Solutions to Mathematical Analysis

James C. Hateley
Jacob J. Hateley

Janurary 2010
 Solutions to Mathematical Analysis

James C. Hateley
Jacob J. Hateley

c James C Hateley, Jacob J Hateley 2010

Under the terms of the GNU Free Documentation License, Version 1.3

Solutions to Mathematical Analysis

Janurary 2010
James C. Hateley
E-mail: [email protected]
URL Address: http://www.jchateley.com

Jacob J. Hateley
E-mail: [email protected]

Latest version of this document can be found at

http://www.jchateley.com/projects.html

Copyright c 2010 James C. Hateley, Jacob J. Hateley

Permission is granted to copy, distribute and/or modify this document under the terms of
the GNU Free Documentation License, Version 1.3 or any later version published by the Free
Software Foundation; with no Invariant Sections, no Front-Cover Texts, and no Back-Cover
Texts. A copy of the license is included in the section entitled ”GNU Free Documentation
License”.
To Matt for the crazy adventure to Mt. Whitney, and to Mike for COD:WAW.
Contents

1 The Real And Complex Number Systems 1

1.1 Integers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 Rational and Irrational Numbers . . . . . . . . . . . . . . . . . . . . . . 3
1.3 Upper Bounds . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.4 Inequalities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.5 Complex numbers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10

2 Some Basic Notionts of Set Theory 23

3 Elements of Point Set Topology 33

2
3.1 Open and closed sets in R and R . . . . . . . . . . . . . . . . . . . . . . 33
3.2 Open and closed sets in Rn . . . . . . . . . . . . . . . . . . . . . . . . . . 33
3.3 Covering theorems in Rn . . . . . . . . . . . . . . . . . . . . . . . . . . . 33
3.4 Metric spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33
3.5 Compact subsets of a metric space . . . . . . . . . . . . . . . . . . . . . 33
3.6 Miscellaneous properties of the interior and the boundary . . . . . . . . . 33

4 Limits and Continuity 35

4.1 Limits of Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
4.2 Limits of functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
4.3 Continuity of real-valued functions . . . . . . . . . . . . . . . . . . . . . 35
4.4 Continuity in metric spaces . . . . . . . . . . . . . . . . . . . . . . . . . 35
4.5 Connectedness . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
4.6 Uniform continuity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
4.7 Discontinuities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
4.8 Monotonic functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
4.9 Metric spaces and fixed points . . . . . . . . . . . . . . . . . . . . . . . . 35

5 Derivatives 37
5.1 Real-valued functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
5.2 Mean-Value Thoerem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37

iii
iv CONTENTS

5.3 Vector-valued functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37

5.4 Partial derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
5.5 Complex-valued functions . . . . . . . . . . . . . . . . . . . . . . . . . . 37

6 Functions of Bounded Variation and Rectifiable Curves 39

6.1 Functions of bounded variation . . . . . . . . . . . . . . . . . . . . . . . 39
6.2 Curves . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
6.3 Absolutely continuous functions . . . . . . . . . . . . . . . . . . . . . . . 39

7 The Riemann-Stieltjes Integral 41

7.1 Riemann-Stieltjes integrals . . . . . . . . . . . . . . . . . . . . . . . . . . 41
7.2 Riemann integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
7.3 Existence theorems for integrals and differential equations . . . . . . . . 41

8 Infinite Series and Infinite Products 43

8.1 Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43
8.2 Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43
8.3 Double sequences and double series . . . . . . . . . . . . . . . . . . . . . 43
8.4 Cesáro summability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43
8.5 Infinite products . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43

9 Sequences of Functions 45
9.1 Uniform convergence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45
9.2 Mean convergence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45
9.3 Power series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45

10 The Lebesgue Integral 47

10.1 Upper functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
10.2 Improper Riemann integrals . . . . . . . . . . . . . . . . . . . . . . . . . 47
10.3 Lebesgue integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
10.4 Functions defined by integrals . . . . . . . . . . . . . . . . . . . . . . . . 47
10.5 Measurable functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
10.6 Square-integrable functions . . . . . . . . . . . . . . . . . . . . . . . . . . 47

11 Fourier Series and Fourier Integrals 49

11.1 Orthogonal systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
11.2 Trigonometric Fourier series . . . . . . . . . . . . . . . . . . . . . . . . . 49
11.3 Fourier integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
11.4 Laplace transforms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
CONTENTS v

12 Multivariable Differential Calculus 51

12.1 Differentiable functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51
12.2 Mean-Value theorems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51
12.3 Derivatives of higher order and Taylor’s formula . . . . . . . . . . . . . . 51

13 Implicit Functions and Extremum Problems 53

13.1 Jacobians . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53
13.2 Extremum problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53

14 Multiple Riemann Integrals 55

14.1 Multiple integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55
14.2 Jordan content . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55

15 Multiple Lebesgue Integrals 57

16 Cauchy’s Theorem and the Residue Calculus 59

16.1 Complex integration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59
16.2 Taylor expansions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 64
16.3 Laurent expansions, singularities, residues . . . . . . . . . . . . . . . . . 67
16.4 One-to-one analytic functions . . . . . . . . . . . . . . . . . . . . . . . . 72
16.5 Miscellaneous exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73

GNU Free Documentation License 75

1. APPLICABILITY AND DEFINITIONS . . . . . . . . . . . . . . . . . . . . 75
2. VERBATIM COPYING . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77
3. COPYING IN QUANTITY . . . . . . . . . . . . . . . . . . . . . . . . . . . 77
4. MODIFICATIONS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 78
5. COMBINING DOCUMENTS . . . . . . . . . . . . . . . . . . . . . . . . . 80
6. COLLECTIONS OF DOCUMENTS . . . . . . . . . . . . . . . . . . . . . . 81
7. AGGREGATION WITH INDEPENDENT WORKS . . . . . . . . . . . . . 81
8. TRANSLATION . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 81
9. TERMINATION . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 82
10. FUTURE REVISIONS OF THIS LICENSE . . . . . . . . . . . . . . . . . 82
11. RELICENSING . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 83
vi CONTENTS
Index of Symbols
Chapter 1

The Real And Complex Number

Systems

1.1 Integers
Exercise 1.1 Prove that there is no largest prime.

Solution 1.1 If there is a largest prime number then, there are only a finite number of
prime numbers say the set {p1 , p2 , . . . , pn }. Then every number must be divisible by at
least 1 of these primes. In particular
n
Y
pj | pi + 1
i=1

for some pj , but this implies pi divides 1. Which implies pj = 1, which is a contradiction.
Hence there cannot be a largest prime.

Exercise 1.2 If n is a positive integer, prove the algebraic identity.

n−1
X
n n
a − b = (a − b) ak bn−k−1
k=0

Solution 1.2 Consider the right hand side of the above equation
n
X n
X n
X n
X n
X
k n−k−1 k+1 n−k−1 k n−k k n−k
a−b a b = a b − a b = a b − ak bn−k = an − bn
k=0 k=0 k=0 k=1 k=0

Exercise 1.3 If 2n − 1 is a prime, prove that n is prime. A prime of the form 2p − 1,

where p is prime, is called a Mersenne prime.

1
2 CHAPTER 1. THE REAL AND COMPLEX NUMBER SYSTEMS

Solution 1.3 Suppose that n is not a prime, then n = ab, for a > 1 and b > 1. Then
by the above exercise we have

b−1
X
ab a
2 − 1 = (2 − 1) (2a )k
k=0

Which is divisible by 2, hence not prime. Thus n must be prime.

Exercise 1.4 If 2n + 1 is a prime, prove that n is a power of 2. A prime of the form

m
22 + 1 is called a Fermat prime.

Solution 1.4 Suppose that n is not a power of 2. Let n = ab, where a, b > 1 and b is
an odd integer. Then we have 2a + 1 < 2ab + 1. Now using the division algorithm we
have
2b−1
2ab + 1 X
a
= (−1)k xk
2 +1 k=0

which implies that (2a + 1)|(2ab + 1). Which implies that 2ab + 1 is not prime. Hence n
must be a power of 2.

Exercise 1.5 The Fibonacci numbers 1, 1, 2, 3, 5, 8, 13, ... are defined by the recursion
formula xn+1 = xn + xn−1 , with x1 = x2 = 1. Prove that (xn , xn+1 ) = 1 and that
xn = (an −bn )/(a−b), where a and b are the roots of the quadratic equation x2 −x−1 = 0.

Solution 1.5 Let d = (xn , xn+1 ), then since d|xn and d|xn+1 = xn + xn−1 , we have
d|xn−1 . By induction we have d|x2 and d|x1 so d = 1. For the second part consider the
sequence given by the two roots {a, b} of the quadratic equation x2 − x − 1 = 0.

an − b n
fn =
a−b

then f1 = 1 and f2 = 1, furthermore using the relationship that a2 = a + 1, b2 = b + 1

we have the recurrence relation
n
an+1 − bn+1 X
fn+1 = = ak bn−k−1
a−b k=0
n−1
X n−2
X
k n−k−1
= a b + ak bn−k−1
k=0 k=0
n n n−1
a −b a − bn−1
= + = fn + fn−1
a−b a−b

Hence fn = xn for n > 1.

1.2. RATIONAL AND IRRATIONAL NUMBERS 3

Exercise 1.6 Prove that every nonempty set of positive integers contains a smallest
member. This is called the wellordering Principle.

Solution 1.6 Let S be a non empty set of integers and let k ∈ N. Now let s ∈ S and
k = 1, if k=s then the result is trivial. So assume that as k = 1, 2, ...,n, s > k, ∀s ∈ S.
Consider k = m, for some m > n. Now if there is s ∈ S such that s < m, then by
induction as k goes from m to n, we have proved it. If for every s ∈ S, s > m, let m = n
and choose m larger, and again by induction, there is an s ∈ S such that s = k > n.

1.2 Rational and Irrational Numbers

Exercise 1.7 Find the rational number whose decimal expansion is 0.3344444444 . . .

Solution 1.7 Proof: Let x = .334̄, then

 
3 3 4 33 4 1 1
x= + + + ···+ = + 1+ + + ···+
10 100 1000 100 103 10 100
∞  
33 4 X 1 33 4 1
= + = + 1
100 1000 k=0 10k 100 1000 1 − 10
33 4 301
= + =
100 900 900

Exercise 1.8 Prove that the decimal expansion of x will end in zeros (or in nines) if,
and only if, x is a rational number whose denominator is of the form 2n 5m , where m
and n are nonnegative integers.

k
Solution 1.8 (⇐) Suppose that x = 2n 5m
, if n ≥ m we have

k5n−m k5n−m
x= n n =
2 5 10n

So the decimal expansion will end in zeros. If m ≥ n the same trick applies.
(⇒)Suppose that the decimal expansion of x ends in zeros. Then x = a1 a2 . . . an for
some ai between 0 and 9, where an 6= 0. So we have
n n
1 X n−k 1 X n−k
x= n 10 ak = n n 10 ak
10 k=0 2 5 k=0

If the decimal expansion of x ends in nines. Then x = a1 a2 . . . an 9̄ for some ai between

4 CHAPTER 1. THE REAL AND COMPLEX NUMBER SYSTEMS

0 and 9, where an 6= 9. So we have

n n ∞
1 X n−k 9 1 X n−k 9 X 1
x= n 10 ak + n + ···+ = n n 10 ak + n
10 k=0 10 + 1 2 5 k=0 10 + 1 j=0 10j
n n
!
1 X n−k 1 1 X
= n n 10 ak + n = n n 10n−k ak + 1
2 5 k=0 10 2 5 k=0

√ √
Exercise 1.9 Prove that 2 + 3 is irrational.
√ √ √
Solution 1.9 Let x = 3 + 2. Now suppose that x is rational, then x2 = 5 + 2 6
√
is rational, which implies that 6 is rational. Now conisder the roots of the equation
√
f (x) = x2 − 6, clearly 6 is a root. By the integral root test, the only possible rational
√
roots are in the set S = {±1, ±2, ±3 ± 6}. Since 6 ∈ / S, it must be irrational, and since
√ √
the product of two rational numbers must be irrational 2 + 3 must be irrational.
ax + b
Exercise 1.10 If a, b, c, d are rational and if x is irrational, prove that is usually
cx + d
irrational. When do exceptions occur?
ax + b
Solution 1.10 Suppose that α = is rational, then α = pq for some p, q ∈ Z. If
cx + d
q = 0 then ax + b = 0, since b is rational ax is rational, so x must be rational.
If q 6= 0 then we have (pa − qc)x + (pb − qd) = 0. If pa − q 6= 0, then x must be be
rational. So, pa − qc = 0 and pb − qd = 0. It implies that qcb = qad, so ad = bc. This
suggests that α is rational if and only if ad = bc.
To consider the other direction let ad = bc and suppose a = 0, then b = 0 or c = 0. So
b
we have α = 0 if b = 0 or α = if c = 0. So in this case α is rational.
d
bc
If ad = bc and a 6= 0, then d = , hence
a

ax + b ax + b a(ax + b a
α= = bc
= =
cx + d cx + a c(ax + b) c

Hence α is rational. ∴ α is rational if and only if ad = bc.

Exercise 1.11 Given any real x > 0, prove that there is an irrational number between
0 and x.

Solution 1.11 If x ∈ R − Q, Let y = x/a for 1 < a ∈ R, then y ∈ R − Q and 0 < y < x.
√
If x ∈ Q, choose y = x/ a for 1 < a ∈ R, where a is square free, then y ∈ R − Q, then
0 < y < x.
a c a+c
Exercise 1.12 If < with b > 0, d > 0, prove that lies bwtween the two
b d b+d
a c
fractions and .
b d
1.2. RATIONAL AND IRRATIONAL NUMBERS 5

Solution 1.12 Given the above conditions we have ad < cb, now subtracting we have

a a+c a(b + d) − b(a + c) ad − cb ad − ad

− = = < <0
b b+d b(b + d) b(b + d) b(b + d)

and

a+c c d(a + c) − c(b + d) ad − cb ad − ad

− = = < <0
b+d d d(b + d) d(b + d) d(b + d)

So the result is shown.

√
Exercise 1.13 Let a and b be positive integers. Prove that 2 always lies between the
√
two fractions ab and a+2b
a+b
. Which fraction is closer to 2?
√ √
Solution 1.13 Suppose ab < 2, then a < 2b. So we have
√
a + 2b √ 2b − a
− 2= √ a−b≥0
a+b 2−1

Also we have
√ a + 2b √ √
   
a a a + 2b
2− − − 2 = 2 2− +
b a+b b a+b
√
(2 2 − 2)(ab + b2 ) − a2
=
b(a + b)
√
(2 2 − 2)(a √a2 + ( √a2 )2 ) − a2
≥ =0
b(a + b)

a + 2b √ √
Hence is closer to 2. The same proof and results hold for ab > 2
a+b
√ √
Exercise 1.14 Prove that n − 1 + n + 1 is irrational for every integer n ≥ 1.
√ √
Solution 1.14 Let α = n − 1+ n + 1, and suppose that α is rational. Then αᾱ = 2,
√ √
this implies that both n − 1 and n + 1 are rational. So we have n − 1 = k 2 and
n + 1 = h2 , where k and h are positive integers. But then h = 32 , k = 12 ∈
/ N Therefore
∀n ≥ 1, α is irrational.

Exercise 1.15 Given a real x and an integer N > 1, prove that there exist integers h
and k with 0 < k ≤ N such that |kx − h| < 1/N . Hint. Consider the N + 1 numbers
tx − btxc for t = 0, 1, 2, ..., N and show that some pair differs by at most 1/N.

Solution 1.15 Following the hint, let αt = tx − btxc < 1. Then there exists two
numbers αi and αj where i 6= j such that

1 1
|αi − αj | < ⇒ |(i − j)x − bixc − bjxc | <
N N
6 CHAPTER 1. THE REAL AND COMPLEX NUMBER SYSTEMS

So let h = i − j and k = bixc − bjxc, then the result is shown.

Exercise 1.16 If x is irrational prove that there are infinitely many rational numbers
h/k with k > 0 such that |x − h/k| < 1/k 2 .
Solution 1.16 Following the hint in the book. Assume there are only a finite number
given by the set S = {h1 /k1 , . . . , hr /kr } and let δ = min |x − α|. Choose N > 1δ , then
α∈S
we have by the previous exersize.

1 h 1
N< ≤ |x − | <
δ k kN
h
Which is a contradiction, hence there are infinitely many rational numbers k
with k > 0
such that |x − hk | < k12 .
Exercise 1.17 Let x be a positive rational number of the form
n
X ak
x=
k=1
k!

where each ak is nonnegative integer with ak ≤ k − 1 for k ≥ 2 and an > 0. Let bxc
denote the largest integer in x. Prove that a1 = bxc, that ak = bk!xc − kb(k − 1)!xc for
k = 2, . . . , n, and that n is the smallest integer such that n!x is an integer. Conversely,
show that every positive rational number x can be expressed in this form in one and
only one way.
Solution 1.17
$ n
% $ n %
X ak X ak
bxc = a1 + = ba1 c + = a1
k=2
k! k=2
k!
$ n %
X ak
Since < 1. Now for a fixed k
k=2
k!

n n k−1 n
X aj X aj X aj X aj
k!x = k! = k! = k! + k!
j=1
j! j=1
j! j=1
j! j=k
j!

So we have $ %
k−1 n k
X aj X aj X aj
bk!xc = bk!xc = k! + k! = k!
j=1
j! j=k
j! j=1
j!

Now the same applies for kb(k − 1)!xc, so with the same computation above we have

k−1
X aj
kb(k − 1)!xc = k!
j=1
j!
1.3. UPPER BOUNDS 7

Hence
ak = bk!xc − kb(k − 1)!xc, k>1

Now by observation we have n!x ∈ Z, (n − 1)! ∈

/ Z.

1.3 Upper Bounds

Exercise 1.18 Show that the sup and the inf of a set are uniquely determined whenever
they exists.
Solution 1.18 Let ∅ = 6 S ⊂ R , and assume sup(S) = a and sup(S) = b. Suppose that
a > b, now choose  such that

a−b a−b
= ⇒x∈S s.t. b< =a−<x<a
2 2

This implies that b < x, therefore b 6= sup{S}. Same proof goes for b > a, hence the sup
is unique. The proof for the inf follows along the same lines.
Exercise 1.19 Find the sup and inf of each of the following sets of real numbers:
(a) All numbers of the form 2−p + 3−q + 5−r , where p, q, and r take on all
positive integer values.
(b) S = {x : 3x2 − 10x + 3 < 0}
(c) S = {x : (x − a)(x − b)(x − c)(x − d) < 0} , where a < b < c < d.
Solution 1.19 (a) Let S = {2−p + 3−q + 5−r : p, q, r ∈ N }.
Then by obvservation sup(S) = 21 + 12 + 15 and inf(S) = 0.
(b) 3x2 − 10x + 3 = (x − 3)(3x − 1), we have S = ( 13 , 3). Hence inf(S) = 13 , sup(S) = 3
(c) S = (a, b) ∪ (c, d). Thus sup(S) = d and inf(S) = a
Exercise 1.20 Prove the comparison property for suprema
Solution 1.20 Suppose that s ≤ t, for every s ∈ S and t ∈ T . Now for a fixed t0 ∈ T ,
then s ≤ t0 for all s ∈ S. Now by the Completeness axiom we know that sup(S) exists.
Therefore we have sup(S) ≤ t0 ≤ sup(T ).
Exercise 1.21 Let A and B be two sets of positive numbers bounded above, and let
a = sup(A), b = sup(B). Let C be the set of all products of the form xy, where x ∈ A
and y ∈ B. Prove that ab = sup(C).
Solution 1.21 Let  > 0, since a, b > 0 we can choose n large enough such that a− n > 0
and b − n > 0, and n > a + b. So let δ = n , there exists a0 ∈ A and b0 ∈ B such that
a − δ < a0 , b − δ < b0 . Now a − η > 0 and b − η > 0 so we have


ab − δ(a + b − δ) < a0 b0 ⇒ ab − (a + b) < a0 b0 ⇒ ab −  < a0 b0
n
8 CHAPTER 1. THE REAL AND COMPLEX NUMBER SYSTEMS

1.4 Inequalities
Exercise 1.22 Given x > 0, and an integer k ≥ 2. Let a0 denote the largest integer ≤ x
and, assuming that a0 , a1 , . . . , an−1 have been defined, let an denote the largest integer
n
X ak
such that a0 + ≤x
k=1
k2
(a) Prove that 0 ≤ ai ≤ k − 1 for each i = 1, 2, . . .
(b) Let rn = a0 + a1 k −1 + a2k−2 + · · · + an k −n and show that x is the sup of the set of
rational numbers r1 , r2 , . . .

Solution 1.22 (a) Let a0 = bxc, and consider a1 = bkx − ka0 c. Then

a1 a1 1
0 ≤ k(x − a0 ) < k ⇒ 0 ≤ a1 ≤ k − 1 ⇒ a0 + ≤ x ≤ a0 + +
k k k

Continue on we have 0 ≤ ai ≤ k − 1 for each i ∈ N. So

n n
X ai X ai 1
a0 + ≤ x ≤ a0 + +
i=1
ki i=1
ki kn

1
(b) Let n − kn
, then we have

n
X ai
a0 + − n < x ⇒ sup (rn ) = x
i=1
ki n∈N

Exercise 1.23 Prove Lagranges identity for real numbers:

n
!2 n
! n
!
X X X X
ak b k = a2k b2k − (ak bj − aj bk )2
k=1 k=1 k=1 1≤k≤j≤n

Solution 1.23 First consider

n
! n ! n
X X X X X X
2 2 2 2 2 2
ak bk = ak b j + ak b j = a2k b2k + a2k b2j
k=1 k=1 k=j k6=j k=1 k6=j

so ! !
n
X n
X X n
X
a2k b2k − a2k b2j = a2k b2k
k=1 k=1 k6=j k=1

Now !2
n
X n
X n
X
ak b k = a2k b2k + ak b k aj b j
k=1 k=1 k6=j
1.4. INEQUALITIES 9

Plugging in we have

n
!2 n
! n
! n
X X X X X
ak b k = ak bk − a2k b2j + ak b k aj b j
k=1 k=1 k=1 k6=j k6=j
n
! n
! n
X X X X
= a2k b2k +2 ak b k aj b j − a2k b2j + a2j b2k
k=1 k=1 k<j k<j
n
! n
!
X X X
= a2k b2k −2 (ak bj − aj bk )2
k=1 k=1 1≤k<j≤n

Exercise 1.24 Prove that for arbitrary real ak , bk , ck we have

n
!4 n
! n
!2 n
!
X X X X
ak bk ck ≤ a4k b2k c4k
k=1 k=1 k=1 k=1

Solution 1.24 Use Cauchy-Schwarz inequality, we have

n
!4 
n
!2  2
X X
ak b k c k =  ak b k c k 
k=1 k=1

n
!2 n
!2
X X
≤ a2k c2k b2k
k=1 k=1
n
! n
! n
!2
X X X
≤ a4k c4k b2k
k=1 k=1 k=1

Exercise 1.25 Prove Minkowskis inequality:

n
!1/2 n
!1/2 n
!1/2
X X X
(ak + bk )2 ≤ a2k + b2k
k=1 k=1 k=1
10 CHAPTER 1. THE REAL AND COMPLEX NUMBER SYSTEMS

Solution 1.25 Starting with the square of the left hand side
n
X n
X n
X n
X
2
(ak + bk ) = a2k + b2k +2 ak b k
k=1 k=1 k=1 k=1
n n n
!1/2 n
!1/2
X X X X
≤ a2k + b2k + 2 b2k a2k
k=1 k=1 k=1 k=1

n
!1/2 n
!1/2 2
X X
=  a2k + b2k 
k=1 k=1

Taking the positive square root we have our desired result.

Exercise 1.26 If a1 ≤ · · · ≤ an and b1 ≤ · · · ≤ bn , prove that

n
! n
! n
!
X X X
ak bk ≤n b k ak
k=1 k=1 k=1

Solution 1.26 Following the hint we have

X X X
0≤ (ak − aj )(bk − bj ) = ak b k + aj b j − ak b j + aj b k
j≤k j≤k j≤k

Which implies that

X X
ak b k + aj b j ≥ ak b j + aj b k
j≤k j≤k

Now
n
! n
! n
!
X X X X X
ak b j + aj b k ≤ ak bk + ak b k ≤ ak b k + aj b j
j≤k k=1 k=1 k=1 j≤k

and n
X X
ak bk + aj bj = (n + 1) ak b k
j≤k k=1

putting the last two equations together we have the result.

1.5 Complex numbers

Exercise 1.27 Express the following complex numbers in the form a + bı.
(a) (1 + ı)3
(b) (2 + 3ı)/(3 − 4ı)
1.5. COMPLEX NUMBERS 11

(c) ı5 + ı16
(d) 12 (1 + ı)(1 + i−8 )

Solution 1.27 Multipling each one we have

(a) −2 + 2ı
6
(b) − 25 + 17
25
ı
(c) ı + 1
(d) 1 + ı

Exercise 1.28 In each case, determine all real x and y which satisfy the given relation.
(a) x + ıy = |x − ıy|
(b) x + iy = (x − ıy)2
100
X
(c) ik = x + ıy
k=0
p
Solution 1.28 First |x − ıy| = x2 + y 2 ≥ 0, so comparing real and imaginary parts
we have
(a) x ≥ 0, y = 0
(b) Multiplying through we have (x−ıy)2 = x2 −2ıxy −y 2 . This implies that x = x2 −y 2
√
and y = −2xy. So if y = 0, then x = 0 or 1. If y 6= 0, then x = − 21 , and y = ± 23
1 − ı101 1−ı
(c) The sum is given by ds 100 k
P
k=0 i = x + ıy = = = 1, hence x = 1, y = 0.
1−ı 1−ı

Exercise 1.29 If z = x + ıy, x and y real, the complex conjugate of z is the complex
number z̄ = x − ıy. Prove that:
(a) (z1 + z2 ) = z¯1 + z¯2
(b) z1 z2 = z¯1 z¯2
(c) z z̄ = |z|2
(d) z + z̄ = 2<(z)
(e) (z − z̄)/ı = 2=(z)

Solution 1.29 Let zi = xi + ıyi , then (a) − (e) become straight forward computations.
(a) (x1 + ıy1 + x2 + ıy2 ) = x1 − ıy1 + x2 − ıy2 = z¯1 + z¯2
(b) (x1 + ıy1 )(x2 + ıy2 ) = x1 x2 + y1 y2 + ı(y1 x2 + x1 y2 ) = x1 x2 + y1 y2 − ı(y1 x2 + x1 y2 )
= (x1 − ıy1 )(x2 − ıy2 ) = (x1 + ıy1 )(x2 + ıy2 )
(c) z z̄ = (x + ıy)(x − ıy) = x2 + y 2 = |z|2
(d) z + z̄ = 2x = 2<(z)
(e) (z−z̄)
ı
= 2y = 2=(z)

Exercise 1.30 Describe geometrically the set of complex numbers z which satisfies each
of the following conditions:
12 CHAPTER 1. THE REAL AND COMPLEX NUMBER SYSTEMS

(a) |z| = 1
(b) |z| < 1
(c) |z| ≤ 1
(d) z + z̄ = 1
(e) z − z̄ = ı
(f) z + z̄ = |z|2

Solution 1.30 (a) The unit circle centered at zero.

(b) The open unit disk centered at zero.
(c) The closed unit disk centered at zero.
(d) z + z̄ = 2<(z) = 1 implies that x = 12 . The line at <(z) = 21 .
(e) z − z̄ = 2ı=(y) = ı implies that y = 12 . The line at =(z) = 21 .
(f) Letting z = x + ıy, we have the equation 2x = x2 + y 2 → (x − 1)2 + y 2 = 1. The
equation describes a unit circle centered at (1, 0).

Exercise 1.31 Given three complex numbers z1 , z2 , z3 such that |z1 | = |z2 | = |z3 | = 1
and z1 + z2 + z3 = 0. Show that these numbers are vertices of an equilateral triangle
inscribed in the unit circle with center at the origin.

Solution 1.31 Since |z1 | = |z2 | = |z3 | = 1, all zi must lie on the unit circle. The
distance of each leg is given by |zi − zj | for i 6= j. Now zk + zi = −zj so we have

|zi − zj | = |2zi + zk | = |2zk + zi | = |zj − zi | ⇔ |zi | = |zk |

So all legs of the triangle have the same distance. Thus the points form an equilateral
triangle.

Exercise 1.32 If a and b are complex numbers, prove that:

(a) |a − b|2 ≤ (1 + |a|)2 + (1 + |b|)2
(b) If a 6= 0, then |a + b| = |a| + |b| if, and only if, b/a is real and nonnegative.

Solution 1.32 (a)Consider the difference

(1 + |a|)2 + (1 + |b|)2 − |a − b|2 = (1 + aā)(1 + bb̄) − (a − b)(ā − b̄)

= (1 + āb)(1 + ab̄) = |1 + ab|2 ≥ 0

So the result is shown.

(b) (⇒) If |a + b| = |a| + |b|, then |a + b|2 = (|a| + |b|)2 which implies

b āb |ā||b|
<(āb) = |a||b| = |ā||b| ⇒ ab = |ā||b| ⇒ = = ≥0
a āa |a|2
1.5. COMPLEX NUMBERS 13

(⇐) Conversely, Let ab = k, where k ≥ 0. Then we have |a + b| = |a + ka| = (1 + k)|a|

= |a| + k|a| = |a| + |b|.

Exercise 1.33 If a and b are complex numbers, prove that

|a − b| = |1 − āb|

if, and only if, |a| = 1 or |b| = 1. For which a and b is the inequality |a − b| < |1 − āb|
valid?

Solution 1.33

|a − b| = |1 − āb| ⇔ (ā − b̄)(a − b) = (1 − āb)(1 − ab̄)

⇔ |a|2 + |b|2 = 1 + |a|2 |b|2
⇔ (|a|2 − 1)(|b|2 − 1) = 0

So we have equality if and only if |a|2 = 1 or |b|2 = 1. Now

|a − b| < |1 − āb| ⇔ 0 < (|a|2 − 1)(|b|2 − 1)

Hence |a − b| < |1 − āb| if and only if |a|, |b| > 1 or |a|, |b| < 1.

Exercise 1.34 If a and c are real constant, b complex, show that the equation

az z̄ + bz̄ + b̄z + c = 0, (a 6= 0, z = x + iy)

represents a circle in the xy-plane.

Solution 1.34 Consider a circle |z − z0 |2 = r2 with center at z0 ∈ C, and raduis r.

z 2 − z02 = r2 ⇒ (x − x0 )2 + (y − y0 )2 = r2
⇒ x2 − 2xx0 + x20 + y 2 − 2yy0 + y02 ⇒ z z̄ − z¯0 z − z̄z0 + z0 z¯0 = r2

1 1 1 − r2
So let a = |z|2
, b= ,c= and the result is shown.
z0 |z|2
Exercise 1.35 Recall the definition of the inverse tangent: given a real number t,
tan−1 (t) is the unique real number θ which satisfies the two conditions:

π π
− <θ< , tan(θ) = t
2 2

If z = x + iy, show that

(a) arg(z) = tan−1 ( xy ), if x > 0
14 CHAPTER 1. THE REAL AND COMPLEX NUMBER SYSTEMS

(b) arg(z) = tan−1 ( xy ) + π, if x < 0, y ≥ 0

(c) arg(z) = tan−1 ( xy ) − π, if x < 0, y < 0
(d) arg(z) = π2 , if x = 0, y > 0; arg(z) = − π2 , if x = 0, y < 0.
Solution 1.35 (a) arg(z) is the principal argument of z, denoted by θ = arg(z), where
−π < θ ≤ π. It then follows that if x > 0, arg(z) = θ = tan−1 ( xy )
(b) If x < 0, and y ≥ 0 then −π < arg(z) ≤, hence arg(z) = tan−1 ( xy ) + π
(c) If x < 0, and y < 0 then −π < arg(z) ≤, hence arg(z) = tan−1 ( xy ) − π
y
(d) If x = 0 then tan x = ± π2 , and the results should be obvious.
Exercise 1.36 Define the folowing pseudo-ordering of the complex numbers: we say
z1 < z2 if we have either (i) |z1 | < |z2 | or (ii) |z1 | = |z2 | and arg(z1 ) < arg(z2 ). Which
of Axioms 6,7,8,9 are satisfied by this relation?
Solution 1.36 For axiom 6, let zi = ri eı arg(zi ) , if z1 = z2 there is nothing to prove it. If
z1 6= z2 , there are two possibilities; r1 6= r2 , or r1 = r2 and arg(z1 ) 6= arg(z2 ). So axiom
6 holds.
√
For axiom 7 consider z1 = 1 − ı, z2 = −1 − ı, then |z1 | = |z2 | = 2 and arg(z1 ) = − π4 >
− 3π
4
= arg(z2 ). So the axiom does not hold.
For axiom 8, if z1 > 0 and z2 > 0, then |z1 |, |z2 | > 0. Hence, z1 z2 > 0 by |z1 z2 | =
|z1||z2| > 0. So axiom 8 holds.
For axiom 9, if z1 > z2 and z2 > z3 , we have the following two cases to conisder.
Since z1 > z2 , we may have |z1 | > |z + 2| or |z1 | = |z2 | and arg(z1 ) < arg(z2 ) . As
|z1 | > |z2 |, then |z1 | > |z3|. So, z1 > z3 . As |z1 | = |z2 | and arg(z1 ) < arg(z2 ) , we have
arg(z1 ) > arg(z3 ). Hence z1 > z3 , so axiom 9 holds.
Exercise 1.37 Which of Axioms 6,7,8,9 are satisfied if the pseudo-ordering is defined
as follows? We say (x1 , y1 ) < (x2 , y2 ) if we have either (i) x1 < x2 or (ii) x1 = x2 and
y1 < y2 .
Solution 1.37 For axiom 6, if x = (x1 , y1 ) and y = (x2 , y2 ). If x = y, then there is
nothing to prove. So suppose x 6= y, then x1 6= x2 or y1 6= y2 . So in either case we have
x < y or y < x, so axiom 6 holds.
For axiom 7, if x = (x1 , y1 ), y = (x2 , y2 ) and z = (x3 , y3 ) . If x < y, we either have
x1 < x2 or x1 = x2 and y1 < y2 . For the former we have x1 +z1 < y1 +z1 . So x+z < y+z.
For the latter, we have x1 + z1 = y1 + z1 and x2 + z2 < y2 + z2 . So x + z < y + z, hence
axiom 7 holds.
For axiom 8, consider x = (1, 0) and y = (0, 1), then we have x > 0 and y > 0, then
xy = (0, 0) = 0, so axiom 9 does not hold.
For axiom 9, let x, y, z be as above. If x > y and y > z, then we have the following cases
x1 > y1 , or x1 = y1 . For the first we have x1 > x3 , so x > z. For the second we have
x2 > y2 , so x > z. Hence axiom 9 holds.
1.5. COMPLEX NUMBERS 15
 
z1
Exercise 1.38 State and prove a theorem analogous to theorem 1.48, expressing arg z2
in terms of arg(z1 ) and arg(z2 ).

Solution 1.38 Let z1 = r1 eıθ1 and z2 = r2 eıθ2 , where θi = arg(zi ), then

z1 r1
= eθ1 −θ2
z2 r2

So we have arg( zz21 ) = arg(z1 ) − arg(z2 ) + 2πk, where k is given by




 −1 − 2π < arg(z1 ) − arg(z2 ) ≤ −π

k= 0 − π < arg(z1 ) − arg(z2 ) ≤ π


1 π < arg(z ) − arg(z ) < 2π

1 2

So the result is shown.

Exercise 1.39 State and prove a theorem analogous to Theorem 1.54, expressing log( zz21 )
in terms of log(z1 ) and log(z2 ).

Solution 1.39 Writing z1 and z2 in their polar form we have

z1 r1
= eθ1 −θ2
z2 r2

where θi = arg zi , so
   
z1 z1 z1
log = log + ı arg
z2 z2 z2
= log |z1 | − log |z2 | + ı(arg(z1 ) − arg(z2 ) + 2πk)
= log(z1 ) − log(z2 ) + +ı2πk

where k is given in exersize 1.38.

Exercise 1.40 Prove that the nth roots of 1 (also called the nth roots of unity) are given
by α, α2 , . . . , αn , where α = e2πı/n , and show that the roots 6= 1 satisfy the equation

1 + x + x2 + ... + xn−1 = 0.

Solution 1.40 Since xn = 1 ⇒ xn − 1 = 0, hence

xn − 1 = 0 ⇒ (x − 1)(1 + x + x2 + ... + xn−1 ) = 0

which implies that (1 + x + x2 + ... + xn−1 ) = 0 if x 6= 1.

16 CHAPTER 1. THE REAL AND COMPLEX NUMBER SYSTEMS

Exercise 1.41 Prove the following (a) |z ı | < eπ for all complex z 6= 0.
(b) There is no constant M > 0 such that | cos(z)| < M for all complex z.

Solution 1.41 (a) z i = eı log(z) = e− arg(z)+ı log |z| ⇒ |z ı | = e− arg(z) < eπ

(b) Let z = x + ıy where x, y ∈ R, then we have

cos(z) = cos(x) cosh(y) − ı sin(x) sinh(y) ⇒ | cos(x) cosh(y)| ≤ | cos(z)|

ey
If x = 0 then ≤ cosh(y) ≤ | cos(z)|. Now ey is unbounded hence there is no constant
2
M > 0 such that | cos(z)| < M for all complex z.

Exercise 1.42 If w = u + iv (u, v real), show that

z w = eu log |z|−v arg(z) eı(v log |z|+u arg(z))

Solution 1.42 z w = ew log(z) , so by a direct computation we have

w log(z) = (u + ıv)(log |z| + ı arg(z)) = (u log |z| − v arg(z)) + ı(v log |z| + u arg(z))

exponentiating the above gives us the result.

Exercise 1.43 Prove the following: (a) log(z w ) = w log(z) + 2πın

(b) (z w )α = z wα e2πınα , where n is an integer.
w)
Solution 1.43 (a) Consider z w = elog(z = ew log(z) , which implies that

log(z w ) = log(ew log(z) ) = w log(z) + 2πın

(b) By part (a) we have

w)
(z w )α = eα log(z = ew log(z)+2πın = eαw log(z) e2πınα =w αe2πınα

Exercise 1.44 (i) If θ and a are real numbers, −π < θ ≤ π, prove that

(cos(θ) + ı sin(θ))a = cos(aθ) + ı sin(aθ)

(ii) Show that, in general, the restriction −π < θ ≤ π is necessary in (i) by taking
θ = −π, a = 12
1.5. COMPLEX NUMBERS 17

(iii) If a is an integer, show that the formula in (i) holds without any restriction on θ.
In this case it is known as DeMorvres theorem.

Solution 1.44 For (i) let cos(θ) + ı sin(θ) = z then

ıθ |+ı arg(eıθ )
z a = ea log(z) = ea log |e = eıaθ = cos(aθ) + ı sin(aθ)

For (ii), let θ = −π, a = 12 , then we have

1 1 π −π −π
(−1) 2 = e 2 log(−1) = e 2 ı = ı 6= −ı = cos( ) + ı sin( )
2 2

For (iii) if a ∈ Z, then (eıθ )a = eıθa = cos(aθ) + ı sin(aθ)

Exercise 1.45 Use DeMorvres theorem (Exercise 1.44) to derive the triginometric iden-
tities

sin(3θ) = 3 cos2 (θ) sin(θ) − sin3 (θ)

cos(3θ) = cos3 (θ) − 3 cos(θ) sin2 (θ)

Solution 1.45 Let θ ∈ R, then (cos(θ) + ı sin(θ))3 = cos(3θ) + ı sin(3θ). By expanding

the left hand side using the binomial theorem we have

cos3 (θ) − 3 cos(θ) sin2 (θ) + ı 3 cos2 (θ) sin(θ) − sin3 (θ) = cos(3θ) + ı sin(3θ)

Thus the result is shown for θ ∈ R. For θ ∈ C we have

eıθ − e−ıθ eıθ + e−ıθ

sin(θ) = , cos(θ) =
2ı 2

Using the above we have

3 cos2 (θ) sin(θ) − sin3 (θ)

2  ıθ 3
e + e−ıθ e − e−ıθ e − e−ıθ
 ıθ   ıθ
= 3 −
2 2ı 2ı
1
3(e2θı + e−2θı + 2)(eθı − e−θı ) + e3θı − 3eθı + 3e−θı − e−3θı


=
8ı
1 3θı
e − e−3θı


=
2ı
= sin(3θ)

The proof for cos(3θ) is done in the same fashion.

18 CHAPTER 1. THE REAL AND COMPLEX NUMBER SYSTEMS

Exercise 1.46 Define tan(z) = sin(z)/ cos(z) and show that for z = x + ıy, we have

sin(2x) + ı sinh(2y)
tan(z) =
cos(2x) + cosh(2y)

Solution 1.46 straight forward, but lenghty, computation using

sin(x + ıy) = sin(x) cosh(y) + ı cos(x) sinh(y)

cos(x + ıy) = cos(x) cosh(y) − ı sin(x) sinh(y)

and trigonometric idenities, so the proof is omitted.

Exercise 1.47 Let w be a given complex number. If w 6= 1, show that there exists two
values of z = x + ıy satisfying the conditions cos(z) = w and −π < x ≤ π. Find these
values when w = ı and when w = 2.

Solution 1.47 Let eız = u, and writing cos(z) in exponential form we have

u − u−1 u2 − 1
cos(z) = = =w ⇒ u2 − 2wu + 1 = 0
2 2u

After adding and subtracting w2 and factoring we have

(u − w)2 − w2 + 1 = 0 ⇒ (u − w)2 = w2 − 1 6= 0, w 6= ±1

Solving for u we have

1 arg(w2 − 1)
u = w ± |w2 − 1| 2 eıθ , θ=
2

thus there exists two values of z, given above such that −π < z ≤ π and cos(z) = w.
for w = ı, we have by direct computation
√ √ √ √
ız = log |(1 ± 2)ı| + ı arg(1 ± 2ı) ⇒ z = arg(1 ± 2ı) − ı log |(1 ± 2)ı|

For w = 2, we have
√ √ √ √
ız = log |(2 ± 3)| + ı arg(2 ± 3ı) ⇒ z = arg(2 ± 3ı) − ı log |(2 ± 3)|
1.5. COMPLEX NUMBERS 19

Exercise 1.48 Prove Lagranges identity for complex numbers:

n 2 n n
X X X X
2
ak b k = |ak | |bk |2 + |ak b̄j − āj bk |2
k=1 k=1 k=1 1≤k<j≤n

Use this to deduce a Cauchy-Schwarz ineqality for complex numbers.

Solution 1.48 First consider

n
! n ! n
X X X X X X
|ak |2 |bk |2 = |ak |2 |bj |2 + |ak |2 |bj |2 = |ak |2 |bk |2 + |ak |2 |bj |2
k=1 k=1 k=j k6=j k=1 k6=j

so ! !
n
X n
X X n
X
|ak |2 |bk |2 − |ak |2 |bj |2 = |ak |2 |bk |2
k=1 k=1 k6=j k=1

Now !2
n
X n
X n
X
2 2
|ak bk | = |ak | |bk | + |ak bk āj b̄j |
k=1 k=1 k6=j

So by plugging in we have

n
!2 n
! n
! n
X X X X X
2 2
|ak bk | = |ak | |bk | − |ak | |bj | + |ak bk āj b̄j |
k=1 k=1 k=1 k6=j k6=j
n
! n
! n
X X X X
2 2
= |ak | |bk | +2 |ak bk āj b̄j | − |ak |2 |bj |2 + |aj |2 |bk |2
k=1 k=1 k<j k<j
n
! n
!
X X X
= |ak |2 |bk |2 −2 (|ak b̄j − āj bk )2
k=1 k=1 1≤k<j≤n

This directly implies the Cauchy-Schwarz ineqality for complex numbers, that is

n
!2 n
! n
!
X X X
|ak b̄k | ≤ |ak |2 |bk |2
k=1 k=1 k=1

where equality holds if and only if a = λb for some λ ∈ C.

Exercise 1.49 By equating imaginary parts in DeMoivres formula

(a) prove that:
      
n n−1 n n−3 n n−5
sin(nθ) = sin(nθ) cot (θ) − cot (θ) + cot (θ) − + · · ·
1 3 5
20 CHAPTER 1. THE REAL AND COMPLEX NUMBER SYSTEMS

(b) If 0 < θ < π/2, prove that

sin((2m + 1)θ) = sin2m+1 (θ)Pm (cot2 (θ))

where Pm is the polynomial of degree m given by

     
2m + 1 m 2m + 1 m−1 2m + 1 m−2
Pm (x) = x − x + x − +···
1 3 5

(c) Show that the sum of the zeros of Pm is given by

m  
X
2 πk m(2m − 1)
cot =
k=1
2m + 1 3

and the sum of their squares is given by

m
m(2m − 1)(4m2 + 10m − 9)
 
X
4 πk
cot =
k=1
2m + 1 45

Solution 1.49 (a) By direct computation we have

 
bX2 c
n+1

n
sin(nθ) =  sin2k−1 (θ) cosn−2k+1 (θ)
 
k=1
2k − 1
 
bX2 c
n+1

n
= sinn (θ)  cotn−2k+1 (θ)
 
k=1
2k − 1
      
n n−1 n n−3 n n−5
= sin(nθ) cot (θ) − cot (θ) + cot (θ) − + · · ·
1 3 5

(b) By part (a) we have

sin((2m + 1)θ)
m+1   !
X 2m + 1
= sin2m+1 ((2m + 1)θ) (−1)k+1 (cot2 (θ))m−k+1
k=1
2k − 1
= sin2m+1 ((2m + 1)θ)Pm (cot2 (θ))

where Pm (x) is given above. So sin((2m + 1)θ) = 0 if and only if Pm (cot2 θ) = 0. Hence
πk


Pm has zeros at the m distinct points xk = cot2 2m+1 for k = 1, . . . , m.
1.5. COMPLEX NUMBERS 21

For part (c) we know by part (b) that

m m 2m+1


−
 
X X πk m(2m − 1)
xk = cot2 =− 2m+1
3

=
k=1 k=1
2m + 1 1
3

and the sum of their squares is

m m  
X X πk
x2k = cot 4

k=1 k=1
2m + 1
m
!2 m
X X
= xk − xk xj
k=1 k<j
2 2m+1


−

m(2m − 1) 5
= −2 2m+1


3 1
m(2m − 1)(4m2 + 10m − 9)
=
45
22 CHAPTER 1. THE REAL AND COMPLEX NUMBER SYSTEMS

n  
2πık
Y
n
Exercise 1.50 Prove that z − 1 = z−e n for all complex z. Use this to derive
k=1
the formula n  
Y kπ n
sin =
k=1
n 2n−1

Solution 1.50 z n = 1 has exactly n distinct roots and these are the nth roots of unity,
2πık
or e n , where k = 0, . . . , n − 1. So the first equality immediately follows, this implies
that
n−1 n−1
Y 
2πık
X
zk = z−e n
k=0 k=1

Let z = 1 in the above equation, then we have

n−1 n−1
Y    
Y 2πık
 2πk 2πk
n= 1−e n = 1 − cos − ı sin
k=1 k=1
n n
n−1
Y      
2 πk πk πk
= 2 sin − ı2 sin cos
k=1
n n n
n−1        
n−1
Y πk πk πk
= 2 sin sin − ı cos
k=1
n n n
n−1
Y   πk  πık 
n−1
= 2 sin en
k=1
n
n−1
X πık
n−1
Y   πk  k = 1n−1
= 2 sin e n
k=1
n
n−1  
n−1
Y πk
= 2 sin
k=1
n
Chapter 2

Some Basic Notionts of Set Theory

Exercise 2.1 Prove Theorem 2.2

Solution 2.1 (⇐) There is nothing to show.

(⇒) Suppose that (a, b) = (c, d), this means that {{a}, {a, b}} = {{c}, {c, d}}. Which
implies that {a} ∈ {{c}, {c, d}} and {a, b} ∈ {{c}, {c, d}}. So if a 6= c, then {a} = {c, d}
which implies that c ∈ {a} which is a contradiction. Hence, a = c and b = d.

Exercise 2.2 Let S be a relation and let D(S) be its domain. The relation S is said to
be
(i) reflexive if a ∈ D(S) implies (a, a) ∈ S
(ii) symmetric if (a, b) ∈ S implies (b, a) ∈ S
(iii) transitive if (a, b) ∈ S and (b, c) ∈ S implies (a, c) ∈ S
A relation which is symmetric, reflexive, and transitive is called an equivalence relation.
Determine which of these properties is possessed by S, if S is the set off all pairs of real
numbers (x, y) such that
(a) x ≤ y
(b) x < y
(c) < |y|
(d) x2 + y 2 = 1
(e) x2 + y 2 < 0
(f) x2 + x = y 2 + y

Solution 2.2 For (a) Let S = {(x, y) : x ≤ y}, then Dom(S) = R

(i) Since x ≤ x, (x, x) ∈ S
(ii) If (x, y) ∈ S, then x ≤ y, so y ≤ x implies (y, x) ∈ S
(iii) If (x, y) ∈ S and (y, z) ∈ S, then x ≤ y ≤ z which implies x ≤ z, so (x, z) ∈ S
(b) Let S = {(x, y) : x < y}, then Dom(S) = R
(i) x 6< x which implies (x, x) ∈/S

23
24 CHAPTER 2. SOME BASIC NOTIONTS OF SET THEORY

(ii) For any x, y ∈ R and (x, y) ∈ S then x < y, which implies y 6< x, so (y, x) ∈
/S
(iii) If (x, y) ∈ S and (y, z) ∈ S, then x < y < z, so x < z implies (x, z) ∈ S
(c) Let S = {(x, y) : x < |y|}, then Dom(S) = R
(i) 0 6< |0|, which implies (0, 0) ∈
/S
(ii) If b > a > 0 then (−a, b) ∈ S but (b, −a) ∈ /S
(iii) If a > 0 (0, −a) ∈ S and (−a, 0) ∈ S, but (0, 0) ∈
/S
2 2
(d) Let S = {(x, y) : x + y = 1}, then Dom(S) = [−1, 1]
(i) 1 ∈ Dom(S), but 2 = (1, 1) ∈ /S
2 2
(ii) If (x, y) ∈ S, then x + y = 1, so (y, x) ∈ S
(iii) (1, 0) ∈ S and (0, 1)2 ∈ S but (1, 1) ∈
/S
2 2
(e) Let S = {(x, y) : x + y < 1} = ∅, then S automaticly satisfies (i), (ii), (iii)
(f) Let S = {(x, y) : x2 +x = y 2 +y} = {(x, y) : (x−y)(x+y−1) = 0}, then Dom(S) = R
(i) If x ∈ R, then (x, x) ∈ S
(ii) If (x, y) ∈ S, then (y, x) ∈ S
(iii) If (x, y) ∈ S and (y, z) ∈ S, then (x, z) ∈ S

Exercise 2.3 The following functions F and G are defined for all real x by the equations
given. In each case where the composite function G ◦ F can be formed, give the domain
of G ◦ F and a formula (or formulas) for (G ◦ F )(x)
(a) F (x) = 1 − x, G(x) = x2 + 2x.
(b) F (x) = 
x + 5, G(x)  = |x|/x, if x 6= 0, G(0) = 1.
2x, if 0 ≤ x ≤ 1, x 2 , if 0 ≤ x ≤ 1,
(c) F (x) = G(x)
1, otherwise 1, otherwise
Find F (x) if G(x) and G[F (x)] are given as follows:
(d) G(x) = x3 , G[F (x)] = x3 − 3x2 + 3x − 1.
(e) G(x) = 3 + x + x2 , G[F (x)] = x2 − 3x + 5.

Solution 2.3 By direct computation we have (a) G ◦ F (x) = G(F (x)) = G(1 − x) =
(1 − x)2 + 2(1 − x) = x2 − 4x + 3, so Dom(G ◦ F ) = R
(b) G◦F (x) = G(F (x)) = G(x+5) = |x+5| x+5
if x 6= −5, G(−5) = 0, then Dom(G◦F ) = R
(c) G ◦ F (x) = G(F (x)) = 4x2 if x ∈ [0, 1/2], 0 if x ∈ (1/2, 1], 1 if x ∈ R − [0, 1], then
Dom(G ◦ F ) = R
(d) Since (x − 1)3 = x3 − 3x2 + 3x − 1, we have F (x) = 1 − x, G(x) = x3 .
(e) Completing the square we have G ◦ F (x) = (x + 12 )2 + 11
4
, so we have (2F (x) + 1)2 =
(2x − 3)2 , which implies F (x) = x − 2 or 1 − x, and G(x) = x2 + + 11 4
.

Exercise 2.4 Given three functions F , G, H, what restrictions must be placed on their
domains so that the following for composite functions can be defined?

G ◦ F, H ◦ G, H ◦ (G ◦ F ), (H ◦ G) ◦ F.
 25

Solution 2.4 For all compositions we must have Im(F ) ⊂ Dom(G) and Im(G) ⊂
Dom(H).

Exercise 2.5 Prove the following set-theoretic identities for union and intersection:
(a) A ∪ (B ∪ C) = (A ∪ B) ∪ C, A ∩ (B ∩ C) = (A ∩ B) ∩ C.
(b) A ∩ (B ∪ C) = (A ∩ B) ∪ (A ∩ C).
(c) (A ∪ B) ∩ (A ∪ C) = A ∪ (B ∩ C).
(d) (A ∪ B) ∩ (B ∪ C) ∩ (C ∪ A) = (A ∩ B) ∪ (A ∩ C) ∪ (B ∩ C).
(e) A ∩ (B − C) = (A ∩ B) − (A ∩ C).
(f) (A − C) ∩ (B − C) = (A ∩ B) − C.
(g) (A − B) ∪ B = A If, and only if, B ⊆ A.

Solution 2.5 (a) x ∈ A ∪ (B ∪ C) iff x ∈ A or/and x ∈ (B ∪ C) iff x ∈ A or/and x ∈ B

or/and x ∈ C iff x ∈ (A ∪ B) or/and x ∈ C iff x ∈ (A ∪ B) ∪ C
(b) x ∈ A ∩ (B ∪ C) iff x ∈ A or x ∈ (B ∪ C) iff x ∈ A and x ∈ B or x ∈ A and x ∈ B
iff x ∈ A ∩ B or A ∩ C iff x ∈ (A ∩ B) ∪ (A ∩ C)
(c) x ∈ (A ∪ B) ∩ (A ∪ C) iff x ∈ (A ∪ B) and x ∈ (A ∪ C) so if x ∈ A, then
(A ∪ B) ∩ (A ∪ C) ⊂ A ∪ (B ∩ C), if x ∈
/ A, then x ∈ B and x ∈ C, so (A ∪ B) ∩ (A ∪ C) ⊂
A ∪ (B ∩ C). Conversely, x ∈ A ∪ (B ∩ C) iff x ∈ A or x ∈ B and x ∈ C. If x ∈ A then
(A ∪ B) ∩ (A ∪ C) ⊇ A ∪ (B ∩ C). If x ∈ / A, then x ∈ B and x ∈ C. Hence x ∈ A then
(A ∪ B) ∩ (A ∪ C) ⊇ A ∪ (B ∩ C). So the result is shown.
(d) Using the previous parts we have (A ∪ B) ∩ (B ∪ C) ∩ (C ∪ A) = [B ∪ (A ∩ C)] ∩
(C ∪ A) = [(B ∩ A) ∪ (B ∩ C)] ∩ (C ∪ A) = [B ∩ (C ∪ A)] ∪ [(A ∩ C) ∩ (C ∪ A)] =
[(B ∩ C) ∪ (B ∩ A)] ∪ (A ∩ C) = (A ∩ B) ∪ (A ∩ C) ∪ (B ∩ C)
(e) x ∈ A ∩ (B − C) iff x ∈ A and x ∈ B − C iff x ∈ A and x ∈ B and x ∈
/ C iff x ∈ A ∩ B
and x ∈ / A ∩ C iff (A ∩ B) − (A ∩ C)
(f) x ∈ (A − C) ∩ (B − C) iff x ∈ (A − C) and x ∈ (B − C) iff x ∈ A and x ∈ B and
x∈ / C iff x ∈ A ∩ B and x ∈/ C iff x ∈ (A ∩ B) − C
(g) (⇐) Let B ⊆ A, then (A − B) ∪ B = A. (⇒) Suppose that (A − B) ∪ B = A, then
B = [(A − B) ∪ B] ∩ B = A ∩ B, which implies that B = A ∩ B ⊂ A.

Exercise 2.6 Let f : S → T be a function. If A and B are arbitrary subsets of S,

prove that

f (A ∪ B) = f (A) ∪ f (B), f (A ∩ B) ⊆ f (A) ∩ f (B).

generalize to arbitrary unions and intersections

Solution 2.6 Let y ∈ f (A ∩ B), then y = f (a) or y = f (b) where a ∈ A and b ∈ B. So

we have y ∈ f (A) ∪ f (B), which implies f (A ∪ B) ⊂ f (A) ∪ f (B). On the other hand
26 CHAPTER 2. SOME BASIC NOTIONTS OF SET THEORY

y ∈ f (A) ∪ f (B) , then y = f (a) or y = f (b). So we have y ∈ f (A ∪ B), which implies

f (A) ∪ f (B) ⊂ f (A ∪ B). Hence f (A) ∪ f (B) = f (A ∪ B).
For f (A ∩ B) ⊆ f (A) ∩ f (B), let y ∈ f (A ∩ B), then y = f (x) for some x ∈ A ∩ B. So
we have y ∈ f (A) and y ∈ f (B), hence f (A ∩ B) ⊆ f (A) ∩ f (B).

Exercise 2.7 Let f : S → T be a function. If Y ⊆ T , we denote by f −1 (Y ) the largest

subset of S which f maps into Y . that is,

f −1 (Y ) = {x : x ∈ S, f (x) ∈ Y } .

The set f −1 (Y ) is called the inverse image of Y under f . Prove the following arbitrary
subsets of X of S and Y of T .
(a) X ⊆ f −1 [f (X)]
(b) f [f −1 (Y )] ⊆ Y
(c) f −1 [Y1 ∩ Y2 ] = f −1 (Y1 ) ∪ f −1 (Y2 )
(d) f −1 (Y1 ∩ Y2 ) = f −1 (Y1 ) ∩ f −1 (Y2 )
(e) f −1 (T − Y ) = S − f −1 (Y )
(f) Generalize (c) and (d) to arbitrary unions and intersections.

Solution 2.7 (a) Let x ∈ X, then f (x) ∈ f (X). So we have x ∈ f −1 (f (X)). Therefore
X ⊆ f −1 (f (X)).

(b) Let y ∈ f (f −1 (Y )), then there exists x ∈ f −1 (Y ) such that f (x) = y. Since
x ∈ f −1 (Y ), we have f (x) ∈ Y . Hence y ∈ Y so f (f −1 (Y )) ⊆ Y .

(c) Let x ∈ f −1 (Y1 ∩ Y 2), then f (x) ∈ Y1 ∩ Y2 . We have two cases to consider.
(i) If f (x) ∈ Y1 , then x ∈ f −1 (Y1 ). So x ∈ f −1 (Y1 ) ∪ f −1 (Y2 ).
/ Y1 , then f (x) ∈ Y2 which implies x ∈ f −1 (Y2 ) . So x ∈ f −1 (Y1 ) ∪
(ii) If f (x) ∈
f −1(Y2 ). So we have
f −1 (Y1 ∪ Y2 ) ∩ f −1 (Y 1) ∪ f −1 (Y2 )

On the other hand, we have f −1 (Y1 ) ⊆ f −1 (Y1 ∪ Y2 ) and f −1 (Y2 ) ⊆ f −1 (Y1 ∪ Y2 ). This
implies that
f −1 (Y1 ) ∪ f −1 (Y2 ) ⊆ f −1 (Y1 ∪ Y2 )

So the result is shown.

(d) Let x ∈ f −1 (Y1 )∩f −1 (Y2 ), then f (x)2 ∈ Y1 and f( x) ∈ Y2 . So we have f (x) ∈ Y1 ∩Y2 .
Hence x ∈ f −1 (Y1 ∩ Y2 ]. Which implies that

f −1 (Y1 ) ∩ f −1 (Y2 ) ⊂ f −1 (Y1 ∩ Y2 )

 27

Conversely, since f −1 (Y1 ∩ Y2 ] ⊆ f −1 (Y1 ) and f −1 (Y 1 ∩ Y 2) ⊆ f −1 (Y2 ), we have

f −1 (Y1 ∩ Y2 ) ⊆ f −1 (Y1 ) ∩ f −1 (Y2 )

So result is shown.

(e) Let x ∈ f −1 (T − Y ), then f (x) ∈ T − Y . So f (x) ∈ / Y . Now suppose that

−1 −1
x∈/ S − f (Y ), then x ∈ f (Y ), hence f (x) ∈ Y , which is a contradiction. Therefore
x ∈ S − f −1 (Y ). So we have

f −1 (T − Y ) ⊆ S − f −1 (Y )

On the other hand, let x ∈ S − f −1 (Y ), then x ∈

/ f −1 (Y ). This implies that f (x) ∈
/ Y.
So f (x) ∈ T − Y , which implies x ∈ f −1 (T − Y ). So we have

S − f −1 (Y ) ⊆ f −1 (T − Y )

(f) The proofs of (c) and (d) to arbitrary unions and intersections follows along the same
lines as the proof above. The statement of the generalizations are.

f −1 (∪i∈I Ai ) = ∪i∈I f −1 (Ai ) f −1 (∩i∈I Ai ) = ∩i∈I f −1 (Ai )

Exercise 2.8 Refer to Exercise 2.7. Prove that f [f −1 (Y )] = Y for every subset Y of T
if, and only if, T = f (S).

Solution 2.8 (⇒) f (S) ⊆ T. Now consider f −1 (T ) ⊆ S, then we have

f f −1 (T ) ⊆ f (S)


⇒ T ⊆ f (S)

(⇐) For the other implication suppose that f [f −1 (Y )] is a proper subset of Y for some
Y ⊆ T . Then there is a y ∈ Y such that y ∈ / f [f −1 (Y )]. Since Y ⊆ f (S) = T , f (x) = y
for some x ∈ S. This implies that x ∈ f −1 (Y ). So we have f (x) ∈ f [f −1 (Y )] which is
a contradiction. Therefore f [f −1 (Y )] = Y for every subset Y of T .

Exercise 2.9 Let f : S → T be a function. Prove that following statements are equiv-
alent.
(a) f is one-to-one on S.
(b) f (A ∩ B) = f (A) ∩ f (B) for all subsets A, B of S.
(c) f −1 [f (A)] = A for every subset A of S.
(d) For all disjoint subsets A and B of S, the images f (A) and f (B) are disjoint.
28 CHAPTER 2. SOME BASIC NOTIONTS OF SET THEORY

(e) For all subsets A and B of S with B ⊆ A, we have

f (A − B) = f (A) − f (B)

Solution 2.9 (a) ⇒ (b) Suppose that f is 1-1 on S. Then f (A ∩ B) ⊆ f (A)∩f (B) for
all A, B of S. So it suffices to show that f (A)∩f (B) ⊆ f (A ∩ B). Let y ∈ f (A)∩f (B),
then y = f (a) and y = f (b) where a ∈ A and b ∈ B. Since f is 1-1, we have a = b which
implies that y ∈ f (A ∩ B). Therefore f (A) ∩ f (B) ⊆ f (A ∩ B)
(b) ⇒ (c) Suppose that f (A ∩ B) = f (A) ∩ f (B) for all A, B ⊂ S. If A 6= f −1 [f (A)]
for some A of S, then there is an element a ∈ / A and a ∈ f −1 [f (A)]. Consider

∅ = f (A ∩ {a}) = f (A) ∩ f ({a})

Since a ∈ f −1 [f (A)], we have f (a) ∈ f (A) which contradiction to the above. So no

such a exists, which implies f −1 [f (A)] = A for every subset A of S.
(c) ⇒ (d) Suppose that f −1 [f (A)] = A for every A ⊂ S. If A ∩ B = ∅, consider

∅ = A ∩ B = f −1 [f (A)] ∩ f −1 [f (B)]
= f −1 (f (A) ∩ f (B))

which implies that f (A) ∩ f (B) = ∅

(d) ⇒ (e) Suppose that for all disjoint subsets A, B ⊂ S, the image f (A) and f (B) are
disjoint. If B ⊆ A, then since (A − B) ∩ B = ∅, we have

f (A − B) ∩ f (B) = ∅ ⇒ f (A − B) ⊆ f (A) − f (B)

Conversely, we consider if y ∈ f (A) − f (B), then y = f (x), where x ∈ A and x ∈

/ B.
This implies that x ∈ A − B. So we have y = f (x) ∈ f (A − B) which implies

f (A) − f (B) ⊆ f (A − B)

So the result is shown.

(d) ⇒ (a) Suppose that f (A − B) = f (A) − f (B) for all subsets A, B ⊂ S such that
B ⊆ A. If f (a) = f (b), consider A = {a, b} and B = {b} we then have f (A − B) = ∅
which implies that a = b, hence f is 1 − 1.

Exercise 2.10 Prove that if A ∼ B and B ∼ C, then A ∼ C.

 29

Solution 2.10 Since A ∼ B and B ∼ C, then there exists bijection f and g such that

f : A → B, g:B→C

Now g ◦ f : A → C, g ◦ f is bijection which implies that A ∼ C.

Exercise 2.11 If {1, 2, · · · , n} ∼ {1, 2, · · · , m}, prove that m = n.

Solution 2.11 Since {1, 2, ..., n} ∼ {1, 2, ..., m}, there exists a bijection function

f : {1, 2, ..., n} → {1, 2, ..., m}

Since f is 1-1 and onto it follows that n = m.

Exercise 2.12 If S is an infinite set, prove that S contains a countably infinite subset.

Solution 2.12 If S being an an infinite set, choose a1 in S, then S −{a1 } is still infinite.
From this, we have S − {a1 , .., an } is infinite. Then if follows by induction on n that

{an }∞
n=1 ⊆ S

and the set {an } is countably infinite subset.

Exercise 2.13 Prove that every ininite set S contains a proper subset similar to S.

Solution 2.13 Let S = S̃ ∪{xn }∞ ∞

n=1 , where S̃ ∩{xn }n=1 = ∅. Now define f (x) as follows

x, x ∈ S̃
f : S̃ ∪ {xn }∞ ∞
n=1 → S = S̃ ∪ {xn }n=1 , f (x) =
x , x = xi+1
i

Then f is bijective. Therefore every infinite set S contains a proper subset similar to S.

Exercise 2.14 If A is a countable set and B an uncountable set, prove that B − A is

similar to B.

Solution 2.14 Consider the following cases. (i) B ∩ A = ∅, (ii) B ∩ A is a finite set,
(iii) B ∩ A is an infinite set.
For case (i), B − A = B so B − A is similar to B. Case (ii) follows from the previous
exercise. For case (iii) first note that B ∩ A is countable. Let C = B − A then we
haveB = C ∪ (B ∩ A). Now write C = C̃ ∪ D, where D is countably infinite and
30 CHAPTER 2. SOME BASIC NOTIONTS OF SET THEORY

C̃ ∩ D = ∅. So we have
  h i
C ∼ C ∪ (B ∩ A) ⇔ C̃ ∪ D ∼ C̃ ∪ (D ∪ (B ∩ A))
   
0
⇔ C̃ ∪ D ∼ C̃ ∪ D

where D0 = D ∪ (B ∩ A) is countable infinite. So the result is shown.

Exercise 2.15 A real number is called algebraic if it is a root of an algebraic equation

f (x) = 0, where f (x) = a0 + a1 x + · · · + an xn is a polynomial with integer coefficients.
Prove that the set of all polynomials with integer coefficients is countable and deduce
that the set of algebraic numbers is also countable.

Solution 2.15 Given a positive integer N (≥ 2), there are only finitely many equations
with n
X
n+ |ak | = N, where ak ∈ Z (2.0.1)
k=1

Let SN = {f : f (x) = a0 + a1 x + ... + an xn } satisfy the above, then SN is a finite set.

Hence ∪∞n=2 Sn is countable. Now the set of all polynomials with integer coefficients is
a subset of ∪∞
n=2 Sn . So, the set of all polynomials with integer coefficients is countable.
In addition, a polynomial of degree k has at most k roots. Thus the set of algebraic
numbers is also countable.

Exercise 2.16 Let S be a finite set consisting of n elements and let T be the collection
of all subsets of S. Show that T is a finite set and find the number of elements in T .

Solution 2.16 LetS = {x1 , ..., xn }, then T =the collection of all subsets of S. Then T
is a finite set with 2n elements.

Exercise 2.17 Let R denote the set of real numbers and let S denote the set of all
real-valued functions whose domain is R. Show that S and R are not equinumerous.

Solution 2.17 Assume S ∼ R and let f be a one-to-one function such that f (R) = S.
If a ∈ R, let ga = f (a) be the real-valued function in S which correspouds to real
number a. Define h by the equation h (x) = 1 + gx (x) if x ∈ R, then h = f (b) = gb
which implies that h (b) := 1 + gb (b) = gb (b) which is a contradiction. Therefore S and
R are not equinumerous.

Exercise 2.18 Let S be the collection of all sequences whose terms are the integers 0
and 1. Show that S is uncountable.

Solution 2.18 Let E be a countable subset of S, and let E consist of the sequences si
for i ∈ N. Now conisder the following construction. If the nth digit in sn is 1, we let the
 31

nth digit of s be 0, and vice versa. Then the sequence s differes from every member of
E in at least one place; therefore s ∈
/ E. But clearly s ∈ S, so that E is a proper subset
of S. So every countable subset of S is a proper subset of S, thus S is uncountable.

Exercise 2.19 Show that the following sets are countable:

(a) the set of circles in the complex plane having rational radii and centers with
rational coordinates,
(b) any collection of disjoint intervals of positive length

Solution 2.19 (a) Let S be the set of circles in the complex plane having the rational
radii and centers with rational coordinates, then S = {C (xn ; qn ) : xn ∈ Q × Q, qn ∈ Q}.
Thus S is countable.
(b) First consider the collection of intervals centered on rational numbers with rational
lenghts, then this forms a coutable set, call this set S̄. Any such set S such S is any
collection of disjoint intervals of positive length is a subset of S̄. Thus S must be
countable.

Exercise 2.20 Let f be a real-valued function defined for every x in the interval 0 ≤
x ≤ 1. Suppose there is a positive number M having the following property: for every
choice of a finite number of points x1 , x2 , · · · , xn in the interval 0 ≤ x ≤ 1, the sum

|f (x1 ) + · · · + f (xn )| ≤ M

1

Solution 2.20 Let Sn = x ∈ [0, 1] : |f (x)| ≥ n
, then Sn is a finite set by hypothesis
and S = ∪∞
n=1 Sn . Thus S is countable.

Exercise 2.21 Find the fallacy in the following ”proof” that the set of all intervals of
positive length is countable.
Let {x1 , x2 , · · · } denote the countable set of rational numbers and let I be any interval
of positive length. Then I contains infinitely many rational points xn , but among these
there will be one with smallest index n. Define a function F by means of the equation
F (I) = n, If xn is the rational number with smallest index in the interval I. This
function establishes a one-to-one correspondence between the set of all intervals and a
subset of the positive integers. Hence the set of all intervals is countable.

Solution 2.21 F is not a one-to-one correspondence between the set of all intervals
and a subset of the positive integers.

Exercise 2.22 Let S denote the collection of all subsets of a given set T . Let f : S → R
be a real-valued function defined on S. The function f is called additive if f (a ∪ B) =
32 CHAPTER 2. SOME BASIC NOTIONTS OF SET THEORY

f (A) + f (B) whenever A and B are disjoint subsets of T . If f is additive, prove that
for any two subsets A and B we have
f (A ∪ B) = f (A) + f (B − A) and f (A ∪ B) = f (A) + f (B) − f (A ∩ B).

Solution 2.22 Since A ∩ (B − A) = ∅ and A ∪ B = A ∪ (B − A), we have

f (A ∪ B) = f (A ∪ (B − A)) = f (A) + f (B − A) Also, since (B − A) ∩ (A ∩ B) = ∅
and B = (B − A) ∪ (A ∩ B), we have
f (B) = f ((B − A) ∪ (A ∩ B)) = f (B − A) + f (A ∩ B). Which implies f (B − A) =
f (B) − f (A ∩ B). Hence f (A ∪ B) = f (A) + f (B) − f (A ∩ B)

Exercise 2.23 Refer to Exercise 2.22. Assume f is additive and assume also that the
following relations hold for two particular subsets A and B of T :

f (A ∪ B) = f (A0 ) + f (B 0 ) − f (A0 )f (B 0 )
f (A ∩ B) = f (A)f (B), f (A) + f (B) 6= f (T )

where A0 = T − A, B 0 = T − B. Prove that these relations determine f (T ), and compute

the value of f (T )

Solution 2.23 Write f (T ) = f (A) + f (A0 ) = f (B) + f (B 0 ) then

[f (T )]2 = [f (A) + f (A0 )] [f (B) + f (B 0 )]

= f (A) f (B) + f (A) f (B 0 ) + f (A0 ) f (B) + f (A0 ) f (B 0 )
= f (A) f (B) + f (A) [f (T ) − f (B)] + [f (T ) − f (A)] f (B) + f (A0 ) f (B 0 )
= [f (A) + f (B)] f (T ) − f (A) f (B) + f (A0 ) f (B 0 )
= [f (A) + f (B)] f (T ) − f (A) f (B) + f (A0 ) + f (B 0 ) − f (A ∪ B)
= [f (A) + f (B)] f (T ) − f (A) f (B) + [f (T ) − f (A)] + [f (T ) − f (B)]
= − [f (A) + f (B) − f (A ∩ B)]
= [f (A) + f (B) + 2] f (T ) − f (A) f (B) − 2 [f (A) + f (B)] + f (A ∩ B)
= [f (A) + f (B) + 2] f (T ) − 2 [f (A) + f (B)]

Which implies that

[f (T )]2 − [f (A) + f (B) + 2] f (T ) + 2 [f (A) + f (B)] = 0

So x2 − (a + 2) x + 2a = 0 ⇒ (x − a) (x − 2) = 0 where a = f (A) + f (B). Now x = 2

since x 6= a by f (A) + f (B) 6= f (T ). So the result is shown.
Chapter 3

Elements of Point Set Topology

3.1 Open and closed sets in R and R2

Exercise 3.1 Prove that an open interval in R is an open set and that a closed interval
is a closed set.

Solution 3.1 Let (a, b) be an open interval in R, and let x ∈ (a, b). Now let L =
min{x − a, b − x}. Then we have B(x, L2 ) ⊂ (a, b). So x is an interior point of (a, b).
Since x is arbitrary, we have every (a, b)◦ = (a, b). Therefore (a, b) is open in R.
For closed intervals, let [a, b] be a closed interval in R and let x be an adherent point of
[a, b]. Now suppose that x ∈ / [a, b], then either x < a or x > b. (W LOG) suppose x < a
then    
a−x 3x − a x + a
B x, ∩ [a, b] = , ∩ [a, b] = ∅
2 2 2
Therefore x cannot be an adherent point, so we have a condtradiction. So [a, b] must
contain all its adherent points, therefore [a, b] is closed set in R.

3.2 Open and closed sets in Rn

3.3 Covering theorems in Rn

3.4 Metric spaces

3.5 Compact subsets of a metric space

3.6 Miscellaneous properties of the interior and the

boundary

33
34 CHAPTER 3. ELEMENTS OF POINT SET TOPOLOGY
Chapter 4

Limits and Continuity

4.1 Limits of Sequences

4.2 Limits of functions

4.3 Continuity of real-valued functions

4.4 Continuity in metric spaces

4.5 Connectedness

4.6 Uniform continuity

4.7 Discontinuities

4.8 Monotonic functions

4.9 Metric spaces and fixed points

35
36 CHAPTER 4. LIMITS AND CONTINUITY
Chapter 5

Derivatives

5.1 Real-valued functions

5.2 Mean-Value Thoerem

5.3 Vector-valued functions

5.4 Partial derivatives

5.5 Complex-valued functions

37
38 CHAPTER 5. DERIVATIVES
Chapter 6

Functions of Bounded Variation and

Rectifiable Curves

6.1 Functions of bounded variation

6.2 Curves

6.3 Absolutely continuous functions

39
40CHAPTER 6. FUNCTIONS OF BOUNDED VARIATION AND RECTIFIABLE CURVES
Chapter 7

The Riemann-Stieltjes Integral

7.1 Riemann-Stieltjes integrals

7.2 Riemann integrals

7.3 Existence theorems for integrals and differential

equations

41
42 CHAPTER 7. THE RIEMANN-STIELTJES INTEGRAL
Chapter 8

Infinite Series and Infinite Products

8.1 Sequences

8.2 Series

8.3 Double sequences and double series

8.4 Cesáro summability

8.5 Infinite products

43
44 CHAPTER 8. INFINITE SERIES AND INFINITE PRODUCTS
Chapter 9

Sequences of Functions

9.1 Uniform convergence

Exercise 9.1 Assume that fn → f uniformly on S and that each fn is bounded on S.
Prove that {fn } is uniformly bounded on S.

Solution 9.1 Since fn → f uniformly on S, given ε = 1, there exists a positive integer

n0 such that as n ≥ n0 , we have

|fn (x) − f (x)| ≤ 1, ∀x ∈ S

So we have f (x) bounded on S by

|f (x)| ≤ |fn0 (x)| + 1 ≤ M n0 + 1, ∀x ∈ S

where |fn0 (x)| ≤ M n0 for all x ∈ S. Now let

|f1 (x)| ≤ M, . . . , |fn0 −1 (x)| ≤ M (n0 − 1) , ∀x ∈ S

then by the above we have |fn (x)| ≤ 1+|f (x)| ≤ M n0 +2 for all n ≥ n0 . So |fn (x)| ≤ M
for all x ∈ S and for all n, where M = max{M, . . . , M (n0 − 1) , M n0 + 2}.

9.2 Mean convergence

9.3 Power series

45
46 CHAPTER 9. SEQUENCES OF FUNCTIONS
Chapter 10

The Lebesgue Integral

10.1 Upper functions

10.2 Improper Riemann integrals

10.3 Lebesgue integrals

10.4 Functions defined by integrals

10.5 Measurable functions

10.6 Square-integrable functions

47
48 CHAPTER 10. THE LEBESGUE INTEGRAL
Chapter 11

Fourier Series and Fourier Integrals

11.1 Orthogonal systems

11.2 Trigonometric Fourier series

11.3 Fourier integrals

11.4 Laplace transforms

49
50 CHAPTER 11. FOURIER SERIES AND FOURIER INTEGRALS
Chapter 12

Multivariable Differential Calculus

12.1 Differentiable functions

12.2 Mean-Value theorems

12.3 Derivatives of higher order and Taylor’s for-

mula

51
52 CHAPTER 12. MULTIVARIABLE DIFFERENTIAL CALCULUS
Chapter 13

Implicit Functions and Extremum

Problems

13.1 Jacobians

13.2 Extremum problems

53
54 CHAPTER 13. IMPLICIT FUNCTIONS AND EXTREMUM PROBLEMS
Chapter 14

Multiple Riemann Integrals

14.1 Multiple integrals

14.2 Jordan content

55
56 CHAPTER 14. MULTIPLE RIEMANN INTEGRALS
Chapter 15

Multiple Lebesgue Integrals

57
58 CHAPTER 15. MULTIPLE LEBESGUE INTEGRALS
Chapter 16

Cauchy’s Theorem and the Residue

Calculus

16.1 Complex integration

Exercise 16.1 Let γ be a piecewise smooth path with domain [a, b] and graph Γ. As-
R
sume that the integral γ f exists. Let S be an open region containing Γ and let g be a
function such that g 0 (z) exists and equals f (z) for each z on Γ. Prove that
Z Z
f= g 0 = g(B) − g(A), A = γ(a), B = γ(b)
γ γ

In particular, if γ is a circuit, then A = B and the integral is 0.

Solution 16.1 Let γ(t) be a parameterization for γ for t ∈ [a, b]. Since g 0 (z) = f (z) for
all z ∈ Γ we have
Z Z Z b
0
f (z)dz = g (z)dz = g 0 (γ(t))γ 0 (t)dt = g(γ(b)) − g(γ(a)) = g(B) − g(A)
γ γ a

So the result is shown.

Exercise 16.2 Let γ be a positively oriented circular path with center 0 and radius 2.
Verify each of the following by using one of Cauchy’s integral formulas.
R ez
(a) γ dz = 2πı
z
R ez
(b) γ 3 dz = πı
z
R ez π
(c) γ 4 dz =
z 3
R ez
(d) γ dz = 2πıe
z − z1
R e
(e) γ dz = 2πı(e − 1)
z(z − 1)

59
60 CHAPTER 16. CAUCHY’S THEOREM AND THE RESIDUE CALCULUS

R ez
(f) γ
dz = 2πı(e − 2)
z 2 (z − 1)
Z
n! f (z)
Solution 16.2 Using the cauchy integral formula: n+1
= f (n) (z0 ). Be-
2πı γ (z − z0 )
fore doing any of the problems note that 0, 1 ∈ D(0, 2), so all the poles are contained in
the interior of γ. Z
z f (z)
(a) Let f (z) = e , then = f (0)2πı = 2πı
Zγ z − 0
f (z) 2πı
(b) Let f (z) = ez , then 3
= f (0) = πı
Z γ (z − 0) 2!
z f (z) 2πı π
(c) Let f (z) = e , then 4
= f (0) =
Zγ (z −z
0) 3! 3
e
(d) Let f (z) = ez , then dz = f (1)2πı = 2πıe
γ z −1
(e) Let f (z) = ez , then the partial fraction decomposition of the integral is

ez ez ez
Z Z
dz = − dz
γ z(z − 1) γ z−1 z

Hence our integrals are equal to 2πı(f (1) − f (0)) = 2πı(e − 1)

(f) Let f (z) = ez , then the partial fraction decomposition of the integral is

ez ez ez ez
Z Z
dz = − − 2 dz
γ z 2 (z − 1) γ z−1 z z

Hence our integrals are equal to 2πıf (1) − 2πıf (0) − 2πıf (0)) = 2πı(e − 2)

Exercise 16.3 Let f = u + ıv be analytic on a disk B(a; R). If 0 < r < R, prove that
Z 2π
0 1
f (a) = u(a + reıθ )e−ıθ dθ
πr 0

Solution 16.3 Let γ(t) = B(a; R), a parameterization for γ(t) is given by γ(t) = a+reıθ
for θ ∈ [0, 2π] then using Cauchy’s integral formula we know that

2π
f (γ(t))γ 0 (t)
Z Z
0 1 f (z) 1
f (a) = 2
dz = dt
2πı γ (z − a) 2πı 0 (γ(t) − a)2
2π 2
f (a + reıθ )rıeıθ
Z
1
= dt
2πı 0 reıθ
Z 2π
1 f (a + reıθ )
= dt
2rπ 0 eıθ
16.1. COMPLEX INTEGRATION 61

But since f = u + ıv, the above can be written as

2π 2π
u(a + reıθ ) v(a + reıθ )
Z Z
1 ı
dt + dt
2rπ 0 eıθ 2rπ 0 eıθ

and since γ is a circle, then we have |u| = |v|, so the above integral are equal hence
Z 2π
0 1
f (a) = u(a + reıθ )e−ıθ dθ
πr 0

Exercise 16.4 (a) Prove the following stronger version of Liouville’s theorem: If f is
an entire function such that lim |f (z)/z| = 0, then f is a constant.
z→∞
(b) What can you conclude about an entire function which satisfies an inequality of the
form |f (z)| ≤ M |z|k for every complex z, where k > 0?

Solution 16.4 If f is entire, then f is holomorphic on C. Now for every  > 0, there
exists and M such that for all |z| > M , we have |f (z)| ≤ |z|. Keeping this in mind,
let’s do part (b). Suppose that f (z) ≤ z k for some k ∈ N. Let γ = ∂B(0, R) for R large
enough and let l ∈ N now we have

∂ k+l f (0)
Z Z
1 f (z) M 1
k+l
= k+l+1
dz ≤ =0
∂x 2πı γ z 2π γ |z|l+1

Therefore for any l ∈ N, the k + l derivative vanishes. Looking at the power series
representation for f (z), we have that f (z) is a polynomial of at most degree k. This
answers part (b). So in part (a) we know that f (z) = az + b for some a, b ∈ C

f (z) az + b
lim = lim =0 ⇒ a=0
z→∞ z z→∞ z

Therefore f (z) must be constant.

Exercise 16.5 Assume that f is analytic on B(0; R). Let γ denote the positively ori-
ented circle with center at 0 and radius r, where 0 < r < R. If a is inside γ, show
that
Z  
1 1 1
f (a) = f (z) − dz
2πı γ z − a z − r2 /ā

If a = Aeıα , show that this reduces to the formula

2π
(r2 − A2 )f (reıθ )
Z
1
f (a) =
2π 0 r2 − 2rA cos (α − θ) + A2
62 CHAPTER 16. CAUCHY’S THEOREM AND THE RESIDUE CALCULUS

By equating the real parts of this equation we obtain an expression known as Poisson’s
integral formula.

r r2
Solution 16.5 First notice that r < , so the pole lies outside of the region enclosed
|ā| ā
by γ. Hence by cauchy’s integral formula we have
Z   Z Z
1 1 1 1 f (z) 1 f (z)
f (z) − dz = − dz = f (a)
2πı γ z − a z − r2 /ā 2πı γ z − a 2πı γ z − r2 /ā

Let γ = reıθ for θ ∈ [0, 2π]. Plugging in we have

Z  
1 1 1
f (a) = f (z) − dz
2πı γ z − a z − r2 /ā
Z 2π
1 f (reıθ )reıθ A2 f (reıθ )reıθ
= − dz
2π 0 reıθ − Aeıα A2 reıθ − Ar2 eıα
Z 2π
1 f (reıθ )Areı(θ+α) (A2 − r2 )
= − ıθ dz
2π 0 (re − Aeıα )(A2 reıθ − Ar2 eıθ )
Z 2π
1 f (reıθ )(A2 − r2 )
= dz
2π 0 r2 + A2 − Areı(α−θ) − Areı(θ−α)
Z 2π
1 (r2 − A2 )f (reıθ )
= dz
2π 0 r2 − 2rA cos (α − θ) + A2

Exercise 16.6 Assume that f is analytic on the closure of the disk B(0; 1). If |a| < 1,
show that
Z 2π
2 1 1 − zā
(1 − |a| )f (a) = f (z) dz
2π 0 z−a

where γ is the positively oriented unit circle with center at 0. Deduce the inequality
Z 2π
2 1
(1 − |a| )|f (a)| ≤ |f (eıθ )|dθ
2π 0

Solution 16.6 f (z)(1−zā) is holomorphic B(0, 1), so the first equality falls by Cauchy’s
integral formula by plugging in a into f (z)(1 − zā). For the second let γ(θ) = eıθ for
16.1. COMPLEX INTEGRATION 63

θ ∈ [0, 2π]. Then by cauchy’s integral formula we have

Z
1 f (z)
|f (a)| = dz
2π γ z − a
Z 2π
1 f (z)
≤ dzθ
2π 0 z−a
Z 2π
1 f (z)
≤ dzθ
2π 0 1 − |a|2

since 1 − |a|2 < |z − a| for |z| ≤ 1. So the result is shown.

∞
X ∞
X
Exercise 16.7 Let f (z) = n n n
2 z /3 if |z| < 3/2, and let g(z) = (2z)−n if |z| > 21 .
n=0 n=0
Let γ be the positively oriented circular path of radius 1 and center 0, and define h(a)
for |a| =
6 1 as follows:

a2 g(z)
Z  
1 f (z)
h(a) = + 2 dz
2πı γ z − a z − az

Prove that
3


 |a| < 1
− 2a
h(a) = 3 2a 2

 |a| > 1
1 − 2a

Solution 16.7 For the respective domains

3 2z
f (z) = , g(z) =
3 − 2z 2z − 1

First write h(a) into its partial fraction decomposition with respect to the poles that lie
inside B(0, 1).

2a2
Z
1 3
h(a) = + dz
2πı γ (3 − 2z)(z − a) (2z − 1)(z − a)
2a2 4a2
Z
1 3
= + − dz
2πı γ (3 − 2z)(z − a) (2a − 1)(z − a) (2a − 1)(2z − 1)

Using Cauchy’s integral formula, if |a| > 1, then f (z) has no poles in B(0, 1) then we
have Z
1 f (z)
dz = 0
2πı γ z − a
64 CHAPTER 16. CAUCHY’S THEOREM AND THE RESIDUE CALCULUS

and g(z) has a pole at 21 . Looking at the above decomposition we have

4a2 2a2
h(a) = − =
2(2a − 1) (1 − 2a)

Now if |a| < 1, consider the following integral, and the parameterization for γ(t) = eıt .

a2 g(z) a2 g(z)
Z Z
1 1
2
dz = 2
dz
2πı γ z − az 2πı γ z − az
∞
a2 X 1
Z
1
=
2πı γ z 2 − az n=0 2n z n
Z 2π ∞
1 a2 X 1
=
2π 0 eıt − a n=0 2n enıt

Writing the partial fraction decomposition for the partial sums we have

∞
" n
#
2π
a2
Z
1 X 1 X 1
+ − dz
2π 0 eıt − a n=1 (2a)n (eıt − a) k=1 2n an−k+1 ekıt

When integrating each power of ekıt for k > 1 vansishes so we have, by a simple compu-
tation
2π ∞
a2
Z
dz X 1 1
+ − dz
2π 0 e − a n=1 (2a) (e − a) (2a)n z
ıt n ıt

2π ∞
2
a2 2π
Z Z
a dz X 1 1
= + − dz = 0
2π 0 e − a n=1 2π 0 (2a) (e − a) (2a)n z
ıt n ıt

3
Hence h(a) = f (a) = for |a| < 1
3 − 2a

16.2 Taylor expansions

∞
X
Exercise 16.8 Define f on the disk B(0; 1) by the equation f (z) = z n . Find the
n=0
1 1
Taylor expansion of f about the point a = and also about the point a = − . Deter-
2 2
mine the radius of convergence in each case.

1
Solution 16.8 f (z) is a geometric series, centering f (z) at 2
we have

1 1 1 2
f (z) = = = 1 =
1−z 1 − z − 12 + 1
2
1
2
− (z − 2 ) 1 − 2(z − 12 )
16.2. TAYLOR EXPANSIONS 65

So the power series for the above becomes.

∞  n
2 X
n+1 1
f (z) = = 2 z−
1 − 2(z − 12 ) n=0 2

with a raduis of convergence of 12 . Centering f (z) at − 21 we have

1 1 1 2
f (z) = = = 1 =
1−z 1 − z − 12 + 1
2
3
2
− (z + 2 ) 2
3(1 − 3 (z − 21 ))

So the power series for the above becomes.

∞  n+1  n
2 X 2 1
f (z) = 2 1 = z+
3(1 − 3 (z − 2 )) n=0 3 2

with a raduis of convergence of 32 .

∞
X
Exercise 16.9 Assume that f has the Taylor expansion f (z) = an z n , valid in
n=0
B(0; R). Let

p−1
1X
g(z) = f (ze2πık/p )
p k−0

Prove that the Taylor expansion of g consists of every pth term in that of f . that is, if
z ∈ B(0; R) we have
∞
X
g(z) = apn z pn
n=0

Solution 16.9 Let ζ = e2πı/p , then ζ p = 1. Now it suffices to just look at the first p + 1
terms of the taylor expansion of g. Rewriting the expansion we have

∞ p−1
X an n
X
n
g(z) = z e2πık/p
n=0
p k=0

So for n = 0, we have
p−1
a0 X 0 a0
ζ = (p) = a0
p k=0 p

for n = 1, we have
p−1
a1 X k a1 ζ p − 1
 
ζ = =0
p k=0 p ζ −1
66 CHAPTER 16. CAUCHY’S THEOREM AND THE RESIDUE CALCULUS

for n = m where m = 2, . . . , p − 1, we have

p−1
am X k m a1 ζ p − 1
 
(ζ ) = =0
p k=0 p ζ −1

Since km = a mod p is an injective operation. finally for the p + 1 term we have n = p

p−1 p−1
ap X k p a1 X ap
(ζ ) = 1 = (p) = ap
p k=0 p k=0 p

so equality follows by induction on n.

∞
X
Exercise 16.10 Assume that f has the Taylor expansion f (z) = an z n , valid in
n=0
n
X
B(0; R). Let sn (z) = ak z k . If 0 < r < R and if |z| < r, show that
k=0

f (w) wn+1 − z n+1

Z
1
sn (z) = dw
2πı γ wn+1 w−z

where γ is the positively oriented circle with center 0 and radius r.

Solution 16.10 Starting with the right hand side we have

n+1
f (w) wn+1 − z n+1
Z Z
1 1 f (w) X n−k+1 k
dw = w z dw
2πı γ wn+1 w−z 2πı γ wn+1 k=0
Z n+1
X
= f (w) w−k z k dw
γ k=0
n k
X f (0) k
= z
k=0
k!
n
X
= ak z k = sn (z)
k=0

∞
X ∞
X
n
Exercise 16.11 Given the Taylor expansions f (z) = an z and g(z) = bn z n ,
n=0 n=0
valid for |z| ≤ R1 and |z| < R2 , respectively. Prove that if |z| < R1 R2 we have
Z ∞
1 f (w)  z  X
g dw = an b n z n
2πı γ w w n=0

where γ is the positively oriented circle of radius R1 with center at 0.

16.3. LAURENT EXPANSIONS, SINGULARITIES, RESIDUES 67

Solution 16.11 Plugging the Taylor expansion in for g(z), we have

Z Z X ∞
1 f (w)  z  1 bn f (w)
g dw = n+1
dw
2πı γ w w 2πı γ k=n w

Now f (w) is analytic inside γ so integrating term by term we have

∞ ∞
f (n) (0) n
Z X
1 bn f (w) X
n+1
dw = b n z
2πı γ n=0 w n=0
n!

f (n) (0)
Since = an , the result is shown.
n!
∞
X
Exercise 16.12 Assume that f has the Taylor expansion f (z) = an (z − a)n , valid
n=0
in B(a; R).
(a) If 0 ≤ r < R, deduce Parseval’s identity:
Z 2π ∞
1 ıθ 2
X
|f (a + re )| dθ = |an |2 r2n
2π 0 n=0

∞
X
(b) Use (a) to deduce the inequality |an |2 r2n ≤ M (r)2 , where M (r) is the
n=0
maximum of |f | on the circle |z − a| = r.
(c) Use (b) to give another proof of the local maximum modulus principle.
Solution 16.12 Exercise 16.13 Prove Schwarz’s lemma: Let f be analytic on the
disk B(0; 1). Suppose that f (0) = 0 and |f (z)| ≤ 1 if |z| < 1. Then

|f 0 (0)| ≤ 1 and |f (z)| ≤ |z| if |z| < 1

If |f 0 (0)| = 1 or if |f (z0 )| = |z0 | for at least one z0 in B 0 (0; 1), then

f (z) = eıα z, where α is real.

16.3 Laurent expansions, singularities, residues

Exercise 16.14 Let f and g be analytic on an open region S. Let γ be a Jordan
circuit with graph Γ such that both Γ and its inner region lie within S. Suppose that
|g(z)| < |f (z)| for every z on Γ.
(a) Show that

f 0 (z) + g 0 (z) f 0 (z)

Z Z
1 1
dz = dz
2πı γ f (z) + g(z) 2πı γ f (z)
68 CHAPTER 16. CAUCHY’S THEOREM AND THE RESIDUE CALCULUS

(b) Use (a) to prove that f and f + g have the same number for zeros inside Γ
(Rouché’s theorem).

Exercise 16.15 Let p be a polynomial of degree n, say p(z) = a0 + a1 z + · · · + an z n ,

where an 6= 0. Take f (z) = an z n , g(z) = p(z) − f (z) in Rouché’s theorem, and prove
that p has exactly n zeros in C.

Exercise 16.16 Let f be analytic on the closure of the disk B(0; 1) and suppose |f (z)| <
1 if |z| = 1. Show that there is one, and only one, point z0 in B(0; 1) such that f (z0 ) = z0 .

Exercise 16.17 Let pn (z) denote the nth partial sum of the Taylor expansion ez =
∞
X
z n /n!.Using Rouché’s theorem (or otherwise), prove that for every r > 0 there exists
n=0
an N (depending on r) such that n ≥ N implies pn (z) 6= 0 for every z in B(0; r).

Exercise 16.18 If a > e, find the number of zeros of the function f (z) = ez −az n which
lie inside the circle |z| = 1.

Exercise 16.19 Give an example of a function which has all the following properties,
or else explain why there is no such function: f is analytic everywhere in C except for
a pole of order 2 at 0 and simple poles at ı and -ı; f (z) = f (−z) for all z; f (1) = 1; the
function g(z) = f (1/z) has a zero of order 2 at z = 0; and Resz=ı f (z) = 2ı.

Exercise 16.20 Show that each of the following Laurent expansions is valid in the
region indicated:

X zn ∞ ∞
1 X 1
(a) = + if 1 < |z| < 2
(z − 1)(2 − z) n=0 2n+1 n=1 z n
X 1 − 2n−1∞
1
(b) = if |z| > 2
(z − 1)(2 − z) n=2 zn

Exercise 16.21 For each fixed t in C, define Jn (t) to be the coefficient of z n in the
Laurent expansion
∞
X
(z−1/z)t/2
e = Jn (t)z n
n=−∞

Show that for n ≥ 0 we have

Z π
1
Jn (t) = cos(t sin(θ) − nθ)dθ
π 0
16.3. LAURENT EXPANSIONS, SINGULARITIES, RESIDUES 69

and that J−n (t) = (−1)n Jn (t). Deduce the power series expansion

1
∞ (−1)k ( t)n+2k
2
X
Jn (t) = (n ≥ 0)
k=0
k!(n + k)!

The function Jn is called the Bessel function of order n.

Exercise 16.22 Prove Riemann’s theorem: If z0 is an isolated singularity of f and if
|f | is bounded on some deleted neighborhood B 0 (z0 ), then z0 is a removable singularity.

Exercise 16.23 Prove the Casorati-Weierstrass theorem: Assume that z0 is an essential

singularity of f and let c be an arbitrary complex number. Then, for every ε > 0 and
every disk B(z0 ), there exists a point z in B(z0 ) such that |f (z) − c| < ε.
Exercise 16.24 The point at infinity. A function f is said to be analytic at∞ if the
function g defined by the equation g(z) = f (1/z) is analytic at the origin. Similarly,
we say that f has a zero, a pole, a removeable singularity, or an essential singularity at
∞ if g has a zero, a pole, etc., at 0. Liouville’s theorem states that a function which is
analytic everywhere in C* must be a constant. Prove that
(a) f is a polynomial if, and only if, the only singularity of f is in C* is a pole at
∞, in which case the order of the pole is equal to the degree of the polynomial.
(b) f is a rational function if, and only if, f has no singularities in C* other than
poles.
Exercise 16.25 Derive the following ”short cuts” for computing residues”
(a) If a is a first order pole for f , then

Res f (z) = lim (z − a)f (z)

z=a z→a

(b) If a is a pole of order 2 for f , then

Res f (z) = g 0 (a), whereg(z) = (z − a)2 f (z)

z=a

(c) Suppose f and g are both analytic at a, with f (a) 6= 0 and a a first-order zero
for g. Show that

f (z) f (a) f (z) f 0 (a)g 0 (a) − f (a)g 00 (a)

Res = 0 , Res =
z=a g(z) g (a) z=a [g(z)]2 [g 0 (a)]3

(d) If f and g are as in (c), except that a is a second-order zero for g, then

f (z) 6f 0 (a)g 00 (a) − 2f (a)g 000 (a)

Res =
z=a g(z) 3[g 00 (a)]2
70 CHAPTER 16. CAUCHY’S THEOREM AND THE RESIDUE CALCULUS

Exercise 16.26 Compute the residues at the poles of f if

zez
(a) f (z) = 2
z − z1
e
(b) f (z) =
z(z − 1)2
sin(z)
(c) f (z) =
z cos(z)
1
(d) f (z) =
1 − ez
1
(e) f (z) = (where n is a positive integer)
1 − zn
Exercise 16.27 If γ(a; r) denotes the positively oriented circle with center at a and
radius r, show
Z that
3z − 1
(a) dz = 6πı
Z y(0;4) (z + 1)(z − 3)
2z
(b) 2
dz = 4πı
y(0;2) z + 1
z3
Z
(c) 4
dz = 2πı
Zy(0;2) z −z1
e
(d) 2
dz = 2πıe2
y(0;1) (z − 2)
Z 2π
dt 2πa
Exercise 16.28 2
= 2 if 0 < b < a
0 [a + b cos(t)] (a − b2 )3/2
2π
2πa2
Z
cos(2t)dt
Exercise 16.29 = if a2 < 1
0 1 − 2a cos(t) + a2 1 − a2
2π
π(a2 − a − 1)
Z
[1 + cos(3t)]dt
Exercise 16.30 = if 0 < a < 1
0 1 − 2a cos(t) + a2 1−a
Z 2π √
sin2 (t)dt 2π(a − a2 − b2 )
Exercise 16.31 = if 0 < b < a
0 a + b cos(t) b2
Z ∞ √
1 2π 3
Exercise 16.32 2
dx =
−∞ x + x + 1 3
Z ∞ √
x6 3π 2
Exercise 16.33 4 2
dx =
−∞ (1 + x ) 16
Z ∞
x2 π
Exercise 16.34 2 2 2
dx =
0 (x + 4) (x + 9) 200
Z ∞
x π
Exercise 16.35 (a) dx =
0 1+x 5 5 sin(2π
5
)
Z ∞ 2m

x π 2m + 1
(b) 2n
dx = /sin π , m, n integers, 0<m<n
0 1+x 2n 2n
16.3. LAURENT EXPANSIONS, SINGULARITIES, RESIDUES 71

Solution 16.13 sf

Exercise 16.36 Prove that forumula (38) holds if f is the quotient of two polynomials,
say f = P/Q, where the degree of Q exceeds that of P by 2 or more

Exercise 16.37 Prove that formula (38) holds if f (z) = eimz P (z)/Q(z), where m > 0
and P and Q are polynomials such that the degree of Q exceeds that of P by 1 or more.
this makes it possible to evaluate integrals of the form
Z ∞
P (x)
eimx dx
−∞ Q(x)

by the method described in Theorem 16.37

Exercise 16.38 Use the method suggested in Exercise 16.37 to evaluate the following
integrals:
Z ∞
sin(mx) π
(a) 2 + x2 )
dx = 2
(1 − e−am ) if m ≥ 0, a > 0
0
Z ∞ x(a 2a
π −ema/√2
 
cos(mx) ma π
(b) dx = 3 e sin √ + if m > 0, a > 0
0 x 4 + a4 2a 2 4
Exercise 16.39 Let w = e2πı/3 and let γ be a positively oriented circle whose graph
does not pass through 1, w, or w2 . (The numbers 1, w, w2 are the cube roots of 1.)
Prove that the integral
Z
(z + 1)
dz
γ z3 − 1

is equal to 2πı(m + nw)/3, where m and n are integers. Determine the possible values
of m and n and describe how they depend on γ.

Exercise 16.40 Let γ be a positively oriented circle with center 0 and radius < 2π. If
a is complex and n is an integer, let

z n−1 eaz
Z
1
I(n, a) = dz
2πı γ 1 − ez

Prove that
I(0, a) = 12 − a, I(1, a) = −1, and I(n, a) = 0 if n > 1
Calculate I(−n, a) in terms of Bernoulli polynomials when n ≥ 1 (See Exercise 9.38).

Exercise 16.41 this exercise requests some of the details of the proof of Theorem 16.38.
Let
n−1
X
g(z) = eπıa(z+r)2/n , f (z) = g(z)/(e2πız − 1)
r=0
72 CHAPTER 16. CAUCHY’S THEOREM AND THE RESIDUE CALCULUS

where a and n are positive integers with na even. Prove that:

(a) g(z + 1) − g(z) = eπıaz /n (e2πız − 1) a−1
2 P 2πımz
m=0 e
(b) Resz=0 f (z) = g(0)/(2πı)
√ √
(c) The real part of ı(t + Reπı/4 + r)2 is −( 2tR + R2 + 2rR)

16.4 One-to-one analytic functions

Exercise 16.42 Let S be an open subset of C and assume that f is analytic and one-
to-one on S. Prove that
(a) f 0 (z) 6= 0 for each z in S. (Hence f is conformal at each point of S.)
(b) If g is the inverse of f , then g is analytic on f (S) and g 0 (w) = 1/f 0 (g(w)) if
w ∈ f (S)

Exercise 16.43 Let f : C → C be analytic and one-to-one on C. Prove that f (z) =

az + b, where a 6= 0. What can you conclude if f is one-to-one on C* and analytic on
C* except possibly for a finite number of poles?

Exercise 16.44 If f and g are Möbius transformations, show that the composition of
f ◦ g is also a Möbius transformation.

Exercise 16.45 Describe geometrically what happens to a point z when it is carried

into f (z) by the following special Möbius transformations
(a) f (z) = z + b (Translation)
(b) f (z) = az, where a > 0 (Stretching or contraction)
ıα
(c) f (z) = e z, where α is real (Rotation)
(d) f (z) = 1/z (Inversion)

Exercise 16.46 if c 6= 0, we have

az + b a bc − ad
= +
cz + d c c(cz + d)

Hence every Möbius transformation can be expressed as a composition of the special

cases described in Exercise 16.45. Use this fact to show that Möbius transformations
carry circles into circles (where straight lines are considered as special cases of circles).

Exercise 16.47 (a) Show that all Möbius transformations which map the upper half-
plane T = x + ıy : y ≥ 0 onto the closure of the disk B(0; 1) can be expressed in the
form f (z) = eıα (z − a)/(a − ā), where α is real and α ∈ T .
(b) show that a and α can always be chosen to map any three given points of the real
axis onto any three given points on the unit circle.
16.5. MISCELLANEOUS EXERCISES 73

Exercise 16.48 find all Möbius transformations which map the right half-plane

S = {x + ıy : x ≥ 0}

onto the closure of B(0; 1)

Exercise 16.49 Find all Möbius transformations which map the closure of B(0; 1) onto
itself.

Exercise 16.50 The fixed points of a Möbius transformation

az + b
f (z) = (ad − bc 6= 0)
cz + d

are those points z for which f (z) = z. Let D = (d − a)2 + 4bc

(a) Determine all fixed points when c = 0
(b) If c 6= 0 and d = 0, prove that f has exactly 2 fixed points z1 and z2 (both
finite) and that they satisfy the equation

f (z) − z1 z − z1
= Reıθ , R > 0, θ∈R
f (z) − z2 z − z2

(c) If c 6= 0 and D = 0, prove that f has exactly one fixed point z1 and that it
satisfies the equation

1 1
= + C for some C 6= 0.
d(z) − z1 z = z1

(d) Given any Möbius transformation, investigate the successive images of a given point
w. That is, let

w1 = f (w), w2 = f (w1 ), ··· , wn = f (wn−1 ), ··· ,

and study the behavior of the sequence {wn }. Consider the special case of a, b, c, d real,
ad − bc = 1.

16.5 Miscellaneous exercises

Exercise 16.51 Determine all complex z such that
∞ X
X n
z= e2πıkz/n
n=2 k=1
74 CHAPTER 16. CAUCHY’S THEOREM AND THE RESIDUE CALCULUS

∞
X
Exercise 16.52 If f (z) = an z n is an entire function such that |f (reıθ )| ≤ M erk for
n=0
all r > 0, where M > 0 and k ¿ 0, prove that
M en/k
|an | ≤ for n ≥ 1
(n/k)n/k

Exercise 16.53 Assume f is analytic on a deleted neighborhood B(0; a). Prove that
limz→0 f (z) exists (possibly infinite) if, and only if, there exists an integer n and a
function g, analytic on B(0; a), with g(0) 6= 0, such that f (z) = z n g(z) in B(0; a).

Solution 16.14 ⇐ Suppose that f (z) = z n g(z) where g(z) is analytic in B(0; a), then

lim (z n g(z)) = lim z n lim g(z) = 0

z→0 z→0 z→0

⇒ Suppose that lim f (z) is analytic on B(0; a) − {0}

z→0
n
X
Exercise 16.54 Let p(z) = ak z k be a polynomial of degree n with real coefficients
k=0
satisfying

a0 > a1 > · · · > an−1 > an > 0

Prove that p(z) = 0 implies that |z| > 1

Solution 16.15 Consider the equation f (z) = (1 − z)p(z)

Exercise 16.55 A function f , defined on a disk B(a; r), is said to have a zero of infinite
order at a if, for every integer k > 0, there is a function gk , analytic at a, such that
f (z) = (z − a)k qk (z) on B(a; r). If f has a zero of infinite order at a, prove that f = 0
everywhere in B(a; r).

Solution 16.16 Suppose that f has a zero of infinite order at a. Let k > n + 1, then
there exists gk , analytic, such that the n−derivative is given by the following
n  
(n)
X n (m)
f (z) = m! (z − a)k−n+m qk (z)
m=0
m

Which implies that f (n) (a) = 0 for all n such that k > n + 1. So if {ak } is a cauchy
sequence in B(a; r) converging to a we have, for any n, f (n) (ak ) → f (n) (a) = 0. Hence
f (z) must be identically zero on B(a; r).

Exercise
Z 16.56 Prove Morera’s theorem: If f is continuous on an open region S in C
and if f = 0 for every polygonal circuit γ in S, then f is analytic on S.
γ
16.5. MISCELLANEOUS EXERCISES 75

Solution 16.17 Let S be a connected region, and γ(t) : [a, b] → S, such that γ is
continuous and γ(a) = γ(b). Let z ∈ S and let z0 ∈ D(z, ). Now consider the integral
Z z Z z
0 d
F (z) = f (ζ)dζ ⇒ F (z) = f (ζ)dζ = f (z)
z0 dz z0

So F (z) is analytic at z0 , which implies that f (z) is analytic at z0 . Since z0 is arbitrary

we have f is analytic on all of S.
76 CHAPTER 16. CAUCHY’S THEOREM AND THE RESIDUE CALCULUS
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C. State on the Title page the name of the publisher of the Modified Version, as the
publisher.

D. Preserve all the copyright notices of the Document.

E. Add an appropriate copyright notice for your modifications adjacent to the other
copyright notices.

F. Include, immediately after the copyright notices, a license notice giving the public
permission to use the Modified Version under the terms of this License, in the form
shown in the Addendum below.

G. Preserve in that license notice the full lists of Invariant Sections and required Cover
Texts given in the Document’s license notice.

H. Include an unaltered copy of this License.

I. Preserve the section Entitled “History”, Preserve its Title, and add to it an item
stating at least the title, year, new authors, and publisher of the Modified Version
as given on the Title Page. If there is no section Entitled “History” in the Docu-
ment, create one stating the title, year, authors, and publisher of the Document
as given on its Title Page, then add an item describing the Modified Version as
stated in the previous sentence.

J. Preserve the network location, if any, given in the Document for public access to
a Transparent copy of the Document, and likewise the network locations given in
the Document for previous versions it was based on. These may be placed in the
“History” section. You may omit a network location for a work that was published
at least four years before the Document itself, or if the original publisher of the
version it refers to gives permission.

K. For any section Entitled “Acknowledgements” or “Dedications”, Preserve the Title

of the section, and preserve in the section all the substance and tone of each of the
contributor acknowledgements and/or dedications given therein.

L. Preserve all the Invariant Sections of the Document, unaltered in their text and
in their titles. Section numbers or the equivalent are not considered part of the
section titles.

M. Delete any section Entitled “Endorsements”. Such a section may not be included
in the Modified Version.
82 CHAPTER 16. CAUCHY’S THEOREM AND THE RESIDUE CALCULUS

N. Do not retitle any existing section to be Entitled “Endorsements” or to conflict in

title with any Invariant Section.

O. Preserve any Warranty Disclaimers.

If the Modified Version includes new front-matter sections or appendices that qualify
as Secondary Sections and contain no material copied from the Document, you may at
your option designate some or all of these sections as invariant. To do this, add their
titles to the list of Invariant Sections in the Modified Version’s license notice. These
titles must be distinct from any other section titles.
You may add a section Entitled “Endorsements”, provided it contains nothing but
endorsements of your Modified Version by various parties—for example, statements of
peer review or that the text has been approved by an organization as the authoritative
definition of a standard.
You may add a passage of up to five words as a Front-Cover Text, and a passage of up
to 25 words as a Back-Cover Text, to the end of the list of Cover Texts in the Modified
Version. Only one passage of Front-Cover Text and one of Back-Cover Text may be
added by (or through arrangements made by) any one entity. If the Document already
includes a cover text for the same cover, previously added by you or by arrangement
made by the same entity you are acting on behalf of, you may not add another; but you
may replace the old one, on explicit permission from the previous publisher that added
the old one.
The author(s) and publisher(s) of the Document do not by this License give per-
mission to use their names for publicity for or to assert or imply endorsement of any
Modified Version.

5. COMBINING DOCUMENTS
You may combine the Document with other documents released under this License,
under the terms defined in section 4 above for modified versions, provided that you
include in the combination all of the Invariant Sections of all of the original documents,
unmodified, and list them all as Invariant Sections of your combined work in its license
notice, and that you preserve all their Warranty Disclaimers.
The combined work need only contain one copy of this License, and multiple identical
Invariant Sections may be replaced with a single copy. If there are multiple Invariant
Sections with the same name but different contents, make the title of each such section
unique by adding at the end of it, in parentheses, the name of the original author or
publisher of that section if known, or else a unique number. Make the same adjustment
to the section titles in the list of Invariant Sections in the license notice of the combined
work.
16.5. MISCELLANEOUS EXERCISES 83

In the combination, you must combine any sections Entitled “History” in the var-
ious original documents, forming one section Entitled “History”; likewise combine any
sections Entitled “Acknowledgements”, and any sections Entitled “Dedications”. You
must delete all sections Entitled “Endorsements”.

6. COLLECTIONS OF DOCUMENTS
You may make a collection consisting of the Document and other documents released
under this License, and replace the individual copies of this License in the various docu-
ments with a single copy that is included in the collection, provided that you follow the
rules of this License for verbatim copying of each of the documents in all other respects.
You may extract a single document from such a collection, and distribute it individ-
ually under this License, provided you insert a copy of this License into the extracted
document, and follow this License in all other respects regarding verbatim copying of
that document.

7. AGGREGATION WITH INDEPENDENT

WORKS
A compilation of the Document or its derivatives with other separate and independent
documents or works, in or on a volume of a storage or distribution medium, is called an
“aggregate” if the copyright resulting from the compilation is not used to limit the legal
rights of the compilation’s users beyond what the individual works permit. When the
Document is included in an aggregate, this License does not apply to the other works
in the aggregate which are not themselves derivative works of the Document.
If the Cover Text requirement of section 3 is applicable to these copies of the Docu-
ment, then if the Document is less than one half of the entire aggregate, the Document’s
Cover Texts may be placed on covers that bracket the Document within the aggregate,
or the electronic equivalent of covers if the Document is in electronic form. Otherwise
they must appear on printed covers that bracket the whole aggregate.

8. TRANSLATION
Translation is considered a kind of modification, so you may distribute translations
of the Document under the terms of section 4. Replacing Invariant Sections with trans-
lations requires special permission from their copyright holders, but you may include
translations of some or all Invariant Sections in addition to the original versions of these
Invariant Sections. You may include a translation of this License, and all the license
84 CHAPTER 16. CAUCHY’S THEOREM AND THE RESIDUE CALCULUS

notices in the Document, and any Warranty Disclaimers, provided that you also include
the original English version of this License and the original versions of those notices and
disclaimers. In case of a disagreement between the translation and the original version
of this License or a notice or disclaimer, the original version will prevail.
If a section in the Document is Entitled “Acknowledgements”, “Dedications”, or
“History”, the requirement (section 4) to Preserve its Title (section 1) will typically
require changing the actual title.

9. TERMINATION
You may not copy, modify, sublicense, or distribute the Document except as expressly
provided under this License. Any attempt otherwise to copy, modify, sublicense, or
distribute it is void, and will automatically terminate your rights under this License.
However, if you cease all violation of this License, then your license from a particular
copyright holder is reinstated (a) provisionally, unless and until the copyright holder
explicitly and finally terminates your license, and (b) permanently, if the copyright
holder fails to notify you of the violation by some reasonable means prior to 60 days
after the cessation.
Moreover, your license from a particular copyright holder is reinstated permanently
if the copyright holder notifies you of the violation by some reasonable means, this is
the first time you have received notice of violation of this License (for any work) from
that copyright holder, and you cure the violation prior to 30 days after your receipt of
the notice.
Termination of your rights under this section does not terminate the licenses of parties
who have received copies or rights from you under this License. If your rights have been
terminated and not permanently reinstated, receipt of a copy of some or all of the same
material does not give you any rights to use it.

10. FUTURE REVISIONS OF THIS LICENSE

The Free Software Foundation may publish new, revised versions of the GNU Free
Documentation License from time to time. Such new versions will be similar in spirit to
the present version, but may differ in detail to address new problems or concerns. See
http://www.gnu.org/copyleft/.
Each version of the License is given a distinguishing version number. If the Docu-
ment specifies that a particular numbered version of this License “or any later version”
applies to it, you have the option of following the terms and conditions either of that
specified version or of any later version that has been published (not as a draft) by the
Free Software Foundation. If the Document does not specify a version number of this
16.5. MISCELLANEOUS EXERCISES 85

License, you may choose any version ever published (not as a draft) by the Free Software
Foundation. If the Document specifies that a proxy can decide which future versions
of this License can be used, that proxy’s public statement of acceptance of a version
permanently authorizes you to choose that version for the Document.

11. RELICENSING
“Massive Multiauthor Collaboration Site” (or “MMC Site”) means any World Wide
Web server that publishes copyrightable works and also provides prominent facilities for
anybody to edit those works. A public wiki that anybody can edit is an example of
such a server. A “Massive Multiauthor Collaboration” (or “MMC”) contained in the
site means any set of copyrightable works thus published on the MMC site.
“CC-BY-SA” means the Creative Commons Attribution-Share Alike 3.0 license pub-
lished by Creative Commons Corporation, a not-for-profit corporation with a principal
place of business in San Francisco, California, as well as future copyleft versions of that
license published by that same organization.
“Incorporate” means to publish or republish a Document, in whole or in part, as
part of another Document.
An MMC is “eligible for relicensing” if it is licensed under this License, and if all
works that were first published under this License somewhere other than this MMC, and
subsequently incorporated in whole or in part into the MMC, (1) had no cover texts or
invariant sections, and (2) were thus incorporated prior to November 1, 2008.
The operator of an MMC Site may republish an MMC contained in the site under
CC-BY-SA on the same site at any time before August 1, 2009, provided the MMC is
eligible for relicensing.