Complex Analysis THM Proof
Complex Analysis THM Proof
Lent 2016
These notes are not endorsed by the lecturers, and I have modified them (often
significantly) after lectures. They are nowhere near accurate representations of what
was actually lectured, and in particular, all errors are almost surely mine.
Analytic functions
Complex differentiation and the Cauchy–Riemann equations. Examples. Conformal
mappings. Informal discussion of branch points, examples of log z and z c . [3]
1
Contents IB Complex Analysis (Theorems with proof)
Contents
0 Introduction 3
1 Complex differentiation 4
1.1 Differentiation . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.2 Conformal mappings . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.3 Power series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.4 Logarithm and branch cuts . . . . . . . . . . . . . . . . . . . . . 6
2 Contour integration 7
2.1 Basic properties of complex integration . . . . . . . . . . . . . . . 7
2.2 Cauchy’s theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
2.3 The Cauchy integral formula . . . . . . . . . . . . . . . . . . . . 11
2.4 Taylor’s theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
2.5 Zeroes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
2.6 Singularities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
2.7 Laurent series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
3 Residue calculus 21
3.1 Winding numbers . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
3.2 Homotopy of closed curves . . . . . . . . . . . . . . . . . . . . . . 22
3.3 Cauchy’s residue theorem . . . . . . . . . . . . . . . . . . . . . . 23
3.4 Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
3.5 Applications of the residue theorem . . . . . . . . . . . . . . . . . 24
3.6 Rouchés theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
2
0 Introduction IB Complex Analysis (Theorems with proof)
0 Introduction
3
1 Complex differentiation IB Complex Analysis (Theorems with proof)
1 Complex differentiation
1.1 Differentiation
Proposition. Let f be defined on an open set U ⊆ C. Let w = c + id ∈ U and
write f = u + iv. Then f is complex differentiable at w if and only if u and v,
viewed as a real function of two real variables, are differentiable at (c, d), and
ux = vy ,
uy = −vx .
These equations are the Cauchy–Riemann equations. In this case, we have
f 0 (w) = ux (c, d) + ivx (c, d) = vy (c, d) − iuy (c, d).
Proof. By definition, f is differentiable at w with f 0 (w) = p + iq if and only if
f (z) − f (w) − (p + iq)(z − w)
lim = 0. (†)
z→w z−w
If z = x + iy, then
(p + iq)(z − w) = p(x − c) − q(y − d) + i(q(x − c) + p(y − d)).
So, breaking into real and imaginary parts, we know (†) holds if and only if
u(x, y) − u(c, d) − (p(x − c) − q(y − d))
lim p =0
(x,y)→(c,d) (x − c)2 + (y − d)2
and
v(x, y) − v(c, d) − (q(x − c) + p(y − d))
lim p = 0.
(x,y)→(c,d) (x − c)2 + (y − d)2
Comparing this to the definition of the differentiability of a real-valued function,
we see this holds exactly if u and v are differentiable at (c, d) with
Du|(c,d) = (p, −q), Dv|(c,d) = (q, p).
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1 Complex differentiation IB Complex Analysis (Theorems with proof)
Theorem. Let
∞
X
f (z) = cn (z − a)n
n=0
f (n) (a)
cn = .
n!
Proof. Without loss of generality, take a = 0. The third part obviously follows
from the previous two, and we will prove the first two parts simultaneously. We
would like to first prove that the derivative series has radius of convergence R,
so that we can freely happily manipulate it.
Certainly, we have |ncn | ≥ |cn |. So
P by comparison to the series for f , we can
see that the radius of convergence of ncn z n−1 is at most R. But if |z| < ρ < R,
then we can see
n−1
|ncn z n−1 | z
= n →0
|cn ρn−1 | ρ
cn ρn−1 , which converges, we see that the
P
as n → ∞. So by comparison to
n−1
P
radius of convergence of ncn z is at least ρ. So the radius of convergence
must be exactly R.
Now we want to show f really is differentiable with that derivative. Pick
z, w such that |z|, |w| ≤ ρ for some ρ < R as before.
Define a new function
∞
X n−1
X
ϕ(z, w) = cn z j wn−1−j .
n=1 j=0
Noting
n−1
X
cn z j wn−1−j ≤ n|cn |ρn ,
j=0
we know the series defining ϕ converges uniformly on {|z| ≤ ρ, |w| < ρ}, and
hence to a continuous limit.
If z 6= w, then using the formula for the (finite) geometric series, we know
∞
z n − wn
X f (z) − f (w)
ϕ(z, w) = cn = .
n=1
z−w z−w
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1 Complex differentiation IB Complex Analysis (Theorems with proof)
So f 0 (z) = ϕ(z, z) as claimed. Then (iii) follows from (i) and (ii) directly.
Corollary. Given a power series
X
f (z) = cn (z − a)n
n≥0
with radius of convergence R > 0, and given 0 < ε < R, if f vanishes on B(a, ε),
then f vanishes identically.
Proof. If f vanishes on B(a, ε), then all its derivatives vanish, and hence the
coefficients all vanish. So it is identically zero.
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2 Contour integration IB Complex Analysis (Theorems with proof)
2 Contour integration
2.1 Basic properties of complex integration
Lemma. Suppose f : [a, b] → C is continuous (and hence integrable). Then
Z b
f (t) dt ≤ (b − a) sup |f (t)|
a t
and
M = sup |f (t)|.
t
Then we have
Z b Z b
f (t) dt = e−iθ f (t) dt
a a
Z b
= Re(e−iθ f (t)) dt
a
≤ (b − a)M,
with equality if and only if |f (t)| = M and arg f (t) = θ for all t, i.e. f is
constant.
Theorem (Fundamental theorem of calculus). Let f : U → C be continuous
with antiderivative F . If γ : [a, b] → U is piecewise C 1 -smooth, then
Z
f (z) dz = F (γ(b)) − F (γ(a)).
γ
Proof. We have
Z Z b Z b
0
f (z) dz = f (γ(t))γ (t) dt = (F ◦ γ)0 (t) dt.
γ a a
Then the result follows from the usual fundamental theorem of calculus, applied
to the real and imaginary parts separately.
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2 Contour integration IB Complex Analysis (Theorems with proof)
γ
a0 w
γw
We thus define Z
F (w) = f (z) dz.
γw
γw
a0
γw
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2 Contour integration IB Complex Analysis (Theorems with proof)
Thus, we know
F (w + h) − F (w)
Z
1
− f (w) ≤ f (z) − f (w) dz
h |h| δh
1
≤ length(δh ) sup |f (z) − f (w)|
|h| δh
Theorem (Cauchy’s theorem for a triangle). Let U Rbe a domain, and let
f : U → C be holomorphic. If T ⊆ U is a triangle, then ∂T f (z) dz = 0.
Corollary (Convex Cauchy). If U is a convex or star-shaped domain, and
f : U → C is holomorphic, then for any closed piecewise C 1 paths γ ∈ U , we
must have Z
f (z) dz = 0.
γ
The idea is to show to bound η by ε, for every ε > 0, and hence we must have
η = 0. To do so, we subdivide our triangles.
Before we start, it helps to motivate the idea of subdividing a bit. By
subdividing the triangle further and further, we are focusing on a smaller and
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2 Contour integration IB Complex Analysis (Theorems with proof)
smaller region of the complex plane. This allows us to study how the integral
behaves locally. This is helpful since we are given that f is holomorphic, and
holomorphicity is a local property.
We start with T = T 0 :
We then add more lines to get Ta0 , Tb0 , Tc0 , Td0 (it doesn’t really matter which is
which).
`
length(∂T 1 ) = .
2
Iterating this, we obtain triangles
T0 ⊇ T1 ⊇ T2 ⊇ ···
such that Z
η `
f (z) dz ≥ , length(∂T i ) = .
∂T i 4i 2i
Now we are given a nested sequence of closed sets.
T By IB Metric and Topological
Spaces (or IB Analysis II), there is some z0 ∈ i≥0 T i .
Now fix an ε > 0. Since f is holomorphic at z0 , we can find a δ > 0 such that
|f (w) − f (z0 ) − (w − z0 )f 0 (z0 )| ≤ ε|w − z0 |
whenever |w − z0 | < δ. Since the diameters of the triangles are shrinking each
time, we can pick an n such that T n ⊆ B(z0 , ε). We’re almost there. We just
need to do one last thing that is slightly sneaky. Note that
Z Z
1 dz = 0 = z dz,
∂T n ∂T n
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2 Contour integration IB Complex Analysis (Theorems with proof)
where the last line comes from the fact that z0 ∈ T n , and the distance between
any two points in the triangle cannot be greater than the perimeter of the
triangle. Substituting our formulas for these in, we have
η 1
n
≤ n `2 ε.
4 4
So
η ≤ `2 ε.
Since ` is fixed and ε was arbitrary, it follows that we must have η = 0.
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2 Contour integration IB Complex Analysis (Theorems with proof)
We now rewrite
∞
1 1 1 X (z − z0 )n
= · = .
w−z w − z0 1 − z−z0 n=0
(w − z0 )n+1
w−z0
z − z0
<1
w − z0
We note that f (z)(z − z0 )n is just a constant, and that we have previously proven
(
2πi k = −1
Z
k
(w − z0 ) dw = .
∂B(z0 ;r) 0 k 6= −1
≤ f (z).
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2 Contour integration IB Complex Analysis (Theorems with proof)
z z
z0 z0
f (z) − f (w)
Z
1 1 1
dw ≤ · 2πδ · · ε = ε.
2πi ∂B(z,δ) w−z 2π δ
f (w)(z1 − z2 )
Z
1
= dw
2πi ∂B(0,R) (w − z1 )(w − z2 )
1 M |z1 − z2 |
≤ · 2πR ·
2π (R/2)2
4M |z1 − z2 |
= .
R
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2 Contour integration IB Complex Analysis (Theorems with proof)
Note that we get the bound on the denominator since |w| = R implies |w−zi | > R2
by our choice of R. Letting R → ∞, we know we must have f (z1 ) = f (z2 ). So f
is constant.
Corollary (Fundamental theorem of algebra). A non-constant complex polyno-
mial has a root in C.
Proof. Let
P (z) = an z n + an−1 z n−1 + · · · + a0 ,
where an =6 0 and n > 0. So P is non-constant. Thus, as |z| → ∞, |P (z)| → ∞.
In particular, there is some R such that for |z| > R, we have |P (z)| ≥ 1.
Now suppose for contradiction that P does not have a root in C. Then
consider
1
f (z) = ,
P (z)
which is then an entire function, since it is a rational function. On B(0, R), we
know f is certainly continuous, and hence bounded. Outside this ball, we get
|f (z)| ≤ 1. So f (z) is constant, by Liouville’s theorem. But P is non-constant.
This is absurd. Hence the result follows.
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2 Contour integration IB Complex Analysis (Theorems with proof)
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2 Contour integration IB Complex Analysis (Theorems with proof)
2.5 Zeroes
Lemma (Principle of isolated zeroes). Let f : B(a, r) → C be holomorphic and
not identically zero. Then there exists some 0 < ρ < r such that f (z) 6= 0 in the
punctured neighbourhood B(a, ρ) \ {a}.
Proof. If f (a) 6= 0, then the result is obvious by continuity of f .
The other option is not too different. If f has a zero of order N at a, then
we can write f (z) = (z − a)N g(z) with g(a) 6= 0. By continuity of g, g does
not vanish on some small neighbourhood of a, say B(a, ρ). Then f (z) does not
vanish on B(a, ρ) \ {a}.
Corollary (Identity theorem). Let U ⊆ C be a domain, and f, g : U → C be
holomorphic. Let S = {z ∈ U : f (z) = g(z)}. Suppose S contains a non-isolated
point, i.e. there exists some w ∈ S such that for all ε > 0, S ∩ B(w, ε) 6= {w}.
Then f = g on U .
Proof. Consider the function h(z) = f (z) − g(z). Then the hypothesis says h(z)
has a non-isolated zero at w, i.e. there is no non-punctured neighbourhood of w
on which h is non-zero. By the previous lemma, this means there is some ρ > 0
such that h = 0 on B(w, ρ) ⊆ U .
Now we do some topological trickery. We let
2.6 Singularities
Proposition (Removal of singularities). Let U be a domain and z0 ∈ U . If
f : U \ {z0 } → C is holomorphic, and f is bounded near z0 , then there exists an
a such that f (z) → a as z → z0 .
Furthermore, if we define
(
f (z) z ∈ U \ {z0 }
g(z) = ,
a z = z0
then g is holomorphic on U .
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2 Contour integration IB Complex Analysis (Theorems with proof)
h(z) − h(z0 )
≤ |z − z0 |M.
z − z0
defined on some ball B(z0 , ρ), where the Taylor series for h is defined. By
construction, on the punctured ball B(z0 , ρ)\{z0 }, we get g(z) = f (z). Moreover,
g(z) → a2 as z → z0 . So f (z) → a2 as z → z0 .
Since g is a power series, it is holomorphic. So the result follows.
Proposition. Let U be a domain, z0 ∈ U and f : U \ {z0 } → C be holomorphic.
Suppose |f (z)| → ∞ as z → z0 . Then there is a unique k ∈ Z≥1 and a unique
holomorphic function g : U → C such that g(z0 ) 6= 0, and
g(z)
f (z) = .
(z − z0 )k
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2 Contour integration IB Complex Analysis (Theorems with proof)
g was initially defined on B(z0 ; ε) → C, but now this expression certainly makes
sense on all of U . So g admits an analytic continuation from B(z0 ; ε) to U . So
done.
Theorem (Casorati-Weierstrass theorem). Let U be a domain, z0 ∈ U , and
suppose f : U \ {z0 } → C has an essential singularity at z0 . Then for all w ∈ C,
there is a sequence zn → z0 such that f (zn ) → w.
In other words, on any punctured neighbourhood B(z0 ; ε) \ {z0 }, the image
of f is dense in C.
Proof. See example sheet 2.
A = {z ∈ C : r < |z − a| < R}
denote an annulus on C.
Suppose f : A → C is holomorphic. Then f has a (unique) convergent series
expansion
X∞
f (z) = cn (z − a)n ,
n=−∞
where Z
1 f (z)
cn = dz
2πi ∂B(a,ρ) (z − a)n+1
for r < ρ < R. Moreover, the series converges uniformly on compact subsets of
the annulus.
Proof. The proof looks very much like the blend of the two proofs we’ve given for
the Cauchy integral formula. In one of them, we took a power series expansion
of the integrand, and in the second, we changed our contour by cutting it up.
This is like a mix of the two.
Let w ∈ A. We let r < ρ0 < |w − a| < ρ00 < R.
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2 Contour integration IB Complex Analysis (Theorems with proof)
ρ00
0
ρ
γ̃˜ a w γ̃
and Z
1 f (z)
0= dz.
2πi ˜
γ̃ z−w
So we get
Z Z
1 f (z) 1 f (z)
f (w) = dz − dz.
2πi ∂B(a,ρ00 ) z−w 2πi ∂B(a,ρ0 ) z−w
As in the first proof of the Cauchy integral formula, we make the following
expansions: for the first integral, we have w − a < z − a. So
∞
!
1 1 1 X (w − a)n
= w−a = ,
z−w z − a 1 − z−a n=0
(z − a)n+1
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2 Contour integration IB Complex Analysis (Theorems with proof)
for the integrals c̃n . However, some of the coefficients are integrals around the
ρ00 circle, while the others are around the ρ0 circle. This is not a problem. For
any r < ρ < R, these circles are convex deformations of |z − a| = ρ inside the
annulus A. So Z
f (z)
dz
∂B(a,ρ) (z − a)n+1
is independent of ρ as long as ρ ∈ (r, R). So we get the result stated.
= 2πibk .
So ck = bk .
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3 Residue calculus IB Complex Analysis (Theorems with proof)
3 Residue calculus
3.1 Winding numbers
Lemma. Let γ : [a, b] → C be a continuous closed curve, and pick a point
w ∈ C \ image(γ). Then there are continuous functions r : [a, b] → R > 0 and
θ : [a, b] → R such that
γ(t) = w + r(t)eiθ(t) .
Proof. Clearly r(t) = |γ(t) − w| exists and is continuous, since it is the composi-
tion of continuous functions. Note that this is never zero since γ(t) is never w.
The actual content is in defining θ.
To define θ(t), we for simplicity assume w = 0. Furthermore, by considering
instead the function γ(t)
r(t) , which is continuous and well-defined since r is never
zero, we can assume |γ(t)| = 1 for all t.
Recall that the principal branch of log, and hence of the argument Im(log),
takes values in (−π, π) and is defined on C \ R≤0 .
If γ(t) always lied in, say, the right-hand half plane, we would have no problem
defining θ consistently, since we can just let
θ(t) = arg(γ(t))
for arg the principal branch. There is nothing special about the right-hand half
plane. Similarly, if γ lies in the region as shaded below:
i.e. we have n z o
γ(t) ∈ z : Re iα > 0
e
for a fixed α, we can define
γ(t)
θ(t) = α + arg .
eiα
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3 Residue calculus IB Complex Analysis (Theorems with proof)
Proof. Let γ(t) − w = r(t)eiθ(t) , with now r and θ piecewise C 1 -smooth. Then
b
γ 0 (t)
Z Z
1
dz = dt
γ z−w a γ(t) − w
Z b 0
r (t)
= + iθ0 (t) dt
a r(t)
= [ln r(t) + iθ(t)]ba
= i(θ(b) − θ(a))
= 2πiI(γ, w).
So done.
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3 Residue calculus IB Complex Analysis (Theorems with proof)
1+(b−a)
Now we pick n ∈ N such that n < δ, and let
j
xj = a + (b − a)
n
φi (t) = F ni , t
Cij = B F ni , xj , ε
Then Cij isclearly convex. These definitions are cooked up precisely so that if
s ∈ i−1 i
n , n and t ∈ [xj−1 , xj ], then F (s, t) ∈ Cij . So the result follows.
From the proof of the Laurent series, we know gi (z) gives a holomorphic function
on U \ {zi }.
We now consider f −g1 −g2 −· · ·−gk , which is holomorphic on U \{z1 , · · · , zk },
and has a removable singularity at each zi . So
Z
(f − g1 − · · · − gk )(z) dz = 0,
γ
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3 Residue calculus IB Complex Analysis (Theorems with proof)
(j)
For each j, we use uniform convergence of the series n≤−1 cn (z − zj )n on
P
compact subsets of U \ {zj }, and hence on γ, to write
Z X Z
(j)
gj (z) dz = cn (z − zj )n dz.
γ n≤−1 γ
So done.
3.4 Overview
3.5 Applications of the residue theorem
Lemma. Let f : U \ {a} → C be holomorphic with a pole at a, i.e f is
meromorphic on U .
(i) If the pole is simple, then
g (k−1) (a)
Res(f, a) = .
(k − 1)!
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3 Residue calculus IB Complex Analysis (Theorems with proof)
Proof.
(i) By definition, if f has a simple pole at a, then
c−1
f (z) = + c0 + c1 (z − a) + · · · ,
(z − a)
(iii) We know the residue Res(f ; a) is the coefficient of (z − a)k−1 in the Taylor
1
series of g at a, which is exactly (k−1)! g (k−1) (a).
t 7→ a + εeit .
γε
β α
a ε
Then Z
lim f (z) dz = (β − α) · i · Res(f, a).
ε→0 γε
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3 Residue calculus IB Complex Analysis (Theorems with proof)
= i(β − α)c,
as required.
Lemma (Jordan’s lemma). Let f be holomorphic on a neighbourhood of infinity
in C, i.e. on {|z| > r} for some r > 0. Assume that zf (z) is bounded in this
region. Then for α > 0, we have
Z
f (z)eiαz dz → 0
γR
γR
−R R
on γR . To avoid messing with sin t, we note that on (0, π2 ], the function sin θ
θ is
decreasing, since
d sin θ θ cos θ − sin θ
= ≤ 0.
dθ θ θ2
Then by consider the end points, we find
2t
sin(t) ≥
π
for t ∈ [0, π2 ]. This gives us the bound
(
iαz −Rα sin t e−Ra2t/π 0 ≤ t ≤ π2
|e | = e ≤ 0
e−Ra2t /π 0 ≤ t0 = π − t ≤ π
2
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3 Residue calculus IB Complex Analysis (Theorems with proof)
So we get
Z π/2 Z 2π
it
eiRαe f (Reit )Reit dt ≤ e−2αRt/π · M dt
0 0
1
= (1 − eαR )
2R
→0
as R → ∞.
The estimate for Z π
f (z)eiαz dz
π/2
is analogous.
where we sum over all zeroes and poles of z. Note that outside these zeroes and
0
poles, the function ff (z)
(z)
is holomorphic.
Now at each zi , if f (z) = (z − zj )k g(z), with g(zj ) 6= 0, then by direct
computation, we get
f 0 (z) k g 0 (z)
= + .
f (z) z − zj g(z)
0
Since at zj , g is holomorphic and non-zero, we know gg(z)(z)
is holomorphic near
zj . So 0
f
Res , zj = k = ord(f, zj ).
f
Analogously, by the same proof, at the wi , we get
0
f
Res , wj = − ord(f ; wj ).
f
So done.
Corollary (Rouchés theorem). Let U be a domain and γ a closed curve which
bounds a domain in U (the key case is when U is simply connected and γ is a
simple closed curve). Let f, g be holomorphic on U , and suppose |f | > |g| for all
z ∈ image(γ). Then f and f + g have the same number of zeroes in the domain
bound by γ, when counted with multiplicity.
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3 Residue calculus IB Complex Analysis (Theorems with proof)
Proof. If |f | > |g| on γ, then f and f + g cannot have zeroes on the curve γ.
We let
f (z) + g(z) g(z)
h(z) = =1+ .
f (z) f (z)
This is a natural thing to consider, since zeroes of f + g is zeroes of h, while
poles of h are zeroes of f . Note that by assumption, for all z ∈ γ, we have
where
γ(t) = a + reit ,
with 0 ≤ t ≤ 2π, for r > 0 sufficiently small.
Proof. Note that by the identity theorem, we know that, f (z) − f (a) has an
isolated zero at a (since f is non-constant). So for sufficiently small r, the
function f (z) − f (a) does not vanish on B(a, r) \ {a}. If we use this r, then f ◦ γ
never hits f (a), and the winding number is well-defined.
The result then follows directly from the argument principle.
Proposition (Local degree theorem). Let f : B(a, r) → C be holomorphic and
non-constant. Then for r > 0 sufficiently small, there is ε > 0 such that for any
w ∈ B(f (a), ε) \ {f (a)}, the equation f (z) = w has exactly deg(f, a) distinct
solutions in B(a, r).
Proof. We pick r > 0 such that f (z)−f (a) and f 0 (z) don’t vanish on B(a, r)\{a}.
We let γ(t) = a + reit . Then f (a) 6∈ image(f ◦ γ). So there is some ε > 0 such
that
B(f (a), ε) ∩ image(f ◦ γ) = ∅.
We now let w ∈ B(f (a), ε). Then the number of zeros of f (z) − w in B(a, r) is
just I(f ◦ γ, w), by the argument principle. This is just equal to I(f ◦ γ, f (a)) =
deg(f, a), by the invariance of I(Γ, ∗) as we move ∗ in a component C \ Γ.
Now if w =6 f (a), since f 0 (z) 6= 0 on B(a, r) \ {a}, all roots of f (z) − w must
be simple. So there are exactly deg(f ; a) distinct zeros.
Corollary (Open mapping theorem). Let U be a domain and f : U → C is
holomorphic and non-constant, then f is an open map, i.e. for all open V ⊆ U ,
we get that f (V ) is open.
Proof. This is an immediate consequence of the local degree theorem. It suffices
to prove that for every z ∈ U and r > 0 sufficiently small, we can find ε > 0
such that B(f (a), ε) ⊆ f (B(a, r)). This is true by the local degree theorem.
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3 Residue calculus IB Complex Analysis (Theorems with proof)
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