Sei sulla pagina 1di 21

MTH3020: Complex Analysis

Lecture Notes (2010)

Todd A. Oliynyk School of Mathematical Sciences Monash University

Lecture Schedule

Week 1 L1 Revision of complex numbers L2 Analytic functions L3 Cauchy-Riemann equations Week 2 L4 Elementary functions I L5 Elementary functions II L6 Elementary functions III Week 3 L7 Line Integrals L8 Cauchy’s Integral Theorem I L9 Cauchy’s Integral Theorem II Week 4 L10 Cauchy’s Integral Formula L11 Applications of Cauchy’s Integral Formula L12 Harmonic functions Week 5 L13 Series: convergence tests L14 Power series L15 Taylor series Week 6 L16 Laurent series L17 Zeros and singularities L18 The extended complex plane Week 7 L19 The point at infinity L20 Residue Theorem I L21 Residue Theorem II Week 8 L22 Applications L23 Applications L24 Applications

1. REVIEW OF COMPLEX NUMBERS

3

1. Review of Complex Numbers

Fundamentals of Complex Analysis: Sections 1.1 - 1.5

1.1. What are the complex number? First consider the plane

R 2 = { (x, y) | x, y R}.

Expand a vector (x, y) R 2 in terms of the standard basis as follows

(x, y) = x(1, 0) + y(0, 1).

Rename the standard basis as

1 = (1, 0)

and

i = (0, 1)

so that

(x, y) = x1 + iy = x + iy.

In this notation, it is not difficult to see that the addition and scalar multiplication laws for vectors become

(1.1)

for all c, x, y, u, v R.

c(x + iy) + (u + iv) = (cx + u) + i(cy + v)

Note 1.1. Given a vector z = x + iy R 2 , x is known as the real part while y is known as the imaginary part . We also define the projections

Re(z) = x

and

Im(z) = y.

So far we only introduced a new notation for vectors in the plane. Here comes the amazing part:On R 2 there exists a multiplication that extends the standard multiplication on R. This multiplication is defined as follows

(1.2)

(x + iy)(u + iv) = (xu yv) + i(xv + yu)

for all x, y, u, v R. We are now ready to define the complex numbers

Definition 1.2. The plane R 2 together with the multiplication (1.2) is denoted by C, and called the set of complex numbers . We will call a complex z C in standard form when it is written as

z = x + iy for some x, y

R.

1.2. A laundry list useful of concepts.

1.2.1. Conjugate.

Definition 1.3. The conjugate of a complex number z = x + iy C is defined by

z¯ = x + iy := x iy.

Notice that geometrically conjugation is just reflection about the x-axis.

4

1.2.2. Modulus.

Definition 1.4. The modulus of a complex number z = x + iy C is just the length of the vector z, i.e.

|z| = |x + iy| := x 2 + y 2 . Alternate terminology for the modulus |z| is the absolute value or norm of z.

(1.3)

Proposition 1.5. The modulus satisfies the following properties for all z, w C:

(i)

|w + z| ≤ |w| + |z|,

(ii)

|z w| ≥ ||z| − |w||,

(iii)

|Re(z)| ≤ |z|,

|Im(z)| ≤ |z|,

(iv)

|z¯| = |z|, and

(v)

|wz| = |z||w|.

Proof. Properties (i)-(iv) follow directly from treating w and z as vectors in the plane while property

We also note the following useful formula which can be established by straight forward multiplication (Hw: verify this):

|z| 2 = zz.¯

1.2.3. Division. As remarked above, the complex multiplication extends the real multiplication and

therefore complex numbers can be divided. The formula for doing this is given by

(1.4)

(v) follows easily from the formulas (1.2) and (1.3) (Hw: verify this).

z zw¯

w :=

|w| 2

for all z, w C with w

= 0.

Note that using |w| 2 = ww¯, this can also be written as

z

zw¯

=

w

ww¯ .

We formalize the properties of addition, multiplication, and division in the following Proposition.

Proposition 1.6. Suppose v, w, z C. Then

(i) z + w = w + z and zw = wz (commutativity of addition and multiplication),

(ii)

v + (w + z) = (v + w) + z and v(wz) = (vw)z (associativity of addition and multiplication),

(iii)

0 + z = z and 1z = z (additive and multiplicative identity),

(iv)

v(w + z) = vw + vz (distributive law),

(v)

z + z = 0 (additive inverse), and

(vi)

if z

= 0 then z 1 = z¯|z| 2 satisfies zz 1 = 1 (multiplicative inverse).

Proof. Follows by direct computation using the formulas (1.1), (1.2), and (1.4).

1.2.4. Polar Form. We can introduce standard polar coordinates by setting

x = r cos(θ),

y = r sin(θ),

or equivalently 1

r

= x 2 + y 2 ,

θ = arctan

y

x .

Then any complex number z C can be written as

z = r(cos(θ) + i sin(θ)).

1 The formula θ = arctan(y/x) is actually not true for complex numbers in the third or fourth quadrants due to the range of arctan lying in (π, π). However, by adding or subtracting π as appropriate, the correct answer can be recovered.

1. REVIEW OF COMPLEX NUMBERS

5

For the moment, we define the symbol e iθ by

e iθ := cos(θ) + i sin(θ)

θ R.

This definition is known as the Euler Identity. Using the Euler Identity, we can write z in the more compact polar form

As above,

z

= re iθ .

|z| = r

is called the modulus of z, while

is called the argument of z.

arg(z) := θ mod 2π

Example 1.7. Write 1 + i and 2 + 2 3i in polar form. Solution:

1 + i = 2(cos(π/4) + i sin(π/4)) = 2e iπ/4

and

2 + 2 3i = 4(cos(π/3) + i sin(π/3)) = 4e iπ/3 .

Next, we state two other useful formulas:

(1.5)

and

(1.6)

Note that the second formula follows directly from complex multiplication and standard trigonometric identities (Hw: prove the identities (1.5) and (1.6)). Using (1.6), multiplication and division of complex numbers take the particularly simple form

(1.7)

and

z 1 z 2 = (r 1 e iθ 1 r 2 e iθ 2 ) = r 1 r 2 e i(θ 1 +θ 2 ) ,

|e iθ | = cos(θ) 2 + sin(θ) 2 = 1,

e i(θ+φ) = e iθ e iφ

for all θ, φ R.

z

1

r 2 e iθ 2 = r 1

r

2

r 1 e iθ 1

z

2

=

e i(θ 1 θ 2 ) .

Equation (1.7) coupled with induction can be used to establish De Moivre’s Theorem :

z n = (re iθ ) n = r n e inθ

n N,

and also to define the n th root of a complex number:

z 1/n = (re iθ ) 1/n = r 1/n e i(θ+2kπ)/n

k = 0, 1, 2,

, n 1.

Example

1.8. Calculate

 

(1 + i) 10

2 + 2 3i .

Solution:

 

(1 + i) 10

( 2e iπ/4 ) 10

2 5 e i5π/4

 

=

=

 

2 + 2 3i

4e iπ/3

4e iπ/3

Example 1.9. Calculate (1 + i) 1/5 . Solution:

= 8e iπ(5/41/3) = 8e i11π/12 .

(1 + i) 1/5 = ( 2e iπ/4 ) 1/5 = 2 1/10 e i(π/4+2)/5

k = 0, 1, 2, 3, 4.

6

2. Analytic Functions

Fundamentals of Complex Analysis: Sections 1.6, 2.1-2.5

2.1.

Sets in the complex plane.

2.1.1.

Disks. We use the following notation for an open disk of radius ρ centered at z 0 :

(z o ) := { z C | |z z o | < ρ}

We will often refer to an open disk centered at z 0 , i.e. B ρ (z 0 ), as a neighborhood of z 0 . In addition to open disks, we will also need punctured open disks :

B

× (z o ) := { z C | 0 < |z z o | < ρ}.

ρ

2.1.2. Topology.

Definition 2.1. A point z S C is an interior point interior point of S if there exists a ρ > 0

o

such that B ρ (z) S. The collection of interior points is called the interior of S and denoted by S.

o

Definition 2.2. A set S C is called open if S = S. The collection of all open subset of C is called its topology.

Definition 2.3. A set S C is called closed if the complement S c := C \ S is open.

Definition 2.4. A point z S C is called a boundary point of S if every disc B ρ (z) S

=

and B ρ (z) S c = . The collection of boundary point is called the boundary of S and denoted by ∂S.

Definition 2.5. A set S C is bounded if there exists a ρ > 0 such that S B ρ (0).

Definition 2.6. A set S C is called compact if it is closed and bounded.

Proposition 2.7.

(i)

A set S C is open if and only if ∂S S = .

(ii)

A set S C is closed if and only if ∂S S.

Proof. (Hw: provide a proof.)

¯

In light of this Proposition, it makes sense to define the closure of a set S by S = S ∂S.

2.1.3. Domains. Given

, z n+1 C, we let l j denote the line segment that

connects z j to z j + 1. The union j=1 l j form a continuous chain called a polygonal path from z 1 to

n

+ 1 points z 1 , z 2 ,

n

z n+1 .

Definition 2.8. A set S C is connected if every pair of points z 1 , z 2 S in S can be connected by by a polygonal path that lies entirely in S.

Definition 2.9. A set D C is called a domain if it is open and connected.

2.2. Complex functions.

Definition 2.10. A complex function is a map

f : S C −→ C

from a subset S of the complex numbers to the complex numbers. The set of S is called the domain of f and is denoted by Dom(f ). The image set f (S) = { f (z) | z S } is call the range of f and is denoted by Ran(f ).

2. ANALYTIC FUNCTIONS

7

It is important to realize that a complex function f (z) can always be written as

f(z) = u(z) + iv(z)

where u, v : S C −→ R are two real valued maps. Indeed, we can define

u(z) := Re(f (z))

and

v(z) := Im(f (z))

for all z C.

We will refer to u and v as the real and imaginary part of f .

Note 2.11. We may sometimes

f = Ref + iImf to denote the decomposition of f into real and imaginary parts. We will use all of the following notations interchangeably:

and

f (z) = f (x + iy),

u(z) = u(x + iy) = u(x, y),

v(z) = (x + iy) = v(x, y).

Example 2.12. (i) Find the domain and the real and imaginary parts of

(ii)

f(z) = z 2 .

What is the range of f restricted to the quarter closed disk Q = {re iθ |0 r 2, 0 θ π/2 }?

Solution:

(i) Since,

f (x + iy) = (x + iy)(x + iy) = (x 2 y 2 ) + i2xy,

we see that

 

Ref (x + iy) = x 2 y 2 ,

Imf (x + iy) = 2xy

and

Dom(f ) = C. (ii) It follows immediately from the formula f (re iθ ) = r 2 e i2θ that

f(Q) = {re iθ |0 r 2, 0 θ π }.

Example 2.13. Find the domain and the real and imaginary parts of z

f(z) =

zz¯1 .

Solution:

Since

we see that

f(x + iy) =

=

=

x + iy

(x + iy)(x iy) 1

x + iy

(x 2 + y 2 ) 1

x

(x 2 + y 2 ) 1 + i (x 2 + y 2 ) 1 ,

y

Ref (x + iy) =

x

(x 2 + y 2 ) 1 ,

Imf (x + iy) =

y

(x 2 + y 2 ) 1 ,

8

and

Dom(f ) = {z C|zz¯

= 1}.

2.3. Limits and continuity.

Definition 2.14. Let f (z) be a complex function that is defined on the punctured disc B

Then f (z) has a limit w as z goes

to z 0 if for every > 0 there exists a 0 < δ < ρ such that

|f(z) w| <

whenever 0 < |z z 0 | < ρ. It is conventional to write

w

= lim 0 f(z).

zz

ρ × (z 0 ).

With limits of functions defined, we can now introduce the notion of a continuity.

Definition 2.15. Let f (z) be a complex function that is defined in a neighborhood of z 0 . Then f (z) is continous at z 0 if

f(z 0 ) = lim 0 f(z).

zz

Example 2.16. Show that the function f (z) = z 2 is continuous at z = 0. Solution:

Since

|f (z) f (0)| = |z| 2 ,

we see that

|f(z) f(z 0 )| <

whenever |z| < δ = . Therefore f (z) = z 2 is continuous at z = 0. (Hw: Show that f (z) is continuous at any z 0 C.)

Example 2.17. Show that f (z) = 1/z is continuous for all z

= 0. (Hw: Verify this statement.)

There is another method for verifying continuity of functions that is base on limits of functions applied to convergent sequences.

Definition 2.18. A sequence {z n } n=1 C is said to have a limit z or converge to z if for any > 0 there exists a N N such that

|z n z| <

for all n > N . When a limit z exists for a sequence {z n } n=0 , we write

lim

n→∞ z n = z

On the other hand, if the sequence {z n } n=0 does not have a limit then it is said to diverge.

Example 2.19.

(i)

The sequence z n = 1 + 1/n, n = 1, 2,

., is convergent, and

 

lim

n z n = 1.

 

(Verify this!)

(ii)

The sequence z n = (1) n , n = 0, 1, 2,

., is divergent. (Why?)

We recall the Cauchy criterion which is often very useful to establish the convergence of a series.

2. ANALYTIC FUNCTIONS

9

Theorem 2.20. [Cauchy criterion for convergence] A sequence {z n } n=0 converges if and only if for every > 0 there exists a N N such that

|z n z m | <

whenever n, m N .

Proposition 2.21. The limit lim zz 0 f (z) exists if and only if the limit lim n f(z n ) exists for every sequence convergent sequence {z n } n=1 with limit z 0 . Moreover, if f (z) is continuous at z 0 (i.e. f(z 0 ) = lim zz 0 f (z)) and {z n } n=1 converges to z 0 , then

n f(z n ) = f lim

lim

n→∞ z n .

A useful property of continuous functions is that composition of continuous functions are again

continuous:

Theorem 2.22. If g(z) is continuous at z 0 and f (z) is continuous at w 0 = g(z 0 ), then the composition f g(z) = f (g(z)) is continuous at z 0 .

In practice we use composition to build new continuous functions out of known ones. An example of

this procedure is the following:

Proof. (Hw: Provide a proof of this proposition.)

Proof. (Hw: provide a proof of this Theorem.)

Example 2.23. We know from the above Example that f (z ) = 1/z is continuous for all z

= 0. This

if g(z) is continuous at z 0 and g(z 0 )

= 0 then

f (g(z)) =

1

g(z)

is continuous at z = z 0 by Theorem 2.22.

2.4. Derivatives and analytic functions. In exactly the same way as for real variable functions, we can define the derivative of a complex function.

Definition 2.24. A complex function f (z) is differentiable at z 0 if it is defined in a neighborhood of z 0 and the limit

f

(z 0 ) = lim

w0

f(z 0 + w) f(z 0 )

w

exits. The limit f (z 0 ) is

called the derivative of f (z) at z 0 .

We will also use the notation

dz df (z 0 ) = f (z 0 )

for a derivative.

Example 2.25. Let

f (z)

= z. Find f (z) for all z C.

Solution:

Example 2.26. Let Solution:

Example 2.27. Show that f (z) = z¯ is not differentiable for any z C.

f (z) = 1/z. Find f (z) for all z

= 0.

Solution:

10

Complex differentiation satisfies all of the standard properties that you are familiar with from real variable calculus:

Proposition 2.28. Suppose f (z) and g(z) are differentiable at z 0 . Then

(i) (linearity)

(ii) (product rule)

(iii) (quotient rule)

(cf + g) (z 0 ) = cf (z 0 ) + g (z 0 )

(c C),

(fg) (z 0 )

= f (z 0 )g(z 0 ) + f(z 0 )g (z 0 ),

f (z 0 ) = f (z 0 )g(z 0 ) f(z 0 )g (z 0 )

g

g(z 0 ) 2

(g(z 0 )

= 0),

(v)

and

f (z) and g(z) are continuous at z 0 .

Moreover, if f (z) is differentiable at g(z 0 ), then

(vi) (chain rule)

(f g) (z 0 ) = f (g(z 0 ))g (z 0 )

(f g(z) := f (g(z))).

Proof. (Hw: Show that the same proofs of these differentiation rules from single variable calculus

carry over to the complex setting.)

Example 2.29. Show that

(z n ) = nz n1

for all n N.

Solution:

We already showed that z = 1. So proceeding by induction, assume that the formula (z k ) = kz k1

holds for k = 1, 2,

n. Then by the product rule

(z n+1 ) = (zz n ) = z z n + z(z n ) = z n + nz n = (n + 1)z n

which completes the induction step.

Example 2.30. Let

Find f (z).

f(z) =

2 + z

3

+ z 2 + (1 + 10z) 20 .

1 z

Solution:

We are now ready to define analytic functions. properties of analytic functions.

The rest of this course will be about studying

Definition 2.31. Let U C be an open set an f a complex function with U Dom(f ). Then f

if f is differentiable at every point in U. If U = C, then f is said to be an entire

is analytic in U function.

In the mathematics literature, the term holomorphic is often used instead of analytic.

2. ANALYTIC FUNCTIONS

11

Example 2.32. The function

is entire since the derivative

is well defined for all z C.

Example

2.33. The function

is analytic on the open set

f(z) = z n

(n N)

f (z) = nz n1

f(z) = 1

z

U = C \ {0} = { z C||z| > 0}

since the derivative

f (z) = 1

z 2

is well defined for all z U .

2.5. Cauchy-Riemann equations. Determining if a complex function is differentiable directly from the definition can be difficult. In this section, we introduce an alternative procedure that is quite simple to use.

Theorem 2.34. Suppose f (x + iy) = u(x, y) + iv(x, y) is a complex function that is differentiable at the point z 0 = x 0 + iy 0 . Then the partial derivatives

∂u ,

∂x

∂u

∂y ,

∂v

∂x ,

∂v

∂y ,

all exist at the point (x 0 , y 0 ) and satisfy

∂u

(x 0 ,y 0 )

= ∂v

∂y

∂x

∂v

∂y

∂x (x 0 ,y 0 ) = ∂u

(x 0 ,y 0 )

(x 0 ,y 0 ) .

(2.1)

(2.2)

Remark 2.35. Equations (2.1)-(2.2) are known as the Cauchy-Riemann equations, or CR- equations for short.

Proof. Since f is differentiable at z 0 = x 0 + iy 0 , setting w = h (h R) in the definition of the derivative yields

f (z 0 ) = lim

h0

f ((x 0 + h) + iy 0 ) f(x 0 + iy 0 )

h

.

Separating into real an imaginary parts gives

u(x 0 + h, y 0 ) u(x 0 , y 0 )

(x 0 ,y 0 ) +i

∂v

∂x

h

(x 0 ,y 0 ) .

+

i v(x 0 + h, y 0 ) v(x 0 , y 0 )

h

f (z 0 ) = lim

h0

= ∂u

∂x

 

(2.3)

(2.4)

Also, a similar calculation using w = ih (h R) shows that

f

(z 0 ) = v

∂y

∂y (x 0 ,y 0 ) i ∂u

(x 0 ,y 0 ) .

From (2.3) and (2.4), it is then clear that the CR-equations (2.1)-(2.2) hold.

The real importance of the Cauchy-Riemann equations is that they imply a partial converse of the previous theorem.

12

Theorem 2.36. Let z 0 = x 0 +iy 0 and suppose that f (x+iy) = u(x, y)+iv(x, y) is a complex function such that

(i) f is defined in a neighborhood of z 0 , (ii) the partial derivatives

∂u ,

∂x

∂u

∂y ,

∂v

∂x ,

∂v

∂y ,

exist in a neighborhood of (x 0 , y 0 ) and are continuous at (x 0 , y 0 ), and (iii) the Cauchy-Riemann equations

are

satisfied at (x 0 , y 0 ).

Then f is differentiable at z 0 .

∂u

∂x

= ∂v

∂y ,

∂v

∂x = ∂u

∂y ,

Proof. By the Mean Value Theorem, there exists points z,ˆ zˇ on the line connecting z 0 = x 0 + iy 0 to z 0 + w, where w = l + ik, such that

u(z 0 + w) u(z 0 ) = uz) · w

and v(z 0 + w) v(z 0 )

= vz) · w.

So

where

f(z 0 + w) f(z 0 ) = uz) · w + ivz) · w

w

w

u(z 0 ) · w + iu(z 0 ) · w

=

w

+ R(w)

R(w) = uz) − ∇u(z 0 ) · w + i vz) − ∇v(z 0 ) · w w

.

Using the CR-equations, we can write (2.5) as

Since

f(z 0 + w) f(z 0 )

w

=

u x (z 0 ) + iv x (z 0 ) + R(w).

(2.5)

(2.6)

|R(w)| ≤ |∇uz) − ∇u(z 0 )| + |∇vz) − ∇v(z 0 )|,

it follows from the continuity of the partial derivatives that

w0 R(w) = 0.

lim

Using this, we see from (2.6) that

f

(z 0 ) = lim

w0

f(z 0 + w) f(z 0 )

w

= u x (z 0 ) + iv x (z 0 ),

which shows that f (z) is differentiable at z 0 .

2.5.1. Derivative formulas. A recap of useful derivative formulas:

(a)

f

(z) = lim

w0

f(z + w) f(z)

w

2. ANALYTIC FUNCTIONS

13

(b)

where

f = u x + iv x = v y iu y

u x = v y

and

= u x iu y = v y + iv x

u y = v x

Note: here we are using the notation

u x = u ∂x ,

u y = u

y ,

v x =

∂v

x ,

v y = v

∂y ,

Example 2.37. Use the CR-equations to show that

is an entire function and that

f(z) = 2z + z 2

f (z) = 2(1 + z).

Solution:

Example 2.38. Determine where the function

f(x + iy) = x 2 + y 2 + i2xy

is analytic.

Solution:

As a final application of the CR-equations, we prove the following proposition.

Proposition 2.39. Suppose f (z) is analytic on a domain D and that f (z) = 0 for all z D. Then f (z) is constant on D.

2.5.2. CR-equations: polar form. It is often useful for calculational purposes to express to Cauchy- Riemann equations in polar form. Writing

f(re iθ ) = u(r, θ) + iv(r, θ),

the CR-equations are given by (Hw: verify this)

Proof.

u r =

1

r

v θ ,

1

v r = r u θ ,

where

u r = ∂u ∂r Also the derivative can be calculated using

,

u θ = u ∂θ ,

v r = v ∂r ,

f (re iθ ) = e iθ (u r + iv r ) =

e iθ

r

v θ = v ∂θ .

(v θ iu θ ).

Example 2.40. Use the polar form of the Cauchy-Riemann equations to show that

is an entire function and that

Solution:

f(z) = z 10

f (z) = 10z 9 .

14

3. Elementary Functions

Fundamentals of Complex Analysis: Sections 3.2 - 3.3, 3.5

3.1. Exponential Function. The complex exponential function e z is defined by

e x (cos(y) + i sin(y))

e x+iy =

for all x, y R.

(3.1)

The following properties satisfied the function (3.1) justify calling it the complex exponential function.

Proposition 3.1.

(i)

(ii)

On the real axis, the complex exponential e z reduces to the standard exponential function, i.e.

e x+iy y=0 = e x

for all x R.

On the imaginary axis, the complex exponential reduces to the Euler Identity, i.e.

e x+iy

x=0 = cos(y) + i sin(y)

for all y R.

(iii) The complex exponential is an entire function and its derivative is given by

(iv)

(v)

(e z ) = e z

e w+z = e w e z

|e x+iy | = e x

for all z C.

for all w, z

C.

for all x, y R.

Proof. Statements (i) and (ii) are obvious, and we will only (iii). The proof of statements (iv)

and (v) are for homework.

The next example will give some practice in manipulating the complex exponential.

Example 3.2. Find all solutions of e z = 1.

Solution:

Example 3.3. Show that e z = e w if and only if z = w + 2ifor k Z.

Solution:

3.2. Trigonometric Functions. The complex sine and cosine functions are defined by the

following formulas

Proposition 3.4.

1

sin(z) = 2i e iz e iz ,

and

cos(z) =

1

2 e iz + e iz .

(i)

The complex trigonometric functions cos(z) and sin(z) are entire, and

cos (z) = sin(z)

and

sin (z) = cos(z).

(ii)

For all w, z C, the following identities are satisfied:

cos(z ± w) = cos(z) cos(w) sin(z) sin(w)

sin(z ± w) = sin(z) cos(w) ± sin(w) cos(z)

and

cos 2 (z) + sin 2 (z) = 1.

Proof. (Hw: Prove statements (i) and (ii)).

3. ELEMENTARY FUNCTIONS

15

The next example will give us practice with manipulating the complex trigonometric functions.

Example 3.5. Show that sin(z) = 0 if and only if z = for k Z.(Hw: Show that cos(z) = 0 if and only if z = (k + 1/2)π for k Z.

Solution:

We also define the other complex trigonometric functions in exactly the same way as in the real case:

tan(z