FUNCTIONS OF A COMPLEX VAKIABLE

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 FUNCTIONS
OF A

COMPLEX VARIABLE

BY

THOMAS M. MACROBERT
M.A., B.Sc. ,
LECTURER IN MATHEMATICS IN THE UNIVERSITY OF GLASGOW
FORMERLY SCHOLAR OF TRINITY COLLEGE, CAMBRIDGE

MACMILLAN AND CO., LIMITED

ST. MARTIN'S STREET,
1917 LONDON
 COPYRIGHT

GLASGOW: PRINTED AT THE UNIVERSITY PRESS

BY ROBERT MACLEHOSE AND CO. LTD.
 PEEFACE

THIS book is designed for students who, having acquired a good

working knowledge of the calculus, desire to become acquainted
with the theory of functions of a complex variable, and with the
principal applications of that theory. In order to avoid making
the subject too difficult for beginners, I have abstained from the
use of strictly arithmetical methods, and have, while endeavour-
ing to make the proofs sufficiently rigorous, based them mainly
on geometrical conceptions.
The first two chapters are intended to familiarise the student
with the geometrical representation of complex numbers and
of the simpler rational and irrational functions of a complex
variable.
In Chapter III. the properties of holomorphic functions
are established; these properties are then used to define the
Exponential, Circular, Logarithmic, and other transcendental func-
tions for the domain of the complex variable, their properties as
functions of a real variable being assumed to be known. It is
thus possible in Chapter IV. to make use of these functions in
examples on integration ; such examples are both interesting and
important, and it seems desirable to introduce them to the student
in a manner that does not involve the difficulties of complex
series. As a preliminary to Green's Theorem I have given a
short account of curvilinear integrals. Two proofs of Cauchy's
Theorem are given, only the first of which depends on Green's
Theorem. A large number of examples on contour integration
are worked out, and here, as throughout the book, the text is
plentifully illustrated by diagrams.
vi PREFACE

In view of the very full exposition of the subject given by

Dr. Bromwich, it has been thought unnecessary to give a de-
tailed account of infinite series. A summary of those theorems
which are used in the book will be found at the beginning of
Chapter V. ; the theory of uniform convergence is dealt with in
Chapter VI.
The remaining chapters are devoted to the applications of the
subject. Chapter VII. includes, among other matters, the theory
of Analytical Continuation ; various examples of the applications
of that theory are given there and in Chapters VIII. and XV.
The asymptotic expansions of the Gamma Function in Chapter
VIII. and of the Bessel Functions in Chapter XV. are worked
out for complex values of the variable.
Chapters IX. to XI. deal with Elliptic Integrals and Functions.
In Chapter IX. the student is shown how to reduce and evaluate
elliptic integrals. In Chapter XI. I have established the exist-
ence of the Jacobian Functions by considering the values of the
Weierstrassian Function when one period is real and the other is
purely imaginary.
The last four chapters of the book contain a discussion of the
theory of linear differential equations. As the most important
of these equations are of the second order, it has been thought
unnecessary to consider equations of higher order than the second.
The Hypergeometric Function and Spherical and Cylindrical
Harmonics are discussed as they arise through the solution of
their differential equations; other properties of these functions
are given in examples, with, in most cases, hints as to the methods
of solution. No attempt has been made to deal with the applica-
tions of these functions to physics, but it is hoped that the
applied mathematician will find in these pages ready access to
the instruments which he requires.
Numerous examples have been given throughout the book,
and there is also a set of Miscellaneous Examples, arranged to
correspond with the order of the text.
The writing of the book was undertaken at the suggestion
of Professor George A. Gibson, LL.D., to whom I have been
 PREFACE vii
indebted for important criticisms at all stages of the work. I
have also to thank my colleagues, Mr. Robert J. T. Bell, D.Sc.,
and Mr. Arthur S. Morrison, M.A., B.Sc., for their assistance in
correcting the proofs.
Acknowledgment has been made, in foot-notes to the text, of
various sources from which I have derived assistance. Of the
books which I have found helpful I would particularly name
Lindelof s Calcul des Residus, Cauchy's Mtfmoire sur les inte-
grates definies, Jordan's GOUTS d' Analyse, and Forsyth's Theory
of Differential Equations. I have also made use of lectures by
Mr. R. A. Herman, M.A., and Professor E. W. Hobson, Sc.D.
In conclusion, I would express my thanks to Messrs. MacLehose
for the excellence of their printing work.
THOMAS M. MACROBERT.

GLASGOW, September 1916.

 CONTENTS

CHAPTER I.
COMPLEX NUMBERS.
SECT. PAGE

1. Definition of Complex Numbers 1

2. Geometrical Representation of Complex Numbers 1
3. Modulus and Amplitude. Vectors - 2
4. Geometrical Representation of Addition. Subtraction- - - 3
5. Multiplication and Division 4
6. Root Extraction 5
Examples I. - 6

CHAPTER II.

FUNCTIONS OF A COMPLEX VARIABLE.

7. Uniform and Multiple- valued Functions. Path of Variation - 7

8. Transformations. Point at Infinity - ... 7
9. Geometrical Representation of Functions. Branch Points - 10
10. Roots of Equations - - - - - 16
Examples II. ----- 19

CHAPTER III.

HOLOMORPHIC FUNCTIONS.

11. Limits - 22
12. Continuity . . £3
13. Uniform Continuity. Functions of Two Real Variables - - 24
14. Differentiation - - - - 26
15. Definition of Holomorphic Functions. Simply-connected
Regions. Inverse Functions. Harmonic Functions - - 27
x CONTENTS
SECT. PAGK

16. The Exponential Function - - - 32

17. Circular Functions. Hyperbolic Functions 33
18. The Logarithmic Function. The Inverse Tangent Function - 34
19. The Transformation w = Log z - 35
20. The Generalised Power 36
21. Conformal Representation 37
22. Singular Points. Poles. Meroinorphic Functions. Essential
Singularities. Branch Points. Zeros. Theorems - 38
Examples III. 40

CHAPTER IV.
INTEGRATION.

23. Convergence and Uniform Convergence of Sequences ... 42

24. Curvilinear Integrals. Differentiation under the Integral Sign - - 42
25. Green's Theorem - 45
26. Definite Integrals - 48
27. Cauchy's Integral Theorem. Theorems on Integration 51
28. Cauchy's Theorem : Alternative Proof - 54
29. Cauchy's Residue Theorem. Residue at Infinity - - 57
30. Evaluation of Definite Integrals. Theorems on Limiting Values
of Integrals. Principal Value of an Integral - 59
31. Cauchy's Integral 67
32. Liouville'e Theorem - 68
33. The Fundamental Theorem of Algebra 69
34. Differentiation and Integration under the Integral Sign - 69
35. Derivatives of a Holomorphic Function 70
Examples IV. 71

CHAPTER V.

CONVERGENCE OF SERIES : TAYLOR'S AND LAURENT'S

SERIES.

36. Convergence of Series. Absolute Convergence. Multiplication

of Series. Ratio Tests. The Hypergeometric Series 76
37. Convergence of a Double Series - - 78
38. Power Series. Circle of Convergence. Abel's Test. Multipli-
cation of Power Series 80
 CONTENTS xi
SECT. PAGE

39. Taylor's Series - 82

40. Laurent's Series. Principal Part at a Pole 84
41. Fourier Series. Periodic Functions 86
42. Classification of Uniform Functions. Integral, Rational Integral,
and Transcendental Integral Functions. Theorems 88
Examples V. - 89

CHAPTER VI.

UNIFORMLY CONVERGENT SERIES : INFINITE PRODUCTS.

43. Uniformly Convergent Series. Continuity. Integration. Dif-

ferentiation. Weierstrass's M Test 92
44. Uniform Convergence of Power Series. Undetermined Co-
ef icients 95
45. Additional Contour Integrals 97
46. Legendre Polynomials. Expression in Definite Integral Forms.
Recurrence Formula 99
47. Expansion of cot z in a Series of Fractions 103
48. Mittag-Leffler's Theorem. Weierstrass's Zeta Function. Weier-
strass's Elliptic Function - - - 105
49. Infinite Products. Unconditional Convergence - 107
50. Weierstrass's Theorem. The Gamma* Function. Weierstrass's
Sigma Function ... 108
Examples VI. 109

CHAPTER VII.
VARIOUS SUMMATIONS AND EXPANSIONS.

51. Expansions in Series by means of Residues. Theorems on

Limiting Values of Integrals - - - - - - - 113
52. Summation of Series by means of Residues. Gauss's Sum - 116
53. Theorems on Roots of Equations - - - - - - 118
54. Lagrange's Expansion. Rodrigues' Formula. Integrals involv-
ing Legendre Coefficients - - - - - - - 119
55. Analytical Continuation. Theorems. Recurrence Formula for
Legendre Coefficients - 122
56. Abel's Theorem - - 125
Examples VII. 128
xii CONTENTS

CHAPTER VIII.
/-•GAMMA FUNCTIONS.
SECT. PAGE

57. The Bernoulli Numbers. Expression as Definite Integrals 132

58. Asymptotic Expansion of Euler's Constant .... 134
59. Convergent Integrals 136
60. Uniformly Convergent Integrals. Differentiation and Integration
under the Integral Sign - - - - - - - . 137
61. The Gamma Function. Gauss's Definition. Formulae. The
Function ^(z). Gauss's Function 11(2). Euler's Definition.
Expression as a Contour Integral. Gauss's Theorem - 141
62. The Beta Function. Duplication Formula for the Gamma
Function - 144
63. Asymptotic Expansion of the Gamma Function. Analytical
Continuation of the Hypergeometric Function 146
Examples VIII. - • 154

CHAPTER IX.
INTEGRALS OF MEROMORPHIC AND MULTIFORM FUNCTIONS :
ELLIPTIC INTEGRALS.

64. Integrals of Meromorphic Functions. The Logarithmic Function 160

65. Integrals of Multiform Functions. The Inverse Sine Function - 161

66. Legendre's First Normal Elliptic Integral. Inversion of the

Integral 163
67. The Weierstrassian Elliptic Integral. Inversion of the Integral 167
68. Elliptic Integrals in General. Legendre's Normal Integrals 169
69. Complete Elliptic Integrals. Landen's Transformation 173
70. Legendre's Relation - 175
Examples IX. 176

CHAPTER X.
WEIERSTRASSIAN ELLIPTIC FUNCTIONS.

71. Doubly- Periodic Functions. Theorem on Primitive Periods.

Congruent Points. Period-Parallelograms 179
72. Elliptic Functions. Weierstrass's Elliptic Function. Theorems
on Poles and Zeros of Elliptic Functions 180
 CONTENTS xiii

73. Relation between #>(z) and p'(z). The Weierstrassian Elliptic

Integral 183
74. The Addition Theorem for ^(2) - 185
75. Properties of Weierstrass's Zeta Function. Legendre's Relation.
Expression of Elliptic Functions in Terms of Zeta Functions - 187
76. Properties of the Sigma Function. Expression of Elliptic
Functions in Terms of Sigma Functions - 189
Examples X. . - 191

CHAPTER XI.
JACOBIAN ELLIPTIC FUNCTIONS.

77. The Values of $>(w; oilf o>2) when Wj is Real and o>2 is Purely
Imaginary - - 194
78. Geometric Application - 196
79. The Jacobian Elliptic Functions sn u, en u, dn u. Periods. Poles 198
80. The Addition Theorems for sn u, en u, dn u - 202
81. Jacobi's Imaginary Transformation - - 205
Examples XI. 206

CHAPTER XII.
LINEAR DIFFERENTIAL EQUATIONS.
82. Continuation of a Function by Successive Elements - - - 208
83. Homogeneous Linear Differential Equations of the Second Order.
Existence of an Integral in the Domain of an Ordinary Point.
Integrals at Infinity. Analytical Continuation of the Integral 209
84. Solution by Infinite Series, Legendre's Equation. Legendre's
Function of the First Kind 213
85. Theorems on Fundamental Systems of Integrals - 215
Examples XII. - - 217

CHAPTER XIII.
REGULAR INTEGRALS OF LINEAR DIFFERENTIAL EQUATIONS.
86. Integrals in the Neighbourhood of a Singularity. The Funda-
mental Equation. The Associated Fundamental System 219
87. Regular Integrals. Conditions for Regular Integrals - 222
88. The Method of Frobenius. The Indicia! Equation. Solutions
Free from Logarithms ........ 225
xiv CONTENTS
SECT. PAOE

89. The Gaussian pifferential Equation. The Differential Equation

of the Quarter Periods of the Jacobian Elliptic Functions • 228
Examples XIII. - 232

CHAPTER XIV.

LEGENDRE'S AND BESSEL'S EQUATIONS: EQUATIONS OF

FUCHSIAN TYPE.

90. Legendre Functions of the First and Second Kinds. Recurrence

Formulae .... . 234
91. Bessel Functions of the First and Second Kinds. Recurrence
Formulae. The Function GJz). Relations between the
Bessel Functions. The Zeros of Jn(z) - 236
92. Equations of Fuchsian Type - 243
93. Riemann's P-f unction. The Twenty-four Integrals of the
Hypergeometric Equation. Analytical Continuation of the
Hypergeometric Function .... . 244
94. Spherical Harmonics. Legendre's Associated Functions of the
First and Second Kinds - 249
Examples XIV. 252

CHAPTER XV.
SOLUTION OF DIFFERENTIAL EQUATIONS BY DEFINITE
INTEGRALS.

95. First Method of Solution. The Branch Points of the Integral - 255
96. Gauss's Equation. Definite Integral Form of the Hypergeo-
metric Function - - 258
97. Legendre's Associated Equation. Expressions for Pnm(z) and
Qnm(z) .--- 259
98. Second Method of Solution 266
99. Bessel's Equation. Definite Integral Expressions for Jw(«) and
Gn(Z) --- 266
100. Asymptotic Expansions of Gn(z) and JM(«) 271
Examples XV. 275

MISCELLANEOUS EXAMPLES - " - 277

INDEX - 294
 CHAPTEE I.
COMPLEX NUMBERS.

1. Definition of Complex Numbers. A number of the form

p + iq, where p and q are reai.and i is a root of the equation
iz -fl=0, is called a Complex Number. If g = 0 the number
is said to be purely real, and if £> = 0 it is said to be purely
imaginary. The complex numbers p + iq and p — iq are called
Conjugate Numbers. The number p + iq is zero if and only if
p = 0 and q = 0.
If p=p + iq} it is frequently found convenient to write B(p) for p and I(p)
for q, where B()o) stands for the real part of p and I(/o) for the imaginary
part of p.
Complex Numbers are subject to the same algebraical laws
of addition, subtraction, multiplication, and division, as real
numbers. These operations, when applied to real and complex
numbers, produce real and complex numbers only; and it will
be shewn (§§ 6, 20) that this is also true of the remaining
algebraical operation of root extraction.
YA

X' O

FIG. 1.

2. Geometrical Representation of Complex Numbers. The

Complex Number s = x + iy can be represented geometrically by
Y'
 2 FUNCTIONS OF A COMPLEX VARIABLE [CH. i

means of a Rectangular Coordinate System X'OX, TOY (Fig. 1).

The point P(x, y) corresponds uniquely to the number z, and is
called the point z. In particular, points on the #-axis correspond
to purely real numbers, and points on the ^/-axis to purely
imaginary numbers. The figure is called the Argand Diagram,
and the coordinate plane is spoken of as the 0-plane.
Example. If z1 and z2 are conjugate numbers, shew that the straight line
joining the points z1 and 22 is bisected at right angles by the #-axis.
3. Modulus and Amplitude. In polar coordinates P is the
point (r, 0), where r denotes the positive value of OP, and
0 the angle XOP. The angle XOP is defined as the angle
traced out by a radius-vector which revolves either positively
or negatively from its initial position along OX till it coincides
with OP. OP or r is called the Modulus of 0, and is written
mod 0 or |z \ ; 0 is called the Amplitude * of 0, and is written
amp 2. The amplitude can evidently have an infinite number of
values differing from each other by multiples of 2-Tr: that value
which satisfies the inequalities
-7r<0^7T

is called the Principal Value of amp z.

The rectangular and polar coordinates are connected by the
relations x = rcosO, y = r sin 0,
r = Jx2 + y\ tan 0 = y/x.
From these it follows that
z — x + iy = r (cos 0 4- i sin 0),
an equation which expresses z in terms of its modulus and
amplitude.
Example 1 . Prove |cos 0 + i sin 6 \= 1 .
^ Example^. If z = x + iy, shew that |#|^|z| , \y |^| z\.
Vectors. A line AB (Fig. 1), equal to, parallel to, and in the
same direction as OP, may also be used to represent the number z ;
mod (AB) and amp (AB) are then identical with z \ and amp z.
• AB is called a Vector. It follows that
BA=-AB.
* The word Argument is used by some writers in place of Amplitude.
§§ 3, 4] MODULUS AND AMPLITUDE 3

4. Geometrical Representation of Addition. Let Pl and P2

(Fig. 2) be the points zl = xl-{-iyl and zz = xz-\-iyz. Then

YA R,

FIG. 2.

Through Pj draw P1P3 equal to, parallel to, and in the same
direction as OP2. P3 has coordinates (fl?1 + a?2, yi + y2), and is
therefore the point z^-{-z2. In vectorial notation
OP = 3 = O?! + OP2 = OP2
Subtraction. Since 0X — 02 = zl + ( — «2), a subtraction can always
be treated as an addition. Thus, if P3 (Fig. 2) is the point %

THEOREM I. The modulus of the sum of any number of

complex quantities is less than or equal to the sum of their
moduli : that is, if n is any positive integer,
|^ + 02+...+0n ^l^l + l^l + .-. + l^n .
This follows from the geometrical theorem that a side of a
triangle is less than or equal to the sum of the other two sides :
thus (Fig. 2)
mod (OP8) ^ mod (OPj) + mod (P^g).
Therefore K + ^l^l^ |+ K| .
Hence z+2 + 2f = 2 + z + z

and so on.

THEOREM II. The modulus of the difference of two complex

quantities is greater than or equal to the difference of their
moduli.
The verification of this theorem is left as an exercise to the
reader.
 FUNCTIONS OF A COMPLEX VARIABLE [CH. i

5. Multiplication and Division. Let z1 = r1(cos01+isin01),

z2 = r2(cos 02 + i sin 02), . . . , zn = rn(cos 6n + i sin
Then, by De Moivre's theorem,

, Hence, the modulus and amplitude of a product are equal

respectively to the product of the moduli and the sum of Ihe
amplitudes of the factors.
In particular, if n is a positive integer, and if z = r (cos 6 + i sin 0),
then zn = rw(cos nO + i sin 710).
Example. If p + iq is a root of the equation
a02w + a]2M-1 + ... + an = 0,
where the coefficients «0, at, ... , an are real, prove that p -iq is also a root.

Again, ^%2 = ^f% {cos (0X - 02) + i sin (0t - 02)} ;

so that the modulus and amplitude of a quotient are respectively
the quotient of the moduli and the difference of the amplitudes
of the numerator and denominator.
It follows that the equation
zn = rn(cos nO + i sin n6)
holds when n is a negative integer. In particular,
mod (1/0) = I/ 10 1 and amp (1/0)= — amp0.
v Example 1. Give a geometrical construction for l/z.
J Example 2. Shew that amp (— } = BAG.
VAB/
Let OP and OQ be parallel to and in the same direction as AB and AC.

Then amp (==} = amp AC - amp AB

= ampOQ-ampOP
= BAC.

If the angle so obtained is a positive {Fig. 3 (a)} or a negative (Fig. 3(6)}

reflex angle, the principal value of the amplitude of the quotient is obtained
in the first case by subtracting and in the second case by adding 2?r ; the
resulting amplitude is in the first case negative and in the second case
positive. As a rule, when the amplitude is mentioned, it is to be understood
that the principal value is referred to.
 5, 6] MULTIPLICATION
. / \ / \

*/ Example 3. Shew that, if amp ( ^— ? ) = amp (-?— £ ), the points 23 and 24

\z1 — z3/ \Zi — z±J
are on the same side of the line joining zl and z2, and 01? 22, ^3, ^4, are coney clic.
ampand P4 be the points zlt z2, z3, and 24 respectively.
Let Pj, P2, P3, Then

Therefore P1P3P2 = P1P4P2.

J^Ioreover, the points P3 and P4 must be on the same side of the line
for if not, the angles P!?^ and P^^P^ would have opposite signs.
Hence the points P1} P2, P3, and P4 are coney clic.

Fio. 3.

6. Root Extraction. If n is a positive integer there are n

distinct values of zn.
For, since, if K is any integer,
/ O + ZKTT . . 0 + 2/c7rY* . .
1\
cos — n— \-^ sin — n - /) = cos 0 + ^ sin 6,
— ) is 2*-7T\

2/C7T -fisin an 7ith root of

it follows that rn(cos 0 + n nI /
Now, if for AC the numbers 0, 1, 2, 3,...,
i
Ti—1, are substituted in succession, n distinct values of zn are
obtained. The substitution of other integers for K merely gives
rise to repetitions of these values; and there can be no other

values, since zn is a root of the equation xn = z, which has not

more than n roots.
Similarly, if p and q are integers, and q is positive,

where K = 0, 1, 2, . . . , q — 1.
6 FUNCTIONS OF A COMPLEX VARIABLE [OH. i

/ Example. Shew that the nth roots of any number can be represented by
n equidistant points on a circle with centre at the origin.

EXAMPLES I.
1. Shew that the straight line joining the points zl and z2 is divided in
the ratio m : n at the point (mz2 + nz-^l(m + ri).
2. Prove that the centroid of the triangle whose vertices are zlt z2, and
z3is(z1 + z2+z3)/3.
N/ 3. Prove that the modulus of the quotient of two conjugate numbers
is unity.
4. Prove that amp z - amp ( - z) = ± TT according as amp z is positive or
negative.
v/5. If | z1 1 = jz2 1, and amp21 + amp^2 = 0, shew that zl and z2 are conjugate
numbers. v

* 6. If 2 cos 0 = a + lfa, shew that 2 cos n6=an + l/an. ~~^~*/U

7. Prove algebraically that |z1 +z2 \ ^> \zl \ + |z2 \.
8. Shew that, if \z1 + z2 + ...+zn\ = \z1\+ z2\ + ... + \zn\, the Z'B must all
have the same amplitude.

9. Shew that, if amp | p ~ zv(zi ~ ZV j-= TT, then z3 and z4 are on opposite
sides of the straight line joining % and z2, and zlt z2, z3, 24, are coney clic.
10. Let A, B, C, and D be the points zlt z2, z3, and «4. Shew that, if
z^z2 + 2324 = 0 and z1 + z2 = 0, then A, B, C, and D are coney clic and the triangles
AOC and DOA are similar.
11. If AC : CB : : - AD : DB, and if A, B, C, D are the points zl5 z2, z3, z4,
shew that A, B, C, an d D are coney clic, and prove (zl + z2) (z3 + z4) = 2 (z^z2 + z324) :
also prove triangles AOC and DOA similar, where O is the mid-point of AB.
12. Prove that the two triangles whose vertices are the points al, a2) a3y
and blt 62, 53, respectively, are directly similar =0.if and only if

13. Prove that the curves - —constant and amp( — -j = constant

are orthogonal circles.
^/ 14. Prove that the imaginary nih roots of a real quantity can be arranged
in conjugate pairs.
\/ 15. Picture on a diagram the roots of the equation s5 + 1 = 0.
16. Shew that the equation 3<2,z° = (z + l)6 has four complex roots, two of
which lie in the second quadrant and two in the third. Shew that all the
roots lie on a circle.

(See also Miscellaneous Examples, 1-9.)

CH. ii, §§ 7, 8]

CHAPTEE II.
FUNCTIONS OF A COMPLEX VAEIABLE.

7. Uniform Functions. When a variable complex quantity

w is connected with another variable complex quantity z in such
a way that to each value of z there corresponds one value of w,
w is said to be a Uniform or Single-valued function of z. For
example, a polynomial in 0, or the ratio of two polynomials, is
a uniform function of z. The formal definition of a Holomorphic
function of a complex variable will be given in Chapter III.
The values of 0, for which w is a function of z, may be limited
to some assigned region of the plane. Thus the equation

where x is real, defines y as a function of x for those values of x

and those alone which satisfy the inequality — 1 < x < 1.
Multiple-valued Functions. If several values of w correspond
to each value of z, w is said to be a Multiple-valued or Multiform
function of z. For example, >Jz is a two-valued, and V0 an
^-valued function of z.
Path of Variation. In the theory of functions of a real
variable, the independent variable x can only vary by values which
correspond to points on the #-axis : in the theory of functions of
a complex variable, on the other hand, the independent variable
z can vary by values corresponding to the points of any path
connecting the initial and final points.
8. Transformations. If w is a function f(z) of z, the relation
between w and z may be interpreted geometrically, and the
relation may then be called a transformation : the point z is said
to be transformed into the corresponding point or points w by
means of the transformation w=f(z). If iu = az + b, the trans-
formation is called a linear transformation. If W—<f>(z)/\fs(z),
8 FUNCTIONS OF A COMPLEX VARIABLE
[CH. II
where 0(0) and \fr(z) are polynomials, the transformation is said
to be rational. Transformations of the type w = (az + b)/(cz + d)
are known as bilinear transformations.
We proceed to investigate the geometrical meaning of linear
and bilinear transformations.

I. w = z + b. Let P, Q, and B (Fig. 4) be the points z, w, and

b. Then, since PQ = OB, it follows that the effect of the trans-
formation isto impose on every point z a translation equivalent
YJ
in magnitude and direction to OB.

'P i

FIG. 4.

II. w = az. This transformation gives |w \ = \a \. \z , and

amp w = amp a -f- amp z.
Consequently, if P and Q are the points z and w, the point
Q can be derived from the point P by turning the radius-vector
OP through an angle amp a and then multiplying it by |a \. It
follows that any figure in the plane is changed by the trans-
formation into a similar figure.
III. w = az-\-b. This, the general linear transformation, can
be effected by applying transformations II. and I. in succession.
X<ike transformation II. it transforms any figure in the plane
into a similar figure. The ratio of the distances of corresponding
points is given by the equation

and the angle between corresponding lines by the equation

amp(to1 — w2) — amp(01 — zz) = amp a.
IV. w=l/z. Here |w]=l/|0f, and amp w = — amp 0. Now
 8]
TRANSFORMATIONS

let P (Fig. 5) be the point z and P' the inverse of P with regard
to the circle [0| = 1. Then the modulus of P' is l/\z\ and its
amplitude amp z. Again, let Q be the image of P' in the cc-axis ;
then the modulus of Q is 1/|0|, and its amplitude is —amp z.
Hence Q is the point w. It follows that the transformation is
equivalent to an inversion in the circle of unit radius with the
origin as centre, followed by a reflection in the #-axis.

Point at Infinity. As z tends to infinity, w approaches the

origin. In the theory of the complex variable, infinity is regarded
as a point ; namely, that point which is related to the origin by
means of the transformation w=l/z.
V. w = a/z. This can be regarded as a combination of trans-
formations IV. and II.

VI. The general bilinear transformation w = (az+b)/(cz+d),

where a/b =f= c/d. (If a/b = c/d, then w is a constant.)
This transformation can be written
V

(bc — ad)/c2 a

It can therefore be effected by combining the three

transformations z1 = z + d/c, z2 = k/zlt where Jc = (bc — ad)/cz, and
w = 02 4- a/c. It should be noted that z can also be derived from
w by the bilinear transformation z = ( — dw + b)/(cw — a).
Since the inverse of a circle is a circle or a straight line,
it follows that bilinear transformations transform circles into
O '

circles or straight lines.

10 FUNCTIONS OF A COMPLEX VARIABLE [CH. n
V Example 1. Apply the transformation w = (22 + 3)/(2-4) to the circle

Since w = 2 + ll/(z-4), the transformation can be effected by applying

successively the transformations
(i) ^ = 2-4, (ii) 22 = 1/2!, (iii) %=H%, and (iv) w=
From transformation (i) we get
#=#i + 4, y=^.
Hence fo + 4)2 +yi* - 4^ = 0.
Transformation (ii) gives

.Therefore 16(^22+3/22) + 8^2 + 4y2 + 1 =0.

Again, from transformation (iii),

so that 16 (>32 + y32) + 88^73 + 44y3 +121=0.

Finally, if w=u-}-iv, transformation (iv) gives
#3 = ^-2, y3=-y.
The given circle is therefore transformed into the circle
I6u2 + 16v2 + 24w + 44v + 9 = 0.
Example 2. Shew that the transformation of Example 1 changes the
circle ^2+y2-437=0 into the line 4^ + 3 = 0, and explain why the curve
obtained is not a circle.

9. Geometrical Representation of Functions. It is often

convenient to represent the dependent variable w on a different
plane from the independent variable z. This plane is called the
u>-plane, and w = u+iv is represented on it by the point (u, v)
referred to rectangular axes U'OU, V'OV. If w is a uniform
function f(z) of z> and if z moves from a to b by different paths in
the 0-plane, w will move from /(a) to /(&) by different paths
in the w-plane. In the case of multiple-valued functions, how--
ever, it will be shewn that the final point attained in the tu-plane
depends on which value of w is selected as initial value, and
also on the path followed by z in the 0-plane.
Example 1 . Let w = z\ so that u — x9-- y2, v = 1xy .
Then, if #=0, u= -y2 and v = 0. Hence as z moves up the y-axis from
- co to 0, u increases from — oo to 0, and therefore w moves along the w-axis
from - oo to 0. Again, as z moves up the y -axis from 0 to +00, u decreases
from 0 to — oo , and therefore ^ moves back along the -M-axis from 0 to — oo .
Similarly, it can be shewn that as z moves along the #-axis from - oo to
+ oo , w passes along the w-axis from +00 to 0, and then back from 0 to +00.
Likewise, the positive and negative parts of the v-axis correspond respec-
tively to the lines y — x and y= — x.
 9]
GEOMETRICAL REPRESENTATION
11
Again, if we put z=r(cos 6 + isin 6} and w = p(cos<f> + isin <£), we have
p = r2 and <£ = 20.
Hence, if z lies on the circle ABCD (Fig. 6) of radius a, w will lie on the
circle PQRS of radius a2. Let 0=0, <£ = 0 initially, so that A and P are the
initial positions of z and w. Then as z passes round the quadrant AB in the
anti-clockwise direction, Q and <f> increase to 7r/2 and TT respectively, so that

A LU - plane
plane

FIG. 6.

w passes round the semi-circle PQR. Similarly, it can be shewn that, as z

passes round the quadrants BC, CD and DA, w passes round the semi-circles
RSP, PQR and RSP respectively. Thus, when z describes the circle ABCD
once, w describes PQRS twice.

\/ Example 2. If w = z2, and if z describes the line # = c, shew that w

describes the parabola u = c2-v*/4c2. Trace on a figure, for the particular
case c = 1. the course of w as z moves up the line x = 1 from - oo . to +00.
In applications it is often important to trace the change in
the amplitude of w when z describes a closed curve. We shall
consider some particular cases.
Y

(1 ) w = z. Here amp w = amp z. Let z describe a closed curve

LMN (Fig. 7) about the origin. Then, if z passes round LMN
 12 FUNCTIONS OF A COMPLEX VARIABLE [CH. n

once in the positive direction, amps, and consequently ampw,

will increase by 27r. Similarly, if z passes round the curve once
in the negative direction, amp z and amp w will each decrease by
2?r; while n successive revolutions in the positive or negative
direction will alter the amplitudes by + Znir or — 2mr.
Again, if the origin is exterior to the closed curve APBQ
(Fig. 8) described by 0, the amplitudes of z and w will increase
Y

from ^.XOA at A to ^XOB at B, and then decrease from 1.XOB

to ^XOA; so that the total change is zero.
(2) w = a(z — zl), where a and zl are constants. Here

so that, since amp a is constant, the change in amp w is equal to

the change in amp(0 — zj. Hence, if z describes a closed curve
surrounding zl in the positive or negative direction, amp w will
alter by +27r or — 2?r; while, if z1 is exterior to the curve,
amp w will return to its original value. In the first case w will
describe a closed curve in the w-plane about the origin ; while
in the second case it will describe a closed curve not enclosing
the origin.
(3) w = a(z — %)(£ — Zz)(z — £3), where a, zv z2, and z3 are
-constants.
Here amp w = amp a + amp (z — 0X) + amp (z — zz) + amp (z — z3).
If z passes round the curve C0 (Fig. 9), which does not contain
any of the points zlt zz, ZB, then ampw will return to its
initial value ; so that w will describe a closed curve not enclosing
the origin. If z passes round C^, C2, or C3, amp w will be altered
by 27r, 47r, or 6?r, and w will pass round the origin once, twice,
or thrice as the case may be.
(4) w = a(z — z^)(z — zz)...(z — zn). If in this case z describes a
closed curve within which none of the points 015 02, ..., zn lies,
 13
§9] VARIATION OF THE AMPLITUDE

it follows, as in cases (2) and (3), that ampw will regain its
initial value, and w will describe a closed curve which does not
surround the origin ; while, if z describes a closed curve within
which r of these points lie, amp w will be altered by 2r7r, and w
will pass round the origin r times.
(5) w = a(z-z1)/(z-zz).
Here amp w = amp a + amp (z — z^) — amp (z — %).
It follows that, if z describes the curve Cx (Fig. 10) or C2 in the
positive direction, amp w is increased or decreased by 2?r ; while,

Fio. FIG. 10.

if z describes either of the curves C0 or C8, amp0 regains its

initial value.
In all these cases it is obvious that the change in amp w due
to the description of any closed curve is independent of the
shape of the curve, so long as the same set of points zlt z2, zs, ...
lies inside or outside it. It is often found convenient to take the
curve in the form of a circle.
(6) w = s/z. If z = r(cos 0 + i sin 0), then w has two values,
w^r^cos (0/2) + i sin (0/2)}
and w2 = r1/2{cos(0/2 + 7r) + 'i sin(0/2 + •?!•)} = -w^
Each of these two quantities wl and w2 varies with z, and is
therefore a function of z : they are called the Branches of the
two- valued function w.
Let z start from the point P(r, a) (Fig. 11), and let the initial
values of w1 and wz be
w± = r1/2 (cos (a/2) + i sin (a/2)} and wz = — wr
Then w^ and w2 will be represented by the points P^r1/2, a/2)
and P2(r1/2, a/2 -f TT) in the w-plane. Now, if z moves round the
circle PQR of centre 0 and radius r, 6 will increase by 2?r, and
14 FUNCTIONS OF A COMPLEX VARIABLE [OH. n
amp w by TT. Consequently wl will move round the semi-circle
PjQiRjP.2 and wz round the semi-circle P^R^ in the w-plane :
the final values of wl and w2 will be wz and wl. A revolution
of 2 about the origin therefore interchanges the branches of w.
Two such revolutions bring back wl and wz to their original
values ; or, graphically expressed, if z moves round the circle
PQR twice, wl and wz each move round the circle P1Q1P2Q2 once.

w- plane
Q

FIG. 11.

If the circuit described by z does not enclose the origin, 0 will

regain its initial value a, and wl and wz their initial values w^
and w2.
The point O is called a Branch Point of w, because a circuit
about it interchanges the branches of the function.
(7) w = -Ja(z — zl). Here amp w = \ amp a -f J amp (z — 0X).
This is again a two-valued function. A single circuit about z1
interchanges the branches, while a double circuit brings them
back to their initial values. On the other hand, the description
of a circuit which does not enclose zl effects no alteration in the
branches. Hence zl is a Branch Point of w. .

Here amp w = J amp a + \ amp(0 — z±) + i amp (2 — z2).

Hence the description of Cx (Fig. 12) or C2 interchanges the
branches, while the description of C0 or C3 leaves them unaltered.
Thus 0J and 02 are Branch Points of w.
(9) w — y(z — a). If z — a = r (cos 0 -f- i sin 0), w has n branches
!/ 0+2S7T 9 + 2STT\
w,, w9) .... wn, where ws — rn(cos—
\ n— h^sm— n -I./ A
positive circuit round the branch-point a increases 0 by 2?r, and
 15
§9] BRANCH POINTS

therefore changes u^ into wz, w2 into ws, Circuits

which do not enclose a leave the branches unaltered.

FIG. 12.

Example 3. Let w = \/(l -z)(l +22), and let the value of w when z is at O
be + 1. Then if z describes the curve OPA_(Fig. 13), where A is the point 2,
shew that the value of w at A will be ~i«s/6.
The three zeros of w are 1, i, and —i. Let B, C, and D be the corre-
sponding points, and through C and D draw CL and DM parallel to OX.
Y
C

A X

M
FIG. 13.

Let the moduli and amplitudes of BP, CP, and DP be rlt r2, r3, and <£1} </>2,
<£3, respectively, where z_XBP = ^>1, ^LCP = ^>2, and ^MDP = <£3. Then
/ 1 \T« "2^. ^,,

It has still to be determined which of the two possible values +TT or -TT
is to be assigned to amp ( — 1). Now, when 2 is at O, <f>l = 7r, </>2 = — ?r/2, (/>3 = 7r/2 ;
so that <£1 + <£2 + <£3 = 7r. Hence, if amp(-l) = 7r, amp^=?r at O; while, if
amp(-l)=-7r, ampw = 0 at O; but 10= +1 when z is at O, so that the
latter value must be chosen. Therefore

Now, as 2 passes from O to A, ^ decreases from TT to 0, </>2 increases from

-7T/2 to -tan"1-!, and <j>3 decreases from ?r/2 to tan"1.}. Therefore at A
amp ?0= -7T/2 ; also ^ = 1, r.2=\/5, r3 = \/5. Hence
w = x/5 { cos ( - 7T/2) + 1 sin ( - ~/2) } - - i \/5.
16 FUNCTIONS OF A COMPLEX VARIABLE [OH. n
10. Roots of Equations. In works on the theory of equa-
tions itis shewn how, by means of Sturm's Theorem, it is possible
to find the number of real roots lying between any two real
values of the variable. We shall now shew how to find the
number of real or complex roots of an equation which are
contained in various regions of the 2-plarie.
Consider the equation

We assume that every equation has a root : a proof of this

important theorem will be given later (§33). It follows that
f(z) can be put in the form
^0 (Z-Zl)(z -%>... (2-Zn).
If z be taken positively round a closed circuit in the 2-plane
which encloses r of the points zlt z2, ... , zn, the amplitude of f(z)
will be increased by 2r?r. Consequently the number of roots of
f(z) = 0 which lie inside a given circuit can be ascertained by
det rmining the change in the amplitude of f(z) when z passes
round the circuit.
The following theorem will be found useful in locating the roots.
THEOREM. If z be taken round any part of a large circle with
the origin as centre and radius R, and if 0 be the change in

FIG. 14.

amp z, the change in the amplitude of f(z) will differ from nO by

a quantity which tends to zero as R tends to infinity.
For f(z) = zn(aQ + ajz + a2/z* + . . . + an/zn).
Hence amp/(0) = n amp z -\- amp (a0 + ajz + a2/z2 + . . . + &n/0n)-
Now |ajz + a2/z* + . . . + an/z11 \ < p,
where P = \c^ j/R + |a2|/R2+ ... +| On|/Rn.
Let R be chosen so large that /3<|«0I- Then the point
...+an/zn must lie inside a circle of centre a0 or A
 17
§ ioi ROOTS OF EQUATIONS

(Fig. 14) and radius p. If OP be a tangent to this circle,

amp(a0+a1/2+...+a7l/zn) differs from ampa0by an angle rj,
which is not greater than ^AOP, and which can be made as
small as we please by increasing R, and thus decreasing p.
That is, amp/(0) = n amp z + amp a0 ± Y\.
Hence Lim amp f(z) = n amp z -\- amp a0 .
Therefore, when R tends to infinity, the change in amp/(z)
tends to n times the change in amp z.
Example. Investigate the positions of the roots of the equation

Let w = «4 + 23 + l, and let z describe a contour consisting of the three

portions :
(1) the .t'-axis from 0 to + QO ;
(2) the first quadrant of a circle of centre O and radius infinity ;
(3) the y-axis from +00 to 0.
(1) At points on the .v-axis, w = u + iv=at + x? + l, so that u =
and v = Q. Hence, as z passes along the .r-axis from 0 to + QO ,
the w-axis from 1 to +00, and therefore amp w remains constant and equal
to zero.
(2) On the great circle ampz increases by ?r/2, and therefore, by the
theorem above, amp w increases by 2?r.
(3) At points on the ?/-axis, u=y* + l and v= -y3. Hence w lies on the
infinite curve LMN (Fig. 15), given by these equations, and as y decreases

VI

FIG. 15. FIG. 16.

from +00 to 0, w passes along this curve from infinity below the u-axis to
the point M(w = l) in the direction indicated by the arrows. Hence the
initial and final values of amp?0 are equal, both being zero.
The total change in amp w as z passes round the complete circuit is there-
fore 2?r, and it follows that one and only one root of the equation lies in the
first quadrant.
Similarly it can be shewn that only one root lies in each of the other
quadrants.
Again, let z describe the contour OABCO (Fig. 16), where A and C are
the points 1 and 2', and ABC is a quadrant of the circle |«| = 1.
18 FUNCTIONS OF A COMPLEX VARIABLE

Then, firstly, the description of OA gives rise to no change in amp u\[CH. II

Next, for points on a circle of centre O and radius R,
' + *2), where t = tan ((9/2),
z = E (cos $ + i sin 0) = R(l - P + 2&)/(l

Accordingly, at points on ABC, z = (l + it)/(l —it), so that

Hence amp w = amp{(3- 12£2 + *4) + z'(2£ + 2£3)}-amp(l -it)*.

Now, as 6 varies from 0 to ?r/2, t varies from 0 to + 1 ; so that amp (1 - it)
decreases by ir/4. Hence amp (1 — it)* decreases by TT.
Again, let £ = 3-12£2 + *4 and ^ = 2^ + 2^.
Then the curve given by these equations is of the form shewn in Fig. 17,

FIG. 17.

the arrows indicating the variation of the point (£, rj) as t increases from
— oo to + oc .
Now, when £ = 0, £ = 3 and 77 = 0, so that amp(£ + ir/) = 0 ; also, when t = ly
£=—8 and ?7 = 4, so that amp (£ + 117) = 6, where 0 is the angle in the
second quadrant for which tan# = —1/2. Hence the change in arupw due
to the description by z of the quadrant ABC is
7r+(9=27r-tan--1(l/2).
Finally, at points on OC, u=y* + l and y= -y3, so that w lies on the
curve LMN (Fig. 15). When y = ltwia at the point K(?0 = 2 — i), and
amp w— — tan-1(l/2) ; •
while, when y = 0, w is at the point M(w = l) and arapw = 0: so that the
change of amplitude due to path CO is tan-1(l/2).
Hence the total change of amplitude due to the circuit is 2?r, and there-
fore the root which lies in the first quadrant lies within the unit circle.
 19
§10] ROOTS OF EQUATIONS
Similarly it can be shewn that the root in the fourth quadrant lies within
the unit circle, while the other two roots lie outside it.
Again, it can be shewn that all the four roots lie inside the circle |s| = 2.
For, if z = 2(l+it)l(l-it),

Now the curve 25 - 102£2 + 9£4, 77 = 76* - 44Z3,

is of the form shewn in Fig. 18, the arrows indicating the variation of the
point (£, 77) as t increases from — oo to + 00. But as amp z varies from - TT

FIG. IS.

to +TT, t varies from - oo to +00 , and therefore amp(f + ITJ) increases by 4?r»
Also amp{l/(l -it)*} increases by 4;r. Hence ampw increases by STT, and
therefore all the four roots lie inside the circle.

EXAMPLES II.
1. If w and z are connected by the bilinear transformation

and if the points u\ and ?/;2 correspond respectively to the points zl and z2,
shew that

2. If iv = (az + b)/(cz + d), and if the locus of z is an arc of a circle

standing on the chord joining the points zl and z2, shew that the locus of w
is an arc of a circle standing on the chord joining ^ and w2.
20 FUNCTIONS OF A COMPLEX VARIABLE [OH.

3. If w = (az + b)l(cz + d), and if the points wlt w2, w3, and u\ correspond
respectively to zlt z2, z3, and 24, shew that

w1 - ?/;3 w2 - w4 z1
4. Shew that the constants in the transformation w = (az + b)/(cz + d) can
be so chosen that three arbitrary points wlt w^, and w3 correspond respectively
to three arbitrary points zlt z%, and z3.
5. Find the bilinear transformation which makes the points a, 6, and c
in the z-plane correspond respectively to the points 0, 1, QO in the w-plane.
z— a b—c
A ns. w = z—c
-- • Tb-a
- .
6. Find the bilinear transformation which makes the points 1, i, - 1 in
the 2-plane correspond respectively to the points 0, 1, oo in the w-plane.
Shew that the area of the circle z\=l is represented in the w-plane by the
half- plane above the real axis. ATIS. w= —i(z — !)/(* + 1).
7. Prove that the relation w = (l+iz)/(i+z) transforms the part of the
real axis between z=l and z= — 1 into a semi-circle connecting w=l and
w— — 1. Also find all the figures which, by successive applications of the
relation, can be obtained from the originally selected part of the #-axis.
8. Let w=*J(2 — 2z + &2'), and let z describe a circle of centre z = l + i and
radius \/2 in the positive direction. If z starts from O with the value \/2 of
u\ what are the values of w
(i) when z returns to O ;
(ii) when z crosses the ^/-axis ?
Ans. (i) - V2 ; (ii) V20 { cos (3:r/8 + A/2) + i sin (3;r/8 + A/2) } , where A is
the angle in the second quadrant for which tan A= -3.
9. Let w = N/(5 - 2z + 22), and let z describe a circle of centre 3 = 1 + 2*' and
radius 2 in the positive direction. If z starts from the point + 1 with the
value +2 of w, find the values of w at the first and second crossings of the
^-axis.
Ans. (i) \/2t/(20 + 8\/3){cos(7r/3 + a./2) + isin(Tr/3 + «./2)}, where a. is the
angle in the second quadrant for which tan a.= — 4 — \/3 ;
(ii) \/2^(20-8\/3){cos(27r/3 + ^/2) + isin (27r/3 + ^/2)}, where /3 is
the angle in the second quadrant for which tan (3= -4 + >/3.
10. If vP=z+l, shew that, when the point z describes the circle |«l=c,
each of the points w describes the Cassinian ?v*.2 = c, where rt and r2 are the
distances of w from the points +1 and - 1.
11. Shew that the equation 2^+2+ 1 = 0 has one root in each quadrant,
and that the root belonging to the first quadrant lies outside the circle ! z \ — 1
and inside the circle |z \ = 2.
12. Shew that the root of z* + z + l =0 belonging to the first quadrant lies
inside the square whose sides are ^ = 0, x—\, y = 0, and y = l.
13. Shew that the equation 24 + 4(l + i>+l = 0 has one root in each
quadrant.
n] EXAMPLES II 21

14. Shew that two of the roots of the equation z5-z + l6=0 have their
real parts positive, and three their real parts negative. Also shew that all
five roots lie outside the circle |^| = 1 and inside the circle |z| = 2.
15. Shew that the only root of z°+ 102—1=0 inside the circle z\ = l is
real and positive.
16. Prove that z^ + lOz- 1 = 0 has no root the modulus of which exceeds 2.
17. If w = {(2 + i)z + (3 + 4i) }/*, shew that :
(i) as (x, y) describes the circle x2+y^ = l positively, the point (u, v)
describes the circle (w-2)2 + (v-l)2 = 25 negatively ;
(ii) as (#, y) describes the circle sfi+y2 — 4.£ — Qy — 12=0 positively, the
point (u, v) describes the circle (i*-l/2)2-f (v-13/12)2=(25/12)2
negatively.
18. Apply the transformation w = l/z, (i) to the set of straight lines
through the point (a, 0), and (ii) to the set of circles with this point as
centre : and shew that the set (i) is transformed into a set of coaxal circles
through the points w=0, w = l/«, while the set (ii) is transformed into a set
of coaxal circles, of which these two points are the limiting points.
 [CH. Ill

CHAPTER III.

HOLOMOKPHIC FUNCTIONS.

11. Limits. A single-valued function f(z) is said to tend to

the limit L as z tends to the value zl if, corresponding to any
assigned positive quantity e, however small, a positive quantity
v\ can be found such that \f(z) — L|<e for all values of z (except
Zj) which satisfy the inequality |z — zl |< 77. For brevity we write
I
L

This condition can be represented geometrically as follows : if y (Fig. 19)

be a circle in the w-plane of centre L and assigned radius e, a positive
z - plane LU - plane
YI

X
FIG. 19.

quantity 77 can be found such that, so long as z remains inside the circle C
in the 2-plane of centre zl and radius 77, the corresponding point f(z) in the
w-plane will remain inside y.
The limit L is clearly independent of the path by which z
approaches zr
The limit L has not necessarily the same value as /(^) : for,
consistently with the definitions of § 7, any arbitrary value can be
assigned to the function at the point zr
Limit at Infinity. If, corresponding to any positive quantity
e, however small, a positive number N can be found such that
§§ 11, 12] LIMITS AND CONTINUITY 23

|/(0) — L <e for |#|>N,/(«) is said to tend to the limit L as z

tends to infinity : that is, Lim f(z) = L.
Example. Lim 1 jz = 0.
z— >oo •

Infinite Limits. If, corresponding to any positive number N,

however large, a positive number ^ cato be found such that
\f(z) |> N for 0 — zl |< //, /(s) is said to/tend to the limit infinity
as z tends to zr
Example. Liml/0=co.

The branches of multiple-valued functions generally tend to

different limits as z tends to 0r
If the limit L is a function L^) of zlt and if an rj can be
found such that, for all points z^ in a given region, \f(z) — L(01)| <[ e
provided |z — zl \< »/, /(z) is said to tend uniformly to the limit
L(01) in the region.
12. Continuity. The function f(z) is said to be continuous
at z1 if /(^) has a definite value, and if Lim f(z) = f(z^).
If f(z^) is infinite, f(z) has not a definite value, and is therefore
discontinuous at the point z:.
The condition for continuity can be expressed as follows: if,
corresponding to any e* / an 77* can be found such that
«-«e for
/(z) is continuous at zr
A function is continuous in a region, if it is continuous at all
points of the region.
If f(z) has a definite limit at zl different from /(%), f(z) is said
to have a Removable Discontinuity at zlt and the function can
be made continuous by replacing the value at zl by the limit at
that point.
To investigate the continuity of a function at infinity, put
« = !/£ and test for f=0.
THEOREM 1. The sum of a finite number of continuous
functions is a continuous function.
* In this book e will usually be understood to represent an arbitrarily small
positive quantity, and T? a positive quantity.
24 FUNCTIONS OF A COMPLEX VARIABLE [CH. m

THEOREM 2. The product of a finite number of continuous

functions is a continuous function.
THEOREM 3. The ratio of two continuous functions is
continuous except for values of z which make the divisor
zero.
The verification of these three theorems is left to the reader.
The proofs are almost identical with those for functions of a real
variable.

THEOREM 4. If f(z) is continuous and has the value I at zlf

and if <j>(z) is continuous at I, <f>{f(z)} is continuous at zr
For, \f(z) — l <€, if \z — zi\<^*i', and e can be chosen so that
> if |f-J|O. Now let g=f(z); then

provided |z — zl |< >/. Hence 0 [f(z)} is continuous at z = zv

THEOREM 5. The real and imaginary parts of continuous
functions are continuous functions.
For, if w = u + iv is continuous at z = zlt and if its value at
that point is w1 = ul + ivl, an r\ can be found such that, for

Thus J{(u>-u1yt+(v-vl)*\<e',
so that |u — u^ |< e, |v — vl |< e.
Hence u and v are continuous functions at z — zv
13. Uniform Continuity. A function f(z) is said to be
Uniformly Continuous in a given region, if, corresponding to
any e, an 17 can be found such that, for every point zl in the
region, \f(z) — f(zj |< e, when \z — %]<»;; i.e. if /(0) tends
uniformly to /(%) in the region.
THEOREM. If f(z) is continuous in a given region, it is uni-
formly continuous in that region.
The proof of this theorem depends on the following Lemma :
Lemma. If \f(z) -/K) |< e for \z-zl\<rj, then
l/<X>-M)l<2e for |*-*2|<J*
where 02 ^8 any point interior to the circle \z — zl = | y.
 13] 25
UNIFORM CONTINUITY

Let G! (Fig. 20) and C2 be the circles \z - zl = >/ and

Then, if z and z2 lie within Cv
!/(*) -M) I= !/(*) -M) +M) -/W I

But if z9 be restricted to lie within C2, every point z such that

^ J>; will lie within Cr Hence the Lemma holds.

Fir,. 20.

Now suppose that f(z) is not uniformly continuous in a region

within which it is continuous. Divide the region into smaller
regions by means of sets of equidistant lines parallel to the two
axes. In one, at least, of these smaller regions f(z) is not uni-
formly continuous. Divide this smaller region into still smaller
regions in the same way as before. In at least one of these
regions f(z) is not uniformly continuous. By continuing this
process a series of rectangular regions is obtained, each of which
is contained in the preceding one, and is a region of non-uniform
continuity. Now let z^ be a point interior to all the regions of
this series; then, since f(z) is continuous at zl, an ^ can be found
such that |/(0) —/(%)(< e/2, provided \z — z^\<r\. Hence, by
the Lemma above, \f(z)—f(zz) <e for ], where z.2 is
interior to the circle I z — \— ^rj\ so that this circle is a region
of uniform continuity of the function. But if the subdivision of
the given region be continued till a region of the series obtained
above is reached which lies entirely within this circle, this
rectangle is a region of non-uniform continuity for/(z). Also,
since the rectangle lies within the circle, it is a region of uniform
continuity for f(z). Thus two mutually contradictory results
are obtained. Hence f(z) must be uniformly continuous in the
given region.
26 FUNCTIONS OF A COMPLEX VARIABLE [OH. m

Functions of Two Real Variables. A function u(x, y) of x

and y is said to be uniformly continuous in a given region if,
corresponding to any e, an tj can be found such that, for every
point (x, y) in the region,
\u(x + Ax, y + Ay)-u(x, y)\<e,
provided Ax \< 17, |Ay |< r\. A function u(x, y) which is con-
tinuous in a given region is also uniformly continuous in the
region. The proof of this theorem is left as an exercise, to the
reader.
Again, let the continuous function u(x, y) have continuous
partial derivatives of the first order in the region. Then, if
+ Ay) — u(x, y),
— u(x, y + Ay)}

•~\
{u(x, y + Ay)-u(x, y)}
r-\

— u(x + O^x, y + Ay) + Ay — O, y + 02Ay),

where 0<01<1, 0<02<1.
Now
Now —— and
and —— are
are con
continuous in the given region, and
therefore, from the property of uniform convergence,

where a |< e, |/3 |< e, provided |Aa5 1< 17, | Ay |< jy.
Hence Ait =
ox
where a and ft tend uniformly to zero with AOJ and Ay at all
'points in the given region.
14. Differentiation. The Derivative of any function f(z\
obtained by applying a finite number of the algebraical operations
considered in §§ 4, 5, and 6 to z in succession, is

These limits are obtained by the same rules as when the

independent variable is real. It is important to notice that the
value of the derivative is independent of the amplitude of Az.
§§ 14, 15] DIFFERENTIATION 27

Example 1. Prove -^- =M2li~1, (i) for « a positive integer, and (ii) for n a
negative integer.

Example 2. Prove -j- = nzn~l for TI a positive fraction.

Let n=p/q, where p and q are positive integers ; then, if
z = r(cos 0 + i sin 6),
~/ 0 + 2rt?7r . . i/ -r ^-"- « \ i
2«=r«(cos hesm 1, where & = 0, 1,2, ...,^-1.
Now let i=zll«, where f represents the branch of zl/* corresponding to one
particular -value of k.
Then, if the increment Az of z correspond to the increment Af of £,

Hence
dz qf9-i q q
where the same value of zl/<Jt is taken on both sides of the equation.

Example 3. Prove -j- = nzn~l for n a negative fraction.

15. Holomorphic Functions. Any function of x and y can

be regarded, according to the definition of § 7, as a function of z :
for if z be given, the corresponding values of x and y are known,
and therefore the corresponding values of the function can be
found. For example, one value of x — iy or of x2 — y2 corresponds
to every value of z. But these functions cannot be expressed in
terms of z, and it is much more satisfactory to regard them as
functions of the two independent variables x .and y.
Let w = u + iv, where u and v are real functions of x and y.
Then, if z' = x — iy, x = (z-\-zf)j% and y = (z — z')/2i; so that u and
v can be regarded as functions of the independent variables z
and z'. Hence, if u and v are continuous f unctions %of x and y
with continuous partial derivatives, the condition that w should
be independent of z is
'du'dx , c. .'dv?>x .'dv 3

or _ -_
_ +1 -cto J__0
%7~
and this is equivalent to the two equations
'du'dv ?>u cw
28 FUNCTIONS OF A COMPLEX VARIABLE [CH. nr

Thus, if u and v are continuous, and possess continuous partial

derivatives which satisfy equations (A), w is a function of x and
y in which x and y occur only in the combination x-\-iy — z\ it
may therefore be expected that the function w, like the functions
considered in § 14, will have a derivative which does not depend
at all on the way in which Ax and Ay tend to zero, i.e. which

does not depend upon -f-.doc It will be shewn in the following

theorem that this is the case.

THEOREM. If iu = u + iv, where u and v are uniform con-

tinuous functions which possess continuous partial derivatives,
the necessary and sufficient condition that w should possess a
definite continuous derivative is that these partial derivatives
should satisfy equations (A).
Let the increments Alt', Au, Av , and Az, of w, u, v, and z,
correspond to the increments Ax and Ay of x and y. Then
Aw _ Au + iAv
Az ~ Ax -\-iAy

Ax + i Ay

where a, /3, a', /3', tend uniformly to zero with Ax and Ay. Thus

div r . Aw
-T-=Lim-: — = — ,
dz A2_>0 Az -, , .ay
J- |™ t/ 7

eta;
Hence the necessary and sufficient condition that -^-. should be
7 3
CtlJ

independent of -r- is
'du . *dv _ 1 /du

which is equivalent to equations (A).

§ 15] HOLOMORPHIC FUNCTIONS 29

COROLLARY 1. div 'dw 1 'dw—

-?-=—=*--
dz ?)x i 3y
COROLLARY 2. Since the partial derivatives of u and v are
continuous, -j-
az is also continuous.
Definition. If a function is uniform and continuous, and
possesses a definite continuous derivative at any point, it is said
to be Holomorphic * at the point.
A function is said to be Holomorphic in a given region, if it is
holomorphic at all points of the region.
Equations (A), expressed in terms of polar coordinates, become
, ,.

and the derivative is then obtained as follows :

dw c)w 'dw "dr 'dw W

sin 0
= —or
cos — \ — r or
— +ir —or./ r

/ A • ' ^W
= (cos 6 — i sm 6) ^—
Oi •

Example 1. Shew that the function ex (cosy + i sin?/) is holomorphic, and

find its derivative. Ans. ex(cos

Example 2. Shew that logr + i'# is holomorphic unless r=0, and find its
derivative. A ns. (cos 6 - i sin Q)/r.
Note. From the definition of a derivative the rules for
differentiating products and quotients follow as in the case of
the real variable.

THEOREM. If f(z) is holomorphic in a given region, then, for

all points zl in the region,

where A tends uniformly to zero as z tends to zr

The proof of this theorem is left as an exercise to the reader.

*The words Regular and Analytic are used by some writers instead of Holo-
morphic. The sense in which we shall use the word Analytic will be explained
in Chapter XII. § 82.
30 FUNCTIONS OF A COMPLEX VARIABLE [CH. nr

COROLLARY. If f(z) and <f>(z) are holomorphic, and if f(zj = 0,

and 4>(zl) = (\ while ^'(

Function of a Function. If w=f(g) and £=<f>(z) are holo-

morphic functions of £ and z respectively, w is a holomorphic
P (. dw dw d£
tunction of z\ tor ^— dz = -T? -f-.
dg dz
Simply-Connected Regions. If any two points in a region can
be connected by a curve which lies entirely within the region,
the region is said to be Connected. A connected region which is
such that any closed curve lying entirely within it can be con-
tracted to a point without passing out of the region is said to be
Simply -Connected. Connected regions which are not simply-
connected are said to be Multiply -Connected. The region
enclosed by the curve Cx (Fig. 21) is simply-connected, while
the region between the curves Cx and C2 is multiply- connected.

FIG. 21.

The branches of multiple-valued functions can be treated as

uniform functions in simply-connected regions which do not
enclose any branch-points. No path in such a region can enclose
a branch-point ; so that, after describing a closed path, the
function regains its initial value. For example, -each branch of
w = \/0 is holomorphic in the simply-connected region obtained by
making the negative real axis a barrier which z cannot pass.
Such a barrier is called a Cross-cut. The derivative l/(2«/s), of
course, takes the value corresponding to the value of *Jz under
consideration.
Inverse Functions. If w=f(z) is a holomorphic function such
that w = wl corresponds to z = zl3'z can be regarded as a function
of w with zl corresponding to wl : if this function is uniform
and continuous in a region of the w-plane which encloses wlt
§ 15] INVERSE FUNCTIONS 31

then, since dw
-y— —I I dz
-, -, it is a holomorphic function, of w at all

points of the region except those for which -y— = 0. This

function is called the Inverse Function of f(z).
Example 1. If w = £2, there corresponds to any value zl of z one value
w1 of w: conversely, one of the branches of z = *Jw gives the value zl of z
corresponding to w = ivl. Now the only value of w for which -^-=0 is w = 0.
Hence, if u\ + 0, w± can be enclosed in a region in which the branch is
holoraorphic, and therefore z = <Jw is the inverse function of w=z2.
Example 2. For what values of z do the functions w defined by the
following equations cease to be holomorphic ?
(1) 2 = e"(cos v + i sin v) ;
(2) z = log p + i(f>, where w = p(cos(£ + isin </>).
Jws. (1) 0 = 0 ; (2) None.

Laplace's Equation. It will be proved later (§35) that if

w = u-\- iv is a holomorphic function, w, u, and v have continuous
derivatives of the second and higher orders. The reader can
easily verify that u and v both satisfy Laplace's Equation

The solutions of this equation are called Harmonic Functions,

and are of great importance in Mathematical Physics.
It follows that, if a function u or v is given, a corresponding
holomorphic function w will not exist unless the given function
is harmonic. If, however, this condition is fulfilled, the function
w can be found by means of equations (A) : for example, if u is
a uniform continuous function which satisfies Laplace's Equation,
, 'dv .'dv -.

is a complete differential, and v can therefore be found.

Example. Shew that u=xz — 3^/2 + 3.ii2 — 3?/2+l is a harmonic function,
and find the corresponding holomorphic function.
A us. z* + 322 + 1 + ^C, where C is a real constant.
Conjugate, Functions. If u + iv is holomorphic, u and v are
called Conjugate Functions. These functions possess two im-
portant properties : firstly, they satisfy Laplace's Equation ; and
secondly, the curves u = cl, v = c2, where c± and c., are arbitrary
constants, intersect at right angles, since the product of their
32 FUNCTIONS OF A COMPLEX VARIABLE [OH. m

,. , . . mi. p
gradients — (— ~) and — ( - — / — ) is — 1. The systems of
\dxj?iy/ \dxjcyy
curves obtained by varying the constants cx and c2 are called
Orthogonal Systems.
Example. Picture on a diagram the orthogonal systems given by

16. The Exponential Function. The function u+iv, where

u+ iv = ex(cos y + i sin y)
is holomorphic for all finite values of z, since u, v satisfy
equations (A), § 15. When y is zero, the function becomes the
ordinary exponential function ex: it is therefore regarded as
the extension of ex to the domain of the complex variable, and
is denoted by fcxp (z). Obviously

Again, since
i sin y) x ex' (cos y' + i sin y')

exp (z) x exp (Y ) = exp (z + z).

Hence exp (z) x exp ( — z) = exp (0) = 1 ;
so that exp ( — z) = 1/exp (z).
*W
Thus, exp(z) satisfies the index laws. It is often found
convenient to write ez for exp (3): in particular, eiy stands for
cos y + i sin y.
Derivative, az
-j- (expz) = —ox {ex (cosy + i sin y)} = exp z,

dz
Periodicity. Since cos y and sin y have the period 2?r, exp (z)
has the period Ziir : i.e.
ez+2kin = gz(cos 2/C7T + i sin 2/c?r) = ez,
where k is any integer.
Zeros and Infinities. Since ez —ex, ez can only have zero
and infinite values when ex is zero or infinite. But ex is only
zero when x ~ — oo , and only infinite when x = + oo . The
Exponential Function is therefore finite and non-zero if x is
finite.
Example. Shew that every period of exp (z) must be an integral multiple
of Ziir.
§§ io, 17] CIRCULAR FUNCTIONS 33

17. The Circular Functions. Since eix = cosx + ismx and

g - « = cos x — i sin x,
eixte-ix eix_e-ix
cos x— ~
2 , sin 0;= — ^-
2t — .
These functions can therefore be extended to the domain of
the complex variable by means of the equations

COS2 = 77*—
, Sin 5 = =-:
2i\> ,

which define them as holomorphic functions.

rriie following well-known formulae can be derived from these
definitions :
sm22+cos22 = l ;
sin (2^ + 22) = sin z1 cos 22 + cos zl sin 22 ;
008(0! + z2) = cos zl cos z2 — sin zl sin z2 ;
d sin z d cos z
—.]— = cos z 5 — j— = — sin z ;
sin( — z}= — sin z\ cos( — z) = cosz.
Note. If /( — z) = —f(z) for all values of z for which f(z) is
defined, /(«) is said to be an odd function of z : if /( — z) =f(z\
f(z) is an even function of z. Thus, sin z and cos z are odd and
even functions respectively.
Zeros. If sin 2 = 0,

where k is any integer ; therefore •is = — iz + Skirl.

Hence the values of z which make sin z zero are 0, ± TT, ± 2?r,
±3-7r, ----
Similarly, since — e-/z = e-l's+<2*+1>ir*, the values of z which make
cos z zero are given by z = (k + J)TT, where k = 0, ± 1, ±2, ____
The other circular functions are defined by means of sin z and
cos 2: e.g. tan 0 = sin z/cos z. The inverse functions are written
sin"1 s, tan"1^, etc.
The Hyperbolic Functions. These functions are defined by the
equations :
ez + e~z . . ez — e~z sinh z
cosh z = 9 — ; smh z — — ^ — > tanh 2 = — ^— ; etc.
A . , , .. . , .,
Example. Prove: -- -.— = cosli2:; — j— =8inhz; cosh-i-sinli-r
M.K.
dz <(~-
34 FUNCTIONS OF A COMPLEX VARIABLE [CH. in

18. The Logarithmic Function. If y = ex, where x and y

are real, the inverse function is x = log y : for complex values of
the variables, the inverse of the Exponential Function is defined
as follows : j '^
Let z = r*(co8 0 + i sin 9) = exp (w) = e"(cos v + i sin v}.
Then e1* = r, so that i& = log r and v = 0 + 2&7T, where & is any
integer. Hence the inverse function is

where 0 may have an infinite number of values differing by

multiples of 2-Tr. This function is denoted by Log z.
If z passes round the origin once in the positive direction, 0
increases by 2?r and Log z by 2i?r. The origin is therefore a
branch-point of Log z. Each of the infinite number of branches
of Log z is uniform and continuous in the simply-connected region
formed by taking a cross-cut along the negative real axis; and
therefore, since it satisfies equations (A') of § 15, it is holo-
morphic in that region. That branch for which — TT < 0 5: + TT
is denoted by log z ; for positive real values of z this branch is
the ordinary Naperian logarithm.
Zeros and Infinities. Since log r is infinite when r is zero or
infinite, Log z has infinities at the origin and infinity. Log z is
only zero when both log?1 and 0 are zero ; i.e. when 0=1.

Derivative.
d*ogg = e-** arV ?K
j- (logr + ifl) = J

^.WV
Example. Shew that Logos') = log z + log / + 2fe'.

Function tan~lz. If 0 = tan w = - -.-— -. , then

g*>w+_e~£~M!'"'
1 el
^

so that w = s~.
2i Log f, where f = —
\—%z Now Log f is uniform if a

cross-cut is taken in the f-plane* along the negative real axis.

But the transformation £=(l + iz)l(I—iz) is bilinear, so that
one point in the £-plane corresponds to each point in the s-plane,
*The notation ^=^ + ir] is adopted ; £, rj, f, then correspond to x, y, z.
 18, 19] THE LOGARITHMIC FUNCTION 35

and conversely. Accordingly, if a cross-cut be taken in the

0-plane corresponding to the cross-cut in the £-plane, the function
Log f will be uniform in the s-plane. Now, since

to the part of the £-axis between 0 and —1 corresponds the

2/-axis from i to +ix> , while to the ^-axis from —1 to — oo
corresponds the 2/-axis from —ice to —i. Hence, if a cross-cut
is taken along these parts of the y-axis, the function
tan~10 = ^

is uniform throughout the 3-plane. That branch which has the

value zero when 0 = 0 is the Principal Value, and is equal to
-r- - --
-- r--; its real part lies between — Tr/2 and -rr/2, while
1 ~~%'Z/
its imaginary part varies from — oo to + x . For any other branch
1 . l

where in is an integer.
It follows that 2, and that
d 1 L,

«,
19. The Transformation w = Log z. Since u = log r, to circles
—run^tt.int in the 0-plane correspond lines u = constant in the
z - plane

k,
v> k.
,
v=a
V—TT

^
0

Flo. 22.

//•-l»lane: the circles C0, Cj, C.2, ... , C.lf C_2, ... (Fig. 22) of radii
'
1 '. ' , ,..,6"^, e"a, ... correspond to the equi-distantU lines
L0, Lj, L.2, ... , L_j, L_2, ...,
equations are ^6 = 0, 1, 2, ... , — 1, —2, ....

v'
36 FUNCTIONS OF A COMPLEX VARIABLE [OH. m

To the origin and infinity in the z-plane correspond u — — oo

and u = -h oo in the w-plane.
Again, since v = 6, to the rays 0 = constant in the s-plane
correspond the lines v = 0 in the w-plane ; so that, if a cross-cut
be taken in the 0-plane along the negative #-axis, the entire
s-plane is represented by that part of the w-plane which lies
between the lines v = — TT and v = + TT. If now the cross-cut be
removed, and 6 increase from -w to STT, the entire 0-plane corre-
sponds to the strip of the w-plane which lies between the lines
v = TT and v = STT. Similarly the entire w-plane can be divided
into strips of breadth STT, on each of which the entire z- plane is
represented. Points in these strips which correspond to the same
point in the £-plane lie on the same parallel to the r-axis, at
distances 2?r from each other. To each point in the i^-plane,
however, corresponds only one point in the 2-plane, since
exp (w) is a uniform function of w. Each strip of the w-plane
represents one of the branches of w, the boundary in each case
being assigned to the strip below it.
Example. Shew that, for all values of m,
-

provided K(» > 0.

20. The Generalised Power. Up to this point zn has only
been defined for rational values of n (§§ 5, 6). We are now in a
position to define it for all values of n, rational or irrational, real
or complex.
If w — Log 0, then z = exp (w) ; hence
z = exp (Log 0) = exp (log z + 2&7ri),
where k is any integer. Accordingly, for all values of n, we
^define zn by means of the equation
zn = exp (n log z + ZnltTri).
COROLLARY 1. If n is an integer, zn lias only one value,
exp (n log z), (cf . § 5).
COROLLARY ^\2. If n is a fraction pjq (q positive), zn lias q
values given byq

exp (£ log z] e**™, where k = 0, 1, 2, . . . , q - 1 .

The reader can easily verify that this agrees with the results
of §6.
§§ 20, 21] CONFORMAL REPRESENTATION 37

COROLLARY 3. If n is irrational or imaginary, zn has an

infinity of values.

Example 1. Prove -i-=nzn-1 for all values of n, where the same value
of zn is taken on both sides of the equation.
Example 2. Shew that, for all finite values of rx,
; >

where s tends to infinity in any direction whatever.

We have (§15, Cor., p. 30)

so that, if £= l/£, Lim 2 log(l + OL/S) = ou

2->OC

Thus, since the exponential function is continuous (§ 12, Th. 4),

Lira (\1
2_>oo Lim e* l<* <1+a'2> = e«.
+ -Z JY = z_>.x
See also Examples III. 13, 14, 15.

21. Conformal Representation. Let w be a holomorphic

function of 0; then, if the points wt wlt W2 (Fig. 23), in the
w- plane correspond to the points z, zl}z2, in the z-plane,
T . w,—w dw r. —
Lim— — = ^-
2l^2 z^-z dz
or T. w2
Lim — — w— = Lim
T. 0.2 — —z .
wl — w zl — z
Hence, if the two triangles of vertices w, wlt w2, and z, zlt 0.2,
w - plane z -plane

FIG. '23.

are infinitesimally small, they are directly similar. Also, since,

to the first order of infinitesimals,
x dw ,
(wl-w)= dz(zr-z\
the first triangle can be obtained from the second by turning it
through an angle amp (dw/dz) and magnifying it in the ratio
38 FUNCTIONS OF A COMPLEX VARIABLE [CH. m

\dw/dz\. It follows that two intersecting curves in the 0-plaiie

are represented in the w-plane by curves which intersect at the
same angle.
Each plane is said to be represented Conformally on the other.
Examples of Conformal Representation have been given in

§§ 9 and 19. The representation breaks down if -^- is either

zero or infinite.

Example. Deduce, from the principle of Conformal Representation, the

theorem that the curves u = constant, v = constant, intersect at right angles,
where u and v are Conjugate Functions.

22. Singular Points. A point at which a function ceases to

be holomorphic is called a Singular or Critical Point, or a
Singularity of the function. For example, 2 = 0 is a singularity
of 1/z.
If a circle can be drawn with the singular point as centre, so
as to enclose no other singularity of the function, the singularity
is said to be Isolated. The function I/sin (1/z) has a non-isolated
singularity at z = Q: for, since sin(l/0) is zero for z = l/(Jc7r),
where k is any integer, it is impossible to surround the origin
with a circle which does not contain an infinite number of these
points.
A point which can be made the centre of a circle enclosing no
singularity is called an Ordinary Point. If the radius of the
circle is equal to the distance of the point from the nearest
singularity, the interior of the circle is called the Domain of the
point.
Poles. If Lim (z — z^)nf(z) = C, where C is a non-zero constant
n a positive integer, z1 is said to be a Pole of f(z) of order
n, and f(z) — </>(z)/(z — Zi)n, where <f>(z) is holomorphic at sr If
n = l, zl is a Simple Pole of f(z). For example, l/zn has a
pole of order n at z = 0.
Example. The function I/sin (B — ZI) has a simple pole at zl : for (§ 15)
Lim •! (z — -£,)— — 7 — •MtJ-s=H - 7 - it =1.
^V "sm (*-*,)/ \cos(* -*!)/,»„
The function f(z) will have a singularity at infinity if £=0 is
a singularity of /(1/f). For example, az2+bz + c has a pole of
§ 22] SINGULAR POINTS 39

the second order at infinity. If infinity is an isolated singularity

of f(z), f=0 will be an isolated singularity of /(1/f), and a circle
If |= e can be drawn to enclose no singularity of /(1/f) except
f=0. Hence a circle \z =l/e can be drawn which will have
within it every singularity of f(z) except infinity.
Meromorphic Functions. A function which is holomorphic
throughout a region except at isolated poles is said to be Mero-
morphic in that region.
Essential Singularities. If no value of n can be found such that
Lim(£ — zl)nf(z) = C, then zl is said to be an Essential Singularity
of f(z). Poles are Non- Essential Singularities.
Example. The function e1-'-' has an essential singularity at 2 = 0.
Branch-Points. The branch-points of multiple- valued func-
tions are Singular Points : for example, z = Q is a singularity
of Log z.
Zeros. If f(z) = (z — zl)n(^(z\ where n is a positive integer and
</>(z) is holomorphic and non-zero at zl} then z± is said to be a Zero
of f(z) of order n ; a zero of order 1 is also called a Simple Zero.
If zl is a zero of f(z) of order nt it is a pole of l//(z) of order n.
THEOREM 1. A pole is an isolated singularity.
If zl is a pole of f(z) of order n, the function (z — zl)nf(z) is
holomorphic at zl ; consequently, if C is its value at that point,
an r\ can be found such that \(z — zl)nf(z) — C\<^e) provided
|z — z^ I < r\. Hence f(z) must be finite at all points except zl in
the circle z — zl \= >/, so that the singularity is isolated.
COROLLARY 1. The zeros of f(z) must also be isolated, or the
function ~L/f(z) would have non-isolated poles.
COROLLARY 2. If infinity is a pole of f(z), a circle can be
drawn which encloses all the singularities of f(z) except infinity.
THEOREM 2. No region can contain an infinite number of
isolated singularities.
Let a given region contain only isolated singularities, and let
it be divided up as in §13. If there is an infinite number of
singularities in the region, one at least of the divisions must
contain an infinite number of singularities, and by continuing the
process of subdivision a point can be found such that, in every
40 FUNCTIONS OF A COMPLEX VARIABLE [CH. m
neighbourhood of it, there is an infinite number of singular
points, i.e. it is a non-isolated singularity, which is contrary to
hypothesis.
COROLLARY. If a function is meromorphic throughout the
plane, and has an ordinary point or a pole at infinity, it follows
(Th. 1, Cor. 2) that it has only a finite number of singularities.

EXAMPLES III.
1. Shew that l/{(z — a)(z — b)(z — c)} is holomorphic except at «, &, and c.
2. Shew that the following functions are holomorphic, and find their
derivatives :

(i) e~y(cos#+isin#). Ans. ie~y (cos x + i sin x).

(ii) cosh # cosy + ^sinh#siny. Ans. sinh x cos y + i cosh x sin y.
(iii) sin # cosh y + i' cos #sinhy. Ans. cos # cosh y — z'sin^sinli?/.
(iv) cos x cosh y — i sin x sinh y. Ans. — sin x cosh y — i cos x sinh y.
3. If n is real, shew that rn(cosnd + isinn@) is holomorphic except
possibly when r=0, and that its derivative is nr™-1 (cos n - 1 d + i sin n - 1 0).
4. For what values of z do the functions w defined by the following
equations cease to be holomorphic 1
(i) z=e~v(cosu + isinu). Ans. 2 = 0.
(ii) z — sinh u cos v + i cosh u sin r. Ans. z — ± i.
(iii) 2 = sin % cosh v + i cos w sinh v. Ans. z= ±1.
5. If <f> and T/T are functions of x and y satisfying Laplace's Equation,
shew that s+it is holomorphic, where *a?B*5~™ o^ an(i ^==:^T^"^^'

6. Shew that w = e* (# cosy -y sin y) is a harmonic function, and find the

corresponding holomorphic function. Ans. ze* + iC.
7. If w=z2, shew that the curves u = clt v = c2, are rectangular hyper-
bolas, and represent them on a diagram for different values of c± and c2.
8. If z = sin u cosh v + i cos u sinh v, picture on a diagram the orthogonal
systems u—c^ v = c2. Shew that the first system consists of confocal
hyperbolas, and the second of confocal ellipses.
9. Shew that, (i) sin iz = i sinh z, (ii) cos iz = cosh z.
10. Prove (i) sin (z1 ± izz) = siuzl cosh z2±i cos z^^ sinh z.2,
(ii) cos (zl ± iz2) = cos z\ cosh z.2 T i sin 2X sinh z.2 .
11. Prove (i) |sin (x ± ty) |= *J (sin2 # + sinh2 y} = cosh y
Sij sinhy
(ii) |cos (# + ^y) |= x/(cos2 x -\- sinh2 y} — cosh y |.

12. Prove Log ( - 1 ) = (2^- + 1 ) TT/, where -1 is any integer.

13. If w is real and z = reie, shew that 2n = r"eni^+2{'n\ where rn is real
and positive.
§ 22] EXAMPLES III 41

14. Shew that znzn = z"+n' for all values of n and ri, where suitable
branches of the functions are taken.

of 15. Shew that are

the functions (zn)n' =znn> for all values of n and ri, where suitable branches
taken.

16. If w={(z-c)/(z + c)}2, where c is real and positive, find the 'areas of
the 2-plane of which the upper half of the w-plane is the conformal
representation.
Ans. (i) The lower half of the circle \z =c ; (ii) that part of the plane
above the #-axis which is exterior to the circle |z \ = c.
17. If 10= -iccot(zf2\ shew that the infinite rectangle bounded by #=0,
# = TT, #=0, # = 00, on the 2-plane is conformally represented on a quarter of
the w-plane.
18. Shew that infinity is a simple zero of (az2 + bz + c)/(lz3 + mz2+nz+p).
19. Shew that the ratio of two polynomials is a meromorphic function.
20. Shew that sees, cosec?, taii£, and cot?; are meromorphic in the
finite part of the plane.
21. If w = sin-12, shew that w = /nr:Fi Log {1^ + ^(1 -z2)} according as the
integer k is even or odd, a cross-cut being taken along the real axis from
1 to oo and from - x to -1 to ensure that Log{?^-f x/(l -z2)\ should be
uniform.

Deduce that 7- sin"1 z = --j- - ^ ,

dz V(l-s-)
where the branch of -j- - — is chosen which corresponds with the branch
of sin-1.* under consideration.

22. Prove (i) Ljm-*i; (ii) Lta = - 2 ;

z-n (-1)" ,
(in)' Lim — -- = — — , where n is an integer ;
x T . tan A: .
(iv) Lim
c-»0— - — -= A.

23. Shew that all the values of il are given by g-O^+iJ*, where /• is any
integer.
24. If w=\jz, shew that the curves it = clt v = ct, are orthogonal circles
which pass through the origin, and have their centres on the ?/-axis and
^r-axis respectively.
 [CH. IV

CHAPTER IV.
INTEGRATION.

23. Limit of a Sequence. Let zlf z2, zs, ... be an infinite

sequence of real or complex numbers; the sequence is said to
converge to a limit I if, corresponding to any assigned e, a
number m can be found such that zn — £ < e, when n ^ m.
If zn — xn + iyna,udl = a + ib, then \xn — a < e and yn — b <e;
hence it follows that the sequences xlt x2, ~xs, ... and ylt y%, y3, ...
converge to the limits a and b. Conversely, if these two
sequences tend to the limits a and 6, the ^-sequence tends to the
limit a+ib.
THEOREM. The necessary and sufficient condition that the
sequence should have a limit is that, corresponding to any e,
an n can be found such that zn+p — zn \ < e, where p is any
positive integer.
This condition is necessary, for, if I be the limit,

It is also sufficient, for it involves the conditions

which determine the convergence of the x and y sequences.

Uniform Convergence of a Sequence. It may be that all the z's
are functions of a variable f : this is indicated by writing zn(g)
for zn. Then if, at all points f in a given region, the sequence
is convergent and has the limit £(£), and if an in can be found
such that, for all points within the region, ^n(D"~^(DI < e
when n^m, the sequence is said to converge uniformly within
that region.
24. Curvilinear Integrals. Before defining definite inte^
grals of functions of a complex variable, we shall define curvi-
linear integrals, and prove Green's Theorem.
 43
§§ 23, 24] CURVILINEAR INTEGRALS

Consider a curve C (Fig. 24) joining two points A and B in

the (x, y) plane. This curve can be divided into segments AL,
LM, MN, . . . , such that, for each of these segments, only one
value of y corresponds to each value of x ; and thus in each
segment y is a uniform continuous function of x. Denote these
functions by ^(x), <f>z(x), $%(%), —
Now let f(x, y) be a uniform continuous function of x and y
in a region of the plane containing the path C. Then the

FIG. 24.

functions f{x, ^(x)}, f{x, <j>2(x)}, f{x, </>B(x)}, ..., are uniform
continuous functions of x on the arcs AL, LM, MN, ... , respec-
tively, and the integrals
Cn
Cm
fl
f{x, ^(x)} dx,
a f{x, </>2(x)} dx,
JI J m f{x, </>B(x)} dx, . . . ,
where a, I, in, ... t b, are the abscissae of A, L, M, . . . , B, are
ordinary definite integrals. They are the Curvilinear Integrals

JAM y) dx, J^ f(x, y) dx, jjffa y)dx, ... ,

and their sum is the Curvilinear Integral

\ f(x, y)dx.
Similarly, by dividing CJc into segments in each of which x is
a uniform function of y, we can define the curvilinear integral
I \lr(x, y) dy. By combining these a third type of curvilinear

is obtained.
44 FUNCTIONS OF A COMPLEX VARIABLE [CH. iv

COROLLARY 1. If x and y are uniform functions of a para-

meter t,the integral becomes

where tQ and tt correspond to the initial and final points of C.

COROLLARY 2. If x and y are uniform functions of f and q,
and if the curve T in the (£ rf) plane corresponds to the curve C
in the (x, y) plane,

COROLLARY 3. If C be divided into n segments by points

(x^ y^\ (x2, y2), ... , (xn+1,yn+1), taken in order on the curve, where
(a?!, T/J) and (ajn+1, 2/n+i) are the points A and B, and if (£, i^),
(£2* %)'•••» (f»> tfnX are points taken at random on these seg-
ments, the sum

tends to the limit f {/(aj, y)dx+\js(x, y)dy} when the law of

division is made to Jcvary in such a way that n tends to infinity
and the greatest of the segments tends to zero.
COROLLARY 4.

f {f(v,y)dx + ^(x)y)dy}=-[J AB{f(x, y)dx + ^(x, y)dy}.

J BA

COROLLARY 5. If K is any point on C,

f {f(x, y)dx+\f,(x, y)dy} = J\AK{f(x, y)da+^(x, y)dy}

J AB

>, y)dx+\Is(x, y)dy}.

COROLLARY 6. If C is a closed curve, the value of the integral
is independent of the position of the initial point, but its sign
depends on the direction in which the curve is described.
Differentiation under the Integral Sign. If f(x, y, a) and
-
eta. f(x, y, a) are continuous functions of x and y on the curve C,
§§ 24, 25] GREEN'S THEOREM
45
and of the real parameter oc between assigned limits for oc, and if
1
= J1c f(x, y, CL)dx, then <J>(OL) has a derivative given by

For

= {/(#» y> a+Ao.) — f(x, y, a.)}dx.

Now, for points on C, f(x,Jcy, oc) is a function of two variables
x and oc ; hence (§ 13) Aoc,

f(x, y, oc + Aoc)=/(a, y, oc) + |^/(^, 2/, aj

where A tends uniformly to zero with Aoc.
Therefore

and the latter expression tends to zero with Aoc.

Thus 0(oc) has a derivative, given by

25. Green's Theorem. This theorem gives an important

relation between a double integral and a curvilinear integral.
Let the functions P(#, y) and Q(&, y) be uniform and con-
tinuous, and possess continuous partial derivatives, in a simply-

.V X0X
Fio. 25.

connected region containing a closed curve C. Consider the

taken over the simply-connected area enclosed by G.

Assume in the first place that C (Fig. 25) is a curve such that
46 FUNCTIONS OF A COMPLEX VARIABLE
[CH. IV
no line parallel to either of the axes cuts it in more than two
points.
Let yl and y2 (y% ^ y{) be the values of y on C corresponding
to any value of x, and let A and B be the points on C of
minimum and maximum abscissae x0 and X0.

Then ~ If § dxdy= ~ft7(x' &>-p<*'

The latter expression is the sum of the two curvilinear integrals

-fJ AQB
P(x,y)dx, J\APB
P(x,y)dx;

and therefore, since — JIAQB

P(x, y) dx =\J BQA
P(x, y) dx,

~ JJ ^ dX dy = J c P (X' y) dX)
the integral being taken round C in the positive direction.

Similarly JJ ^ dx dy = \ Q (x, y) dy.

Hence Green's Theorem,

holds for the region considered.

Next, if C does not satisfy the condition that no line parallel
to either of the axes cuts it in more than two points, the region
can be divided into regions each of which possesses this property.
For example, if in Fig.
YJ 26 the points A and B, at which the

o
FIG. 26.

tangents are parallel to the y-axis, are joined by a straight

line, the two regions so obtained are of the type required.
§ 25] GREEN'S THEOREM 47
Hence

f((-^ay + !Q)<fo%=(
JJV ox/ (Pdx + Qdy)+\JABPA
JAQBA (Pdx + Qdy)

= { (Pdx + Qdy),.
since the sum of the integrals along AB and BA is zero.
Jc
Thus the theorem can be shewn to hold for all simply-connected
regions bounded by closed curves.
COROLLARY. The area of the region enclosed by C is given by
any of the three integrals

Multiply -Connected Regions. Consider the region between

the curves C and C' (Fig. 27). This region can be made simply-

FIG. 27.

=\
connected by drawing a line LM from C to C'. Hence

+ Qdy),
J
G J C'

where the latter integral is taken positively round C'.

Similarly, for the region between the curve C (Fig. 28) and
the ?i curves clt c2, ca, ..., cn, it can be shewn that
48 FUNCTIONS OF A COMPLEX VARIABLE [OH.
Example. If Pd.v + Q,dy is a complete differential, she\y that

D
wlrere C is a closed curve.

, I

FIG. 28.

26. Definite Integrals. Let f(z) = u(x,y) + iv(x,y) be a

uniform continuous function of z in a given region, and let ACB
(Fig. 29) be a curve in this region connecting the points z0 and z.

FIG. 29.

Let zlt zz, ..., zn, be n points taken in order on this line, where
zn is z, and let fx, f2, ..., fn be arbitrary points on the segments
SUm
§26] DEFINITE INTEGRALS 49

the real and imaginary parts be separated, we obtain

where £• = £•
Now if the law of division of the curve ACB varies so that
n tends to infinity and the greatest of the segments tends to
zero, this latter expression tends to the limit (§ 24),

JIACB
(u dx — v dy) + iJ\ACB
(vdx + udy),

or I (u+iv)(dx + idy).
JACB
This limiting value of Sn is called the integral of the function
f(z) taken along the curve ACB, and is written

JACB
COROLLARY 1. From the theory of limits it follows that,
corresponding to any e, an n can be found such that

COROLLARY 2. f f(z)dz= - J{ACB

J BCA f(z)dz.

COROLLARY 3. [ f(z)dz~\- \ f(z)dz= [ f(z)dz.

JAC JC'B JACB
COROLLARY 4. {fi(z)+A(z) + ~-+fn(z)}dz

= JACB
f A(z)dz+ JACB
[ /•(«)(&+...+[JACB
f«(z)dz.

COROLLARY 5. I kf(z)dz=1c\JACB
JACB f(z)dz, where A: is a constant.

COROLLARY 6. I f(z)dz= J\ay/{0(f)}

J ACB ft <}>'(£) d£, where s a
holomorphic function of f, and the path ACB in the 2-plane
corresponds to the path ocy/3 in the f-plane.
M.F. D
50 FUNCTIONS *OF A COMPLEX VARIABLE [OH. iv

For f(z)dz = J
J ACB I(u dx — v dy) -f- i J\(vdx + u dy)

since z is a holomorphic function of

COROLLARY 7. The modulus of the integral is finite.

For, let M be the greatest value of \f(sm on ACB ; then, since

where I is the length of ACB.

Jz0
COROLLARY 8. If F(z) is a holomorph c function whose

derivative is f(z\ \f(z)dz = F(z)-F(z0).

For, let F(z) = U(x, y)+iV(x, y) ; then /

Therefore

I f(z)dz = \(u dx — v dy) -f 'i \(v dx + udy)

«
Now the integrands are complete differentials; therefore the
integrals are the limits of the sum of the increments of U(#, y)
U
K3
§§ 26, 27] CAUCHY'S INTEGRAL THEOREM 51
and V(aj, y) obtained in going along ACB from (oj0, y0) to (a;, y).
Hence

Since F(z) is single-valued,

J*9 it follows that the value of the
integral is independent of the path.
Example. Shew that I zndz=(zn+l-ZQH+l)/(n + l) for all integral values
of n except - 1. If n is negative, the path must not pass through the origin.
See also Examples IV. 1-4.

Consider now the integral I f(z)dz, where the path C goes to

• -/»"«.
inimity. Jc
By means of the transformation z — c = l/f, where c does not
lie on C, C is transformed into a finite path C' with f=0 as
final point, and the integral becomes

In order that the integrand /(c + l/f)/f2 should be continuous,

Lim/(c-f
f— >0 l/f)/f2 or ~Limz2f(z)
z— »•<» must be finite. Hence the given
integral has a definite value if Lim
2— >!»
z2f(z) is finite.

^Example. I -7= - J ^C=l> provided that the path in the z-plane does
not go through the origin.

27. Cauchy's Integral Theorem. If a function f(z) is holo-

morphic in a simply-connected region A, and if C is a closed
contour lying entirely within A, I f(z)dz = 0.

'Letf(z) = u + iv; then, by Green's

Jo Theorem,
ff(z)dz=\
c (udx — vdy) + i\
Jc Jc (vdx + udy)

the double integrals being taken over the area enclosed by C.

Hence (equations (A), § 15)
52 FUNCTIONS OF A COMPLEX VARIABLE [OH. iv

Example. From the integral / - — , where C denotes the circle \z =1,

JcZ'
deduce l+2cos0 T/1

The following
Theorem : important theorems are corollaries of Cauchy's

THEOREM 1. Let f(z) be holomorphic within a simply-

connected region, and let the paths ABC (Fig. 30) and ADC

2-0 A

FIG. 30.

joining the points z0 and z lie entirely within the region. Then

ABC
Jf(z ) dz + JI CDAf(z) dz = 0\

so that f(z) dz
JABC = JADC
\ f(z) dz.
The integral is therefore independent of the path, so long as
the path lies entirely within the region.
THEOREM 2. Under the conditions of Theorem 1,F (z) = \ f(z)dz
is a holomorphic function of z.
Let the increment AF(0) of F(0) correspond to the increment
A0 of z ; then
fz+Az fz fz+Az

AF(«) = /(*) dz -
J ZG
f(z) dz =
J ZQ ^ s
/(f) df
|*z+Az fz+Az

Now take A0 so small that lf(£)—f(z) \ <e for all points f on

the line joining z and z + Az ; then

z
Therefore +A
Iz

<€.
§ 27] CAUCHY'S INTEGRAL THEOREM 53
Hence F(z) has a definite derivative f(z) ; it is therefore
holomorphic throughout the region.
From this theorem the method of Partial Integration can be
derived exactly as for the real variable.
As in the theory of integrals of real functions, we say that a

function F(z). which is such that — ^-^ssf(z)t is an Indefinite

Integral of f(z) ; and we write

Example. Prove I log z dz = z log z — z.

THEOREM 3. Let/(z) be holomorphic in* the ring-space bounded

by the curves C and C' (Fig. 27); then

the integration in both cases being in the positive (or negative)

direction.

For, by Cauchy's Theorem,

f f(z) dz + JLM
Jc f f(z) dz - Jc'
\ f(z) dz + JML
[ f(z) dz = 0.

But JfML
/(«)<&= -fJ LM fa)dt.

Therefore f f(z) dz = { f(z) dz.

Jc Jc'
Similarly, if f(z) is holomorphic in* the region between C
(Fig. 28) and the n curves clt c2, ..., cn, it can be shewn that

THEOREM 4. If a is a point enclosed. by a curve C,

l
= 27T

z — a c of radius r ; then (Theorem 3)

Round a describe a small ccircle
f dz _f dz
Jc^'Jc^V
z
* Here, as in Cauchy's Theorem, it is to be understood that the boundaries lie
d
inside a region in which /(z) is holomorphic. t
54 FUNCTIONS OF A COMPLEX VARIABLE
[CH. IV
On c let z — a = reie ; then dz = reiei dO. Therefore

Gz-a
28. Cauchy's Theorem : Alternative Proof .* The following
proof of Cauchy's Theorem does not depend on Green's Theorem.
The proof will be taken in three parts : firstly, for C a
triangle ; secondly, for C an arbitrary polygon ; and, lastly, for
C any closed curve.
(1) Let C be a triangle A (ABC in Fig. 31), and let the mid-
points D,E, and F of the sides be joined, so that the triangle is
divided into four congruent triangles A', A", A7", Aiv.

D
FIG. 81.

Now integrate round these four triangles in succession in the

same (positive) direction, as indicated by the arrows. The two
integrals along each of the lines DE, EF, and FD cancel each
other, so that the net result is the integral round A in the positive
direction. Hence

- JA
[ /(*)<fo=fJA'
/(*)<**+[JA"
f(z)dz+\ JA'"
f(z)dz+\ JAlv f(z)dz;
so that z)az
Jf
f(z)dz
There must therefore be at least one of these smaller triangles
— we denote it by Ax — such that

dz
f(z) Vol. I.
Cf. Knopp, Funktionentheorie,
 27, 28] CAUCHY'S INTEGRAL THEOREM 55

Dealing with Aa in the same way, we obtain a triangle A2

such that

[f(z)dz ^4
J A! \f(z)d
J A2

and therefore J A

z )dz
Proceeding thus, we\f(obtain a sequence of similar triangles
A, A!, A2, ..., each contained by the preceding one, and such that

i-An, and
\f(z)dz ^4« J
As n tends to infinity, the triangle An shrinks to a point, f say,
which lies within every one of the triangles A, Ax, A2, —
Now, corresponding to any e, an y can be found such that
|X |< c if z — f | < >7, where

Let ti be chosen so great that An lies entirely within the

circle |z — f | = v\ ; then

f f(z)dz= JA
JA \ f(Qdz+ JAf f

The first two of thes£ integrals vanish (§ 26, Corollary 8),

so that ., .,

f(z)dz=\
J An J A,, \(z-£)dz.

Therefore If f(z)dz ^fJ A,, \\\\z-£\\dz\

I J Au
O

= €-jc8n, where sn is the perimeter of An,

r
— .}( ^j , where s is the perimete of A.
e / -s1 \'2
Hence

JA
Therefore
f f(z)dz = 0.
56 FUNCTIONS OF A COMPLEX VARIABLE [CH. iv
(2) If C (Fig. 32) is a quadrilateral, it can be divided into two
triangles A and A' by a diagonal which lies within it ; then

f f(z)dz=\JA
Jc f(z)dz+\JA' f(z)dz = 0.
Similarly, if C is any polygon, it can be divided into triangles

FIG. 32.

by diagonals lying within it, and, since the integrals along these
Jc
diagonals cancel each other, I f(z) dz = 0.
(3) Let C be any closed curve ; then, as in § 26,
<• n

f(z)dz = LimSn> where Sn = r=i

JG ^f(zr)(zr-zr.l).

Now let f(z) =f(zr) 4- r]r f or points z on the straight line joining
zr-i and zr, and let the law of division of C vary so that, for
r=l, 2, 3, ..., n, |^r|<e/(2L), where L is the length of C,
and also

Then, if P is the polygon of vertices «„, zlt z2, ... , zn,

\/(*> <fo= s r </w + *•>dz= s»+ s r ***•

JP r = \Jzr-i r = lJ2r_!

But Jp f(z)dz = Q; therefore

Therefore 11
Hence
Jo"
§§ 28, 29] C^JCHY'S RESIDUE THEOREM 57
29. Cauchy's Residue Theorem. If the point a is the only
• singularity of f(z) contained in a closed contour C, and if

V
has a value, that value is called the Residue of f(z) at a.
From Theorem 3, §27, it follows that, if 0 encloses several
singularities, the sum of the residues at these points is

The following cases are important :

CASE 1. If n is any integer except 1, the residue of (0 — a)~n

at a is zero.

CASE 2. The residue of (z — a)~l at a is unity. .'•

CASE 3. If
f(z) = &J(z - a) + A2/(z - a)2 + . . . + An/(z - a)» + 0(«),
where 0(2) is holomorphic at a, the residue of f(z) at a is Ar
Example. Shew that the residue of (2s + 3)/(s — I)2 at 1 is 2.
CASE 4. If f(z) is holomorphic at a, the residue of f(z)/(z — a)
at a is /(a) : for

i (• f(Z) _ i r /(a) i r

X
c

Now take C so small that for all points on it X <e; then

where i is the length of C.

Hence -Uf -dz=f(a).

ZtnJQZ—a
This is equivalent to the following theorem :
THEOREM 1. If Lim
z— >a {(z-a)f(z)} is a definite number A, the

residue of f(z) at a is A.
58 FUNCTIONS OF A COMPLEX VARIABLE [OH. iv

It follows that, if <f>(z) and \fs(z) are polynomials in z, and if

z — a is a non-repeated factor of \Js(z\ the residue of <f>(z)/\ls(z)
at a is <f>(a)l\l/(a).
Example. Shew that the residues of (pz2 + qz + ?•)/{ (z - a) (z - b) } at a and b
are (pa2 + qa + r)/(a - b) and (pb2 + qb + r)/(b - a).
See also Examples IV. 5-7.

Multiply-Connected Regions. If f(z) satisfies the conditions

of Theorem 3, § 27, except for isolated singularities at points
in the space between C and the curves cl} cz, ..., cn, the sum
of the residues at these points is

Residue at Infinity. If f(z) has an isolated singularity at

infinity, and if C is a large circle which encloses all the singu-
larities off(z) except infinity, the residue of f(z) at infinity is
defined to be

taken round C in the negative direction (negative with respect

to the origin), provided that this integral has a definite value.
If the transformation 2=l/f be applied to the integral, it
becomes

taken positively round a small circle about the origin. Hence

it follows that, if Lim { — /(!/£)/£} or ^^m { ~zf(z)} nas a definite
value, that value is the residue of f(z) at infinity.
Example. Shew that the residues of z/{(z-a)(z-b)} and (z3-
at infinity are - 1 and 1.
Xote. Both of these examples shew that, if a function is holomorphic at
infinity, it does not necessarily follow that its residue there is zero.

THEOREM 2. If a uniform function has only a finite number of

singularities, the sum of the residues at these singularities, that
at infinity being included, is zero.
Let C be a closed contour enclosing all the singularities of
f(z) except infinity: then the sum of the residues at these
singularities is I
 59
29, 30] CONTOUR INTEGRALS

But the residue at infinity is

Hence the sum of the residues is zero.

Example. Evaluate the residues of z*/{(z- l)(z- 2)(2-3)} at 1, 2, 3, and

infinity, and shew that their sum is zero. Ans. 1/2, -8, 27/2, -6.
See also Examples IV. 8-10.

30. Evaluation of Definite Integrals. Many definite in-

tegrals can be evaluated by means of integrals round closed
contours.

Example 1. Prove JoT cos

x't +x a'1
d* = —2a , where «>0.

Integrate f(z) = e*z/(z* + a2) round the contour (Fig. 33) consisting of :
(1) the A'-axis from — R to R, where R is large ;
(2) that half of the circle ] z \= R which lies above the #-axis.

O R X
Fio. 33.

The only pole of f(z) within the contour is ia, at which the residue is

Li m \(z-ia
z-^ia\ P
Hence / /(.,-)

But
e~a

TrR 55"

^c1
Hence the integral along the semi-circle tends to zero aa R tends to
infinity.
Therefore

so that
Jof" x*-°S>Y
+ a*dx- v*~*
2a '
60 FUNCTIONS OF A COMPLEX VARIABLE [CH. iv
THEOREM 1. Let AB (Fig. 34) be that arc of the circle z\ = E
for which 0^0^ 02, where 0 = amp3; and let zf(z), as R tends

FIG. 34.

to infinity, tend uniformly to the limit K, where K is a constant ;

then f
Lim JAB

For, let zf(z) = K + X, and choose R so great that X | < e ; then

f K + X . IP2

= \9\dO
<e(02-01).
Hence Lim
R-><» J^AB
f(z) dz = i(00 — 0,)K

For example, in Example 1, |zf(z) \^ R/(R2 - a2), so that K = 0.

Example 2. If m > 0, prove
Jo
cos mx dx TT - V m „;

[Integrate eimz/(l+z2 + z*) round the contour of Fig. 33.]

From Theorem 1 it follows that, if f(z) = (j>(z)/ifs(z), where
\fs(z) is a polynomial of degree n, and 0(0) is a polynomial of
T0

degree less than n,

Limf f(z)dz = i(0^0l)^,o
R^^JAB
where a and b are the coefficients of z11'1 and 2n in 0(2) and
\fs(z) respectively.
In particular, if the degree of </>(z) is ^n — 2, a is zero, and
therefore the integral of f(z) round the contour of Fig. 33 gives

r:
§ 30] WORKED EXAMPLES 61

where 2 denotes the sum of the residues of f(z) at points above

the #-axis.

Example 3. Prove Jo/ XT/+x a* = v4er ' , where a > 0.

The residue of l/(24 + «4) at a pole a. is

But the poles above the #-axis are aeln/* and ael37r/4.

Therefore |_ _^_i = 2«M A e-':

Hence / -^-.-^.

The inequality sin^^20/7r, where 0^0^7r/2, is frequently

found useful.

Example 4. Prove J -2' ^ dr = ^ e~a, where a > 0.

Integrate /(2)=ze<z/(,22 + a2) round the contour of Fig. 33. The only pole
within the contour is m, the residue at which is e~a/2. Hence
f m
W
J-K/
But r f(Re»)Re»ide ^ I *T^"'7 dO
^R2
2
22R-2 2 f
2-a2a Jo
./ o

2R2
TrR
JR 2 ri

Hence Lim [V(Reie)R^'^<9=0.

-—»
Thei'efore / y

so that >'or^sil
^24

>. Integrate e'* over the following contour (Fig. 35) :

O R X
Fin. ;;;..

(1) the .f-axis from <) to I! ;

62 FUNCTIONS OF A COMPLEX VARIABLE [CH. iv

(2) the circle |2| = R, from 0=0 to #=<x, where «. — j ;

(3) the line #=«., from |s| = K to O.
•*dz
When R tends to infinity (1) gives •/I0 e~x<idx or —^ .
On (2)e-z2=e-R2cos20e-iR2sin20; so that, if 20=7r/2-<£,

= e ~ & si» 0 d<£, where /? = Tr/2 - 2o.

Accordingly, when R tends to infinity, this integral tends to zero.

Again, on (3)z=rela, and therefore, when R tends to infinity, thejjntegral
becomes r00
- Jo e ~ ' C08 2a {cos(r2 sin 2cx) - i sin (r2 sin 2a.) } ela-dr.
But the integral is holomorphic within the contour ; hence
/" e-
J(\

— —E. (cos rx - 1 sin (/.).

Therefore, if the real and imaginary parts are equated,

I e~x" cos 2<x cos(#2 sin 2o.) dx — —^-

Jo 2 cos a.,

and / «~x2cos2asin(.r2sin2a.)o?^=-^sina..
Jo 2i
If a.=7T/4, these integrals become the Fresnel Integrals

r 2
I cos SV* d\v ~^ Jo
Jo
r
\ sin •'?'*"' ct-& == ^^4~A «
~
R

Example 6. Prove / --J = -r-^ — , where 0 < a < 1.

"It
Integrate f(z) = eaz/(I+ez) round Y,the contour (Fig. 36) consisting of the

1 _
-R
27TZ

O
Fie . 36.

.r-axis and the lines x— ± R, y = 27r. The only pole within the contour is TTZ,
at which the residue is - ea7ri.
§ 30] CONTOUR INTEGRALS 63

If *=R + z)/, then \f(z) \^ enR/(e* - 1 ), so that Lim/(*)=0;

R— >oo hence the
integral along #=R vanishes when R tends to infinity.
If z=-R + iy, then |fts) ^e-"R/(l -e~R), so tha,t R->oo
Lim /"(«)= 0; thus the
integral along x= — R vanishes when R tends to infinity.
1 f
Therefore ^j

Hence

Therefore

The transformation 6^=^ changes this integral into

l+y sm «TT

Two methods can be employed to evaluate integrals of the

type I /(cos 0, sin 0) clO, when f(x, y) is rational in x and y.
J -7T

The first is to use the transformation # = tan ^0. The integral

x,
x)d

?)
er
R,(

R(a
wh

is
rational in x.

The alternative method is to apply the transformation z = eie,

and integrate round the circle \z = 1 .

Example 7. Prove J0/ - ^ — ; = -^"~

a + bcosti , , where the sign of *J(«2-bz)
^/(«*-6*)
00
{+

is chosen to satisfy the inequality |a - *J(a'2 - b2) \< \b \ ; it is assumed that

a/6 is not a real number such that - 1 =a/b^. 1.
!£*=«» ' d° dz- dz
Jo « + 6cos(9 i cbz* + 2az + b ib c (z - OL)(Z - /
ib Jc (z -
where C is the circle \z\ =1, and a. and /? are the roots of
Since «./? = !, it follows that either |o. or \/3\ is less than 1, or that
1 a. | == | ft I = 1. The latter alternative is excluded, however, since in that case
a/6 would be real and such that -l^a/6^1. Let a.=(-a + Ja*-b'*) /6,
where the sign selected for \/«2 - b'2 is that which makes |a. |< 1. Then

THEOREM II. If Lim(z — a)f(z) = K, where A: is a constant,

dz, gral g n d
f(z) the inte bein take roun the arc

^O., of the circle

a z — a\ — r, is i^ — O^K.
->
fz
64 FUNCTIONS OF A COMPLEX VARIABLE [OH. iv

For, corresponding to any e, an r\ can be found such that

if |z — a < rj, A |< e, where (z — a)f(z) = K + A. Hence, since

Therefore •/•- >o J(f(z) dz = i(02 -

Lim

Prove f'iiEf^^f.
Jo # 2
Integrate f(z) = eiz/z round the contour (Fig. 37) consisting of
(1) the ,^-axis from r to E, where r is small and R large
(2) the upper half of the circle |z \= R ;
(3) the .r-axis from — R to — r ;
(4) the upper half of the circle \z\ = r.

-R

R X
FIG. 37
™ede
•=f<
Let I be the integral duetto (2) ; then
iRcosfl— E sinfl n i

Hence

Therefore Lim I = Q.
R-»°o

Again, Lim2/(2)=l, so that (Theorem II.) the integral along (4) tends to
— ITT as r tends to zero.

Hence Lim | J e-dx+ ^ ^-ctoj=7n.

Therefore

\\Then, in the description of a contour, part of a small circle is

described to avoid a singularity of the integrand, the contour
§30] PRINCIPAL VALUE 65

is said to be 'indented' at the singularity: for example, the

contour of Fig. 37 is the contour of Fig. 33 indented at O.
Example^. If 0<v< 1, prove /o - — dx=-

= 2p~"1/(l +z) round the contour (Fig. 38) consisting of :

(1) the ^-axis from r to R ; (2) the large circle |z |= R ;
(3) the .?;-axifi from R to r ; (4) the small circle |z \— T.

FIG. 38.

Within this contour f(z) is uniform. Consider that branch for which
amp 2=0 on (1).
Since p >0, Lini2/(2)
*-*o = 0 : hence the value of the integral along (4) tends
to zero as r tends to zero.
Again, when \z = R, 2/(2)|^Rp/(R— 1) : therefore, since jo<l, the
integral along (2) tends to zero as R tends to infinity.
At the point — 1 amp 2 = 77: hence the residue at this point is eCf--*)**.
Also on (3) amp ,s = 27r. Therefore K
P-1
ttf
*«ftr
cfe
„„ 1 -\-x
Hence Jo \+x
f^^^' sinpTr .
The substitution x = ey transforms this integral into
l
B-
r^

Principal Value of an Integral. If /(z) is holomorphic in a

region containing that part of the ic-axis for which a = x = b,
except for a simple pole at a point c on the #-axis, where
a < c < 6, then "
tl-nds to a definite limit as e tends to zero.
66 FUNCTIONS OF A COMPLEX VARIABLE [CH. iv
r& ^7/v,

= log (b — c) — log (c — a).

e cfce
Henc Lim

Now, let/(s) = 0(2)/(2-c); then (§ 15, Theorem, p. 29)

T.

where X is continuous in the region. Therefore

Lim
e->0 {Ua
ff(x)dx + Jc+e
i f(x)dx\J

This limit is called the Principal Value of I f(x)dx, and is

ritten -6
P /(aj)do;.
Example 10. If 0 < a < 1, prove
Ja .
--.^ dX = 7T COt «7T
1

Integrate z?~l/(z-l) round the contour of Fig. 38 indented at 1 (Fig. 39).

i
~
a
x
r

Example 11. If — TT < a < TT, prove

-^ h Tr
smh dx7 — -^2
ax .r 1tan -2a •
rsin
Integrate ea2/sinh (TTS) round the rectangle (Fig. 40) of sides ?/ = 0, y = lt
x= ±R, indented at O and' 2.
§§30,31] THEOREM ON RESIDUES 67

Example 12. Integrate eibzl(r-\-iz)a, where 0< « < 1, r >0, b >0, round

O R X
FIG. 40.

r;
the contour of Fig. 41, where it is assumed that amp (r+ iz) is zero at points
on the i/-axis between 0 and ir ; and thus prove
-« 4»* 27T ,„_,_, r

Prove also =0 J and shew that

*'**
f+*

o
PIG 41.

If r= 1, .r = tan ^, deduce

F(cos 6)a-'2cos ad cos (6 tan 6}dd

'*T(a)(
—

31. Theorem. Let C be a closed curve such that f(z) is holo-

inorphic within and on C and 0(0) is meromorphic within and has
no singularities or zeros qn C ; then

where n1, a.,, a:i, ... are the zeros of 0(0) writhin C of orders
ri» r2' rs»-" respectively, and 61? 62, 63,... are the poles of <j>(z)
within C of orders sp *.,, ,s.,, ... respectively.
68 FUNCTIONS OF A COMPLEX VARIABLE [CH. rv

For (p(z) = (z — al)ri\Is(z), where \fs(z) is holomorphic at ax; hence

so that
<p(z) z-a,
The residue of the integrand at ax is therefore

Similarly, since (2?— 61)*1^(«) = x(0X where x(^) i-s holomorphic

at blt the residue at 6X is —
Hence
OOBOLLA.T1.

OOBOLLABY 2.

Example 1. If ^>(^) is a polynomial of degree «, shew that 2^ = ?^.

Example 2. If <^(*) is a polynomial with factors 0 — 0., z — /3, ..., shew that
oc~*:+)8~A:+...= -B, where /: is any positive non-zero integer, and R is the
residue of «*^(«)
-i$fe)ats = 0.

32. Liouville's Theorem. A function which is holomorphic

at all points of the plane, including infinity, must be a constant.
Let f(z) be such a function; then, if a and b are any two
distinct points, the only singularities of the function

are a and &, and possibly infinity. But since LimzF(2)

.-> ce
= 0, the
residue of F(z) at infinity is zero (§ 29, p. 58). Now the sum
of all the residues is zero (§ 29, Theorem 2) : hence

so that /(a) =/(&) ; and therefore, since a and 6 are arbitrary

points, f(z) is a constant.
COROLLARY. Every function which is not a constant must
have at least one singularity.
§§31-34] DIFFERENTIATION UNDER INTEGRAL SIGN 69
33. The Fundamental Theorem of Algebra. If f(z) is a
polynomial in z, the equation /(z) = 0 has a root.
For, if not, the function I/f(z) would be finite and holomorphic
for all values of z, and would therefore be a constant (Liouville's
Theorem). Hence f(z) would be a constant, which contradicts
our hypothesis.
34. Differentiation under the Integral Sign. Let the func-
tion f(z, f) of the two independent complex variables z and f be
holomorphic with regard to both z and f so long as z lies in a
region A of the z-plane and £ in a region A' of the f-plane. Then
the function #(£).= I f(z, £)dz, where C lies entirely in A, is holo-
f 7^

morphic at all points of A', and 0'(f ) = I ^/(z, f) dz.

Let f(z, £) = u-\-iv and 0(£) = P-f-/iQ,

so that P = I (udx — v dy), Q = I (vdx + u dy) ;

then (§ 24),

3P_f Cdu, 'dv_, \ 9P_f fdu

3?~JcW 3? y)' ^~Jr
3Q f /9v 7 , 9^ 7 \ 3Q f
^l=
Sf Jc^fV^^ + ^^2/J'
3£ y ^=
^ J0
Hence (equations (A), § 15),

Thus 0(f) is a holomorphic function of f : its derivative is

given by

JExample. Integration under the Integral Sign. Shew that, if C' and
C' lie in A and A' respectively,

Jcf
( Jc i f(z,t)d{dz.
ff(z,C)dzd{=[ Jc Jcf
Let {"0 and f be the lower and upper extremities of C'; then/ / f(z,t)d£dz
is holomorphic in £, ;ind J° ^c'
70 FUNCTIONS OF A COMPLEX VARIABLE [OH. iv

Hence ( </>(£K= JG( JC'

JC' I /(*, C)d(dz-[I— f'C -'C'
I f(z, {}d{dzl— Ib = bO

= Jcf ./c'f /(z,

35. Derivatives of a Holomorphic Function. A function
f(z) which is holomorphic in a simply-connected region enclosed
by a curve C, possesses derivatives of all orders at every point
interior to C.
For, if z is any point interior to C,

Now let A be a region which contains the point 0, and whose

boundary is interior to C. Then the f unction /(£)/(£— 2) is holo-
morphic with regard to both f and 0 so long as f remains on C
and z in A. Hence (§ 34),

Similarly, by means of repeated differentiations, it can be

shewn that

COROLLARY 1. If C is a circle of centre z and radius R, and M

is the maximum value of \f(z) \ on C, |/M(«)|
COROLLARY 2. If f(z) is continuous at all points of a finite
('not necessarily closed) path C, the function

is holomorphic in 2 at all points which do not lie on C, and its

n« derivative is

COROLLARY 3. If ^(a;, y)+iv(xt y) is a holomorphic function

of z = x + iy, then t6(aj, y) and v(o5, 2/) have partial derivatives
of all orders.
 § 35] DERIVATIVES OF A HOLOMORPHIC FUNCTION 71

EXAMPLES IV.
1. Prove / — = log — , a cross-cut being taken along the negative real
axis. J* z zo
2. Under the same restriction as in the previous example, prove

where n may have any value except — 1, and the same branch of zn is taken
on both sides of the equation.

3. Prove \*eazdz = (e™ -!)/«.

f
4. Prove Jo/ cos az dz = sin (az)la.

5. Shew that the residue of eaz/(l + ez) at -i is - ea7ri.

6. If K is any integer, shew that the residue of cot z at KTT is 1.

7. Shew that >\% residues of ezi/(z2 + a'2) and zezi/(z2 + a2) at ai are e~a/2ai
and e~a/2 respectively.
8. Shew that the sum of the residues of any rational function is zero.

9. If /(,)= A_ + _^* + ... + ,-f " , shew that the residue of f(z)l(z-x)
at a is —/(.'•)•
]
10. If /"(2) = 2Ar/(2-a)r + <£(2), wheren ^(2) is holomorphic near a, shew
that the residue of /(«)/(*-*) at a is -2 Ar/(^-a)r.
11. Shew that, if m and n are positive integers, and m<.n,
M

12. Integrate zeimz/(z4 + a4), where m and a are positive, round the contour
of Fig. 33, and shew that
ma

• = ^<f^sin"!-.

IQ
13. T>^^,
Prove r°CQ&ma; , JT
/ _ ^6;= - ^e• V2sm(—
§ . /7«a + TT\
T •
Jo ^4+«4 2«3 V/2 4/

14. Integrate eiz/(z-ai), where «>0, over the contour of Fig. 33, and
shew that {+* a COB x + x sin x ,
J-a, .C2 + (l2
(L:
15. By integrating eizl(z + ai\ where a>0, prove
—acoBx+xmnx 7

ifi p,., , ^in ll1-' 7 TT ~rr ma where

L *+& <f-''=2e C08'
72 FUNCTIONS OF A COMPLEX VARIABLE [CH.
U
17. If 0 < a < 2, shew Jo
that
/27T«. + 7T\

(i) r af^dx 2?r C°S\ 6

sin (*¥£*)
fo l—x+x* tJ3 sin^ra
[Integrate — - — - round the contour of Fig. 37, and equate real and
imaginary parts.]

Prove j[ i— -^_ _ -^_-2^c?^ = ^log(l4-r), if -l<r<l

f-), if r<-l or r>l.

[Integrate ^ ^g^1 ~J!> round the contour of Fig. 33, and

put ^7= tan ^.]
19. If « > 0, and - Tr/2 < ^ < 7r/2, prove

and

[Integrate s"-^-2 round the contour consisting of the positive .?>axis, the
line amp2=#, and part of an infinite circle.]
20. If «^0, prove
x.xl)--^
/"^(l-f.r^cosa^ , = TT _y?« a
e 2 COS2;
0 J. 1+
/;;\ r* ^s
[Integrate etez/(l'+2 + «2) round the contour of Fig. 33.]
21. Integrate e~z~ round the rectangle of sides y = 0, 2/ = £, x= ±E, and
show that /•+» /•+»
/ e-(-+w>2 ^ ^ e -W.r «= N/TT.
J-X J-OD

Deduce:

= \7r, where c is any constant.

22. Integrate eizl(z + a\ where «>0, round the square whose sides are
,r = 0, # = B, y=0, ^ = R, and shew that :

ii) r»££<fe=rj^i(fa.
Jo ^ + « Jo l + ,r-'
rv] EXAMPLES IV 73

23. Integrate e~j2 round the rectangle whose sides are .^ = 0, .v = R, y = 0,

?/ = £>, where 6>0, and shew that :

Jo /o
' (ii) [%-* sin 2&r dx = e - 6'2/*
24. Integrate enz/cosh TTZ round the rectangle of sides .r= ±K, v/ = 0, y =
and shew that
— er dx7 = -1 sec •=a , wne re —
r cosh
coshw.r 2 2'
f2«r ^Q-a-bi J/}= 27TI, if 6 > 0,
25. Prove Jo
cot—
2 c7^
= - 2?ri,.' if
... 67 < 0.'
r2ir

26. Prove I cos"^o?^ = 0, if n is odd, and

27. Prove that, if y is the unit of circular measure :

k T+x sin x , IT ,
r+ao 1 - cos x
I1) L T^-i
28. If a is positive, prove
TT . ,,.v „ /"" .r sin aa; , TT
=-2Smm'; (u)P/o ^-^^ = 2
29. If r and 6 are positive, and 0 < a < 2, prove

[Integrate (i) zft~leibz/(z2 + r^) round the contour of Fig. 37, and
(ii) za~leibz/(zz-r2) round this contour indented at r and -r.]
30. If -l<a<l, prove

Deduce that, if -!<«<!,

- « •< >S ArtTT

Jo " Jo/"^
I^

[Integrate J.A '", ^ ~ , '—* round the contour of Fig. 37, and put
 -1

74 FUNCTIONS OF A COMPLEX VARIABLE [CH.

31. Prove 7fi /1-r.V'.

[Integrate _ round the contour of Fig. 37.]

32. If «>0, prove f^D^ Jl(1 _,-«).

Jo .v(x2 + a2) 2a2V
33. If a > 0, prove

[Integrate -^ — -_ a
^-r round the contour of Fie:. 37.1
2(logZ- ITT/2)

34. If a > 0, prove

{ 1 - cos (a tan 0) } 0 + log (cos (9) sin (a tan 6>)
f~ (log cos By2 + <92
[Integrate — ^ 1 _ -giaz r-r round the contou
contour of Fig. 37.1
z\og(l-iz)
~
J_
35. If b>0, r>Q and 0<a<2, shew that

[Integrate sa -1eei67(^2 + ^2) round the contour of Fig 37.]

36. If 0<a<2, prove / ^_^2^

Deduce (

.... f0.^-1-^-1 dx A Tra / 7r6

(11) / — , = log tan , / tan — -
where 0<6<2. x Jo log^? \-\-x1 °\ 4 / 4

37. Let P(-s) and Q(z) be polynomials of degree m and n respectively,

where m^n — 2, and let Q(z) have no positive or zero real roots. By means

r^Mdv- R
of the integral of P(z)~Logz/Q,(z) taken round the contour of Fig. 38, prove

where H denotes the sum of the residues

Jo Q( ^)^ of P(^)Log2;/Q(2:) (0 < amp s < 2?r)
at the zeros of Q(z).

38. By integrating (Log^)2/(l+^2) round the contour of Fig. 38, prove

floga? ,
I ,—^0^ = 0.
Jo l+.r2
39. By integrating log(«4-t)/(22+l) round the contour of Fig. 33, prove

Deduce
iv] EXAMPLES IV 75

40. Prove J/ smh.t'

--^ — dj; = 7rr-
4
41. If a is real, show that
sinew?, TT . , aw

42. If «i > - 1, w > — 1, and m - n is an even positive integer, prove

j"00 sin »n# — sin 7i.# , _ e~'1 — e~m
J0 "(l + #2)sin# r e-tf-1
r (logo?)2 , 16
43. Prove / 2^ = QT~^S7r-
Jo 1+,P+^2 81v/3
[Integrate (LogzY/(I + z + z2) round the contour of Fig. 38.]
44. If — Kjt?<l and - TT < A < TT, shew that
p jy-^dla? TT sin;? A
Jo 1+2^ cos A + x- ~ sin pir sin A
45'
_0

[Integrate zl(u-e-iz) round the rectangle of sides 0;= ±TT, y=0, y =

46. If r>0, s>0, 0<a<l, 0<6<1, a + 6>l, shew that
<b' +X dx
9 ^ a. M-«-»
~

Deduce //(cos ^)— ^(fe

47.
= <fo=f4 .
By integrating ez'22/s round a suitable contour, shew that
x

Deduce /
Jo
—^ dx**^*
2

48. By integrating e':/\/* along a suitable path, shew that

•V/# - ° *JX
rcos.g . _ /""sin x
49. If 0 < «. < 7T/2, shew that
/"-t-00 t&n~lxdx TTOL

[Integrate log(l -^)/(52-22sino.+ l) round the contour of Fig. 33.]

50. Integrate ^"/(e2'2-!), where a is real, round the rectangle of sides
= 0, .i?=R, y = 0, .y=l, indented atO and i, and shew that
/" sin'/.v . 1 , /a\ 1

'
Jo ^ -\'f'''=T
 [CH. V

CHAPTER V.

CONVERGENCE OF SERIES: TAYLOR'S AND LAURENT'S

SERIES.
cc

36.* Convergence of Series. Let Sw denote the sum of the

first n terms of the infinite series 2 wn> where the w's are real
51=1

or complex quantities ; then, if Sn tends to a finite limit S as n

tends to infinity, the series is said to converge or to be convergent
and to Have the sum S. The necessary and sufficient condition
for this is (§ 23) that a number m can be found such thai, when
n^im and p is any positive integer,
Sn+p — &n i <C € Or jWn+l + Wn+2 + . . . 4- Wn+p \ <C *•
Ii wn = un + ivn, the series Sttn and ^vn converge to the

real values U and V, where U + iV = S; for I ^un — ~U

— V are both less than |Sn — S|. Conversely, if the
I I i
series Sun and 2/yw converge to the values U and V, the series
ivn) will converge to the value U + iV, since

Absolute Convergence. If the series of moduli ^ Iw

71=1

convergent, the series Zwn is also convergent, since

a series of this kind is said to be Absolutely Convergent. The

series *Lun and 2vn are then also absolutely convergent, since
*In this and the following paragraphs some definitions and theorems on
infinite series which will be found useful in the course of this work are
summarised ; for fuller proofs and for further information on the subject
reference may be made to Bromwich's Theory of Infinite Series.
§ 36] THE HYPERGEOMETRIC SERIES 77

\vn\ = \Wn\- Conversely, if 2wn and 2)vn are

absolutely convergent, 2iv}l will be absolutely convergent, since

.AWe. The value of an absolutely convergent series is inde-

pendent ofthe arrangement of the terms.*
Multiplication of Series. Since
(un 4- ivn)(u'm 4 iv'm) = unum - vnv'm 4 iunv'm 4 ivnu'm,
the product of the two absolutely convergent series 1/wn and
Sw'n is equivalent to
Zwn 2u'm — 2-Vn 2/v'TO 4 i S^n Zt/m 4- * 2vw 2u'm.
Hence the product is the absolutely convergent series

W^ W\ 4 (Wj -H/2 4- Wz W\) 4 (tVj t(/3 4 ^2 ^'2 4 ^3 ^'i ) 4 . . . .

Most of the series with which we shall have to deal will be
absolutely convergent series. The tests for convergence of series
of positive terms apply also to absolutely convergent series : the GO

most important of these is :

The Ratio Test. If Lim wn+l/wn\< 1, the series Vw7l is
,l->co i*

absolutely convergent: if Lim [t0n+1/wll|>lj the series is

divergent.
If Lim iwn+1/wn\ = l, further tests must be applied: one such
/i— >• •/>
testt is the following:
IV,
If
n+1 n n
where /u, is a constant and |con \ is less than a fixed number A
for all values of ??, the series 2| wm' is convergent if /m ]> 1 and
divergent if /x ^ 1.
1. Shew that the Hypergeometric Series

1'snlutely convergent if \z\<l and is divergent if \z\>l ; while, if

|s |= 1, it converges absolutely if E (y - rx - (3) > 0.
*Cf. Unnnwich. §7«5. tCf. Bromwich, §§ 12, 79.
78 FUNCTIONS OF A COMPLEX VARIABLE [CH. v

Example 2. If R (y -«.-/?)> 0, prove

F(«, ft y, l) = (y(-^_-^F(», ft y + 1, 1).

Let Tw denote the
"1 nth term of F(o., ft y, 1) ; then, if n = 1, 2, 3, ... ,
T _T ^
y/ 1.8...»(y+l)(y+8)...(y+»)

_Yl /AT' rp"

where Tw' and T»" are the wth terms

\ M+1~ /3,M+2y '+ 1, 1) and F(«.- 1, ft y, 1)
y/of F(«.,
respectively. Also

Hence, since LimT,, = 0,

Again, if w = "l, yF(o.-l,

2, 3, ... , ft y, l) = (y-®F(o, ft y + 1, 1).

so that (y-o.-/?)F(a,fty, l) = (y-o.)F(cx.-],fty, 1). •

Hence F(o, ft y, l) = (y,"')F(«, ft y + 1, 1).

Example
00
3. Shew that, if the series ^,wn
1
is absolutely convergent, the-
series Zlog(l +wn) is also absolutely convergent.
Choose n so large that | wn \< 1 : then

Hence an m can be found such that, for n^w,

where C is a constant independent of n.

m m
Therefore, if "2f |wn |< c, "z" |log (1 + w«) |< Ce ;
so that the series Zlog(l +wn) is absolutely convergent.

37. Convergence of a Double Series. If ^ and o>.2 are com-

plex quantities such that CD.,/^ is not real, the double series
+ CO +00 1

is absolutely convergent. The accent indicates that the term

for which m = ti = 0 is omitted. It is convenient to assume
Y1
I(ft>2/ft>1)>0 : if this is not Sthe case, interchange wl and w2.
§§ 36, 37] CONVERGENCE OF A DOUBLE SERIES 79

Divide up the plane (Fig. 42) by parallel and equidistant lines

into parallelograms similar and equal to parallelogram OABC,
where A, B, and C are the points 2^, 2w1 + 2o>2, and 2<o2. Since
the angle AOC lies between 0 and TT. One term of

FIG. 42.

the series corresponds to each angular point of the net-work,

except the origin.
Consider those angular points which lie on the parallelogram
PQRS, the mid-points of whose sides are ±2ptoly ±2pw<,,
where p is a positive integer. There are 2p + I points on
each of the sides, and therefore, since the four vertices
eacli lie on two sides, there are Sp angular points on the
parallelogram.
Xo\v let i/ be the shorter of the two perpendiculars from O on
AB and BC. Then for each of the angular points on PQRS
1 _ 1

so that 8

wheiv tlir summation rxtnuls to all the points on PQRS.

80 FUNCTIONS OF A COMPLEX VARIABLE [CH. v

Now, if the values 1, 2, 3, ... , be assigned to p in turn, all the

angular points in the plane will be included. Hence

ri3<^3\r2+22+3*+<
and therefore the series is convergent.
00

38. Power Series. Let 7t^cn(z

= 0
— a)n be a power series, and
let the ratio cn/cn+1 tend to R as n tends to infinity. Then
from the Ratio Test it follows that the series is absolutely con-
vergent within and is divergent without the circle |z — a \= R.
This circle is called the Circle of Convergence and R the Radius
of Convergence.
Example. Shew that the radius of convergence of the geometric series
+ z3 + ... is unity.
At a point on the circle of convergence the series may or may
not be convergent. A test for absolute convergence is given in
§ 36. The following test is sometimes useful when the series is
not absolutely convergent.
Abel's Test. If the coefficients c1, c2, c3, ... , form a decreasing
00

sequence of positive numbers, cn tending to zero as n tends to

infinity, the sum 2i cnZn converges at all points of the unit circle
except possibly at z= 1.
For, consider the series
qcos 0 + c2cos 20+c8cos 30+ . .. , 0 < 0 < ZTT.

Let Smi_p=
m+l

and let sr = c
so that cos
cos (m + 2) 0 = «2 — sl ,

Then Sm> P = cm+l81 + cm+z(s.2 — 81)+ ... Jf-cm+p(sp-sp.l)

— Si (tfjH+l ~~ cm+->) H~ *-2(cm+-2 ~ Cm
i Sp - 1 V^m+p - 1

Now sr = sin(ir0)cos {
so that -I/sin J0^sr^ I/sin J0 . (r = l, 2, 3, ...).
§ 38] POWER SERIES 81

Therefore, since all the quantities

^m+i Cin+2> ^m+2 ^m+3> •••> ^m+p >
are positive,

Sm, p= ^ m+1 ~~
nnrl Q > m+l
^•^-sinp'
But, by making in large enough, cm+1 can be made arbitrarily
small. Therefore, since 0 < W < TT, the series is convergent.
Similarly, since

the series (^sin #+c2sin 20+c3sin30+... , can be proved con-

vergent if0 < 6 < 27T. Hence the series
sn ^

converges if 0<$<27r.
This theorem can be illustrated as follows :
If amp z =^= TITT (n integral), the terms of the series can be

(a)

(b)
O A2 A3A, X

FIG. O
43(o)(6)(c).A, A2A3>X

represented by OA1? AjA.,, A2A3, ..., {Fig. 43 (a)}, where each line
makes the same angle amp z with the preceding one. These lines
M.F. F
82 FUNCTIONS OF A COMPLEX VARIABLE [OH. v

form a kind of spiral, and An tends to a point, which represents

the sum of the series. If amp z — ± TT the lines will be alternately
positive and negative {Fig. 43(6)} and the series will be convergent;
but when amp 0 = 0 {Fig. 43 (c)} the method does not apply.
Example. Shew that z + z2/<2,+z?/3+ ... converges for \z\ = l except at
2=1 ; and deduce that the series
„ cos W cos W
COS0 + — ^— + ^— + .-,
a , sin W sin 3(9 ,
sm0 + — ^— + — 3— +...,
are convergent if 0 =£ S^TT.
Multiplication of Power Series. If the two series

o and
2^w o
240"
are convergent within the circle |z = R, their product
coc'o + (coc'i + cic/o> + (coc/2 + cic'i + C2c/o)^2 + - • •
is also convergent within that circle (cf. §36).

39. Taylor's Series. Let f(z) be holomorphic in the region

bounded by a circle C of centre a and radius R, and let z be any
point within C such that |z — a — r < R : then

n\
Now, since |f — 0 ^R — r for all points f on C, it follows
(§ 26, Cor. 7) that
M
where M is the maximum value of |/(f ) | on C. But this quantity
can be made arbitrarily small by increasing n : hence
§§ 38, 39] TAYLOR'S SERIES 83

for all points within C. This is Cauchy's extension of Taylor's

Theorem.*
The convergence is absolute, for (§35, Cor. 1) the modulus of
each term is not greater than the modulus of the corresponding
term of the absolutely convergent series

Let z± be the nearest singularity to a : then if z be any point

within the circle of centre a and radius |zl — a \, R can be chosen
so that z — a <R<|01 — a\. Thus the Taylor's Series converges
absolutely at z, and therefore its radius of convergence is |zl — a \:
that is, the circle of convergence of the Taylor's Series is the
domain of the point a.
COROLLARY 1. If f(z) and its first TI — 1 derivatives vanish
at a, while f(n)(a) is not zero, a is a zero of f(z) of order n.
For example, z = kir is a zero of sin 2 (§17): this zero is a simple zero
since cos*, the derivative of sin 2, is not zero at the point.

COROLLARY 2. If f(z) and (j>(z), and also their first n-1

derivatives, vanish at a, while <n>

Example. Prove z-*-0

COROLLARY 3. If /<*>(a) = 0 (71 = 0, 1, 2, ...), f(z) vanishes

identically at all points in the domain of a.
Example 1. Shew that, for all points within the circle |z |= 1,

and deduce that j log(l+s)|^-log(l - z\).

Example 2. Prove / Iog(sin7r.r)cfa;= -log 2.

Integrate log (sin TT*) round the rectangle of sides .r = 0, .r=l, ^ = 0, y = R,
imputed at 0 and 1.
The integrals round the small quadrants at 0 and 1 vanish in the limit ;
hence / log(sin7TA-)c?^
= il• °
[log (sin 7T/y)- log {sin (Tr + Triy)}]dy + joI log { si n (TTV
*Cf. §43, Note.
84 FUNCTIONS OF A COMPLEX VARIABLE [OH.V

Now, since w = sin ITZ = sin TTX cosh Try + i cos TTX sinh Try,
as x increases from 0 to 1, (#>0), w passes round the curve PQR (Fig. 44),

FIG. 44.

from P(i sinh Try} when ^ = 0 to Q(cosh Try) when # = 1/2, and to R( - i sinh Try)
when x = \ : hence amp (sin TTZ) decreases by TT, so that
log (sin Triy) — log {sin(7r + Triy)} = TTI.
Again si
Therefore

Hence J log(sin irx)dx= - log 2 + J log(l - eZwxi-2irR)dx.

But T log(l _e2^-2ffB)^. < -log(l -e-^R),
which tends to zero as R tends to infinity. Therefore
P
Jo/ log (sin TTX)dx= — log 2.
Example 3. If |z \< 1, prove
(i) tan~^ = z - 03/3 + ^5/5 r — (Gregory's Series)

where the principal value of tan"1^ is taken in each case.

JGL

FIG. 45.

40. Laurent's Series. Let f(z) be holomorphic in the ring-

space bounded by two concentric circles Cx and C2 (Fig. 45) of
§§ 39, 40] LAURENT'S SERIES 85

centre a and radii Rt and R2, (R1<R2). Then if z is any point

within the ring-space, so that

f(z) can be expanded in a series of the form

J_f ./Cf)
Wc^

Now let Mj_ and M2 be the maximum values of \f(z)\ on

and C2; then (§ 26, Cor. 7), since \z — a\=r,-

l-r/R2VR2/ ,n+l

^r/Rj-1 \r
But these two quantities can each be made as small as we
please by increasing n ; hence

where
A -- -
1. Since
and

and R1<|2 — a -<R2> it follows that the series is absolutely

convergent for all points within the ring-space.
* Cf. § 43, p. 95, Note.
86 FUNCTIONS OF A COMPLEX VARIABLE [OH. v

Note 2. Since f(z) is holomorphic between C^ and C2, the

integrals round these contours can be replaced by integrals round
any concentric circle C of radius R, such that R^R^Rg. It

follows that f(z) = 2 + GC

A^(0 — a)^, where
p— - co

Note 3. Let <j>(z; a) and ty(z\ a) represent the series

00 CO

^Ap(z
o— a)p and ^A_P(3
i — d)~p respectively.
Then /(£)•••$(*; a)+\fs(z', a\ where 0(0; a) is holomorphic
within the circle |0 — a| = R2, and \K0; a) outside the circle
|0-a| = Rr
Principal Part at a Pole. If the only singularity within
|z — a — Rx n is at a, Rj can be made arbitrarily small. Then if

\/s(z; a) = 2-A-_p(0 — a)~p> where n is finite, f(z) has a pole of

order TI at fma,l and \/r(0 ; a) is called the Principal Part at the
pole. If ifr(zm, a) is an infinite series, f(z) has an essential
singularity (§ 22) at a.
Example 1. If f(z) is holomorphic in the region bounded by a closed
curve C except at the poles alt «2> ••• » a«> an(i ^ Gr{l/(z-ar)\ is the principal
part of f(z) at ar(r= 1, 2, ... , «), shew that

where f is any point interior to C. [Cf. Exs. IV., 9.]

Example 2. If |z \> 1 , and the principal value of tan"1 z is taken, shew that

according as

41. Fourier Series. A uniform function F(z) which satisfies

the equation F(0-fQ) = F(2;) for all values of 0, where Q is a
non-zero real or complex number, is said to be a Periodic
Function, and to have the period Q. It follows that, if ra is
any integer, positive or negative, F(0-j- ?nf2) = F(0). If no integer
2>(j?=/=±l) can be found such that Q/p is a period of F(0), Q is
called a Primitive Period of the function. A function which
has only one Primitive Period is said to be Simply -Periodic.
§§ 40, 41] FOURIER SERIES 87

Now let the function f(z) have the period 2&>, and let £=einz/<a.
To each value of f corresponds an infinite number of values of
z, differing by multiples of 2o>. Therefore to each value of f
corresponds one and only one value of f(z), so that f(z) is a
uniform function of f.
Let A (Fig. 46) be the point 2&>, and let R denote an infinite
region of the z-plane, bounded by two lines parallel to OA,

FIG. 46.

in which f(z) is holomorphic. Now if z is any point on a line

through zl parallel to OA, z = zl + \u>, where X is real, and there-
fore ^—einzil^eiir^, so that |f | is constant. Hence such a line is
represented in the f-plane by a circle with the origin as centre,
and as z increases by 2o>, £ passes round the circle once in the
positive direction. Any portion of the region R bounded by
two straight lines perpendicular to OA, and at a distance OA
from each other, is therefore represented on the f-plane by
a ring-space bounded by concentric circles with the origin as
centre.
In this ring-space f(z) is holomorphic since
'*_ » df(z)

if'-* * '
Hence, by Laurent's Theorem,
+ 00 +00

where A, =

C being any circle in the ring-space with the origin as centre.

88 FUNCTIONS OF A COMPLEX VARIABLE [CH. v
Therefore

where ap = o)Jo' o>and 6.= co-

- [2"f(z)cos^dz,
This is Fourier's well-known expansion : it is valid for all
points within the region R. The function /(z), it must be noted,
is holomorphic in R.
42. Classification of Uniform Functions. Functions which
are holomorphic for all finite values of z are called Integral
Functions. Such functions are developable by Taylor's Series
throughout the plane. From Liouville's Theorem it follows that
every integral function which is not a constant must have a
singularity at infinity.
THEOREM 1. An Integral Function for which infinity is a
pole of order n is a polynomial of degree n.
For, if f(z) be such a function, then by Laurent's Theorem

where 0(f) is holomorphic at f=0. Hence

Therefore <j>(I/z)=f(z)- (B1s + B2z2+ ... + Bn0n).

Accordingly 0(1/0) is holomorphic for all finite values of z.
Hence, since 0(1/0) is holomorphic at infinity, it must, by
Liouville's Theorem, be a constant, B0 say.
Therefore f(z) = B0 + B^ + B202 + . . . + Enzn.
Polynomials are also known as Rational Integral Functions.
An integral function which is not a polynomial is called a
Transcendental Integral Function. The Taylor's Series contains
an infinite number of terms, and thus the function has an essential
singularity at infinity. Examples of such functions are ez, cos z,
and sin z.
An integral function f(z) which has no zeros in the finite part
of the plane can be put in the form eG(z\ where G(z) is integral.
For the function G (0)3= log {f(z)} has no singularities in the
§§ 41, 42] INTEGRAL AND RATIONAL FUNCTIONS 89
finite part of the plane, and is therefore an integral function :
hence f(z) = eG(z). For example, ez has no zeros except at infinity.
The ratio of two polynomials is called a Rational Function.
THEOREM 2. If f(z) is meromorphic throughout the plane,
and if infinity is either an ordinary point or a pole, f(z) is a
Rational Function.
Let there be m poles 04, «2, ..., am, in the finite part of the
plane (§ 22, Th. 2, Cor.), and let the principal part of f(z) at ar be
<t>r(z) = AfVC* - Or) + A(2r)/(s - a,)2 + . . . + A£/(Z - ar)*v,
(r=l,2, ...,m).
7)1

Then /(2)~#r(3) is finite at all finite points of the plane.

Accordingly, since ^(z), <£2(0)> •••> $™(2)> are all zero at infinity,
m
must be a constant or a polynomial, say

Hence /(0) = 0r(^) + V^(0)' which is a Rational Function.

COROLLAEY. A meromorphic function other than a Rational

Function must have an essential singularity at infinity.

EXAMPLES V.
1. Shew that the series :

are absolutely convergent for all values of z.

oo oo

2. Shew that the series ^cnzn

o and the series of derivatives y,ncnzn~l
i
have the same radius of convergence.

3. Shew that the radius of convergence of the series ^nlz11 is zero.

[Such series do not define functions.]

4. Shew that the product of the series ftzn/n

0 ! and f>"Y?i
00 ! is 2(*+ z')nln\ .
oo zn+l

5. Shew that the series S / . ^ is absolutely convergent at all points

on its circle of convergence. ^ «$
90 FUNCTIONS OF A COMPLEX VARIABLE [en.
6. Shew that, for all finite values of z :

(ii) cose ^l- + i...;

(iii) sma =z- - + --...;

...,
(iv) cosh* = 1+^ + ^ + ....
7. Shew that, for all values of ??, the Binomial Theorem,

holds for all points within the circle |s| = l, that branch of (l + z)n being
taken which has the value unity when z = 0.
8. If the function /(*) has an essential singularity at a, shew that l/f(z)
has also an essential singularity at a.
9. Shew that the series

is convergent if R (-&)>.— 1/2, and find its sum. Ans. I+z.

10. Prove that, if\z\<l,
T . 6:r

11. Prove
l-coss 1 /.-XT- s -sin 2 1

12. Prove that, if R(s)> - 1,

13. Prove that, if |s |< 1,

l{log(l+2)}2
14. Shew that the series

converges if |z \< 1, and that its sum is z/(l - z).

15. Shew that the series
z z* z* z*

is convergent if |s|<l and also if |s|>l, and that the respective sums are
*/(!-*) and !/(!-*).
16. Shew that the series 2 q^e?™" converges for all finite values of z
v] EXAMPLES V 91
17. Shew that, with the notation of § 37, the series

is absolutely convergent if A> 2.

18. Shew that the series
a . 2?n + 2 2 / ...-
1! 2! % !
where w is a positive integer, is absolutely convergent if \z\ <mm/(m + l)m+1.
19. Shew that the radius of convergence of the series

20. Shew that the series

2! 3 !
is convergent if |z \< 1/4.
21. If a > 0, shew that

[Integrate (**'- 1 -i2 + ^2/2)/{23(a3 + 22)} round the contour of Fig. 33.]
rtrt
22. -TV
Prove // cos .^2 + sin o^—l 7
Joo x

[Integrate (e**- l)/z2 round the contour consisting of the positive x and y
axes and a quadrant of an infinite circle.]
23. If a and b are positive, prove

30

24. Shew that, if a and m are positive,

fa
 [CH. VI

CHAPTER VI.
UNIFORMLY CONVERGENT SERIES: INFINITE
PRODUCTS.
GO

43. Uniformly Convergent Series. Let Sn(z) denote the

sum of the first n terms of the infinite series n2= l wn(z)> whose
terms are functions of z ; then if, at all points of a region A, the
sequence S^z), S2(0), S3(0), ..., converges uniformly (§23), the
series is said to be Uniformly Convergent in A. The necessary
and sufficient condition for this is that, corresponding to any e,*
an m can be found such that, for all points of A,

where p = l, 2, 3,..., and n^m. The region A is a closed

region ; i.e., the points on the boundary are included.
Example. If the series n=l
2 ^n(z) converges
„, uniformly in a region A, and if
f(z) is finite in A, shew that the series 2f(z)wn(z) converges uniformly in A.

In the following three theorems it is assumed that the series

s
oo
W,

n
>n(z) is uniformly convergent in the region A.
THEOREM I. If Wi(z), w2(z), w3(0), ..., are continuous in A,
CO

the function S(z) = n^wn(z)

= l
is also continuous in A.
For, if z and z + kz are points of A, an m can be found such that

where n^m. But, since Sn(z) is continuous, an 17 can be found

such that, for |Az |< 17,

* It should be noted that e is independent of z.

§43] UNIFORMLY CONVERGENT SERIES 93

Hence, if |Az < >?,

z) - Sn(z) |

CO
f

Therefore S(z) is continuous

<€. in A.

THEOREM 2. The series ^ 1 wn(z)dz, where C is a path i

».i»c j.
the region A, is convergent and has the sum I S(z)dz.
For, since at all points of A

= IJo .
f {S(z)-$n(z)}d
<el.
where £ is the length of C.
COROLLARY. If the initial and final points of C are ZQ and 0,

S(z)dz, Wi(z)dz, wz(z)dz, ...,

Jzo Jz0 Jz0
CO /»3

are functions of z, and n2= l Jz0

I *pw(*)dfe converges uniformly in A,
since a maximum value can be assigned to I. Accordingly, if a
uniformly convergent series be integrated term by term, the
resultant series is also uniformly convergent.
THEOREM 3. If w^z), w2(z), w3(z), ..., are holomorphic in A,
S(z) is holomorphic at all interior points of A, and

Let f be any interior point of A, and let C be the boundary of

a simply-connected portion \n+
of A of which f is an interior point.
i+p
Then if, for all points of C, n+]

^
wn(z)(z-
wliere cZ is the shortest distance from f to C, and 7c + 1 >0. Thus
94 FUNCTIONS OF A COMPLEX VARIABLE [CH. vi

c — £)~k~ldz converges to the sum J c

and therefore, since

In particular, if fc

Now, this integral is holomorphic (§35, Corollary 2) at £

Accordingly S(f ) is holomorphic at £ and has derivatives given by
Ad*u>»(£) ,,

COROLLARY. If C (Fig. 47) is the boundary of a simply-

connected portion of A, and if C' is the boundary of a region A"
interior to C, the series of functions of f ,

will be uniformly convergent in A', provided d > 0, where d is

the shortest distance between C' and C.

FIG. 47.

Example. If the terms of the series S(z) = ^wn(z) are holomorphic in the
region contained by a closed contour C, and if the series converges uniformly
on C, prove that 8(2) is holomorphic within C.

Weierstrass's M Test. Si
The series 2jWn(z) will be absolutely
avnd uniformly convergent in the region A, provided that a con-
§§43,44] WEIERSTRASS'S M TEST 95
CO

vergent series of positive constants ^i M» can be found such that,

for all points z in A, |wn(»|^Mri, (71 = !, 2, 3, ...).
For, if Mn+i 4- Mn+2 + . . . + Mn+p< 6,

. Since the moduli of the terms of the series

employed in the proof of Laurent's Theorem (§ 40), are Jess than

the corresponding terms of the series S(r/^W^ anc^ x](^i/^)n>
the series integrated are uniformly convergent on the paths of
integration. Thus the consideration of the remainder can be
omitted from the proof, provided that the M Test has been
previously proved. in The proof manner.
of Taylor's Theorem (§ 39) can
00

then be contracted a similar

Kxample 1. Shew that the circle of convergence of the series ^zn/n2 is a

00

region of uniform convergence.

Example 2. Shew that the series SVC2" - w2^2) represents a meromorphic
function with poles at the points ±TT, ±£77, ±877, ____
Let z be any point of the region bounded by |s| = R, where

Then j* ± mr \^ mr — R, where n = m + l, m + 2, ... ; and therefore

1 1

Accordingly, since the series 2)l/(»ir— B)1 is convergent, 2 l/(22 — wV2)

converges uniformly at all points of the region.
TO

Now the function 2 l/(s2-wV2) is holomorphic at all points of the region

except the poles ±TT, ± 27r, ... , ± WITT. Hence the given series is holomorphic
in the circle except at these points. But R can be chosen so large that any
assigned point lies in the circle ; therefore the series is holomorphic at all
points except ±TT, ±27r, ±877, ____

44. Power Series.

QO
Let R be the radius of convergence of the
power series 2 cn(z — a)n. Then if R^R, the area of the circle
I : — n = Rx is a region of uniform convergence.
For, corresponding to any e, an in can be found such that
^m,
!V+i- < t (P =•• 1 , 2, 3, . . .).
 96 FUNCTIONS OF A COMPLEX VARIABLE [CH. vi

Therefore, if z — a =R1?
cn+l(z-a)n+1 + cn+2(z-a)n+2+...+en+p(z-a)

^ |cn+1 1V+1 + |cn+2 1V+2 + . . . + c«+1, |R1»+*

Since any point £ within the circle of convergence can be

enclosed in a region of uniform convergence bounded by
|z — a =R-p where |f — a <R1<R, it follows that the series
gives a holomorphic function at all interior points of the circle of
convergence. — CO

COROLLARY 1. If the series 2 cn(z — a)n converges for

; — a I< R2, it will be uniformly convergent for
+ CO

Example. If f(z) is defined by the series ^cn(z-a}n^ convergent for

0 < |z — a |< R, shew that the residue of f(z) at a is c^ .

2
COROLLARY 2. 00
If f(z) is holomorphic and has the Laurent
— 00

Expansion ^ Apzp in the region R^I^I^Ra, and if infinity

/is the only singularity exterior to 0|=R2, the residue of f(z)
at infinity is — A_1.
Example 1. Prove that the residues of eliz at the origin and at infinity are
+ 1 and - 1 respectively.
Example 2. If n is integral and ^ 1, prove that the residue at infinity of

that branch of *" which is positive when z is real and > 1 is

/1.3.6...(2n-3) 1.3. 5. ..(2» -5) +(_1)n-i\
12.4.6. ..(2w-2) 2.4.6.,.(2»-4)T

Undetermined Coefficients. Let /(z) and <£(0) denote the series

which converge in the region Rx < |2; — a \<^ R2 , and let the
coefficients cn, (n = 0, ±1, ±2, ...) be unknown. Then if
</>(z)=f(z) for all points of tliis region,
cn = Anj (n = 0, ±1, ±2, ...)• '
§§>4, 45] UNDETERMINED COEFFICIENTS 97

For, if C is the circle |0 - a |= R (R1<R< R,),

In particular, if /(,?) = 0 for all points in the region,

cn = 0 (n = 0, ±1, ±2, ...).
CO

COROLLARY. If f(z) is odd, all the coefficients of even powers

- rs>

of z in the Laurent Series f(z) = ^ cn£?l are zero ; while if f(z)

is even, all the coefficients of odd powers of z are zero.
For, if f(z) is odd,

while, if f(z) is even,

Example. Consider the function l/(ez-l) : it has simple poles of residue

+ 1 at the points 0, ± %7ri, ± 4?™, — Hence, if 0 < 1z \< 27r,
(1)

where the coefficients c0, e,, c2, ... , are to be determined.

If the sign of z be changed,

Adding these two equations, we have

so that c0=— 1/2, c2 = c4 = c6=...=0.

-2 of equation (1) by ez — 1 : then
Next, multiply both -sides

z2 z3
2j + 31
Hence, equating coefficients, we obtain the equations
1
(1
"'-2;2l + 3! = 0'

\\liich the coefficients c^, c3, c5, ... , can be found.

45. Additional Contour Integrals. The calculation of resi-

dues by means of expansions in series is found helpful in the
evaluation of many definite integrals.
M . F.
98 FUNCTIONS OF A COMPLEX VARIABLE [CH. vi

Example 1. Prove

where m and a are real and positive.

Integrate f" 2 ., over the contour of Fig. 37 (§ 30). When E tends to

infinity, the integral along the large semi-circle tends to zero. When r
tends to zero, the integral along the small semi-circle tends to - in/a*.
To calculate the residue of the integrand at ia put z=ia + £: then

6™

Hence the residue at f=0 is -

.fa- = -W
and therefore Jof xx^
*/" "
from which the required result follows.

-, where n is a positive integer.

Example 2. Evaluate f*
Consider that branch of which is real and positive when z
is real and > 1.
This function is uniform in the region between the great circle C (Fig. 48)

FKJ. 48.

and the closed contour y consisting of small circles about —1 and 1, and the
real axis between these circles. There are simple poles at +i and - i.
At z = i, amp(z-l) = 37r/4 and amp(z + l) = 7r/4 : therefore
§§ 45, 46] LEGENDRE POLYNOMIALS 99

Hecce the residue at z = i is(- l)"-1^2^2)- Similarly the residue at z= -i

is -l"-1^. Thus

where the integrals along C and y are taken in the directions indicated by
the arrows.
But (§ 44, Corollary 2, Example 2)

.fl,3.5...(2n-3) 1 . 3 . 5 ... (2tt-5) ,/_ iy.-i

ITi r \2.4.6...(2w-2) 2. 4. 6. ..(271-4)
and

\r c^-U W rT .
46. Legendre Polynomials. Consider that branch of

in the domain of z = 0 which has the value + 1 when 0 =^0.

* Since

the function has singularities at f±>/(f2 — 1), it can (§39), for

values of z such that \z\ is less than the smaller of the two
quantities f±v/f2 — 1 1, be expanded in a series

in which the coefficients are polynomials in f. The coefficient

Pw(f ) is called Legendre s Polynomial of order n.
Shew that

If we expand both sides of the equation

{l_2(_f)2+82}-J = {i_2f(_
:uul <M|uate the corresponding coefficients, we obtain
100 FUNCTIONS OF A COMPLEX VARIABLE [CH. VI

Again, from the expansion for (1 — 2, it follows that

where c is a small circle about the origin.

Now c can be replaced by the contour of Fig. 49, described in
the direction indicated by the arrows, where A and B are the

ii^

FIG. 49.

points £±\/f2 — 1, C is a large circle, and y and y are small

circles about A and B.
The only case in which this cannot be done is when AB passes
through O. But in order that this may be so,

must be real and negative. Therefore, since

the two quantities f+v/f2— 1 and f— Vf2 — 1 must be purely

imaginary.
Hence, by addition, it follows that f is either zero or
purely imaginary. We therefore exclude the case in which f
lies on the imaginary axis.
The integrals along the circles C, y, and y vanish in the limit,
while the integrals along DB and BD cancel each other : thus

pjo-*V _
ds cos
§46] LEGENDRE POLYNOMIALS AS INTEGRALS 101

where z = + \/ 2 — 1 cos (

The branch of Vf2 — 1 considered does not matter, since

cos (TT — 0) = — cos 0.
The integrand has a singularity if £/\/f 2 — 1 is real and
numerically less than 1. In that case £2/(f'2~~-0 must be real
and less than 1, and therefore f2 is negative. Hence £ is purely
imaginary. The imaginary axis is therefore a line of singu-
larities for the integral.
If f=l, Pn(f) = l, so that the + sign must be taken: if
f= — 1, Pn(f) = ( — l)w, and therefore the — sign must be taken.
Hence, for points to the right of the imaginary axis,

pn(f) =
while, for points to the left of the imaginary axis,

Again, in the equation

PB(£)=M - _<**
put 1/2 for 2 : ~then
2S

since the integrand is holomorphic between C and the contour-

made up of y, y', and AB described twice.
7T Jo
Thus Pn(f)=±1 (V+v/r^cos
Since Pu(l) = l, we take the + sign: thus
1 Jo
TC

Again, let f=cos#, (0<#<7r), so that A and B become the

points (Fig. 50) eiB and e~ie. Then if, in replacing the path c
102 FUNCTIONS OF A COMPLEX VARIABLE [CH. vi

by the contour of Fig. 49, the arc AB of the unit circle is taken
instead of the straight line AB, we obtain

~7r
Thus, if z = J

•TT J_0N/(2cos0-2cos0)
2 f« cos(
_ 2_ f
7rJoV(2cos0-2cos#)
A

then
In this equation let 0 and <f> be replaced by IT — 0 and TT — 0 ;

Example 1. Prove

Differentiate (1 - n(f) with regard to s : then

(»-l-

Now multiply both sides by (1 - 2fs+22) : then

"1

But
~^

Hence equating coefficients, we have

(^ + l)Pn+1(0-(
Example 2. Prove , -w, 1, i-Jf\ (Cf. §36, Ex. 1.)

(-!)»!. 3... (2^-

(l-£)2 2
 103
, 47] EXPANSION OF cotz

Therefore, equating the coefficients of z'\ we have

1.1 1.2.1.2 4

!';.'•> < mple 3. From Example 2 deduce

47. Expansion of cotz in a Series of Fractions. The

function cot £/(£—£), where g=/=mr, has simple poles at f and
,777, (?i = 0, ±1, ±2, ...): the residues at these points are —cotf
and l/(g—mr) respectively.
Now consider the integral I- — - dz taken round the rectangle
ABCD (Fig. 51) of sides x= ±(w + l/2)w, y=±b, where n and
b are chosen so that f lies within the rectangle.

To each point z on AB or BC there corresponds a point -2 on

CD or DA: therefore

ABCDA

where sdz
j'-lJAB oofesv cot I.,= |
(^sdv,
^"-^- JBC
104 FUNCTIONS OF A COMPLEX VARIABLE [CH. vi
On AB, z = x + ib ; therefore
cot z \ =

Hence 11, 1;

To avoid discontinuous values of the integrand, we choose

>r] then

LH = l_e-26 »/I _ co t^
3.2 4.|^ C' / — T_
7)2 _ r2 JL ^^ C/
p-2i> v/
~rp/iw -^ /T1^o w
Therefore Lim^^O.
Again, on BC, 0= — (71 + 1/2)^ + ^, so that
cot 01 = 1— tanZridy

Hence I
w

f&

where ^ is chosen so great that (w + £)•&• ]> r. Thus

i2|s
Therefore LimI2 = 0.

ABCDA
\>

and ^ a definite value as ?i tends to infinity

a~~2
(§ 43, Example 2). Accordingly, when n and 6 tend, to infinity,
we have

and therefore cot f = ~

Example 1. Shew that cosec2£=

Example 2. Integrate — — L _ round the contour of Fig. 51, and prove

§§ 47, 48] MITTAG-LEFFLER'S THEOREM 105

48. Mittag-Leffler's Theorem. It is possible to construct a

function which shall be holomorphic except at isolated simple
poles alt a.2, a3, ... , these poles being arranged in order of ascend-

ing moduli, provided that, for some integer n, the series 2 1/<V1'
is absolutely convergent. 00

Consider the series ^]wr(z\ where

Let C be the circle z = R, where R < ap+i \; then, for all

Or
points z in the region bounded by C,
R
= /u, where // = ! r
and r =p + 1, p + 2, . . . . Therefore

Hence, by Weierstrass's M Test, the series 2U>(2) converges

tely nd niformly n he egion ounded y .
a olu
b s
Vj

a u i t r b b Q
n,
Accordingly, the series r^jWr(z)
= l represents a function of the
re<[uired type in this region. But R can always ' chosen so
P+I be
large that any assigned point lies in the region : hence the series
represents a function of the required type.
COROLLARY 1. If f(z) and 0(0) are two functions with simple
poles of residue unity at alt a2, a3, ... , f(z)-~ <p(z) is holomorphic
at all finite points, and is therefore an integral function. Hence
any function of this tyjfe-ei^be put in the form

where G(z) is an integral function.

COROLLARY 2. If the function

is differentiated />— 1 times, a function is obtained with poles of

order i> .at the points 04, ".,, ".. .....
106 FUNCTIONS OF A COMPLEX VARIABLE [CH. vi

Note. These functions have all essential singularities at in-

finity, since there is an infinite number of poles exterior to
every circle |z j= R, (§ 22, Theorem 1, Cor. 2).
00

Example 1.' Since the series 2 V*'2 ^s convergent, the function

is holomorphic at all points except 1, 2, 3, ... , where it has simple poles. \

Example 2. Shew that

1 \— C

z -K z-mr mr j). [Use ^ 47.]

Weierstrass's Zeta Function. If ^SS'V^8 *s the absolutely

+ 00
convergent series of §37, where Q = 2m«t>1-h2?ta2, then, by
Mittag-Leffler's Theorem,
,.
is a meromorphic function with simple poles at the angular
points of the network of Fig. 42. This function is Weierstrasss
Zeta Function, and is denoted by g(z), (cf. § 75).
The function is odd. For, if the order of summation is
reversed ; i.e. if m and n are replaced by — in and — n ; then

Hence «-,)- -{1 + SS'(rV 5

Weierstrass's Elliptic Function. Differentiating the Zeta Function,
we have i +^

This is Weierstrasss Elliptic Function $>(z), (cf. § 72), so th;

It is holomorphic except for poles of the second order at th<

points 2mfc>1 + 2'fto)2, where m and n take all integral valw
Since ®( — z) = $(%), 1p(z) is an even function.
§§ 48, 49] WEIERSTRASS'S ELLIPTIC FUNCTION 1 07 ,
n

49. Infinite Products. Let Pn denote the product II wr, where

the w's are complex quantities no one of which is zero. Then if
the sequence PI} P.2, P3, ... , tends to the non-zero limit P as n
tends to infinity, the infinite product ILwr is said to converge to

•i
the limit P.
If P is zero, the product is defined to be divergent.

If Iiwr is convergent, Lim^n=l; for Wn=*~Pn[Pn.l} and Pn

and Pn_! both tend to the limit P.
THEOREM I. If the series S = y)u'« is convergent, the pro-
duct Iiew« will be convergent and will have the value es.
For, since the exponential function is continuous, an r\ can be
found such that, if n

2>,-sel — (

Hence IIew»
i converges to es.
Unconditional Convergence. If the series 2wn is absolutely
convergent its value is independent of the order of summation
of the terms, and therefore the value of the infinite product
II'-"'" is independent of the order of the factors. When this is
the case the infinite product is said to be Unconditionally
'•ergent.
K.i'mnple. Shew that, if the series £w,, is absolutely convergent, the
product 11(1i + wtl) is unconditionally convergent. 00

-• Example 3, § 36.]

THEOREM II. If the terms of the series S(z) = ^wn(z)

i are 00

holomorphic in a given region, and if the series converges

uniformly in that region, the infinite product P(s)= H>?r"(:) will
!>«' holomorphic at all interior points of the region.
K»r S( : ) is holomorphic at all such points ; hence P(z) = es(z) is
.ilso holomorphic (§15, p. 30), and its logarithmic derivative i^>
'•ivi-n by
j PY?^
i \-i /-/S^
' ' o v, -^ ) °°
'^~\ // \

\\:)=~dz~=:^Wn(Z)'
108 FUNCTIONS OF A COMPLEX VARIABLE [CH. vi

50. Weierstrass's Theorem. It is possible to construct an

integral function with zeros of the first order at the isolated
points alt a.2, a3, ..., these points being arranged in order of
ascending moduli, provided that, for some integer n, the series

-n i§ absolutely convergent.

Let «v(,)_^+I + Jp+... + 5;, (,= 1,2,3,...).

CO

Then the series ^wr(z) converges (§48) absolutely and uni-

formly in the region
P+I bounded by the circle |0| = R, where
Now let

(r =p + 1, p + 2, . . .), where the path of integration lies in the circle.

CO

Then the function ^Wr(z) *s holomorphic in that region, and

therefore (§ 49, Theorem II) so is the infinite product II
Hence the function

n1 l\|Yi -~<^r
is holomorphic in the circle, and has simple zeros at the points
^1 > ^2 »•*•'» ^P '
Now R can be chosen so large that the circle includes
any assigned point; hence the theorem holds for all finite
points.
Again, let f(z) be any function of the required type. Then
if (f>(z) denotes the infinite product above, f(z)l<p(z) will be an
integral function without zeros, and will therefore (§ 42) be
expressible in the form eG&, where G(0) is integral.
Accordingly, the most general function of the required type is

if there is a zero at the

{(i - J) e^ £+™+--^},
§ 50J THE GAMBIA FUNCTION 109

Example. From Example 2, § 48, we have

1 -j-ao / 1 1 \

cot*-i=Z'(
0 _,. \z---
— mr + -).
inrj

Hence Jb\ z)
f(cots-i)<fe= _»
2? Jo \z-mr
['( -^— + mrj
— } dz -9

Iog!in£
2 =£{
-oo Ilog(l--
\ l) + J-).
ttTT/ ttirj

Therefore sin« = «ff' f(l -— )e^l = *fl(l - -. -A

— 00_,o vA mr/ ) i V »*»*/

Note. "VVe cannot put nn*«*II'(l - z/mr) : for, since the series 2{l/(2 - WTT)}
is not convergent, the infinite product is not convergent.

The Gamma Function. We define the Gamma Function F(0)

by means of the equation

where y is Euler's Constant. The expression on the right-hand

side of the equation is integral, and has simple zeros at the
points 0, — ], —2, —3, ... : thus T(z) is holomorphic except at
the isolated simple poles 0, —1, —2, —3, ... , and has no zeros in
the finite part of the plane, (cf. § 61).
The Sigma Function. The method employed in the proof of
Weierstrass's Theorem, when applied to Weierstrass's Zeta
Function (§ 48), leads to the integral function

with simple zeros at the points 2??^ + 2 ?io>2, where in and n

take all integral values. This is Weierstrass's Sigma Function,
denoted by <r(z).' By logarithmic differentiation, it follows that
<T'(Z)I(^(Z} = ^(Z)' As in the case of the zeta function, it can
be shewn that <r( — z)= —o-(z), so that o-(z) is odd, (cf §76).

EXAMPLES VI.
1. Shew that the series

1_1_J_4.1J_
z 1! 2 + 12! 2 + 2 1 8+3
3! !

it presents a meromorphic function with poles at the points

0, -1, -2, -3,....
110 FUNCTIONS OF A COMPLEX
00 VARIABLE [CH.

2. Shew that the series ^znjn\ represents a holomorphic function at all

finite points of the plane, and deduce that

3. If l.Kl, prove

4. If z1 lies within the circle of convergence of the series 2cn(z-

shew that the Taylor's Series for the function at zl is Sc,/^-^)", where

5. . Prove that the residues of ez at the origin and at infinity are both zero.
6. Shew that, if A and B are the residues of el/zzn/(l + z) at z = 0 and z = oc :
(i)

7. Shew that the residue of e2log ^ at infinity is (ea-

8. Shew that

[Integrate eiz/(z2 + z + l)2 round the contour of Fig. 33.]

9. If a >0, prove Jof I dx *

10. If «> 1, prove ^ ——^..-^^

11. If a > b > 0, shew that

^-TsCa—JaP—IP).
a + b cos

14. If a and 6 are positive, shew thafe

dx

15. Shew that, if w^O,

16. Shew that

vi] EXAMPLES VI 111

17. Shew that, if a and m are positive,

P s*n2.fl'r^'V2 -.= —. {e~2ma(2ma + 3) + 4wa - 3 }.

18. If - 2r < c < 2?r, prove
r30 cosh ex ^ c
Jo cosh27r.r ' ~27rsin(c/2)

19 Integrate gl°g(l~?g) round the contour of Fig. 33, and shew that
(1 + 2z2)2
I x ai '9 .,^= I — -; ' ' =^^2 — 1).

20. Integrate x^Log/, where 0<amp2<27r, round the contour of

Fig. 38, and shew that

/ y^ <L_c?l£ = 7T, / j-^- '—i—^-.

" a sinh 2a

23.' Prove
2 1 20 22 2s
and deduce — - :=-

24. If ?i is a positive even integer, prove, by integrating ^ — . round

a suitable contour, that
si H94 .97 — ~.
dx e" — l
0 — : — r==7T"

25. Prove cosecz = - + §( -1)"Y 2-9i7T -+ —

?i7T/V

26. Construct a function f(z) which is holomorphic except at the poles

s= ±1, ±2, ±3, ..., and is such that f(s) - z cot TTZ tends to zero at each
«*'" of

thesepoints. Am 1 Ig

27. Prove 7T

J. Shew that t&uz = -

(294-l)7rJ
112 FUNCTIONS OF A COMPLEX VARIABLE [CH. vi
29. Prove that, if \s\< 1,
(!+*)(!
30. Verify that :

31. Prove that, if wn=

theie product HIIw/? converg
ivn is convergent provided k = l and 2
32. If \z \ < TT, shew that

Deduce that, if 0 < z < TT,

CH. VII, §51]

CHAPTER VII.

VARIOUS SUMMATIONS AND EXPANSIONS.

51. Expansions in Series by means of Residues. The theory

of residues has been applied in § 47 to the expansion of various
functions in series of fractions. The following theorems enable
us to shorten this process considerably.

THEOREM 1. Let z = 'Rei0 lie on that arc of the circle js| = R

for which Ol = 0 = 02, and let zf(z\ as R tends to infinity, tend
uniformly to the limit K, a constant, at all points of the arc, with
the possible exception of the points for which ot — e = 0 = oc-f-e
( e arbitrarily small). Also let |zf(z) = M, where M is finite, at
all points of the arc. Then
Lim

For (Theorem I. § 30),

Limff
R_>^ U0j
f(z)dz + a+e f(z) dz} = i(00 - 0J K - 2ieK ;

and
T 'f(z)dz = 2eM.
Ja-e

Hence Lim
*/(*)*].-<(4-4)K
Therefore
Lim f /(0)<7s = i(ft,-ei)K.

'I'lu' tlieorem also holds if there is a finite number of excep-

tional values of 0 such as oc.

Integrate f(z) = eiz/z round the contour of Fig. 5^, consisting

of the positive x and y axes and quadrants of the circles |z • |= 11 and |z \= r.
OnM.F.
tlie large circle, if e^#T--:>, H :/'(:) !^e^Ksllie ; so that zf(z) tends
114 FUNCTIONS OF A COMPLEX VARIABLE [CH. vn
uniformly to the limit zero as K tends to infinity. Also, for all points on
the quadrant = e--R*™e<
/•«-»/B L .
Therefore
Lim /
R— ±.tr, la—n f(z)dz = 0.

Hence
2

so that, if the real and imaginary parts are equated,

/"* cos x - e~x 7
Jo .r 2

FIG. 52.

Lemma. The function cot-Trs has simple poles at the points

0, ±1, ±2, Let these poles be surrounded by circles of
radius r, where r<[l/2; then a positive quantity M can be
found such that cot TTZ = M for all points exterior to these circles.
For (Examples III., 11), cot TTZ =\cot\nry : hence, if
y = a, (a > 0), or = — «, |cot TTZ \= coth ira.
Now consider the region (Fig. 53) between the rectangle of
sides x= rfcl/2, y= ±a, (a>r), and the circle s =r. In this
region,- since |cot 7r2; |= cosh ^/^/(sinVaj + sinh27r?/)
cot 7T0 1= cosh 7ra/sin(7rr/x/2) if a? = r/^/2 or = — r/v/2,
and |cot7r2;| = cosh7ra/sinh(7rr/N/2) if y = r/j2 or =—r/J2.
Accordingly, since unity is a period of cot TTZ, \cot TTS \= M,
where M is the greatest of the three quantities
coth Tra, cosh 7ra/sin('jrr/A/2), cosh Tra/sinh (7nyv/2 ).
for all points of the £-plane exterior to the given circles.
 LIMITING VALUES OF INTEGRALS 115
§51]

We leave the reader to prove that analogous properties hold

for the functions : sec TTZ, cosec TTZ, tan TTZ ;
v>
S)TTZ 1 p"^Z I 1

COST,? sinr2; COSTS; sin rz erz + e~rz

cos TTZ sin7T0' sin7T0' COSTTS;' enz — e~"z
where — TT = r = TT.

r ^}
J '

X' -1/2

^
FIG. 53.

THEOREM 2. Let f(z) be a ineromorphic function, and let

Rx , R., , R;, , . . . , be the radii of a series of circles with the origin
as centre, no one of which passes through a pole of f(z\ and
such that Lim Rn = cc . Then if, as n tends to infinity, zf(z)
ii — ^>-'s> Y'
tends uniformly to the limit K for all points z = 'Rneie such that
6l = 0 = 0.2, with the possible exception of a finite number of
sets of points «. — e = 0 = a + €, and if \zf(z)\=M. . for all points
on the arc.
d z - e i)K
) 2
Lim f(z = i(0

Tin- proof of this theorem is identical with that of Theorem 1,

«'xc«-pt that R—Lim is replaced by Lim.
>ao «— >*>
f0.>
K.>'niiiplc.\. Let /(a)=cotir*/(f— *) and K,, = ?i+l/2. Then, since
Lim cot TTZ = - ?", y—Lim
»->x, »™w cot TT.S = ?',

it follows thai Lim. ?/'(:)=/ if €^^^TT-€ and Lim :/(-)=- '' if

116 FUNCTIONS OF A COMPLEX VARIABLE [en. vn

Also, by the Lemma above, \zf(z)\ = 'M. at all points of \z |= BH. Hence
Lim
and therefore, as in ^ 47,

Example 2. If 0 < r < 1 , prove

&rx j * 2.^

x=+ ~~

52. Summation of Series by means of Residues. Since the

idue of TT cot TTZ at each of its poles is unity,

' •
where C is a contour enclosing the poles m, m-hl, ..., n, 01
cot TTZ, and no others^/^j^is meromorphic, and 2 denotes the sum
of the residues of TT o8E\ir$)f(z) at the poles of f(z) within C.
Similarly

y f(r)={ f^dz v'=f ^dz 2"

where 2' and Z" are the residues of

respectively at the poles of f(z) within" C.

+ 00 1 —'I

Example 1. Prove 2 7 vt="~2 — *

[Integrate TrcotTr^-. (x + z)~2 round the circle \z\ =B,, = M + l/2, and make n
tend to infinity.]
Example 2. If a is positive, prove

-»
V«-«M*«-L
Va -«
£e-7TH2/«.

Integrate e-^^Ke-^-l) round the rectangle of sides x-

y= ± 1. Then, when m tends to infinity,
+ =0 -+i

2«-*a«3=- I
,+c

4--"S « - 7r"2/". (Examples IV. , 21 .)

§§51,52] SUMMATION OF SERIES 117

Example 3. Gauss's Sum. Let SM= r=0 2 Tr, where Tr=«2irir«/H. Then
Tu_,.=Tr; so that SM=22n, where 2n stands for iTo + Ti + .-.+TV-i or
^•T0 + T1 + ... + TM_o+|TH
2 ¥
according as ?« is odd or even.
Now, 2,,-£ro or 2n-|T0-£T(l/2, -«as the case may be, is equal to the
integral of «*«*/»/(**»» -1) taken round the rectangle ABCD (Fig. 54) of
sides #=0, #=w/2, y= ±E, indented at O and n/2.
Yyl
D C

-«-

I 1

O
f /2 X

1
I !
A B

FIG. 54.

But *—
e2nizyndz I |-»A8 e-47rBx//' w
CD C2«8_l' <JQ *.
l_e-2irR^ C47^R'
and €2iriz2/n ^ T"/2 c4irR.r/»» /;
.'ABe'-7"'--! " J0 ^"-"-1 " 4-l{
so that both of these integrals vanish when Tl tends to infinity.
Again, when R tends to infinity, the sum of the integrals along the
straight parts of DA tends to

n'e-Zm^l n i+e-^iy
^^l -/"
FSi^

cos.r2o?^7-U Jo sill .*•-</..

= (1 + 1) \/w/4. (^ 30, Example 5.)

Similarly, the integrals along the straight
/"
parts of BC give
'•

Kinally, the integrals along the small semi-circles at O and n/2 give -^T0.
and - .yr,i/2 or - .^T0 and 0, according as n is even or odd. Hence
118 FUNCTIONS OF A COMPLEX VARIABLE [CH. vn
Another Summation Formula
= is
^ f
-7T6 J

where C is a contour enclosing the poles in, ra+1, . .., n, of

cosec TTZ, and no others, and 2 denotes the sum of the residues
of TT cosec (irz)f(z) at the poles of f(z) within C.
Example. Shew that, if a is any non-zero real quantity,

If a is small, the second series converges rapidly, while the first

converges slowly.

53. Roots of Equations. The following three theorems lead

up to the proof of Lagrange's Expansion. -
THEOREM I. If (j>(z) is meromorphic in a simply-connected
region of boundary C, then, with the notation of § 31,

where A<1? denotes the total increment of amp {$(2)} when z

describes C positively.
17 ^< -^ 1 I 0 (^0 ^ 1 A T
r or 2*p — 2*$ = ^: — -. 1 , 'dz=- :ALo2Td)(0),
27T^JC0(2;) %7Tl

where A Log <p(z) is the increment of Log 0(0) when z passes

round C. Hence, if <j>(z) =

But A log R = 0, since log R is uniform on C ; therefore

THEOREM II. Let f(z) and 0(0) be holomorphic in a simply-

connected region of boundary C, and let f(z) be non-zero on C.
Then, if |<i>(z)+f(z)\<\ for all points on C, f(z) and f(s) + <t>(z)
will have the same number of zeros within C.
For, let w= l + <t>(z)jf(z)\ then, as z describes C, w describes a
closed contour in the w-plane about it'=l, not enclosing the
origin, and amp w returns to its original value.
Hence the increment of amp {/(0) + 0(0)} is equal to the
increment of amp {f(z)} ; and therefore, by Theorem L, these
two functions have the same number of zeros within C.
§§53,54] LAGRANGE'S EXPANSION 119
THEOREM III. If f(z) is holomorphic for 0 < r, and is not
zero at the origin, a finite quantity p can be found such that,
if w ^-p, the function \^(z,w) — z — wf(z\ regarded as a func-
tion of z, has one and only one zero in the circle \z\ = r'< r : and
this zero is itself a holomorphic function of w for w \= p.
For, let p be chosen so that, if \z\ = r,

^(z, w}-^(z, 0) =>/(*) <r',

provided ; i<; = p. Then

(z,w)-+(z,0) '
+(*, 0).
so that, by Theorem II., if w\^p, \f/(z, w) has one and only one
zero, f say, within jz = r.
Now, the integral
_ f.
-Trij
.
2-Trij \[r(z, w) 27ri Z — wf(z) '"
taken round j 5; = /, is a holomorphic function of it; (§ 34). But,
if w\^p, this integral has the value f (§ 31, Corollary 2).
Hence f is a holomorphic function of w for |^ | = /o.
COROLLARY. If F(z) is holomorphic for \z <^r, F(f) is a
F(f)
holomorphic function of w for |w = p, and

wliere the integral is taken round |z \= r, (§ 31).

54. Lagrange's Expansion. The results obtained in Theorem

III. of the previous section can be stated thus : let f(z) and F(z)
be holomorphic for \z\<r, and let f(z) be non-zero for 0 = 0;
then, if z denotes that branch of the function of w given
by z = wf(z), which vanishes when w = 0, a finite region |w \^ p
of the ^<;-plane can be found in which F(z) is hdlomorphic. The
Taylor's Series for F(z) in this region can be found as follows.
Let C denote the circle \z\-r\ then
120 FUNCTIONS OF A COMPLEX VARIABLE [CH. vn

since \wf(z)/z\<^l,
if ?
2iriJ0 0

since all the integrals in the first series have the value zero,
(§26, Cor. 8).
In particular, if F(s) = 0,

These are the well-known expansions of Lagrange.

If the origin be changed to the point -f, and 0(z) be written
for /(0 — f ), these expansions become

and

where z is that root of z = g+w<f>(z) which has the value

when w = 0.

Example. Shew that the root of 2(1+2)"* = ^?, which is zero when v; = 0,
is given by
.«. ,# i , .
"2T 3! 41

Rodrigues Formula for PM(f). If 2; is that root of

*«f+w(«"-i)A
which has the value £ (£=/=±l) when u» = 0,

Before differentiating this series with regard to f, we must

shew that a region can be found in the £-plane in which the
series is uniformly convergent.
§54] KODRIGUES' FORMULA 121

Let f be replaced in the expansion by \ = ik, where k

is real and positive; then it follows from the theory of
Lagrange's
found expansion
such that that a value of p, say p-pl, can be
the series

2
is absolutely convergent if \w = pl. Accordingly, by Weier-
strass's M Test, since

provided |f \= k, the series of equation (i) is absolutely and uni-

formly convergent in w and f for |w \= pl and for |f |= k ; and
/c can always be chosen so that |f |<&. Hence (§43, Th. 3)
-

Now

where that branch of ,/(! — 2£w-}-w~) is taken which has the value
1 when w = 0 ; therefore

1+ W"P- « 46>
Hence, equating the coefficients of iun in the two expansions
for -^, we have Rodriguez' Formula,

By differentiating the product (f 2 - l)n = (f - 1 )M(f + l)w n times

it can be shewn that the formula is also true in the exceptional
cases f = ±1.
COROLLARY.

S "
122 FUNCTIONS OF A COMPLEX VARIABLE [CH. vn
.'-i

Example 1 . If m i= n, I* PIH (x) Pn (x) dx = 0.

For let m>n : then, by repeated partial integrations,
(,)p,^

= 0.

Example 2. Shew that Pn'2(^) <&,-= 2/(2w + 1).

As in Example 1 we haveJ-

-*1 where A'=2*1-

Example 3. Shew that
s»= AHPn(«) + AH_aPII_«(«) + A<l_4P>,_4(s)+
where An=2B(w!)2/(2w)!.
Example 4. Shew that :

(i) 'T 3wPn(,s)cfe=0, where

55. Analytical Continuation. If f(z) is holomorphic in a

region S, if ^(2;) is holomorphic in a region S', which includes S
and if <l>(z)=f(z) for all points of S, (/>(z) is said to give the
Analytical Continuation of f(z) in the region S7. 00

For example, the function f(z) = ^zn o is holomorphic at all

points within the circle |z| = l, the function </>(z) = l/(l — z) is
holomorphic except at z = 1, and 0(0) =f(z) within z\ = l. Thus
<j)(z) gives the continuation of.f(z) over the rest of the plane.

Example. If f(z) = ^llztl, over what region is/(0) holomorphic, and what
function gives its analytical continuation ? ^4?is. Outside |0| = 1; !/(« — 1).
§§ 54, 55] ANALYTICAL CONTINUATION 123

The following theorems are useful in determining the ana-

lytical continuations of functions.
THEOREM I. If a holomorphic function f(s) and all its deriva-
tives vanish at a point a, f(z) and all its derivatives will vanish
at all points in the domain of a.

For f(z) = ^cn(z-a)n,

o where cn=fn\a)/nl, (n = Q, 1, 2,...);
thus c0 = e1 = c2=...=0, and therefore f(z)t f(z), f'(z),..., all
vanish at all points of the domain.
COROLLARY. If two functions and all their derivatives are
equal at a point a, and if they are both holomorphic in a circle
of centre a, they are equal at all points of the circle.
For the differences of the two functions and of all their deriva-
tives vanish at a.
THEOREM II. If f(z) and all its derivatives vanish at a point
of a connected region E in which f(z) is holomorphic, f(z) will
vanish at all points of E.
Let A (Fig. 55) be the given point, and P any other point of
E. Let a path AP in E join A and P, and let d be the shortest

FIG. 55.

distance from any point on AP to the nearest singularity of

A*) i s° that the domain of any point on AP must be at leas
of radius d. On AP take successive points A, Plt P2, P3, ...,
such that each lies within the domain of the preceding point.
124 FUNCTIONS OF A COMPLEX VARIABLE [OH. MI

They can be selected so that, after a finite number of steps, a

domain is reached which contains P. Then (Theorem I.) f(z)
and all its derivatives vanish at P1? P2, P3, ..., and therefore
at P.
COROLLARY. If two functions and all their derivatives are
equal at a point of a connected region in which they are holo-
morphic, they are equal at all points of the region.
THEOREM III. If two functions f(z) and 0(0) are equal at all
points of a line L in a region E in which they are both holo-
morphic, the functions are equal at all points of E.
For, if the points zl and z2 lie on L,

Lim = Lim
Thus the first derivatives of f(z) and <j>(z) are equal at all
points of L. Similarly all the other derivatives of f(z) and (j>(z)
can be shewn to be equal at all points of L; and therefore the
functions are equal at all points of E.
This theorem is particularly important, as it enables us to
extend theorems which have been proved for the real variable
to complex values of the variable. For example, let
and s = l:
theu, if we assume that the equation
sin'2# + cos2 a; = 1, or f(x) = <f>(x),
has been established for x real, it follows, since f(z) and 0(0) are
holomorphic for all finite values of z, that /(z) = 0(z) for all
finite values of z; i.e. that si

Example 1. Prove «P.(f)-A*

Since the zeros of 1 — 2zf+{2 are i(l ± \/2), the expansion

is valid if f!<\/2-l. Hence the- series of positive terms 2|Pn(z)|R*,

where R=0'4<\/2-], is convergent.
But, if |z \^ 1, | P«(*) 1^ |PM(t) |, (§ 54, Corollary).

Tims the series ^fr^-p^ 2P»(«)f "

is uniformly convergent with regard to both z and £ provided |z \^- 1, ! f |= H.
 55, 56] ABEL'S THEOREM 125
Now differentiate with regard to z and £ in turn ; then

so that («

Accordingly, if the coefficients of £" are equated,

»P.fr)-,g-<L)-'*Pr'('>.
Cfo CT2 where |«K1.
But the functions on both sides of this equation are holomorphic for all
values of the variable ; therefore, for all values of z,

Example 2. If zebz= w, shew that

provided ?0 |< e~l/\ b \.

[Apply Lagrange's expansion for F(z)=eaz. Since the series is convergent
for 'w\<€Tl/\b\, it follows, by the principle of analytical continuation, that
the equation holds for that region.]

56. Abel's Theorem. A power series represents a continuous

function at all points within its circle of convergence. If the
series also converges at points on the circle of convergence, the
following theorem shews that the region of continuity includes
these points. XI

THEOREM. If the power series ^cnpn

o = <f>(z) be convergent at
a point 00 on its circle of convergence, and if z be a point within
the circle, »
?enzQn,. = Um<j>(z),
--^o ^
where z tends to Z0 along a radius.*
Let ^ = /o(cosO-hisin 0): then
cnzn = cttpn(cos n 0 + i sin nO)

= 2c«/>onaj"
0 cos nO+i^Cnp^x"
0 sin nO,
where x = /o//o0. <»
Hence it is only necessary to prove that if the series s^
wnere O = cco87 or
is convergent, the function 2^anxn
0 will be continuous for O^x^l.
* Cf. Brninwich, Infinite X«-/Yx, § 83.
 126 FUNCTIONS OF A COMPLEX VARIABLE [CH. vn
Now let rllt p = aH+l + an+2 + . . . -f an+lt .
Then for any particular value of n, finite quantities H and h
can be found such that H>rMf,,>/*, where p is any positive
integer. Hence
a.
tl p - rn p
-a^

if 0a;

Similarly, a,l+1^i+1 + aH+2fc«+2 + . . . + aB+JlajN+J' > //..

But an m can always be found such that |H |<e and |h
forn^m; so that l^^^a^^^/.^o,^^
<€
Hence the series converges uniformly for O^a-^1. Conse-
quently the theorem is proved.
COROLLARY. If the series converges at all points of an arc
of the circle of convergence, <j>(z) will be continuous on that arc.
Example 1. Consider the function

V, the negative real axis

rendered uniform by a crosscut along from - 1 to - oc .

FIG. f>(j.

Let A and P be the points - 1 and z respectively, and let the circle of
centre A and radius AP cut OX in E (Fig. 56). Let the integral be taken
along the path ORP : then

where > denotes z_OAP.

§ 56] SUMMATION OF TRIGONOMETRICAL SERIES 127
Now, if |*1<1,
and this series converges at all points of the circle |.*| = 1 except A, (Abel's
Test, §38). Thus it represents the continuous function log(l+^) in the

•rO]
region of Fig. 56, bounded by the circle \z\ = l indented at A. Accord-
ingly, ifP is the point z = eie, where -TT< #<TT,

so that, if real and imaginary parts be equated,

cos 20 . cos 30

2 J
^ UUS^f UU» t>l/

COS 0 r-
2 "I «3— -... = .
. sin 20 sin 3 0
«ui6 2"+~3~
^ = 0 in the first equation gives log 2= 1 - 1/2 + 1/3- ....

The two series

of §38 are uniformly convergent in the interval e^0 = 27r — e,

They can therefore be integrated term by term.

H '-ample 2. If - TT g^ ^ — zr, prove
. COS26' COS 36*

3. If A, B, P (Fig. 57) are the points ?', — i, and z respectively

shew that, for all points of the region bounded by the circle \z\ = l indented
at A and B,

0-
128 FUNCTIONS OF A COMPLEX VARIABLE [CH. vn
Deduce

, cos SO cos 50 f ^M, if cos 0 is positive;

(i)cos0-— £— + _l _...= , o, ifcos<9=0;
[ - 7T/4, if cos 0 is negative :

EXAMPLES VII.

1. Integrate -{- — ' -e~2J round the contour of Fig. 52, and shew that

2. Prove

3. P,ove

4. Prove ] -UU* ^

5. If - TT ^ r ^ TT, shew that :

1
(i) ^T e''"
'8 +- 6~''2
-"z ~_ 21 1 2 cos
2 r cos 2r cos 3;-
cosr cos2r cos3/%

6. If - - < r < TT, shew that :

(i) ? gr2 — e~" sin r 2 sin 2r 3 sin 3r

/••\ TT sinrz sinr 2sin2r 3sin3r
* "V-1+ 38-4 «a-9

7. Shew that P/
Jo .r 2

8. If - 6 < '« < />, shew that

/.% p /"" sin aA' dx TT sinh «
,'o sin bx 1 +,v2 2 sinh b
("\ P / cos ax x d% TT cosh a

Jo
, /*" sin era? dx _ TT sinh a .
.'o cos bx x(\ +,v2) 2 cosh b '
cos ax dx TT cosh a
(iv)P
.'o cos bxl+x* 2 cosh 6 '
""sin ca? .rc?^; TT sinh «
(v)P Jr> cos fejt; 1 +#2 2 cosh //
§56j EXAMPLES VII 129
9. If m > 0, prove
f*3 dx
I cos 4mx tanh x — = log (coth ?/ITT).

10. If a and b are real, and — TT < b < TT, prove

r cosh fca: cosh(«/2)cos(6/2)
Jo/ cosh
— r -TTX
cos ax dx = --cosh\^-a +- cos^4-**
6

11. Prove

12. Shew that, if m is a positive integer, the root of z= £+ wzm+l which has
the value £ when w=0 is given by
+ 3) . . .
| ^2m + l , ^ , ... ^nm + l |

provided |w \< mm(m + 1)-"*-1 1 ^|-'rt.

13. Prove that the coefficient of ztl~l in the expansion of {2/(e*-l)}H is
( - I)"-1. [Use Lagrange's Expansion for w=ez- 1.]

14. Prove that the coefficient of zn~^ in the expansion of

is 1/2. [Use Lagrange's Expansion for iv=z(2 + z)/(l + z)2, F(2)=log(l +z).]
15. If m and w are distinct positive integers, shew that

1, Prove

17. Prove £/P-+i(*)P^(^^

18. Prove

19. Shew that n_^^ = (2.? _ 1)Pn_l(4

20. If 110 <l/4, shew that

where w=z(l —z).

21. If [ '"|</3-1, shew that

where z is that root of log z = wz which has the value +1 when w=

[In Ex. 2, §55, puta=l, b= -l,^=
22. If n is a positive integer, shew that

[InM.F.
Ex. 2, § 55, multiply by e$~~, and Iequate the coefficients of 2".]
130 FUNCTIONS OF A COMPLEX VARIABLE

23. If 0 is real and | 0 1 < e~\ shew that :

1 2- *33 [CH.
(i) cos 0=1 -0sin0 + ^02 cos 20 + ^03 8^30-^04 cos 40-..

[In Ex. 2, §55, put a=b=i.\

24. Prove that, for all points within and on the circle |z \— 1,

and deduce that

... cos 20 cos 30 cos 40
w 1.2 2.3 ^ 3.4
/ /9\ fi
= (l+cos0)logf 2 cos-J -cos 0-^sin 0 ;
.... sin 20 sin 30 sin 40
2
/ n\ a

r
= sin 0 log (2 cos - } - sin 0 + -5 (1 + cos 0).
=log2.
25. Prove Jn

[Integrate round the contour of Fig. 33, and use Ex. 1

'
561 If - 1/2 < m < 1/2, shew that
26.
f30 sinh2wi# , ,,
Jo x— sinn
^r —x dx = i log sec mir.

27. Shew that, if 0 < amp z < 27r,

Deduce :

Graph the functions represented by these two series for all values of 0.
28. Shew that
7T/4,
_ if
.• sin
. /,0>0.
sin 30 sin 50
— H -- ~ °» ^ sin 0=0.
-7r/4, if sin0<0.
29. Shew that

!T /9
if _!r-< #<iT
4V 2=^ = 2'
vii] EXAMPLES VII 131

30. Shew that, if - Tr/3 < 0 < Tr/3,

f. COS 50 COS 16 COS 11 # _7rv/o~
^5~~ ~T~ 11 =6
31. Shew that the locus represented by

I tlt'sin^sin^O
consists of two orthogonal systems of straight lines dividing the (#, y) plane
into squares of area 7r2.
32. Shew that the equation

2 I— sin ttycosft#=0
represents the lines y=mir, (ra = 0, ±1, ±2, ...), together with a series of
arcs of ellipses whose axes are of lengths TT and 7r/\/3, placed in squares of
area 7r2. Draw a diagram of the locus.
*> / _ ly*-1
33. If f(x, y, z) = 2 i 1— sin nx sin wy sin 7?^,
»i=l W

shew that, within the octahedron bounded by the planes ±x±y±z=Tr>

34. If

shew that, for 0 < 6 < Tr/6, r=2« cos (0 + 7T/3).

Graph the curve foi1 values of 0 between 0 and 27r.
35. If w = z(l +22), and the principal value of tan"1* is taken, prove that
4 w3 6 . 7 w5 8 . 9 . 10 w7
ten-if-^-jy 3-+-^ T- ^y—7 +-.. ,
provided |w|<f\/3.
36. Shew that the two functions 4? ± tan 2 each possess only one zero
within the unit circle.
 [CH. vni

CHAPTEE VIII.

GAMMA FUNCTIONS.

57. The Bernoulli Numbers. The Bernoulli Numbers B1?

B2, B3, ... , are defined by the expansion
v * °° T^
— = i — - + VC — IV1-1 -— n^zLn
e*-} 2 + 2/ (2w)|*
considered in § 44. Their numerical values can be found by the
method established there ; thus
•"i = ib ^2 = inr» BS = TV>
From the expansion it follows that ( — l)n~1Bn/(2ii)! is the
residue of l/{z*n(e*-l)} at 0 = 0. But (Theorem II, §51)

where cv denotes the circle \z = (2i/+l)7r. Therefore

T5 oo -I co 9
(_l)n_E!!_= y»/ L, = (_l)ny» ^_

".-' j- 'C

Example. Shew that J^+i^ + J^+... = |:.

T/te Bernoulli Numbers as Definite Integrals. If a is positive,

.+6-''a = ?r cot OTS). <?-•"<&, (§52)
where C denotes the rectangle ABCD (Fig. 58) of sides x = 0,
x=b=n+ 1/2, y = ± R, indented at O.
The integral of (l/2i)cot (TTZ). e~a" along the small semi-circle
tends to -J, (§30, Th. 2). On the contours ECDF and GABE
replace (l/2i) cot (TTZ) by i i
and A-f n-
 THE BERNOULLI NUMBERS 133
§57]

respectively. The integrals arising from the terms — J and + J

tend to p P
— ^ e~azdz and ^1 e~azdz
"JECDO "JOABE

respectively. But, since e~az is aholomorphic

xdx. in the rectangle,
each of these integrals is equal to

Y,
•£-
' 1

Ai t B

FIG. 58.

Thus we find
=
J
0

p
where

and

Now

so that

Hence
LimI1 = 0.
134 FUNCTIONS OF A COMPLEX VARIABLE [OH. vm

2 f6 2
Again, 115 '

Hence LimI = 0. B,

Accordingly 2 r2sinat/
a _l^
.-«a=l

But

Hence, expanding sin at/ in powers of a (cf. Bromwich, Inf.

Ser., § 176, B), and equating coefficients, we have

Example. Prove

58. The Asymptotic Expansion of Euler's Constant. Let

O Til I L. \AJ% / Q C? O \

where C is the rectangle ABCD (Fig. 59) of sides o;=l, x =

y = ± R, with small semi-circles at 1 andvjt,.
D C

i t

FIG. 59.

The integrals of (l//2i)cot(7r2;).2;-1 along the small semi-circles

at z= 1 and z = n tend to J and l/(2n) respectively (§30, Th. 2).
On the remaining portions of C replace (I/2i)cot(7rz) by
'
e-zmz_ or
§ 58] EULER'S CONSTANT— ASYMPTOTIC EXPANSION 135

"
according as z lies above or below the #-axis.
arising from the terms — ^ and + i each tend to
The integrals

Thus we find

=l\l \ (ndx i r 2y dy J0fR

2~h2tt~hJ1 aj+Jol+^e2"*-!
- dx Cn 1 dx
T_

v 2 dx

so that Lim 1 = 0.
R-»oo
Hence --
S.
But f _?SL _^_/l rgy^y -
Jo 7i2 + y2 e^-l^?i2 Jo e2^-! '
therefore, as n tends to infinity, Sn — log n tends to the limit
If" 2y q

This limit is Eider's Constant, and is denoted by y. Thus

Bo

where

= r 2y2k+i dy ^ i r
Jo W2*(w2 + y2) e2^- 1 <^'+^ J0
136 FUNCTIONS OF A COMPLEX VARIABLE [OH. vm
00
V* -I /r2fc+2

Now Bw = (2fe+l)(8fc+8)r4r
r=l

but lr*Slt*=^6 and lr2*+2>l, so that

CO T>
"
±
Thus the infinite series 2 ( — I)*'1 srA». is divergent
^i 2kn2k
Nevertheless, if sufficiently large values of n are taken, the
sum of a few (say k) terms will give the value of y to any
approximation required. For R^ can be made arbitrarily small
by increasing n. An expansion such as this, consisting of
a finite number of terms and a remainder which can be made
arbitrarily small by sufficiently increasing the variable, is called
an Asymptotic Expansion.
Example. If n = 10 and k = 2, shew that Efc< '000000004.

59. Convergent Integrals. In our definition of an integral

we assumed that the path of integration did not pass through
a singularity of the integrand /(«). It is sometimes possible,
however, to extend the definition to include cases in which
an extremity zl of the path is a singularity of f(z).
)°

Let %' be a point on the path of integration ; then, if the

(X finit
dz

ds

ue

d s
z

s
f(z

ten

val

ten

thi
zlt
to

de

as

to
£
a
ft

limit is taken as the value of I f(z)dz, and the integral is said

JZo
to be convergent. The necessary and sufficient condition for
dz

ld
f(z)

shou

Jz" nd

tend
zero

and

zr
te

to

to
as

z"
z

The following two rules are useful for determining the con-
vergency of integrals.
RULE I. Let zl be a finite point ; then if a number n < 1 can
be found such that (z — z^)nf(z) tends to a definite limit L as z
tends to zl , the integral I f(z) dz will be convergent.
§§ 59, 60] CONVERGENT INTEGRALS 137

For if z be chosen so that |(z — z^)nf(z) — L < e, provided

|0— Zi\ = k, where k= z' — z^\t
*! d/), where P=|*-«,|

and this quantity can be made arbitrarily small by decreasing k.

Example. Shew that the integral f~2

-fci vUz-ZiX2-^)}-r is convergent.
RULE II. Let the point zl be at infinity ; then if a number
n > 1 can be found such that znf(z) tends to a definite limit L
as z tends to infinity along the path of integration, the integral
will be convergent.
For if z' be chosen so that, for points z on the path of integra-
tion between z' and infinity, znf(z) — L |< e,
, where >=s, K=

|L|+e

and this quantity can be made arbitrarily small by increasing K.

Example. Shew that the integral / e~zzndz, taken along a straight line
making an angle <£ with the .r-axis, converges if — ?r/2 < (f> <7r/2, and n> — 1.

60. Uniformly Convergent Integrals. Consider the integral

ff(zt
c f ) cZ0, where /(0, f ) is holomorphic with regard to both 3
and f at all points of a region A in the z-plane which contains
the curve C and at all points of a region A' in the f-plane,
except for a singularity at the (upper) extremity % of C.*
Let z be a point on C, and let Ct be that part of C which
has z' as its (upper) extremity. Then if, for all points f of A',
I f(s, Qdz tends uniformly to the limit 0(f) as z tends to zlt
the integi'al is said to be uniformly convergent in Ar.
* It is assumed that the path C is independent of f.
138 FUNCTIONS OF A COMPLEX VARIABLE [OH. vm
Jc
THEOREM. If f(z, £)dz is uniformly convergent in A', it is a
holomorphic function of f at all interior points of A', and

ajjsf0A* f)<fc=J0|^/<*. f)<fe, <»=i, 2, 3, ...).

Let z' be chosen so that, for all points f in A', |>/ 1< e, where

Then 0(f) is continuous in A', since \Kf) is continuous (§34)

and |i;|<e.
Again, let f be any interior point of A7, and let K be the
boundary of a simply-connected portion of A' of which f ' is an
interior point. Then

- eL

«o that

.+
where d is the shortest distance from f' to K, and L is the length
of K.
Hence I =~= f(zt ?)dz or \!sM(n

converges to the limit ^— -* I rffT^i

therefore as s' tends to 2l ; and

Jo
In particular, if ?i = 0, /(^, f')^ converges to the limit
^TT'UK ^ £
, So that 0(r) = - - Now this integral
is holomorphic (§35, Corollary 2) at f. Hence 0(f) is holo-
morphic at f ', and has the derivatives

Example 1. Integration under the Integral Sign.

If C' is any path in A', Jc'*
f <£(0^= ~'c
f J<y
( /(*,
 60] DIFFERENTIATION UNDER INTEGRAL SIGN 139

For ( <t>(Qd£=l
Jc' VKCK+fJGf rjdf
Jcr

f V<%,
fa £K<fe+ Jc'
11J0
= JCi (§34, example).

Now / 7?d£ <eL, where L is the length of C'.

\ Jc' Hence J<h
/ JO/ /(z, {)d£dz

tends to the limit / </>(O^C ' so that

-'C'

f <K£K= Jcf Jc'f /(*,

Jc1 Mi**.
The following two rules, the proofs of which are similar to
those of § 59, are useful for determining the uniform convergency
of integrals.
RULE I. Let the extremity zl be a finite point ; then if, for
all values of £ in A', a number n < 1 can be found such that
(0 — z^nf(z, f) tends uniformly to the limit L(f) as z tends to zlt
the integral Jc
I f(z, £)dz will be uniformly convergent.

RULE II. Let the extremity considered be at infinity; then

if, for all values of f in A', a number n^> I can be found such
that znf(z, f) tends uniformly to the limit L(f) as z tends to
infinity along C, the integral I f(z, g)dz will be uniformly
convergent.
Example 2. Consider the integral 4>(z)= / e^^dt^ where R(2)>0.
Jo
Let a ^ x= R(2) ^ 6, where a > 0 ; then, if * > 1,

| re-*?'1 1= e-«$*+n-1 ^ e-ftb+n-1.

But Lime~i!«;6+n-1 = 0 ; hence
t— >-QO the integral converges uniformly at its
upper limit.
Again, if t < 1, |tne-*tz-1 \^ e~'r +n-1.
Now choose a and ?* so that a < I and (1 - a) < « < 1. Then

hence the integral converges uniformly at its lower limit.

Now, if R(2)>0, a and b can be chosen so that a^~R(z)^b ; hence
isholomorphicfor R(2)>0 and has the derivative Jof e^^
It is easy to verify, by partial integration, that: (i)
(ii) </>(!)=! ; (iii) if m is a positive integer, <j>(m
140 FUNCTIONS OF A COMPLEX VARIABLE [CH. vm

Example 3. Consider the integral

taken along a straight line which makes an angle ^ with the .r-axis. If
satisfies the inequalities

where r is positive, all the values of f are excluded which make £2+22=0.
Now, if \z\=p>Il,

" ^
which tends to zero as fe l'g* to <infinity
p tends if l<w<2 ; hence the integral
converges uniformly at its upper limit.
Again, if \z\ = p<r,

which tends to zero as p tends to zero if 1 > n > 0 ; hence the integral
converges uniformly at its lower limit.
Accordingly, <£(f) is holomorphic, provided ^r — ir/2 <ampf<^r + 7r/2,

Example 4. Consider the integral

taken along the path of Example 2, where - 7r ir/2.

Let f be confined to the region defined by

Then, if |«| = /

where x ( = /acos^) tends to infinity with />.

Now, if n< 2,

hence the integral converges uniformly at its upper limit.

Again, log (1_^27r?) = - log z + log/(s),

where /(0) is holomorphic at 2=0. Therefore, by Example 2, the integral
converges uniformly at its lower limit.
Accordingly, <£(£) is holomorphic, provided
§§ 60, 61] THE GAMMA FUNCTION 141

61. The Gamma Function. Gauss's Definition. Let T(z)

denote the function

Then n ! nz

so that this definition is equivalent to that of § 50.

The following properties can easily be deduced from the
latter definition :

(ii) r(m + l) = m!, where in is a positive integer;

(iii) T(z)T(l-z) = -^—;

SmiTZ

(iv) the .residue at z = — in, where in is zero or a positive

integer, is ( — l)m/m!.
The Function ^r(z). Similarly, if \[s(z) = -=- log T(z+l ), we have:
dz

(ii) ,/,((>)= -y;

(iii) ^(») = l+l + ...+l

(iv) \fs( — z — l) = \ls(z) + 7r

Gauss's Function II (z). The notation 11(2;) is frequently used
instead of T(z + 1) : thus
U(z) = zli(z-l\ n(m) = m!, and U(z-l)TL(-z) = Tr/sm TTZ.

Euler's Definition. The Gamma Function may also be defined

as the integral Jo
I e'^3'1^, provided R(2;)>-0. We shall now
prove that the two definitions agree for values of z which satisfy
this condition.
142 FUNCTIONS OF A COMPLEX VARIABLE [CH. vm

If R(z)>0, and n is a positive integer, then, by partial

integration,

Thus, writing y — u/n, we have

so that r(2;)

Now let /(t*) = 1 - & (l

\
- -Y,
lu/

where Q^-u^n', then

Thus /(^) is an increasing function ; so that

I- >Q, or 6-^(1--) .
n/ ~
Again,
fu fw / ^,\n-l^, x,w fu
of(v)dv=\Jo ^(l--)
\ n/ n-^<-—nJo vdv — eu-^~ •
Accordingly, if 0 ^ u ^ n,

1-™W) ~
<12Ln.
Now we can write
n,2
(fii\n
o
f'' f'' / ii\n

o \ - Ja
e-"^-1^- J«\[l-.-W-1^
n/
Let a be chosen so large that, for all values of n greater than a,
n
j

a
Cn /
e-uuz-n, \ ?i
and therefore ( 1 -- ) uz~1du < e ;
J0\ n/
 143
§ 61] EULER'S DEFINITION
then

t
f/
n
o

Hence, if R(V)>0,

»-*J<A n/
r(z) = Limf'Yl--Yl
Gamma Function expressed as a Contour Integral.
Euler's holds
which expression for F(0)
for all values can be replaced by the following,
Jcof z.
Consider the t where C is the contour of
integral I e~
Fig. 60, with its initial and final points at infinity on the posi

FIG. 60. FIG. 61.

tive £-axis. The initial and final values of amp f are taken to
be 0 and 2?r respectively.
Now replace C by the contour of Fig. 61, consisting of the
£-axis from + oc to e, the circle |f |= e, and the £-axis from e
to +x . Then, if R(V)>0, we have, when e tends to zero,

Now the functions on both sides of this equation are holo-

morphic for all values of z. Hence the equation holds for
all values of 0, and

1 («)
1. Prove that _

where C denotes ;i ]);itli which starts from - oo on the J-axis, passes round
the origin in the positive direction, and ends at - oo on the £-axis. The
initial and final values of amp £ are taken to be -TT and TT respectively.
144 FUNCTIONS OF A COMPLEX VARIABLE [CH. vm

Example 2. Gauss's Theorem. IfR(y-«.-/3)>0

For (§ 36, Example 2)

F(oc, ft y, 1)

xF(a, ft y + rc+1, 1).

C
= Lim
«-~
and Lim F(o., ft y + w + 1 , 1) = 1.

Example 3. If E (y ) > 0, R (y - a. - /?) > 0, shew that

F(-«-, -ft y-a.-ft l) = F(oc,fty, 1).

62. The Beta Function. Consider the integral of

= zP-\l-z)<i-i
taken round a closed f(z)contour which starts from a point A
(Fig. 62) on the #-axis between 0 and 1, and is composed of :

FIG. 62.

(i) a circuit APA round z = 1 in the positive direction ;

(ii) a circuit AQ A round z = 0 in the positive direction ;
(iii) a circuit ARA round z = 1 in the negative direction ;
(iv) a circuit ASA round z = 0 in the negative direction.
After describing this contour /( z) returns to A with its initial
amplitude, which we assume to be zero. The integrand is a
multiform function ; but since, at every point of the path, the
branch integrated is uniform and continuous, the definition of
§ 26 holds for the integral. The notation
rd+.o+.i-.o-)

is used to denote this integral. f(z)dz

§§ 61, 62] THE BETA FUNCTION 145

The path APA can be deformed into the contour consisting

of : the ic-axis from A to 1 — e, the small circle z — 1 1= e described
positively, and the #-axis from 1 — e to A. Such a contour is
called a (positive) Loop. If it had been described in the opposite
direction, the loop would have been negative. Similarly the
circuit AQA can be replaced by a positive loop about the origin,
and the circuits AR A and ASA by negative loops about z — 1 and
z = () respectively. As z describes the circular part of the first
loop, the value of f(z) changes from f(x) to f(x)e2qiri ; similarly,
the descriptions of the circular parts of the other three loops
give/(z) the values J-(x)e2(^+^iri) f(x) e*piri, and f(x) respectively.
We now make the radii of the circular parts of the loops tend
to zero ; then, if p and q are real and positive, Jo
f(l+, 0+.1-.0-)
*-i(l-.*)r-i<Zs
J p
*1— «***}
, q) xP-l(l -x)*-1 dx

Now the functions on both sides of this equation are holo-

morphic in p and q ; hence the relation holds for all values of p
and q. Accordingly, if we define ~B(p, q) by the equation

we have, for all values of p and q,

m+,o+, i-,o-)

Example 1. With the same initial conditions, shew that

/•(!+, 0-.1-.0+)

Example 2. By means of the transformation #=(2£-l)2, shew that,

if R(p)>0,

Deduce that, for all values of p,

(i)
The latter equation
Function. gives the Duplication Foi-mula for the Gamma
I.F.
146 FUNCTIONS OF A COMPLEX VARIABLE [CH. vm

63. The Asymptotic Expansion of the Gamma Function.

From the expression

we derive the equation

Now let C be a closed contour (Fig. 63) consisting of a semi-

FIG. 63.

circle of radius p + 1/2, where p is an integer, part of the ^/-axis,

and a small semi-circle at O ; then, if R(2;)>0,
V 1 J_

V(^ + ^)2~27ri
The integral of (l/2i) cot (TT^ ) . (z+£)~2 round the small semi-
circle tends to l/(2z2), (§ 30, Th. 2). On the remaining part of C
replace (l/2i) cot (xf ) by

or

according as I(f)<0. The integrals arising from the terms —I

and -f \ each tend to
§ 63] ASYMPTOTIC EXPANSION OF GAMMA FUNCTION 147
Thus we find

V l W 1

where Lim 1 = 0. Thus

Hence

(§60, Ex. 1),

where the constant K must be real, since all the other terms are
real when z is real. Therefore

where Kx is a real constant, and

(§60, Ex. 4)
Now, since T(x

so that K=-(a5-f-i)logl + - + l+ J(aj)-J(aj

hence LimJ(oj) = 0, and therefore K = 0.

X — >-co

Again, since T(z)F(l—z) = Tr/simrz,

Therefore iu)= ^e~

TQ I iiQiy

where tan~1(2it) denotes the acute angle whose tangent is 2u.

• - f log(l-e-2m?)^77=_^_riiog(i_a;)^j where x = e-27rr,

118 FUNCTIONS OF A COMPLEX VARIABLE [OH. vm

Now, if x and y are positive,

xdrj

-vX^ + rf-
Thus LimRJ(J + m) = 0; so that (§40, Ex. 2), K' = logv/27r.
Therefore

Again, let J^(z) denote the integral (§ 60, Example 4),

taken along a straight line making an angle \]s with the £-axis,
where — 7r/2 < i/r < 7r/2 and z=f=Q. Then, since, for values of
amp f between 0 and \/r,

tends uniformly to zero as f tends to infinity, J^(a?) = J(cc

(§30, Th. 1).
Now J^(0) is holomorphic for the region R^ defined by

Also, corresponding to any point

YA z for which — TT < amp z < ?r

FIG. 64.

and z=f=Q, & value of i/r can be found (Fig. 64) such that the
positive aj-axis and the point z both lie in R^,. Accordingly, by
 149
§ 63] CONSIDERATION OF THE REMAINDER

the principle of analytical continuation, since T(z) and Iog0

are holomorphic provided — ?r < amp z < TT and z=f=Qt

= log \/27T + (Z — %) log 0 —

where J.W-
But,(§30,Th. 1),

Hence

Also the least value of |«dfif | is the perpendicular distance

of z from the line uQvJ (Fig. 64). Thus, z±i£\^\\z\, where
X = cos ((j) — i/r), (amp z = <p)', so that 0 < X = 1 ; hence
1 1

Therefore

j^-L^ldfl, (§39,Ex.l)

B n+,
The infinite series
B 1 B 1

is divergent (cf. § 58) ; but Jn(z) can be made arbitrarily small

by increasing z, so that, for sufficiently large values of z\,
150 FUNCTIONS OF A COMPLEX VARIABLE [OH. vni

a finite number of terms gives the value of the function to

any approximation required, provided — ?r < amp z < TT. The
series is therefore asymptotic.
COROLLARY 1. For all values of amp z such that

-1/2e-z) tends uniformly to the limit unity as z tends

to infinity.
COROLLARY 2. If z is real and positive, we can take i/r = 0.
Then X = l, and T> T
*W I ^ •"
I T (z\ I ^
so that the remainder after any term in the series for logT(z)
is numerically less than the succeeding term.

COROLLARY 3. m! = \/27rra(— j e12m, where 0 < 6_< 1 /771\m

: this is
known as Stirling's Formula. The expression \f2jnni — J is
usually spoken of as the approximation to m! when m is large.

Example I. Prove tan-1 1 _ ^ =\(\ -

where the principal value of tan"1^ is taken.
Let C denote the rectangle of Fig. 59 ; then
ATTl c
log(l .2.3...w)=T- — .
Hence, by the process employed in § 58, we obtain

Again, log(l . 2.3 ...

so that

Hence, if ?i tends to infinity, we have

fStM
Example 2. She w^ that, if - ?r < amp z<ir,
,-a =1.
§ 63] THE HYPERGEOMETRIC FUNCTION 151

Example 3. Shew that, if - ?r/2 < amp £< Tr/2 and f =f 0,

j a+xi ^ ra+Xi {* TTdz_ _

2irtV_fl_., U ^ 2iriJ-a-»i r(z+l)iin~~' '

where a> 0 and the path of integration is a straight line.
!
1

If z=~ReM, where -7r<0<7r,

1
Lim = Lim i -r,. . = Lim
2->00

:Lim . gR cos 0(1- log R)+R sin 0.0

Hence, if £= pe^ and 6 + 0, IZ^zW*

Lim
,_>*> =v/2^Lim A- ^gBcos«(l+logp-logR)+Rsin«(«-*Tir)

according as sin 0 is positive or negative.

Accordingly, if 7T/2 ^ 6 ^ e, or if - Tr/2 ^ (9 ^ - e, or if - a ^ R cos ^ ^ 0,

tends uniformly to zero as z tends to infinity. Thus (§60, Rule II.) the
given integral is uniformly convergent.
Next, if -e^ifl^e, let z=Hmei0, where Rm=m + l/2 and ra is an integer ;
then
Lim -
+ 1 ) Sin 7T2

where 2M ^ ! cosec 772; ! (§ 51, Lemma). Hence

tends uniformly to zero as m tends to infinity.

It follows (§ 30, Th. I.) that the given contour can be replaced by a closed
contour consisting of the line x— -a and that part of the circle |s| =
where m may be increased indefinitely, which lies to the right of this line.
Now the only poles within this contour are those of 1 /sin TTZ ; hence

TT^Z _~ _ i +£* _ "

Example 4.* Shew that the integral

2^'J
where -TT< amp(- ^)< TT, and the integral is taken upwards along a
straight line (Fig. 65) parallel to the y-axis, with loops, if necessary, to
ensure that the poles 0, 1, 2, 3, ... , are to the right of the contour, while the
poles -a., -0.-1, -0.-2, ..., -/?, -/?-!, -/3-2, ..., are to the left of
the contour, is uniformly convergent. Negative integral and zero values
*Cf. E. W. Barnes, Proc. Land. Math. Soc.t Ser. 2, Vol. 6, Parts 2 and 3,
152 FUNCTIONS OF A COMPLEX VARIABLE [CH. vm
of <x and ft are excluded, since the curve could not, under such conditions, be
drawn. Also shew that, if |f < 1, the integral has the value

while, if | f | > 1, it is equal to

-« y
j

-a— * -a-3 -a-2

-jS-2 -/3-1 -j8

X

Y
FIG. 65.

Firstly, let - £=/>e^, where p< 1 ; also, let z=~ReiQ. Then, if e ^ O^TT/^
or if - 7T/2 ^ ^ ^ - e, where tan e < i log (1/p),

Lim

according as sin 6 is positive or negative. Accordingly, since — TT

r(y+z) T( -*)<-£)• or -^
tends uniformly to zero as z tends to infinity. Thus the given integral is
uniformly convergent.
Again, if - e ^ 6 ^ e,

so that, if R = m-f 1/2, where m is integral,

§ 63] ANALYTICAL CONTINUATION 153
tends uniformly to zero as in tends to infinity. Hence it follows, as in
r(y)the value
Example 3, that the integral has

Secondly, let p > 1 . Then, since

T(l~y-z)T(-z)
V *' --L-2l --* sn 7r
it can be shewn as before that the integral is
o
oL uniformly
convergent, and that
the path can be replaced by a closed contour consisting of the given line and
an infinite semi-circle to the left of the ?/-axis. The required expression for the
integral is then obtained by taking the sum of the residues within this contour.
An exceptional case occurs when a. and j3 are zero or differ by a positive
integer. Let a.=/3 + 7n, where m is zero or a positive integer; then
the integrand has poles of the second order at the points -«., -oc-1,
-0.-2, ____ Now the integrand can be written

so that the residue at the point —a. — n is

/ iv»n*
' _ r(
Hence the integral is equal to
003 + 1). ..

.--.

Let amp £= i/r ; then, since - TT < amp ( - £) < TT, it follows that, if 0 < \ff ^ TT,
mp(-^)=i/r-7r ; while, if 0 > ^ = -TT, amp(-^)=i/r + 7r.
Accordingly, the analytical continuation of F(a, j8, y, £) when |f |> 1 is

according as 0<amp^7r or -7r^amp^<0. If OL and ^8 differ by an

integer, the corresponding changes must be made in the expression.
If a cross-cut is taken along the real axis from 1 to + oo , the function is
then uniform in the whole £-plane.
Example 5. Prove

j*+\og{r(z)}dz=]og^+z \ogz-z.
If x is real and positive,
,
where 0<6'<1.
154 FUNCTIONS OF A COMPLEX VARIABLE [OH. vm

Hence *+l \og{T(x)}dx

where
= log -s/277 + x log x - x + t(x\
where t(x) tends to zero as x tends to infinity.
Again, — /
(jL$Gj& log {F (x} }dx = log x ;

so that J log {F (x) } dx = K + x log # - #,

where K is a constant.
Thus K must be log >/27r, and therefore
/ 1 og {F (#)}<&;= log \/27T + .# log #-#.
Now the functions on both sides of this equation are holomorphic for all
values of the variable, provided that a cross-cut is taken along the negative
real axis from 0 to J*- x . Hence (§55)
fZ+l I

hI log{F(£)}c?.s=log\/27r + zlog2 — z.

EXAMPLES VIII.
1. Shew that ^4-n...^4.9«.-n
__ = 22-1.
1.3. 5. ..(2/i-
2. If 2a=26 (Examples VI. 31), shew that

Where

3. Prove that
4. Prove that

5. If m is an integer, shew that

6. If a and 6 are real and >0, and K («)>()» shew that

ei(t>+xi) MX
(i\ 1_ /

(ii) f e-*^**,. .^1 = 0.

 63] 155
EXAMPLES VIII

[In (i) integrate eazz~n~l along x= b, and shew that this path can be
deformed into that of Example 1, § 61 ; in (ii) integrate e-^-"-1 round
the contour consisting of x=b and an infinite semi-circle.]
7. If p is a positive integer and E(w)> - lj shew that
~ [+> z?(z2 - I)ndz=2i sin
(^
where 0 is the initial point, and the initial value of amp(22-l) is — TT.
Deduce that, for all values of n, the integral vanishes when p is odd, and
that its value when p is even is

8. .Shew that, for all values of z,

10. If ft is a positive integer, shew that

11. If R(2)>0 and amps=\/r, shew that

Deduce that the expansion is asymptotic if -7r/2 < ^<7r/2.

[Replace the path of integration by a straight line from O to infinity
which makes an angle — ^ with the positive real axis, and shew that, for
points on this line, t2 + l \ i^cos2^.]
12. If - 7T/2 < amp z=yjs< Tr/2, prove the asymptotic expansion
-1
f
Jo .....
n-i
where |Rn |

13. If s< 1 and -?r/2< amp2=^<7r/2, prove the asymptotic expansion

where |B. |<

14. If E(v-oL-/8)>0, prove ^ \.

- y + a, 1 - g + a. 1)
Bin ra r
156 FUNCTIONS OF A COMPLEX VARIABLE [OH.

15. If R(y-o.-/3)>0, prove

A y, l)-co8,ra^ffi£F(a, 1-

16. If R(gO>l, prove

17. If RQo - a) > 0, prove

EQo-a, g)

18. If R(p + s) > 0, prove '

s(s-l)

19. If £ = a + ^y, where «5 is a positive constant, shew that the limiting

value of |F(l +2) | when y tends to + oo is

20. Shew that the analytical continuation of F(o., /?, y, 1/z) for |z \< I is

according as 0 < amp Z^TT or — w ~ amp z < 0.

21. Shew that

where the integral is taken along a contour similar to that of Example 4,

§ 63. Values of OL, j8, y, 8, which would make it impossible to draw the
contour, are excluded.
22. If RQt?)>0, shew that

pT(n)
23. Prove r(z) = ~LimnzB(z,
n— *oo n).
24. If R(s)>0, shew that

25. Shew that, if R(s)> - 1,

and deduce that y=

vm] EXAMPLES VIII 157

26. Shew that, if R(z) > 0, R(f ) > 0,

Deduce Jof e-'

27. Shew that

(iii)
28. Shew that
r(a)ro8)

29. If R(y-o.-j8)>0, prove

30. If a. and /3 are real, shew that

f r(<x) Infill |
l|r(oL + l/?)|J nlo I

31. Shew that, if z+ -1, -2, -3, ...,

deduce that ^(^) + 7 = 2 - 2 log 2.

e-utz-ldt is holomorphic in «, and that
Jo
r(e)-e%' T e-*f~*dt
[Integrate e-$£z~l round the contour of Fig. 52, §51, and apply the
inequality u r- >- TT to the circular part of the contour.]
33. If 0 < R(2) < 1, shew that

34. If 0 < R(s) < 1, shew that

f°cos ^ . ^^ = T(z) cos
35. If - 1< R(z) < 1, shew that

jTsin « . ^rf<= F(a) sn

36. If 0 < R(s) < 1, shew that
 158 FUNCTIONS OF A COMPLEX VARIABLE [OH.
'sint
37. If 0 < R(s) < 2, shew that ,

38. If B(«) > 0, shew that

(i) i=

(iii) i = (_

39. If r > 0, - 7T/2 < $ < 7T/2, shew that

(i)

(ii) 0= o t
40. If - TT < 0 < TT, shew that
(i) log t

(ii) =
[Put 2 = 1 +e^e in Example 38, (ii).]
41.

42. If R(«) >- 1, shew that

r p. I _ /z

LI ir?*
l-£
Also, if M is the maximum value of for 0^ t^ 1,

/o 1-*
Now make ra tend to infinity, and use Example 31.]
43. If 27^0, -1, -2, ..., prove

deduce that ^(z) _ iog g = n=o

f (log (
I \ 1 + zJ_
+ nJ ) z + nI+ 1)).
44. If E(g) > - 1, shew that
vm] EXAMPLES VIII 159

t_e-tz\ e-tz_e-t(z+l)\ /e-t(z+n)_e-t(z+n+l)\

_ -t(z+l) _ -. (z+2) ___ -

Now make n tend to infinity, and use Example 43.]

45. Prove ,=

46. If 0 < R(s) < 1, prove

ri /-— i _ # — 2
^= H^F^J
Jo 1— ^
(ii) fr _ o/— 1/2

47. If E(^)>-1, prove

deduce

.Apply the transformation l-f. = eTto the third of these integrals, and
use Ex. 44.]
48. If H(z) > 0, shew that

49. If R(^) > - 1, R(z2) > - 1, R^ + 2.2) > - 1, shew that

50. If
shew that
 [CH. IX

CHAPTER IX. Jz0

INTEGRALS OF MEROMORPHIC AND MULTIFORM

FUNCTIONS : ELLIPTIC INTEGRALS.

64. Integrals of Meromorphic Functions. If f(z) is holo-

morphic in a simply-connected region C, F(V)=| f(z)dz is
liolom orphic in that region, provided that the path of integration
lies entirely within C. If, however, the region C contains one or
more poles of f(z), the value of F(z) will not necessarily be
independent of the path of integration, and F(z) may be a multi-
form function. Each branch of F(Y) will be holomorphic in a
simply-connected region containing no singularity of f(z). The
path of integration, of course, must not pass through a singularity

For example, consider the integral 1 z~ldz taken along the

FIG. 66.

path C of Fig. 66 from 1 to z. This path can be replaced by a

positive loop from 1 round O and the straight line L from 1 to z.
§§ 64, 65] THE LOGARITHMIC FUNCTION 161

The integrals along the straight

-=
| parts of the loop cancel, while
the circular part gives the value 2-Tri ; hence
f dz f dz
Jccs JLL z
Now any path from 1 to z can be replaced by a number of
positive or negative loops from 1 about O and the line L. Hence

the most general value of Log z— I z"ldz is

J — -f 271?™ = log z + 2mri,

where ^ is an integer.L 2 This agrees with the results of § 18.

Similarly, if a uniform function f(z) has poles a1? a2, ..., of
residues Rlt R2, ... , in C, the path from 00 to z can be replaced
by a series of loops from z0 about altaz, ... , and a straight line L
from 00 to z. The most general value of the integral will then be

where 77^, m2, ... , are integers. If, however, the residue at the
pole is zero, the integral round the corresponding loop is zero, so

r-
that the integral is uniform in the domain of the pole. Thus

= z~l is a meromorphic function throughout the plane.

Example. Verify, by integrating round suitable loops, that

where m is an integer.

65. Integrals of Multiform Functions. If the path of inte-

gration of a multiform function f(z) doesJ-onot pass through any
singularity of f(z), f(z) will vary continuously along the path,
and the definition of § 26 still holds for the integral. As in the
previous section, the values of F(z)=l f(z)dz may differ with
the path ; and the path can be replaced by a series of loops about
the singular points, followed by a straight line from z0 to z.

]. Let F(s)= / z~l!-dz, where the initial value of £-1/2 is unity ;

the integrand has branch-points at the origin and infinity.
M.K.
162 FUNCTIONS OF A COMPLEX VARIABLE [CH. ix

The loop about 2=00 consists of the line AB (Fig. 67), where A and B are
the points z = \ and 2 = R (E large) respectively, the circle BCD or U| = R

FIG. 67.

described negatively, and the line BA. But this path can be deformed into
a negative loop from A round O. Hence we need only consider the effect of
the loops about O. 2->0

Let L denote the positive loop from 1 about O ; then, since Lim z X 2~1/2=0,
the integral round the circular part of L tends to zero with the radius (§ 30,
Th. II.). Also, as z describes the circle, amp z increases by 2?r; so that
amp2~1/2 decreases by TT. Thus z~l/2 changes from 1/V.r'to — 1/V# ; hence
c dz _ ro dx ri dx .
JL »Jz }\ \/# Jo — ^x
A description of L-1, by which we denote the loop L described negatively,
gives the same result.
Since z~lf2 returns to A with the value -1, a second description of L or
L"1 will give the value 4, and bring z~l/2 back to A with the value + 1.
Thus an even number of loops gives the value 0, and brings z~l/2 back
to A with the value + 1 ; while an odd number of loops gives the value - 4,
and brings z~l/2 back to A with the value - 1. Hence the general value
ofF(z)is 2

where w denotes the integral / z~1!2dz along a straight line from A to z, with
+ 1 as the initial value of 0~1/2.

Example**. LetP(«)= )<&,where/(*)= W(l -22)and/(*)=l initially.

Also let A and B denote positive loops round the branch points + 1 and - 1
respectively.
Since Lim (z-l)-jr- — ^ = 0,
z->i vU-^v
the value of the integral round A or A"1 is C, where
§§ 65, 66] THE INVERSE SINE FUNCTION 163

and f(z) returns to O with the value — 1. Two successive integrals round
A or A"1 give the value zero, and bring f(z) back to O with the value +1.
Similarly B or B"1 gives the integral — C, and two successive descriptions
give the integral zero. Successive descriptions of A and B or of B and A
give 20 or — 2C, while f(z) regains its initial value +1 at O.
Accordingly, if w denotes / f(z)dz taken along a straight line from O to 2,

with initial value +1, the general value of ~F(z) is mC + (-l)mw, where m is
an integer.
To evaluate C we proceed as follows : make f(z) uniform by a cross-cut
from - 1 to + 1, and choose the branch of f(z) which has the value +1 at the
origin on the lower side of the cross-cut. Then, at a point on the #-axis to
the right of 2=1, amp^/(l — 22)^=7r/2 ; so that

where *J(j? — 1) is positive. /w- >

so that //(«)<&, taken positively round an infinite circle, has the value 2;r.
But the great circle can be deformed into the loops A and B taken suc-
cessively, and the value of the integral is then 2C ; hence C = TT.
Thus the general value of sin"1 z is given = ( by T

It follows that the inverse function 2 = sin w has the property

r—Z
sm{w7r + ( — l)mw}=sinw.
Again, since / f(z)dz= -w, it follows that — z=ain( — w). But z = si
thus sin( — w>)= —sin w, so that sinw/•• is an odd function. Many of the other
properties of the sine function could alsodzbe deduced from those of the integral

66. Legendre's First Normal -22)'

JON/(lElliptic Integral. Let
= f(z)dz,
o
where /(z)= {(1 — z2)(l — k*zz)} 7, and k is a positive proper
fraction. The initial value of f(z) at z = 0 is taken to be +1.
The integrand has four branch-points, +1, —1, +l/&v-^l£fc
The loop A from O about 1 gives the integral 2K, where
Ii flx
the value
o S/{(1 -a2)(l-fe2)}' and f^ returns to ° with
— 1. Two successive integrations round A give the value 0, and
164 FUNCTIONS OF A COMPLEX VARIABLE [en. ix
bring f(z) back to O with the value 1. Similarly the loop B
about — 1 gives the integral — 2K, and two successive integrations
round B give the value 0. Successive integrations round A and
B or round B and A give the values 4K and — 4K respectively,
and f(z) regains the value + 1 at O.
Since a straight line cannot be drawn from O to l/k without
passing through the singularity +1, the loop Lx about l/k is
formed by means of a curved line (Fig. 68) above the a?-axis and

FIG. 68.

a small circle about l/k. This loop can be deformed into the
contour (Fig. 69) consisting of :
(i) the ic-axis from O to 1 — e y
(ii) a small semi-circle c of centre 1 and radius e above the
a>axis, described negatively ;
(iii) the ic-axis from 1+e to 1/k — e;
(iv) a small circle C of centre l/k and radius e, described
positively ;
(v) the ic-axis from I/A; — e to 1 + e;
(vi) the semi-circle c described positively ;
(vii) the ce-axis from 1 — 6 to O.

FIG. 69.

Since Lim (z — l)f(z) = 0 and s->lfk

£->!
Lim (z — l/k)f(z) = 0, the integrals
along (ii), (iv), and (vi) tend to zero with e.
The integral along (i) gives K. As z passes round c, amp (z — 1)
 66]
165
LEGENDRE'S FIRST NORMAL INTEGRAL

decreases by x, and (1— x) changes to (x — l)e~iir; hence the

integral along (iii) is
CtX . -r-r f

where
1

KTT< =
Again, as z passes round C, amp (z — 1 /k) increases by 2x, and
(1 —kx) becomes (1 — kx)e2iir ; hence (v) gives the integral
dx

Finally, as z passes round c, amp (z — 1) increases by x, and

(x— 1) becomes (1 — x)eiir ; so thatd(vii)
x gives =Kthe
jW*
_ integral

Thus the value of the integral round the loop is,2K+2iK',

and/(;s) returns to O with the value —1.
Y, manner that the integral round
It can be proved in a similar
the loop L2 (Fig. 70) is 2K — 2^K'. This follows more simply,

FIG. 70.

however, from the fact that L2 can be replaced by A, L1? A'1,

taken in succession : the value of the integral along this contour
is then 2K-(2K + 2iK/) + 2K = 2K-2iK/.
Similarly, the contour Cx (Fig. 70) can be replaced by A and Lj
taken in succession ; so that the integral round C^ has the value
2K-(2K+2iU/)=-2^K/, and /(z) returns to O with the value +1.
Finally, the integrals round the loop L3 and the curve C2 have
the values -(2K + 2iK/) and 2iK' respectively.
Hence, if w denotes the integral Jo || f(z)dz taken along a
straight line from O to z, with the initial value + 1 at O, the
166 FUNCTIONS OF A COMPLEX VARIABLE [CH. ix

general value of F(z) is 2mK + 2niK'+( — I)mw, where m and n

are integers.
The value of the integral when z is infinite can be found
as follows. Let the integral be taken round the contour (Fig. 71)

consisting of : (i) the straight line from O to z ; (ii) a semi-circle

of centre O from z to — z ; (iii) the line from — z to O. Since
this contour is equivalent to the contour C2 (Fig. 70), the integral
has the value 2iK'. But the integral along (ii) tends to zero

when z tends to infinity (§30, Th. I.), and J[° -z

f(z)dz= Jo
[*f(z)dz,
since the final value of /(z) is equal to its initial value. Therefore,

when z tends to infinity, I f(z)dz tends to the value -&K'; so that

Jo

f(z)dz = i
If in the integral
dx
fl/A *
Jl

we put y=-^/(\—kV)/k', where k' = *J(l — k2), we obtain

K--PJo dy
It follows that K' is the same function of k' that K is of k.
Inversion of the Elliptic Integral. In Example 2 of the
previous section we deduced from the properties of the integral
w = 1 -^ — ^\ various properties of the inverse function z = sin w.
o —
§§ 66, 67] INVERSION OF THE ELLIPTIC INTEGRAL 167

Similarly, if iv=\ /f/1 2\?i — 72 2\v z can ^e regarded as a

Jo v I \ — ^ / \ — ^ //
function of w, and from the properties of the integral those
of the function can be deduced. We shall here make two
assumptions : (i) that the function exists for all real or complex
values of w ; and (ii) that the function is single- valued. These
assumptions will be justified in Chapter XL The function is
denoted by z = saw: from the general value of the integral it
follows that

Accordingly, sn w has two periods, 4K and 2^K', the one purely^ ^

real and the other purely imaginary, and sn(2K — w) = sn^. -"
Again, since Jo f(z)dz= — Jo\ f(z)dz= — w, it follows that
— z = sn ( — w) = — sn w ; so that sn w is odd. The properties of
the integral also give :
snO = 0, snK = l,
Instead of sn w the notation sn (w, k) is frequently employed :
k is called the Modulus and k' the Complementary Modulus
of sn (w, k).

Example.
We have Shew that K' = log (4/&) + <£(&), where <j>(k) tends to zero with L

-f (— ±-
where y = kx. J* WO-#2)
Hence

= log2;

from which the required theorem follows.J Z

Q

67. The Weierstrassian Elliptic Integral. Let

t(;-l^0= f(z)dz,

^liQref(z)={4>(z — el)(z — e2)(z — es)}~^: here w = w0 corresponds

to Z = ZQ) and one of the two values of f(z0) is selected as initial
168 FUNCTIONS OF A COMPLEX VARIABLE [CH.

value. There are four branch-points of f(z) (Fig. 72), el} e,2, e3,
and oc . The loop L about oo , however, consisting of the line from

z0 to f and a large circle described negatively, can be replaced by

the loops Lx, L2, L3, about elt e2, e3, described negatively in suc-
ces ion so
; that it is only necessary to consider the effects of these

three loops. Let A1= f(z)dzt A2= f(z)dz, A3= f(z)dz\

Jzo **9 ^Z0

then integrals round the loops Lu L2, L3, or Lf1, L.J1, L^1, give
the values 2A15 2A2, 2A3, respectively. Two successive integra-
tions round a loop give the value zero. Successive integrations
round loops L,, and L6. give the value 2Ar — 2AS. Again, the
description of an even number of loops brings f(z) back to z0
with its initial value f(z0), while an odd number brings it back
with the value —f(zQ).
Hence, if I denotes the integral I f(z)dz taken along a straight
line from z0 to z, the general value of the integral is given by
^XXq \~ \ / '

where nlt n2, n^ are integers such that ?ix -f ii2 + % has the value
0 or 1 according as the number of loops described is even or
odd.
Now let n^— —in2, ns= —w\, so that either /n2 = m1 + m2 or
n% = ?7i1 + m2 -f 1 ; then either
w-w0= -2™^- A2)-2m1(.A3- A2) + I
§§ 67, 68] THE WEIERSTRASSIAN ELLIPTIC INTEGRAL 169

|% re,
Again, if Wi=\ f(z)dz and oo.2 = I f(z)dz,
JeS • J <>!
A
A2 — A3 = w1 and
i A2A A
— A1 = o>2;
r$\
hence either i# = u>0+2??i1ft)1 + 2??i2ft>2 + I
or w =
Thus the inverse function z = (j>(w) is doubly-periodic, with
periods 2co1 and 2co2.
Next, let the integral be taken along the contour consisting of
the loops L, L3, L2, L1? taken in succession. This curve encloses
no singular point, so that the value of the integral is zero. But
the integral round the large circle tends to zero as the radius
tends to infinity ; hence
0= 2 /0)<i2;-2A3+2A2-2A1;
J*o

so that f f(z)dz = A3 - A2 + Ar

Now take w0= \ °f(z)dz= — A3-f A2 — Ax; then w= I f(z)dz.

J t» J CO

Hence, if z = elt
w = 2??!^ + 2?^2ft)2 — A3 + A2 — Aj + Aj = <2mjrw1 + 2m.7 w2 + ^
or w = 2mt cox + 277i2 w2 — A3 + A2 — A1 + 2 A2 — Ax
= 2?^ ^ + 2m2 ft>2 + 2o>2 + w1 .
Therefore ^1 = 0(ft>1). Similarly 6?2 = 0(ft)1 + ft)2) and e2 = <p(a).2).
Again, if W = ty0 H- 1, .
te; = 2mx &>! -f 2m2 w2 + W
or w = 2m

Thus <f>(iv) is an even function of iv. It will be shewn in

Chapter X. that <f>(w) is Weierstrass's Elliptic Function ^(w).
It should be noticed that the signs of the two periods 2col and
2o>2 depend on the initial value selected for f(z0).
68. Elliptic Integrals in General. Any integral of the type
JR(z, Jfydz, where R(#, y) is a rational function of x and y and
Z is a polynomial of the third or fourth degree in z with real
coefficients and no repeated factors, is called an Elliptic Integral.
170 FUNCTIONS OF A COMPLEX VARIABLE [CH. ix
When Z is a cubic. the integral can be transformed into an
integral in which Z is a quartic as follows.
Let Z = (2 — /3)(az* + bz + c), where /5, a, 6, c, are real; then,
if *-£=£«,

which is an integral of the required form.

Again, let R(#, y) = P(x, y)/Q,(x, y), where P(#, y) and Q(&, y)
are polynomials in x and y ; then, since (\/Z)2^, where p is a
positive integer, is a polynomial in z, we can write

where K(z), L(z), M(z), N(z), are polynomials in z.

Now multiply numerator and denominator by M(z) —

where U(2) and V(2f) are rational in z.

But U(2;) can be integrated by elementary methods. Hence
we need only consider integrals of the type

or
where S (2) is rational in 2.
Again, by the method of partial fractions, S(0) can be put
in the form

Hence the integral J{S(2;)/\/Z}cZ2; can be expressed linearly

in terms of integrals of the types
dz and,
zn -, dz

Now (
d

als
sse

egr
n pre

ms

r
ter
can

int
fou
the
—:=

f^ ex
dz

be

of
in

f*3 7 f*2 7 f* ,7 f^2

But
JTI^ J^* JTI^ J72-
§ 68] REDUCTION OF ELLIPTIC INTEGRALS 171

where Z = az'i-}-bzs+cz2+dz + e; therefore 1— T^- can be expressed

in terms of the three integrals
[z2dz [zdz [dz
J V
1*7
"
' \ /7
J \£J
' 1/7'
J V"

Similarly, since

dz (Z - OL)m ~ (z-OL)m+l v/Z

— j= can be expressed in terms of

JO-afv/Z
f dz Ccte C(z-oi)dz Kz-a.)zdz
JO-(x)v/Z' JN/Z' J \'Z J VZ
Thus every Elliptic Integral can be expressed in terms of
integrals of the types
dz Czdz Cz2dz dz

J7I"'
7z' J7z'factors of Z always occur in pairs,
Again, since imaginary
Z can always be written a(z2+pz + q)(z2+rz + s), where p, q, r,
s, are real. Now in the transformation z = (/-f<7£ )/(! + £)> ^
f and g be chosen so that the coefficient of £ in each quadratic
is zero ; then Z will take the form

It is always possible to find real values for in and n. For

^•. n Q — s * ps — or
f+q = 2+ - , fq = - -- —;
r-p' J* r-p '
so that / and g are the two roots of the quadratic equation
O - P)f2 + 2 (s - #)/+ (ps - gr) = 0.
Accordingly, if the roots are real, we must have
(s-q)2-(r-p)(ps-qr)>0. (A)
Now let the two equations
x*+px + q = Q, x2+rx + s = 0, (B)
have roots x:, xz, and xs, x±, respectively; so that

Then inequality (A) can be written

(xl - a;3) (x1 - aj4) (x.2 -
172 FUNCTIONS OF A COMPLEX VARIABLE [OH. ix
This inequality holds if one at least of equations (B) has
imaginary roots ; for then the four factors consist of two pairs
of conjugate complex quantities. Also, if both equations have
real roots, the factors of Z can always be chosen so that

Thus the inequality holds in this case also. It follows that

real values of / and g, and therefore of m and n, can always be
found.
Accordingly, every Elliptic Integral can be expressed in
terms of integrals of the types

where Q =
But

and this integral can be evaluated by elementary methods.

Also

d£ . ,f d?
-ifl0 w->vo'
and the last integral can be evaluated by elementary methods.
Hence we need only consider the integrals

There are four cases to be considered (we assume a

In case (i) put £=x/a, k = b/a', then the integrals are trans
formed into integrals of the forms
x*dx f dx

dx
fc^
In cases (ii), (iii), and (iv), make the substitutions
l-a2f2 = a2, l-W^ = x°, and l + fe2f2 =
respectively ; then all these cases reduce to case (i).
§§ 68, 69] COMPLETE ELLIPTIC INTEGRALS 173
dx
Now
JVUi-^Xi-/^)} A^JVUI- " ""' ic
| r //I _ 7.2™2 dx.

Hence all Elliptic Integrals can be expressed in terms of Ellipti

Integrals of the three types,
dx

The three definite interals,

dx

are
Thirdcalled Legendre's
kinds. Normal
Jo(^
2-
Integrals of the First, Second, and
f*
Example. Prove
f1 3^ + 2^2 , _ /r ? /
Jo v^+^+i1* 3jo
-

But
P ' dx
Jo ^PT

' where ^
2 /vs/s ^ 3
3 Jo
Hence the required equation follows.

69. Complete Elliptic Integrals. If in the First and Second

of Legendre's Normal Integrals the substitution x = sin 0 is made,
they become
174 FUNCTIONS OF A COMPLEX VARIABLE [CH. ix

respectively. In particular, if x = l, then <f> = ir/2, and these

integrals become

Jo

E = E(&, 7T/2) = a - A? sm*<p)dfa

which are known as Legendre's Complete Elliptic Integrals of

the First and Second kinds. Similarly we write
K' = F(F, 7T/2), E' = E(#, 7T/2).
These functions can be expressed as hypergeometric series in
k and k' : for, since k < 1,

Similarly K' = £F(J,

2j
}, 1, 7c'2), E = £-F(-
&
J, J, 1, A;2),

^^
The numerical values of K, E, K', and E' can be easily evaluated
by means of these series, except when the value of k or k', as the
case may be, is nearly unity, in which case the convergence is
siow.
Landens Transformation. If in the integral F(k, 0) we
make the substitution
tan(01 — 0) = &'tan0 or tan 01 = sin 20/(&1 + cos
, 7 1 — k' k 7^7 T , .
where A;1 = -._, y/ = /1 7/V;^<C^> we obtain
l + /c ( 1 + /c )"

and

so that Y(k, 0) =
Thus the integral is expressed in terms of an integral of
smaller modulus. In particular, if 0 = Tr/2, then fa = TT, so that
§§ 69, 70] LANDEN'S TRANSFORMATION 175
Accordingly, if the modulus of k is nearly unity, the value of
F(k, 7T/2) can be deduced from that of F(/<;1 , 7r/2) by means of
this transformation.

Bmmple. Prove
and deduce from the example of § 68 that
P3.^+2^^. -1/1 TT
Jo

70. Legendre's Relation. A relation can be established

between the four quantities K, K', E, E', as follows.
We have
dK_W* ksm*<}>d<j> _1W2 d<f> _K
dk ~ J o ( 1 - /c2 sin2 0)3/'2 ~ k] 0 ( 1 - /c2 sin2^)3/2 k '
But 1zd -rrtjsin0cos0
k2~j- —— r, . y2 = 7^ —— — 7c'2
792 . 2jvo/.2 . 79 .
23/2 + v/( 1 — &2 sm2 0).
Th,«fore

Hence ^^Jl _f± C'/M &M tt &•

Accordingly, since 7c2 + 7c'2 = l,

rfK
, , , •= —
E
T77T-/ +
VK
-TIT • A JT^
,'ti
^

Therefore, interchanging 7^ and /c', we have

dK'=_E'+&K; //-
Again,

1 f-/2J(l
7/1 1 fff/2
— k-sm2d))d<j>—f
d0
. = -
E-K
/.'J /^Jo l — A;2sm 2 /•

CvK 1C

,_K'>. f/\Y
Accordingly, if W = KEr -h K'E - KIv, -^- = 0 ; therefore \V is
a constant.
176 FUNCTIONS OF A COMPLEX VARIABLE [OH. ix

Now consider the value of (E — K)K' when k tends to zero.

Also

Hence |(E- K)K' < (^&2+.

so that Lim {(E-K)K'}=0.

But, when fc = 0, K = 7r/2, and E' = l ; therefore

W=KE' + K'E-KK' = |.
COROLLARY. K and K' satisfy the equation

where x = k2. This equation is known as the differential equation

of the Quarter Periods of the Jacobian Elliptic Functions.

EXAMPLES IX.
rZ 7

1. If w= I 4> and if w0 is any value of w corresponding to z=z0t

shew that the general value of w for z=z0 is w0+m>/2ir/4-f«'N^7rt/4, where
m and n are integers, such that m + n is even.
tion f he reviou
s e,
, , mpl
— 3<5?2 shew that with the nota o t p exa
the general value of w is w0-H«7«73 + mr\/3/3, where m + n is even.
+s2
3. Find the mostrigeneral value of / f — , for any path of integration,
JO ^(Z' + I)
where the initial value of the integrand is unity.
Am. wn + (-l)nlog(l+\/2), .(w = 0,. ±1, ±2, ...).

5. Prove that, for the ellipse #2/a2+y2/62=l, the length of an arc

measured from the point (0, 6) in the clockwise direction is aE(e, <£), where
e is the eccentricity and ^'=asin <£. \2

6. Prove that [Vws".r^=2v/2E(4='

where cos ^ = cos2
 70] EXAMPLES IX 177

7. If a1 > b- > c2, shew that

y"00 f^A 2

'- + A)}~v'O2-c2)

8. Shew that

where £ = sin 15°.

[Shew that the integral
Ji is equal to
2 rx o?y

where A = (l -

9. Shew that

where ^=cos!5°.
10. Prove
f°
-=Fsml5'
flLy 2 „/ . 0 TT\

11. By means of the substitution ./; = (4 - T/3)^2,

dy shew
. that

deduce that K' = V3K, where /fc=sin 15°.

^ Stan3 0 + 8 tan2 # -2 tan 0+4
AH,, V(l + 2sin2^) -
B

prove that

13. Prove that the length of the lemniscate r = a\fcos20 is 2\/2«F( -— , J )•

\V2 »/
14. If -s' denotes the length of an arc of the hyperbola x*i\a,i—y1\l>1=\
measured from the point where it crosses the ^-axis, shew that

where J

15. Shew that, if K = ^ and K' = /•'-,

''K liKK (*K ZK

I'rove tliat (K K'!\) satisfies the differential equation

4KK1 -j^-_t— y.

M.F. M
178 FUNCTIONS OF A COMPLEX VARIABLE [OH. ix
16. Shew that, if n>l,

(i) n Jo
T knWdk=(n - 1)JoT £"-2E'<tt ;

(ii) (n + 2)Jo
r y^EW/j = (n + 1)JoT LMK'dL
17. If P is any point on that branch of. the hyperbola .r-/a2-
which crosses the #-axis at A, shew that the difference between the arc AP
and the portion of the asymptote cut off by a perpendicular on it from
P tends to the limit

dy
as P tends to infinity. [Cf. Example 14.]
18. Shew that
Y2 dx _ _ *

J* V{(i-^)(
where ^=x/(l-^72).
^'2+^2)}"
19. Shew that

where ky = *J\-xz.
CH. X. §71]

CHAPTER X.
WEIERSTRASSIAN ELLIPTIC FUNCTIONS.

71. Doubly-Periodic Functions. A uniform function F(z)

which has two primitive periods £2 and Q' is said to be Doubly-
Periodic. For all values of z,

so that
where m and m can have any integral values.
THEOREM. The two primitive periods Q and Q' cannot have
the same amplitude.
For, if they have the same amplitude, let Q = peie, Q' ==//€**,
and assume /o>/o'. Then, if tt" = tt-Q' = (p-p)eie, IT is a
period of modulus less than p. Let this process be repeated
with the two periods Q' and Q" '; and so on. After a sufficient
number of steps a period is obtained either of modulus zero
or of modulus less than any assigned quantity.
The first case cannot occur, however; for if u> denote the
value of the two equal periods subtracted in the last step of
the process,
where p and q are integers ; but this is impossible, since Q and
Q' are primitive periods.
In the second case, if « denote the period, the function
{F(z) — F(z0)} has zeros at z0 and z0+et>. Accordingly, F(0) has
essential singularities at all points of the plane (§ 22, Theorem I.
Corollary 1). Such functions are excluded from consideration.
Congruent Points. The points z + mil + m'£l', where in and
IK' may have any integral values, are said to be congruent to
the point z.
/'< ,'iod- Parallelograms. A parallelogram of vertices a, a + Q,
a 4- £2', <t + fi + !Y, is called a period-parallelogram. It is sufficient
180 FUNCTIONS OF A COMPLEX VARIABLE [CH. x

to study the behaviour of the function in one period-parallelo-

gram in order to know its properties for the entire z-plane. If
the whole plane be divided up by two sets of equi-distant
parallel lines into a net-work of period-parallelograms, corre-
sponding points of the parallelograms form a set of congruent
points. An example of such a net- work was given in § 37.
72. Elliptic Functions. A doubly-periodic function with no
singularities in the period-parallelogram except isolated poles is
called an Elliptic Function. It is convenient to choose the
periods 2^ and 2o>2 so that, as in § 37, I^/o^) is- positive.
Weierstrass's Elliptic Function. If we differentiate the series

Z) = -s

we obtain

From this series the equations

?'(z + 2Wl) = p'CO, p\z + 2o>2) = v'(z\
follow immediately; so that <@>(z) is an Elliptic Function.
Again, integrating, we have

Now let z = — W then

so that C = 0. Thus #> (z + 2^) = p(z).

Similarly %>(%+ 2o>2) = p(2;).
Accordingly, p(z) is an Elliptic Function.
COROLLAKY. If n is any integer, {$>(z)}n is an elliptic Junction.
Note. The notation <p(z\ co1, w2) is sometimes used instead of
P(*>
THEOREM I. The derivatives of an elliptic function are
elliptic functions.
For, if f(z + 2^) =f(z), f(z + 2w2) =f(z),
it follows that

THEOREM II. An elliptic function must have at least one

pole in a period-parallelogram.
§§71,72] WEIERSTRASS'S ELLIPTIC FUNCTION 181
For if not, the function would be finite at every point of the
plane, and would therefore, by Liouville's Theorem, be a constant.
Thus the function $(z) has poles of the second order at the origin
and congruent points ; while at all other points it is holomorphic.
The principal part at the origin is 1/z2. Similarly p'(z) has a
pole of the third order at the origin, with principal part — 2/z3.
COROLLARY. If two elliptic functions have the same periods
and the same poles, and if their principal parts at the poles are
equal, they can only differ by a constant.
Note. An elliptic function has an essential singularity at
infinity : for it has an infinite number of poles in any neighbour-
hood of infinity (cf . § 48, Note). This holds true for all periodic
functions ; e.g. cot z.
THEOREM III. An elliptic function can have only a finite
number of poles in a period-parallelogram (§ 22, Theorem 2).
THEOREM IV. The sum of the residues of an elliptic function
f(z) at points in. a period-parallelogram is zero.
Let y denote the parallelogram ABCD (Fig. 73) of vertices

Fio. 73.

((•, r/,H-2o)1, a -f 2^ + 2o>2 , a+2a>2, drawn so that none of its sides

passes through a singularity of f(z). Then the sum of the
residues of f(z) in y is given by

a+2o>2

= 0.

For example, the residues of p(z) and $(z) at 2 = 0 are zero.

COROLLARY. An elliptic function cannot have a single simple
pole in a period-parallelogram.
Oi'der of an Elliptic Function. The number of poles of an
elliptic function in a period-parallelogram, a pole of order s
 182 FUNCTIONS OF A COMPLEX VARIABLE [OH. x

being counted as s poles, is called the Order of the function.

It follows from Theorem IV. Corollary, that the order of an
elliptic function must be not less than 2.
The two simplest types of elliptic functions are :
(i) functions with a single pole of order 2, at which the
principal part is of the form A/(z-oc)2, in each period-parallelo-
gram ;q>(z) is a function of this type :
(ii) functions with two simple poles of principal garts
A/(z — a) and — A./(z — (3) in each period-parallelogram ; it will be
shewn in Chapter XL that the Jacobian functions snu, cnu,
dn u, are of this type.
THEOREM V. The number of zeros of an elliptic function f(z)
in a period-parallelogram, where a zero of order r is counted
as r zeros, is equal to the order N of f(z).
/ For (§31, Corollary 1)

where y denotes a period-parallelogram. But, since f'(z)/f(z) is

an elliptic function, this integral is zero (Theorem IV.). Hence
Sr = 2s = N.
Thus, since p'(z) has one pole of order 3 in the period-
parallelogram, it must have three and only three zeros in
the parallelogram. Now, substituting z = — ^ in the equation
$(z + 2ft*!) = $>'(z), we obtain ^'(^i) = %>'( — o^). But from the series
for $>'(z) it follows that %>'(z) is odd : hence ^'(^i) = 0- Similarly
£/(o>2) = 0, ^(col-\-(az) = 0. Thus the only non-congruent zeros of
p'(z) are colt w2, and o^ + o^.
COROLLARY. Since the elliptic function {/(z) — C} has the same
- poles as f(z). the number of its zeros in a period-parallelogram
will be N. Hence the number of points in a period-parallelogram
at which /(z) = C is N.
THEOREM VI. If the elliptic function f(z) has p zeros a1?
a2, ..., dp, of orders rl9 r2, ..., rpt and q poles 61? 62, ..., bq, of
orders 8lt s2, ..., sq, in a period-parallelogram,

m=l 7i

where X and /x are integers.

§§ 72, 73] POLES AND ZEROS 183

For, if y denote a period-parallelogram (§31, Corollary 2),

= - 2o>2 Log 1 -f 2^ Log 1

Hence 2 r™ a™
»l = l

Example. Prove that ^=— ^ — irisa simple zero of

This is an elliptic function in u of order 3, its only pole being at u=Q.

Two zeros are u = v and tt, = w, so that the third must be congruent to -v — w
(Theorem VI.). Also (Theorem V.) each zero must be of the first order.

73. Relation between $(z) and p'(z). We shall now prove

that $(z) satisfies the differential equation

where #2 and </3 are constants.

Near z = 0 we have

ly
rding
Acco
= -
( (z
/ A -

But if ii is odd, 22 = ° ' therefore

where fc- ' =

184 FUNCTIONS OF A COMPLEX VARIABLE [CH. x

From this equation we derive the following equations :

Hence, if <j>(z) denotes the function

near 2 = 0, cj>(z) = Dz2+ E,24+ ....

Thus the elliptic function <f>(z) has no pole at the origin. But
the origin is its only possible pole. It is therefore a constant
(Theorem II. § 72) ; and since 0(0) = 0, the constant is zero. Thus

The quantities g2 and g3 are called the invariants of #?(z). It

sometimes found useful to use the notation $(z ; g^g^) fo
COROLLARY. By differentiating equation (A) we obtain :

Thus every derivative of <p(z) can be expressed as a polynomial

in z and 'z.
Example. Prove that the function {jp(u)fl(u) + $P(u)— 1} has five zeros,
wi> U2t Usi u±i u&> in a period-parallelogram, sucli that r=5
S^-^SAwj + S/zwo,
r=l

where A and /x are integers. Verify that, if 2 = £>(«), these values of u give
the five roots of the equation

If £/(z) = 0, equation (A) becomes

Now we know (Theorem V. §72) that 0>'(wi)» ^'(^2)' P/(wi

are all zero. Hence the three roots of this cubic in p(z) are elt
e2, 63, where *e1 = P(®i)» ^ = ^(^1
 73, 74] THE ADDITION THEOREM 185

It follows that equation (A) can be written

If the coefficients in equations (A) and (B) are equated, the

following important relations are obtained :

The Weierstrassian Elliptic Integral. Let z — $>(w) : then, since

Now when w = 0, z = cc ; therefore

•J r

w= I

The two branches of the integrand give equal and opposite

values of w, which correspond to the same value of z, since
is even.

74. The Addition Theorem. Consider the elliptic function

The functions p(u + v), $>(u), and p'(u) have poles at u= — v.

u = 0, and w = 0 respectively; while {p(u) — <p(v)} has zeros at
u=-±v. Hence the only possible non-congruent infinities of
f(u) are -it = 0, u= ±v.
Near u = (),

Accordingly, when u = 0, f(u) is finite and has the vahu-

zero.
186 FUNCTIONS OF A COMPLEX VARIABLE [CH. x

Again, let u = v + e ; then

Hence /( 16) is finite when u = v.

Finally, let u = — v + e ; then

Hence /(u) is finite at u= — v.

Thus f(u) is constant (Theorem II. § 72). But when u = 0,
f(u) has the value zero ; therefore

This is the Addition Theorem for the Weierstrassian Elliptic

Function.

COROLLAKY. p(u-v)= -y

Prove

Duplication Formula. If u = -v + e, the addition theorem gives

§§ 74, 75] ADDITION OF A SEMI-PERIOD 187
Therefore, if e = 0,

Example. Shew that

The following three formulae can be deduced from the

addition theorem :

The proof is left as an exercise to the reader.

Example. Prove

75. Properties of the Zeta Function. Integrating the equa-

tion
we have f (u + 2^) = f (w) + 2
where 2^ is a constant.
Now, let u = - wl ; then f (o^) =
so that ^i =
Similarly f (t6 + 2o,2) = %,
where /72 = f (o)2).
It follows that
f (u + 2???.^ + 2^w2) =
and that f (mo^ + 7io)9) =
The Zeta function is not an elliptic function. It possesses,
however, a sort of periodicity, and is called a Periodic Function
of the Second Kind. In each period-parallelogram it has a
simple pole congruent to 16 = 0. The residue at this pole is
unity ; for, if we integrate

we obtain
188 FUNCTIONS OF A COMPLEX VARIABLE [CH. x

But, since g(u) is odd, C = 0 ; therefore

2 £<? vv

Example. Shew that f(2w) = 2f (u) + X ^' j& .

Again, let f (u) be integrated round the period-parallelogram y

(Fig. 73) ; then
r ra+2a>! |*a+2a>2
JIv
^(^)^^==l {£(^) — £(^ ~l~ 2ft>0)}cfat
Ja — JI a {£(^0 —

= 2-Tri,

since there is only one pole in y. Thus

This is Legendre's Relation for the Weierstrassian Elliptic

Functions.

THEOREM. Any elliptic function can be expressed linearly in

terms of zeta functions and the derivatives of zeta functions.
Let f(u) be an elliptic function of periods 2^ and 2o>2, and
let a, 6, c, . . . , & be its poles in a period-parallelogram. Also let
the principal parts of f(u) at these poles be

_Ai _L ^2 , , A"i

u - a "*" (u - a)2 "*" ^ (w - «.)"i '

i JDO D«.
"D
B~D

U — /C (U — ,
Then consider the function
§§ 75, 76] THE ZETA FUNCTION 189

This function is finite at all points of the period-parallelogram.

Also

= 0(w). (Theorem IV. § 72.)

Similarly <j)(u + 2a>2) = 0(u).
Accordingly, <j>(u) is a constant (Theorem II. §72); therefore

(A)
(74— 1)!
Example. Shew that
2f (2w) + 2rh + 2r?2 = £(«) -4- f (w + CD,) + {(u + w, + o>2) + f (w + o>2).

76. Properties of the Sigma Function. Integrating

we have log{<r(u-h 2^)} =log{<r(t6)} + 2%u + C; (cf.§50)

or o-(u + 2w1) = CV(u)62''iit. »*
Now let u = — wl ; then o-(fo)1) = CV( — a)l)e~27?ia)i,
so that C'= -e2l»i»i.
Therefore o-( w + 2^) = —
Similarly <r(u + 2o>2) = —
By the method of induction it can be deduced that

ar(u + 2771^ + 27K»2) = ( — l)wl''l+

The Sigma function is called a Periodic Function of the
Third Kind.
Near u = Q we have

Ih-nce

But Lim
«->0 {-^
v «* J[= 1, so that C = 0 ; therefore

Thus
190 FUNCTIONS OF A COMPLEX VARIABLE [CH. x

THEOREM. Any elliptic function can be expressed in terms of

sigma functions.
Let /(it) denote an elliptic function of periods 2u>lt 2a>2, having
in a particular period-parallelogram zeros alt a2, ..., apt of orders
mlf m2, ..., mp, and poles blt b.2, ..., bq, of orders %, 7i2, ..., nq.
Then consider the function

We choose the a's and fe's so that 2?rfcct — 2^6 = 0, replacing, if

necessary, some of them by congruent points (Theorem VI. § 72).
Now 0 (it) is finite at all points of the period-parallelogram. But

(Theorem V. § 72.)
Similarly </>(u+ 2o>2) = 0(u).
Thus (Theorem II., § 72), 0(u) is a constant ; so that

*/ \ / I — ./ /i ,

For example, the function {^(^) — ^(^)| has two simple zeros
±t>, and a pole of order 2 at u = 0; therefore

In this equation let u be small ; then

Hence, equating the coefficients of — ,, we have

TV

—
so that P(tt)-P<ff)=- •

COROLLARY. If in equation (A) we put v = it + e> and make

tend to zero, we obtain

Example 1. Shew that

n'f \
 76] THE SIGMA FUNCTION 191

Again, if equation (A) be differentiated logarithmically,

In this equation interchange u and v ; then

' - {(u - v) - 2£( v).

2
Hence - = u + v-u-v. (B)
COROLLARY. If in formula (A) of §-75 we make the substitution
2 #>(u)

and similar substitutions for £(u — b), ..., f(t& — &); then, since
2A1 = 0, it follows that f(u) can be expressed as a rational
function of >u and >'u.
Example 2. From equation (B) deduce the addition theorem

EXAMPLES X.
1. Find, the zeros of

and shew that they are all simple zeros. Ans. ±vr ±w.
2. Find the poles and zeros of

Ans. Simple poles, — v, —w\ simple zeros, 0, —v-w.

3. If %>(z) is constructed with 2<itl9 2w2, as primitive periods, while $>i(z)
is similarly constructed with 2d>1/72,.2(o2} as primitive periods, prove that

4. Shew that V
(i)
(ii) ^
5. Shew that
+ (
(i)
192 FUNCTIONS OF A COMPLEX VARIABLE

6. Prove
[CH.
7. Shew that

8. Prove ff>(2y)-p(2w)=-
9. Shew that

(ii)
.
10.
~ ,

11. Prove

12. Shew that

i

13. If *(«)=f
and ^(^ =
shew that

14. Shew that

15. Prove
16. Prove
(r(a + b)(r(a — b)(r(a - d) - v(a + c)v(a - c)v(b + d)<r(b - d)
(7

17. Shew that ?

u^(u -<tfiMM- Q)2)<r(m-<u1 + u>2)

18. Shew that a-(2u)
o-(w1)cr((o2)fr((o1 -f w2)
19. Prove

(0 - w)<r(w - u)<r
tr3 (?*) (T3 (v) or3 ( M;
= 2-
 193
EXAMPLES X
20. Prove
-z)<r(y-w)

21. Prove

22. Shew that

23. Shew that

24. If M + v + ?^ = 0, prove
= P(«) + P
{ f («) + f (^ + f (
25. Shew that u - o>2).

2^(2?*) = f (*) + f (« -
26. Shew that

1 p(w) tf*(w)
27. Prove

f(w-*0-f(**-w) -£(*-«> - 2v)ar(u/ - v)v(u

\ / - w)V

M.F.
 [CH. XI

CHAPTER XL

JACOBIAN ELLIPTIC FUNCTIONS.

77. The Values of <p(w) when o^ is Real and o>2 is Purely

Imaginary. Let (0^ = 0,^ ft)2 = iQ2, where Qx and Q2 are real and
positive ; then

»i=0 m = -<

The two terms in this bracket are conjugate complex

numbers, so that g2 is real. Similarly it can be shewn that
#3 is real, and that, if w is real, $>(w) and <(p'(w) are real ;
while if w is purely imaginary, $(w) is real and $?(w) is purely
imaginary.
Thus e1 = p(Qx) and e3 = $>(i£lz) are real ; also, since e% = — el — eB ,
e2 = ^(Q1 + ^Q2) is real. Hence the three roots of the equation
4#3 — g2x —gs = 0 are all real.
Now consider the values of $(w) at points on the rectangle
OABC (Fig. 74), where A, B, C are the points Qj, S^ + iQ^ ^Q2,
respectively.
v/k

FIG. 74.

(i) If w — u is real, small, and positive, %>'(u) is, large and

negative ; also, when u = £ll, $>'(u) vanishes. Between these points
on the real axis %>'(u) is continuous, and has no zero values
(§ 72, Th. V.). Accordingly, between 0 and Qlt $>'(u) is negative ;
so that $>(u) decreases continuously from +oc to er
 77] VARIATION OF p(w) 195

Now ^/2(^)
Therefore since, as u increases from 0 to Qx, ^(u) decreases
continuously from +x to 0 and $>(u) decreases continuously
from +x> to elt el is the greatest root of ^xs—g^c—gs = 0.
Again, p'(u) = ±<J{4<$B(u) — g$(u)— gs} ; but between 0 and
Q1? ^X^) is negative and 4{p(u)— «j}{|i(it)— ^}{p(u)— e8} is
positive. Therefore

Hence, if x — <^(u),
r dx
U=\ , 3
J % v/ "j T?i£/ " \j rt!

provided a;^^. In particular,

c?o?
e,

e
(ii) Let w = iv, where v is real ; then fe

'

where 0^(^) = 403(t;)

As in (i) it can be shewn
J^i that e1 = 0(Q2) is the greatest root

of 4x^—g2x-\-g3 = 0) and that

dx
=

Thus — €j_ or e3 is the least root of 4#3— #2#— ^3 = 0, and

f*

Also, as v increases from 0 to Q2, 0(v) decreases from -f x to

ep so that ^(w ) increases continuously from — oo to e3.
Since ^ + 62+63 = 0, and el'^>ef>'^>e3, it follows that el must be
positive and es negative.
(iii) Let w = u + i£l.2, where u is real ; the% since
196 FUNCTIONS OF A COMPLEX VARIABLE [CH. xi

and p'(u + i&2) are real- As u varies from 0 to QI}

increases from es to e2> and p'(u+iQ2) is positive.
Therefore, between 0 and f21?

/7r
so that Q1='"
(iv) Let w = Qj + w, where v is real ; then, since

iv) is real and ^'(Q^iv) is purely imaginary. As v

varies from 0 to Q2, ^(Q^w) decreases from 6X to e2. Thus,
if 0(v)= — ^(Qj + iv), between 0 and H2 4>(v) varies from — ex
to — e2 and 0'C^) ^s positive. Therefore, since

Hence da;

Accordingly, as i«; passes round the rectangle OABC, p(io)

decreases continuously through all real values as follows : from
+ 00 at O to e1 at A ; from e1 at A to e2 at B ; from e<> at B to e3
at C ; and from e3 at C to — oo at 0.
Let p be any real quantity, and let f be the point on the
rectangle for which p(f)=JP- Then, since $>( — £)=p and <p(w)
is of order 2, every point w such that #>(tt;)=^) must be con-
gruent to f or — £ Therefore, for every point within OABC,
p(w) is imaginary or complex.
Example. Shew that
(i)
(ii)

78. Geometric Application.* Consider the curve given by

* Cf. Appell et Lacour, Fonctions Elliptiques, §§ 68-63.

~~

§§ 77, 78] GEOMETRIC APPLICATION 197

To each value of x correspond two non-congruent values ±w

of the argument. But #>'( — w)= — ^'(w); hence to each point
(x, y) on the curve there corresponds only one non- congruent
value of w, and the curve is symmetrical about the aj-axis.
Condition that three points should be 'collinear. Let MI} M2,
M3, be the three points in which the line y — mx — c = Q cuts the
curve. The corresponding values wl, w2, WB, of w are zeros of

$>'(w) — m$(w) — c.
Now the only pole of this function is at the origin, and is
of order 3 ; thus
Wi + „,,+«,,
where X and //, are integers.
This relation is necessary, and it is also sufficient. For, if
wl + w2+wz = 2\col + 2yuft>2, let the line M^Mg cut the curve
again in the point M' of argument w'\ then
wl + wz + w' = 2X'o>1 + 2yu'ft>2.
Hence w3 and w' are congruent, so that W coincides with M3.
Tangents. If the tangent at 'w^ meets the curve again at
'w'
w+ 2w1 =
Thus wl = — w/2 + Xo)!
Accordingly, from any point ' w ' four tangents can be drawn
to meet the curve in the four points whose arguments are

Points of Inflection. At a point of inflection

3it; = 2Xft)1 + 2^(o2;

so that ^ = 2Xa>1 +o 2Ma>2

Thus there are nine points of inflection with arguments

~2^ 2a>2 4fa?f 4o)2 2
~3~' ~3~' 3 ' ~3~' 7 :> ' 3 ' ~~~3 ' ~ ~~3~
and they lie three by three on straight lines.
Case in which cal is real and wz is purely imaginary. Let
2 then

where gj, e2, e3, are real, and ej

198 FUNCTIONS OF A COMPLEX VARIABLE [OH. xi

As w varies along OA (Fig. 74) from 0 to Qlt the point (x, y)

passes up the right-hand branch of the curve of Fig. 75 from

PIG. 75.

y= — °o to A(e1? 0). For values of w between Qj and

y is imaginary. As w varies from Q1 + iti2 to iQ2, (x, y) passes
from B(e2, 0) round BCD to D(c3, 0). For values of W between
iQ2 and 0, y is imaginary. The corresponding negative values
of w give the other two arcs.
There are only three real points of inflection, 0, 2Qx/3, and
— 2QJ3, the first being at infinity : they are collinear.
Example 1. Shew that the necessary and sufficient condition that the
six points whose arguments are wlt w2t...w6, should lie on a conic is

Example 2. Shew that the necessary and sufficient condition that the 3n
points wlt W<L, ... wsn, should lie on a curve of degree n is

79. The Jacobian Elliptic Functions, Consider the three

functions:
§§ 78, 79] TRANSITION TO JACOBIAN FUNCTIONS 199

They satisfy the equations :

ft)2) = - <h(

2ft),) = - 03(u), ft>2) =

^8(w + 2o>2) = <fa(u).
Again, by formula (A) of § 76,

Thus the two values of x/{^(X)~~ei}> *J{p(u)~~ez}t

are the uniform functions ± <j>i(u), ± $>2(u), ± ty^u), respectively.
If those values of the three functions are taken which are large
and positive when u is small and positive,

Now p/(^) = 2
Also, it is easy to shew that

f'(u) = - 201(w)02(w)08(w). (Cf. § 76, Example 1.)

Hence ^iX^) = — ^(u}^(u)-
Similarly <j>2'(u)= -^(u)^^), ^3/(^)= - 0iO)02 (u)-
Next, let to! be purely real and co2 purely imaginary, and denote
them by Qx and iQ2 respectively ; then, since p(u) ^ el >- 62 >• 63,
provided 0 < it ^ Qj,
- ViC^i) = 0,
Similarly

Accordingly, if

these three functions will satisfy the equations :

^)= -S(tt), S
200 FUNCTIONS OF A COMPLEX VARIABLE [CH. xi

S(0) = 0, C(0) = l, D(0)=l;

^ = 1, 0(00 = 0,

Also S(», C(u), D(u), have simple poles at u = i£l2\ and

is odd, while C(^), D(u), are even.
Thus S(u), C(u), D(u), are elliptic functions of periods
2i02; 4Qlf 2Q1 + 2iQ2; 20! , 4i02; respectively.
Now let S(u) = sn(v),
where ^
and let

so that & and /<;' are positive proper fractions such that k2 + A/2 = 1 .
Then sn(i>), cn(v), dn(?;), satisfy the equations :
sn (v + 2K) = - sn v, sn (v -f '2iK') = sn (v) ;
en (v + 2K) = - en v, en O + 2^K') = - en (v) ;
dn (v + 2K) = dn v, dn (v + 2iKx) = - dn (v) ;
sn' (v) = en (v) dn (v) ; en' (v) = — sn (v) dn (v) ;
dn'(-u) = - 7c2 sn (v) en <V) ;
sn2 (v) + en2 (v ) = 1 ; k2 sn2 (v) + dn2 (v) = 1
sn(0) = 0, cn(0) = l, dn(0) =

/
sn(K) = l, cn(K) = (),

Also sn(v), cn(V), dn(v), have simple poles at v = iK'; and

sn (v) is odd, while en (v) and dn (v) are even.
Again, since <f>3(u) or <J(^(u) — es) decreases continuously from
to V(ei"~63) as u increases from 0 to O15 sn.(v) increases
§ 79] THE JACOBIAN ELLIPTIC FUNCTIONS 201

continuously from 0 to 1 as v increases from 0 to K ; accordingly,

if z = sn(v),

and 2=1. Hence -£

where the positive value of the radical is taken between

dz

and therefore sn (v) is the inverse function of § 66. In particular,

so that K is identical with the K defined there.

Moreover, since

*-£r
-mz*s£=&=
dx ®' (§77)
I / Q g

Q2 can be obtained from Qx by replacing elt e2, es, by — es, —e2,

— elt respectively. Thus K' is the same function of /v/( J

or k' that K is of A/(J — ) or &; so that K' is identical with

§66.
K7 of three
theThese Vei-V
functions sn(^), cn(f), dn(t;), are the Jacobian
Elliptic Functions ; their periods are : 4K, 2iK'; 4K, 2K + 2iK';
2K, 4iK'; respectively.
Since ^(^) — e3 = ^(u),
/ \ e3-sn2
/? m._, /?
(.a)'
^1 ^Q

(f\(f)j\ /> * •'

//g g \
where v = ,J(el — e^).u and ^ = /y/( 2 3j- This equation gives
the relation between the Jacobian and the Weierstrassian elliptic
functions.
Example. Invert the function

, \ H).
x
rd
202 FUNCTIONS OF A COMPLEX VARIABLE [OH . xi
Poles of sn(v), cn(v), dn(v). From the equation
it follows that

CQ)_ fa(u) D(u)

so that Lim 0;.r^2 -^ = e ~ w^—^

w^ = <f 2 = - i, (§ 75)
and

Accordingly, if I is the residue of sn(t> ) at tQ2, the residues of

cn(t;) and dn(v) at this point are — II and —ikl.
The function su(v) has poles at iK' and 2K-f iKr, at which the
residues are I and —I respectively; it is therefore of order 2.
Similarly cn(t>) and dn(v) are both of order 2.
Note. The two periods K and iK' are not, like o^ and o>2
in the case of the Weierstrassian functions, independent of each
other : they are connected by the relations
~
T7-_1 dx '
where
Example. Prove
Jo Jo
(i) E== (Kdn2(w, lc)du ; (ii) E'= \*'&u?(u, k')du.
80. The Addition Theorems. Consider the functions of u,
\(u + v) and cn(u)cn(u + v) — cn(V): they both have
periods 2K and 2iK', and simple poles at iK' and — v + iK'.
Hence they are of order 2, with simple zeros at u = 0 and
u = ' — v ; so that

where C is a constant.
 79, 80] THE ADDITION THEOREMS 203
When u is. small,
...){cn(» — usn(v)dii(v) +...}— cn(t>)
usu(v)-\- ...
7 — r— ;-

Now let 16 = 0; then C= — dn(v); so that

cn(V) cn(t6+ 1>) + sn (u) dn(v) sn(ic + v) — cn(-y) = 0.
If in this equation u and -y are interchanged, it becomes
cn(t>) cn(u + v) -f sn(v) dn(u,) sn(i6 + 1?) — cn(u) = 0.
Hence, solving these two equations for sn(w + v), and writing
c1? cZj, s2, c2, cZ2, in place of sn(u), cn(u), dn(u), sn(^), cn(v),
v), respectively, we have
.
1dl — sl c.2 c/2

Similarly

In like manner, by considering the functions sn(u)sn(u-\-v)

and dn(u)dn(y + i>) — dn(v), it can be shewn that
_ cZj d.2 — k2 s1 s2 Cj <?2

COROLLARY. If in these formulae —v is written for v, they

become

Example. Prove
204 FUNCTIONS OF A COMPLEX VARIABLE [CH. xi

Duplication Formulae. In the addition formulae make v = u;

then, if sn(u), cn(u), dn(u), be written s, c, d, respectively,
0 sn(2tt)
SEE
2scd
/tt . = =J. — K_,S

From these formulae the following can be derived :

^FTTC = F " D-C '

D + C 7c/2 1-D

Example. Shew that

r+c=^D^c
7/2l-C

From the addition formulae it follows, since

sn(K)=l, cn(K) = 0,
that

, -
dn(^) ,
. dn(u) dn(u)
Hence, if u tends to iK',

su(K + iK') = jj cn(K + 'iK/)= -^, dn(K+iK/)-0.

Now in the addition formulae put v = K + iK' ; then

By repeated applications of these formulae the following can

be derived : = — cn(V),

Kx)= -dn(u);
§§ 80, 81] JACOBI'S IMAGINARY TRANSFORMATION 205
2iK/)= — cn(u),

Sample. Prove

Again, in the addition formulae let i> tend to iK' ; then

sn(u)

Thus the residues of sn(u), cn(w,), dn(i(,), at iK' are I/A;, — i/k,
— i, respectively.

81. Jacobi's Imaginary Transformation.

then Letx = sn(iu,k')',

Now put x = iy/J(I — 2/2) ; then

so that y = ±sn(u, /c).

Thus cn(it, ;\
sn(iu,k')=±isu(H'J A;)
To determine the sign let u tend to zero ; then, since

T . sn(m,
Lim V ? k')
n^o t. sn(u, 7: = 1,
/c)
the + sign must be taken ; so that
, k)

Again, cn(m, k') = J{l — sn'2(m, &')} = ± — -

To determine the sign let u — 0 ; thus

cn(m, &') = —cn(u,

-,— k)
j-.
1.
Similarly du(iu, Jc) = GU(U,
/> k)
?.

Example. Shew that

sn2(m, k') sn2^, k)
206 FUNCTIONS OF A COMPLEX VARIABLE [OH.

EXAMPLES XI.

1. Prove / .

2. Shew that, if sn 11= sin <£,

Jo
u
rdu iTcn^ sn u dn
3. Prove the following identities, in which D denotes 1 -J
(i) sn (u + v) sn (u -v} = (c22 - Cl2)/D = (Sj2 - s22)/D :
(ii) {I±cn(u + v)UI±cn(u-v)} = (Cl±c2yiT>',
(iii) {l±dn(u + v)}{l±dn(u-v)} = (dl±d.2)2ID;
(i v) sn (u ± v) en (u qp v) = (s^d^ ± s2c2c£1)/D ;
(v) sn (u ± v) dn (u T v) = (s^c^ ± s^c^/D ;
(vi) 1 + en (u + v)cu(u-v)=(cS + c22)/D 5
(vii) sn (u + v) en (u -v) + tm(u- v) en (u + v) =

4 Prove \ 2 / V 2 en ?6 + en v
en
2
5. Shew that, with the notation of Example 3,

-v) v)
a n(u (u-
-v} an"
6. Verify the identity

where S = sn (u + v) sn (u - v) sn (u + w) sn (u - w),
C = en (u + v) en (u — v) en {u + w) en (w — w),
D = dn (w + v) dn (u -v)du(u + w)dn(u- iv).
7. If S = sn u sn (u + K), verify, that :

(ii) D3
(iii)
( 1_ v
Deduce that

8. Shew that the function of M,

snu cnu dn w(sn2y — sn22<;) + snv cnv dn v(sn2^ — sn2^)
+ sn -^ en ?<; dn w(sn2^ - sn2v),
has periods 2K and 2i'K' ; and prove that u = iKf- v-w is a simple zero.
9. Prove that the function of u,
sn4w(sn2v - sn2w) + sn4 v(sn2w - sn2w) + sn4'w(sn2*i - sn2#),
has periods 2K and 2^K' ; and shew that it has four simple non-congruent
zeros, ±i\ ±w.
xi] EXAMPLES XI 207
10. Verify that

11. Prove l-dn(2n) gV

12. Prove dn(w, k) = £'sn(K' - iK - iu, k).

13. Let w=sn2(z, k\ and let A, B, C, be the points K, K + ^K', ^K', respec-
tively, in the 2-plane. Shew that, as z passes round the rectangle OOAB,
w passes through all real values from - cc to 4- oc . If COAB is a square,
what is the value of k ? Ans.
14. The coordinates of two points are connected by the equation
~

Shew that, as (#, y) describes the boundary of the rectangle COAB of the
previous example, (X, Y) describes the complete boundary of a quadrant
of a circle of unit radius.
15 Prove —
dn ( u + v) dn (u - v) k'~

cn(u + v) cn(u-v) afi

17 Shew that (i) Lim

,..., Tl/im
. udnu
Bn"u —
— snu — 1— 2£-
?=*
nil) —

18. Establish the expansions

en 2*= 1 -

where \u\ < K'.

19. If the tangents from the point P on the cubic x=.yp(w\ y = p(w\ meet
the curve in A, B, C, D, shew that the pairs of lines : AB, CD ; AC, BD ;
AD, BC ; intersect at points Q, E, S, on the curve ; also shew that the
tangents at P, Q, K, S, intersect at a point on the curve.
 [CH. xn

CHAPTER XII.
LINEAR DIFFERENTIAL EQUATIONS.
03
82. Continuation of a Function by Successive Elements.

Let P(z, a) denote a Taylor Series ^cn(z

o — a)n with circle of
CO

convergence C ; then, if z1 is any point within C, this function

can be expanded at zl in a Taylor Series ^jCn(z

o — z^)n, which we
denote by P-^2, z^). The circle of convergence Cx of this series
will either touch C internally or lie partly outside C : in the
latter case P^z, zj gives the continuation of P(z, a) in the part
of Cj outside C (§55, Th. II. Cor.). The two expressions P(z, a)
and P^z, Zj) are called Elements of the function. The radius of
Cx will be the distance from zl to the nearest singularity of the
function ; so that, if Cx touches C internally, the point of contact
must be a singular point.
It may happen that no part of the circumference of C can be
found, however small, which does not contain singularities of the
function : in this case the function cannot be continued beyond C.
If, on the other hand, the function can be continued beyond C,
the process can be repeated with each new domain so attained.
The aggregate of the elements thus obtained defines an Analytic
Function.
Note 1. If the only singularity of the function is at infinity,
the original element gives the complete function.
Note 2. If f(z) is holomorphic at infinity, the corresponding
element is obtained by continuing /(1/f) to a domain of centre
f-OL
A particular point b can usually be approached by different
continuations from a; and it is possible that the function may
thus attain different values at 6. If the values are always the
§§ 82, 83] HOMOGENEOUS LINEAR EQUATIONS 209
same, the function is uniform. The case of multiform functions
requires more particular investigation.
Join a and b by a path L: on L take points a, zv z2, z3, ... ,
such that each point lies in the domain of the preceding one.
Then the corresponding elements give a value of the function
at each point on L. If no singularity lies on L, the points
zi> zz> zs> •" > can ^e chosen so that, after a finite number of steps,
a domain is reached which contains 6, and thus a value of the
function at b is obtained.
This value is independent of the set of points zlt zz, zs, ... ,
selected. For, let a set of points zni, zn_2, ... , zUr, be interpolated
on that arc of L which joins zn and zn+l ; then, if the elements
corresponding to these points are employed in the process of
continuation, the same value is attained at zn+l, since the arc lies
entirely in the domain of zn (§ 55, Th. II. Cor.). Now, any two
sets of dividing points, zlt z2, z3> ... , and z^, z2', zs', ..., can
be combined, and other points, if necessary, interpolated between
them, in order that each point of the new set may lie in the
domain of the preceding one. Hence it follows that each of the
original sets gives rise to the same functional value at b. Thus,
if the function varies along a line which does not pass through
a singularity, the set of values obtained at points on the line
is always the same.
Again, since the points zv z2, z3, ... , can be chosen so that each
not only lies in the domain of the preceding point, but also in the
domain of the succeeding point, it follows that, if the value at b
be taken as initial value, and if the path L be retraced from b to
a, the same set of values will be obtained at all points of the line.
Finally, if any two paths L and L' are drawn from a to 6,
such that no singularity lies between them, they will lead to the
same value at b ; for otherwise the closed contour made up of L
taken from b to a, and of L' taken from a to b, would enclose at
least one branch-point of the function, which contradicts our
hypothesis.
83. Homogeneous Linear Differential Equations. A linear
differential equation
dnw .dn~lw .dll-*w
210 FUNCTIONS OF A COMPLEX VARIABLE [CH xn

which involves no terms independent of wt is said to be Homo-

geneous. We shall assume that the coefficients are uniform
functions with no singularities except poles in the region con-
sidered. Apoint which is an ordinary point for all the coefficients
is called an ordinary point of the differential equation, while a
point which is a singularity of any one of the coefficients is
called a singularity of the equation. If f is an ordinary point,
and if a is the singularity of the equation nearest to £ the
interior of the circle z — £ |= |a — f | is called the domain of £
If the equation is of the first order, its solution is

where C is an arbitrary constant. Accordingly, it is only

necessary to consider equations of order higher than the first,
We shall, indeed, confine our attention to equations of the second
order; but the methods employed can be applied, with suitable
modifications, to equations of higher order.
THEOREM. In the domain of an ordinary point f the differ-
ential equation cL^—p(^z\(—- + q(z}w (A)
possesses a unique integral w(z), which is a holomorphic function,
and which, with its first derivative, acquires arbitrarily assigned
values (the initial values) when z = f,
Let Mj and M2 be greater than or equal to the greatest values
of |_p(z)| and q(z) on the circle z — f| = R, where R<|a — fl
and a is the nearest singularity of the M0 equation to f. Then
(§35, Cor. 1) the functions
*»-jpb
R
satisfy the inequalities ^(z) =

where n = 0, 1, 2, ____ The functions <p(z) and \fr(z) are called

Dominant Functions, and the equation

z)^
is called the Dominant Equation.
§ 83] EXISTENCE OF AN INTEGRAL 211

Now, if a function w(z) is holomorphic in the domain of f, it

can be expressed in that region in the form of a convergent series
c0 + c1(z-£) + ct(z-&+..., (I)

Tl :
where <•„ = !, *^>, (»=0, 1, 2, ...).
But if this function w(z) is an integral of equation (A), and
if arbitrary values have been assigned to w(g) and w'(£ ), the
corresponding value of w"(f ) can be obtained by substituting
£ for 2 in the equation. Likewise, if the equation is differentiated
repeatedly, and f substituted for z, equations

are obtained for n = %, 4, 5, ... ; thus the coefficients c0, clt c2, ...,
can be found.
Similarly, if W(z) is a solution of equation (c), holomorphic
within | z — f |= R,

where cn' = — , /&! »

and

Now let I iv (g ) | and | to'(f ) I be assigned as initial values to

and W(f) J tnen' ^rom equations (A), (B), (c), (D), and (E), it
follows that, for all values of n, W(n)(f ) is real and positive, and

Accordingly, if the series (n) can be proved to be convergent,

the series (l) will also be convergent, and w(z) will be holo-
morphic inthe domain of f.
Let 2-f=RZ; then
., (m)
212 FUNCTIONS OF A COMPLEX VARIABLE [OH. xn

where cn" = Rncn' ; and equation (c) becomes

so that l-

In this equation put Z = 0 ; then, since

we have

Now let Mx be chosen so great that RMX > 2 ; then

so that c'nlc"n+l<^\..
H - T> TIT "D^lXf
But ,
T) Cn±9 n-t-KtM-, . JtvlYl*

therefore

Thus series (in) converges if |Z |< 1 ; hence series (n), and

consequently series (i), converges if |z — f |< R.
Now, if z is any point in the domain of f, R can be chosen so
that |z— f|<R< a, — £|- Accordingly an integral w(z) exists,
which is holomorphic in the domain of f, and is such that
arbitrary values can be assigned to w(g) and w'(g).
COROLLARY 1. The integral is unique. For, if any particular
values are assigned to w(f) and w\g), only one set of values for
€<>» C3> C4> ••' > can ^e deduced from equations (A) and (D).
COROLLARY 2. The integral is of the form CQWI(Z)-\-C^JO^(Z\
where c0, cx, are arbitrary constants, and w^z), wz(z), are
integrals of the equation. For, by means of equations (A) and
(D), all the constants c2, c3, c4, ... , can be expressed wlinearly
, in
terms of c0 and cr Also, by making c0 and c^ zero in turn, we
see that w^z) and wz(z) are integrals of the equation.
Integrals at Infinity. To determine whether infinity is an
ordinary point of the equation, the transformation z = l/£ is
employed. The equation then becomes
a(MF\
§§ 83, 84] SOLUTION BY INFINITE SERIES 213

so that it is necessary that p(z) + 2/z and q(z) should have zeros
of orders 2 and 4 respectively at infinity. If this condition is
fulfilled, holomorphic integrals w(£) or w(l/z) can be found.
A nalytical Continuation of the Integral. Let f ' be any point
in the domain of f, and let P(z, f ) be the element of the integral
w(z) corresponding to the domain of f '. Then, since the function

Jp(Z, n-j»(*)^p(«- n-?(*)p<*. r>

vanishes at all points common to the domains of f and f, it
vanishes at all points of the domain of f (§55, Th. III.); thus
P(X f) satisfies the differential equation, and has the initial
values w(£') and w'(£') at f. Similarly it can be shewn that
every element obtained from w(z) by analytical continuation
satisfies the equation.
84. Solution by Infinite Series. An integral w(z) can be
obtained by assigning values to c0 and c^ and then finding
C2> C3> ct>'-> by means of equations (A) and (D) (§83). In
practice, however, it is usually simpler to proceed as follows :
(i) if an integral in the domain of z = 0 is required, substitute
the series
for w in equation (A), and equate the coefficients of powers of z ;
a series of equations is thus obtained which enables us to deter-
mine c2, c3, c4, ... , in terms of c0 and cl ;
(ii) if an integral in the domain of any point a is required,
apply the transformation z = a + £ to the equation, and use
method (i) ;
(iii) an integral in the domain of infinity can be obtained by
00

applying the transformation z = l/f and using method (i); it is,

however, simpler to substitute the series ^cn/zn in the equation
and equate coefficients.
Note. The theorem proved in the previous section, and the
method of solution just given, apply also to equations of higher
order than the second.
Legendre's Equation. Consider the equation

-z2) and q(z)= -7i(n+l)/(l-z2); thus z =

 214 FUNCTIONS OF A COMPLEX VARIABLE [CH. xn

is an ordinary point of the equation, its domain being the

interior of the circle z \— 1.
Let <iv = c0 + clz + c2z2+...
be substituted in the equation ; then

so that 2.1.
3.2.03-2^ + 71(71 + 1)^ =
^+2)^+1)^+2-^-1)^-2^ + 71(71 + 1)^ = 0, (,, = 2, 3, 4, ..,).
Hence .2=-

2.3 1J >

Therefore w = cQwl + c^v2 , where

w =F(--\ 2 n+l £ - z2] w =*

*w /

If 7i is an even positive integer, the first, and if n is an odd

positive integer, the second of these series contains only a finite
number of terms ; so that, if n is a positive integer, one integral
is a polynomial.
Now, if n is even,

2' 2 '2' (»!)» 2(2»-l)

n(n-l)(«-2)(«-8) ^
1" "

'«(z); (§54, Cor.)

while, if n is odd,
m *i _l_ 9 Q \ \9

sF( - , + , -, ^

Thus, if n is a positive integer, one integral is the Legendre

Polynomial ~Pn(z\ which is also known as Legendre s Function
of ike First Kind.
§§ 84, 851 LEGENDRE'S EQUATION 215
Example. Find integrals for

Ans. Wl = l- + 6-
I
'2.5 7 2.5.8
,-fl __

7! 10!
85. Fundamental System of Integrals.
THEOREM I. The integral w(z) of equation (A), § 83, cannot
have a zero of the second order at any ordinary point of the
'equation, unless it vanishes identically.
For if it has a zero of the second order at the point z, w(z) = 0
and w'(z) = Q', hence the equation gives w"(z) = Q. Similarly, if
the equation is differentiated repeatedly, it follows that

so that the integral is identically zero.

THEOREM II. If w±(z), w2(z), w3(z), are integrals of the differ-
ential equation holomorphic in the domain of f, a relation of
the form c^z) + c2wz(z) + c3ws(z) = 0
exists, where clt c2, c3 are constants not all zero.
For if clt c.2, c3, be chosen to satisfy the two equations

w3(f ) = 0,

the integral w(z) = cliul(z) + c2w.2(z) + c^v3(z) 0,

(f) = and its first deri-
vative vanish when z = £. Hence, by Theorem I., w(z) is
identically zero ; so that
clw1 (z) + czw2(z) + csw3(z) = 0.
DEFINITIONS. Two integrals are said to be linearly inde-
pendent if their quotient is not a constant. Two linearly
independent integrals are said to form a Fundamental System
of Integrals. Such a system can always be obtained by making

From Theorem II. it follows that if the integrals w±(z) and

w2(z) form a fundamental system, any integral can be expressed
in the form clwl(z)-i-c2w2(z)t where c± and c2 are constants.
216 FUNCTIONS OF A COMPLEX VARIABLE [CH. xn

Again, if clw1(z) + c2w2(z) = Q, then A(2) = 0, where

A(z) =
= 0 exists:
Conversely, if A(z) = 0, a relation C1w1
for, if A(3) = 0,
wi(z) _ wz(z)

and the integral of this equation gives a relation of the type

required.
THEOREM III. If the integrals w^z) and w2(z) form a funda-
mental system in the domain of f, A(z) cannot vanish in that
domain.
For let W1(^), W2(z), be another fundamental system ; then

so that 'Jl'(z)' Wl(z)

'12 >
where

The determinant D cannot vanish, since W^z) and W2(0) are

linearly independent. But W-^z) and W2(z) can always be
chosen so that, at any assigned point z in the region,

W1(«) = l, W^) = 0, W2(2;) = 0, W8'(*) = l.

Hence A(z) is non-zero at every point of the region.
THEOREM IV. If two linearly independent functions w^z)
and w2(z) are holomorphic in the neighbourhood of f, and are
such that A(f ) =^= 0, a homogeneous linear differential equation of
the second order can be constructed, of which they are integrals,
and of which f is an ordinary point.
For if the functions p(z) and q(z) are defined by the two
equations w^ -p(z)Wl'(z) - q(z)w1(z) = 0,

then p(z) = \(z)/A(z), q(z) = - A2(^)/A (z),

where
^'(z\ w2(z) , 2Z
§ 85] DETERMINANT OF A FUNDAMENTAL SYSTEM 217
Now the numerators and denominators of these two fractions
are holomorphic, and A(f)^0; hence p(z) and q(z) are holo-
morphic near z = g. Accordingly w^z) and iu2(z) are integrals
of the equation w" =p(z)w' + q(z)w,
of which f is an ordinary point.
Example. Find an equation which is satisfied by

w -I ^.Lif! 1 . 3 . 26 1 . 3 . 5 . 2s
Ans. w"= — zw' + w.

EXAMPLES XII.

1. Find integrals wlt w2, for w" + a2tv = Q, such that, when 2=0, ^ = 1,
Wi = 0, w2 = 0, w2' = 1 . A ns. wl = cos az, w2 = a~l . sin az.
Find integrals in the domain of 2 = 0 for equations 2-10.

23 4 2° 4.7 29

3. (22 - F) «/' + zw' -w=0. Ans. wl = z, w2 = V(^2 - 22).

4. (l+2 + 22)w" + 2(l + 22)?^' + 2w = 0. Ans. ie1 = ^— — 5, wa = — -g.

5. (2-l)(2-

6.

7. (l-

8. (l-22)w"-(
W=F+M) _
9. (1 - 2s) M'
^7M. ^=^,t^ = F(-§, -f, §, 2^), ^3

10. ^"-22z^" + 22?^-2w=0.

22s 22°

11. Find integrals in the domain of 2=1 for 2(2-2)%'"

A ns. w1 =2(2 - 2), w2 = 2(2 - 1) + 2(2 - 2) log {2/(2 - 2)}.
12. Find integrals in the domain of 2= - 1 for w" - (1 +z)w' -w=0.
218 FUNCTIONS OF A COMPLEX VARIABLE [OH. xii
Find integrals in the domain of infinity for equations 13-15.
13. £%" = (l-2s)3V + 2w. Ans. w^e1'*, w2=e~2/*.
14. Z4w" + 2z3iv' + a2iv=0. Ans. w1 = coB(a/z)J w2=sin(a/z).
15. z*(z*-l)w" + 2z(z* + I)w'-2w=0. Ans. iv^z^-l), iv2=z/(z2-!).
16. Find an equation which is satisfied by

Ans.

17. Find an equation which is satisfied by iv1=z, w^—e1.

Ans. (z-l) w" - ziv + iv = 0.
18. Shew that, if n is a positive integer, the equation

has integrals P(^) and P(^)log ( i±!^+Q(z), where P(0) and Q(z) are
polynomials of degrees n + 1 and n respectively.
CH. xiii, § 86]

CHAPTER XIII.
REGULAR INTEGRALS OF LINEAR DIFFERENTIAL
EQUATIONS.

86. Integrals in the Neighbourhood of a Singularity.

Consider a homogeneous linear differential equation of the
second order, of which f is a singularity and of which wlt wz,
form a fundamental system of integrals at z. Let z describe
a closed circuit which encloses f but no other singularity of
the equation, and let wl and wz be the analytical continua-
tions of wl and wz obtained when the variable has completed the
circuit. These two integrals ~wltwz, form a fundamental system ;
for, if not, a relation c1i(;1 + czwz = 0 would exist. Consequently
the function cjwl + czwz would vanish at all points to which it
can be continued (§55, Th. III.); and therefore, retracing the
circuit, we would obtain the relation c^w^c^w^O, which con-
tradicts our hypothesis. Accordingly
w^ = cllwl + clzwz , w2 = cz]wl

where D=

_Now let W = Xw1 + /*U'2, and choose the constants X, yu, so that
W, the value attained by W after the description of the closed
circuit, satisfies the equation W = pW, where p is a constant ; then

''1
2
Therefore, since wlt wz, form a fundamental system,
= 0.
cn-p, c21
so that
220 FUNCTIONS OF A COMPLEX VARIABLE [OH. xm

This is known as the Fundamental Equation belonging to the

singularity £ If a root of this equation is substituted for p in
equations (1), values of X and JUL are obtained such that W^pW.
Neither of the p's can be zero, since D=/=0. If /o = l, the
corresponding integral W will be uniform '2 in the vicinity of £
1
THEOREM. The fundamental equation is independent of the
original fundamental system selected.
Let Wx, W2, be any other fundamental system, and let

so that the new fundamental equation is

612,
&22-P 0.
N ow, if W1 = ailwl + a12w2 , W2 = a_
then Wx = anwt + a12w2 , W2 = a^^ + a22w2 . (2)

= an(cnwi + ciz

Accordingly bnau + 612a21 = anCj! + a12c21 ,

•21

'12
Similarly
21an + 622a21 = aacu
Therefore
a.
^12'

'21

'•2-2

21

Hence 600 — p Cu — /O, C,

1> C22~~P
Fundamental System associated with the Fundamental Equation.
There are two cases to consider : (I.) when the roots of the
fundamental equation are distinct, and (II.) when they are equal.
§86] FUNDAMENTAL EQUATION 221

I. Let the roots plt p.2, be distinct ; then there are two integrals
Wlt W2, such that

Now let r

Then, if Oi = (z-^rl) Oz = (z-ft\

01 = p^O-L , 9% = p29.2 ;
so that W^ and W2/02 are uniform functions in the vicinity of f .

Accordingly W, = (z - f)^W, W2 = (z-fl^2(3),

where ^iC21) an(i ^C2) are uniform in the vicinity of £
The integrals Wj_ and W2 are linearly ^ndependent. For, if
not, an equation cx W1 + c2 W2 = 0, and consequently an equation
ci/°iW14-c2/o2W2 = 0 would exist. But these equations can only
exist simultaneously if p1 = p2, which contradicts our hypothesis.
II. Let the roots be equal; then (cn — c22)2-f 4c12c21 = 0.
We distinguish between the cases: (i) when c12 and c21 are
both zero ; and (ii) when they are not both zero.
(i) In the first case p = cn = c22, and wl = pw1, w2 = pwz. From
equations (2) it follows that, no matter what system is originally
selected, these equations hold. Accordingly

^l = (^-Dr^lW> ^ = (*-?)r^2(3)>
where V'l^)* ^2(2), are uniform in the vicinity of f, and

(ii) In the second case, let W be the integral found to satisfy

the condition W = pW, and let w be any linearly independent
integral. Then w = clW + czwt and the fundamental equation
becomes p_^ Q
Cl> C2~(
where <r is the quantity to be determined.
Accordingly, since the roots are equal, c2 = p ; therefore
w = c^ W + piv.
Now replace W by Wlf where pWl = clW, and write W2 for
Then W1? W2, form a fundamental system such that
222 FUNCTIONS OF A COMPLEX VARIABLE [OH. xm

Hence W^z
where ^(z) is uniform near f.
W
Again, I

but, if 0 = - log (2; - f ), 0 = 0 + 1. Therefore

sothat
is uniform near f, Consequently

where ^z *s uniform near

87. Regular Integrals. If the highest negative powers of

(z — £) in the Laurent Expansions for ifs-^z) and \^2(2) are finite,
the integrals Wx and W2 are called Regular Integrals. Now

the quantities r = ^ — . Log /o are not definite, but have values

differing by integers. Hence, if the integrals are regular, the
values of r: and r2 can be chosen so that

where a0 and b0 are non-zero. If a is the nearest singularity to

£ these expansions are valid for |0 — f |< |a — f |. Thus
w-'.
|
D'^i(^2^1og(2-D.J
where rl — r2 is an integer or zero.
For the first integral rx, and for the second integral the greater
of the two quantities rx and r2, is called the Index at the point f
It is only possible to carry out the theory completely when
the integrals are regular ; and we shall therefore, in what follows,
confine our attention to equations whqse integrals are regular.
Condition that the Integrals at a Singularity should be
Regular. If w± is an integral of equation (A) of § 83, a linearly
independent integral can be found as follows.
 86, 87] REGULAR INTEGRALS 223

Let w.2 = wAvdz be substituted in the equation; then

v = -'~
so that
The integrals wl and w2 are linearly independent. For, if not,
therefore

Hence, differentiating, we- have c.2v = 0. But v is not identically

zero ; therefore c2 = 0, and consequently cx = 0.
Thus w^ w2, form a fundamental system. Also

' "
, 0be expressed linearly in terms
Since every other integral jVcan
of wl and w2, it is only necessary to find the condition that wl
and We, should be regular.
Now we can always choose wl so that v is free from logarithms.
For, if wl is free from logarithms, while w2 contains them,

Thus

«
dz\wl
and therefore v = ^= = ^r— - = v.

Hence v is uniform in the vicinity of £ Consequently

z) or —w^v is also free from logarithms.
Again, if wl is replaced by W1? where cwl = pWlt then W: = pWj ,

so that V is free from logarithms.

O

Now write wl and v for Wl and V ; then

MJ. = /o^j , w2 = p (^ 4- ^2)-
Thus i^j and wz can be chosen so as to have the forms of
formulae (A).
224 FUNCTIONS OF A COMPLEX VARIABLE [CH. xm

In order to determine the index of A (2), three cases have to

be considered.
I. Let wt and w2 be free from logarithms, and let r^rz.
Then the index of A(z) or —wfv is 2r1 + (r2 — r1 — l) = r1 + ?% — !,
since v = -r- (wzjw^.

II. Let 10! and w2 be free from logarithms, and let r1 = r2.
Then, by subtracting a multiple of w1 from tu2, we can remove
the first term of wz, and thus get Case I.
III. Let w2 involve a logarithm. If rz = rl} then

where <f>(z) is holomorphic near f. Hence the index of A (z) is

2rl — l=rl + rz — I. If r2-<r1, the index of v is r2 — rx — 1, so
that the index of A (z) is r1 + r2 — 1. If r2 > rx, then, adding w±
to w2, we get the case r1 = r2.
Hence in every case the index of A (z) is 7^ + ^ — 1.
Now p(z) = \(z)/A(z), q(z)= - A2(z)/A(z) (Theorem IV. §85).
But a circuit about £ multiplies A(z), A^z), A2(0), by the same
constant D (§86); hence ^9(2;) and q(z) are uniform in the
neighbourhood of f.
Again, since A(0) has the index r± + rz — 1, A1(0) or j- A(0) must

have an index =rl-}-rz — 2J and A2(is) or w1wfv — %wl/2v—wlWitf

an index > rx + T2 — 3.
Accordingly, in order that the integrals should be regular in
the vicinity of the singular point £ it is necessary that the
equation should be of the form
* dw O

where P(z) and Q(z) are holomorphic for |z — f|<|a— £|. In

the following section we shall prove that these conditions are
sufficient.
COROLLARY. If the integrals at infinity are regular, p(z)
and q(z) must have zeros at infinity of the first and second
orders respectively. The proof is left as an exercise to the
reader.
§§ 87, 88] CONDITIONS FOR REGULAR INTEGRALS 225

88. The Method of Frobenius. If P(z) and QO) are holo-

morphic for \z — f [< a — f|, a fundamental system of integrals
can be found for the equation
?(z)div QQ) (1)

such that both integrals are regular in the neighbourhood of £

If the origin is transferred to f, equation (1) becomes
Z2w'' = 00(2X + \/r(z)w, (2)

where 0(z) and ^(2) are holomorphic in the neighbourhood of

the origin.

Let w = z^cnzn;
0then, if $(z)=^faP
0 and \^(z)
— z$ (z) iv —\fs(z)w

where d0 = n=
and dn =

Hence, if all the quantities d0, d^ d2, dB, ..., vanish, and
o>
if ^cnzn
u
is convergent, w is a solution of (2).
The Indicial Equation. The equation in p,

is called the Indicial Equation. From it can be obtained, in

general, two values of p. If one of these values is substituted
for p in the equations dl = 0, c£2 = 0, d3 = 0, . . . , values for
ci> C2> cs> ••• i are found in the form
,«v
V

where Hn(/o) is a polynomial in /o.

If the roots of the indicial equation do not differ by an integer,
none of the coefficients clt c2, c3, ... , is infinite. If the roots are
M.V.
226 FUNCTIONS OF A COMPLEX VARIABLE [CH. xm

pl and pl + m, where m is a positive integer, then when p = pl ,

cm> cm+i> cm+2» • ••» are usually infinite. To avoid this we put
Co = c(p-Pi)» which makes c0, clt ..., cm_1, all zero, and cm, cro+1,
cm+2, ... , finite, when p = pr
Now assume cZx = d2 = c£3 = . . . = 0 ; then
z2w" - Z(f> (z)w' -\!,(z)w = zpcQ{p(p -l)-a0p- 60} , (4)

Where Cn =

for 7i = l, 2,3,....
Let <p(z) and -fy(z) be holomorphic within and on the circle
|z| = R. Then, if Mj and M2 are the maximum values of <j>(z)
and \/s(z) on this circle,

Thus
so that, if
|^ j
yn =
+M

then
Now

_
R"
\cn

R
Hence +M

Vn

Accordingly, if p is finite, and has not any of the values pl — 1 ,

p1-2, ..., p2-l, p-2~2> —i wnere PI, p2> are the roots of the
indicial equation,
»->» y»
CO CO

Thus y]ynzn,
o and consequently 2o V1, converges if
 THE INDICIAL EQUATION 227

But if oc is the nearest singularity to the origin, R can always

be chosen so as to include any point 0, such that |z |<| oc |, within

the circle. Thus the series ^jcnzn

co 0 is convergent for |
and ^v = zp^lCnZn o satisfies equation (4), if clt c2, c3, ... , are given
by equations (5).
Uniform Convergence of the Series with regard to p. Con-
sider a region K in the p-plane bounded by the large circle
\p\ = <r and small circles whose centres are those of the points
pl — I, pl — 2, . . . , p.2 — 1, p.2 — 2, . . . , which are interior to this large
circle. Then, if n = v>cr, for*all points of K,

Now let v be taken so great that the last expression is always

positive. Also let M denote the maximum value of

for the region K. Then, if

M
-J R

we have yn = Cn, (n = v, j/ + l, » + 2, ...).

As in the case of the y's, we can obtain

CO

so that 2GHR'U is convergent if R'<R.

71 — V Thus the series 0

is uniformly convergent if |z \= R' and if p lies in K. It is

therefore holomorphic with regard to both z and p, provided
that |zj<|tt.|, and that p has any finite values except pl — 1,
p1 — 2, ..., /o2— 1, /o2~~2, — If, however, pz = p^-\-m and if
CQ = C(P — Pi), the point p2 — m is not excluded. R'
The Fundamental System associated with the Roots of the
Indicial Equation. There are three cases to consider.
I. Let pl and p., differ by a quantity which is not an integer.
228 FUNCTIONS OF A COMPLEX VARIABLE [OH. XIH

Then, if p is equated in turn to pl and p2, equation (4) becomes

equation (2), and we obtain two independent solutions,

II. Let the indicial equation have two equal roots p = pl ; then
equation (4) becomes

If this equation is differentiated with regard to p, it becomes

-/>i) log s}.

If in these two equations pl is substituted for p, it follows

that w and — both satisfy equation (2). Thus a fundamental

system wl9 w2, is obtained for equation (2), where

III. Let /o2 = /°i + m> where ?n is a positive integer. Then, if c0

is replaced by c(p — pl), equation (4) becomes

Thus equation (2) is satisfied by the fundamental system

Solutions free from Logarithms. If Hm(/o) contains /Q — ^ as

a factor, c0 can be left unaltered, and both solutions will be free
from logarithms. In that case wl will be of the form zplP(z),
where P(z) is a polynomial of degree =(m— 1).
89. The Gaussian Differential Equation. The equation

is known as Gauss s Equation, or the Hypergeometric Equation :

it has singularities at 0, 1, oo .
§ 88, 89] ASSOCIATED FUNDAMENTAL SYSTEM 229
CO

In the vicinity of z = 0 let w = ^cngf+n ; then

Thus the indicial equation is

Xp-l)+yp
Also, for 7i = 0, 1, 2, 3, ...,

so that

There are four cases to consider.

I. Let 1 — y be not an integer. Then, assigning to p the
values 0 and 1 — y in turn, we obtain the fundamental system,
wl = F(oi> 0, y, z\ w.2 = zl-yF(oi-7+l, /3-y+l, 2-y, z).
II. Let 1 — y = 0. Then the indicial equation has two equal
roots p = 0. Hence one solution is wl = cQF(oi, /3, y, z).
Again,

so that
'
-l 2 3
Thus the second solution is r p+r+l'

where ™2=

*»-'
1 r+-L.)-
X

III. Let 1 — y = — ?7i, where m inis

~l a positive integer. One
solution is ^1 = c0F(oc, /3, y, z). Again, putting c0
230 FUNCTIONS OF A COMPLEX VARIABLE [CH. xm
we have

= ...

Hence the second solution is

(a — m)(oc — m + 1) ... (a — 1)

(a — m)(ot — ?7i-fl) ... (a — m + 9i — 1)

1 1 \ «i-l 1 « 1 1
-- -

{m+n-
l / i
r r
If r~is one
either Soc orv^/3 of the numbers 1, 2, 3, ... , m, the terms
involving log z disappear, and the second integral becomes
^-^(a-y + l, 0— y + 1, 2-y, z),
in which the hypergeometric factor is a polynomial. Since p + m
is a factor of Km(p),o> this integral could also be obtained by

putting p = 1 — y in ^cnzp
o +n.
Let neither oc nor /3 have any of the values 1. 2, 3, ... , in;
then, if w2 is divided by the coefficient of log z, and a multiple of
wl subtracted from it, the fundamental system can be taken to be
w1 = F(a.) /3, y, z), ^2 = io1log^ + F1(a, (3, y, z\
where
F/a, /3, y, z)
§ 89] GAUSSIAN DIFFERENTIAL EQUATION 231

IV. Let 1 — y be a positive integer. This case can be reduced

to Case III. ; for the substitution w = zl ~ *W gives

where a' = oc — y-fl, £' = /# — y+1, y' = 2 — y; so that 1— y' = y— 1

is a negative integer.
Thus, if either oc or ft has any of the values 0, — 1, —2, ... , y,
the two integrals are
F(oc, ft, y, z\ 0i-vF(oc-y + l, /3-y + l, 2-y, 2),
where vanishing factors in the numerators and denominators of
the coefficients of F(a, ft, y, z) are cancelled ; while if neither
cc nor /3 has any of these values, the fundamental system can
be taken to be
, 2-y, z),
3-y + l, 2-y, z).
Solutions Regular near z = l. The substitution z = 1 — f gives

Hence solutions regular near 0 = 1 are obtained by replacing

oc, /3, y, 2 by oc, $ oc + /3 + l — y, 1—2, respectively in the integrals
already obtained.
For example, when y — oc — ft is not an integer, the solutions are
F(oc, /3,oc+/3+l-y, 1-0),
(l_3)y — *F(y-/3, y-GC, y-a-/3+l, 1-0).

Solutions Regular at Infinity. If we put 0=1 /f, w = £aW,

then

Hence solutions regular at infinity are obtained from the

solutions regular near 0 = 0 by replacing oc, ft, y, 0, by oc, 1-f oc — y,
1+oc — ft, 1/z, and multiplying by 0~a. When a. — ft is not an
integer, the two solutions are
iul = z-aF(oi) 1+oc-y, 1+OC-/3, 1/0),
m2 = 0-0F(& 1 + ^-y, l + /3-a, 1/0).
The Differential Equation of the Quarter Periods of the Jacobian
Elliptic Functions. If oc = ft = 1/2, y = 1, Gauss's Equation becomes
iw = Q. (§70, Cor.)
232 FUNCTIONS OF A COMPLEX VARIABLE [CH. xin

It is left as an exercise to the reader to prove that solutions

regular near 0, 1, oo , are :

, ,

i ,I

o^/ter worked examples on differential equations, see

Chapter XIV. §§90, 9L

EXAMPLES XIII.
Find regular integrals in the domain of 2=0 for equations 1-16 :
1. 2zV+2i0'~(l+«a)w=0.
Ans. *i = '+ + * + * + -'

2. z(\-z)

oo fjn

4. zw" + w' — w = Q. An s. u\ = 2 / , \.> >

...

5. £(l+2)?//-2w = 0. ^?2S. 7^=2 + 02, W2 = ?<-'! log

6. ^' + 2-lw' + %' = 0.

7. 2^" - li' = 0. ^I?i5. Wj = f)o w!(^+l)l

./ rr-: ,
22 /2 1\ z3 /2 2 1

8,
89] EQUATION OF JACOBIAN QUARTER PERIODS 23S

9. 2 V + 0(1-0) w' - (1 + 20) w = 0.

10. ZW" + W' + mZW = 0. A ns. ll\ = 2 ( - 1 )" / t \2o2n '

11. 0V + 4««?' + 2zfr'=0. An*, i^ — l/z, wz = l

'
12. 02l"

13. 02(l-«)?^+2(l-0X-w=0. Ana. ^1

14, ^l -0

15. 922w"-152w' + (3fo4 + 7)w=0. ^7w. wx = «1/s cos «2, w2 = zlf* sin «2
1+<V3 l-<y.

17. Find regular integrals at infinity for 0W+(a

18. Find regular integrals at infinity for 0%'

^l?«s. %-j = -jj e1/z2, w2 = 2?^
 [CH. XIV

CHAPTER XIV.

LEGENDEE'S AND BESSEL'S EQUATIONS: EQUATIONS OF

FUCHSIAN TYPE.

90. Legendre Functions. If the substitution z = l/g is made

in Legendre s Equation (§ 84), it becomes

Let w=^cv£?+v; then

The indicial equation has roots pl = — n, p2 = n + l; and the

second equation gives cl — 0. Also

(, = 0,1,2,...).
In the first place assume that p2 — pl or 2n + 1 is not an integer ;
then, if p = — n,
" ---4
" 1

while, if

0 !HL2 n + I 3
2 ' 2 ' ^2' 2
§ 90] LEGENDRE FUNCTIONS 235
Thus, if

2n+1HO+l/2)z n+1

Again, let 2n + 1 be an integer ; then n must either be an integer

or half an odd integer.
If n is an integer or zero, all the coefficients are finite. Hence
both integrals are free from logarithms. In particular, if n is
zero or a positive integer,
9«/^!\2
w'i = c°7^' P"<2)' (§54, Cor.)
V*»Ji
If 71 is half an odd positive integer, w2 is the integral which does
not involve log z, so that Qn(z) is an integral. If TI is half an odd
negative integer, wl is the integral not involving log 2. But, in
this case, since l/r(ii + 3/2) is zero when n + 3/2 is zero or a nega-
tive integer, the first — n — £ terms of Qn(0) vanish, and therefore
" _* 1_
^ 2'2 n'
so that Qn(^) is again an integral.
Accordingly, Qn(z) is an integral for all values of n. It is
known asLeyendres Function of the Second Kind. Pn(z) is the
more important of the Legendre functions when |z|<l, and
Qn(3) when!z!>l.
Note. Thus far Pn(z) has only been defined for positive integral
or zero values of n, while QM(z) has been defined for all values of n.
Relation between Legendre 's Equation and Gauss's Equation.
If in Legendrc's Equation we put z = 1 — 2f , we obtain

which is Gauss's Equation with oi = n+l, /3= — n, y = 1. Hence,

in the vicinity of z = l, the two solutions are

+
236 FUNCTIONS OF A COMPLEX VARIABLE [OH. xiv

Definition of Pn(z) for all Values of n. When n is a positive

integer,

Now it has just been shewn that this function satisfies

Legendre's Equation for all values of n. Accordingly, for all
values of n we define Pn(z) by the equation

COROLLARY. Pn (z) = P _ n _ l(z).

Example 1. If n is zero or a positive integer, shew that

where the path of integration is taken so as not to pass through the point z,
[Expand l/(z — () in descending powers of z for \z\ > 1, and evaluate the
coefficients by partial integration. The theorem holds if \z < 1, since the
functions on both sides of the equation are holoniorphic.]
Example 2. Use the series for Qn(z) to prove, for all values of n, the
formulae :
(i) (n

Example 3. Use the expression Pn(s)=F( -n, n+lt 1, ~^a~) to prove,

for all values of ?i, the formulae :
(i) (n + l)Pn+l(z) - (2» + 1)«P,,(«) + »PM_1(«) = 0,
(ii) n-pn(z)=zP'n(z)-?'n-i(z}.
Example 4. Shew that, for all values of «,
(i)

[Use Ex. 2, (i), and Ex. 3, (i).]

91. Bessel Functions. The equation
z*w" + zw' + (z* - n2)w = 0
is known as BesseUs Equation, and its integrals are called
Cylindrical Harmonics or Bessel Functions.
§§ 90, 91] BESSEL FUNCTIONS 237

The only singularities of Bessel's Equation are z = 0 and z = oo .

00

To solve in the vicinity of 0 = 0, put w = z?^cvzv; then

v= 0

Hence c0(yo2 — ^i2) = 0 ; ^{(p + 1)2 — ?i2} =0 ;

cv{(p + vf — n2} = —cv-z, (i/=2, 3, 4, ...).
The indicial equation is p2 — n2 = 0 : its roots are pl = n, p2 = — n.
If pi — p2 is an integer, ??, must either be an integer or half
an odd integer. The second equation gives c^ = 0 ; so that
c3 = c5 = c7 = . . . = 0. Also
<"2v
r, —— \f IV
— L) / — C°

where v = 1, 2, 3, ....
There are four cases to consider.
I . Let n be neither an integer nor half an odd integer. Then
there are two independent solutions Jn(z) and J_n(z), where
Zn / Z2 Z4 1

~2wn(w)l 2(2ri + 2)+2^27?H-2)(27H-lt)~ "J

Jn(z) is holomorphic for all finite values of 2;, except possibly

2order
= 0: n.it is known as Bessel's Function of the First Kind of
If n is a positive integer, JM(z) is an integral. J.n(z),
however, is not a linearly independent integral. For, since
l/IL(-n + v) = 0, where i/ = 0, 1, 2, ... , ^-1,

II. Let 7i be half an odd integer ; then, since the coefficients in

Jn(z) and J-H(z) are all finite, these two functions are linearly
independent integrals in this case also.
III. Let n = Q, so that the roots of the indicial equation are
equal ; then

(-lys"
238 FUNCTIONS OF A COMPLEX VARIABLE [CH. xiv
Hence
co 'f i \ v 2v v ~[

Thus the two integrals are

and
JoOO=. v

Y0(2) is called BesseUs Function of the Second Kind of order

zero.
IV. Let n be a positive non-zero integer; then, if cQ =

Hence
— = i^

1v

to + 2)...

x fVi 1 ,A 1 . y> . 1 :+v_ _i

\~lp~n+2r ~{p + n + 'lr ^p + n + ~lr ^p + Sn
Accordingly, if p = — n,

zn

2 2. 4. ..'2n.'2A. ..(2^-2)

zn z-1
§ 91] RECURRENCE FORMULAE 239

If these two integrals are multiplied by — 2n~l(n— l)!/c, they

become Jn(z), and

(-1)- /W+frf * 1

Subtracting ;;(y + ^ + • • • H j)Jn(z) from the latter integral,

we obtain the integral,

V (ll~~v~
YM(2) = J«(z) log z - ^

where ^r)i|++...+v(r-ll 2, 3, ...), and

Yn(z) is called Bessel's Function of the Second Kind of order n.
Recurrence Formulae. We leave as an exercise to the reader
the verification of the following formulae :
(i) 2Jn'(s)=jn.1(2)-Jn+1(2);
(ii) J0'(«)=-J1(«);

Jw(«) as a Function of n. Let 2 1= R, |w |= N ; then, if m is

an integer such that m — N> — 1, and if

T ,v

00

then |Tv(z) \= Mp. But m+l

2 ^ ^s convergent ; consequently, by
•o

Weierstrass's M Test, 2 ^(2) is uniformly convergent if

240 \ FUNCTIONS OF A COMPLEX VARIABLE [OH. xiv
Now R and N can be chosen so large that these regions enclose
any assigned finite points z and n. Accordingly, for all finite
values of z, except possibly 2 = 0, Jn(z) is a holomorphic function
of n.
The Bessel Function G.n(z).* It is sometimes found convenient,
instead of J_w(z) or Yn(z), to take as the second solution of
Bessel's Equation the function

where the limiting value of the expression on the right-hand

side is taken for Gn(z) when n is an integer.
Now

Also
PW+8lTYn
vs

,v _
so that v^4i/!r(-

v/ ~~ -1 ; I o -n+2v 7T . VI

^(-n + v).
If 7i is a positive integer, let p = n; then

Accordingly, if n is a positive integer,

O f T / \ : -r ,

2 COS 717T

*Cf. J. Dougall, Proc. ^IM. Math. Soc., Vol. XVIII. p. 36.

§91] THE FUNCTION Gn(«) 241
The verification of the following formulae is left as an exercise
to the reader :
(i) G_tt(«) = e**GM(z);
(ii) 2Gn'(«) = Gn_1(*)-Gn+1(«);
27?

(iii) ^G.(z)=G,,.1(*)+Gl,+1(«X
THEOREM. If P(z) and Q(z) are any solutions of Bessel's Equation, they
satisfy a relation of the form

where C is a constant.
For, if the substitution iv=z~l'2W is made in Bessel's Equation, it becomes

Consequently

Hence, integrating,
{x we have

a * - F(«) Q(*)= j-
For example,

1 sin mr .

•and therefore Jn(2) j'_n(z) - J'n(z) J_»(,-)= - 2 T(n) = -

The reader can easily deduce that :

.=2
~J«(*)J-ti-lW sillWTT.

(iii) Gn

The Zeros of Jn(s). If n is real and greater than - 1, all the zeros of Jn(z)
are real and distinct, except possibly z=0 ; this can be shewn as follows.
We have -

Thus, multiplying the first equation by Jn(fiz), and the second by J,,(ou),
and subtracting, we have
242 FUNCTIONS OF A COMPLEX VARIABLE [OH. xiv

Hence, if K(?0> -1,

(<X2 -
Therefore, if O=OL and 6— ft are distinct zeros of JM(0c),

Again, let /3=cx + € ; then

If this equation is divided by e, and € is then made to tend to zero, the

equation becomes

Hence, if 0=oc is any zero of JM(#c), except ^=0,

THEOREM I. If n is real and greater than -1, Jn(z) cannot have any
purely imaginary zeros.
For

and the latter expression cannot vanish if y is real.

THEOREM II. If n is real and greater than -1, Jn(z) cannot have a
complex zero.
For if z=p + ig is a zero, where p and q are real, z=p — iq must also
be a zero ; hence
JoI x Jn{ (p + iq)x }Jn{ (p — iq)x}dx=Q.
But if n and x are real, the integrand is positive ; and therefore the
integral cannot be zero. Thus the theorem must hold.
Accordingly, if n is real and greater than — 1, it follows that every
zero of Jn(z) must be real. P-

THEOREM III. If n is real and greater than - 1, 3n(z) has no repeated

zeros except possibly 2=0.
For if 2=0. is a zero,

so that J«'(o-) + 0- Thus Jn(«) has no repeated zeros.

§§91,92] THE ZEROS OF JH(z) 243

THEOREM IV. If n is real and greater than — 1, Jn(«) and Jn+i(z) have
no common zeros except possibly 2 = 0.
This follows from the formula

92. Equations of Fuchsian Type. Equations whose coefficients

are meromorphic in the entire plane, and which have their
integrals regular in the vicinity of all their singularities, are
called Equations of Fuchsian Type.
If the singularities are alt az, a3, ..., an, and infinity, the
equation is of the form
= dw P2n.2(z)
dz* (z - Oj)(z - «2) ... (z - c^) dz^(z- al)2(z - a2)2 . . . (z - an
where Pn_1(«) and P2n-2(2:) are polynomials of degrees n— 1 and
Zn — 2 respectively (§ 87).
If infinity is not a singularity, the equation is of the form

dz* (z-al)(z-a2)...(z-an) dz(z-a1)\z-a2)\..(z-an)z

where the coefficient of the highest term in Pn-i(z) is —2
(§83, p. 212).
THEOREM. The sum of the indices associated with the
singularities alt a2, ... , an, oo , of the equation of Fuchsian Type
is Ti- — 1.
Let P_z

and let ^ (z) — (z — at) (z — az) . . . (z — an).

Then the indicial equation for the singularity ar is

p(p — 1) = p \js
""^\ar)^-\- terms independent of p.
Accordingly, if the roots of the indicial equation are pl and

Now, by the theory of partial fractions,

244 FUNCTIONS OF A COMPLEX VARIABLE [CH xiv
Hence, integrating round a large circle which encloses alt
a2, ... , an, we have

since Lim 2
s^so

Thus the sum of the indices at alt az, ... , a,,,, is n + A.

Again, put z=l/f ; then the equation becomes

Thus the indicial equation is

so that pl + /o2 = — 1 — A.
Hence the sum of the indices is n — 1.
COROLLARY. If infinity is not a singularity, A =—2, and
therefore the sum of the indices is n — 2.

93. Riemann's P-function. We shall now investigate the

conditions that the equation

should be completely determined if the n + 1 singularities

alt a2, ... , an, oo , and the corresponding indices, are assigned.
There are 3n — l constants to be determined in the equation.
The assigning of the singularities al} a2, ... aw, oo , simply deter-
mines \fr(z) and the degrees of Pw_!(2) and P2n_2(z). The assign^
ing of the 2rz, + 2 indices determines only 2n+I constants, since
the indices must satisfy the condition that their sum is n—l.
Thus n — 2 constants remain to be determined ; so that, if
7i = 2, the equation is completely determined.
Similarly, when infinity is not a singularity of the equation,
there are n — 3 constants to be determined ; so that the equation
is completely determined if n = 3.
Consequently, in both cases, if there are three singularities, and
if the indices are given, the equation is completely determined.
By means of the transformation
z—hc—b —a
§§ 92, 93] RIEMANN'S P-FUNCTION 245
the equation with singularities h, k, oo , can be transformed into
an equation with singularities a, b, c. The equation can therefore
always be put in the form
d2w ( f g h }dw

where f+g + h = — 2.
Let the indices at a, b, c, be X and X', /UL and //, v and j/,
respectively, where X + X' + yu + yu' 4-^ + ^=1. Then, since the
indicial equation at a is

1 +/= x + X', l=- \\'(a - b)(a - c) ;

so that /=X + X'-1.
Similarly g = /m + // — 1 , m = — /*//(& ~ c)(^ ~ a)
h = v+i>— 1, w= — i/i/(c — a)(c — 6).
Hence the equation can be written ~~ ~
/uL — /u.'l — v—v'\ dw
dz*^\ z-« z-b z-c J dz

+ \~ z-a ~+J z-b ~ + w z^c~

(z-a)(z-b)(z-c)
Now for simplicity assume that X — X', /U. — JUL', v — v, are not
integers ; then, if PA, Py, PM, PM', P,,, Pv>, are integrals corresponding
to the indices X, X', /UL, /UL', v, v', any branch of any integral of the
equation can be expressed in any of the forms

Riemann denotes such a function by

yub,, v,c, \
{aX,, z V;
X', yu', I/', J
and it is called Riemann s P-function. If either X and X',
yu and //, or i/ and i/', are interchanged, the differential equation
remains unaltered. Likewise the three columns can be inter-
changed without altering the equation. Again, if the function
is multiplied by (z — a)*(z — c)*(z— 6)-°"p, the indices at a, b, and
246 FUNCTIONS OF A COMPLEX VARIABLE [CH. xiv

c, become X + or and X' + a; /JL — <r — p and // — o- — /o, v + p and i/ + p,

while the branches of the function remain holomorphic at all
other points, including infinity. Also the sum of the indices is
still unity. Consequently
a, 6, c, } I a, b, c,
\ •\x,/ M,/ i/,/ z V=P^ i x+cr,
^ / - M-O—
/ p, j/+/o, / , z y.
X , p , v, J ^X+o-, /m — <r — p, v +p,
Again, the transformation
^~ z— b c — a
f_z—a c— b
changes a, b, c, into 0, oc , 1. When the latter three points are
the singularities of the equation, the function is denoted by
p/X, M, », z\
IX, JUL , V,

where K is a constant ; thus

Z'(i-*y?{x'
tX, */x, i/,
": .j-pf^*'
J LA+O-, "C'l*
/x — o- — p, "-?' 4
^+/>,
The differential equation determined by P(IX,
J M,
M; ^j/, 2 1J is ob-
tained by putting a = 0, c = l, and making b tend to infinity;
it can, by means of the equation X-f-X'-f A* +/*'+" -fV^lj be
put in the form °'

XX' - (XV ^

In particular,! the function

• equation
.• P(1\1 — 'y, ^'
P, y— «.— p,3 2)/ satisfies
the hypergeometric

Note. Since

-y, ft y— a— ft
where a = X + /* + ^ /3 = X + /xr + 1/, y = l-Xx + X, it follows that
the P-function can always be expressed in terms of the integrals
of the hypergeometric equation.
§ 93] INTEGRALS OF HYPERGEOMETRIC EQUATION 247

The Twenty-four Integrals of the Hypergeometric Equation.

The solutions corresponding to the indices 0, 1 — y, at z = 0 are
(§89),
F(OC, ft, y, 2), Zl-y~F(oL— y + 1, /3-y+l, 2-y, 2):
we denote them by W1(0) and W2(0) respectively.
Alternative forms for W1(0) and W2(0) are obtained as follows.
We have
/ 0, oc, 0,

0, y — 8, GC + /3 — y, \
Thus 0, '/
_y> y_a>
(l_z)Y-«-0F(y-a, y-/3, y, 2) = Ct W^ + C2 W2(0).
But, since the function on the left-hand side is uniform at
2 = 0, C2 = 0 ; hence

In this equation let 2 = 0 ; then 1 =Cr Therefore

W^ = (l-z)y-*-PF(y-OL, y-/3, y, 2).
It follows that

In like manner alternative forms can be found for the regular

integrals at infinity and 2=1.
Again, the six transformations,

when applied any number of times in any order, change the

points 0, oo , 1 , into the same three points in different orders.
By means of these transformations new forms can therefore be
obtained for the integrals. For example, jg

0, 0, oc,

0> a> 0>

v, y-ft/S-
= C(l-z)-F(a, y-/3, y, ^J.
248 FUNCTIONS OF A COMPLEX VARIABLE [CH. xiv
In this equation let z = 0 ; then C = 1. Hence

These two expressions for W/0) are valid if R(z)<l/2.

We have thus obtained four different forms for W/0). Similarly
four different forms can be found for W2<°>, W^1), W2<]>, W^00),
W2<*>. These
geometric twenty-f
equation are our
: forms for the integrals of the' hyper-

III.
IV.
2-y, z)
V.
VI.
VII.

VIII.
IX.
X.
XL a-y + 1,

XII.
XIII.
XIV.
XV. z-l
z
XVI. z-l
z
XVII
a-y + 1, a-
§§ 93, 94] ANALYTICAL CONTINUATION 249

xvm. =^-*(«-
XIX. = z-l' 1-z

XX. = zl~

XXI. W2(«> = 2-fl

XXII. =2a-Y(z-l)Y-a-pF( 1 -a, y-a, £-

XXIII. = (« — l)-*Fnft y-a, /3-a+l, y-^

Y Y T^r 1~ V / l\V~^~lTTI/3 _1_ 11 rv /Q rv _L 1

\ •*• — 21
Relations of the form

where r=l, 2; s = 0, 1, oo; ^ = 0, 1, oo ;

hold between the six functions W/0), W2(0), W^), WgW W^"),
W2^\ One of these relations is given in Example 4 of § 63, and
the others can be found by similar methods.
Example. Shew that, if y -«.-/? is not an integer, the analytical con-
tinuation ofF(OL, /?, y, z) in the vicinity of z = \ is

[Apply Ex. 4, § 63, to form III. of W^.]

94. Spherical Harmonics. The equation

is called Legendre's Associated Equation. The integrals of this

equation are called Spherical Harmonics of degree n and rani- m.
The most important cases are when n and in are positive integers,
such that in =11.
If 771 = 0, the Harmonic is a Legendre Function or Zonal
Harmonic.
If ?7i = l, 2, 3, ... , 7i — 1, the Harmonic is a Tesseral Harmonic.
If ?7i = 7i, the Harmonic is a Sectorial Harmonic.
250 FUNCTIONS OF A COMPLEX VARIABLE [CH. xiv

Let the substitution w = (z2— 1)*MIW be made in Legendre's

Associated Equation ; then

Again, differentiating Legendre's Equation m times, where m

is a positive integer, we obtain

Accordingly, if m is a positive integer, two independent solu-

tions of Legendre's Associated Equation are
-r/mP (?\ m rlmC\ (y\
p m(~\ _ /22 _ 1 \ 2 a rn\Z) r\ w/ \ _ / 2 i \2 a ^>n\Z)
™ dzm ' ^n ( ' dzm '
These functions Pnm(z) and Qnm(2) are known as Legendre's
Associated Functions of the First and Second Kinds respectively.
To make them uniform a cross-cut is taken in along the real axis
from —oo to +1, and that branch of (z2— 1)¥ is chosen which is
real and positive when z is real and greater than 1.
If m and n are positive integers, and m = n,
- 120>

(§ 93, Form II. of W

(7^ + m)! /2-i\i«» / 1_2\
= 77i!,/ 71 — 771!\I'("TT)
\2; 4-1 / F\
Ti+1, — w, ?n + l, — ^r—
2 /•
If m>7i, Pnm(z) = 0.
Similarly, if in is a positive integer, then for all values of n,
»+"
_(-iy*(z2
M + m+2 ii + m + l 31
§ 941 LEGENDKE'S ASSOCIATED FUNCTIONS 251
Again, let the equation

obtained from Legendre's Associated Equation by means of the

substitution w = (z* — l)- *™ W
be differentiated m times ; then

Hence, if 971 and n are positive integers, and if m = ti, two

independent solutions of Legendre's Associated Equation are

771 f 3 f 2 fz
and
= (2;2-l)-2 J OO J <X>... J 00

Since the four functions Pnm(z), P~m(z\ QnM(z), Q;m(2;), satisfy

the same equation, they cannot all be independent. The relations
connecting them are found as follows :
"1 m fln—m

f=-W-sra(»'-«) 'Sa^-l)-

" l ;*

3 1

(§93, Form II. of W

252 FUNCTIONS OF A COMPLEX VARIABLE [CH.
EXAMPLES XIV.
1. Shew that, for all values of n :
(i)
(ii)
(iii)
(iv)

2. Shew that
(i) Qo(*)
[Use Ex. 1, §90.]
3. If n is zero or a positive integer, shew that positive circuits about
z=l and z= -1 decrease and increase Q,»(2) respectively by Tn'P^). [Use
Ex. 1, § 90.]
4. Use the formula of Example 1, § 90, to prove the formulae of Example 2,
§ 90, for positive integral values of n.
5. For all values of n, shew that
(* ~ l){Qn(*) Pn(t) ~ Pn(z) <&(*) } = C,

where C is a constant. [Substitute Pn(z) and Q,,(z) for w in Legendre's

equation, multiply the two equations so obtained by Qn(z) and Pn(z) respec-
tively, subtract, and integrate.]
6. If n is a positive integer, shew that

7. If n is a positive integer, prove :

(i) n{Pn(z)Qn^(z)-Qn(z)?
(ii) »
8. Shew that
(i) z3n
(ii) zGn
9. Prove that
(i)
(ii)

10. Shew that: (i) J^z)^ —sinz ; (ii) J_^(z)

Deduce that, when n is half an odd integer, Jn(z) can be expressed in
terms of elementary functions.
11. Shew that :

(i) ~{zn3n(z)} = zn3n-i(z) ; (ii) {z^n(z)}^ -z~nJn+l(z) •

xiv] EXAMPLES XIV 253
12. Shew that

(i) ,]m
2'» ?L JH(Z) = C0 J«-»(*) ~ C, J«-m + 2« + -.+(- 1)MCW J,l + m(4

(ii) 2- ^ G« («)= CoG^s) - cA^+oCO + ...+(- l)"^G,i+m(4

where c0, c1} ... , cm, are the coefficients in the expansion o
13. Establish the expansions :
(i) ?Jn-1(z) = n,Jn(z)-

14. Shew that Jn(z) is the coefficient of f" in the expansion of e ^ f*

in powers of ^.
15. Establish the expansions :
(i) co8(«am^)=J
(ii) sm(2sin^) = 2
[In Ex. 14 put f=e±ifl in turn.]
16. If n is a positive integer, prove

Jn(z) = IT- JOrco$(

[Multiply expansions (i) and (ii) of Ex. 15 by cosw^ and sinnO, and add.]

17. Shew that '

- __

[Multiply together the expansions of e \ *' and e V f /, and find the

term independent of £.]
18. If R(w)> - J, shew that

[Expand cos(2cos<^>) in powers of 0, and evaluate the coefficients.]

19. Solve 2?0"+w=0.
Ans.

20. Solve 2%"-2

21. Solve

22. If »i, w, A%, are positive integers, and k<m, k<n, shew that

(i) wl
254 FUNCTIONS OF A COMPLEX VARIABLE [OH. xiv
23. If n is an integer, shew that

Equate the coefficients of f in

24. If n is an integer, shew that

25. Deduce Gauss's Theorem (§ 61) from the Example of § 93.

26. Shew that, if y - a. - /?<0,
F(a, ft y, *)_r(«.

while if y — a. — )8=0,
Sf <i-,r-'~ r

[For the second equation apply Ex. 4, § 63, to Form III. of W/' (§ 93).]
27. Shew that, in the domain of the origin, every solution of Legendre:s
Associated Equation can be put in the form
CH. xv. § 95]

CHAPTER XV.
SOLUTION OF DIFFERENTIAL EQUATIONS BY DEFINITE
INTEGRALS.

95. First Method of Solution.* If Q(z) and L(z) are quadratic

and linear functions of z respectively, and K is a constant, the
equation Q
can be put in the form

w = 0, (A)
where R(z) is linear in z. We shall confine ourselves to the case
in which the factors of Q(z) are distinct.

If the function I 0(f)(f — z)A+1fZf is substituted for w in

equation (A), then Jc

f
te=°;
so that I #(^){X(f— «)x"1Q(f)+(f— 2^E(f)}df=sO, (B)
Jc
Accordingly, if 0(f) satisfies the equation

equation (B) becomes

Jordan, Cours d' Analyse, t. in, p. 240.

256 FUNCTIONS OF A COMPLEX VARIABLE [CH. xv

Xow, equation (c) gives

where p and q are constants, and f — a, f — &, are factors of

Thus
so that
where D is a constant.
Accordingly,

is an integral, provided that either (f —«)*(£— &)9(f— zY vanishes

at both extremities of C, or else C is a closed curve such that
this function (or the integrand) has equal values at the initial
and final points.
Let P be any point of the f -plane, and let A, B, and Z,
denote loops drawn positively from P about a, 6, and z. Also
let A, B, Z, denote the values of the integral

taken round these loops, with M as the initial value, in each

case, of the integrand at P. Any of the contours ABA"1B~1,
AZA-1Z~1, BZB~1Z~1, where, for instance, the first denotes the
loops A, B, A"1, B -1, described in succession, can be taken as path
of integration C. For, if ABA~1B~1 be taken, the final value of
the integrand is equal to its initial value multiplied by
^irip glniq ^ - Snip g - 2niq== J .

and similarly with the others.

Let the values of the integral taken round these three contours
be denoted by [AB], [AZ], [BZ], respectively. The value of
[AB] can be found as follows.
The loop A gives the integral A, and brings the integrand
back to P with the value Me2>rip. Thus the loop B gives the
integral e*wipB, and the final value of the integrand is e^^+^M..
After describing the loop A~l, the final value of the integrand
is e27"5M, so that the corresponding integral is — e2niqA ; similarly
the integral due to the loop B'1 is — B. Thus
[AB] = (1 - e2^) A - (1 -
 95] 257
BRANCH POINTS OF THE INTEGRAL

Similarly [AZ] = (1 - e2-*) A - (1 -

and [BZ] = (1 - e2^)B - (1 -
Hence (1 -e2^)[AB] + (l -e2^)[BZ] + (l - e2^)[ZA] = 0 ;
so that a linear relation exists between the three integrals, as is
to be expected. Any two of these integrals, say [AZ] and [BZ],
can be taken as the fundamental system.
The Branch Points of the Integral. When z is fixed, the path
of integration can be deformed without altering the value of the
integral, provided that it is not made to pass over any of the
points a, 6, z. If z varies continuously, the integrals will also
vary continuously, provided that the path of integration is

Fio. 76.

deformed, when necessary, so as to avoid passing through the

points a, 6, z.
If z describes a contour about a, the loops A and Z (Fig. 76)
must be deformed into loops A' and Z'.*
Now Z' is equivalent to ZAZA^Z'1 and A' to ZAZ"1 or
ZAZ~1A~1A. Thus, if Z' and A' are the values of the integrals
taken along Z' and A',
A'=-[AZ] + A.

* This can be effected as follows : (i) deform Z into Zlf so that z passes round a
to zl ; (ii) deform A into A' ; (iii) deform Zj into Z', so that z moves from % into its
original position.
M . 1 •'. R
258 FUNCTIONS OF A COMPLEX VARIABLE [CH. xv

Accordingly, [AZ] is transformed into [AZ]', where

[AZ]' = (1 - e***)A? - (1 - e^p)Z'

(D)

Similarly [BZ] becomes [BZ]', where

[BZ]' = [BZ] + (e2^ - l)e2«*[AZ].
Thus a is a branch point of both integrals. Similarly it can
be shewn that b is a branch point. Infinity is also, in general, a
branch point ; but a circuit about it can always be replaced by
circuits about a and b.

96. Gauss's Equation. If in equation (A), § 95,

Q(z) = 2-z2, R(3) = (a-y + l)-(oc.-0 + l)2, X=-a-l,
then a = 0, 6 = 1, £> = «.— y + 1, # = y — /3;
thus the equation becomes Gauss's Equation,

and has the integral

where C is so chosen that the initial and final values of the

integrand are identical.
A second integral can be obtained by interchanging a and /3,
and a third by putting 1/f for £ The latter integral is

f
Employing the notation of § 62, we can write one such integral,

where the initial point lies on the real axis between 0 and 1, and
the initial values of ^~1 and (l-f)v-^-1 are real and positive.
If z describes a closed contour enclosing z = 0 but not z = 1 , the
singular point 1/2 will describe a closed contour enclosing z = 0
and z = l; and therefore the contour of the integral need not
altered. Accordingly, for values of z which lie in a simply-
connected region enclosing 2 = 0, but not enclosing 2=1, the
integral is a uniform function of 2.
§§ 96, 97] THE HYPERGEOMETRIC FUNCTION 259

Now let |z£|< 1, and choose that value of (1 — z£ )~* which has
the value + 1 when z = 0 ; then
,0+, 1-,0-J

-£)

(§
62
2w,
, y-/3)F(oc, £ y, 2).

)
Note. The expression given by this equation for the function
F(oc, /3, y, 2) as a contour integral is valid for all values of z.

Example. Prove F(o., /?, y, 2) = (1 - z) ~ aF (OL, y - /?, y, "—

[Put £= l-C.]

Again, consider the integral

where the initial point is on the straight line joining f = 0 to

f =z, and the amplitudes of f/2 and (l — f/2) are taken to be zero
at this point; while that branch of (1 — f)?"^1 is taken which
has the value 1 when f =0. From formula (D) of § 95 it
follows that when 2 describes a closed contour about 2 = 0, the
integral is multiplied by e~Zviy.
Now let £=zZ; then the integral becomes
1-)
fO+,.1+ ,0-, Za~v(l — Z)~a(l — zZ)?-'

, a-y + 1, 2-y, 2).

This equation gives an expression for the function
zi-yF(oc-y+l, /3-y + l, 2~y, 2),
which is valid for all values of 2.

97. Legendre's Associated Equation.* If in equation (A), § 95,

Q(z)=l-z2, R(z)=- 2(w + 1)2, \=-w-m-2,
then a = — 1, 6 = 1, p = ^ = w- + 1 ;
*Cf. Hobson, Phil. Trans., Vol. 187.
260 FUNCTIONS OF A COMPLEX VARIABLE [OH. xv
thus the equation becomes
(l-z2)i</'-2(
and has the integral

JC
where C is a suitable contour of integration. Hence (§ 94)
-
f (f*

is an integral of Legendre's Associated Equation.

The Function Pnm(z). Consider the function
=(z2-i)H f(z+,

where a cross-cut is taken along the real axis in the z-plaiie from
1 to — x to make the function uniform in z, and the amplitudes
of z—l and z+1 lie between — TT and +TT. Let A (Fig. 77), a
point in the f -plane on the straight line joining f =1 to f=z, be
taken as initial point; and let the initial amplitudes of f— 1 and
f+1 be 0 and 0', where these are the angles (between ±TT)

which the lines joining f=l and f = — 1 to A make with the

positive £-axis. Also let the initial value of amp(f— z) be
-.(TP — ,^ so that amp(f— z) is zero for points on the contour
at which f— z is a positive real quantity. Thus if z lies on the
cc-axis to the right of +1, the initial values of amp(£-l-l),
amp(£— 1), and amp (f— z) are 0, 0, and — TT, respectively.
§97] THE FUNCTION Pnm(z) 261
Now let f — 1 =(z — 1)Z ; then the initial value of amp Z is zero.
Again f+1 = 2U + ^-ZJ. But when f=l, amp(f+l) = 0;

hence amp (l -4-?-^— Zj is zero when Z = 0. Also

where amp(l— Z) is initially zero. Thus

IJL± ) 2
\i-»l
(3'—?-!I_1/
fl+, 0+,1-,0-) / 'y—l \w
Z»(1-Z)— — ^l + ^Zj

/^__1\»T(1+. o+, i-,o-)

\— y

In particular, if 771 = 0,
) lsin ?i'7r
rjH-,!+,•-,!- (f2 — l)»(f — 3)-*-1df=2w+27re'w

so that (§ 90) 1-^N

Now, if ?7i is a positive integer, then (§ 94)

2 __ iiH
r(Z+,i+,2-,i-)

(f2-
J.
/

262 .FUNCTIONS OF A COMPLEX VARIABLE [OH. xv

But this function satisfies the differential equation for all

values of ra. Hence, for all values of n and m, Pnm(z) can be
defined by any one of the equations i _

(§93)

COROLLARY. P?n _ ,(z) = P™(z).

Example 1. Shew that
(Z+, 1+, Z-, 1-) f(Z+, 1+ )

f(z+, 1+)
deduce that

Function Q,nm(z)> ~ Again,

l consider the function

where a cross-cut is taken along the real .axis in the z-plane

from 1 to —oo to make the function uniform in z. Let the
origin in the f -plane be taken as initial point ; and let £+1 and
£— 1 have initial amplitudes — 2?r and TT respectively, so that
they will both have amplitude zero when f is real and greater
than 1. Also let the initial value of amp (f — 2) be ampz — TT.
Then, if |z

l Sin 717T

/ ,2r+3\
2 /
(Exs. VIII. 7)

t, , (§62,Ex. 2).
 97] THE FUNCTION QHW (z) 263
Now, if m is a positive integer (§ 94),

O ^-(-

But we have just shewn that this function satisfies the

equation for all values of n and in. Hence, for all values of
n and m,'Qwm(z) can be defined by either of the equations
_
< -

X)
vli,/w+m+2
XN -I- 1 — <

2n+]
f(-l+,
COROLLARY. By applying the formula (§ 93)
F(a, ft, y, £) = (!-£)'— »F(y-a, y-ft y, f).
we obtain the relation

A Second Expansion JOT Qnm(2). Consider the function

There are two cases to consider, according as I (z) is positive

or negative.
Let A (Fig. 78), the initial point, be on the straight line
joining f=—l to £=z, and let this line make an angle 0
with the positive £-axis. Also let the initial values of
amp(f+l) and amp(f— z) be 0 and — (TT — 0) respectively.
Then if f+l=(z+l)Z, the initial value of ampZ is zero. Also
f— z = (z+l)(Z — 1), so that the initial value of amp(Z — l)is — TT.
Again, since f— 1=— 2(1\ -- 2t ~^\J and since, when f = — 1,
— 1) has the value TT in the first case, and the value — TT
264 FUNCTIONS OF A COMPLEX VARIABLE [OH. xv

in the second case, £-1 has the value 2eiirl--- -Z) when I(z)
Lt

is positive, and the value 2e~iir(l

-i -- 9^ z) when I(z) is negative.

FIG.

Hence the given function has the value

e±niri \z+l/
~~ m — m)

-,o-) )-n-m-
dZ
fi+,o+,l Zn(I-Z

x F^-TI, Ti + 1, 1 -m, ^t2), (§ 96),

according, as I(z) is positive or negative.

Now let L, M, N, be the values of f(f2-:l)n(f-2)"w"m;1d^

taken round loops from f=0 about — 1, 1, z, respectively; the
initial value of amp(£— 1) will be TT or — TT according as I(z) is
positive or negative. Then (§ 95) :
C(z+ , 1+,

f(-l+,+

.p ,,
 265
§97] A SECOND EXPANSION FOR Qn'n(z)
Denote the integral in the last equation by Wl; the initial
value of amp(f2 — 1)" in this integral is ±mri, according as I (2)
is positive or negative. Again, let W2 denote the integral

1 >({1-i)rtf-*)**'r*'l4t in which the initial values of

fc.rnp(f+l) and amp(f— 1) are — 2?r and TT respectively; then
an:p (f 2 — 1 )n is — mr initially. Hence
ellniW2 = e^niriWl;

so that W2 = e-'l7r^n7ri(L-M),
according as I(z) is positive or negative.
But

Hence, since
1~

it follows that
2*+!
,

O m/2\ = _
+
z
f

x
e^m

according as 1(2.) is positive or negative.

COROLLARY. From the equation
(c£. p. 263)
it follows that

-(J.tl)'-F(-,,.,,+I,1+,»,!J-").
Example 2. Shew that
266 FUNCTIONS OF A COMPLEX VARIABLE [OH. xv

98. Second Method of Solution. Differential equations of

the type
(az+a')w"+(bz + b')w' + (cz + c')w = Q (A)
can be integrated as follows :
Substitute w= Jci0(0 6^f in equation (A) : then

( <l>(S)e*{(a^+b£+c)z+(a'?+b'S+c')}dS=().
JC
(B)
Hence, if <p(g ) satisfies the equation

(a'? + b'£+c')<t,(f)
/* .^7 = ^{(a?+bS+c)<t,(t)}
, (c)
equation (B) becomes jf.O(£)d£=Q,
Jc <*£ ~
where 0(f)«#(f)«£(a£*+ &£+ e), Also equation (c) gives

Thus <J>(£)e^zdg is a solution of equation (A), provided C is so

Jc
chosen that 6(z) regains its initial value at the final point.

99. Bessel's Equation. In Bessel's Equation (§ 91) put w = zn W;

then

This is an equation of the type considered in the previous

section. Accordingly, since, in this case,

=f

W 'c
Jc

is an integral, provided (9(z) or e*(f2 + l)w+* regains its initial

value at the final point.
Hence, if f is replaced by ig, a solution of Bessel's Equation is

wh C is a su co
er it nt
e ab ou
le r.
§§ 98, 99] EXPRESSION FOR 3n (z) 267

Expression for Jn(z). Consider the integral

[-i+, +i-)

where the initial point lies on the £-axis between —1 and +1.
Let the initial amplitudes of f+1 and f— 1 be — 2-Tr and TT
respectively, so that each of them has zero amplitude at the
point where f crosses the f-axis to the right of £ = 1. Then
f(-l+,+l-) » /Az\v fl
«•*(?•- !)"*#= £
J v=0 V J

= - g* cos ^r(^
(Exs. VIII. 7)
(§62, Ex. 2)

Hence

COKOLLARY. If

Example. Prove

Expression for Gn(z). There are two cases to be considered.

CASE I. Let — 7r/2 = 0 = 7r/2 , where <j> = amp z.
Then consider the integral

taken along the contour C of Fig. 79 from infinity back to

infinity. Both extremities of C approach infinity in a direction
making an angle ?r/2 — 0 with the positive £-axis ; so that iz£ is
real and negative, and therefore 6(g) tends to zero at both
268 FUNCTIONS OF A COMPLEX VARIABLE [OH. xv
extremities. The amplitudes of f+1 and f— 1 are chosen so
that they vanish at the point L, where the curve crosses the
positive ^-axis.
If necessary, deform the path so that, at every point on it,
; then

-1 O +1/L

FIG. 79.

Now put X = e^zg, so that the initial and final values of amp X
are 0 and 2?r respectively ; then if

W = :

where the integral is taken along the contour of Fig. 60 (§61).

Hence

(§ 62, Ex. 2)

Thus J_.(,)-£
§99] EXPRESSION FOR J_»(z) 269

Next, let R(> + i)>0, and - Tr/2 < 0 ^ 7r/2 ; then/deforming

the path C into a contour (Fig. 80) consisting of a line through

FIG. 80.

f=l, which makes an angle ?r/2 — 0 with the positive £-axis,

described from x to 1, the £-axis from 1 to —1, and this path
reversed, we have

S^ ©!>«•-*"«
where in the latter integral f— 1 and f+1 have the amplitudes
corresponding to the first description of the line from oc to 1.
Hence

so that

GM(z) = e8niri cos nTr

Now let f— l = e ^27r4 ' X, so that X is real and positive; then

since, when f=l, amp(f+l)= — 2?r,
270 FUNCTIONS OF A COMPLEX VARIABLE [OH. xv
Thus
-

CASE II. Let 7r/2 ^ 0 ^ 37T/2.

Consider the integral

Jf e-
where C is the contour of Fig. 81, and the amplitudes of f—
and f -|- 1 are chosen to be zero at L. If | f |> 1,

— yy iy
( }

FIG. 81.

so that, applying the transformation X = to this integral,

we obtain in the same way as before,

Next, let RO + J) > 0, and 7r/2 ^ 0 < 3-7T/2 ; then, deforming C

into a contour (Fig. 82) consisting of a line through f =1, which
makes an angle Tr/2 — (/> with the positive £-axis, described from
oo to 1, the £-axis from 1 to —1, and this path reversed, we have

nfl
§§99,100] EXPRESSION FOR Gn (z) 271
"

where in the latter integral £—1 and f-fl have the amplitudes
corresponding to the first description of the line. Hence

so that

Fio. 82.

Now let f— l = e X, so that X is real and positive; then

Thus

Accordingly, if R(TI + J)>0, this formula holds for all values

of z such that — 7r/2<<£< 37T/2.
100. Asymptotic Expansions of the Bessel Functions. In
the formula obtained at the end of the previous section, let
z\e~i* = g, so that ( is real and positive ; then
.'{ 7T\ /•£»
niri
l
V-

provided K(7i ( ^r^

+ |)>0, - 7r/2 < ^
^<'0 H - Hence
37r/2.
'
272 FUNCTIONS OF A COMPLEX VARIABLE [OH. xv

where the integral is taken along a line making an angle y with

the positive real axis such that — ?r/2 < r\ < ?r/2. Thus

Now let g=ueir>, so that u is real and positive; also let

u) = \fs(u) + ix(u), where \Js(u) and \(u) are real functions and

Then

x(»)=
where 0<fl<l, 0<0'<1. Therefore
^
Hence

But
2, where « =

Now let amp ( 1 + — ^ — j = r ;

then, if cos(>/ — ^)=^0, as w increases from 0 to oo, — 7r<V<7r.
Hence, if n = OL+i/3, and if s>a — J,

/ ie^t&V1--'
\ 22 7 =
§ 100] ASYMPTOTIC EXPANSIONS 273

Thus F^)!^,

M= ^"" -'
where
Therefore

It follows that

But >; can always be chosen so that M is finite ; therefore, by

122 ;*
sufficiently increasing \z\, |R, ] can be made arbitrarily small.
Hence the series is asymptotic.
Note 1. The expansion can be written

(47i2-l2)(47i2-32)(47i2-52)(47i2-72)
f (W-l2)(4?
T" 2!(8^)
'* '"

2. Since G_n(z) = einnGn(z), the expansion also holds

whenR(n+J)>0.
Asymptotic expansion ofju(z). Again, since Jn(zeiir) = ei?lir J7l(z)>
we can write 7riJn(z) = Gn(z) - ei'i'rGn(zei'r).
Thus, if — 7r/2<^0<C7r/2, the asymptotic expansion for Jn(z)
is given by
" __

2!(8z)2
(4n«-ls)(4wf-32)(4n*-52)(4n*-7s)

/ 2 /(47i2-!2)
/(47i2 "
"V(7rz)l l! 8z 3!(8z)3

M.F.
274 FUNCTIONS OF A COMPLEX VARIABLE [OH. xv

Also, since 3n(z) = ein"Jn(ze-i7r), it follows that, when

the expansion is

"12 (4tt2-l«)(4n*-3«)(4n«-6«) .
82 3!(82js~
Xsm

COROLLARY. The difference between two consecutive zeros of

Jn(z) tends to the limit TT as z tends to infinity.
Example. Prove

where Jc is positive, and the quantities mg are the zeros of the function J0(?w«)
regarded as a function of in.

Since G0(wa)J0'(^«)- J0(«na)G0/(»»a)= — , (cf. p. 241)

1 1
Jc

Now f5$ msaJl (msa)'

FIG. 83.

where C (Fig. 83) denotes a closed curve which crosses the .r-axis at the
origin and at an infinitely distant point between two zeros of 3$(za\ and the
summation extends
Jc
to all positive values of m,. Therefore, since J0(za) is an
even function of 2,
t

But =7r lf

Hence Lim
«- f J0(ar)a»-^flte.
 100] EXAMPLES XV 275

EXAMPLES XV.

1. If K(/3)>0, R(y-j8)>0, shew that

II p-l(l-W-*-l(l-ztr*dt-*(fr y-£)F(a, ft y, 0).

Use this formula to prove Gauss's Theorem.
2. If m is a positive integer, shew that

deduce that

3. If wi is a positive integer, shew that

[Use Ex. 1, §97.]

4. Use Ex. 1, § 97, to prove that, if m and n are integers such that
n ^ 0, m ^ - 7i,

where C is a closed curve enclosing

5. Establish the formulae :
(i) P^iW^^PT^+^

(iii) (7i-
[Apply the method of partial integration to the definite integral form
for P«m(4]
6. Shew that the formulae of the previous example also hold for Qnw(z).
7. If |z |< 1, shew that

)L\S)
+ 2\r/l\

according as 1(2)^0.
[Use Exs. VIII. 20, and Ex. 2, § 62.]

8. Prove that Pn(^) = - tanmr{Qn(s)-Q_n_i(z)K

276 FUNCTIONS OF A COMPLEX VARIABLE [OH. xv
9. Prove that

[Use the second expression given in § 97 for

10. Prove that

[Use Exs. 9, 2, § 97.]

11. Shew that
7T

(i) PM-( - z) = e^'^Pnm(z) - - sin (n + m)7r«-»lQBw(*),

according as
12. Shew that, if \z\>I,
2"+1cosmr r
3 1\
' 2' ?/
.on

, ,
[Use Ex. 2, § 97.]
13. Shew that, if |,|<1,

according as I (z} < 0.

14. Shew that

15. If R(w + *) > 0, shew that

(

MISCELLANEOUS EXAMPLES.
1. Shew that
^
and give a geometrical interpretation of this equation.
2. If n is a positive integer, prove that

(i) z2n - a?n = (z2 - a*) (z* - 2az cos - + a2 . . . - 2az cos

z2-

3. Prove that, if the points zlt z2, 23, are the vertices of an equilateral
triangle, *? + Z* + Z32 = Zfa + V3 + Zfr .

4. If 015 02, z3, are the vertices of an isosceles triangle, right-angled

at the vertex z2, prove that

5. If («! - 32)(V - 02') = («2 - 03)(V - «3') = (Z3 - ZjXV - «/),

shew that the triangles whose vertices are 21} 22> zzt an(^ ^i'* V? ^3'? are
lateral.
6. Similar triangles QRL, EPM, PQN, are described on the sides of the
triangle PQR. Shew that the centroids of triangles PQR and LMN are
coincident.
7. If «!, «2, «3, and bl9 62, 63, are the vertices of two triangles which are
directly similar, shew that any three points which divide the line joining
the pairs of points alt b± ; «2» ^2 '•> a^ ^3 5 in tne same ratio, form a third
similar triangle.
8. If the lines joining z2 and z3, z3 and 215 z1 and «2, are divided in the
same ratio r at z/, z2', z3', respectively, and if the triangles whose vertices are
zu Z2t zsi an(i zii zzi zs'i are similar, shew that either r= 1 or else both triangles
are equilateral.
9. Let ABCD be a parallelogram of which AC is a diagonal, and let
ABX, DCY, ACZ, be similar triangles. Prove that triangle XYZ is similar
to each of them.
10. OCAD, OEBF, are circles, where O, A, B, C, D, E, F, are the points
(0, 0), (2, 0), (6, 0), (1, 1), (1, -1), (3, 3), (3, -3), respectively. If
w = *J{(I -z)(4-z)}, and if w=2 when z=0, find the values of w at A when
z moves from O to A (i) along OCA, (ii) along ODA ; find also the values of
w at B when z moves from O to B (i) along OEB, (ii) along OFB.
Ans. -»2*2
278 FUNCTIONS OF A COMPLEX VARIABLE

11. Shew that the equation w=\(z+^r^\ where z = reie, determines a

transformation which carries over circles, r= constant, and straight lines,
0= constant, into confocal ellipses and hyperbolas respectively. Sketch the
system of confocals. If P is any point within the circle |«| = 1, shew that
there is a point Q outside that circle which is carried over into the same
point of the w-plane as P is transformed into.
12. If w=a(z — c)/(z + c), where a and c are real and positive, shew that
the interior of the circle |z \= c in the z- plane corresponds to that half of the
w-plane which lies to the left of the imaginary axis.
13. If w=l/z, and if the point z describes that part of the line 4ty = 3(#- 2)
which lies in the first quadrant, find the path described by the point w.
Shew on the same diagram the path described by w when z describes that
part of the line 4y + 3(.#-2) = 0 which lies in the fourth quadrant. Indicate
in each case the direction of motion.
Ans. Those parts of the circles 6u2 + 6v2=3u±4:V which lie in the fourth
and first quadrants respectively.
14. Shew that the transformation w=4/(z + l)2 transforms the circle
|^| = 1 into the parabola #2=4(1 — u\ and that the interior of the circle
corresponds to the exterior of the parabola.
15. Shew that all the roots of 25+2,s2 + 2 + 3 = 0 are in absolute value less
than 1-6.
[Cf. the proof of the Theorem of § 10.]
16. If a and b are real and positive, shew that the equation z*p + az + b=Q
has 2p roots to the right, and 2p to the left, of the imaginary axis. If b is
negative, shew that 2p+l roots lie to the right, and 2p-l to the left, of
the imaginary axis.
17. If a and b are real, shew that the equation z*p-l + az + b=Q has 2jo or
2jp - 1 roots to the right of the y-axis, according as b is positive or negative.
18. Prove that : (i) Lim (sec z - tan z) = 0 ;

cos
(ii) Lim ±-^. — - = *; (iii) Lim ^— - — -=f.
' z-^i sm-rrz z^i simrz
19. Shew that
sin 2# — i si

20. If z tends to infinity along a straight line through the origin, shew
that Lim tan 2= ±i, according as the line lies above or below the real axis.
z— >-oo

21. If w=coshzj shew that the whole w-plane corresponds to any strip of
the 2-plane of breadth TT bounded by lines parallel to the #-axis. Also shew
that, to the lines x= constant, y= constant, correspond the confocal ellipses
and hyperbolas, %2 ^ _ ^2^2^
- 2~ ' cos2 sin2~"
 MISCELLANEOUS EXAMPLES 279

22. If w=\og{(z-a)/(z — &)}, shew that the lines u= constant correspond

to a coaxal system of circles whose limiting points are a and 6, whil6 the
lines v= constant correspond to the orthogonal system.
23. If z=ctanh(7ri0), shew that the lines u=u0 correspond to the coaxal

and the lines v = vQ to the orthogonal system of coaxal circles.

24. If the sequence zl1 z^ z3, ... , is convergent, shew that the sequence
Zl+Z2 Z1+£2 + Z3

converges to the same limit.

15 ~T~* ~~3 — '-'

25. If the sequences zl, z2t z3, ... , and z±, z2', 23', ... , converge to the limits
z and / respectively, shew that the sequence i^, w8, ws, ... , where

converges to the limit zz'.

26. Integrate ea2/(l+ e2), where 0<a<l, round the rectangle whose sides
are x= ±E, y=0, y=2?r, and shew that
r eaxdx IT

27. Prove that

fe.
|logl±r,H-l<r<l,
log —^— , if /• < 1 or r > 1.

Deduce that [log(cos 0) dO=j^ log (sin (9)rf(9=|logi.

[Integrate -^A _|— \ Z_ — M_\— __J round the contour of Fig. 33, and
put o?= tan #.]
28. If - 2 < a < 2, prove that

Deduce that, if - 2 < a < 2,

sin 20(tan ff^dB^j sin

[Integrate af2 round the contour of Fig. 37.]

280 FUNCTIONS OF A COMPLEX VARIABLE

29. By integrating <>g

r — izand og
r+iz * where r ftnd g ftre real
and positive, prove that

30. By integrating logf 1-f t*J ^ r 2 and logfl+i'-j 2 g .,, where r and
are real and positive, prove that

31. If a, c, and m are real quantities such that m g 0, c> 0, shew that

sinm(x-a) dx v /, ~
«-mc

ii p
x-a
32. Shew that, if a and b are real, and m^tt^O,

/" --sinm(x — a)siun(x _ —- b) QjX

j _- 7T sinn(a
- ;-
— b) •
-<« x-a x — b a-b

33. Prove that

34. If 0 ^ r < 1, shew that

tf<9 27T

'o l-Srcos^ + r2 1-r2

/*2ir ,7/3

35. Shew that Jo y— — ^= 2?r or 0, according as | a \ < 1 or |a \> 1 .

36. Shew that, if |an \^ 1 for all values of n, the equation

cannot have a root whose modulus is less than ^. Also shew that the only
case in which it can have a root z=*eie is when an= —e~*ne, (w = l, 2, 3, ...).
37. Shew that, if

38. If | z | < 1, shew that

39. Shew that

,.. T . ,_ . ,, > , x..x T2— .>0 1 — cos(l
(i) Lim (l+cos7r2)/tan27T2}=J ; (n) Lim —
 MISCELLANEOUS EXAMPLES 281

40. Shew that, if | 2 | < 1 or | z • ; > 1, the series

_n ,.— n— 1

has the sum s/{(s- 1)(22

41. Prove that (i) | cos 2 1^ cosh 12 1, (ii) \sinz |^sinh \z\.
[Use the Taylor's Series for cos z and sin 2.]
42. If |s |>1, shew that

z+I 22+l
43. Shew that the series
-
2!
--
3!
is convergent if E(s)>0, divergent if E(s)<0.
44. Shew that the series

is convergent for all values of z except 0, — 1, - 2, - 3, ____

45. Shew that, for points interior to the circle 3.r2 + 3y2 + 2.?; - 1 = 0,

1-* ' (l-zf (l-z)3 ' "1-32

46. Prove that, if |z \ < 1, and the principal value of tan-^ is taken,

47. If \z\ <1, shew that

22 3*3

48. If «. is neither zero nor a multiple 1 of+: 2;r, shew that

cosh 2- cos a. * f_ 22 )
49. Shew that
sin* / 4_._.«W, 4 . 02 \ /, 4 .

50. Shew that

(i)

51. Shew that the series

~
1_J_ + 1 J ,
1 + 22 2 + 2 3~3+l
represents a meromorphic function with simple poles at the points — 1, -2,
-3,....
282 FUNCTIONS OF A COMPLEX VARIABLE

52. If a is positive, shew that

f°° coscu; , Tre~a f
53. Shew that I (H^^TTi*
,, ,.v sin7r(2 + c) z + c-^r, (, z \ -
54. Prove that (i)
v ' - SIRTTC
.v = --c _„ II. I\ 1- ?i-c/
- }«*i
,... 1 -- sin2?!-.?
(ll) r-s - =
" 1/, 1—3 -^2
II

55. Shew that " i( .1 -7 —

II 4z* ~\ sin —
3z
-oo I (?nr + zy) smz

56. Shew that ^0 2i Jf

( " e-2cosecos(^sin #)d<9 = |- o x

W Shew that 'V X ~ ^ sinh (77^2) + sin (

58.
co
Prove that
-r, ,, ,
2" 1

Si (?i+.r)2+3/2 y c
59. Calculate the residues of the function (l+s2)-"-1, and shew that
dx 1.3.5....(2ra-l)

60. Shew that J x L = ^'

61. Shew that, if m ^0, a > 0,
/»oo • ^ja / Q\

I — ^£— — gciajas—j— ^-g-( m+'-}'

62. If - 1< E(0) < 3, shew that
Jo
o
63. If ft is a positive integer, shew that
ose cos(^(9 - sin
/"

64. If r\<l, shew that

65. Shew that I 7 TTl

(
Jc (z —
where C denotes the circumference of the circle ^2+y2-2^-2y=0 described
positively.
66. If n is a positive integer, prove that

P«(cos fl-pgj {cos »0 + j-^ «».(»- 2)9

 MISCELLANEOUS EXAMPLES 283
[Expand both sides of the equation

(i -sf cos tf+^-(i-f^a

in powers of £, and equate the coefficients of £M.]
67. If n is zero or a positive integer, shew that

(i) P,n+1(o)=o, (ii) P2^o)=(-ir1

68. Shew that

[Expand both sides of the equation

and equate the coefficients of {2n.J

69. OB is one diagonal of a square OABC which has the side OA on the
.r-axis and the side OC on the y-axis ; through D(2a, 2a), the mid-point of
OB, lines are drawn parallel to OA and OC so as to divide OABC into four
equal squares with sides of length 2a. If w is given by the series
16 « » - 1 . 2m-lirx . 2n

pr,ove that
(i) w=0 along each side of the four squares ;
(ii) w—\ within each of the two squares about the diagonal ODB ;
(iii) w= - 1 within each of the squares about the diagonal ADC.

70. Integrate (1 - e~*)/z round the contour consisting of the positive x and
?/-axes and a quadrant of an infinite circle, and shew that
(i)

71. If b and r are positive, and a is real, prove that

(ii)

72. Shew that, if o.>0, m>0, -Kr<l,

x sin 2our TT
-dx=— —f :—

sn GO?
(io Jof-^
m2 + x*l- 2r cos 2out' + r2 2 (\ 1 +* r)/ (e*"m
\ - rV/

flntegrate (i^
284 FUNCTIONS OF A COMPLEX VARIABLE

73. Shew that the root of the equation z = £+v:ez which has the value
when 10— 0 is given by „ n

provided \iv\<\e~^~l |.
74. If z=£+esinz, shew that, for small values of e,
/•\ /• e • !• & 3 2
W ^=C+rjSmf+2T
e
sn cos + — sn cos
(ii) sin z = sin £+ —^ si

75. If z = (+wzm+1, where £=£0, and if that root of the equation is taken
which has the value f when w=0, shew that

provided |w | < |mw(wi + i)-»-if-» |.

76. If n is a positive integer, shew that

(i) Pn'(^) = (2w

(ii) P/(^) = (2?i

and77.lie Ifbetween
n is a positive
± 1. integer, shew that the n zeros of ~Pn(z) are all real

[Apply Rolle's Theorem to (#2- l)n and its derivatives.]

78. Shew that, if n is zero or a positive integer, and if E(f)>0,

T (cosh 2t-zfk'Pn(z)dz
79. If |r | < 1, shew that

(i) r cos 9n - r29 cos

— A - 20
— +, r3„ cos
— O- 3-^
-- . . . = i log (1 + 2r cos 0 + r2),

r»n _ ...
where the principal value of the inverse tangent is taken.
80. Prove that, if 0 < 0 < TT,

81, Prove that

(i)
= -i log{4(cos 0-cosa)2},
(ii) cos 0 cos a - i cos 2^ cos 2a. + J cos 3# cos 3a. - ...
= Jlog{4(cos 0 + cosa.)2},
unless one of the quantities 6 -a. and 6+a, is an even multiple of TT in case
(i) or an odd multiple of TT in case (ii).
 MISCELLANEOUS EXAMPLES 285
82. Shew that, if 0 ^ 6 ^ 2:r,

(i) cos (9+^ cos2<9+^cos3(9+...=132(3(92-

(ii) sm<9+j3sin2^ + ^3s

83. If 0 ^ 0 ^ TT, shew that

-fsin26»log(4sin20),
,x sin 40 sin 66 sin 80 . n/1 , _m . 9/3
(n) Y^+-JT^+~3~T + '''=*m ^~ ^
- sin 0 cos 6 log (4 sin20).
84. If n is a positive integer, and if 12 1< 1, shew that

Deduce that
_ »

85. If 0 ^ 6> ^ TT, shew that

TT ,. x sin 6 sin 3^ sin

86. If - 7T/2 ^ ^ ^ 7T/2, shew that

(92\ . sin ZQ sin 5(9

87. If - 7T/2 ^ ^ ^ 7T/2, shew that

cos 30 cos 50 cos 76 TT

oo a— »'I2
88. Shew that the series

represents a continuous function in the part of the 2>plane for which

«=i »J
100 = 0, and that the function is holomorphic at all points below the real
axis.
Ort -r, 1 2 / COS27T^ COS37TJI' \
89. Prove that ;y = -o + 7T-^( \
COSTTJ; -- ,^5 — + — v
A"
^ -- ... J

represents a series of equal and similar parabolic arcs standing in contact

along the a'-axis.

90. Prove that J\ —- - .* 0 70X = 21 coth ira coth 7r6.

m^-oo ,,=£„ C/«2
91. If -KR(a)<l, shew that
--
cosh.r a?
rsinh ajc dx
286 FUNCTIONS OF A COMPLEX VARIABLE
Deduce that, if A. is real,
rsin Xx dx ./ , vrA\
— r -- x
cosh# = 2 tan-1 1\tanh —4 /I •

92. Prove that Lim

,t_>C)o (\ 1 + \
o+o
\ + . . . +^-T
zn — \.&- \ log M)/ = log|2 + |y.
93. Shew that

94. Shew that

[Use the identity («• -!)-»- 2(0"* - 1 )-' = («2 + 1)-1.]

[Shew that e-a-;e-2a+... + (- 1)n~16-na = ^. f ^^ze~azdz> where C is tlie

contour of Fig. 58, and use Ex. 94]

96. Shewthat (i) cot=l-B1-B2-B3-... ,

2!4 4!6 6!

97. Prove that (i)

w=2 l\ l-^^-i,
*/ J (ii) H^Afr+l/ 3
98. If U(n)> 0, shew that

(cos ^)n~1 cos (a tan ^) cos (w + 1) 0 dO

= P(cos 1^)n-1 sin (a tan <9)si

^o

[Use Exs. VIII. 6.]

99. Shewthat *(„)

100. Shew that, if m is a positive integer,

101. Shew that

(i) V^)= 2, (ii) ^(0) = 2, (iii) V^(-i) = -

102. Prove, by using the equation
 MISCELLANEOUS EXAMPLES 287

that, if R(c)> - 1,

103. Shew that, if B(0)> - 1 and R(fc)>l,

)H (0 + 2)" (0 + 3)n r(w)Jo e'-

e-tztn~\
104. If E(a)>0, shew that

105. Shew that, if R(0)> - 1,

106. Shew that, if R (71) > 1 ,

cos <n = ~ cos ;<) cos

If 7i is zero or a positive integer, prove, by considering the cases n even

and n odd separately, that

Jo c-~v-T-/x"~-r/ -r

^M(-i-l)~\-^-n
..(n + k\(n + k n\ (n+k

Deduce that, if n is zero or a positive integer,

^ l"^^./7f\/ / \*» 71 W I
7T Jo

„ V^cfo, where zQ = ae4, £=ae 4 , and the path of integra-

^57Ti
tion is a semi-circle of centreT the i
origin and radius a described positively.
Also find the values of the integrals which have ZQ as initial point, and
r
T

whose paths are : (i) a complete circumference of the circle ; (ii) two cir-
cumferences(iii)
; three circumferences. What is the shortest non-zero
path from ZQ along the circumference which makes the integral zero ?
4 / ^''X A / ?£ -'\
Ans. -fV&a*; (i) -|a*(l+«?J, (ii) -f«He3 +e3), (iii) 0; three-
fourths of a circumference.

108. Prove that f ;/RT_|L___=F (,, |).

109. Shew that all elliptic integrals /E(^, JX.)dx, where R(A', y) is
rational in x and ?/, and X is a cubic in x with no repeated factors, can be
expressed in terms of integrals of the three types
f dy f ydy f dy
J VC--)' J ^--- J -«'
288 FUNCTIONS OF A COMPLEX VARIABLE
110. Establish the identity

where the product is taken for all integral values of A and /x from 0 to nt
with the restriction
111. Shew that

(n+l)*

112. Shew that

113. Shew that

where pM

114. Prove that

du

115. The function <(p(u} has a real period 2^ and an imaginary period 2o>2,
where w2--= ^log
TT (\aj
- ), a and 6 being real and positive, and such that a<b.
Shew that, if 0=fj(f^llogi
\ 7T Oil
), the annulus in the ^-plane bounded by the
circles |f| = a and |f| = 6 and a barrier along the positive real axis, corre-
sponds to the entire 2-plane. Shew also that only one point of the annulus
corresponds to each point of the 2-plane.
116. Prove that
sn / \
- sn(«- ,) =

117. Shew that Lim

«-*o M* 8

118. If six of the nine points in which the cubic y2 = 4x3-g2x-g3 is cut
by a second cubic lie on a conic, shew that the other three points lie on a
straight line.
119. If a conic passes through four fixed points on the cubic
y*=^-g&-gv
shew that the straight line joining the two variable points of intersection
passes through a fixed point on the cubic.
 MISCELLANEOUS EXAMPLES 289

120. Solve the equation w" + az2iv = Q.

121. Solve the equation vf" + -Izw' + w = 0.

210+...,
Ans. wi = l-^ + -^TzQ- ' 9';
1 3 , 3.9 3.9.15

~5~! 5.11
— 1Z 2_A*5
W*~2\ 8 5.11.17 n
8! Z 11!
122. If n is a positive integer, shew that all the zeros of Pn(z) are
simple zeros.
[By differentiating Legendre's Equation it can be shewn that if P«(.z) has
a zero of the second order, ~ Pn(z) = 0 for all positive integral values of £.]
123. Find ttiat integral of the equation

which has the value unity when z = 0. Ans.

Find regular integrals in the neighbourhood of 2 = 0 for the equations of

Examples 124-128.

124. 42%" + 4zw'-

Ans.

^=wz+z'l-^r
2 1\ 23 /2 2 1

125.
oo -n+4

Ans. wz^e* w

126. z*(z + l)w"-z*w' + %(Zz+l)w = 0. Ans. w^z, w2

127. 222(2-2)w//-2(4-2)w' + (3-0)w = 0. Ans. w1=z^ w2=(z-
128. 22(l-2)^y" + 2(5^-4)w' + (6-92)^<;=0. J?i5. w^^3, w>2 = ^ log 0 + z2.
129. If n is zero or a positive integer, shew that

130. Shew that, for all values of

dzn+

M.F.
290 FUNCTIONS OF A COMPLEX VARIABLE

131. Shew that, for all values of n,

(i) (1 -z^rn(z}=nPn^(z)-nzPn(z),
(ii) (l-^)PLl

(iii) (1 -z*)Qn(z
(iv) (1 -^QL.M + nQnW -nzqn
132. If n is zero or a positive integer, shew that

where Wn-i(z) is a polynomial of degree n — l.

[in Ex. 1, § 90, write <*,«=!£ ^ df-| ^ ?»

133. With the notation of Example 132, shew that

[Substitute the expression obtained for Qn(«) in Ex. 132 in Legendre's

Equation, put Ww_1(2) = a1Pn_1(^)-f-a3Pn_3(^)+... , and use Example 76.]
134. Shew that

deduce that, if m and ^ are positive integers, both odd or both even,

while if m is an even and n an odd integer,

r pm(z)pw(s)^=(-i)
j°
-1 ,\2

[Cf. proof of Exs. XIV. 5, and use Ex. 131.]

27V 2~\
135. If m and n are integers such that w^O, m^w, shew that
Pn~mO?)=
^gn^;

136. Prove that, if E(n) > R(m) > - 1,

and deduce the results :

9 ^n

(i) Jn(z) = » ^ ~ M2)M^COSigMrfM> where

(ii) 2_= JO J0(^sin 6»)sin

[Expand JTO(2w) in powers of w, and integrate.]

 MISCELLANEOUS EXAMPLES 291

137. Solve the equation zi&" + (n + l)u/-w = 0.

An*. w^s-Sj^V:),
138. Shew that, if n is an odd positive integer,

[Use the formula 2.Jn(z) = Jn_i(.r) + Jn+i(4]

139. Tf « is an integer, shew that

[In EXS. XIV., 14, put f=eifl,and 0 = <j>-irl2.]

140. Prove that ,?2 = 2 £ (2rc)2 J2« (4

n=l

[Differentiate the equation e^:^-1/0= 2J«t*){" w^h regard to ^, multiply

by £, differentiate again, and put £= 1 .]
141 . Prove that (i) cos x = J0(x) - 2 J2(a?) + 2 J4(.r) - . . . ;
(ii) sin x = 2.1, (.?;) - 2 J3(.r) + 2 J, (.r)
[In Exs. XIV., 14, put £=i.]

142. Shew that (!) J)

143. Shew that

144. Shew that, if p is a positive integer,

[Use Exs. XIV., 11.]

M.F. T2
292 FUNCTIONS OF A COMPLEX VARIABLE

145. If n is a positive integer, shew that '

(iii) r
146. Prove that
T MJ M=

[Shew that the coefficient of f - j in the product i

and apply Gauss's Theorem.]

J47» Shew that, if n is zero or a positive integer,

- / Jn(2z cos 0) cos (M) o?</) = Jll+t M J)( _A. (:).

7T JO Y~ ~2~
[Expand Jn(2iCos<^) in powers of cos<£, and use Examples 106 and 146.]
*
2 r
148. If x and u are real, prove that

[Use the relation — - "!'' '-= —uS

149. If .r is real, and
i prove that

[Use Exs. XIV., II.]/*30

150. If « and 6 are positive constants, prove that

.r cos (Exs. XIV., 18), and change the order

[Put JO(&F) = ~ | cos (6.
of integration.]
151. If Ii(b ± ?«)>0, shew that

[Put J0(a.r) = - I cos (a.r cos and change the order of integration;
or, expand JQ(CLT) in powers of .T, and integrate term by term (cf. Bromwich,
Infinite Serf ex, § 176, B).]
Jo^
 MISCELLANEOUS EXAMPLES 293

152. Shew that, if R(2?i + 1)>0, and E(6± ia)>0,

[For (i) use the substitution given in Exs. XIV., 18, for Jn(#.r), and change
the order of integration ; after the first integration expand (6 + ia cos c^)-2"-1
in powers of cos <£, and integrate again ; or, expand J«(o#) in powers of #,
and integrate term by term. For (ii), differentiate (i) with regard to b.]

7TJO
153. Prove that - /* e** cos * cos (y sin <£) d<j> = J0
[Expand cos (y sin (/>) in powers of sin 0, and apply §99, Cor., Example
145, (iii), and Taylor's Theorem.]
 INDEX.

The numbers refer to the pages.

Abel's test for convergence of series, 80. Collinearity of points on cubic, 197.
theorem on continuity of series, 125. Complex numbers, 1.
Addition of complex numbers, 1, 3. geometrical representation of, 1 .
Amplitude, 2, 4. operations with, 1-5.
of a function, variation of, 11-17. Complex variable, 7.
principal value of, 2, 4. function of a, 7.
Argand diagram, 2. path of variation of a, 7.
Argument, 2. Conformal representation, 37.
Asymptotic expansions, 136. Congruent points, 179, 180.
(See under Bessel, Euler, Gamma Conjugate numbers, 1, 2.
function.) Connected region, 30.
Continuation, analytical, 122, 208.
Bernoulli numbers, 132. of 249.
hypergeometric function, 153, 156,
Bessel function, 236.
Bessel function Gn (z), 240. of integral of diif. equation, 213.
addition theorem for, 254. theorems on, 123, 124.
as a contour integral, 267. Continuity, 23, 24.
asymptotic expansion of, 271. Abel's theorem on, 125.
in terms of Bessel functions of first of series, 92.
and second kinds, 240. uniform, 24-26.
recurrence formulae for, 241. Convergence of infinite product, 107, 108.
Bessel function of first kind, 237. unconditional, 107.
addition theorem for, 254. Convergence of sequence, 42.
as a contour integral, 267, 268, 270. uniform, 42.
as a function of its order, 239. Convergence of series, 76.
asymptotic expansions of, 273, 274. absolute, 76, 78.
recurrence formulae for, 239. circle of, 80.
zeros of, 241, 274. of a double series, 78.
Bessel function of second kind, 238, 239. of power series. 80, 82, 95.
Bessel functions, relations between, 241. radius of, 80.
Bessel's equation, 236, 266. ratio tests for, 77.
Beta function, 144, 145. uniform, 92.
Binomial theorem, 90. Coordinates, polar, 2, 29.
Branch of function, 13. rectangular, 2.
Branch point, 14, 39. Cross-cut, 30.
of an integral, 257.
Derivative, 26, 28.
of function of a function, 30.
Cauchy's integral theorem, 51, 54.
residue theorem, 57. of holomorphic function, 28, 70.
Circular functions, 33, 83, 90. of inverse function, 30.
Coefficients, undetermined, 9G. partial, 31, 70.
 INDEX 295
The numbers refer to the pages.
Determinant of fundamental system, Fuchsian type, equations of, 243.
216, 223. sum of indices a constant, 243, 244.
index of, 224. Function, analytic, 29, 208.
Differential equation, homogeneous conjugate, 31.
linear, 209. continuous, 23.
coefficients of, 210. dominant, 210.
construction of, 216. doubly-periodic, 179.
domain of ordinary point of, 210. elements of a, 208.
dominant equation, 210. even, 33, 97.
Frobenius' method of solution, 225. geometrical representation of a, 7, 10.
fundamental equation, 220. holomorphic, 29, 52, 93.
fundamental system, 215, 257. initial value of, 10.
indicial equation, 225. integral, 88.
integrals of, 210. integrals of, 48.
of the first order, 210. inverse, 30.
of the second order, 210. limit of, 22.
ordinary point of, 210. meromorphic, 39, 40, 89, 160.
singularity of, 210. multiform or multiple-valued, 7, 161,
solutions of, 210. 209.
Differentiation, 26, 28, 29. odd, 33, 97.
of series, 93. of a complex variable, 7.
under integral sign, 44, 69, 138. of a function, 24, 30, 49.
Discontinuity, removable, 23. of two complex variables, 69, 137.
Division of complex numbers, 1, 4. of two real variables, 26.
Domain of a point, 38, 210. periodic, 32, 86.
periodic, of the second kind, 187.
Elements of a function, 208. periodic, of the third kind, 189.
Elliptic function, 180. rational, 89.
order of, 181, 182. rational integral, 88.
poles of, 180 to 183. region of existence of, 7.
zeros of, 182. regular, 29.
(See under Jacobian and Weier- simply-periodic, 86.
strassian functions.) single-valued, 7, 209.
Elliptic integrals, 169. transcendental integral, 88.
reduction of, 170-173. uniform, 7, 209.
transformation of, 170-174. uniform, classification of, 88.
(See also Legendre's and Weier- Fundamental equation, 220.
strass's elliptic integrals.) Fundamental
257. system of integrals, 215,
Equations, roots of, 16, 69.
Euler's constant, 135. associated with fundamental equa-
asymptotic expansion of, 134. tion, 220.
Euler's in neighbourhood of singularity, 219.
141. definition of gamma function, Fundamental theorem of algebra, 68, 69.
Expansion, Lagrange's, 119.
Expansion of functions in scries of Gamma function, 109, 139, 141.
fractions, 103, 105. asymptotic expansion of, 146.
Exponential function, 32, 90. duplication formula for, 145.
Euler's definition of, 141.
Fourier series, 86. expression as a contour integral, 143.
Frobenius' method of solving linear Gauss's definition of, 141.
diff. equations, 225. the derived function \f(2), 141.
indicial equation, 225. Gauss's differential equation, 228, 258.
solutions free from logarithms, 228. function 11(2), 141.
uniform convergence of series with sum, 117.
regard to index, 227. theorem, 144.
206 FUNCTIONS OF A COMPLEX VARIABLE
The numbers refer to the pages.
Geometrical representation. (See under Integrals of differential equation,
Complex numbers, Functions and existence of, 210.
Transformations. ) fundamental system of, 215.
Green's theorem, 45. in form of infinite series, 213.
initial values of, 210.
Gregory's series, 84.
linearly independent, 215.
Harmonic functions, 31. Integrals of diff. equ. in form of definite
Harmonics, cylindrical, 236. integrals, 255, 266.
spherical, etc., 249. branch points of, 257.
Hyperbolic functions, 33, 90. fundamental system of, 257.
Hypergeometric equation, 228, 258. 219. of diff. equ. near a singularit}7,
Integrals
relations between integrals of, 249.
the twenty-four integrals of, 247. at infinity, 224.
Hypergeometric function, 77, 151, 229, fundamental system of, 219.
246, 247. index of, 222.
analytical continuation of, 153, 156, regular, 222.
249. Integrand, infinite, 136, 139.
as a contour integral, 259. Integration, change of order of, 69, 138.
Hypergeometric series, 77, 78, 144. of series, 93.
convergence of, 77. partial, 53.
under integral sign, 69, 138.
Identities, 83. Invariants (see under Weierstrass).
Image of point, 9. Inverse points, 9.
Indented contour, 65. Inverse sine function, 163.
Indicial equation, 225. Inverse tangent function, 34, 84, 86.
fundamental system, 227.
I(p) notation, 1.
Infinity, point at, 9.
continuity at, 23. Jacobian elliptic functions, 167,182, 198.
integral at, 51, 137, 139. addition theorems for, 202.
integrals of diff. equ. at, 212, 213, 224. complementary modulus of, 166, 167,
loop about, 162, 168. 200.
residue at, 58, 96. derivatives of, 200.
singularity at, 38, 39. diff. equ. of quarter periods of, 176,
Integrals, contour, 59, 97, 113. 231.
convergent, 136. duplication formulae for, 204.
curvilinear, 42. Legendre's relation for, 175.
definite, 48. moduli of, 167, 200.
double, 69, 138. orders of, 182, 202.
elliptic, 169. periods of, 167, 201, 202.
evaluation of definite, 59, 97, 113. poles of, 200, 202.
finite moduli of definite, 50. relations between, 200.
Fresnel, 62. relations between periods of, 202.
indefinite, 53. relation to Weierstrassian functions,
independent of paths, 52. 201.
limiting values of definite, 60, 63, residues at poles of, 202, 205.
113, 115. transition from Weierstrassian func-
tion to, 198.
of holomorphic functions, 50-52.
of meromorphic functions, 160. zeros of, 200.
of multiform functions, 161. Jacobi's imaginary transformation, 205.
piincipal values of, 65.
uniformly convergent, 137. Lagrange's expansion, 119, 125. .
with infinite paths, 51, 137, 139. Landen's transformation, 174.
Integrals of differential equation, 210. Laplace's equation, 31.
analytical continuation of, 213. Laurent's series, 84, 95.
at infinity, 212, 213. absolute convergence of, 85.
 INDEX 297

The numbers refer to the pages.

Legendre functions, 249. Path of variation, 7, 10, 22.
of the first kind, 214, 235, 236. Period, of a function, 80, 179.
of the second kind, 235, 236. parallelogram, 179.
recurrence formulae for, 236, 252, primitive, 86, 179.
289, 290. P-function, Biemann's, 244.
Legendre polynomials, 99, 214, 235. Point at infinity, 9, 38, 39.
expression in series, 102, 103, 121. Points, congruent, 179, 180.
in definite integral forms, 100-102. Points, critical, 38.
integrals involving, 122. Points of inflection on cubic, 197.
recurrence formulae for, 102, 124, Points, ordinary, 38, 210.
129. Points, singular, 38.
Rodrigues' formula for, 120. Pole, 38, 39, 67, 118.
an isolated singularity, 39.
Legendre's associated equation, 249,
259. at infinity, 38, 88.
of order n, 38, 86.
Legendre's associated functions, 250.
as definite integrals, 260-263. principal part at a, 86.
relations between, 251, 262-265, 275, simple, 38. «
276. Polynomials, 88.
Legendre's complete elliptic integrals of Power, the generalised, 36.
the first and second kinds, 174. Product, infinite, 107, 108.
Legendre's equation, 213, 234. expression of function as, 108, 109.
relation to Gauss's equation, 235.
Legendre's first normal elliptic integral, Quantities e, rj, positive, 23.
163, 173.
inversion of, 166, 201. Region, closed, 92.
connected, 30.
Legendre's normal integrals, 173.
Legendre's relation, 175, 188. function holomorphic in, 53.
Limit, 22. multiply-connected, 30, 47, 58.
at infinity, 22. of existence of function, 7.
infinite, 23. of uniform convergence, 92, 96.
of a sequence, 42. simply-connected, 30.
of function, geometrical illustration, Residue at a pole, 57, 58, 67, 96.
22. at infinity, 58, 96.
of ratio of two functions, 30, 83. Riemann's P-function, 244.
uniform convergency to a, 23. indices of, 245.
Liouville's theorem, 68. in terms of hypergeometric functions,
Logarithmic function, 34-36, 83, 161. 246.
Logarithmic transformation, 35. Rodrigues formula, 120.
Loops, 145, 162, 164, 168. Root extraction, 1, 5, 36.
about point at infinity, 162, 168. Roots of equations, 4, 5, 10, 69.
notation for negative, 162. theorems on, 118, 119.
R(p) notation, 1.
Mittag-Leffler's theorem, 105.
Modulus, of complex number, 2, 3, 4. Sequence, 42.
(See under Jacobian elliptic func- Series, convergent, 76.
tions.) multiplication of, 77, 82.
Multiplication
4. of complex numbers, 1, power, 80, 82, 95, 125.
uniformly convergent, 92.
Sigma functions, 109.
Naperian logarithms, 34. duplication formula for, 190.
Numbers, complex, imaginary, real, elliptic functions in terms of, 190.
1,2. properties of, 189.
geometrical representation of, 1-6. Similar figures, 8, 37.
Singularities, 38.
Orthogonal systems, 32. at infinity, 38, 39, 88, 89, 106, 181.
298 FUNCTIONS OF A COMPLEX VARIABLE
The numbers refer to the pages.
Singularities, Weierstrassian elliptic function, 106,
essential, 39, 86, 89, 90, 106, 181. 169, 180.
isolated, 38, 39. addition of semi-period to argument,
line of, 101. 187.
non-essential, 39. addition theorem, 185.
of a diff. equ., 210. diff. equation satisfied by, 183.
Stirling's formula, 150. duplication formula for, 186.
Sturm's theorem, 16. elliptic functions in terms of, 191.
Subtraction of complex numbers, 1, 3. geometric application of, 196.
Summation of series by residues in terms of sigma functions, 190.
116. invariants of, 184, 194.
Summation of trigonometrical series Legendre's relation for, 188.
126, 127. order of, 182.
periods of, 169, 180, 195, 196.
Tangent to a cubic, 197. poles of, 181, 182.
relation to Jacobian functions, 201.
Taylor's series, 82. 95. residue at pole of, 181.
absolute convergence of, 83.
Transformations, 7. transition to Jacobian functions, 198.
bilinear, 8, 9. values when one period real and one
geometrical representation of, 8. purely imaginary, 194.
linear, 7, 8. zeros of first derivative of, 182, 184.
rational, 8. Weierstrassian elliptic integral, 167,
(See under Landen, Logarithmic.) 185, 195, 196.
Trigonometrical series, summation of, inversion of, 169, 185.
126. Weierstrass's theorem, 108.
Weierstrass. (See under Sigma and
Uniformly convergent series, 92, 127. Zeta functions and Uniformly con-
vergent series.)
continuity of, 92.
differentiation of, 93. w-plane, 10.
integration of, 93. Zeros, 1,39,67, 118, 119.
power series, 95. of order n, 39, 83.
Weierstrass's M test for, 94. , simple, 39.
Zeta functions, Weierstrass's, 106.
Variable, complex, 7. elliptic functions in terms of, 188.
independent, 7. properties of, 187.
Vectors, 2. z-plane, 2, 10.

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