Complex Analysis I Lec Notes
Complex Analysis I Lec Notes
1. Complex numbers
The complex numbers can be defined as pairs of real numbers,
C = {(x, y) : x, y ∈ R},
equipped with the addition
(x, y) + (a, b) = (x + a, y + b)
and the multiplication
(x, y) · (a, b) = (xa − yb, xb + ya).
at C is an extension of R, in the sense that the complex numbers of the form (x, 0)
behave just like real numbers; that is, (x, 0) + (y, 0) = (x + y, 0) and (x, 0) · (y, 0) =
(x · y, 0). So we can think of the real numbers being embedded in C as those complex
numbers whose second coordinate is zero.
The definition of our multiplication implies
(0, 1) · (0, 1) = (−1, 0). (1.1)
This identity together with the fact that
(a, 0) · (x, y) = (ax, ay)
allows an alternative notation for complex numbers. The latter implies that we can
write
(x, y) = (x, 0) + (0, y) = (x, 0) · (1, 0) + (y, 0) · (0, 1).)
If we think—in the spirit of our remark on the embedding of R in C—of (x, 0) and
(y, 0) as the real numbers x and y, then this means that we can write any complex
number (x, y) as a linear combination of (1, 0) and (0, 1), with the real coefficients
x and y. (1, 0), in turn, can be thought of as the real number 1. So if we give (0, 1)
a special name, say i, then the complex number that we used to call (x, y) can be
written as x · 1 + y · i, or in short,
x + iy.
The number x is called the real part and y the imaginary part of the complex number
x + iy, often denoted as Re(x + iy) = x and Im(x + iy) = y. The identity (1.1) then
reads
i2 = −1.
Although we just introduced a new way of writing complex numbers, let’s for a
moment return to the (x, y)-notation. It suggests that one can think of a complex
number as a two-dimensional real vector. When plotting these vectors in the plane
R2 , we will call the x-axis the real axis and the y-axis the imaginary axis. The plane
of two axes representing complex numbers as points is called the complex plane or
1
2
Argand Plane. The addition that we defined for complex numbers resembles vector
addition. The analogy stops at multiplication: there is no “usual” multiplication of
two vectors in R2 and certainly not one that agrees with our definition of the product
of two complex numbers.
Any vector in R2 is defined by its two coordinates. On the other hand, it is also
determined by its length and the angle it encloses with, say, the positive real axis.
• The absolute value or modulus r = |z| ∈ R of z = x + iy is
p
r = |z| = x2 + y 2 .
Euler’s Identity
We all know what eθ is if θ is a real number. What is eiθ ?
∞
iθ
X (iθ)n
e =
n=0
n!
iθ (iθ)2 (iθ)3
= 1+ + + + ....
1! 2! 3!
(iθ)2 (iθ)4 (iθ) (iθ)3 (iθ)5
= 1+ + + ... + + + + ...
2! 4! 1! 3! 5!
(θ)2 (θ)4 (θ)3 θ5
= 1− + − ... + i θ − + − ...
2! 4! 3! 5!
= cos θ + i sin θ. (1.2)
So we have the celebrated Euler’s identity,
eiθ = cosθ + i sin θ.
Recall that the polar form of a nonzero complex number z is given by
z = r (cos θ + i sin θ) .
thus, using Euler’s identity, the polar form becomes
z = reiθ .
We have the following inequalities,
−|z| ≤ Rez ≤ |z| and − |z| ≤ Imz ≤ |z|.
p
We know |z| = |x + iy| = x2 + y 2 , that is,
|x + iy|2 = x2 + y 2 = (x + iy)(x − iy).
x − iy is called the (complex) conjugate of x + iy. We denote the conjugate by
x + iy = x − iy.
Geometrically, conjugating z means reflecting the vector corresponding to z with
respect to the real axis. The following collects some basic properties of the conjugate.
For any z, z1 , z2 ∈ C,
(a) z1 ± z2 = z1 ± z2
(b) z1 · z2 = z1 · z2
(c) zz12 = zz12
4
(d) z = z
(f) |z|2 = zz
(g) Rez = 12 (z + z)
1
(h) Imz = 2i
(z − z)
ζ n = z =⇒ ρn einφ = reiθ .
So,
ρn = r
and φ = n1 (θ + 2kπ), where k = 0, 1, 2, ..., n − 1. Thus, there are n nth roots of z given
by
√
ζk = n rei(θ+2kπ)/n , k = 0, 1, 2, ..., n − 1.
√
Example 1.2. Find the fourth roots of unity, i.e., 4 1.
Solution 1.3. Since 1 = 1e0 , we get r = 1 and θ = 0. Thus, the four fourth roots of
unity are
ζk = ei(2kπ)/4 = eikπ/2 , k = 01, 2, 3.
So,
ζ0 = 1, ζ1 = eiπ/2 = i, ζ2 = eiπ = −1, ζ3 = ei3π/2 = −i.
5
Define
eiz + e−iz
cos z =
2
eiz − e−iz
sin z =
2i
sin z
tan z =
cos z
(4) Hyperbolic Functions
ez + e−z
cos hz =
2
ez − e−z
sin hz =
2
3. Limits
Definition 3.1. The limit of the function f (z) as z → z0 is a number w0 if for any
given > 0 there exists a δ > 0 such that
|z − z0 | < δ =⇒ |f (z) − w0 | < .
6
5
Example 3.2. Prove that lim (2 + i)z = 2
(1 + 3i). According to the definition,
z→1+i
lim (2 + i)z = 52 (1 + 3i). if, for every > 0, there is a δ > 0, such that |(2 + i)z −
z→1+i
5
2
(1+3i)| < whenever 0 < |z −(1+i)| < δ. We first factor (2+i) out of the left-hand
side:
5 1 + 3i
|2 + i| · z −
< .
2 2+i
√ √
Because |2+i| = 5 and 1+3i
2+i
= (1+i), we get 5·|z−(1+i)| < or |z−(1+i)| < √ .
5
This indicate that we should take δ = √5 .
Theorem 3.3. Let f (z) = u(x, y) + iv(x, y) and w0 = u0 + iv0 . lim f (z) = w0 if and
z→z0
only if lim u = u0 and lim v = v0 .
(x,y)→(x0 ,y0 ) (x,y)→(x0 .y0 )
• Example
Consider the real function
(
x2 , if x < 0.
f (x) == (3.1)
x − 1, if x ≥ 0.
The limit of f as x approaches 0 does not exist:
lim− f (x) = lim− x2 = 0,
x→x0 x→x0
7
but
lim f (x) = lim+ x − 1 = −1,
x→x+
0 x→x0
For limits of complex functions, z is allowed to approach z0 from any direction in the
complex plane, i.e., along any curve or path through z0 .
For lim f (z) to exist and to equal L, we require that f (z) approach the same
z→z0
complex number L along every possible curve through z0 . f (z) to exist and to equal
L, we require that f (z) approach the same complex number L along every possible
curve through z0 .
Remark 3.6. If f approaches two complex numbers L1 6= L2 for two different curves
or paths through z0 , then lim f (z) does not exist.
z→z0
• First, we let z approach 0 along the real axis. That is, we consider complex
numbers of the form z = x + 0i, where the real number x is approaching 0.
For these points we have:
z x + 0i
lim = lim = lim 1 = 1.
z→0 z x→0 x − 0i x→0
• On the other hand, if we let z approach 0 along the imaginary axis, then
z = 0 + iy, where the real number y is approaching 0. For this approach we
have
z 0 + iy
lim = lim = lim (−1) = −1.
z→0 z y→0 0 − iy y→0
Since the two values are not the same, we conclude that lim zz does not exist.
z→0
4. Continuity
A complex function f is continuous at a point z0 if lim f (z) = f (z0 ).
z→z0
5. Differentiability
Let f : D → C, z0 and interior point in D. Then, f is differentiable at z0 if the
limit
f (z) − f (z0 )
lim
z→z0 z − z0
exists. The value of the limit is called the derivative of f at the point z0 and denoted
by f 0 (z0 ).
Properties:
dc
• dz = 0, c a complex constant.
• dz
dz
= 1, d
dz
[cf (z)] = cf 0 (z).
9
• d
dz
[f (z) + g(z)] = f 0 (z) + F 0 (z)
• d
dz
= f (z)F 0 (z) + F (z)f 0 (z).
[f (z)F (z)]
0 0 (z)F (z)
• F (z) 6= 0, dz F (z) = F (z)f (z)−f
d f (z)
(F (z))2
Example 5.6. Show that the function f (z) = z1 , is differentiable everywhere except
z = 0. Let us write the function as
1
f (x + iy) = (5.4)
x + iy
x − iy
= 2 . (5.5)
x + y2
Hence the real and imaginary component functions are
x
u(x, y) = 2 ,
x + y2
y
v(x, y) = − .
x2
+ y2
Except at the point x = y = 0, these functions are differentiable, and their partial
derivatives satisfy:
∂u −x2 + y 2 ∂v
= 2 2 2
=
∂x (x + y ) ∂y
∂v 2xy ∂u
= 2 = − .
∂x x + y 2 )2 ∂y
Here ux , uy , vx , vy exist and continuous at all points except at z = 0. So f is differen-
tiable everywhere except z = 0.
Cauchy-Riemann equation in polar form:
Suppose differentiable f is given in polar coordinates:
w = f (reiθ ) = u(r, θ) + iv(r, θ).
Then the Cauchy-Riemann equation in polar form is
rur = vθ , uθ = −rvr .
Formulated in class lecture.
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6. Analytic Functions/Regular/Holomorphic
Definition 6.1. A function f (z) is said to be analytic in an open set of the complex
plane if f (z) has a derivative at each point of that set.
Remark 6.2.
ii) f (z) = |z|2 is not analytic at any point as f 0 (z) exists only at z = 0 but not
at any other point other in any neighborhood of 0.
• If a function f fails to be analytic at a point z0 but is analytic at some point
in every neighborhood of z0 then z0 is a singular point.
1
(1) z
is analytic except at z = 0, so the function is singular at the point.
7. Harmonic Functions
The real part and the imaginary part of a complex function f (z) = u(x, y)+iv(x, y)
that is analytic in a domain D are solution of the Laplace equation
∂ 2u ∂ 2u
+ =0
∂x2 ∂y 2
and
∂ 2v ∂ 2v
+ =0
∂x2 ∂y 2
in D and have continuous partial derivatives in D. We call u and v the harmonic
functions.
If two give functions u and v are harmonic in a domain D and their first derivatives
satisfy the C-R equations, i.e., ux = vy , uy = −vx throughout D, v is said to be a
harmonic conjugate of u.
Remark 7.1. If v is a harmonic conjugate of u in some domain it is not in general
true that u is a harmonic conjugate of u.
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Definition 8.3. For every complex number z, we define cosh z and sinh z by
ez + e−z
cosh z =
2
and
ez − e−z
sinh z = .
2
9. Logarithms, Branches and Cuts
Before talking about the Logarithms we mention an important notion related to
the argument of acomplex number. For every nonzero complex number z, if θ is a
value or branch of arg z, then
arg z = θ + 2kπ, k = 0, ±1, ±2, ±3, ...
Let τ be a real number. The place Cτ given by Cτ = {(r, θ) : r > 0, τ < θ ≤ τ +2π} is
known as the cut plane along the branch cut {(r, τ ) : r > 0}. The branch of arg z that
lies in (τ, τ + 2π] is denoted by argτ z. The principal branch is then arg−π z = Arg z.
Solved in class.
Note that
f (z) = logτ z = ln|z| + iargτ z → ln|z0 | + iargτ z0 = logτ z0
as z → z0 . Therefore z → z0 ⇒ w → w0 . Moreover,
z 6= z0 ⇒ w 6= w0
because
w = w0 ⇒ z = ew = ew0 = z0 .
Therefore
w − w0 1 1 1
lim = lim z−z0 = w
=
z→z0 z − z0 z→z0
w−w0
e 0 z0
as required.
Let τ ∈ R and take the branch logτ . Then f is the composition of logτ and the
function z 3 − 2. So f is holomorphic at z = 0 only if −2 is not on the branch cut
{(r, τ ) : r > 0}. So we can use any branch where the branch cut {(r, τ ) : r > 0} is
not equal to (−∞, 0).
From the properties of arg one can derive the following properties of logarithm func-
tions.
where the trajectory Γ[θ1 , θ2 ] is shown in the figure in class. We can parameterize the
contour by defining the function z(θ) as follows:
Γ[θ1 , θ2 ] = {z(θ) : θ1 ≤ θ ≤ θ2 },
where z(θ) = Reiθ . Then the contour integral can be converted into an integral over
the real parameter θ :
Z Z θ2
n dz
dzz = dθz n
Γ[θ1 ,θ2 ] θ1 dθ
Z θ2
= dθ(Rn einθ )(iReiθ )
θ1
Z θ2
n+1
= iR dθei(n+1)θ (11.4)
θ1
To proceed, there are two distinct cases that we need to handle separately. Firstly,
if n 6= −1, then we can evaluate the integral on the last line as follows
Z θ2 i(n+1)θ theta2
i(n+1)θ e
dθe =
θ1 i(n + 1) θ1
ei(n+1)θ2 − ei(n+1)θ1
= (11.5)
i(n + 1)
However, this doesn’t apply if n = −1, since the factor of n + 1 in the denominator
would vanish. Instead, in this case, the integrand is identically one, so we do the
integral in a different way:
Z θ2 Z θ2
i(n+1)θ
dθe = dθ
θ1 θ1
= θ2 − θ1 (11.6)
Putting these two cases together, we arrive at the result
(
i(θ2 − θ1 ), if n = −1
Z
dzz n = n+1 ei(n+1)θ2 −ei(n+1)θ1 (11.7)
Γ[θ1 ,θ2 ] iR i(n+1)
6 1.
if n =
The case where θ2 = θ1 + 2π is of particular interest. Here, Γ forms a complete loop,
and the above equation simplifies to
I (
2πi, if n = 1
z n dz = (11.8)
0, if n 6= −1.
Γ
H
Here, the special integration symbol is used to indicate that the contour integral is
taken over a loop. The value of this particular contour integral is independent ofR
(so long as R > 0). It is zero for all values of n except n = −1. For the special case
n = −1, the contour integral takes the value 2πi. This is an important result.
So we have seen that the integrals of complex-valued functions are defined on curves
in the complex plane rather than on just intervals of the real lines.
19
Definition 11.2. Arc A set of points γ : z = (x, y) in the complex plane is said to
be an arc or curve if
x = x(t), y = y(t) a ≤ t ≤ b
where x(t) and y(t) are continuous functions of the real parameter t. The set γis
described by z(t) where
z(t) = x(t) + iy(t), a ≤ t ≤ b
The point z(a) is called the initial point and the point z(b) is called the terminal point
of γ
Example 11.3. The polygonal line:
(
x + ix when 0 ≤ x ≤ 1
z= (11.9)
x+i when 1 ≤ x ≤ 2
Here x = x and y = y(x). Here x is the parameter t and z = z(t) = z(x) is the
simple arc.
Definition 11.4. An arc or curve C is called a simple arc (or curve), if it does not
cross itself, that is, C is simple if z(t1 ) 6= z(t2 ) whenever t1 6= t2 .
Example 11.5. The curve in Example 11.1 is a simple curve.
Definition 11.6. If an arc is simple except for the fact that z(b) = z(a), we say that
C is a simple closed curve or Jordan curve.
Example 11.7. i) The unit circle z = eiθ = cos θ + i sin θ, 0 ≤ θ ≤ 2π is a sim-
ple closed curve as z(0) = z(2π), oriented in the counter-clockwise direction.
ii) z = z0 + Reiθ , 0 ≤ θ ≤ 2π is similarly a simple closed curve a circle centred
at z0 with radius R.
iii) The arc z = e−iθ , 0 ≤ θ ≤ 2π is a simple closed curve , a unit circle, but not
same as the curve described in the above example. The set of points are the
same, but the circle is traversed in the clockwise direction.
Definition 11.8. Smooth Curves
A curve (or arc) is said to be smooth if it obeys the following three conditions
(1) z(t) has continuous derivative on the interval [a, b]
(2) z 0 (t) is never zero on (a, b)
(3) z(t) is a one to one function on [a, b]
If the first two conditions are met but z(a) = z(b), then it is called a smooth closed
curve.
The example of the circles are simple closed contour.
The boundary of a triangle or a rectangle taken in a specific direction is a simple
closed contour.
Definition 11.9. Contour:
A contour or a piecewise smooth arc. Its is an arc consisting of finite number of
smooth arcs joined end to end. Hence if z = z(t) = x(t) + iy(t) represents a contour,
then z(t) is continuous, whereas its derivative z 0 (t) is piecewise continuous. Also
20
Length of an Arc
The length of an arc is given by
Z b Z bp
0
L= |z (t)|dt = (x0 )2 + (y 0 )2 dt,
a a
where x(t) and y(t) can be thought of as parametric representations of the curve γ
which consists of a set of points in the cartesian (x, y) plane.
Theorem 11.11. Jordan Curve Theorem
A simple closed curve or simple closed contour divides the complex plane into two
sets, the interior which is bounded and the exterior which is unbounded.
R R
iii) z f (z)dz = z0
C 0 C
f (z)dz
R R R
iv) C
[f (z) + g(z)]dz = C
f (z)dz + C
g(z)dz
Now
Z Z b
f (z)dz = f (z(t))z 0 (t)dt
C a
Z b
≤ |f (z(t))z 0 (t)| dt. (12.1)
a
Suppose there exist an M > 0 such that |f (z)| ≤ M for all z ∈ C. So
Z Z b
f (z)dz ≤ M |z 0 (t)|dt = M L
C a
Rb
where L is the length of the contour given by a
|z 0 (t)|dt.
Remark 12.2. Suppose f is a continuous function of a real variable t defined on the
closed bounded interval [a, b]. Then it is well known that f is bounded on [a, b] and
there exists t0 ∈ [a, b] such that f (t0 ) = sup |f (t)|, that is |f (t)| ≤ |f (t0 )| for all
a≤t≤b
t ∈ [a, b]. So if f is continuous on the contour C : z = z(t), then f (z) = f (z(t)) is
continuous on [a, b] and consequently there exists an M > 0 such that |f (z(t))| ≤ M
for all t ∈ [a, b]. It now follows that such an M also exists when f is piecewise
continuous.
Example 12.3.
Find the value of the integral Z
I= zdz
C
when C is the right-handed half z = 2eiθ , − π2 ≤ θ ≤ π
2
of the circle |z| = 2 from
z = −2i to z = 2i.
Proof. z = 2eiθ so z = 2e−iθ and dθ
d
2eiθ = 2ieiθ . Then
Z Z π
2
zdz = 2e−iθ 2ieiθ dθ
C − π2
Z π
2
= 4i dθ = 4πi.
− π2
22
• When z is on the circle |z| = 2, then zz = |z|2 = 4 and so z = z4 . Hence
Z Z Z
dz 1 4 1
= dz = zdz = πi.
C z 4 Cz 4 C
• Show that C dz
R
z
= 2πi if C represents the circle z = reiθ , 0 ≤ θ ≤ 2π or
−π ≤ θ ≤ π.
Example 12.4. Let C1 denotes the contour OAB, where OA is the y-axis, 0 ≤ y ≤ 1,
AB is the line segment y = 1 with 0 ≤ x ≤ 1 and C2 is the segment OB of
the line y = x. Evaluate the integral on C1 and C2 respectively of the function
f (z) = y − x − i3x2 , where z = x + iy.
• The integrals of f (z) along the two paths C1 and C2 have different values even
though those are paths having the same initial and same final points.
• If C = C1 − C2 , then
−1 + i
Z Z Z Z
f (z)dz = f (z)dz = f (z)dz − f (z)dz = 6= 0.
C C1 −C2 C! C2 2
Let C denote an arbitrary smooth arc z = z(t), a ≤ t ≤ b from a fixed point z1 to
a fixed point z2 . Then
Z b b
[z(t)]2 [z(b)]2 − [z(a)]2 z 2 − z12
Z
0
I= zdz = z(t)z (t)dt = = = 2 .
C a 2 a 2 2
The above expression is also valid when C is a contour that is not necessarily smooth
since a contour consists of a finite number of smooth arcs Ck , k = 1, 2, ..., n−1, joined
end to end. More precisely, suppose that each Ck extends from zk to zk+1 . Then
n−1 Z n−1 2
zk+1 − zk2 zn2 − z12
Z X X
zdz = zdz = = ,
C k=1 Ck k=1
2 2
23
R z1 being the initial point of C and zn its final point. So when z1 = zn then
C
zdz = 0.
13. Antiderivative
Definition 13.1. Suppose a function f is continuous on a domain D and there exists
a function F such that F 0 (z) = f (z) for all z ∈ D. Then F is called an antiderivative
of f in the domain D.
Remark 13.2.
b) The integrals of f (z) along the contours lying entirely in D and extending
from any fixed point z1 to any other point z2 all have the same value.(i.e the
intergral is independent of the path in D.)
c) The integrals of f (z) around closed contours lying entirely in D all have value
0.
Example 13.4. The continuous functions f (z) = z 2 has an antiderivative F (z) =
z 3 /3 throughout the plane.
R 1+i 3
Hence 0 z 2 dz = z3 ]1+i0 = 32 (−1 + i) for every contour from z = 0 to z = 1 + i.
Example 13.5. The function 1/z 2 which is continuous every where except at the
origin has an antiderivative −1/z in the domain |z| > 0. Consequently
Z z2
dz 1 1
2
= − , z1 6= 0, z2 6= 0
z1 z z1 z2
Rfor dzany contour from z1 to z2 that doesn’t
iθ
pass through the origin. In particular
C z2
= 0 where C is the circle z = 2e , −π ≤ θ ≤ π about the origin.
Theorem 13.6. If a function
R is analytic at all points interior to and on a simple
closed contour C, then C f (z)dz = 0.
Definition 13.7. (Simply connected domain) A domain D is called simply connected
if every simple closed contour (within it) encloses points of D only.
A domain D is called multiply connected if it is not simply connected.
Example 13.8. (1) The set of points interior to a simple closed contour is a
simple connected domain.
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(2) The sets C and D = {z : Rez > 0} are simply connected domains.
(3) The sets C∗ and the annulus A(a, b) = {z ∈ C : a < |z| < b} are not simply
connected domains.
Theorem 13.9. (An extension of Cauchy-Goursat)
If f is analytic in a simply connected domain D, then
Z
f (z)dz = 0
C
for every closed contour C lying in D.
Corollary 13.10. A function f which is analytic throughout a simple connected
domain D must have an anti derivative, F sayR in D. In this case for all the paths in
z
D joining two points z1 and z2 in D we have z12 f (z)dz = F (z1 ) − F (z2 ).
Example 13.11. If C0 is aR positively oriented circle of radius 0 centered at the
origin (for any > 0), then C0 z1 dz = 2πi.
Theorem 13.12. (Extension of Cauchy-Goursat Theorem to a multiply connected
domain)
Suppose that
(1) C is a simply closed contour in counter clockwise direction.
(2) Ck , k = 1, 2, 3, ..., n denotes a finite number of simple closed contours all
described in the clockwise direction that are interior to C and whose interiors
have no points in common.
If a function f is analytic throughout the closed region consisting of all points within
and on C except for the points interior to each Ck , then
Z n Z
X
f (z) + f (z)dz = 0.
C k=1 Ck
Example 13.13. Z
dz
= 0,
Bz 2 (z 2+ 16)
where B consists of the annular region between the circle |z| = 2 in counter clock-
wise(positive) direction and the circle |z| = 1 in the negative direction. Then it can be
seen that z2 (zdz
2 +16) fails to be analytic at the points z = 0 and z = ±4i. These points
lies outside our annular region. Hence from above theorem the integral is 0.
Corollary 13.14. Let C1 be a positively oriented simple closed contour. Then, C1
breaks the complex plane up into two regions: the interior of C1 and the exterior of C1
25
(by the Jordan curve theorem). Let C2 be a positively oriented simple closed contour
entirely inside the interior of C1 . If f is analytic in between and on C1 and C2 , then
Z Z
f (z)dz = f (z)dz.
C1 C2