Lecture Notes

Complex Analysis
MATH 435
Instructor: Ivan Avramidi
Textbook: J. E. Marsden and M. J. Homan, (Freeman, 1999)
New Mexico Institute of Mining and Technology
Socorro, NM 87801
July 10, 2009
Author: Ivan Avramidi; File: complanal.tex; Date: December 8, 2009; Time: 12:32
Contents
1 Analytic Functions 1
1.1 Complex Numbers . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.1.1 Complex Number System . . . . . . . . . . . . . . . . . 1
1.1.2 Algebraic Properties . . . . . . . . . . . . . . . . . . . . 2
1.1.3 Properties of Complex Numbers . . . . . . . . . . . . . . 3
1.2 Elementary Functions . . . . . . . . . . . . . . . . . . . . . . . . 7
1.2.1 Exponential Function . . . . . . . . . . . . . . . . . . . . 7
1.2.2 Trigonometric Functions . . . . . . . . . . . . . . . . . . 7
1.2.3 Logarithm Function . . . . . . . . . . . . . . . . . . . . 8
1.2.4 Complex Powers . . . . . . . . . . . . . . . . . . . . . . 9
1.2.5 Roots . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
1.3 Continuous Functions . . . . . . . . . . . . . . . . . . . . . . . . 11
1.3.1 Open Sets . . . . . . . . . . . . . . . . . . . . . . . . . . 11
1.3.2 Mappings, Limits and Continuity . . . . . . . . . . . . . 12
1.3.3 Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . 13
1.3.4 Closed Sets . . . . . . . . . . . . . . . . . . . . . . . . . 14
1.3.5 Connected Sets . . . . . . . . . . . . . . . . . . . . . . . 16
1.3.6 Compact Sets . . . . . . . . . . . . . . . . . . . . . . . . 17
1.3.7 Uniform Continuity . . . . . . . . . . . . . . . . . . . . . 18
1.3.8 Path Covering Lemma . . . . . . . . . . . . . . . . . . . 19
1.3.9 Riemann Sphere and Point at Innity . . . . . . . . . . . 19
1.4 Analytic Functions . . . . . . . . . . . . . . . . . . . . . . . . . 20
1.4.1 Conformal Maps. . . . . . . . . . . . . . . . . . . . . . . 22
1.4.2 Cauchy-Riemann Equations . . . . . . . . . . . . . . . . 23
1.4.3 Inverse Functions . . . . . . . . . . . . . . . . . . . . . . 24
1.5 Dierentiation . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
1.5.1 Exponential Function and Logarithm . . . . . . . . . . . 27
I
II CONTENTS
1.5.2 Trigonometric Functions . . . . . . . . . . . . . . . . . . 27
1.5.3 Power Function . . . . . . . . . . . . . . . . . . . . . . . 28
1.5.4 The n-th Root Function . . . . . . . . . . . . . . . . . . . 28
2 Cauchy Theorem 29
2.1 Contour Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . 29
2.2 Cauchy Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . 34
2.3 Cauchy Integral Formula . . . . . . . . . . . . . . . . . . . . . . 37
2.4 Maximum Modulus Theorem and Harmonmic Functions . . . . . 41
2.4.1 Maximum Modulus Theorem . . . . . . . . . . . . . . . 41
2.4.2 Harmonic Functions . . . . . . . . . . . . . . . . . . . . 43
2.4.3 Dirichlet Boundary Value Problem . . . . . . . . . . . . . 44
3 Series Representation of Analytic Functions 47
3.1 Series of Analytic Functions . . . . . . . . . . . . . . . . . . . . 47
3.2 Power Series and Taylor Theorem . . . . . . . . . . . . . . . . . 52
3.3 Laurent Series and Classication of Singularities . . . . . . . . . 56
4 Calculus of Residues 61
4.1 Calculus of Residues . . . . . . . . . . . . . . . . . . . . . . . . 61
4.1.1 Removable Singularities . . . . . . . . . . . . . . . . . . 61
4.1.2 Simple Poles. . . . . . . . . . . . . . . . . . . . . . . . . 61
4.1.3 Double Poles. . . . . . . . . . . . . . . . . . . . . . . . . 62
4.1.4 Higher-Order Poles. . . . . . . . . . . . . . . . . . . . . 63
4.1.5 Esssential Singularities. . . . . . . . . . . . . . . . . . . 63
4.2 Residue Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . 64
4.3 Evaluation of Denite Integrals . . . . . . . . . . . . . . . . . . . 66
4.3.1 Rational Functions of Sine and Cosine . . . . . . . . . . . 66
4.3.2 Improper Integrals . . . . . . . . . . . . . . . . . . . . . 66
4.3.3 Fourier Transform. . . . . . . . . . . . . . . . . . . . . . 68
4.3.4 Cauchy Principal Value . . . . . . . . . . . . . . . . . . . 70
4.3.5 Integrals with Branch Cuts . . . . . . . . . . . . . . . . . 71
4.3.6 Logarithms . . . . . . . . . . . . . . . . . . . . . . . . . 72
4.4 Evaluation of Innite Series . . . . . . . . . . . . . . . . . . . . 73
5 Analytic Continuation 75
5.1 Analytic Continuation and Riemann Surfaces . . . . . . . . . . . 75
5.2 Roch e Theorem and Princile of the Argument . . . . . . . . . . . 79
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CONTENTS III
5.2.1 Root and Pole Counting Formulas . . . . . . . . . . . . . 79
5.2.2 Principle of the Argument . . . . . . . . . . . . . . . . . 80
5.2.3 Injective Functions . . . . . . . . . . . . . . . . . . . . . 81
5.3 Mapping Properties of Analytic Functions . . . . . . . . . . . . . 83
Bibliography 83
Answers To Exercises 87
Notation 89
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IV CONTENTS
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Chapter 1
Analytic Functions
1.1 Complex Numbers
1.1.1 Complex Number System

Denition 1.1.1 The system of complex numbers, C, is the set R of

ordered pairs of real numbers with two binary operations, addition and
multiplication, dened by
(x
1
, y
1
) + (x
2
, y
2
) = (x
1
+ x
2
, y
1
+ y
2
)
(x
1
, y
1
)(x
2
, y
2
) = (x
1
x
2
y
1
y
2
, x
1
y
2
+ y
1
x
2
),
and a scalar multiplication by a real number
a(x, y) = (ax, ay) .
The numbers of the form (x, 0) are called the real numbers and the numbers
of the form (0, y) are called pure imaginary numbers.
The real part and the imaginary part of a complex number are real num-
bers dened by
Re (x, y) = x , Im(x, y) = y .
The number 1
C
= (1, 0) is the complex identity and the number i = (0, 1)
is called the imaginary unit.
1
2 CHAPTER 1. ANALYTIC FUNCTIONS
An arbitrary complex number can be represented as
(x, y) = x + iy .
The property of the imaginary unit
i
2
= 1 .
1.1.2 Algebraic Properties
Addition and multiplication of complex numbers are: associative, commu-
tative and distributive.
Every non-zero complex number z = x + iy has the multiplicative inverse
z
1
=
x
x
2
+ y
2
i
y
x
2
+ y
2
such that
zz
1
= 1 .
The quotient of z by w is dened by
z
w
= zw
1
.
All the usual algebraic rules of real numbers hold for complex numbers.
The set of real numbers is a (complete ordered) eld.
The set of complex numbers forms a (complete but not ordered) eld.

Proposition 1.1.1 For any complex number z = x + iy there is a

complex number w = a + ib with
a =
_
x +
_
x
2
+ y
2
2
, b = sign (y)
_
x +
_
x
2
+ y
2
2
such that w
2
= z.
Proof: Check directly.

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1.1. COMPLEX NUMBERS 3
The quadratic equation
az
2
+ bz + c = 0
with complex numbers a, b, c has solutions
z =
b

b
2
4ac
2a
.
Examples.
1.1.3 Properties of Complex Numbers
Complex numbers are represented as points on the real plane R
2
.
Addition of complex numbers can be represented by the vector addition.
Polar Representation of complex numbers
z = x + iy = r(cos + i sin ) ,
where the real number r = z (called the absolute value (or the norm, or
the modulus))) is dened by
z =
_
x
2
+ y
2
,
and the angle (called the argument) is dened by
cos =
x
r
, sin =
y
r
.
The argument arg z can be thought as an innite set of values
arg z = + 2nn Z
Specic values of the argument are called branches of the argument.
Multiplication of Complex Numbers in Polar Form.
Proposition 1.1.2 For any complex numbers z
1
and z
2
there holds
r
1
(cos
1
+i sin
1
)r
2
(cos
2
+i sin
2
) = r
1
r
2
[cos(
1
+
2
) +i sin(
1
+
2
)]
In other words,
z
1
z
2
= z
1
z
2
,
arg(z
1
z
2
) = arg z
1
+ arg z
2
(mod 2) .
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4 CHAPTER 1. ANALYTIC FUNCTIONS
Proof: Follows from the trigonometric identities.

De Moivre Formula.
Proposition 1.1.3 For any complex numbers z = r(cos +i sin ) and
a positive integer n there holds
z
n
= r
n
[cos(n) + i sin(n)]
In other words,
z
n
= z
n
,
arg(z
n
) = n arg z (mod 2) .
Proof: By induction.

Roots of Complex Numbers.

Proposition 1.1.4 Let w = r(cos + i sin ) be a nonzero complex
number and n be a positive integer. Then there are n nth roots of w,
z
0
, z
1
, . . . , z
n1
, given by
z
k
= r
1/n
_
cos
_

n
+
2k
n
_
+ i sin
_

n
+
2k
n
__
with k = 0, 1, . . . , n 1.
Proof: Direct calculation.

Complex Conjugation. The complex conjugate of a complex number z =

x + iy is a complex number z dened by
z = x iy .
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1.1. COMPLEX NUMBERS 5

Proposition 1.1.5
1. z + w = z + w,
2. zw = z w,
3.
z
w
=
z
w
for w 0,
4. z z = z
2
,
5. z
1
=
z
z
2
for z 0,
6. Re z =
1
2
(z + z) ,
7. Imz =
1
2i
(z z),
8.

z = z ,
9. z = z if and only if z is real,
10. z = z if and only if z is purely imaginary .
Proof: Direct calculation.

Properties of the Absolute Value.

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6 CHAPTER 1. ANALYTIC FUNCTIONS
Proposition 1.1.6
1. zw = z w ,
2.

z
w

=
z
w
for w 0 ,
3. Re z z , Imz z ,
4. z = z ,
5. Triangle inequality
z + w z + w ,
6.
z w

z w

,
7. Cauchy-Schwarz inequality

k=1
z
k
w
k

_
n

k=1
z
k

_
n

j=1
w
j

2
.
Proof: Do Cauchy-Schwarz inequality.
1. Let
a =
n

k=1
z
k
w
k
, b =
n

k=1
z
k

2
c =
n

j=1
w
j

2
.
2. We have
n

k=1
cz
k
a w
k

2
= c
2
b + a
2
c 2ca
2
= bc
2
ca
2
0
3. Therefore
a
2
bc .

Examples.
Exercises: 1.1[10,12,13], 1.2[9,11,25]
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1.2. ELEMENTARY FUNCTIONS 7
1.2 Elementary Functions
1.2.1 Exponential Function
Dene
e
iy
=

k=0
(iy)
k
k!
Then
e
iy
= cos y + i sin y
The exponential function exp : C C is dened now by
exp(x + iy) = e
x
(cos y + i sin y) .
A function f : C C is periodic if there is some w C such that f (z+w) =
f (z).

Proposition 1.2.1 Let z, w C, x, y R, n Z. Then

1. e
z+w
= e
z
e
w
.
2. e
z
0.
3. e
x
> 1 if x > 0 and 0 < e
x
< 1 if x < 0.
4. e
x+iy
= e
x
.
5. e
i/2
= i, e
i
= 1, e
3i/2
= i, e
2i
= 1.
6. e
z+2ni
= e
z
.
7. e
z
= 1 if and only if z = 2ki for some k Z.
Proof: Easy.

1.2.2 Trigonometric Functions

The sine and cosine functions are dened by
sin z =
e
iz
e
iz
2i
, cos z =
e
iz
+ e
iz
2
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8 CHAPTER 1. ANALYTIC FUNCTIONS

Proposition 1.2.2 Let z, w C. Then

1. sin
2
z + cos
2
z = 1.
2. sin(z + w) = sin z cos w + cos z sin w,
3. cos(z + w) = cos z cos w sin z sin w,
Proof: Direct calculation.

1.2.3 Logarithm Function

Proposition 1.2.3 Let y

0
R and A
y
0
C be a set of complex num-
bers dened by
A
y
0
= z = x + iyy
0
y < y + 2 .
Let f : A
y
0
C0 be a function dened by f (z) = e
z
for any z A
y
0
..
Then the function f is an bijection (one-to-one onto map).
Proof: Show directly that it is one-to-one and onto.

Let y
0
R. The branch of the logarithm function log : C 0 A
y
0
lying in A
y
0
is dened by
log z = log z + i arg z ,
where y
0
arg z < y
0
+ 2.

Proposition 1.2.4 Any branch of the logarithm satises: for any z

C, z 0,
exp log z = z .
Also, for a branch of the logarithm lying in [y
0
, y
0
+2) there holds: for
any z = x + iy, y [y
0
, y
0
+ 2),
log e
z
= z .
Proof: Obvious.

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1.2. ELEMENTARY FUNCTIONS 9

Proposition 1.2.5 Let z, w CC 0. Then

log(zw) = log z + log w mod (2i)
Proof: Obvious.

1.2.4 Complex Powers

Let a, b C, a 0. Let y
0
R and log be the branch of the logarithm lying
in [y
0
, y
0
+ 2). Then the complex power a
b
is dened by
a
b
= exp(b log a) .

Proposition 1.2.6 Let a, b C, a 0.

1. Then a
b
is does not depend on the branch of the logarithm if and
only if b is an integer.
2. Let b be a rational number such that b = p/q with p, q Z
relatively prime. Then a
b
has exactly q distinct values, namely,
the roots (a
p
)
1/q
.
3. If b is a real irrational number or Imb 0, then a
b
has innitely
many distinct values.
4. The distinc values of a
b
dier by factors of the form e
2nbi
.
Proof: Obvious.

1.2.5 Roots
Let n be a positive integer. The a branch of the nth root function is dened
by
z
1/n
= exp
_
log z
n
_
where a branch of the logarithm is chosen.
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10 CHAPTER 1. ANALYTIC FUNCTIONS

Proposition 1.2.7 Let z C and n be a positive integer.

1. The nth root of z satises
(z
1/n
)
n
= z
2. If z = re
i
, then
z
1/n
= r
1/n
e
i/n
,
where lies within an interval of length 2 corresponding to the
branch choice.
Proof: Obvious.

Exercises: 1.3[11,16,17,21,23]
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1.3. CONTINUOUS FUNCTIONS 11
1.3 Continuous Functions
1.3.1 Open Sets

Denition 1.3.1
1. A set A C is called open if for any point z
0
A there is > 0
such that for any z A, if z z
0
< , then z A.
2. For a > 0 and z
0
C, the -neighborhood, (or disk, or ball)
around z
0
is the set
D(z
0
, ) = z C z z
0
<
3. A deleted -neighborhood is a -neighborhood whose center
point has been removed, that is,
D
del
(z
0
, ) = z C z z
0
< , z z
0
.
4. A neighborhood of a point z
0
C is a set containing some -
neighborhood around z
0
.
A set A is open if and only if each point z
0
A has a neighborhood wholly
contained in A.
Denition 1.3.2
1. The set C is open.
2. The empty set is open.
3. The union of any collection of open sets is open.
4. The intersection of any nite collection of open sets is open.
Proof: Exercise.

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12 CHAPTER 1. ANALYTIC FUNCTIONS
1.3.2 Mappings, Limits and Continuity
Let A C. A mapping f : A C is a rule that assigns to every point z A
a point in C (called the value of f at z and denoted by f (z)). The set A is
called the domain of f . Such a mapping denes a complex function of a
complex variable.

Denition 1.3.3 Let f : A C. Let z

0
C such that A contains a
deleted r-neighborhood D
0
(z
0
, r) of z
0
. The f is said to have the limit a
as z z
0
if for any > 0 there is a > 0 such that for all z D
0
(z
0
, r),
if z z
0
< , then f (z) a < .
Then we write
lim
zz
0
f (z) = a .
Proposition 1.3.1 If a function has a limit, then it is unique.
Proof: Easy.

Proposition 1.3.2 Let A C and f , g : A C. Let z

0
C have
a deleted neighborhood in A. Suppose that f and g have limits at z
0
,
lim
zz
0
f (z) = a and lim
zz
0
g(z) = b. Then:
1. lim
zz
0
[ f (z) + g(z)] = a + b
2. lim
zz
0
[ f (z)g(z)] = ab
3. lim
zz
0
[ f (z)/g(z)] = a/b, if b 0.
Proof: Easy.

Denition 1.3.4 Let A C be open, z

0
A, and f : A C be a
function.
1. f is continuous at z
0
if
lim
zz
0
f (z) = f (z
0
) .
2. f is continuous on A if f is continuous at each point in A.
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1.3. CONTINUOUS FUNCTIONS 13

Proposition 1.3.3
1. The sum, the product and the quotient of continuous functions is
continuous.
2. The composition of continuous functions is continuous.
Proof: Easy.

1.3.3 Sequences

Denition 1.3.5 Let (z

n
)

n=1
be a sequence in C and z
0
C. The
sequence (z
n
)

n=1
converges to z
0
if for every > 0 there is a N Z
+
such that for any n Z
+
if n N, then z
n
z
0
< .
Then we write
lim
n
z
n
= z
0
or z
n
z
0
.

Proposition 1.3.4 Let (z

n
) and w
n
be sequences in C and z
0
, w
0
C.
Suppose that z
n
z
0
and w
n
w
0
. Then:
1. z
n
+ w
n
z
0
+ w
0
2. z
n
w
n
z
0
w
0
3. z
n
/w
n
z
0
/w
0
, if w
0
0.
Proof: Same as for functions.

Denition 1.3.6 Let (z

n
)

n=1
be a sequence in C. The sequence (z
n
) is
called a Cauchy sequence if for every > 0 there is a N Z
+
such that
for any n, m Z
+
if n, m N, then z
n
z
m
< .
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14 CHAPTER 1. ANALYTIC FUNCTIONS

Proposition 1.3.5 Completeness of R. Every Cauchy sequence of real

numbers is convergent. That is, for every Cauchy sequence (x
n
) in R
there is x
0
R such that x
n
x
0
.
Proof: Real analysis.

Proposition 1.3.6 Completeness of C. Every Cauchy sequence in C is

convergent. That is, for every Cauchy sequence (z
n
) in C there is z
0
C
such that z
n
z
0
.
Proof: Follows from completeness of R.

Proposition 1.3.7 Let A C, z

0
C, and f : C. Then f is contin-
uous at z
0
i for every sequence (z
n
) in A such that z
n
z
0
there holds
f (z
n
) f (z
0
).
Proof: Exercise.

1.3.4 Closed Sets

The complement of a set A C is the set C \ A.

Denition 1.3.7 A set A C is called closed if its complement is

open.

Proposition 1.3.8
1. The empty set is closed.
2. C is closed.
3. The intersection of any collection of closed sets is closed.
4. The union of a nite collection of closed sets is closed.
Proof: Follows from properties of open sets.

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1.3. CONTINUOUS FUNCTIONS 15

Proposition 1.3.9 A set is closed i it contains the limit of every con-

vergent sequence in it.
Proof: Do.

Proposition 1.3.10 Let f : C C. The following are equivalent

statements:
1. f is continuous.
2. The inverse image of every closed set is closed.
3. The inverse image of every open set is open.
Proof: Do the cycle of implications.

Denition 1.3.8 Let A C and B A.

1. B is open relative to A if B = A U for some open set U.
2. B is closed relative to A if B = A U for some closed set U.

Proposition 1.3.11 Let f : A C. The following are equivalent

statements:
1. f is continuous.
2. The inverse image of every closed set is closed relative to A.
3. The inverse image of every open set is open relative to A.
Proof: Exercise.

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16 CHAPTER 1. ANALYTIC FUNCTIONS
1.3.5 Connected Sets

Denition 1.3.9 Let A C.

1. The set A is path-connected ior every two points z
1
, z
2
A
there is a continuous map : [0, 1] A such that (0) = z
1
and
(1) = z
2
. Then is called a path joining the points z
1
and z
2
.
2. The set A is disconnected if there are open sets U and V such
that
(a) A U V,
(b) A U and A V ,
(c) (a U) (A V) = .
3. A set is connected if it is not disconnected.

Proposition 1.3.12 Let A C. The set A is connected i the only

subsets of A that are both open and closed relative to A are and A.
Proof: Follows from the denition.

Proposition 1.3.13 A path-connected set is connected.

Proof: Do.

Example. Let
A
1
=
_
z = x + iy x 0 y = sin
_
1
x
__
A
2
= z = x + iy x = 0 , y [1, 1]
and
A = A
1
A
2
.
Then A is connected but not path-connected.

Proposition 1.3.14 Every open connected set is path connected with

a dierentiable path. That is, if A C is open connected and z
1
, z
2
A.
Then there is a dierentiable map : [0, 1] A such that (0) = z
1
and (1) = z
2
.
complanal.tex; December 8, 2009; 12:32; p. 18
1.3. CONTINUOUS FUNCTIONS 17
Proof: See the book.

Denition 1.3.10 An open connected set in C is called a region (or a

domain).

Proposition 1.3.15 A continuous image of a connected set is con-

nected.
Proof: Easy.

1.3.6 Compact Sets

Denition 1.3.11
1. Let A be a set and O = U

A
be a collection of open sets. Let
K C. Then the collection O is called an open cover of K if
K
_
A
U

.
2. A subcollection of an open cover is called a subcover if it is still
an open cover.
3. A set is compact if every open cover of it has a nite subcover.

Proposition 1.3.16 Let K C. The follwoing are equivalent:

1. K is closed and bounded.
2. Every sequence in K has a convergent subsequence whose limits
is in K.
3. K is compact.
Proof: In real analysis courses.

Proposition 1.3.17 A continuous image of a compact set is compact.

Proof: Easy.
complanal.tex; December 8, 2009; 12:32; p. 19
18 CHAPTER 1. ANALYTIC FUNCTIONS

Theorem 1.3.1 Extreme value Theorem. Let K C be compact and

f : K R be continuous. Then f attains maximum and minimum
values.
Proof: Easy.

Lemma 1.3.1 Distance Lemma. Let A, K C be two disjoint sets.

Suppose that K is compact and A is closed. Then the distance d(K, A) >
0. That is, there is > 0 such that for any z K and w A, z w > .
Proof: Do.

1.3.7 Uniform Continuity

Denition 1.3.12 Let A C and f : A C. Then f is uniformly

continuous on A if for any > 0 there is > 0 such that for any
z, w A,
if z w < , then f (z) f (w) < .

Proposition 1.3.18 A continuous function on a compact set is uni-

formly continuous.
Proof:

complanal.tex; December 8, 2009; 12:32; p. 20

1.3. CONTINUOUS FUNCTIONS 19
1.3.8 Path Covering Lemma

Lemma 1.3.2 Path-Covering Lemma. Let a, b R and G C be an

open set. Let : [a, b] G be a continuous path. Then there is > 0
and a partition of [a, b], t
0
< t
1
< < t
n
with t
0
= a and t
n
= b, such
that
1. D((t
k
); ) G,
2. (t) D((t
k
); ) for t [t
k
1
, t
k+1
] and k = 1, . . . , n 1,
3. (t) D((t
0
); ) for t [t
0
, t
1
],
4. (t) D((t
n
); ) for t [t
n1
, t
n
].
Proof: Do.

1.3.9 Riemann Sphere and Point at Innity

The extended complex plane,

C, is obtained by adding the point at innity,
, to C,

C = C .
Limits at innity.
A point is close to innity if it lies outside a suciently large circle.
The limit lim
z
f (z) = a means that for any > 0 there is a R > 0 such
that if z > R then f (z) a < .
The limit lim
zz
0
f (z) = means that for any R > 0 there is a > 0 such
that if z z
0
< then f (z) > R.
The limit lim
n
z
n
= means that for any R > 0 there is a N Z
+
such
that if n N then z
n
> R.
Riemann sphere and stereographic projection.
S and

C are compact.
Exercises: 1.4[3,5,11,12,14,16,17,20,23,24]
complanal.tex; December 8, 2009; 12:32; p. 21
20 CHAPTER 1. ANALYTIC FUNCTIONS
1.4 Analytic Functions

Denition 1.4.1 Let A C be an open set and f : A C.

1. Let z
0
A. Then f is dierentiable at z
0
if the limit (called the
derivative)
f

(z
0
) = lim
zz
0
f (z) f (z
0
)
z z
0
exists.
2. The function f is analytic (or holomorphic) on A it is is dier-
entiable at every point in A.
3. The function f is analytic at z
0
if it is analytic in a neighborhood
of z
0
.
4. A function analytic on the whole complex plane is called entire.
Remarks. A dierentiable function must be continuous. However, a con-
tinuous function does not have to be dierentiable.

Proposition 1.4.1 Let A C be an open set, f : A C, and z

0
A.
Suppose that f is dierentiable at z
0
. Then f is continuous at z
0
.
Proof: Easy.

A polynomial of degree n is a function P : C C of the form

P(z) =
n

k=0
a
k
z
k
,
where a
k
C.
Let P and Q be two polynomials. Let A = z C Q(z) 0 be an open set
that is the complement of the set of roots of the polynomial Q. A rational
function is a function R : A C of the form
R(z) =
P(z)
Q(z)
.
complanal.tex; December 8, 2009; 12:32; p. 22
1.4. ANALYTIC FUNCTIONS 21

Proposition 1.4.2 Let A C be an open set, f , g, h : A C be

analytic on A, and a, b R. Suppose that h(z) 0 for any z A. Then
the functions (a f + bg), f g and f /g are analytic on A and z C
(a f + bg)

(z) = af

(z) + bg

(z) ,
( f g)

(z) = f

(z)g(z) + f (z)g

(z) ,
( f /h)

(z) =
f

(z)h(z) + f (z)h

(z)
[h(z)]
2
.
Proof: Easy.

Proposition 1.4.3
1. Every polynomial is an entire function.
2. Every rational function is analytic on its domain, that is, the com-
plement of the set of roots of the denominator.
Proof: Easy.

The derivatives of polynomials:

d
dz
c = 0 ,
d
dz
z
n
= nz
n1
, for n 1 .

Proposition 1.4.4 Chain Rule. Let A, B C be open sets, f : A C,

g : B C. Suppose that f and g are analytic and f (A) B. Let
h = g f : A C be the composition of f and g. Then h is analytic on
A and z A
h

(z) = g

( f (z)) f

(z) .
Proof:

complanal.tex; December 8, 2009; 12:32; p. 23

22 CHAPTER 1. ANALYTIC FUNCTIONS

Proposition 1.4.5 Let A, B C be open sets, and f : A C. Let

a, b R and : (a, b) B, be a curve in B. Let B A and : (a, b)
C be the curve dened t (a, b) by (t) = f ((t)). Suppose that f is
analytic and is dierentiable. Then is also dierentiable and
d
dt
(t) = f

((t))
d
dt
(t) .
Proof: Similar.

Proposition 1.4.6 Let A C be a region (an open connected set), and

f : A C. Suppose that f is analytic on A and f

(z) = 0 for any z A.

Then f is constant on A.
Proof: Let z
1
, z
2
A. Connect them by a dierentiable path and use the
chain rule.

1.4.1 Conformal Maps.

Denition 1.4.2 Let A C be an open set and f : A C.

1. Let z
0
A. Then f is a conformal at z
0
if there exists [0, 2)
and r > 0 such that for any curve : (, ) A that is: i)
dierentiable at t = 0, ii) (0) = z
0
, and iii)

(0) 0, the curve

: (, ) C dened by (t) = f ((t)) is dierentiable at t = 0
and

(0) = re
i

(0) ,
that is,

(0) = r

(0) , arg

(0) = arg

(0) + (mod 2) .
2. The function f : A is called a conformal map if it is conformal
at every point of A.
A conformal map rotates and stretches tangent vectors to curves, that is, it
preserves angles between intersecting curves.
complanal.tex; December 8, 2009; 12:32; p. 24
1.4. ANALYTIC FUNCTIONS 23
The numbers r and are xed at the point z
0
. They should apply for any
curve.

Theorem 1.4.1 Conformal Mapping Theorem. Let A C be a open

set, z
0
A, and f : A C. Suppose that f is analytic at z
0
and
f

(z
0
) 0. Then f is conformal at z
0
.
Proof: Follows from the chain rule.

1.4.2 Cauchy-Riemann Equations

Multiple real variables. A point in R
2
is represented as a pair (x, y). It can
be also viewd as a column vector
_
x
y
_
, which can be added, multiplied by
scalar etc. A linear transformation J : R
2
R
2
is represented by a matrix
J =
_
J
11
J
12
J
21
J
22
_
acting on column vectors
_
x
y
_
by left multiplication, that is,
(J, (x, y)) =
_
J
11
J
12
J
21
J
22
_ _
x
y
_
.
Let A R
2
and f : A R
2
with f (x, y) = (u(x, y), v(x, y)). The Jacobian
matrix of f is dened by
Df =
_

x
u
y
u

x
v
y
v
_
The distance between the points (x, y) and (x
0
, y
0
) in R
2
is given by (x, y)
(x
0
, y
0
) =
_
(x x
0
)
2
+ (y y
0
)
2
.
Let (x
0
, y
0
) A. The map f is dierentiable at (x
0
, y
0
) A if there exists a
matrix (called the derivative matrix) Df (x
0
, y
0
) such that for any > 0 there
is a > 0 such that if (x, y) (x
0
, y
0
) < then
f (x, y) f (x
0
, y
0
) (Df (x
0
, y
0
), (x, y) (x
0
, y
0
)) < x, y) (x
0
, y
0
) .
complanal.tex; December 8, 2009; 12:32; p. 25
24 CHAPTER 1. ANALYTIC FUNCTIONS
If f is dierentiable, the the partial derivatives of u and v exist and the
derivative matrix is given by the Jacobian matrix.
If the partial derivatives of u and v exist and are continuous then f is dier-
entiable.

Theorem 1.4.2 Cauchy-Riemann Theorem. Let A C be an open

set, f : A C, and z
0
A. The f = u+iv is dierentiable at z
0
= x
0
+iy
0
if and only if f is dierentiable at (x
0
, y
0
) in the sense of real variables
and the functions u and v satisfy the Cauchy-Riemann equations

x
u =
y
v ,
y
u =
x
v .
Proof:

Cauchy-Riemann equations in polar form.

r
u =
1
r

v ,
r
v =
1
r

u ,
1.4.3 Inverse Functions
Real analysis. A continuously dierentiable function on an open set is
bijective and has a dierentiable inverse in a neighborhood of a point if the
Jacobian matrix is not degenerate at that point.

Theorem 1.4.3 Real Variable Inverse Function Theorem. Let A

R
2
be an open set, f : A R
2
, and (x
0
, y
0
) A. Suppose that f is
continuously dierentiable and the Jacobian matrix Df (x
0
, y
0
) is non-
degenerate. Then there is a neighborhood U of (x
0
, y
0
) and a neighbor-
hood V of f (x
0
, y
0
) such that f : U V is a bijection, f
1
: V U is
dierentiable, and
Df
1
f (x, y) = [Df (x, y)]
1
.
Proof: Advanced calculus.

complanal.tex; December 8, 2009; 12:32; p. 26

1.4. ANALYTIC FUNCTIONS 25

Theorem 1.4.4 Inverse Function Theorem. Let A C be an open

set, z
0
A, and f : A C. Suppose that f is analytic, f

is continuous
and f

(z
0
) 0. Then there is a neighborhood V of z
0
such that the
function f : U V is a bijection with analytic inverse f
1
: V U
with the derivative
d
dz
f
1
(z) =
1
f

( f
1
(z))
.
Proof: Compute [Df ]
1
by using CR equations.

The Laplacian is a partial dierential operator acting on functions on R

2
dened by
=
2
x
+
2
y
.
Let A R
2
be an open set and u : A R be a twice-dierentiable function.
Then f is harmonic if
u = 0 .
An analytic function is innitely dierentiable (show later).

Proposition 1.4.7 Let A C be an open set and f : A C. Suppose

that f is analytic on A. Then the real and the imaginary parts of f are
harmonic on A.
Proof: Use CR equations.

The real and the imaginary parts, u and v, of an analytic function f = u+iv,
are called harmonic conjugates of each other.
The level curve u(x, y) = c is smooth if grad u 0.
Let f = u + iv be analytic. The level curves u(x, y) = c
1
and v(x, y) = c
2
are
smooth if f

(z) 0.
The vector grad u is orthogonal to the level curve u(x, y) = c.

Proposition 1.4.8 Let A C be a region, f = u + iv : A C be

analytic on A. Suppose that the level curves u(x, y) = a and v(x, y) = b
denes smooth curves. Then they intersect orthogonally.
Proof: Use CR equations.

complanal.tex; December 8, 2009; 12:32; p. 27

26 CHAPTER 1. ANALYTIC FUNCTIONS

Proposition 1.4.9 Let A C be an open set, u : A R be a real-

valued function and z
0
A. Suppose that u is twice dierentiable and
harmonic on A. Then there is a neighborhood U of z
0
and an analytic
function f : U C such that u = Re f .
Proof: Exercise.

Exercises: 1.5[7,8,10,11,13,14,15,16,17,25,30,31]
complanal.tex; December 8, 2009; 12:32; p. 28
1.5. DIFFERENTIATION 27
1.5 Dierentiation
1.5.1 Exponential Function and Logarithm
Proposition 1.5.1 The exponential function f : C C dened by
f (z) = e
z
is entire and
de
z
dz
= e
z
Proof: Verify CR conditions.

Proposition 1.5.2 Let B C be a closed set dened by

B = z = x + iy x 0, y = 0
and A = C\B be its complement (which is open). The principal branch
of the logarithm is a branch on A dened by
log z = log z + i arg z ,
where < arg z < . Then log z is analytic on A and
d log z
dz
=
1
z
.
Proof: Verify CR equations.

1.5.2 Trigonometric Functions

Proposition 1.5.3 The sine and the cosine functions are entire and
d sin z
dz
= cos z ,
d cos z
dz
= sin z .
Proof: Trivial.

complanal.tex; December 8, 2009; 12:32; p. 29

28 CHAPTER 1. ANALYTIC FUNCTIONS
1.5.3 Power Function

Proposition 1.5.4 Let a C. Then the power function z z

a
= e
a log z
(dened with the principal branch of the logarithm) is analytic on the
domain of the logarithm and
dz
a
dz
= az
a1
.
Proof: Use chain rule.

1.5.4 The n-th Root Function

Proposition 1.5.5 Let n Z, n 1. Then the n-th root function

z z
1/n
= e
(log z)/n
(dened with the principal branch of the logarithm)
is analytic on the domain of the logarithm and
dz
1/n
dz
=
1
n
z
(1/n)1
.
Proof: Follows from above.

Exercises: 1.6[6,8,13,14]
complanal.tex; December 8, 2009; 12:32; p. 30
Chapter 2
Cauchy Theorem
2.1 Contour Integrals
Let h : [a, b] C. Let h(t) = u(t) + iv(t). The integral of h is dened by
_
b
a
h(t)dt =
_
b
a
u(t)dt + i
_
b
a
v(t)dt .
A continuous curve in C is a continuous map : [a, b] C. A contour
is a continuous curve. A curve is continuously dierentiable if the map
is continuously dierentiable. A curve is piecewise continuously dier-
entiable if it is continuous and consists of a nite number of continuously
dierentiable curves.
AUsually in analysis a function is called smooth if it is dierentiable in-
nitely many times. However, in this course smooth will mean coninu-
ously dierentiable. This applies to functions, curves, maps, etc.
Let A C be an open set, : [a, b] A be a smooth curve in A and
f : A C be continuous. The integral of f along is dened by
_

f (z)dz =
_
b
a
f ((t))
d(t)
dt
dt .
If is a closed curve the integral is denoted by
_

f (z)dz .
29
30 CHAPTER 2. CAUCHY THEOREM
Let P, Q : A R be real valued functions of two variables. Then the line
integral along is dened by
_

P(x, y)dx + Q(x, y)dy =

_
b
a
_
P(x(t), y(t))
dx
dt
+ Q(x(t), y(t))
dy
dt
_
dt .

Proposition 2.1.1 Let A C be an open set, : [a, b] A be a

smooth curve in A and f : A C be continuous. Let f (z) = u(x, y) +
iv(x, y). Then
_

f (z)dz =
_

[u(x, y)dx v(x, y)dy] + i

_

[u(x, y)dy + v(x, y)dx]

Proof: Easy.

Let : [a, b] C be a curve. The opposite curve : [a, b] C is

dened by
()(t) = (a + b t) .
It is the same curve traversed in the opposite direction.
The zero curve at the point z
0
is the curve
0
: [a, b] C dened by

0
(t) = z
0
for any t. It is just the point z
0
itself.
Let
1
: [a, b] C and
2
: [b, c] C be two curves. The sum of two
curves is the curve (
1
+
2
) : [a, c] C dened by
(
1
+
2
)(t) =
_

1
(t) if a t b

2
(t) if b t c
complanal.tex; December 8, 2009; 12:32; p. 31
2.1. CONTOUR INTEGRALS 31

Proposition 2.1.2 Let f , g : A C be continuous, a, b C, and

1
,

2
be two piecewise smooth curves. Then
1.
_

(af + bg) = a
_

f + b
_

g ,
2.
_

=
_

f ,
3.
_

1
+
2
f =
_

1
f +
_

2
f
Proof: Easy.

Let : [a, b] C be a piecewise smooth curve. A curve : [c, d] C is

a reparametrization of if there is a smooth function : [a, b] [c, d]
such that

(t) > 0, (a) = c, (b) = d, and (t) = ((t)).

Proposition 2.1.3 Let A C be an open set, : [a, b] A be a

smooth curve in A and f : A C be continuous. Then
_

f =
_

f
Proof: Easy.

The arc length of the curve : [a, b] C is dened by

l() =
_
b
a

d
dt

dt .
More generally, we dene the integral
_

f (z) dz =
_
b
a
f ((t))

d
dt

dt .
Then
l() =
_

dz
complanal.tex; December 8, 2009; 12:32; p. 32
32 CHAPTER 2. CAUCHY THEOREM

Proposition 2.1.4 Let A C be an open set, : [a, b] A be a

smooth curve in A and f : A C be continuous. Then

f dz
In particular, suppose that there is M 0 such that for any z on the
curve there holds f (z) M. Then

Ml() .
Proof:

Theorem 2.1.1 Fundamental Theorem of Calculus for Contour In-

tegrals. Let A C be an open set, : [a, b] A be a smooth curve in
A and F : A C be analytic in A. Then
_

dF
dz
dz = F((b)) F((0))
In particular, if is a closed curve then
_

dF
dz
dz = 0
Proof:

Proposition 2.1.5 Let A C be an open connected set, and F : A

C be analytic in A such that F

(z) = 0 for any z A. Then F is constant

on A.
Proof:

complanal.tex; December 8, 2009; 12:32; p. 33

2.1. CONTOUR INTEGRALS 33

Theorem 2.1.2 Path Independece Theorem. Let A C be an open

connected set, and f : A C be continuous on A. Then the following
are equivalent:
1. Integrals of f are path independent.
2. Integrals of f around closed curves are equal to zero.
3. There is an antiderivative F for f on A such that F

= f .
Proof:

Exercises: 2.1[3,5,7,8,12,13,14]
complanal.tex; December 8, 2009; 12:32; p. 34
34 CHAPTER 2. CAUCHY THEOREM
2.2 Cauchy Theorem
A continuous curve is simple if it does not have self-intersection (except
possibly the endpoints). A simple closed curve is called a loop.
Let A be an open set, z
1
and z
2
be two points in A and
1
,
2
: [0, 1] A
be two continuous curves in A connecting the points z
1
and z
2
such that

1
(0) =
2
(0) = z
1
and
1
(1) =
2
(1) = z
2
. Then
1
is homotopic with xed
endpoints to
2
in A if there is a continuous functions H : [0, 1][0, 1] A,
such that: H(0, t) =
1
(t), H(1, t) =
2
(t), H(s, 0) = z
1
and H(s, 1) = z
2
.
For a xed s the
s
(t) = H(s, t) is a continuous one-parameter family of
continuous curves.
A homotopy H : [0, 1] [0, 1] A is smooth if H(s, t) is smooth function
of both s and t.
Two homotopic closed curves
1
and
2
are just called homotopic as closed
curves in A. That is, the loop
1
can be continuously deformed to the loop

2
.
A loop in A is contractible if it is homotopic to a point (zero loop) in A,
that is, it can be deformed to a point.
Let A C be an open set. Then A is simply connected if A is connected
and every loop in A is contractible. A simply connected region does not
have any holes.

Theorem 2.2.1 Greens Theorem. Let A be a simply connected region

with a boundary = A that is a loop oriented counterclockwise. Let
P, Q be smooth functions dened on an open set that contains A. Then
_

[P(x, y)dx + Q(x, y)dy] =

_
A
_

x
Q(x, y)
y
P(x, y)
_
dx dy .
Proof: Vector analysis.

complanal.tex; December 8, 2009; 12:32; p. 35

2.2. CAUCHY THEOREM 35

Theorem 2.2.2 Cauchys Theorem. The integral of an analytic func-

tion in a simply connected domain along any loop is equal to zero. More
precisely, let A C be a simply connected region, be a loop in A and
f : A C be an analytic function. Then
_

f = 0 .
Proof: Use CR equations.

Theorem 2.2.3 Deformation Theorem. The integrals of an analytic

function along homotopic loops are equal to each other. More precisely,
let A C be a region, f : A C be an analytic function and
1
and
2
be two homotopic loops in A. Then
_

1
f =
_

2
f .
Proof: Use Cauchy theorem.

Theorem 2.2.4 Path Independence Theorem. The integral of an an-

alytic function in a simply connected domain along any contours con-
necting two points are equal to each other. More precisely, let A C be
a simply connected region, f : A C be an analytic function,
1
and

2
be two contours in A connecting the points z
1
and z
2
in A. Then
_

1
f =
_

2
f .
Proof: Use Cauchy theorem.

Theorem 2.2.5 Antiderivative Theorem. An analytic function on a

simply connected domain has an antiderivative. More precisely, let A
C be a simply connected region, f : A C be an analytic function.
Then there is a function F : A C such that F

(z) = f (z) for any z A.

Proof: Use path independence theorem.

complanal.tex; December 8, 2009; 12:32; p. 36

36 CHAPTER 2. CAUCHY THEOREM

Proposition 2.2.1 Let A C be a simply connected region not con-

taining 0. Then there is an analytic function F : A C (called a
branch of the logarithm) such that exp[F(z)] = z. This function is
unique modulo 2i.
Proof: In the book.

Exercises: 2.2[2,4,5,9,11]
complanal.tex; December 8, 2009; 12:32; p. 37
2.3. CAUCHY INTEGRAL FORMULA 37
2.3 Cauchy Integral Formula
Example. Let z
0
C and be a loop (without selfcrossings) not passing
through z
0
. Then
1
2i
_

dz
z z
0
=
_

_
1 if z
0
is inside and is traversed counterclockwise around z
0
1 if z
0
is inside and is traversed clockwise around z
0
0 if z
0
is outside
Let z
0
C and be a closed curve not passing through . Then the index
(or winding number) of with respect to z
0
is dened by
I(; z
0
) =
1
2i
_

dz
z z
0
.

Proposition 2.3.1
1. The index of a closed curve counts the number of times the curve
winds around the point. More precisely, let z
0
C, : [0, 2n]
C be the circle of radius r around z
0
, (t) = z
0
+re
it
and gamma :
[0, 2n] C, ()(t) = z
0
+ re
it
, be the opposite curve. Then
I(; z
0
) = I(; z
0
) = n .
2. Indices of homotopic curves are equal. More precisely, let z
0
C
and
1
and
2
be two homotopic curves in C \ z
0
not passing
through z
0
. Then
I(
1
; z
0
) = I(
2
; z
0
) .
Proof: Easy.

Proposition 2.3.2 The index of a curve is an integer. More precisely,

let z
0
C and : [a, b] C be a smooth closed curve not passing
through z
0
. Then I(; z
0
) is an integer.
Proof: Use change of variables.

complanal.tex; December 8, 2009; 12:32; p. 38

38 CHAPTER 2. CAUCHY THEOREM

Proposition 2.3.3 Cauchys Integral Formula. Let A be a region,

z
0
A, be a closed contractible curve in A not passing through z
0
,
and f : A C be analytic on A. Then
1
2i
_

dz
f (z)
z z
0
= I(; z
0
) f (z
0
) .
In particular, if is a loop and z
0
is inside then
1
2i
_

dz
f (z)
z z
0
= f (z
0
) .
Proof:
1. Let
g(z) =
f (z) f (z
0
)
z z
0
if z z
0
and g(z
0
) = f

(z
0
).
2. Then g is analytic except at z
0
and is continuous at z
0
.
3. Therefore
_

g = 0.
4. The statement follows.

Theorem 2.3.1 Dierentiability of Cauchy Integrals. Let A be a

region, be a curve in A, z be a point not on , and f : A C be
continuous on A. Let F : C \ ([a, b]) be a function dened by
F(z) =
1
2i
_

d
f ()
z
.
Then F is analytic on C \ ([a, b]).
Moreover, F is innitely dierentiable with the kth derivative given by
F
(k)
(z) =
k!
2i
_

d
f ()
( z)
k+1
,
for k = 1, 2, . . . .
Proof:

complanal.tex; December 8, 2009; 12:32; p. 39

2.3. CAUCHY INTEGRAL FORMULA 39

Theorem 2.3.2 Cauchys Integral Formula for Derivatives. Let A

be a region, z
0
A, be a closed contractible curve in A not passing
through z
0
, and f : A C be analytic on A. Then f is innitely
dierentiable and
k!
2i
_

dz
f (z)
(z z
0
)
k+1
= I(; z
0
) f
(k)
(z
0
) .
In particular, if is a loop and z
0
is inside then
k!
2i
_

dz
f (z)
(z z
0
)
k+1
= f
(k)
(z
0
) .
Proof: Follows from above.

Theorem 2.3.3 Cauchys Inequalities. Let A be a region, z

0
A, be
a circle of radius R centered at z
0
such that the whole disk z z
0
< R
lies in A, and f : A C be analytic on A such that for all z ,
f (z) M for some M > 0. Then for any k = 0, 1, 2, . . .

f
(k)
(z
0
)

k!
R
k
M .
Proof: Follows from Cauchy integral formula.

Theorem 2.3.4 Liouville Theorem. An entire bounded function is

constant. More precisely, let f : C C be an entire function such that
for any z C, f (z) M for some M.
Proof: Follows from above.

Theorem 2.3.5 Fundamental Theorem of Algebra. Every non-

constant polynomial has at leat one root. More precisely, let n 1,
a
0
, . . . , a
n
C, a
n
0 and P(z) =
_
n
k=0
a
k
z
k
. Then there exists z
0
C
such that P(z
0
) = 0.
Proof: Use Liouville theorem.

complanal.tex; December 8, 2009; 12:32; p. 40

40 CHAPTER 2. CAUCHY THEOREM

Theorem 2.3.6 Moreras Theorem. Let f : A C be a continuous

function such that
_

f = 0 for every closed curve in A. Then f is

analytic on A and has an analytic antiderivative on A, that is, f = F

for some analytic function F.

Proof:

Corollary 2.3.1 LetA be a region, z

0
A and f : A C be continu-
ous on A and analytic on A \ z
0
. Then f is analytic on A.
Proof:

Exercises: 2.4[5,6,8,13,16,17,21]
complanal.tex; December 8, 2009; 12:32; p. 41
2.4. MAXIMUMMODULUS THEOREMANDHARMONMICFUNCTIONS41
2.4 Maximum Modulus Theorem and Harmonmic
Functions
2.4.1 Maximum Modulus Theorem

Proposition 2.4.1 Mean value Property. Let A be a simply connected

region, z
0
A, and be a circle (in A) of radius r centered at z
0
. Let
f : A CC be analytic. Then
f (z
0
) =
1
2
_
2
0
d f (z
0
+ re
i
) .
Proof: Use Cauchy formula.

Theorem 2.4.1 Local Maximum Modulus Theorem. Let A be a re-

gion, z
0
A, and f : A C be analytic on A. Suppose that the
modulus f has a relative maximum at z
0
. Then f is constant in some
neighborhood of z
0
.
Proof:
1. Assume f (z) f (z
0
) for any z in a disk around z
0
.
2. Then there is no point z
1
such that f (z
1
) < f (z
0
).
3. So, f (z) = f (z
0
) for any z.
4. Thus f is constant.
5. Then by using CR equations show that f is constant,

Let A be a set. A point z A is an interior point of A it A contains a

neighborhood of z. A point z is an exterior point of A if the complement
C \ A contains a neighborhood of A (that is, if z is an interior point of the
complemenet). A point z is a boundary point of A if it is neigher interior
nor exterior. The set of all interior points of A is the interior of A, denoted
by int(A). The set of all exterior points of A is the exterior of A, denoted by
ext(A). The set of all boundary points of A is the boundary of A, denoted
by A. The closure of the set A is the set cl(A) = A A.
complanal.tex; December 8, 2009; 12:32; p. 42
42 CHAPTER 2. CAUCHY THEOREM

Denition 2.4.1
1. Let A be a set. The closure of the set A is the set

A (or cl(A))
consisting of A together with all limit points of A (that is, the
limits of all converging sequences in A).
2. The boundary of A is the set A dened by
A = cl(A) cl(C \ A) ,
so that cl(A) = A A.

Proposition 2.4.2 Let A, B C.

1. Ever set is a subset of its closure, that is, A cl(A).
2. The closure of any set is closed, that is, cl(A) is closed.
3. The interior of any set is open, that is, int(A) is open.
4. A set is closed if and only if it coincides with its closure. That is,
the set A is closed if and only if A = cl(A).
5. A set is open if and only if it coincides with its interior. That is,
the set A is open if and only if A = int(A).
6. A closed set contains the closure of all its subsets. That is, if
A B and B is closed, then cl(A) B.
Proof:

Theorem 2.4.2 Maximum Modulus Principle. Let B and f : B C

be analytic. Let A B be a closed bounded connected region in B.
Then the modulus f has a maximum value on A, which is attained on
the boundary of A. If it is also attained in the interior of A, then f is
constant on A.
Proof:

complanal.tex; December 8, 2009; 12:32; p. 43

2.4. MAXIMUMMODULUS THEOREMANDHARMONMICFUNCTIONS43

Lemma 2.4.1 Schwarz Lemma. Let A = D(0; 1) be the open unit disk
centered at the origin, f : A C be analytic. Suppose that f (0) = 0
and f (z) 1 for any z A. Then:
1. f

(0) 1 and f (z) z for any z A.

2. If f

(0) = 1 or if there is a point z

0
0 such that f (z
0
) = z
0
,
then f (z) = cz for all z A with some constant c such that c = 1.

Lemma 2.4.2 Lindel of Principle. Let A = D(0; 1) be the open unit

disk centered at the origin, f : A f (A), g : A g(A) be analytic.
Suppose that g is a bijection, f (A) g(A), f (0) = g(0). Then:
1. f

(0) g

(0) and f (z) z for any z A.

2. The image of an open disk D(0, r) of radius r < 1 centered at 0
under f is contained in its image under g, that is, f (D(0, r))
g(D(0, r)).
Proof:

2.4.2 Harmonic Functions

Proposition 2.4.3 Let A be a region, u C

2
(A) be a harmonic function
in A. Then:
1. u C

(A).
2. For any z
0
A there is a neighborhood V of z
0
and an analytic
function f : V C such that u = Re f .
3. If A is simply connected then there is an analytic function g : A
C such that u = Re g.
Proof: By construction.

If f = u + iv is analytic, then u and v are harmonic conjugates.

complanal.tex; December 8, 2009; 12:32; p. 44
44 CHAPTER 2. CAUCHY THEOREM

Theorem 2.4.3 Mean Value Property for Harmonic Functions. Let

A be a simply connected region, z
0
= x
0
+ iy
0
A such that A contains
the circle of radius r centered at z
0
, and u be aharmonix function on A.
Then
u(x
0
, y
0
) =
1
2
_
2
0
d u(x
0
+ r cos , y
0
+ r sin ) .
Proof:

Theorem 2.4.4 Local Maximum Principle for Harmonic Func-

tions. Let A be a region, u : A R be harmonic on A. Suppose that u
has a relative maximum at z
0
A. Then u is constant in a neighborhood
of z
0
.
Proof:

Theorem 2.4.5 Global Maximum Principle for Harmonic Func-

tions. Let B and u : B R be continuous harmonic function. Let
A B be a closed bounded connected region in B and M be the max-
imum of u on the boundary of A and m be the minimum of u on the
boundary of A.. Then:
1. m u(x, y) M for all (x, y) A.
2. If u(x, y) = M for some interior point (x, y) A or if u(x, y) = m
for some interior point (x, y) A, then u is constant on A.
Proof:

2.4.3 Dirichlet Boundary Value Problem

Theorem 2.4.6 Uniqueness of Solution of Dirichlet Problem. Let A

be a closed bounded region and u
0
: A R be a continuous function
on the boundary of A. If there is a continuous function u : A R that is
harmonic in the interior of A and equals u
0
on the boundary of A, then
it is unique.
Proof:
complanal.tex; December 8, 2009; 12:32; p. 45
2.4. MAXIMUMMODULUS THEOREMANDHARMONMICFUNCTIONS45

Theorem 2.4.7 Poissons Formula. Let D(0; r) be an open disk of

radius r centered at the origin and A = cl(D(0; r)) be its closure. Let
u : A R be a continuous function that is harmonic in the interior of
A. Then for < r and any
u(e
i
) =
r
2

2
2
_
2
0
d
u(re
i
)
r
2
2r cos( ) +
2
.
Alternatively, let = A be the circle of radius r centered at the origin.
Then for any z A
u(z) =
1
2
_

d u()
r
2
z
2
z
2
=
1
2
_
2
0
d u(re
i
)
r
2
z
2
re
i
z
2
Proof:

Exercises: 2.5[1,6,7,10,12,18]
complanal.tex; December 8, 2009; 12:32; p. 46
46 CHAPTER 2. CAUCHY THEOREM
complanal.tex; December 8, 2009; 12:32; p. 47
Chapter 3
Series Representation of Analytic
Functions
3.1 Series of Analytic Functions

Denition 3.1.1
1. Let (z
n
) be a sequence in Cand z
0
C. The sequence z
n
converges
to z
0
(denoted by z
n
z
0
, or limz
n
= z
0
) if for any > 0 there is
N Z
+
such that for any n Z
+
if n N, then z
n
z
0
< .
2. Let
_

k=1
a
k
be a series and (s
n
) be the corresponding sequence
of partial sums dened by s
n
=
_
n
k=1
a
k
, and S C. The series
_

k=1
a
k
converges to S (denoted by
_

k=1
a
k
= S ) if s
n
S .
The limit of a convergent sequence is unique.
A sequence (z
n
) is Cauchy if for any > 0 there is N Z
+
such that for any
n, m Z
+
if n, m N, then z
n
z
m
< .
A sequence converges if and only if it is Cauchy.
47
48 CHAPTER 3. SERIES REPRESENTATION OF ANALYTIC FUNCTIONS
Cauchy Criterion for Series. A series
_

k=1
a
k
converges if and only if for
any > 0 there is N Z
+
such that: for any n, m Z
+
if n, m N, then s
n
s
m
< ,
or
if n N, then

n+m

k=n+1
a
k

< ,
In particular, if the series
_

k=1
a
k
converges, then the sequence (a
k
) con-
verges to zero, a
k
0.
A series
_

k=1
a
k
converges absolutely if the series
_

k=1
a
k
converges.
Proposition 3.1.1 If a series converges absolutely, then it converges.
Proof:

Proposition 3.1.2 Tests for Convergence.

1. Geometric series. If r < 1, then

k=0
r
k
=
1
1 r
.
If r 1, then
_

k=0
r
k
diverges.
2. Comparison test. If the series
_

k=1
b
k
converges and 0 a
k

b
k
, then the series
_

k=1
a
k
converges. If the series
_

k=1
c
k
diverges
and 0 c
k
d
k
, then the series
_

k=1
d
k
diverges.
3. p-series. If p > 1, then the series
_

k=1
k
p
converges. If p 1,
then
_

k=1
k
p
diverges to .
4. Ratio test. Suppose that lim
n

a
n+1
a
n

= L exist. If L < 1, then

_

k=1
a
k
converges absolutely. If L > 1, then
_

k=1
c
k
diverges. if
L = 1, then the test is inconclusive.
5. Root test. Suppose that lim
n
a
n

1/n
= L exist. If L < 1, then
_

k=1
a
k
converges absolutely. If L > 1, then
_

k=1
c
k
diverges. if
L = 1, then the test is inconclusive.
complanal.tex; December 8, 2009; 12:32; p. 48
3.1. SERIES OF ANALYTIC FUNCTIONS 49
Proof: In calculus.

Let A be a set and f

n
: A C be a sequence of functions on A. The
sequence ( f
n
) converges pointwise if it converges for any point z A.

Denition 3.1.2 Uniform Convergence. Let A be a set, f : A C,

and f
n
: A C be a sequence of functions on A. The sequence ( f
n
)
converges uniformly to f (denoted by f
n
f uniformly on A) if for
any > 0 there is an N Z
+
such that for any n Z
+
and any z A
if n N, then f
n
(z) f (z) < .
Similarly a series
_

k=1
g
n
converges uniformly on A if the sequence of par-
tial sums converges uniformly.
Uniform convergence implies pointwise convergence.

Theorem 3.1.1 Cauchy Criterion. Let A C, and g

n
, f
n
: A C be
sequences of functions on A.
1. Then f
n
converges uniformly if and only if for any > 0 there is
N Z
+
such that for any n, m Z
+
, and any z A
if n N, then f
n
(z) f
n+m
(z) < .
2. The series
_

k=1
g
n
converges uniformly on A if and only if for any
> 0 there is N Z
+
such that for any n, m Z
+
, and any z A
if n N, then

n+m

k=n+1
g
k
(z)

< .
Proof:

complanal.tex; December 8, 2009; 12:32; p. 49

50 CHAPTER 3. SERIES REPRESENTATION OF ANALYTIC FUNCTIONS

Proposition 3.1.3
1. The limit of a uniformly convergent sequence of continuous func-
tions is continuous. Let A C, f : A C and f
n
: A C be
a sequence of functions on A. Suppose that all functions f
n
are
continuous on A and f
n
f uniformly on A. Then the function f
is continuous on A.
2. The sum of a uniformly convergent series of continuous functions
is continuous. That is, if g =
_

k=1
g
k
uniformly on A and g
k
are
continuous on A then g is continuous on A.
Proof:

Theorem 3.1.2 Weierstrass M Test. Let A C and g

n
: A C. Let
M
n
be a sequence in R such that:
1. g
n
(z) M for any z A,
2.
_

k=1
M
k
converges.
Then the series
_

k=1
g
k
converges absolutely and uniformly on A.
Proof: By Cauchy criterion.

Theorem 3.1.3 Analytic Convergence Theorem.

1. Let A be an open set, f : A C, f
n
: A C be a sequence
of functions on A. Suppose that f
n
are analytic on A and f
n

f uniformly on every closed disk D contained in A. Then f is
analytic on A. Moreover, f

n
f

uniformly on every closed disk

in A.
2. Let A be an open set, g : A C, g
n
: A C be a sequence
of functions on A. Suppose that g
n
are analytic on A and g =
_

k=1
g
k
uniformly on every closed disk D contained in A. Then
g is analytic on A. Moreover, g

=
_

k=1
g

k
uniformly on every
closed disk in A.
Proof:

complanal.tex; December 8, 2009; 12:32; p. 50

3.1. SERIES OF ANALYTIC FUNCTIONS 51

Proposition 3.1.4 Let A be a region, : [a, b] A be a curve in A,

f : A C, and f
n
: A C. Suppose that f
n
are continuous on the
curve ([a, b]) and f
n
f uniformly on ([a, b]). Then
_

f
n

_

f .
Similarly, if the series
_

k=1
g
k
converges uniformly on , then
_

k=1
g
k
=

k=1
_
g
k
.
Proof:

Exercises: 3.1[2,4,5,12,19]
complanal.tex; December 8, 2009; 12:32; p. 51
52 CHAPTER 3. SERIES REPRESENTATION OF ANALYTIC FUNCTIONS
3.2 Power Series and Taylor Theorem
A power series is a series of the form

k=0
a
k
(z z
0
)
k
.

Lemma 3.2.1 Abel-Weierstrass Lemma. Let (a

n
)

n=1
C and r
0
, M
R such that a
n
r
n
0
M for any n Z
+
. Then for any r such that 0 r <
r
0
the series
_

k=0
a
k
(z z
0
)
k
converges uniformly and absolutely on the
closed disk cl(D(z
0
, r)) = z C z z
0
r.
Proof:

Theorem 3.2.1 Power Series Convergence Theorem.

Let
_

k=0
a
k
(z z
0
)
k
be a power series.
1. There is a unique real number R 0, (which can also be ),
called the radius of convergence, such that the series converges
on the open disk D(z
0
, R) = z C z z
0
< R of ra-
dius R centered at z
0
and diverges in the exterior of this disk
ext(D(z
0
, R)) = z C z z
0
> R.
2. The convergence is uniform and absolute on any closed disk
cl(D(z
0
, r)) = z C z z
0
r of radius r smaller than R,
r < R.
3. The series may diverge or converge on the boundary D(z
0
, R) of
the disk, i.e. the circle z z
0
= R, called the circle of conver-
gence. There is a least one point on this circle such that the series
diverges.
Proof:

Theorem 3.2.2 Analyticity of Power Series. Every power series is

analytic inside its circle of convergence.
Proof:

complanal.tex; December 8, 2009; 12:32; p. 52

3.2. POWER SERIES AND TAYLOR THEOREM 53

Theorem 3.2.3 Dierentiation of Power Series. Let

_

k=0
a
k
(z z
0
)
k
be a power series and A be the inside of its circle of convergence. Let
f : A C be the analytic function dened by
f (z) =

k=0
a
k
(z z
0
)
k
.
1. Then for any z A
f

(z) =

k=1
ka
k
(z z
0
)
k1
=

k=0
(k + 1)a
k+1
(z z
0
)
k
.
2. Moreover, for any k = 0, 1, . . . ,
a
k
=
f
(k)
(z
0
)
k!
,
and, therefore,
f (z) =

k=0
f
(k)
(z
0
)
k!
(z z
0
)
k
.
This series is called the Taylor series of f around z
0
.
Proof:

Theorem 3.2.4 Uniqueness of Power Series. Power series expan-

sions around the same point are unique.
Proof:

Proposition 3.2.1 Let

_

k=0
a
k
(z z
0
)
k
be a power series.
1. Ratio test.
R = lim
n

a
n
a
n+1

.
2. Root test.
R = lim
n
a
n

1/n
.
complanal.tex; December 8, 2009; 12:32; p. 53
54 CHAPTER 3. SERIES REPRESENTATION OF ANALYTIC FUNCTIONS
Proof:

Theorem 3.2.5 Taylors Theorem. Let A be an open set and f : A

C be analytic on A. Let z
0
A and A

= D(z
0
, ) be the open disk of
radius around z
0
. Let r be the largest value of the radius such that
A
r
A. Then for every z A
r
the series
f (z) =

k=0
f
(k)
(z
0
)
k!
(z z
0
)
k
converges.
1.
Proof:

Corollary 3.2.1 Let A be an open set and f : A C be analytic

on A. Then f is analytic on A if and only if for each point z
0
A the
Taylor series of f around z
0
has a non-zero radius of convergence and
f is equal to the sum of that series.
Proof:

Let A be an open set, z

0
A and f : A C be analytic on A. We say that f
has a zero of order n at z
0
if
f
(k)
(z
0
) = 0 for k = 0, 1, . . . , (n 1), and f
(n)
(z
0
) 0 .
If f has a zero of order n at z
0
then
f (z) = (z z
0
)
n
g(z) ,
for some analytic function g such that g does not have zero at z
0
, g(z
0
) 0.
If a function f has a zero at z
0
and does not have zeroes in a neighborhood
of z
0
then the zero of f is called isolated.

Proposition 3.2.2 Let A be an open set and f : A C be analytic

on A. Suppose that f has a zero at a point z
0
A. Then either f is
identically zero or f has an isolated zero of some order n at z
0
.
complanal.tex; December 8, 2009; 12:32; p. 54
3.2. POWER SERIES AND TAYLOR THEOREM 55
Proof:

Proposition 3.2.3 Local Isolation of Zeroes. Let A be an open set,

z
0
A, and f : A C be analytic on A. Let z
k
be a sequence of zeroes
of f in A converging to z
0
, z
k
z
0
. Then f is identically zero in A.
Proof:

Exercises: 3.2[1c,2b,2d,12,17,22]
complanal.tex; December 8, 2009; 12:32; p. 55
56 CHAPTER 3. SERIES REPRESENTATION OF ANALYTIC FUNCTIONS
3.3 Laurent Series and Classication of Singulari-
ties

Theorem 3.3.1 Laurent Expansion. Let 0 r

1
< r
2
, z
0
C, and
A = z C r
1
< z z
0
< r
2
. (It is possible that r
1
= 0 and r
2
= ).
Let f : A C be an analytic function. Then:
1. There is an expansion (called Laurent series around z
0
in A)
f (z) =

n=
a
n
(z z
0
)
n
.
2. The series converges absolutely on A and uniformly on every set
B = z C
1
z z
0

2
with r
1
<
1
<
2
< r
2
.
3. The coecients are given by
a
n
=
1
2i
_

d
f (z)
(z z
0
)
n+1
, n Z,
where is a circle centered at z
0
of radius r with r
1
< r < r
2
.
4. The Laurent series is unique.
Proof:

The Laurent series can also be written in the form

f (z) =

n=0
a
n
(z z
0
)
n
+

k=1
a
k
(z z
0
)
k
.
Example.
complanal.tex; December 8, 2009; 12:32; p. 56
3.3. LAURENT SERIES AND CLASSIFICATION OF SINGULARITIES 57

Denition 3.3.1 Let A be a region and z

0
A. Let f be a function and
a
n
be the coecients of the Laurent series around z
0
.
1. If f if f is analytic on a deleted neighborhood of z
0
, then z
0
is
called an isolated singularity.
2. If there are only a nite number of coecients a
n
with negative n,
then z
0
is a pole of f . The order of the pole is the largest integer
k such that b
k
0. A pole of order one is called a simple pole.
3. If there are innitely many coecients a
n
with negative n, then z
0
is called an essential singularity.
4. The coecient a
1
is called the residue of f at z
0
.
5. If a
n
= 0 for any negative n, then z
0
is called removable singu-
larity.
6. If the only singularities of a function f are poles, then f is called
meromorphic.
7. If z
0
is a pole of order k, then the principal part of f at z
0
is
k

n=0
a
n
(z z
0
)
n
=
a
k
(z z
0
)
k
+ +
a
1
(z z
0
)
.
If z
0
is a removable singularity, then by dening f (z
0
) = a
0
, f becomes
analytic at z
0
.

Proposition 3.3.1 Let f be an analytic function with an isolated sin-

gularity at z
0
. Let be a circle centered at z
0
of a suciently small
radius so that f is analytic on an annulus containing . Then
a
1
=
1
2i
_

dz f (z) .
Proof:

complanal.tex; December 8, 2009; 12:32; p. 57

58 CHAPTER 3. SERIES REPRESENTATION OF ANALYTIC FUNCTIONS

Proposition 3.3.2 Let z

0
C Let f and g be analytic in a neighbor-
hood of z
0
with zeroes of order n and k respectively. Let h = f /g. Then
1. If k > n, then h has a pole of order (k n) at z
0
.
2. If k = n, then h has a removable singularity at z
0
.
3. If k < n, then h has a removable singularity at z
0
, and by dening
h(z
0
) = 0 we get an analytic function h with zero of order (n k)
at z
0
.
Proof:

Proposition 3.3.3 Let z

0
C. Let f be an analytic function with an
isolated singularity at z
0
.
1. z
0
is a removable singularity if and only if one of the following
holds:
(a) f is bounded in a deleted neighborhood of z
0
.
(b) f has a limit at z
0
.
(c) lim
zz
0
(z z
0
f (z) = 0.
2. z
0
is a simple pole if and only if lim
zz
0
(z z
0
f (z) exists and is not
equal to 0.
3. z
0
is a pole of order m (or a removable singularity) if and only if
one of the following holds
(a) There are M > 0 and k Z
+
such that for any z in a deleted
neighborhood of z
0
f (z)
M
zz
0

k
.
(b) for any k m, lim
zz
0
(z z
0
)
k+1
f (z) = 0.
(c) for any k m, lim
zz
0
(z z
0
)
k
f (z) exists.
4. z
0
is a pole of order m 1 if and only if there is an analytic
function g on a neighborhood of z
0
such that g(z
0
) 0 and for
any z z
0
f (z) =
g(z)
(z z
0
)
m
.
complanal.tex; December 8, 2009; 12:32; p. 58
3.3. LAURENT SERIES AND CLASSIFICATION OF SINGULARITIES 59
Proof:

For a simple pole the residue is equal to

a
1
= lim
zz
0
(z z
0
f (z) .

Theorem 3.3.2 Picard Theorem. Let z

0
C and U be a deleted
neighborhood of z
0
. Let f be an analytic function with an essential
singularity at z
0
. Then for all w C (except possibly one value), the
equation f (z) = w has innitely many solutions in U.
Proof:

Theorem 3.3.3 Casorati-Weierstrass Theorem Let z

0
, w C. Let f
be an analytic function with an essential singularity at z
0
. Then there is
a sequence (z
n
) in C such that z
n
z
0
and f (z
0
) w.
Proof:

Exercises: 3.3[4,7,8,10,18,19]
complanal.tex; December 8, 2009; 12:32; p. 59
60 CHAPTER 3. SERIES REPRESENTATION OF ANALYTIC FUNCTIONS
complanal.tex; December 8, 2009; 12:32; p. 60
Chapter 4
Calculus of Residues
4.1 Calculus of Residues
4.1.1 Removable Singularities
Proposition 4.1.1 Let f and g be analytic in a deleted neighborhood
of z
0
C. Suppose that f and g have zeros of the same order at z
0
. Then
the function h = f /g has a removable singularity at z
0
.
Proof:

Examples.
4.1.2 Simple Poles.

Proposition 4.1.2 Let f and g be analytic in a deleted neighborhood

of z
0
C. Suppose that f (z
0
) 0 and g

(z
0
) 0. Then the function
h = f /g has a simple pole at z
0
and
Res(h, z
0
) =
f (z
0
)
g

(z
0
)
.
Proof:

61
62 CHAPTER 4. CALCULUS OF RESIDUES

Proposition 4.1.3 Let f and g be analytic in a deleted neighborhood

of z
0
C. Suppose that f has a zero of order k at z
0
and g has a zero of
order (k + 1) at z
0
. Then the function h = f /g has a simple pole at z
0
and
Res(h, z
0
) = (k + 1)
f
(k)
(z
0
)
g
(k+1)
(z
0
)
.
Proof:

Examples.
4.1.3 Double Poles.

Proposition 4.1.4 Let f and g be analytic in a deleted neighborhood

of z
0
C. Suppose that f (z
0
) 0 and g(z
0
) = g

(z
0
) = 0 and g

(z
0
) 0.
Then the function h = f /g has a double pole at z
0
and
Res(h, z
0
) = 2
f

(z
0
)
g

(z
0
)

2
3
f (z
0
)g

(z
0
)
[g

(z
0
)]
2
.
Proof:

Proposition 4.1.5 Let f and g be analytic in a deleted neighborhood

of z
0
C. Suppose that f (z
0
) 0 and g(z
0
) = g

(z
0
) = g

(z
0
) = 0 and
g

(z
0
) 0. Then the function h = f /g has a double pole at z
0
and
Res(h, z
0
) = 3
f

(z
0
)
g

(z
0
)

3
2
f

(z
0
)g
(4)
(z
0
)
[g

(z
0
)]
2
.
Proof:

Examples.
complanal.tex; December 8, 2009; 12:32; p. 61
4.1. CALCULUS OF RESIDUES 63
4.1.4 Higher-Order Poles.

Proposition 4.1.6 Let f be analytic in a deleted neighborhood of

z
0
C. Let k be the smallest non-negative integer such that the limit
lim
zz
0
(z z
0
)
k
f (z) exists. Let be a function in the deleted neighbor-
hood of z
0
dened by (z) = (z z
0
)
k
f (z). Then f has a pole of order k
at z
0
and has a removable singularity at z
0
and
Res( f , z
0
) =

(k1)
(z
0
)
(k 1)!
.
Proof:

Proposition 4.1.7 Let f and g be analytic in a deleted neighborhood

of z
0
C. Suppose that f (z
0
) 0 and g(z
0
) = g

(z
0
) = = g
(k1)
(z
0
) =
0 and g
(k)
(z
0
) 0. Then the function h = f /g has a pole of order k at z
0
and
Res(h, z
0
) =
_
k!
g
(k)
(z
0
)
_
k
det

g
(k)
k!
0 0
f (z
0
)
0!
g
(k+1)
(k+1)!
g
(k)
k!
0
f

(z
0
)
1!
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
g
(2k1)
(2k1)!
g
(2k2)
(2k2)!

g
(k+1)
(k+1)!
g
(k1)
(z
0
)
(k1)!

Proof:

Summary.
Examples.
4.1.5 Esssential Singularities.
Exercises: 4.1[2,5,8,11,14]
complanal.tex; December 8, 2009; 12:32; p. 62
64 CHAPTER 4. CALCULUS OF RESIDUES
4.2 Residue Theorem

Theorem 4.2.1 Residue Theorem. Let A be a region and z

1
, . . . , z
n

A be n distinct points in A. Let B = A z
1
, . . . , z
n
and f : B C
be analytic with isolated singularities at z
1
, . . . , z
n
. Let be a closed
contractible curve in A that does not pass through any points z
1
, . . . , z
n
.
Then
_

dz f (z) = 2i
n

k=1
I(, z
k
)Res( f , z
k
) ,
where I(, z
k
) is the winding number of with respect to z
k
.
In particular, if is a loop traversed counterclockwise and z
1
, . . . , z
p
are
the points inside , then
_

dz f (z) = 2i
p

k=1
Res( f , z
k
) ,
Proof:

Denition 4.2.1 Let F(z) = f (1/z). Then:

1. f has a pole of order k at if F has a pole of order k at 0;
2. f has a zero of order k at if F has a zero of order k at 0;
3. The residue of f at is dened by
Res( f , ) = Res[F(z)/z
2
; 0] .
The R-neighborhood of is the set z z > R for some R > 0.

Proposition 4.2.1 Let f be analytic in a R

0
-neighborhood of innity.
Let be a suciently large circle centered at 0 with radius R, R > R
0
,
traversed once counterclockwise. Then
_

dz f (z) = 2iRes( f , ) .
Proof:
complanal.tex; December 8, 2009; 12:32; p. 63
4.2. RESIDUE THEOREM 65

Proposition 4.2.2 Let be a simple closed curve in C traversed once

counterclockwise. Let f be analytic along and have only nitely many
isolated singularities, z
1
, . . . , z
n
, outside . Then
_

dz f (z) = 2i
_

_
n

k=1
Res( f , z
k
) + Res( f , )
_

_
.
Proof:

Exercises: 4.2[4,5,7,12,15]
complanal.tex; December 8, 2009; 12:32; p. 64
66 CHAPTER 4. CALCULUS OF RESIDUES
4.3 Evaluation of Denite Integrals
4.3.1 Rational Functions of Sine and Cosine
Proposition 4.3.1 Let R(cos , sin ) be a rational function of cos
and sin for any [0, 2]. Then
_
2
0
d R(cos , sin ) = 2

z
k
<1
Res( f , z
k
) ,
where
f (z) =
1
z
R
_
1
2
_
z +
1
z
_
,
1
2
_
z
1
z
__
.
Proof:

Example.
4.3.2 Improper Integrals

Proposition 4.3.2 Let a R and f , g : [a, ) C are two complex-

valued functions of a real variable. Suppose that f (x) g(x) for any
x [a, ) and the integral
_

a
dx g(x) converges. Then the integral
_

a
dx f (x) also converges and

_

a
dx f (x)

_

a
dx g(x) .
This also holds if, formally, a = .
Proof:

Remark. The convergence of the integral

_

dx f (x) means that both

integrals
_

a
dx f (x) and
_
a

dx f (x) exist for any a, that is,

_

dx f (x) = lim
R
1
,R
2

_
R
2
R
1
dx f (x) .
complanal.tex; December 8, 2009; 12:32; p. 65
4.3. EVALUATION OF DEFINITE INTEGRALS 67
If the integral
_

dx f (x) exists then it is equal to the symmetric limit

_

dx f (x) = lim
R
_
R
R
dx f (x) .
However, the existence of this symmetric limit does not imply the conver-
gence of the integral. If this limit exists, it is called the (Cauchy) principal
value integral and denoted by P
_

, p.v.
_
, or
_
, that is, by denition,
P
_

dx f (x) = lim
R
_
R
R
dx f (x) .

Proposition 4.3.3 Let f : R C. Suppose that the limit

lim
R
1
,R
2

_
R
2
R
1
dx f (x) exists. Then the integral
_

dx f (x) exists and

_

dx f (x) = lim
R
1
,R
2

_
R
2
R
1
dx f (x) .
Proof:

Proposition 4.3.4 Let f be an function that is analytic on an open

set containing the closed upper half plane except for a nite number of
isolated singularities which do not lie on the real axis. Suppose that
there are M, R
0
> 0 and p > 1 such that for any z in the upper half
plane, if z > R
0
, then
f (z)
M
z
p
.
Then
_

dx f (x) = 2i

Imz
k
>0
Res( f , z
k
) .
Proof:

complanal.tex; December 8, 2009; 12:32; p. 66

68 CHAPTER 4. CALCULUS OF RESIDUES

Proposition 4.3.5 Let f be an function that is analytic on an open

set containing the closed lower half plane except for a nite number of
isolated singularities which do not lie on the real axis. Suppose that
there are M, R
0
> 0 and p > 1 such that for any z in the lower half
plane, if z > R
0
, then
f (z)
M
z
p
.
Then
_

dx f (x) = 2i

Imz
k
<0
Res( f , z
k
) .
Proof:

Let P
n
and Q
m
be polynomials such that m n + 2. Suppose that Q
m
does
not have any zeroes on the real line. Let f = P/Q. Then both of the above
formulas hold.
Example.
4.3.3 Fourier Transform.
Let f : R C. The Fourier transform of the function f is a function

f : R C dened by

f () =
1

2
_

dx e
ix
f (x) .
The Fourier cosine transform and Fourier sine transform are dened by

f
c
() =
1

2
_

dx cos(x) f (x) .

f
s
() =
1

2
_

dx sin(x) f (x) .
Obviously,

f =

f
c
+ i

f
s
complanal.tex; December 8, 2009; 12:32; p. 67
4.3. EVALUATION OF DEFINITE INTEGRALS 69
The inverse Fourier transform is dened by
f (x) =
1

2
_

d e
ix

f () .

Proposition 4.3.6 Let f be analytic on an open set containing the

closed upper half plane except for a nite number of isolated singular-
ities not lying on the real axis. Suppose that f (z) 0 as z in the
upper half plane, that is, for any > 0 there is R > 0 such that if z > R
in the upper half plane, then f (z) < . Then for < 0
_

dx e
ix
f (x) = 2i

Imz
k
>0
Res(e
iz
f (z), z
k
) .
Proof:

Proposition 4.3.7 Let f be analytic on an open set containing the

closed lower half plane except for a nite number of isolated singular-
ities not lying on the real axis. Suppose that f (z) 0 as z in the
lower half plane, that is, for any > 0 there is R > 0 such that if z > R
in the lower half plane, then f (z) < . Then for > 0
_

dx e
ix
f (x) = 2i

Imz
k
<0
Res(e
iz
f (z), z
k
) .
Proof:

Remark. Let P
n
and Q
m
be polynomials and m > n. Suppose that Q has no
zeros on the real axis. Let f = P/Q. Then both of the above formulas are
valid.

Lemma 4.3.1 Jordans Lemma. Let R > 0 and f be analytic outside

a semicircle z > R in the upper half plane. Suppose that f 0 as
z uniformly in the upper half plane. Let < 0 and
r
be a
semicircle of radius r > R centered at the origin in the upper half plane.
Then as r
_

r
dz e
iz
f (z) 0 .
complanal.tex; December 8, 2009; 12:32; p. 68
70 CHAPTER 4. CALCULUS OF RESIDUES
Proof: Advanced books.

Example.
4.3.4 Cauchy Principal Value
Let c (a, b). Let f : [a, b] C be continuous on [a, c) and (c, b] but not
necessarily at c. The integral integral
_
b
a
dx f (x) converges if both integrals
_
c
a
dx f (x) and
_
b
c
dx f (x) exist, that is,
_
b
a
dx f (x) = lim

1
,
2
0
__
c
1
a
dx f (x) +
_
b
c+
2
dx f (x)
_
.
If the integral
_
b
a
dx f (x) exists then it is equal to the symmetric limit
_
b
a
dx f (x) = lim
0
__
c
a
dx f (x) +
_
b
c+
dx f (x)
_
.
However, the existence of this symmetric limit does not imply the conver-
gence of the integral. If this limit exists, it is called the (Cauchy) principal
value integral and denoted by P
_

, p.v.
_
, or
_
, that is, by denition,
P
_
b
a
dx f (x) = lim
0
__
c
a
dx f (x) +
_
b
c+
dx f (x)
_
. .

Proposition 4.3.8 Let f be analytic in a deleted neighborhood of z

0
.
Suppose that f has a simple pole at z
0
. Let
r
be an arc of a circle of
radius r and angle centered at z
0
. Then as r 0
lim
r0
_

r
dz f (z) = i Res ( f , z
0
) .
Proof:

complanal.tex; December 8, 2009; 12:32; p. 69

4.3. EVALUATION OF DEFINITE INTEGRALS 71

Proposition 4.3.9 Let f be analytic on an open set containing the

closed upper (lower) half-plane except for a nite number of isolated
singularities, with the isolated singularities on the real axis being sim-
ple poles. Suppose that:
1. there are M, R
0
> 0 and p > 1 such that for any z in the upper
(lower) half-plane if z > R
0
then
f (z)
M
z
p
,
or,
2. there is < 0 ( > 0) and a function g such that f (z) = e
iz
g(z),
where g is analytic on an open set containing the closed upper
(lower) half-plane except for a nite number of isolated singular-
ities and g(z) 0 as z in the upper (lower) half-plane.
Then the principal value integral exists and
P
_

dz f (z) = 2i

upper (lower) halfplane

Res ( f , z
k
)i

real axis
Res ( f , z
k
) .
Proof:

Example.
4.3.5 Integrals with Branch Cuts
Mellin transform of a function f : [0, ) R is a function f of a complex
variable s dened by

f (s) =
_

0
dt t
s1
f (t) .
complanal.tex; December 8, 2009; 12:32; p. 70
72 CHAPTER 4. CALCULUS OF RESIDUES

Proposition 4.3.10 Let f be analytic on C except for a nite number

of isolated singularities none of which lie on the positive real axis. Let
s R such that s > 0 and s is not a positive integrer. Suppose that:
1. there are M > 0, R > 0 and p > 1 such that for any z C, if
z > R, then
z
s1
f (z)
M
z
p
.
2. there are m > 0, r > 0 and q < 1 such that for any z C, if z < r,
then
z
s1
f (z)
m
z
q
.
Let z
s1
= exp[(s 1) log z] be the branch with 0 < arg < 2. Then the
following integral converges absolutely and is equal to
_

0
dt t
s1
f (t) = [cot(s) i]

all singularities except 0

Res (z
s1
f (z), z
k
) .
Proof:

Example. Rational functions.

4.3.6 Logarithms
Example.
Exercises: 4.3[3,5,6,8,9,12,13,16,19,20b]
complanal.tex; December 8, 2009; 12:32; p. 71
4.4. EVALUATION OF INFINITE SERIES 73
4.4 Evaluation of Innite Series

Proposition 4.4.1 Summation Theorem. Let f be a function that is

analytic in a region containing the real axis. Let a
k
= f (k) , k Z. Let
G be a function that is analytic in a region containing the real axis with
simple poles at the real integers. Let g
k
= Res (G, k) , k Z. Suppose
that the series
_

k=
g
k
a
k
converges absolutely. Let =
1
+
2
, where

1
is a line above the real axis and
2
is a line below the real axis, such
that f is analytic in the strip between
1
and
2
. Suppose that
1
goes
from +i to +i and
2
goes from i to i, where > 0.
Then there holds

k=
g
k
a
k
=
1
2i
_

dz G(z) f (z) .
Proof: Let be a closed contour oriented counterclockwise enclosing the
points N
1
, . . . , 1, 0, 1, . . . , N
2
. Then
1
2i
_

dz G(z) f (z) =
N
2

k=N
1
g
k
a
k
.
As N
1
, N
2
we have and we obtain the result.

Similarly we can obtain a summation formula for the series

_

k=0
a
k
.

Proposition 4.4.2 Let f be a function that is analytic in a region con-

taining the positive real axis. Let a
k
= f (k) , k = 0, 1, 2, . . . . Let G
be a function that is analytic in a region containing the positive real
axis with simple poles at the nonnegative integers. Let g
k
= Res (G, k) ,
k = 0, 1, 2, . . . . Suppose that the series
_

k=0
g
k
a
k
converges absolutely.
Let be counter encircling the positive real axis in the counterclock-
wise direction, that is, goes from + i around 0 to i, where
> 0. Then there holds

k=0
g
k
a
k
=
1
2i
_

dz G(z) f (z) .
complanal.tex; December 8, 2009; 12:32; p. 72
74 CHAPTER 4. CALCULUS OF RESIDUES
Proof: Let be a closed contour oriented counterclockwise enclosing the
points 0, 1, . . . , N. Then
1
2i
_

dz G(z) f (z) =
N

k=0
g
k
a
k
.
As N we have and we obtain the result.

If the functions f and g are meromorphic and decrease suciently fast at

innity, then these integrals can be computed by residue calculus.
Examples.
Exercises: 4.4[1,3,4,5]
complanal.tex; December 8, 2009; 12:32; p. 73
Chapter 5
Analytic Continuation
5.1 Analytic Continuation and Riemann Surfaces
A function analytic in a domain is uniquely determined by the values in
some set with at least one limit point, such as a curve, a subdomain etc. It
does not matter how small that set is.

Lemma 5.1.1 Let A be a region in C and h : A C. Let B A be a

subset of A with a limit point. Suppose that h is analytic on A and h = 0
on B. Then h = 0 everywhere on A.
Proof: By isolation of zeros theorem or by using Taylor series.

In particular, B can be a region, a curve, a neighborhood of a point etc.

Corollary 5.1.1 Principle of Analytic Continuation. Let f , g : A

C be two analytic functions and B A be a subset of A with a limit
point. Suppose that f = g on B. Then f = g everywhere in A.
Proof: By using Taylor series.

75
76 CHAPTER 5. ANALYTIC CONTINUATION

Proposition 5.1.1 Let A

1
and A
2
be two disjoint simply connected
domains whose boundaries share a common contour . Let A = A
1

A
2
. Let f be analytic in A
1
and continuous in A
1
and g be analytic
in A
2
and continuous in A
2
. Suppose that f and g coincide on . Let
h be a function on A dened by
h(z) =
_

_
f (z), z A
1
f (z) = g(z), z
g(z), z A
2
.
Then h is analytic on A.
The function g is called the analytic continuation of the function f from
A
1
to A
2
through .
Proof: Show that for any contour C in A,
_
C
h = 0.

Proposition 5.1.2 Let A

1
and A
2
be two overlapping regions so that
A
1
A
2
. Let f : A
1
C and g : A
2
C. Suppose f = g on
A
1
A
2
. Then there is a unique analytic function h : A
1
A
2
C such
that h = f on A
1
and h = g on A
2
dened by
h(z) =
_
f (z), z A
1
g(z), z A
2
.
The function h is called the analytic continuation of the function f from
A
1
and of the function g from A
2
.
Proof: Show that for any contour C in A,
_
C
h = 0.

Examples.
Analytic continuation can be done along curves by using Taylor series.
complanal.tex; December 8, 2009; 12:32; p. 74
5.1. ANALYTIC CONTINUATION AND RIEMANN SURFACES 77

Proposition 5.1.3 Monodromy Theorem. Let A be a simply con-

nected domain and D be a disk in A. Let f be analytic in D. Suppose
that the function f can be analytically continued from D along two dis-
tinct contours
1
and
2
to functions f
1
and f
2
a point z in A. Suppose
that in the region enclosed by the contours
1
and
2
the function f
contains at most isolated singularities. Then the result of each analytic
continuation is the same, that is, f
1
(z) = f
2
(z).
Proof:

Example.
There are singularities of analytic functions that prevent analytic continua-
tion to a larger domain. Such singularities are called natural boundary, or
natural barrier.
Example. Let f be dened by
f (z) =

k=0
z
2
n
.
This series converges in the unit disk z < 1 and denes an analytic function
there. However, it cannot be analytically continued to a larger domain.
One can show that f satises the equation
f (z
2
) = f (z) z .
Therefore
f (z
4
) = f (z) z z
2
,
and, by induction,
f (z
2
m
) = f (z)
m1

k=0
z
2
k
.
Let z
m
be dened by z
2
m
m
= 1. These are roots of unity that are uniformly
spread on the unit circle. As m they form a dense set on the unit circle.
On another hand, for any z
m
, f (z
m
) = . That is, all these points are singular
points of f . Since they dense on the unit circle, f cannot be analytically
continued to any z such that z 1.
complanal.tex; December 8, 2009; 12:32; p. 75
78 CHAPTER 5. ANALYTIC CONTINUATION
Riemann Surfaces. Square root and logarithm.
Exercises: 6.1[1,2,3,4,8,11]
complanal.tex; December 8, 2009; 12:32; p. 76
5.2. ROCH

E THEOREM AND PRINCILE OF THE ARGUMENT 79

5.2 Roch e Theorem and Princile of the Argument
5.2.1 Root and Pole Counting Formulas

Proposition 5.2.1 Root-Pole Counting Theorem. Let f be an ana-

lytic function on a region A except for a nite number of poles at b
1
,
. . . , b
m
of orders p
1
, . . . , p
m
. Suppose that f has zeros at a
1
, . . . , a
n
of
orders q
1
, . . . , q
n
. Let be a closed contractible curve in A not passing
through the points A
k
and b
j
. Then
1
2i
_

f
=
n

k=1
q
k
I(, a
k
)
m

j=1
p
j
I(, b
k
) .
Proof:

Corollary 5.2.1 Let be a simple closed contractable curve. Let f be

an analytic function on a region A containing and its interior except
for a nite number of poles. Suppose that the poles and zeros of f do
not lie on . Then
1
2i
_

f
= Z P,
where Z and P are the number of zeros and poles counted with multi-
plicities inside .
Proof:

Corollary 5.2.2 Root Counting Formula. Let be a simple closed

contractable curve. Let f be an analytic function on a region A con-
taining and its interior. Let w C. Suppose that f w on . Then
N =
1
2i
_

f w
is the number of roots of the equation f (z) = w inside counted with
their multiplicities.
Proof:

complanal.tex; December 8, 2009; 12:32; p. 77

80 CHAPTER 5. ANALYTIC CONTINUATION
5.2.2 Principle of the Argument
Let z
0
C and a closed contour. Recall the denition of the winding
number (or index)
I(, z
0
) =
1
2i
_

dz
z z
0
.
The change of the argument of z as z traverses is equal to

arg z = 2I(, 0) .
Now let f be an analytic function and : [a, b] C be a closed curve. Let
us choose a branch of arg f ((t)) that varies continuously with t. Then the
change in the argument of w = f (z) as z = (t) traverses is equal to

arg f = arg[ f ((b))] arg[ f ((a))] .

Note that f ((b)) = f ((a)).
Equivalently,

f is equal to the change in the argument of z along the

image curve f , that is,

arg f = 2I( f , 0) .

Proposition 5.2.2 Principle of the Argument. Let f be an analytic

function on a region A except for a nite number of poles at b
1
, . . . , b
m
of orders p
1
, . . . , p
m
. Suppose that f has zeros at a
1
, . . . , a
n
of orders
q
1
, . . . , q
n
. Let be a closed contractible curve in A not passing through
the points A
k
and b
j
. Then

arg f = 2
_

_
n

k=1
q
k
I(, a
k
)
m

j=1
p
j
I(, b
k
)
_

_
.
In particular, if is a simple closed curve, then

arg f = 2(Z P) ,
where Z and P are the number of zeros and poles counted with multi-
plicities inside .
Proof:

complanal.tex; December 8, 2009; 12:32; p. 78

5.2. ROCH

E THEOREM AND PRINCILE OF THE ARGUMENT 81

Proposition 5.2.3 Rouch es Theorem. Let f and g be analytic on a

region A except for a nite number of poles. Suppose that f and g have
a nite number of zeros in A. Let be a closed contractible curve in A
not passing through zeros and poles of f and g. Let a
k
be the zeros of f
of order q
k
and
Z
f
=
n

k=1
q
k
I(, a
k
) ;
and let Z
g
, P
f
, P
g
be dened correspondingly for zeros and poles of
functions f and g. Suppose that on
f (z) g(z) < f (z) .
Then:
1.

arg f =

arg g ,
2.
Z
f
P
f
= Z
g
P
g
.
Proof:

Corollary 5.2.3 Let be a simple closed contractible curve. Let f

and g be analytic on a region A containing . Suppose that on
g(z) < f (z) .
Then f and f + g have the same number of zeros inside .
Proof:

5.2.3 Injective Functions

Proposition 5.2.4 Let f : A C be an analytic function. If f is

locally one-to-one, then f

0 in A. If f is globally one-to-one, then

f
1
: f (A) A is analytic function.
complanal.tex; December 8, 2009; 12:32; p. 79
82 CHAPTER 5. ANALYTIC CONTINUATION
Proof:

Proposition 5.2.5 Injection Theorem. Let f be analytic on a region

A. Let be a closed contractible contour in A. Suppose that for any
z A, I(, z) = 0 or 1. Let B A be a subset of A (the inside of )
dened by
B = z A I(, z) 0 .
Suppose that for any point w f (B)
I( f , w) = 1 .
Then f is one-to-one on B.
Proof: Let z
0
B and w
0
= f (z
0
) f (B). Then
N =
1
2i
_

(z)
f (z) w
0
dz
is the number of solutions of the equation f (z) = w
0
on B. Further,
N =
1
2i
_
f
dw
w w
0
= 1 .
Thus f is injective in B.

To show that an analytic function is injective on a region it is sucient to

show that it is injective on the boundary.
Exercises: 6.2[2,5,13,17]
complanal.tex; December 8, 2009; 12:32; p. 80
5.3. MAPPING PROPERTIES OF ANALYTIC FUNCTIONS 83
5.3 Mapping Properties of Analytic Functions
complanal.tex; December 8, 2009; 12:32; p. 81
84 Bibliography
complanal.tex; December 8, 2009; 12:32; p. 82
Bibliography
[1] J. E. Marsden and M. J. Homan, Basic Complex Analysis, Freeman, New
York, 1999
85
86 BIBLIOGRAPHY
complanal.tex; December 8, 2009; 12:32; p. 83
Answers to Exercises
87
88 Answers To Exercises
complanal.tex; December 8, 2009; 12:32; p. 84
Notation
89
90 Notation
complanal.tex; December 8, 2009; 12:32; p. 85