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Complex analysis
2.1 Basics
Given z0 ∈ C, r > 0 we define
35
For any two analytic functions f, g on some open set U ⊆ C,we have the usual
rules for differentiation (f ±g)0 = f 0 ±g 0 , (f g)0 = f 0 g+f g 0 and (f /g)0 = (gf 0 −f g 0 )/g 2
(the latter is defined for any z with g(z) 6= 0). Further, given a non-empty set U ⊆ C,
and analytic functions f : U → C, g : f (U ) → C, the composition g ◦ f is analytic
on U and (g ◦ f )0 = (g 0 ◦ f ) · f 0 .
Recall that a power series around z0 ∈ C is an infinite sum
∞
X
f (z) = an (z − z0 )n
n=0
with an ∈ C for all n ∈ Z>0 . The radius of convergence of this series is given by
−1
p
n
R = Rf = lim sup |an | .
n→∞
In each of the examples below, R denotes the radius of convergence of the given
power series.
∞
z
X zn
e = , R = ∞, (ez )0 = ez .
n=0
n!
∞
X z 2n
cos z = (eiz + e−iz )/2 = (−1)n , R = ∞, cos 0 z = − sin z.
n=0
(2n)!
∞
iz −iz
X z 2n+1
sin z = (e − e )/2i = (−1)n , R = ∞, sin 0 z = cos z.
n=0
(2n + 1)!
∞
X α
(1 + z)α = zn, R = 1, ((1 + z)α )0 = α(1 + z)α−1
n
n=0
α α(α − 1) · · · (α − n + 1)
where α ∈ C, = .
n n!
∞
X (−1)n−1 n
log(1 + z) = ·z , R = 1, log 0 (1 + z) = (1 + z)−1 .
n=1
n
36
2.2 Cauchy’s Theorem and some applications
For the necessary definitions concerning paths, line integrals and topology we re-
fer to the Prerequisites. In the remainder of this course, a path will always be a
piecewise continuously differentiable path. Recall that for a piecewise continuously
differentiable path γ, say γ = γ1 + · · · + γr where γ1 , . . . , γr are paths with continu-
ously differentiable parametrizations gi : [ai , bi ] → C, and for a continuous function
P Rb
f : γ → C we have γ f (z)dz = ri=1 aii f (gi (t))gi0 (t)dt.
R
Proof. The path γ is homotopic in U to a point, and a line integral along a point is
0.
Proof.
37
Let z0 , z1 be points on γ1 , γ2 respectively,
and let α be a path from z0 to z1 lying in-
side the region between γ1 and γ2 without
self-intersections.
Proof.
I I
1 f (z) 1 f (z)
· dz = · dz.
2πi γ z − z0 2πi γz0 ,δ z − z0
38
Now, since f (z) is continuous, hence uniformly continuous on any sufficiently small
compact set containing z0 ,
I I
1 f (z) 1 f (z)
· dz − f (z ) = · dz − f (z )
0 0
2πi z − z 2πi z − z
γ 0 γz0 ,δ 0
Z 1 2πit
f (z 0 + δe ) 2πit
= 2πit
· δe dt − f (z0 )
0 δe
Z 1
f (z0 + δe ) − f (z0 ) dt 6 sup |f (z0 + δe2πit ) − f (z0 )|
2πit
=
0 06t61
→ 0 as δ ↓ 0.
We now show that every analytic function f on a simply connected set has an
anti-derivative. We first prove a simple lemma.
Proof (sketch). If F1 , F2 are any two analytic functions on U with F10 = F20 = f , then
F10 − F20 is constant on U since U is connected. This shows that an anti-derivative
of f is determined uniquely up to addition with a constant. It thus suffices to prove
the existence of an analytic function F on U with F 0 = f .
39
Fix z0 ∈ U . Given z ∈ U , we define F (z)
by Z
F (z) := f (w)dw,
γz
F (z+h)−F (z)
To prove that limh→0 h = f (z), take a path γz from z0 to z and then the
line segment [z, z + h] from z to z + h. Then since f is uniformly continuous on any
sufficiently small compact set around z,
Z Z Z
F (z + h) − F (z) = − f (w)dw = f (w)dw
γz +[z,z+h] γz [z,z+h]
Z 1 Z 1
= f (z + th)hdt = h f (z) + (f (z + th) − f (z))dt .
0 0
So
Z 1
F (z + h) − F (z)
− f (z) = (f (z + th) − f (z))dt
h
0
6 sup |f (z + th) − f (z)| → 0 as h → 0.
06t61
40
where Arg z is the argument of z in the interval (−π, π) (this is called the principal
value of the logarithm).
On {z ∈ C : |z − 1| < 1} we may take as anti-derivative of 1/z the power series
∞
X (z − 1)n
(−1)n−1 .
n=1
n
Proof. We fix z ∈ D(z0 , R) and use w to indicate a complex variable. Choose r with
|z − z0 | < r < R. By Cauchy’s integral formula,
I
1 f (w)
f (z) = · dw.
2πi γz0 ,r w − z
The latter series converges uniformly on γz0 ,r . For let M := supw∈γz0 ,r |f (w)|. Then
M |z − z0 | n
f (w) n
sup
n+1
· (z − z0 ) 6 =: Mn
w∈γz0 ,r (w − z0 ) r r
41
P∞
and n=0 Mn converges since |z − z0 | < r. Consequently,
I
1 f (w)
f (z) = · dw
2πi γz0 ,r w − z
I ∞
1 X f (w) n
= · (z − z0 ) dw
2πi γz0 ,r n=0 (w − z0 )n+1
∞
( I )
X 1 f (w)
= (z − z0 )n · dw .
n=0
2πi γz0 ,r (w − z0 )n+1
Now Theorem 2.8 follows since by Corollary 2.4 the integral in (2.1) is independent
of r.
Proof. Pick z ∈ U . Choose δ > 0 such that D(z, δ) ⊂ U . Then for w ∈ D(z, δ) we
have
∞ I
X
n 1 f (w)
f (w) = an (w − z) with an = n+1
· dw for 0 < r < δ.
n=0
2πi γz,r
(w − z)
Now for every k > 0, the k-th derivative f (k) (z) exists and is equal to k!ak .
Proof. Choose δ > 0 such that γz,δ lies in the interior of γ. By Corollary 2.4,
I I
1 f (w) 1 f (w)
k+1
· dw = · dw.
2πi γ (w − z) 2πi γz,δ (w − z)k+1
42
We prove a generalization of Cauchy’s integral formula.
Corollary 2.11. Let γ1 , γ2 be two contours such that γ1 is lying in the interior of
γ2 . Let U ⊂ C be an open set which contains γ1 , γ2 and the region between γ1 , γ2 .
Further, let f : U → C be an analytic function. Then for any z0 in the region
between γ1 and γ2 we have
I I
1 f (z) 1 f (z)
f (z0 ) = dz − dz.
2πi γ2 z − z0 2πi γ1 z − z0
Proof. We have seen that around z0 the function f has a Taylor expansion f (z) =
P∞ n
n=0 an (z − z0 ) . Define the function on U ,
f (z) − a0
g(z) := (z 6= z0 ); g(z0 ) := a1 .
z − z0
The function g is clearly analytic on U \ {z0 }. Further,
∞
g(z) − g(z0 ) X
= an (z − z0 )n−2 → a2 as z → z0 .
z − z0 n=2
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If f is an analytic function defined on D0 (z0 , r) for some r > 0, we call z0 an
isolated singularity of f . In case that there exists an analytic function g on the
non-punctured disk D(z0 , r) such that g(z) = f (z) for z ∈ D0 (z0 , r), we call z0 a
removable singularity of f .
Further, one easily shows that the latter series converges uniformly to f (w)/(w − z)
44
on γz0 ,r1 . After a substitution n = −m − 1, it follows that
∞
!
−1
I X
I2 = f (w)(w − w0 )m (z − z0 )−m−1 · dw
2πi γz0 ,r2 m=0
−1 I
X
n 1 f (w)
= − an (z − z0 ) , with an = · dw.
n=−∞
2πi γz0 ,r1 (w − z0 )n+1
for any n ∈ Z and any r with 0 < r < R. This completes our proof.
• a pole of order k of f for some k > 0 if a−k 6= 0 and an = 0 for n < −k; a pole
of order 1 is called simple;
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Notice that if f has a zero of order k at z0 then in particular, z0 is a removable
singularity of f and so we may assume that f is defined and analytic at z0 . Moreover,
z0 is a zero of order k of f if and only if f (j) (z0 ) = 0 for j = 0, . . . , k − 1, and
f (k) (z0 ) 6= 0.
For f, z0 as above, we define
Thus,
z0 essential singularity of f ⇐⇒ ordz0 (f ) = −∞;
z0 pole of order k of f ⇐⇒ ordz0 (f ) = −k;
z0 zero of order k of f ⇐⇒ ordz0 (f ) = k.
Further, ordz0 (f ) = k if and only if there is a function g that is analytic around z0
such that f (z) = (z − z0 )k g(z) for z 6= z0 and g(z0 ) 6= 0.
Lemma 2.13. Let R > 0 and let f, g : D0 (z0 , R) → C be two analytic functions.
Assume that g 6= 0 on D0 (z0 , R), and that z0 is not an essential singularity of f or
g. Then
ordz0 (f + g) > min ordz0 (f ), ordz0 (g) ;
ordz0 (f g) = ordz0 (f ) + ordz0 (g);
ordz0 (f /g) = ordz0 (f ) − ordz0 (g).
Proof. Exercise.
You may compare this with the function ordp for prime numbers p defined in Chapter
1. Both ordz0 and ordp are examples of discrete valuations. A discrete valuation on
a field K is a surjective map v : K → Z ∪ {∞} such that v(0) = ∞; v(x) ∈ Z for
x ∈ K, x 6= 0; v(xy) = v(x) + v(y) for x, y ∈ K; and v(x + y) > min(v(x), v(y)) for
x, y ∈ K.
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A meromorphic function on U is a complex function f with the following prop-
erties:
(i) there is a set S discrete in U such that f is defined and analytic on U \ S;
(ii) all elements of S are poles of f .
We say that a complex function f is meromorphic around z0 if f is analytic on
D0 (z0 , r) for some r > 0, and z0 is a pole of f .
It is easy to verify that if f, g are meromorphic functions on U then so are f + g
and f · g. Later we will see that if U is connected, and g is a meromorphic, non-
zero function on U , then the set of zeros of f is discrete in U . The zeros of g
are poles of 1/g, and the poles of g are zeros of 1/g. Hence 1/g is meromorphic
on U . Consequently, if U is an open, connected subset of C, then the functions
meromorphic on U form a field.
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Proof. We proceed by induction on q. First let q = 1. Choose r > 0 such that γz1 ,r
lies in the interior of γ. Then by Corollary 2.4,
I I
1 1
f (z)dz = f (z)dz = res(z1 , f ).
2πi γ 2πi γz1 ,r
We choose γ3 in such a way that it does not hit any of the points z1 , . . . , zq and both
the interiors of these contours contain points from z1 , . . . , zq . Without loss of gener-
ality, we assume that the interior of γ1 +γ3 contains z1 , . . . , zm with 0 < m < q, while
the interior of −γ3 + γ2 contains zm+1 , . . . , zq . Then by the induction hypothesis,
I I I
1 1 1
f (z)dz = f (z)dz + f (z)dz
2πi γ 2πi γ1 2πi γ2
I I
1 1
= f (z)dz + f (z)dz
2πi γ1 +γ3 2πi −γ3 +γ2
m q q
X X X
= res(zi , f ) + res(zi , f ) = res(zi , f ),
i=1 i=m+1 i=1
We have collected some useful facts about residues. Both f, g are analytic func-
tions on D0 (z0 , r) for some r > 0.
Lemma 2.15. (i) f has a simple pole or removable singularity at z0 with residue α
α
⇐⇒ lim (z − z0 )f (z) = α ⇐⇒ f (z) − is analytic around z0 .
z→z0 z − z0
(ii) Suppose f has a pole of order 1 at z0 and g is analytic and non-zero at z0 . Then
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(iii) Suppose that f is analytic and non-zero at z0 and g has a zero of order 1 at z0 .
Then f /g has a pole of order 1 at z0 , and
Proof. Exercise.
f 0 /f.
Suppose that U is simply connected and f is analytic and has no zeros on U . Then
f 0 /f has an anti-derivative h : U → C. One easily verifies that (eh /f )0 = 0. Hence
eh /f is constant on U . By adding a suitable constant to h we can achieve that
eh = f . That is, we may view h as the logarithm of f , and f 0 /f as the derivative of
this logarithm. But we will work with f 0 /f also if U is not simply connected and/or
f has zeros or poles on U . In that case, we call f 0 /f also the logarithmic derivative
of f , although it need not be the derivative of some function.
The following facts are easy to prove: if f, g are two meromorphic functions on
U that are not identically zero, then
(f g)0 f0 g0 (f /g)0 f0 g0
= + , = − .
fg f g f /g f g
Further, if U is connected, then
f0 g0
= ⇐⇒ f = cg for some constant c.
f g
Lemma 2.16. Let z0 ∈ C, r > 0 and let f : D0 (z0 , r) → C be analytic. Assume
that z0 is either a removable singularity or a pole of f . Then z0 is a simple pole or
(if z0 is neither a zero nor a pole of f ) a removable singularity of f 0 /f , and
res(z0 , f 0 /f ) = ordz0 (f ).
Proof. Let ordz0 (f ) = k. This means that f (z) = (z − z0 )k g(z) with g analytic
around z0 and g(z0 ) 6= 0. Consequently,
f0 (z − z0 )0 g 0 k g0
=k + = + .
f z − z0 g z − z0 g
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The function g 0 /g is analytic around z0 since g(z0 ) 6= 0. So by Lemma 2.15,
res(z0 , f 0 /f ) = k.
where Z, P denote the number of zeros and poles of f inside γ, counted with their
multiplicities.
Proof. Our assumption that U is connected means, that any non-empty subset S of
U that is both open and closed in U , must be equal to U .
Let Z be the set of z ∈ U with f (z) = 0. Let S be the set of z ∈ U such that z is
a limit point of Z. By assumption, S is non-empty. Since f is continuous, we have
S ⊆ Z. Any limit point in U of S is therefore a limit point of Z and so it belongs to
50
S. Hence S is closed in U . We show that S is also open; then it follows that S = U
and we are done.
Pick z0 ∈ S. We have to show that there is δ > 0 such that D(z0 , δ) ⊂ S. There
is δ > 0 such that f has a Taylor expansion
∞
X
f (z) = an (z − z0 )n
n=0
converging on D(z0 , δ). Assume that f is not identically 0 on D(z0 , δ). Then not
all coefficients an are 0. Assume that am 6= 0 and an = 0 for n < m, say. Then
f (z) = (z − z0 )m h(z) with h(z) = ∞ n−m
P
n=m an (z − z0 ) . Since h(z0 ) = am 6= 0 and
h is continuous, there is δ1 > 0 such that h(z) 6= 0 for all z ∈ D(z0 , δ1 ). But then
f (z) 6= 0 for all z with 0 < |z − z0 | < δ1 , contradicting that z0 ∈ S.
Hence f is identically 0 on D(z0 , δ). Clearly, every point of D(z0 , δ) is a limit
point of D(z0 , δ), hence of Z. So D(z0 , δ) ⊂ S. This shows that indeed, S is
open.
Proof. Suppose that some compact subset of U contains infinitely many zeros of f .
Then by the Bolzano-Weierstrass Theorem, the set of these zeros would have a limit
point in this compact set, implying that f = 0 on U .
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Corollary 2.21. Let U, U 0 be non-empty, open subsets of C, such that U ⊂ U 0 and
U 0 is connected. Let f : U → C be an analytic function. Then f has at most one
analytic continuation to U 0 .
{z ∈ U ∩ R : f (z) ∈ R}
Proof. We first show that the function z 7→ f (z) is analytic on U . Indeed, for
z0 ∈ U , the limit
f (z) − f (z0 ) f (z) − f (z0 )
lim = lim = f 0 (z0 )
z→z0 z − z0 z→z0 z − z0
exists.
Notice that for every z ∈ U ∩ R with f (z) ∈ R, we have f (z) = f (z). So by our
assumption on f , the set of z ∈ U with f (z) = f (z) has a limit point in U . Now
Corollary 2.20 implies that f (z) = f (z) for z ∈ U . This implies (i) and (ii).
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We finish with proving (iii). Our assumption implies that f has a Laurent series
expansion
X∞
f (z) = an (z − z0 )n
n=−∞
∞
! ∞
X X
f (z) = f (z) = an (z − z0 )n = an (z − z0 )n ,
n=−∞ n=−∞
53
is analytic on U , and for every k > 1,
Z
(k)
F (z) = f (k) (x, z)dx,
D
where f (k) (x, z) denotes the k-th derivative with respect to z of the analytic function
z 7→ f (x, z).
Proof. Fix z ∈ U . Choose r > 0 such that D(z, r) ⊂ U , and let 0 < δ < 21 r. We
show that for w ∈ D(z, δ), F (w) can be expanded into a Taylor series around z; then
it follows that F is analytic on D(z, δ) and so in particular in z. Let M (x) : D → R
be a measurable function such that |f (x, w)| 6 M (x) for x ∈ D, w ∈ D(z, r) and
R
D
M (x)dx < ∞.
For w ∈ D(z, δ) we have by Corollary 2.5,
Z Z ( I )
1 f (x, ζ)
F (w) = f (x, w)dx = · dζ dx.
D D 2πi γz,2δ ζ − w
By inserting
−1
f (x, ζ) f (x, ζ) f (x, ζ) w−z
= = 1−
ζ −w (ζ − z) − (w − z) ζ −z ζ −z
∞
X f (x, ζ)
= · (w − z)n
n=0
(ζ − z)n+1
we obtain
Z ( I ∞
! )
1 X f (x, ζ)
F (w) = n+1
(w − z)n dζ dx
D 2πi γz,2δ n=0
(ζ − z)
Z (Z 1 ∞ 2πit
! )
X f (x, z + 2δe )
= 2πit n
(w − z)n dt dx.
D 0 n=0
(2δe )
We apply the Fubini-Tonelli Theorem (see the Prerequisites). Note that since
|w − z| < δ,
Z (Z 1 X ∞ ! )
f (x, z + 2δe2πit )
2πit n
(w − z)n dt dx
D 0 n=0
(2δe )
Z (Z 1 X ∞
! ) Z
−n
6 M (x)2 dt dx 6 2M (x)dx < ∞.
D 0 n=0 D
54
So the conditions of the Fubini-Tonelli Theorem are satisfied, and in the expression
for F (w) derived above we can interchange the integrations and the summation.
Performing this interchange and then applying Corollary 2.10, we obtain
∞ 1
f (x, z + 2δe2πit )
X Z Z
n
F (w) = (w − z) dt dx
n=0 D 0 (2δe2πit )n
∞ Z ( I ) !
X 1 f (x, ζ)
= (w − z)n · dζ dx
n=0 D 2πi γz,2δ (ζ − z)n+1
∞
f (n) (x, z)
X Z
n
= (w − z) · dx .
n=0 D n!
This shows that indeed, F (w) has a Taylor expansion around z converging on
D(z, δ). So in particular, F is analytic in z. Further, F (k) (z) is equal to k! times
R
the coefficient of (w − z)k , that is, D f (k) (x, z)dx. This proves our Theorem.
We deduce a result, which states that under certain conditions, the pointwise
limit of a sequence of analytic functions is again analytic.
Theorem 2.24. Let U ⊂ C be a non-empty open set, and {fn : U → C}∞ n=0 a
sequence of analytic functions, converging pointwise to a function f on U . Assume
that for every compact subset K of U there is a constant CK < ∞ such that
Proof. The set U can be covered by disks D(z0 , δ) with z0 ∈ U , δ > 0, such that
D(z0 , 2δ) ⊂ U . We fix such a disk D(z0 , δ) and prove that f is analytic on D(z0 , δ)
(k)
and fn → f (k) pointwise on D(z0 , δ) for k > 1. This clearly suffices.
Let z ∈ D(z0 , δ), k > 0. Then by Corollary 2.10, we have
I
(k) k! fn (ζ)
fn (z) = · dζ
2πi γz0 ,2δ (ζ − z)k+1
Z 1 Z 1
fn (z0 + 2δe2πit )2δe2πit
= k! · dt = k! gn,k (t, z)dt,
0 (z0 + 2δe2πit − z)k+1 0
55
say. By assumption, there is C < ∞ such that |fn (w)| 6 C for w ∈ D(z0 , 2δ), n > 0.
Further, for t ∈ [0, 1] we have |z0 + 2δe2πit − z| > δ. Hence
It follows from Theorem 2.23 that the right-hand side, and hence f , is analytic on
D(z0 , δ), and moreover,
Z 1 Z 1
(k) (k)
f (z) = g0 (t, z)dt = k! gk (t, z)dt = lim fn(k) (z) for z ∈ D(z0 , δ), k > 1,
0 0 n→∞
(k)
where g0 is the k-th derivative of g0 with respect to z. Indeed, g0 (t, z) is measurable
on [0, 1] × D(z0 , δ) and for every fixed t, the function z 7→ g0 (t, z) is analytic on
D(z0 , δ). Further, by (2.4) and since gn,0 (t, z) → g0 (t, z), we have |g0 (t, z)| 6 2C for
t ∈ [0, 1], z ∈ D(z0 , δ). So all conditions of Theorem 2.23 are satisfied.
This completes our proof.
Corollary 2.25. Let U ⊂ C be a non-empty open set, and {fn : U → C}∞ n=0
a sequence of analytic functions, converging to a function f pointwise on U , and
uniformly on every compact subset of U .
(k)
Then f is analytic on U and fn → f (k) pointwise on U for every k > 1.
Proof. Take a compact subset K of U . Let ε > 0. Then there is N such that
|fn (z) − fm (z)| < ε for all z ∈ K, m, n > N . Choose m > N . Then there is C > 0
such that |fm (z)| 6 C for z ∈ K since fm is continuous. Hence |fn (z)| 6 C + ε for
z ∈ K, n > N . Now our Corollary follows at once from Theorem 2.24.
56
Corollary 2.26. let U ⊂ C be a non-empty open set, and {fn : U → C}∞ n=0
a sequence of analytic functions, converging to a function f pointwise on U and
uniformly on every compact subset of U . Then
for all z ∈ U with f (z) 6= 0, where the limit is taken over those n for which fn (z) 6= 0.
Proof. Obvious.
Corollary 2.27. Let U ⊂ C be a non-empty open set and {fn : U → C}∞ n=0 a
sequence of analytic functions. Assume that for every compact subset K of U there
are reals Mn,K such that |fn (z)| 6 Mn,K for z ∈ K and ∞
P
n=0 Mn,K converges. Then
(k)
(i) ∞
P∞
= ∞
P P (k)
n=0 fn is analytic on U , and n=0 fn n=0 fn for k > 0,
Q∞
(ii) n=0 (1 + fn ) is analytic on U .
Proof. Our assumption on the functions fn implies that both the series ∞
P
Q∞ n=0 fn and
the infinite product n=0 (1 + fn ) converge uniformly on every compact subset of U
(see the Prerequisites). Now apply Corollary 2.25.
Proof. Let Fm := m
Q
n=0 (1 + fn ). Then Fm → F uniformly on every compact subset
of U . Hence by Corollary 2.26,
m
F0 Fm0 X fn0
= lim = lim
F m→∞ Fm m→∞
n=0
1 + fn
57