Notes Ictp Complex
Notes Ictp Complex
FZF
1 Introduction
General overview of the notes:
3. Complex integration
Motivation
Complex analysis deals with analysis over the field of complex numbers C :=
{a + bi, a, b ∈ R; i2 = 1}. It is the local theory relevant for the study of complex
manifolds. For example, Riemann surfaces, i.e., spheres of genus zero, tori or genus
g = 1 and tori of g > 1. Taking a point around a point it is like taking a local
patch of Euclidean space.
This is important in maths and physics.
1
R∞
where Γ(s) = 0
xs−1 e−x dx The zeta function may be defined as an analytic con-
tinuation of
∞
X 1
ζ(s) = (4)
n=1
n(s )
from {s ∈ C; Re(s) > 1} to all of C, where the zeta function is now an analytic
function related to the distribution of primes. The Riemann hypothesis says that
the zeros of the function lie on the region Re(s) = 1/2. This is, arguably, the most
difficult problem in mathematics.
1.1 Construction of C
Recall that in classical analysis we work over (R, +, ·), which is an ordered field,
i.e,
Claim 6 If (R2 , +, ·) can be made into a field, then there must exist z ∈ (R2 , +, ·)
such that z ( 2) = −1
2
Now pick z ∈ (R2 , +, ·), such that z 2 = −1, and call it i.1 .
The field we are using is
C := R[i]
:= {a + bi | a, b ∈ R}
= R[x]/(x2 + 1)
:= {a + bX ∈ R[X]} .
Summary
Geometric representation of complex numbers:
• |z|2 = z z̄ = a2 + b2 .
• z+w =z+w
• zw = zw
• |zw| = |z||w|
1
Imaginary numbers were first introduced as “ideal” numbers by Gauss
1799.
3
• If z ̸= 0 then 1
z
= z
|z|2
iθ (iθ)2 (iθ)3
e = 1 + iθ + + + ···
2! !3! !
(iθ)2 (iθ)3
= 1− + ··· + i θ − + ···
2! 3!
= cos(θ) + i sin(θ)
4
Definition 14 (Holomorphic function) f is holomorphic on A if f is dif-
ferentiable at each point a ∈ A.
z+z
Example 15 f (z) = 2
is not complex differentiable (even if it is such a well-
behaved function!).
Remark 16 All the usual rules for Differentiation apply for complex functions.
as f is holomorphic we can approach it in any direction and the limit exists, but
it should be unique as well, i.e., we should have (19)=(21) giving
(
∂u ∂v
∂x
= ∂y
∂u ∂v
(22)
∂y
= − ∂x
5
Theorem 24 (Goursat (partial converse: CR =⇒ holomorphic)) Let u, v :
A ⊆ R2 ∼ = C −→ R satisfy the CR equations (22) and assume that all partial
derivatives ∂u , ∂u , ∂v , ∂v are continuous, then f := u + iv is holomorphic on A.
∂x ∂y ∂x ∂y
Note that this theorem is not optimal, meaning there are more sophisticated or
complete theorems in that direction.
Proof. By calculus, these regularity conditions imply, up to first order terms,
∂u ∂u
u(x + a, y + b) − u(x, y) = a+ b + ϵ1
∂x ∂y
∂u ∂u
v(x + a, y + b) − v(x, y) = a+ b + ϵ2 (25)
∂x ∂y
ϵ1 ϵ2
where h
→ 0, h
→ 0 as h → 0 with h := a + ib. Using (22), with f = u + iv
∂u ∂v
f (z + a
|+{z ib}) − f (z) = ∂x + i ∂x (a + ib) + ϵ1 ϵ2 (26)
h
therefore
f (z + h) − f (z) ∂u ∂v
lim = +i (27)
h→0 h ∂x ∂y
and the limit exists. Therefore f is holomorphic on A.
Example 28 If the limits along the x or y axes exist, it doest not imply that the
2-variable limit exists. Take
x+y
(29)
x−y
which has a limit for every line, except for x = y. So, setting y = ax with a ̸= 1,
meaning the limit is
x(a + 1) a+1
= . (30)
x(1 − a) 1−a
Let’s give some examples of holomorphic functions
Example 31 f (z) = z is holomorphic. Let u = x, v = y, then, by (22)
(
∂u ∂v
∂x
= 1, ∂y =1
∂u ∂v
(32)
∂y
= 0, − ∂x = 0
f is holomorphic.
Example 33 f (z) = z. Where u = x, v = −y, then, by (22)
(
∂u ∂v
∂x
= 1, ∂y = −1
∂u ∂v
(34)
∂y
= 0, − ∂x = 0
therefore f is not holomorphic.
6
Alternative way to think of holomorphic functions
This way is a useful way depending on the conjugate. Think of z, z as independent
variables and consider f (z, z) a function of them independently. Then
(
z = x + iy, x = 12 (z + z)
(35)
z = x − iy, y = 2i1 (z − z)
Now, (
∂u ∂v
∂f ∂x
− ∂y
=0
= 0 ⇐⇒ ∂u ∂v
⇐⇒ (22) (38)
∂z ∂y
+ ∂x
=0
which are the CR equations.
So to test the conditions required by the CR equations we can now use (38).
With this tool, functions like f (z) = |z| = zz are clearly not holomorphic, and we
can check it almost immediately. Also, we have the following.
3. . . .
7
3 Power Series
Power series of the form +∞ n
P
n=0 an (z − a) are holomorphic. To see this we need to
develop some formalism and introduce some mathematical technology to prove it.
Recall, that
8
z n may or not
P
Note that a power series does not always converge. For example
converge but in general it diverges for |z| ≥ 1.
Theorem 47 Let
To prove part 2 of (47), i.e., the uniform convergence of a power series on compact
subsets of the disk we need the following theorem.
Theorem 52 (Weierstrass M -test) A ⊆ C open, and fn : A → C for n ∈ N.
Suppose that |fn (z)| ≤ M an where C ∋ M ≥ 0 and an ≥ 0, such that
X
an < ∞. (53)
n
Then X
fn (z) (54)
n≥0
9
Proof. First note that
X X
|fn (z)| ≤ M an < ∞ (55)
n≥0 n
P
then fn (z) converges absolutely ∀z ∈ A. Recall that an absolutely convergent
complex series is convergent. Hence,
N
X
SN (z) := fn (z) → S(z), (56)
n=0
then
∞
X ∞
X ∞
X
|SN (z) − S(z)| = fn (z) ≤ |fn (z)| ≤ M an < ∞ (57)
n=N +1 n=N +1 n=N +1
where in the first inequality it was used that the sequence is convergent, and notice
that the last term between inequalities is independent of z ∈ A (which will lead
uniform convergence)! Therefore, ∀ϵ > 0, ∃N ′ > 0 such that N > N ′ , then
to P
M ∞ n=N +1 an < ϵ and hence |SN (z) − S(z)| < ϵ ∀z ∈ A.
2. If |z − a| < R and let r < ρ < R, then if {an ρn }n∈N is a bounded sequence,
so ∃M > 0 such that |an ρn | ≤ M, ∀n ∈ N.
Proof. (2): Set fn (z) = an (z − a)n , we want to apply the M-test: if |z − a| < r
then
n X r n
n n n n r
|fn (z) = |an (z − a) || = |an | |z − a| ≤ an r = |an ρ | ≤M <∞
| {z } ρ n≥0
ρ
≤M | {z }
≤1
P
By the M-test n≥0 fn (z) converges uniformly on D(a, r) (this is what we mean
when we say that it converges for compact subsets).
10
PN n
P∞ sum SN (z) = n=0 an (z − a)
Corollary 60 An immediate consequence is for the partial
converges uniformly, due to the M-test, to S(z) = n=0 an . which is continuous
as a function of a complex variable z, and applies in the radius of convergence.
Theorem 61
1.
1
= lim sup |an |1/n
R n→+∞
2.
|an |
lim
n→+∞ |an+1 |
Proof. (idea of proof of (1): we want to prove that R ≤ 1/L and R ≥ 1/L)
(1) Let L = limn→+∞ sup |an |1/n . If r < 1/L, L < 1/r, then |an |1/n < 1/r
for all n large enough. Hence, |an rn ||r|n < 1 for all such n large enough. Then
1/L ≤ R.
1/n
n that |an |
If r > 1/L, pick r >ρ > 1/L, such
n
> 1/ρ for all n large enough.
Hence, |an rn | = |an ρn | ρr > r
ρ
→ ∞ as n → ∞, thus {an rn }n∈N is not
bounded. Thus R ≤ 1/L.
Example 65
We don’t need to use these tests, for example, assume
1
f (z) = (66)
z
around z = 1 + i, then √
what is R? f is holomorphic except at 0. So that the radius
of convergence is R = 2, which is clear, because it is the radius before hitting the
problematic point.
11
3.0.1 Products of power series
P P
Let U = n≥0 un and V = n≥0 vn , if they converge absolutely, then so does
X
W = wn
n≥0
where n
X
wn := uk vn−k . (67)
k=0
Rf g ≥ min(Rf , Rg ). (68)
Theorem 70
Let ∞
X
f (z) = an (z − a)n
n≥0
and
R := lim sup an|1/n , (71)
n→+∞
then
1. f is holomorphic in D(a, R)
2. f is infinitely differentiable in D(a, R), with
∞
X
′
f (z) = nan (z − a)n−1 (72)
n=1
12
3.
f (n) (a)
= an (73)
n!
4.
f (n) (z) (74)
has radius of convergence R.
with graph
2 y
1 2
y = e−1/x
x
−4 −2 2 4
−1
−2
which is very flat near the origin. It is a smooth function, i.e., it is a C ∞ real
valued function and by differentiating n times we get f (n) (0) = 0, ∀n. We can tell
that this function cannot be the restriction of a continuous function in C. Let us
1/t2
imagine x = it and have P∞ f (it) = e → ∞ as t → 0.
n
Proof. let f (z) = n≥0 an (z − a) with a ∈ C fixed. We want to show that
f ′ (z) exists and equals ∞ n−1
P
n=1 nan (z − a) within some R, then it will be infinitely
differentiable!
The radius of convergence of
X
nan (z − a)n−1 = lim sup |nan |1/n = lim sup n1/n |an |1/n = lim sup |an |1/n =: R.
(77)
13
Now, we fix also z ∈ C and consider as a function of h. Then
∞
1 X an
(f (z + h) − f (z)) = ((z − a + h)n − (z − a)n ) . (78)
h n=0
h
Now, we define
N
X an
SN (h) := ((z − a + h)n − (z − a)n ) (79)
n=0
h
n−1
we claim that |fn,h (z)| ≤ n|an |r if we are in a set where the following happens:
(
|z − a + h| < r
(80)
|z − a| < r
and if X
n|an |rn−1 < ∞. (81)
We, first have to prove the following.
an
((z − a + h)n − (z − a)n ) ≤ n|an |rn−1 < ∞. (82)
h
n n
−W
which we do by setting Z = z − a + h, W = z − a, h = Z − W . Then ZZ−W =
n−1 n−2 n−1 n−1
Z + Z W + ··· + W , then |· · · | ≤ n|an |r if |Z| < r and |W | < r.
Now, applying the M-test, we get
SN (h) → S(h) (83)
uniformly and since SN (h) are continuous, so is S(h).
In particular
X∞
SN (0) = lim SN (h) = nan (z − a)n−1 (84)
h→0
n=1
Then (
f (z+h)−f (z)
h ̸= 0
SN (h) = P∞ h n−1 (85)
n=1 nan (z − a) , h = 0.
which by continuity
∞
f (z + h) − f = (z) X
′
f (z) = lim = lim S(h) = S(0) = nan (z − a)n−1 . (86)
h→0 h h→0
n=1
etc.
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4 Elementary Analytic/Holomorphic functions:
trigonometric, multi-valued, logarithms, branch-
cuts.
For any z ∈ C, let
+∞ n
z
X z
e = (88)
n=0
n!
which has a radius of convergence R = ∞.
Remark 89 A function of this type is called an Entire function: i.e., defined
and holomorphic in the entire complex plane. We’ll see this in more detail further
on. In particular if we have a function defined by power series and has R = ∞
then it is holomorphic and defined in the whole complex plane.
The following are also entire functions
∞
X −1n
sin(z) = z 2n+1 , R=∞ (90)
n=0
(2n + 1)!
∞
X (−1)n 2n
cos(z) = z , R = ∞. (91)
n=0
(2n)!
There are many similarities and many properties hold from real analysis.
Example 92 the complex exponential function has the following properties (mostly
different than the real counterpart):
1. ez ew = ez+w which is proved by using the convolution property (67).
1z
2. ez · e−z = 1, then ez is never zero on C and e−z = e
3. |ez |2 = ez+z
4. |ez | = eRe(z) , (ez = eRe(z) ei Im(z) , then |ez | = eRe(z) ei Im(z) = eRe(z) ).
| {z }
=1
15
7. In particular, ∄ limz→∞ ez
Remember that these functions may be expressed as power series, which are dif-
ferentiable within their radius of convergence. In the case of the exponential and
sine and cosine complex functions, they have R = ∞, thus, they are infinitely
differentiable, or holomorphic everywhere. Now we want to look at their inverses,
which are both interesting and annoying.
or
log w = log |w| + i arg(w). (95)
Then it is easy to see elog |w|+iθ = |w|eiθ , however, we also have elog |w|+iθ+2πik =
|w|eiθ , ∀k ∈ Z because of the periodicity. This means that the logarithm depends
on the choice of the argument (modulo 2π), i.e.,
In other words we have to make precise which logarithm will be used. In this
sense, it is usually convenient to take a standard choice for most of the cases.
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manifolds, that locally around any point it looks like C, but globally it’s something
different.
In other words if zt = eit for t ∈ R, naively speaking we want log zt = it but
zt=0 = z2πik , ∀k ∈ Z meaning it would not be single valued.
Even if we defined the logarithm within a specific interval (say, [0, 2π)), but this
does not solve the main problem, i.e., that it is not continuous in the same point,
because approaching from above and below gives a different value. Thus, we have
to remove something, like the negative real line, and which we will call a branch
cut. This cut will make it impossible for the logarithm to wind around the origin.
C \ (−∞, 0] −→ C (99)
w 7−→ Log w = log w + i arg(w) (100)
with the convention that arg(w) ∈ (−π, π), i.e., we remove all the negative real
axis, then define the logarithm in the other region:
Im(z)
Re(z)
This is a convention and is called the principal branch of the logarithm denoted
by Log, any other branch will be denoted by log. The argument is similarly
notated, i.e., Arg(w) for the principal branch, meaning we choose it such that
Log 1 = 0. (103)
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4.0.2 Possible interpretation
ez is periodic, but can restrict to Im(z) ∈ (−π, π) for
−π
Proposition 106
1. Log 1 = 0
4.0.3 Differentiability
Theorem 107 Let f : U −→ V and g : U −→ V , and U, V ⊆ C open, such that
1. g ◦ f (z) = z
2. f is continuous
d 1
Log z = (109)
dt z
Proof. dtd ez = ez so if g(z) = ez then g ′ (z) ̸= 0on C, so that its inverse is analytic
on C \ branchcut and f ′ (z) = elog1 z = z1 .
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4.0.4 The complex Square root
√
Definition 110 w = z iff z = w2 . The function C −→ C : z 7−→ z 2 is not
2 2
bijective, since rei(θ+π) = r2 ei(2θ+2π) = r2 ei2θ ei2π = reiθ , i.e., by adding a
multiple of π we get the same, then it is multivalued.
The standard solution means to restrict to Re(z) > 0,
{z ∈ Re(z) > 0} −→ C \ (−∞, 0]
z 7−→ z 2 (111)
[C] [C]
−→
2
(112)
0 (·) 0
4.0.5 Powers
Let b ∈ R, then
z b := eb log z , z ̸= 0, b ∈ R (115)
Example 116 z 7→ z 5 is 2π/5-periodic. By restricting
{z ; −π/5 < Arg(z) < π/5} −→ C \ (−∞, 0] (117)
which is bijective and where z 7→ z 1/5 mapping
[C] [C]
−→
0 0
19
Derivation is clear by using the chain rule
d b d b
z = eb log z = eb log z = bz b−1 (118)
dz dz z
-1 1
0
where the red lines represent the places where it is not defined.
20
5 Conformal Maps
We want to give a geometric interpretation of CR-equations (22).
from R2 → R2 .
The CR-equations (22) imply that
ux uy ux uy
= =J (129)
vx vy −uy ux
The map
x a b x
7→ (130)
y −b a y
is rotation and scaling. This is a local behaviour of f .
5. f (z) = ez is conformal.
21
1. As a map f : A → R2 if is real differentiable
There exists an internal product ⟨α, β⟩ = cos θ∥α∥∥β∥, but we want to preserve
⟨α, β⟩
(133)
∥α∥∥β∥
Remark 135 A map that satisfies (1) and (2) in (132) but not (3) is called anti-
conformal.
Proof. Suppose f is conformal. Then det J > 0. Consider the column vectors
ux
α= (138)
vx
uy
β= . (139)
vy
2
A smooth curve R ∋ t 7→ γ(t) = γ1 (t) + iγ2 (t) is smooth. N.B. a curve is a map, not its
image!
Angles between curves are angles between tangent vectors.
22
0 1
By definition multiplication by J preserves angles, so in particular ⊥
1 0
1 0 1 1
then α = J ⊥J = β, similarly α + β = J ⊥J = α − β.
0 1 1 −1
Hence,
0 = ⟨α + β, α − β⟩ = ⟨α, α⟩ − ⟨β, β⟩ = ∥α∥2 − ∥β∥2 . (140)
thus ∥α∥ = ∥β∥, together with α ⊥ β, means that for a vector in R2 this means
that
23
References
[MA66] D Martin and LV Ahlfors, Complex analysis, McGraw-Hill, New York,
1966. 1
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