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Introduction to Complex Analysis - excerpts

B.V. Shabat

June 2, 2003

2

Chapter 1

The Holomorphic Functions

We begin with the description of complex numbers and their basic algebraic properties. We will assume that the reader had some previous encounters with the complex numbers and will be fairly brief, with the emphasis on some specifics that we will need later.

1 The Complex Plane

1.1 The complex numbers

We consider the setCof pairs of real numbers (x,y), or equivalently of points on the planeR2. Two vectorsz1= (x1,x2) andz2= (x2,y2) areequalif and only ifx1=x2 andy1=y2. Two vectorsz= (x,y) and ¯z= (x,-y) that are symmetric to each other with respect to thex-axis are said to becomplex conjugateto each other. We identify the vector (x,0) with a real numberx. We denote byRthe set of all real numbers (the x-axis). Exercise 1.1Show thatz= ¯zif and only ifzis a real number. We introduce now the operations of addition and multiplication onCthat turn it into a field. The sum of two complex numbers and multiplication by a real numberλ?R are defined in the same way as inR2: (x1,y1) + (x2,y2) = (x1+x2,y1+y2), λ(x,y) = (λx,λy).

Then we may write each complex numberz= (x,y) as

z=x·1+y·i=x+iy,(1.1) where we denoted the two unit vectors in the directions of thexandy-axes by1= (1,0) andi= (0,1). You have previously encountered two ways of defining a product of two vectors: the inner product (z1·z2) =x1x2+y1y2and the skew product [z1,z2] =x1y2-x2y1. However, none of them turnCinto a field, and, actuallyCis not even closed under these 3

4CHAPTER 1. THE HOLOMORPHIC FUNCTIONS

operations: both the inner product and the skew product of two vectors is a number, not a vector. This leads us to introduce yet another product onC. Namely, we postulate thati·i=i2=-1 and definez1z2as a vector obtained by multiplication ofx1+iy1and x

2+iy2using the usual rules of algebra with the additional convention thati2=-1.

That is, we define

z

1z2=x1x2-y1y2+i(x1y2+x2y1).(1.2)

More formally we may write

(x1,y1)(x2,y2) = (x1x2-y1y2,x1y2+x2y1) but we will not use this somewhat cumbersome notation. Exercise 1.2Show that the product of two complex numbers may be written in terms of the inner product and the skew product asz1z2= (¯z1·z2)+i[¯z1,z2], where¯z1=x1-iy1 is the complex conjugate ofz1. Exercise 1.3Check that the product (1.2) turnsCinto a field, that is, the distributive, commutative and associative laws hold, and for anyz?= 0there exists a numberz-1?C so thatzz-1= 1. Hint:z-1=xx2+y2-iyx2+y2. Exercise 1.4Show that the following operations do not turnCinto a field: (a)z1z2= x

1x2+iy1y2, and (b)z1z2=x1x2+y1y2+i(x1y2+x2y1).

The product (1.2) turnsCinto a field (see Exercise 1.3) that is called thefield of complex numbersand its elements, vectors of the formz=x+iyare calledcomplex numbers. The real numbersxandyare traditionally called the real and imaginary parts ofzand are denoted by x= Rez, y= Imz.(1.3) A numberz= (0,y) that has the real part equal to zero, is calledpurely imaginary. The Cartesian way (1.1) of representing a complex number is convenient for per- forming the operations of addition and subtraction, but one may see from (1.2) that multiplication and division in the Cartesian form are quite tedious. These operations, as well as raising a complex number to a power are much more convenient in thepolar representationof a complex number: z=r(cosφ+isinφ),(1.4) that is obtained from (1.1) passing to the polar coordinates for (x,y). The polar coordi- nates of a complex numberzare the polar radiusr=?x2+y2and the polar angleφ, the angle between the vectorzand the positive direction of thex-axis. They are called themodulusandargumentofzare denoted by r=|z|, φ= Argz.(1.5)

1. THE COMPLEX PLANE5

The modulus is determined uniquely while the argument is determined up to addition of a multiple of 2π. We will use a shorthand notation cosφ+isinφ=eiφ.(1.6) Note that we have not yet defined the operation of raising a number to a complex power, so the right side of (1.6) should be understood at the moment just as a shorthand for the left side. We will define this operation later and will show that (1.6) indeed holds. With this convention the polar form (1.4) takes a short form z=reiφ.(1.7) Using the basic trigonometric identities we observe that r

1eiφ1r2eiφ2=r1(cosφ1+isinφ1)r2(cosφ2+isinφ2) (1.8)

=r1r2(cosφ1cosφ2-sinφ1sinφ2+i(cosφ1sinφ2+ sinφ1cosφ2)) =r1r2(cos(φ1+φ2) +isin(φ1+φ2)) =r1r2ei(φ1+φ2). This explains why notation (1.6) is quite natural. Relation (1.8) says that the modulus of the product is the product of the moduli, while the argument of the product is the sum of the arguments. Exercise 1.5Show that ifz=reiφthenz-1=1re-iφ, and more generally ifz1=r1eiφ1, z

2=r2eiφ2withr2?= 0, then

z Sometimes it is convenient to consider acompactificationof the setCof complex num- bers. This is done by adding an ideal element that is call the point at infinityz=∞. However, algebraic operations are not defined forz=∞. We will call the compactified complex plane, that is, the planeCtogether with the point at infinity, the closed com- plex plane, denoted byC. Sometimes we will callCthe open complex plane in order to stress the difference betweenCandC. One can make the compactification more visual if we represent the complex numbers be the Cartesian coordinates in the three-dimensional space so that theξandη-axes coincide with thexandy-axes on the complex plane. Consider the unit sphere in this space. Then for each pointz= (x,y)?Cwe may find a corresponding point the "North pole"N= (0,0,1) and the pointz= (x,y,0) on the complex plane.

6CHAPTER 1. THE HOLOMORPHIC FUNCTIONS

The mappingz→Zis calledthe stereographic projection. The segmentNzmay

Z= (t0x,t0y,1-t0) witht0being the solution of

t

20x2+t20y2+ (1-t0)2= 1

so that (1 +|z|2)t0= 2. Therefore the pointZhas the coordinates

The last equation above implies that

equations the explicit formulae for the inverse mapZ→z: Expressions (1.11) and(1.12) show that the stereographic projection is a one-to-one map fromCtoS\N(clearlyNdoes not correspond to any pointz). We postulate that Ncorresponds to the point at infinityz=∞. This makes the stereographic projection be a one-to-one map from¯CtoS. We will usually identify¯Cand the sphereS. The latter is calledthe sphere of complex numbersorthe Riemann sphere. The open plane Cmay be identified withS\N, the sphere with the North pole deleted. Exercise 1.6Lettandube the longitude and the latitude of a pointZ. Show that the corresponding pointz=seit, wheres= tan(π/4 +u/2). We may introduce two metrics (distances) onCaccording to the two geometric descrip- tions presented above. The first is the usual Euclidean metric with the distance between the pointsz1=x1+iy1andz2=x2+iy2inCgiven by |z2-z1|=?(x1-x2)2+ (y1-y2)2.(1.13) The second isthe spherical metricwith the distance betweenz1andz2defined as the Euclidean distance in the three-dimensional space between the corresponding pointsZ1 andZ2on the sphere. A straightforward calculation shows that

ρ(z1,z2) =2|z2-z1|?1 +|z1|2?1 +|z2|2.(1.14)

This formula may be extended toCby setting

ρ(z,∞) =2?1 +|z|2.(1.15)

Note that (1.15) may be obtained from (1.14) if we letz1=z, divide the numerator and denominator by|z2|and let|z2| →+∞.

1. THE COMPLEX PLANE7

Exercise 1.7Use the formula (1.11) for the stereographic projection to verify (1.14). of the metrics introduced above turnCinto a metric space, that is, all the usual axioms of a metric space are satisfied. In particular, the triangle inequality for the Euclidean metric (1.13) is equivalent to the usual triangle inequality for two-dimensional plane: Exercise 1.8Verify the triangle inequality for the metricρ(z1,z2)onCdefined by (1.14) and (1.15) We note that the Euclidean and spherical metrics are equivalent on bounded setsM?C implies that for allz1,z2?Mwe have (this will be elaborated in the next section). Because of that the spherical metric is usually used only for unbounded sets. Typically, we will use the Euclidean metric forC and the spherical metric forC. Now is the time for a little history. We find the first mention of the complex numbers as square rots of negative numbers in the book "Ars Magna" by Girolamo Cardano published in

1545. He thought that such numbers could be introduced in mathematics but opined that this

would be useless: "Dismissing mental tortures, and multiplying 5 +⎷-15 by 5-⎷-15, we obtain 25-(-15). Therefore the product is 40. .... and thus far does arithmetical subtlety go, of which this, the extreme, is, as I have said, so subtle that it is useless." The baselessness of his verdict was realized fairly soon: Raphael Bombelli published his "Algebra" in 1572 where he introduced the algebraic operations over the complex numbers and explained how they may be used for solving the cubic equations. One may find in Bombelli"s book the relation (2 +⎷-121)1/3+ (2-⎷-121)1/3= 4. Still, the complex numbers remained somewhat of a mystery for a long time. Leibnitz considered them to be "a beautiful and majestic refuge of the human spirit", but he also thought that it was impossible to factorx4+1 into a product of two quadratic polynomials (though this is done in an elementary way with the help of complex numbers). The active use of complex numbers in mathematics began with the works of Leonard Euler. He has also discovered the relationeiφ= cosφ+isinφ. The geometric interpretation of complex numbers as planar vectors appeared first in the work of the Danish geographical surveyor Caspar Wessel in 1799 and later in the work of Jean Robert Argand in 1806. These papers were not widely known - even Cauchy who has obtained numerous fundamental results in complex analysis considered early in his career the complex numbers simply as symbols that were convenient for calculations, and equality of two complex numbers as a shorthand notation for equality of two real-valued variables. The first systematic description of complex numbers, operations over them, and their geometric interpretation were given by Carl Friedreich Gauss in 1831 in his memoir "Theoria residuorum biquadraticorum". He has also introduced the name "complex numbers".

8CHAPTER 1. THE HOLOMORPHIC FUNCTIONS

1.2 The topology of the complex plane

We have introduced distances onCandCthat turned them into metric spaces. We will now introduce the two topologies that correspond to these metrics. Letε >0 then anε-neighborhoodU(z0,ε) ofz0?Cin the Euclidean metric is the disk of radiusεcentered atz0, that is, the set of pointsz?Cthat satisfy the inequality |z-z0|< ε.(1.17) Anε-neighborhood of a pointz0?Cis the set of all pointsz?Csuch that

ρ(z,z0)< ε.(1.18)

Expression (1.15) shows that the inequalityρ(z,∞)< εis equivalent to|z|>?4ε2-1. Therefore anε-neighborhood of the point at infinity is the outside of a disk centered at the origin complemented byz=∞. We say that a set Ω inC(orC) isopenif for any pointz0?Ω there exists a neighborhood ofz0that is contained in Ω. It is straightforward to verify that this notion of an open set turnsCandCintotopological spaces, that is, the usual axioms of a topological space are satisfied. Sometimes it will be convenient to make use of the so calledpunctured neighborhoods, that is, the sets of the pointsz?C(orz?C) that satisfy

0<|z-z0|< ε,0< ρ(z,z0)< ε.(1.19)

We will introduce in this Section the basic topological notions that we will constantly use in the sequel. Definition 1.9A pointz0?C(resp. inC) is a limit point of the setM?C(resp.C) if there is at least one point ofMin any punctured neighborhood ofz0in the topology ofC(resp.C). A setMis said to be closed if it contains all of its limit points. The union ofMand all its limit points is called the closure ofMand is denotedM. Example 1.10The setZof all integers{0,±1,±2,...}has no limit points inCand is therefore closed inC. It has one limit pointz=∞inCthat does not belong toZ.

ThereforeZis not closed inC.

Exercise 1.11Show that any infinite set inChas at least one limit point (compactness principle). This principle expresses the completeness (as a metric space) of the sphere of complex numbers and may be proved using the completeness of the real numbers. We leave the proof to the reader. However, as Example 1.10 shows, this principle fails inC. Nevertheless it holds for infinite bounded subsets ofC, that is, sets that are contained in a disk{|z|< R},R <∞.

1. THE COMPLEX PLANE9

Inequality (1.16) shows that a pointz0?=∞is a limit point of a setMin the topology ofCif and only if it is a limit point ofMin the topology ofC. In other words, when we talk about finite limit points we may use either the Euclidean or the spherical metric. That is what the equivalence of these two metrics on bounded sets, that we have mentioned before, means. Definition 1.12A sequence{an}is a mapping from the setNof non-negative integers intoC(orC). A pointa?C(orC) is a limit point of the sequence{an}if any neighborhood ofain the topology ofC(orC) contains infinitely many elements of the sequence. A sequence{an}converges toaifais its only limit point. Then we write lim n→∞an=a.(1.20) Remark 1.13The notions of the limit point of a sequence{an}and of the set of values {an}are different. For instance, the sequence{1,1,1,...}has a limit pointa= 1, while the set of values consists of only one pointz= 1and has no limit points. Exercise 1.14Show that 1) A sequence{an}converges toaif and only if for anyε >0 there existsN?Nso that|an-a|< εfor alln≥N(ifa?=∞), orρ(an,a)< ε(if a=∞). 2) A pointais a limit point of a sequence{an}if and only if there exists a subsequence{ank}that converges toa. The complex equation (1.20) is equivalent to two real equations. Indeed, (1.20) is equivalent to limn→∞|an-a|= 0,(1.21) where the limit above is understood in the usual sense of convergence of real-valued sequences. Leta?=∞, then without any loss of generality we may assume thatan?=∞ (because ifa?=∞then there existsNso thatan?=∞forn > Nand we may restrict ourselves ton > N) and letan=αn+iβn,a=α+iβ(fora=∞the real and imaginary parts are not defined). Then we have and hence (1.21) and the squeezing theorem imply that (1.20) is equivalent to a pair of equalities In the case whena?= 0 anda?=∞we may assume thatan?= 0 andan?=∞and write a n=rneiφn,a=reiφ. Then |an-a|2=r2+r2n-2rrncos(φ-φn) = (r-rn)2+ 2rrn(1-cos(φ-φn)) (1.23) and hence (1.20) holds if Conversely, if (1.20) holds then (1.23) implies that the first equality in (1.24) holds and that lim n→∞cos(φ-φn) = 1. Therefore if we chooseφn?[0,2π) then (1.20) implies also the second equality in (1.24).

10CHAPTER 1. THE HOLOMORPHIC FUNCTIONS

Exercise 1.15Show that 1) the sequencean=eindiverges, and 2) if a series?∞ n=1an We will sometimes use the notion of the distance between two setsMandN, which is equal to the least upper bound of all distances between pairs of points fromMandN:

ρ(M,N) = infz?M,z??Nρ(z,z?).(1.25)

One may use the Euclidean metric to define the distance between sets as well, of course. Theorem 1.16LetMandNbe two non-overlapping closed sets:M∩N=∅, then the distance betweenMandNis positive. Proof.Let us assume thatρ(M,N) = 0. Then there exist two sequences of points z n?Mandz?n?Nso that limn→∞ρ(zn,z?n) = 0. According to the compactness principle the sequencesznandz?nhave limit pointszandz?, respectively. Moreover, since bothMandNare closed, we havez?Mandz??N. Then there exist a subsequencenk→ ∞so thatbothznk→zandz?nk→z?. The triangle inequality for the spherical metric implies that k) +ρ(z?n k,z?). The right side tends to zero ask→ ∞while the left side does not depend onk. Therefore, passing to the limitk→ ∞we obtainρ(z,z?) = 0 and thusz=z?. However, z?Mandz??N, which contradicts the assumption thatM∩N=∅.?

1.3 Paths and curves

Definition 1.17A pathγis a continuous map of an interval[α,β]of the real axis into the complex planeC(orC). In other words, a path is a complex valued functionz=γ(t) of a real argumentt, that is continuous at every pointt0?[α,β]in the following sense: for anyε >0there existsδ >0so that|γ(t)-γ(t0)|< ε(orρ(γ(t),γ(t0))< εif γ(t0) =∞) provided that|t-t0|< δ. The pointsa=γ(α)andb=γ(β)are called the

endpoints of the pathγ. The path is closed ifγ(α) =γ(β). We say that a pathγlies in

a setMifγ(t)?Mfor allt?[α,β]. Sometimes it is convenient to distinguish between a path and a curve. In order to introduce the latter we say that two paths

1: [α1,β1]→Candγ2: [α2,β2]→C

areequivalent(γ1≂γ2) if there exists an increasing continuous function

τ: [α1,β1]→[α2,β2] (1.26)

such thatτ(α1) =α2,τ(β1) =β2and so thatγ1(t) =γ2(τ(t)) for allt?[α1,β1].

1. THE COMPLEX PLANE11

Exercise 1.18Verify that relation≂is reflexive:γ≂γ, symmetric: ifγ1≂γ2, then

2≂γ1and transitive: ifγ1≂γ2andγ2≂γ3thenγ1≂γ3.

Example 1.19Let us consider the pathsγ1(t) =t,t?[0,1];γ2(t) = sint,t?[0,π/2];

3(t) = cost,t?[0,π/2] andγ4(t) = sint,t?[0,π]. The set of values ofγj(t) is always

the same: the interval [0,1]. However, we only haveγ1≂γ2. These two paths trace [0,1] from left to right once. The pathsγ3andγ4are neither equivalent to these two, nor to each other: the interval [0,1] is traced in a different way by those paths:γ3traces it from right to left, whileγ4traces [0,1] twice. Exercise 1.20Which of the following paths: a)e2πit,t?[0,1]; b)e4πit,t?[0,1]; c) e -2πit,t?[0,1]; d)e4πisint,t?[0,π/6] are equivalent to each other? Definition 1.21A curve is an equivalence class of paths. Sometimes, when this will cause no confusion, we will use the word "curve" to describe a setγ?Cthat may be represented as an image of an interval[α,β]under a continuous mapz=γ(t). Below we will introduce some restrictions on the curves and paths that we will consider. We say thatγ: [α,β]→Cis aJordanpath if the mapγis continuous andone-to-one. The definition of a closed Jordan path is left to the reader as an exercise. A pathγ: [α,β]→C(γ(t) =x(t)+iy(t)) iscontinuously differentiableif derivative ?(t) :=x?(t) +iy?(t) exists for allt?[α,β]. A continuously differentiable path is said to besmoothifγ?(t)?= 0 for allt?[α,β]. This condition is introduced in order to avoid

singularities. A path is calledpiecewise smoothifγ(t) is continuous on [α,β], and [α,β]

may be divided into a finite number of closed sub-intervals so that the restriction ofγ(t) on each of them is a smooth path. We will also use the standard notation to describe smoothness of functions and paths: the class of continuous functions is denotedC, orC0, the class of continuously differentiable functions is denotedC1, etc. A function that hasncontinuous derivatives is said to be aCn-function. Example 1.22The pathsγ1,γ2andγ3of the previous example are Jordan, whileγ4is not Jordan. The circlez=eit,t?[0,2π] is a closed smooth Jordan path; the four-petal rosez=eitcos2t,t?[0,2π] is a smooth non-Jordan path; the semi-cubic parabola z=t2(t+i),t?[-1,1] is a Jordan continuously differentiable piecewise smooth path.

The pathz=t?

1 +isin?1t??

,t?[-1/π,1/π] is a Jordan non-piecewise smooth path. One may introduce similar notions for curves. AJordan curveis a class of paths that are equivalent to some Jordan path (observe that since the change of variables (1.26) is one-to-one, all paths equivalent to a Jordan path are also Jordan). The definition of a smooth curve is slightly more delicate: this notion has to be invariant with respect to a replacement of a path that represents a given curve by an equivalent one. However, a continuous monotone change of variables (1.26) may map

12CHAPTER 1. THE HOLOMORPHIC FUNCTIONS

a smooth path onto a non-smooth one unless we impose some additional conditions on the functionsτallowed in (1.26). More precisely, a smooth curve is a class of paths that may be obtained out of a smooth path by all possible re-parameterizations (1.26) withτ(s) being a continuously differentiable function with a positive derivative. One may define a piecewise smooth curve in a similar fashion: the change of variables has to be continuous everywhere, and in addition have a continuous positive derivative except possibly at a finite set of points. Sometimes we will use a more geometric interpretation of a curve, and say that a Jordan, or smooth, or piecewise smooth curve is a set of pointsγ?Cthat may be represented as the image of an interval [α,β] under a mapz=γ(t) that defines a

Jordan, smooth or piecewise smooth path.

1.4 Domains

We say that a setDispathwise-connectedif for any two pointsa,b?Dthere exists a path that lies inDand has endpointsaandb. Definition 1.23A domainDis a subset ofC(orC) that is both open and pathwise- connected. The limit points of a domainDthat do not belong toDare called theboundary points ofD. These are the pointszso that any neighborhood ofzcontains some points inD and at least one point not inD. Indeed, ifz0?∂Dthen any neighborhood ofzcontains a point fromDsincez0is a limit point ofD, and it also containsz0itself that does not lie inD. Conversely, if any neighborhood ofz0contains some points inDand at least one point not inDthenz0/?DsinceDis open, andz0is a limit point ofD, so that z

0?∂D. The collection of all boundary points ofDis called theboundaryofDand is

denoted by∂D. TheclosureofDis the set¯D=D?∂D. ThecomplementofDis the setDc=C\¯D, the pointszthat lie inDcare called theouter pointsofD.

Exercise 1.24Show that the setDcis open.

Theorem 1.25The boundary∂Dof any domainDis a closed set.quotesdbs_dbs7.pdfusesText_13