and Rational Functions

In this section, let us study some simple examples of complex differentiable functions:

(a) The polynomial functions: As such, the easiest functions to deal with are
the constant functions. These are the first examples of C-differentiable functions. The
identity function z 7→ z, merely denoted by z, is also C-differentiable. Since product
and sum of any two C-differentiable function is again complex differentiable, it follows
that
p(z) = a0 + a1 z + a2 z 2 + · · · + an z n ,
is again C-differentiable, where aj ∈ C. Such functions are called polynomials functions.
If an 6= 0 then we say the degree of this polynomial is n. Moreover, the derivative of p
with respect to z is given by

p′ (z) = a1 + 2a2 z + · · · nan z n−1 .

Observe that all constant polynomials a 6= 0 have degree 0. The ‘zero’ function is
customarily assigned the degree −∞. One reason is that with this convention, we have
the degree function will have the property deg (pq) = deg p + deg q. [But in some other
contexts, it may be convenient to assign some other value for deg 0. For example if you
take the set of all homogeneous polynomials of degree n in k-variables, then it would
form a vector space, provided you assign the degree n to the zero polynomial.] All degree
1 polynomials are also referred to as linear polynomials. The Fundamental Theorem
of Algebra (FTA) asserts that every non-constant polynomial assumes the value zero,
i.e., the equation
p(z) = 0
72 2.2 Polynomials and Rational Functions

has a solution. This is the same as saying that every non constant polynomial has a
root. For an elementary proof of this theorem, see section 1.8. Later, in chapter 4, we
shall see a proof of this theorem using Complex Analysis.
Now observe that if z1 is a solution of p(z) = 0, then as in school algebra, we can
perform division by z − z1 and the remainder will be zero, i.e.,

p(z) = (z − z1 )q(z).

It also follows easily that deg q(z) = n − 1. Thus by repeated application of FTA, we
can factorize p(z) completely into linear factors and a constant:

p(z) = an (z − z1 )(z − z2 ) · · · (z − zn ), an 6= 0. (2.7)

We conclude that every polynomial of degree n has n roots. Also if w 6= zj , j =

1, . . . , n, it is clear from (2.7) that p(w) 6= 0. Hence, p(z) has precisely n roots. Observe
that two or more of the roots zj may coincide. If that is the case, we say, that the
corresponding root is a multiple root with its order or multiplicity being equal to the
number of times z − zj is repeated in the factorization (2.7). The factorization is unique
up to a permutation of the factors.
Next, we observe that if z1 is a repeated root then p′ (z1 ) = 0. Indeed if the multiplicity
of z1 is m in p(z) then

p(z) = (z − z1 )m q(z), (q(z1 ) 6= 0)

which implies that,

p′ (z) = m(z − z1 )m−1 q(z) + (z − z1 )m q ′ (z) = (z − z1 )m−1 r(z),

where r(z) = mq(z) + (z − z1 )q ′ (z). Since r(z1 ) 6= 0, it follows that the multiplicity of z1
in p′ (z) is m − 1.
As an entertaining exercise, let us prove the following theorem due to Gauss which
has a lot of geometric content in it. Recall that if S is a subset of C, then by convex hull
P
of S we mean the set of all elements tj sj , sj ∈ S, where the sum is finite, 0 ≤ tj ≤ 1
P
and tj = 1.

Theorem 2.2.1 Gauss1 : Let p(z) be a polynomial with complex coefficients. Then all
roots of p′ (z) lie in the convex hull spanned by the roots of p(z).
1
An equivalent version of this has been attributed to Lucas by Ahlfors.
Ch. 2 Complex Differentiability 73

Proof: For any complex number z, since zz̄ = |z|2 , it follows that for any z 6= 0, z̄ −1 has
n
Y
the same argument as z. Let z1 , . . . , zn be the roots of p(z), so that p(z) = c (z − zj ).
j=1
Then we have,
n
p′ (z) X 1
= .
p(z) j=1
z − zj
Now suppose that w is a root of p′ (z). If w = zj for some j, there is nothing to prove.
So, let w 6= zj for any j. Then it follows that
n
X X 1 n
1
=0= . (2.8)
j=1
w − zj j=1
w − zj

On the other hand suppose w did not belong to the convex hull of {z1 , z2 , . . . , zn }, then
it is easily seen that there is a straight line L passing through w such that all the points
zj lie strictly to one side of L. (Write full details as an exercise.) If L1 is the line through
the origin parallel to L, then it will mean that all the numbers w − zj lie on one side of
L1 . Since (w − zj )−1 have the same argument as w − zj , it follows that (w − zj )−1 also
lie on the same side of L1 . But then, their sum cannot be zero! This contradiction to
(2.8) proves the theorem. ♠

Remark 2.2.1 One can think of n forces of magnitude |w − zj |−1 acting on the point
w and directed towards the point zj . Then (2.8) can be interpreted as saying that the
point w is at equilibrium under these forces. From this interpretation, the conclusion
of the theorem is immediate for a physicist. That is how Gauss may have discovered
this result. We have deliberately left out a few details in the above proof. These details
should be supplied by the reader. (See exercise 23 in Misc. Exercises 1.9.)

(b) The rational functions: In (a), the domain of definition of our functions was the
entire plane. We shall now define some C-differentiable functions with their domains of
definition not necessarily being the entire plane. These functions are of the form
p(z)
φ(z) = (2.9)
q(z)
where p and q are polynomials, called rational functions. By canceling out common
factors from both p and q, we can assume that p and q do not have any common
factors. Then, obviously, φ(z) makes sense precisely when q(z) 6= 0 and so the domain
of definition of φ(z) is C \ {z : q(z) = 0}. We have by (2.4),
p′ (z)q(z) − q ′ (z)p(z)
φ′ (z) = (2.10)
(q(z))2
74 2.2 Polynomials and Rational Functions

and so φ is C-differentiable in its domain. Its derivative is another rational function

having the same domain of definition. Prove this statement. Caution: (2.10) may not
be in the reduced form even though (2.9) is. Later on, we shall have more opportunities
to study these functions, particularly, the so called fractional linear transformations,
az + b
which are of the form . At this stage, it may be worthwhile to note that the set
cz + d
of all polynomials in one variable with complex coefficients forms a commutative ring
which we denote by C[z]. One of the important property of this ring is that it is an
integral domain , (i.e., a commutative ring in which product of two non zero elements
is never zero). This follows easily from the ‘unique factorization’ property (2.7) that
we have seen. The set of all rational functions forms a field, C(z), called the field of
fractions of the integral domain C[z].

In order to get any other class of examples of complex differentiable functions, we

have to use the power series. So, we prepare ourselves for this by recalling some basic
facts about series in the next section.

Exercise 2.2

1. Show that composite of two polynomial (resp. rational) maps is a polynomial

(resp. rational) map.

2. * Let X1 , X2 , . . . , Xn be n indeterminates. For each positive integer k ≤ n, consider

the polynomials:

X
σk = σk (X1 , . . . , Xn ) := Xi1 Xi2 · · · Xik .
i1 <···<ik

They are called symmetric functions— for if you interchange Xi and Xj for any
i, j the functions do not change. In fact, σk are called elementary symmetric
polynomials. Of course, there are other symmetric polynomials. Another class of
important symmetric polynomials are the power sums:

X
ρk = ρk (X1 , . . . , Xn ) := Xik
i
Ch.2 Complex Differentiability 75

defined for each k ≥ 1. Establish the following Newton’s identities:

ρ1 − σ1 = 0
ρ2 − σ1 ρ1 + 2σ2 = 0
(2.11)
·········
ρk − σ1 ρk−1 + · · · + (−1)k−1 σk−1 ρ1 + (−1)k kσk = 0

[Hint: Introduce the elaborate notation:

σk (n) = σk (X1 , . . . , Xn ) and ρk (n) = ρk (X1 , . . . , Xn ).

Then observe that σk (n) = σk (n − 1) + Xn σk−1 (n − 1) and ρk (n) = ρk (n − 1) + Xnk .

Now, induct on n to establish the above identities.] Show that any symmetric
polynomial can be expressed as a linear combination of product of elementary
symmetric polynomials, σ1 , . . . , σn in a unique way.

2.3 Analytic Functions: Power Series

We shall recall some basic results about the power series. In fact, we assume that the
reader has some familiarity with this topic and hence our treatment of this topic is
somewhat sketchy, as in the case of sequences and series.
Let K := R, or = C. (Indeed K could be any field so far as we do not discuss
convergence.)

Definition 2.3.1 By a formal power series in one variable t over K, we mean a sum of
the form ∞
X
an tn , an ∈ K.
n=0

Let K[[t]] denote the set of all formal power series in t over K. Observe that when
at most a finite number of an are non zero the above sum gives a polynomial. Thus, all
polynomials in t are power series in t, i.e., K[t] ⊂ K[[t]].
Just like polynomials, we can add two power series ‘term-by-term’ and we can also
multiply them by scalars, viz.,
X X X X X
an tn + bn tn := (an + bn )tn ; α( an tn ) := αan tn .
n n n n n

Verified that the above two operations make K[[t]] into a vector space over K.
76 2.3 Analytic Functions

Further, we can even multiply two formal power series:

! !
X X X
an tn bn tn := cn tn ,
n n n
Pn
where, cn = ak bn−k . This product is called the Cauchy product.
k=0
One can directly check that K[[t]] is then a commutative ring with the multiplicative
identity being the power series
X
1 := an tn
n
where, a0 = 1 and an = 0, n ≥ 1. Together with the vector space structure, K[[t]] is actually a
K-algebra.) Observe that the ring of polynomials in t forms a subring of K[[t]]. What we are
now interested in is to get nice functions out of power series.
Observe that, if p(t) is a polynomial over K then by the method of substitution,
it defines a function a 7→ p(a), from K to K. It is customary to denote this map by
p(t) itself. However, due to the infinite nature of the sum involved, given a power series
P and a point a ∈ K, the substitution P (a) may not make sense in general. This is
the reason why we have to treat power series with a little more care, via the notion of
convergence.
P
Definition 2.3.2 A formal power series P (t) = n an z n is said to be convergent at
n
X
z0 ∈ C if the sequence {sn }, where, sn = ak z0k is convergent. In that case we write
k=0

P (z0 ) = lim sn
n→∞

for this limit. Putting tn = an z0n , this just means that the series of complex numbers
P
n tn is convergent.

Remark 2.3.1 Observe that every power series is convergent at 0.

Definition 2.3.3 A power series is said to be a convergent power series, if it is conver-

gent at some point z0 6= 0.

The following few theorems, which are attributed to Cauchy-Hadamard2 and Abel3 ,
are most fundamental in the theory of convergent power series.
2
Jacques Hadamard(1865-1963) was a French Mathematician who was the most influential mathe-
matician of his days, worked in several areas of mathematics such as complex analysis, analytic number
theory, partial differential equations, hydrodynamics and logic.
3
Niels Henrik Abel (1802-1829) was a Norwegian, who died young under deprivation. At the age of
21, he proved the impossibility of solving a general quintic by radicals. He did not get any recognition
during his life time for his now famous works on convergence, on so called abelian integrals, and on
elliptic functions.
Ch.2 Complex Differentiability 77
P
Theorem 2.3.1 Cauchy-Hadamard Formula: Let P = n≥0 an tn be a power series
p
over C. Put L = lim supn n |an | and R = L1 with the convention 01 = ∞; ∞
1
= 0. Then
(a) for all 0 < r < R, the series P (t) is absolutely and uniformly convergent in |z| ≤ r
and
(b) for all |z| > R, the series is divergent.

Proof: (a) Let 0 < r < R. Choose r < s < R. Then 1/s > 1/R = L and hence by
property (Limsup-I) (see definition 1.4.2), we must have n0 such that for all n ≥ n0 ,
pn
|an | < 1/s. Therefore, for all |z| ≤ r, |an z n | < (r/s)n , n ≥ n0 . Since r/s < 1, by
Weierstrass majorant criterion, (Theorem 1.4.8), it follows that P (z) is absolutely and
uniformly convergent.
(b) Suppose |z| > R. We fix s such that |z| > s > R. Then 1/s < 1/R = L, and hence
p
by property (Limsup-II), there exist infinitely many nj , for which nj |anj | > 1/s. This
P
means that |anj z nj | > (|z|/s)nj > 1. It follows that the nth term of the series n an z n
does not converge to 0 and hence the series is divergent. ♠
P
Definition 2.3.4 Given a power series n an tn ,
X
R = sup{|z| : an z n < ∞}
n

is called the radius of convergence of the series. The above theorem gives you the formula
for R.

Remark 2.3.2 Observe that if P (t) is convergent for some z, then the radius of con-
vergence of P is at least |z|. The second part of the theorem gives you the formula for it.
This is called the Cauchy-Hadamard formula. It is implicit in this theorem that the
the collection of all points at which a given power series converges consists of an open
disc centered at the origin and perhaps some points on the boundary of the disc. This
disc is called the disc of convergence of the power series. Observe that the theorem does
not say anything about the convergence of the series at points on the boundary |z| = R.
The examples below will tell you that any thing can happen on the boundary.
X X tn X tn
Example 2.3.1 The series tn , , all have radius of convergence 1. The
n n
n n n2
first one is not convergent at any point of the boundary of the disc of convergence |z| = 1.
The second is convergent at all the points of the boundary except at z = 1 (Dirichlet’s
test) and the last one is convergent at all the points of the boundary (compare with
P 1
n n2 ). These examples clearly illustrate that the boundary behavior of a power series
needs to be studied more carefully.
78 2.3 Analytic Functions

Remark 2.3.3 It is not hard to see that the sum of two convergent power series is
convergent. Indeed, the radius of convergence of the sum is at least the minimum of
the radii of convergence of the summands. Similar statement holds for Cauchy product.
Since Cauchy product of two convergent series with non negative real coefficients is
convergent, it follows that the radius of convergence of the Cauchy product of two series
is at least the minimum of the radii of convergence of the two series.

Example 2.3.2 Here is an example of usefulness of Cauchy’s product. Consider the

geometric series g(t) = 1 + t + t2 + · · · with radius of convergence equal to 1. We can
easily compute (g(t))2 and see that

(g(t))2 = 1 + 2t + 3t2 + · · · + ntn−1 + · · ·

which also should have radius convergence at least 1. Also it is not convergence at 1.
P
Hence the radius of convergence is exactly one. Thus, it follows that k ktk = tg(t)2
also has radius of convergence equal to 1. By Cauchy Hadamard’s theorem, it follows
√ P
that lim supn n n = 1. In turn, it follows that for all integers m, the series k k m tk have
radius of convergence 1.

P
Definition 2.3.5 Given a power series P (t) = an tn , the derived series P ′ (t)
n≥0
P ′ n−1
is defined by taking term-by-term differentiation: P (t) = n≥1 nan t . The series
P an n+1
n≥0 n+1 t is called the integrated series.

As an application of Cauchy-Hadamard formula, we derive:

Theorem 2.3.2 A power series P (t), its derived series P ′(t) and any series obtained
by integrating P (t) all have the same radius of convergence.

P
Proof: Let the radius of convergence of P (t) = n an tn , and P ′ (t) be r, r ′ respectively.
It is enough to prove that r = r ′ .
We will first show that r ≥ r ′ . For this we may assume without loss of generality
that r ′ > 0. Let 0 < r1 < r ′ . Then
!
X X
|an |r1n = r1 n|an |r1n−1 < ∞.
n≥1 n≥1

It follows that r ≥ r1 . Since this is true for all 0 < r1 < r ′ this means r ≥ r ′ .
Ch.2 Complex Differentiability 79

Now to show that r ≤ r ′ , we can assume that r > 0 and let 0 < r1 < r. Choose r2
such that r1 < r2 < r. Then for each n ≥ 1
 n
n−1 n r1 M n
nr1 ≤ r2n ≤ r
r1 r2 r1 2
P  k P
r1
where M = k≥1 k r2
< ∞, since the radius of convergence of k ktk is at least 1
(See Example 2.3.2.) Therefore,
X MX
n|an |r1n−1 ≤ |an |r2n < ∞.
n≥1
r1 n≥1

We conclude that r ′ ≥ r1 and since this holds for all r1 < r, it follows that r ′ ≥ r. ♠

Remark 2.3.4
(i) For any sequence {bn } of non negative real numbers, one can directly try to establish
p p
lim sup n
(n + 1)bn+1 = lim sup n bn
n n

which is equivalent to proving theorem 2.3.2. However, the full details of such a proof
are no simpler than the above proof. In any case, this way, we would not have got the
limit of these derived series.
(ii) A power series with radius of convergence 0 is apparently ‘useless for us’, for it only
defines a function at a point. It should noted that in other areas of mathematics, there
are many interesting applications of formal power series which need be convergent,
(iii) A power series P (t) with a positive radius of convergence R defines a continuous
function z 7→ p(z) in the disc of convergence BR (0), by theorem 1.4.9. Also, by shifting
the origin, we can even get continuous functions defined in BR (z0 ), viz., by substituting
t = z − z0 .
(iv) One expects that functions which agree with a convergent power series in a small
neighborhood of every point will have properties akin to those of polynomials. So, the
first step towards this is to see that a power series indeed defines a C-differentiable
function in the disc of convergence.

P
Theorem 2.3.3 Abel: Let n≥0 an tn be a power series of radius of convergence R > 0.
Then the function defined by
X
f (z) = an (z − z0 )n
n
80 2.3 Analytic Functions

is complex differentiable in Br (z0 ). Moreover the derivative of f is given by the derived

series
X
f ′ (z) = nan (z − z0 )n−1
n≥1

inside |z − z0 | < R.

Proof: Without loss of generality, we may assume that z0 = 0. We already know that
the derived series is convergent in BR (0) and hence defines a continuous function g on
it. We have to show that this function g is the derivative of f at each point of BR (0).
So, fix a point z ∈ BR (0). Let |z| < r < R and let 0 6= |h| ≤ r − |z| so that |z + h| ≤ r.
Consider the difference quotient

f (z + h) − f (z) X
− g(z) = un (h) (2.12)
h n≥1

an [(z + h)n − z n ]
where, we have put un (h) := − nan z n−1 . We must show that given
h
ǫ > 0, there exists δ > 0 such that for all 0 < |h| < δ, we have,
 
 f (z + h) − f (z) 
 − g(z)  < ǫ. (2.13)
 h 

The idea here is that the sum of first few terms can be controlled by continuity whereas
the remainder term can be controlled by the convergence of the derived series. Using
the algebraic formula
n−1
αn − β n X n−1−k k
= α β ,
α−β
k=0

putting α = z + h, β = z we get,

un (h) = an [(z + h)n−1 + (z + h)n−2 z + · · · + (z + h)z n−2 + z n−1 − nz n−1 ]. (2.14)

Since |z| < r and |z + h| < r, it follows that

|un (h)| ≤ 2n|an |r n−1 . (2.15)

Since the derived series has radius of convergence R > r, it follows that we can find n0
such that
 
X  X
 
 un (h) ≤ 2 |an |nr n−1 < ǫ/2. (2.16)
 
n≥n0 n≥n0
Ch.2 Complex Differentiability 81

On the other hand, again using (2.14), each un (h) is a polynomial in h which vanishes at
P
h = 0. Therefore so does the finite sum n<n0 un (h). Hence by continuity, there exists
δ ′ > 0 such that for |h| < δ ′ we have,
 
X 
 
 un (h) < ǫ/2. (2.17)
n<n 
0

Taking δ = min{δ ′ , r − |z|} and combining (2.16) and (2.17) yields (2.13). ♠

Definition 2.3.6 Let f : Ω −→ C be a function. We say f is analytic at z0 ∈ Ω if there

exists r > 0 and a power series P of radius of convergence ≥ r such that Br (z0 ) ⊂ Ω
and f (z) = P (z − z0 ) for all z ∈ Br (z0 ). We say f is analytic in Ω if it is so at each point
z0 ∈ Ω.

As seen above it follows that an analytic function is C-differentiable any number of

times. On the other hand, what is not obvious is that if P (t) is a formal power series
with positive radius of convergence r, then the function f (z) = P (z − z0 ) is analytic in
|z − z0 | < r. (Observe that the definition only says that it is analytic at z0 .) This fact
can be directly proved (See the proposition below). [However, you may skip this, as the
result will follow easily from Taylor’s theorem which we shall prove in chapter 4.]

P∞
Proposition 2.3.1 Let P (t) = n=0 an tn be a power series with radius of convergence
ρ > 0. Let z0 be any point such that |z0 | < ρ. Let P (n) (z0 ) denote the nth derivative of
P (z) at z0 . Then the power series
∞
X P (n) (z0 )
Q(t) = tn
n=0
n!

has radius of convergence at least ρ − |z0 |. Moreover, for all |w − z0 | < ρ − |z0 |, we have

P (w) = Q(w − z0 ). (2.18)

In particular, the function z 7→ P (z) is analytic at every point of the disc |z| < ρ.

Proof: Note that by repeated application of theorem 2.3.3, P (n) (z0 ) makes sense. Con-
sider the double series
X (m + n)!
am+n z0n (w − z0 )m . (2.19)
m≥0,n≥0
m!n!
82 2.3 Analytic Functions

By formally summing it up in two different ways we obtain both LHS and RHS of (2.18).
Therefore, we need only to justify the rearrangements. This will follow if we show that
the double series (2.19) is absolutely convergent for |w − z0 | < ρ − |z0 |.

r w
z0

0 ρ

Fig.11
Choose r such that |w − z0 | < r < ρ − |z0 |. Then r < ρ and hence
X X (m + n)! X X (m + n)!
|am+n ||z0 |n |w − z0 |m ≤ |am+n ||z0 |n |r m
m≥0 n≥0
m!n! m≥0 n≥0
m!n!
X
= |al |(r + |z0 |)l < ∞.
l≥0

Remark 2.3.5
(i) The above theorem, also known as Taylor’s theorem has nothing to do with complex
numbers in the sense that it is true for power series with real coeffients and even the
proof is the same. In that case, we obtain what are known as real analytic functions.
They share several properties common with complex analytic functions.
(ii) It follows that an analytic function is repeatedly differentiable, with its nth derivative
at z0 given by n!an . As a consequence, we know that, at each point the power series
representing the function is unique.
(iii) It is fairly obvious that the sum of any two analytic functions is again an analytic
function. The corresponding statement about power series is that the sum of two formal
power series is convergent with radius of convergence at least the minimum of the two
radii of convergence. Similarly, the product of two analytic functions is also analytic.
The identity function written f (z) = z is clearly analytic in the entire plane (take
P (t) = z0 + t to see that f is analytic at z0 ). Starting from this and using the above
two observations we can deduce that any polynomial function is analytic throughout the
plane.
Ch.2 Complex Differentiability 83

(iv) Later on we shall prove that every complex differentiable function in an open set is
analytic, thus completing the picture. In particular, this will then prove that a function
which is complex differentiable once is complex differentiable infinitely many times. Of
course, such a result is far from being true in the real differentiable case. Examples such
as g(x) = xn |x| illustrate the existence of functions which are n-times real differentiable
but not (n + 1)-times. Also, there are functions of a real variable which are C ∞ (i.e.,
differentiable any number of times) but not real analytic. (Take f (x) = 0 for x ≤ 0 and
2
= e−1/x for x > 0.)

Remark 2.3.6 We have remarked earlier that a power series with radius of conver-
gence 0 is apparently useless for us. This may be so, so far as we are interested in
getting analytic functions out of them. Even though we have introduced power series
for this specific purpose, we cannot ignore completely their usefulness elsewhere. Indeed
in combinatorics, many useful power series are all of radius of convergence 0. The radius
of convergence of power series is the last thing one would be bothered about there. The
most important property of power series is that it allows ‘unrestricted’ algebraic manip-
ulation. We shall be satisfied with a refreshingicing and illustrative example below and
will not pursue this line of study any further. For the time being, we are more interested
in getting plenty of examples of C-differentiable functions via analytic functions. That
is the topic that we are going to take up in the next section.

Example 2.3.3 Hemachandra Numbers

When you are creating some rhythmic patterns on a drum, you make essentially a
sequence of sounds of one or two syllables such as in ‘DHAA(1)- KI(1)-TA(1)’. Here
DHAA is called a long beat counting for two units of time whereas KI and TA are short
beats each counting for a single unit of time. Thus the total time duration in the above
rhythm is 4.
For any positive integer n, let the nth Hemechandra number Hn denote the number
of possible rhythms of total time duration n that one can make. Clearly H1 = 1 and
4
H2 = 2. To determine Hn Hemachandra simply remarks that the last syllable is either
of one beat or two beats. This is clearly his way of giving the formula

Hn = Hn−1 + Hn−2 for all n ≥ 3.

4
Hemachandra Suri (1089-1175) was born in Dhandhuka, Gujarat. He was a Jain monk and was an
adviser to king Kumarapala. His work in early 11 century is already based on even earlier works of
Gopala.
84 2.3 Analytic Functions

Obviously, these numbers were known to Indian poets, musicians and practicing percus-
sionists long before Hemachandra.
Define F0 = 0, F1 = 1 and Fn = Fn−1 + Fn−2 , n ≥ 2. Note that Fn = Hn−1 , n ≥ 2.
5
These Fn are called Fibonacci numbers. (Thus the first few Fibonacci numbers are
0, 1, 1, 2, 3, 5, 8, 13, 21, 34, . . . .)
Form the formal power series
∞
X
F (z) = Fn z n (2.20)
n=0

Multiplying the given recurrence relation by tn and summing over from 2 to ∞ gives
∞
X ∞
X ∞
X
Fn tn = t Fn−1 tn−1 + t2 Fn−2 tn−2 (2.21)
n=2 n=2 n=2

and hence
(1 − t − t2 )F (t) = t.
√ √
2 1+ 5 1− 5
Write (1 − t − t ) = (1 − αt)(1 − βt), where α = and β = . Put
2 2
Sw (t) = 1 + wt + w 2t2 + · · · . Then (1 − wt)Sw (t) = 1 and

F (t) = Sα (t)Sβ (t).

Comparing the coefficients of tn on either side, we get,

n
X αn+1 − β n+1 1
Fn+1 = αj β n−j = = √ (αn+1 − β n+1) (2.22)
j=0
α−β 5

Exercise 2.3 *

1. Verify that K[[t]] is a K-algebra, i.e., a K-vector space which is a commutative ring
with a multiplicative unit.
P
2. For a non zero element p = n≥0 an tn ∈ K[[t]], the order ω(p) of p is defined to be
the least integer for which an 6= 0. By convention, we define ω(0) = +∞. (This is
consistent with the convention that infimum of an empty subset of real numbers
is +∞.) Show that ω(p + q) ≥ min{ω(p), ω(q)} and ω(pq) = ω(p) + ω(q).
5
Leonardo Pisano (Fibonacci) was born in Pisa, Italy (1175-1250) whose book Liber abbaci intro-
duced the Hindu-Arabic decimal system to the western world. He discovered these numbers at least 50
years later than Hemachandra’s record.
Ch.2 Complex Differentiability 85

3. Given p ∈ K[[t]], show that p has a multiplicative inverse iff ω(p) = 0.

4. Show that K[[t]] is an integral domain, i.e., p, q ∈ K[[t]] such that pq = 0 implies
p = 0 or q = 0.
P
5. A family {pj = n an,j tn } of elements in K[[t]] is said to be a summable family if
for each n ≥ 0 the number of j for which the coefficient of tn in pj is not zero is
finite, i.e.,
#{j : an,j 6= 0} < ∞.
P
In this case, we define the sum of this family to be the element p(t) = n≥0 an tn
P
where an = j an,j .
P P
Put p = n an tn , q = n bn tn .

(a) Verify that the Cauchy product pq is indeed the sum of the family {an bm tm+n }.
(b) If {pj } is a summable series then for any series q the family {pj q} is also
summable.

(c) Assume that b = 0, i.e., ω(q) ≥ 1. Then show that the family {an q n : n ≥ 0}
is summable.

6. The sum of the above family of series in (c) is called the series obtained by sub-
stituting t = q in p or the composition series and written p ◦ q. Continue to
P
assume that b0 = 0. Let p ◦ q(t) = n αn tn .

(a) Show that for each positive integer n, there exist a (universal) polynomial
Un (A1 , . . . , An , B1 , B2 , . . . , Bn ) with the following properties:
(i) all coefficients are positive integers;
(ii) Each Un is linear in A0 , A1 , . . . , An , and Bn with coefficient of Bn = A1 .
(iii) Each Un is weighted homogeneous of degree n + 1 where

deg Aj = 1; deg Bj = j.

Moreover, Un have the property

αn = Un (a1 , . . . , an , b1 , b2 , . . . , bn ). (2.23)

Write down explicitly U1 , U2 , U3 .

(b) Show that (p1 + p2 ) ◦ q = p1 ◦ q + p2 ◦ q.

86 2.3 Analytic Functions

(c) (p1 p2 ) ◦ q = (p1 ◦ q)(p2 ◦ q).

P
(d) If r = n cn tn is such that c0 = 0, then we have

p ◦ (q ◦ r) = (p ◦ q) ◦ r.

(e) Consider the element I(t) = t ∈ K[[t]]. Show that it is a two-sided identity
for the composition, i.e., p ◦ I = I ◦ p = p for all p ∈ K[[t]].

7. Show that if p is a polynomial then for any q ∈ K[[t]], the composition p ◦ q makes
sense for all q ∈ K[[t]], i.e., even without the assumption that ω(q) ≥ 1.

8. Let ′ denote the derived series. Show that

(a) p′ = 0 iff p is a constant;

(b) (p + q)′ = p′ + q ′ ; (pq)′ = p′ q + pq ′ .

(c) (pn )′ = npn−1 p′ , for all integers n. (Here if n is negative you have to assume
that pn makes sense, which is guaranteed if p(0) 6= 0.)
P P
(d) If {pj } is a summable family of power series then ( j pj )′ = j p′j .
(e) Chain rule (p ◦ q)′ = (p′ ◦ q)q ′ .

9. Inverse Function Theorem for Formal Power Series Given an element p =

P n
n≥0 an t ∈ K[[t]], show that there is a q ∈ K[[t]] such that q(0) = 0 and p ◦ q = I
iff a0 = 0 and a1 6= 0. Show that such a q is unique. Further, in this case, show
that and q ◦ p = I.

10. In the above exercise, if a0 6= 0, we can still do something, viz., we consider r =

p−a0 , apply the above conclusion to r to get s such that s◦r = I = r ◦s; r(0) = 0.
From this we conclude that p ◦ s(t) = r ◦ s(t) + a0 = t + a0 ;

11. Let us consider two of the most important series

t2 tn
E(t) = 1 + t + ···+ +···
2! n!
t2 t3 tn
L(t) = t − + + − · · · + (−1)n−1 + − · · ·
2 3 n
respectively called the exponential series and logarithmic series.

(a) Verify that E(t + s) = E(t)E(s);

Ch.2 Complex Differentiability 87

(b) E ′ (t) = E(t);

(c) By Ex. 10 there is a unique F ∈ K[[t]] such that F (0) = 0 and L ◦ F =
Id = F ◦ L. Verify that F = E − 1. Conclude that E ◦ L(t) = 1 + t and
L ◦ (E(t) − 1) = t. We put Ln(1 + t) = L(t) so that we have E ◦ Ln = Id and
Ln ◦ E = L ◦ (E(t) − 1) = t.

Exercises on Convergent Power Series

P P∞
Throughout these exercises let p(t) = ∞ n
n=0 an t , q(t) =
n
n=0 bn t be two power
series.

12. Let p, q both have radius of convergence ≥ r > 0.

(a) The radii of convergence of both p + q and pq are ≥ r. Moreover for |z| < r,
we have (p + q)(z) = p(z) + q(z); and (pq)(z) = p(z)q(z).
(b) Assume further that q(0) = b0 = 0. Then the composite series p ◦ q has
positive radius of convergence.

13. Let pq = 1. If the radius of convergence of p is positive then so is the radius of

convergence of q.

14. Given α 6= 0, β 6= 0, and a positive integer n, show that there is a unique formal
power series p such that p(0) = α, and pn = αn + βt. Show that p is of positive
radius of convergence.

15. Given α 6= 0, show that there is a unique power series p of positive radius of
convergence such that

p2 = α2 + βt + γt2 ; p(0) = α.

16. Show that there is a unique power series which satisfies

p2 − (α2 + βt)p + γt = 0; p(0) = 0 (2.24)

and it has a positive radius of convergence.

17. For some positive numbers α, r, M, let

XM
P (t) = αt − tn .
n≥2
rn

If Q is the compositional inverse of P, show that Q is of positive radius of conver-

gence.
88 2.4 The Exponential and Trigonometric Functions
P P
18. Let p(t) = an tn , q(t) = n bn tn , a0 = 0 = b0 , a1 6= 0 and p ◦ q = Id. Suppose
n
P
P (t) = A1 t − n≥2 An tn is such that A1 = |a1 |, and |an | < An for all n ≥ 2. Let
P
Q = n Bn T n be the compositional inverse of P with Q(0) = 0. Then show that
|bn | ≤ Bn for all n.

19. Inverse Function Theorem for Analytic Functions Let p ◦ q = Id, where
p(0) = 0 and p′ (0) 6= 0. If p is of positive radius of convergence then so is q.

2.4 The Exponential and Trigonometric Functions

The exponential function plays a central role in analysis, more so in the case of complex
analysis and is going to be our first example using the power series method. We define

X zn z2 z3
exp z := ez := = 1+z+ + +· · · . (2.25)
n≥0
n! 2! 3!

By comparison test it follows that for any real number r > 0, the series exp (r) is
convergent. Therefore, the radius of convergence of (2.25) is ∞. Hence from theorem
2.3.3, we have, exp is differentiable throughout C and its derivative is given by
X n
exp′ (z) = z n−1 = exp (z) (2.26)
n≥1
n!

for all z. It may be worth recalling some elementary facts about the exponential function
that you probably know already. Let us denote by
1 1
e := exp (1) = 1 + 1 + +···+ +···
2! n!
X 1
Clearly, exp(0) = 1 and 2 < e. By comparing with the geometric series , it also
n
2n
follows that e < 3. An interesting expression for e is:
 n
1
e = lim 1 + . (2.27)
n−→∞ n
 n
Pn 1 1
To see this, put tn = k=0 k! , sn = 1+ , use binomial expansion to see that
n

lim sup sn ≤ e ≤ lim inf sn .

n n
Ch.2 Complex Differentiability 89

n
X n
X
zk z̄ k
Moreover, since = , by continuity of the conjugation, it follows that
0
k! 0
k!

exp z = exp z̄. (2.28)

Next, formula (2.26) together with the property exp (0) = 1, tells us that exp is a
solution of the initial value problem:

f ′ (z) = f (z); f (0) = 1. (2.29)

It can be easily seen that any analytic function which is a solution of (2.29) has to be
equal to exp . (Ex. Prove this directly without quoting uniqueness of solution of initial
value problem.)
We can verify that

exp (a + b) = exp (a)exp (b), ∀a, b ∈ C (2.30)

directly by using the product formula for power series. (Use binomial expansion of
(a + b)n ; Ex. 2.3.11(a).) This can also be proved by using the uniqueness of the solution
of (2.29) which we shall leave it you as an entertaining exercise (2.5.13).
Thus, we have shown that exp defines a homomorphism from the additive group C
to the multiplicative group C⋆ := C \ {0}. As a simple consequence of this rule we have,
exp (nz) = exp (z)n for all integers n. In particular, we have, exp (n) = en . This is the
justification to have the notation

ez := exp (z).

Combining (2.28) and (2.30), we obtain,

|eıy |2 = eıy eıy = eıy e−ıy = e0 = 1.

Hence,

|eıy | = 1, y ∈ R. (2.31)

Example 2.4.1 Trigonometric Functions. Recall the two Taylor series

x3 x5 x2 x4
sin x = x − + − +··· ; cos x = 1 − + −+··· ,
3! 5! 2! 4!
90 2.4 The Exponential and Trigonometric Functions

valid on the entire of R, since the radii of convergence of the two series are ∞. Motivated
by this, we can define the complex trigonometric functions by

z3 z5 z2 z4
sin z = z − + − +··· ; cos z = 1 − + − +··· . (2.32)
3! 5! 2! 4!

Check that

eız − e−ız eız + e−ız

sin z = ; cos z = . (2.33)
2ı 2

It turns out that these complex trigonometric functions also have differentiability
properties similar to the real case, viz., (sin z)′ = cos z; (cos z)′ = − sin z, etc.. Also,
from (2.33) additive properties of sin and cos can be derived. For instance, an immediate
consequence of (2.33) is that:

sin2 z + cos2 z = 1

valid for all z ∈ C.

Other trigonometric functions are defined in terms of sin and cos as usual. For
sin z
example, we have tan z = and its domain of definition is all points in C at which
cos z
cos z 6= 0.
In what follows, we shall obtain other properties of the exponential function by the
formula

eız = cos z + ı sin z. (2.34)

In particular,

ex+ıy = ex eıy = ex (cos y + ı sin y). (2.35)

It follows that e2πı = 1. Indeed, we shall prove that ez = 1 iff z = 2nπı, for some integer
n. Observe that ex ≥ 0 for all x ∈ R and that if x > 0 then ex > 1. Hence for all x < 0,
we have, ex = 1/e−x < 1. It follows that ex = 1 iff x = 0. Let now z = x + ıy and
ez = 1. This means that ex cos y = 1 and ex sin y = 0. Since ex 6= 0 for any x, we must
have, sin y = 0. Hence, y = mπ, for some integer m. Therefore ex cos mπ = 1. Since
cos mπ = ±1 and ex > 0 for all x ∈ R, it follows that cos mπ = 1 and ex = 1. Therefore
x = 0 and m = 2n, as desired.
Finally, let us prove:

exp (C) = C⋆ . (2.36)

Ch.2 Complex Differentiability 91

Write 0 6= w = r(cos θ + ı sin θ), r 6= 0. Since ex is a monotonically increasing function

and has the property ex −→ 0, as x −→ −∞ and ex −→ ∞ as x −→ ∞, it follows from
Intermediate Value Theorem that there exist x such that ex = r. (Here x is nothing
but ln r.) Now take y = θ, z = x + ıθ and use (2.35) to verify that ez = w. This is one
place, where we are heavily depending on the intuitive properties of the angle and the
corresponding properties of the real sin and cos functions. We remark that it is possible
to avoid this by defining sin and cos by the formula (2.33) in terms of exp and derive
all these properties rigorously from the properties of exp alone. (See Exercise 2.5.15)

Remark 2.4.1 One of the most beautiful equations:

eπı + 1 = 0 (2.37)

which relates in a simple arithmetic way, five of the most fundamental numbers, made
Euler6 believe in the existence of God!

Example 2.4.2 Let us study the mapping properties of tan function. Since tan z =
sin z
cos z
, it follows that tan is defined and complex differentiable at all points where cos z 6= 0.
Also, tan(z + nπı) = tan z. In order to determine the range of this function, we have
to take an arbitrary w ∈ C and try to solve the equation tan z = w for z. Putting
X2 − 1 2 1 + ıw
eız = X, temporarily, this equation reduces to = w. Hence X = .
ı(X 2 + 1) 1 − ıw
This latter equation makes sense, iff w 6= −ı and then it has, in general two solutions.
The solutions are 6= 0 iff w 6= ı. Once we pick such a non zero X we can then use the
ontoness of exp : C −→ C \ {0}, to get a z such that that eız = ±X. It then follows
that tan z = w as required. Therefore we have proved that the range of tan is equal to
C \ {±ı}. From this analysis, it also follows that tan z1 = tan z2 iff z1 = z2 + nπı.
Likewise, the hyperbolic functions are defined by

ez − e−z ez + e−z (2.38)

sinh z = ; cosh z = .
2 2

It is easy to see that these functions are C-differentiable. Moreover, all the usual
identities which hold in the real case amongst these functions also hold in the complex
case and can be verified directly. One can study the mapping properties of these functions
as well, which have wide range of applications.
6
See E.T. Bell’s book for some juicy stories.
92 2.4 The Exponential and Trigonometric Functions

Remark 2.4.2 Before we proceed onto another example, we would like to draw your
attention to some special properties of the exponential and trigonometric functions. You
are familiar with the real limit

lim exp (x) = ∞.

x→∞

However, such a result is not true when we replace the real x by a complex z. In fact, given
any complex number w 6= 0, we have seen that there exists z such that exp (z) = w. But
then exp (z + 2nπı) = w for all n. Hence we can get z ′ having arbitrarily large modulus
such that exp (z ′ ) = w. As a consequence, it follows that limz−→∞ exp (z) does not exist.
Using the formula for sin and cos in terms of exp , it can be easily shown that sin and
cos are both surjective mappings of C onto C. In particular, remember that they are not
bounded unlike their real counter parts.

Example 2.4.3 Logarithm: We would like to define the logarithm as the inverse of
exponential. However, as we have observed, unlike in the real case, the complex expo-
nential function ez is not one-one, and hence its inverse is going to be a multi-valued
function, or rather a set valued function. Thus indeed, for any z 6= 0 ( this is needed!)
all w ∈ C satisfying the equation
ew = z

put together in a set is defined as log z (or ln z). Putting w = u + ıv, z = reıθ , we see
that eu = r, and v = θ. Thus w = ln z := ln r + ıθ = ln |z| + ı arg z. Observe that the
multi-valuedness of ln z is a consequence of the same property of arg z.

We have the identity

ln(z1 z2 ) = ln z1 +ln z2 , (2.39)

which directly follows from ew1 +w2 = ew1 ew2 . Here, we have to interpret this identity ‘set-
theoretically’. The principal value of the logarithm is a single valued function defined
by
Log z = ln |z| + ıArg z.

Recall that −π < Arg z ≤ π. The notation Ln z is also in use. We shall respect both of
them. Caution: When z = r is a positive real number, ln z has two meanings! Unless
mentioned otherwise one should stick to the older meaning, viz., ln r = Ln r in that case.
The logarithmic function is all too important to be left as a mere set-valued function.
If we restrict the domain suitably, then we see that the ‘argument’ can be defined
Ch.2 Complex Differentiability 93

continuously. In fact for this to hold, we must be careful that in our domain, which
necessarily excludes the origin, we are not able to ‘go around’ the origin. Thus for
instance, if we throw away an entire ray emerging from the origin, from the complex
plane, then for each point of the remaining domain a continuous value of the argument
can be chosen. This in turn, defines a continuous value of the logarithmic function also.
We make a formal definition.

Definition 2.4.1 Given a multi-valued function φ, on a domain Ω, by a branch of φ we

mean a specific continuous function ψ : Ω −→ C such that ψ(z) ∈ φ(z) for all z ∈ Ω.

In general for any function f which is not one-one, its inverse is a multi-valued
function. Then any continuous function g such that g ◦ f = Id over a suitable domain
will be called a branch of f −1 . In particular, branches of the inverse of the exponential
function are called branches of the logarithmic function. Over domains such as C \ L
where L is an infinite half-ray from the origin, we easily see that ln has countably infinite
number of branches.
The idea of having such a definition is fully justified by the following lemma:

Lemma 2.4.1 Branch lemma: Let Ω1 , Ω2 be domains in C and let f : Ω1 −→ Ω2

be a complex differentiable function, g : Ω2 −→ Ω1 be a continuous function such that
f ◦ g(w) = w, ∀ w ∈ Ω2 . Suppose w0 ∈ Ω2 is such that f ′ (z0 ) 6= 0, where z0 = g(w0).
Then g is C−differentiable at w0 , with g ′(w0 ) = (f ′ (z0 ))−1 .

Proof : Since,
f (z0 + h) − f (z0 )
lim = f ′ (z0 ) 6= 0,
h→0 h
it follows that,
h 1
lim = ′ .
h→0 f (z0 + h) − f (z0 ) f (z0 )
Therefore given ǫ > 0 there exists δ1 > 0, such that,
 
 h 1 
 
 f (z0 + h) − f (z0 ) f ′ (z0 )  < ǫ, ∀ 0 < |h| < δ1 .
− (2.40)

Now, let δ2 > 0 be sufficiently small so that Bδ2 (w0 ) ⊂ Ω2 . For 0 < |k| < δ2 , put
h := g(w0 + k) − g(w0 ) 6= 0. By the continuity of g, there exists δ3 such that δ2 > δ3 > 0,
and

0 < |k| < δ3 =⇒ |h| = |g(w0 + k) − g(w0)| < δ1 . (2.41)

94 2.4 The Exponential and Trigonometric Functions

Since g(w0) = z0 , we have, g(w0 + k) = z0 + h and hence, f (z0 + h) = w0 + k. Thus,

k = f (z0 + h) − f (z0 ). Therefore, whenever 0 < |k| < δ2 , from (2.40) and (2.41), we
have,
   
 g(w0 + k) − g(w0 ) 1   z0 + h − z0 1 
 −  =  − 
 k f ′ (g(w0 ))   f (z0 + h) − f (z0 ) f ′ (z0 )  < ǫ.

This completes the proof of the lemma. ♠

Remark 2.4.3

1. Observe that as a corollary, we have obtained C-differentiable branches of the

logarithmic function. For instance, l(z) := ln r + ıθ, − π < θ < π, is one such
branch defined over the entire of C minus the negative real axis. The question of
the nature of domains on which ln has well defined branches will be discussed later
on.

2. The hypothesis that f ′ (z0 ) 6= 0 is indeed unnecessary in the above lemma. This
stronger version of the above lemma will be proved in Ch.5. In contrast, in the
real case, consider the function x 7→ x3 which defines a continuous bijection of the
real line onto itself. Its inverse is also continuous but not differentiable at 0.

Example 2.4.4 Let us find out the derivative of a branch l(z) of the logarithm as a
simple application of chain rule. Since, exp ◦ l = Id, it follows that (exp )′ (l(z))l′ (z) = 1.
Since (exp)′ = exp, this implies that zl′ (z) = 1 and hence, l′ (z) = 1/z.

Remark 2.4.4 Likewise, we could also discuss the ‘inverse’ of trigonometric functions.
They too are multi-valued. However, for continuous choice of a branch over a suitable
open set, they will be C-differentiable. For example, any continuous function f such
that sin(f (z)) = z is called a branch of inverse sine function and is denoted by arcsin z.
Usually, this notation is reserved for the principal branch i.e., −π < ℜ(arcsin z) ≤ π. Due
to the periodicity of sine, any two branches of arcsin differ by a a constant 2nπ, n ∈ Z.
On the other hand, exercises 8-18 in the previous section allow us to define the
formal inverse of a convergent power series p with p′ (0) 6= 0. This inverse power series
has a positive radius of convergence and hence defines an analytic function in a small
neighborhood of p(0) which is the inverse of the function defined by p. In particular,
this can well be invoked to define all the inverse trigonometric functions. In practice
however, writing down general formula for the nth term of the inverse power series is not
Ch.2 Complex Differentiability 95

easy. Nor it is easy to determine the exact radius of convergence of such a series. We
shall deal with these problems in a function theoretic way.
In any case, we now have a large class of C-differentiable functions –polynomials,
exponential function, trigonometric functions. We can also take linear combinations of
these and their quotients. We can even consider the ‘well chosen’ branches of the inverses
of these functions and so on. Together, all these constitute what is known as the class
of elementary functions. In a latter section we shall again discuss mapping properties of
some of them.

Example 2.4.5 Exponents of complex numbers

Recall that defining exponents was somewhat an involved process, even with positive
real numbers. Now, we want to deal with this concept with complex numbers. Here the
idea is to use the logarithm function which converts multiplication into addition and
hence the exponent into multiplication.
For any two complex numbers z, w ∈ C \ {0}, define

z w := ew ln z . (2.42)

Observe that on the rhs the term ln z is a multi-valued function. Therefore, in general,
this makes z w a set of complex numbers rather than a single number. For instance, 21/2
√ √
is a two element set viz., { 2, − 2}. Also, wherever we have a branch of ln z we obtain
a C-differentiable function of z. Moreover, it is always a C-differentiable function of the
variable w, for a fixed value of ln z.
First, let us take the simplest case, viz., w = n a positive integer. Then irrespective
of the value of z, (2.42) gives the single value which is equal to z multiplied with itself
n times. For negative integer exponents also, the story is the same. But as soon as w is
not an integer, we can no longer say that this is single-valued.
Does this definition follow the familiar laws of exponents:

z w1 +w2 = z w1 z w2 ; (z1 z2 )w = z1w z2w ? (2.43)

Yes indeed. The only caution is that these formulae tell you that the two terms on either
side of the equality sign are equal as sets. To prove this, use (2.39) repeatedly.

Exercise 2.4

1. Work out the following formulae, where, z = x + ıy :

96 2.4 The Exponential and Trigonometric Functions

(a) cos z = cos x cosh y − ı sin x sinh y; (b) sin z = sin x cosh y + ı cos x sinh y;
(c) cosh z = cosh x cos y + ı sinh x sin y; (d) sinh z = sinh x cos y + ı cosh x sin y;
(e) cosh ıy = cos y; sinh ıy = ı sin y; (f) cosh2 z − sinh2 z = 1.
1 z
(g) = cot z + tan ; (h) cot′ z + cot2 z + 1 = 0;
sin z 2
2. Prove the double angle formula: 2 cot 2z = cot z + cot(z + π/2).

3. Show that cot u cot v + cot v cot w + cot w cot u = 1 if u + v + w = 0.

4. Find the limit: limy−→∞ cot π(x + ıy).

5. Show that | cot π(1/2 + ıy)| < 1.

d d
6. Compute (cosh z), (sinh z).
dz dz
7. We say a function f is periodic if there exists w 6= 0 such that f (z + w) = f (z)
for all z ∈ C. Any such w is called a period of f . If |w| is the smallest amongst
all such w then we say that w is the period of f . Show that trigonometric and
hyperbolic functions are periodic and find their periods.

8. Determine the range of sine and cosine functions. Are they bounded on C?

9. Find the value of ez for z = − πı

2
, 3πı
4
, 2πı
3
.

10. Find ln w for w = e, 2, −1, ı, 1 + 2ı.

11. Show that (i) ez = ez ; (ii) ln z = ln z̄; (iii) z w = z̄ w̄ .

12. Write down all the branches of ln z on the domain C \ {rı : r ≥ 0}.
z
13. Express ee in the form u + ıv, where, z = x + ıy.

14. Compute z z in terms of x and y where z = x + ıy. Also, write down explicitly, the
value sets for ıı and ı−ı .

15. Prove | cos z| ≥ sinh |y|, where z = x + iy.

16. Find all values of z for which (a) cos z (b) sin z are real.

17. Show that all solutions of (a) cos z = 0 (b) sin z = 0 are real.

18. Solve (i) ln z = 21 πi; (ii) cos z = 1; (iii) sin z = ı.

Ch. 2 Complex Differentiability 97

19. Express the principal values of the following in the form x + ıy.
(i) (1 + i)i ; (ii) 33−i .

20. Show that : √

(i) sin−1 z = −i ln(iz ± 1 − z 2 );
√
(ii) cos−1 z = −i ln(z ± z 2 − 1);


(iii) tan−1 z = 2i ln i+z
i−z
;
−1
√
(iv) sinh z = ln(z ± z 2 + 1);
√
(v) cosh−1 z = ln(z ± z 2 − 1);


(vi) tanh−1 z = 12 ln 1−z
1+z

2.5 Miscellaneous Exercises to Ch. 2

2
1. Find (a) ℜ(eız ); (b) ℑ(esin z ).
√ √
2. Find all the values of 3 + 4ı + 3 − 4ı.

3. Find all complex numbers z such that z n = z̄, n ∈ Z.

4. Describe geometrically the region defined by |e−ız | < 1.

5. For any n ≥ 2, express cosn x as a linear combination of 1, cos x, cos 2x, . . . , cos nx.
Z π/2
π 1 · 3 · · · (2n − 1)
6. Show that cos2n x dx = .
0 2 2 · 4 · · · 2n
1
7. If z = reıθ , z 6= 1, show that ℜ[ln(z − 1)] = ln(1 − 2r cos θ + r 2 ).
2
8. Find all values of (a) ıı ; (b) ln(ı1/2 ); (c) ln[ln(cos θ + ı sin θ)], 0 ≤ θ < 2π.
 3
2 2π 2π
9. Find all solutions of z = cos + ı sin .
3 3
10. Determine the range of cosec, sec and cot.

11. Find all maximal open infinite horizontal strips on which ez is injective. What is
the image of these strips?

12. Find the derivatives of (i) 2z (ii) z ı (iii) z z .

13. Derive the identity Exp (a + b) = (Exp a)(Exp b) by using the uniqueness of the
solution of an initial value problem.
98 2.5 Miscellaneous Exercises

14. Pin-point the mistake in the following:

√ √ p √
−1 = ıı = −1 −1 = (−1)(−1) = 1 = 1??

15. Mystery of the argument resolved * Here is a rigorous way to treat the notion
of angle or argument of a non zero complex number. The results of section 2.1-2.3
and that of section 2.4 up to (2.27) do not depend on the intuitive notion of angle
that we have used elsewhere so far. So we shall take up this study here from that
point onwards. Prove the following sequence of exercises to arrive at a rigorous
definition of the argument.
(i) Define sin z and cos z by the formula (2.32) and verify that they are entire
functions satisfying:

(sin z)′ = cos z; (cos z)′ = − sin z; eıy = cos y + ı sin y; cos2 z + sin2 z = 1.

(ii) cos 0 = 1, sin 0 = 0.

(iii) There exists y0 > 0 such that cos y > 0, ∀ y ∈ [0, y0 ].
(iv) sin y0 > 0.
(v) If y1 > y0 is such that cos y > 0 for all y ∈ [y0 , y1] then prove that y1 < y0 + cos y0
sin y0
.
cos y0
(vi) Conclude that there exists φ ∈ [y0 , y0 + sin y0
] such that cos φ = 0.
(vi) There exists a least positive φ such that cos φ = 0 and we shall denote it by
π/2. (This is the definition of π.)
(vii) In the interval [0, π/2], sin y is strictly increasing from 0 to 1 and cos y is
strictly decreasing from 1 to 0.
(viii) Given 0 ≤ u ≤ 1, there is a unique θ ∈ [0, π/2] such that cos θ = u.
(ix) Given u, v such that 0 ≤ u, v ≤ 1 and u2 +v 2 = 1, there is a unique θ ∈ [0, π/2]
such that eıθ = u + ıv.
(x) Given any z ∈ C with |z| = 1, there is a unique θ ∈ [0, 2π) such that eıθ = z.
We can now define the principal value of argument by Arg z = θ.
Chapter 3

Conformality

3.1 Cauchy–Riemann Equations

Let U be an open subset of C, z0 = (x0 , y0 ) ∈ U and f : U −→ C be a function which is
complex differentiable at z0 . Thus

df f (z0 + h) − f (z0 )
f ′ (z0 ) := (z0 ) := lim . (3.1)
dz h→0 h
Write z0 + h = (x0 + h1 ) + ı(y0 + h2 ). We shall compute the limit (3.1) in two diferent
ways. First let us take the limit along the line (x0 + h1 , y0), h1 ∈ R. This amounts to
putting h2 = 0 in (3.1). Then the rhs yields the partial derivative of f w.r.t. x at the
point z0 . Therefore we obtain

f ′ (z0 ) = fx (z0 ). (3.2)

Similarly, putting h1 = 0 in (3.1), we get

f (x0 , y0 + h2 ) − f (x0 , y0 ) fy (x0 , y0)

f ′ (z0 ) = lim = = −ıfy (z0 ). (3.3)
h2 →0 ıh2 ı

Combining (3.2) with (3.3) we have,

fx + ıfy = 0. (3.4)

Putting f = u + ıv where u, v are real valued functions, this can be written in a more
elaborate fashion:

ux (x0 , y0 ) = vy (x0 , y0 ); uy (x0 , y0 ) = −vx (x0 , y0). (3.5)

99
100 3.1 Cauchy–Riemann Equations

These are called Cauchy–Riemann1 (CR)-equations. Observe that we now have four
different expressions for f ′

f ′ = ux + ıvx = vy − ıuy = ux − ıuy = vy + ıvx . (3.6)

Similarly,

|f ′ (z0 )|2 = u2x +vx2 = u2y +vy2 = u2x +u2y = vx2 +vy2 = ux vy −uy vx . (3.7)

The last expression above, which is the determinant of the matrix

" #
ux uy
(3.8)
vx vy

is called the Jacobin of the mapping f = (u, v), with respect to the variables (x, y) and
is denoted by

J(x,y) (u, v) := ux vy − uy vx . (3.9)

Example 3.1.1 CR equations in polar coordinates :

Take a point other than the origin. (At the origin polar coordinate is singular.) Say,
z0 = (x0 , y0) 6= (0, 0) and let f = u + ıv. We claim that equations

rur = vθ ; rvr = −uθ . (3.10)

are equivalent to CR-equations and obtain the formula:

f ′ (z0 ) = e−iθ0 (ur + ivr ) = − zi0 (uθ + ivθ ). (3.11)

Since x = r cos θ; y = r sin θ, by the chain rule, we have

xr = cos θ; xθ = −r sin θ;
yr = sin θ; yθ = r cos θ.
ur = ux cos θ + uy sin θ; uθ = −ux r sin θ + uy r cos θ;
vr = vx cos θ + vy sin θ; vθ = −vx r sin θ + vy r cos θ.
1
Bernhard Riemann(1826-1866) a German mathematician. His ideas concerning geometry of space
had a profound effect on the development of modern theoretical physics. He clarified the notion of
integral by defining what we now call the Riemann integral. He is one of the trios whose work has
immense influence in complex analysis, the other two being Cauchy and Weierstrass.
Ch. 3 Conformality 101

The last four identities can be expressed in the matrix form:

! ! !
cos θ sin θ ux vy rur vθ
r = .
− sin θ cos θ uy −vx uθ −rvr

Since r 6= 0 and since the left-most matrix defines an invertible transformation, it

follows that column vectors of the second matrix are equal to each other (CR equations
in Cartesian coordinates hold) iff column vectors in the last matrix are equal to each
other (CR equations in polar coordinates.)
Rewriting the above matrix equation in the form
! ! !
ux vy cos θ − sin θ ur vθ /r
=
uy −vx sin θ cos θ uθ /r −vr

and substituting in f ′ (z) = ux − ıuy , gives

uθ  uθ 
′
f (z) = ur cos θ − sin θ − ı ur sin θ + cos θ
r r
= ur cos θ + vr sin θ − ıur sin θ + ıvr cos θ
= e−ıθ (ur + ıvr )
e−ıθ −ı
= (vθ − ıuθ ) = (uθ + ıvθ ).
r z

Remark 3.1.1 A simple minded application of CR-equations is that it helps us to

detect easily when a function is not C-differentiable. For example, ℜ(z), ℑ(z) etc. are
not complex differentiable anywhere. The function z 7→ |z|2 is not complex differentiable
for any point z 6= 0. However, it satisfies the CR-equations at 0. That of course does not
mean that it is C-differentiable at 0. (See the exercise below.) In the example below, we
give a slightly different kind of application of CR equations.

Example 3.1.2 Let Ω be a domain and f : Ω → C be a C−differentiable function

(i) which takes only real values OR
(ii) which takes only values of modulus 1. Then we claim that f is a constant.
In (i), it happens that v = 0 and hence vx = 0 = vy . Therefore, from CR equations,
ux = 0 = uy . Therefore, also vx = 0 = vy .
In (ii), we have u2 + v 2 = 1. Hence, uux + vvx = 0 = uuy + vvy . Since (u, v) 6= (0, 0)
this means ux vy −uy vx = 0. CR equations now give you u2x + u2y = 0 = vx2 + vy2. Therefore,
ux = uy = vx = vy = 0.
Thus, in either case, u and v are constants and hence f is a constant.
102 3.2 Calculus of Two Real Variables

Remark 3.1.2 In order to understand the full significance of CR-equations, we must

know a little more about calculus of two real variables. In the next section, we recall
some basic results in real multi-variable calculus and then study the close relationship
between complex differentiation and the real total differentiation. You may choose to
skip this section and come back to it if necessary while reading the section after that.
However, try all the following exercises before going further. If you have difficulty in
solving any of them, then perhaps you must read the next section thoroughly.

Exercise 3.1

1. Use CR equations to show that z −→ ℜ(z), z −→ ℑ(z) are not complex differen-
tiable anywhere.

2. Use polar coordinates to show that z 7→ |z|2 is complex-differentiable at 0. What

about the function z 7→ |z|?.

3. Write down all possible expressions for the Cauchy derivative of a complex function
f = u + ıv in terms of partial derivatives of u and v.

4. Verify that the functions ℜz, ℑz, and z̄ do not satisfy CR equations.

5. Show that the function f (z) = zℜz is complex differentiable only at z = 0 and
find f ′ (0). How about zℑz and z|z|?

6. Determine points at which the following functions are complex differentiable.

(i) f (z) = xy + iy (ii) f (z) = ey eix .

7. Let f be a C−differentiable function on an open disc such that its image is con-
tained in a line, a circle, a parabola or a hyperbola. Show that f is a constant.

8. Try to generalize the statement above.

3.2 *Review of Calculus of Two Real Variables

We will need some basic notions of the calculus of two real variables. In this section, we
recall these concepts to the extent required to understand the later material that we are
going to learn. Indeed, we presume that you are already reasonably familiar with the
material of this section.
As a warm-up, we illustrate the kind of danger that we may be in while we are trying
to relate the calculus of several variables to that of 1-variable, with an example.
Ch. 3 Conformality 103

Example 3.2.1 Define a function f : R2 −→ R by

 xy
 , if (x, y) 6= (0, 0)
f (x, y) = x + y2
2
(3.12)
 0, if (x, y) = (0, 0).

This function has questionable behavior only at (0, 0). It has the property that for each
fixed y, it is continuous for all x and for each fixed x it is continuous for all y. However,
it is not continuous at (0, 0) even if we are ready to redefine its value at (0, 0). This is
checked by taking limits along the line y = mx. For different values of m, we get different
limits at (0, 0). So, there is no way we can make it continuous at (0, 0).

We begin by recalling the increment theorem of 1-variable calculus.

Theorem 3.2.1 Let f : (a, b) −→ R be a function x0 ∈ (a, b). Then f is differentiable

at x0 iff there exists an error function η defined in some neighborhood |x − x0 | < ǫ of
x0 and a real number α such that

f (x0 + h) − f (x0 ) = αh + η(h)h, and η(h) −→ 0, as h −→ 0. (3.13)

Remark 3.2.1 The proof of this is exactly same as that of theorem 2.1.1. Roughly
speaking, the condition in the increment theorem tells us that the difference (increment)
in the functional value of f at x0 is f ′ (x0 ) times the difference (increment) h, in the
variable x, up to a second order term viz., hη(h). That explains why this result is called
the increment theorem.

Remark 3.2.2 Derivative as a Linear approximation: Recall that by a (real) lin-

ear map φ : Rn → Rm we mean a map φ having the property

φ(αv + βu) = αφ(v) + βφ(u), α, β ∈ R, v, u ∈ Rn . (3.14)

Given a linear map φ : R → R, we put φ(1) = λ. Then it is easily checked that

φ(t) = φ(t.1) = tφ(1) = λt for all t ∈ R. Thus every real number λ ∈ R defines a
linear map φ : R → R via multiplication and vice versa. The graph of this linear map
φ : R → R is nothing but a line passing through the origin with slope λ. Of course, other
lines with slope λ are given by functions of the form φ(t) = λt + µ. For a differentiable
function f : (a, b) → R, we have the approximate formula

f (x0 + h) ≈ f (x0 ) + hf ′ (x0 )

104 3.2 Calculus of Two Real Variables

We know that f ′ (x0 ) is the slope of the tangent to the graph of the function y = f (x).
Since the tangent line represents an approximation of the graph of the function f, we may
say that the linear map corresponding to the tangent line represents an approximation to
the function f at x0 . Thus we see that the derivative should be thought of as a linear map
approximating the given function at the given point. This aspect of the differentiability
of a 1-variable function is obscured by the over simplification that occurs naturally in
1-variable linear map viz., ‘a linear map R −→ R is nothing but the multiplication by
a real number and thus can be identified with that real number’. When we pass to two or
more variables, this simplification disappears and thus the true nature of the derivative
comes out, as in the following definition. In what follows, for simplicity, we restrict our
attention to two variables, though there is no logical gain in it. All the concepts and
results that we are going to introduce for two variables hold good for more number of
variables also.

Definition 3.2.1 Let U be an open subset of R2 and let f : U −→ R be any function.

Let z0 be any point in U. We say f is (Frechet 2 ) differentiable at z0 iff there exists a
linear map L : R2 −→ R and a scalar valued error function η defined in a neighborhood
of z0 in U such that

f (z0 +h)−f (z0 ) = L(h)+khkη(h); η(h) −→ 0 as h −→ 0. (3.15)

Further L is called the Frechet derivative or the total derivative of f at z0 and is

denoted by (Df )z0 . If f is differentiable at each point of U then it is called a (Frechet)
differentiable function.

As an easy exercise prove the following theorem:

Theorem 3.2.2 If f is differentiable at a point then it is continuous at that point.

Theorem 3.2.3 Let U, f, z0 = (x0 , y0) etc. be as above. Let f be Frechet differentiable
at z0 . Then f has its partial derivatives at z0 and moreover we have

fx (z0 ) = (Df )z0 (1, 0); fy (z0 ) = (Df )z0 (0, 1).
2
René Maurice Frechet (1878-1973), a French Mathematician, a student of Hadamard, is best known
for his contribution toward laying the foundations of general topology and abstract analysis.
Ch. 3 Conformality 105

Proof: Let L = (Df )z0 . Putting h = (t, 0) in (3.15), we obtain,

f (z0 + t) − f (z0 ) = L(t, 0) + η(t, 0)|t| = tL(1, 0) + η(t, 0)|t|. (3.16)

Dividing out by t and taking limit as t −→ 0, it follows that fx (z0 ) exists and is equal
to L(1, 0). Similarly, we can show that fy exists and fy (z0 ) = L(0, 1). ♠

Remark 3.2.3
(i) The concept of partial derivative is a special case of a more general concept. Given
any unit vector u, we define the directional derivative of f in the direction of u denoted
by Du f (z0 ), to be the limit of
f (z0 + tu) − f (z0 )
lim
t−→0 t
provided it exists. As above, it can be seen that all the directional derivatives exist if
(Df )z0 exists. Moreover, by putting h = tu, in (3.15), dividing out by t and then taking
the limit as t −→ 0, it is verified that Du f (z0 ) = L(u) = (Df )z0 (u),
(ii) It may happen that all the directional derivatives exist and yet the total derivative
(Df )z0 may not exist. This can happen even if all this directional derivatives vanish, as
seen in the following two examples.

Example 3.2.2 Consider the function

 2
 x y , (x, y) 6= (0, 0),
f (x, y) = x4 + y 2

0, (x, y) = (0, 0).

Clearly f is differentiable at all points except perhaps at (0, 0). We shall show that f
is not even continuous at (0, 0) and hence cannot be differentiable at (0, 0). However,
observe that if you restrict the function to any of the lines through the origin, then it
is continuous. This will tell you that if we approach the origin along any of these lines
then the limit of the function coincides with the value of the function. In contrast, in
the case of 1-variable function, if the left-hand and right-hand limits existed and agreed
with the functional value then the function was continuous at that point. Thus, the
geometry of the plane is not merely the geometry of all the lines in it.
In order to see that the function is not continuous at the origin, we shall produce
various sequences {un } such that limn−→∞ un = (0, 0) and limn→∞ f (un ) takes different
values. It then follows that, at (0, 0), even a redefinition of f will not make it continuous.
So take any real sequence xn −→ 0, xn 6= 0 and put yn = kx2n for some real k. Put
106 3.2 Calculus of Two Real Variables

un = (xn , yn ). Then un −→ (0, 0) and f (un ) = k/(1 + k 2 ). Therefore, limn−→∞ f (un ) =

k/(1 + k 2 ). Thus for different values of k we get different values of this limit as required.
On the other hand, let u = (a, b) be a unit vector. If b is zero then clearly the partial
derivative of f in the direction of u (it is fx ) is zero since the function is identically
zero on the x axis. For b 6= 0, we have Fu (t) = a2 bt/(t2 a4 + b2 ) for all t. It follows that
Du f (0, 0) = Fu′ (0) = a2 b/b2 = a2 /b. Thus all the directional derivatives exist. Also, for
your own satisfaction check that the partial derivatives are not continuous at (0, 0).

Example 3.2.3 We can improve upon the above example 3.2.2, as follows. Take
p
g(x, y) = x2 + y 2 f (x, y), where f is given as in example 3.2.2. Then the function
g is continuous also at (0, 0) and has all the directional derivatives vanish at (0, 0). That
means that the graph of this function has the xy-plane as a plane of tangent lines at the
point (0, 0, 0). We are tempted to award such ‘nice’ geometric behavior of the function
and admit it to be ‘differentiable’ at (0, 0). Alas! It is not differentiable at (0, 0), in the
definition that we have adopted. For

g(x, y) − g(0, 0)
= f (x, y)
k(x, y)k

has no limit at (0, 0).

We hope that the above two examples illustrate the subtlety of the situation in the
following theorem, which is a result in the positive direction.

Theorem 3.2.4 Let U be an open set in R2 and f : U → R be a function having partial

derivatives which are continuous at (x0 , y0 ). Then f is Frechet differentiable at (x0 , y0 ).

Proof: By Mean Value theorem of 1-variable calculus, there exist 0 ≤ t, s ≤ 1 such that
f (x0 + h, y0 + k) − f (x0 + h, y0 ) = kfy (x0 + h, y0 + sk);
f (x0 + h, y0 ) − f (x0 , y0) = hfx (x0 + th, y0 ). (Of course t, s depend on h, k.) Therefore,
|f (x0 + h, y0 + k) − f (x0 , y0) − hfx (x0 , y0 ) − kfy (x0 , y0)|
≤ |h||fx (x0 + th, y0 ) − fx (x0 , y0 )| + |k||fy (x0 + h, y0 + sk) − fy (x0 , y0 )|.
By continuity of fx , fy at (x0 , y0), given ǫ > 0 we can choose h, k sufficiently small so
that |fx (x0 + th, y0 ) − fx (x0 , y0 )| < ǫ; and |fy (x0 + h, y0 + sk) − fy (x0 , y0)| < ǫ. The
conclusion follows. ♠

Remark 3.2.4
(i) Given a linear map φ : R2 → R let us write φ(1, 0) = α and φ(0, 1) = β. It then
Ch. 3 Conformality 107

follows that φ is completely determined the vector (α, β) by the dot product formula:

φ(t, s) = tα + sβ = (t, s) · (α, β) (3.17)

Thus we may identify the space of all linear maps φ : R2 → R with R2 itself! (This
space is called the linear dual of R2 .)
(ii) In the case when φ is the derivative φ = Dfx of f at a point x, the vector (α, β) is
nothing but the vector (grad f )x = ( ∂f , ∂f ) . As we have seen earlier, it is possible that
∂x ∂y x
grad f exists even though it may happen that Df does not exist. A slight variation of
the theorem 3.2.4 above can now be stated. The proof is left to you as a simple exercise.

Theorem 3.2.5 Let U be an open subset of R2 and f : U −→ R be a function. Then

f is Frechet differentiable in U and the function Df : U −→ R2 is continuous iff both
the partial derivatives of f exist on U and are continuous on U.

Definition 3.2.2 Given a function f : U → R, we say f is continuously differentiable

on U if Df is defined in U and all the first order partial derivatives are continuous. In
this case, we also say that f is of class C 1 in U. Inductively, a function f on U is said to
be of class C r in U if all the partial derivatives of f of order r exist and are continuous
in U. Finally, a function which is of class C r for all r > 0 is said to be of class C ∞ .

Remark 3.2.5 All the standard properties of the derivatives of a function of one vari-
able such as for sums and scalar multiples etc. hold here also with obvious modifications
wherever necessary. For instance, if f and g are real valued differentiable functions then
their product is differentiable and we have

D(f g)z0 = f (z0 )D(g)z0 + g(z0 )D(f )z0 .

Caution: Note that Mean Value Theorem is one result which really needs modification
form 1-variable to several variables.

We now generalize the above results to the case of vector valued functions. All that
we have to do is to apply the corresponding propety coordinatewise to all coordinate
functions.

Definition 3.2.3 Let f : U −→ Rm be a function and z0 be a point of the open set

U ⊂ Rn . We say f is differentiable at z0 if there exists a linear map L : Rn −→ Rm and
an error function η : Br (0) −→ Rn such that for h ∈ Br (0), we have,

f (z0 + h) − f (z0 ) = L(h) + khkη(h); limh→0 η(h) = 0. (3.18)

108 3.2 Calculus of Two Real Variables

In this case, We write D(f )z0 = L.

Here n, m could be any positive integers. For our purpose, you may just take them
≤ 2.

Let us recall a simple result form linear algebra:

Lemma 3.2.1 Let L : Rn → Rm be a linear map. Then there exists M > 0 such that
for all h ∈ Rn we have kL(h)k ≤ Mkhk.
Pm
Proof: Let ei denote the standard basis vectors in Rk . Write L(ej ) = i=1 λij ei , 1 ≤
j ≤ n. Put λ := max{|λij |}. Then for h = (h1 , . . . , hn ) ∈ Rn we have
!2
X X
kL(h)k2 = λij hj ≤ mλkhk2
i j
√
and so we can choose M > mλ. ♠

Theorem 3.2.6 Chain Rule Let f : U −→ V and g : V −→ R be such that f

is differentiable at z0 ∈ U and g is differentiable at w0 = f (z0 ) ∈ V. Then g ◦ f is
differentiable at z0 and we have,

D(g ◦ f )z0 = D(g)w0 ◦ D(f )z0 .

Proof: We have linear maps L1 , L2 and error functions η1 , η2 such that

f (z0 + h) − f (z0 ) = L1 (h) + khkη1 (h); g(w0 + k) − g(w0 ) = L2 (k) + kkkη2 (k),

where η1 (h) −→ 0 as h −→ 0 and η2 (k) −→ 0 as k −→ 0. Note that f (z0 +h)−f (z0 ) −→

0 as h −→ 0. Therefore, we can substitute k = f (z0 + h) − f (z0 ) in the second equation.
This gives,

 
||k||
g ◦ f (z0 + h) − g ◦ f (z0 ) = L2 (L1 (h) + khkη1 (h)) + khk η2 (k)
 khk 
kkk
= L2 ◦ L1 (h) + khk L2 (η1 (h)) + η2 (k)
khk
Observe that η1 (h) → 0 as h → 0 and hence η1 (h) is bounded in a neighbourhood of 0.
L1 (h)
By the lemma above kh||
is also bounded. This implies that
kkk kL1 (h)k
≤ + kη1 (h)k
khk khk
kkk
is bounded. Therefore, if we take η(h) = L2 (η1 (h)) + khk η2 (k), it follows that η(h) −→ 0
as h −→ 0. The result follows. ♠
As an easy consequence we have:
Ch. 3 Conformality 109

Theorem 3.2.7 Let U be a convex open subset of R2 and f : U −→ R be a differentiable

function such that D(f )z = 0 for all z ∈ U. Then f (z) = c, a constant, on U.

Proof: Fix a point z0 ∈ U. Now for any point z ∈ U consider the map g : [0, 1] −→ U
given by g(t) = (1 − t)z0 + tz. By chain rule the composite map h := f ◦ g : [0, 1] −→ R is
differentiable and its derivative vanishes everywhere. By 1-variable calculus, (Lagrange’s
Mean Value theorem), applied to each component of h = (h1 , h2 ), it follows that h is a
constant on [0, 1]. In particular, h(1) = h(0). But f (z) = h(1) = h(0) = f (z0 ). ♠

Remark 3.2.6 Observe that the projection maps are differentiable. Therefore, it fol-
lows that if f = (f1 , f2 ) is differentiable then each co-ordinate function fj is also so. It
is not difficult to see that the converse is also true. The derivatives D(f1 ) and D(f2 ) can
be treated as row vectors and by writing them one below the other, we get a 2 ×2 matrix
D(f ). With this notation, the chain rule can be stated in terms of matrix multiplication.
Having identified a linear map L : R2 −→ R2 with a 2 × 2 real matrix, we see
that D(f ) is a function from U to M(2; R). The latter space can be identified with the
Euclidean space R4 . We can then see that D(f ) : U −→ R4 is continuous iff the partial
derivatives of f1 , f2 are continuous. The map f : U −→ R2 is called a map of class C 1 on
U if it is differentiable and the derivative D(f ) is continuous. What is then the meaning
of D(f ) : U −→ R4 is differentiable? Going by the above principle, we see that this is the
same as saying that all the four component functions of D(f ) should be differentiable.
The derivative of D(f ) is actually a function D 2 (f ) : U −→ R8 . Components of this
are nothing but the second order partial derivatives of the components of f. Thus for
any positive integer k, we define f to be of class C k on U if all its k-th order partial
derivatives exist and are continuous on U. If f is of class C k for all k ≥ 1 then it is said
to belong to the class C ∞ . Such maps are also called smooth maps.
All this can be easily generalized to functions from subsets of Rn to Rm for any
positive integers m, n.

Exercise 3.2

1. Suppose f, g : R −→ R are continuous functions. Show that each of the following

functions on R2 are continuous.
(i) (x, y) 7→ f (x) + g(y); (ii) (x, y) 7→ f (x)g(y);
(iii) (x, y) 7→ max{f (x), g(y)}; (iv) (x, y) 7→ min{f (x), g(y)}.
110 3.2 Calculus of Two Real Variables

2. Use the above exercise, if necessary to show that f (x, y) = x + y and g(x, y) = xy
are continuous functions on R2 . Deduce that every polynomial function in two
variables is continuous. Can you generalize this?

3. Express the definition of lim f (x, y) in terms of polar coordinates and use it
(x,y)→(0,0)
to analyze limit of the following functions:  
x3 − xy 2 −1 |x| + |y|
(i) f (x, y) = 2 ; (ii) g(x, y) = tan ;
x + y2 x2 + y 2
y2
(iii) h(x, y) = 2 .
x + y2
4. Examine the following functions for continuity at (0, 0). The expressions below
give the value of the function at (x, y) 6= (0, 0). At (0, 0) you are free to take any
value you like.

x3 y x2 y x2 − y 2
(i) ; (ii) ; (iii) xy ;
x2 − y 2 x2 + y 2 x2 + y 2
sin2 (x + y)
(iv) |[|x| − |y|]| − |x| − |y|; (v) .
|x| + |y|

5. Examine eachof the pfollowing functions for continuity.

 y
x2 + y 2, y 6= 0,
(i) f (x, y) = |y|
 0, y = 0.
 1 1

 x sin + y sin , x 6= 0, y 6= 0;

 x y

 1
(ii) g(x, y) = x sin x , x 6= 0, y = 0;

 1

 y sin y , x = 0, y 6= 0;


0, x = 0, y = 0.

6. Let f : Br (0) → R be some function where Br (0) is the open disc of radius r and
centre 0 in R2 . Assume that the two limits

l(y) = lim f (x, y), r(x) = lim f (x, y) (3.19)

x→0 y→0

exist for all sufficiently small y and for all sufficiently small x respectively. Assume
further that the limit lim f (x, y) = L also exists. Then show that the iterated
(x,y)→(0,0)
limits

lim [lim f (x, y)], lim [lim f (x, y)] (3.20)

y→0 x→0 x→0 y→0

both exist and are equal to L.

Ch. 3 Conformality 111

x−y
7. Put f (x, y) = , for (x, y) 6= (0, 0). Show that the two iterated limits (3.20)
x+y
exist but are not equal. Conclude that the limit lim f (x, y) does not exist.
(x,y)→(0,0)

x2 y 2
8. Put f (x, y) = , (x, y) 6= (0, 0). Show that the iterated limits (3.20)
x2 y 2 + (x − y)2
both exist at (0, 0). Compute them. Show that the lim(x,y)→(0,0) f (x, y) does not
exist.

9. Consider the function


 x3
, (x, y) 6= (0, 0)
f (x, y) = x2 + y 2

0, (x, y) = (0, 0).

(a) Show that f is continuous and all the directional derivatives f of exist and are
bounded.
(b) For any C 1 mapping g : R → R2 show that f ◦ g is a C 1 - mapping.
(c) Yet f is not differentiable at (0, 0). [Hint: Use polar coordinates.]

3.3 *Cauchy Derivative (Vs) Frechet Derivative

Partial derivatives play a key role in the comparison study of Cauchy derivative and
Frechet derivative. We have seen that existence of either of them implies the existence
of partial derivatives. Moreover, in the former case, the partial derivatives satisfy the
CR-equations. Thus, even if Df exists, if CR equations are not satisfied then f ′ does
not exist. Using this we can give plenty of examples of Frechet differentiable functions
which are not C-differentiable. As we have already seen, the geometry of the plane is
responsible for making the total derivative somewhat subtler in comparison with the
derivative in the case of one 1-variable function. What additional basic structure is then
responsible for the difference in Cauchy differentiation and Frechet differentiation? An
answer to this question is in the following theorem:

Theorem 3.3.1 Let f : U −→ C be a continuous function, f = u + ıv, z0 = x0 + ıy0 be

a point of U. Then f is C-differentiable at z0 iff considered as a vector valued function of
two real variables, f is (Frechet) differentiable at z0 and its derivative (Df )z0 : C −→ C
is a complex linear map. In that case, we also have f ′ (z0 ) = (Df )z0 .
112 3.3 Cauchy (vs) Frechet

Proof: Recall that a map φ : V −→ W of complex vector spaces is complex linear

iff φ(αv + βw) = αφ(v) + βφ(w) for any α ∈ C and v, w ∈ V. Let us first consider a
purely algebraic problem: Treating C as a 2-dimensional real vector space, consider a
real linear map T : C −→ C given by the matrix
!
a b
(3.21)
c d

When is it a complex linear map? We see that, if T is complex linear, then T (ı) = ıT (1)
and hence, b + ıd = T (ı) = ıT (1) = ı(a + ıc). Therefore, b = −c and a = d. Conversely,
it is easily seen that this condition is enough to ensure the complex linearity of T.
Coming to the proof of the theorem, suppose that f is C-differentiable at z0 . Then
as already seen the partial derivatives exist and satisfy the Cauchy–Riemann equations.
So, the 2 × 2 matrix (3.21) defines a complex linear map from C to C. It remains to
see that f is real differentiable at z0 , for then, automatically the derivative will be equal
to the matrix (3.21) above. For this, we directly appeal to the increment theorem: We
have,
f (z0 + h) − f (z0 ) = (α + ıβ)h + hη(h),
h
where, α = ux = vy , β = vx = −uy . Put φ(h) = η(h). Then,
khk
lim kφ(h)k = lim kη(h)k = 0.
h→0 h→0

Also, the multiplication map h 7→ (α + βı)h can be viewed as a real linear map acting on
the 2-vector h, it follows that f is Frechet differentiable, with the derivative Df given
by (3.21).
Conversely, assume that Dfz0 = T exists and is complex linear. By (3.18), we have,

f (z0 + h) − f (z0 ) = T (h) + |h|η(h), lim η(h) = 0.

h→0

If T is given by the matrix (3.21), then we know that b = −c, d = a and hence T (h) = λh
where λ = a + ıc. Therefore

f (z0 + h) − f (z0 ) = λh + |h|η(h), lim η(h) = 0

h→0

which is equivalent to (2.5). By Increment theorem 2.1.1, it follows that f ic C-

′
differentiable at z0 with f (z0 ) = λ = a + ıc = ux + ıvx . ♠
There are certain useful partial results that relate the two notions of differentiability.
Let us begin with a definition:
Ch. 3 Conformality 113

Definition 3.3.1 Let U be an open subset of C and f : U → C be a continuous function

with continuous partial derivatives of the first order. We say f is holomorphic on U if
it satisfies the CR equations throughout U.

Theorem 3.3.2 Let f be a continuous complex valued function of a complex variable

defined on an open subset U, possessing continuous partial derivatives. Then f is holo-
morphic on U iff f is complex differentiable in U.

Proof: The ‘if’ part has been proved already. The ‘only if’ part is the consequence of
theorems 3.2.5 and 3.3.1 along with the observation that CR-equations are equivalent
to say that the Frechet derivative is complex linear.

Remark 3.3.1 The continuity hypothesis on the partial derivatives can be removed in
the above theorem. Then the proof of the ‘only if’ part is precisely as above. However,
you have to wait for the proof of the ‘if’ part till chapter 4 where we shall actually prove
that a complex differentiable function is analytic. Indeed, perhaps the strongest result
in this direction is what is known as Looman-Menchoff Theorem the proof of which
involves ideas that are beyond the theme of this course. Interested reader can look in
[N].

Theorem 3.3.3 Looman-Menchoff Let U be an open subset of C and f : U −→ C

be a continuous function, f = u + ıv. Suppose the partial derivatives of u, v exist and
satisfy Cauchy-Riemann equations throughout U. Then f is complex differentiable in U.

Remark 3.3.2 There are many functions that are complex differentiable at a point but
not so at any other points in a neighborhood (see the exercises below). As far as the
differentiation theory is concerned such functions are not of much use to us. We would
like to concentrate on those functions which are differentiable in some non empty open
subset of C. Clearly holomorphic functions come under this class. However, checking
CR-equations is the last thing we may do to verify whether a given function is complex
differentiable or not. On the other hand, we know that analytic functions are indeed
holomorphic and hence complex differentiable. Right now convergent power series are
our best source for complex differentiable functions. Later, in chapter 4, we shall see
that every complex differentiable function in a domain is actually analytic as well and
thus, all the three notions coincide. Thus for us, the terminology ‘holomorphic’ is only
a temporary convenience. Nevertheless, we may not ignore it since it is extensively used
in the literature.
114 3.3 Cauchy (vs) Frechet

Analyticity
h
qq
qqqqq
qq
qqqqq
qq
qqqqq
x q
q
Holomorphicity / Complex Differentiability

Notice the dashed arrow. This love-triangle will be completed in chapter 4.

Exercise 3.3

1. Show that |z| is Frechet differentiable everywhere except at z = 0. Can you say
the same thing about complex differentiability?

2. Show that z|z| is complex differentiable only at z = 0 and Frechet differentiable

everywhere.

p
3. Show that f (x, y) = |xy| is continuous and has partial derivatives which satisfy
C-R equation at (0, 0), yet f is not complex differentiable at (0, 0). Does this
contradict Looman-Menchoff theorem?

4. Establish the following generalization of Cauchy-Riemann equations. “If f (z) =

u + iv is differentiable at a point z0 = z0 + iy0 of a domain G, then

∂u ∂v ∂u ∂v
= , =− (3.22)
∂s ∂n ∂n ∂s
∂ ∂
at (x0 , y0 ) where ∂s
and ∂n
denote directional differentiation in two orthogonal
directions s and n at (x0 , y0 ), such that n is obtained from s by making a counter-
clockwise rotation.”

5. Let f : Ω1 → C be a complex differentiable function. Suppose L1 is a line segment

contained in Ω1 such that f (L1 ) is contained in a line segment L2 . Consider the
restriction of the f on the segment L1 viz., the function g : L1 → L2 given by
z 7→ f (z) as a function of one real variable. Show that g is differentiable and
g ′(z0 ) = 0 iff f ′ (z0 ) = 0. Give an example to show that such a statement is not
true if we replace ‘f is complex differentiable’ by ‘f is real (Frechet) differentiable’.
Ch. 3 Conformality 115

3.4 *Formal Differentiation and an Application

Guided by the chain rule for differentiation and the following basic algebraic relations
z + z̄ z − z̄
z = x + ıy, z̄ = x − ıy, x = , y= ,
2 2ı
we introduce the following partial differential operators:
   
∂ 1 ∂ ∂ ∂ 1 ∂ ∂
:= −ı ; := +ı . (3.23)
∂z 2 ∂x ∂y ∂ z̄ 2 ∂x ∂y
Assume that f = u + ıv is a continuous function having continuous first order partial
derivatives. Then the CR equations (3.4) for f can be expressed in a single equation
∂f
= 0. Moreover, if f is holomorphic, then we have,
∂ z̄
∂f 1 ı df
= (ux − ıuy ) + (vx − ıvy ) = ux + ıvx = = f ′ (z).
∂z 2 2 dz
∂z ∂ z̄
Observe that = 1 and = 1. Thus, for a holomorphic function f we have
∂z ∂ z̄

∂f ∂f (3.24)
= 0; (z) = f ′ (z).
∂ z̄ ∂z

Remark 3.4.1 Thus a function having continuous partial derivatives is holomorphic iff
∂f
∂ z̄
= 0. In this sense, one can say that ‘holomorphic functions are independent of z̄.’
This seemingly bizarre statement can be made very precise using power series in two
variables which is beyond the scope of this book. (Interested reader may have a look
into section 3 of chapter 4 in Cartan’s book [Car]). One can also study functions which
have the property
∂f
= 0.
∂z
These are called anti-holomorphic functions. Because of the close association of them
with holomorphic functions, as seen below, we need not even study them separately.

Lemma 3.4.1 Given a complex valued function f of a complex variable, the following
are equivalent:
(a) f (z) is holomorphic at z0 ;
(b) f (z̄) is anti-holomorphic at z¯0 ;
(c) f (z) := f (z) is anti-holomorphic at z0 .
116 3.4 Formal Differentiation

Proof: Put f (x, y) = u(x, y) + ıv(x, y) and g(x, y) := f (z̄) =: p(x, y) + ıq(x, y).
Then we have, p(x, y) = u(x, −y) and q(x, y) = v(x, −y). Therefore, px (x, −y) =
ux (x, y), py (x, −y) = −uy (x, y), qx (x, −y) = vx (x, y), qy (x, −y) = −vy (x, y). From this
it follows that
∂f ∂g
(z0 ) = (z̄0 ).
∂ z̄ ∂z
The equivalence of (a) and (b) follows. Verify the equivalence of (a) and (c) in a similar
fashion. ♠

Theorem 3.4.1 Let f and g be complex valued functions such that f ◦ g is defined.
(i) If one of f, g is holomorphic and the other anti-holomorphic, then f ◦ g is anti-
holomorphic;
(ii) If f and g are both anti-holomorphic then f ◦ g is holomorphic.

Proof: Suppose f is holomorphic and g is anti-holomorphic, then g(z̄) is holomorphic

and hence f ◦g(z̄) is holomorphic. Therefore, f ◦g is anti-holomorphic. Other statements
are proved similarly. ♠

Exercise 3.4 Recall that the Laplace operator is defined by

∂2 ∂2
∇2 = + .
∂x2 ∂y 2

Obviously this can be applied to functions of two variables which possess second order
partial derivatives. We shall assume here that all functions possess continuous second
order partial derivatives.

∂2 ∂2
1. Establish the following formula: ∇2 u = 4 u=4 u.
∂z∂ z̄ ∂ z̄∂z
4|f ′ |2
2. If f is holomorphic, show that ∇2 (ln(1 + |f |2)) = .
(1 + |f |2 )2

3. Let f : Ω1 → Ω2 be a holomorphic mapping and φ : Ω → R be a smooth map.

Show that ∇2 (φ ◦ f ) = |f ′|2 ∇2 (φ) ◦ f.

4. Obtain the following polar coordinate forms:

   
∂ 1 ∂ ı ∂ ∂ 1 ∂ ı ∂
= e−ıθ − ; = eıθ + .
∂z 2 ∂r r ∂θ ∂ z̄ 2 ∂r r ∂θ
Ch. 3 Conformality 117

3.5 Geometric Interpretation of Holomorphy

The Cauchy-Riemann equations can be viewed as saying that the tangent vectors (ux , uy )
to the curve u = k1 and the tangent vector (vx , vy ) to the curve v = k2 are orthogonal
to each other. Thus indeed, it follows that the level curves of real and imaginary part of
a holomorphic function are orthogonal to each other. This observation suggests another
approach to holomorphicity.
Let us now try to understand the complex differentiability in a geometric way. The
increment theorem or the linear approximation tells us that the behavior of a complex
differentiable function in a small neighborhood of a point z0 is approximately represented
by its derivative f ′ (z0 ). Here it is essential to think of f ′ (z0 ) as the linear map C → C
given by the multiplication h 7→ f ′ (z0 )h. Geometrically, we know that the multiplication
by a complex number has a rotational part and a scaling part. Thus a complex differ-
entiable function must be effecting a rotation as well as a scaling at each point. Let us
study this thoroughly.
First let us consider the simplest maps, viz., T : R2 −→ R2 which are real linear. Let
the map be given by T (x, y) = (ax + by, cx + dy). We have seen in the proof of (3.3.1),
the condition under which f is complex linear, viz., a = d and b = −c. This turns out
to be the condition under which T is holomorphic as well. Moreover, we also know that
a complex linear map f : C −→ C can be described as a rotation through an angle θ
followed by a (real) scaling. Such linear maps are also called ‘similarities’. This leads us
to consider the notion of angle preserving maps.
Recall that the standard inner product on Rn is defined by
X
hx, yi = xj yj .
j

For x 6= 0, y 6= 0, the angle θ between them is given by

hx, yi
cos θ =
kxkkyk.
For n = 2, in terms of complex numbers the inner product can also be expressed as
hz1 , z2 i = ℜ(z1 z¯2 ). Observe that our definition of the angle is insensitive to the ‘direction’
in which it is measured, since cos (−θ) = cos θ.

Definition 3.5.1 We say a linear map T : Rn −→ Rm is angle preserving if it is injective

and
hT (x), T (y)i hx, yi
=
|T (x)| |T (y)| |x| |y|
118 3.5 Geometric Interpretation of Holomorphy

for all non zero vectors x, y in Rn .

Lemma 3.5.1 Let T : C −→ C be a R-linear map. Then the following three conditions
are equivalent.
(i) T is (injective and) angle preserving.
(ii) There exists λ ∈ C⋆ := C\{0} such that T (z) = λz, ∀ z ∈ C or T (z) = λz̄, ∀ z ∈ C.
(iii) There exists s > 0 such that hT (w), T (z)i = shw, zi, ∀ z, w ∈ C.
(iv) There exists s > 0 such that |T (z)|2 = s|z|2 , ∀ z ∈ C.

Proof: (i) =⇒ (ii) Take λ = T (1). Since T is injective, λ ∈ C⋆ . Consider the linear
map T1 (z) = λ−1 T (z). It is enough to show that either T1 is the identity map or the
complex conjugation. Observe that T1 (1) = 1. Hence it suffices to show that T1 (ı) = ±ı.
Also observe that T1 is angle-preserving. Let T1 (ı) = µ. Then

0 = h1, ıi = hT1 (1), T1 (ı)i = h1, µi.

→
Therefore µ = ±rı, for some r ∈ R⋆ . Next consider the angle between the vectors 01
→
and 1ı . We have
h1, ı − 1i h1, rı − 1i
√ = √
2 r2 + 1
√ √
and this implies that 2= r 2 + 1 and hence r = ±1, as required.
(ii) =⇒ (iii) Take s = |λ|2 .
(iii) =⇒ (iv) Take z = w.
(iv) =⇒ (i) |T (z)|2 = s|z|2 , s 6= 0 and hence, if z 6= 0 then T (z) 6= 0. Since T is
R-linear, this implies T is injective. Indeed we shall first claim that (iv) =⇒ (iii). We
begin with

hT (z + w), T (z + w)i = |T (z + w)|2 = s|z + w|2 = shz + w, z + wi

which in turn yields

hT (z), T (z)i + 2hT (z), T (w)i + hT (w), T (w)i = shz, zi + 2shz, wi + shw, wi.

We can now cut down the first and the last term from both sides to get condition (iii).
Finally,
hT (z), T (w)i shz, wi hz, wi
=p = .
|T (z)||T (w)| shz, zishw, wi |z||w|
This proves (iv) =⇒ (i). ♠
Ch. 3 Conformality 119

Definition 3.5.2 Let T : Rn −→ Rn be an injective linear map. We say T preserves

orientation if the determinant of a matrix representing T is positive. It is straight
forward to check that this property does not depend upon the choice of the matrix
representing T. Also the motivation for this definition is very straight forward: our
experience tells us that maps such as rotations have positive determinant and not only
preserve the angle but preserve the sense in which the angle is measured, whereas maps
such as complex conjugation, reflection through any line etc. even though preserve the
angle, change the sense in which the angle is measured.

Example 3.5.1 The maps x 7→ −x, (x, y) 7→ (y, x), (x, y, z) 7→ (−x, −y, −z) are all
orientation reversing. The map (x1 , . . . , xn ) 7→ (−x1 , . . . , −xn ) is orientation preserving
iff n is odd. The maps (x, y) 7→ (ax + by, cx + dy) preserves orientation iff ad − bc > 0.

Remark 3.5.1 The problem that we are presently interested in is how to extend this
concept to maps that are not necessarily linear. We must first of all define angle between
a pair of intersecting ‘curves’.

Definition 3.5.3 By a ‘smooth curve’ in Rn we mean a continuously differentiable map

γ : I −→ Rn such that γ ′ (t) 6= 0, t ∈ I where I denotes some interval. For any two
smooth curves passing through a given point p, we define the angle between them at p
to be the angle between the tangents to the two curves at p.

γ1 p
θ

γ2

Fig. 11

Finally, let U be an open subset of Rm , A ⊂ U and f : U −→ Rn be a continuously

differentiable function. We say f |A is angle preserving at p ∈ A if for every pair γ1 , γ2
of smooth curves in A passing through p, we have the angle between them at p is equal
to the angle between the image curves f ◦ γ1 and f ◦ γ2 .

The following lemma is immediate from the chain-rule.

Lemma 3.5.2 A differentiable map f defined on an open subset U of Rm is angle

preserving at p ∈ U iff Dfp is angle preserving as a linear map. It is orientation
preserving at p iff Dfp is so.
120 3.5 Geometric Interpretation of Holomorphy

Example 3.5.2 Any linear map given by a multiplication by a non zero complex num-
ber is angle as well as orientation preserving. The complex conjugate is a R-linear
isomorphism which does not preserve orientation. We also say, in this case that the map
reverses orientation.

Theorem 3.5.1 Let f : U −→ C be any map on an open subset U of C. Then the

following are equivalent:
(i) f is complex differentiable on U and f ′ does not vanish on U.
(ii) f is real differentiable, Df (z) 6= 0, for any z ∈ U, and f preserves angle and
orientation at each point of U.

Proof: (i) =⇒ (ii) Since f is C-differentiable and f ′ (z) 6= 0, it follows that f is real
differentiable with (Df )z = f ′ (z) 6= 0. Moreover, f ′ (z) is given by multiplication by a
complex number and hence by the above lemma, f is angle preserving. That it preserves
orientation also follows from the fact that multiplication by a non zero complex number
does so.
(ii) =⇒ (i) Again by the lemmas 3.5.1,3.5.2, (Df )z (w) = λw for all w or (Df )z (w) =
λw̄ for all w. The latter possibility is ruled out because of the orientation preserving
property. Thus (Df )z is complex linear, and from theorem 3.3.1, we know that f is
C-differentiable at z. Since this is the case at all points z ∈ U we are done. ♠

Definition 3.5.4 A smooth map f : U → Rn where U is an open subset of Rn is called

conformal at p ∈ U if it preserves angle and orientation at p. (Note that this assumes
that Dfp is an isomorphism.)

Remark 3.5.2 (i) Thus any holomorphic function is conformal at all points where its
derivative is not zero.
(ii) The relation between conformality and holomorphicity is much closer than what we
have seen above. First suppose that U = Br (z0 ) is an open disc in R2 . Let f : U −→ R2
be a continuously real differentiable, angle preserving function. Define φ : t 7→ (1 −
t)z0 + tz and take g(t) = det (Dfφ(t) ). Then, since f is continuously differentiable, and
taking determinant is a continuous operation, it follows that g is a continuous map.
Since f is angle preserving, det (Df ) does not vanish at any point. Therefore, g does
not assume the value 0. By intermediate value theorem, it follows that g(0)(= Dfz0 )
and g(1)(= Dfz ) have the same sign. Thus if f is orientation preserving at z0 , then it
is so all over U and hence by the above theorem, it is holomorphic in U. On the other
Ch. 3 Conformality 121

hand, if f is orientation reversing at z0 , f¯ is orientation reversing all over U and hence

f is anti-holomorphic.
In the general case, we choose a path φ from z0 to any given point z inside U and
argue with g(t) = Dfφ(t) .
(iii) The scaling factor is much easy to understand. At each point z0 where the derivative
of f is not zero, we see that
 
|f (z) − f (z0 )|  f (z) − f (z0 ) 
lim =  lim = |f ′(z0 )|
z→z0 |z − z0 | z→z0 z − z0 
represents the factor by which the distance from z0 to a nearby point gets expanded.

Exercise 3.5

1. Determine the points at which the following maps preserve angles:

√
a) z 7→ z 2 ; b) z 7→ sin z; c) z 7→ z, ℜ(z) > 0.

2. Consider the polar co-ordinate mapping

g(r, θ) = (r cos θ, r sin θ), 0 < r < ∞, − ∞ < θ < ∞.

Determine all points where g is conformal.

3. Determine the rotational and scaling factors of z 7→ z 2 at the points

√
(i) 2; (ii) ı; (iii) 1 + ı.

4. Let f : U → R2 be smooth mapping of a domain in R2 with det Dfp 6= 0. Suppose

that at each point it is angle preserving and the angle of rotation is a constant
throughout the domain. Show that f is of the form z 7→ az + b; or z 7→ az̄ + b.
Can you conclude the same thing if the scaling factor is a constant throughout in
U?

5. Suppose w = f (z) is a one-to-one, conformal mapping of a domain D1 in the xy-

plane onto a domain D2 in the uv-plane. Let φ(u, v) be a real valued function with
continuous partial derivatives on D2 and let ψ be the composite function φ ◦ f on
D1 . Show that
(i) The level curves of ψ are mapped onto the level curves of φ by f, i.e., φ is a
constant on C2 if and only if ψ is a constant on C1 .
(ii) The normal derivative of φ along C2 vanishes iff the normal derivative of ψ
along C1 vanishes.
122 3.6 Mapping Properties

(iii) In general it is not true that the normal derivative of ψ along C2 is a constant
if normal derivative of φ along C1 is a constant. [Hint: Consider f (z) = z 2 .]

3.6 Mapping Properties of Elementary Functions

There are many situations in which we have to know specific behavior of a given holo-
morphic function on a restricted domain. Such a study cannot be exhaustive by no
means. In this section, we present this aspect through a few well-chosen examples. A
common feature of all this study is conformality. Thus, we first of all discard the set
of all points where the derivative of the function vanishes. Next, we somehow ensure
that the function is one-to-one by restricting the domain if necessary. By lemma 2.4.1,
it follows that if we have a continuous inverse of the function, then it is automatically
holomorphic. A holomorphic function f with a holomorphic inverse is called a biholo-
morphic mapping; the domain of f and its image are then said to be biholomorphically
equivalent.
Thus, in particular, we are going to witness biholomorphic equivalence between var-
ious domains in C.

Example 3.6.1 Linear Functions Let us begin with the simplest examples, viz.,
linear functions z 7→ az + b. If a = 0 then we get a constant function which is not
of much interest. If |a| = 1, then we have seen that this is a rigid motion which is a
composite of a rotation around 0 followed by a translation. These mappings have been
used so often that we do not even notice them any longer. Every time we choose the
origin, we are implicitly making a translation and the choice of the x-axis and y-axis
means that we perform a rotation.
In the general case, there is a scaling factor |a|. Nevertheless the mapping is conformal
everywhere, all straight lines are mapped to straight lines and circles are mapped to
circles. Thus rotating, translating and enlarging etc. of a domain can be achieved by
linear mappings. Later, we shall see that there is no biholomorphic mappings of C other
than the linear ones.

Example 3.6.2 The Square Function and the Square-root Function: Now, con-
sider the simplest polynomial mapping of higher degree: w = z 2 . The derivative of this
map is non zero everywhere except at z = 0. Thus the mapping is conformal in C⋆ .
Ch. 3 Conformality 123

Clearly, it is not injective on C⋆ and so let us first take a domain on which it is so. On
any sector whose span is of angle < π, this function is injective. In particular, the open
first quadrant is mapped biholomorphically onto the upper half-plane (along with the
boundary). Also if we restrict the function to the upper-half plane

H := {z ∈ C : ℑz > 0}

then it is injective. The image of H under this map is C \ R+ obtained by deleting

all the non negative real numbers from the plane. Verify likewise that if L is any line
passing through 0, then w = z 2 restricted to any one side of the line is one-one. Putting
w = u + ıv and z = x + ıy we see that

u = x2 − y 2 ; v = 2xy

Thus, each lap of the hyperbola x2 − y 2 = c is mapped onto the vertical line u = c.
Similarly, each lap of the hyperbola xy = k is mapped into the horizontal line v = 2k.
From this, it is easy to determine the image of rectangles with sides parallel to x and y
√
axis and contained in any quadrant under the mapping z 7→ z.

a2

a z z2

Fig. 12

Example 3.6.3 The Exponential and the Logarithm : Consider the map exp :
C −→ C⋆ given by z 7→ ez . Since (ez )′ = ez 6= 0, this is a conformal mapping everywhere.
Observe that the image of the real axis under this map is the positive real axis, whereas
the image of the imaginary axis is the unit circle. The point 0 is mapped to the point
1. The two axes intersect at 0 orthogonally. So do their images under exp,at the point
124 3.6 Mapping Properties

1. Similarly, all horizontal lines are mapped onto radial half-rays originating from 0. All
vertical lines wind around onto circles with center at the origin infinitely many often.
The image of the line y = x is a spiral. It is easily checked that on the open infinite strip
0 < ℑz < π the function ez in univalent (i.e., injective), the image being the upper-half
plane H . Also check that the portion of the imaginary axis between 0 and ıπ is mapped
onto the upper part of the unit circle. The parts of the strip with ℜ(z) > 0 (resp. < 0)
are mapped outside (inside) of the unit semi-disc.

π/2

π π/4
z ez
π/2
π/4
ο π ο

Fig. 13

Example 3.6.4 The Sine Function : This map is conformal at points other than
z = π(2m + 1)/2.
What is the image? Put T = eız . Given w finding z such that sin z = w is the same
as finding T such that
T − T −1
= w.
2ı
This is a quadratic in T which has two solutions none of which is equal to 0. Therefore,
sin z is onto.
Observe that sin(z + π) = − sin z = sin(−z). Therefore to get a one-one function,
the function has to be restricted to U = {(x, y) : − π/2 ≤ x ≤ π/2} or to V =
{(x, y) : − π < x < π; y > 0}. Then of course, it is a one-one mapping.
Writing z = x + ıy and sin z = u + ıv, we have

u = sin x cosh y; v = cos x sinh y.

Observe that the two boundary lines x = ±π/2 are mapping into the horizontal line
v = 0. It follows that the vertical lines x = c 6= 0 are mapped to the hyperbolas
u2 v2
− =1 (3.25)
sin2 c cos2 c
Ch. 3 Conformality 125

and the horizontal lines y = k are mapped onto ellipses

u2 v2
+ = 1. (3.26)
cosh2 k sinh2 k
These two families are obviously orthogonal to each other. All these hyperbolas and
√ p
ellipses have the same foci: ± cos2 c + sin2 c = ±1; ± cosh2 k − sinh2 k = ±1. Thus,
it is easily seen that a rectangle of the form [−π/2, π/2] × [k1 , k2 ], k1 > 0 is mapped onto
the region between two ellipses, in a one-one fashion except that both vertical sides are
mapped on to the same cross-cut along the negative imaginary axis.
H D B F
D’ B’

H’ F
G C A E G’ C ’ A’ E’
z sin z

(x,y)=plane (u,v)−plane

Fig. 14
The cosine function does not offer any variety, since it is got by mere translation of
sin z, i.e., cos z = sin(z + π/2).
Our next example is going to be a special case of rational functions. It is a very
important class of holomorphic functions and so we shall study this class in a separate
section.

Exercise 3.6

1. Find the image of the square {(x, y) : 0 < a ≤ x ≤ b, 0 < c ≤ y ≤ d} under the
√
mapping z 7→ z.

2. Under the mapping z 7→ ez , determine the image of

(i) the rectangle {(x, y) : a ≤ x ≤ b, c ≤ y ≤ d};
(ii) the lines x = my.
(iii) the semi-infinite strip {(x, y) : x ≥ 0, 0 ≤ y ≤ π};
(iv) the sector {(r, θ) : θ1 ≤ θ ≤ θ2 }.

3. Show that the transformation w = sin z maps the line x = φ, π/2 < φ < π in a
bijective manner onto the lap of a hyperbola lying on the right half plane.
126 3.7 Fractional Linear Transformations

4. Determine the image of the infinite semi-strip {(x, y) : − π/2 < x < π/2, y > 0}
under the transformation w = sin z. Verify whether it is one-one.

5. Determine the image of the semi-infinite strip {(x, y) : x > 0, 0 < y < π/2} under
the mapping w = cosh z. [Hint Use the formula: sin(ız + π/2) = cosh z.]

3.7 Fractional Linear Transformations

Definition 3.7.1 A fractional linear transformation (flt) (also called Möbius transfor-
mation) is a non constant rational function in which both numerator and denominator
are at most of degree one in z. Thus they are given by the formula
az + b
z 7→ (3.27)
cz + d

Remark 3.7.1

1. Of course at least c or d has to be non zero in order to make any sense out of this
a b
formula. Also for c = 0 this define a linear map z 7→ z + , and whatever we are
d d
going to say about fractional linear transformation is easily verified in that case. So,
throughout, we shall assume that c 6= 0 whenever we are saying something about a
particular fractional linear transformation, though, the collection of all fractional
linear transformation would of course contain all linear maps as well. (Observe
that the word ‘linear’ is used here in the larger sense of affine linear.) In any case,
we shall never consider constant maps in the following discussion. We could have
included the constant maps in the definition of fractional linear transformations
for a formalistic reason, but they do not possess any of the geometric properties
that we are interested in.

2. The formula (3.27) makes sense for all points z 6= −d/c. Also it defines a holomor-
phic function with its derivative

ad − bc
.
(cz + d)2

This suggests that we could associate a 2 × 2 matrix

!
a b
A=
c d
Ch. 3 Conformality 127

with the above map, so that the numerator of the derivative is the determinant of
A. Then to say that (3.27) defines a non constant map is the same as saying that
det A 6= 0. We let GL(2, C) denote the set of all non singular 2×2 matrices over the
complex numbers and observe that this forms a group under matrix multiplication.
Now the most interesting thing is that if we assign to each A ∈ GL(2, C) the
fractional linear transformation hA defined as in (3.27), then the assignment A 7→
hA is a homomorphism:

hA◦B = hA ◦ hB

for all A, B ∈ GL(2, C). (Verify this). In particular, it follows that hA ◦ hA−1 =
hA◦A−1 = hI = Id.

3. Thus, all (non constant) fractional linear maps are invertible. In particular, they
are injective. Observe that it is not stated that a fractional linear transformation
is surjective onto C. As we have observed before, a fractional linear transformation
may not be even defined at a point (z = −d/c). Since the inverse of a fractional
linear transformation makes sense at all points of C except perhaps one, it follows
that exactly one point of the complex plane is missing from the image of any
fractional linear transformation. Moreover, from theorem 3.5.1, it follows that
each fractional linear transformation is conformal. Thus

hA : C \ {−dc−1 } −→ C \ {ac−1 }

is a biholomorphic mapping. The ‘missing points’ from the domain as well as from
the codomain of a fractional linear transformation can be taken care of in a nice
way. We need a definition.

Definition 3.7.2 By the extended complex plane we mean C ∪ {∞} and denote it by
b
C.

Remark 3.7.2

1. For more about the extended complex plane which is also called the Riemann
sphere, see the next section.
128 3.7 Fractional Linear Transformations

2. We can now continue with the discussion of fractional linear transformation in the
extended complex plane as well. First of all it now makes sense to assign the value
∞ to ha (z) for z = −d/c. This is justified by the fact
az + b
lim = ∞.
z→−d/c cz + d

Likewise it makes sense to talk about hA (∞) viz.,

az + b a
hA (∞) = lim hA (z) = lim = .
z→∞ z→∞ cz + d c
b →C
It follows that each non constant fractional linear transformation f : C b is a
one-one and onto mapping.

3. We next observe that

  
a −ad + bc 1
hA (z) = + .
c c2 z + d/c

Thus it is clear that we can write hA as a composite of a few very simple maps:
Let Tα denote translation by α viz., z 7→ z + α. Similarly let µα denote the
multiplication by α. Finally let η denote the inversion z 7→ z −1 . Put d/c = λ1 , (bc−
ad)/c2 = λ2 and a/c = λ3 . Then we see that

hA = Tλ3 ◦ µλ2 ◦ η ◦ Tλ1 . (3.28)

Since, the geometric behavior of translations rotations and scaling are easily un-
derstood, in order to understand the geometric properties of hA , we have to study
the geometric properties of the inversion map η alone. As an illustration let us
prove:

Theorem 3.7.1 The set of all circles and straight lines in the plane is preserved by any
fractional linear transformation.

Proof: (Observe that the theorem does not assert that each circle is mapped to a circle.
Nor does it say that each line is mapped to a line.) From the decomposition (3.28) for a
fractional linear transformation, it is clear that we need to verify this property only for
the map η. Because any way the other maps involved in the composition are orthogonal
transformations, translations or scaling, which map circles to circles and lines to lines.
Now recall from your high school geometry that an equation of the form

α(x2 + y 2 ) + βx + γy + δ = 0 (3.29)
Ch. 3 Conformality 129

(where α, β, γ, δ ∈ R) represents a circle (or a straight line) if α 6= 0 ( respectively, if

α = 0.) If z := x + ıy 6= 0 and w := z −1 = u + ıv then we have
x −y
u= ; v= 2 .
x2 +y 2 x + y2
u −v
x= ; y= 2 .
+v u2
2 u + v2
Therefore, z = x + ıy satisfies (3.29) iff w = u + ıv satisfies

δ(u2 + v 2 ) + βu − γv + α = 0. (3.30)

This last equation represents a circle or a straight line according as δ 6= 0 or = 0. ♠

Remark 3.7.3

1. It is also clear that when a circle is mapped onto a straight line and vice versa by
a fractional linear transformation hA , viz., circles which pass through −d/c and
straight lines which do not pass through −d/c. (For a better understanding of this,
read section 3.8).

2. Bilinearity Another aspect of the fractional linear transformation is that we can

write it by an implicit equation of the form

cwz + dw + az + b = 0 (3.31)

az + b
where, ad − bc 6= 0. (What we have done is to put w = − and simplify.)
cz + d
The formula (3.31) can be used to define both the transformation and its inverse:
z 7→ w; w 7→ z. Observe that the above equation is a polynomial equation in two
variables z, w; it is a linear polynomial in each of the variables. That is the reason
why a fractional linear transformation is also called a bilinear transformation in
literature. Note that the fractional linear transformation z 7→ w defined by (3.31)
is uniquely determined by the vector (c, d, a, b) and any non zero multiple of this
vector also defines the same fractional linear transformation.3

3. We know that a real linear map on R2 is completely determined by its value on

any two independent vectors. In the case of fractional linear transformations,
the situation is similar. For, suppose a fractional linear transformation T given by
3
This means that the set of all non constant fractional linear transformations forms an affine open
subset of the 3-dimensional complex projective space.
130 3.7 Fractional Linear Transformations

(3.27) fixes a point w. This means that w satisfies the equation cX 2 +(d−a)X −b =
0 which is a polynomial equation of degree ≤ 2. Now assume that T fixes three
distinct points. Since any polynomial of degree less than or equal to 2 with three
distinct roots has to be identically zero, we get, c = 0 = b and a = d. This is the
same as saying that T is the identity map. Thus we have proved:

Theorem 3.7.2 Every fractional linear transformation which fixes three distinct points
b is necessarily the identity map.
of C

Remark 3.7.4

1. Observe that, in general, the fixed points of a fractional linear transformation

satisfy a quadratic and hence, there are two of them.

2. We can now conclude that if two fractional linear transformations agree on any
three distinct points then they must be the same. For, if T1 (zj ) = T2 (zj ), j = 1, 2, 3,
then it follows that T1−1 ◦ T2 (zj ) = zj , i = 1, 2, 3. Therefore, T1−1 ◦ T2 = Id.

3. Finally, we must see whether we can have a fractional linear transformation which
maps given three distinct points at our will to three other points. Writing
az + b
w=
cz + d
and substituting w = wj , z = zj , j = 1, 2, 3, we obtain three linear equations in
four unknowns (a, b, c, d). Therefore, we certainly have non zero solutions. But we
want a solution in which either a or c is not zero. Check that this condition is
easily satisfied for otherwise, all the three points wj will be the same. We shall
however, include a more formal proof of this very important result below:

b
Theorem 3.7.3 Given two sets {zj } and {wj } of three distinct elements each in C,
there is a unique fractional linear transformation f such that f (zj ) = wj , j = 1, 2, 3.

Proof: We first consider a special case, when z1 = −1, z2 = 0 and z3 = 1 and wj ∈

C, j = 1, 2, 3. Plugging these values in (3.27) we get,

−a + b b a+b
(i) = w1 ; (ii) = w2 ; (iii) = w3 .
−c + d d c+d
If all wj are in C we can simply take d = 1 and solve the three linear equations for a, b, c.
If w1 = ∞ then we choose c = d = 1 and solve (ii) and (iii) for a, b. If w2 = ∞, we take
Ch. 3 Conformality 131

d = 0, c = 1 and solve (i) and (iii) for a, b. Finally, if w3 = ∞ we take c = −d = 1 and

solve (i) and (ii) for a, b.
In the general case, we let T, S be fractional linear transformations such that T (−1) =
w1 , T (0) = w2 , T (1) = w3 and S(−1) = z1 , S(0) = z2 , S(1) = z3 . Then it follows that
T ◦ S −1 (zj ) = wj , j = 1, 2, 3. Since, inverse of a fractional linear transformation is a
fractional linear transformation and composite of two fractional linear transformation is
a fractional linear transformation, T ◦ S −1 is a fractional linear transformation. ♠

Remark 3.7.5 Symmetric form of FLT Another interesting way of putting the frac-
tional linear transformation S ◦ T −1 is the following: Write S ◦ T −1 (w) = z. This is the
same as T −1 (w) = S −1 (z). In the form (3.27), this reads as
az + b a′ w + b′
= ′ (3.32)
cz + d c w + d′
This can now be rewritten in the form

z−β w − β′
α· = α′ · (3.33)
z−γ w − γ′
The idea is that z and w are expressed in a symmetrical fashion in this formula, so that
it can be thought of as a mapping z 7→ w or its inverse w 7→ z. Of course, here α, α′ 6= 0.
As an application, we can now explicitly determine the fractional linear transformation
which maps zj to wj , j = 1, 2, 3 respectively as follows:
By choosing β = z1 , we see that lhs of (3.33) vanishes at z = z1 . This suggests that
we should choose β ′ = w1 . For the same reason, we choose γ = z2 , γ ′ = w2 . Finally, in
order to satisfy the condition that when z = z3 , we have w = w3 , we merely plug these
choices in (3.33) to obtain

z3 − z1 w3 − w1
α· = α′ · .
z3 − z2 w3 − w2
z3 − z2 ′
This determines the value of α/α′. For the sake of symmetry, we choose α = ,α =
z3 − z1
w3 − w2
. Therefore we get the required fractional linear transformation :
w3 − w1

(z − z1 )(z3 − z2 ) (w − w1 )(w3 − w2 )
= (3.34)
(z − z2 )(z3 − z1 ) (w − w2 )(w3 − w1 )
132 3.7 Fractional Linear Transformations

Example 3.7.1 To illustrate the algorithmic nature of (3.34), let us consider the prob-
lem of determining the fractional linear transformation that maps 0 7→ 1, 1 7→ ı and
−1 7→ −ı. We simply write

(z − 0)(−1 − 1) (w − 1)(−ı − ı)
= .
(z − 1)(−1 − 0) (w − ı)(−ı − 1)

Upon simplification this turns out to be

ı−z
w= .
ı+z

The symmetric format (3.34) of a fractional linear transformation also relates it to

another classical geometric notion.

b we define their cross

Definition 3.7.3 Given four distinct points z1 , z2 , z3 , z4 of C,
ratio to be
      
z1 − z3 z2 − z3 z1 − z3 z2 − z4
[z1 , z2 , z3 , z4 ] = / = .
z1 − z4 z2 − z4 z2 − z3 z1 − z4

(See also Exercise 1.9.26.) Here if one of the points is ∞ then the meaning assigned to
[z1 , z2 , z3 , z4 ] is to replace ∞ by a complex number z and take the limit as z → ∞. For
example,    
z − z3 z2 − z3 z2 − z4
[∞, z2 , z3 , z4 ] = lim / = .
z→∞ z − z4 z2 − z4 z2 − z3

Remark 3.7.6

1. Observe that the order in which you take the four numbers is important. It is an
interesting exercise to find out how the cross ratios are related under permutation
of the four numbers.

2. Fixing z2 , z3 , z4 the map z 7→ [z, z2 , z3 , z4 ] is a fractional linear transformation.

Conversely, given z2 , z3 , z4 the fractional linear transformation which takes
z2 − z3
z2 7→ ; z3 7→ 0; z4 7→ ∞
z2 − z4

is nothing but [z, z2 , z3 , z4 ]. Thus fractional linear transformations are nothing but
cross-ratios. Of course, each cross ratio gives rise to different fractional linear
transformations depending upon which one of the four slots is treated as a free
variable and the other three fixed.
Ch. 3 Conformality 133

Theorem 3.7.4 Let T be a fractional linear transformation. Then

[T (z1 ), T (z2 ), T (z3 ), T (z4 )] = [z1 , z2 , z3 , z4 ].

Proof: Since T is the composite of translation, rotation, dilation and inversion, it is

enough to prove this statement when T itself is one of these. The case when T (z) = 1/z
is the one which is non trivial. Even this is routine and hence we leave this as an exercise.
♠
Finally we shall discuss one important example of fractional linear transformation,
the negative of the above fractional linear transformation.

Example 3.7.2 The Cayley4 map χ : H −→ D :

Introduce the notation

H = {z : ℑ(z) > 0}; D := {z : |z| < 1}.

z−ı
Consider the map χ : z 7→ . It is not defined only at z = −ı. Since, |z+ı|2 − |z−ı|2 =
z+ı
|z|2 + |ı|2 + 2 ℜ(zı̄) −|z|2 − |ı|2 −2ℜ(−zı̄) = 4ℑ(z), it follows that ℑz > 0 iff |χ(z)| < 1.
Moreover, the inverse map of χ is given by
1+w
w 7→ · ı.
1−w

z-i
w=
z+i

y > 0 |w| < 1

z- plane w-plane

Fig. 15
Therefore χ is a biholomorphic mapping of the upper-half plane onto the open unit
disc. Observe that the image of the points −1, 0, 1 are respectively, ı, −1, −ı, . In fact
4
Arthur Cayley(1821-1895) an English mathematician was one of the proponents of the theory of
algebraic invariants.
134 3.7 Fractional Linear Transformations

it is also clear that the entire real axis is mapped bijectively onto the unit circle minus
the point 1. The upper part of the imaginary axis is mapped onto the interval (−1, 1).
It will be an interesting exercise to see for yourself what the image of any particular line
or circle under χ is. Of course, we already know that each of them is either a half-line
or a portion of a circle.

Remark 3.7.7 One may wonder how one might have arrived at such a remarkable
mapping. Here is a probable explanation: We know that fractional linear transforma-
tions are anyway injective mappings and hence, there is a good chance of them defining
biholomorphic mappings of two different domains in C, if there are any. Next, if a frac-
tional linear transformation say f defines a biholomorphic mapping of H onto D, then
it would also map the real axis into the unit circle. Now, if we trace the real axis in
the positive direction, then H lies to our left, and, if we trace the unit circle in the
counter clockwise sense, then D lies to our left. Since, any fractional linear transforma-
tion preserves orientation, we should choose our f so that it maps the real axis traced
in the positive sense into unit circle traced in the counter clockwise sense. Given these
considerations what could be better than choosing f to map −1, 0, 1 respectively onto
ı, −1, −ı? You may choose any three distinct real numbers r1 < r2 < r3 and map them
onto ı, −1, −ı, respectively to get other fractional linear transformations and check that
they too define biholomorphic mappings of H onto D. The following theorem puts any
further speculation to rest.

Theorem 3.7.5 Let T be a fractional linear transformation mapping the open unit disc
onto itself. Then T is of the form
z−a
T (z) = c
1 − āz
for some a, c such that |a| < 1 and |c| = 1.

Proof: First we prove that if T is of the form as above then T (D) = D. Since inverse of
T is also of the above form it suffices to show T (D) ⊂ D. Since |c| = 1, it is enough to
show that |z − a| ≤ |1 − āz| for |z| < 1. Using cosine rule, this is the same as proving
|z|2 + |a|2 ≤ 1 + |az|2 which in turn is the same as proving |a|2 (1 − |z|2 ) ≤ 1 − |z|2 for
|z| < 1. This last inequality follows since |a| < 1.
Now given a fractional linear transformation T which maps D onto itself, take a =
−1
T (0) and put
z−a
S(z) = .
1 − āz
Ch. 3 Conformality 135

so that S maps a to 0 and is a fractional linear transformation which maps D onto itself.
Therefore if R = T ◦ S −1 , then R is a fractional linear transformation which maps D to
D and 0 to 0. The second condition implies that R is of the form
βz
R(z) = .
γz + δ
Since the unit circle has to be mapped onto the unit circle by R, it follows that |β| =
|γz + δ| for all |z| = 1. If γ 6= 0, then |z + δ/γ| = |β/γ| for every z ∈ S1 , i.e., S1 is
a circle with center −δ/γ. This implies δ = 0 and hence R is constant map which is
absurd. Therefore, we conclude that γ = 0 and |β| = |γ|. Therefore R is a rotation. Say
R(z) = cz with |c| = 1. Therefore, T = R ◦ S, and we get the required form for T. ♠

Exercise 3.7

1. Find the image of the first quadrant Q1 under the Cayley map.

2. Given |z0 | < R, show that

R(z − z0 )
z 7→
R2 − z¯0 z
maps the disc |z| < R bijectively onto D sending z0 to 0. (Pay attention to the
mapping in the special case R = 1, which gives a very useful map.)

3. Given z0 ∈ H show that the transformation:

z − z0
z 7→
z − z¯0
maps H univalently onto the unit disc D and sends z0 to 0.

4. Show that the mapping

1+z
z 7→
1−z
defines an holomorphic equivalence of the unit disc D and the domain

A = {z : ℜz > 0}.

5. Determine how many distinct values of the cross ratio [z1 , z2 , z3 , z4 ] you obtain
by permuting the four points z1 , z2 , z3 , z4 . (See Miscellaneous Exercise 1.9.26 or
definition 3.7.3.)

6. Show that given any two points z1 , z2 in the upper-half plane there exits a fractional
linear transformation which maps z1 to z2 and maps the upper-half plane to itself.
Have you seen similar result for the unit disc?
136 3.8 The Riemann Sphere

7. Show that any fractional linear transformation which is of the form

az + b
z 7→ , a, b, c, d ∈ R, ad − bc = 1 (3.35)
cz + d
maps the upper-half plane onto itself and conversely any fractional linear trans-
formation which maps the upper-half plane onto itself is of this form.

8. * Consider the following subspace X of the upper-half plane given by τ ∈ H such

that
(i) |τ | ≥ 1;
(ii) −1/2 < ℜ(τ ) ≤ 1/2;
(iii) If |τ | = 1 then ℜ(τ ) ≥ 0.
Show that given any τ ∈ H , there is a unique τ ′ ∈ X and a fractional linear
transformation A as in (3.35) such that Aτ ′ = τ. (See theorem 10.7.2 and the
accompanying figure.)

3.8 The Riemann Sphere

Consider the 2-dimensional unit sphere in R3 :

S2 := {(x1 , x2 , x3 ) : x21 + x22 + x23 = 1}.

Let us denote the point (0, 0, 1) by N and agree to call it the north pole. (Likewise, one
calls the point S = (0, 0, −1) the south pole.)

Lw
Lu w

Pu Pw

S
Fig. 16
Ch. 3 Conformality 137

Now, for any point w 6= N on S2 , let us denote by Lw , the line passing through the
point w and N. This line intersects the (x1 , x2 )-plane in a unique point Pw determined as
follows: if w = (x1 , x2 , x3 ), then the points of Lw are given by (tx1 , tx2 , tx3 +1−t), t ∈ R.
Therefore, putting the last co-ordinate equal to zero, we get the point Pw in which Lw
1
intersects the (x1 , x2 )-plane. It follows that t = and hence
1 − x3
 
x1 x2
Pw = , .
1 − x3 1 − x3

We now identify the (x1 , x2 )-plane in R3 itself with the complex plane, by mapping
(x1 , x2 , 0) to z = x1 + ıx2 . Thus, we obtain a continuous map σ : S2 \ {N} −→ C given
by
x1 + ıx2
(x1 , x2 , x3 ) 7→
.
1 − x3
This map is called the stereographic projection. It is easy to see, geometrically that σ is
bijective: given any point z = (y1 , y2 , 0), there is a unique point on S2 \ {N} lying on
the line Lz . Of course, we can even write down the formula for σ −1 :

 
z + z̄ z − z̄ |z|2 − 1
z 7→ , , . (3.36)
|z|2 + 1 ı(|z|2 + 1) |z|2 + 1

From this, it follows that σ −1 is also continuous. Such a map σ is called a homeo-
morphism.
Thus we have obtained a representation of C as the space of all unit vectors in R3
other than N. This is called the spherical representation of C. Observe that under σ,
the south pole S corresponds to the complex number 0 and every point on the unit circle
goes to itself.
One easy fall-out of the spherical representation is that we now have another distance
function on C coming from the usual 3–dimensional Euclidean distance. This can be
given by the formula
2|z − z ′ |
χ(z, z ′ ) = . (3.37)
[(1 + |z|2 )(1 + |z ′ |2 )]1/2
(You will have to make good use of the cosine formula, in proving the above formula.)
b It is also called Carathéodory5 metric or
This is the so called spherical metric on C.
simply χ-metric. The following lemma is easy to prove(Ex.).
5
Constantin Carathéodory(1873-1950) was German mathematician of Greek origin. He is famous
for his studies in Calculus of variations, complex mappings and uniformization.
138 3.8 The Riemann Sphere

Lemma 3.8.1 A sequence {zn } of complex numbers tends to ∞ under the usual metric
iff {σ −1 (zn )} tends to N under the χ-metric.

Because of this phenomenon, we can now make the following definition:

Definition 3.8.1 We call N the point at infinity for the complex plane. Often the
complex plane C together with an extra point denoted by ∞ is denoted by C.b The
b by sending N to ∞.
mapping σ is then extended to σ : S2 −→ C

This terminology is further justified by the following:

1
Lemma 3.8.2 The inversion map z 7→ defined on C \ {0} extends to a unique home-
z
b −→ C
omorphism of C b taking 0 to ∞ and vice versa.

Proof: The inversion map corresponds to the map

(x1 , x2 , x3 ) 7→ (x1 , −x2 , −x3 )

on S2 \ {N} via σ. (Verify this.) This map is easily seen to extend uniquely to a
homeomorphism which interchanges the north and the south pole. The conclusion of
the lemma follows. ♠

Remark 3.8.1 * [Here, I am going to say things that are somewhat sophisticated and
without proof. There is no need to panic even if you do not understand any of them, in
your first reading. We do not use them in the subsequent material. However, do not
skip this entirely.]

1. We can now extend the algebraic operations on C partially to cover the point at
infinity also as follows:

z + ∞ = ∞ = ∞ + z for all z 6= ∞
z.∞ = ∞ = ∞.z for all z 6= 0
)
z/0 = ∞,
for all z 6= 0, ∞.
z/∞ = 0
Experience tells us that these operations come quite handy often, and classically,
that was the motivation to introduce the notion of extended complex plane. For
instance, observe that if zn −→ z 6= ∞, and wn −→ ∞, then zn + wn −→ ∞ so
Ch. 3 Conformality 139

that the sum formula for the limit is valid. Likewise, one can verify other limit
rules also, extended in this sense. Observe that, it is not possible to define other
operations such as ∞ + ∞ etc., meaningfully, without getting into contradictory
results. In the modern set up, there are several aspects of the extended complex
plane and the algebraic motivation is the weakest of them all.

b immediately tells us that the point at

2. The spherical representation σ : S2 −→ C
infinity is not merely ‘hanging out’ there. It has a neighborhood which looks like a
neighborhood of any other point in the complex plane. The extension of inversion
as in lemma 3.8.2, has actually established this relation with 0 and infinity. You
can take the map z 7→ (z − z0 )−1 and see the same sort of relation between ∞
and any arbitrary point z0 . For example, lemma 3.8.1 tells us how to define the
b A function f : C
concept of continuous functions on the whole of C. b → X where X
is any space, is continuous iff f ◦ σ is continuous. This is what is meant by defining
a ‘topology on C;b the usual topology on the 2-sphere is transferred onto C b via σ.
b is open iff σ −1 (A) is open in S2 .) Moreover, it is now possible
(A subset A ⊂ C
to define the concept of complex differentiability of a function f at ∞ defined in
a neighborhood of ∞ : Call f differentiable at ∞ if the function z 7→ f (1/z) is
b g : Ω −→ C
differentiable at 0. Also, suppose Ω is an open subset of C, b and z0 ∈ Ω
such that g(z0 ) = ∞. We say g is differentiable at z0 if 1/g is differentiable at z0 .
b into a complex manifold. (Observe that treated
Essentially, this is what makes C
as a subspace of R3 , the sphere does not inherit any such structure.) Together with
this structure the extended complex plane is called the Riemann Sphere. This is
the first non trivial example of a Riemann Surface, a connected 1-dimensional
complex manifold. These were introduced by Riemann, in order to facilitate the
study of complex functions, which are often multi-valued.

3. Here is then the formal definition of a Riemann surface. Let X be a topological

space covered by open sets Uα such that to each α there is a homeomorphism φα :
Uα :→ Vα where Vα is an open subset of C. Further suppose whenever Uα ∩ Uβ 6= ∅
the map
φβ ◦ φ−1
α : φα (Uα ∩ Uβ ) → φβ (Uα ∩ Uβ )

is a biholomorphic mapping. We then call X a complex manifold of dimension

1 or equivalently a Riemann surface. Often we have to put additional conditions
that X is a Hausdorff space and has a countable basis. Clearly all open subsets
140 3.8 The Riemann Sphere

b is the first nontrivial Riemann surface

of C are trivially Riemann surfaces. C
which is not an open subset of C. We can cover it with two open sets U1 = C and
U2 = C \ {∞}. We can then take φ1 = Id and φ2 : U2 → C given by φ2 (z) = 1/z.
On the intersection of these two open sets viz. C∗ , we have φ2 ◦ φ−1
1 (z) = 1/z
which is a biholomorphic mapping.

4. Another important aspect of the extended complex plane is projective geometric

and is a corner stone in Algebraic Geometry. Consider the set of all ordered pairs
(z1 , z2 ) of complex numbers wherein at least one of zj is not equal to 0. Define an
equivalence relation on this set as follows;

(z1 , z2 ) ∼ (w1 , w2 ) iff there exists λ ∈ C⋆ : (z1 , z2 ) = λ(w1 , w2 ).

Denote by [z1 : z2 ] the equivalence class represented by (z1 , z2 ) and the set of
equivalence classes by P1 (C). This is called the one-dimensional complex projective
space.

Observe that given a complex number z, we can identify it with the class [z : 1].
This will fill up all of P1 (C) except one point viz. [1 : 0]. For, any point (z1 , z2 )
with z2 6= 0 is equivalent to (z1 /z2 , 1) and all points (z1 , 0) are equivalent to (1, 0).
We can easily identify this point with ∞ thereby completing the picture of the
Riemann sphere.

Also, we can interpret each class [z1 : z2 ] to represent the complex 1-dimensional
vector subspace of C2 spanned by the nonzero vector (z1 , z2 ). Now, the true nature
of the fractional linear transformations becomes visible. Let us start with a frac-
tional linear transformation given by a 2 × 2 complex matrix A with non vanishing
determinant. Then A defines a linear isomorphism of C2 −→ C2 . In turn, this
isomorphism defines a bijective mapping of the space of all complex 1-dimensional
subspaces of C2 to itself. Under the above identification, it can now be verified
that this map corresponds to the fractional linear transformation associated to A.

5. We can think of the extended complex plane as the so called ‘one-point compacti-
fication of C. Indeed, the key for this is the lemma 3.8.1 already considered. The
fact that R3 is a complete metric space and the closure of S2 \ {N} is S2 in R3 , can
be used to see that the completion of C under the spherical metric is the extended
complex plane.
Ch. 3 Conformality 141

6. The last but not the least important aspect is that S2 \ N is a conformal model of
the complex plane. By this, we just mean that the stereo-graphic projection σ is
an angle preserving map. (See Ex. 19 and 20 in the Misc. Exercises to chapter 3
below.)

All these aspects are important for a true understanding of the extended complex
plane.

Exercise 3.8

1. Verify the formula (3.36) for σ −1 .

2. Prove the formula (3.37).

3. Compute χ(z, ∞).

4. Prove lemma 3.8.1.

5. Write down full details of the proof of theorem 3.7.4.

6. Show that stereographic projection establishes a one-to-one correspondence of the

set of all circles on S2 with the set of all circles and straight lines on the complex
plane. Also show that parallel lines in the plane will have their image circles which
meet tangentially at the north pole on the sphere.

7. Determine all fractional linear transformations which map ∞ to ∞.

b determine all flts C

8. Given three distinct points a, b, c ∈ C b \ {a, b, c} → C \ {0, 1}.
(See Exercise 3.7.5.)

b −→ C
9.⋆ Show that every extended fractional linear transformation T : C b is a
b to C,
biholomorphic mapping of C b (See remark 3.8.1.2)

3.9 Miscellaneous Exercises to Ch. 3

1
1. Let p be a polynomial function. Is the map z 7→ angle-preserving at points
p(z)
where it is defined?
142 3.9 Miscellaneous Exercises

2. Given two sets of distinct points {z1 , z2 , z3 }, {w1, w2 , w3 } show that the matrix
 
w1 z1 w1 z1 1
 
 w2 z2 w2 z2 1 
 
w3 z3 w3 z3 1

is of rank 3.

3. Given any four distinct points zj , j = 1, 2, 3, 4, show that there exists a fractional
linear transformation which maps them respectively to 1, −1, w, −w, where the
choice of w depends on the points zj . Find all possible values of w.

4. Show that the map  

1 1
z→
7 z+
2 z
defines a univalent transformation of the portion of H outside the unit circle onto
H . What is the image of C \ D under this mapping? (This quadratic is called
the Joukowski function, after the Russian mathematician who made it famous in
aerodynamics.) In the figure below, the circle with center at (x, 0) where 0 < x < 1
and radius 1 + x is mapped onto the foil which has a cusp at the point −2.

−2 −1 0 1 2

Fig. 17

5. Study the geometric properties of the map which is the composite of

z − z0 z+1
z 7→ ; z 7→ .
z − z¯0 z−1

6. Examine the image of various lines in C (especially the lines x = a, and y = b)

under the mapping z 7→ z 2 . Also, determine the image of the set {z : ℜ(z) > 0}.
Ch. 3 Conformality 143

7. Describe the geometric nature of the families of curves given by the following
equations  −∞ < λ < 
 for ∞: 
1 1
(a) ℜ = λ; (b) ℑ = λ; (c) ℜz 2 = λ; (d) ℑz 2 = λ.
z z
8. For any two complex numbers b, c and λ > 0, determine the locus of the points z
satisfying
|z 2 + bz + c| = λ.

9. Show that the mapping w = sin2 z defines a biholomorphic mapping of the semi-
infinite strip {(x, y) : 0 ≤ x ≤ π/2, y ≥ 0} onto the upper-half plane.

10. Obtain a bijective holomorphic mapping of the first quadrant Q1 onto D \ (−1, 0].

11.⋆ Obtain a biholomorphic mapping (preferably a fractional linear transformation)

of H onto the portion of C lying below the parabola y = x2 . Try to get one onto
the upper portion as well. Did you succeed in both cases? Did you get a fractional
linear transformation in any of these cases? Compare your answer with Ex.15
below, before seeing the answer at the end of the book.

12. Show that the map

z 7→ cosh z

defines a biholomorphic equivalence of the half-strip {z : ℜz > 0, 0 < ℑz < π}

onto H .

13. Let A = {x+ıy : y 2 ≤ 41 −x}. Show that z 7→ z 2 defines a biholomorphic mapping

of the infinite vertical strip 0 < ℜz < 1/2 onto A \ (−∞, 0].

14. Let D be a region in C which is symmetric with respect to the antipodal action, i.e.,
z ∈ D iff −z ∈ D. Assume that 0 6∈ D. Let Dj , j = 1, 2 be any two regions in C and
fi : D −→ Di , i = 1, 2, be surjective holomorphic maps such that fi (w1 ) = fi (w2 )
iff w1 = ±w2 . Then prove that there exists a biholomorphic mapping φ : D1 −→ D2
such that φ ◦ f1 = f2 .

15. Show that the mapping

z 7→ z + ız 2

defines a biholomorphic mapping of the portion below the parabola y = x2 onto

H . Next show that the map
√
z 7→ ı cos π z
144 3.9 Miscellaneous Exercises

maps the portion of C left to the parabola y 2 = 1/4 − x biholomorphically onto

√
the upper-half plane H . (Observe that even though z is not well defined in the
said region, the above map is well defined.) Use this to answer latter part of ex.11

16. Let C1 and C2 be any two circles on the sphere S2 intersecting at two points P1 and
P2 . Show that the angles of intersection at these two points are the same. (Call
this angle α.)[Hint:Use a suitable reflection.]

17. Let σ : S2 −→ R2 denote the stereographic projection. Let P1 = N in the above

exercise. Let P ′ = σ(P2 ). Then show that the two straight lines σ(Ci ) meet at P ′
at the same angle α as above.

18. Given any point P2 6= N on S2 and a tangent line L to S2 through P2 , show that
there exist a circle C passing through N and P2 such that the line L is tangent to
the circle C at P2 .

19. Show that σ is angle preserving on S2 \ N. [Hint: Use some of the above exercises.]

20.⋆ Recall that the tangent space Tp to the sphere S2 at a point P ∈ S2 consists of
all vectors in R3 perpendicular to the position vector OP.
(a) Establish the fact that any differentiable map f : S2 \ N −→ R2 is angle
preserving iff (Df )p : R3 −→ R2 restricted to Tp is angle preserving for all p ∈
S2 \ N.
(b) Using (a), prove that σ is angle preserving. [Now you have two proofs of the
fact that σ is angle-preserving (the other one via ex. 18 and 19). Hold a friendly
debate amongst yourselves on the merits and de-merits of the two proofs.]

21.⋆ A rhumb line or a loxodrome is a smooth curve in S2 which makes a constant

angle with all the meridian lines. How does the image of a rhumb line look like
under σ?

22.⋆ Consider the spherical co-ordinates for the unit sphere:

ξ = cos φ cos θ; η = cos φ sin θ; ζ = sin φ;

π π
−
≤ φ < ; − π ≤ θ < π.
2 2
Think of this as a mapping f1 : [− 2 , 2 ] × [−π, π] → S2 . Is it angle preserving?
π π

(After you have thought well about it, hold an experiment by putting this question
to a few of your friends amongst classmates, seniors and friendly teachers.)
Ch. 3 Conformality 145

23.⋆ How does the inverse image f1−1 (L) of a rhumb line L look like under the spherical
coordinate mapping f1 as given in the above exercise.

24.⋆ The Mercator Mapping: Here is an important application of the logarithm in

navigation. Let f2 = ln σ be the principle branch of logarithm of the stereographic
projection, (well defined if we delete the date-line from the sphere. Is f2 angle
preserving? Let now f2 ◦ f1 (φ, θ) = (u, v), where f1 is the polar mapping as in ex.
22 above. Then show that u = ln(sec φ + tan φ) and v = θ. Show that the image
of a rhumb line under f2 is a straight line. (Thus the navigators job of holding a
constant course due north becomes simple as he has to only to follow a straight
path on the Mercator map f2 .)
146 3.9 Miscellaneous Exercises
Chapter 4

Contour Integration

4.1 Definition and Basic Properties

The notion of a path as given in 1.6 is too general for our purpose here. From now on,
we shall consider only a special class of paths which we shall call contours. We shall
assume that you are familiar with basic theory of Riemann integration of a continuous
function on a closed interval.

Definition 4.1.1 Let γ : [a, b] → R2 be a path. We call γ a contour if it is piecewise

continuously differentiable, i.e., if there exists a subdivision a = a0 < a1 · · · < an = b of
the interval [a, b], with the property that the restrictions γ|[ai ,ai+1 ] are all continuously
differentiable for each i = 0, 1, 2, . . . , n − 1.

It may be noted that a function defined on a closed interval is said to be differentiable

on the closed interval if it is the restriction of a differentiable function defined on an open
interval containing the closed interval.
Other notions such as closed contours, simple closed contours etc., are defined exactly
in a similar fashion as in definition 1.6.1

Remark 4.1.1 Often, we confuse the image of a contour for the contour itself. This is
good as far as there is no scope for further confusion, clear from the context such as in
the expression ‘w is a point on the contour γ’ or ‘let γ be a contour not passing through
w’ etc.. However, it should be noted that several contours may have the same image set
and while performing integration on them, each of them may give different result. So,
it is important to make the distinction between a function that defines a contour from
the image set of a contour.

147
148 4.1 Definition and Basic Properties

A typical example is γk (t) = (cos kt, sin kt), 0 ≤ t ≤ 2π. For different integer values
of k, these curves all have the same image x2 + y 2 = 1. However each curve has different
analytic and geometric behaviour as we shall soon see.

Example 4.1.1

1. The line segment Given any two points z1 , z2 ∈ C, the line segment from z1 to
z2 is one of the simplest useful contour. We shall fix a parameterization of this
viz.,
t 7→ (1 − t)z1 + tz2 , 0 ≤ t ≤ 1

and use the simple notation [z1 , z2 ] to denote it.

2. The boundary of a rectangle Let a < b and c < d be any real numbers.
Consider the rectangle

R = {(x, y) : a ≤ x ≤ b, c ≤ y ≤ d.}

By the boundary ∂R (read as daba R) of this rectangle, we shall mean the contour
obtained by tracing the line segments from (a, c) to (b, c) then from (b, c) to (b, d)
then from (b, d) to (a, d) and finally from (a, d) to (a, b) in that order. It is easy to
see that ∂R is a closed contour and its length is 2(b − a) + 2(d − c). The sense in
which we have traced this contour is also referred to as ‘counter-clock-wise.’ Note
that the image of this contour is nothing but δR (see definition 1.6.6) and that is
the reason why we call this contour boundary of R.

3. The boundary of a triangle We shall denote the triangle with vertices a, b, c,

by T = ∆(a, b, c). This is the set of all points ta + sb + rc ∈ C such that t + s + r =
1, 0 ≤ t, s, r ≤ 1. Assume that vertices have been labeled in the counterclockwise
sense. The boundary ∂T is then the contour

∂T = [a, b] · [b, c] · [c, a]

the composite of the three sides (traced in the counterclockwise sense). When we
say a triangle T is contained in a set Ω we mean that this entire 2-dimensional
object is contained in Ω and not just the boundary.
Ch.4 Contour Integration 149
(a,d) (b,d) c

a r
a
b
(a,c) (b,c) (iii) a (iv) b
(i) (ii)

Fig. 18

4. The boundary circle of a disc Given an (open) disc D = {z : |z − a| < r} of

radius r and center a, the boundary C = ∂D of this disc is the contour given by

t 7→ a + e2πıθ , 0 ≤ θ ≤ 1.

It should be noted that this contour is tracing the circle |z − a| = r in the coun-
terclockwise sense. However, often we may just express this contour by simply
writing |z − a| = r.

5. The graph For any piecewise differentiable function f : [a, b] −→ R, the graph
of f is a contour parameterized by t 7→ (t, f (t)).

6. The standard parameterizations of a circle or an ellipse, as seen earlier, are all ex-
amples of differentiable curves. An important class of contours is that of polygonal
curves, viz., those consisting of finitely many straight line segments. Example 2
and 3 above were just two particular cases of this.

7. Consider the following function defined on [0, 1] by



 0, t=0

 1 1
f (t) = 2nt − 1, ≤t≤ , n ≥ 1,

 2n 2n − 1

 1 − 2nt, 1 1
≤t≤ , n ≥ 1.
2n + 1 2n
Then f is continuous but the graph of f is not a contour. Equivalently observe
that f is not piecewise differentiable. Draw the graph of f to see this! [Indeed,
this is a standard example of a so called non rectifiable curve, i.e., the sum of the
lengths of the line segments which make up the curve is infinite.]

Definition 4.1.2 By a re-parameterization of a smooth path γ : [a, b] −→ A, we mean

a path γ1 : [c, d] −→ A such that there exists a continuously differentiable function
τ : [c, d] −→ [a, b] with τ ′ (t) > 0 for all t ∈ (c, d) and γ1 (t) = γ ◦ τ (t), c ≤ t ≤ d.
Observe that Im(γ) = Im(γ1 ). By a re-parameterization of a contour we mean a path
150 4.1 Definition and Basic Properties

which restricts to differentiable reparameterization of each of the differentiable pieces of

the contour.

At this stage, we assume that you are familiar with the concept of Riemann inte-
gration of a continuous real valued function on a closed interval. Suppose now that
f : [a, b] −→ C is continuous. Then we define

Z b Z b Z b
f (t) dt := ℜ(f (t)) dt + ı ℑ(f (t)) dt. (4.1)
a a a

Standard properties Riemann integrals of real valued continuous functions all hold for
the above complex valued integrals also. Linearity properties are easy to check. However,
properties involving inequalities need to be checked carefully. For instance, consider the
following familiar inequality

Z b  Z b
 
 f (t) dt ≤ |f (t)|dt. (4.2)

a a

Try to prove this yourself and then read the proof below.
Proof: Express the integral on the left as reiθ . Then
Z b  Z b Z b
 
 f (t) dt = r = e−iθ
f (t) dt = e−iθ f (t) dt.

a a a

Upon taking the real parts of both sides, we get,

Z b Z b
−iθ
r= Re (e f (t)) dt ≤ |f (t)|dt.
a a

Definition 4.1.3 Let ω : [a, b] −→ C be a path such that ω ′ is continuous. Then for
any continuous function f defined on the image of ω, we define the contour integral or
the line integral of f along ω to be

Z Z b
f dz := f (ω(t))ω ′(t) dt. (4.3)
ω a

Here the prime ‘′ ’ denotes differentiation with respect to t. Observe that ω ′ (t) is a
complex number for each t, say, ω(t) = x(t) + ıy(t), then ω ′ (t) = x′ (t) + ıy ′(t). Similarly
Ch.4 Contour Integration 151

if we write f (z) = u(z) + ıv(z), then f (ω(t)) = u(ω(t)) + ıv(ω(t)). Hence the R.H.S. of
the above definition can also be expressed as
Z b Z b
′ ′
(u(ω(t))x (t) − v(ω(t))y (t)) dt + ı (u(ω(t))y ′(t) + v(ω(t))x′(t)) dt.
a a

In calculus of two real variables, this is written in the form

Z Z 
udx − vdy, udy + vdx .
ω ω

Remark 4.1.2 Observe that these definitions are equivalent to introducing the formal
symbols dt, dx, dy, dz etc. by the formulae:

dx := x′ (t) dt; dy := y ′(t) dt; dz := ω ′(t) dt = (x′ (t) + ıy ′(t)) dt = dx + ıdy.

These symbols can be multiplied by continuous functions to obtain other symbols such
as f dx, g dz etc. Further any two such symbols can be added together, to get what one
generally calls a 1-differential, or a differential 1-form. For our purpose, viz., for the
study of the contour-integration, it is enough to know the linearity properties of these
symbols, viz.,

(f +g) dx = f dx+g dx; (αf ) dx = α(f dx). (4.4)

Z
Example 4.1.2 Let us compute the value of x dz , where ω is the line segment from
ω
0 to 1 + ı. We can choose any parameterization of ω, say, ω(t) = (1 + ı)t, 0 ≤ t ≤ 1.
Then ω ′(t) = 1 + ı for all t and hence by definition
Z Z 1 Z 1
′
x dz = x(ω(t))ω (t) dt = t(1 + ı) dt = (1 + ı)/2.
ω 0 0
Z
Example 4.1.3 Let us compute (z − a)n dz where n is a given integer. Then By
|z−a|=r
definition, this integral is equal to
Z 2π Z 2π
n nıθ n ıθ
r e d(r e ) = ıe(n+1)ıθ dθ.
0 0

Therefore, for n 6= −1 we have

Z
(z − a)n dz = 0
|z−a|=r

whereas for n = −1 we have

152 4.1 Definition and Basic Properties

Z
1
dz = 2πı. (4.5)
|z−a|=r z−a

More generally, if f is a complex differentiable function in a domain Ω and γ is

a closed contour in Ω, let us put g(t) = f (γ(t), a ≤ t ≤ b. By chain rule we have,
g ′ (t) = f ′ (γ(t))γ ′ (t). Therefore,
Z Z b Z b
′ ′ ′
f (z)dz = f (γ(t))γ (t)dt = g ′(t)dt = g(b) − g(a) = 0,
γ a a

since γ(b) = γ(a). The situation in the previous example is similar: for n 6= −1, the
integrand is the derivative of a function, and the computation for n = −1 now proves
the fact that the integrand in this case cannot be the derivative of a function on an
open disc around 0.
P
Remark 4.1.3 If f (z) = an (z − z0 )n is given by a convergent power series, term-
n
R
by-term integration and the above computation shows that |z−z0|=r f (z)dz = 0 for all
0 ≤ r < R, where R is the radius of convergence. We shall prove such a result soon for
all complex differentiable functions, and this is going to be the central result in contour
integration.

Remark 4.1.4 Some basic properties of the integral: Here we list a number fun-
damental properties of contour integrals which are easy consequences of corresponding
properties of Riemann integrals, of which the reader is supposed to be familiar. She
may look into any elementary book on real analysis for more details. (See for example
[Ru-1].)

1. Change of Parameterization
Z
The most basic property of our integral f (z) dz is the invariance under change
γ
of parameterization. So, let τ : [α, β] −→ [a, b] be a continuously differentiable
function with τ (α) = a, τ (β) = b, τ ′ (t) > 0, ∀ t. Then
Z Z β
d(γ ◦ τ )
f (z) dz := f (γ ◦ τ (t)) (t) dt. (4.6)
γ◦τ α dt

d(γ◦τ )
By chain rule dt
(t) = γ ′ (τ (t))τ ′ (t). Putting s = τ (t) and hence ds = τ ′ (t) dt, it
follows that the R.H.S. is equal to
Z b Z
′
f (γ(s))γ (s) ds = f (z) dz.
a γ
Ch.4 Contour Integration 153

Therefore,
Z Z
f (z) dz = f (z) dz (4.7)
γ◦τ γ

2. Linearity
The usual linearity properties of the integral are all valid here, viz., for all α, β ∈ C
Z Z Z
(αf + βg)(z) dz = α f (z) dz + β g(z) dz. (4.8)
γ γ γ

3. Additivity Under Sub-division or Concatenation

If a < c < b and γ1 = γ|[a,c] , γ2 = γ|[c,b] , are the restrictions to the respective
sub-intervals then
Z Z Z Z
f (z) dz := f (z) dz + f (z) dz = f (z) dz. (4.9)
γ1 .γ2 γ1 γ2 γ

4. Orientation Respecting We also have,

Z Z
f (z) dz = − f (z) dz (4.10)
γ −1 γ

where γ −1 is the curve γ itself traced in the opposite direction, viz., γ −1 (t) =
γ(a + b − t). To see this, put t = a + b − s. Then,
Z b
dγ −1
L.H.S. = f (γ −1 (s)) (s) ds
a ds
Z a
= f (γ(t))γ ′ (t)(−dt)
bZ
b
= − f (z) dz = R.H.S.
a

For this reason, we could also use the notation −γ for γ −1 .

5. Interchange of order of integration and limit

If {fn } is a sequence of continuous functions uniformly converging to f then
the limit and integration can be interchanged viz.,
Z Z
lim fn (z) dz = f (z) dz. (4.11)
n→∞ γ γ
154 4.1 Definition and Basic Properties

6. Interchange of order of iterated integration: Suppose Zf (z, w) is a continuous

function of two variables, γ, ω are two contours, such that f (z, w)dz is defined
Z γ

for all values of the variable w and f (z, w)dw is defined for all values of the
ω
variable z. Then the two iterated integrals are defined and are equal:
Z Z  Z Z 
f (z, w)dw dz = f (z, w)dz dw (4.12)
γ ω ω γ

This follows directly from the so called Fubini’s theorem for double intergals on
rectangular region.

7. Term-by-term Integration From (5) it also follows that whenever we have a

uniformly convergent series of functions then term-by-term integration is valid.
!
Z X X Z 
fn (z) dz = fn (z) dz . (4.13)
γ n n γ

8. Fundamental Theorem of Integral Calculus Let γ be a (continuous) contour

R
in a domain Ω and f be a holomorphic function on Ω. Then γ f ′ (z)dz = f (b)−f (a)
where a and b are the initial and terminal points of γ respectively.
This is a direct consequence of the corresponding result in 1-variable Riemann
integration.
We now extend our definition of the integral to cover contours also. Thus suppose
that a contour ω is broken up into a number of differentiable arcs ω = ω1 . · · · .ωk ,
we see that property (3) comes to our help and says that the only natural way to
define the integrals over arbitrary contours is by the formula
Z k Z
X
f (z) dz := f (z) dz.
ω j=1 ωj

Verify directly that properties 1-5 are all valid in this generality as well.
For future use let us introduce a notation here. First, for a differentiable curve ω,
and a continuous function f on the image of ω taking real or complex values, put

Z Z b
|f (z) dz| := |f (ω(t))ω ′(t)| dt. (4.14)
ω a
Ch.4 Contour Integration 155

More generally, for a contour ω = ω1 . · · · .ωk , which is the composite of differen-

tiable arcs ωj = ω|[aj ,aj+1 ,] a = a1 < a2 < · · · < ak+1 = b and for any continuous
function f on ω, we shall have the notation

Z XZ k Z
X aj+1
|f (z) dz| := |f (z)s| = |f (ωj (t))ωj′ (t)| dt. (4.15)
ω j ωj i=1 aj

Just as before we can verify that these quantities are independent of reparame-
terization. Indeed, the strong condition that τ ′ (t) > 0, in the definition of the
reparameterization, will be needed here, for the first time.

9. With f and ω as above, as a consequence of (4.2), we have,

Z  Z
 
 f (z)dz  ≤ |f (z)dz|. (4.16)
 
ω ω

10. The continuity assumption on the function f is quite strong. The entire discussion
above is valid whenever the function is ‘Riemann integrable’ on the contour. Thus,
for example, we can allow f to be discontinuous at some finitely many points of
R
the contour γ and require it to be bounded, then the integral γ f (z)dz makes
sense and has all the properties discussed above. This remark plays a crucial role
in Cauchy integration theory later.

One special case the notation (4.14) corresponds to the geometric notion of arc length:

Definition 4.1.4 Length of a contour: Let ω : [a, b] −→ R2 , ω(t) = (x(t), y(t)) be a

continuously differentiable arc. Then the arc-length of ω is obtained by the integral

Z b
L(ω) = [((x′ (t))2 + (y ′(t))2 ]1/2 dt. (4.17)
a

Using change of variable formula for integrals on intervals, it follows that L(ω) is
independent of the choice of parameterization of ω as discussed earlier. In complex
notation, ω(t) = z(t) = x(t) + ıy(t), this becomes
Z
L(ω) := |dz| (4.18)
ω
156 4.1 Definition and Basic Properties

Thus, if you have any difficulty in understanding what the R.H.S. in (4.18) stands for,
remember that this symbol stands for R.H.S. in (4.17). Note that the definition easily
extends to all contours via (4.15).

Example 4.1.4 Let us compute the length of the circle Cr := z(θ) = reıθ , 0 ≤ θ ≤ 2π.
Z Z 2π Z 2π
ıθ 2 2 2 2 1/2
L(Cr ) = |d(re )| = (r sin θ + r cos θ) dθ = r dθ = 2πr.
Cr 0 0

Theorem 4.1.1 M-L inequality Let A be an open set in C, f be a continuous func-

tion on A and ω : [a, b] −→ A be a contour in A. Let M = sup{|f (z)| : z ∈ Im(ω)}.
Then Z 
 
 f (z) dz  ≤ ML(ω).
 
ω

Proof:
Z From
 (4.16) we have,
Z Z b Z b
 
 f (z) dz  ≤ |f (z) dz| = ′
|f (ω(t))| |ω (t)| dt ≤ M |ω ′(t)| dt = ML(ω). ♠
 
ω ω a a
As an immediate corollary to M-L inequality, one can prove property (4.11) and then
use this to prove (4.12) and (4.13).
We leave this as an exercise to you.

Theorem 4.1.2 Let U be an open set in Rn or Cn . Let g : U × [a, b] −→ C be

Z b
a continuous function and φ(P ) = g(P, t) dt, P ∈ U. Then φ : U −→ C is a
a
continuous function. In particular, if ω Zis a contour in C and g1 : U × Im(ω) −→ C
is a continuous function, then φ1 (P ) := g1 (P, z) dz is continuous on U.
ω

Proof: Let B be a closed ball of radius, say δ1 > 0, around a point P0 ∈ U such that
B ⊂ U. Then B × [a, b] is a closed and bounded subset of Cn × C. Hence, g restricted
to this set is uniformly continuous. This means that given ǫ > 0, we can find a δ2 > 0
such that
ǫ
|g(P1, t1 ) − g(P2 , , t2 )| <
(b − a)
for all (Pi , ti ) ∈ B × [a, b] whenever k(P1 , t1 ) − (P2 , t2 )k < δ2 . Now let δ = min{δ1 , δ2 }
and |P − P0 | < δ. Then
Z b 
 
|φ(P ) − φ(P0 )| =  (g(P, t) − g(P0, t)) dt ≤ ǫ.
a

This proves the continuity of φ at P0 . Since P0 is an arbitrary point of U, it follows that

φ is continuous on U. The latter part follows by taking g(P, t) = g1 (P, ω(t)). ♠
Ch.4 Contour Integration 157

Theorem 4.1.3 Differentiation Under the Integral Sign Let U be an open subset
of C and g : U × [a, b] −→ C be a continuous functions such that for each t ∈ [a, b],
∂g
the function z 7→ g(z, t) is complex differentiable and the map : U × [a, b] −→ C is
∂z
continuous. Then in U, the integrated function
Z b
f (z) = g(z, t)dt
a

is complex differentiable and

Z b
′ ∂g
f (z) = (z, t) dt.
a ∂z

Proof: Given z0 ∈ U, let r > 0 be such that B = B̄r (z0 ) ⊂ U. Then B × [a, b] is closed
∂g
and bounded and hence is uniformly continuous on it. Hence, given ǫ > 0 we can
∂z
choose 0 < δ < r such that
 
 ∂g ∂g 
 (z1 , t) − (z , t) < ǫ (4.19)
 ∂z ∂z
2  b−a

for all t ∈ [a, b] and z1 , z2 ∈ B such that |z1 − z2 | < δ. Now, let 0 < |z − z0 | < δ. Then

Z   
   ∂g ∂g 
(g(z, t) − g(z0 , t) − (z − z0 ) (z0 , t) = 
∂g
(w, t) − (z0 , t) dw 
∂z  ∂w ∂z
[z0 ,z]
Z 
 ǫ  ǫ|z − z0 |
≤  dw  = .
[z0 ,z] b − a b−a

Therefore,
 Z b 
 f (z) − f (z0 ) ∂g 
 − (z , t) dt
 z − z0 ∂z
0 
Z b a Z b 
1  ∂g 
=  (g(z, t) − g(z , t)) dt − (z − z ) (z , t) dt
|z − z0 | Za  
0 0 0
a ∂z  
 b 
1  ∂g  ≤ ǫ.
= (g(z, t) − g(z , t) − (z − z ) (z , t) dt
|z − z0 |  a 
0 0 0
∂z

This proves the theorem. ♠

Theorems 4.1.2, 4.1.3 are going to be extremely useful. Even though we have proved
the result for complex differentiable functions, this holds for real differentiable functions
as well, and the proof is the same. As a simple minded application of the second one let
us prove:
158 4.1 Definition and Basic Properties

Theorem 4.1.4 For all points w such that |w − a| < r, we have

Z
dz
= 2πı. (4.20)
C z−w

where C is the positively oriented boundary of the disc |z − a| = r.

Proof: We have already proved this result for w = a in Example 4.1.3. Now fix any w
and define g : [0, 1] → C by Z
dz
g(t) = .
C z − tw
Then by theorem 4.1.3, g is differentiable and its derivative can be computed by differ-
entiating under the integral sign:
Z Z  
′ dz d 1
g (t) = −w 2
=w = 0,
C (z − tw) C dz z − tw
the last equality being a consequence of the fundamental theorem of integral calculus.
Therefore, g is a constant and we have g(1) = g(0) = 2πı, as required. ♠

Exercise 4.1

1. Find the length of the following curves:

(i) The line segment joining 0 and 1 + ı.
(ii) The hypo-cycloid given by: x = a cos3 θ, y = a sin3 θ, 0 ≤ θ ≤ 2π, where,
a > 0 is a fixed number.
(iii)⋆ The perimeter of an ellipse with major and minor axes of size a and b
respectively. (Caution: this is rather a difficult problem.)
Z
2. Compute x dz , where |z| = ρ is the circle of radius ρ around 0 taken in the
|z|=ρ
counter clockwise sense.
Z
3. Compute z n dz, for all integers n. Use this to compute the integral in Ex. 2
|z|=ρ
in a different way, by writing x = (z + z̄)/2 = (z + ρ2 z −1 )/2.

4. Suppose f (z) is holomorphic in a domain containing a closed curve C. (The

hypothesis about
Z continuity of f ′ is redundant but we have not proved this yet.)
Prove that f (z)f ′ (z)dz is purely imaginary.
C

5. Prove (4.11) and (4.12). [Hint: Use ML inequality.]

⋆
6. Show that the curve in example 4.1.1.7 has infinite length.
Ch.4 Contour Integration 159

4.2 Existence of Primitives

In this section, we shall study the question of finding a differentiable function g whose
derivative is the given function f. Such a function g is called a primitive of f. Of course,
in general, it may not even exist. When f is a function of a real variable, recall that this
question is answered by merely taking the semi-indefinite integral of the given function.
We have no reason not to follow this procedure even in the 2-variable case. So, let us
begin.
Assume that f is a continuous complex valued
Z function over a region Ω. We can then
associate to each contour ω in Ω a real number f dz. In order to get a function on the
ω
domain Ω itself, we should first of all fix up the initial point for all these contours say,
z0 ∈ Ω. Now given any point z ∈ Ω, we may choose a contour ω from z0 to z and consider
the integral. We perceive another problem. The value of this integral depends on the
choice of the contour joining z0 to z. Thus we are led to consider only such functions f
for which the integral is independent of the choice of ω joining z0 to z. We shall soon
see that this restriction is indeed quite reasonable and moreover, will yield the required
result.
√
Example 4.2.1 Consider function f (z) = the principle value of z. Let us integrate
this on the upper semi-circle:

C1 : θ 7→ eiθ , 0 ≤ θ ≤ π.

By definition, we have
Z Z π
f (z)dz = eiθ/2 d(eiθ ) = −2(i + 1)/3.
C1 0

But on the lower semi-circle C2 : θ 7→ e−iθ , 0 ≤ θ ≤ π, observe that f (z) has a

discontinuity at the end point π. Therefore, the integral has to be calculated carefully.
We have, Z Z Z
s s
−iθ/2 −iθ
f (z)dz = lim e d(e ) = lim −ıe−3iθ/2 dθ
C2 s→π 0 s→π 0

2 2
= lim (e−3is/2 − 1) = (i − 1).
s→π 3 3
Thus the two integrals are different which shows that the integral is path-dependent.
√
This phenomenon is explained by the fact that there is no anti-derivative of z in a
domain which ‘encircles’ the origin. We shall make this phenomenon clearer in what
follows.
160 4.2 Existence of Primitives

Theorem 4.2.1 Let Ω be a region in C, and p, q be continuous maps on Ω taking real

(or complex) values. Then the following conditions are equivalent.

(a) The differential pdx + qdy is exact in Ω, i.e., there exists real (or complex) valued
function u on Ω such that

∂u ∂u
= p and = q. (4.21)
∂x ∂y

(b) For all closed contours ω in Ω, we have,

Z
(pdx + qdy) = 0. (4.22)
ω

Proof: [By taking real and imaginary parts separately, the statement of the theorem
for complex valued functions follows from that for real valued functions. Therefore, you
can assume that only real valued functions appear in the proof below. However, such
an assumption is not a logical necessity.]
Let ω : [a, b] −→ Ω be a contour joining z1 and z say, given by ω(t) = (x(t), y(t)).
Suppose du = pdx + qdy. Then by definition,
Z Z b
(pdx + qdy) = [p(ω(t))x′ (t) + q(ω(t))y ′(t)] dt
ω Za b  
∂u ′ ∂u ′
= x (t) + y (t) dt
Za b ∂x ∂y
d
= (u(x(t), y(t)) dt = u(x(b), y(b)) − u(x(a), y(a))
a dt
= u(ω(b)) − u(ω(a)) = u(z) − u(z0 ).

Observe that we have used the fundamental theoremZ of integral calculus of 1-variable
above. Now, if ω is closed, then z0 = z and hence (pdx + qdy) = 0. This proves (a)
ω
=⇒ (b).
To prove (b) =⇒(a), fix any point z0 ∈ Ω. Then for every point z ∈ Ω, choose a
piecewise differentiable path γz from z0 to z in Ω. Define
Z
u(z) := (pdx + qdy) (4.23)
γz

∂u ∂u
Let us proceed to prove that du = pdx + qdy, i.e., = p, = q. Given z = (x, y) ∈ Ω,
∂x ∂y
choose sufficiently small ǫ > 0, so that (x + h, y) ∈ Ω for all |h| < ǫ.
Ch.4 Contour Integration 161

z z +h

γ
z
γz+h

z0
Fig. 19
Now restrict h further, to be a real number. We have two specific ways of approaching
the point z + h from z0 . One is along the chosen path γz+h . The other one is to first
trace γz and then trace the line segment [z, z + h]. Condition (b) implies that
Z Z Z
u(z + h) := pdx + qdy = pdx + qdy + pdx + qdy.
γz+h γz [z,z+h]

Therefore,
Z
u(z + h) − u(z) = (pdx + qdy) (4.24)
[z,z+h]

Now recall that the segment [z, z + h] is parameterized by

t 7→ (x + th, y), 0 ≤ t ≤ 1.

Therefore, dx = hdt and dy = 0. Thus

Z Z 1
u(z + h) − u(z) = (pdx + qdy) = p(x + th, y)hdt = p(x + t0 h, y)h
[z,z+h] 0

for some 0 ≤ t0 ≤ 1, by the Mean Value Theorem of integral calculus of 1-real variable.
Now divide by h, take the limit as h −→ 0, and appeal to the fact that p is continuous
∂u
to get, (x, y) = p(x, y).
∂x
∂u
The proof that = q is similar, by taking ıh in place of h. ♠
∂y

Corollary 4.2.1 In the situation of theorem 4.2.1, assume further that Ω is a convex
region. Then (a), (b) are equivalent to the following:
(c) For all triangles T contained in Ω
Z
pdx + qdy = 0. (4.25)
∂T
162 4.2 Existence of Primitives

Proof: The implication (b) =⇒ (c) is obvious. To prove (c) =⇒ (a) we imitate the
proof of (b) =⇒ (a) except that we now take γz to be the line segment [z0 , z] from z0 to
z. (This is where convexity of Ω is used.) Then the hypothesis (c) is enough to arrive
−1
at (4.24) since the closed path γz ⋆ [z, z + h] ⋆ γz+h = ∂T is the boundary of a triangle
T = ∆(z0 , z, z + h) in Ω. The rest of the proof is as before. ♠

Remark 4.2.1 The function u in the above theorem, if it exists, is unique up to an

additive constant. (Why?) The ambiguity in the additive constant is a cheap price we
pay for the freedom we enjoy in the choice of the base point z0 .

Corollary 4.2.2 Primitive Existence Theorem: Z For a continuous complex valued

function f defined in a region Ω, the integral f dz = 0 for all closed contours ω iff f
ω
is the derivative of a holomorphic function on Ω.

Proof: Suppose there is a holomorphic function g such that g ′ = f. By CR equations,

we have f = gx = −ıgy and hence

f (z)dz = f (z)(dx + ıdy) = gx dx + gy dy.

Z
Therefore from the above theorem, it follows that, f dz = 0 for all closed contours in
Z ω

Ω. Conversely, suppose f dz = 0 for all closed contours in Ω then by taking p = f

ω
and q = ıf in the above theorem, it follows that there exists F : Ω −→ C, such that

∂F ∂F
= f; = ıf.
∂x ∂y

This implies that F satisfies the CR equations: Fx + ıFy = 0. Since, f is continuous,

the partial derivatives of F are continuous. Therefore F is complex differentiable and
F ′ (z) = Fx = f. This completes the proof of the corollary. ♠

Remark 4.2.2 In the next section, we shall see that complex differentiable functions
over nice domains satisfy the condition required by the above theorem. This is what is
known as Cauchy’s theory. Its importance in the theory of complex functions cannot be
over-emphasized.
Ch.4 Contour Integration 163
Z
dz
Example 4.2.2 As seen in the example 4.1.3, in the previous section, 6=
|z−a|=r (z − a)
1
0. It follows that does not have a primitive in any neighborhood of z = a. Equiv-
z−a
alently, this means that we cannot define log (z − a) in any neighborhood of z = a, as a
single valued function. (Of course, in a small neighborhood of any other point, it is the
derivative of a holomorphic function.)
In fact, as we shall see later, it is not possible to do this even in any region that
contains an annulus A :
ρ1 < |z − a| < ρ2 .

Here, 0 ≤ ρ1 < ρ2 . We shall also prove that there are no well defined branches of
√
n
z, n ≥ 2, in A. These are negative results; we shall also see some positive results about
defining log as a single valued function.

4.3 Cauchy-Goursat Theorem

There are mainly two aspects of Cauchy’s theorem. The analytic aspect is deeper but
easy to state and needs less background to understand. The topological aspect is tech-
nical in nature but is necessary to make the result more applicable. This will also help
bring out the true nature of the result. Accordingly, there are several forms of this
theorem. We shall build it up slowly, postponing delicate, time consuming but rather
peripheral issues to a latter chapter and concentrating on the central theme here.
One of the most striking features of Cauchy’s theory is in bringing out the strength
of the complex differentiability. This is enhanced by the following theorem, the basic
idea of the proof of which is due to E. Goursat.1 Indeed, this gives a quick proof of
Cauchy’s theorem and integral formula with no ‘extra’ assumptions on the function f
other than complex differentiability.
You may choose to skip this section and instead go through the next section. The
only price you pay is that you will not have seen a proof of complex differentiability
implies holomorphicity. The best thing would of course will be to study both sections.

Theorem 4.3.1 Cauchy-Goursat Theorem on a Triangle: Let f be a complex

differentiable function in a region Ω. Let T = ∆(a, b, c) be a triangle contained in Ω and
let ∂T denote the contour obtained by traversing its boundary in the counter clockwise
1
Edouard Goursat(1858-1936), a French mathematician.
164 4.3 Cauchy-Goursat Theorem

direction. Then Z
f (z) dz = 0.
∂T

Proof: Let us introduce the notation

Z
s(T0 ) = f (z) dz
∂T0

for any triangle T0 contained in T. Our aim is to show that |s(T )| is smaller than any
positive number so that it would follow that s(T ) = 0. We divide the region T into four
triangles by joining the midpoints of the three sides and label them as T (1) , . . . , T (4) .
X4
Observe that s(T ) = s(T (j) ),
j=1

Tn+1

Tn

Fig. 20
since the integrals taken over the segments of ∂T (j) which are in the interior of T cancel
in pairs as each of them occurs once in each of the two directions, whereas the integrals
over the segments which make up the boundary of T occur only once on either side
and with the same orientation. [This argument should be noted and learnt properly for
future use also.]
Therefore, we have,
 
s(T (j) ) ≥ |s(T )| (4.26)
4
for at least one of j = 1, . . . , 4. We select the first one that satisfies this property and
denote the corresponding sub-triangle by T1 .
What we have done is to set up a chain-process: we can replace T by T1 and repeat
this process and then denote the sub-triangle obtained by this process by T2 . Inductively,
we would obtain a nested sequence of triangles

T := T0 ⊃ T1 ⊃ · · · ⊃ Tn ⊃ · · · (4.27)
Ch.4 Contour Integration 165

such that
|s(Tn−1)| |s(T )|
|s(Tn )| ≥ ≥ ··· ≥ . (4.28)
4 4n
Recall that the diameter of a triangle is equal to the length of the longest side. Therefore
it follows that if dn , Ln denote the diameter and perimeter of Tn respectively, then we
have
d0 L0
dn ≤ n
, Ln ≤ n .
2 2
Now suppose zn is one of the three vertices of Tn . Then {zn } is a Cauchy’s sequence and
hence has a limit say w. Clearly, this limit point will be in all the triangles Tn .
Now given ǫ > 0, choose δ > 0 such that Bδ (w) ⊂ Ω and such that

|z − w| < δ =⇒ |f (z) − f (w) − (z − w)f ′(w)| < ǫ|z − w|.

(This is where the complex differentiability of f has been used in the form of increment
theorem.) Choose n sufficiently large so that dn < δ. Since w ∈ Tn , it follows that
Tn ⊂ Bδ (w). Now as we have already seen
Z
z m dz = 0
ω

for all non negative integers m andZfor all closed contours ω since z m has a primitive
defined throughout C. In particular [f (w) + (z − w)f ′(w)] dz = 0 for all n. Therefore
∂Tn
Z
s(Tn ) = [f (z) − f (w) − (z − w)f ′(w)] dz
∂Tn

and hence
Z Z
ǫd0 L0
|s(Tn )| ≤ ǫ |(z − w) dz| ≤ ǫ dn |dz| = ǫdn Ln = .
∂Tn ∂Tn 4n

Hence
|s(T )| ≤ 4n |s(Tn )| ≤ ǫd0 L0 .

Since d0 L0 is a fixed positive number and ǫ > 0 is arbitrary, it follows that |s(T )| is
smaller that any positive real number, and hence s(T ) = 0. ♠

Remark 4.3.1 We now introduce a simple topological notion which will help us enor-
mously in a technical way in generalizing theorem 4.3.1.
166 4.3 Cauchy-Goursat Theorem

Definition 4.3.1 Let X be a topological space, A ⊂ X. A point a ∈ A is called an

isolated point of A if there exists an open set U such that U ∩ A = {a}. A is called
a discrete subset or an isolated subset of X if A is closed in X and each a ∈ A is an
isolated point of A.

Remark 4.3.2

1. Any finite subset A ⊂ X = Rn is a discrete subset.

2. The set of points {1/n : n ≥ 1} is a discrete subset of the open interval (0, 1) but
not a discrete subset of [0, 1], just because it is not closed in the latter.

3. A discrete subset cannot have a limit point in X. In particular, a discrete subset

of a closed and bounded set X is necessarily finite. (See theorem 1.5.3.)

4. Any subset of a discrete subset is discrete.

Remark 4.3.3 Given a complex differentiable function, one would like to know what
is the largest subset of C on which it is defined. This question itself is somewhat vague
in the sense that strictly speaking when a function is given it comes with its domain
of definition. But then one can artificially restrict the domain of a function to get a
different function. We would like to treat two such functions as one and the same.
There is a deep reason to do so especially in case of complex differentiable functions.
This will become clear a little later. At present to handle this question, we shall make
a definition.

Definition 4.3.2 Let A be a domain in C, f : A → C be a complex differentiable

function. Then all points in C \ A are called singularities of f. The isolated points of A
are called isolated singularities. If there exists another complex differentiable function
g : B → C such that A ⊂ B and g(a) = f (a) for all a ∈ A, then we call points of B \ A
as removable singularities of f.

Remark 4.3.4 In other words, a point a is an isolated singularity of a complex differ-

entiable function if we know that the function is defined and complex differentiable at
all points of a disc around a except perhaps at a. It can happen that f is defined and
complex differentiable even at a also but we do not know about it. By exploiting certain
mild properties of f around such points we shall indeed recover this knowledge.
Ch.4 Contour Integration 167

Theorem 4.3.2 Let f be a continuous function in a region Ω and complex differentiable

in Ω \ A where A is a discrete subset of Ω. Let T be a triangle completely contained in
Ω. Then Z
f (z) dz = 0.
∂T
Proof: Observe that T being closed and bounded and A being discrete subset of Ω,
it follows that T ∩ A is a finite set. Cut T into finitely many smaller triangles Tk so
that all the points of A ∩ T = {ξ1 , . . . , ξk } lie on the edges of one of these smaller
triangles. (There are so many ways to do this. For instance, at any stage, pick any point
ξj which happens to be an interior point of a triangle Tk and cut the triangle Tk into
three triangles by joining ξj to the vertices of Tk . Now the number of ξj which are in the
interior has gone down. You can now repeat this process finitely many times. See Fig.
21.) Then, as seen before,
X
s(T ) = s(Tk )
k
and hence it is enough to prove that each s(Tk ) = 0.

ξ2 ξ1

ξ3

Fig. 21

Hence we could have as well assumed that all the point ξj belong to the boundary
of T itself.
Say, T = ∆(a, b, c, ). Choose three sequences an , bn , cn in the interior of T converging
respectively to a, b, c. Now each triangle Tn := ∆(an , bn , cn ) is contained completely in
the interior of T. By the previous theorem,
Z
f (z)dz = 0, ∀ n.
∂Tn

Recall that the line segments [an , bn ] are parameterised by

αn : t 7→ (1 − t)an + tbn .
168 4.3 Cauchy-Goursat Theorem

Check that the sequence of functions {αn } converges uniformly to

α : t 7→ (1 − t)a + tb

which is the standard parameterization of the segment [a, b]. Therefore

Z Z 1 Z 1
′
f (z)dz = f (αn (t))αn (t)dt = f (αn (t))(bn − an )dt.
[an ,bn ] 0 0

Upon taking the limit under the integral sign, we have,

Z Z 1 Z 1 Z
′
lim f (z)dz = f (α(t))(b − a)dt = f (α(t))α (t)dt = f (z)dz.
n→∞ [an ,bn ] 0 0 [a,b]

Therefore Z Z
0 = lim f (z)dz = f (z)dz.
n→∞ ∂Tn ∂T
This completes the proof. ♠

Remark 4.3.5 Classically, and in most of the literature, Cauchy-Goursat theorem 4.3.1
and its extension 4.3.2 are stated and proved for rectangles. This is an easy consequence
of theorem 4.3.1 or 4.3.2 accordingly. Also, the latter one is stated with a seemingly
weaker hypothesis that at finitely many points ξj of the rectangle, we have

lim (z − ξj )f (z) = 0
z−→ξj

instead of continuity of f. Our approach offers a lot of simplicity of the exposition. Also,
we shall be able to recover this seemingly stronger form of Cauchy-Goursat theorem
later, without additional efforts.

Theorem 4.3.3 Cauchy’s Theorem on a Convex Region: Let U be a convex region

and A be a discrete subset of U. Let f be a continuous function on U and complex
differentiable on U \ A. Then for any closed contour ω in U we have,
Z
f (z) dz = 0.
ω

Proof: Apply corollary 4.2.1, with p = f and q = ıf. Given any triangle T, since T is
closed and bounded, only finitely many points of A can be in T. Therefore, by Theorem
4.3.2, we have Z Z
pdx + qdy = f (z)dz = 0.
∂T ∂T
Z
Therefore f (z)dz = 0 for all closed contours ω in U. ♠
ω
Ch. 4 Contour Integration 169

Exercise 4.3

1. Evaluate the integrals around the unit circle taken counterclockwise by using
Cauchy’s theorem, whenever it is valid. In each case, give reasons why you can or
cannot use Cauchy’s theorem.
1 2 1
(a) |z|; (b) Ln (z + 3); (c) 5
; (d) e−z ; (e) tanh z; (f) z̄; (g) 3 .
|z| z
2. Evaluate
Z 2
z −z+2
(a) 3 2
dz, where C is the boundary of the rectangle with vertices 3 ±
C z − 2z
i, −1Z ± i traversed clockwise.
sin z
(b) dz, C : |z − 2 + 3i| = 1 (counterclockwise)
C z + 3i

3. C is the unit circle traversed counterclockwise. Integrate over C,

ez − 1 z3 cos z sin z
(a) (b) (c) (d) .
z 2z − i z−π 2z

4.4 * Cauchy’s Theorem via Green’s Theorem

Cauchy’s definition of a holomorphic function (he called it ‘synectic function’), as given
in definition 3.3.1, included the stronger hypothesis of continuity of the first order partial
derivatives along with complex differentiability. He used variational principle to arrive
at a proof of his theorem. In this section we outline a proof which uses Green’s theorem.
The only serious snag in this approach is that we will not see a proof of the fact :complex
differentiability in an open set implies holomorphicity. The other and not so serious snag
is that this approach implicitly depends on Jordan curve theorem(JCT) which we are
not going to prove. However, for all practical instances where we have to appeal to JCT,
it has been possible to give an ad hoc proof of the necessary conclusion of JCT and so
the snag is not so serious.

Definition 4.4.1 An open set Ω in C is called (geometrically) simply connected if for

every simple closed contour ω in Ω, the inside region of ω is contained in Ω.

Remark 4.4.1 Recall that by Jordan curve theorem (JCT) (1.6.3), ω separates C into
two components one unbounded and another bounded. The bounded component is
called the inside of ω. Thus the above definition is equivalent to say that points outside
Ω are not ‘enclosed’ by any simple closed contour in Ω. Obviously, the entire plane C is
170 4.4 Green’s Theorem

simply connected, since there is no outside point at all. Also if A is a non empty bounded
set, then it follows that C \ A is not simply connected, for we can merely take ω to be
the circle |z| = M where M is such that |a| < M for all a ∈ A. Then the inside of ω is
not contained in C \ A. In particular, it follows from JCT that the outside of a simple
closed contour ω in C is not simply connected. On the other hand, it is not so hard to
see that the inside of ω is simply connected. This we leave it to you as an exercise. We
also leave it to you as an exercise that any convex open set in C is connected and simply
connected.

Theorem 4.4.1 Cauchy’s Theorem I-version Let Ω be a simply connected domain

in C and f be a holomorphic function on it. Then for any simple closed contour γ in Ω
we have Z
f (z)dz = 0.
γ

Proof: Let R be the domain bounded by γ. Since Ω is simply connected, it follows that
R ⊂ Ω. Therefore, if f = u + ıv, then u, v have continuous partial derivatives at all
points of R ∪ γ. Moreover,

f (z)dz = (udx − vdy) + i(vdx + udy).

Therefore by Green’s 2 theorem, we have,

Z Z
f (z)dz = f (z)dz
γ ZZ
∂R ZZ
= − (uy + vx )dxdy + i (ux − vy )dxdy
R R

Since u, v satisfy C-R equations throughout Ω, the integrands in both the double integrals
above vanish identically. ♠
2
George Green(1793-1841), an English Mathematician without any formal training, was a baker to
begin with and became a fellow of Caius College Cambridge. He worked on potential theory of electricity
and magnetism, waves and elasticity. We use the following version of Green’s Theorem (see [K] for a
proof): Let u(x, y), v(x, y) be continuous functions with continuous partial derivatives on an open set
containing a closed and bounded region R with the boundary ∂R consisting of finitely many piecewise
smooth curves each oriented in such a way that the region R always lies on the left of the curve. Then
ZZ Z
(ux − vy )dxdy = (udy + vdx).
R ∂R
Ch. 4 Contour Integration 171

Remark 4.4.2 Observe that we have used continuity of ux , uy , vx , vy above in employing

Green’s theorem.
Using Green’s theorem for multi-connected domains, allowing the boundary to be
finite union of simple closed contours, and arguing as before, we obtain the following:

Theorem 4.4.2 Cauchy’s Theorem II-version Let R be a domain in C bounded by

finitely many simple closed, oriented contours ∂R. Suppose f is holomorphic on an open
set Ω containing R ∪ ∂R. Then
Z
f (z)dz = 0.
∂R

Next we slacken the condition on the function f.

Theorem 4.4.3 Cauchy’s Theorem III-version Let Ω be a simply connected domain

and A ⊂ Ω be a finite subset. Let f : Ω → C be a continuous function such that
f : Ω \ A → C is holomorphic. Then for any closed contour γ in Ω, we have
Z
f (z)dz = 0. (4.29)
γ

Proof: By expressing a given closed contour into a sum of finitely many simple ones,
observe that it is enough to prove (4.29) for a simple closed contour γ.
We shall first prove this for the case when γ does not pass through any points of A.
Let R be the domain enclosed by γ. Then R ⊂ Ω. This is precisely where simple
 of Ω is used. Let A ∩ R = {a1 , . . . , ak }. Given ǫ > 0, we must show that
connectivity
Z
 
 f (z)dz  ≤ ǫ. Let M be an upper bound for |f (z)| on R. Choose 0 < r < ǫ such
  2πkM
γ
that Br (a) ∩ γ = ∅. Put S = R \ ∪kj=1 Br (aj ). By the II-version of Cauchy’s theorem
applied to f on the domain S, we obtain
Z
f (z)dz = 0.
∂S

Let Cj be the oriented boundary of Br (aj ). Since ∂S = γ ∪(C1 )−1 ∪(C2 )−1 ∪· · ·∪(Ck )−1 ,
we get
Z k Z
X
f (z)dz = f (z)dz. (4.30)
γ j=1 Cj
172 4.4 Green’s Theorem

C1 C2 C1 C2
γ γε
C3 ω1 C3

ω2

Fig. 22
Now by M-L inequality, it follows that
Z   
Xk Z 
 
 f (z)dz  =  
f (z)dz 
   
γ Cj
j=1
k
X
≤ ML(Cj ) = 2πrkM ≤ ǫ.
j=1

Next, we can generalize this to the case when γ is a simple closed curve which may pass
through {b1 , . . . , bp } ⊂ A. Choose ǫ > 0 so that the circles |z − bj | = ǫ are contained in
Ω. While tracing the curve γ as we reach a point on any of these circles, use some arcs
ωj of the circle to go around the point and avoid tracing the part γj of the curve γ lying
inside the circle |z − bj | = ǫ. If γǫ is the simple closed curve so obtained then
Z Z XZ XZ
f (z)dz = f (z)dz − f (z)dz + f (z)dz.
γ γǫ j ωj j γj

The first integral on the RHS vanishes because it is a simple closed curve in Ω avoiding
the points in A. Using M-L inequality, we can bound each of the integral in the two
summations
Z by a number 2πMǫ. Since ǫ can be chosen arbitrarily small, it follows that
f (z)dz = 0. ♠
γ

Exercise 4.4

1. Solve all the exercises in 4.3.

Z
2. Evaluate f (z)dz where f (z) is given by
B
z+2 z
(a) z ; (b) ,
sin 2 1 − ez
where B is the boundary of the domain between |z| = 4 and the square with sides
along x = ±1, y = ±1, oriented in such a way that the domain always lies to its
left.
Ch. 4 Contour Integration 173

3. If ω is a simple closed contour in C, show that the inside region of ω is simply

connected.

4.5 Cauchy’s Integral Formulae

Recall the result in (4.20). In contrast, we now have
Z
dz
=0
|z−a|=r z − w

for points w outside the disc |z − a| ≤ r.

Proving a vanishing theorem of this type is one thing. Using this to obtain an
integral formula is another thing. This is one place where Cauchy’s ingenuity is beyond
any doubt. We begin with:

Proposition 4.5.1 Let A be a discrete subset of a convex region Ω. Let f be a contin-

uous function on Ω and holomorphic on Ω′ := Ω \ A. Let ω be a closed contour in Ω.
Then for any point z0 ∈ Ω′ \ Im(ω),

Z Z
f (z) dz dz
= f (z0 ) . (4.31)
ω z − z0 ω z − z0

Proof: Consider the following function on Ω \ {z0 },


 f (z) − f (z0 ) , z 6= z
0
F (z) = z − z0
 ′
f (z0 ), z = z0 .

This is holomorphic on Ω′ \ {z0 } and continuous in Ω. Hence, by theorem 4.3.3

Z
F (z) dz = 0
ω

which yields (4.31). ♠

Theorem 4.5.1 Cauchy’s integral formula on a disc: Let f be a complex differen-

tiable function on an open set containing the closure of a disc D. Then
Z
1 f (ξ)
f (z) = dξ, z ∈ D. (4.32)
2πı ∂D ξ−z
174 4.5 Cauchy’s Integral Formulae

Proof: In the Proposition 4.5.1, we take the contour of integration to be positively

oriented boundary of the disc D. By (4.20) we then have
Z
dξ
= 2πı.
∂D ξ − z

(4.32) follows. ♠

Example 4.5.1 Let us find the value of

Z
eaz
dz.
|z|=1 z

Observe that eaz is complex differentiable on the entire plane C. Therefore, take f (z) =
eaz and the disc D to be the unit disc in (4.32). It follows that the integral is equal to
2πıf (0) = 2πı.

The advantage of representing a complex differentiable function as an integral is

tremendous. With this result, we have arrived at one of the peaks. We can now take a
look at various directions. The integral formula helps in arriving at several important
results. In the next three sections we give two such samples. More of it will come in the
next chapter.
Let us just play around with this great formula (4.32). For instance, let us just
differentiate under the integral sign repeatedly.

Theorem 4.5.2 Cauchy’s Integral formula for Derivatives: Let f be complex

differentiable in a region Ω. Then f has complex derivatives of all order in Ω. Moreover,
if D is a disc whose closure is contained in Ω and z ∈ int D then for all integers n ≥ 0,
we have,
Z
(n) n! f (ξ) dξ
f (z) = (4.33)
2πı ∂D (ξ − z)n+1

where ∂D denotes the boundary circle traced in the counter clockwise sense.

Proof: It is enough to prove the formula (4.33), which we shall do by induction on n.

For n = 0, this is the same as (4.32). So assume (4.33) holds for n − 1 and for all points
inside D. Differentiating (4.33) under the integral sign gives (4.33) for n.
In particular, it follows that f has derivatives of all order inside the disc D. Since
for every point z in Ω, we can find a closed disc D ⊂ Ω such that z ∈ int D, the same
holds for all point of Ω. ♠
Ch. 4 Contour Integration 175

Remark 4.5.1 Thus, it follows that a complex differentiable function in a domain is

differentiable any number of times. In particular, the difference in the classical definition
and our definition of holomorphicity vanishes. We end this section with a handy criterion
for holomorphicity for continuous functions.

Theorem 4.5.3 Morera’s3 Theorem Z : If f is a continuous function on a region Ω

such that for all triangles T ⊂ Ω, f dz = 0. Then f is complex differentiable in Ω.
∂T

Proof: For the purpose of proving complex differentiability of f, we can restrict the
domain to a disc and assume that Ω is a disc. By corollary 4.2.1, it follows that the
hypothesis for corollary 4.2.2 is satisfied. Therefore f has a primitive on Ω, i.e., there
exists a complex differentiable function F on Ω such that F ′ (z) = f (z), ∀ z ∈ Ω. The
function F, being complex differentiable in Ω has derivatives of all order, by the above
theorem. Therefore f = F ′ also has derivatives of all order. ♠

Exercise 4.5

1
1. Integrate over (a) |z + 1| = 1, (b) |z − i| = 1, each curve being taken
z4
−1
counterclockwise. [Hint: Resolve into partial fractions.]

2. Let C be the circleZ |z| = 3 traced in the counterclockwise sense. For any z with
2w 2 − w − 2
|z| =
6 3, let g(z) = dw. Prove that g(2) = 8πi. Find g(4).
C w−z

3. Prove a result similar to theorem 4.3.2 except that A is a line segment rather than
a discrete subset. [Hint: Follow similar line of argument as in the theorem, viz.,
cut down the triangle to avoid the line segment from being part of the interior of
the triangle.]

4. Let Ω be a convex domain and f : Ω → C be a continuous function. If A ⊂ Ω is

a line segment such that f is complex differentiable on Ω \ A, then show that f is
complex differentiable on Ω.

5. In the above exercise can one take A to be an arc of a circle? How far can you
generalize this?
3
Giacinto Morera(1856-1909) was an Italian mathematician. He proved this theorem in 1886.
176 4.6 Analyticity

6. Schwarz’s Reflection Principle: Let Ω be a convex domain which is closed

under conjugation, i.e., such that z ∈ Ω iff z̄ ∈ Ω. Let

Ω+ = {z ∈ Ω : ℜ(z) > 0}; Ω− = {z ∈ Ω : ℜ(z) < 0}

and A = Ω ∩ R. Let f : Ω+ ∪ A → C be a continuous function such that f is

complex differentiable in Ω+ and f (A) ⊂ R. Define g : Ω → C by
(
f (z), z ∈ Ω+ ∪ A;
g(z) =
f (z̄), z ∈ Ω− .
Show that g is complex differentiable in Ω.

7. Let Ω be a region which is closed under conjugation. Show that every complex
differentiable function f on Ω can be expressed as a sum f1 + ıf2 , where fj are
complex differentiable and map the real axis into itself.

8. Remove the hypothesis that f (A) ⊂ R in Ex. 6.

[We shall prove a stronger version of the result in Ex. 6-8, in section 4.9 for
harmonic functions.]

9. State a result similar Ex.6 for the unit circle instead of the real line and prove it.

4.6 Analyticity of Complex Differentiable Functions

Remark 4.6.1 Behold! We have shown that a function which is once complex differen-
tiable is differentiable any number of times. Certainly this is something that we never
bargained for while launching the theory of complex differentiation. There is more to
come. It is time for us to reap the harvest. By a simple use of geometric expansion, we
shall now prove the result that we have promised long back, which will allow us to use
the phrases complex differentiability, holomorphicity and analyticity to mean the same
class of functions.

Theorem 4.6.1 Analyticity of Complex Differentiable Functions Let f : Ω → C

be a complex differentiable function, D be the open disc with center a and radius r whose
closure is contained in Ω. Then f has the power series expansion
∞
X f (n) (a)
f (z) = (z − a)n (4.34)
0
n!
valid for all points inside D.
Ch. 4 Contour Integration 177

Proof: For points ξ, z such that |ξ − a| = r, and |z − a| < r, we have

∞  n
1 1 1 X z−a
= =
ξ−z (ξ − a) − (z − a) ξ − a n=0 ξ−a

which is uniformly convergent in the closed disc |z − a| ≤ r ′ for r ′ < r. We now take
1
Cauchy integral formula (4.32), substitute the above series expansion for ξ−z
on the RHS,
use the uniform convergence to interchange the order of integration and summation to
obtain a power series in (z − a), and identify the coefficients of (z − a)n using Cauchy’s
formula for derivatives (4.33). Thus, we have
Z
1 f (ξ)
f (z) = dξ
2πı |ξ−a|=r ξ − z !
Z X ∞
1 f (ξ) n
= (z − a) dξ
2πı |ξ−a|=r n=0 (ξ − a)n+1
X∞
f (n) (a)
= (z − a)n .
n=0
n!

Since this is true for all |z − a| ≤ r ′ < r, this true for all z ∈ D. ♠

Remark 4.6.2 The above series (4.34) is called the Taylor’s series of f. If a = 0, the
same goes under the name Maclaurin’s series. Clearly, for any point a ∈ Ω, the above
power series expansion is valid for the biggest disc that is contained in Ω and having
center at a. It may well happen that the actual radius of convergence of this series is
even bigger than the radius of this biggest disc. The remainder after n terms is obviously
an analytic function. A slight modification of the above arguments yields an integral
formula for the remainder. This result goes under the name Taylor’s Formula:

Theorem 4.6.2 Taylor’s Formula: Let f : Ω → C be a complex differentiable func-

tion, and a ∈ Ω. Let r > 0 be such that Br (a) ⊂ Ω. Then, for all z ∈ Br (a),

f (n) (a)
f (z) = f (a)+f ′(a)(z−a)+· · ·+ (z−a)n +φ(z)(z−a)n+1 , (4.35)
n!

where,
Z
1 f (ξ)
φ(z) = dξ. (4.36)
2πı |ξ−a|=r (ξ − a)n+1 (ξ − z)
178 4.6 Analyticity

Proof: We begin with the algebraic identity

1 − tn+1
1 + t + t2 + · · · + tn =
1−t
z−a
and substitute t = to obtain
ξ−a
 n
z−a z−a ξ−a (z − a)n+1
1+ +···+ = − .
ξ−a ξ−a ξ − z (ξ − z)(ξ − a)n

f (ξ)
Upon multiplying by throughout, integrating on |ξ − a| = r and using the
2πı(ξ − a)
Cauchy formulae for f (k) , k = 0, 1, . . . , n, we obtain the desired result. ♠

Example 4.6.1 Newton’s Binomial Series: Consider a well defined branch f (z) of
(1 + z)α in D, where α is some real number. Of course, if α is a non negative integer,
this function is univalent and hence there is no problem. So, here we consider the case
when α is not a non negative integer. Then it is seen that the successive coefficients of
the Taylor’s series are given by

X∞   ∞
α α n X α(α − 1) · · · (α − n + 1) n
(1 + z) = z = z . (4.37)
n=0
n 0
n!

Since the function f is complex differentiable in D, it follows from the above theorem
that the Taylor series has radius of convergence at least 1. On the other hand, if the
radius of convergence were bigger than 1, then it would mean that all the derivatives of
(1 + z)α are bounded at z = −1. This is easily seen to be false by taking nth -derivative
for n > α. Therefore, we conclude that the radius of convergence is 1. As a corollary,
using Cauchy-Hadamard formula for the radius of convergence, we obtain that
 
 α(α − 1) · · · (α − n + 1) 1/n
lim sup   = 1.

n n!

We have included this argument just to illustrate a two-way usage of this theory. If you
can compute the radius of convergence, then you know the disc on which the function
is analytic, whereas, if you already know the holomorphicity of the function, then you
know something about the radius of convergence from which you can find the limit of
the sequence of nth roots of the coefficients, if it exists.
Ch. 4 Contour Integration 179

Let us find the power series representation for the inverse of tan function, viz., a well
chosen branch of f (z) = arctan z. We observe that,
1
f ′ (z) = 2
= 1 − z2 + z4 − · · · + · · · ,
1+z
and hence by integrating term by term, we obtain,

z3 z5
arctan z = z − + −···+··· . (4.38)
3 5

The radius of convergence is easily seen to be 1.

Remark 4.6.3 Having proved that C-differentiable functions are analytic and hence
holomorphic, we can now use results of section 4.4 directly. In particular, the II and III
version of Cauchy’s theorem are now available to us via Green’s theorem. However, in
the next chapter we shall prove sweeping generalizations of these results.

Exercise 4.6
P
1. Let f (z) = an z n be a convergent power series. Suppose f is an odd (respectively
an even) function in the disc. Show that a2n = 0 (respectively, a2n−1 = 0) for all
n ≥ 1.

2. Find power series representations for the following functions choosing the centers
and the branches appropriately whenever applicable and find the radius of conver-
gence of the power series that you have obtained. Also compute the coefficients
up to say n= 5 at least.
(i) (1 − z 2 )1/2 , (ii) (1 − z 2 )−1/2 (iii) arcsin z.

3. Consider the Maclaurin’s series expansion

z
P∞ Bn n
g(z) = ez −1
= 0 n!
z . (4.39)

(The complex numbers Bn are called the Bernoulli4 numbers. These are very
important in the study of analytic, number theoretic and algebro-geometric prob-
lems.) Using the fact that g(z) + z/2 is an even function conclude that B1 = −1/2
and B2n+1 = 0, n ≥ 1. Also by comparing the coefficients of the identity
4
Jacob Bernoulli(1665-1705), a Swiss mathematician found these numbers while computing the sums
of powers of integers. He is the senior most amongst four famous Bernoullies.)
180 4.7 Liouville’s Theorem

   ∞
! ∞
!
ez − 1 z X z n−1 X Bn
1= = zn ,
z ez − 1 1
n! 0
n!
prove that      
n n n
B0 + B1 + B2 + · · · + Bn−1 = 0.
1 2 n−1
Compute the Bernoulli numbers say, up to B16 . What is therradius of convergence
n Bn
of the series (4.39)? From this, obtain the value of lim sup .
n n!
4. Show that the Maclaurin’s series for z cot z and tan z are given by

∞
X 22n B2n 2n
z cot z = 1+ (−1)n z . (4.40)
1
(2n)!

∞
X 22n (22n − 1)B2n 2n−1
tan z = (−1)n−1 z . (4.41)
1
(2n)!

Determine the radius of convergence in each case.

[Hint: First express z cot z in terms of g(z) as given in Ex.3 above and use the
expansion for g(z). For tan z use the identity tan z = cot z − 2 cot 2z. ]
 
sin z
5. Obtain the Maclaurin series for ln . Find the radius of convergence.
z
P 1
6. Let P (t) = n an tn be a power series such that P (z − 1/2) = in some
1−z
neighborhood of 1/2. What is the radius of convergence of P ? What is the value
of a5 ?
  
1/2 − ıy
7. Show that lim ıy πı + ln = −1. [Hint: Pull out ıy and use loga-
y−→∞ 1/2 + ıy
rithmic expansion.]

4.7 A Global Implication: Liouville

Let us now have a sample of the kind of implications CIF has on global behavior of
complex differentiable functions.
Ch 4. Contour Integration 181

Theorem 4.7.1 Cauchy’s Estimate : Let f be complex differentiable in an open set

containing the closure of the disc Br (z) and let Mr = Sup{|f (ξ)| : |ξ − z| = r}. Then
for all n ≥ 1 we have,
n!Mr
|f (n) (z)| ≤ . (4.42)
rn
Proof: Take C to be the circle of radius r around z. Then we have,
 Z  Z
 n! f (ξ) dξ  n!Mr n!Mr
(n)
|f (z)| =    ≤ |dξ| = .
2πı C (ξ − z) n+1  2πr n+1 rn
C

This proves the theorem. ♠

Definition 4.7.1 A function that is complex differentiable on the entire plane C is

called an entire function.

Theorem 4.7.2 Liouville’s5 Theorem : A bounded entire function is a constant.

Proof: Putting n = 1 in the Cauchy’s estimate, we obtain that |f ′ (z)| ≤ Mr /r. Since
f is bounded, let M be such that Mr ≤ M for all r. Now take the limit as r −→ ∞ to
conclude that f ′ (z) = 0. Since z was arbitrary point, this implies f is a constant. ♠

As a consequence of Liouville’s theorem, we shall now prove the FTA, thereby ful-
filling an old promise. (Compare this with the proof given in section 1.7.)

Theorem 4.7.3 The Fundamental Theorem of Algebra: Let p(z) = an z n + · · · +

a1 z + a0 , aj ∈ C, an 6= 0 be a polynomial function in one variable of degree n ≥ 1 over
the complex numbers. Then the equation p(z) = 0 has at least one solution in C.

Proof: Assume that p(z) is never zero. Then as seen before, it follows that f (z) = 1/p(z)
is differentiable everywhere, i.e., f (z) is an entire function. We shall show that f (z) is
bounded and then from Liouville’s theorem it follows that f is a constant and hence p is
a constant. But it is easily verified that any polynomial function of positive degree is not
a constant. This contradiction will prove the theorem. So to show that f is bounded,
recall Ex. 11 of section 1.1 (or prove it afresh) that |p(z)| tends to infinity as |z| tends
to infinity, hence we can find large r such that |z| > r =⇒ |f (z)| < 1. On the other
hand, the continuity of f gives you a bound for f (z) inside the disc |z| ≤ r. This shows
that f is bounded as claimed. ♠
5
Joseph Liouville(1809-1882) was a French mathematician. He gave a proof of the above theorem
while lecturing on his work on doubly periodic function in 1847. A German mathematician C. W.
Borchardt who heard this lecture published this result attributing it to Liouville. However, Cauchy had
already derived it in 1844, using his calculus of residues.
182 4.8 Mean Value and Maximum Modulus

Exercise 4.7

1. Given a complex differentiable function f such that |f (z)| ≤ 1, ∀ |z| ≤ 1, find a

variable upper bound for |f (n) (z)| in the discs |z| < 1. Conclude that |f (n) (0)| ≤ n!.

2. Let f be a complex differentiable function on the unit disc such that |f (z)| <
(1 − |z|)−1 for |z| < 1. Use Cauchy’s estimate to show that |f (n) (0)| < (n + 1)!e.

3. Show that if f is an entire function such that |f (z)| ≤ k|z n |, |z| > M for some
constant k, M and some positive integer n, then f is a polynomial function. Find
an estimate for the coefficient of the top degree term.

4.8 Mean Value and Maximum Modulus

In this section we give a sample of mixture of local and global behavior.
Let us begin with:

Corollary 4.8.1 Gauss’s Mean Value Theorem Let f be a complex differentiable

function on a disc BR (z0 ). Then for 0 < r < R,
Z 2π
1
f (z0 ) = f (z0 + reıθ )dθ. (4.43)
2π 0

Proof: This is just going back to the definition of the right hand side of the formula
Z
1 f (z)
f (z0 ) = dz.
2πı |z−z0 |=r z − z0

The parameterization of the circle is z(θ) = z0 + reıθ , 0 ≤ θ ≤ 2π, and therefore the rhs
is given by
Z 2π Z 2π
1 f (z0 + reıθ ) ıθ 1
ıθ
re ıdθ = f (z0 + reıθ )dθ.
2πı 0 re 2π 0

This is obviously the arithmetic mean (continuous version!) of the function f on

the circle. This is in some sense much more stronger than the Lagrange Mean value
theorem of real 1-variable calculus, which only says that the mean value is attained
at some point in the interval. By taking real and imaginary parts we get mean value
property of harmonic functions (more about this in next section). Any kind of mean
value theorems are going to be useful. Here is an illustration.
Ch. 4 Contour Integration 183

Theorem 4.8.1 Maximum Modulus Principle Let f : Ω → C be a non constant

complex differentiable function on a domain Ω. Then there does not exist any point
w ∈ Ω such that |f (z)| ≤ |f (w)| for all z ∈ Ω.

Proof: If possible, let there be such a point. Let A be the set of all such w ∈ Ω.
By the assumption A is non empty. Say w0 ∈ A and k = |f (w0 )|. Then A = {w ∈
Ω : |f (w)| = k}. Hence A is a closed set. We shall prove that A is an open set also.
Then from theorem 1.6.2, it follows that A is the whole of Ω. But then |f | is a constant
on Ω. By example 3.1.2, f is a constant which contradicts the hypothesis.
To prove that A is open, let a ∈ A and choose r > 0 such that Br (a) ⊂ Ω. Then for
0 < r ′ < r, we have, Z 2π
1
f (a) = f (a + r ′ eıθ )dθ.
2π 0
Therefore Z 2π
1
k = |f (a)| ≤ |f (a + r ′ eıθ )|dθ.
2π 0
Therefore Z 2π
(k − |f (a + r ′ eıθ )|)dθ ≤ 0.
0
Since the integrand is a continuous non negative real function, this means it is identically
zero, i.e., k = |f (a + r ′ eıθ )| for all θ. Since this is true for 0 < r ′ < r, we have shown
that |f (z)| = k for all z ∈ Br (a) i.e., Br (a) ⊂ A. Since this is true for all a ∈ A, we have
proved that A is open. ♠

Remark 4.8.1

1. Suppose f is a complex differentiable function which never vanishes. Then 1/f is

holomorphic and by maximum modulus principle applied to this, it follows that
|f | does not attain its minimum in the interior of the domain.

2. There are several equivalent versions of the maximum modulus principle. Here is
one such. Suppose f is a non constant holomorphic function on a closed, connected
and bounded set K of C, then the maximum of |f (z)| occurs only on the boundary
of K. To see this, observe that since K is assumed to be closed and bounded, |f (z)|
being continuous, attains its maximum at some z ∈ K. However, z 6∈ int K, by the
above theorem. Hence z ∈ K \ int(K) = ∂K.

3. Observe that if K = Ω, where Ω is an open set then it suffices to assume that f is

holomorphic in Ω and continuous on Ω to conclude as in (1).
184 4.9 Harmonic Functions

4. On the other hand, consider a special case when Ω is the closed disc, |z| ≤ R.
By continuity, f assumes its maximum on |z| ≤ R. Hence it may be expected
that a better estimate can be found for the modulus function at interior points
of the region. Theorems to this effect are found to be quite useful. We choose to
post-pone such finer study to the next chapter.

Exercise 4.8

1. Let f be a (non constant) holomorphic function a domain U. Suppose {z ∈

D : |f (z)| = k} is the entire boundary of a domain Ω ⊂ U. Show that f must
vanish at some point in Ω.

2. Determine the maximum of the modulus of the functions on [−1, −1] × [1, 1] :
(i) ez ; (ii) cos z; (iii) z 2 + z + 1.

3. Find the minimum of 1 + |z|2 on the unit disc D and see that it is non zero. Does
this violate remark 4.8.1.1?

Remark 4.8.2 In the next section, we shall give another interesting applications of
maximum modulus principle.

4.9 Harmonic Functions

Cauchy-Riemann equations tell us that the real and the imaginary parts of a complex
differentiable function have some special properties. Apart from being inter-related
they have the special property of possessing partial derivatives of all order, since this
is the case with holomorphic functions. Similarly, the maximum modulus theorem tells
us about certain distinct features of the modulus function of a holomorphic function.
Such properties of real valued functions can be studied on their own and such a study
can either be carried out using the knowledge of complex functions or independently.
Also, an independent inquiry can lead to better understanding of the theory of complex
functions themselves. The class of harmonic functions and the wider class of subharmonic
functions substantiate this view with many such instances. From the application point
view, few ideas surpass the notion of harmonic functions. In this section, we shall just
touch upon this subject and promise to do a little more in a later chapter.
Ch. 4 Contour Integration 185

Definition 4.9.1 A real valued function u = u(x, y) defined on a domain Ω in C, is

called harmonic with respect to the variables x, y, if it possesses continuous second order
partial derivatives and satisfies the Laplace’s equation:

∂2u ∂2u
▽2 u := + = 0. (4.44)
∂x2 ∂y 2

Remark 4.9.1
(i) Harmonic functions arise in the study of gravitational fields, electrostatic fields,
steady-state heat conduction, incompressible fluid flows etc..
(ii) Technically, harmonic functions are very close to holomorphic functions. Given a
holomorphic function f = u+ıv, it is a straight forward consequence of Cauchy-Riemann
equations and the property of a holomorphic function possessing continuous derivatives
of all order, that u and v are both harmonic. In this case we call v the harmonic
conjugate of u. Observe that, by considering the function ıf (x, y), it also follows that u
is the harmonic conjugate of −v. We shall see the converse of this as a theorem.
(iii) There is nothing very special about considering only real valued functions for the
definition of harmonic functions. We could even allow complex valued functions in the
above definition. Then it follows that a complex function is harmonic iff its real and
imaginary parts are harmonic. Thus, it suffices to treat only the real valued functions,
in the study of harmonic functions.
(iv) From the linearity of the differential operator ▽2 , it follows that the set of all
harmonic functions on a domain forms a vector space. In particular all linear functions
ax + by are harmonic. However, it is not true that product of two harmonic functions is
harmonic. For example, xy is harmonic but x2 y 2 is not.
(v) Harmonicity is quite a delicate property. If φ is a smooth real valued function of a
real variable and u is harmonic, then, in general, φ ◦ u need not be harmonic. Indeed,
φ ◦ u is harmonic for all harmonic u iff φ is linear(exercise). Likewise, if f : Ω1 −→ Ω2 is
a smooth complex valued function of two real variables then u ◦ f need not be harmonic.
However, under conformal mapping we have some positive result as we shall see soon.
(vi) Polar coordinate form of Laplace: Since x = r cos θ, y = r sin θ, the Laplace’s
equation takes the form
 
∂ ∂u ∂2u
r r + 2 = 0. (4.45)
∂r ∂r ∂θ

Verify this. Observe that this form of Laplace’s equation is not applicable at the origin,
186 4.9 Harmonic Functions

since the polar coordinate transformation is singular there. However, the polar coordi-
nate form has many advantages of its own and is loved by physicists and engineers.
As an application, from (4.45), it follows easily that ln r = ln |z| is well defined and
harmonic throughout C \ {0}. In fact as an easy exercise, prove that any function of r
alone, i.e., independent of θ, is harmonic iff it is of the form a ln r + b, where a, b are
constants.

Example 4.9.1 Given a function u : U → R, is it the real part of a holomorphic

function? As we have seen before, u must be a harmonic function. As an illustrative
∂u ∂u
example of how to get holomorphic function, consider u = x2 −y 2 . Then = 2x, =
∂x ∂y
−2y. Hence, ∇2 u = 0. So u is harmonic. Now, if v is a conjugate of u then v must satisfy
∂v ∂v
= 2y, = 2x. Integrating the first equation we obtain
∂x ∂y
v = 2xy + φ(y)

when φ(y) is purely a function of y. Differentiating this w.r.t. y and using the second
equation, we see that φ′ (y) = 0 and hence φ = c, a constant.
Now,

f (x + ıy) = x2 − y 2 + ı(2xy + c)
= (x + ıy)2 + ıc

i.e., f (z) = z 2 + ıc is the most general holomorphic function with its real part x2 − y 2 .

The above discussion can be imitated to prove the following:

Theorem 4.9.1 Let U be a convex region in C and u : U → R be a harmonic function.

Then u = ℜ(f ) where f is a holomorphic function on U.

We shall now give an algorithmic method of finding f, which is free from integration.
To begin with, assume that the function u is a rational function of the two real variables
x, y with real coefficients and is defined in a neighborhood of (0, 0). We shall seek an
elementary holomorphic function f such that ℜf = u. Let g(x, y) := g(z) = f (z). Then
g is anti-holomorphic.
Now in the identity
1
u(x, y) = [f (x, y) + g(x, y)]
2
substitute x = (z + z̄)/2, y = (z − z̄)/2ı to obtain the identity
Ch. 4 Contour Integration 187

      
z + z̄ z − z̄ 1 z + z̄ z + z̄ z + z̄ z − z̄
u , = f , +g , . (4.46)
2 2ı 2 2 2ı 2 2ı
∂g
Since g is anti-holomorphic, we have = 0. Therefore, g is a function of z̄
∂z
6
alone. Hence, upon putting z̄ = 0 in the above identity, we obtain,

z z  1
u , = [f (z) + g(0)] . (4.47)
2 2ı 2
However, g(0) = f (0). Since, we want ℜ(f (0)) = u(0, 0), we can choose f (0) = u(0, 0)
itself, and obtain

z z 
A Magic Formula: f (z) = 2u , − u(0, 0). (4.48)
2 2ı

Of course, we can add a constant imaginary number to f, if we like.

Remark 4.9.2 There is one other small point in the above considerations which we
should not ignore, viz., the domain of definition of u was assumed to contain the origin.
This can always be arranged by making a suitable translational change of co-ordinates.

Example 4.9.2 Let us find the complex differentiable function f such that ℜ(f ) = u
in each of the following cases using the magic formula (4.48).
(i) u = x2 − y 2. Then f (z) = 2u(z/2, z/2ı) − u(0, 0) = z 2 .
z z  z2
(ii) u = xy. So f (z) = 2u , − u(0, 0) = .
2 2ı 2ı
y
(iii) u = 2 .
x + y2
Observe that u is not defined at 0. So we shift the origin at a convenient point say
y
z = 1, and consider the function u1 (x, y) = . Then,
(x − 1)2 + y 2

z/2ı ız
f1 (z) = 2 2 2
= .
(z/2 − 1) + (z/2ı) z−1
Now to obtain the required function we have to shift the origin back to 0. So we have,
f (z) = f1 (z + 1) = ı(z + 1)/z.
6
This is the only statement which is not proved or explained properly here. Interested reader may
refer to section 3 of Chapter 4 in [Cartan].
188 4.9 Harmonic Functions

As an easy consequence of theorem 4.9.1, we shall now prove that harmonicity is

preserved under conformal transformations. Indeed, we do not need the full force of
conformality here.

Theorem 4.9.2 Suppose f : Ω1 → Ω2 is either a holomorphic function or an anti-

holomorphic function and φ : Ω2 → R be a harmonic function. Then ψ = φ ◦ f is
harmonic.

Proof: Take z1 ∈ Ω1 and let z2 = f (z1 ). By continuity of f, there exist open discs
Bj ⊂ Ωj , j = 1, 2 around zj respectively such that f (B1 ) ⊂ B2 . Choose a conjugate
φ̂ to φ in B2 so that g = φ + ıφ̂ is holomorphic. Then g ◦ f is either holomorphic or
anti-holomorphic. In either case, its real part is harmonic. But ℜ(g ◦ f ) = ℜ(g) ◦ f = ψ.
♠

Theorem 4.9.3 Mean Value Property : Let u be harmonic in a domain Ω and Br (z0 ) ⊂
Ω. Then
Z Z 2π
1 1
u(z0 ) = u(z) d(arg (z − z0 )) = u(z0 + reıθ ) dθ. (4.49)
2π |z−z0 |=r 2π 0

Proof: Let v be a harmonic conjugate of u on Br (z0 ) so that f = u + ıv is holomorphic.

By Cauchy’s integral formula we have
Z Z 2π
1 f (z) 1
f (z0 ) = dz = f (z0 + reıθ )dθ.
2πı |z−z0 |=r z − z0 2π 0

Upon equating real parts on either side, we get (4.49). ♠

Theorem 4.9.4 Maximum Principle Let u be a non constant harmonic function in

a domain Ω. Then u does not attain its maximum or minimum in Ω.

Proof: The proof is similar to that of theorem 4.8.1 and simpler. Nevertheless let us
write it down, this time for the minimum, for a change.
Let A be the set of all points a ∈ Ω such that u(a) ≤ u(z) for all z ∈ Ω. We want to
show that A = ∅. Assume that A 6= ∅. Let z0 ∈ A and u(z0 ) = k. Then clearly

A = {z ∈ Ω : u(z) = k}

Therefore A is a closed subset of Ω. We shall show that A is also open in Ω. Then

from theorem 1.6.2, it follows that A = Ω. This would mean that u is a constant which
contradicts the hypothesis.
Ch. 4 Contour Integration 189

Pick any w ∈ A and choose a small disc Br (w) around w contained in Ω. Then by
the mean value property, for 0 < s < r, we have,
Z 2π Z 2π
1 ıθ 1
k = u(w) = u(w + se )dθ ≥ k dθ = k.
2π 0 2π 0
Therefore, it follows that Z 2π
[u(w + seıθ ) − k]dθ = 0.
0
The integrand is a continuous non negative function. Therefore, it vanishes identically.
Thus u(w + seıθ ) = k for all 0 ≤ θ ≤ 2π. Since this is true for 0 ≤ s < r, we get
Br (w) ⊂ A. Thus, we have proved that A is open. This completes the proof that u does
not attain its minimum inside Ω.
By considering the above discussion for the harmonic function −u, it follows that u
does not attain its maximum either inside Ω. ♠

Remark 4.9.3 Suppose now that Ω̄ is a closed and bounded subset of C and u is a
continuous function on Ω̄ and harmonic in the interior of Ω. Then its extreme values are
definitely attained in Ω̄ and by the above theorem these are not in Ω. Therefore these
extreme values must occur on the boundary. As an immediate consequence of this we
have:

Theorem 4.9.5 Let f, g be any two continuous functions on a closed and bounded subset
D of C and harmonic in the interior of D. Suppose f = g on the boundary of D. Then
f = g.

Proof: Apply maximum principle to the harmonic function f − g. Since it vanishes on

the boundary, its maximum and minimum are both equal to zero. Therefore f − g is
identically zero. ♠

Remark 4.9.4 The above result says that a harmonic function u is completely deter-
mined by its value on the boundary of a closed and bounded region. This is going to
be extremely useful, if we can actually determine u at all points of the interior. For
any general domain, finding a harmonic function which extends a given function on the
boundary or part of the boundary of the domain to the whole of the domain goes un-
der the name Dirichlet’s Problem. Its solution in specific cases has already lead to
very important developments. We shall discuss this in greater detail in a latter chapter.
Here, let us consider a few simple cases of practical importance. The very first one is
the most simple viz., where D is a closed disc. The following result may be viewed as a
generalization of Mean Value Theorem.
190 4.9 Harmonic Functions

Poisson Integral Formula: For a point z0 such that |z0 | < R, R > 0, consider the flts

R2 (w + z0 ) R2 (z − z0 )
T (w) = ; S(z) = .
R2 + z¯0 w R2 − z¯0 z
Check that T, S are inverses of each other, T maps the disc |z| < R onto itself and maps
0 to z0 . Now the function u ◦ T is again harmonic on the disc |z| ≤ R and by (4.49), we
have Z
1
u(z0 ) = u ◦ T (0) = (u ◦ T )(w)d(arg w)
2π |w|=R

where w = S(z) varies over the unit circle on which integration is being taken in the
w-plane. Therefore, arg w = −ı ln w and hence

dw d(S(z))
d(arg w) = −ı = −ı dz
w S(z)  2 
R2 (R2 − z¯0 z) + R2 (z − z0 )z¯0 R − z¯0 z
= −ı dz
(R2 − z¯0 z)2 R2 (z − z0 )
R2 − r 2 R2 − r 2
= −ı 2 ızdθ = dθ
(R − z¯0 z)(z − z0 ) |z − z0 |2

the last equality being obtained by using the fact zz̄ = R2 on the circle of integration
|z| = R.
Observe that ℜ(z z¯0 ) = Rr cos(ψ), where ψ is the angle between the two vectors z, z0
of modulus R, r respectively. Writing u(r, θ) for u(reıθ ), we have proved:

Theorem 4.9.6 Poisson Integral Formula: Let u(r, φ) be a harmonic function on

an open set containing the closed disc |z| ≤ R. Then

Z 2π
1 R2 − r 2
u(r, φ) = u(R, θ) dθ (4.50)
2π 0 R2 − 2Rr cos(θ − φ) + r 2

for all 0 ≤ r < R, 0 ≤ φ ≤ 2π.

Remark 4.9.5
(i) Putting z = reıψ formula (4.50) is equivalent to
Z 2π 2
1 R − |z|2
u(z) = u(Reıθ )dθ, |z| < R. (4.51)
2π 0 |Reıθ − z|2

(ii) Schwarz’s formula for harmonic conjugate: Put

Z
1 w+z dw
f (z) = u(w) . (4.52)
2πı |w|=R w − z w
Ch. 4 Contour Integration 191

Then we know that f is a holomorphic function. Use Exercise 1.3.4 and (4.50) to see
that ℜ(f (z)) = u(z). This immediately gives us a formula for the conjugate v of u, viz.,
 Z 
1 w+z dw
v(z) = ℑ u(w) + a, (4.53)
2πı |w|=R w − z w

a being a constant. Now differentiate (4.52) with respect to z under the integral sign to
obtain an expression for the derivatives of an holomorphic function f purely in terms of
ℜ(f ).
Z
′ 1 2
f (z) = 2
u(w)dw. (4.54)
2πı |w|=R (w − z)

(iii) With the mere assumption on u that the integral (4.52) exists, it follows that the
differentiation under integral sign holds. Therefore for any integrable function u on the
boundary of the disc, formula (4.50) gives us a harmonic function in the interior of the
disc. How is this related with the given function? The following theorem of Schwarz
completely answers this aspect of Dirichlet’s problem:

Theorem 4.9.7 (Schwarz) Let u be a bounded and piece-wise continuous real valued
function on the unit circle. Then
Z  
1 w+z u(z)
Pu (z) := ℜ dz (4.55)
2πı |w|=1 w−z z

is harmonic in the unit disc D. If u is continuous at z = z0 then

lim Pu (z) = u(z0 ). (4.56)

z→z0

Proof: Since Pu = ℜ(f ), where f is given by (4.52), from the remark 4.9.5(ii), it follows
that Pu is harmonic. To see the required property at a boundary point as above we may
assume, for the sake of notational simplicity, that u(z0 ) = 0 and prove that the limit in
(4.56) is zero.
Given ǫ > 0, first find an open arc on the boundary of D containing z0 such that
|u(z)| < ǫ/2 on this arc. Let us denote the closure of this arc by L1 . Let L2 denote the
complementary arc on the circle. Let u1 ≡ u on L1 and ≡ 0 on L2 . Then |u1 (z)| ≤ ǫ/2
for all z ∈ S1 and hence by maximum-minimum principle, it follows that

|Pu1 (z)| < ǫ/2, ∀z ∈ D. (4.57)

192 4.9 Harmonic Functions

Let now u2 ≡ 0 on L1 and ≡ u on L2 . Then u = u1 +u2 , on S1 and hence, Pu = Pu1 +Pu2 .

So, it suffices to show that |Pu2 (z)| < ǫ/2, for |z − z0 | < δ for a suitable δ > 0. Let M
be a bound for u on the circle. Since u2 = 0 on L1 , we have,
Z
1 w + z u(z)
Pu2 (z) = dz. (4.58)
2πı L2 w − z z
Now let us choose r > 0 such that the closed disc B ofradius 
r around z0 does not
w+z
intersect L2 . Consider the continuous function α(w, z) = ℜ on L2 ×B. Observe
w−z
that α(w, z0) = 0 for all w ∈ L2 . (arg α is the angle subtended at w by the segment
[−z, z] and when z = z0 this is the diameter.) By uniform continuity, we can find δ > 0
such that for |z − z0 | < δ, implies |α(w, z)| < ǫ/2M.
Since, the length of the arc L2 is less than 2π, by M-L inequality, (4.58) implies that
follows that

|Pu2 (z)| < ǫ/2, ∀ |z − z0 | < δ, z ∈ D. (4.59)

Combining (4.57) and (4.59) we get

|Pu (z) ≤ |Pu1 (z)| + |Pu2 (z)| < ǫ, |z − z0 | < δ

which proves (4.56) and thereby completes the proof. ♠

Combining a number of results that we have seen so far, let us now obtain another
important result due to Schwarz. In part, we have seen it in exercises 6-8 of section 4.5.
Here we see this in a more direct way and in a stronger form.

Theorem 4.9.8 Schwarz’s Reflection Principle: Let Ω be a domain in C which

is symmetric with respect to conjugation. Let Ω± denote the part of Ω lying in the
upper(resp. lower) half of the plane and let A = Ω ∩ R. Let v be a continuous function
in Ω+ ∪ A, harmonic in Ω+ and identically zero on A. Consider the map defined by
(
v(z), if z ∈ Ω+ ∪ A,
V (z) =
−v(z̄), if z ∈ Ω− .

Then V is harmonic on Ω.

Proof: Clearly, the two parts defining V coincide on the common domain viz., on A
and hence V is continuous. Also, since z 7→ z̄ is angle preserving, it follows that −v(z̄)
is harmonic in Ω− . Therefore, it remains to consider points in A. Put
Z 2π  
1 z0 + r exp ıθ + z
PV (z) = ℜ V (z0 + reıθ ) dθ. (4.60)
2π 0 z0 + r exp ıθ − z
Ch. 4 Contour Integration 193

Then by theorem 4.9.7 PV is harmonic in Br (z0 ) and equals V on the boundary. We

claim that PV (z) = 0 for all z ∈ A ∩ Br (z0 ). This will then prove that PV = V on
Br (z0 )+ since the two harmonic functions have the same limit function on the boundary.
The holds on Br (z0 )− as well. But then we have proved that PV = V all over Br (z0 ).
Therefore, the function V is harmonic at z0 .
Thus it remains to prove that PV (z) = 0 for z ∈ A ∩ Br (z0 ). Let then z ∈ A. Using
the (4.51) we see that
Z 2π
1 R2 − |z|2
PV (z) = u(z) = ıθ 2
u(Reıθ )dθ.
2π 0 |Re − z|
Now we know that u(w) = −u(z̄) and |w − z|2 = |w̄ − z|2 for z ∈ A. Therefore the
integrand
R2 − |z|2
f (R, θ) = u(Reıθ )
|Reıθ − z|2
has the property that f (R, −θ) = −f (R, θ). Therefore for z ∈ A,
Z π Z 2π 
1
PV (z) = f (R, θ)dθ + f (R, θ)dθ
2π Z0 Z −2π
π 
π
1
= f (R, θ)dθ + f (R, θ)dθ
2π Z0 Z−π 
π π
1
= f (R, θdθ) − f (R, θdθ) = 0.
2π 0 0

This completes the proof. ♠

Exercise 4.9

1. Show that u(x, y) = 2x(1 − y) + 1 is harmonic and find the holomorphic function
f with ℜ(f ) = u and its conjugate by integration method as well as by formal
method.

2. Show that sum of two harmonic functions is harmonic and scalar multiple of a
harmonic function is harmonic.

3. Find the holomorphic function f so that its real part is given by

sin y + cos y sin x cos x
(i) x3 − 3xy 2 ; (ii) sinh x sin y; (iii) ; (iv) .
cosh x + sinh x cos2 x + sinh2 y
4. Show that a real polynomial p(X, Y ) is harmonic iff all of its homogeneous parts
are harmonic.

5. Discuss the harmonicity of a real homogeneous polynomial p(X, Y ) of degree ≤ 2.

194 4.10 Application to Potential Theory

6. Let p(X, Y ) = aX 3 + bX 2 Y + cXY 2 + dY 3 be a homogeneous polynomial of degree

3 in X, Y over the reals. i.e., a, b, c, d ∈ R. Find the most general condition under
which p is harmonic and find a conjugate.

7. Let n ≥ 4. Determine the necessary and sufficient conditions on the coefficients of

X
p(X, Y ) = ajk X j Y k , for p to be harmonic. Use this to give a direct proof
j+k=n,j6=k
of the fact that if p(X, Y ) is harmonic then 2p(z/2, z/2ı) has real part equal to
p(X, Y ). [This explains to some extent the mysterious looking arguments involved
in the derivation of the magic formula (4.48.]

8. Theorem 4.9.1 holds for more general class of domains also, viz., on simply con-
nected domains(see ch. 7). However, this is not true in the most general case.
Give an example of a harmonic function on C \ {0} which is not the real part of a
holomorphic function.

9. If f (z) is holomorphic in a domain D, show that |f (z)|2 is not harmonic unless

f (z) is a constant.

10. Suppose f : Ω → C is a harmonic function and z 7→ zf (z) is also harmonic. Show

that f is holomorphic. Can you generalize this?

11. Prove (4.50) in the more general case, viz., when u is harmonic in the interior of
the disc and continuous on the boundary.

12. If you try to employ the arguments used in exercise 4.5.6, in proving theorem 4.9.8,
what goes wrong? Assume further that vx , vy exist and continuous on A also. Then
give an alternative proof of theorem 4.9.8 based on Ex. 4.5.6.

4.10 Application to Potential Theory

Laplace equations occur in the study of incompressible fluid flows, steady-state temper-
atures, electrostatic fields, gravitational fields etc. and the study goes under the general
name of Potential Theory. In the 2-dimensional case, we have already seen the close
connection of this with holomorphic functions. In this section we shall merely discuss
some mathematical aspects of a few elementary examples to illustrate the usefulness of
complex analysis, especially that of conformal mappings, in this study.
Ch. 4 Contour Integration 195

Example 4.10.1 Potential between parallel plates The problem is to find a har-
monic function representing the potential in a region in R3 lying between two parallel
plates the function being equal to some known constants along each plate.
By choosing the coordinates so that the x−axis is perpendicular to the two plates, and
then restricting the function to the plane z = c the problem is reduced to 2-dimensional
case. Thus we now have to find a harmonic function u on an infinite strip say,

{x + ıy : a ≤ x ≤ b}

such that u is a constant for x = a and x = b. We can simply make a guess work: Try
some functions which are y-independent. This just means that we are looking for the
solution of
uxx = 0

given u(a) and u(b). Therefore, u(x) = αx + β where

u(b) − u(a) bu(a) − au(b)

α= ; β= .
b−a b−a
As a specific example, we may take a = 2, b = 5 and u(a, 0) = 1, u(b, 0) = 2. Then
u(x, y, z) = (x + 1)/3.

Remark 4.10.1 It is not necessary that the function that we have found above is unique
in general, for the simple reason that the domain under consideration is not bounded
completely by the prescribed boundary. However, if we demand that the potential itself
should be bounded, then it can be shown that the above solution is unique.

Example 4.10.2 Find the potential between two coaxial cylinders with its values
on each of them being some constant. This problem is similar to the above one except
that now, we can use polar coordinates and try for u which is independent of θ. The
Laplace equation becomes
r 2 urr + rur = 0

which after simplification and separating the variables, becomes

urr 1 c
= ; ur = ; u(r) = a ln r + b
ur r r
where a, b are determined by the values u(r1 ), u(r2).
Observe that the function u extends beyond the two cylinders. It has a singularity
on the axis of the cylinder (r = 0). In the two dimensional version, the point r = 0 is a
196 4.10 Application to Potential Theory

singularity for the potential function. Depending whether a is positive or negative, this
singularity is referred to as a source or a sink of the potential function. The absolute
value of a is called the strength of the potential. In general, other types of singularities
can occur.

Example 4.10.3 Two-dimensional fluid flows Let Ω be a domain in R2 and let the
function f : Ω → R2 ,
f (x, y) = (u(x, y), v(x, y))
represent the velocity vector of a 2-dimensional steady state (independent of time) fluid
flow. We assume that f has continuous partial derivatives of second order throughout
Ω. A smooth curve γ : [a, b] → Ω is called a stream line of the flow if γ ′ (t) is parallel
to f (γ(t)) for all t ∈ [a, b]. The flow is said to be irrotational if uy = vx everywhere on
Ω. It is called incompressible if ux = −vy . (These conditions can be derived rigorously
by physical considerations, though here we have opted them as definitions.)
We may view f as a complex valued function of a complex variable. Then, we see that
a steady state 2-dimensional fluid flow represented by f is irrotational and incompressible
iff f¯ satisfies Cauchy Riemann equations. Under the smoothness condition that we have
assumed this is equivalent to say that f¯ is holomorphic i.e., f is anti-holomorphic.
Now for simplicity, assume that Ω is a convex region (simply connectedness is
enough). We have seen that every holomorphic function in a convex region has a primi-
tive. Choose g : Ω → C such that g ′ = f¯. Then g is called the complex potential of the
flow. It is determined up to an additive constant and can be computed by taking integral
of f¯ along any contour starting at a fixed point. Write g = φ + ıψ. It follows that ψx = v
and ψy = u. Verify that any curve along which ψ is a constant, is a stream line. That is
why the imaginary part of the complex potential is called the stream function of the
flow; the real part is called the potential function. The curve ℜ(g) = constant are
called equipotential lines. Potential function and stream function are both harmonic.
Working with the complex potential rather than the real potential has the advantage of
availability of complex function theory.
Let us now consider a few physically interesting examples.
If the complex potential is given by g1 (z) = z 2 then the stream lines and equipotential
lines are respectively the hyperbolas xy = c; and x2 − y 2 = c. Physically this represents
the flow around a corner (Fig.23.A).
The potential g2 (z) = ln(1 + z) represents a flow whose stream lines are radial rays
through 1 and equipotential curves are circles with center at 1. This has a ‘source’ at
Ch. 4 Contour Integration 197

z = 1 from where the flow is emerging. For the potential −g2 (z) the point 1 becomes
a ‘sink’ (Fig.23.B). For the potential ıg2 the equipotential lines and stream lines are
interchanged(Fig.23.C).
The complex potential given by g3 (z) = cosh−1 (z) represents the flow for which the
stream lines are hyperbolas with foci at ±1. This can be interpreted as the flow through
a small aperture (Fig.23.D). The flow around a thin plate has elliptical stream lines and
is best represented by g4 (z) = cos−1 z (Fig.23.E).

A C
B

D E

Fig. 23

Example 4.10.4 Potential between two non co-axial Cylinders Assume now that
we have to determine a harmonic function on the domain bounded by two circles, one
interior to the other, given the value of u on the two boundary components to be con-
stants. Since this problem has been solved for the case when the circles are concentric,
we shall try to find a conformal mapping of the given domain with the region between
two concentric circles. Without loss of generality, by scaling and translating if necessary
we may assume that the outer circle is the unit circle.
We recall that any fractional linear transformation which maps the unit disc onto
itself is of the form
z−a
T (z) = c
1 − āz
with |c| = 1 and |a| < 1. (See theorem 3.7.5.) Thus, we have two freedoms in the
choice of c and a so that T will map the inner circle onto some circle with center 0.
198 4.10 Application to Potential Theory

By performing a rotation, we can bring the center of the inner circle to be inside the
interval (0, 1). This already uses up the freedom in the choice of c. Therefore, we may
now assume c = 1 and try to fix the value of a in such a way that the inner circle is
mapped onto some circle with center 0.
By conformality the diameter of the inner circle should go on to the diameter of
T (C). Therefore, x-axis should be mapped onto itself. In particular, a is real. Moreover,
the two points α, β of intersection of the inner circle with the x-axis, should be mapped
onto ±s for some 0 < s < 1 respectively. Therefore, we set up the equation

T (α) = −T (β)

Upon simplification this becomes

a2 (α + β) − 2a(1 + αβ) + (α + β) = 0

which is a quadratic equation for a. This admits precisely one real solution a with |a| < 1
since (1 + αβ)2 > (α + β)2 for 0 < α < 1 and −1 < β < 1.

Example 4.10.5 Steady state temperature T(x, y) in a thin semi-infinite plate

y ≥ 0, whose faces have been insulated and whose edge y = 0 is kept at temperature 0
except in the segment −1 < x < 1, where the temperature is 1. This translates into the
following boundary value problem: Find a harmonic function T (x, y) in the upper half
plane such that (
0, |x| > 1
T (x, 0) =
1, |x| < 1.
There are several (slightly) different approaches to this problem, none of which is
too obvious.
(A) One function that we are familiar with which assumes two constant values on the
two portions of the real axis is arg z. In order to handle the three segments, we should
try to find a conformal mapping which will bring the two segments |x| > 1 together say
onto the positive real axis and map the segment |x| < 1 onto the negative real axis.
Such a conformal map must map 1 to 0 and −1 to ∞. Lo! we know one such fractional
linear transformation:
z−1
φ(z) = .
z+1
Therefore, arg (φ(z))/π is the solution that we are looking for.
(B) Geometrically, the points |x| < 1 on the real axis are characterized by the property
Ch. 4 Contour Integration 199

that the angle between the two segments [−1, x] and [1, x] is equal to π where as the
points |x| > 1 are characterized by the property that the angle between these segments is
0. For points z in the upper-half plane the angle between the segments [−1, z] and [1, z]
z−1


is the imaginary part of a holomorphic function viz., Ln z+1 and hence is a harmonic
function, which leads to the same solution after dividing by π and simplifying:
 
1 −1 2y
T (x, y) = tan
π x2 + y 2 − 1

is the answer.

Exercise 4.10

1. Find the flow with a source and a sink of equal strength at z = a and z = b
respectively. Show that the equipotential lines are Appolonius’s circles. Show that
the lines of force are the circles passing through a and b. (See (1.39) and Exercise
1.9.7.)

2. Discuss the above exercise except that now both a, b are sources.

3. Find the stream lines of the following complex potentials and graph them:
(i) z 2 ; (ii) 1/z; (iii) z + 1/z.

4. Graph the configuration of the flow with the complex potential given by g(z) =
−ı ln z. The point z = 0 is a singularity which is of the type called a vortex.

5. Find the temperature in a thin semi-infinite strip

{y ≥ 0, −π ≤ x ≤ π}

whose faces have been insulated and the temperature in the two vertical edges is
kept at a constant value 0 and in the horizontal edge at a constant value 1.

6. Find the temperature in a thin plate

{(x, y) : x ≥ 0, y ≥ 0}

whose faces as well as the portion of the horizontal edge 0 < x < 1 have been
insulated and the temperature is kept at a constant value T1 on the vertical edge
and at T2 on the rest of the portion of the horizontal edge x > 1.
200 4.11 Miscellaneous Exercises

4.11 Miscellaneous Exercises to Ch. 4

1. Given an entire function f having no zeros on a convex domain, show that f (z) =
exp(g(z)) for some entire function g.

2. Show that the following integration by parts is valid for complex differentiable
functions:
Z Z
f (z)g (z) dz = f (ω(b))g(ω(b)) − f (ω(a))g(ω(a)) − g(z)f ′ (z) dz,
′
ω ω

where ω : [a, b] −→ C is any contour.

Z the unit circle |z|

3. ShowZthat the followingZintegrals taken along Z = 1 are all zero.
ez √ sin z cos z − 1
(a) dz (b) z + 5 dz. (c) dz (d) dz.
z−5 z z
4. Evaluate
Z ı the following integrals
Z πı along the line
Z rsegments joining the specified points:
(a) cosh z dz. (b) ez dz. (c) (z 5 + z) dz.
−1 −πı −r

Z A = C \ {z : z = x < 0}. Let ω be any contour in it joining

5. Consider the domain
1 and w. Compute ln z dz, where, ln z is the principle branch of logarithm.
ω
Z π
6. Show that ea cos θ cos(a sin θ)dθ = π.
0
Z
7. Compute (z 2 + 1)−1 dz.
|z|=2
Z
|dz|
8. Find the value of 2
, assuming that |a| =
6 ρ.
|z|=ρ |z − a|
Z
9. Find z n (z − 1)−1 dz, where ω(t) = 1 + e2πıt , 0 ≤ t ≤ 1, and n ≥ 1.
ω
Z
10. Compute (z + z −1 ) dz, where ω is the unit circle traced in the counter clockwise
ω
sense.
⋆
11. Show that if X, Y are path connected subspaces such that X ∩ Y is non empty,
then X ∪ Y is path connected.
⋆
12. Show that if B is a path connected subset of X then B is contained in a path
component of X.
Ch 4. Contour Integration 201

⋆
13. Let G ⊂ C be open. Show that each path connected component of G is open.

14. Let ω be any closed contour in C and let a be a point not on this contour. Show
that for n ≥ 2, Z
dz
= 0.
ω (z − a)n
15. Let p(z) be a polynomial, k be aZpositive integer and C be the circle around a
point a and of radius r. Compute p(z)(z − a)−k dz.
C
Z
16. Determine (3z 2 + 7z + 1)(z − 1)−1 dz, where C is the ellipse: x2 + 2y 2 = 8.
C

17.⋆ Let △ABC be an equilateral triangle in R2 . Start at the midpoint M1 of AB, join
it to the opposite vertex C and trace the line segment M1 C up to the midpoint
M2 of CM1 . Extend BM2 to meet the side AC at N2 . Let M3 be the midpoint of
CN2 . Trace this segment from M2 to M3 . Repeat this precess infinitely. Observe
that the sequence of points Mj converges to the midpoint of M0 of BC. Show that
this process defines a non rectifiable continuous path.
A

M1
A2
M2
M3 A3

C B
M0

Fig. 24

18. Consider the so called Legendre7 Polynomials

1 dn 2
Pn (z) = n n
(z − 1)n , n = 0, 1, 2, . . .
n!2 dz
7
Andrien-Marie Legendre(1752-1833) was a French mathematician who could be compared, to a
large extent with Gauss. He contributed to the theory of quadratic reciprocity, did important work
in geodesy and theoretical astronomy, studied the attraction of ellipsoids, introduced the so called
Legendre functions, formulated the method of least squares and shared several other common interests
with Gauss.
202 4.11 Miscellaneous Exercises

Show that for any circle C and for any z in the inside of C, we have,
Z
1 (ξ 2 − 1)n
Pn (z) = n+1 dξ.
2 πı C (ξ − z)n+1

Show also that Pn (1) = 1 and Pn (−1) = (−1)n .

19. Let f be an anti-holomorphic function. Does f satisfy the maximum modulus

principle?
Chapter 5

Zeros and Poles

5.1 Zeros of Holomorphic Functions

Let f be holomorphic in a domain Ω, and let a ∈ Ω. Assume that all the derivatives
of f vanish at a, and f (a) = 0. Then from the Taylor series representation, it follows
that f (z) = 0 for all z in Br (a) ⊂ Ω, for some r > 0. Putting this in another way, if a
holomorphic function is not identically zero in a nbd of a point a, then f (k) (a) 6= 0 for
some integer k ≥ 0. In fact, we have,

Theorem 5.1.1 Let f be a holomorphic function in a domain Ω. Suppose there is a

point a ∈ Ω such that f (k) (a) = 0 for all k ≥ 0. Then f ≡ 0 on Ω.

Proof: Let A = {z ∈ Ω : f (k) (z) = 0 for all k ≥ 0}. (Here, f (0)(a)=f (a) .) By the
hypothesis, A is non-empty. We shall show that A is open as well as closed in Ω. Then
by the connectivity of Ω, it follows that A = Ω, and hence, f ≡ 0 on Ω.
Let z0 ∈ A. Choose a disc Br (a) ⊂ Ω on which f is represented by its Taylor’s series.
It follows that f (z) = 0 for all z ∈ Br (a). But then it also follows that f (k) (z) = 0 for
all z ∈ Br (z0 ) and for all k ≥ 0. Hence Br (0) ⊆ A. This shows that A is open.
Let now w ∈ Ω be a closure point of A. Then there exists a sequence zn in A such
that zn −→ w. This means that, for each k ≥ 0, 0 = f (k) (zn ) −→ f (k) (w) and hence
f (k) (w) = 0. Hence, w ∈ A. This shows that A is closed. This completes the proof of
the theorem. ♠

Remark 5.1.1 Observe that the connectivity of the domain plays a mild but logically
necessary role here. For, if the function were to be considered on the union of two
disjoint open sets, A and B say, we could simply take f ≡ 0 on A and any other

203
204 5.1 Zeros of Holomorphic Functions

holomorphic function on B to obtain a counter example. Thus, if we do not assume that

Ω is connected, then the conclusion will be that f ≡ 0 on the connected component of Ω
which contains the point a. In contrast, see the example below for a typical C ∞ -function
of a real variable with the property f (k) (0) = 0, ∀ k, but f 6≡ 0. The above theorem thus
leads us to the following definition exclusively for holomorphic functions:

Definition 5.1.1 Let f be a holomorphic function which is not identically zero in a

domain Ω. Let a ∈ Ω. Then the smallest integer k ≥ 0 such that f (k) (a) 6= 0 is called
the order of the zero of f at a.

Remark 5.1.2 Note that here f (0) just means f. Also a zero of order zero is not a zero
at all!

Theorem 5.1.2 Let f be a non zero holomorphic function in a domain Ω and a ∈ Ω

be a zero of f of order k. Then there is a unique holomorphic function φ in a nbd of a
such that φ(a) 6= 0 and

f (z) = (z − a)k φ(z) (5.1)

for all z ∈ Ω.

Proof: The existence of a function φ satisfying (5.1) is a direct consequence of Taylor’s

expansion (4.35), in which, taking k = n + 1, putting f (j) (a) = 0 for 0 ≤ j ≤ n + 1 = k,
only the last term on the RHS survives. Thus, f (z) = φ(z)(z − a)k . Now taking the k th
derivative we get φ(a) 6= 0. For all points other than z = a, (5.1) defines φ and hence is
unique. ♠
As immediate corollaries, we have the following two theorems:

Theorem 5.1.3 Let f be a holomorphic function not, identically zero in a domain Ω.

Then the zero set of f
Zf := {z ∈ Ω : f (z) = 0}

is an isolated subset of Ω.

Proof: Clearly Zf is a closed subset of Ω. Let a ∈ Zf . Write f as in (5.1). By continuity

of φ(z), this implies that in a neighborhood of a, φ does not vanish and the only zero of
(z − a)n is a. Therefore, in such a nbd of a, a is the only zero of f (z). ♠
Ch. 5 Zeros and Poles 205

Theorem 5.1.4 Identity Theorem: Let f and g be holomorphic functions on a do-

main Ω. Suppose K ⊂ Ω is such that for every z ∈ K, f (z) = g(z) and K has a limit
point in Ω. Then f ≡ g on Ω.

Proof: For the function f − g, the set K happens to be a subset of the set of all zeros.
Since this set has a limit point, it follows that the set of all zeros of f − g is not an
isolated set. Hence, by the above theorem, f − g ≡ 0 on Ω. ♠

Remark 5.1.3 The above results may appear in somewhat different wordings. For
instance:
(i) Two holomorphic functions agreeing on an open disc, will have to agree on the whole
domain containing the disc.
(ii) Two holomorphic functions which agree on an arc which is not a single point will
agree on the whole domain containing the arc.
(iii) Two holomorphic functions which agree on a sequence of distinct points zn which
is convergent to say w, will have to agree on the whole domain containing w.
(iv) A holo(=the whole)morphic function on a region is ‘completely’ determined even
if we know it on a very small part. This perhaps justifies the name.
(v) This does not necessarily mean that we can effectively compute its value everywhere,
in any of the above situations. In contrast, by Cauchy’s integral formula, we could
actually know the value of a holomorphic function inside a disc, the moment we know
it on the boundary circle.

Example 5.1.1 The structure of the set H(Ω) of all holomorphic functions on a domain
Ω itself is an interesting topic of study. One can add and multiply any two elements of
H(Ω) to get another one:

(f + g)(z) = f (z) + g(z); (f g)(z) = f (z)g(z), z ∈ Ω.

The standard properties such as commutativity, associativity, distributivity etc. are

verified in a straight forward manner. This makes H(Ω) into an algebraic object called
commutative ring. Note that the constant functions 0 and 1 respectively play the role of
additive and multiplicative identity. The important point now is that if f, g ∈ H(Ω) are
such that f g ≡ 0 then f ≡ 0 or g ≡ 0. This is the property that makes a commutative
ring into an integral domain. To see this, we simply apply the theorem above. If neither
f nor g is identically zero, then the set of zeros of each one of them would be an isolated
set. Hence, their union would also be an isolated set. But this is the set of zeros of the
206 5.1 Zeros of Holomorphic Functions

product f g which is identically zero. Hence this set is also equal to the whole of Ω which
is absurd, since, Ω is an open set. The ring H(Ω) was the subject of study much before
the advent of modern algebra. Perhaps, even the terminology ‘integral domain’ has its
root here.
In contrast, if we consider C ∞ functions, such is not the case. For simplicity, we can
now take our domain to be an interval (this can easily be modified for a rectangle for
example) and give a counter example. First consider the following function:

(
e−1/t if t > 0
f (t) = (5.2)
0 if t ≤ 0.
It can be easily seen that f has continuous derivatives of all order. (The only point to
be worried about is at the origin. Differentiate the function on the positive interval and
take limit as t → 0+ .) All the derivatives at 0 vanish. Yet the function is not identically
zero. So, that is a counter example for the theorem 5.1.1, in case of C ∞ functions. Now
take g(t) = f (−t). Then we see that g is also smooth and f g ≡ 0. Thus C ∞ (R) is a
commutative ring but not an integral domain.
Exercise 5.1
1. L’Hospital’s rule Let f, g be holomorphic in a nbd of a and let a be a zero of
f (z)
order k, l respectively of f, g. Show that lim exists iff k ≥ l and in that case
z→a g(z)
this limit is equal to
f ′ (z) f l−1 (z) f (l) (z)
lim = · · · = lim = .
z→a g ′ (z) z→a g l−1 (z) g (l) (z)
[Hint: theorem 5.1.2.]

2. * Show that any discrete subset of C is countable. [Hint: If U is the countable

family of all open balls Br (z), where z ∈ Q × Q and r ∈ Q+ , then we get an
injective function A → U.]

3. * There is no direct analogue of theorem 5.1.2 for harmonic functions. However,

there is an analogue of theorem 5.1.3, though somewhat weaker. viz., two harmonic
functions which agree on a nonempty open subset agree on the whole domain.
Equivalently, prove that if a harmonic function on a domain vanishes on a non
empty open set then it vanishes on the entire domain. [Hint: First prove this on a
convex domain using theorem 4.9.1 and theorem 5.1.3. For an arbitrary domain,
join two arbitrary points by a path and cover this path by interlaced discs.]
Ch. 5 Zeros and Poles 207

5.2 Open Mapping Theorem

The following theorem further emphesises the contrast bewteen the geometric behaviour
of a holomorphic function and that of a merely a smooth function of two varaibles.

Theorem 5.2.1 Open Mapping Theorem A non-constant holomorphic function on

an open set is an open mapping.

Proof: Let f : Ω −→ C be a holomorphic function and let U be any open subset of Ω.

We must show that f (U) is an open set in C. Let w0 ∈ f (U) be any arbitrary point,
say, w0 = f (z0 ), z0 ∈ U. For simplicity, we may assume that z0 = 0 = w0 and then we
have to show that f (U) contains a neighbourhood of 0.
Let ǫ > 0 be such that V := Bǫ (0) ⊂ U and f (z) 6= 0 for |z| = ǫ. Such a choice is possi-
ble because the set of zeros of f is discrete. It follows that 0 < δ := inf {|f (z)| : |z| = ǫ}.
Suppose w ∈ C is such that |w| < δ and w 6∈ f (V ). Put g(z) = f (z) − w, z ∈ V. Then
g is holomorphic on V and does not vanish. Therefore 1/g is holomorphic in V and by
maximum principle it follows that
1 1
|w|−1 = |g(0)−1| < sup{ = .
|f (z) − w| : z ∈ ∂V δ − |w|

It follows that |w| > δ/2. We conclude that Bδ/2 (0) ⊂ f (V ). This completes the proof.
♠

Remark 5.2.1 Thus it is clear that if f : Ω −→ C is a non constant holomorphic

mapping on a non empty open set, then f (Ω) cannot be contained in any contour.

As a corollary, we can now drop the continuity condition on f −1 , as well as the

condition of non vanishing of f ′ in lemma 2.4.1.

Theorem 5.2.2 Branch Theorem: Let f be a holomorphic in an open set Ω and be

injective. Then f −1 : f (Ω) −→ Ω is holomorphic.

Proof: Given z0 ∈ Ω, it follows from theorem 7.2.1, that f ′ (z0 ) 6= 0. From theorem 7.2.2,
it follows that f is an open mapping. Since f is injective, this is the same as saying
f −1 : f (Ω) −→ Ω is continuous. The rest of the proof is as in the lemma 2.4.1. ♠
For sharper results, you have wait till chapter 7.

Exercise 5.2 ??
208 5.3 Singularities

5.3 Singularities
Let Ω be a domain in C. If f (z) is a function on a subset of Ω then the points at
which f is not defined or those points at which f is not holomorphic are referred to as
singularities of f. We shall restrict ourselves to the study of isolated singularities only.

Definition 5.3.1 A point z ∈ Ω is called an isolated singularity of f if f is defined and

holomorphic in a neighborhood of z except perhaps at z.

Remark 5.3.1 In obtaining Cauchy’s theorem and integral formulae, the very first
step was Cauchy-Goursat theorem 4.3.1 in which we began with the hypothesis that
the function under consideration is holomorphic throughout a domain Ω. Later on we
weakened this hypothesis to include those functions f which are continuous in Ω and
holomorphic on Ω\A, where A is a discrete subset (theorem 4.3.2). This was very crucial
for us in that, it was needed in obtaining Cauchy’s integral formulae, since, even if we
begin with a holomorphic function f, we had to apply the theorem to the function of
the form
f (z) − f (z0 )
z − z0
which apparently, is holomorphic in Ω \ {z0 } and we do not (yet) know whether it is
holomorphic at z0 or not. Of course, we know how to make it continuous at z0 , viz, by
taking the limit which turns out to be f ′ (z0 ).
Choose a small disc D ⊂ Ω around a given point a ∈ A such that D ∩ A = {a}.
Proposition 4.1.3 tells us that the function defined by
Z
1 f (ξ)
dξ (5.3)
2πı ∂D ξ − z

is holomorphic in the interior of D with the mere assumption that f (ξ) is continuous on
∂D. Now Cauchy’s theorem says that this function is equal to f (z) at all points of D
except possibly at a. Therefore, if we re-define f (a) by the formula
Z
1 f (ξ)
dξ
2πı ∂D ξ − a

then f is holomorphic on the whole of D.

This way, taking points of A one by one, we can extend f defined and holomorphic on
Ω \ A to the whole of Ω, as a holomorphic function. We shall summarize this discussion
in the following theorem, in a precise form.
Ch. 5 Zeros and Poles 209

Theorem 5.3.1 Riemann’s Removable Singularity Let Ω be a region, a ∈ Ω be

any point. Suppose f is holomorphic in Ω \ {a}. Then the following conditions are
equivalent:
(a) There is a holomorphic function fˆ on Ω such that fˆ(z)f (z), z ∈ Ω \ {a}, i.e., a is a
removable singularity of f.
(b) limz→a f (z) exists.
(c) f is bounded in a nbd of a.
(d) limz→a (z − a)f (z) = 0.

Proof: (a) =⇒ (b) =⇒ (c) =⇒ (d) are obvious. Also, we know that the hard work, if
at all is in proving (d) =⇒ (a). In the above discussion, we have seen a proof of (b) =⇒
(a) since the condition (b) allows us to extend f continuously at a.
We shall now prove (d) =⇒ (b). Consider the function g(z) = (z − a)f (z). Then g
satisfies (b) and hence can be extended holomorphically to a function ĝ on Ω. In fact
ĝ(a) = 0. Suppose the order of this zero is k(≥ 1). Then there exists a holomorphic
function h in Ω such that ĝ(z) = (z − a)k h(z). Therefore for all zΩ \ {a}, we have
f (z) = (z − a)k−1 h(z). But the RHS is holomorphic in Ω and hence (b) follows. ♠.

Remark 5.3.2 Thus the only essential ftway a removable singularity a can arise is by
taking a genuine holomorphic function f around this point and then brutally redefining
its value to be something else only at a or merely pretending as if f is not defined at
a. In practice however, it often arises when we divide on holomorphic function with
another; some of the points at which both functions vanish may now become removable
sin z
singularities. A typical example is z
which is discussed in detail in example 5.3.7.

Example 5.3.1 Non-existence of the nth root function: Let Ω be any disc around
√
0. We shall show that there is no single valued holomorphic branch of n z defined
throughout the punctured disc Ω′ = Ω \ {0} for n ≥ 2. Assuming g to be such a
function we observe that g is bounded in Ω′ and hence has a removable singularity at
0. Hence, we can extend g to the whole of Ω so that g n (z) = z on the whole of Ω. Now
differentiate this identity to obtain ng n−1(z)g ′ (z) = 1 for all z ∈ Ω. But, since g n (0) = 0,
we have, g n−1(0) = 0. Hence, plugging in z = 0 in the last equation, we get 0 = 1 which
is absurd.

Example 5.3.2
210 5.3 Singularities

1. If p(z) is a polynomial, then 1/p(z) has all its singularities isolated and these are
nothing but the zeros of p(z).

2. Since for any holomorphic function f, the zeros of f are isolated, it follows that
all the singularities of 1/f are isolated.

3. Natural examples of holomorphic functions which have non isolated singularities

are branches of logarithmic function and inverse-trigonometric functions. For in-
stance, Ln(z) has singularities along the negative real axis.

Definition 5.3.2 Let now z = a be an isolated singularity of f . Suppose f (z) →

∞ as z → a. We then say that f (z) has a pole at z = a, or z = a is a pole of f (z). Since
f (z) → ∞ as z → a, ∃ δ > 0 such that Bδ (a) ⊂ Ω and f (z) 6= 0 in Bδ (a). Consider
g(z) = 1/f (z) on Bδ (a) \ {a} =: Ω′ . Then g(z) is holomorphic on Ω′ and is bounded.
Hence z = a is a removable singularity of g(z). Observe that g(z) → 0 as z → a and
so we are forced to define g(a) = 0 in order to obtain a holomorphic extension of g on
Bδ (a). Suppose a is a zero of g of order k. Then we say that a is a pole of order k of f .
In this case, from remark 5.1.2, it follows that

f (z) = (z − a)−k fk (z) (5.4)

for all z in a neighborhood of a, where fk (z) is holomorphic and fk (a) 6= 0.

The simplest example of a function with a pole at z = 0 of order k is 1/z k .

Definition 5.3.3 A function which has all its singularities, if any, as poles, is called a
meromorphic function in Ω.

Remark 5.3.3 Observe that the poles of a meromorphic function are required to be
isolated. Typical examples of meromorphic functions that we came across already are
the rational functions. Sums, products and scalar multiples of meromorphic functions
are meromorphic. If f and g are non zero meromorphic functions then so is f /g. (Thus,
the set of all meromorphic functions on Ω becomes a field, denoted by M(Ω).) Further,
the zeros of g become poles of f /g, in general. However, if z = a is a common zero of
f and g, it becomes a removable singularity of f /g provided the order of the zero of f
at a is bigger than or equal to that of g. A typical example of this type is (sin z)/z,
discussed in detail in the example below.
Ch. 5 Zeros and Poles 211

Definition 5.3.4 Let f have a pole of order k at z = a and consider fk (z) = (z−a)k f (z),
and apply the Taylor’s expansion:

fk (z) = b′0 + b′1 (z − a) + · · · + b′k−1 (z − a)k−1 + φ(z)(z − a)k

where φ is holomorphic in a nbd of z = a. For z 6= a, we can divide this expression by

(z − a)k and write b1 = b′k−1 , b2 = b′k−2 , . . . , bk = b′0 , to obtain

bk bk−1 b1
f (z) = k
+ k−1
+···+ + φ(z). (5.5)
(z − a) (z − a) (z − a)

The sum of terms which involve bi is called the principal part or the singular part of
f (z) at z = a. Observe that f minus its singular part is a holomorphic function.
Further, if we write Taylor’s expansion for φ(z) on the rhs above, what we get is
called a Laurent1 expansion for f (z) (more about them in section 5.3).

Example 5.3.3 Partial Fractions For a rational function f = P/Q, where P and Q
have no common factors, the singularities are all poles, and they are precisely the zeros
P (z)
of Q. If a is a zero of Q of order k then in the expression (5.5) for f (z) = Q(z)
, the
term φ(z) on the rhs is again a rational function, being the difference of two rational
functions. We also know that it is holomorphic at a and hence has number of poles one
less than those for f (z). Repeating this process finitely many times, if a1 , . . . , ak are the
distinct zeros of Q of respective order n1 , . . . , nk , we obtain polynomials Fj of degree nj
each having contant term zero, such that
k  
P (z) X 1
− Fj
Q(z) j=1 z − aj

is a rational function which is holomorphic throughout C and hence is a polynomial

function G(z). Thus we obtain an expression
k
P (z) X 1
= Fj ( ) + G(z) (5.6)
Q(z) j=1
z − aj

which is called the partial fraction representation of the rational function f (z). Note
that if we consider the point at infinity as well into the discussion, the polynomial G(z)
is nothing but the singular part of P (z)/Q(z) at ∞ except for the constant term. It can
1
Pierre Alphonse Laurent (1813-1854) was a French Engineer cum mathematician who proved this
theorem around 1843.
212 5.3 Singularities

be directly computed by carrying out division of P (z) by Q(z) till its degree becomes
smaller than that of Q(z). In practice, there are at least two well known methods for
computing the polynomials Fj , neither of which can claim to be better than the other
except in certain situations. We shall illustrate this, with a number of examples below.
In Chapter 8, we shall generalize this to all meromorphic functions.

Remark 5.3.4 The coefficients bj in (5.5) are given by the integral formula

Z
1
bj = (z − a)j−1 f (z) dz (5.7)
2πı Ca

where Ca is a small circle centered at a and oriented counter clockwise. Putting g(z) =
(z − a)k f (z) where k is the order of the pole a, and using Cauchy Integral formula for
derivatives, we obtain

g (k−j) (a)
bj = (k−j)!
. (5.8)

Example 5.3.4 For a 6= b, consider the partial fraction development

m
X αj X βj n
1
= +
(z − a)m (z − b)n j=1
(z − a)j j=1
(z − b)j

1 1
Put φ(z) = m
; ψ(z) = . Let Ca be a ‘small’ circle centered at a. Then
(z − a) (z − b)n
from (5.7), we have,
Z
1 ψ(z)
αj = dz
2πı Ca (z − a)m−j+1

m+n−j−1
ψ (m−j) (a) m−j
= = (−1)m−j .
(m − j)! (a − b)m+n−j

Likewise, we have,

m+n−j−1
n−j
βj = (−1)n−j .
(b − a)m+n−j

Example 5.3.5 Paravartya Sutra Let us obtain the partial fraction development of
z3
f (z) = z 2 −1
by the school-algebra method. The division of z 3 by z 2 − 1 yields

z
f (z) = z + .
z2 −1
Ch. 5 Zeros and Poles 213

Since z 2 − 1 = (z + 1)(z − 1) has ±1 as simple roots, we seek to find two constats b1 , b2

such that
z b1 b2
= + .
z2 −1 z+1 z−1
Upon clearing the denominator, we obtain

z = b1 (z − 1) + b2 (z + 1)

Putting z = 1 and z = −1 yields respectively, b1 = b2 = 1/2. This is indeed the ancient

Indian method called ‘Paravartya Sutra’, which is very effictive when all poles are simple
poles. The same result can be arrived at by applying the integral formula (5.7). Verify
this.

1
Example 5.3.6 Here let us take f (z) = (z−1)z 2 (z+1)3
. Of course, G(z) = 0 here. Looking
at the factors of the denominator, we write
a b1 b2 c1 c2 c3
f (z) = + + 2+ + + .
z−1 z z z + 1 (z + 1)2 (z + 1)3

By clearing the denominator we get, 1 = az 2 (z +1)3 +b1 (z −1)z(z +1)3 +b2 (z −1)(z +1)3
+ c1 (z − 1)z 2 (z + 1)2 + c2 (z − 1)z 2 (z + 1) + c3 (z − 1)z 2 .
We can now combine Paravartya Sutra above with some other cleverness. Putting
z = 1, 0, −1 respectively, yields a = 1/8, b2 = −1, and c3 = −1/2. Substituting these
values we get polynomial identity of degree 2. By substituting for z any three values
other than −1, 0, 1 we can now obtain three equations which can be solved for b1 , c1 , c2 .
We shall follow another sure-fire method here: Differentiate the above equation once
and put z = 0 to get

0 = · · · + b1 [(z − 1)(z + 1)3 ] + b2 [(z + 1)3 + 2(z − 1)(z + 1)2 ] + · · · = −b1 − 2b2

where we have not bothered to write down the terms which have z as a factor. This
gives b1 = 2. Likewise, by ignoring the terms which have (z + 1) as a factor we get

0 = · · · + c2 [(z − 1)z 2 + · · · ] + c3 [z 2 + 2(−1)z] = −2c2 + 5c3

and hence c2 = −5/4. Similarly differentiating twice and putting z = −1 we get 0 =

−4c1 + 10c2 − 8c3 which gives c1 = −21/4.

Remark 5.3.5
214 5.3 Singularities

1. Observe that, if z = a is a pole of f then it follows from the above analysis that
for some positive integer n, we have, lim |z − a|n |f (z)| = 0. In fact, this is so for
z→a
all n greater than the order of the pole.

2. If f has a pole of order k at z = a and g is holomorphic at z = a, then f + g also

has a pole of order k at z = a.

3. At a removable singularity we could redefine the function so that it becomes holo-

morphic. At a pole, the situation is only a little worse. If we think of f as taking
b then we can assign the value ∞ to f at the pole so that the new
values in C,
function is now continuous. Indeed, in a neighborhood of the pole, 1/f becomes
complex differentiable. Thus, a meromorphic function f on a domain Ω is indeed
a holomorphic function f : Ω −→ C. b In this sense, not only poles and zeros of
a meromorphic functions should be treated on par qualitatively, we can just talk
b
about the solution set of the equation f (z) = w for any w ∈ C.

4. Following the line of thought in (3) for a meromorphic function, we say an integer
k is the algebraic order of f at a if either a is a zero of order k when k > 0 or a is
a pole of order −k when k < 0. Of course, if k = 0 this terminology means that f
is holomorphic at a and f (a) 6= 0.
We shall now consider the case, when the singularity is indeed quite bad.

Definition 5.3.5 Let z = a be an isolated singularity of f 6≡ 0. It may turn out that

z = a is neither a removable singularity nor a pole. Such a singularity is called an
essential singularity.

Theorem 5.3.2 Let a be an isolated singularity of f. Then a is an essential singularity

iff for no real number r, the limit limz→a |(z − a)|r |f (z)| exists.

Proof: We have already seen that if a is either a removable singularity or a pole, then
there exists a positive integer r such that the above limit exists, indeed r = 1 in the
former case and r = k + 1 in the latter case, where k is the order of the pole.
Conversely, assume that we have such real number r. Then for any integer n > r, we
have |z − a|n |f (z)| −→ 0. Therefore the function g(z) = (z − a)n−1 f (z) has a removable
singularity at a. Therefore a is a zero of g of order m ≥ 0 and we can write g(z) =
(z − a)m h(z), where h is a holomorphic function in a nbd of a and h(a) 6= 0. Therefore
f (z) = (z − a)m−n+1 h(z) for all z 6= a in a nbd of a. This clearly means that z = a is
Ch. 5 Zeros and Poles 215

either a removable singularity (when m ≥ n − 1) or a pole (when m < n − 1). That is,
it is not an essential singularity. ♠
The following theorem which can be named as arbitrary theorem describes the nature
of f near an essential singularity.

Theorem 5.3.3 Casorati2 -Weierstrass : Let f be holomorphic in Br (a) \ {a} and let
a be an essential singularity of f. Then f takes values arbitrarily close to any arbitrary
complex number inside any arbitrary neighborhood of a.

Proof: Given w ∈ C and two positive real numbers δ1 , δ2 we must show that

f (Bδ1 (a) \ {a}) ∩ Bδ2 (w) 6= ∅.

Assuming on the contrary, there exists w ∈ C and δ1 , δ2 > 0 such that we have
1
|f (z) − w| ≥ δ2 for all z ∈ Bδ1 (a) \ {a}. Therefore the function g(z) = is
f (z) − w
holomorphic and bounded in Bδ1 (a) \ {a}. Therefore a is a removable singularity of g.
We can then write g(z) = (z − a)k h(z), where k ≥ 0 is some integer, h is holomorphic
1
in Bδ1 (a) and h(a) 6= 0. This means f (z) = w + has either a removable
(z − a)k h(z)
singularity or a pole at a. This contradicts the hypothesis. ♠

Remark 5.3.6 This remarkable theorem tells us how wildly a function behaves near an
essential singularity. It means that the closure of the image under f of any punctured
ball around a is the whole of C. This will not surprise you if you realize that in the study
of functions of 1-variable, there are discontinuities of a function at which the function
oscillates. A typical example of this is the topologist’s sine-curve {(x, sin x1 ) : x > 0}.
The curve “approaches’ every point on the y-axis between (0, 1) and (0, −1). This curve is
exploited for various pathological purposes by topologists. The nature of a holomorphic
function at an essential singularity is similar, but much wilder. In fact, it is much wilder
than Casorati-Weierstrass: If a is an essential isolated singularity of f, then there exists
w ∈ C such that for every δ > 0, f (Bδ (a)) ⊃ C \ {w}. This is called the ‘big’ Picard3
Theorem, which we shall prove in the last chapter.

Example 5.3.7
2
Falice Casorati(1835-1890) was an Italian Mathematician. He discovered this result in 1868. After
eight years, Weierstrass proved this independently.
3
Charles Emile Picard(1856-1941) a French mathematician chiefly known for his contribution to
the theory of analytic functions, existence of solutions of ordinary differential equations, geometry of
algebraic surfaces and analytical study of heat, elasticity and electricity.
216 5.3 Singularities

sin z
1. Consider the function f (z) = 6 0. Obviously z = 0 is an isolated singu-
,z=
z
larity. We easily see that lim zf (z) = 0. Hence, z = 0 is a removable singularity.
z→0
Also we see that lim f (z) = 1. So we can define f (0) = 1 and make f holomorphic
z→0
at z = 0 also.
Ln (1 + z)
2. Let us now consider g(z) = , z 6= 0. Clearly, g is defined and holomor-
z2
phic in B1 (0)\{0}. Observe that lim g(z) = ∞, and hence z = 0 is a pole of g. To de-
z→0
termine the order of the pole, we write Taylor’s expansion of Ln (1+z) = z+z 2 φ(z)
1
up to order 2 terms and divide by z 2 to see that g(z) = + φ(z). Thus we conclude
z
that the order of the pole is 1.

3. Let now h(z) = e1/z , z 6= 0. Then clearly z = 0 is an isolated singularity. We

observe that, for r > 0, and for any positive integer n,
 
n n 1 1 1
r h(r) > r 1 + + · · · + > .
r n!r n+1 n!r
Therefore, it follows that, for any positive integer n, lim |z n h(z)| =
6 0. From our
z→0
earlier remark, this implies that z = 0 is an essential singularity of h. (This can
also be seen by checking that for real y, the quantity e1/ıy oscillates as y −→ 0.)

Remark 5.3.7

1. The discussion of isolated singularity can be carried out for the point z = ∞ as
well. To begin with we need that the function is defined and holomorphic in a
neighborhood of infinity, i.e., in |z| > M for some sufficiently large M. We say
that ∞ is a removable singularity or a pole of f iff
 
 f (z) 
lim  =0
z→∞  z n 

for some integer n. (If this integer can be chosen to be ≤ 1, then ∞ is a removable
singularity, otherwise, it is a pole.) Observe that this is the same as saying that 0
is a removable singularity or a pole for g(z) = f (1/z).

2. With this terminology, as seen in remark 5.3.5.3, we can now consider domains
b for holomorphic functions with values in C.
Ω ⊂ C b Note that they are not the
same as meromorphic functions Ω \ {∞} → C.

3. The simplest examples are polynomial functions of degree d ≥ 1. They have a pole
only at ∞ and the order of the pole is d. More generally, any rational function
Ch. 5 Zeros and Poles 217

of positive degree d has a pole of order d at ∞; if the degree d is ≤ 0, then it is

a removable singularity. Note that if f, g : Ω −→ C b are holomorphic functions,
b In
then f + g and f g make sense and are both holomorphic functions Ω −→ C.
particular, if ∞ is a removable singularity or a pole of f then so it is for pf, where
p is a polynomial. Thus, we know that any rational function can be treated as
b −→ C.
a holomorphic function C b The following theorem, which can be proved in
different ways, is a converse to this.

b −→ C
Theorem 5.3.4 Let f : C b be a holomorphic function. Then f is a rational
function.

Proof: Recall that this just means that f is a meromorphic function on C with ∞ as
a removable singularity or a pole. So, in a nbd of ∞, f is holomorphic and hence the
number of poles of f in C is bounded. Being a bounded isolated set, the set of all poles
of f is finite. [See exercise 5.3.5 and 5.3.6.] Say, z1 , . . . , zm are the poles with respective
order k1 , . . . , km . Put g(z) = (z − z1 )k1 · · · (z − zm )km f (z). Then g is an entire function
which still has a removable singularity or a pole at ∞, and hence limz→∞ z −n g(z) = 0
for some integer n ≥ 0. Being an entire function, g has a power series representation
around 0 valid in the whole plane. In particular, we have the Taylor’s expansion

g (n−1) (0) n−1

g(z) = g(0) + g (1) (0)z + · · · + z + gn (z)z n
(n − 1)!

where gn is an entire function. It follows that limz→∞ gn (z) = 0. By Liouville’s theorem,

gn ≡ 0. This means that g is a polynomial and hence f is a rational function. ♠

b consists
Corollary 5.3.1 The group of all automorphisms of the Riemann sphere C
precisely of all fractional linear transformations.

b Conversely, let
Proof: We already know that every flt defines an automorphism of C.
b →C
f :C b be an automorphism. By the above theorem f = P , where P, Q are both
Q
polynomials without any common factors, say. Let a, b be the leading coefficients of P, Q
respectively. Pick up any w ∈ C such that w 6= a/b. Then if P or Q is of degree bigger
than 1, it follows that P (z) − wQ(z) is a polynomial of degree bigger than 1. Therefore
it has more than one root say z1 , z2 . But then f (z1 ) = w = f (z2 ) and hence f is not
one-one. Therefore both P and Q are of degree ≤ 1. This means f is a fractional linear
transformation. ♠
218 5.3 Singularities

Corollary 5.3.2 The group of all automorphisms of the plane C consists precisesly
affine transfomrations z 7→ az + b, with a ∈ C∗ , b ∈ C.
Proof: That the above maps are actually automorphisms of the plane is obvious. We
have to prove the converse. So, let f : C → C be a bijective holomorphic mapping such
that f −1 is also holomorphic. Then first of all by continuity of f −1 it follows that if K
is a compact subset of C then f −1 (K) is compact. This implies that if zn → ∞ then
f (zn ) → inf ty. Therefore, ∞ is a pole of f. In particular, f extends to a holomorphic
mapping fˆ : Cb→C b where fˆ(∞) = ∞. Since the same applies to f −1 as well it follows
that fˆ is an automorphism of C.
b From the corollary above, we conclude that fˆ is a
fractional linear transformation. Since this takes C to C it is actually an affine linear
transformation, i.e., f (z) = az + b for some a, b ∈ C. Clearly a 6= 0. ♠

Exercise 5.3
1. Let f = p/q be a rational function. Put d = deg p − deg q. Prove the following:
(a) If d > 0 then ∞ is pole of f of order d.
(b) If d < 0 then ∞ is a zero of order −d.
(c) If d = 0 then ∞ is a removable singularity and the value of f at ∞ is equal to
a0 /b0 , where a0 and b0 are the leading coefficients of p and q respectively.

2. If f and g are having algebraic order h and k respectively at z = a, show that

(a) f + g has order ≤ max{h, k}.
(b) f g has order h + k.
(c) f /g has order h − k.
(d) f ′ has order h − 1, if h 6= 0.

3. Let M(Ω) denote the set of all meromorphic functions in a domain Ω. Show that
M(Ω) is a field and contains the integral domain H(Ω). [Indeed, M(Ω) is the
quotient field of H(Ω). Trying to prove this leads to the so called ‘Mittag-Leffler
problem’. We shall not handle it at this stage.]

4. For each of the following functions determine the nature of the singularity at z = 0.
Whenever it is a removable singularity, find the value of the function at z = 0.
Whenever it is a pole find the singular part.
cos z cos z − 1 cos(z −1 ) −1
(a) ; (b) 2
; (c) −1
; (d) ez ;
z z z
2
z +1 1 1
(e) ; (f ) (1 − ez )−1 ; (g) z sin ; (h) z 2n+1 sin .
z(z − 1) z z
Ch. 5 Zeros and Poles 219

5. Let {zn } be a sequence of points with w as the limit point. Suppose further that
(a) f (zn ) = 0 for all n or
(b) f has a pole at zn for all n.
Show that w is a singularity of f. Show that in either case, f behaves as described
in Casorati-Weierstrass at the point w. [In view of our theme of treating zeros
and poles on par, we now detect a defect in our treatment of singularities, i.e, we
should have allowed points a of the type (b) also in our treatment, even though
it is not an isolated singularity, for, it is an isolated singularity of 1/f. With such
terminology, we would then be able to call the singularity of the above type also
as an essential singularity.]

6. Let f be a meromorphic function in a domain Ω. Then show that the set of poles
of f is a discrete subset of Ω.

7. Let z0 be an isolated singularity of f. If ℜ(f ) or ℑ(f ) is bounded in some neigh-

borhood of z0 , then show that z0 is a removable singularity of f.

8. Let ζ denote a primitive nth root of unity. Prove the formula

n
X ζr
1
= . (5.9)
zn − 1 j=1
z − ζ r

(Hint: See 1.9.4)

9. Let ζ be a primitive nth root of unity:

Prove the formula:

n−1
X 1 n−1
r
= . (5.10)
r=1
1−ζ 2

10. Use (5.10) to prove the following partial fraction formula:

n−1
!  r 
1 1 X ζ 2r 1−n ζ
n 2
= 2 r 2
+ 2
. (5.11)
(z − 1) n r=0
(z − ζ ) n z − ζr

∗ 1
11. Obtain partial fraction development of , where m, n are arbitrary pos-
(z n − 1)m
itive integers.
220 5.4 Laurent Series

5.4 Laurent Series

A holomorphic function around z = a has a series representation with non negatives
powers of (z − a). On the other if z = a is a pole then we have Laurent expansion
in which negative powers of (z − a) occur but are finitely many. What happens at an
essential singularity? The natural answer seems to be that the number non zero negative
poewers is infinite. Indeed, this turns out to be the right answer as we shall see now.
We begin with a few easy lemmas:

P
Lemma 5.4.1 Let S(X) = n an tn be a formal power series with radius of convergence,
0 < ρ ≤ ∞. Then f (z) := S(1/z) for |z| > 1/ρ, defines a holomorphic function.

Proof: We know that the power series S defines a holomorphic function g(w) = S(w) in
|w| < ρ. On the other hand the function z 7→ 1
z
is a holomorphic function on C∗ and takes
the domain |z| > 1/ρ inside |w| = |1/z| < ρ. Taking the composite z 7→ 1/z 7→ S(1/z),
we get the result. ♠.
P n
Thus a series of the form n<0 bn z can be thought of as a power series in 1/z. Recall
that any holomorphic function is a disc is represented by a single convergent power series.
Notice that the situation here is similar, the function S(1/z) is represented throughout
|z| > 1/ρ by a single series. This is the reason we should pay a little more attention to
this case. So, let us make a definition.

Definition 5.4.1 By a Laurent series with center z0 , we mean a sum of the form
X X
bn (z − z0 )n + an (z − z0 )n .
n<0 n≥0

A Laurent series is said to be convergent at a point z if both the series above are con-
vergent at z. If this happens for a function in a domain Ω then the function which is the
sum of these two series is said to have a ‘Laurent series representation’.

In what follows, we shall always consider Laurent series with center z0 = 0. Results
for the general case would follow if we merely replace z by z − z0 .
For 0 ≤ r1 < r2 ≤ ∞ and a ∈ C introduce the notation for the annular domain

A(a; r1 , r2 ) = {z ∈ C : r1 < |z − a| < r2 }. (5.12)

In particular, let A(r1 , r2 ) = A(0; r1 , r2 ).

Ch. 5 Zeros and Poles 221
X
Suppose that S(t) = b−n tn has radius of convergence ρ = 1/r, and the series
X n>0
n
T (t) = an t has radius of convergence R. Then it follows that f (z) = S(1/z) + T (z)
n≥0
is holomorphic in the annular domain r < |z| < R, which is the common region of
convergence of both the series. In the following theorem, we will prove the converse to
this result.

Lemma 5.4.2 Let Ω be a holomorphic function on A(0; r1 , r2 ). Then the function h :

R
r 7→ |z|=r f (z)dz is a constant on the interval (r1 , r2 ).
Z 2π Z 2π
ıθ ıθ
Proof: Consider, h(r) = f (re )re ı dθ = ı g(reıθ ) dθ, where g(z) = f (z)z.
0 0
Now for any holomorphic function g, we have
∂g ∂g
= g ′ (reıθ )reıθ ı; = g ′ (reıθ )eıθ .
∂θ ∂r
Since g is holomorphic,
Z 2π by differentiating
Z 2π under the integral sign, we have,
dh 1 ∂g 1
=ı g ′ (reıθ )eıθ dθ = dθ = [g(r) − g(r)] = 0. ♠
dr 0 r 0 ∂θ r
Remark 5.4.1 This lemma can be also derived directly from Cauhcy’s Theorem II-
version 4.4.2.

Lemma 5.4.3 Let Ω be a holomorphic function on A = (r1 , r2 ). Let r1 < ρ1 < ρ2 < r2 .
Then for ρ1 < |z| < ρ2 , we have

Z Z
1 f (w) 1 f (w)
f (z) = dw − dw. (5.13)
2πı |w|=ρ2 w−z 2πı |w|=ρ1 w−z

Proof: Define g : A(r1 , r2 ) −→ C by


 f (w) − f (z) , w 6= z
g(w) = w−z
 ′
f (z), w = z.

Then g is holomorphic in A and hence, by lemma 5.4.2,

Z Z
g(w)dw = g(w)dw.
|w|=ρ2 |w|=ρ1

We also have (
Z
dw 2πı, |z| < ρ,
=
|w|=ρ w − z 0, |z| > ρ.
222 5.4 Laurent Series

(See example 4.20). Therefore,

Z Z
f (w) f (w)
dw − 2πıf (z) = dw
|w|=ρ2 w−z |w|=ρ1 w−z

which proves (5.13).

Theorem 5.4.1 Laurent Series : Let 0 ≤ r1 < r2 ≤ ∞, and let f be holomor-

∞
X
phic in the annulus A(r1 , r2 ). Then there exists a unique Laurent series, cn z n which
−∞
is uniformly and absolutely convergent to f on every closed and bounded subset of A.
Moreover, the coefficients cm are given by

Z
1 f (w)
cm := dw (5.14)
2πı |z|=r w m+1

for any r1 < r < r2 and for all m ∈ Z.

∞
X
Proof: First we shall prove the uniqueness part. Assuming that f (z) = cn z n is
−∞
uniformly and absolutely convergent on every compact subset of A, we shall show that
5.14 holds: Let r be such that r1 < r < r2 and C be the circle of radius r. Then

Z Z
cm dw cm wm
cm = = dw
2πı C w 2πı C w m+1

Z P∞ n Z
1 −∞ cn w 1 f (w)
= dw = dw.
2πı C w m+1 2πı C w m+1

Here the third equality is valid because term-by-term integration is valid and all integrals
except the mth one vanish. This shows the uniqueness. It also tells us what to do in
order to prove the existence i.e., taking cm as given above, we have to prove that the
corresponding Laurent series converges to f (z) in Ω.
The first thing to observe is that by lemma 5.4.2, cm defined as above does not
depend upon the choice of r.
Ch. 5 Zeros and Poles 223

r2

ρ2
C2
ρ
1

C1 r1

Fig. 25

Now fix ρ1 and ρ2 as above, and let |z| < ρ2 . Then for |w| = ρ2 , we have,
    ∞
X
1 1 1 1 z z2 zn
= = 1 + + 2 + ···+ =
w−z w 1 − z/w w w w 0
w n+1
and the series is uniformly convergent on compact subsets of Bρ2 (0). Indeed, the con-
vergence is uniform on compact subsets, with respect to both the variables z and w.
Therefore, we can multiply both sides by f (w) and then integrate term-by-term on the
circle C2 , to obtain,

Z X ∞
1 f (w)
dw = cn z n . (5.15)
2πı C2 w−z 0

Similarly, for |w| = ρ1 , and |z| > ρ1 , we have,

X wm ∞
1 1
=− =−
w−z z(1 − w/z) 0
z m+1

which in turn yields,

Z X ∞  Z  −1
X
1 f (w) 1 m −m−1
dw = − f (w)w dw z =− cn z n (5.16)
2πı C1 w−z 0
2πı C1 −∞

(by putting n = −m − 1).

Finally, from lemma 5.4.3, it follows that
Z Z ∞
1 f (w)dw 1 f (w)dw X
f (z) = − = cn z n ,
2πı |w|=ρ2 w − z 2πı |w|=ρ1 w − z −∞
224 5.4 Laurent Series

where cn are given by integrals as in the statement of the theorem. Since this is valid
for all r1 < ρ1 < ρ2 < r2 , it is valid in the annulus A. ♠

Remark 5.4.2

1. By shifting the origin at any other point z = a, we get statements similar to that
of theorem 5.4.1, for annular regions around a.

2. Take the case r1 = 0. Then z = 0 is an isolated singularity of f. This singularity

is a pole of order, say, n iff the terms in the Laurent expansion vanish precisely
below −n, i.e., cm = 0 for all m < −n and c−n 6= 0. (Of course, if this n happens
to be 0 then the singularity is removable.) This is the same as saying that the
point z = 0 is an essential singularity of f iff cm 6= 0 for infinitely many m < 0.
Z Z
+ 1 f (w)dw − 1 f (w)dw
3. Put f (z) := and f (z) := . Then we have, for
2πı C2 w − z 2πı C1 w − z
ρ1 < |z| < ρ2 ,

f (z) = f + (z) − f − (z). (5.17)

Clearly, f + is holomorphic in |z| < ρ2 and f − is holomorphic in |z| > ρ1 . Moreover,

f − (z) −→ 0 as z −→ ∞. Indeed, with these properties, using the uniqueness part
of the above theorem or otherwise, we can see that f + and f − are unique and are
given by 5.15 and 5.16 respectively. They are called the regular and principle part
of f respectively.
Indeed, observe that f + is defined and holomorphic in C \ C2 . Likewise, f − is
holomorphic in C \ C1 . Also, for |z| < ρ1 , or |z| > ρ2 , it is easily seen that
f + (z) = f − (z). This property should not be confused to mean that f + and f − are
the same.

4. It is worth noting that often when we have to prove the existence and uniqueness
of some mathematical property, the uniqueness comes handy in the proof of the
existence part. The above theorem is one such instance.

5. The integral formula for cn has tremendous theoretical importance. However, it

is not so useful in actual computation of the Laurent series, for which, we should
often depend on the geometric series expansion.

Example 5.4.1
Ch. 5 Zeros and Poles 225

1
1. Let us begin with a simple example first. Consider f (z) = . Inside the disc
1−z
|z| < 1 this has the geometric series representation,
∞
X
f (z) = zn .
0

However, on the annulus |z| > 1, we have,

−1
X
f (z) = − zn .
−∞

Let us get the Laurent series for f on |z − 2| > 1. We have,

! −1
1 1 1 1 X
f (z) = − =− =− 1 = (−1)n (z − 2)n .
z−1 z−2+1 z − 2 1 + z−2 −∞

1
2. Consider the function f (z) = . This is holomorphic in C \ {ı, −ı}. Thus,
1 + z2
given any center c, there are, in general, three regions on which we can study the
Laurent series. Of course, for some special c, two of the regions may coincide. For
instance, for c = 0 we have A1 = {z : |z| < 1} and A2 = {z : |z| > 1}. As usual,
∞
X
we get a power series in z on A1 and a power series in 1/z on A2 , viz., (−1)n z 2n ,
0
−1
X
and (−1)n−1 z 2n respectively. Now consider c = 1 + ı. Then we have to consider
−∞
three different regions: A1 = {z : |z − 1 − ı| < 1};
√
A2 = {z : 1 < |z − 1 − ı| < 5} and
√
A3 = {z : |z − 1 − ı| > 5}.
The first thing we have to do is to express f in terms of partial fractions;
1 1
f (z) = − + . (5.18)
2ı(z + ı) 2ı(z − ı)

In A1 , both the terms are holomorphic and hence we get power series in (z − 1 − ı).

X ∞
1 1
= = (−1)n (z − 1 − ı)n ; (5.19)
z−ı z−1−ı+1 0

∞  n
1 1 1 X z−1−ı
= = (−1)n . (5.20)
z+ı z − 1 − ı + 1 + 2ı 1 + 2ı 0 1 + 2ı
226 5.4 Laurent Series

Hence,
∞  
1 X n 1
f (z) = (−1) 1 − n+1
(z − 1 − ı)n .
2ı 0 (1 + 2ı)

On the annulus A2 , (5.20) still holds. However, (5.19) is no more valid. Instead,
we have,
X ∞  n
1 1 1
= (−1)n (5.21)
z−ı z−1−ı 0 z−1−ı

Therefore,
−1 ∞
!
1 X X − 1 − ı)n
n−1 n n−1 (z
f (z) = (−1) (z − 1 − ı) + (−1) .
2ı −∞ 0
(1 + 2ı)n+1

We leave it to you to figure out the details for the region A3 .

1
3. Let h(z) = , for some 0 < |a| < |b|. Once again, with center 0,
z(z − a)(z − b)
there are three regions to be discussed separately.

A1 = {z : 0 < |z| < |a|}; A2 = {z : |a| < |z| < |b|}; A3 = {z : |z| > |b|}.

By partial fractions, we have,

b−a b a
g(z) := ab(b − a)h(z) = − + . (5.22)
z z−a z−b
Consider the annulus A1 . We have,
   
b b 1 b z zn
=− =− 1+ +···+ n +··· (5.23)
z−a a 1 − z/a a a a

Likewise,
 
a a z zn
=− 1+ +···+ n +··· (5.24)
z−b b b b

Therefore,
   
b−a b z zn a z zn
h(z) = + 1+ +··· n +··· − 1+ +···+ n +···
z a  a a b b b
b − a X bn+2 − an+2
= + n+1 bn+1
zn.
z n≥0
a
Ch. 5 Zeros and Poles 227

Next consider the annulus A2 . Here (5.23) is no longer valid. Instead, we have,

   
b b 1 b a an
= = 1+ +···+ n +··· (5.25)
z−a z 1 − a/z z z z
The third summand is the holomorphic part and hence (5.24) is still valid. Hence,
we have,
   
b−a b a an a z zn
h(z) = − 1+ +···+ n +··· − 1+ +···+ n +···
z z z z b b b
a b X  a m a X  z n
= − − − .
z a m≥2 z b n≥0 b
We leave it to the reader to write down the Laurent series for g in the annulus A3 ,
as an exercise.

Exercise 5.4
1. Obtain Laurent series expansion for the following functions in the respective an-
nuli:
1 √
(a) f (z) = ; {z : |z − 1 − ı| > 5}.
1 + z2
1
(b) ; {z : |z| > b}, 0 < a < b.
z(z − a)(z − b)

1
2. Find the Laurent series representations of around 0, 1, and 2 in all
z(z − 1)(z − 2)
possible annuli.

3. Show that for all positive integers k, the Laurent series development of exp (z −k )
in C \ {0} is
1 1 1
1+
k
+ 2k
+···+ +··· .
z 2!z n!z nk
P P∞
4. Two Laurent series ∞ n
−∞ an z and
n
−∞ bn z converge to the same function in an
open annulus. Show that an = bn for all integers.

5. What is the region of convergence of the Laurent series in each of the following
cases:∞ ∞ ∞ ∞
X zn X zn X (z − 1)2n X (z − 3)2n
(a) |n|
(b) ; (c) ; (d) .
−∞
2 −∞
(|n|)! −∞
n2 + 1 −∞
(n2 + 1)n

6. In each of the following cases, determine types of singularities and the principal
parts:
sin z
(a) k , k ∈ N; (b) cos(1/z) sin(1/z).
z
228 5.5 Residues

5.5 Residues
Given a function f with an isolated singularity at a, and a circle C around a, putting
f = f + + f − , as in (5.17), we see that
Z Z
f (z)dz = f − (z)dz, (5.26)
C C

since the integral of the regular part vanishes. Also, since for any n ≥ 2, the function
z −n has a primitive all over the circle |z − a| = r, we have
Z
dz
n
= 0. (5.27)
|z−a|=r (z − a)

Thus the only term which contributes to the integral (5.26) is the 1/z-part of f which
we shall now study.

Definition 5.5.1 Let f be a function on a domain Ω with the set of isolated singularities
denoted by S. To each a ∈ S consider an annulus region 0 < |z − a|Z< δ contained in
1
Ω \ S. Let C be a circle around a, inside this annulus. We know that dz = 2πı.
C z −a
(See 4.20.) Treating this as a normalizing factor, we define the numbers
Z
1
Ra (f ) := Resa (f ) = f (z) dz. (5.28)
2πı C

We call Ra (f ) the residue of f at z = a. Often, we may drop the function from the
notation, when there is no confusion and use the notation Ra or Resa .

Lemma 5.5.1 The residue of f at an isolated singularity z = a is the unique number

Ra such that the function
Ra
g(z) := f (z) − (5.29)
z−a
has a primitive in the whole of the annulus 0 < |z − a| < δ. Also, then Ra is equal to
the coefficient of (z − a)−1 in the Laurent expansion of f around a.
∞
X
Proof: Let f (z) = cn (z − a)n , be the Laurent series representation of f in a disc
−∞
around a. All powers of (z −a) except n = −1 have primitives in the punctured disc, and
term-by-term differentiation is valid. Hence, if g is as defined in (5.29), with Ra = c−1 ,
then g has a primitive. Also, since term-by-term integration is valid, it follows that
Z Z
1 1 c−1
Ra (f ) = f (z)dz = dz = c−1 ,
2πı C 2πı C (z − a)
Ch. 5 Zeros and Poles 229

which also proves the uniqueness of Ra (f ) with the said property. ♠

The following theorem is of practical importance in computing the residues at poles,
without writing down the Laurent expansion.

Theorem 5.5.1 Let a be a pole of order n of f and let g(z) = (z − a)n f (z) with g
holomorphic and g(a) 6= 0. Then the residue of f at a is given by

g (n−1) (a)
Ra (f ) = .
(n − 1)!
bn b1
Proof: We have, f (z) = n
+···+ + gn (z), and hence after multiplying by
(z − a) z−a
(z − a)n we obtain,

g(z) = bn + · · · + b1 (z − a)n−1 + gn (z)(z − a)n .

Differentiate (n − 1)−times and put z = a to get the result. ♠

Example 5.5.1

1. Let f (z) = ez /(z 2 − 1), z 6= ±1. Then z = ±1 are simple poles of f . To compute
the residue at z = 1, we write g(z) = ez /(z + 1) and find g(1) = e/2. Therefore
Res1 = e/2. Similarly R−1 = −e−1 /2.

2. Let f (z) = (sinh z)/z 3 := (ez − e−z )/2z 3 . Clearly z = 0 is a pole. What is the
order of this pole? Caution is needed in this type of examples. For, sinh has a zero
of order 1 at 0. Hence it follows that the order of the pole of f at 0 is 2. Therefore
the residue is given by the value of ((sinh z)/z)′ at z = 0. This can be computed
using L’Hospital’s rule (Exercise 5.1.1), as follows:
z cosh z − sinh z
Ro = lim ((sinh z)/z)′ = lim
z−→0 z−→0 z2
cosh z − z(sinh z) − cosh z
= lim
z−→0 2z
1
= lim (−z cosh z − sinh z) = 0.
2 z−→0
Alternatively, the Taylor’ expansion can be employed, whenever the method above
becomes cumbersome, for instance, when the order of the pole is high. In this
z3 z5
example, we know that sinh z = z+ + +· · · . Therefore, it follows immediately
3! 5!
sinh z
that the (1/z)-term is missing from the Laurent expansion of . Hence, R0 = 0.
z3
sinh z 1
Use this method now to show that Resz=0 4 = .
z 6
230 5.5 Residues

3. Consider the case when f (z) = g(z)p(z) where g is given by a Laurent series and
p is a polynomial:
∞
X m
X
n
g(z) = an z ; p(z) = αk z k .
−∞ 0

Then the residue of f at 0 is given by

R0 (f ) = a−1 α0 + · · · + a−k−1 αk + · · · + a−m−1 αm .

For example, if g(z) = e1/z then, the residue of f at 0 is :

αm α1
+···+ + α0 .
(m + 1)! 2!

4. Let f have a zero (or a pole) of order n (respectively −n) at a point z = a. Then
Ra (f ′ /f ) = n (resp,−n.): To see this, let m be the algebraic order of f at a. Then
we know that f (z) = (z − a)m g(z) for a holomorphic function g with g(a) 6= 0.
Now differentiate and divide by f to see that

f ′ (z) m g ′(z)
= + .
f (z) z−a g(z)

Since g(a) 6= 0, g ′ /g is holomorphic at a. Hence, f ′ /f has a simple pole at a

with Ra (f ′ /f ) = m. This m is equal to ±n according as a is zero or a pole of
f. This is often referred to as the logarithmic residue of f at z = a, because
d f ′ (z)
(ln f (z)) = .
dz f (z)

5. Let f have a simple pole at z0 and g be holomorphic. Then Rz0 (f g) = g(z0 )Rz0 (f ).
To see this, write

X ∞ X ∞
b−1
f (z) = + bj (z − z0 )j ; g(z) = cj (z − z0 )j ,
z − z0 0 0

valid in a neighborhood of z0 . Clearly, the Laurent series for f g which is the Cauchy
product of these two, has the coefficient of (z − z0 )−1 equal to c0 b−1 .

Exercise 5.5 Compute the residues at all the singular points of the following functions:
z
(a) tan z (b) cot z (c) sec z (d) e1/z (e)
sin z 2
4 ez z 5 eız
(f) (g) (h) (i) (j) .
1−z (z + πı)3 z3 − 1 (z 2 − 1)2 (1 − cos z)2
Ch. 5 Zeros and Poles 231

5.6 Winding Number

Cauchy’s formula (4.32) is a direct consequence of (4.31). In view of the discussion in
the previous section about residues, the integral on the RHS of (4.31) assumes more
importance. Indeed in order to bring out the true strength of (4.31), we need to under-
stand the integral on the right side of (4.31) thoroughly. In this section, we take up this
task, cook up a name and symbol for this integral, see some immediate applications,
and finally give a geometric recipe to compute this integral.

Lemma 5.6.1 Let Z γ be a closed contour not passing through a given point z0 . Then
dz
the integral w = is an integer multiple of 2πi.
γ z − z0

Proof: Enough to prove that ew = 1. Define

Z t
γ ′ (s)
α(t) := ds; g(t) = e−α(t) (γ(t) − z0 ); a ≤ t ≤ b.
a γ(s) − z0

Since γ is continuous and differentiable except at finitely many points, so is g. Moreover,

wherever g is differentiable, we have

g ′ (t) = −e−α(t) α′ (t)(γ(t) − z0 ) + e−α(t) γ ′ (t)

= e−α(t) (−γ ′ (t) + γ ′ (t)) = 0.

Therefore, g(t) = g(a) = γ(a) − z0 , for all t ∈ [a, b] and hence,

γ(t) − z0
eα(t) = ,
γ(a) − z0

for all t ∈ [a, b]. Since γ(a) = γ(b), it now follows that ew = eα(b) = eα(a) = 1. ♠

Definition 5.6.1 Let γ be a closed contour not passing through a point z0 . Put
Z
dz
= 2πım.
γ z − z0

Then the number m is called the winding number of the closed contour γ around the
point z0 and is denoted by η(γ, z0 ). Thus
Z
1 dz
η(γ, z0 ) := . (5.30)
2πı γ z − z0

Remark 5.6.1 In order to understand the concept of winding number let us examine
it a little closely.
232 5.6 Winding Number

1. Take z0 = 0 and γ to be any circle around 0. Then we have seen that

Z
dz
= 2πı.
γ z

In other words, η(γ, 0) = 1. So we can say that γ winds around 0 exactly once
and this coincides with our geometric intuition.

2. Now let γ be any simple closed contour contained in the interior of an open disc in
the upper half plane. Since 1/z is holomorphic Z in that disc, by corollary 4.2.2 or
dz
otherwise (it has a primitive), it follows that = 0. That means η(γ, 0) = 0.
γ z
Hence in this case, we see that the winding number is zero which again conforms
with our geometric understanding.

3. More generally, if γ is contained in a disc, then for all points z outside this disc, we
have η(γ, z) = 0. This is a simple consequence of Cauchy’s theorem 4.3.3 for discs
or by simply observing that 1/(z − a) has a primitive on the disc. Once again this
conforms with our general understanding that a contour inside a disc does not go
around any point z outside the disc.

4. Let us now consider the curve γ(t) = e2πınt , defined on the interval [0, 1] for some
integer n. This curve traces the unit circle n−times in the counter clockwise direc-
tion. This tallies with the computation of
Z
dz
= 2πın.
γ z

5. As a direct consequence of (4.9) and (4.10), we have

η(γ1 .γ2 , z) = η(γ1, z) + η(γ2 , z); η(γ −1 , z) = −η(γ, z). (5.31)

6. By Prop. 4.1.2, it follows that z 7→ η(γ, z) is a continuous function on C \ Im(γ).

Being an integer valued continuous function, it must be locally constant. Therefore,
by 1.6.1, it is a constant function on each connected subset of C \ Im(γ).

7. Enclosing γ in a large circle C and taking a point z0 outside C, it follows from

(3) that η(γ, z0 ) = 0. Hence, it follows that η(γ, z) = 0 for all points z in the
unbounded component of C\Im(γ). Moreover, any unbounded component should
intersect C \ Br (0) for large r and hence there is only one unbounded component
of C \ Im(γ). For this reason, we can define η(γ, ∞) = 0, so that η(γ, −) gets
b \ Im(γ).
extended continuously on C
Ch. 5 Zeros and Poles 233

8. The following special case of theorem 4.5.1 is of utmost importance: Assume that
for some component Ω1 of C\Im(γ), we have, η(γ, w) = 1, ∀ w ∈ Ω1 . (See Fig.26.)
Then on Ω1 , f itself is represented by
Z
1 f (z) dz
f (w) = , ∀ w ∈ Ω1 . (5.32)
2πı γ z − w

In particular, the holomorphic function f is completely determined on this region

by the value of f on γ.

Ω1

Fig. 26

Example 5.6.1 Let us find the value of

Z
eaz
dz.
|z|=1 z − a

Observe that eaz is holomorphic on the entire plane. The integral makes sense for all
points a such that |a| =
6 1. For points |a| < 1, the curve γ defining the unit circle has
the property η(γ, a) = 1 and for those points a such that |a| > 1 we have η(γ, a) = 0.
2
Hence, by (5.32), the given integral is equal to 2πıea for |a| < 1 and 0 for |a| > 1.

Example 5.6.2 As a simple minded application of theorem 5.6.1, let us prove the non
existence of certain roots. Assume that Ω is a domain which contains a closed contour
γ : [a, b] −→ C, such that η(γ, 0) is odd. Then we claim that there does not exist any
holomorphic function g : Ω −→ C such that g 2(z) = z, z ∈ Ω. Let us assume on the
contrary. Then by differentiating, we get, 2g(z)g ′ (z) = 1, z ∈ Ω. Now,
Z Z b Z b
1 dw 1 g ′ (γ(t))γ ′ (t) 1 γ ′ (t) η(γ, 0)
η(g ◦ γ, 0) = = dt = dt = .
2πı g◦γ w 2πı a g(γ(t)) 4πı a γ(t) 2
234 5.6 Winding Number

This means that η(γ, 0) is even which is absurd. Similar statements will be true for
other roots also, viz., we do not have a well defined nth root of z − z0 in any domain that
contains a closed contour γ such that η(γ, z0 ) is not divisible by n. [Later, we shall see
that existence of such a closed contour implies the existence of a closed contour γ with
η(γ, z0 ) = 1.]

Example 5.6.3 Let us now consider the function f (z) = 1 − z 2 and study the question
when and where there is a holomorphic single valued branch g of the square root of f
i.e., g 2 = f. Observe that z = ±1 are the zeros of f and hence if these points are included
in the region then there would be trouble: By differentiating the identity g 2 = f, we
obtain 2g(z)g ′ (z) = f ′ (z) = −2z. This is impossible since, at z = ±1, the L.H.S.= 0 and
R.H.S. = ∓2. So the region on which we expect to find g should not contain ±1.
Next, assume that Ω contains a small circle C around 1, say, contained in a punctured
disc ∆′ := Bǫ (1) \ {1}, 0 < ǫ < 1. Restricting our attention to ∆′ , observe that there is
a holomorphic branch of the square root of 1 + z say h defined all over Bǫ (1). Clearly
h(z) 6= 0 here and hence φ = g/h will then be a holomorphic function on ∆′ ∩ Ω such
that φ2 = 1 − z. This contradicts our observation in the example 5.6.2.
By symmetry, we conclude that Ω cannot contain any circle which encloses only one
of the points −1, 1.
Finally, suppose that both ±1 are in the same connected component of C \ Ω. Then
for all closed contours γ in Ω, both ±1 will be in the same connected component of
C \ Im(γ) and hence η(γ, 1) = η(γ, −1). For instance, take Ω = C \ [−1, 1]. Then for
any circle C with center 0 and radius > 1, η(C, 1) = η(C, −1) = 1.
1−z
We shall now see that the square root of f exists. Consider the flt T (z) = .
1+z
This maps C \ [−1, 1] onto C \ {x ∈ R : x ≤ 0}, on which we can choose a well defined
branch of the square root function. This amounts to say that we have a holomorphic
1−z
function h : C \ [−1, 1] −→ C such that h(z)2 = . Now consider g(z) = h(z)(1 + z).
1+z
Then g(z)2 = f (z), as required.
In fact, Ω(= C \ [−1, 1]) happens to be a maximal domain on which 1 − z 2 has a well
defined square root. This follows from our earlier observation that any such domain on
which g exists cannot contain a circle which encloses only one of the two points −1, 1.
Finally, observe that, in place of [−1, 1], if we had any arc joining −1 and 1, the image
of such an arc under T would be an arc from 0 to ∞ and hence on the complement of it,
square-root would still exist. Also, the above discussion holds verbatim to the function
(z − a)(z − b) for any a 6= b ∈ C. You can also modify this argument to construct other
Ch. 5 Zeros and Poles 235

roots. Now it is time for you to take a look at the exercise 1 below.

Remark 5.6.2 In view of remark (5.6.1.8), we shall give a sufficient condition for a
contour to have winding number ±1 around a point. This condition is quite a practical
one in the sense that it is easy to verify it in many concrete situations. In the statement
of the lemma below, we have simply assumed that z0 = 0. Of course, this does not
diminish the generality of the result, as we can always perform a translation and choose
the origin to be any given point. The result is important from application as well as
theoretical point of view. However, you may skip learning the proof of this for the time
being and come to it later.

Lemma 5.6.2 Let γ be a contour not passing through 0. Let z1 , z2 be two distinct
points on γ and let L be a directed line through 0 so that z1 and z2 are on the opposite
sides of L. Denote the two portion of the curve γ between z1 and z2 , by ω1 and ω2 so
that we have γ = ω1 .ω2 . Assume further that ω1 does not meet the negative ray of L
and ω2 does not meet the positive ray of L. Then
Z
1 dz
= η(γ, 0) = ±1.
2πı γ z

z2
L
ξ2

ω2
C2 0 C1 ω1

ξ1

z1
Fig. 27
Proof: Let C be a circle around 0, not meeting γ and let ξ1 , ξ2 be the points on C
lying on the line segments [0, z1 ] and [0, z2 ] respectively. If C1 and C2 are the portion of
the circle traced counter clockwise from ξ1 to ξ2 and from ξ2 to ξ1 respectively, it follows
that C1 does not meet the negative ray of L and C2 does not meet the positive ray of
L. Let
τ1 = [ξ1 , z1 ].ω1 .[z2 , ξ2].(C1 )−1 ; τ2 = (C2 )−1 .[ξ2 , z2 ].ω2 .[z1 , ξ1 ].
236 5.6 Winding Number

Then it follows that τi are closed contours and

η(τ1 , 0) + η(τ2 , 0) = −η(C, 0) + η(γ, 0).

On the other hand, since τ1 does not meet the negative ray of L, it follows that 0
is in the unbounded component of C \ Im(τ1 ) and hence as observed in remark 5.6.1.7,
this implies that η(τ1 , 0) = 0. For similar reason η(τ2 , 0) = 0. Therefore,

η(γ, 0) = η(C, 0) = 1.

If we had taken the other orientation on γ, we would have got η(γ, 0) = −1. This
completes the proof of the lemma. ♠
As an immediate application we have:

Theorem 5.6.1 Let Ω ⊂ C be a bounded convex region with a smooth boundary C

oriented counter clockwise. Then
(
1, a ∈ Ω
η(C; a) =
0, a ∈ C \ Ω̄.

In particular, this is true for any disc and any rectangle.

Proof: First consider a ∈ Ω. Any line L through a cuts C into two parts. Now for any
two points z1 , z2 on C lying on opposite sides of L, the hypothesis of the above lemma
is easily verified. This gives the first part.
Now appeal to the fact that C \ C has two components, one of which is Ω and the
other is C \ Ω̄. (Compare Ex. 1.6.3.) By remark 5.6.1.7, the second part follows. ♠

Exercise 5.6

1. Prove or disprove that f (z) = 1 − z 2 has a well defined logarithm in C \ [−1, 1].

2. Let γ be a closed contour, p be a point not on γ, and L be an infinite ray beginning

at p and intersecting γ in exactly n points at each of these points ‘crossing’ it over
to the other side. Show that η(γ, a) ≡ n mod(2). Give a recipe to determine the
actual value of η(γ, a) from these considerations.
Z
3. Evaluate (ez − e−z )z −4 dz, where γ is one of the closed contours drawn below:
γ
Ch. 5 Zeros and Poles 237

0 0 0 0

Fig. 28

5.7 The Argument Principle

We have seen that integration along suitably chosen contours detect residue at a point.
Combined with Cauchy’s theorem, and the concept of winding number, this can be made
into an effective tool. Here is the first step:

Theorem 5.7.1 Residue Theorem I-Version: Let Ω be a convex domain in C, S

be a finite subset of Ω and let Ω′ = Ω \ S. Let γ be a closed contour in Ω′ .
Then for any holomorphic function f on Ω′ , we have
Z X
1
f dz = η(γ, a)Ra (f ). (5.33)
2πı γ a∈S

Proof: Let S = {a1 , . . . , am } and

−∞
X
gj (z) := ck,j (z − aj )k
k=−1
Pm
be the principal part of f at aj . Then f − j=1 gj is holomorphic on Ω. Each gj is
holomorphic in Ω \ {aj } and hence, term-by-term integration is valid. This gives,
Z Z
c−1,j
gj (z)dz = dz = 2πıη(γ, aj )c−1,j = 2πıRaj (f )η(γ, aj ).
γ γ z − aj
P
On the other hand, by Cauchy’s Theorem 4.3.3, since f − j gj is holomorphic in
Z !
X
Ω, f− gj dz = 0 which means that
γ j

Z k Z
X k
X
f (z)dz = gj dz = 2πı η(γ, aj )Raj (f ).
γ j=1 γ j=1

This completes the proof. ♠

238 5.7 The Argument Principle

Remark 5.7.1 We can replace the hypothesis ‘S be a finite subset of Ω’ in the above
theorem to the hypothesis ‘S is a discrete subset of Ω’ as follows. Observe that this part
is purelly topological in nature.

Lemma 5.7.1 Let Ω be a convex open set and γ be a closed contour in it. Suppose S
is a discrete subset of Ω which does not intersect Im(γ). Then η(γ, a) = 0 for all but
finitely many a ∈ S.

Proof: If not, suppose {an } is a sequence of points in A with η(γ, an ) 6= 0. We may

assume that this sequence lies in a bounded component of C\Im(γ) (see Remark 5.6.1.7.)
By Bolzano-Weierstrass property, we may pass on to a subsequence which converges and
denote its limit by a. Since A is a discrete subset Ω, this implies that a ∈ C \ Ω. Since Ω
is convex, it follows that η(γ, a) = 0 by Cauchy’s theorem 4.3.3. Since η(γ, −) is locally
constant, it follows that η(γ, an ) = 0 for n >> 1, which is a contradiction. ♠

Lemma 5.7.2 Given any compact convex subset K and a closed subset T of a convex
domain Ω, such that K ∩ T = ∅, there exists a convex open set U(K) ⊂ Ω such that the
closure U(K) is compact, K ⊂ U(K) and U(K) ∩ T = ∅.

Proof: Let δ be the distance between K and T. Then δ > 0. Take U(K) = {z ∈
Ω : d(z, K) < δ} and verify all the claims. ♠

Theorem 5.7.2 Residue Theorem II-Version: Let Ω be a convex domain in C, S

be a discrete subset of Ω and let Ω′ = Ω \ S. Let γ be a closed contour in Ω′ . Then for
any holomorphic function f on Ω′ , we have
Z !
1 X
f dz = η(γ, a)Ra (f ) . (5.34)
2πı γ a∈S

Proof: Let K be set of all finite sums

X X
tj zj ; tj = 1, 0 ≤ tj ≤ 1, zk ∈ Im(γ)
j j

i.e., the convex hull of the compact set Im(γ). Since Im(γ) is bounded, it follows that
K is bounded. Clearly K is a closed subset also. Since S is a discrete subset, K ∩ S is
finite and T = S \ K ∩ S is a closed subset. (See remarks 4.3.2.) By the above lemma,
we get a convex nbd U(K) of K such that T ∩U(K) = ∅. Therefore U(K) ∩S ⊂ K ∩S is
finite. Now we can apply the I-version of the residue theorem with Ω replaced by U(K).
♠
The next step is to combine this result with remark 4.
Ch. 5 Zeros and Poles 239

Theorem 5.7.3 Logarithmic Residue Theorem: Let g be a holomorphic function

and f be a meromorphic function which is not identically 0 in a convex domain Ω. Let
a1 , . . . , ak , . . . and b1 , . . . , bl , . . . be a listing of the zeros and poles of f, with each zero
and pole being repeated as many times as its order in the listing. Then for any closed
contour γ in Ω which does not pass through any of the aj , bk ’s, we have,
Z X X
1 g(z)f ′ (z)
dz = η(γ, aj )g(aj ) − η(γ, bk )g(bk ). (5.35)
2πı γ f (z) j k

Proof: Let I denote the set of zeros and poles of f. Then we know that I is an isolated
subset of Ω and points of I are precisely the set of poles of f ′ g/f each of which is simple.
We apply theorem 5.7.2 above taking gf ′ /f in place of f. Moreover, for each c ∈ I we
have, Rc (f ′ /f ) is equal to the algebraic multiplicity of f at c. Now from the example
5.5.1.5, it follows that

Raj (gf ′/f ) = nj g(aj ); Rbk (gf ′/f ) = −nk g(bk )

where nj and nk are the orders of f at aj and bk respectively. Therefore, from theorem
5.7.2, we have,
Z X
1 f ′ (z)
g(z) dz = η(γ, c)Rc (gf ′/f )
2πı γ f (z) c∈I
X X
= η(γ, aj )g(aj ) − η(γ, bk )g(bk ).
j k

Remark 5.7.2

1. An interesting consequence of this is when f is holomorphic in a disc D and not

vanishing on ∂D. Then
Z
1 f ′ (z)
dz = total number of zeros of f inside D. (5.36)
2πı ∂D f (z)

2. The above result has the following interesting interpretation: Let Γ(t) = f ◦ γ(t),
where γ(t), 0 ≤ t ≤ 1, is a parameterization of ∂D, traced counter clockwise. Then
Γ is the image of γ under f . By definition, the winding number of Γ around 0 is
given by,
Z Z 1
1 dw 1 (f ◦ γ)′ (t)
η(Γ, 0) = = dt
2πı Γ w 2πı 0 f (γ(t))
Z 1 Z ′
1 f ′ (γ(t))γ ′ (t) 1 f (z)
= dt = dz.
2πı 0 f (γ(t)) 2πı γ f (z)
240 5.7 The Argument Principle

In the figure below, there are three simple roots of f (z) inside the disc.

γ
z1
f
z3 0
z2

Γ
Fig. 29

3. Thus f maps γ onto a curve Γ which winds around 0 as many times as there are
zeros of f inside γ. This is called the argument principle. When you have
a pole, the orientation gets reversed as in the case of z 7→ 1/z and hence, the
curve is winding around 0 in the clockwise direction. The theorem is a slight
generalization of this result. In a latter chapter, (see Exercise 7.4,) we shall have
a version which is even more general and call it Generalized Argument Principle.
A useful go-in-between needs to be paid proper attention too:

Theorem 5.7.4 Let f be a meromorphic function which is not identically 0 on a closed

disc D, and having no zeros and poles on ∂D. Then the winding number of the contour
Γ = f ◦ γ, where γ = ∂D is equal to the number of zeros of f minus the number of poles
of f in the interior of D, each counted with its multiplicity.

Proof: All that you have to do is to recall that η(Γ, 0) is defined by the formula
Z Z ′
1 dw 1 f (z)
η(Γ, 0) = = dz.
2πı Γ w 2πı γ f (z)
Now, remember η(γ, a) = 1 for all a ∈ D and apply the logarithmic residue theorem
with g(z) = 1. ♠

Example 5.7.1 Let p = a2 be an isolated singularity of f and let g(z) = 2zf (z 2 ). Then
clearly both ±a are isolated singularities of g. Let us see what is the relation between
the residues Rp (f ) and R±a (g).
First consider the case when a 6= 0. Let γ denote a positively oriented small closed
contour around a consisting of four portions of hyperbola as in the example 3.6.2 and
the accompanying figure. It follows that
Z Z 1
2πıRa (g) = g(z)dz = 2γ(t)f ((γ(t)2 )γ ′ (t)dt. (5.37)
γ 0
Ch. 5 Zeros and Poles 241

Let us denote the curve t 7→ (γ(t))2 by γ1 say. Then γ1 is nothing but the boundary of
an axial rectangle around p. Therefore, η(γ1 , p) = 1. Hence, (5.37) yields,
Z 1 Z
′
2πıRa (g) = f (γ1 (t))γ1 (t)dt = f (z)dz = 2πıRp (f ). (5.38)
0 γ1

Clearly, this is the case at −a as well.

Next consider the case a = 0. Here we can choose γ to be a small circle with center
at 0. It then follows that γ1 is a circle around 0 traced twice, i.e., η(γ1, 0) = 2. Therefore
(5.37) now yields,
Z
2πıR0 (g) = f (z)dz = 4πıR0 (f ). (5.39)
γ1

Therefore, we have, (
Ra2 (f ), a 6= 0
R±a (2zf (z 2 )) =
2Ra2 (f ) a = 0.
In either case, the residue Ra2 (f ) is equal to the sum of the residues R±a (zf (z 2 )).
In conclusion, more generally, if S is the set of all isolated singularities of zf (z 2 ) then
S 2 = {z 2 : z ∈ S} is the set of all isloated singularities of f. Further, in case one of
them is finite, we have,

X X
Rb (f (z)) = R(zf (z)). (5.40)
b∈S 2 a∈S
Z
Exercise 5.7 Use residues to compute the integrals f (z)dz, where C denotes the
C
unit circle traced in the counter clockwise sense and f is given by:
ez z sin πz
(a) e1/z (b) (c) (d) (e) cot z
z 2z − 1 z6 
tanh z sin6 z z 1 1
(f) z (g) (h) . (i) z sin (j) .
e sin z (z − π/6)3 (z 2 + 4z + 1)2 z (1 − cos z)6

5.8 Miscellaneous Exercises to Ch. 5

f (z)
1. Let f be an entire function such that lim = 0. Show that f is a constant.
z→∞ z

2. Let f be an entire function such that |f (z)| ≤ A|z| for some real constant A. Show
that f (z) = az for some |a| < A.

3. Let f be an entire function such that |f (z)| ≤ 1 + |z|1/2 . Show that f is a constant.
Can you replace 1/2 by some other positive real number?
242 5.8 Miscellaneous Exercises

ℜ(f (z))
4. Let f be an entire function. Suppose lim = 0. Show that f is a constant.
z→∞ z
5. Let A be an isolated set in C. Show that a bounded holomorphic function f :
C \ A → C is a constant.

6. Consider the triangle OPQ where O = (0, 0), P = (π, 0), Q = (0, 1). Find the
maximum of the following functions on this triangle. (i) |z 2 + 1|; (ii) ez .

7. Let {an } be a sequence of complex numbers such that limn→∞ |an |1/n = L, 0 <
P
L < ∞. Consider the function defined by the series f (z) = n a2n z n . Suppose
there exists an entire function g : C → C such that f (z)g(z) = 1, |z| < 1, g(5) = 0
and g(z) 6= 0, for |z| < 5. Determine the value of L.
Chapter 6

Application to Evaluation of
Definite Real Integrals

In this chapter, we shall demonstrate the usefulness of the complex integration theory in
computing definite real integrals. This should not surprise you since after all, complex
integration is nothing but two real integrals which make up its real and imaginary parts.
Thus given a real integral to be evaluated if we are successful in associating a complex
integration and also evaluate it, then all that we have to do is to take real (or the
imaginary) part of the complex integral so obtained. However, this itself does not seem
to be always possible. Moreover, as we think about it, we perceive several obstacles in
this approach. For instance, the complex integration theory is always about integration
over closed paths whereas, a real definite integral is always over an interval, finite or
infinite. So, by adding suitable curves, we somehow form a closed curve, on which
the complex integration is performed and then we would like either to get rid of the
value of the integration on the additional paths that we have introduced or we look for
other sources and methods to evaluate them. The entire process is called ‘the method of
complexes’. Each problem calls for a certain amount of ingenuity. Thus we see that the
method has its limitations and as Ahlfors puts it “— but even complete mastery does
not guarantee success.” However, when it works it works like magic.
All said and done, it should be pointed out that the method of complexes is not
always the best. ThisZ ∞point will be illustrated in an exercise (8.3.2) in chapter 8, by
sin x
evaluating integrals dx in an amusing way.
0 x
Let us learn this chapter through discussion of some standard examples. On the way,
we shall keep recording down the wisdom that we accumulate in the form of theorems.

243
244 6.1 Trigonometric integrals

A careful study of the examples discussed should enable you to write down the proof
of these theorems by yourself. We implore you to try it and compare with the solution
given at the end.
In the following, we use the abbreviation ‘RT’ for the residue theorem.

6.1 Trigonometric Integrals

Let us show that Z 2π
dθ 2π
=√ , −1 < a < 1.
0 1 + a sin θ 1 − a2
Observe that for a = 0, there is nothing to prove. So let us assume that a 6= 0.
We want to convert the integrand into a function of a complex variable and then set
z = eıθ , 0 ≤ θ ≤ 2π, so that the integral is over the unit circle C. Since, z = eıθ =
cos θ + ı sin θ, we have, sin θ = (z − z −1 )/2ı, and dz = ıeıθ dθ, i.e., dθ = dz/ız. Therefore,
Z Z Z
dz 2dz 2 dz
I= −1
= 2
= ,
C ız(1 + a(z − z )/2ı)) C az + 2ız − a a C (z − z1 )(z − z2 )

where, z1 , z2 are the two roots of the polynomial z 2 + 2ız/a − 1. Note that z1 = (−1 +
√ √
1 − a2 )ı/a, z2 = (−1 − 1 − a2 )ı/a. It is easily seen that |z2 | > 1. Since z1 z2 = −1, it
follows that |z1 | < 1. Therefore on the unit circle C the integrand has no singularities
and the only singularity inside the circle is a simple pole at z = z1 . The residue at this
point is given by
2 −ı
Rz1 = =√ .
a(z1 − z2 ) 1 − a2
Hence by the RT we have:
2π
I = 2πıRz1 = √ .
1 − a2
A proof of the following theorem can be extracted easily from what we have seen so
far:

Theorem 6.1.1 Trigonometric integrals : Let φ(x, y) = p(x, y)/q(x, y) be a rational

function in two variables such that q(x, y) 6= 0 on the unit circle. Then
 
Z 2π X
Iφ := φ(cos θ, sin θ)dθ = 2π  Rz (φ̃) ,
0
z∈D

 
1 z + z −1 z − z −1
where, φ̃(z) = φ , .
z 2 2ı
Ch. 6 Evaluation of Real Integrals 245

Exercise 6.1

1. Write down an explicit proof of theorem 6.1.1.

2. Use the complex method to prove the following, where a, b ∈ R:

Z 2π Z 2π
dθ 2π dθ 2π
(i) = . (ii) =√ , |a| < 1.
0 5 + 4 cos θ 3 0 1 + a cos θ 1 − a2
Z π √ Z 2π
dθ dθ 2aπ
(iii) 2 = 2π. (iv) 2
= 2 , a > 1.
−π 1 + sin θ 0 (a + cos θ) (a − 1)3/2
Z 2π Z 2π
dθ 4π dθ 2π
(v) 2
√ . (vi)
= 3/2 =√ , |b| < a.
0 (2 + cosθ) 3 0 a + b cos θ a − b2
2

6.2 Improper Integrals

We shall begin with a brief introduction to the theory of improper integrals. Chiefly
there are two types of them. One type arises due to the infiniteness of the interval on
which the integration is being taken. The other type arises due to the fact that the
integrand is not defined (shoots to infinity) at one or both end point of the interval.
Z b
Definition 6.2.1 When f (x)dx is defined for all b > a we define
a
Z ∞ Z b
f (x)dx := lim f (x)dx, (6.1)
a b−→∞ a

if this limit exists. Similarly we define

Z b Z b
f (x)dx := lim f (x)dx, (6.2)
−∞ a−→−∞ a

if this limit exists. Also, we define

Z ∞ Z ∞ Z 0
f (x)dx := f (x)dx + f (x)dx, (6.3)
−∞ 0 −∞

provided both the integrals on the right exist.

Recall the Cauchy’s criterion for the limit. It follows that the limit (6.1) exists iff
given ǫ > 0, there exists R > 0 such that for all d > c > R we have,
Z d 
 
 f (x)dx < ǫ. (6.4)
 
c
246 6.2 Improper Integrals

In many practical situations the following theorem and statements which can be
easily derived out of it come handy in ensuring the existence of the improper integral of
this type.

Theorem 6.2.1 of Improper Integrals : Suppose f is a continuous Z ∞function defined

on [0, ∞) and there exists α > 1 such that xα f (x) is bounded. Then f (x) dx exists.
0

Proof: Observe that the improperness

Z ∞ is only at ∞. There, the convergence follows by
1
comparing with the integral dx. ♠
a xα
However, the condition in the above theorem is not always necessary. ForZ ∞instance,
sin x sin x
the function f (x) = does not satisfy this condition. Nevertheless dx
x 0 x
exists as will be seen soon.
Observe Zthat there is yet another legitimate way of taking limits in (6.3), i.e., to take
a
the limit of f (x)dx, as a −→ ∞. However, this limit, even if it exists, is, in general,
−a
not equal to the improper integral defined in 6.3, above. This is called the Cauchy’s
Principal Value of the improper integral and is denoted by,
Z ∞  Z a
PV f (x)dx := lim f (x)dx. (6.5)
−∞ a−→∞ −a

As an example consider f (x) = x. Then the Cauchy’s P V exists but the improper
integral does not. However, if the improper integral exists, then it is also equal to its
principle value. This observation is going to play a very important role in the following
application. [Indeed, if we let ourselves consider the line integrals, only in the sense
of Cauchy principle value (at improper points), then we have wider applicability of
Cauchy’s theory. We shall see this through some exercises at the end of the section]. As
typical example of this, consider the case when the integrand f is an even function i.e.,
f (−x) = f (x), for all x, then we see that if the Cauchy’s P V exists then the improper
integral exists and is equal to P V.

Example 6.2.1 Let us consider the problem of evaluating

Z ∞
2x2 − 1
I= dx
0 x4 + 5x2 + 4
Denoting the integrand by f, we first observe that f is an even function and hence
Z
1 ∞
I= f (x)dx
2 −∞
Ch. 6 Evaluation of Real Integrals 247

which in turn is equal to its P V. Thus we can hope to compute this by first evaluating
Z R
IR = f (x)dx
−R

and then taking the limit as R −→ ∞. First we extend the rational function into a
function of a complex variable so that the given function is its restriction to the real
axis. This is easy here, viz., consider f (z). Next we join the two end points R and
−R by an arc in the upper-half space, (no harm if you choose the lower half-space).
What could be a better way than to do it with the semi-circle! So let CR denote the
semi-circle running from R to −R in the upper-half space. Let γR denote the closed
contour obtained by tracing the line segment from −R to R and then tracing CR . We
shall compute Z
JR = f (z)dz
γR

for large R using residue computation. When the number of singular points of the
integrand is finite, JR is a constant for all large R. This is the crux of the matter. We
then hope that in the limit, the integral on the unwanted portions tends to zero, so that
limR−→∞ JR itself is equal to I. CR

−R 0 R
Fig. 30

The first step is precisely where we use the residue theorem. The zeros of the de-
nominator q(z) = z 4 + 5z 2 + 4 are z = ±ı, ± 2ı and luckily they do not lie on the
real axis.(This is important.) They are also different from the roots of the numerator.
Also, for R > 2, two of them lie inside γR . (We do not care about those in the lower
half-space.) Therefore by the RT, we have, JR = 2πı(Rı +R2ı ). The residue computation
easily shows that JR = π/2.
Observe that f (z) = p(z)/q(z), where |p(z)| = |2z 2 − 1| ≤ 2R2 + 1, and similarly
|q(z)| = |(z 2 + 1)(z 2 + 4)| ≥ (R2 − 1)(R2 − 4). Therefore

2R2 + 1
|f (z)| ≤ =: MR .
(R2 − 1)(R2 − 4)
248 6.2 Improper Integrals

This is another lucky break that we have got. Note that MR is a rational function of R
of degree −2. For, now we see that
Z Z
| f (z)dz| ≤ MR |dz| = MR Rπ.
CR CR

Since MR is of degree −2, it follows Z that MR Rπ −→ 0 as R −→ ∞. Thus, we have

successfully shown that the limit of f (z)dz vanishes at infinity. To sum up, we have,
CR
Z ∞ Z R
1 1 1 π
I= f (x)dx = lim f (x)dx = lim JR = .
2 −∞ 2 R−→∞ −R 2 R−→∞ 4

Indeed, we have seen enough to write down a proof of the following theorem.

Theorem 6.2.2 Let f be a meromorphic function in a domain containing the closure

of the upper half plane H , with finitely many poles in H . Suppose limz→∞ zf (z) = 0
(where z is taken inside the closed upper half plane ℑ(z) ≥ 0.) Then
Z ∞  X
PV f (x) dx = 2πı Rw (f ).
−∞ w∈H
H

In particular, this is so, if f (z) = p(z)/q(z) is a rational function of degree ≤ −2 and

q(r) 6= 0 for any r ∈ R.

Example 6.2.2 Let us consider another example which is indeed covered by the above
theorem, yet is not exactly similar to the earlier example:

Z ∞
f (x)dx
−∞

where f (x) = (cos 3x)(x2 + 1)−2 .

Except that now the integrand is a rational function of a trigonometric quantity and
the variable x, this does not seem to cause any trouble as compared to the example
above. For we can consider F (z) = e3ız (z 2 + 1)−2 to go with and later take only the real
part of whatever we get. The denominator has poles at z = ±ı which are double poles
but that need not cause any concern. When R > 1 the contour γR encloses z = ı and
we find the residue at this point of the integrand, and see that JR = 2π/e3 . Yes, the
bound that we can find for the integrand now has different nature! Putting z = x + ıy
we know that |e3ız | = |e−3y |. Therefore,
   
 e3ız   e−3y 
|f (z)| =  2  ≤  
 (R2 − 1)2  .
(z + 1)2 
Ch. 6 Evaluation of Real Integrals 249

Since, e−3y remains bounded by 1 for all y > 0 we are done. Thus it follows that the
given integral is equal to 2π/e3 .

Exercise 6.2
Z ∞ Z ∞
x2 π x sin ax dx π
1. Show that (a) 4
dx = √ ; (b) 4
= e−a (sin a).
−∞ 1+x 2 −∞ x +4 2
Z ∞ Z ∞
cos x x2 dx
2. Evaluate (a) dx, a > 0; (b) .
0 x2 + a2 0 x4 + x2 + 1
3. Write down an explicit proof for theorem 6.2.2.

6.3 Jordan’s Inequality

In the previous section, we had several lucky breaks. The next step is going to get us
into some real trouble. Consider the problem of evaluating the Cauchy’s Principal Value
of Z ∞
I= f (x)dx, where, f (x) = (x sin x)/(x2 + 2x + 2).
−∞

Writing f (x) = g(x) sin x and taking F (z) = g(z)eız , we see that, for z = x, we see
that f (x) = ℑ(F (x)). Also, write, g(z) = z/(z 2 + 2z + 2) = z/(z − z1 )(z − z2 ) where,
√
z1 = ı − 1 and z2 = −ı − 1, to Zsee that |g(z)| ≤ R/(R − 2)2 =: MR , R > 2, say.
And of course, this implies that F (z)dz is bounded by πRMR , which does not tend
CR
to zero as R −→ ∞. Hence, this is of no use! Thus, we are now forced to consider the
following stronger estimate:

Lemma 6.3.1 Jordan’s Inequality

Z π
J := e−R sin θ dθ < π/R, R > 0.
0

Proof: Draw the graph of y = sin θ and y = 2θ/π. Conclude that sin θ > 2θ/π, for
0 < θ < π/2. Hence obtain the inequality,

e−R sin θ < e−2Rθ/π

Use this to obtain,

Z π/2 Z π/2
−R sin θ 2π(1 − e−R )
J := 2 e dθ < 2 e−2Rθ/π dθ = < π/R, R > 0.
0 0 2R
250 6.3 Jordan’s Inequality

Let us now use this in the computation of the integral I above. We have
R  Z π 
   ıθ ıReıθ

 CR F (z)dz  =  g(Re )e ıRe dθ
ıθ
0 Z π (6.6)
< MR R e−R sin θ dθ < MR π.
0

Since MR π −→ 0 as R −→ ∞, we get

ℑ( lim JR ) = I,
R−→ ∞

as required. We leave the calculation of the residue to the reader.

π
[Answer: (cos 1 + sin 1).]
e
We now have enough ideas to prove:

Theorem 6.3.1 Let f be a holomorphic function in C except possibly at finitely many

singularities none of which is on the real line. Suppose that lim f (z) = 0. Then for any
z→∞
non zero real a,
Z ∞  X
ıax
PV f (x)e dx = ±2πı Rw [f (z)eıaz ],
−∞ ±w∈H
H

where, the sign ± has to be chosen (in both places), according as a is positive or negative.

Remark 6.3.1 We should also add that the conditions of the theorem are met if f is
a rational function of degree ≤ −1 having no real poles. See the Misc. Exercises for a
different method.

Exercise 6.3

1. Write down an explicit proof of theorem 6.3.1.

2. Let a > 0 and ℑw 6= 0. Then, show that

Z ∞ ıax (
e 2πıeıaw , if w ∈ H
dx =
−∞ x − w 0, if −w ∈ H .

3. Use the above exercise to get the following formulae due to Laplace:
Z ∞ Z ∞
b cos ax x sin ax 1
2 2
dx = 2 2
dx = πe−ab , a, b > 0.
0 x +b 0 x +b 2
Ch. 6 Evaluation of Real Integrals 251

[From this, Cauchy deduced the following:

Z ∞
sin x π
dx =
0 x 2

by substituting b = 0. What kind of justification was needed in this argument?]

Z ∞
x sin x + cos x 2π
4. Show that = .
−∞ x2 + 1 e

6.4 Bypassing a Pole

Z ∞
sin x
Here we shall attempt to evaluate dx.
0 x

CR

Cr

−R −r 0 r R
Fig. 31
sin x
First of all observe that is an even function and hence,
x
Z ∞ Z ∞ 
sin x 1 sin x
dx = P V dx .
0 x 2 −∞ x

The associated complex function F (z) = eız /z has a singularity on the x-axis and that
is going to cause trouble if we try to proceed the way we did so far. Common sense tells
us that, since 0 is the point at which we are facing trouble, we should simply avoid this
point by going around it via a small semi-circle around 0 in the upper half-plane. Thus
consider the closed contour γr,R as shown in the Fig. 31.
The idea is to Z
(i) compute I(r, R) := F (z)dz,
γr,R
(ii) take the limit as r −→ 0 and R −→ ∞,
(iii) show that the integral on the larger circular portion tends to zero [see (6.6)] and
finally,
(iv) take the imaginary part of the result.
252 6.4 Bypassing a Pole

Since F (z) is holomorphic inside of γr,R , it follows that the integral is zero for all R >
r > 0.Z Thus the value of the given integral is equal to half of the imaginary part of
− lim F (z)dz. Thus, it remains to compute this limit. Since 0 is a simple pole of
r−→0 Cr
F (z) we can write zF (z) = g(z) with g(0) 6= 0. Again using Taylor’s theorem, write
g(z) = g(0) + zg1 (z) where g1 is holomorphic in a neighborhood of 0. It follows that
F (z) = g(0)/z + g1 (z). Therefore,
Z Z π Z
F (z)dz = g(0) ıdθ + g1 (z)dz = g(0)πı + (G1 (r) − G1 (−r))
Cr 0 Cr

where , G1 is a primitive of g1 in a disc around 0. By continuity of G1 , the last term

tends to zero as r −→ 0. So it remains only to compute g(0) which is nothing but the
residue of eız /z at z = 0. Thus we obtain
Z ∞
sin x π
= . (6.7)
0 x 2

Moral: When the contour of integration enclosed a pole, 2πı times the residue was
added to the value of the integral. However, when the contour passes through a pole
only a portion of the above quantity was added. At least, in case the contour had a
straight line segment at such a pole, this portion was exactly half. A natural question
that arises is: Is it so when the contour smooth but not necessarily straight?; is it so if
it has a singularity? See the exercises at the end of the chapter.)
Combining our observations in this section with that in the previous one, we obtain:

Theorem 6.4.1 Let f be meromorphic in C with finitely many singularities in the clo-
sure of the upper half space. Suppose limz−→∞ f (z) = 0. Then for any a > 0 we have,
 
Z ∞  X X
PV f (x)eıax dx = πı 2 Rw [f (z)eıaz ] + Rw [f (z)eıaz ] .
−∞ w∈H
H w∈R

Exercise 6.4
Z ∞
sin x
1. Find the value of dx.
−∞ x(x2 − 1)
Z ∞
cos x
2. Find the value of dx.
−∞ x2 − 1

3. Write down a an explicit proof of theorem 6.4.1.

Ch. 6 Evaluation of Real Integrals 253

6.5 Inverse Laplace Transforms

The purpose of this section is to establish the integral formula for the inverse Laplace
transform, as an application of residue calculus.
First, we shall briefly recall the Method of Laplace Transform in solving an initial
value problem:

y (n) + a1 y (n−1) + · · · + an−1 y + an = 0; y (j)(0) = bj , j = 0, . . . , n − 1. (6.8)

Given a function f : [0, ∞) → R the Laplace transform L(f ) = F is defined by

Z ∞
F (s) = e−st f (t) dt (6.9)
0

provided the improper integral on the RHS exists. This is a mild but non trivial condition
and let us consider only such functions f here and denote the class of such functions by
A. (See Ex. 6.5. 2 below.)
Two basic properties of L are of interest to us:
(i) Linearity Given f, g ∈ A, a, b ∈ R, we have

L(af + bg) = aL(f ) + bL(g). (6.10)

(ii) Derivative Formula: For f ∈ A which is continuously differentiable n times,

L(f (j) )(s) = sj L(f )(s) − sj−1 f (0) − sj−2 f ′ (0) − · · · − f (j−1) (0), 1 ≤ j ≤ n. (6.11)

Suppose now that y = f (t) is the solution of (6.8) and let Y = Y (s) = L(y)(s). By
the linearity of L it follows that

L(y (n) ) + a1 L(y n−1) ) + · · · + an−1 L(y) + an L(1) = 0.

1
Observe that the constant function t 7→ 1 has its Laplace transform L(1)(s) = s
.
Multiply (6.11) by aj (with a0 = 1) and sum over j to get an expression of the form

P (s)
Y (s) = (6.12)
Q(s)

where P and Q are polynomials of degree n and n + 1. Indeed,

Q(s) = sn+1 + a1 sn + · · · + an s + an ;

P (s) = b0 sn + (b1 + a1 b0 )sn−1 + · · · + (bn−1 + a1 bn−2 · · · + an−1 b0 )s + an .

254 6.4 Bypassing a Pole

The success of the Method of Laplace transform hinges upon whether we can now de-
termine y from the expression for Y. The task has become simpler since we should only
know the answer to:
P P
Q. Given a rationals function Q
of degree −1, determine y such that L(y) = Q
.
Following the popular practice, we simply call y as the Inverse Laplace transform of
Y and write L−1 (Y ) = y if L(y) = Y. (Strictly speaking, this need a lot of justification.)
Theoretically, every rational function can be expressed in terms of partial fractions.
Using the linearity of the L, it is then enough to know the answer to the above question
1
for rational functions of the form Q(s) = (s−a)n
. The table below gives L(f ) for some
simple elementary functions.

f (t) L(f )(s) f (t) L(f )(s)

k n!
k, a constant s
tn , n > 0 an integer sn+1
1 n!
eat s−a
tn eat (s−a)n+1
s a
cos at s2 +a2
sin at s2 +a2
s a
cosh at s2 −a2
sinh at s2 −a2

Example 6.5.1

Consider the initial value problem:

y ′′ + y ′ + y = 0, y(0) = 1, y ′ (0) = 0. (6.13)

Denoting Y = L(y) we have

L(y ′) = sY − y(0) = sY − 1; L(y ′′) = s2 Y − sy(0) − s2 y ′ (0) = s2 Y − s.

Therefore we get
s2 Y + sY + Y = s + 1.
s+1
Therefore Y = s2 +s+1
. We now express Y into partial fractions:
 
s+1 1 1 + ω 1 + ω2
Y (s) = 2 = − .
s +s+1 ω − ω2 s − ω s − ω2
Therefore,
" √ √ #
1 2 3 1 3
y(t) = L−1 (Y ) == 2
[(1 + ω)eωt − (1 + ω 2 )eω t] = et/2 cos t + √ sin t .
ω−ω 2 3 2
Ch. 6 Evaluation of Real Integrals 255

Remark 6.5.1 Observe that in the above table L−1 (F ) is equal to the residue of etz F (z)
at the pole of F . Therefore, it follows that for any meromorphic function with finitely
many poles, z1 , z2 , . . . , zk (by expressing it in partial fractions) we have,
k
X
L−1 (F )(t) = Reszj [etz F (z)]. (6.14)
j=1

Thus given a meromorphic function F with finitely many poles, we have an integral
formula for the RHS of (6.14): We have to merely take a large loop γ which goes around
all the poles of F exactly once, integrate ezt F (z) on it and divide by 2πı. Let γ = γR be
the loop consisting of the vertical line segment LR between α − ıR and α + ıR] and the
circular arc CR := (α + Rı, R − α, α − ıR) of radius R and center α, where α, R >> 0
so that all the poles of F are inside γR . Let MR be an upper bound for |F (z)| on the
circular part.
α+ιR

CR

α _ ιR

Fig. 32
Then using Jordan’s inequality we can see that
Z  Z 3π/2
 
 zt  αt
e F (z)dz  ≤ e MR R eRt cos θ dθ < eαt MR π/t.

CR π/2

We now put the additional condition on F that MR → 0 as R → ∞. (As seen before,

this condition holds for rational functions of degree −1.) Then
Z R Z ∞
1 t(α+sı) 1
f (t) = lim e F (α + ıs)ds = et(α+ıs) F (α + ıs)ds (6.15)
2π R→∞ −R 2π −∞
for all sufficiently large α > 0. This gives the integral formula for the inverse Laplace
operator. So, given a function F, we define inverse Laplace transform L−1 (F ) by the
formula
Z ∞
−1 1 1
L (F ) = et(α+ıs) F (α + ıs)ds (6.16)
2π 2π −∞

whenever the RHS of (6.16) exists. What we have seen is that in the special case of
P
F = Q
where P and Q are polynomials such that deg Q − deqP > 0, L(L−1 (F )) = F.
256 6.5 Branch Cuts or Key-hole Integrals

The all important question that ‘if L(f1 ) = L(f2 ) then is it true f1 = f2 ?’ has to
be determined separately. The answer is known to be ‘almost yes’ in the sense that
f1 − f2 ≡ 0 except on an isolated set.

Exercise 6.5

1. Solve the following initial value problems using the Laplace transforms:

(a) y ′′′ + y ′′ − 6y ′ = 0; y(0) = 0 = y ′′ (0); y ′(0) = 1.

(b) y ′′ − 3y ′ + 2y = 3t + e3t ; y(0) = 1, y ′(0) = −1.

2. Let f : [0, ∞) → real be a piecewise continuous function. Suppose there exist

constant k, L such that |f (t)| ≤ Lekt , t ≥ 0. Then show that L(f ) exists.

6.6 Branch Cuts or Keyhole Integrals

Consider the problem of evaluating the integral
Z ∞ −α
x
I= dx, 0 < α < 1.
0 x+1
Z ∞
This integral is important in the theory of Gamma functions Γ(a) = xa−1 e−x dx.
0 Z 1
Observe that the integral converges because in [0, 1], we can compare it with x−α dx,
Z ∞ 0
−α−1
whereas, in [1, ∞), we can compare it with x dx. The problem that we face here
1
is that the corresponding complex function f (z) = z −α does not have any single valued
branch in any neighborhood of 0. So, an idea is to cut the plane along the positive real
axis, take a well defined branch of z −α , perform the integration along a contour as shown
in the figure below and then let the cuts in the circles tend to zero. The crux of the
matter lies in the following observation:
Let f (z) be a branch of z α in C \ {x : x ≥ 0}. Suppose for any x0 > 0, the limit
of f (z) as z −→ x0 through upper-half plane is equal to x−α
0 . Then the limit of f (z) as
z −→ x0 through lower-half plane is equal to x−α e−2πıα .
This easily follows from the periodic property of the exponential. Now, let us choose
f (z)
a branch f (z) of z −α , say, for which f (−1) = e−πıα and integrate g(z) = along the
z+1
closed contour as shown in the figure. The figure justifies the name ‘key-hole integral’.
Ch. 6 Evaluation of Real Integrals 257

CR

L2
Cr
L1

Fig. 33
When the radius r of the inner circle is smaller than 1 and radius R of the outer one
is bigger that 1, this contour goes around the only singularity of g(z) exactly once, in
the counter clockwise sense. Hence,
Z
f (z)
dz = 2πıe−πıα (6.17)
γ z + 1

We now let the two segments L1 , L2 approach the interval [r, R]. This is valid, since in
a neighborhood of [r, R], there exist continuous extensions f1 and f2 of g1 and g2 where
g1 and g2 are restrictions of g to upper half plane and lower half plane respectively. The
RHS of the above equation remains unaffected where as on the LHS, we get,
Z R Z Z R Z
x−α f (z) x−α e−2πıα f (z)
dx + dz − dx − dz = 2πıe−πıα .
r x+1 |z=R| z+1 r x+1 |z|=r z+1

Now, we let r −→ 0 and R −→ ∞. It is easily checked that the two integrals on the
two circles are respectively bounded by the quantities 2πR1−α /(R+1) and 2πr 1−α /(r+1).
Hence the limits of these integrals are both 0. Therefore,
Z ∞ −α
−2πıα x
(1 − e ) dx = 2πıe−πıα .
0 x + 1

Hence, Z ∞
x−α π
dx = , 0 < α < 1.
0 x+1 sin πα
There are different ways of carrying out the branch cut. See for example the book
by Churchill and Brown, for one such. We shall cut out all this and describe yet another
method here, which is most elegant.
258 6.5 Branch Cuts or Key-hole Integrals

Theorem 6.6.1 Let φ be a meromorphic function on C having finitely many poles none
of which belongs to [0, ∞). Let a ∈ C\ Z be such that limz→0 z a φ(z) = 0 = limz→∞ z a φ(z).
Then the following integral exists and
Z ∞ X
2πı
Ia := xa−1 φ(x) dx = Resw (z a−1 φ(z)). (6.18)
0 1 − e2πıa
w∈C

Proof: First substitute x = t2 and see that

Z ∞ Z ∞
a−1
Ia = x φ(x)dx = 2 t2a−1 φ(t2 )dt. (6.19)
0 0

Next choose a branch g(z) of z 2a−1 in −π/2 < argz < 3π/2. Observe that g(−x) =
(−1)2a−1 g(x) = −e2πıa g(x), for x > 0. Hence,
Z ∞ Z ∞ Z 0
2a−1 2 2
z φ(z )dz = g(x)φ(x )dx + g(x)φ(x2 )dx
−∞ Z0 ∞ Z−∞
∞
= g(x)φ(x2 )dx − e2πıa g(x)φ(x2 )dx
0 Z ∞ 0
2πıa 2a−1
= (1 − e ) z φ(z 2 )dz
0
Therefore,
Z
2 ∞
4πı X
Ia = z 2a−1 φ(z 2 )dz = Resz (z 2a−1 φ(z 2 )). (6.20)
1 − e2πıa −∞ 1−e2πıa
z∈H
H

If we set f (z) = z a−1 φ(z) then zf (z 2 ) = z 2a−1 φ(z 2 ). We have seen in example 5.7.1 that
the sum of the residues of f (z) and that of zf (z 2 ) are the same. Since, in this case, f
has no poles on the real line, it follows that the sum of the residues of zf (z 2 ) in H is
equal to half the sum of the residues of f. The formula 6.18 follows. ♠
It may be noted that the assignment a 7→ Ia is called Mellin’s transform correspond-
1 z a−1
ing to φ. Coming back to the special case when φ(z) = , we have Res−1 =
z+1 z+1
(−1)a−1 = −eπıa . Hence,
Z ∞ (a−1)
x π
= , 0 < a < 1. (6.21)
0 x+1 sin πa
Observe that the condition that a is not an integer is crucial for the non existence
of the branch of z a−1 throughout a neighborhood of 0. On the other hand, that is what
guarantees the existence of the integral.

Exercise 6.6
Ch. 6 Evaluation of Real Intergals 259
Z ∞
xa−1 π
1. Show that ıθ
dx = eı(a−1)θ , 0 < a < 1, − π < θ < π. Now,
0 x + e sin πa
substitute x = tn and a = m/n, for integers 0 < m < n to obtain the formula:
Z ∞ m−1
x π  m −1 ı(m/n−1)θ
dx = sin π e 0 < m < n, − π < θ < π.
0 xn + eıθ n n

2. Use Ex. 1 to obtain the following formula due to Euler:

Z ∞
xm−1 π sin(1 − m/n)θ
2n n
dx = , 0 < m < n, − π < θ < π.
0 x + 2x cos θ + 1 n sin(mπ/n) sin θ

6.7 Two Applications: Error Function and Gauss

Sum
In this section we shall give two important applications of residue computations other
than merely computing some real integrals. The first one is the so called error integral
and the second one is Gauss sum.
Z ∞
2
The Error Integral: e−(t+z) dt.
−∞
2 x4 2
To begin with we know that ex > Z∈
for all x 2!
R. Therefore, x2 e−x < x22 → 0 as
∞
2
|x| → ∞. Therefore, theorem 6.2.1 implies that e−t dt exists. Fix w = p + ıq and
∞
2
consider the holomorphic function f (z) = e−z and integrate it on the boundary ∂R of
the rectangle R with vertices −r, s, s + ıq, −r + ıq for r, s.

γ3 w

γ γ2
4

0 γ1

Fig. 34
It is easy to check that
Z Z
lim f (z)dz = 0 = lim f (z)dz.
s→∞ γ2 r→∞ γ4
260 6.6. Two Applications
R
Now we can write (−γ3 )(t) = t + z − r − p ≤ t ≤ s − p. Therefore −γ3
f (z)dz =
R s−p (t+z)2
−r−p
e dt. By Cauchy’s theorem, we have
Z Z s Z
t2
f (z)dz = e dt + f (z)dz
−γ3 −r γ1 +γ2

Upon taking the limit it follows that above Error integral exists and we have

Z ∞ Z ∞
−(t+z)2 2
e dt = e−t dt. (6.22)
∞ −∞

R∞ 2
We shall now compute the value of 0
e−t dt. Consider the function meromorphic
function 2
e−z
g(z) = ,
1 + e−2αz
√
where α = πeπı/4 . Observe that α2 = πı and hence α is a period of e−2αz . Therefore
g has poles precisely at (− 21 + n)α, n ∈ Z and all poles are simple. So, we take the
rectangle with vertices −r, s, s + ıq, −r + ıq where α = p + ıq which encloses the only
pole z = α/2.

γ3 α

γ α /2 γ2
4

0 γ1

Fig. 35
The residue at this point is − 2√ı π . Most important of all is the fact that
2
g(z) − g(z + α) = e−z .

By Cauchy’s theorem, the total integral along the boundary of the rectangle R yields
Z s Z
−x2
√
e dx + g(z)dz = π.
−r γ1 +γ3
Ch. 6 Evaluation of Real Intergals 261

It is not hard to show that integrals along γ1 and γ3 converge to 0 as r, s → ∞. (We

leave this to you to verify.) Thus we have
Z ∞
2 √
e−x dx = π.
−∞

Because of the evenness of the integrand, this establishes

Z ∞ √
−t2 π
e dt = . (6.23)
0 2

Gauss Sum: We shall now derive the formula:

n−1
X 2πı 2
k 1 + (−i)n √
e n = n. (6.24)
k=0
1−i

popularly known as Gauss sum1 . Gauss used this to give a proof of quadratic reciprocity.
However, we shall not discuss quadratic reciprocity. We begin with an auxiliary lemma:
eaz
Lemma 6.7.1 The the function φ(a, z) = ez −1
is bounded in [0, 1] × Ur where

Ur = C \ ∪n∈Z Br (2πın).

Proof: Note that the denominator of φ is an entire function and has simple zeros at
2πın, n ∈ Z. Therefore φ is a continuous function on the closure [0, 1] × Ūr of [0, 1] × Ur .
Also since the denominator is periodic of period 2πı and a is real, it follow that |φ| is a
periodic function of period 2πı in z. Therefore it is enough to show that |φ| is bounded
in [0, 1] × S where S is the punctured infinite strip

S = {z ∈ C : |ℑz| ≤ π, |z| ≥ r}.

Now clearly |φ| is bounded on [0, 1] × {z ∈ S : |ℜz| ≤ 1. Now for z = x + ıy with x > 1
we have
ea x ea x
|φ(a, z)| ≤ z
= x
≤ 2ea−1)x ≤ 2.
|e | − 1 |e | − 1
And for x < −1, we have
eax 1
|φ(a, z)| ≤ −1
≤ .
1−e 1 − e−1
1
This formula was entered in his dairy by Gauss in May 1801. The derivation we present is due to L.
Pn−1 2
J. Mordel, ‘On a simple summation of the series 0 e2s πı/n ,” Messenger of Math. 48(1918), 54-56.
262 6.6. Two Applications

This completes the proof of the lemma. ♠

Now consider the entire function
n−1
X 2πı(z+k)2
Gn (z) := e n

k=0

We want to compute Gn (0). Mordel’s idea is to consider the meromorphic function

Gn (z)
Mn (z) := ,
e2πız − 1
ıπ
isolate its pole at z = 0 by the rectangle Rr with vertices ± 21 ± re 4 , r > 0 and take the
integral on the boundary. The pole z = 0 is a simple pole and hence the residue of Mn
is equal to Gn (0)/2πı. By the residue theorem, we have
Z
Gn (0) = Mn (z)dz (6.25)
∂R

where ∂R = γ1 + γ2 + γ3 + γ4 as shown in the figure:

−1/2+ r α
γ3 1/2 +r α

γ4
−1/2 0 1/2
γ2

−1/2− r α γ1 1/2 − r α

Fig. 36
We
Z shall show that Z
(a) Mn (z)dz = 0 = Mn (z)dz and
γ1 γ3 r Z ∞
Z
n ıπ/4 π 2
(b) lim Mn (z)dz = (1 + (−i) )e et dt.
r→∞ γ +γ
2 4
n −∞
Proof of (a): Put
ıπ
s± (r) = sup{|Mn (t ± re 4 )| : − 1/2 ≤ t ≤ 1/2}.

Since
Z Z 1/2 Z Z −1/2
ıπ ıπ
Mn (z)dz = Mn (t − re )dt; 4 Mn (z)dz = Mn (t + re 4 )dt,
γ1 −1/2 γ3 1/2
Ch. 6 Evaluation of Real Intergals 263

by M-L inequality, it is enough to show that limr→∞ s± (r) = 0. By lemma 6.7.1, there
exists M such that |(e2πız − 1)−1 | ≤ M for all z ∈ γ1 ∪ γ3 and for all r. Since Gn (z) is a
2πı(z+k)2
finite sum of terms of the form e n we consider

2πı(z+k)2 ıπ
λk (r) = sup{|e n | : z = t ± re 4 , −1/2 ≤ t ≤ 1/2}.

Then it is enough to prove that limr→∞ λk (r) = 0 for all 0 ≤ k ≤ n − 1. For, since
P
0 ≤ s± (r) ≤ M 0n−1 λk (r) and hence limr→∞ s± (r) = 0. Now

2πı(z+k)2 2π √
|e n | = ℜ[2πı(t ± reπı/4 + k)2 /n] = (−2r 2 ∓ 2(t + k)r).
n

Therefore

2
√ 2 +ckr
λk (r) ≤ e−2πr sup{e∓ 2(t+k)2πr/n
: − 1/2 ≤ t ≤ 1/2} ≤ e−2πr

for some constant c. The last quantity clearly tends to 0 as r → ∞.

2πı 2
Proof of (b): Since Mn (z + 1) − Mn (z) = e n z (e2πız + 1) it follows that the integral
R 2πı 2
in (b) is equal to Ir := γ4 e n z (e2πız + 1)dz. Now, 2πı
n
z 2 + 2πız = 2πı
n
(z + n2 )2 − πın
2
and
πın
e− 2 = (−i)n , and hence,

2πı 2 2πı 2 2π n 2
z
e n (e2πız + 1) = e n
z
+ (−i)n e n (z+ 2 ) .

Putting z = −1/2 + tα where α = eπı/w , and −r ≤ t ≤ r and using the fact α2 = ı, it

follows that
Z r Z r
1 2 2πı 1
−2πı
(t− 2α ) n (n−1))2
Ir = α e n dt + (−i) e− n
(t+ 2α
dt.
−r −r

Upon taking the limit and using the translation invariance of the error integral (6.22),
we obtain (b).
264 6.7 Miscellaneous Exercises

6.8 Miscellaneous Exercises to Ch. 6

In the following bunch of exercises, a, b, c are positive real numbers. Evaluate the inte-
grals, using residue method:
Z ∞ Z ∞
dx x2 dx
1. 2 n
, n ≥ 1. 2. 6
.
Z0 ∞ (a + bx ) Z0 ∞ x + 1
cos x dx x sin x dx
3. 2 2 2 2
. 4. 2 2
, a, b > 0.
−∞ (x + a )(x + b ) −∞ (x + a) + b
Z ∞ Z 2π
sin x dx dθ
5. . 6. .
0 x(x2 − π 2 ) 0 a + ı(b cos θ + c sin θ)
Z 2π   Z 2π
θ − a − ıb cos 2θ
7. cot dθ. 8. 2
, a2 < 1.
0 2 1 − 2a cos θ + a
Z 2π Z0 ∞
cos nθ x
9. . 10. 2
e2ıx dx.
0 5 − 3 cos θ −∞ 1 + x
Z 2π
dθ 2π
11. Show that 2
dθ = 2 , a 6= ±1.
0 1 − 2a cos θ + a |a − 1| Z ∞
12. With the same hypothesis of theorem 6.3.1, show that the integral f (x)eıax dx
−∞
exists, as follows: Assume a > 0. For r, s > 0 let R(r, s) be the square with vertices
−r, s, s + qı, −r + qı, where q = r + s. Integrate on ∂R(r, s) and show that the integrals
on the two vertical sides and the top side tend to 0 as r, s −→ ∞ independently. What
do you do for a < 0?
13. Using the boundary of the sector {z = reıθ : 0 ≤ r ≤ s, 0 ≤ θ ≤ φ} where
φ = 2π/n, show that for integers 0 < m < n, we have,
Z ∞
xm−1 π
dx = .
0 1 + xn n sin mπ
n

14. Let f be a meromorphic function and γ be a contour passing through some of the
singularities of f. We wish to extend the definition of the integral to cover some of these
situations. Let ξj , j = 1, 2, . . . , n be such singularities of the contour. Choose ǫ > 0
sufficiently small so that Bǫ (ξj ) are all disjoint. We can also assume that inside each
Bǫ (ξj ), the portion of the contour consists of two smooth arcs, joined at ξj . Now
Z consider
the portion of the contour that lies outside ∪j Bǫ (ξj ), denote it by Γǫ . Clearly f (z)dz
Γǫ
exists. Define
Z  Z
PV f (z)dz = lim f (z)dz (6.26)
γ ǫ−→0 γǫ
Ch. 6 Evaluation of Real Integrals 265

if it exists.
(a) Let A be the sector defined by

A = {z = reıθ : 0 ≤ r ≤ s, θ1 ≤ θ ≤ θ2 }.

TakeZτ to be the boundary of A traced in counter clockwise direction. Show that
dz
PV = ı(θ2 − θ1 ).
τ z
(b) Deduce that if f has a simple pole at 0 and s is sufficiently small, then with τ as in
a), we have, Z 
PV f (z)dz = ı(θ2 − θ1 )R0 (f ).
τ

(c) Extend the result (b) to the case when τ is replaced by a curve which is similar to
τ except that instead of two line segments at 0 it has a two arcs which are tangents to
these two line segments.
(d) Prove that if all ξj are simple poles then 6.26 exists. Indeed if θj is the angle
subtended by the left-side tangent with the right side tangent to γ at ξj measured in the
appropriate direction, then
Z  ! n
X X
PV f (z)dz = 2πı η(γ, a)Ra (f ) + θj Rξj (f ),
γ a∈A j=1

where A is the set of all poles not lying on γ.

15. Let zj , j = 1, 2, 3, 4 form the vertices of a rectangle R. For any complex numbers
aj , j = 1, 2, 3, 4 let
4
X aj
f (z) = .
j=1
z − zj
Z 
Find P V f (z) dz where ∂R is the boundary of the rectangle traced in the counter
∂R
clockwise sense.
Z Let z1 = 1 + ı, z2 = 1 − ı, z3 = −1 − ı, z4 = 1 − ı in the above exercise. Find
16.
1
4
dz.
∂R z + 4
266 6.7 Miscellaneous Exercises
Chapter 7

Local And Global Properties

7.1 Schwarz’s Lemma

A combination of maximum modulus principle with Riemann’s removable singularity
yields the following geometrically important result.

Theorem 7.1.1 Schwarz’s Lemma Let f : D → D̄ be a holomorphic function such

that f (0) = 0. Then |f (z)| ≤ |z| and |f ′ (0)| ≤ 1. Further, the following three conditions
are equivalent:
(i) there exists z0 6= 0 with |z0 | < 1 and |f (z0 )| = |z0 |.
(ii) |f ′ (0)| = 1.
(iii) f (z) = cz for some |c| = 1.

Proof: Take (
f (z)/z, z 6= 0,
g(z) =
f ′ (0), z = 0.
Clearly g is holomorphic in D \ {0}. Moreover, by the very definition of f ′ (0), we
have limz→0 g(z) = f ′ (0) = g(0). This implies that 0 is a removable singularity of
g and hence then g(z) is holomorphic in D. Also for 0 < r < 1 and |z| = r, we have,
|g(z)| = |f (z)|/|z| ≤ 1/r. By the maximum principle, |g(z)| < 1/r for |z| < r. Letting
r → 1, we obtain |g(z)| ≤ 1. Hence |f (z)| ≤ |z|. Also, since f ′ (0) = g(0), we have,
|f ′ (0)| ≤ 1.
To prove the latter part, suppose (i) holds. Then it follows that |g(z0)| = 1 for
an interior point z0 of the domain, and hence by maximum principle, g(z) must be a
constant of modulus 1. This implies (iii). Likewise (ii) implies that |g(0)| = |f ′(0)| = 1

267
268 7.1 Schwarz’s Lemma

and hence by maximum principle etc., we get (iii). The implications (iii) =⇒ (i) & (iii)
=⇒ (ii) are obvious. This completes the proof. ♠

Remark 7.1.1 The conditions stated in the theorem 7.1.1 are not all mandatory. Nei-
ther the conclusion is the strongest. We can improve upon both of them in several ways
by using this theorem itself. Roughly speaking the theme underlying Schwarz’s lemma is
that starting with a holomorphic function which has a rough fixed bound on a bounded
set, it is possible to get a stronger ‘variable bound’ for f . Here are two such instances.
For more, see exercise 2 below.

Example 7.1.1 Suppose f is holomorphic in the disc |z| < R and maps it inside the
disc |w| < M, and f (0) = 0. Then, we can first take the map T (z) = Rz, follow it by f
and then take S(z) = z/M to get a mapping g = S ◦ f ◦ T : D −→ D such that g(0) = 0.
Applying Schwarz’s lemma, we get, |g(w)| ≤ |w| for all w ∈ D. Replacing w by Rz, this
is the same as
M
|f (z)| ≤
|z|,
R
which is an improvement on the data |f (z)| < M. Thus, the hypotheses in Schwarz’s
lemma are not all necessary in a sense.

Example 7.1.2 Given a holomorphic map f : D → D, what can we say when f (0) 6= 0?
Remember the mapping (see theorem 3.7.5)
z−a
La : z 7→
1 − āz
for a ∈ D? This comes to our rescue now. It maps the unit disc onto itself and maps a
to 0. All that we have to do is to compose f with Lf (0) . The map g = Lf (0) ◦ f fits the
bill of Schwarz’s lemma. So we may conclude that

|f (z) − f (0)| ≤ (|1 − f (0)f (z)|)|z|, ∀ z ∈ D. (7.1)

Dividing out by z and taking the limit as z → 0, we get

|f ′ (0)| ≤ |1 − |f (0)|2| = 1 − |f (0)|2. (7.2)

Both (7.1),(7.2) are stronger than the corresponding conclusions in theorem 7.1.1.

As an immediate corollary, we obtain a complete description of the automorphisms

of the unit disc.
Ch. 7 Local And Global Properties 269

Theorem 7.1.2 The set of all automorphisms of the unit disc D is in one-to-one cor-
respondence with the set of fractional linear transformations of the form

z+b
f (z) = c , b ∈ D, c ∈ S1 . (7.3)
1 + b̄z

Indeed, c = f ′ (0)/(1 − |f (0)|2) = f ′ (0)/|f ′(0)|, and b = c̄f (0) = −f −1 (0).

Proof: In view of theorem 3.7.5, we need to prove that every automorphism f of D is a

fractional linear transformation.
First assume that f (0) = 0. Put g = f −1 . Then g(0) = 0 and by Schwarz’s lemma,
we have |f ′(0)| ≤ 1, and |g ′(0)| ≤ 1. But then by chain rule, |g ′(0)| = |1/f ′(0)| ≥ 1.
Hence, |f ′ (0)| = 1. (Alternatively, we have |z| = |g ◦ f (z)| ≤ |f (z)| ≤ |z| for all z.) Again
by (later part of) Schwarz’s lemma, f (z) = cz for some c = eıθ . That is, f is a rotation
through an angle θ. In the general case, consider

f (z) − f (0)
h(z) := Lf (0) (z) :=
1 − f (0)f (z)

as in the above example. Then h(0) = 0 and hence by the previous case, we get h(z) = cz
where c = h′ (0) is of modulus 1. Clearly

f ′ (0)
c = h′ (0) = .
1 − |f (0)|2

Thus
cz + f (0) z + c̄f (0) z+b
f (z) = =c =c .
1 + f (0)cz 1 + c̄f (0)z 1 + b̄z
where c = f ′ (0)/(1 − |f (0)|2) and b = c̄f (0). Since c is of modulus 1 as well, it follows
f ′ (0)
that c = |f ′ (0)|
. ♠

Remark 7.1.2 For a geometric interpretation of Schwarz lemma see the exercise 3
below. For some beautiful applications and more see [[?]].

Exercise 7.1

1. Show that the automorphisms of the unit disc are in one-to-one correspondence
az + b
with the set of fractional linear transformations of the form , where |a|2 −
b̄z + ā
|b|2 = 1.
270 7.1 Schwarz’s Lemma

2. Suppose f (z) is holomorphic in the disc |z| < R and maps it inside the disc
|f (z)| < M. Prove that
 
 M(f (z ) − f (z ))   R(z − z ) 
 1 2  1 2 
 ≤ , z1 , z2 ∈ BR (0).
 M 2 − f (z2 )f (z1 )   R2 − z2 z1 

[Hint: Use exercise 3.7.2] Deduce that

M|f ′ (z)| R
2 2
≤ 2 , for all |z| < R.
M − |f (z)| R − |z|2

The case R = M = 1 gives the so called Schwarz-Pick theorem. viz.,

 
 (f (z ) − f (z ))   (z − z ) 
 1 2  1 2 
  ≤  , z1 , z2 ∈ D. (7.4)
 1 − f (z2 )f (z1 )  1 − z2 z1 

3. Define d : D × D → [0, 1) by the formula

 
 z1 − z2 
d(z1 , z2 ) =  . (7.5)
1 − z1 z̄2 

Show that
(i) d is invariant under rotation and Möbius transformation D i.e., if h : D → D is
either a rotation or a Möbius transformation then d(h(z1 ), h(z2 )) = d(z1 , z2 ).
(ii) d is a metric on D, i.e., d is symmetric, d(z1 , z2 ) = 0 iff z1 = z2 and d satisfies
the triangle inequality:

d(z1 , z3 ) ≤ d(z1 , z2 ) + d(z2 , z3 ), z1 , z2 , z3 ∈ D.

Now Schwarz-Pick Theorem (7.4) has the following geometric interpretation:every

holomorphic self-mapping of the unit disc decreases the noneuclidean distance d.

4. Suppose f : H −→ H is a holomorphic mapping. Then show that

 
 f (z) − f (w)   z − w 
    ∀ z, w ∈ H
 ≤
 f (z) − f (w)   z − w 

and hence deduce that

ℑ(f (z))
|f ′ (z)| ≤ .
ℑz
Ch. 7 Local And Global Properties 271

5. Show that if |f (z)| < 1 for |z| < 1 and f (z) has a zero of order n at 0 then
(i) |f (z)| < |z|n for all |z| < 1.
(ii) |f (n) (0)| ≤ n!.
Also, show that equality occurs in any one of the above iff f (z) = cz n with |c| = 1.

6. Let f be an entire function. Suppose there is a constant a and an integer n such

that |f (z)| ≤ a|z|n , ∀z ∈ C. Then show that f (z) = cz n , for some c ∈ S1 .

7. Show that every automorphisms of the upper-half plane is a flt of the form
az + b
z 7→ , ad − bc = 1, a, b, c, d ∈ R.
cz + d
[Hint: see Ex. 3.7.6.]

8. Suppose f : D → D is a holomorphic mapping having a continuous extension on

the boundary such that f (∂ D) ⊂ ∂ D. Show that f is a rational function.

7.2 Local Mapping

We begin with a deep application of argument principle.

Theorem 7.2.1 Existence of Solutions Let f be holomorphic in a neighborhood of

z0 , f (z0 ) = w0 and let f (z) − w0 have a zero of order n at z0 . Then there exist ǫ > 0
and δ > 0 such that if 0 < |a − w0 | < δ, then

f (z) = a

has exactly n simple (i.e., distinct) solutions in the disc |z − z0 | < ǫ.

Proof: Choose ǫ > 0 such that f is defined and holomorphic in |z − z0 | < 2ǫ and the
equation
f (z) = w0

has no solution in 0 < |z − z0 | < 2ǫ. This is possible because zeros of a holomorphic
function are isolated. For the same reason, we can further demand that

f ′ (z) 6= 0 in 0 < |z − z0 | < 2ǫ

also. Let γ be the circle

γ(θ) = z0 + ǫeıθ , 0 ≤ θ ≤ 2π
272 7.2 Local Mapping

and let Γ = f ◦ γ. Observe that w0 6∈ Γ. So choose δ > 0 such that Bδ (w0 ) ∩ Γ = ∅.

Now, the mapping a 7→ η(Γ, a) is defined and continuous on the entire disc Bδ (w0 ).
Being an integer valued function, it is a constant. Therefore, η(Γ, a) = η(Γ, w0 ) for all
a ∈ Bδ (w0 ). On the other hand, we have η(Γ, w0 ) = η(γ, z0 )n = n, since z = z0 is a root
of f (z) = w0 of order n and there are no other roots inside γ. Hence η(Γ, a) = n for all
a ∈ Bδ (w0 ).
Now, let z1 , . . . , zm be the roots of f (z) = a which lie inside γ. Since f ′ (zi ) 6= 0 each
zi is a simple root. Hence from remark 5.7.2, it follows that m = n. ♠

We can now deduce several important results with little effort. First of all:

Corollary 7.2.1 Let f : Ω → C be a holomorphic function, z0 ∈ Ω be such that

f ′ (z0 ) = 0. Then for every δ > 0 such that Bδ (z0 ) ⊂ Ω, f is not injective on Bδ (z0 )\{z0}.

Next, we shall give another proof of the open mapping theorem.

Theorem 7.2.2 Open Mapping Theorem A non-constant holomorphic function on

an open set is an open mapping.

Proof: Let f : Ω −→ C be a holomorphic function and let U be any open subset of Ω.

We must show that f (U) is an open set in C. Let w0 ∈ f (U) be any arbitrary point, say,
w0 = f (z0 ), z0 ∈ U. Choose ǫ > 0 and δ > 0 as in the above theorem. Since z0 is a root
of f (z) − w0 of some order l > 0, it follows that for all w ∈ Bδ (w0 ), we can find l points
in Bǫ (z0 ) which are mapped to w by f. In particular, it follows that Bǫ (w0 ) ⊂ f (U).
Since this happens for each point w0 ∈ f (U), it follows that f (U) is open. ♠

Theorem 7.2.3 Inverse Function Theorem Let f be holomorphic on an open set

Ω. If f ′ (z0 ) 6= 0, for some z0 ∈ Ω, then there exists a neighborhood of z0 , on which f
has a holomorphic inverse.

Proof: Since f ′ (z0 ) 6= 0, putting w0 = f (z0 ), it follows that z0 is a simple root of

f (z) − w0 = 0 in a neighborhood of z0 . So there exists a neighborhood Ω1 of z0 mapped
onto a neighborhood Ω2 of w0 by f and the map f : Ω1 −→ Ω2 is injective. Now apply
the branch theorem 5.2.2. ♠
Combining the open mapping theorem with theorem 1.5.7, we obtain another proof
of :
Ch. 7 Local And Global Properties 273

Theorem 7.2.4 Maximum Modulus Principle: If f (z) is a non-constant holo-

morphic function in an open set Ω, then its absolute value |f (z)| has no maximum in
Ω.

Argument Principle can be applied to prove existence theorems of various kind. Here
are two applications.

Theorem 7.2.5 Rouchè’s1 Theorem : Let f, g be holomorphic in an open set con-

taining the closure D̄ of a disc D and satisfy the inequality

|f (z) − g(z)| < |g(z)| ∀ z ∈ ∂D.

Then f and g have same number of zeroes inside D.

Proof: Clearly f (z) 6= 0 and g(z) 6= 0 on ∂D. Therefore the inequality yields
 
 f (z) 
 
 g(z) − 1 < 1

for all points on ∂D. Hence the function F = f /g maps the ∂D onto a closed contour
Γ inside the ball B1 (1) and so Γ does not wind around 0. Therefore by the Argument
Principle we have, 0 = η(Γ, 0) = the number of zeros of F minus the number of poles of
F enclosed by ∂D = the number of zeros of f minus the number of zeros of g inside D.
♠

Example 7.2.1 As an interesting application let us prove the following:

Let f be holomorphic on D and |f (z)| < 1 for |z| = 1. Then f has exactly one fixed
point inside D.
We apply Rouche’s principle to the functions f (z)−z and −z. Then |f (z)−z−(−z)| =
|f (z)| < | − z|, for all |z| = 1. Hence f (z) − z and −z have the same number of zeros
inside D. Since −z has precisely one zero, we are done.

We shall now derive an important corollary of the argument principle about the
elementary symmetric functions on the solution sets. See exercise 2.2.2.

Theorem 7.2.6 Holomorphicity of Elementary Symmetric Functions: Let σi , i =

1, . . . , n be the elementary symmetric functions in n variables. Let f be holomorphic at
z0 , f (z0 ) = w0 and let f (z)−w0 have a zero of order n. Then there exists ǫ > 0 and δ > 0
1
Eugène Rouché (1832-1910) was a French mathematician. He proved this theorem in 1862.
274 7.2 Local Mapping

such that for each w in Bδ (w0 ), f (z) − w has precisely n solutions zj (w), j = 1, 2, . . . , n,
in Bǫ (z0 ). Moreover, any symmetric function on {z1 (w), z2 (w), . . . , zn (w)} is well-defined
single valued and holomorphic function of w inside Bδ (w0 ).

Proof: In view of theorem 7.2.1, the first part of the theorem has been already seen.
The only thing that we need to prove now is the single valuedness and holomorphicity
of the symmetric functions. Observe that each of the zj (w) may not be even continuous,
since we may have messed up in labeling the distinct roots as w varies. Since the value
of any symmetric function of these n roots zj (w) does not depend on the labeling, the
well definedness follows.
Recall that any symmetric function is a polynomial function of the elementary sym-
metric functions. Hence it is enough to show that the elementary symmetric functions

si (w) = σi (z1 (w), . . . , zn (w))

P
are holomorphic. Now recall that if ρk (z) = j zjk are the power-sum functions then we
have the Newton’s identities:

ρk − σ1 ρk−1 + · · · + (−1)k−1 σk−1 ρ1 + (−1)k kσk = 0.

In particular, it follows that each σk is a polynomial function of the power-sum functions

ρj ’s. Hence, it suffices to prove that each power-sum function
X
rk (w) = ρk (z1 (w), . . . , zn (w)) = zjk (w)
j

is holomorphic. All that we do now is to fix w ∈ Bδ (w0 ), apply Logarithmic Residue

Theorem 5.7.3 to the function f (z) − w with g(z) = z k (for each fixed k) and γ :=
{|z −z0 | = ǫ}. The zeros of f (z)−w inside |z −z0 | = ǫ are precisely zj (w), j = 1, 2, . . . , n.
And f (z) − w does not have any poles. Since η(γ, zj (w)) = 1 for each j, we to obtain,
Z X X
1 f ′ (z) k
z dz = g(zj (w)) = zjk (w) = rk (w) (7.6)
2πı |z−z0 |=ǫ f (z) − w j j

Thus, we have indeed displayed the power-sums of the roots by integral formulae and
hence the holomorphicity of these functions follow. ♠
Finally as a special case of (7.6), we shall obtain an integral formula for the inverse
function of a holomorphic function when it exists. So, assume that f is holomorphic
and injective in an open set Ω. Let z0 ∈ Ω and ǫ > 0 be such that Bǫ (z0 ) ⊂ Ω. Then in
Ch. 7 Local And Global Properties 275

the above theorem, we can take n = 1 because f (z) − w0 has a root of multiplicity 1.
Also, the elementary symmetric function r1 (w) = z1 (w) = f −1 (w). Hence the formula
(7.6) yields the following:

Theorem 7.2.7 Integral formula for the inverse function : Let f be an holomor-
phic function at z0 , f (z0 ) = w0 and suppose that f (z) − w0 has a simple zero at z = z0 .
Then for all sufficiently small ǫ > 0 there exists a δ > 0 such that for |w − w0 | < δ we
have
Z
−1 1 f ′ (z)z
f (w) = dz. (7.7)
2πı |z−z0 |=ǫ f (z) − w

Exercise 7.2

1. Let Ω be a bounded open set, f and g be non vanishing continuous functions on

Ω and holomorphic in Ω. Suppose that |f (z)| = |g(z)| for all z ∈ ∂Ω. Then show
that f (z) = eıθ g(z) for all z ∈ Ω and for some fixed θ.

2. Let f be a non constant holomorphic function in a disc BR (0) and for 0 ≤ r <
R, let M(r) = sup{|f (z)| : |z| = r}. Show that M(r) is strictly monotonically
increasing continuous function of r.

3. Determine the number of zeros of the following polynomials inside the unit circle.
(a) T 7 − 4T 3 + T − 1.
(b) T 6 − 5T 4 + T 3 − 2T.
(c) 2T 4 − 2T 3 + 2T 2 + 2T − 9.

4. Show that the equation 6T 5 + 2T 2 + T − 1 = 0 has all its solutions inside |z| ≤ 1.
Can you say the same about the solutions of 6T 5 − 2T 2 − T − 1 = 0? Try to
generalize this result about solution set of polynomials. Compare your answer
with ex.6 of 7.5.

7.3 Homotopy and Simple Connectivity

On a simple open arc, there is ‘essentially’ only one way to go from one point to another.
In contrast, on a circle, there are at least two different ways to do this. As we have
already seen, one can interpret the word ‘to go’ here to mean ‘to communicate’ or ‘to
276 7.3 Homotopy, and Simple Connectivity

connect by a path’. Thus the first case could be referred to as ‘simple connectivity’
and the later as ‘multi-connectivity’. This is how the originators of this notion must
have thought as the words used by them indicate. In modern times, these notions
are made to work in a larger context and hence a certain abstract, more rigorous and
(hence) dry definitions have been adopted in the study of Algebraic Topology using
the machinery of the fundamental group. We shall not take full recourse to that here,
whereas we shall introduce the concept of homotopy and ‘a correct’ modern definition of
simple connectedness. Classically the approach for simple connectivity came through the
properties of integrals on them. We prefer to call this ‘homological’ simple connectivity.
It is time now that you strengthen your topological background. For instance, have
you solved all the exercises in 1.6? We will need some of these results such as exercise
4 from 1.6.

Definition 7.3.1 Let γj : [0, 1] → γ, j = 0, 1, be any two paths with the same initial
and terminal points:

γ0 (0) = γ1 (0) = c0 ; γ0(1) = γ1 (1) = c1 .

We say γ0 , γ1 are path-homotopic to each other in Ω and express this by writing γ0 ∼ γ1

if there exists a continuous map H : I × I → Ω such that

H(t, j) = γj (t); H(j, s) = γ0 (j) = γ1 (j) = cj , j = 0, 1; 0 ≤ t ≤ 1; 0 ≤ s ≤ 1.

H is called a path-homotopy from γ0 to γ1 .

If c0 = c1 = a that is when both the paths are loops passing through a, the above
path-homotopy gives a ‘loop homotopy’ of loops based at a. If γ0 happens to be the
constant loop, we say the loop γ1 is ‘null-homotopic.’

The importance of this notion for us lies in the local-to-global result that we can now
prove. We need just one more definition:

Definition 7.3.2 A differential 1-form pdx + qdy on a domain Ω is said to be locally

exact if for each point z ∈ Ω, there is an open disc around z contained in Ω on which
pdx + qdy is exact.

Remark 7.3.1 Recall that pdx + qdy is exact means that there is a smooth function
f (x, y) such that fx = p and fy = q. Further, if p and q are continuously differentiable,
then we see that in order that pdx + qdy is locally exact, it is necessary that py = qx , i.e.,
Ch. 7 Local And Global Properties 277

the form pdx + qdy is a closed form. Combining corollary 4.2.1 with Green’s theorem
applied to triangles, it follows that any closed 1-form is locally exact. (However, in the
sequel, we do not need this result.) We shall prove:

Proposition 7.3.1 Let pdx + qdy be a locally exact 1-form in a domain Ω. Let γj , j =
1, 2 be any two contours in Ω which are path homotopic in Ω. Then
Z Z
pdx + qdy = pdx + qdy.
γ0 γ1

By Cauchy’s theorem for discs, we know that for a holomorphic function f, f dz is

locally exact. Therefore proposition 7.3.1 yields:

Theorem 7.3.1 Homotopy Invariance of Integrals Let f be a holomorphic mapping

on a domain Ω, and γj be any two contours in γ which are path homotopic in Ω. Then
Z Z
f dz = f dz.
γ0 γ1

Corollary 7.3.1 Let γ be a null-homotopic contour in Ω. Then for every holomorphic

function f on Ω, we have Z
f dz = 0.
γ

Toward the proof of proposition 7.3.1, for the first time we shall now need the com-
pactness notion in a sense in which it is meant viz., every open cover of a compact space
admits a finite subcover. In the case of metric spaces, the accompanying result that we
need is Lebesgue Covering Lemma:

Theorem 7.3.2 Lebesgue Covering Lemma To each open cover of a compact met-
ric space, there exists r > 0 such that any ball of radius r is contained in some member
of the cover.

We shall assume this result. The reader may refer to chapter 6 in Joshi’s book [J].
Proof of the proposition 7.3.1: The idea is that the homotopy H defines a ‘continuous
family’ {γs : 0 ≤ s ≤ 1} of paths beginning with γ0 and ending with γ1 and each of
them having the same end points. The claim is that for all these paths the integral
R
γs
pdx + qdy takes the same value. Unfortunately, even to make sense out of this claim
there is a technical snag: the intermediary paths γs , 0 < s < 1, may not be piecewise
smooth. So, we use these paths as a device to obtain finitely many contours (made up
278 7.3 Homotopy, and Simple Connectivity

of line segments) with the same end-points so that from one contour to the other the
value of the integral does not change. Let us now get into the technical details.
Choose a path homotopy H : I × I → Ω from γ0 to γ1 . Cover H(I × I) by finitely
many open balls {Bα } which are completely contained in Ω and on each of which the
differential is exact. Choose r > 0 so that every ball of radius r in I × I is contained
in some member of {H −1(Bα )} (such a r > 0 exists by Lebesgue Covering Lemma).
1
Choose an integer n such that 1/n < r/2. Cut I × I into n2 squares of size n
× n1 .
Since each little square is of diameter < r, it follows that each of these little squares is
contained in one of the members of {H −1 (Bα )}.

σi j+1
τi+1 j

τi j σi j

Fig. 37
Let ai,j = H( ni , nj ). Let τij be the line segment joining ai,j and ai,j+1 for 0 < i <
n, 0 ≤ j < n. Observe that a0,j = γ0 (0) = c0 , an,j = γ0 (1) = c1 for all j. Let σij be
the line segment joining ai,j to ai+1,j for 0 ≤ i < n, 0 < j < n. Let σi,0 , σi,n denote the
contour γ0 (respectively γ1 restricted to the interval [ ni , i+1
n
], 0 ≤ i < n.
Let Pij denote the closed contour
−1 −1
Pij := σij ⋆ τi+1,j ⋆ σi,j+1 ⋆ τi,j .

Clearly, Pij is a closed contour and is contained in one of the discs Bα contained in Ω.
Therefore

Z
pdx + qdy = 0; i, j = 0, 1, . . . , n − 1. (7.8)
Pij

Therefore
XZ
pdx + qdy = 0. (7.9)
ij Pij

As usual, all the integrals along intermediate line segments cancel in pairs and we are
left with the integrals on H(∂(I × I)). This is nothing but γ0 ⋆ c1 ⋆ γ1−1 ⋆ c0 where c0 , c1
Ch. 7 Local And Global Properties 279

are constant paths. Therefore

Z Z
pdx + qdy = pdx + qdy.
γ0 γ1

This completes the proof of the proposition 7.3.1 as well as those of theorem 7.3.1 and
Corollary 7.3.1. ♠

Definition 7.3.3 Let Ω ⊂ C be a domain. We say Ω is simply connected, if every

closed path in Ω is null-homotopic in Ω.

Remark 7.3.2

1. Let f : U → V is a continuous function. If γ : I → U is a loop which is

null homotopic in U, then it follows that f ◦ γ is null homotopic in V. Indeed, if
H : I × I → U is a null-homotopy of γ, then f ◦ H gives a null-homotopy of f ◦ γ.

2. As a consequence, it follows that simple connectivity is a topological invariant i.e.,

if f : U → V is a homeomorphism then U is simply connected iff V is simply
connected.

3. It is not very difficult to see that if Ω is a domain and z0 ∈ Ω is such that every
loop in Ω based at z0 is null homotopic then Ω is simply connected. However, we
need not use this.

As an immediate corollary, in view of theorem 4.2.1, we obtain:

Theorem 7.3.3 A locally exact (equivalently, a closed) differential 1-form on a simply

connected domain is exact.

Remark 7.3.3 The entire plane is simply connected. Indeed any convex domain in C
is simply connected. Since simple connectivity is a topological invariant property, any
domain which is homeomorphic to a convex domain is simply connected. At this stage,
we do not know any other way to see more examples of simply connected domains.
Neither we have any tools to test whether a given domain is simply connected or not.
The above corollary fills this gap to a certain extent. Let us restate it as:
280 7.3 Homotopy, and Simple Connectivity

Theorem 7.3.4 Cauchy’s Theorem: Homotopy Version Let Ω be a simply con-

nected
Z domain. Then for every closed contour γ in Ω and every holomorphic function
f, f dz = 0.
γ

Remark 7.3.4 Thus, if we find one holomorphic function f on Ω and one closed contour
R
in Ω such that γ f (z)dz 6= 0, then we know that Ω is not simply connected. Thus C\{0}
is not simply connected because 1/z is holomorphic on it and its integral on the unit
circle is 2πı. Indeed, with this method, we are sure that given any domain Ω and a non
empty, finite subset A of Ω, the domain Ω \ A is not simply connected.
We still do not know any sure method to determine whether a given domain is simply
connected or not. The following theorem takes us quite close to settling this problem.

Theorem 7.3.5 Let Ω be a domain in C. Consider the following statements:

(0) Either Ω = C, or Ω is biholomorphic to the opne unit disc D.
(i) Ω is simply connected.
R
(ii) For every closed contour γ in Ω and every holomorphic function f, γ
f dz = 0.
(iii) Every holomorphic function in Ω has a primitive.
(iv) Every holomorphic function on Ω which never vanishes on Ω has a holomorphic
logarithm, i.e., there exists a holomorphic function g : Ω → C such that exp (g(z)) =
f (z), z ∈ Ω.
(v) For every point a ∈ C \ Ω, and every closed contour γ in Ω, we have, η(γ, a) = 0.
√
(vi) For evey point a ∈ C \ Ω, z − a has a (continuous) branch all over Ω.
We have (0) =⇒ (i) =⇒ (ii) =⇒ (iii) =⇒ (iv) =⇒(v) and (iv) =⇒ (vi).

Proof: (0) =⇒ (i) See remark 7.3.2.2.

(i) =⇒ (ii): This is the statement of theorem 7.3.4.
(ii) =⇒ (iii) : This is the statement of the primitive existence theorem (see cor 4.2.2)
for each fixed holomorphic function f.
(iii) =⇒ (iv): Apply (iii) to h = f ′ /f to obtain g such that g ′ = f ′ /f. Then

(exp (−g)f )′ = −exp (−g)g ′f + exp (−g)f ′ = exp (−g)(−f ′ + f ′ ) = 0.

Therefore k(exp (g)) = f for some constant k 6= 0. By choosing g such that exp (g) and
f coincide at a point, we get exp (g) = f.
(iv) =⇒ (v): The function f (z) = z − a does not vanish on Ω. Therefore we have a
holomorphic g on Ω such that exp(g) = f. But then
Z Z
1 dz 1 1
η(γ, a) = = dg = (g(γ(b)) − g(γ(a))) = 0.
2πı γ z − a 2πı γ 2πı
Ch. 7 Local and Global Properties 281

(iv) =⇒ (vi): f (z) = z − a does not vanish on Ω. Therefore we have a holomorphic g on

Ω such that exp (g) = f. Take h(z) = exp (g(z)/2) to see that h2 (z) = f (z).
This completes the proof of the theorem. ♠

Remark 7.3.5 Indeed, it is true that all these statements are equivalent. Obviously
the difficulty is in proving (vi) =⇒ (0) or (v) =⇒ (i) or for that matter in proving (ii)
=⇒ (i).
We shall actually prove (vi) =⇒ (0), in the next chapter and this goes under the name
Riemann mapping theorem. In particuar, this will complete the proof of equivalence of
all the statements in the above theorem except (v).
So, we shall now launch a programme which will enable us to prove (v) =⇒ (ii).
Classically, and in many books even today, simple connectivity is defined by condition
(v). Then the statement ‘(v) implies (ii)’ is known as Homology form of Cauchy’s theo-
rem. The property (v) can be termed as ‘homological simple connectivity’ as compared
to homotopical one as in definition 7.3.3.

7.4 Homology Form of Cauchy’s Theorem

Recall that while defining line integrals we first considered differentiable paths. Then,
using the additivity property of the integral so obtained under subdivision of arcs, we
could immediately generalize the definition of the integral over contours ( which are, by
definition, piecewise differentiable paths). We can now go one step further and allow our
contours to have finitely many discontinuities also. (After all, recall that finitely many
jump discontinuities do not cause any problem in the Riemann integration theory.) But
then this is nothing but merely taking a finite number of contours γi together. Guided
by the property that the integral over two non overlapping contours is the sum of the
integrals over the two contours individually, and by the property that the integral over
the inverse path is the negative of the integral, we now introduce a formal definition:
P
Definition 7.4.1 By a ‘chain’ we shall mean a finite formal sum j nj γj , where nj are
any integers, and γj are contours. In this sum if each γj is a closed contour, then the
sum is called a cycle. Observe that it does not hurt us if some of the integers nj are
zero. However, we do not generally write such terms in the summation. We can add
two chains and rewrite the sum by ‘collecting terms’ whenever more than one integral
is involved over the same contour. The support of a chain is the set of all image points
of all those γj for which nj is not zero.
282 7.4 Homology Form of Cauchy’s Theorem

Remark 7.4.1 If γ = γ1 · γ2 then note that the two chains γ and γ1 + γ2 are different
but the integrals are the same:
Z Z Z Z
f dz = f dz + f dz = f dz.
γ γ1 γ2 γ1 +γ2

In anticipation of what is to come we now make another definition.

Definition 7.4.2 Two chains γ1 , γ2 in Ω are said to be homologous to each other in Ω

if for all holomorphic functions f on Ω the integrals are the same:
Z Z
f (z)dz = f (z)dz
γ1 γ2

We express this by writing γ1 ∼ γ2 . A chain is said to be null homologous if it is

homologous to the chain 0.

Remark 7.4.2 It is fairly easy to see that

(i) being homologous is an equivalence relation;
(ii) sum of two null homologous chains is null homologous;
(iii) two path-homotopic paths are homologous as chains (homotopy invariance theorem);
(iv) a null homologous chain is homologous to a cycle.
Following (iv) we shall also call any chain which is homologous to a cycle also a
cycle. (This is not a standard terminology but introduced only temporarily only for
convenience.)

The following lemma is central in the proof of Cauchy’s theorem. Primarily, instead
of asserting that the formula holds for all contours it says there is a special one for which
it holds. Even though we could do with a little weaker version of this lemma, we have
chosen this form of the lemma, which can be used for other purposes later. It has its
own importance having a certain topological content.

Lemma 7.4.1 Let U be an open subset of C and K be a compact subset of U. Then

there exists a cycle γ in U \ K and an open subset U ′ ⊂ U \ supp γ such that K ⊂ U ′
and for all points z ∈ U ′ , η(γ, z) = 1 and for any holomorphic function f on U ′ we have,

Z
1 f (ξ)
f (z) = dξ, z ∈ U ′. (7.10)
2πı γ ξ−z
Ch. 7 Local and Global Properties 283

Proof: Since C \ U and K are disjoint closed sets and K is compact, we have,

δ := d(C \ U, K) = inf {|z1 − z2 | : z1 ∈ C \ U, z2 ∈ K} > 0.

Choose 0 < µ < δ/3. Raise a grid of horizontal and vertical lines with distance between
consecutive parallel lines = µ. Let R = {Rj } denote the collection of all little squares
belonging to this grid which are at a distance ≤ δ/3 from K. Since K is compact, this
collection has only finitely many squares. We shall denote by ∂Rj , the contour obtained
by tracing the boundary of a square Rj in the counter clockwise sense. (It does not
matter where you start off.)

Fig. 38
P
Put γ ′ := j ∂Rj and R = ∪j Rj .
Then clearly γ ′ is a cycle in U and K ⊂ R. Observe that γ ′ is a chain consisting of
directed edges of squares in the collection R. We delete each pair of edges which are
opposite of each other occurring in γ ′ to obtain a cycle γ. It is not very difficult to see
that γ is also a cycle in U. In any case, integrals over either of these chains γ ′ , γ will
be the same for all 1-forms. (In particular γ and γ ′ are homologous to each other and
hence we can call γ also a cycle!) Clearly the support of γ is contained in U. Moreover,
Supp γ does not intersect K at all. For, if any edge intersects K, then the squares on
either side of the edge are in the collection R and hence, the edge will occur twice, once
in each direction, so gets deleted. This also shows that K is contained in the interior of
R. Put U ′ = int R, the interior of R.
284 7.4 Homology Form of Cauchy’s Theorem

Now, given any point z in U ′ , since z does not lie on the support of γ, it follows that
η(γ, z) makes sense. If z ∈ int Rk , then clearly η(∂Rj , z) = 1 if j = k and = 0 otherwise.
(See theorem 5.6.1). Therefore,

η(γ, z) = η(γ ′ , z) = 1 (7.11)

for all points z ∈ ∪k int Rk . Since every point w ∈ U ′ is a limit point of ∪k int Rk by
continuity of the winding number, it follows that (7.11) is valid for all points of U ′ .
To see the second part, let z be in the interior of one of the Rj ’s. Then

Z (
1 f (ξ) f (z) if k = j
dξ =
2πı ∂Rk ξ−z 0 if k 6= j

Therefore,
Z
1 f (ξ)
f (z) = dξ
2πı γ′ ξ−z

for all points in ∪k int Rk . Again, by continuity of both sides, the validity of the equation
(7.10) for all points of U ′ follows. ♠
We are now ready to prove the equivalence of (ii) and (v) of Theorem 7.3.5.

Theorem 7.4.1 Homology Version of Cauchy’s Theorem: Let Ω be an open set

in CZ and γ be a cycle in Ω. Then the following conditions on γ are equivalent:
(i) f dz = 0 for all holomorphic functions f on Ω, i.e., γ is null homologous in Ω.
γ
(ii) η(γ, a) = 0, for all a ∈ C \ Ω.

1
Proof: Suppose (i) holds. For any point a ∈ C \ Ω, the function is holomorphic
z−a
on Ω and hence from (i), we obtain

Z
1 dz
η(γ, a) = = 0.
2πı γ z−a

This proves the statement: (i)=⇒ (ii).

Ch. 7 Local and Global Properties 285

γ
Ω

Fig. 39
To prove (ii) =⇒ (i), enclose the support of γ inside a disc D. Consider the closure
A of the union of all components of C \ supp γ on which η(γ, z) 6= 0. Then A ⊂ D and
hence bounded. Moreover (ii) implies that A ⊂ Ω. We can now apply lemma 7.4.1, to
the situation K = A ∪ supp γ ⊂ Ω := U to obtain
(i) a cycle ω in Ω \ K and
(ii) an open set U ′ such that K ⊂ U ′ ⊂ Ω \ supp ω with the property that for all points
z ∈ U ′, η(ω, z) = 1 and for all holomorphic function f on U ′ , we have,
Z
1 f (ξ)
f (z) = dξ, z ∈ U ′ .
2πı ω ξ − z

On the other hand, since supp ω∩A = ∅, it follows that η(γ, ξ) = 0 for all ξ ∈ supp ω.
Therefore,
Z Z  Z 
1 f (ξ)
f (z) dz = dξ dz
γ Zγ  2πı Zω ξ − z Z
1 dz
= f (ξ) dξ = η(γ, ξ)f (ξ) dξ = 0.
ω 2πı γ ξ−z ω

(For justification in the change in the order of integration see (4.12). This completes the
proof of the theorem. ♠

Remark 7.4.3 We have remarked earlier that condition (ii) of the above theorem may
be referred to as homologically simple connectivity. Often elementary books in complex
analysis call this property itself simple connectivity. This is justified so far as we are
talking about domains in C but not in general. Also note that this comes very close
to the geometric simple connectivity that we have introduced in definition 4.4.1. The
286 7.4 Homology Form of Cauchy’s Theorem

following theorem gives another purely set-topological characterization of this property.

We may call this one, the topological simple connectivity.

Theorem 7.4.2 Let Ω be a domain is C. Then the following conditions on Ω are equiv-
alent.
(i) η(γ, z) = 0 for every cycle γ in Ω and every point z ∈ C \ Ω.
b \ Ω is connected.
(ii) C

b \ Ω = X ` Y, as a
b \ Ω is not connected. Write C
Proof: To prove (i) =⇒ (ii), assume C
disjoint union of non empty closed subsets. In particular, both X and Y are compact.
Say, ∞ ∈ Y. Then X ⊂ C is compact. Take U = X ∪ Ω = C b \ Y. Then U is open. So,
we can apply lemma 7.4.1 to conclude that there is a cycle γ in Ω such that η(γ, a) = 1
for all a ∈ X which is a contradiction to (i).

To prove (ii) =⇒ (i), we may as well assume that γ is a contour. Recall from
b \ Im(γ) for any
remark 5.6.1.7, that η(γ, −) is a continuous integer valued function on C
b \ Ω is a connected subset of C
contour γ. Since C b \ supp(γ), η(γ, −) is a constant equal
to η(γ, ∞) = 0. ♠

Remark 7.4.4 One would love to have a characterization of simple connectivity of

a domain in C without bringing in the point at infinity. Intuitively suggested is the
following condition:
(iii) C \ Ω has no bounded (and hence, compact) components.
It is not hard to see that (iii) implies (ii) (exercise). However, the proof of (ii)
or (i) implies (iii) involves deeper point-set-topology. (For a complete proof see R.
Narasimhan’s book [N].) Thus, we could add two more statements to the list of statments
in theorem 7.3.5, which are all equivalent to each other.

Exercise 7.4

1. Prove the following form of theorem 5.7.1.

Homology Form of Residue Theorem : Let Ω be an open set in C, S be a
discrete subset of Ω, Ω′ = Ω \ S. Let γ be a cycle in Ω′ such that η(γ, a) = 0 for
all a ∈ C \ Ω. Then for any holomorphic function f on Ω′ , we have
Z X
1
f dz = η(γ, a)Ra (f ). (7.12)
2πı γ a∈S
Ch. 7 Local and Global Properties 287

2. Prove the following Generalized Logarithmic Residue Theorem: Let g be a

holomorphic function and f be a meromorphic function which is not identically 0
in a domain Ω. Let a1 , . . . , ak , . . . and b1 , . . . , bl , . . . be a listing of the zeros and
poles of f, with each zero and pole being repeated as many times as its order in
the listing. Then for any closed contour γ in Ω which does not pass through any
of the aj , bk ’s, and such that η(γ, z) = 0 for all z ∈ C \ Ω, we have,
Z X X
1 g(z)f ′ (z)
dz = η(γ, aj )g(aj ) − η(γ, bk )g(bk ). (7.13)
2πı γ f (z) j k

3. Formulate a similar generalization (as in the above exercises) of theorem 5.7.4 and
prove it.

4. Let Ω be a (homologically) simply connected domain and A = {a1 , . . . , am } ⊂ Ω.

Choose discs Dj with center at aj and contained in Ω so that Dj ∩ Dk = ∅, j 6= k.
P
Show that every cycle in Ω \ A is homologous to a cycle of the form j nj ∂Dj .
Thus, you may think of the contours ∂Dj forming a generating set for homology of
Ω \ A. For this reason, ∂Dj are called fundamental cycles. For any differential
R
form ω on Ω \ A, the values ∂Dj ω are called its fundamental periods.

5. Let Ω and A be as in the previous exercise. Suppose ω is a differential 1-form on

R
Ω \ A such that ∂Dj ω = 0 for 1 ≤ j ≤ m. Show that ω is exact.

7.5 Miscellaneous Exercises to Ch. 7

1. Show that there cannot be any rational mapping defining a biholomorphic mapping
of H onto the upper part of the parabola y = x2 . [Hint: Use exercise 15 in Misc.
Ex to ch. 3 and exercise 7.1.5.]

2. Let f be an entire function. Show that the Maclaurin’s series for f converges
uniformly to f on C iff f is a polynomial.

3. Let f be a holomorphic function on Ω := Br (w) \ {w}. Suppose further that one

of the following conditions holds:
(i) ℜ(f ) is bounded on Ω.
(ii) ℑ(f ) is bounded on Ω.
(iii) There exists z0 6= 0, & R > 0 such that f (Ω) ∩ {tz0 : t > R} = ∅.
Show that w is a removable singularity of f.
288 7.5 Miscellaneous Exercises

4. Show that for any r > 0 and 0 < r1 < r2 , there is no biholomorphic mapping of
the punctured disc A(0; 0, r) and the annulus A(0; r1 , r2 ).

5. Suppose f : D̄ → C∗ is a continuous function which holomorphic in the interior. If

|f (z)| = 1 for all |z| = 1 then show that f is a constant.
Pn P
6. Let p(z) = 0 ak z k be such that r j |aj | > k6=j |ak |r k for some r > 0 and aj 6= 0.
Then show that p(z) has exactly j roots inside Br (0). Use this to determine the
number of zeros of the following polynomials inside the respective annuli:
(a) p1 (z) = z 4 − 6z + 3; 15/32 < r < 1 and 1 < r < 63/32.
(b) p2 (z) = 9z 5 + 5z − 3; 0 < r < 1/2 and 1/2 < r < 1.
(c) p3 (z) = z 8 − z 7 − 4z 2 − 1; 0 < r < 1 and 1 < r < 2.

7. Given λ > 1, show that there is precisely one root of the equation zeλ−z = 1 inside
D.

P
8. Suppose f (z) = ak (z − z0 )k is analytic in a disc Br (z0 ). Let 0 < s < r be
such that f has no zeros on ∂Bs (0). Then show that for sufficiently large n, the
P
polynomial nk=0 ak (z − z0 )k has exactly as many zeros as f inside Bs (z0 ).

9. Let p(z) = z n + a1 z n−1 + · · · + an−1z + an . Suppose

Z all the roots of p are inside the
1 z k p′ (z)
circle |z| = R. For 1 ≤ k ≤ n, put αk := dz. Show that α1 = −a1 .
2πı |z|=R p(z)
More generally show that

αk + a1 αk−1 + · · · + ak−1 α1 + kak = 0.

10. Show that for n ≥ 2 and any complex number w, the equation z n + w(z + 1) = 0
has at least one root in the closed disc |z| ≤ 2. [Hint: consider the cases according
as |w| ≤ 2n or not.]
 
zr
11. Find the Laurent series representation of ln r , in the annulus |z| > 1 for
z −1
any positive integer r.
P∞
12. If an z n is a power series with radius of convergence r, what is the domain of
0
P
convergence for the Laurent series ∞ n
−∞ a|n| z ?

13. Let 0 < r1 < r2 < ∞ and let f be a holomorphic function on A := A(0; r1 , r2 ).
Suppose that for every sequence {zn } in A such that |zn | −→ rj , j = 1, 2, we have,
Ch. 7 Local and Global Properties 289

limn f (zn ) = 0. Show that f ≡ 0. Can we take r1 = 0 or r2 = ∞ and still conclude

the same thing?

14. Let f be holomorphic except at finitely many isolated singularities. Then for any
positive integer n, show that the sum of the residues of f is equal to the sum
of the residues of φn , where φn (z) = z n−1 f (z n ). If p is a polynomial of degree
n what can you say about the residues of f and that of the function defined by
h(z) = p′ (z)f (p(z))?

15. (For this exercise, assume the fact that the image of any contour never contains a
non empty open set in C.) Let f : Ω → C be a non constant holomorphic function
and γ be a cycle in Ω such that A = {z ∈ Ω : η(γ, z) 6= 0} is non empty. Show
that f (γ) separates C.

16. Let f be holomorphic in a domain Ω and γ be a cycle in Ω such that A = {z ∈

Ω : η(γ, z) 6= 0} is non empty. Suppose f maps each component of the support
of γ inside a vertical line in C. Show that f is a constant.

17. Let γ be a simple closed curve consisting of line segments parallel to the x- axis
or the y-axis (i.e., an axial contour). Establish Jordan curve theorem in this case,
viz., show that C \ γ has precisely two components.

18. Given any two disjoint subsets K1 and K2 of C, such that K1 compact and K2
closed, show that there exists an axial, simple closed contour which separates K1
from K2 .
290 7.5 Miscellaneous Exercises
Chapter 8

Convergence in Function Theory

8.1 Sequences of Holomorphic Functions

One of the most important results in the theory of convergence of functions is the
majorant criterion of Weierstrass(see theorem 1.4.8). Following this, we make some
formal definitions: Let fn : X −→ C, n ≥ 1 be a sequence of functions.
P
Definition 8.1.1 We say the series n fn is compactly convergent in X if restricted to
any compact subset of X, it is uniformly convergent.

Definition 8.1.2 Let us introduce the notation

|f |A = Sup {|f (z)| : z ∈ A}

P
A series fn is said to be normally convergent1 in X if for every point x ∈ X, there
P
exists a neighborhood U such that n |fn |U < ∞.

Observe how Weierstrass’s criterion has been adopted into a definition here: for a
normally convergent series, the terms |fn | play the role of majorants, in the neighborhood
U. It follows that every normally convergent series is locally uniformly convergent in
X. Indeed, for series of continuous functions over domains in euclidean spaces(local
compactness!), normal convergence is a convenient terminology for absolute local uniform
P
convergence. For a normally convergent series n fn of continuous functions, it follows
P
that the sum fn is also continuous. Linear combination of normally convergent series
1
Introduced by René Baire(1874-1932) apologetically, this concept is often encountered in functional
analysis wherein the spaces on which functions are being studied need not be locally compact.

291
292 8.1 Sequences of Holomorphic Functions

is normally convergent. Also the same is true of Cauchy products of normally convergent
series. In addition, because of the built-in absolute convergence, we have the following
two results.

Theorem 8.1.1 Every subseries of a normally convergent series is normally convergent.

P
Theorem 8.1.2 Rearrangement Theorem: Let fn be a normally convergent se-
P
ries. Then for any bijection τ : N −→ N the series fτ (n) is also normally convergent
to the same sum.
P
Proof: Let f be the sum fn . Let x ∈ X and U be a neighborhood of x such that
P
|fn |U < ∞. By the rearrangement theorem for absolute convergent series of complex
P P
or ( real ) numbers, it follows that |fτ (n) |U is convergent to n |fn |U . This means that
P
fτ (n) is normally convergent. ♠
The following theorem due to Weierstrass, guarantees the holomorphicity of the limit
under normal convergence. It also provides us the validity of term-by-term differentia-
tion.

Theorem 8.1.3 Weierstrass’s Convergence Theorem: Suppose that we are given

a sequence fn of compactly convergent holomorphic functions in a domain Ω. Then the
(k)
limit function f is holomorphic and the sequence fn compactly converges to f (k) on Ω
for every positive integer k.

Proof: Observe that the limit function f is continuous in Ω by theorem 1.4.9. Let γ be
the boundary of a triangle contained in Ω. Then the sequence fn converges uniformly to
f on γ. Hence it follows that
Z  Z
lim fn (z)dz = f (z)dz.
n γ γ

By Cauchy-Goursat theorem, each term on the lhs vanishes and hence rhs also vanishes.
By Morera’s theorem, it follows that f is holomorphic in Ω.
For the second part, to each closed ball L = B2r (z0 ) contained in Ω, put K = Br (z0 ).
(k)
First, we use Cauchy’s integral formula to find Mr such that |fn − f (k) |K ≤ Mr |fn − f |L
for all n, as follows:
 Z 
 k! − 
|fn(k) (z) −f (k)
(z)| = 
fn (ξ) f (ξ)
dξ  = k! . |fn − f |L .4πr,
2πı C (ξ − z)k+1  2π r k+1
where C = ∂B2r (z0 ) z ∈ K. So, we take Mr = 2 rk!k . Since fn uniformly converges to f
(k)
on L, it follows that so does fn to f (k) on K. ♠
Ch 8. Convergence in Function Theory 293

X∞
1
Example 8.1.1 As a typical example, consider the series . If ℜ(z) > 1 + ǫ, then
n=1
nz
X∞
z ℜ(z) 1+ǫ 1
|n | = n >n and hence the series 1+ǫ
is a majorant for the given series. This
1
n
X ∞
1
implies that is a normally convergent series and hence defines a holomorphic
n=1
nz
X∞
1
function ζ(z) = z
in the right-half plane G1 = {z : ℜ(z) > 1}. In fact, it is
n=1
n
uniformly convergent in G1+ǫ = {x + ıy : x > 1 + ǫ}. This function is called Riemann’s
zeta-function. We shall come back to this again in a later section.

Remark 8.1.1 In the above theorem, one can start with a series which is normally
convergent in Ω and then conclude similarly with normal convergence of the derived
series. However, you may have learnt that a statement similar to that of the above
theorem in the real case is false. A typical counter example is

x
fn (x) =
1 + nx2
defined on the interval (−1, 1). It is not difficult to show that {fn } compactly converges to
the function f which is identically zero on the interval. But, 0 = f ′ (0) 6= limn→∞ fn′ (0) =
z
1. (Why then does the sequence fn (z) = not provide a counter example to the
1 + nz 2
above theorem?) We shall see more interesting examples in section 8.6.
P
Theorem 8.1.4 Weierstrass’ Double Series Theorem. Let fm (z) = n amn z n be
a sequence of series convergent in a disc B for all m ∈ N. Suppose the series f (z) =
P P
fm (z) converges normally in B. Then for each n the series bn = m amn is convergent
P
and f is represented in B by the convergent power series f (z) = n bn z n .
P (n)
Proof: Clearly, by the above theorem, f is holomorphic in B. Also f (n) = m fm
P (n) n
for all n. Moreover f is represented by the Taylor’s series, f (z) = n f (0)z /n!. By
substituting expressions for f (n) (0), we obtain the result. ♠

Remark 8.1.2 As an illustration that the Cauchy product of two compactly convergent
√
series need not be convergent, consider for each n, fn = gn = (−1)n / n + 1, the constant
P P
function for all n. Clearly n fn = n gn are convergent. But the modulus of the k th
term of the Cauchy product satisfies:
k
X k
X
−1/2 1
|hk | = [(m + 1)(k − m + 1)] > = 1.
m=0 m=0
k+1
294 8.1 Sequences of Holomorphic Functions
P
Hence the Cauchy product, hk is not convergent. This also gives an example of a
compactly convergent series which is not normally convergent.

We shall end this section with a celebrated result due to Hurwitz2 concerning preser-
vation of the zeros under compact convergence.

Theorem 8.1.5 Hurwitz: Let fn be a sequence of holomorphic functions compactly

convergent to f in a region Ω. If fn have no zeros in Ω then either f ≡ 0 or f has no
zeros in Ω.

Proof: Assuming that f 6≡ 0, since the zeros of f are isolated, given z0 ∈ Ω, we can
choose r > 0 such that f (z) 6= 0 on ∂Br (z0 ) := C. Then 1/fn (z) converges uniformly to
1/f (z) on C and since fn′ (z) converges uniformly to f ′ (z) on C, it follows that fn′ (z)/fn (z)
converges uniformly to f ′ (z)/f (z) on C. Hence, we have,
Z ′ Z ′
f (z) fn (z)
dz = lim dz.
C f (z) n C fn (z)

Since fn have no zeros in Ω, every term on rhs is zero. On the other hand, the lhs counts
the number of zeros of f inside C. Hence in particular, it follows that f (z0 ) 6= 0. ♠

Corollary 8.1.1 In the situation of the above theorem, assume further that fn is in-
jective in Ω for all n sufficiently large. Then the limit function f is either a constant or
injective.

Proof: Assume that the limit function f is not a constant. Given z0 ∈ Ω, consider the
sequence gn : Ω′ := Ω \ {z0 } → C defined by

gn (z) = fn (z) − fn (z0 ).

Since {fn } are injective, it follows that {gn } have no zeros in Ω′ . Therefore the limit
function g is either identically zero or has no zeros in Ω′ . The first case is ruled out
because that would imply f (z) = f (z0 ), for all z ∈ Ω. Therefore, g has no zeros in Ω′ .
This means f (z) 6= f (z0 ), z 6= z0 . Since z0 is arbitrary, this implies f is injective. ♠
For sharper results in this direction, see the excellent book of Remmert p. 261-262.

Exercise 8.1
2
Adolf Hurwitz from Zurich is known for his work on analytic functions and Cantor’s set theory. He
should not be confused with W. Hurewicz, who is the author of a famous book on dimension theory
jointly with Wallman.
Ch 8. Convergence in Function Theory 295

z2 zn
1. Let fn (z) = 1 + z + + · · · + , Zn := {z : fn (z) = 0} and let τn = d(0, Zn ),
2! n!
be the distance between 0 and the set Zn . Show that τn −→ ∞ as n −→ ∞.
P (−1)n
2. Show that the series n≥1 z+n is compactly convergent but not normally conver-
gent in C \ {−1, −2, −3, . . . , }.

8.2 Convergence Theory for Meromorphic Functions

Let us first recall a definition.

Definition 8.2.1 A function f is called meromorphic in a domain Ω if there is a closed

discrete subset P (f ) of Ω such that f is holomorphic in Ω \ P (f ) and has poles at each
point of P (f ). Naturally the set P (f ) is called the pole-set of f.

It follows that P (f ) is always countable, since every discrete subset of C is. (See
exercise 5.1.2.) Observe that, in the definition of a meromorphic function f, we allow
the set P (f ) to be empty and thus all holomorphic functions on Ω are also meromorphic.
Since we know that a meromorphic function tends to ∞ at its poles, we can think of them
as continuous functions on Ω with values in the extended complex plane C b := C ∪ {∞}
by mapping each pole onto ∞. Recall that if z = z0 is a pole of f of order n ≥ 1, then it
is a pole of order n+1 for f ′ . Thus if f is meromorphic, so is f ′ and P (f ) = P (f ′). Let us
denote the set of all meromorphic functions on Ω by M(Ω) and the set of holomorphic
functions on Ω by H(Ω). Observe that for each f ∈ M(Ω) which is not identically zero,
we have 1/f ∈ M(Ω). Thus for any two f, g ∈ H(Ω), f + g ∈ H(Ω) and if with g 6= 0,
then f /g ∈ M(Ω). We laos know that if f g ≡ 0 then either f ≡ 0 or g ≡ 0. This makes
H(Ω) into an integral domain. We shall prove soon that every element h ∈ M(Ω) can be
expressed as h = f /g, as above, as a consequence of Weierstrass’ theorem. [In algebraic
terminology, this means M(Ω) is the quotient field of the integral domain H(Ω).]
What we are interested in doing in this section is to develop the theory of convergence
for sequences of meromorphic functions as a tool to obtain many more examples of
meromorphic functions. The first difficulty was that a meromorphic function is not ‘a
function’ in the set-theoretic sense. This difficulty is immediately removed by adopting
∞ as a genuine value and it seems that our problem is resolved. Wait a minute.
Consider the sequence in M(C)
1
fn = , z 6= 0, n ≥ 1.
n!z n
296 8.2 Meromorphic Functions

This sequence normally converges to the function τ which takes the constant value 0
except at the point 0, where it takes the value ∞. Clearly τ is not even a continuous
P
function. The corresponding series n fn is even worse: It converges normally to e1/z
which has an essential singularity at 0.
The situation is not at all new. We know that a sequence of continuous functions may
point-wise converge to a function f which may not be continuous. This problem was
resolved by strengthening the definition of convergence to that of uniform convergence.
But once again, when we were dealing with smooth functions, even uniform conver-
gence failed to produce smooth functions. However, we did not change the definition of
convergence but put extra condition on the limit itself.
What should be the right thing to do here? Presently, since we are interested in
producing more and more meromorphic functions, we prefer to change the definition
slightly, which will enable us to talk about convergence of meromorphic functions without
any hindrance. Such a condition is indicated by the above example: we should not allow
infinitely many terms in the series to have a common pole.

P
Definition 8.2.2 A series fn of meromorphic functions in Ω is called compactly con-
vergent in Ω if for every compact subset K of Ω there exists a number m(K) such that
(MF1) n ≥ m(K) =⇒ P (fn ) ∩ K = ∅ and
X
(MF2) the series fn converges uniformly on K.
n≥m(K)
P
We say that the series n fn of meromorphic functions is normally convergent if for
every compact subset K of Ω condition (MF1) holds and in place of (MF2) we have the
stronger condition:
X
(MF 2′ ) |fn |K is convergent.
n≥m(K)

Condition (MF1) is called pole dispersion condition. Under this condition, the re-
maining terms in the series are pole free on K and hence in particular, continuous.
Observe that, (MF1) implies that ∪n P (fn ) is discrete and closed in Ω. It is also clear
that it is enough to demand that (MF1) holds for all closed discs inside Ω instead of for
all compact subsets of Ω. The theorem below follows directly from the above definition.

P
Theorem 8.2.1 Let fn be a series of meromorphic functions in Ω compactly (resp.
normally) convergent in Ω. Then there exists a unique meromorphic function f on Ω
with the following property:
Ch 8. Convergence in Function Theory 297

For each open subset U of Ω and for each integer m such that P (fn )∩U = ∅, ∀ n ≥ m,
P
the series n≥m fn converges compactly (resp. normally) in U to a holomorphic function
FU on U such that

f |U = f0 |U + f1 |U + · · · + fm−1 |U + FU . (8.1)

In particular, f is holomorphic in Ω \ ∪n P (fn ).

Proof: Let U be an open subset of Ω whose closure is compact. Let m(K) be as in (1)
X
for K = U . It follows that FU = fn , is a holomorphic function on U. Thus (8.1)
n≥m(U )
defines a meromorphic function on U. If V is another open set with compact closure and
the number m(V ) is chosen similarly,

f |V = f0 |V + f1 |V + · · · + fm(V )−1 |V + FV .

For definiteness, say, m(U ) ≤ m(V ). Then on U ∩ V we have,

FU = fm(U ) + fm(U )+1 + · · · + fm(V )−1 + FV

and hence, if follows that fU = fV . Since Ω can be covered by a family of open sets {Uα }
with their closure compact, we may define f : Ω −→ C by f (z) = fUα (z), z ∈ Uα . The
rest of the claims of the theorem are easily verified. ♠
P
We call f the sum of the series and write f = fn . We emphasize that whenever
you come across with an infinite sum of meromorphic functions, you should remember
the pole dispersion condition (MF1). It is not at all difficult to see that linear combina-
tions of compactly (resp. normally) convergent series of meromorphic functions produce
compactly (resp. normally) convergent series again. For normally convergent series, we
even have the rearrangement theorem. Perhaps not so obvious is:
P
Theorem 8.2.2 Term-wise Differentiation: Let fn ∈ M(Ω) and let fn = f be
P ′
compactly (resp. normally) convergent. Then the term-wise differentiated series fn
compactly (resp. normally) converges to f ′ .

Proof: Let U be an open disc such that the closed disc U ⊂ Ω. Choose m such that
P
P (fn ) ∩ U = ∅, for all n ≥ m. Then n≥m fn converges compactly (resp. normally)
to a holomorphic function F in U such that (8.1) holds. We can apply the term-wise
P
differentiation to this partial series and get F ′ = n≥m fn′ on U. Addition of first m − 1
298 8.3 Partial Fraction Development
P
terms does not violate the nature of convergence. Thus, n fn′ is compactly (resp.
normally) convergent in Ω. Also because of (8.1) its sum g satisfies,

g|U = f0′ |U + · · · + fm−1

′
|U + F ′ = (f |U )′ .

Since this is true for all such discs in Ω, we obtain, g = f ′ , in Ω. ♠

8.3 Partial Fraction Development of π cot πz.

We would like to employ the above theoretical discussion to a practical situation. The
theme is somewhat in the reverse order. We begin with a meromorphic function and
try to write it as a sum of the most simple meromorphic functions. For the sake of
simplicity, we shall consider the case Ω = C only. Consider for instance the casewhen
1
f has finitely many poles b1 , . . . , bk with its respective singular parts Pj . We
 z −bj
X 1
know that Pj are actually polynomials and we have f (z) = Pj + g(z),
j
z − bj

where g is an entire function. This kind of representation has many advantages as it

directly gives much information about the function. In the general case when f has
X  1 
infinitely many poles the sum Pj may not be convergent in any sense. For
j
z − bj
X 1
instance, if we take P = N and Pj (z) = z, ∀ j ∈ N, then we get the sum which
n≥0
z−n
does not converge. Let us solve this problem for the function π cot πz in a completely
ad hoc fashion.
Introducing the Eisenstein’s summation notation
∞
X n
X
e := lim , (8.2)
n−→∞
−∞ −n

we write
X∞
1
E1 (z) = e . (8.3)
−∞
z+n

We would like to draw the attention of the reader to the difference in the meanings
∞
X X∞ Z ∞
of the two notions viz., and e . These are similar to the improper integrals
−∞ −∞ Z −∞
∞
and the Cauchy’s principle value, P V , respectively. For any sequence {fn }n∈Z we
−∞
define
Ch.8 Convergence in Function Theory 299

n
X X∞
sn = fk , and e fn = lim sn .
n→∞
k=−n −∞

Thus (8.3) can be rewritten as

n
X ∞
X
1 1 2z
E1 (z) := lim = + 2 − n2
. (8.4)
n−→∞
−n
z+k z 1
z

We shall first show that (8.4) converges normally in C. For any r > 0, we have,

|z ± n|k ≥ (n − r)k , k ≥ 1, |z| ≤ r < n.

Hence, on the disc K = Br (0), we have, |z 2 − n2 | > n2 − r 2 . Therefore,

 
 2z  2r
 
 (z 2 − n2 )k  ≤ (n2 − r 2 )k for k ≥ 1, n > r.
K

X 2r
Since is convergent, the normal convergence of the series above follows.
n>r
(n2
− r 2 )k

Thus E1 is a meromorphic function in C. In order to show that this function is nothing

but πcot πz, we first observe that:
(OD1) π cot πz is an odd function with its pole set equal to Z and its principle parts
1
equal to z−n
and
(OD2) π cot πz satisfies the duplication formula (double angle formula)
 
1
2(π cot(2πz)) = π cot πz + π cot π z + . (8.5)
2

These two properties are easily verified. We next show that:

Lemma 8.3.1 Any meromorphic function which satisfies conditions (OD1) and (OD2)
has to be equal to π cot πz.

Proof: Let f be a meromorphic function on C with the said properties and consider
G(z) = f (z) − π cot πz. Then G is an entire function which is odd and satisfies

2G(2z) = 2f (2z) − 2π cot 2πz

   
1 1
= f (z) + f z + − π cot πz − π cot π z + (8.6)
 2  2
1
= G(z) + G z + .
2
300 8.3 Partial Fraction Development

Also, observe that G(0) = 0 since G is an odd function. Suppose G is not identically
zero. Then by the maximum principle, it follows that there exists z0 ∈ ∂B2 (0) such that
|G(z)| < |G(z0 )| for all z ∈ B2 (0). Now observe that z0 /2, (z0 + 1)/2 are both in B2 (0).
Therefore, using (8.6) above, we get,
          
 z 0 z0 + 1   z0   z0 + 1 
|2G(z0 )| = G +G  ≤ G
  + G

 < 2|G(z0 )|

2 2 2 2
which is absurd. Therefore G is identically zero, as claimed.
Finally, we verify that the function E1 satisfies the conditions (OD1) and (OD2)
above: That E1 is meromorphic with pole set Z is clear from the earlier analysis. That
its principal part is equal to 1/(z − n) at z = n also follows from this analysis. The
oddness is checked directly by the definition. To see that E1 satisfies the duplication
formula, we first consider the partial sum
n  
1 X 1 1
sn (z) = + + .
z k=1 z + k z − k

2
We directly verify that sn (z) + sn (z + 1/2) = 2s2n (z) + . Taking the limits
2z + 2n + 1
now yields the required result. ♠
Thus we obtain,
∞
1 X 2z
π cot πz = + 2 − n2
. (8.7)
z 1
z

Exercise 8.3

1. Show that
X ∞ X ∞
π2 1 cot πz 1
2 = 2
; π3 2 = 3
.
sin πz −∞
(z − n) sin πz −∞
(z + n)

[Hint: Differentiate E1 once and then again.] Justify your steps.

Z ∞
sin x
2. Here is an amusing way of computing dx without using residues: First,
0 x
obtain the partial fraction development
∞ ∞
π 1 X (−1)n 2z X (−1)n
= + 2 − n2
= e .
sin πz z 1
z −∞
z + n

[Hint: Begin with the identity

π π πz π π(z − 1)
= cot − cot
sin πz 2 2 2 2
Ch. 8 Convergence in Function Theory 301

and use (8.7).] Now, replace z by π −1 z and use the fact sin(nπ + z) = (−1)n sin z
to rewrite the above formula:
∞
X sin(nπ + z)
1= e . (8.8)
−∞
nπ + z

Now integrate this on the interval [0, π] and simplify.] Justify all the steps.
1
3. Obtain the Taylor coefficients of by using geometric series expansion. Next
z2
− n2
using Weierstrass’ double series theorem, get the Taylor coefficients of the series
X∞
1
2 − n2
around 0. (Use the fact that the function is even.) Use this to obtain
n=1
z
1
the Taylor expansion of E1 (z) − around 0 :
z
X ∞
1
E1 (z) − = − 2ζ(2n)z 2n−1 .
z 1

1
Comparing with the Taylor series for π cot πz − , obtain the celebrated Euler’s
z
formula for the zeta-function:

2n
n−1 (2π)
ζ(2n) = (−1) B2n , n = 1, 2, . . . (8.9)
2(2n)!

Here B2n denote the Bernoulli numbers; see exercises 4.6.3. By computing the few
Bernoulli numbers obtain the specific Euler’s formulae:
X 1 π2 X 1 π4 X 1 π6
= ; = ; = ,···
n2 6 n4 90 n6 945
π
4. Using the partial fraction development for , show that
sin πz
∞
π X (−1)n−1
= .
4 1
2n − 1

8.4 Mittag-Leffler Theorem

The method employed in the previous section to arrive at a series representation for
π cot πz, we simply combined pair-wise singular parts at two different poles of the func-
tion to arrive at a convergent series. This method is completely ad hoc and demands
302 8.4 Mittag-Leffler

a fair amount of symmetry so as to be effective. Therefore there is a need to look for

more general methods. The following result, due to Mittag-Leffler3 tells us that, if we
choose the ‘singular portions’ appropriately, we can always get a representation as above
for all meromorphic functions on C. The proof that we present here is simpler than the
original one and is due to Weierstrass. The idea is to introduce ‘convergence inducing
summands’ which are necessarily holomorphic functions so as not to disturb the pole set
nor the singular parts.

Theorem 8.4.1 Mittag-Leffler (I-Version). Let P = {b1 , b2 , . . .} be a (countable)

discrete subset of C. Let Pj be non zero polynomials without constant terms. Then there
exists
 a meromorphic
 function f in C with pole set P (f ) = P and with the singular parts
1
Pj . Moreover, if h is any meromorphic function with P (h) = P and with the
z − bj  
1
corresponding singular parts Pj , then h can be written in the form
z − bj
X  1  
h(z) = Pj − pj (z) + g(z), (8.10)
j
z − b j

where, g is an entire function and pj are suitably chosen polynomial functions.

Proof: In this problem, if P is a finite set there is nothing to discuss. Also, we can,
at will, add (or delete) a finite number of points to (or from) P without changing
the nature of the problem. In particular, without loss of generality we mayand will 
1
assume that 0 6∈ P and P is infinite. Consider the Taylor expansion of Pj
z − bj
around the origin and let pj be the partial sum of this expansion say, up to degree nj .
The idea is to choose
 njsufficiently large to suit our purpose. Consider the
 remainder

1 1
term fj (z) = Pj − pj (z). We know that the Taylor’s series for Pj is
z − bj z − bj
uniformly convergent on |z| ≤ |bj |/2. Hence, we can choose nj so that

|fj (z)| < 2−j , ∀ |z| ≤ |bj |/2, ∀ j. (8.11)

Now given any compact set K (since P is discrete), there exists a natural number
m = m(K) such that K ⊆ {z : |z| ≤ |bm |/2}. Hence, we can find some constants cK
P X
such that the series cK + j≥m(K) 2−j serves as a majorant for the series (fj /K). Thus
j

3
Magnus G. Mittag-Leffler(1846-1927) was a Swedish mathematician, a most colorful personality,
loved and respected by all. He was greatly influenced by Weierstrass in his approach. His main
contribution is in the theory of functions. He played a great part in inspiring later research.
Ch. 8 Convergence in Function Theory 303

conditions (MF1) and (MF2) of normal convergence have been verified. It follows that
X
the series fj converges normally to a meromorphic function h with P (h) = P with
j
 
1
singular part at bj equal to Pj . This completes the first part of the theorem.
z − bj
For the second part, we have only to observe that the function g(z) = f (z) − h(z) is an
entire function. ♠

Example 8.4.1 Consider the case wherein a set {bj } has been given with the property
X P
that there exists an integer k ≥ 0 such that |bj |−k = ∞, and j |bj |−k−1 < ∞. We
j
want to find a meromorphic function f with its pole set equal to {bj } and singular parts
1
. So we take Pj (z) = z for all j. We then have,
z − bj
 
1 1 z zn
=− 1+ +···+ n +··· .
z − bj bj bj bj
Therefore we take, nj = k − 1 for all j, in the proof of the above theorem. Then
 !

 − 1 z z k−1
+ 2 +···+ k if k>0
pj (z) = bj bj bj


0 if k = 0.
Hence as in the proof of the above theorem, we have,
!
zk z k+1
fj (z) = − + k+2 + · · · + .
bk+1
j bj
P
Now, using Weierstrass’ double series theorem, it can be directly verified that fj (z)
is normally convergent.
Work out the same problem taking Pj (z) = z 2 , for all j. (It turns out that we can
take nj = k − 2, if k ≥ 2.)

Remark 8.4.1 What happens when consider the same problem on an arbitrary domain
Ω in C instead of the whole plane? The above proof will run into difficulties in several
places. We shall handle this problem in section 8.6, in an entirely different way.

Exercise 8.4

1. Find a meromorphic function f with P (f ) = Z and principal parts Pj (z) given by

(i) z; (ii) jz for all j ∈ Z.

2. As in the example (8.4.1) above, if P = {j p : j ∈ N}, where p > 0 is a fixed real

number, determine k = kj . Do the same for P = {ej : j ∈ N}.
304 8.5 Infinite Products

8.5 Infinite Products

The study of poles was in a way simpler than the study of zeros. The sum f1 + f2 of
two functions usually had the set of poles as the union of the set of poles of f1 and
f2 . On the other hand, we observe that the zero-set of the product f1 f2 is the union of
the zero-sets of f1 and f2 . When we wanted a meromorphic function with an infinite
(discrete) set of poles we were naturally led to consider infinite sums and thereby to the
theory of convergence of series. The analogous problem for the zero-sets leads us to the
theory of infinite products.
Our aim here is to develop the theory of infinite products after Weierstrass, only to
the extent that we need to discuss the product representation of meromorphic functions.
The reader may refer to Hille’s book (Vol I) or to any analytic number theory book, for
more details.
Qn
Consider a sequence of complex numbers {ck } and let Cn = k=1 (1 + ck ). We would
like to say that the infinite product
∞
Y
C= (1 + ck ) (8.12)
1
Qn
is convergent if the sequence Cn = 1 (1 + ck ) is convergent. But wait a minute. Even
if for some k we have, ck = −1, then we would get the sequence to be convergent to
zero. This will definitely make the definition too insensitive. Perhaps we can restrict
ourselves to sequences where ck 6= −1. This seems to be perfectly alright if our aim is to
discuss sequences of points in C only. However, soon, we would like to study the product
of sequences of functions also. It could be the case that even though our functions are
not identically zero they may possess a number of zeros. Therefore, there is a need to
select the definition carefully. As in the case of convergence of meromorphic functions,
this difficulty is overcome by taking a middle course of allowing only finitely many zeros
in any given sequence, and then ‘ignore’ them till we take the product and the limit.
These ideas are made precise in the following:

Definition 8.5.1 For 1 ≤ m < n, let

n
Y
Cm,n = (1 + ck ).
m

We say the infinite product(8.12) is convergent if for some large m, limn−→∞ Cm,n is a
non zero complex number. Observe that a necessary condition that this limit exists is
Ch 8. Convergence in Function Theory 305

that ck 6= −1 for large k. Of course, you can easily formulate and prove the Cauchy-type
criterion for this convergence. By taking logarithms, it follows that the infinite product
converges iff the sum
∞
X
ln(1 + ck ) (8.13)
m

converges for large m. The following result is easy to prove.

Lemma 8.5.1 Let ck be a sequence of non negative real numbers. Then (8.12) is
P
convergent iff ck is.

Proof: Put an := 1 + c1 + · · · + cn . Then both the sequences {an } and {C1,n } are
monotonically increasing and we have

an ≤ C1,n ≤ ean ∀ n.

Hence by the so called Sandwich theorem, the lemma follows. ♠

Definition 8.5.2 We say that the infinite product (8.12) is absolutely convergent iff the
infinite product
Y
(1 + |ck |)
k
is convergent .

The following two lemmas can be proved easily.

Qn
Lemma 8.5.2 Define Θm,n = k=m (1 + |ck |), ∀ m ≤ n. Then

|Cm,n+p − Cm,n | ≤ Θm,n+p − Θm,n , ∀ m < n, p ≥ 1.

Lemma 8.5.3 An absolutely convergent product is convergent.

Definition 8.5.3 Let fk be a sequence of continuous functions in a domain Ω and A

be any subset of Ω. Put

n
Y
Φm,n (z) = (1 + fk (z)).
k=m

We say that the infinite product

∞
Y
(1 + fk ) (8.14)
k=1
306 8.5 Infinite Products

is uniformly convergent on A iff

∞
Y
(0) for every z ∈ A, (1 + fk (z)) is convergent;
1
(1) there exists m(A) such that fn (z) 6= −1, ∀z ∈ A, n ≥ m(A) and
(2) for every ǫ > 0, there exists N(ǫ) such that ∀ n > N(ǫ) and m > m(A), we have,

|Φm,n (z)| |Φn+1,n+p (z) − 1| < ǫ, p ≥ 1, ∀ z ∈ A.

If the product is uniformly convergent on each compact subset of Ω then we say that
the product is compactly convergent.

Observe that, condition (1) for a compact subset A = K implies that the bounded
continuous functions Φ1,n (z) may possibly vanish for some points on K but no product
Φm,n (z) for m > m(K), vanishes. Also, from (2) it follows that the sequences Φm,n (z)
converge uniformly on K. Hence the sequence Φ1,n (z) also converges uniformly on K.
The following theorem is now a routine exercise. We suggest that the reader should
write down complete details of the proof of it, before proceeding with further reading.

Theorem 8.5.1 Let fn be a sequence of holomorphic functions in Ω such that the prod-
∞
Y
uct (8.14) is compactly convergent. Then the infinite product f (z) = (1 + fn (z))
n=1
defines a holomorphic function in Ω. The infinite product is compactly convergent if the
P
sum |fn (z)| is. Moreover, the set of zeros of f is precisely equal to the union of the
set of zeros of all fn ’s, and the multiplicity at any of these zeros is precisely the sum of
the multiplicities of fn ’s.

The analogue of Leibniz’s rule applies to the derivative of an infinite product also,
as seen below. The latter part of the theorem below tells you how take the logarithmic
derivative of an infinite product.
∞
Y
Theorem 8.5.2 Let f (z) = (1 + fn (z)) be a convergent product of holomorphic func-
n
" n=1 #
X Y
tions. Define gn (z) = fk′ (z) (1 + fj (z)) . Then lim gn (z) = f ′ (z). More-
n−→∞
k=1 1≤j≤n, j6=k
over, on any compact subset K on which f (z) 6= 0, we have,

f ′ (z) X fn′ (z)

= . (8.15)
f (z) n
1 + fn (z)
Ch 8. Convergence in Function Theory 307

Proof: The first part follows directly theorem 8.1.3, since, gn is the derivative of the
sequence Φ1,n which is uniformly convergent to f. If on a compact set K, f does not
gn
vanish then so do all the Φn,1 and it follows that converges uniformly to f ′ /f. But
Φ1,n
Xn
gn (z) fj′ (z)
= .
Φ1,n (z) j=1
1 + fj (z)

Hence the second result follows. ♠

With these preliminaries, let us now turn our attention to our goal. We start with
an entire function f which does not vanish at all. One way to produce such a function
is to take an entire function g and exponentiate:

f (z) = exp g(z). (8.16)

Indeed as seen in Exercise 4.11.1, this is the only way. For future use let us record this
as a theorem.

Theorem 8.5.3 An entire function f (z) can be expressed as f (z) = exp(g(z)) for some
other entire function iff it has no zeros.

The next step is to consider entire functions which may have some zeros. Suppose
we have an entire function f with the number of zeros finite, say, a0 = 0, a1 , a2 , . . . , an ,
with respective multiplicities µi ≥ 0. It follows that
Yn  µk
µ z
f (z) = z 1− exp (g(z)) (8.17)
k=1
ak

When we have to deal with infinitely many zeros, you see that we need to have the
notion of convergence of infinite products. Thus in (8.17) if we merely replace n by ∞,
then we get the corresponding statement for infinite product provided the rhs makes
sense. The first condition that is necessary is that the set of zeros should be discrete.
Next, compact convergence of the infinite product should be ensured. By lemmas 8.5.1
P
and 8.5.3, this is so if we can ensure that n (|µn /an |) is convergent. Since this is too
stringent a condition, the answer so far is not quite satisfactory. So, as in the case
of Mittag-Leffler’s theorem, we should try to modify the product by introducing the
convergence inducing factors. Such a modification was found by Weierstrass.
Let us introduce the notation:
E(z, 0) = 1−z and
E(z, m) = (1 − z)exp[pm (z)], m ≥ 1,
308 8.5 Infinite Products

where for m ≥ 1, pm (z) is the mth partial sum of the Maclaurin series for
  ∞
X
1 zn
ln = .
1−z 1
n

Lemma 8.5.4 For |z| ≤ 1, we have, |E(z, m) − 1| ≤ |z|m+1 for all m ≥ 0.

Proof: For m = 0, is is obvious. So, let m ≥ 1. Observe first that E ′ (z, m) =

P P
−z m exp[pm (z)]. Let is write E(z, m) := bn z n . Then that ∞
n=1 nbn z
n−1
= −z m exp[pm (z)].
Upon comparing the coefficients on either side, we get, b1 = · · · = bm = 0 and
P
bn < 0 for all n > m. Also, clearly b0 = 1. Finally, 0 = E(z, 1) = 1 + n>m bn and
P P
hence, n>m bn = −1, and hence n>m |bn | = 1. Therefore, for all |z| = 1, we have,
P
| n>m bn z n−m−1 | ≤ 1. By maximum principle, the same holds for all |z| ≤ 1. Therefore,
for |z| ≤ 1,
X X
|E(z, m) − 1| ≤ |bn ||z|m = |z|m+1 |bn ||z|n−m−1 ≤ |z|m+1
n>m n>m

as claimed. ♠

Theorem 8.5.4 Weierstrass’ Theorem (I-Version): Let a0 = 0, a1 , a2 , . . . , an , . . . be

a sequence of distinct points in C without any limit points and let {µj } be a sequence of
non negative integers. Then there exists an entire function having a zero of multiplicity
µj at each aj and no other zeros. Moreover, any other entire function h with the same
property will be of the form
Y∞   µn
µ0 z
h(z) = exp(g(z))z E , mn
n=1
an

for some entire

  function g(z) and some suitably chosen sequence of integers mn such
X  z mn +1
that µn   is uniformly convergent in every closed disc |z| ≤ R.
an

Proof: By the above lemma, we have

     
 z   z m+1 
E , m − 1 ≤  , |z/an | ≤ 1.
 an an 

Without loss of generality, we may and will assume that |an | ≤ |an+1 | for all n. Hence
given R > 0, we can find N such that for all n > N, we have |an | > R, so that the
above inequality is valid for all n > N. Now, in order to prove the absolute and uniform
convergence of the product in |z| ≤ R, it suffices to find a sequence of integers mn such
Ch 8. Convergence in Function Theory 309
 mn +1
X z
that µn   converges uniformly on |z| ≤ R for R > 0. We claim that it suffices
an
to choose mn so that

mn + 1 ≥ ln(n2 µn ), ∀ n.

For, then given R > 0, first choose N(R) so that |an | > eR, for all n > N(R) so that,
 mn +1
R µn µn 1
µn   < mn +1 < 2 = 2 .
an e n µn n
 mn +1 
X R  X zn
Thus, µn   is convergent and serves as a majorant for
 µn (E( , mn ) − 1).
n
an n
an
As indicated already, this proves the absolute and uniform convergence of the product.
For the last part of the theorem, we simply appeal to theorems 8.5.1 and 8.5.3. ♠
The following corollary is immediate.

Corollary 8.5.1 Every meromorphic function is a quotient of two entire functions.

[Thus M(C) is the quotient field of H(C).]

Proof: Let f be a meromorphic function. It is enough to show that there exists an

entire function g such that gf is also entire. For this we choose g to be an entire
function prescribed by the above theorem where the set of zeros of g coincides with
the set of poles of f with the multiplicities of these zeros for g being the order of the
respective poles for f. ♠

Example 8.5.1 Product Representation of sin πz : It follows immediately that

Y h z  z/n i
sin πz = eg(z) z 1− e . (8.18)
n6=0
n

for some entire function g(z). To determine g(z), we differentiate the logarithm of the
above expression.

   
′ 1 X 1 1 ′ 1 X 2z
π cot πz = g (z) + + + = g (z) + + .
z n6=0 z−n n z n≥1 z − n2
2

From (8.7), it follows that g ′(z) = 0. Hence, g(z) is a constant. The value of this
sin πz
constant is easily determined to be equal to π by taking the limit of as z −→ 0.
z
310 8.6 Runge’s Approximation

Thus we have,

Y h z  z/n i
sin πz = πz 1− e (8.19)
n6=0
n

In the next section we shall see some far reaching generalization of Weiestrass’s as
well as Mitteg-Leffler’s theorems by a different approach.

Exercise 8.5
∞
Y
1. For what values of p > 0, does the product (1 + n−p ) converge?
1

∞ 
ı
Y Y ∞
ı
2. Show that 1+ diverges whereas |1 + | converges. (Observe the defi-
1
n 1
n
nition of the absolute convergence of the product once again.)
∞ 
Y 
(−1)n−1
3. Discuss the convergence of 1+ .
1
n

8.6 Runge’s Approximation Theorem

Let us begin with a
Question: Let K be a compact subset of C. Which continuous functions f : K −→ C
are uniform limits on K of polynomials?

Example 8.6.1 As an amusing illustration of application of maximum modulus princi-

ple, let us prove the following: There is no sequence of polynomials pn (z) which uniformly
approximates the function 1/z on the unit circle.
Assuming on the contrary, let {pn } be a sequence of polynomials which uniformly
converges to 1/z on S1 . In particular it follows that the sequence is uniformly Cauchy
on S1 . By maximum principle this implies that the sequence is uniformly Cauchy on
the unit disc itself. Therefore, by Weierstrass convergence theorem 8.1.3, the sequence
converges to a holomorphic function f on the unit disc. Since f (z) = 1/z, on S1 , this
leads to the absurd conclusion that 0 is a removable singularity of 1/z.

More generally, it follows that in order to seek an affirmative answer to the above
question, two conditions on such a function f are seen to be necessary:
Ch. 8 Convergence in Function Theory 311

(1) By Weierstrass’s theorem, 8.1.3, being a uniform limit of polynomial functions f has
to be holomorphic in int K.
(2) Suppose U is a bounded component of C\K. (This will exist if C\K is disconnected,
since K is compact.) Clearly ∂U ⊂ K. If a sequence Pn of polynomials is uniformly
convergent on K to f, then by the maximum principle, it follows that {Pn (z)} is a
uniformly Cauchy on U and hence will converge uniformly in U to a limit function
which is then holomorphic on U and of course agrees with f on K. Thus f should be
holomorphic on all such components U of C \ K.
The first condition is within our control as soon as the function f is given on K.
But the second condition says that we must be able to extend f holomorphically on all
bounded components of C \ K, which information, apriori, may not be available to us.
Therefore, it seems natural to avoid this case(2) by imposing a connectivity condition
on the complement of K and here is such an answer.

Theorem 8.6.1 (Mergelyan-1950) Let K be a compact subset of C such that C \ K

is connected. Let f : K −→ C be a is continuous function on K and holomorphic in
int K. Then f is the uniform limit of a sequence of polynomials on K.

Remark 8.6.1 We shall not prove this theorem here. See [Ru2] for example. We shall
prove something similar to the above, restricted in one direction but more general in
another. Namely, we shall restrict ourselves to the case when f is holomorphic on the
whole of K. On the other hand, we shall not impose the connectivity condition and work
with rational functions rather than polynomials. Later we shall specialize to see what
happens when connectivity condition is imposed.
Let H(K) denote the space of all holomorphic functions on K, i.e., f ∈ H(K) if it is
the restriction of a holomorphic function in an open set containing K. In what follows,
we take the supremum norm k − kK and the corresponding topology on H(K).

Theorem 8.6.2 Runge’s Theorem I-Version Let K be a compact subset of C and

{Uj } be the set of connected components of Ĉ \ K. Let B ⊂ Ĉ be such that B ∩ Uj 6= ∅
for all j. Then any f ∈ H(K) can be approximated uniformly on K by rational functions
whose pole set is contained in B.

Corollary 8.6.1 Let K be a compact subset of C such that C \ K is connected. Then

any f ∈ H(K) can be uniformly approximated on K by polynomial functions.
312 8.6 Runge’s Approximation

Proof: It follows that Ĉ \ K is also connected. So, we can choose B = {∞}. Clearly a
rational function with ∞ as the only pole is a polynomial function. ♠

Remark 8.6.2 Thus the above corollary is only a bit weaker than Theorem 8.6.1. In
some sense, this result says that there are not too many functions in H(K). On the
other hand, this is one result which has been put to use in constructing bizarre types of
functions on C. Here is an example of this.

Example 8.6.2 Define

An = {x + ıy : |x| ≤ n, 0 ≤ y ≤ n}, Bn = ∪{x + ıy : |x| ≤ n, − n ≤ y ≤ −1/n}.

For each n, take K = An ∪ Bn and Ω = C in corollary 8.6.1, to find a holomorphic

function fn which is an approximation to the function φn such that φn (z) = 1, z ∈ An
and φn (z) = 0, z ∈ Bn . If f is the point-wise limit of fn then f (z) = 1 for all z such that
ℜ(z) ≥ 0 and f (z) = 0 for ℜ(z) < 0. Observe that the convergence of fn → f is not
uniform on compact sets.

The proof of theorem 8.6.2 can be broken up into two major steps:

1
Lemma 8.6.1 Any f ∈ H(K) can be approximated by a linear combination of , α 6∈
z−α
K.

Lemma 8.6.2 Pole Shifting Let K ⊂ U ⊂ Ĉ, where U is open and K is compact.
Suppose p, q are in the same component V of Ĉ \ K and p 6= ∞. Then any polynomial
1
in can be approximated on K by rational functions having pole at q alone.
z−p

The theorem follows immediately from these two lemmas.

Lemma 8.6.3 Let g : K × [a, b] −→ C be a continuous function where K is a compact

set. Given ǫ > 0, there exists a partition of the interval [a, b] say a = t1 < t2 < · · · <
tn+1 = b such that for every j = 1, 2, . . . , n − 1,

|g(z, t) − g(z, tj )| < ǫ, ∀ z ∈ K & tj ≤ t ≤ tj+1 . (8.20)

Proof: This follows easily by standard arguments using the uniform continuity. (See
for example Lebesgue Covering Lemma 7.3.2.)
Ch. 8 Convergence in Function Theory 313

Proof lemma 8.6.1: Let K ⊂ U ⊂ C, where U is open and f ∈ H(U). By lemma 7.4.1,
there exists a cycle ω in U \ K such that for every z ∈ K,
Z
1 f (ξ)
η(ω, z) = 1 & f (z) = dξ. (8.21)
2πı ω ξ − z

Recall that a cycle is a finite sum of contours and each contour is made up of finitely
many piecewise smooth curves. Therefore, the integral in (8.21) is a finite sum of such
integrals over smooth curves. So, it suffices to assume that ω is itself is a smooth curve
defined on an interval [a, b] and approximate the integral
Z
f (ξ)
dξ, z ∈ K.
ω ξ−z

Take
f (ω(t))
g(z, t) =
ω(t) − z
and find a partition of the interval as above so that 8.20 holds. Put
n
1 X f (ω(tj ))
P (z) = (ω(tj+1) − ω(tj )).
2πı j=1 ω(tj ) − z

Then P has its pole set in {ω(tj )}1≤j≤n ⊂ U \ K. Also,

 Z 
 1 f (ξ) 
|f (z) − P (z)| =  dξ − P (z)
2πı ω ξ − z 
n Z  
1 X tj+1 f (ω(t)) f (ω(tj )) ′


=  − ω (t)dt
2π  j=1 tj ω(t) − z ω(tj ) − z 
ǫ l(ω)
<
2π
where l(ω) denote the length of the curve ω. This complete the proof of lemma 8.6.1.♠

1
Lemma 8.6.4 Suppose d(p, q) < d(K, p). Then can be approximated on K by a
z−p
1
polynomial in .
z−q

Proof: We have, for z ∈ K,

|p − q| |p − q|
≤ < 1.
|z − q| d(K, q)

|p − q|
Therefore, the geometric series in converges and we have,
|z − q|
314 8.6 Runge’s Approximation

!
1 1 1 1
= = p−q
z−p z − q − (p − q) z−q 1 − z−q
 j !
1 p−q p−q
= 1+ +···+ +··· .
z−q z−q z−q

Proof of lemma 8.6.2: Consider the first case when V is a component not containing
∞. Choose a path τ from p to q in V. Let δ > 0 be the distance of τ from K. Choose
(distinct) points p = p1 , . . . , pn = q on τ such that |pk+1 − pk | < δ. Then for all z ∈ K,
1
|pk+1 −pk | < d(K, pk ) for all k. By the above lemma 8.6.4, can be approximated by
z − p1
1
a polynomial in . Therefore, by taking powers and their finite linear combinations,
z − p2
1
this means that any polynomial in can also be approximated by a polynomial in
z − p1
1
. Now a simple induction completes this case.
z − p2
Next, suppose V contains ∞. If q 6= ∞ then we can choose a path in V from p to q
and not passing through ∞. (It is crucial here that K is compact.) We can then proceed
exactly as in the preceding paragraph. Finally, consider the case q = ∞. Then there
exists q ′ ∈ V, q ′ 6= ∞ such that |q ′ | > 2|z| for all z ∈ K. By the previous case, the pole
can be shifted to q ′ first. But then we have, |z/q ′ | < 1/2 and hence

 
1 1 z zj
=− 1+ +···+ j +··· .
z−q q q q
1
This shows that all powers of can now be approximated by polynomials. This
z−q
completes the proof lemma 8.6.2 and thereby that of theorem 8.6.2. ♠

Remark 8.6.3 If we could choose the pole set B to be disjoint from an open set Ω, we
can immediately say that f ∈ H(K) can be approximated by holomorphic functions in
Ω. The following result now gives a purely topological criterion which ensures this.

Theorem 8.6.3 Let Ω ⊂ C be an open set and K ⊂ Ω be compact. Then the following
three conditions are equivalent:
(1) Every f ∈ H(K) can be approximated by holomorphic functions on Ω.
(2) Ω \ K has no connected component whose closure in Ω is compact.
(3) Every bounded component of C \ K meets C \ Ω.
Ch. 8 Convergence in Function Theory 315

Proof: (1) =⇒ (2) Suppose U is a component of Ω \ K whose closure in Ω is compact.

1
For some b ∈ U, consider f (z) = which is holomorphic on K. Let fn be a sequence
z−b
of holomorphic functions on Ω converging uniformly on K to f. Given ǫ there exists n
such that |fn − fn+k |K < ǫ for all k ≥ 1. Since the boundary of U is contained in K, by
maximum principle, it follows that |fn − fn+k |L < ǫ for all compact subsets L of U. This
means {fn } is uniformly Cauchy on compact subsets of U. Therefore, {fn } is compactly
convergent on U to a function g which is, by Weierstrass theorem, holomorphic on U.
But g = f on ∂U ⊂ K. Since ∂U cannot be a discrete set, this means g = f on U which
means b is a removable singularity of f. This is a contradiction.
(2) =⇒ (3) : Assume (3) is not true. Let U be a bounded component of C \ K which
does not meet C \ Ω. This is the same as saying U ⊆ Ω. Observe that the closure U of
U in C is compact and ∂U := U \ U ⊂ K. Therefore, the closure of U in Ω is equal to
U and hence compact. This contradicts (2). This completes the proof.
(3) =⇒ (1) Choose the set B such that B ∩ Ω = ∅. Apply theorem 8.6.2. ♠
We shall now take up the task of moving from a compact set K to any open set.

Theorem 8.6.4 Let Ω ⊂ C be open. Then there exist a sequence of compact sets Kn in
Ω such that
(a) Kn ⊂ int Kn+1 for all n;
(b) ∪n Kn = Ω and
(c) each component of C \ Kn meets C \ Ω.

Proof: Let Bn (0) denote the closed ball of radius n with centre 0. Define

Kn = Bn (0) ∩ {z : d(z, C \ Ω) ≥ 1/n}.

Then clearly, being a closed subset of Bn (0), each Kn is compact. Also, it is fairly easy
to see that Kn ⊂ int Kn+1 and ∪n Kn = Ω. Now fix n and suppose U is a bounded
component of C \ Kn . Observe that {z : |z| > n} is connected and hence is contained
in the unbounded component of C \ Kn . It follows that U is contained in the interior of
Bn (0). Hence, U must contain a point z such that d(z, C \ Ω) < 1/n. This means that
there exists w ∈ C \ Ω such that |z − w| < 1/n. But then for all points y in the line
segment [z, w], we have, d(y, C\Ω) < 1/n. Hence [z, w]∩Kn = ∅. Since U is a component
of C \ Kn , it follows that [z, w] ⊂ U. In particular, w ∈ U and hence U ∩ C \ Ω 6= ∅.
Hence condition (c) is verified.
316 8.6 Runge’s Approximation

Theorem 8.6.5 Runge’s Theorem (II Version): Let Ω be an open set in C and A
be a subset of Ĉ which meets each component of Ĉ \ Ω. Then each f ∈ H(Ω) can be
approximated on Ω uniformly on compact sets by rational functions having their pole set
contained in A. In the special case, when Ĉ \ Ω is connected, we can do the same with
polynomial functions.

Proof: Let {Kn } be a sequence of compact sets as given in theorem 8.6.4. By condition
(c) therein, it follows that each component C of Ĉ \ Kn meets Ĉ \ Ω and hence contains
a component of the latter. Therefore A ∩ C 6= ∅. Hence, by the I-version of Runge’s
theorem 8.6.2, there exists a rational function Rn such that |Rn − f |Kn < n1 . Let now L
be any compact subset of Ω. There exists n1 such that L ⊂ Kn1 . So, given ǫ > 0, choose
n > max {n1 , 1/ǫ}. Then

|Rk − f |L ≤ |Rk − f |Kk < ǫ, ∀ k > n.

This means that the sequence {Rn } compactly converges to f on Ω as required. The
latter part follows as before, since we can take A = {∞}. ♠

Remark 8.6.4 We shall now give a number of applications of this theorem. The power
series representation of a holomorphic function is a very special way of approximating
it by polynomials, albeit restricted only over certain discs. Runge’s theorem can be
viewed as a very sweeping generalization of this. For instance, we can now say that a
holomorphic function in a simply connected region, can be uniformly approximated by
polynomials. This is of course not as strong as power series representation. Similarly
we have:
Laurent Series: Recall that if we have a holomorphic function f defined in an annular
region Ω, then it has a Laurent series representation. This just means that f can be
approximated by Laurent polynomials in z −a, where a is the centre of the annulus. This
result can be generalized as follows. Let us say Ω is an annular like region, if Ω = U1 \ U 2
where Uj are simply connected regions such that U 2 ⊂ U1 . Then any f ∈ H(Ω) can be
approximated by Laurent polynomials in z − a for any point a ∈ U2 . All that we do is
to take A = {a, ∞} in the theorem 8.6.5.
Any property preserved under uniform convergence and which holds for approximat-
ing functions will also hold for approximated functions. Therefore, we can anticipate
quite a few applications of Runge’s theorem. A typical illustration of this is:

Homology Form of Cauchy Theorem Recall the statement from theorem 7.4.1. The
proof of ‘(ii) =⇒ (i)′ can be given as follows: Take A = Ĉ \ Ω in theorem 8.6.5, to get
Ch. 8 Convergence in Function Theory 317

approximations
Z to f by rational functions Rn with poles inZ A. Condition (ii) implies
that Rn (z)dz = 0. Upon taking limit as n −→ ∞, we get f (z)dz = 0.
γ γ
The gain here is not much since lemma 7.4.1, which is the main ingredient in the
proof of theorem 7.4.1 that we have given in Ch. 7, is also used in the proof of Runge’s
theorem. Next, we shall fulfil our promise of giving an improved version of Mittag-Leffler
theorem.

Theorem 8.6.6 General Form of Mittag-Leffler Let B be a discrete subset of an

open set Ω in C. To each b ∈ B let Pb be a non zero polynomial without a constant term.
Then there exists a meromorphic  function
 f on Ω with its pole set precisely B and its
1
principal part at b equal to Pb . Moreover, any other meromorphic function g
z−b
with this property differs from f by a holomorphic function on Ω.

Proof: Write Ω = ∪n Kn where Kn are as in theorem 8.21. B being a discrete subset of

an open set in a euclidean space, is countable. Hence, we can enumerate it in some way
B = {bj }.It follows
 that for each n there exists m(n) such that bj 6∈ Kn for j ≥ m(n).
1
Then Pbj is holomorphic on Kn and hence there exist a holomorphic function
z − bj
gj on Ω (in fact, a rational function with pole set in C \ Ω) such that
   
 1 
 Pb − g (z) < 1,
 j z − bj j  2j
 
1 P
for all j ≥ m(n) and for all z ∈ Kn . Take fj (z) = Pbj − gj (z). Then j fj (z)
z − bj
satisfies the conditions for normal convergence, and
 hence defines a meromorphic func-
1
tion f on Ω with its principle parts precisely Pbj .
z − bj
The last statement of the theorem is, of course, obvious. ♠

Remark 8.6.5 If we closely follow the proof of Runge’s theorem, rather than the fi-
nal statement it becomes clear that it is further possible to choose gj as polynomials.
Compare the direct proof that we have given of Mittag-Lefter theorem.

Theorem 8.6.7 Weierstrass’s theorem II-Version: Given a discrete subset Z of

an open set Ω, there exists a holomorphic function f on Ω having zeros precisely at Z
with pre-assigned multiplicities.
318 8.6 Runge’s Approximation

Proof: Given Z = {ζj } ⊂ Ω, and positive integers nj , we would like to consider the
Q
function f (z) = ∞j=1 (z − ζj )
nj
but for the fact that the infinite product as such, may
not converge. Hence we must multiply this by suitable convergence inducing factors.
Q
Thus we seek holomorphic functions hj (z) such that j (z − ζj )nj ehj (z) is convergent.
Let us see how far this will work. We write Ω = ∪Kn . Let mr be the increasing sequence
such that ζj 6∈ Kr for j > mr . Now, if ln(z − ζj ) makes sense on Kr , then by 8.6.1, we
can choose hj such that | ln(z − ζj ) − hj (z)| < ǫ/2j . This is so, if ζj is in an unbounded
component of C \ Kr . We are in trouble otherwise. Say, now that ζj is in a bounded
component U of Kr . Then U meets  C \ Ω and hence we can choose βj ∈ U ∩ (C \ Ω). In
z − ζj
this case, it follows that ln makes sense on Kr . Therefore, we should modify
z − βj
each such factor by a multiple of (z − βj )−nj , so that the above argument works. Thus,
the correct statement would be that to each j, we can find some βj 6∈ Z and an integer
mj (which is either zero or = nj and holomorphic functions hj such that
Y 
(z − ζj )nj (z − βj )−mj ehj (z)
j

is convergent to a holomorphic function on Ω with the prescribed zeros. ♠

Just as in the case when Ω = C, we also have:

Corollary 8.6.2 Every meromorphic function on a domain Ω is the quotient of two

holomorphic functions. In other words, the quotient field of the ring H(Ω) is the field of
meromorphic functions M(Ω).

Corollary 8.6.3 Every non empty open set is the natural domain of a non constant
holomorphic function.

Proof: We first take note of a set topological fact: if Ω is an open set in C, then there
exists a discrete subset B in Ω such that its closure in Ω contains ∂Ω. (For example, if
Kn are compact subsets of Ω as in theorem 8.6.4, take An to be all points x+ ıy ∈ Ω\ Kn
where 2n x and 2n y are both integers, and put B = ∪n An .) Now by Weierstrass’s theorem,
there exists f ∈ H(Ω) with its zero set precisely equal to B. If f has an extension across
Ω, i.e, if f is defined and holomorphic in a neighbourhood of some ζ ∈ ∂Ω, then since ζ
is a limit point of B, it follows by the identity theorem that f is identically zero which
is absurd. ♠
Finally we have the following strong form of Weierstrass’s theorem which is com-
pletely similar to Mitteg-Leffler theorem.
Ch. 8 Convergence in Function Theory 319

Theorem 8.6.8 Weierstrass’ theorem III-Version: Let {bj } be a discrete subset of

a domain Ω. Given arbitrary polynomials pj , there exists a holomorphic function f on Ω
such that for every j its power series representation around bj coincides with pj (z − bj )
up to deg pj terms.

Proof: First consider the case when each pj = λj is a constant. In this case, first, using
Weierstrass’s theorem, find a holomorphic function g such that bj is a simple zero for
each j. Then g ′ (bj ) 6= 0. Now using Mitteg-Leffler, find a meromorphic function h with a
λj
simple pole at each bj and with singular parts, ′ . Now f = gh is as required.
g (bj )(z − bj )
The general case is similar to this and resembles the way one writes the inverse of
Pmj
a formal power series with constant term non zero. Put pj (z) = r=0 αjr z r . We first
choose a holomorphic function g on Ω which has a zero of order mj + 1 at bj . We have to
P mj +1−r
determine certain polynomials qj (z)
 =  r βj,r z such that if h is a meromorphic
1
function with its singular part qj , then f = gh will be the require function.
P z − bj
Let g(z) = r>mj λj,r (z − bj )r . We have to determine qj by the requirement that
 
βj,mj +1 βj,1

+···+ λj,mj +1 (z − bj )mj +1 + · · ·
z − bj (z − bj )mj +1
= αj,0 + αj,1(z − bj ) + · · · + αj,mj (z − bj )mj + · · · .

Using the single fact that λj,mj +1 6= 0, this can be solved for βj,1 , βj,2 . . . , βj,mj succes-
sively. ♠

Exercise 8.6

1. Let Ω ⊂ Ω′ ⊂ C be open subsets. Then the following two conditions are equivalent.
(i) The restriction map ρ : H(Ω′ ) −→ H(Ω) has dense image.
(ii) Ω′ \ Ω has no compact connected components.

2. Let Ω′ ⊂ C be an open set. For f1 , . . . , fk ∈ H(Ω′ ), let

Ω = {z ∈ Ω′ : |fj (z)| < 1, 1 ≤ j ≤ k.}

Then the restriction map ρ : H(Ω′ ) −→ H(Ω) has dense image.

b be the union of K and all bounded components

3. For any compact set K ⊂ Ω, let K
of C \ K contained in Ω. Show that
b is compact.
(a) K
320 8.7 Gamma Function

(b) z ∈ Kb ⇐⇒ for all f ∈ H(Ω), we have, |f (z)| ≤ sup{|f (ζ)| : ζ ∈ K}.

(c) If K1 ⊂ K2 are compact subsets of Ω then Kc1 ⊂ Kc2 .
b j = Kj , j = 1, 2 then
(d) If Kj , j = 1, 2 are compact subsets of Ω such that K
K\1 ∩ K2 = K1 ∩ K2 . (For more on this important notion see the book of R.

Narasimhan [N].)

4. Let K be any subset of C and f : K → C be a continuous function. Call f locally

extendable to a holomorphic function, if for each z ∈ K, there is r > 0 and a
holomorphic function g on Br (z) such that f = g on Br (z) ∩ K. Show that if K is
compact then H(K) is equal to the set of all continuous functions on K which are
locally extendable to a holomorphic function.

5. Let K be a compact subset of C. Show that C \ K is connected iff for each α ∈

C \ K, ln(z − α) has an (analytic) continuous branch over K. (Indeed, you may
first observe that having an analytic branch of ln(z − α) is equivalent to having a
continuous branch of the same on K. See the previous exercise.)

6. Let Kj , j = 1, 2, be compact subsets of C such that C \ Kj are connected. Suppose

further that K1 ∩ K2 6= ∅ is connected. Then C \ K1 ∪ K2 is connected. (Hint: Use
the previous exercise.)

8.7 The Gamma Function

The simplest entire function with the set of zeros as integers is sin πz. Due to the func-
tional properties such as periodicity etc. that this function enjoys, and its importance
in Mathematics as a whole, it is considered as an elementary function. Closely related
is another entire function which has simple zeros at all negative integers:
∞ 
Y z
G(z) = 1+ exp(−z/n) (8.22)
n=1
n

Observe that G(−z) is then an entire function with its zero set as the set of positive
integers and is as simple as G itself.
Now, using the product representation 8.19 for sin πz, we easily see that

zG(z)G(−z) = sin πz. (8.23)

Ch 8. Convergence in Function Theory 321

In order to study the functional properties of G(z), we consider the function G(z − 1),
which has its zero set as the set of non positive integers. It follows that

G(z − 1) = exp(γ(z))zG(z) (8.24)

for some entire function γ(z), which is to be determined. Take the logarithmic derivative
of (8.24) to obtain
X∞   ∞  
1 1 ′ 1 X 1 1
− = γ (z) + + − (8.25)
n=1
z−1+n n z n=1 z+n n
X ∞  
1 1
Replacing n by n + 1 on the lhs and observing that − = −1, it follows
n=1
n + 1 n
that γ ′ (z) = 0. Therefore, γ(z) = γ is a constant. To find the value of this constant, we
observe that G(0) = 1 and put z = 1 in 8.24. It follows that
 
1 1
γ = − ln G(1) = lim 1 + + · · · + − ln n . (8.26)
n−→∞ 2 n
This real number is the celebrated Euler’s constant. Its value has been calculated to
several decimal places (∼ .57722 · · · ). It is not known whether γ is rational or irrational,
algebraic or transcendental!

Definition 8.7.1 The gamma function is defined by the formula:

∞
−1 −1 exp(−γz) Y exp(z/n)
Γ(z) := exp(−γz)z G(z) = (8.27)
z n=1
1 + z/n

It follows that Γ(z) is a meromorphic function without zeros and has simple poles pre-
cisely at all the non positive integers. Due to the factor exp(−γz) the function has the
following easily verified Riemann’s Functional relation:

Γ(z + 1) = zΓ(z). (8.28)

Also, from (8.23) we obtain the product decomposition

π
= Γ(z)Γ(1 − z). (8.29)
sin πz
The choice of the constant γ, can be justified in the property that Γ(1) = 1. Repeated
application of (8.28) now yields:

Γ(n) = (n − 1)!, ∀ n ∈ N. (8.30)

Thus one can view Γ as a generalization of the factorial. Its importance in Statistics,
perhaps, stems out of this fact.
322 8.8 Stirling’s Formula

Exercise 8.7
√
1. Show that Γ(1/2) = π.
Γ′ (z)
2. Show that the Gaussian psi-function Ψ(z) = is a meromorphic function in C
Γ(z)
with simple poles at z = 0, −1, . . . , −n, . . . and the residues given by Res−n (Ψ) =
−1, for all n ≥ 0. Also prove that
(a)
∞
Γ′ (z) 1 X z
= −γ − + . (8.31)
Γ(z) z 1
n(n + z)

(b) Ψ(1) = −γ,

1
(c) Ψ(z + 1) − Ψ(z) =
z
(d) Ψ(z) − Ψ(1 − z) = −π cot πz.

3. Show that the second derivative of ln Γ(z) is given by

  X ∞
′ d Γ′ (z) 1
Ψ (z) = = . (8.32)
dz Γ(z) n=0
(z + n)2

4. Using the fact that Γ(z)Γ(z + 1/2) and Γ(2z) have the same set of poles, we can
write

Γ(z)Γ(z + 1/2) = exp(α(z))Γ(2z) (8.33)

for some entire function α(z). By using 8.32, show that α is a linear function
α(z) = az + b. Then using the values of Γ(1/2), Γ(1) and Γ(3/2) solve for a and
b:

a = −2 ln 2 : b = 1/2 ln π + ln 2.
Thus obtain the Legendre duplication formula:
√
πΓ(2z) = 22z−1 Γ(z)Γ(z + 1/2). (8.34)

8.8 Stirling’s Formula

This section will be devoted for deriving the celebrated Stirling’s Formula for the
gamma function:
√
Γ(z) = 2πz z−1/2 e−z eJ(z) , ℜ(z) > 0 (8.35)
Ch 8. Convergence in Function Theory 323

where,

Z ∞
1 z 1
J(z) := ln dη, (8.36)
π 0 η2 +z 2 1 − e2πη

for all z in the right-half plane G = {z : ℜz > 0}. The proof that we have adopted
here follows the presentation of the same in [A] which has been attributed to Lindelöff.
It gives us a very good opportunity to use our skill in computing the residues in a non
trivial way. Consider the summation formula (8.32) for the derivative of the Gaussian
psi-function. We would like to represent the rhs of this formula by an integral. Toward
1
this end we seek a good function with residues at integral points z = n, and
(z + n)2
our choice falls on

π cot πw
ψ(w) = (8.37)
(z + w)2

(Do not confuse this with the Gaussian psi-function.) Observe that we have fixed z ∈ G
for the time being and treating ψ as a meromorphic function of w on C. Consider the
rectangle

0 ≤ ℜw ≤ n + 1/2; − s ≤ ℑw ≤ s

for any positive integer n and any positive real number s. The idea is to consider the
integrals
Z
In,s = ψ(w)dw
Cn,s

of f on the boundary Cn,s of the rectangle oriented anti-clockwise and then take the limit
as s −→ ∞ and n −→ ∞. By the residue theorem, it follows that the poles 1, 2, . . . , n
will contribute successive terms in the rhs of (8.35). The pole w = 0 however causes
some concern as the contour passes through this point. However, we know that we can
add or subtract half of the residue at zero as the contour is a straight line segment at
this point. In this case, since, the contour will be going around 0 in the anti-clockwise
1
sense, it follows that we have to add 2 .
2z
324 8.8 Stirling’s Formula

Fig. 40
These considerations yield

n
! n
!
1 X 1 1 X 1
In,s = 2πı 2
+ = 2πı − 2 + . (8.38)
2z k=1
(z + k)2 2z k=0
(z + k)2

We now observe that cot πw converges uniformly to ±ı on the horizontal sides of the
rectangle as s −→ ∞. At the same time the denominator of f is seen to tend to ∞.
Therefore it follows that
Z ∞  Z ∞ 
π cot πıη π cot π(n + 1/2 + ıη)
lim In,s = −P V 2
d(ıη) + P V 2
d(ıη) (8.39)
.
s−→∞ −∞ (z + ıη) −∞ (z + n + 1/2 + ıη)

We now show that the second integral in (8.39) vanishes as n −→ ∞. First observe
that | cot π(n + 1/2 + ıη)| < 1 for all n and for all η. On the other hand, by using residues
we see that,
Z ∞  Z ∞ 
dη dη
PV = PV
−∞ |z + n + 1/2 + ıη|2 −∞ (z + n + 1/2 + ıη)(z̄ + n + 1/2 − ıη)
2πı
=
2n + 1 + 2x

for large n where z = x + ıy. It follows that, the limit of this second integral is seen to
be zero as claimed. Therefore we have,
Z  ∞
!
∞
π cot(πıη) 1 X 1
−P V dη = 2π − 2 + . (8.40)
−∞ (z + ıη)2 2z k=0
(z + k)2

Finally,
Ch 8. Convergence in Function Theory 325

Z ∞  Z ∞  
π cot(πıη) 1 1
−P V dη = π cot πıη − dη
−∞ (z + ıη)2 0
Z ∞ (ıη − z) 2 (ıη + z) 2

2ηz
= 2π coth(πη) 2 dη
Z0 ∞  (η +z 2 )2
2 2ηz
= 2π 1 + 2πη 2 2 )2
dη
0 Z ∞ e − 1 (η + z 
1 4ηz dη
= 2π + 2 2 2 2πη
z 0 (η + z ) e − 1
Hence, we have,
  Z ∞
d Γ′ (z) 1 1 4ηz dη
= + 2+ (8.41)
dz Γ(z) z 2z 0 (η 2 + z 2 )2 e2πη − 1

The first stage of our task is over. The next stage is to integrate the relation (8.41)
twice w.r.t z to obtain the desired result. We observe that the integral in (8.41) allows
integration w.r.t. z once at least, because the integral so obtained
Z ∞
2η dη
2 2
η +z e −12πη
0

is uniformly convergent on compact sets in the right-half plane G and hence differenti-
ation under the integral sign is valid. Therefore, we obtain
Z ∞
Γ′ (z) 1 2η dη
= C + Ln z − + 2 2 2πη
(8.42)
Γ(z) 2z 0 η +z e −1
Here Ln z denotes the principle branch of the logarithm and C is an integration constant
to be determined later on. In the next stage of integration w.r.t. z, we see that the
multiple valued function arctan(z/η) appears, involving both z and η. In order to avoid
this, we first carry out integration by parts once:
Z ∞ Z
2η dη 1 ∞ z2 − η2
2 + z 2 e2πη − 1
= 2 + z 2 )2
ln(1 − e−2πη )dη (8.43)
0 η π 0 (η
Observe that here the logarithmic term is a real valued function. Now for similar reasons
of compact convergence as above, we can carry out integration w.r.t. z to obtain
  Z  
1 1 ∞ z 1
ln Γ(z) = C2 + C1 z + z − ln z + ln dη. (8.44)
2 π 0 η2 + z2 1 − e2πη

Denoting the last integral by J(z), we have,

 
1
ln Γ(z) = C2 + C1 z + z − ln z + J(z) (8.45)
2
326 8.8 Stirling’s Formula

It remains to compute the values of the constants. For this purpose, we would like to
take limits as z −→ ∞. This requires us to know the behavior of J(z)as z −→ ∞. We
must be careful here not to allow z to approach the imaginary axis. To be precise, we
shall find out the limit of J(z) as z −→ ∞ only inside

Gλ := {z : ℜ(z) > λ}

for some λ > 0. For this purpose, write πJ as a sum of two integrals
Z |z|/2 Z ∞
πJ(z) = + = J1 (z) + J2 (z).
0 |z|/2

|z|2 3
In the first integral |η 2 + z 2 | ≥ |z|2 − = |z|2 . Therefore,
4 4
Z |z|/2 Z ∞
4 1 4 1
|J1 (z)| ≤ ln −2πη
dη ≤ ln dη.
3|z| 0 1−e 3|z| 0 1 − e−2πη

In the second integral, use the fact that |η 2 + z 2 | = |ıη + z||ıη − z| ≥ |z||ℜ(z) > |z|λ.
Hence, Z ∞
1 1
|J2 (z)| ≤ ln dη
λ |z|/2 1 − e−2πη
Hence, as z −→ ∞, it is seen that both J1 and J2 tend to zero as required.
We now use the functional relation (8.28) to see that lnΓ(z + 1) = ln z + ln Γ(z) and
hence from (8.44), we have,
   
1 1
C1 = − z + ln 1 + + J(z) − J(z + 1)
2 z
and taking the limit as z −→ ∞, we get C1 = −1.
In order to evaluate C2 , we use the relation (8.29) for z = 1/2 + ıy. Combining this
with 8.45, this gives

2C2 − 1 − ln π = −J(1/2 + ıy) − J(1/2 − ıy) − ln cosh πy + ıy [ln(1/2 − ıy) − ln(1/2 + ıy)]

We now take the limit of rhs as y −→ ∞ and use the facts

cosh πy 1
lim πy
= (8.46)
y−→∞ e 2
and

  
1/2 − ıy
lim ıy πı + ln = −1. (8.47)
y−→∞ 1/2 + ıy
Ch 8. Convergence in Function Theory 327

(See Ex.4.6.7.) By adding and subtracting πy, on the rhs, we get,

2C2 − 1 − ln π = −J(1/2 + ıy) − J(1/2 − ıy) − ln(cosh πy) + πy

 
1/2 − ıy
+ ıy πı + ln
1/2 +
 ıy 
cosh πy 1/2 − ıy
= −J(1/2 + ıy) − J(1/2 − ıy) − ln + ıy πı + ln
eπy 1/2 + ıy

Upon taking the limit as y −→ ∞ we get,

2C2 − 1 − ln π = ln 2 − 1
1
and hence C2 = ln 2π. This establishes the formula (8.35).
2
As an important corollary, we can deduce

Z ∞
Γ(z) = e−t tz−1 dt (8.48)
0

valid in the right-half plane G.

Indeed quite often formula (8.48) goes under the name of Stirling’s formula and one
can perhaps prove it independently. . In many elementary expositions this is taken as
the definition of the Gamma function.
Again, we first observe that the integral on the rhs is uniformly convergent on
{z : ℜz > ǫ} for every ǫ > 0. Hence it defines an analytic function in G. We shall
denote this function momentarily by F (z). Carrying out integration by parts once, we
observe that
Z ∞ Z ∞
−t z
F (z + 1) = e t dt = z e−t tz−1 dt = zF (z). (8.49)
0 0

F (z)
Therefore it follows that the holomorphic function h(z) = is periodic with period
Γ(z)
1, i.e.,
h(z + 1) = h(z).

Now observe that the strip 1 ≤ ℜz ≤ 2 maps surjectively onto C⋆ under the exponential
map. Therefore the periodicity of h implies that ψ factors through the map z 7→ e2πız to
define an analytic function g : C⋆ −→ C, i.e. g(e2πız ) = ψ(z) for all z ∈ G. (Incidentally,
328 8.8 Stirling’s Formula

this also shows that h extends to an entire function.) We claim that g has a removable
singularity both at 0 and ∞. This will prove that g is a constant function and hence
h too is a constant function. Since it is easily seen that h(1) = 1, it would follow that
F (z) = Γ(z) for all z ∈ G, as required.
In order to prove that g is a constant function, we recall that it is enough to prove
that

lim |wg(w)| = 0 and lim |g(w)/w| = 0 (8.50)

w−→0 w−→∞

in order to prove that both 0 and ∞ are removable singularities. Observe that the
portions of the strip given by ℑz > r are mapped onto punctured disc neighborhoods
of 0 in C by the exponential mapping. This can be expressed by saying that “as y −→
+∞, w = e2πız −→ 0.” Thus the first part of (8.50) is equivalent to say that for all
1 ≤ ℜz ≤ 2, we have,
 
 2πı(x+ıy) F (x + ıy) 
lim e =0 (8.51)
y−→∞  Γ(x + ıy) 
In order to prove 8.51, we observe that
Z ∞ Z ∞
−t z−1
|F (z)| ≤ |e t |dt = e−t tx−1 dt = F (x)
0 0
is bounded in 1 ≤ x ≤ 2. Similarly, since J(z) −→ 0 as y −→ ∞, it follows that there is
a positive constant L such that
 
 Γ(z)  √
  −z
 z z−1/2  = 2π|e ||J(z)| ≥ L
say, for all sufficiently large y. Thus
 
 2πı(x+ıy) F (x + ıy) 
lim |wg(w)| = lim e  
w−→0 y−→∞ Γ(x + ıy) 
 −2πy 
e 
≤ M lim  z−1/2 
y−→∞ z
′
≤ M lim exp(−2πy − (x − 1/2) ln |z| + y arg z) = 0
y−→∞
 
 g(w) 
since, | arg z| < π/2, for z ∈ G. For similar reasons one can show that lim   = 0.
w−→∞ w 
This completes the proof of the formula (8.48).

Exercise 8.8 Prove (8.46) and (8.47).

Remark 8.8.1 For a lucid account on Gamma functions, see [Ar].

Ch 8. Convergence in Function Theory 329

8.9 Extension of Zeta Function

In this section, we extend the zeta function to the entire plane, as a meromorphic function
with a simple pole at z = 1. On the way, we shall establish the important Riemann’s
functional relation for ζ(z). One idea is to express the product (z − 1)ζ(z)Γ(z) over
ℜz > 0 conveniently so that it allows an analytic extension f (z) to the whole plane.
Then we could simply take ζ(z) = f (z)/Γ(z). However, due to some technical reason
which will become clear to you soon, we actually modify the function ζ(z)Γ(z) additively
rather than by multiplying by z − 1.
We begin with the Stirling formula

Z ∞
Γ(z) = e−t tz−1 dt (8.52)
0

which is valid in the right-half plane ℜ(z) > 0. Putting t = nu, we get,
Z ∞
z
Γ(z) = n e−nu uz−1du (8.53)
0

valid for all integers n ≥ 1. Thus, dividing out by nz and taking the summation over
n ≥ 1, we obtain
∞ Z
X ∞
Γ(z)ζ(z) = e−nu uz−1du (8.54)
1 0

If we were allowed to interchange the summation and integration sign on the rhs of
(8.54), we immediately recognize that, this would give us a nice expression for the lhs
for
∞
X 1
e−nu = , u > 0, (8.55)
1
eu −1

Indeed, this is precisely the case. First of all, the summation (8.55) is compactly con-
vergent. Also the integral involved are compactly convergent (at both the end points).
This means, first that term-by-term integration is possible:
Z R z−1 X∞ Z R
u
u−1
du = e−nu uz−1 du
ǫ e 1 ǫ

and then we can take the limit as ǫ −→ 0 and R −→ ∞ :

Z ∞ z−1 X∞ Z ∞
u
u
du = e−nu uz−1 du
0 e −1 1 0
330 8.9 Zeta Function

which when combined with (8.55) gives us:

Z ∞ z−1
u
Γ(z)ζ(z) = du (8.56)
0 eu − 1

valid for ℜ(z) > 1.

In the first stage, we extend Γ(z)ζ(z) to the part ℜ(z) > 0. For this purpose, we will
consider the rhs of (8.56) and try to rewrite it so that it makes sense in the right-half
plane, ℜ(z) > 0. The idea is then to define ζ(z) by such an expression in the strip
0 < ℜz ≤ 1, (after dividing out by Γ(z)). However, observe that we expect ζ to have
a simple pole at z = 1, and hence we should exclude z = 1, from the right-half plane.
1
Alternatively, we should add a suitable multiple of to the rhs and only then try
z−1
to extend it to the entire right-half plane and this is precisely what we are going to do.
This leads us to examine the polarity of the integrand on the rhs. of (8.56). So, consider
the Laurent expansion
∞
1 1 1 X
= − + an un (8.57)
eu − 1 u 2 n=1

1 1
We see that − remains bounded in a neighborhood of 0 and hence the integral
eu −1 u
Z 1 
1 1
u−1
− uz−1du
0 e u

converges compactly on ℜz > 0. Therefore we can rewrite (8.56) in the form,

Z 1   Z ∞ z−1
1 1 z−1 1 u
ζ(z)Γ(z) = u
− u du + + du (8.58)
0 e −1 u z−1 1 eu − 1

valid in ℜ(z) > 1. But then the rhs of 8.58 makes sense in the whole of right-half plane
as a meromorphic function in with a simple pole at z = 1 and has residue = 1. We define
Γ(z)ζ(z) by equating it with the rhs of 8.58 for ℜ(z) > 0. The first stage of our task is
over.
In the next stage, we shall rewrite (8.58) in such a way that it makes sense in the
strip −1 < ℜz < 1. For this all we have to do is to observe that for 0 < ℜz < 1, we
have, Z ∞
1
=− uz−2 du
z−1 1

and hence (8.58) becomes

Ch 8. Convergence in Function Theory 331

Z ∞  
1 1
ζ(z)Γ(z) = − uz−1du (8.59)
0 eu − 1 u

in the strip 0 < ℜz < 1. We again use (8.57) to see that the function

1 1 1
− + ≤ cu, 0 ≤ u ≤ 1
eu − 1 u 2

for some constant c and hence,

Z 1  
1 1 1
u
− + uz−1du
0 e −1 u 2
is uniformly convergent on compact subsets of ℜz > −1. Similarly, one can see that
Z ∞  
1 1
− uz−1 du
1 eu − 1 u

is also uniformly convergent on compact subsets of ℜ(z) > 1. Hence, we can write (8.59)
in the form:
Z 1   Z ∞  
1 1 1 z−1 1 1 1
ζ(z)Γ(z) = u
− + u du − + u
− uz−1du (8.60)
0 e −1 u 2 2z 1 e −1 u

Since both the integrals on the rhs of (8.60) are compactly convergent in the strip
−1 < ℜz < 1, we can take rhs divided by Γ(z) as the definition of ζ in this strip. It
1
appears as though at z = 0 we have some trouble because of the term − . However,
2z
we observe that Γ also has a simple pole at z = 0. Thus ζ has a removable singularity at
z = 0 and its value at z = 0 can be defined by taking the appropriate limit. The second
stage of our task is over.
We shall now rewrite (8.60), in the strip −1 < ℜz < 0, in such a way that it will
make sense in the whole of the left -half plane, ℜz < 0. For this we first observe that
Z ∞
1
=− uz−1du.
z 1

Therefore from (8.60), we obtain,

Z ∞  
1 1 1
ζ(z)Γ(z) = − + uz−1 du (8.61)
0 eu − 1 u 2

On the other hand

332 8.9 Zeta Function

1 1 1 eu + 1
+ =
eu − 1 2 2 eu − 1
ı
= cot(ıu/2)
2" #
∞
X
ı 2 1
= − 4ıu
2 ıu 1
u2 + 4n2 π 2
X ∞
1 1
= + 2u
u 1
u + 4n2 π 2
2

Therefore,

Z ∞
!
∞ X 1
Γ(z)ζ(z) = 2 uz du (8.62)
0 n=1
u + 4π 2 n2
2

For reasons similar to the one used above in interchanging the order of summation and
integration, it follows that
∞ Z
X ∞
uz
Γ(z)ζ(z) = 2 du (8.63)
n=1 0 u2 + 4π 2 n2

Putting u = 2πnt, we get,

∞
X Z ∞
z−1 tz
Γ(z)ζ(z) = 2 (2πn) dt
n=1 0 t2 + 1

This is rewritten as
Z ∞
z−1 tz
Γ(z)ζ(z) = 2(2π) ζ(1 − z) dt (8.64)
0 t2 + 1
valid in the strip −1 < ℜz < 0. Now from (8.29) in section 7, it follows that
Z
z−1 1 ∞ tz
ζ(z) = 2(2π) ζ(1 − z)Γ(1 − z) sin(πz) dt. (8.65)
π 0 t2 + 1
Once more, we shall appeal to calculus of residues to obtain the formula (see Exercise 1
of section 6.5)
Z ∞
1 t−x
dt = cosec πx, 0 < x < 1. (8.66)
π 0 1+t
It is seen easily that for −1 < x < 0 (by substituting t2 = u)
Z Z ∞ (x−1)/2
1 ∞ tx 1 u 1
2
dt = du = cosec [π(1 − x)/2]
π 0 t +1 2π 0 u+1 2
Ch 8. Convergence in Function Theory 333

and since, both the sides define holomorphic functions in the strip −1 < ℜz < 0 when
we replace x by z, it follows that the above equality is valid in the entire of the above
strip.
Combining this with (8.66) we obtain the Riemann’s Functional Relation:

ζ(z) = 2(2π)z−1Γ(1 − z)ζ(1 − z) sin(πz/2). (8.67)

The validity of this relation is proved in the strip −1 < ℜz < 0 so far. We notice that
the rhs of this relation is holomorphic in the entire of the left-half plane ℜz < 0. Hence
we can and do use this to define the zeta function in the left-half plane. This completes
the task of extending the definition of zeta function to the entire plane as required.
We now have two holomorphic functions on either side of 8.67 agreeing on a non
empty on set of the domain C \ {1}. Therefore the identity is valid in the whole of
C \ {1}.

Exercise 8.9
∞
X Γ(n + α)
1. Show that (1 − z)−α = z n , z ∈ D, α > 0.
0
n!Γ(α)

2. Show that
Γ(z + 1)
lim √ =1
z→∞ z/e)z 2πz
where the limit is taken remaining within the right-half plane ℜ(z) > 0. This gives
an approximate expression for (n + 1)! for large n and is also known as Stirling’s
formula.

3. Show that −2, −4, . . . , −2n, . . . are simple zeros of ζ(z). (These are called trivial
zeros of ζ(z). )

4. Show that ζ(z) has no zeros outside the strip 0 ≤ ℜ(z) ≤ 1 other than the trivial
zeros.
[This strip is called the critical strip. One of the most celebrated problems in
mathematics is following conjecture of Riemann:
1
All the nontrivial zeros of ζ are on the line x = .
2
It has remained an open problem even today even after 150 years and goes under
the name Riemann-hypothesis. It is known that there are no zeros of ζ on the
lines x = 0 and x = 1. It is also known that there are infinitely many zeros on the
334 8.10 Normal Families and Equicontinuity

1
line x = . The importance of this problem can be gauged by the fact that it is
2
one of the seven Millenium problems with a prize money of 1 million dollars.

5. Euler’s Identity: Prove the identity

∞ 
Y 
1
ζ(z) = , for ℜz > 1. (8.68)
n=1
1 − p−z
n

Deduce that
X 1
=∞
pn
where pn denotes the nth prime. [This gives a proof that there are infinitely many
primes.]

6. Let ξ(z) = z(z − 1)π −z/2 ζ(z)Γ(z/2). Show that ξ is an entire function and satisfies
ξ(z) = ξ(1 − z), z ∈ C.

8.10 Normal Families and Equicontinuity

The situation of our interest is a family F of functions with (or without) any specific
properties, defined on a region Ω in C, and taking values in C. We shall give only one
application of the theory of normal families here, which indeed reasonably covers the
central theme. However, our treatment is at best, skeletal and the reader may consult
the books by Hille [H], for more information.
We would like to have families of functions with the Bolzano4 -Weierstrass type prop-
erty, viz., each sequence should have a subsequence that is convergent. This should
immediately ring a familiar bell in us: perhaps we are dealing with some sort of com-
pactness property of the family of functions. Indeed, this is precisely the case. The space
of functions can be given a suitable topology with respect to which compactness will
be equivalent to this Bolzano-Weierstrass property. We shall not elaborate this aspect
any more. The interested reader may see the chapter on function spaces in [J] or [Ke].
Another closely related concept to that of compactness is the concept of uniform conti-
nuity. So, we would like to introduce the concept of ‘uniform continuity w.r.t. a family
4
Bernard Bolzano (1781-1848) an Austrian mathematician and professor of religious studies is known
for his studies in point sets and foundational mathematics.
Ch. 8 Convergence in Function Theory 335

of functions’. This is known as ‘equicontinuity’. We aim to relate these two concepts

and apply them to the study of conformal mappings.
Let Ω be an open subset of C and C(Ω) denote the set of all continuous complex
valued functions on Ω. In what follows we shall consider subsets of F ⊂ C(Ω) and refer
to them merely as family of functions on Ω.

Definition 8.10.1 A family F of functions on Ω is said to be normal in Ω, if every

sequence {fn } in F admits a subsequence which converges uniformly on every compact
subset of Ω.

Observe that it is not required that the limit function also belongs to F .

Definition 8.10.2 Let F be a family of functions on Ω. We say, F is equicontinuous

on a subset A ⊆ Ω, if for every ǫ > 0 there exists δ > 0, such that |f (z), f (w)| < ǫ for
all |z − w| < δ, for all z, w ∈ A and f ∈ F .

Remark 8.10.1 Clearly, if F is a equicontinuous family of functions then each member

of this family is uniformly continuous on A.

Theorem 8.10.1 Arzela- Ascoli: Let F be a family of continuous functions on Ω.

Then F is normal iff
(1) F is equicontinuous on every compact subset of Ω, and
(2) for every fixed z ∈ Ω, the set Az = {f (z) : f ∈ F } is bounded.

Proof: Let F be normal. Suppose (1) does not hold. This means that there is a
compact K ⊂ Ω on which F is not equicontinuous. This, in turn, means that there is
ǫ > 0 such that for every n we have some fn ∈ F , zn , wn ∈ K such that |zn − wn | < 1/n
and |fn (zn ) − fn (wn )| ≥ ǫ. Passing to subsequences we may simply assume that zn →
z, wn → w and fn converges uniformly on every compact subset of Ω to a function f.
Hence for large n we have |fn (p) − f (p)| < ǫ/4 for all p ∈ K. Clearly f is continuous.
Since |wn − zn | < 1/n it follows that z = w ∈ K. By continuity of f, it follows that for
large n, we have |f (zn ) − f (z)| < ǫ/4 and similarly |f (wn ) − f (w)| < ǫ/4 which leads to
a contradiction that |fn (wn ) − fn (zn )| < ǫ for large n.
To prove (2) let us show that Az is compact. So let wn be a sequence in Az . Then there
exist fn ∈ F , such that d(wn , fn (z)) < 1/n. By normality of F , we have a subsequence
fnk which is convergent. But then fnk (z) converges to a point w ∈ Az . The sequence wn
also is seen to converge to the same point. Hence Az is compact.
336 8.10 Normal Families and Equicontinuity

[To prove the converse, we have to invoke the famous ‘diagonal process’ due to Cantor.
Given a sequence in F , to find a subsequence that is convergent at a given point z ∈ Ω
is easy from (2). Thus, in principle by the diagonal process we can get a subsequence
which is convergent at a given countable subset of Ω. This should, in effect suffice our
purpose because of the separability property of C. The rest of the requirements are
fulfilled by condition (1). This is only the idea of the proof. Let us now write down the
proof carefully.]
Let {zn } be a sequence of points which is dense in Ω. ( For this, we can simply take all
points in Ω with rational coordinates and enumerate them.) Let {n1,j } be a subsequence
of {n} such that limj fn1,j (z1 ) = w1 . Now, inductively, having found a sequence {ni,j },
which is a subsequence of {ni−1,j } such that limj fni,j (zi ) = wi , we find the next sequence
with the same property with i replaced by i + 1. Finally, let mj = nj,j . Then fmj is a
subsequence of fn such that limj fmj (zi ) = wi for all i.
[It is easy to see that this sequence converges to a function f on the set {zn }. However,
in order to conclude that f is continuous, and also extend it to the whole of Ω, we need
to show that the convergence is uniform on each compact subset of Ω. Instead, we shall
actually show that the sequence is uniformly Cauchy on each compact subset K of Ω.
Since the space of continuous functions is complete, that is good enough.]
Given ǫ > 0, by equicontinuity of F , we get δ > 0 such that, for all f ∈ F , and
z, w ∈ K, such that |z − w| < δ, we have, |f (z) − f (w)| < ǫ/3. Since K is compact,
we can cover K with finitely many balls B1 , . . . , Br of radius δ/2. Since the set A=
{zn } is dense, we can pick one point each from A ∩ Bj , say, without loss of generality,
zj ∈ A∩Bj , 1 ≤ j ≤ r. By the convergence of the sequences fmj (zk ), there exists N such
that if i, j ≥ N then |fmi (zk )−fmj (zk )| < ǫ/3 for all 1 ≤ k ≤ r. Finally, let z ∈ K be any.
Then z ∈ Bk , say. As usual, using triangle inequality now, we get |fmi (z) − fmj (z)| < ǫ.
This shows that the sequence fmj (z) is uniformly Cauchy on each compact subset K of
Ω. ♠

The following theorem is the only result about the normal families, that we are going
to put to use immediately.

Theorem 8.10.2 Montel:5 A family F of holomorphic functions defined in a domain

Ω is normal iff it is uniformly bounded on every compact subset of Ω.
5
Paul Antoine Aristide Montel (1876-1975), a French mathematician, was a late comer in mathe-
matics. Apart from from his fundamental ideas in normal families he has also investigated the relation
between the coefficients of a polynomial and the location of its zeros in the complex plane.
Ch. 8 Convergence in Function Theory 337

Proof: Suppose F is normal. Given a compact subset K ⊂ Ω, we want to find a

uniform bound M1 for all f ∈ F over K. Take any ǫ > 0. By equicontinuity, there exist
δ > 0, such that for all z, w ∈ K and |z − w| < δ, we have |f (z) − f (w)| < ǫ. By the
compactness of K there exist finitely many balls Br (zj ) covering K, where z1 , . . . , zk ∈ K
and r = δ/2. By condition (2) of the theorem 8.10.1 for normality, there exist M such
that |f (zj )| < M, for all f ∈ F , and for all 1 ≤ j ≤ k. Now it is easily verified that
|f (z)| < M + ǫ =: M1 for all z ∈ K and for all f ∈ F .
Now let us prove the converse. For z ∈ Ω choose r > 0, such that the ball B4r (z) ⊂ Ω.
Let C be the boundary circle of B4r (z). Then for w, w ′ ∈ B2r (z), we have, by Cauchy’s
integral formula,
Z  
1 1 1
f (w) − f (w ′) = − f (ζ)dζ
2πı C Z ζ − w ζ − w ′
w − w′ f (ζ)dζ
= ′
.
2πı C (ζ − w)(ζ − w )

Let M be a uniform bound for all f ∈ F on C. Then it follows that by M-L inequality
that
M|w − w ′|
|f (w) − f (w ′ )| ≤ . (8.69)
r

Now let K be a compact subset. Cover it with finitely many such balls Brj (zj ), j =
1, 2, . . . , k. Let Mj be the bound of |f (z)| for all f ∈ F , on the boundary of B4rj (zj )
chosen as above. Let r = min{rj }, and M = max{Mj }. For a given ǫ > 0 let δ =
min{r, rǫ/M}. Now let w, w ′ ∈ K be such that |w − w ′ | < δ. Suppose w ∈ Brj (zj ). Then
|w ′ − zj | < δ + rj ≤ 2rj . Therefore both w, w ′ ∈ B2rj (zj ). Hence from (8.69), it follows
that, |f (w) − f (w ′)| ≤ Mj δ/rj ≤ Mδ/r ≤ ǫ. ♠

8.11 Uniformization: Riemann Mapping Theorem

In this section, our aim is to prove the celebrated theorem of Riemann: any simply
connected domain in C is either C or is biholomorphic to the open unit disc D. There
are many proofs of this theorem as every good theorem should have. The original proof
due to Riemann contained a few gaps which were filled up later on. However, the first
correct proof (due to Koebe6 ) was given in a line of argument quite different from that
6
Paul Koebe(1882-1945) was a German mathematician whose main contribution is in establishing
the general principle of uniformization. He was known for his pompous and chaotic style.
338 8.11 Uniformization

of Riemann. Here, we shall present a slightly different version of Koebe’s proof. It

may be remarked that there are similar but more complicated (even to state) results
about the classification of multi-connected domains. For the proof of these statements,
particularly, for domains of connectivity greater than two, perhaps one has to go back
to Riemann’s line of argument. The proof depends only on results in section 8.1 and
8.9. Indeed, we need only the ‘only if’ part of Arzela-Ascoli theorem 8.10.1.
As a warm up for conformal mappings, recall that we have a large number of them:
the translations, the rotations, the inversion, the dilation and more generally the frac-
tional linear transformations, the exponential function, the branches of logarithm func-
tion and root-functions and so on. We now introduce the so called Koebe transfor-
mation which is an extremely ingenious combination of a few of the above type of
conformal mappings:
Let 0 < a < 1, 0 ≤ θ ≤ 2π. Define
a−z
Rθ (z) = (exp ıθ)z; τa (z) = . (8.70)
1 − az
Observe both R and τ are biholomorphic mappings of D onto itself. Let B be any simply
connected region in D and let 0 6∈ B. Define
√
qB (z) = z,

where qB is one of the two square-root functions which exist on B because of the simply
connectivity of B and 0 6∈ B. Clearly then qB is a holomorphic injective mapping. Now
the following lemma is easy to prove. The transformations κ defined below are called
Koebe transformations.

Lemma 8.11.1 Let A be a simply connected region in D, 0 ∈ A and w = a exp ıθ, 0 <
a < 1, be a point of D \A. Put B = τa ◦R−θ (A) and κ := κ(A, w) := Rθ ◦τ√a ◦qB ◦τa ◦R−θ .
Then κ is a biholomorphic mapping of A into D and we have
1+a
κ(0) = 0; κ′ (0) = √ > 1.
2 a
Proof: Since each of the five mappings of which κ is the composite is biholomorphic, κ
is also biholomorphic. The values κ(0), κ′ (0) are easily computed. ♠

Remark 8.11.1 It is interesting to note that if λ denotes the inverse of κ, then λ is

actually defined on all of D and maps D into itself. Obviously, it is not a rotation and
hence by Schwarz’s lemma, it follows that |λ′ (0)| < 1. Therefore, we can conclude that
|κ′ (0)| > 1 without any computation. We are now ready to prove:
Ch. 8 Convergence in Function Theory 339

Theorem 8.11.1 Riemann Mapping Theorem: Let Ω be a simply connected do-

main in C not equal to the whole plane. Then given any z0 ∈ Ω there exists a unique
biholomorphic mapping f : Ω −→ D such that f (z0 ) = 0 and f ′ (z0 ) is a positive real
number.

Step I: We shall first dispose of the uniqueness part. If g is another such biholo-
morphic mapping, then h = g ◦ f −1 is a biholomorphic mapping of D onto itself such
that h(0) = 0 and h′ (0) > 0. Hence, by Schwarz’s lemma it follows that h(z) = z
for all z ∈ D. [For, if h−1 denotes its inverse, then by the chain rule it follows that
(h−1 )′ (0) = (h′ (0))−1 . Since both |h′ (0)| and |(h−1 )′ (0)| are less than or equal to 1, it
follows that they must be equal to one. Hence, by the ‘equality’ part of the Schwarz’s
lemma, h(z) = cz for some c with |c| = 1. Since h′ (0) > 0 the conclusion follows.] This
is the same as saying, f (z) = g(z) for all z ∈ Ω.
340 8.11 Uniformization

z0
Ω Ω1 z1
f1 r
w

r f2
a −w
z2

f3 Ω2
Ω3
z3 r
1/r

f4

δ f5

1
Ω4 Ω5

Fig. 41

Step II : Next we will reduce the problem to the case when Ω ⊂ D, and z0 = 0.
(See Fig. 41.) Given any simply connected proper subset Ω of C, let a ∈ C \ Ω. Since
√
Ω is simply connected it follows that we have a well defined branch f1 (z) = z − a
on Ω. Put f1 (Ω) = Ω1 . Observe that f1 maps Ω onto Ω1 biholomorphically. Moreover,
Ω1 ∩ (−Ω1 ) = ∅. Choose w and r > 0 are such that the ball Br (−w) ⊂ −Ω1 . Then it
follows that Br (−w) ∩ Ω1 = ∅. Let f2 be the translation f2 (z) = z + w, Ω2 = f2 (Ω1 ).
Then we have, f2 is a biholomorphic mapping and Br (0) ∩ Ω2 = ∅. Now consider the
Ch. 8 Convergence in Function Theory 341

inversion, f3 (z) = 1/z. Then f3 is a biholomorphic mapping of Ω2 onto Ω3 = f3 (Ω2 ).

Observe that Ω3 is now a bounded region being contained in B1/r (0).
Let z3 = f3 ◦ f2 ◦ f1 (z0 ). Now consider another translation, f4 (z) = z − z3 . Let δ be
such that |z| < δ for all z ∈ f4 (Ω3 ) =: Ω4 . Let f5 (z) = z/δ. Then clearly, both f4 and f5
are biholomorphic. If Ω5 = f5 (Ω4 ), we see that Ω5 ⊆ D. Moreover, f5 ◦ f4 (z3 ) = 0. Thus
if we set g = f5 ◦ · · · ◦ f1 then we have a biholomorphic mapping g : Ω −→ Ω5 ⊆ D such
that g(z0 ) = 0. If g ′ (z0 ) = a exp ıα, we then perform a rotation of the unit disc through
an angle −α, i.e., let R(z) = z exp(−ıα), and let g1 = R ◦ g. Then g1′ (z0 ) = a > 0.
Now, by replacing Ω by g1 (Ω) we can and will assume that Ω ⊂ D is a simply
connected region and z0 = 0.
Step III: We are seeking a biholomorphic mapping f of Ω onto D such that f (0) =
0, f ′ (0) > 0. Let now F be the family of all injective holomorphic mappings h : Ω −→ D,
such that h(0) = 0 and h′ (0) > 0. This family is clearly non empty since it contains the
inclusion mapping. Since all the members take values inside the unit disc, it follows that
F is a normal family. We want to find f ∈ F for which f ′ (0) is maximal and then claim
that this f should also be a surjective mapping and hence a biholomorphic mapping.
Let M be the supremum of {h′ (0) : h ∈ F }. There exists a sequence hn in F such
that h′n (0) −→ M. Since F is normal, there is a subsequence hnk which is ρ−convergent
to say, f. Clearly then f : Ω −→ D is holomorphic on Ω and f ′ (0) = M. Also M > 0 and
hence f is not a constant. Since each hn is injective, by a corollary to Hurwitz theorem
(see theorem 8.1.5), it follows that so is f.
It remains only to prove that f (Ω) = D and this is where we use the so called Koebe
transformations. If there exists w ∈ D \ f (Ω), take κ := κ(f (Ω), w) as defined in (8.70).
Then the composition φ = κ ◦ f, is also a member of F . Also, by chain rule, we see that
φ′ (0) = κ′ (0)f ′ (0) > M. This contradicts the maximality of M. Therefore f (Ω) = D, and
the proof of RMT is complete. ♠
342 8.11 Uniformization
Chapter 9

Dirichlet’s Problem

Previously, in section 4.9, we have touched upon this subject a little bit and have
promised to do a bit more later. In this chapter we shall study Perron’s solution of this
problem. As a major application, we shall present another proof of Riemann-Mapping
Theorem. The method employed goes much beyond this. It can be fruitfully adopted
in the classification of all multi-connected domains in C as well, which we shall only
indicate.

9.1 Mean Value Property

As promised in 4.9, it is time to re-visit the harmonic functions. We shall treat them as
independently as possible rather than as a part of holomorphic function. As a first step,
let us reprove the mean value property in a slightly general context.

Theorem 9.1.1 Let Ω = A(Z0 ; R0 , R1 ) be an annular domain with center z0 and u :

Ω → R be a harmonic function. Then for all R0 < r < R1 , the arithmetic mean of u on
the circle |z − z0 | = r is a linear function of ln r, i.e., there exist real numbers α, β such
that
Z 2π
1
u(reıθ )dθ = α ln r + β, R0 < r < R1 . (9.1)
2π 0

Proof: Without loss of generality, we may assume that z0 = 0. If we set

Z 2π
1
f (r) = u(reıθ )dθ,
2π 0
then clearly f is a real valued smooth function on the open interval (R0 , R1 ). It suffices
df α
to show that = , where α is a constant. Differentiating under the integral sign, we
dr r

343
344 9.1 Mean Value Property
Z 2π
df 1 ∂u
get, = dθ. Therefore, our task is to show that
dr 2π 0 ∂r
Z 2π
∂u
r dθ = a constant (9.2)
0 ∂r

in the interval (R0 , R1 ). Once again we use differentiation under the integral sign w.r.t.
to r. From the polar coordinate form of Laplace’s equation (4.45), it follows that the
1 ∂2u
derivative of the integrand in (9.2) equals − . Therefore we have to prove that
r ∂θ2
Z
1 ∂2u
2
dθ = 0. (9.3)
|z|=r r ∂θ

∂2u
But for a fixed r, dθ = d(uθ ) and hence integral (9.3) is equal to 1r [uθ (re2πıθ ) −
∂θ2
uθ (r)] = 0. ♠

Now suppose that Ω is a disc with center z0 and u is harmonic in Ω \ {z0 } and
continuous at z0 . Then taking limit as r → 0 the formula (9.1) shows that the constant
α = 0. Using Mean Value Theorem of integral calculus, and continuity of u, we now
conclude that β = u(z0 ).
Thus we have:

Theorem 9.1.2 Mean Value Property : Let u be harmonic in a domain Ω and Br (z0 ) ⊂
Ω. Then
Z 2π
1
u(z0 ) = u(z0 + reıt ) dt. (9.4)
2π 0

Remark 9.1.1 Recall that we have derived (9.4) directly from Gauss Mean Value The-
orem. The novelty here is in the approach as well as under seemingly weaker hypothesis,
viz, u is harmonic in Ω \ {z0 } and bounded around z0 , (9.4) gives the value for u to
be extended continuously. Analogous to holomorphic functions, we can describe this
situation by saying that z0 is a removable singularity of u. Indeed let us prove:

Theorem 9.1.3 Let u be harmonic in Br (z0 ) \ {z0 }. Then the following conditions are
equivalent.
(i) u is bounded in a closed neighborhood of z0 .
(ii) z0 is a removable singularity of u, i.e., u can be extended to a harmonic function on
the whole of Br (z0 ).
Ch 9. Dirichlet’s Problem 345

Proof: The implication (ii)=⇒( i) is obvious. To see (i) =⇒ (ii), let α and β be as in
theorem 9.1.1. It follows that α = 0 for otherwise, RHS of (9.1) becomes unbounded
near 0 which is absurd. As seen before one expects that if we define u(z0 ) = β then it
will be continuous at z0 as well.
We claim that u is actually harmonic at z0 . For this, we go back to holomorphic
functions, viz., we shall produce a holomorphic function f on Br (z0 ) \ {z0 } whose real
part is equal to u. Then it follows that z0 is a removable singularity of f and hence u is
harmonic at z0 also. (Compare Exercise 5.3.7)
Once again, for notational simplicity we may asume that z0 = 0. Consider the dif-
ferential
∗
du := ux dy − uy dx

We claim Z
∗
du = 0.
|z|=r

For when r is a constant, we have

dx = −r sin θ dθ; dy = r cos θ dθ.

∗
R
Therefore du = rur dθ. But as seen before, |z|=r
rur dθ = α = 0.
∗
Therefore du is an exact form. (See Exercise 7.4.5.) This means that there exists
∗
a function v on the punctured disc such that dv = du. i.e., vx = −uy ; vy = ux .
Therefore f := u + ıv satisfies CR equations throughout the punctured disc. Therefore
f is holomorphic as required. ♠

∗
Remark 9.1.2 Given an exact differential du = ux dx + uy dy the differential du =
ux dy − uy dx is called the conjugate differential. What we have seen in the proof of the
above theorem amounts to the following: if u is a harmonic function in a domain Ω such
R
that γ ∗ du = 0 for all closed contours γ in Ω then u is the real part of a holomorphic
function on Ω.

Exercise 9.1

1. If f is analytic and does not vanish on a domain, show that ln |f (z)| is harmonic.

2. Show that a harmonic function u : Ω → R is an open mapping.

346 9.2 Harnack’s Principle

3. Let Ω be a region, u be a harmonic function on Ω and Z be the set of zeros of

the gradient of u in Ω, i.e., Z = {z ∈ Ω : ux (z) = uy (z) = 0}. Show that Z is a
discrete subset of Ω. On the other hand, show that none of the zeros of u can be
isolated.

4. Let u be harmonic in the punctured disc Br (0) \ {0} and let α and β be as in
theorem 9.1.1. In the proof of theorem 9.1.3, we saw that if u is bounded also,
then α = 0. Does the converse hold?

∗
5. If f = u + ıv is holomorphic, show that du = dv. In particular, show that
∗
d(ln |z − a|) = d(arg (z − a)).

6. Let γ be a null homologous cycle in a domain Ω. For any two harmonic functions
R R∗
u1 , u2 in Ω, show that γ (u1 ∗ du2 −u2 ∗ du1 ) = 0. In particular, show that γ du1 = 0.

7. Write down full details of the proof of the claim in remark 9.1.2.

9.2 Harnack’s Principle:

Taking limits of sequences of known functions is a well established procedure for pro-
ducing new functions. In this section, we shall use this to produce harmonic functions.
This is going to help us in the Dirichlet’s problem also.

Lemma 9.2.1 Harnack’s inequality : Let u be a non negative real valued function
harmonic on Ω and continuous on its boundary. Let w ∈ Ω and ρ > 0 be such that
Bρ (w) ⊂ Ω. Then for any z ∈ Bρ (w) with |z − w| = r, 0 < r < ρ, we have,

ρ−r ρ+r
u(w) ≤ u(z) ≤ u(w). (9.5)
ρ+r ρ−r

Proof: Replacing u(z) by u(w + z), we may as well assume that w = 0. The key to
the proof of this inequality is to use Poissson Integral Formula (4.50). Clearly, 9.5 is
equivalent to
Z 2π Z 2π Z 2π
ρ−r ρ2 − r 2 ρ+r
u(θ)dθ ≤ ıθ 2
u(θ)dθ ≤ u(θ)dθ. (9.6)
ρ+r 0 0 |ρe − z| ρ−r 0
Ch. 9 Dirichlet’s Problem 347

z
r
ρ
w

Fig.42
Since, u is a non negative function, this inequality will follow from

ρ−r ρ2 − r 2 ρ+r
≤ ıθ 2
≤ for all θ. (9.7)
ρ+r |ρe − z| ρ−r

But this inequality in turn follows from the inequality

ρ + r ≥ |ρeıθ − z| ≥ ρ − r. (9.8)

This last inequality is obviously true. This completes the proof of the lemma. ♠

Theorem 9.2.1 Harnack’s Principle : Let Ω be the increasing union of a nested se-
quence of domains · · · ⊂ Ωn ⊆ Ωn+1 ⊂ · · · and let un be harmonic in Ωn such that
un ≤ un+1 on Ωn . Then un converges uniformly on compact sets to either the constant
function +∞ or to a harmonic function u on Ω.

Proof: Let A be the set of all z ∈ Ω such that un (z) tends to ∞. We shall show that
A is both open and closed in Ω. Since Ω is a domain (connected) it then follows that
either A = Ω or A = ∅.
In either case the compact convergence of the sequence follows from monotonicity
and local uniform convergence that we shall see on the way. In the latter case, the
harmonicity of the limit function u will follow from the fact that we can represent each
un by Poisson formula and then take the limit to see that u also has Poisson formula
representation.
Let w ∈ Ω be any point. Then w ∈ Ωm for some m. Let ρ > 0 be such that
Bρ (w) ⊂ Ωn for n ≥ m. From inequality of (9.5) applied to the harmonic non negative
function un − um , we get,
ρ−r ρ+r
[un (w) − um (w)] ≤ un (z) − um (z) ≤ [un (w) − um (w)], (9.9)
ρ+r ρ−r
348 9.2 Harnack’s Principle

for all z such that |z − w| = r < ρ. Suppose now that w ∈ A. Then from the left-hand
inequality above, it follows that un (z) −→ ∞. Hence Bρ (w) ⊂ A. This proves that A is
open. On the other hand, let w 6∈ A. Then the right-hand inequality above yields that,
z 6∈ A. Hence A is closed also.
Thus either A = Ω or A = ∅. In the former case, again the left-hand inequality above
yields the uniform convergence of un to the constant function ∞ on the discs Br (w).
Likewise, in the later case we obtain that un converges to u uniformly on Br (w). This
yields compact convergence in either case. ♠

Example 9.2.1 As an illustration of Harnack’s principle, and also for future use in
the Dirichlet’s problem, we shall now construct a harmonic function h on the right-half
plane, G = G0 = {z : ℜz > 0} with some very specific properties. Let [αk , βk ] be a
finite or infinite sequence of disjoint intervals such that A = ∪k [ıαk , ıβk ] is contained
in a finite interval [ıa, ıb]. We are looking for an harmonic function h on G with the
properties:
(i) h(w) −→ 0 as ℜw −→ +∞;
(ii) 0 ≤ h(w) ≤ 1;
(iii) h(w) −→ 1 as w tends to a point on A.

β2
h2(w) w
α2

β1 h1(w)
α1

Fig. 43
For any w ∈ G consider,
  
w − ıβk
hk (w) = ℑ ln .
w − ıαk

Then hk is a harmonic function on G. Geometrically hk (w) can be thought of as the

angle subtended by the segment [ıαk , ıβk ] at the point w. Therefore it is easily seen that
Ch.9 Dirichlet’s Problem 349

as ℜ(w) −→ +∞, hk (w) −→ 0. ( This can also be proved rigorously by representing hk

as the definite integral
Z βk
x
hk (x + ıy) = dt.
αk x2 + (y − t)2
(This we leave to the reader; hint: put tan θ = (t − y)/x.) Also observe that hk is
positive for all w ∈ G.
Note that a < mink {αk } and b > maxk {βk }. If θ is the angle subtended by
the segment [ıa, ıb] at w then since the segments [ıαk , ıβk ] are disjoint, it follows that
P P
k hk (w) < θ < π. By Harnack’s theorem, it follows that k hk is a harmonic function
P
in G. We take h(w) = k hk /π. It remains to verify the property (iii) above for h. In
fact, if w −→ w ′ ∈ (ıαk , ıβk ), then we see that hk (w) −→ π, and hj (w) −→ 0 for all
j 6= k. This is easy to see geometrically (but can also be proved rigorously using the
above cited integral representation, which we leave to the reader.) This completes the
construction of h as required.

9.3 Subharmonic Functions

We have observed, amongst other properties, that the mean value property and the
maximum principle play very important roles in the theory of harmonic functions. This
suggests that we should perhaps study the class of functions that possess these properties
directly. The first advantage of this approach would be in relaxing the differentiability
conditions in the definition of harmonic functions. We shall however keep the continuity
hypothesis in tact. In the literature, one finds the theory of harmonic and subharmonic
functions which are only upper semi-continuous.

Definition 9.3.1 Let u be a continuous real valued function in a domain Ω.

(a) We say u satisfies maximum principle (MP) if in any open subdomain Ω′ ⊆ Ω the
restricted function u|Ω′ does not have a maximum unless it is a constant in Ω′ .
(b) We say u has mean value property (MVP), if for every disc Br (a) ⊂ Ω, we have,
Z 2π
1
u(a) = u(a + reıt ) dt. (9.10)
2π 0

Remark 9.3.1
(i) Observe that the condition in (a) is somewhat stronger than saying that the function
350 9.3 Subharmonic Functions

u is either a constant or does not have a maximum in the interior of Ω, though often in
application we may get away with this much condition only in place of (MP).
(ii) Note that (MVP) is an additive property whereas (MP) is not.

Theorem 9.3.1 Let Ω be a domain in C, and let u be a continuous real valued function
on Ω. Consider the following statements:
(i) u satisfies (MP);
(ii) u has (MVP);
(iii) u is harmonic.
We have, (i) ⇐= (ii) ⇐⇒ (iii).

Proof: (ii) =⇒ (i): Suppose there is a ∈ Ω′ ⊆ Ω such that u(a) is the maximum of u
on Ω′ . If A = {z ∈ Ω′ : u(z) = u(a)} then clearly A is a closed subset of Ω′ . Now given
b ∈ A choose r > 0 such that Br (b) ⊂ Ω′ . Then u(b) ≥ u(b+seıt ), 0 ≤ t ≤ 2π, 0 < s ≤ r
and hence
Z 2π
1
u(b) ≥ u(b + seıt ) dt = u(b). (9.11)
2π 0

It follows that u(z) = u(b) = u(a) on Br (b). Hence A is open in Ω′ . Since Ω′ is connected,
A must be the whole of Ω′ , i.e., u is a constant.
The implication (iii) =⇒ (ii) has been proved already.
To prove (ii) =⇒ (iii), let w ∈ Ω and let r be chosen so that Br (w) ⊂ Ω. Let Pu be
the Poisson integral of u restricted to the boundary of Br (w). It is enough to show that
Pu (w) = u(w) on the disc Br (w).
Pu is harmonic and hence satisfies condition (ii) on its own. It follows that the
difference Pu − u has MVP. Hence, as observed above, Pu − u satisfies MP. But Pu is
equal to u on ∂Br (w). Hence, Pu −u ≤ 0, on Br (w). Hence Pu ≤ u. Similar consideration
with u − Pu leads us to the conclusion that Pu ≥ u on Br (w). Hence Pu = u in Br (w). ♠

Remark 9.3.2 One can also consider the so called minimum principle. It turns out that
this is nothing but the maximum principle for the negative of the function. Also, it should
be remarked that a continuous function u which satisfies the maximum and minimum
principle need not be harmonic. The simplest example is perhaps, u(x, y) = x3 . [This is
one reason why we had to work a bit harder in the proof of the implication (ii) =⇒ (iii).]
Of course, that is no reason to ignore the class of functions that satisfy the maximum
principle. Again, observe that, in the proof of the part (ii) =⇒ (iii) above, we could
Ch.9 Dirichlet’s Problem 351

not have concluded that Pu − u has MP directly from the fact that Pu and u have MP.
So, there is a need to strengthen the MP, so that it is ‘preserved’ under summation.
Before proceeding further, let us take another look backwards. The Laplace’s equa-
tion in the 1-variable case is nothing but d2 u/dx2 = 0. That is the same as saying that
u is a linear function. Now recall that a convex function u is one whose graph lies below
the line joining (a, u(a)) and (b, u(b)) for any a < b. This leads us, in the two variable
case, to consider functions u of the type which take lower values than the harmonic func-
tion determined by the boundary value of u, in any domain, i.e, the difference satisfies
the maximum principle. But there is a snag: this apparently begs for the solution of the
Dirichlet’s problem before hand. So, there is some need for circumspection.
All these considerations lead us to adopt the following definition, which is somewhat
stronger than the maximum principle:

Definition 9.3.2 Let u be a continuous real valued function on a domain Ω. We say u

is subharmonic if for every subdomain Ω′ ⊆ Ω and every harmonic function U on Ω′ the
sum u + U satisfies the maximum principle on Ω′ .

Remark 9.3.3

1. Like the definition of continuity, subharmonicity has the local character: Any
function which is subharmonic locally is subharmonic globally.(Verify this.)

2. A harmonic function is of course subharmonic. Positive multiples of subharmonic

functions are subharmonic. Sums of subharmonic function are also subharmonic,
but differences need not. And that is why they need to be handled more carefully
than harmonic functions.

3. If u has second order partial derivatives then ▽2 u ≥ 0 =⇒ u is subharmonic. The

converse is not true, in general. However, if the second order partial derivatives are
also continuous, then subharmonicity of u implies that ▽2 u ≥ 0. Take the proofs
of all these assertions as exercises.

4. By putting U ≡ 0 in the definition, it follows that any subharmonic function

satisfies (MP). We have:

Lemma 9.3.1 Let u be a subharmonic function in a domain Ω. Then on every disc Ω

such that Ω̄ ⊂ Ω, we have u ≤ Pu where Pu denotes the Poisson function associated to
u|∂Ω .
352 9.3 Subharmonic Functions

Proof: The function (u − Pu )|Ω by the subharmonicity of u satisfies maximum principle.

Hence the maximum of u − Pu has to occur on ∂Ω. By Schwarz’s theorem 4.9.7, we know
that u = Pu on ∂Ω. Therefore, it follows that u(z) − Pu (z) ≤ 0 for all z ∈ Ω. ♠
The following theorem gives a characterization of subharmonic functions:

Theorem 9.3.2 A continuous function u is subharmonic in a domain Ω iff it satisfies

the mean value inequality,
Z 2π
1
u(w) ≤ u(w + r exp ıθ)dθ, (9.12)
2π 0

whenever Br (w) ⊂ Ω.

Proof: Note that, any function that satisfies the said inequality (9.12), should satisfy
maximum principle. This follows from the proof of (ii) =⇒ (i) in the previous theorem,
since we only use the condition (9.12) in (9.11) instead of (9.3.1). Moreover, if u satisfies
(9.12), then for any harmonic function U, the function u + U also has this property and
hence should have maximum property. This proves the sufficiency of the condition.
The necessity follows from the previous lemma. ♠

The following result tells you that given a subharmonic function on a domain Ω,
we can modify it on a small disc so that the new function is now harmonic on the disc
retaining of course the subharmonicity on the whole of Ω. This result will be useful later.

Theorem 9.3.3 Let u be a subharmonic function on Ω, Br (w) ⊂ Ω and let ũ = Pu on

Br (w) and = u outside of Br (w). Then ũ is also subharmonic.

Proof: By the local character of subharmonicity, it is clear that we have to check the
subharmonicity of ũ only on the boundary points of the disc Br (w). So, if a ∈ ∂Br (w)
is any point and Bρ (a) ⊂ Ω, let C1 and C2 be the portions of ∂Bρ (a) that lie inside and
outside of Br (w). Then for z ∈ C1 , ũ(z) ≥ u(z) and for z ∈ C2 , ũ = u(z). Hence
Z 2π Z 2π
1 1
ũ(a + ρ exp ıθ)dθ ≥ u(a + ρ exp ıθ)dθ ≥ u(a) = ũ(a).
2π 0 2π 0
This proves the subharmonicity of ũ. The inequality u(z) ≤ ũ(z), z ∈ Ω follows from
lemma 9.3.1. ♠

Before winding up this section, let us have a slightly stronger version of the maximum
principle for future use. For f : X → R where X ⊂ Rn , we define

lim sup f (x) := lim(Sup {f(x) : x ∈ Br (x0 ) ∩ X}) (9.13)

x→x0 r→0
Ch.9 Dirichlet’s Problem 353

. By replacing ‘Sup’ by ‘Inf’ in the above definition, we get the definition of liminf. It
is straight forward to check that lim f (x) exists iff both lim sup f (x) and lim inf f (x)
x→x0 x→x0 x→x0
exist and are equal.

Theorem 9.3.4 Let u be a continuous function satisfying the maximum principle in a

bounded domain Ω. If lim sup u(z) ≤ 0 for all points ζ in the boundary of Ω, then either
z−→ζ
u(z) = 0 for all z ∈ Ω or u(z) < 0 for all z ∈ Ω.

Proof: Suppose there is a ∈ Ω such that u(a) > 0. Put ǫ = u(a)/2. For each point
ζ ∈ ∂Ω, there exists r > 0 such that u(z) < ǫ for z ∈ Br (ζ) ∩ Ω. Therefore we get an
open set U in Ω̄ such that ∂Ω ⊂ U and u(z) < ǫ for all z ∈ U. Let now K be the set of
all points z ∈ Ω such that u(z) ≥ u(a)/2. Then K is a closed subset Ω̄ \ U and hence
compact. Therefore u attains its maximum on K. But then this is also its maximum on
Ω which contradicts the hypothesis. Therefore u(z) ≤ 0 for all z ∈ Ω.
Finally, if u(z0 ) = 0 for some point then it would be its maximum, again violating
the hypothesis. Therefore, u(z) < 0 for all z ∈ Ω. ♠

Remark 9.3.4

1. If u1 and u2 are subharmonic then so is u = max{u1 , u2 }.

2. One can define the so called superharmonic functions, exactly in a similar manner,
by considering minimum principle. However, they are nothing but the negative of
subharmonic functions. Superharmonicity should not be confused for some prop-
erty that is stronger than harmonicity. All results formulated about subharmonic
functions have analogues for superharmonic functions, which we obtain by merely
interchanging the sign and sides of the inequality etc.. For instance, maximum
property now becomes minimum property and so on. We shall not even bother to
state these results separately and take it as proved the moment the corresponding
result is proved for subharmonic functions. However, using theorems 9.3.1 and
9.3.2, it can be seen that a function is harmonic iff it is subharmonic as well as
superharmonic.

3. The boundedness of Ω in theorem 9.3.4 is not a necessity. In general, one can work
b and then the boundary of Ω should be taken in C.
inside the extended plane C b

Exercise 9.3
354 9. 4 Perron’s Solution

1. Give an example to show that sum of two functions which satisfy MP need not
satisfy MP.

2. Prove all the claims made in remark 9.3.3.3.

9.4 Perron’s Solution

In this section, we present a solution to the Dirichlet’s problem due to O. Perron.1
Amongst many approaches available in the literature, this one seems to be most general
as well as elementary. Recall that given a bounded domain Ω in C and a continuous
function u on its boundary, we want to find a harmonic function in Ω that has limiting
values given by u on the boundary of Ω. We first observe that, the problem does not
have any solution in the most general form. For example, take Ω = D \ {0}, and u to
be identically zero on the unit circle and u(0) = 1. If there is a harmonic function u
on Ω with the desired properties, it then follows that 0 is a removable singularity of u
and hence is harmonic in the whole of D. That would contradict the maximum principle.
Thus it is necessary to assume some restriction on the nature of the boundary of Ω.
The problem has two parts. Given a domain Ω and a function u on its boundary,
we first construct a candidate harmonic function on Ω. In the second part, we determine
conditions under which this candidate function agrees with the given function at points
on the boundary. Obviously, such a condition is ‘local ’ in nature and has to do with
the geometry of the domain near this boundary point. Nevertheless, the final answer is
breath-takingly beautiful! The only way, Dirichlet’s problem may fail to have a solution
on a given domain is that the domain has isolated boundary points.
So, let u to be any bounded function on the boundary of a domain Ω. To facilitate
notational convenience, we shall denote points of ∂Ω always by ζ, ζ0, etc.. Let u(ζ) ≤
M, ∀ ξ ∈ ∂Ω. Let B(u) be the set of all subharmonic functions v in Ω such that

lim sup v(z) ≤ u(ζ), ∀ ζ ∈ ∂Ω. (9.14)

z→ζ

This means that given ǫ > 0, there exists r > 0 such that v(z) < u(ζ) + ǫ, in Ω ∩ Br (ζ).
We set
Pu (z) := lub {v(z) : v ∈ B(u)}, z ∈ Ω.
1
(1880-1975) Born in Germany, worked in several areas of mathematics such as analysis, number
theory, geometry, differential equations etc. He has published more than 200 research articles and wrote
several books appreciated by both students as well as teachers. He is well-known for his integrals.
Ch. 9 Dirichlet’s Problem 355

The function Pu is called the Perron function associated to u. A priory, we do not

even know whether it is continuous. What we are aiming at is to show that the Perron
function is the solution to the Dirichlet’s problem.

Theorem 9.4.1 Let u be a bounded function on the boundary of a domain Ω. Then the
Perron function Pu associated to u is harmonic on Ω.

Proof: Observe that if v ∈ B(u) then, by theorem 9.3.4, it follows that v(z) ≤ M,
where M is a bound for u on ∂Ω. Let B be any disc such that B ⊂ Ω. We want to
prove that Pu is harmonic in B. Let z0 ∈ B. Choose a sequence vn ∈ B(u), such that
vn (z0 ) −→ Pu (z0 ). Put, Vn = max{v1 , . . . , vn } for all n. Then by remark 9.3.4 (i) {Vn }
is a monotonic increasing sequence in B(u). Form the functions V fn as in theorem 9.3.3,
using the Poisson integral on B. Then we know that {V fn } is also a sequence in B(u) and
fn (z0 ) ≤ Pu (z0 ). Hence limn V
by theorem 9.3.3, vn (z0 ) ≤ Vn (z0 ) ≤ V fn (z0 ) = Pu (z0 ). On
fn converges to a harmonic limit V on B and
the other hand, by Harnack’s principle, V
clearly V (z) ≤ U(z) for z ∈ B and V (z0 ) = U(z0 ).
Of course this is not enough to conclude that U is harmonic at z0 . For this, we
shall show that U = V on B. Let z1 be any point in B. As before choose a sequence
wn ∈ B(u) such that wn (z1 ) −→ U(z1 ). Now put Wn = max{v1 , w1 , . . . vn , wn } and
fn and then pass to the limit W. The result is that we
proceed as before to construct W
have a harmonic function W in B such that V ≤ W ≤ U on B and W (z1 ) = U(z1 ).
Clearly, we also have, V (z0 ) ≤ W (z0 ) ≤ U(z0 ) = V (z0 ), and hence the function V − W
has a maximum value = 0 at z0 . This means that V = W on B and hence, in particular,
U(z1 ) = V (z1 ). This shows that U = V on B. This proves that U is harmonic on Ω, as
required. ♠

Definition 9.4.1 Let Ω be a bounded domain and ζ0 ∈ ∂Ω. Let I be a set of positive
real numbers such that 0 is a limit point of I. A family {ψr }r∈I of subharmonic functions
taking non positive values is said to be a family of barriers at ζ0 for Ω if given δ > 0,
there exist 0 < r < δ, and r ∈ I such that ψr is bounded away from 0 on Ω \ Br (ζ0 ) and
limz−→ζ0 ψr (z) = 0. If such a family exists, we say Ω has barriers at ζ0 .

Theorem 9.4.2 Let Ω be a domain, u be a bounded function on ∂Ω. Suppose that u

is continuous at ζ0 ∈ ∂Ω and that Ω has barriers at ζ0 . Then the Perron’s function Pu
associated to u has the property

lim Pu (z) = u(ζ0).

z→ζ0
356 9. 4 Perron’s Solution

Proof: We have to prove that for every ǫ > 0,

lim sup Pu (z) ≤ u(ζ0 ) + ǫ,

z→ζ0

and
lim inf Pu (z) ≥ u(ζ0) − ǫ.
z→ζ0

So, let r > 0 be such that ζ ∈ Br (ζ0 ) =⇒ u(ζ0) − ǫ < u(ζ) < u(ζ0) + ǫ. (This is
where the continuity of u is used.) By taking r smaller we may assume that ψ := ψr is
a subharmonic function belonging to a family of barriers at ζ0 . Let m < 0 be such that
ψ(z) < m on Ω \ Br (ζ0 ). Let M be such that |u(ζ)| < M for all ζ ∈ ∂Ω.
Consider the function
ψ(z)
V (z) = u(ζ0) − ǫ − (M + u(ζ0 )).
m
This function is clearly subharmonic and we claim that it belongs to B(u). For if ζ ∈
Br (ζ0 ) ∩ ∂Ω, then V (ζ) ≤ u(ζ0 ) − ǫ < u(ζ), since ψ is a non positive function. If
ζ 6∈ Br (ζ0 ), then ψ(ζ)/m ≥ 1 and hence, V (ζ) ≤ u(ζ0)−ǫ−(M +u(ζ0 )) = −M −ǫ < u(ζ).
This shows that V ∈ B(u) and hence, lim inf z→ζ0 U(z) ≥ limz→ζ0 V (z) = u(ζ0) − ǫ.
To show that lim supz−→ζ0 U(z) ≤ u(ζ0) + ǫ, we form

ψ(z)
W (z) = u(ζ0) + ǫ + (M − u(ζ0 )).
m
Then −W is subharmonic. We shall claim that lim inf z−→ζ W (z) ≥ u(ζ), for all ζ ∈
∂Ω. It follows that for all v ∈ B(u), v − W is subharmonic and hence from theorem
9.3.4 we have, v ≤ W on Ω. Therefore Pu ≤ W on Ω. In particular this implies that,
lim supz−→ζ0 Pu (z) ≤ limz−→ζ0 W (z) = u(ζ0 ) + ǫ, as required.
So, let ζ ∈ Br (ζ0 ). Then for z ∈ Br (ζ0 ), W (z) ≥ u(ζ0) + ǫ ≥ u(ζ). Therefore
lim inf z−→ζ W (z) ≥ u(ζ), in this case. On the other hand, if ζ 6∈ Br (ζ0 ), then for all
z ∈ Ω \ Br (ζ0 ), we have, W (z) ≥ u(ζ0 ) + ǫ + M − u(ζ0 ) > u(ζ), and hence again we have,
lim inf z−→ζ W (z) ≥ u(ζ). This completes the proof of the claim above and hence that of
the theorem also. ♠

Definition 9.4.2 We say a domain Ω is a Dirichlet’s domain if follwong Dirichlet’s

problem can be solved (always) on Ω : Given a continuous function u on ∂Ω, u can be
extended to the whole of Ω̄ continuously so that u is harmonic in Ω.

The first part of the following theorem is an immediate corollary to the above theorem
9.4.2.
Ch. 9 Dirichlet’s Problem 357

Theorem 9.4.3 A domain Ω is Dirichlet’s domain iff it has barriers at each of its
boundary points.

Proof: Inview of theorems 9.4.1 and 9.4.2, we need to show the only if part. Suppose
Ω is a Dirichlet’s domain. Consider,
|ζ − ζ0 |
u(ζ) = .
1 + |ζ − ζ0 |
Then u is continuous on ∂Ω. Let f be any (unique) harmonic function on Ω and equal to
u on ∂Ω. Then f (ζ0 ) = 0. Since f = u is non negative on the boundary, by the minimum
principle f is non negative on the whole of Ω. In fact f = u is strictly positive on ∂Ω
except at ζ0 , and hence the same is true for f on Ω. Hence for any r > 0, f is bounded
away from 0 on Ω \ Br (ζ0 ). Therefore, we can take ψr = f for all r, as barriers at ζ0 . ♠

Remark 9.4.1 The existence of barriers is easily met in the case of a wide class of
geometric situations, for instance, if the boundary of Ω consists of a finitely many piece-
wise differentiable smooth arcs, with corners which are not ‘too bad’. Thus we can say
that the Dirichlet’s problem has been solved quite satisfactorily. Below we give two easy
instances of this from which it is possible to build-up the existence of barriers in quite
a complicated situation also.

Lemma 9.4.1 Let Ω be a region completely contained in the upper half plane with ζ0
being an isolated point of ∂Ω ∩ R. Then there is a barrier ω at ζ0 .

Proof: In fact take ωr (z) = −ℑz for all sufficiently small r > 0. ♠

Theorem 9.4.4 Let Ω be a domain such that each of its boundary point is the end point
2
of a line segment which lies completely outside Ω. Then Ω is a Dirichlet’s domain.

Proof: All that we have to prove is the existence of barriers at every point ζ0 of the
boundary. Let A be such a line segment at ζ0 with its other end point ζ1 . Consider the
Möbius transformation
z − ζ0
T (z) =
.
z − ζ1
This maps ζ0 to 0, ζ1 to ∞, and the line segment [ζ0 , ζ1 ] onto the negative part of the
real axis. Therefore, T defines a conformal mapping of Ω into a domain contained in
p
C\{r : r < 0}. Now for all r, take ψr (z) = −ℜ( T (z)) and verify that {ψr } is a family
of barriers for Ω at ζ0 . ♠
2
Such a boundary point is called linearly accessible.
358 9. 4 Perron’s Solution

Remark 9.4.2 The experience that we gained in the proof of the above theorem tells
us that, fractional linear transformations can be used to simplify the geometry near a
boundary point of a domain, under certain circumstances. In the following theorem,
this idea is exploited to get a complete answer to the existence of barriers and thereby
completing the Dirichlet’s problem. We shall now consider domains inside the extended
b Also, the boundary of such a domain Ω will be taken in C
plane C. b itself.

b Suppose that ζ0 ∈ ∂Ω and there exists at least

Theorem 9.4.5 Let Ω be a domain C.
one more point in the component of ∂Ω containing ζ0 . Then Ω has barriers at ζ0 .

Proof: There are two parts to the proof. In the first part, which is rather topological
in nature, we shall reduce the problem to a simpler situation. In the second part, this
special case is actually proved.
Let C be the component of ∂Ω, that contains ζ0 . Let Ω′ be the component of Cb \C
so that Ω ⊆ Ω.′ Then Ω′ is simply connected, since C b \ Ω′ is connected (see theorem
7.4.2). Also, ζ0 ∈ ∂Ω′ .
b is discrete. Since C is connected and has at least two points, C
Any finite set in C
is an infinite set. Let ζ1 , ζ2 be any two distinct points of C other than ζ0 and ∞. Let T
be the Möbius transformation that takes ζ0 to 0, ζ1 to ∞ and ∞ to ζ2 . Then T (Ω′ ) is a
simply connected domain in C, containing T (Ω) and 0 ∈ ∂(T (Ω)). Now, if we construct
barriers {ψr } at 0 for T (Ω′ ) then they will be barriers for T (Ω) as well. Since T is a flt,
it follows that {ψr ◦ T } will be barriers at ζ0 for Ω. This is the first part.
Therefore, without loss of generality, assume that Ω itself is simply connected in
C, ζ0 = 0 ∈ ∂Ω and construct a barrier for Ω at 0.
Let now ln(z) be a well-defined branch of logarithm on Ω. For any r > 0, let fr (z) =
ln r − ln(z) on Ω(0; r) = Br (0) ∩ Ω. Then fr is analytic and fr (Ω(0; r)) is contained in
the right-half plane G. In fact, fr is continuous on Cr := Ω ∩ {w : |w| = r} and maps it
into the imaginary axis. We also observe that as z −→ 0 in Ω we have, ℜf (z) −→ +∞.
Replace r by a smaller number if necessary and assume that Cr 6= ∅. It follows that
Cr is the disjoint union of a countable number of open arcs. These arcs are mapped
by fr on to mutually disjoint open intervals (ıαk , ıβk ) on the imaginary axis. Take
A = ∪k (ıαk , ıβk ). Then A is actually contained in an interval of total length less than
or equal to 2π. In example 9.2.1, we have a harmonic function h on the right-half plane
G with the properties:
(i) h(w) −→ 0 as ℜw −→ +∞;
Ch. 9 Dirichlet’s Problem 359

(ii) 0 ≤ h(w) ≤ 1;
(iii) h(w) −→ 1 as w tends to a point on A.
Consider ψr (z) = h ◦ fr (z) if z ∈ Ω(0; r) and = 1 otherwise. We claim that −ψr
is subharmonic in Ω. Clearly ψ is continuous, because of (iii). To show that −ψr is
subharmonic we appeal to theorem 9.3.2 and verify the mean value inequality. Since
inside Ω(0, r), ψr is harmonic and outside this disc it is a constant, it suffices to verify
the mean value inequality at w ∈ Cr . If Bs (w) ⊂ Ω, and L1 and L2 are the portions of
∂Bs (w) one contained and the other not contained in Br (0), respectively, then
Z 2π Z Z 
1 ıθ 1 ıθ
ψr (w + se )dθ = ψr (w + se )dθ + dθ ≤ 1 = ψr (w),
2π 0 2π L1 L2

from the property (ii). This proves that −ψr is subharmonic by theorem 9.3.2. Now it
is easily verified that {−ψr } is a family of barriers at 0. ♠

Exercise 9.4

1. Use the arguments in the above theorem to show that a simply connected domain
Ω in C which is not the whole of C is a Dirichlet’s domain.

2. Let Ω = A(0; 0, 1) and let u be the function on ∂Ω given by u(ζ) = 0 for |ζ| = 1
and u(0) = 1. Show that for all v ∈ B(u), we have, v(z) ≤ 0, ∀ z ∈ Ω.

9.5 Green’s Function

We shall make a little detour to briefly introduce Green’s function which its own impor-
tance in analysis and in the theory of partial differential equations. At the end, we shall
see some connection to Riemann mapping theorem.

Definition 9.5.1 Let D be a domain in C and a ∈ D. A Green’s function of D with a

pole at a is a function ga : D −→ R such that
(i) ga is harmonic in D \ {a};
(ii) ua (z) = ga (z) + ln |z − a| is harmonic in a neighborhood of a;
(iii) limz−→ζ ga (z) = 0 for all ζ ∈ ∂D ∪ {∞}.

Remark 9.5.1
(i) Indeed, a Green’s function may or maynot exist on a given domain with a prescribed
360 9.5 Green’s Function

pole. However, if it exists then it is unique: For, suppose ha is another functions

satisfying (i), (ii) and (iii) above. Then ga − ha is harmonic everywhere on D. Also
limz−→ζ (ga − ha )(z) = 0 for all boundary points ζ. Therefore by maximum-minimum
principle, ga − ha ≡ 0.
(ii) It follows that if D is a bounded Dirichlet’s region, then we can find a harmonic
function ua which coincides with ln |ζ − a| on ∂D and take ga (z) = ua (z) − ln |z − a|.
(iii) Even though we have said that ua be harmonic in a neighborhood of a, in the
definition above, it follows that ua is automatically harmonic in the whole of D, because
of condition (i) and the fact that ln |z − a| is harmonic in C \ {a}.
(iv) Another observation is that ga is always positive in D \ {a}. This follows easily from
the minimum principle using (iii) and the fact that limz−→a ga (z) = +∞.
(v) − ln |z| is the Green’s function for D with its pole at 0.

The following theorem gives an example to illustrate that Green’s function need not
always exist.

Theorem 9.5.1 On the domain C there is no Green’s function with pole at any point
a ∈ C.

Proof: Assume that ga and ua are given as above. This means that ua is a harmonic
function on the entire of C. On the other hand, using (ii), we easily see that ua (z)/z −→ 0
as z −→ ∞. Now from Ex. 6 of 10.2, it follows that u is a constant. But then condition
(iii) will be violated. ♠

The following theorem tells us that the Green’s function is actually a conformal
invariant.

Theorem 9.5.2 Let D and D ′ be domains and f : D −→ D ′ be a conformal equivalence

such that f (a) = a′ , a ∈ D. If ga and ga′ denote the Green’s functions for D and D ′
with poles at a and a′ respectively, then we have ga′ ◦ f = ga .

Proof: : We have to merely verify the conditions (i), (ii) and (iii) for the function ga′ ◦ f
on D. The first condition is obvious, since an analytic function followed by a harmonic
function produces a harmonic function. Similarly the third condition is also easy because
under a conformal mapping f, if z −→ ζ ∈ ∂D, then f (z) −→ f (ζ) ∈ ∂(f (D)). It remains
to show that the function ga′ (f (z)) + ln |z − a| is harmonic in a neighborhood of a. This
would follow once we observe that ln |f (z) −a′ | −ln |z −a| is harmonic in a neighborhood
Ch.9 Dirichlet’s Problem 361

of a. For then, since, ga′ (f (z)) + ln |f (z) − a′ | is harmonic in a neighborhood of a′ , the

difference is also so. Finally, recall the fact that the function h defined by

 f (z) − f (a) , z 6= a,
h(z) = z−a
 ′
f (a) z=a

is analytic. Hence, upon taking the logarithm of the modulus of h(z), we see that
ln |f (z) − a′ | − ln |z − a| is harmonic. ♠

The connection of this result with Riemann mapping theorem has started surfacing
now: To find the Green’s function for any bounded simply connected region D is the
same as finding it for the disc D. This latter problem has been already solved. Can one
turn the cart the other way round, i.e., if we know the Green’s functions for D, can we
determine a conformal mapping of D onto D? This is the question that we take up now,
thereby obtaining another proof of Riemann Mapping Theorem.

Exercise 9.5

1. Write down the Green’s function ga for D, a ∈ D.

2. (i) Let D be a domain bounded by a contour, a ∈ D and C1 be a small circle

around a contained in D and oriented in theZ counter clockwise sense. Let b ∈ D
be any point outside this circle. Show that (ga ⋆ dgb − gb ⋆ dga ) = 2πgb (a).
C
(ii) Treat the Green’s function as a function of two variables, viz., put g(a, z) =
ga (z) so that g is defined on D ×D \ ∆ where ∆ = {(z, z) : z ∈ D} is the diagonal
in D × D. Show that g is symmetric.
(iii) Show that for each fixed z ∈ D, a 7→ g(a, z) is harmonic in D \ {z}.

9.6 Another Proof of Riemann Mapping Theorem

Let Ω be a simply connected region which is not the whole of the complex plane. As in
Step II of the proof of theorem 8.11.1, we can assume that Ω ⊂ D.
Let a ∈ Ω be any point. We shall first show that there exists a Green’s function ga on
Ω with a as the pole. From the exercise 9.4.1 in the previous section, Ω is a Dirichlet’s
domain. Therefore the continuous function ln |ζ − a| on the boundary of Ω, extends
to a harmonic function u in Ω. Then ga (z) = u(z) − ln |z − a| is a Green’s function as
362 9.6 Riemann Mapping Theorem

required. (Indeed, what we are interested in is the harmonic function u and we could
simply have ignore the Green’s function associated with it.)
We let φ denote an analytic function on Ω with ℜφ = u. (This exists because Ω is
simply connected.) We then set f (z) = (z − a)e−φ(z) . Then clearly f is analytic in Ω
and |f (z)| = |z − a|e−u(z) . Also, it follows that

lim |f (z)| = |ζ − a|e− ln |ζ−a| = 1, ζ ∈ ∂Ω. (9.15)

z−→ζ

A set topological consequence of (9.15) is that f is a proper mapping, i.e., for each
compact subset K of D, f −1 (K) is compact. (Ex: Prove this.)
Clearly f (a) = 0. Indeed, a is the only point mapped onto 0 by f. This fact is going
to be crucial in what follows.
The main difficulty is in proving that f is a bijective mapping of Ω onto D. Once
we establish that, by multiplying by a suitable constant eıα , if necessary, we can make
f ′ (a) > 0 also. That would complete the proof of the RMT via solution of Dirichlet’s
problem.
Put T = {z ∈ Ω : f ′ (z) = 0}. (Indeed, it turns out that T is an empty set. However,
we do not know how to prove this directly without of course using the theorem itself.)
Observe that T is a discrete set. Put Ω′ = Ω \ f −1 f (T ). Then observe that f |Ω′ is also
a proper mapping.

The rest of the proof can be completed in two essentially different and equally inter-
esting ways.
Method 1 Here, we begin with the following lemma, which is indeed a result in
calculus of two variables. Later, we use the argument principle or to be precise Rouche’s
theorem.
First we claim that the subset Γc := {z ∈ Ω′ : |f (z)| = c} is either empty or a
disjoint union of finitely many smooth simple closed curves:
Since f is proper, f |Ω′ is also proper. Therefore, Γc is compact or empty. Next, by
inverse function theorem, we observe that, at each point z of Γc there is a neighborhood
U such that f : U −→ f (U) is biholomorphic. Now t 7→ f −1 (ceıt ) defines a smooth one-
one parameterization of U ∩ Γc . In particular, this readily implies that each component
of Γc is simple and having no boundary points. By the compactness of Γc finitely many
such parametric curves cover Γc .
Ch.9 Dirichlet’s Problem 363

We shall now claim that given 0 < s < 1, there exists s < r < 1 such that Γr ∩T = ∅.
By the discreteness of T and compactness of Γs it follows that Γs ∩T is a finite set. Again,
since Γs is compact, we can find an ǫ− neighborhood V of Γs such that V ∩T ⊂ Γs . Since
f is an open mapping there exists δ > 0 such that W = {z : s−δ < |z| < s+δ} ⊂ f (V ).
By uniform continuity of f on the compact set Γs , we can choose δ > 0 sufficiently small
such that f −1 (W ) ⊂ V. Now take r such that s < r < min{s + δ, 1}. Then r is as
required.
Now, given any w0 ∈ D, choose r such that |w0 | < r < 1 such that Γr ∩ T = ∅. It
follows that Γr is a disjoint union of finitely many simple closed contours. Let γr be
the cycle obtained by tracing each of the components of Γr exactly once in the counter
clockwise sense. Then it follows that the winding number η(γr , z) is either 0 or equals
1, for all point of Ω \ Γr , since, the same is true for the circle |w| = r and points of
D. We now apply Rouché’s theorem. Our aim is to show that the equation f (z) = w0
has precisely one solution inside Ω. Our knowledge says this is the case for w = 0. So
we take g(z) = f (z) − w0 , and observe that |f (z) − g(z)| = |w0 | ≤ |f (z)| for all points
z ∈ Γr . Therefore Rouche’s theorem yields the desired result. This completes the proof
of RMT by the first method.

Method 2: This method is more point-set topological. It may also be called algebraic
topological, since it employs the notion of covering spaces.
Using properness, one first observes that f is surjective (exercise 2 below). By Inverse
Function Theorem, f is a local homeomorphism on Ω \ T. Therefore, it follows that
f : Ω′ −→ D \ f (T ) is a proper surjective local homeomorphism. Also since f −1 (f (T ))
is discrete, Ω′ is connected. Hence, by covering space theory, f : Ω′ −→ D \ f (T ) is a
covering projection. But f −1 (0) = {a}. That means every fibre of f has exactly one
point in it, i.e., f : Ω′ −→ D \ f (T ) is a homeomorphism. Now by continuity of f, it is
easily seen that f : Ω −→ D is also injective. That completes another proof of RMT. ♠

Exercise 9.6

1. Let f : Ω −→ D be a continuous mapping such that for each ζ ∈ ∂Ω, we have

limz→ζ |f (z)| = 1. Then show that f is a proper mapping.

2. Let f : Ω1 −→ Ω2 be a continuous, proper, open mapping of two domains. Show

that f is surjective.
364 9.7 Multi-connected Domains

3. Write down details of the last step in the proof above, claiming injectivity of f on
the whole of Ω.

9.7 Multi-connected Domains

We shall now see how the solution of Dirichlet’s problem can be employed in the con-
formal classification of multi-connected domains. To begin with let us opt a convenient
definition.

Definition 9.7.1 We shall say that a domain Ω is of n-connectivity or is n-fold connected

b \ Ω has precisely n connected components. For n = 1, this corresponds to simply
if C
connectedness. If n ≥ 2 we also use the terminology multi–connectedness.

Of course n can be infinity also in the above definition. For the sake of simplicity of
the exposition, we shall restrict to finite (n < ∞) connectivity only.
In order to employ the solution of Dirichlet’s problem, we shall have to put the
b
restriction that no component of C\Ω is a singleton. Indeed, this is not a handicap at all.
For, if some components are singletons, then we can fill them up, classify conformally
the larger domain so obtained, and then delete the images of these singletons from
the objects so obtained. The justification in doing this is that if f : Ω −→ Ω′ is a
biholomorphic map, then f defines a bijection of the singleton boundary components of
Ω with those of Ω′ . Moreover, f extends to a conformal mapping of the domains obtained
by filling up any set of corresponding singleton sets on either side. (Exercise 1. Supply
proof of all this.)
The next step is to choose a set of canonical domains which are going to represent
the conformal classes. In the case of simply connectedness, we chose the complex plane
and the unit disc. We could have chosen the upper half plane in place of the unit disc.
Thus, clearly there is no unique choice in general. Indeed, the choices available are much
more for n ≥ 2 and what we choose is just a matter of our taste.
We shall now discuss the case n = 2 completely. This may help to grasp the ideas
involved while keeping the complexity of the situation to the minimum. To begin with
notice that all punctured discs of finite radius A(w; 0, r) are biholomorphic to each
other. The domain C∗ however stands alone. (See Exercise 5 in Misc 5.8). In what
follows according to our convention above, we shall consider annuli with inner radius
positive. (See 5.12 for the notation.)
Ch. 9 Dirichlet’s Problem 365

Theorem 9.7.1 The annuli A(a; r1 , r2 ) and A(b; R1 , R2 ) are conformally equivalent iff
r1 R1
= .
r2 R2

Proof: The ‘if’ part was easily seen by taking z 7→ λz + b − a where λ = R1 /r2 = R2 /r2 .
To see the ‘only if’ part we proceed in the following way. First of all, without loss of
generality, we may assume that a = 0 = b.
Let ψ : A(0; r1 , r2 ) −→ A(0; R1 , R2 ) be a biholomorphic mapping. Let Cr denote the
circle of radius r, r1 < r < r2 . Since A(0; r1 , r2 ) \ Cr has two connected components,
say, S1 , S2 , it follows that A(0; R1 , R2 ) \ ψ(Cr ) has two components, say T1 , T2 . Let us
label them in such a way that the closure of S1 contains the circle of radius r1 etc.. Now
there are precisely two possibilities:
(a) ψ(S1 ) = T1 and ψ(S2 ) = T2 ; or
(b) ψ(S1 ) = T2 and ψ(S2 ) = T1 .
In the latter case, we consider the mapping z 7→ 1/ψ(z) which is a biholomorphic
mapping of A(0; r1, r2 ) to A(0; 1/R2; 1/R1 ). Since we have to show that r1 /r2 = R1 /R2 ,
we can as well assume that our ψ itself is such that (a) holds.
Now, since φ is a proper mapping it follows that lim|z|→rj |φ(z)| = Rj , j = 1, 2.
Choose α, β ∈ R so that

αrj + β = Rj , j = 1, 2

and consider the harmonic function u(z) = α ln |z| + β. Then the harmonic function
v(z) = ln |ψ(z)| − u(z) on the annulus A(0; r1 , r2 ) has the property that

lim v(z) = 0, j = 1, 2.
|z|→rj

From the extended maximum principle (theorem 9.3.4), it follows that v(z) ≡ 0 and
hence

ln |ψ(z)| = α ln |z| + β, z ∈ A(0, r1 , r2 ). (9.16)

This means that ψ maps circles Cr onto circles CR , where ln R = α ln r + β.

366 9.7 Multi-connected Domains

exp exp

Fig. 44
Now consider the exponential map exp : z 7→ ez . This maps the infinite strip

S(c1 , c2 ) := {z : ln c1 < ℜz < ln c2 }

onto the annulus A(0; c1 , c2 ). Since S(c1 , c2 ) is simply connected, given any holomorphic
mapping ψ : A(0; r1 , r2 ) −→ A(0; R1 , R2 ), it follows that there is a well defined mapping
f : S(r1 , r2 ) −→ S(R1 , R2 ) such that exp f (z) = ψ(exp z). Further, if ψ is biholomorphic,
we apply the same to its inverse, ψ −1 to get g : S(R1 , R2 ) −→ S(r1 , r2 ) such that
exp g(z) = ψ −1 (exp z). Hence, exp f (g(z)) = exp z, z ∈ S(R1 , R2 ). This means f ◦
g(z) = z + 2πın, z ∈ S(R1 , R2 ), for some integer n. By subtracting the constant 2πın
from f, we may as well assume that f ◦ g(z) = z for all z ∈ S(R1 , R2 ). In particular, we
have proved that f is biholomorphic.
Since exp (f (z)) = ψ(exp z), it follows that given z ∈ S(c1 , c2 ), f (z + 2πı) = f (z) +
2mz πı for some integer mz . Moreover, the integer mz is the same when z varies over a
‘small’ open set. Since S(r1 , r2 ) is connected, this means that we have a well defined
integer m such that f (z + 2πı) = f (z) + 2mπı. Therefore f (z + 2kπı) = f (z) + 2kmπı
for integrs k. Similarly, for g, we get an integer n such that g(z + 2kπı) = g(z) + 2knπı
or all integers k. Now f ◦ g = Id means that mn = 1. Therefore, m = ±1. Since f maps
x = ln rj to x = ln Rj , j = 1, 2 and preserves orientations, we can further conclude that
m = 1, which means

f (z + 2πı) = f (z) + 2πı. (9.17)

If we put f (x, y) = U(x, y)+ıV (x, y), it now follows from (9.16) that U is independent of
y. Since U is harmonic, this means U(x, y) = ax+b. Since V is a harmonic conjugate, we
get V (x, y) = ay +c. On the other hand (9.17) implies that V (x, y +2πı) = V (x, y)+2πı.
Ch. 9 Dirichlet’s Problem 367

Therefore a = 1. Since U(ln rj , y) = ln Rj , it follows that b = ln R1 − ln r1 and ln R2 =

ln r2 + b. Therefore ln R2 − ln R1 = ln r2 − ln r1 which proves the claim R2 /R1 = r2 /r1 .
♠

Thus, amongst all annuli, we need to choose only those of the form A(0; 1, r) for
1 < r ≤ ∞. Observe that we allow r = ∞ in the above list. Indeed A(0; 1, ∞) is
conformal with the punctured unit disc. In conclusion, the family of all conformally
equivalent 2-connected domains can be parameterised by the half open interval (1, ∞]
except one member viz. the class of C∗ .
In order to complete the classification of 2-fold connected domains, we should show
that every such domain is conformal with one of the above listed annuli. The argument
that we put forth is the same for the general case also and hence we shall directly deal
with domains of n-connectivity and show that every n-connected domain is conformal
with a domain obtained from an annulus A(0; r1 , r2 ) by removing (n − 3) concentric
circular arcs. The arguments are broken up into a number of steps. We begin with a
tentative definition.

b is said to be nice if it is obtained by removing from

Definition 9.7.2 A domain Ω in C
b n simply connected domains bounded by mutually disjoint smooth simple closed
C,
contours, n ≥ 0.

b \ Ω has n components
It is clear that such an n-fold connected domain is nice then C
each of them being simply connected domains. Indeed we have:

Ω C1

C4
C2

C5
A

C3

Fig. 45
368 9.7 Multi-connected Domains

Lemma 9.7.1 Let Ω be a nice, n-fold connected domain with C1 , . . . , Cn as boundary

components oriented in such a way that Ω lies to the left of each of the curves Cj . Then
P
(i) nj=1 Cj is homologous to 0 in Ω̄.
P
(ii) Every cycle in Ω̄ is homologous to a cycle of the form nj=1 mj Cj , with mj ∈ Z.

Proof: The argument is similar to that in Exercise 4 of 7.4 and left to the reader (see
Fig. 45). ♠
Step 1 In the first step, we shall show that Ω is conformally equivalent to a nice domain.
So, let C1 , C2 · · · , Cn , n ≥ 2 be the boundary components of a domain Ω, none of
b 1 which contains Ω. If Ωj , j = 2, . . . ,
which is a singleton. Let Ω1 be the component of C\C
b \ C1 , it is clear that Ω̄j ∩ C1 6= ∅. In particular, it follows
are other components of C
that Ω̄j ∪ C1 is connected. Therefore ∪j≥2 Ω̄j ∪ C1 is connected. This set is equal to
b \ Ω1 . Therefore, Ω1 is simply connected. (See theorem 7.4.2). Clearly, it is not
C
the whole of C. By Riemann mapping theorem, there exists a biholomorphic mapping
T1 : Ω1 −→ D. Under this mapping Ω is sent to a domain T1 (Ω) inside D with one of its
boundary component being the unit circle. Indeed, this one corresponds to the boundary
component C1 of Ω. Observe that, we are not claiming that T1 defines a homeomorphism
of C1 with the unit circle.) The net result is that we can now replace Ω by T1 (Ω) and
assume that Ω itself had one of its boundary components say, C1 a smooth simple closed
curve. One by one, we repeat the above process with each component Ck . This time
under Tk the boundary component Ck will correspond to the unit circle. However,
under this mapping all other boundary components Ci are mapped biholomorphically
onto some boundary component of T (Ω). In particular, those which are smooth simple
closed curves remain to be smooth simple closed curves. Repeating this process n times,
we achieve our claim.
From now onwards, we shall assume that Ω itself is nice. Indeed, in order to have
a nice picture, we can further assume that Ω is contained in the unit disc D and C1 =
∂ D = {|z| = 1}. By changing the labeling if necessary, we may assume that C1 is oriented
anti-clockwise and for 2 ≤ k ≤ n, Cj are oriented clockwise. (See figure 45.)
Let γ = C1 + · · · + Cn . Then γ bounds Ω and η(γ; z) = 1 iff z ∈ Ω.
Step 2 In this step, we obtain harmonic functions ωk , 1 ≤ k ≤ n in a neighborhood of
Ω such that
(
1, ζ ∈ Ck
ωk (ζ) =
0, ζ ∈ Cj , j 6= k.
Ch. 9 Dirichlet’s Problem 369

Observe that Ω is clearly a Dirichlet’s domain. Hence, there exist harmonic functions
ωk on Ω as claimed. It remains to see how to extend them to a neighborhood of Ω. For
this, we again use the fact that, we can find a conformal map ψi of Ω onto some domain
such that a given boundary component Ck in mapped onto the unit circle. Now, using
the reflection principle, we can extend the harmonic functions ωj ◦ ψj−1 across the unit
circle and then go back to the domain Ω to obtain the extensions of ωi . Do this one by
one to each boundary component.
Clearly, by Minimum-Maximum principle, for all 1 ≤ k ≤ n, we have,
X
0 < ωk (z) < 1 & ωk (z) = 1, z ∈ Ω.
k
Z
∗ ∗
We now put αjk = dωk , where dωk are the conjugate harmonic differentials.
Cj
(See remarks 9.1.2.) Let A = ((αjk )), 1 ≤ j ≤ n, 1 ≤ k ≤ n − 1, be the n × (n − 1)
matrix.
Step 3 In the third step, we claim that the following linear system of equations has a
solution:

AΛ = (2π, 0, . . . , 0, −2π)t (9.18)

We first observe that the (n − 1) × (n − 1) matrix B, obtained by deleting the last

row of A is non singular. For suppose BΛ′ = 0, where Λ′ = (λ′1 , . . . λ′n−1 )t . Consider
n−1
X
′
the harmonic function ω = λ′k ωk . Then the conjugate differential ∗ dω ′ has all its
k=1
fundamental periods vanishing, i.e.,
Z X
∗
dω ′ = λ′k αjk = 0.
Cj k
∗
Therefore, it follows from lemma 9.7.1 that dω ′ is an exact 1-form. i.e., ω ′ has a well
defined conjugate on Ω and hence is the real part of an analytic function g therein (see
remark 9.1.2). Clearly, under g, each contour Ck is mapped onto a vertical line segment
since the real part of it is a constant there. We shall show that f must be constant. Let
w be any point not on any of these vertical line segments. If f (z) = w for some z ∈ Ω,
then since, η(γ, z) = 1, we must have, by the argument principle, that η(f (γ), w) 6= 0.
But this is absurd since f (γ) is a union of line segments. Therefore, f (Ω) is contained in
the union of line segments. But Ω is connected and hence f (Ω) is contained in a single
vertical line segment. Therefore ω ′ is a constant. This implies that λ′k = 0 for all k, as
required (we shall leave this as a simple exercise).
370 9.7 Multi-connected Domains

Thus we have proved that the matrix B is non singular. It follows that BΛ0 =
Pn−1
(2π, 0, . . . , 0) has a unique solution Λ0 = (λ1 , . . . , λn−1 )t . We take ω = k=1 λk ωk . Since
n−1 Z
X Z
P ∗ ∗
γ = j Cj is null homologous in Ω̄, we have, dω = − dω. (To prove this
j=1 Cj Cn
Pn−1
use Exercise 9.1.6.) It follows that j=1 λj αjn = −2π. Taking λn to be any real number
say = 0, it follows that Λ = (λ1 , . . . , λn−1, λn )t is a solution of (9.18) as required.
P
Now the conjugate differential ∗ dω of the harmonic function ω = λk ωk has van-
ishing periods on all cycles Ck , k 6= 1, n, and on these two cycles it has periods ±2π.
Choose a polygonal arc A in Ω, such that Ā joins a point of Cn with a point of C1 . (See
figure 45.) It follows that ∗ dω has all its period vanishing in Ω \ Ā. Therefore, there is
a harmonic function ω̃ on Ω \ Ā such that d(ω̃) =∗ dω. We put f = ω + ıω̃. Then f
is a holomorphic function on Ω \ Ā. Also, at any point of a ∈ A the limit of f (z) as
z → a from the two sides of A differ by an integral multiple of 2πı being the period of
∗
dω on the cycle C1 . Therefore, the function ψ(z) = ef (z) is a single valued holomorphic
function on Ω \ A and is continuous on A. But then ψ should be holomorphic on A as
well (see exercise 4.5.4 and 4.5.5). As before using reflection principle, we may assume
that ψ is actually holomorphic on an open set containing Ω̄.
Step 4 In this final step, we claim that ψ is a conformal mapping of Ω into the annulus
1 < |w| < eλ1 , with its image avoiding precisely n − 2 concentric arcs on the circles
|w| = eλk , 2 ≤ k ≤ n − 2. Z
1 ψ ′ (z)dz
Introduce the notation mj (w) := for all w not in ∪nj=1 ψ(Cj ). Ob-
2πı Cj ψ(z) − w
serve that each mk is defined for w 6∈ ψ(Ck ). Therefore the number of solutions z ∈ Ω
of the equation ψ(z) = w for w 6∈ ∪nk=1 ψ(Ck ) is given by

Z n Z
1 ψ ′ (z)dz 1 X ψ ′ (z)dz
= = m1 (w) + · · · + mn (w) (9.19)
2πı γ ψ(z) − w 2πı k=1 Ck ψ(z) − w

Observe that, since arg ψ(z) has period 2π around C1 , we have,

Z
ψ ′ (z)dz
= 2πı.
C1 ψ(z)

Likewise, we have,
Z Z
ψ ′ (z)dz ψ ′ (z)dz
= −2πı, and = 0, ∀ k 6= 1, n.
Cn ψ(z) Ck ψ(z)
This amounts to saying that in (9.19) if we put w = 0, then the first and the last term on
RHS are 1 and −1 respectively, and all other terms are 0. Since mj are locally constants,
Ch. 9 Dirichlet’s Problem 371

we have, m1 (w) = 1 for all |w| < eλ1 and equal to 0 for |w| > eλ1 . Similarly, mn (w) = 0,
for |w| > 1 and = 1 for |w| < 1. On the other hand, take any k = 2, . . . , n − 1. Then for
w0 6∈ ψ(Ck ), mk = 0. (Note that mk is not defined on ψ(Ck ).)
P
Now suppose w0 ∈ ψ(Ω) \ ∪nk=1 ψ(Ck ). Then clearly k mk (w0 ) > 0. This is possible
P
only if m1 = 0 and mn = 0 i.e., k mk (w0 ) = 1. Therefore, 1 ≤ |w0 | ≤ eλ1 . By continuity,
it follows that ψ(Ω) ⊂ A(0, 1, eλ1 ). Once again, since ψ(Ω) is non empty open, it follows
that ψ(Ω) ⊂ A(0; 1, eλ1 ). In particular, this implies 0 < λ1 . Since ψ(Ck ) ⊂ {|z| = eλk },
this also means that 0 ≤ λj ≤ 1, 2 ≤ j ≤ n.
n−1 P
We have already proved that for every w0 ∈ A(0; 1, eλ1 )\∪k=2 ψ(Ck ), k mk (w0 ) = 1.
This is the same as saying

n−1
ψ : Ω → A(0; 1, eλ1 ) \ ∪k=2 ψ(Ck )

is a bijection.
We now claim that ψ(Cj ) ∩ ψ(Ck ) = ∅, j 6= k. Choose a simple closed curve τ in Ω
which ‘separates’ Cj and Ck . (See Exercise 7.5.17 and 7.5.18.) Then ψ maps the two
components of Ω \ τ onto the two components X, Y on either side of ψ(τ ). By continuity,
it follows that ψ(Cj ) and ψ(Ck ) are in the closure of X and Y respectively, say. However,
it is clear that they are disjoint from ψ(τ ). Therefore ψ(Cj ) ∩ ψ(Ck ) = ∅.
In particular it follows that 0 < λj < λ1 , j = 2, 3, . . . , n − 1. It now follows that
n−1
since ∪k=2 ψ(Ck ) does not separate the annulus A(0; 1, eλ1 ). In particular, each ψ(Ck )
is an incomplete arc of a circle with center at 0 and all are contained in the interior
of the annulus A(0; 1, eλ1 ). This completes the step 4 and hence establishes that every
n-connected domain is biholomorphic to an annulus with n − 2 slits.
It remains to determine which of these slit-open annuli are conformal amongst them-
selves. The first thing we do is to normalize so that all the annuli have center at 0 and
their inner circles all have radius 1. For simplicity, recall the case n = 2. Here the only
freedom now is to choose the radius r1 of the outer circle. Thus we can say that the
‘space’ of all conformal classes of 2-fold connected planar domains other than C∗ , can
be ‘parameterized’ by the open ray X1 := {r1 ∈ R : r1 > 1}. Next consider the case
n = 3. We can perform rotations so that the slit sweeps the angular sector 0 ≤ θ ≤ t, for
some 0 < t < 2π. Of course, the radius of the slit could be any thing between 1 and r1 ,
where r1 is the radius of the annulus. It remains to see that two such slit open annuli
are not biholomorphic to each other. This is left to the reader.
372 9.7 Miscellaneous Exercises

r1
r2
t
1

Fig. 46
Thus we see that the space of all conformal classes of 3-fold connected planar regions
can be parameterized by the subspace X2 := {r1 , t, r2 ) ∈ X1 ×(0, 2π)×R : 1 < r2 < r1 }.
Clearly, this space is of real dimension 3. For n > 3, for each of the additional n − 3
slits, we have the freedom to choose the three real numbers, one determining the radius
and the other two determining its angular position. Of course, there are certain ‘open’
constraints these real numbers are subjected to but it is fairly obvious that the space of
all conformal classes of n-fold connected planar region can be parameterized by 3n − 6
real variables.

Exercise 9.7

Z
1. Show that αjk = αkj [Hint: Use the fact that (ωk ∗ dwj − ωj ∗ dwk ) = 0, (Ex. 6
γ
of 9.1).]

2. Write down a complete parameterization of the space of all conformal classes of

4-fold connected planar regions.

9.8 Miscellaneous Exercises to Ch. 9

 2
1+z
1. Show that u(z) = ℑ is harmonic in the open unit disc D. Also show that
1−z
lim− u(reıθ ) = 0 for all θ. Why this does not contradict the maximum principle?
r−→1
Ch. 9 Dirichlet’s Problem 373

2. Let f be an analytic function in an annulus r1 < |z| < r2 , and let M(r) denote
the maximum of |f (z)| on |z| = r. By considering a suitable linear combination of
ln |f (z)| and ln |z| show that

M(r) ≤ M(r1 )a /M(r2 )1−a ,

ln(r2 /r)
where a = . This is known as Hadamard’s three circles theorem.
ln(r2 /r1 )
3. If α = 0 in theorem 9.1.1, does it imply that u is harmonic on the entire disc?

4. Let g : D −→ C be a continuous function. Define gr : S1 −→ C, by z 7→ g(rz), 0 <

r < 1. Then show that gr tends to g|S1 uniformly on S1 , as r −→ 1− .

5. Let f : S1 −→ C be a continuous function, and f˜ be its extension to the interior

of the circle given by

Z π
1
f˜(reıθ ) = f (eıθ )Pr (θ − t)dt.
2π −π

Then show that f˜ is continuous on D and both its real and imaginary parts are
harmonic in D. Define f˜r (z) = f˜(rz), for |z| = 1. Then show that for each 0 ≤ r < 1,
there exist a sequence of polynomial in z and z̄ uniformly converging to f˜r on S1 .
[Hint: Use exercises 1-3 at the end of section 10.2.]

6. Weierstrass’s Approximation Theorem :

(a) Let f : S1 −→ C be a continuous function. Then there exists a sequence
of Laurent polynomials {pn (z, z −1 )} uniformly convergent to f on S1 . If f is real
valued then the coefficients of pn can be taken to be real. [Hint Use ex. 4-5.
Compare Example(8.6.1).]
(b) Let g : [0, 1] −→ C be a continuous function. Then there is a sequence of
polynomial functions {pn (t)} converging uniformly on [0, 1] to g(t).

7. Geometric interpretation of Poisson integral.

w−z
(a) Fix z ∈ D. Consider the flt:S(w) = . Show that if |w| = 1, then
1 − z̄w
|S(w)| = 1 and w, z, S(w) are collinear.
(b) Show that (w − z)(S(w) − z) = |z|2 − 1
(c) Write w = eıθ and S(w) = eıϑ . Differentiate (⋆) to obtain,
 
dϑ  S(w) − z 
= .
dθ  w − z 
374 9.7 Miscellaneous Exercises

Finally show that

Z 2π Z 2π
1 1
PU (z) = U(θ)dϑ = U(ϑ)dθ.
2π 0 2π 0

8. Consider Har(Ω) ⊂ C(Ω, R), the subset of all continuous functions on the closed
disc which are harmonic in the interior. Show that it is a closed subspace under
the sup norm, and hence is a complete metric space.

9. Assume that U(ξ) is piecewise continuous and bounded on the real line. Show that
Z +∞
1 y
QU (z) = U(ξ)dξ
2π −∞ (x − ξ)2 + y 2

represents a harmonic function in the upper half plane. Also, show that if U is
continuous at some point ξ0 ∈ R then limz−→ξ0 QU (z) = U(ξ0 ).

10. Let u(z) be harmonic in H and |u(z)| ≤ Ky for all y > 0. Then show that there
exist k such that |k| ≤ K, and u = ky for y > 0.

11. Show that any automorphism of the annulus A(0; 1, R) is the form

eıθ
z 7→ R ; OR z 7→ eıθ z, θ ∈ R
z
Hence deduce that this group is isomorphic to S1 × Z2 .
Chapter 10

PERIODIC FUNCTIONS

Functions such as exp, sin, cos, tan etc. stand out amongst all holomorphic (mero-
morphic) functions due to their rich properties some of which may be attributed to the
fact that they obey

f (z + 2πı) = f (z), (10.1)

in the domain of their definition. Functions satisfying (10.1) are called periodic functions
with period 2π. In this chapter, we shall initiate the study of meromorphic functions with
property silimar to (10.1) with a modest aim. We shall be able to cover only a fraction of
a vast subject. As an application, we shall then prove the so called ‘Big Picard Theorem’
10.9.6.

10.1 Singly Periodic Functions

b be any function. A point
Definition 10.1.1 Let Ω be a domain in C and let f : C → C
ω ∈ C is called a period of f if

f (z + ω) = f (z), (10.2)

whenever both z, z + ω ∈ Ω.

Remark 10.1.1

1. By choosing Ω sufficiently small we can artificially create periods for f by merely

choosing ω so that Ω ∩ (Ω + ω) = ∅. We are not interested in such cases and so
require the domain Ω to satisfy the condition

Ω+ω = Ω

375
376 10.1 Singly Periodic Functions

whenever, ω is to be considered as a period for some function f on Ω. In other

words, Ω is invariant under translation by ω (i.e., ω is period of the domain Ω).

2. In what follows we shall consider only a meromorphic function, though a num-

ber of observations we make below are valid for continuous functions as well.

3. Observe that 0 is a period of every function. If ω1 , ω2 are periods of f then so is

ω1 + ω2 . Thus the set πf of all periods of f forms an additive subgroup of C. We
shall call this the period group of f and denote it by πf . If πf 6= (0) then we say f
is a periodic function.

4. If z is a pole (or a zero) of f of order k then z ± ω is also a pole (resp. a zero) of

order k for all ω ∈ πf .

5. Let Pf denote the set of all poles of f. It may happen that Pf ∩ πf 6= ∅. Then it
follows that 0 ∈ Pf and hence πf ⊂ Pf . Otherwise, πf ⊂ {z ∈ C : f (z) = f (0)}.
Hence, πf is a closed discrete subset of Ω

6. Clearly, the properties of a periodic function are closely associated with the prop-
erties of its period group. However, we are interested presently in the properties
of f vis-a-vis just one single period ω and not necessarily the whole group πf . For
this study, it does not matter even if ω itself is the integral multiple of another
period of f.

7. A simple example of a function with period ω 6= 0 is e2πız/ω .

8. Let us now normalize and assume ω = 1. The natural question is what are all
periodic holomorphic (meromorphic) functions with period 1?

9. We would like to construct a periodic function with poles at all the integer points
by considering sums such as
∞
X 1
. (10.3)
−∞
z−n

However, there is the problem of convergence of such a sum. This can be settled
by considering the so called Eisenstein’s sum (see 8.3 in section 8.3). Alternatively,
let us modify this and begin with the sum
∞
X 1
f (z) = (10.4)
−∞
(z − n)2
Ch. 10 Periodic Functions 377

which is clearly convergent. It is easily checked that f is a singly periodic function

with period 1. Integrating term-by-term yields,
 
1 X 1 1
g(z) = + − .
z n6=0 z − n n

Again, g is a singly periodic function with simple poles at the integers. Indeed, one
π2
can check that f (z) = (see exercise 8.3.1). From this it follows that f has
sin2 πz
1 sin2 πz
no zeros and hence = is a singly periodic holomorphic function. (This
f (z) π2
fact is not at all obvious from the series representation (10.4) of the function.)

10. It turns out that we need not go on looking for such constructions at all. Let us
consider the function ψ(z) = e2πız/ω and Ω′ = ψ(Ω). Since ψ is an open mapping,
it follows that Ω′ is a domain. Now for any holomorphic (meromorphic) g : Ω′ → C
define f (z) = g(e2πız/ω ). Then f is a periodic holomorphic (meromorphic) function
on Ω with ω as a period.

′
>Ω
ψ ~~~
g
~~
~~ f 
Ω /C

Conversely, given any periodic function f with period ω we can define g : Ω′ → C so

that f (z) = g ◦ ψ(z) as follows. Given u ∈ Ω′ pick up any z such that ψ(z) = u and
take g(u) = f (z). The choice of z is unique up to an addition of 2mπı/ω, m ∈ Z.
But the value of f (z) depends on u. Having picked up a z0 over u0 , you can find
a neighborhood U of z0 such that ψ|U is bijective onto a neighborhood of u0 with
an inverse ψ −1 which is holomorphic. It then follows that g|U = f ◦ ψ 1 is also
ω
holomorphic. (Indeed ψ −1 (u) = 2πı
ln u for a branch of ln .) Therefore, g : Ω′ → C
is holomorphic.

11. Suppose now that Ω is a parallel horizontal strip c1 < y < c2 and ω = 1. Then Ω′
is an annulus. Let g be holomorphic on Ω′ . Let
∞
X
g(w) = an w n
n=−∞

be the Laurent expansion of g. Then

∞
X
f (z) = an e2πız/ω
n=−∞
378 10.1 Singly Periodic Functions

is the Fourier expansion of f in Ω which is a parallel strip. The coefficients an are

given by
Z Z a+ω
1 g(w) 1
an = dw = f (z)e2nπız/ω dz.
2πı |w|=r w n+1 ω a

In the latter expression, the integrals are taken along any curve lying in Ω and
joining a to a + ω. This more or less brings the study of singly periodic functions
to a close.

Exercise 10.1

1. We can take any continuous map f : R → R and define f to be periodic if

f (x + ω) = f (x) for all x, where ω 6= 0.

(a) Show that the set πf of all periods of f including 0 forms a closed additive
subgroup of R.

(b) Show that πf is discrete iff there is a least positive ω ∈ πf . In this case show
that πf = ω Z.

(c) Show that πf is either discrete or the whole of R.

(d) What can you say about f if πf = R?

(e) Given any discrete subgroup G of R take any continuous function g : R → R

P
which vanishes outside a closed interval and define f (x) = w∈G g(x + w).
Show that f is a continuous function and G ⊂ πf . Can you get a function f
so that πf = G?

2. Extend the results in the above exercise 10.1.1 to R2 as follows: The definition
of a periodic function f : R2 → R2 is the same. Ex.10.1.1(a) also extends ditto.
However, for the rest of the exercise, you have to work harder.

(a) Suppose ω1 , ω2 ∈ πf are independent over R. Let δ = max{|ω1 |, |ω2|}. Show

that ω1 Z ⊕ ω2 Z intersects every ball in R2 of radius bigger than or equal to δ.

(b) Suppose there exists ω ∈ R2 such that Rω ⊂ πf . Then show that the study
of f reduces to the study of 1-variable function.
So, in what follows assume that no line in R2 is completely contained πf .

(c) Show that for every line L passing through 0, L ∩ πf is a discrete set.
Ch. 10 Periodic Functions 379

(d) Show that there exist ω1 ∈ πf of least positive length. If ω1 Z 6= πf , then

show that there exists ω2 ∈ πf \ ω1 Z of least positive length. Also, show that
ω1 Z ⊕ ω2 Z = πf .
(e) Conclude that any closed subgroup of R2 is equal to one of the following:
(i) (0), (ii) Zω, (iii) Rω, (iv) Zω1 ⊕ Zω2 , (v) Rω1 ⊕ Zω2 , (vi) R2 .

3. Describe all domains Ω in C which are singly periodic, i.e., there exist ω 6= 0 in C
such that ω + Ω = Ω.

10.2 Doubly Periodic Function

Once again, let Ω be a domain in C and f be a meromorphic function on Ω with period
group πf 6= (0). Clearly πf = C iff f is a constant. So, we shall now onward assume
that f is a non constant periodic function (which is the same as saying πf is a proper
subgroup of C.)
If you have gone through the exercises in the previous section then you know the
various possibilities for πf . Not all of those cases occur here. One can check which of
the possibilities for πf listed in Exercise 10.1.2e can actually occur for a meromorphic
function. Instead, since it is much easier to work out the same directly for a meromorphic
function, let us do this afresh.
Since πf ⊂ {z ∈ Ω : f (z) = f (0)} ∪ Pf and since f is meromorphic, it follows that
πf is discrete. Therefore there is a non zero complex number ω1 ∈ πf with |ω1 | minimum.
It may now happen that πf ⊂ Rω1 in which case, you can show that πf = ω1 Z. [For:
given ω ∈ πf you know ω = rω1 for some r ∈ R. Then you can write ω = (m + s)ω1 ,
where m ∈ Z and |s| ≤ 1/2. But then sω1 ∈ πf with |sω1 | < |ω1|. Hence s = 0.] If this
is the case, then f is called singly periodic and we have already discussed this in the
previous section.
So, we now consider the case when πf 6⊂ Rω1 . Choose ω2 ∈ πf \ Rω1 such that |ω2 |
is minimal. We then claim that πf = Zω1 + Zω2 . [For: given any ω ∈ πf since ω1 , ω2 are
linearly independent over R, we can first of all write ω = rω1 + sω2 , r, s ∈ R. We then
choose m, n ∈ Z such that

ω = (mω1 + nω2 ) + (r ′ ω1 + s′ ω2 ); |r ′ | ≤ 1/2, |s′| ≤ 1/2.

Since |ω1 | ≤ |ω2 | and that ω1 , ω2 are linearly independent, using cosine rule, it follows
that |r ′ ω1 + s′ ω2 | < |ω2 |. This means r ′ = 0 = s′ .] It follows that, in this case, πf is
380 10.2 Doubly Periodic Function

actually the direct sum of the two infinite cyclic groups ωj Z, j = 1, 2. Thus πf is a free
abelian group of rank 2. For future use we shall make a few definitions:

Definition 10.2.1 By a lattice in Rn we mean an additive subgroup of Rn of rank n.

Definition 10.2.2 We say {ω1 , ω2} is good basis for a lattice Γ in R2 , if it is a basis and

|ω1 | = min{|γ| : 0 6= γ ∈ Γ} and |ω2 | = min{|γ| : γ ∈ Γ \ ω1 Z}.

As observed above such a basis always exists.

Remark 10.2.1

1. If {ω1 , ω2 } is a good basis for Γ, so is {±ω1 , ±ω2 }.

2. If {ω1 , ω2 } is a good basis for Γ, then for any t ∈ C∗ , {tω1 , tω2 } is a good basis for
tΓ.

3. If {ω1 , ω2 } is good basis for Γ and τ = ω2 /ω1 , then |ℜ(τ )| ≤ 1/2.

We leave each of the above remarks as exercises to the reader.

Functions with their period group equal to a lattice are called elliptic functions. You
have to wait a little bit to know the justification for this name. At present this helps us
to distinguish them from singly periodic functions.
From now onwards, we shall assume that Ω = C and Γ = πf = Zω1 + Zω2
where {ω1 , ω2 } is a good basis for Γ.

a+ω2
ω2 a+ω1+ω2
a La
0 ω a+ω1
1

Fig. 48

We can choose any point a ∈ C and take the parallelogram La with vertices a, a +
ω1 , a + ω2 and a + ω1 + ω2 (see Fig. 48). It follows that the value of f is completely
determined by the values of f on any such parallelogram.

Definition 10.2.3 We say a ∈ C is a good choice, if no zero or pole of f belongs to the

boundary of La .
Ch. 10 Periodic Functions 381

Remark 10.2.2 There are only a countable set of points in C which are not good
choices.

Suppose now that f : C −→ C is holomorphic. Then f is bounded on La and hence

by periodicity, is bounded on the whole of C. By Liouville’s theorem f is a constant.
Thus

Theorem 10.2.1 A entire elliptic function is a constant.

So, from now onwards, we focus on the larger class of functions, viz., meromorphic
functions which are doubly periodic.

Lemma 10.2.1 Let P be the set of all poles of f inside La where a is a good choice.
P
Then z∈P Resz (f ) = 0.
Z
1
Proof: By residue theorem 5.7.1, the sum that we have to calculate is equal to f (z)dz.
2πı La
By periodicity, the integrals on the opposite side of the parallelogram cancel out. ♠

Remark 10.2.3 Observe that f is elliptic implies so are f ′ and f ′ /f with Pf = Pf ′ =

Pf ′ /f . Therefore the conclusion of the above lemma is applicable to f ′ /f.

Lemma 10.2.2 If a ∈ C is a good choice then the number of zeros of f inside La is

equal to the number of poles of f inside La .

Proof: Remember that while counting zeros and poles we have to take them with their
multiplicities. Then the difference of the above two quantities is equal to the sum total
of the residues of f ′ /f. Clearly, the poles of f ′ /f are all simple and occur only at the
zeros and poles of f. Therefore, we can apply the previous lemma to f ′ /f and conclude
that the sum of the residues is zero. ♠

Remark 10.2.4

1. Let z be a zero of f of order k. By periodicity, the same holds for the points z + ω,
where ω varies over πf . Thus, if Z is a complete set of representatives of the zero
set of f modulo πf , we define ord (f ), the order of f , to be the sum of the orders of
f at z ∈ Z. Clearly, given any good choice of a, Z can be chosen to be contained in
La . In particular, it follows that Z is finite and hence ord(f ) is finite and is equal
to the sum of the order of the poles of f over a complete set of representatives.
382 10.3 Weierstrass’s Construction

2. Further, it also follows that inside La , f assumes every value in Ĉ exactly as many
times as ord(f ). [For: we can apply the above discussion to the elliptic function
z 7→ f (z) − w for any given w ∈ C.]

Theorem 10.2.2 Let z1 , . . . , zn and w1 , . . . , wn be the complete set of representatives of

P P
zeros and poles respectively. Then j zj − j wj ∈ πf .

Proof: Clearly it is enough to prove this for a complete set of representatives of zeros
and poles contained in the interior of La for a good choice of a. Since
X X Z
zf ′ (z)
zj − wj = dz,
j j ∂La
f (z)

we shall show that this integral belongs to πf .

Recall that for any two z, w ∈ C, the line segment [z, w] is parameterised by

t 7→ (1 − t)z + w.

Note that, since f (a) = f (a + ω1 ), the curve f ◦ [a, a + ω1 ] is a closed curve not passing
through 0. Hence the winding number n1 = η(f ◦ [a, a + ω1 ]; 0) around 0 is a well-defined
integer. Therefore (putting z = w + ω2 )), we get
Z Z
zf ′ (z) (w + ω2 )f ′ (w + ω2 )
dz = d(w + ω2 )
[a+ω2 ,a+ω1 +ω2 ] f (z) Z[a,a+ω1 ] f (w + ω2 )
wf ′ (w)
= dw + n1 ω2 .
[a,a+ω1 ] f (w)

Therefore Z Z
zf ′ (z) zf ′ (z)
dz − dz = n1 ω2 ∈ πf .
[a+ω2 ,a+ω1 +ω2 ] f (z) [a,a+ω1 ] f (z)
Likewise we can show that the difference of the integrals on the other pair of opposite
sides of La belongs to πf . Since the sum of these gives the required integral on the
boundary of La , we are done. ♠
We have not yet seen any doubly periodic function other than constants!

10.3 Weierstrass’s Construction

We shall now take up the task of constructing doubly periodic functions. We fix a lattice
Γ = Zω1 ⊕ Zω2 in R2 and for simplicity, consider periodic functions whose pole sets πf
coincide with Γ. The very first thing to observe is:
Ch. 10 Periodic Functions 383

Theorem 10.3.1 There are no doubly periodic functions with only simple poles at Γ.

Proof: To see this, all we have to do is choose a = (ω1 + ω2 )/2. (See Fig. 48.) Then La
has no poles on its boundary. Indeed La will have exactly one point of Γ viz., ω1 + ω2
in its interior which happens to be a simple pole. Therefore the sum of residues cannot
be zero, contradicting lemma 10.2.1. ♠
So, the simplest case we should seek is when the function has double poles at each
point of Γ. This is precisely what Weierstrass had done.
X
1
Once again, we must be warned of the fact that double summations such as
γ∈Γ
(z − γ)2
are not convergent. Hence, we are forced go in a round about manner. We begin with
X 1
f (z) = . (10.5)
γ∈Γ
(z − γ)3

Let us see why this is convergent. Observe that if T : R2 −→ R2 is the linear

transformation taking ω1 7→ (1, 0), ω2 7→ (0, 1) then T (mω1 + nω2 ) = (m, n). Therefore,
m2 + n2 ≤ kT k2kmω1 + nω2 k2 . Take c = 1/kT k. Given R > 0 choose (m, n) ∈ R2 \ DR .
We then have,

|z − (mω1 + nω2 )| ≥ |mω1 + nω2 | − |z| ≥ c(m2 + n2 )1/2 − R

for all |z| < R.

Therefore,
 
 1  1 M
 
 (z − mω1 − nω2 )3  ≤ (c(m2 + n2 )1/2 − R)3 ≤ (m2 + n2 )3/2

Now the convergence of f follows from the lemma:

X 1
Lemma 10.3.1 is convergent iff α > 1.
(m2 + n2 )α
m,n∈Z

ZZ
r dr dθ
Proof: By comparing with the area integral, the given sum is convergent iff
A r 2α
is convergent,
Z ∞ where A is the annulus |z| ≥ 1. But clearly, this area integral converges
dr
iff converges iff α > 1. ♠
1 r 2α−1
Thus, f (z) as in (10.5) is uniformly convergent on compact sets to a meromorphic
function, which is clearly, Γ-periodic. This has poles of order three. To obtain a periodic
384 10.4 Structure Theorem

function with poles of order 2, we now perform term-by-term integration of the sum
1
minus the term z3
. After dividing out by −1/2, and adding 1/z 2 back this yields

1 X  1 1

℘(z) = 2 + − . (10.6)
z (z − γ)2 γ 2
γ∈Γ\{0}

This is called Weierstrass’s ℘-function associated to the lattice Γ. (Read the symbol
℘ just like pee.) Observe that unlike under differentiation, periodicity is not preserved
under integration, in general. So, we should justify the periodicity of (10.6).

Lemma 10.3.2 Let f be an even function such that f ′ is periodic. Then f is periodic.

Proof: For a fixed γ ∈ Γ let h(z) = f (z + γ) − f (z). Then clearly h′ (z) = f ′ (z + γ) −

f ′ (z) = 0. Therefore, h(z) = c. Putting z = −γ/2, we see that c = 0. Hence f is periodic.
♠

Remark 10.3.1 This then proves that ℘ is periodic and hence completes the construc-
tion that we started. Observe that the pole set of ℘ is contained the lattice Γ. So, the
set of all Γ-periodic functions has some non constant functions in it. Our next task is
to study this set.

10.4 Structure Theorem

As before, let Γ = Zω1 ⊕ Zω2 , be a lattice in C. Let MΓ be the set of all Γ-periodic
meromorphic functions. Let us first of all sum up a few elementary facts about MΓ .
P (t)
1. MΓ is a field. In particular, if R(t) = is a rational function of the variable t
Q(t)
then f ∈ MΓ =⇒ R(f ) ∈ MΓ .
2. f ∈ MΓ =⇒ f ′ ∈ MΓ.
3. Any non constant function f ∈ MΓ has at most finitely many zeros and poles inside
the fundamental domain.
4. The sum of the residues of f at all the poles inside La is zero.
5. Let f ∈ MΓ be of order r. Then given any c ∈ C, there are precisely r points
z ∈ C (mod Γ) (counted with multiplicity) such that f (z) = c.
Let now ℘ be the Weierstrass’ pee-function associated to the lattice Γ.
It follows that ℘ ∈ MΓ is one of the simplest doubly periodic functions with its pole
set as Γ. It turns out that all other elements of MΓ with this property can be got out
of ℘ itself:
Ch. 10 Periodic Functions 385

Theorem 10.4.1 Let φ be any doubly periodic function with its pole set Pf ⊂ Γ. Then
there exist two polynomial h1 (t), h2 (t) such that φ(z) = h1 (℘(z)) + ℘′ (z)h2 (℘(z)). More-
over such an expression is unique.

Proof: Write φ = φ1 + φ2 as a sum of an even and an odd function. Then in the Laurent
expansion of φ1 around 0, the singular part will have terms involving only negative even
powers of z :
b2k b2
φ1 (z) =
2k
+ · · · + 2 + f (z),
z z
say, where f is an even holomorphic function. Clearly, then φ1 (z) − b2k ℘k (z) is an even
periodic function with a pole of order < 2k. Hence, by induction, it follows that there is
a polynomial h1 of degree k such that φ1 (z)−h1 (℘(z)) is a holomorphic periodic function
and hence is a constant. By adjusting this constant inside h1 , we get φ1 (z) = h1 (℘(z)).
Now for the odd part, we observe that φ2 /℘′ is an even function and hence = h2 (℘(z))
for some polynomial h2 . Putting these two together, we obtain

φ(z) = h1 (℘(z)) + ℘′ (z)h2 (℘(z)).

To see the uniqueness, suppose g1 , g2 are two other polynomials such that φ(z) =
g1 (℘(z)) + ℘′ (z)g2 (℘(z)). Then

h1 (℘(z)) − g1 (℘(z)) = ℘′ (z)(g2 (℘(z)) − h2 (℘(z)).

LHS is an even function whereas RHS is an odd function. Therefore, both are identically
zero. Since (h1 − g1 )(℘(z)) = 0 for infinitely many values of ℘(z) this means g1 = h1
Similarly, g2 = h2 . ♠
Finally we have the structure theorem:

Theorem 10.4.2 Every element f ∈ MΓ can be written in a unique way as

f = R1 (℘) + ℘′ R2 (℘) (10.7)

where R1 , R2 are rational functions.

Proof: This follows immediately from theorem 10.4.1 once we find a polynomial Q such
that Q(℘)f has poles only in Γ. If, for a good choice of a, a1 , . . . , ak are the poles of
f inside some La enumerated with repetition to take care of the orders also, then take
Yk
Q(t) = (t − ℘(aj )). Note that Q(℘) ∈ MΓ and Q(℘)f has no poles outside Γ. ♠
j=1
386 10.5 The Fundamental Relation

Remark 10.4.1 Note that the degree of the rational functions R1 , R2 in (10.7) is de-
termined by the order of poles of f. In particular, all doubly periodic functions with
pole set Γ and having only poles of order two are linear combinations a℘ + b where a, b
are constants. Also, it follows that (℘′ )2 is a polynomial in ℘ of degree 3. Let us now
compute this polynomial.

10.5 The Fundamental Relation

Let us introduce the notation
′
X ′
X X
:= := .
γ γ∈Γ γ∈Γ\{0}

We start with
′ 
X 
1 1 1
℘(z) = 2 + 2
− 2 . (10.8)
z γ
z − γ) γ

1
Now consider the expansion around 0. It is clear that the singular part is and the
z2
constant term is zero. Since ℘ is an even function, the coefficients of all odd powers of
z are also zero. Hence
1 4 6


℘(z) = 1 + αz + βz + · · · .
z2
Also,
−2
+ 2αz + 4βz 3 + · · · .
℘′ (z) =
z3
Now a simple computation shows that
−20α
(℘′ (z))2 − 4(℘(z))3 = − 28β + · · · .
z2
In particular, it follows that (℘′ (z))2 −4(℘(z))3 has poles of order two only and hence from
the remark 10.4.1, is equal to a℘(z) + b. The values of a, b are obtained by comparing the
coefficients of 1/z 2 and the constant term. We find that a = −20α, b = −28β. Therefore,

(℘′ (z))2 − 4(℘(z))3 + 20α℘(z) + 28β = 0.

It remains to compute the values of the constants α and β. Consider the difference
function  
X ′
1 1 1
ψ(z) = ℘(z) − 2 = 2
− 2 = αz 2 + βz 4 + · · ·
z γ
(z − γ) γ
Ch. 10 Periodic Functions 387

which is holomorphic near 0. Differentiating this twice and four times and then evaluating
at z = 0 yields:
′
X ′
X
1 1
ψ (2) (0) = 2α = 6 4
; ψ (4)
(0) = 24β = 120 6
.
γ
γ γ
γ

In general, one denotes the so called Eisenstein series of index k by the notation
′
X 1
Gk := Gk (Γ) := . (10.9)
γ
γ 2k

We also have the traditional notation g2 = 60G2 , g3 = 140G3 . Thus we have proved

The Fundamental Relation: (℘′ )2 = 4℘3 − g2 ℘ − g3 . (10.10)

In other words, as z varies over C, (℘(z), ℘′ (z)) ∈ C × C varies over the cubic curve
of the form

Y 2 = 4X 3 − g2 X − g3 . (10.11)

(Here do not confuse X, Y for real and imaginary parts of a complex variable z : X
and Y are themselves complex variables.) Observe that (10.10) is a 1st -order differential
equation for the function w = ℘(z) with the explicit solution:
Z ℘(z)
dw
z − z0 = p + a constant, (10.12)
℘(z0 ) 4w 3 − g2 w − g3

which is an elliptic integral. This is one of the justifications for calling ℘ an elliptic
function, viz., ℘ is the inverse of a function given by an elliptic integral. [Suppose φ is
a local inverse for ℘ i.e., ℘(φ(X)) = X. Use chain rule and differentiate with respect to
X to see that φ′ (X)2 = 4X 3 − g2 X − g3 .]
Suddenly, it becomes very important for us to know how the curve (10.11) looks like.
For instance, we may ask whether it is smooth or not. Recall that a curve f (X, Y ) = 0 is
smooth iff grad f does not vanish on the curve. Taking f (X, Y ) = Y 2 − 4X 3 − g2 X − g3 ,
this just means that the polynomial 4X 3 − g2 X − g3 should not have any multiple roots.
However, determining this seems to be an uphill task, if not impossible. So instead, we
look out for more information from (10.10).
This leads us to the following observations:
(a) Since the ord(℘′) = 3, it follows that the equation ℘′ = 0 has three solutions. It
turns out that ℘′ has three distinct zeros (mod Γ) viz., ω1 /2, ω2/2, and (ω1 + ω2 )/2.
388 10.5 The Fundamental Relation

For, if τ denotes any one of these values, using periodicity and then oddness, we have,
℘′ (τ ) = ℘′ (−τ ) = −℘′ (τ ). Therefore
ω1 ω2 ω1 + ω2
℘′ (τ ) = 0, τ = , , .
2 2 2
There cannot be any other solution and each of these roots is simple. Let us put

℘(ω1 /2) = e1 , ℘(ω2 /2) = e2 & ℘((ω1 + ω2 )/2) = e3 . (10.13)

(b) Observe that, since the derivative of ℘(z) − ej vanishes at these points, each of them
has to be counted with multiplicity 2 as a solution of ℘(z) = ej . Since the ord ℘ = 2, it
follows that e1 , e2 , e3 are distinct. For if, say e1 = e2 , then the function ℘ − e1 will have
four zeros (counted with multiplicity) inside La .
(c) We can now prove the formula:

℘2 = 4(℘−e1 )(℘−e2 )(℘−e3 ). (10.14)

For, functions on both sides have poles of order 6 at 0 and zeros of order 2 at
ω1 /2, ω2 /2 and (ω1 + ω2 )/2. Thus their quotient is doubly periodic and holomorphic and
hence must be a constant. This constant is easily seen to be equal to 1 by comparing
1
the coefficient of 6 . Thus we have successfully avoided direct factorization of the RHS
z
of (10.11). Note down the method employed here for future use in establishing various
identities of this type.

Remark 10.5.1

1. The uniqueness in theorem 10.4.1 actually implies that every relation between
℘ and ℘′ is a multiple of q(X, Y ) = Y 2 − 4X 3 − g2 X − g3 . This fact may be
seen as follows: Given f (X, Y ) ∈ C[X, Y ], such that f (℘, ℘′ ) = 0, using q we
can replace all powers Y k , k ≥ 2 in f by a polynomial in X. That is to say
f (X, Y ) = g(X, Y )q(X, Y ) + h1 (X)Y + h2 (X) for some polynomials g, h1, h2 . Since
f (℘, ℘′ ) = 0 = q(℘, ℘′ ), it follows that h1 (℘)℘′ + h2 (℘) = 0. That is h1 (℘)℘′ =
−h2 (℘) with one side odd and the other side even. Therefore, h1 = 0 = h2 .
Therefore, f (X, Y ) = g(X, Y )q(X, Y ). In the fancy language of algebra, this can
be expressed as an exact sequence
T
(0) → (α) → C[X, Y ] → M′Γ → (0)
Ch. 10 Periodic Functions 389

where T is the substitution mapping T : C[X, Y ] → MΓ given by

X 7→ ℘; Y 7→ ℘′ .

T is an algebra homomorphism with its image equal to the subring M′Γ of MΓ

consisting of all Γ-periodic functions with their pole set inside Γ. The kernel of T
is the principal ideal (q).

2. Just like ℘ itself was constructed by term-by-term integration of another elliptic

function we can also integrate ℘. Since the sum of the residues of ℘ is zero, ℘ has
a primitive. It is traditional to choose the function ζ so that ζ is an odd function
and ζ ′ = −℘. It turns out that
′  
1 X 1 1 z
ζ(z) = + + + 2 . (10.15)
z γ
z−γ γ γ

Observe each term in this summation is got by integrating the corresponding term
in (10.8) (except for z1 ) and adjusting the sign. Of course, ζ is no longer elliptic.
However, for each ω ∈ Γ since the derivative of ζ(z + ω) − ζ(ω) vanishes, we get
two constants η1 , η2 such that

ζ(z + ωj ) − ζ(z) = ηj , j = 1, 2.

Observe that all poles of ζ are simple and inside Γ. Since the residue sum is equal
to 1, by a simple integration along a parallelogram La which encloses 0, we obtain
the so called Legendre relation:

η1 ω2 − η2 ω1 = 2πı. (10.16)

3. Further integration of ζ is going to produce multi-valued map. By composing with

the exponential map this can be converted into a single valued function σ with the
property that
σ ′ (z)
= ζ(z). (10.17)
σ(z)
It follows that σ has zeros which coincide with the pole set of ζ. Therefore Weier-
strass’s canonical product gives
′   
Y z z z2
σ(z) = z 1− exp + 2 . (10.18)
ω
ω ω 2ω
390 10.6 The Elliptic Curve

4. Again, since
σ ′ (z + ω1 σ ′ (z)
= ζ(z + ω1 ) = ζ(z) + η1 = + η1
σ(z + ω1 ) σ(z)
a simple integration shows that

σ(z + ω1 ) = Kσ(z) exp(η1 z).

Check that σ is an odd function. Therefore by putting z = −ω1 /2, we get K =

− exp(η1 ω1 /2). Similarly we can compute σ(z + ω2 ) and we have
  ωj 
σ(z + ωj ) = −σ(z) exp ηj z + . (10.19)
2

5. The function σ can be used to factorize any elliptic function. Indeed, let f ∈ MΓ
and let a1 , . . . , an , and b1 , . . . , bn be the zeros and poles of f inside a parallelogram.
P P
Then since j aj = j bj it follows from (10.19) that the product
Q
σ(z − aj )
Qj
j σ(z − bj )

is an elliptic function having ‘same’ zeros and poles as f. Therefore we have

Q
j σ(z − aj )
f (z) = c Q
j σ(z − bj )

for some constant c.

10.6 The Elliptic Curve

Given a lattice Γ ⊂ C let us define an equivalence relation in C as follows:

z1 ∼ z2 iff z1 − z2 ∈ Γ.

The additive group structure on C passes down to the orbit set C/Γ of all equivalence
classes so that the quotient map q : C → C/Γ is a (surjective) homomorphism with kernel
equal to Γ. The topology on C gives rise to a topology on C/Γ the so called quotient
topology, by the rule: a subset U of C/Γ is open iff q −1 (U) is open in C. Observe that the
quotient topology on C/Γ can also be characterized by the property: for any topological
space X, a function f : C/Γ → X is continuous iff the composite f ◦ q : C → X is
continuous. It follows that the group operations on C/Γ are continuous. This makes
C/Γ into a topological group. Since the quotient space is the continuous image of the
Ch. 10 Periodic Functions 391

compact set La , it also follows that C/Γ is compact. It is not very difficult to check that
C/Γ is actually a Hausdorff space. Following the characterization of quotient topology,
we make the following tentative definition:

Definition 10.6.1 A function f : C/Γ → X is said to be holomorphic in an open set

U ⊂ C/Γ iff f ◦ q : q −1 (U) → X is holomorphic.

Remark 10.6.1 The above definition makes the topological group C/Γ into a complex
1-dimensional manifold also. With this structure, C/Γ is called a complex torus.

b was the first non trivial

Remark 10.6.2 Recall that the extended complex plane C
example of a Riemann Surface. (See remark 3.8.1.3.) Complex tori are the next class
of Riemann surfaces. It is not hard to see that q restricted to the interior of La is a
homeomorphism for any a. Also, if {ω1 , ω2 } is a basis for Γ then put

a1 = a, a2 = a + (ω1 + ω2 )/3, a3 = a + (ω1 + ω2 )/2

and check that

C/Γ = ∪3j=1 q(Laj ).

Writing qj for q|Laj it follows easily that qi−1 ◦ qj is a translation by ai − aj on Laj ∩ Lai
and hence are biholomorphic. This is another way to see that C/Γ is a Riemann Surface.

Remark 10.6.3 (This remark requires a bit more familiarity with certain topological
results and may be skipped if you do not have them at present.) Let us write T := TΓ :=
C/Γ and let us write [z] for the equivalence class represented by z ∈ C. We have seen
that the mapping f : z 7→ (℘(z), ℘′ (z)) defined on C \ Γ takes values on the cubic curve

EΓ : Y 2 = 4X 3 − g2 X − g3

in C × C. Because of the periodicity this defines a mapping h : T \ {[0]} → EΓ so that

h[z] = f (z).
Since f (z) → ∞ as z tends to a lattice point, it follows that h is a proper mapping.
Therefore, it follows that h is surjective. To verify injectivity of h, let (℘(z1 ), ℘′ (z1 )) =
(℘(z2 ), ℘′ (z2 )) with [z1 ] 6= [z2 ]. Since ℘ is an even function (and restricted to any La is
two-to-one), it follows that [z2 ] = [−z1 ]. But then since ℘′ is an odd function, it follows
that ℘′ (z2 ) = −℘′ (z1 ) = −℘′ (z2 ) = 0. But then [z2 ] is equal to one of the three classes
[ω1 /2], [ω2 /2], [(ω1 + ω2 )/2]. Now [z2 ] = [−z1 ] implies [z2 ] = [z1 ] which is a contradiction.
392 10.7 The Canonical Basis

At all points where ℘′ (z) 6= 0, ℘ is a local homeomorphism. Further at the three

points where ℘′ (z) = 0, since each of them is a simple root, it follows that ℘′ (z) is a
local homeomorphism. Thus, f is a local homeomorphism and in particular, an open
mapping. Therefore, so is h. Therefore h is a homeomorphism. With the complex
differentiable structure on EΓ coming from C × C, it follows that h is a biholomorphic
mapping. Indeed, ÊΓ = EΓ ∪ {∞} denotes the one-point compactification of the curve
E, then we can extend h to a homeomorphism ĥ : T → ÊΓ by sending [0] 7→ ∞. Using
homogeneous coordinates for the curve EΓ , we can identify ÊΓ with a projective curve.
It turns out that this curve is smooth even at ∞ and ĥ is biholomorphic. Alternatively,
we can simply use ĥ and the manifold structure on T to think of ÊΓ as a Riemann
surface.

Remark 10.6.4 The bijection ĥ can be used to transfer the additive group law onto
ÊΓ . The geometric interpretation of this group operation is a very interesting topic that
we cannot discuss here. (See the TIFR notes [Gu], for example.)

10.7 The Canonical Basis

Giving an ordered basis {ω1 , ω2 } for a lattice is the same as giving an invertible 2×2 real
matrix, A ∈ GL(2; R) : simply think of each ωj = (ℜ(ωj ), ℑ(ωj )) as a real row-vector
and take the matrix
" #
ℜ(ω2 ) ℑ(ω2 )
A := .
ℜ(ω1 ) ℑ(ω1 )
(Just wait a minute before you object for the order in which in the rows are taken!)
We shall identify the matrix A with the basis {ω1 , ω2}.
The expression (10.8) for ℘, to begin with, depends on the choice of the basis elements
of Γ = Zω1 ⊕ Zω2 . Thus we may treat ℘ as being defined on the space C × GL(2; R).
Likewise we may treat the two ‘constants g2 , g3 occurring in (10.10) as functions on
GL(2; R). To emphasis this fact, we temporarily introduce a modification in the notation:

℘(z, A) = ℘(z); g2 (A) = g2 ; g3 (A) = g3 , z ∈ C, A ∈ GL(2, R). (10.20)

Let us study the behavior of these functions in the new variables A.

Remark 10.7.1
Ch. 10 Periodic Functions 393

1. First of all observe that, since the convergence in (10.8) is absolute, we can permute
the terms as we feel. Therefore, if we change the basis without changing the lattice,
the summation in (10.8), remains unchanged. If we write

ω2′ = aω2 + bω1 ; ω1′ = cω2 + dω1

it follows that {ω1′ , ω2′ } is a basis for Γ iff the a, b, c, d ∈ Z and ad − bc = ±1, i.e,
resulting matrix M is integral unimodular:
!
a b
M= ∈ GL(2, Z).
c d

Therefore we have

℘(z, MA) = ℘(z, A); g2 (MA) = g2 (A); g3 (MA) = g3 (A). (10.21)

Thus, if L denotes the orbit space GL(2; R)/GL(2; Z) (which can be identified with
the set of all lattices in R2 ), then ℘ can be treated as a well defined function on
C × L.

2. Recall that the multiplication µt by a non zero number t defines a similarity on

C. If Γ is a lattice, so is tΓ. Thus µt : C → C induces a biholomorphic mapping of
the two tori µ̂t : C/Γ → C/tΓ. Conversely, using covering space theory, it is not
hard to see that if two complex tori C/Γ, C/Γ′ are biholomorphic then there is a
complex number t 6= 0 such that Γ′ = tΓ.
Thus we are lead to consider two lattices Γ, Γ′ in C as equivalent if there is a
complex number such that Γ′ = tΓ. Let us denote the set of equivalence classes of
lattices in C by E.

3. How does the function ℘ behave under this equivalence?

" More
# specifically, what
tω2
happens when the matrix A is changed to say tA = for some t ∈ C∗ ? We
tω1
have
X ′  
1 1 1
℘(z, tA) = 2 + −
z γ∈tΓ
(z − γ)2 γ 2
X ′  !
1 1 1 1
= 2 + −
t z 2 /t2 γ∈Γ (z/t − γ)2 γ 2
1
= 2 ℘(z/t, Γ)).
t
394 10.7 The Canonical Basis

In other words, we have the following homogeneity property:

℘(tz, tA) = t−2 ℘(z, A). (10.22)

The same holds for g2 and g3 as well, viz.,

g2 (tA) = t−4 g2 (A); g3 (tA) = t−6 g3 (A). (10.23)

Therefore, it follows that the points (X, Y ) on the cubic curve EΓ are in 1-1
correspondence with the points on the cubic curve EtΓ under the mapping
 
X Y
(X, Y ) 7→ , . (10.24)
t2 t3

4. Thus, in order to get functions which behave well under this equivalence, we must
cook up certain homogeneous functions of degree zero out of the functions arising
from ℘. For example discriminant g23 − 27g32 of the cubic 4X 3 − g2 X = g3 is
homogeneous function of degree −6 in the variables (ω1 , ω2 ). Therefore the quantity

g23
j=
g23 − 27g32

is a function which depends just on the ratio τ = ω2 /ω1. This is called the j-
function which you may consider as defined on the upper-half plane. It plays a
central role in the theory of elliptic curves. For details see for example [Gu].

Yet another possibility is offered by the functions ej considered in the previous

section. This is the topic for the next section.

However, in order to facilitate such a consideration, it is better to cut down the

number of variables involved in ℘, especially in the GL(2, C) part.

5. As a first step, we observe that the equivalence Γ ∼ tΓ at once allows us to

choose the first basis element to be always equal to 1 as follows: Given any lattice
1
Γ = ω1 Z ⊕ ω2 Z we can consider the lattice Γ′ = ω1
Γ = Z ⊕ τ ′ Z where τ ′ = ω2 /ω1 ,
which is equivalent to Γ. By further changing the sign of τ ′ if necessary, we may
assume that ℑ(τ ′ ) > 0. We conclude that

Theorem 10.7.1 There is a surjective mapping H → E given by τ 7→ [Z ⊕ τ Z].

Ch. 10 Periodic Functions 395

Thus we can ow view ℘ as defined by on C × H via

(z, τ ) 7→ (z, A)

where A is the matrix corresponding to the basis (1, τ ).

6. Having started this game, we would like to cut down the domain of ℘ further, as
much as possible. Let us see how.
We can begin with a good basis {ω1 , ω2 } for Γ = ω1 Z ⊕ ω2 Z. By remark 10.2.1.2,
1
it follows that {1, τ = ω2 /ω1 } is also a good basis for Γ′ = ω1
Γ. As seen before, by
replacing ω2 by −ω2 if necessary, we can assume that ℑ(τ ) > 0. It then follows that
|τ | ≥ 1 and |ℜ(τ )| ≤ 1/2. [For: we have 1 ≤ |τ | ≤ |τ ± 1|. Therefore, if τ2 = x + ıy
we have, 1 ≤ x2 + y 2 ≤ (x ± 1)2 + y 2 which implies |x| ≤ 1/2.] Moreover, if
ℜ(τ ) = −1/2 then we can replace it by τ + 1 and assume that ℜ(τ ) = 1/2. Finally,
if |τ | = 1 and if ℜ(τ ) < 0, we perform one more change of lattice Γ to τ1 Γ. In this,
the first generator is again 1 whereas the second can be chosen to be −1/τ which
will have its real part non negative. To sum up our observation:

Theorem 10.7.2 Every lattice class in C has a representative with a basis {1, τ } where
τ satisfies the following conditions:
(i) 1 ≤ |τ |
(ii) ℑ(τ ) > 0.
1
(iii) 2
< ℜ(τ ) ≤ 12 .
(iv) If |τ | = 1 then ℜ(τ ) ≥ 0.
Moreover such a basis is unique. (See the figure 48.)

Proof: It remains to prove the uniqueness. This just means that if τ, τ ′ are two such
numbers such that [Z ⊕ τ Z] = [Z ⊕ τ ′ Z], then we must show that τ = τ ′ . Let t ∈ C∗
be such that t(Z ⊕ τ Z) = Z ⊕ τ ′ Z. Since in both groups, the least length of a non zero
element is 1, it follows |t| = 1. This then also implies that the lattice Z ⊕ τ Z is simply
rotated about 0 to obtain the lattice Z ⊕ τ ′ Z. Therefore the second generators also have
same modulus, i.e., |τ | = |τ ′ |. Since {t, tτ } and {1, τ ′ } are two basis for tΓ, there exist
a, b, c, d ∈ Z such that ad − bc = ±1 and

tτ = aτ ′ + b; t = cτ ′ + d.

Therefore,
aτ ′ + b
τ= .
cτ ′ + d
396 10.7 The Canonical Basis

Comparing the imaginary parts on either side, it follows, first of all that ad − bc = 1
and then ℑ(τ ) = ℑ(τ ′ ). Combining this with the facts ℜ(τ ) ≥ 0 and |τ | = |τ ′ |, it follows
that τ = τ ′ ♠

∆ ∆

−1 −1/2 0 1/2 1

Fig. 48

Definition 10.7.1 We shall call such a basis given by the above theorem, the canonical
basis for the lattice class [Γ]. The subset of C described by the above theorem will be
called the fundamental region. The portion that lies on the right of y−axis is denoted
by ∆ and the portion on the left is denoted by ∆′ . The fundamental region is actually
¯ ∪ ∆′ . See the Fig. 48.
equal to ∆

A Word of Caution Note that each of ∆, ∆′ are open sets whereas, the fundamental
region is not an open set. We caution you lest the usage ‘fundamental region’ confuse
you.

Remark 10.7.2 Let us re-examine all the steps that we have taken in arriving at a
canonical basis. Starting with a point τ ∈ H we consider the class of the lattice Z ⊕ τ Z.
The basis {1, τ } may not be a good basis. Suppose {ω1 , ω2} is a good basis and
!
a b
M= ∈ GL(2, Z)
c d

is such that M(τ, 1) = (ω2 , ω1 ). This means that

! ! ! !
a b ℜτ ℑτ aℜτ + b aℑτ ℜ(ω2 ) ℑ(ω2 )
= = .
c d 1 0 cℜτ + d cℑτ ℜ(ω1 ) ℑ(ω1 )

This means

aτ + b
τ ′ = ω2 /ω1 = . (10.25)
cτ + d
Ch. 10 Periodic Functions 397

Thus we see that the element τ ′ is got by effecting a Möbius transformation viz.,
aτ + b
τ 7→ , a, b, c, d ∈ Z.
cτ + d
Recall (see Exercises 6,7,8 in section 3.7) that the group of all Möbius transformations
which map H onto itself is given by
aτ + b
τ 7→
cτ + d
with a, b, c, d ∈ R and ad−bc > 0. Amongst them those with a, b, c, d ∈ Z and ad−bc = 1
form a subgroup which we shall call the modular group and denote it by M.
Combining this observation with theorem 10.7.2 we get:

¯ ∪ ∆′ and a unique
Theorem 10.7.3 To every element τ ∈ H , there is a unique τ ′ ∈ ∆
element A ∈ M such that Aτ ′ = τ.

Proof: Given τ ∈ H , we consider the lattice Z ⊕ τ Z = Γ. Let {ω1 , ω2} be a good basis
for Γ such that ℑ(ω2 /ω1 ) > 0. Then as seen before it follows that the two basis are
related via an element M of SL(2, Z). Meanwhile as a Möbius transformation, we have
1
also seen the effect of M on τ, i.e., Mτ = ω2 /ω1 . Now changing the lattice to ω1
Γ with
′
the basis {1, ω2 /ω1 } does not change this ratio. Already we have seen that τ = ω2 /ω1
has the property that |τ ′ | ≥ 1, ℑ(τ ′ ) > 0 and |ℜ(τ ′ )| ≤ 1/2. If ℜ(τ ′ ) !
= −1/2 then we
1 1
are replacing τ ′ by τ ′ + 1 This change of basis is effected by . As a Möbius
0 1
transformation also τ ′ is mapped to τ ′ + 1. Finally if |τ ′ | = 1 and ℜ(τ ′ ) < 0, we replace
1 ′
the lattice by and choose the basis {1, −1/τ ′ }. This change can be effected by the
Γ
τ′ !
0 −1
Möbius transformation z 7→ −1/z corresponding to the matrix . The rest of
1 0
the proof follows from theorem 10.7.2 ♠

¯ ∪ ∆′ is called a fundamental region for the

Remark 10.7.3 This is the reason why ∆
action of M on H . (So, now you can compare your answer to Ex. 8 of section 3.7 with
this.)

10.8 The Modular Function λ

Given any τ with ℑ(τ ) > 0, we can consider the lattice class of Z ⊕ τ Z with the basis
{1, τ }. We can then treat ℘ as a function of (z, τ ).
398 10.8 The Modular Function

Recall that the three roots e1 , e2 , e3 of the cubic (10.11) were defined by
  τ   
1 1+τ
e1 = ℘ , τ , e2 = ℘ , τ , e3 = ℘ ,τ .
2 2 2

In this way, each of ej can be considered as a holomorphic function of the variable τ on

the upper-half plane H . Since ej are distinct, it follows that the function
e3 − e2
λ(τ ) = (10.26)
e1 − e2
is a holomorphic function which never takes the value 0 or 1. We would like to study the
behavior of λ especially with respect to the action of the modular group on H . From
(10.8), we have,
X  
1 1 1
℘(z, τ ) = 2 + 2
− . (10.27)
z (z − m − nτ ) (m + nτ )2
(m,n)6=(0,0)

Therefore,
X  
1 1
e1 (τ ) = ℘(1/2, τ ) = 4 + 1 − .
( 2 − m − nτ )2 (m + nτ )2
(m,n)6=(0,0)

Since the sum is absolutely convergent and each term tn in the summation has the
property that tn (τ̄ ) = tn (τ ), it follows that e1 (τ̄ ) = e1 (τ ).
On the other hand, e1 (−τ ) = e1 (τ ), since the terms in the summation simply get
permuted. Therefore, if τ is purely imaginary, then it follows that

e1 (τ ) = e1 (−τ ) = e1 (τ̄ ) = e1 (τ ).

Therefore e1 takes real values on the positive imaginary axis. The same holds for e2 as
well as e3 . In particular,

Lemma 10.8.1 λ takes real values on the imaginary axis.

Also note that

X 1 1

(e3 − e2 )(τ ) = 1 1 − ;
m,n 
[(m + 2 ) + (n + 2 )τ ]2 [m + (n + 12 )τ ]2
X  (10.28)
1 1
(e1 − e2 )(τ ) = 1 2
− 1 2
.
m,n
[(m + 2
) + nτ ] [m + (n + 2
)τ ]
Ch. 10 Periodic Functions 399

From this it is easy to check that (e3 − e2 )(τ + 2) = (e3 − e2 )(τ ) and (e1 − e2 )(τ + 2) =
(e1 − e2 )(τ ). Therefore,

λ(τ + 2) = λ(τ ). (10.29)

Let us take a minute to see what (10.29) actually means. Let Λ denote the congruence
subgroup of all Möbius transformation A of the form
" # " #
a b 1 0
A= ≡ mod 2.
c d 0 1

Consider the two basis B1 = {1, τ } and B2 = {1, τ ′ } where, τ ′ = Aτ = (aτ + b)/(cτ + d).
From (10.22), we have,

(cτ + d)−2 ℘(1/2, B2) = ℘((cτ + d)/2, (cτ + d)B2 ) = ℘((cτ + d)/2, B1 )
= ℘((2mτ + 2n + 1)/2, B1 ) = ℘(1/2, B1).

Note that the justification for the last step is mτ + n is in the group spanned by B1 .
Similarly, it can be checked that

(cτ + d)−2 ℘(τ ′ /2, B2 ) = ℘(τ /2, B1 ); (cτ + d)−2 ℘((1 + τ ′ )/2, B2 ) = ℘((1 + τ )/2, B1 ).

Therefore each of the ej gets multiplied by (cτ + d)−2 and hence λ remains unchanged.
Thus we have proved:

Lemma 10.8.2 λ(Aτ ) = λ(τ ) for all A ∈ Λ, τ ∈ H .

There is an exact sequence of group homomorphisms

q
(1) / Λ / SL(2, Z) / SL(2; Z/2Z) / (1)

where q is defined by the reduction mod 2 homomorphism Z → Z/2Z. The following six
elements Tj of SL(2, Z)
! ! !
1 0 0 −1 1 −1
T1 = ; T2 = ; T3 = ; (10.30)
0 1 1 0 0 1
! ! !
0 1 1 −1 1 0
T4 = ; T5 = ; T6 = (10.31)
−1 1 1 0 −1 0
400 10.8 The Modular Function

map onto the six elements of SL(2; Z/2Z) under q. All this just means that Mod 2,
the above six elements form a complete list of mutually incongruent elements modulo
the subgroup Λ, in the group SL(2Z). Thus we have the left-coset decomposition of
SL(2, Z) :
6
a
SL(2, Z) = Tj Λ
j=1

Let us put
6
a 6
a
′
V = Tj ∆; V = Tj ∆′ .
j=1 j=1

It follows from theorem 10.7.2 that

a
H = B(V̄ ∪ V ′ ).
B∈Λ

The following familiar picture shows V̄ ∪ V¯ ′ .

Ω− Ω+
∆3 ∆ ∆1

∆2 ∆6
∆5 ∆4

−1 −1/2 0 1/2 1

Fig. 49

The five circular arcs are parts of the five circles |z ± 1/2| = 1/2; |z| = 1; |z ± 1| = 1.
Verify that ∆j := Tj (∆), j = 1, 2, . . . , 6 are as indicated by shaded portions. The set V
is contained in Ω+ ∪ Ω− where

Ω+ = {z ∈ H : |z − 1/2| > 1/2, & 0 < ℜ(z) < 1};

Ω− = {z ∈ H : |z + 1/2| > 1/2, & − 1 < ℜ(z) < 0}.

Observe that V ⊂ Ω+ ∪ Ω− whereas some portions of V ′ are going out of this region.
We can now trade portions of V ′ lying outside Ω+ ∪ Ω− with those inside by simply
Ch. 10 Periodic Functions 401

replacing Tj′ s by an appropriate representative modulo Λ viz., replace Tj respectively by

! ! ! !
1 1 0 −1 1 1 1 0
T1′ = T1 ; T2′ = T2 ; T3′ = ; T4′ = ; T5′ = ; T6′ = .
0 1 1 1 1 0 1 0

It follows easily that

¯ ′ ) = Ω̄+ ∪ Ω̄− .
V̄ ∪ ∪j Tj′ (∆

Therefore, it follows that Λ(Ω̄+ ∪ Ω̄− ) = H . Finally the unwanted boundary parts can
also be traded easily. Thus:

Theorem 10.8.1 For every τ ∈ H , there exists a unique A ∈ Λ and a unique τ ′ ∈

Ω̄+ ∪ Ω− such that Aτ ′ = τ.

Thus the study of the function λ is reduced to the region Ω̄+ ∪ Ω̄− and understanding
the behavior of λ under the Möbius transformations corresponding to Tj′ s. The following
table gives six representative matrices of M/Λ, the corresponding Möbius transforma-
tion, their values on the elements ı, eπı/3 and ∞ and their effect on the Modular function
λ.

T1 T2 T3 T4 T5 T6
! ! ! ! ! !
1 0 0 −1 1 −1 0 1 1 −1 1 0
0 1 1 0 0 1 −1 1 1 0 −1 1
τ − τ1 τ −1 1
1−τ
τ −1
τ
τ
1−τ
1+ı ı−1
ı ı ı−1 2
1+ı 2
πı/3 2πı/3 2πı/3 πı/3
e e e e eπı/3 2πı/3
e
∞ 0 ∞ 0 1 −1
λ(τ ) 1 λ(τ )−1 1
λ(τ ) 1 − λ(τ ) λ(τ )−1 1−λ(τ ) λ(τ ) λ(τ )

Using (10.22) and arguing as in the proof of lemma 10.8.2, it follows that
 
1
λ(T2 (τ )) = λ − = 1 − λ(τ ).
τ
Since replacing τ by τ + 1 does not change ℘ but interchanges e3 and e2 , it follows that
λ(τ )
λ(T3 τ ) = λ(τ − 1) = .
λ(τ ) − 1
Other relations can be deduced from these:
 
1 λ(τ ) 1
λ(T4 τ ) = λ = 1 − λ(τ − 1) = 1 − = .
1−τ λ(τ ) − 1 λ(τ ) − 1
402 10.8 The Modular Function
   
τ −1 1 λ(−1/τ ) 1 − λ(τ ) λ(τ ) − 1
λ(T5 τ ) = λ =λ − +1 = = = .
τ τ λ(−1/τ ) − 1 1 − λ(τ ) − 1 λ(τ )
 
1 λ(τ ) − 1 1
λ(T6 τ ) = λ − =1− = .
T5 τ λ(τ ) λ(τ )
Further, since λ(−τ ) = λ(τ ), we can simply concentrate on Ω̄, and ignore Ω− .
We have already proved that λ maps the positive imaginary axis to the real line.
λ(τ )−1
By the relation λ(τ + 1) = λ(τ − 1) = λ(τ )
, it follows that the line ℜ(τ ) = 1 is also
mapped to the real line. The circular boundary part |z − 1/2| = 1/2 is mapped onto the
line ℜ(τ ) = 1 by T4 . Hence λ sends this boundary part also into the real line.
We claim:

Lemma 10.8.3
(i) λ(τ ) → 0, as ℑ(τ ) → ∞ uniformly with respect to the real part of τ.
(ii) λ(τ ) → 1, as τ → 0 inside Ω
(iii) λ(τ ) → ∞, as τ → 1 inside Ω.
(iv) λ(τ )e−πıτ → 16, as ℑ(τ ) → ∞.

Proof: Recall that (see exercise 8.3.1 from section 8.3):

X ∞
π2 1
2 = .
sin πz −∞
(z − m)2

Now sum the two series (10.28) with respect to m to get

∞ 
X 
2 1 1
e3 − e2 = π 2 π(n − 1 )τ
− 2 1 ;
−∞
cos 2
sin π(n − 2
)τ
∞ 
X 
2 1 1
e1 − e2 = π − .
−∞
2
cos πnτ sin π(n − 12 )τ
2

Note that the convergence is uniform in ℑ(τ ) ≥ δ > 0. Therefore, we can take the limit
term-by-term and conclude that (e3 − e2 ) → 0 and (e1 − e2 ) → π 2 ( contribution from
the term n = 0) as ℑ(τ ) → ∞. This proves (i). To prove (ii) we use the fact that the
Möbius transformation τ 7→ −1/τ maps the region Br (0) ∩ Ω inside ℑ(z) > δ for some
δ > 0. Also, λ(− τ1 ) = 1 − λ(τ ) and hence λ(reıθ ) = 1 − λ(e−ıθ/r ) → 1 as r → 0. To prove
τ
(iii) use the fact that the Möbius transformation τ 7→ 1−τ
maps the region Br (1) ∩ Ω
τ 1
inside ℑ(z) > δ for some δ > 0 and the relation λ( τ −1 ) = λ(τ )
. To prove (iv), we rewrite
e3 − e2 in terms of eπıτ : Since
 
1 1 1 1
2
− 2 = 4e2ız 2ız 2
+
cos z sin z (1 + e ) (1 − e2ız )2
Ch. 10 Periodic Functions 403

∞
X
2
it follows that e3 − e2 = 4π tn , where
n=−∞

 
(2n−1)ıπτ 1 1
tn = e + .
(1 + e(2n−1)ıπτ )2 (1 − e(2n−1)ıπτ )2

Check that for n 6= 0, 1,

lim tn e−πıτ = 0;
ℑ(τ )→∞

whereas for n = 0 and 1, these limits are both equal to 2. Since e1 − e2 → π 2 , anyway
this proves (iv). ♠

Theorem 10.8.2 The modular function λ defines a bijective mapping of Ω onto the
upper-half plane.

Proof: We plan to prove this using the argument principle. Fix w ∈ H . Choose R > 0
such that |w| < R. By lemma 10.8.3, we can choose r > 0 such that for all 0 < ρ ≤ r
λ(Bρ (1) ∩ Ω+ ) ∩ DR = ∅. Since w is not on the real line we can (and will) re-choose r > 0
such that w is outside the two discs |z| ≤ r and |z − 1| ≤ r. We then choose r > s > 0
such that λ maps the region Ds ∩ Ω inside Br (1). Finally we choose δ >> 0 such that
the region ℑ(τ ) > δ is mapped inside Ds .
Let p1 , p2 be the point of intersection of the circle |z − 1/2| = 1/2 with the circles
|z| = s and |z − 1| = r respectively. Fix y0 > δ. Consider the closed curve γ in Ω
consisting of
(i) L1 = [1 + ıy0 , ıy0 ] followed by
(ii) L2 = [ıy0 , ıs], followed by
(iii) L3 , the arc of the circle |z| = s from ıs to p1 followed by
(iv) L4 , the arc of the circle |z − 1/2| = 1/2 from p1 to p2 , followed by
(v) L5 , the arc of the circle |z − 1| = r from p2 to 1 + ır, and finally
(vi) L6 = [1 + ır, 1 + ıy0 ]. (See Fig.49)
404 10.8 The Modular Function

y0
L1

L5
L2 Ω+ L6
λ
H
L4
L3 R
s p1 p2L5 r w
L 6 L1 s L 2 r L3 L4
0 1 0 1

Fig. 49

Let the image of the arcs Lj under λ be denoted by L′j . We then know that
(i) L′1 is some curve completely inside the disc Bs (0);
(ii) L′2 is contained in the line segment [0, 1];
(iii) L′3 is contained in the disc Br (1);
(iv) L′4 is contained in the ray [1, ∞);
(v) L′6 is contained in the ray (−∞, 0].
What happens to L′5 ? Of course L′5 is contained in the upper half plane and its two
end points lie on the real line. By the choice of r, L′5 lies in the complement of the
disc DR . Check that L5 is the image of the segment L = [ı/r, 1 + ı/r] under the Möbius
transformation τ 7→ 1 − 1/τ. From (iv) of lemma 10.8.3, λ(L) is a curve very close to
the circle |z| = 16e−π/r . Since λ(1 − 1/τ ) = 1 − 1/λ(τ ), it follows that L′5 is a curve very
close to the image of the above circle under the transformation τ 7→ 1 − 1/τ which the
circle |z − 1| = eπ/r /16 =: R′ .
From these considerations, it follows that the winding number η(λ(γ); w) is zero if
w is in the lower half plane and 1 if it is in the upper-half plane. (This is where you
may employ lemma 5.6.2 of section 5.5 for a rigorous argument.) From this, we conclude
that λ does not assume any value in the lower half plane and assumes every value in the
upper-half plane exactly once, i.e., λ : Ω+ → H bijective. ♠

Remark 10.8.1
1. By reflection principle, λ maps Ω− onto lower-half-plane. Thus we have λ : Ω̄+ ∪
Ω− → C \ {0, 1} which is bijective on either side of the imaginary axis to either
side of the real axis. It remains to see what happen on the three boundary pieces.

2. We claim that λ is monotone on each boundary piece. For if not, then there would
be a point at which its derivative would vanish. (See Exercise 3.3.5.) But then,
Ch. 10 Periodic Functions 405

we know that the mapping would be n − to − 1 in a neighborhood of that map for

n ≥ 2, which is absurd.

3. Since each of the boundary piece is mapped inside a different component of R \

{0, 1}, we conclude that λ is one-to-one mapping on Ω̄+ . Since the interior of the
region is strictly mapped inside the upper-half plane it follows that λ : Ω̄+ →
H̄ \ {0, 1} is a proper mapping. From this we see that it is also onto.

4. Let us denote by U the interior of Ω̄+ ∪ Ω− . It follows that λ : U → C \ (−∞, 0] ∪

[1, ∞) is biholomorphic.

5. Check that
`
(i) λ−1 (C \ ((−∞, 0] ∪ [1, ∞))) = A∈Λ AU, (a disjoint union);
`
(ii) λ−1 (C \ (−∞, 1]) = A∈Λ A(T4 U);
`
(iii) λ−1 (C \ [0, ∞)) = A∈Λ A(T5 U).
In each case, λ restricted to each component defines a homeomorphism (in fact a
biholomorphic mapping) of the component onto the respective open set in C\{0, 1}.
Thus, in the terminology of definition 10.9.2, we have just proved:

Theorem 10.8.3 The modular function λ : H → C \ {0, 1} is a covering projection.

10.9 Picard Theorems

In this section, our aim is to give a proof of Big Picard theorem using the modular
function as per in the original proof due to Picard. This needs us to construct a holo-
morphic mapping g : Ω → H so that λ ◦ g = f, where f is a given map on Ω with
certain properties, which turns out to be purely a topological problem. Due to the im-
portance of the concept involved, viz., the lifting properties of covering projection, we
shall first of all briefly treat this topic. The actual proof of Picard theorem then comes
out very quickly, with the help of Montel’s theorem and Casorati-Weierstrass’s theorem.
The proof runs similar to the one given in [N] except for the fact that we do not need
Schottky’s theorem. However, we must be apologetic about this, since Picard theorems
indeed belong to a topic where one discusses the values of holomorphic functions such
as Bloch’s and Schottky’s results.

Definition 10.9.1 Let p : E → B be a surjective continuous map of topological spaces.

We say an open subset V of B is evenly covered by p, if p−1 (V ) is a disjoint union of
406 10.9 Picard Theorems

open subsets of E :
a
p−1 (V ) = Ui
i
where, each Ui is mapped homeomorphically onto V by p. If there is a family of open
sets {Uα } in B such that B = ∪α Uα and each Uα is evenly covered by p, then we say
that, p is a covering projection; the space E is called a covering space of B.

Remark 10.9.1
(a) We also say, E is the total space and B is the base space of the covering projection
p.
(b) Every covering projection is a local homeomorphism. (Recall that, p is a local
homeomorphism if ∀ y ∈ E, there exists an open neighborhood U of y such that f |U
is a homeomorphism of U onto an open subset of B). Indeed, E and B share all local
topological properties of each other. For example, B is locally compact (respectively,
locally connected, locally path connected) iff so is E.
(c) Every local homeomorphism is an open map and so is every covering projection. In
general, given a map f : X → Y , and a point y ∈ Y, we call the set f −1 (y), fiber of f
over y.
(d) If f is a local homeomorphism then the fibers of f are discrete, i.e., the subspace
topology on f −1 (y) is discrete. In particular, the fibers of a covering projection are
discrete. This fact is going to play a very important role in what follows.

Example 10.9.1
(a) Any homeomorphism is a covering projection.
(b) A typical example of a covering projection is already familiar to you, viz., exp : R → S1 .
For any fixed θ : 0 ≤ θ < 2π, if we consider U = S1 \ {eıθ }, then (exp)−1 (U) is the union
of disjoint intervals, θ + 2nπ < t < θ + (2n + 2)π. Restricted to any of these intervals,
exp is a homeomorphism. More interesting fact is that the map exp : C → C∗ is also a
covering projection. Verify this.
(c) In a similar way, it is not hard to see that the map z 7→ z n defines a covering projec-
tion of C⋆ onto itself. Here, n is any positive integer, and C⋆ denotes the space of non
zero complex numbers. This map restricted to the subspace S1 of complex numbers of
modulus 1 defines a covering projection of S1 onto itself.

Definition 10.9.2 Let p : E → B be a covering projection and f : Y → B be a

continuous map. By a lift (or a section) of f we mean a continuous map f˜ : Y → E
such that p ◦ f˜ = f.
Ch. 10 Periodic Functions 407

Remark 10.9.2 Observe that, in addition, if p and f are holomorphic mappings then
any lift f˜ of f is holomorphic.

Theorem 10.9.1 Let p : E → B, be a covering projection, Y be any connected space

and f : Y → B be any map. Let g1 and g2 be any two lifts of f , such that, for some
point y ∈ Y , g1 (y) = g2 (y). Then g1 = g2 .

Proof: Let Z = {y ∈ Y : g1 (y) = g2 (y)}. It is given that, Z is nonempty. Thus, if we

show that, Z is open and closed then from the connectivity of Y , it follows that Z = Y,
i.e., g1 = g2 .
Let y ∈ Z and let V be an evenly covered open neighborhood of f (y) in B. Let U be
an open subset of E mapped homeomorphically onto V by p and let g1 (y) = g2 (y) ∈ U.
Choose W , an open neighborhood of y in Y such that, gj (W ) ⊂ U for j = 1, 2. Then,
p ◦ g1 (z) = f (z) = p ◦ g2 (z) ∀ z ∈ W. Since p|U is injective, this implies that, g1 (z) =
g2 (z) ∀ z ∈ W and hence W ⊂ Z. Hence, Z is open.
So, let z be a point in Y such that, g1 (z) 6= g2 (z). Let V be an evenly covered
open neighborhood of p ◦ g1 (z) = p ◦ g2 (z). There exists an open neighborhood Uj of
gj (z) on which p is a homeomorphism and such that, U1 ∩ U2 = ∅. Let W be an open
neighborhood of z such that, gj (W ) ⊆ Uj , j = 1, 2. Then it follows that, W is an open
neighborhood of z not intersecting Z. Hence Z is closed as required. ♠

Theorem 10.9.2 (Path Lifting Property) Let p : E → B be a covering projection.

Then given a path ω : I → E and a point e ∈ E such that, p(e) = ω(0), there exists a
path ω : I → E such that, p ◦ ω = ω and ω(0) = e.

Proof: Let Z = {t ∈ I : ω is defined in [0, t]}. Observe that by the very definition, Z is
a sub-interval of I and contains 0. Let t0 be the least upper bound of Z. It is enough to
show that t0 ∈ Z and t0 = 1.
Let V be an evenly covered open neighborhood of ω(t0 ). For 0 < ǫ < 1 put

Iǫ = [t0 − ǫ, t0 + ǫ] ∩ I.

Choose ǫ so that ω(Iǫ ) ⊂ V. Let Ui be the open neighborhood of ω(t0 − ǫ/2), that is
mapped homeomorphically onto V by p. Then λ = p−1 ◦ ω is a lift of ω on Iǫ . Observe
that λ(t0 − ǫ/2) = ω(t0 − ǫ/2). Therefore, by the uniqueness theorem, λ(t) = ω(t), ∀ t ∈
[t0 − ǫ/2, t0 + ǫ/2]. Therefore the two lifts can be patched up. That is, ω can be extended
to a lift of ω on the interval [0, t0 + ǫ] ∩ I. By the definition of t0 , we must then have
[0, t0 + ǫ] ∩ I = I which means that t0 = 1 and t0 ∈ Z. ♠
408 10.9 Picard Theorems

Theorem 10.9.3 Let p : E → B be a covering projection, H : I ×I → B be a homotopy

of paths, g : I → E be a path such that, p ◦ g(t) = H(t, 0), ∀ t ∈ I. Then there exists a
continuous map G : I × I → E such that G(t, 0) = g(t), t ∈ I and p ◦ G = H.

Proof: By the Path Lifting Property of p as in the above theorem, it follows that there
is a unique function G : I × I → E, such that, p ◦ G = H, G|I × 0 = g and G|t × I is
continuous for all t ∈ I. It remains to prove that, G is continuous as a function on I × I.
As in the proof of proposition 7.3.1 in section 7.3, using Lebesgue covering lemma,
we can subdivide I × I into finitely many squares Ik,l such that H(Ik,l ) is contained in
an evenly covered open subset of B. We shall prove that G|Ik,l is continuous for every
k, l by induction on k.
For k = 1 and for each I1,l , G is continuous on the bottom side Ll . Suppose H(I1,l ) ⊂
V, where V is evenly covered. By unique path lifting it follows that G|L1 = p−1
α ◦ (H|Ll )
where p−1
α is the inverse of p : Vα → V for some α. Therefore, G(L1 ) ⊂ Vα . Once again
by uniqueness of the path lifting, it follows that G|I1,l = p−1
α ◦ (H|I1,l ). In particular,
G|I1,l is continuous. Inductively, if we have proved the continuity of G|Ik−1,l for all l
then this will give us continuity of G on the bottom sides of Ik,l for all l. Then repeating
the above argument, it follows that G|Ik,l are continuous for all l. This completes the
proof of continuity of G. ♠.

Corollary 10.9.1 Let γj , j = 0, 1, be any two path homotopic paths with the same end
points. Suppose γ̃j , j = 0, 1, are their lifts with the same starting point. Then the two
lifts have the same end points.

Proof: Let H be a path homotopy between γ0 and γ1 and let G be a lift of H with
G(t, 0) = γ˜0 . Since H(0, s) = γ0 (0) =: w0 for all s, and H(1, s) = γ0 (1) =: w1 , it follows
that G(0 × I) ⊂ p−1 ⊂ p−1 (w0 ) and G(1 × I) ⊂ p−1 (w1 . Since p−1 (wj ) are discrete
subsets and G(j × I) are connected sets j = 0, 1, it follows that G(0, 0) = G(0, s) =
G(0, 1) and G(1, 0) = G(1, s) = G(1, 1). Now t 7→ G(t, 1) is a lift of γ1 at the point
G(0, 1) = γ̃0 (0) = γ̃1 (0). Therefore, by the uniqueness of the lift, G(t, 1) = γ̃1 (t), for all
t ∈ I. In particular, γ̃1 (1) = G(1, 1) = G(1, 0) = γ̃0 (1). ♠

Theorem 10.9.4 Let Y be a locally path connected and simply connected space and
f : Y → B be any continuous map. Given y0 ∈ Y, w0 ∈ X such that p(w0 ) = f (y0 ) there
is a unique map f˜ : Y → E such that f(y
˜ 0 ) = w0 and p ◦ f˜ = f.
Ch. 10 Periodic Functions 409

Proof: For each point y ∈ Y, choose a path γy in Y joining y0 to y and let γ̃y be
the unique lift of f ◦ γy starting at w0 . Define f˜(y) = γ˜y (1), the end point. Clearly,
p ◦ f˜(y) = f ◦ γy (1) = f (y).
It remains to prove the continuity of f˜. Let y ∈ Y be any point. Choose a path
connected neighbourhood U of y in Y such that f (U) ⊂ V where V is evenly covered.
Suppose f˜(y) ∈ Vα . Then on U we can consider the lift p−1 ◦f of f such that y is mapped
α
to f˜(y). Now for each u ∈ U, choose a path ωu from y to u completely contained in U.
Look at the path γy ∗ωu . The path f (γy ∗ωu ) gets lifted to γ˜y ∗ ω̃u where ω̃u = p−1
α ◦f ◦ωu .
Since Y is simply connected, the two paths γu and γy ∗ ωu are path-homotopic in Y. By
the above theorem, it follows that the end points of their lifts are the same. Therefore
f˜(u) = p−1
α ◦ f (u) on U. This proves the continuity of G. ♠

Corollary 10.9.2 Let Ω be a simply connected domain and f : Ω → C \ {0, 1} be any

holomorphic mapping. Then there exists a holomorphic mapping f˜ : Ω → H such that
λ ◦ f˜ = f where λ is the modular function.

Proof: Recall that λ is a covering projection. By the previous theorem, we have a

continuous f˜ as required. Since λ is a local biholomorphic mapping, holomorphicity
of f˜ follows. Indeed, in the last part of the proof of the above theorem, we obtain
f˜(u) = p−1
α ◦ f (u) on U where p is now λ and f is holomorphic. ♠
We are now ready for Picard’s theorem.

Proposition 10.9.1 Let f : D∗ → C \ {0, 1} be a holomorphic mapping. Then 0 is a

removable singularity or a pole of f.

Theorem 10.9.5 ‘Little’ Picard Theorem Let f : C → C be a non constant holo-

morphic function. Then f assumes all finite values except perhaps one.

Proof: If f has a pole at infinity then we know that f is a (non constant) polynomial
function and hence by Fundamental Theorem of Algebra, it assumes all finite values.
On the other hand, if ∞ is an essential singularity, and if w1 and w2 are not in the
image of f, then we can apply the above proposition to the function µ ◦ f (1/z), where
z−w1
µ(z) = w2 −w1
. ♠.

Remark 10.9.3 Of course, Little Picard’s theorem can also be arrived at by directly
applying Liouville’s theorem to a map f˜ : C → H such that λ ◦ f˜ = f.
410 10.9 Picard Theorems

Theorem 10.9.6 ‘Big’ Picard Theorem Let g : D∗ → C be a holomorphic mapping

with 0 as an essential singularity. Then there exists at most one point w ∈ C such that
in every punctured neighborhood of 0, f assumes all finite values except perhaps w.

Proof: If possible, let w1 , w2 be two distinct points in C and 0 < r < 1 such that
z−w1
f (D∗r ) ⊂ C \ {w1 , w2 }. Consider the Möbius transformation µ(z) = w2 −w1
and put f =
µ ◦ g(rz) and apply the above proposition to arrive at a contradiction. ♠
Proof of the Proposition: We shall assume that 0 is an essential singularity and
arrive at a contradiction. Consider the inverse of the Cayley map χ : D → H ,
1+w
χ−1 (w) =
1−w
which is a biholomorphic mapping. Let λ : H → C \ {0, 1} be the modular function
we have studied in the previous section. Let λ̃ = λ ◦ χ−1 . Then λ̃ : D → C \ {0, 1}
is a covering projection. Let U = λ̃(D1/2 ). Apply Casorati-Weierstrass theorem to the
function
z 7→ f (e−2π z)
to obtain a sequence zn such that |zn+1 | < |zn | < 1, zn → 0 and with the property
f (e−2π zn ) ∈ U. Define gn : D → C \ {0, 1} by

gn (z) = f (zn e2π(ız−1) ).

Choose wn ∈ D1/2 such that λ̃(wn ) = gn (0). Let g̃n : D → D be such that λ̃ ◦ g̃n = gn and
g̃n (0) = wn . By Montel’s theorem 8.10.2 this family is normal. Therefore, by passing
to a subsequence we may assume that g˜n converges uniformly on compact sets to a
holomorphic function g̃ : D → C. Clearly g̃(D) ⊂ D. If g̃ is non constant, then g̃(D)
will be an open subset of C and hence is actually contained in D. If g̃ is a constant,
then this constant will be equal to g̃(0) = limn g˜n (0) = limn wn ∈ D1/2 . Therefore, in
either case, g̃(D) ⊂ D. This implies that gn converges uniformly on compact sets to a
function g = λ̃ ◦ g̃ : D → C \ {0, 1}. Choosing the compact set to be the closed interval
−1/2 ≤ θ ≤ 1/2, it follows that there exists M > 0 such that |gn (θ)| < M for all n
and −1/2 ≤ θ ≤ 1/2. That is |f (zn e2πıθ )| ≤ M for all n and −1/2 ≤ θ ≤ 1/2. By
maximum principle applied to f on the closed annulus |zn+1 | ≤ |z| ≤ |zn |, it follows that
|f (z)| ≤ M in this annulus. Since |zn | → 0 this means f is bounded in D∗r for r = |z1 |.
Hence 0 is a removable singularity. ♠

Remark 10.9.4 It is possible to give a completely self-contained elementary proof of

Montel’s theorem based on Cantor’s diagonal process without bringing in generalities we
Ch. 10 Periodic Functions 411

have discussed in chapter 8. However, contents of Chapter 8 have its own importance
too.) Thus, the only two non trivial results used here are
(i) The modular function λ and
(ii) and the homotopy lifting property of covering projection,
neither of which may be covered in a first course in Complex Analysis.
412 10.9 Picard Theorems