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(Ebook) Lecture Notes On Complex Analysis by Ivan Francis Wilde ISBN 9781860946424, 1860946429 Online Version

The document provides an overview of 'Lecture Notes on Complex Analysis' by Ivan Francis Wilde, which serves as an introductory text for students studying complex analysis. It covers essential topics such as complex numbers, analytic functions, Cauchy's theorem, and more, aimed at undergraduate and postgraduate students. The notes are designed to be self-contained and accessible, with a focus on clarity and understanding rather than exhaustive generality.

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100% found this document useful (2 votes)
30 views144 pages

(Ebook) Lecture Notes On Complex Analysis by Ivan Francis Wilde ISBN 9781860946424, 1860946429 Online Version

The document provides an overview of 'Lecture Notes on Complex Analysis' by Ivan Francis Wilde, which serves as an introductory text for students studying complex analysis. It covers essential topics such as complex numbers, analytic functions, Cauchy's theorem, and more, aimed at undergraduate and postgraduate students. The notes are designed to be self-contained and accessible, with a focus on clarity and understanding rather than exhaustive generality.

Uploaded by

brkecwbgi3771
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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van F r a n c i s Wilde

Lecture Notes on

COMPLEX
AN ALYS i s
Imperial College Press
Lecture Notes on

COMPLEX
ANALYSIS
This page is intentionally left blank
Lecture Notes on

COMPLEX
AN ALYS i s

van F r a n c i s W i l d e

Imperial College Press


Published by
Imperial College Press
57 Shelton Street
Covent Garden
London WC2H 9HE

Distributed by
World Scientific Publishing Co. Pte. Ltd.
5 Toh Tuck Link, Singapore 596224
USA office: 27 Warren Street, Suite 401-402, Hackensack, NJ 07601
UK office: 57 Shelton Street, Covent Garden, London WC2H 9HE

British Library Cataloguing-in-Publication Data


A catalogue record for this book is available from the British Library.

LECTURE NOTES ON COMPLEX ANALYSIS


Copyright © 2006 by Imperial College Press
All rights reserved. This book, or parts thereof, may not be reproduced in any form or by any means,
electronic or mechanical, including photocopying, recording or any information storage and retrieval
system now known or to be invented, without written permission from the Publisher.

For photocopying of material in this volume, please pay a copying fee through the Copyright
Clearance Center, Inc., 222 Rosewood Drive, Danvers, MA 01923, USA. In this case permission to
photocopy is not required from the publisher.

ISBN 1-86094-642-9
ISBN 1-86094-643-7 (pbk)

Printed in Singapore by World Scientific Printers (S) Pte Ltd


To Erica
This page is intentionally left blank
Preface

This text forms what is often referred to as "a first course in complex
analysis". It is a slight enhancement of lecture notes first presented to un-
dergraduate students in the Mathematics Department of Bedford College,
University of London, as part of the Mathematics BSc. degree, and then
given for many years in the Mathematics Department of King's College,
London. During this time they have been continually revised, reorganized
and rewritten. The aim was to provide a rigorous and largely self-contained
but extremely gentle introduction to the basics of complex analysis.
The audience for the course comprised not only single subject mathe-
matics BSc. and MSci. students but also a number of final year joint honours
students as well as postgraduate students who missed out on the subject
in their undergraduate programme.
There are a number of core topics (such as Cauchy's theorem, the Taylor
and Laurent series, singularities and the residue theorem) which simply
must be offered to any student of complex analysis. However, quite a
bit of preparation is required, so these important results unavoidably tend
to appear in rather rapid succession towards the end the course. This
leaves very little room for extra topics, especially if they are particularly
complicated or involve a lot of additional machinery. The presentation
here is for the benefit of the student audience. There has been no quest for
ultimate generality nor economy of delivery.
Nowadays, it seems that many students do not get to see an account
of metric spaces, so this aspect of complex analysis has been presented
in quite some detail (in Chapter 3). It is then but a small step for the
student wishing to go on to study metric spaces in general. The exponential
and trigonometric functions are defined via their power series expansions
in Chapter 5, so a certain amount of manoeuvring is required to extract

vii
viii Lecture Notes on Complex Analysis

those properties familiar from calculus—for example, the appearance of the


number IT is carefully explained. Those for whom this is familiar territory
can quickly press on.
Most of the core results are contained in Chapters 8-12. The next two
chapters, covering the maximum modulus principle and Mobius transfor-
mations have been moved around a bit over the years. For example, the
maximum modulus principle (Chapter 13) could be discussed anytime after
having dealt with Cauchy's integral formulae (Chapter 8). The treatment
of Mobius transformations (Chapter 14) is essentially a stand-alone topic
so could fit in almost anywhere. It might well be read after Chapter 8 so
as to provide a little variety before embarking on the study of the Laurent
expansion in Chapter 9.
It has to be admitted that the final section of Chapter 13 (on
Hadamard's Theorem), possibly Chapter 15 (on harmonic functions) and
Chapter 16 (on local properties of analytic functions) could be considered
a bit of a luxury. In practice, they were all usually squeezed out because of
lack of time. Most of the rest of the material in these notes just about fits
into a one semester course.
The majority of students embarking on this subject will have studied
calculus and will usually have also been exposed to some real analysis.
Nevertheless, experience has shown that the odd reminder does not go amiss
and so an appendix containing some pertinent facts from real analysis has
been included. These are all consequences of the completeness property of
R (so tend not to be very carefully covered in calculus courses—or else are
deemed obvious).
A number of text books were consulted during the preparation of these
notes and these are listed in the bibliography. No claim is made here
regarding originality. As an undergraduate student in the Mathematics
Department of Imperial College, it was my privilege to be taught analysis
by M. C. Austin and Professor Ch. Pommerenke. Their lectures could
only be described as both a joy and an inspiration. It is a pleasure to
acknowledge my indebtedness to them both.

/. F. Wilde
Contents

Preface vii

1. Complex Numbers 1
1.1 Informal Introduction 1
1.2 Complex Plane 2
1.3 Properties of the Modulus 4
1.4 The Argument of a Complex Number 8
1.5 Formal Construction of Complex Numbers 12
1.6 The Riemann Sphere and the Extended Complex Plane . . 14

2. Sequences and Series 17


2.1 Complex Sequences 17
2.2 Subsequences 17
2.3 Convergence of Sequences 18
2.4 Cauchy Sequences 21
2.5 Complex Series 23
2.6 Absolute Convergence 24
2.7 n t h -Root Test 25
2.8 Ratio Test 26

3. Metric Space Properties of the Complex Plane 29


3.1 Open Discs and Interior Points 29
3.2 Closed Sets 32
3.3 Limit Points 34
3.4 Closure of a Set 36
3.5 Boundary of a Set 38

ix
x Lecture Notes on Complex Analysis

3.6 Cantor's Theorem 40


3.7 Compact Sets 41
3.8 Polygons and Paths in C 49
3.9 Connectedness 51
3.10 Domains 56

4. Analytic Functions 59
4.1 Complex-Valued Functions 59
4.2 Continuous Functions 59
4.3 Complex Differentiable Functions 61
4.4 Cauchy-Riemann Equations 66
4.5 Analytic Functions 70
4.6 Power Series 73
4.7 The Derived Series 74
4.8 Identity Theorem for Power Series 77

5. The Complex Exponential and Trigonometric Functions 79


5.1 The Functions exp z, sin z and cos z 79
5.2 Complex Hyperbolic Functions 80
5.3 Properties of exp z 80
5.4 Properties of sin z and cos z 83
5.5 Addition Formulae 84
5.6 The Appearance of TV 86
5.7 Inverse Trigonometric Functions 89
5.8 More on exp z and the Zeros of sin z and cos z 91
5.9 The Argument Revisited 92
5.10 Arg z is Continuous in the Cut-Plane 94

6. The Complex Logarithm 97


6.1 Introduction 97
6.2 The Complex Logarithm and its Properties 98
6.3 Complex Powers 100
6.4 Branches of the Logarithm 103

7. Complex Integration 111


7.1 Paths and Contours Ill
7.2 The Length of a Contour 113
7.3 Integration along a Contour 115
Contents xi

7.4 Basic Estimate 120


7.5 Fundamental Theorem of Calculus 121
7.6 Primitives 123

8. Cauchy's Theorem 127


8.1 Cauchy's Theorem for a Triangle 127
8.2 Cauchy's Theorem for Star-Domains 133
8.3 Deformation Lemma 136
8.4 Cauchy's Integral Formula 138
8.5 Taylor Series Expansion 139
8.6 Cauchy's Integral Formulae for Derivatives 142
8.7 Morera's Theorem 145
8.8 Cauchy's Inequality and Liouville's Theorem 146
8.9 Identity Theorem 149
8.10 Preservation of Angles 154

9. The Laurent Expansion 157


9.1 Laurent Expansion 157
9.2 Uniqueness of the Laurent Expansion 163

10. Singularities and Meromorphic Functions 167


10.1 Isolated Singularities 167
10.2 Behaviour near an Isolated Singularity 169
10.3 Behaviour as \z\ —> oo 172
10.4 Casorati-Weierstrass Theorem 174

11. Theory of Residues 175


11.1 Residues 175
11.2 Winding Number (Index) 177
11.3 Cauchy's Residue Theorem 179

12. The Argument Principle 185


12.1 Zeros and Poles 185
12.2 Argument Principle 187
12.3 Rouche's Theorem 189
12.4 Open Mapping Theorem 193

13. Maximum Modulus Principle 195


xii Lecture Notes on Complex Analysis

13.1 Mean Value Property 195


13.2 Maximum Modulus Principle 196
13.3 Minimum Modulus Principle 200
13.4 Functions on the Unit Disc 201
13.5 Hadamard's Theorem and the Three Lines Lemma 204

14. Mobius Transformations 207


14.1 Special Transformations 207
14.2 Inversion 209
14.3 Mobius Transformations 210
14.4 Mobius Transformations in the Extended Complex Plane . 215

15. Harmonic Functions 219


15.1 Harmonic Functions 219
15.2 Local Existence of a Harmonic Conjugate 220
15.3 Maximum and Minimum Principle 221

16. Local Properties of Analytic Functions 223


16.1 Local Uniform Convergence 223
16.2 Hurwitz's Theorem 226
16.3 Vitali's Theorem 229

Appendix A Some Results from Real Analysis 231


A.l Completeness of R 231
A. 2 Bolzano-Weierstrass Theorem 233
A.3 Comparison Test for Convergence of Series 235
A.4 Dirichlet's Test 235
A.5 Alternating Series Test 236
A.6 Continuous Functions on [a, b] Attain their Bounds 236
A.7 Intermediate Value Theorem 238
A.8 Rolle's Theorem 238
A.9 Mean Value Theorem 239

Bibliography 241

Index 243
Chapter 1

Complex Numbers

1.1 Informal Introduction

What is a complex number? It is any number of the form z = x + iy,


where x and y are real numbers and i obeys i2 = —1. Of course, there is
no real number whose square is negative, and so i is not a real number.
Accordingly, x is called the real part of z, denoted Hez, and y = Imz is
called the imaginary part. (Notice that Imz is y and not iy.)
Complex numbers are declared equal if and only if they have the same
real and imaginary parts; if z\ = x\ + iyi and z^ = £2 + it/2, then z\ = z^
if and only if both x\ = X2 and 2/1 =2/2- We write 0 for 0 + iO.
Addition and multiplication are as one would expect;

•Zl + 22 = (Xl + X2) + i (j/1 + J/2)

z\ Z2 = On + iyi) (x2 + iyi) = xix2 + iy\x2 + iy\iy2 + £1*2/2


= (xix2 - 2/12/2) + i (2/1X2 + Z12/2) •

If z = x + iy, then — z = — x — iy.


Suppose that z = x + iy, and z ^ 0. Then at least one of x or y is
non-zero. In fact, z ^ 0 if and only if x2 + y2 > 0. We have
1 1 x — iy x — iy
z x + iy (x + iy)(x — iy) x2 + y2
x
j y
x +y2
2
x2 + y2
, 1 x , 1 —y
so that Re - = — 5 ^ and Im - = — ^ ^.
z xz + 2/ z x1 + 2/
By definition, complex conjugation changes the sign of the imaginary
part, that is, the complex conjugate of z = x + iy is defined to be the

l
Lecture Notes on Complex Analysis

complex number z = x — iy. Notice that z z = x2 + y2 and that

Re z = x = and Im z = y = .
y
2 2z
Proposition 1.1 For any complex numbers z\, z2, we have

(i) z\ + z2 = ~z[ + z^,


(ii) £ i z 2 = zT zi,
(iii) T\ = z\.
(iv) lfz2^0, then (-) = =
<Z2/
\ZoJ Z2
Zo

Proof. This is just straightforward computation. D

1.2 Complex Plane

There is a natural correspondence between complex numbers and points


in the plane, as follows. To any given complex number z = x + iy, we
associate the point (x, y) in the plane and, conversely, to any point {x, y)
in the plane, we associate the complex number z = x + iy

z = x + iy <—• (x,y)-

This is evidently a one-one correspondence.

y
\
P' (x,y) <—> x + iy

/ \z\ = y/x2 + y2

Fig. 1.1 Complex numbers as points in the Argand diagram.


Complex Numbers 3

The complex plane (also called the Argand diagram or Gauss plane) is
just the set of complex numbers thought of as points in the plane in this
way. It is very helpful to be able to picture complex numbers like this. The
rc-axis is called the real axis and the y-axis is called the imaginary axis.
If P is the point (x, y), corresponding to z = x+iy, then the (Euclidean)
distance of P from the origin is equal to \Jx2 -f y2. This value is written \z\,
the modulus (or absolute value) of z. Thus, \z\ is the length of the two-
dimensional vector (x,y). If z is real, then y = 0 and so \z\ = \fx2 = \x\,
the usual value of the modulus of a real number.
For any complex numbers z\ and Z2, z\ — z-i = {x\ — £2) + i{yx — 2/2)
so that \z\ — zj\ = v (^i — X2)2 + (yi ~ V2)2 which is the distance between
the points z\ and zi thought of as points in the plane. It makes perfectly
good sense to talk about complex numbers being "close together"—this
simply means that the distance between them, namely \z\ — 221, is "small".
Examples 1.1
(1) What is the set S = { z : \z - (| = r }, where r > 0 and ( is fixed? The
complex number z belongs this set if (and only if) its distance from (
is equal to r. We conclude that S is the circle in the complex plane
with centre ( and radius r. In terms of cartesian coordinates, we see
that z = x + iy belongs to S if and only if

r 2 = \z - C|2 = (x - 0 2 + (V - r,)2
where ( = £ + ir\. This is the equation of a circle in K2 with centre at
the point (£, r\) and radius r.
By considering values r < R, we see that {z : \z — (\ < R} is the
disc in the complex plane formed by all those complex numbers whose
distance from £ is strictly less than R.
Note that {z : \z\ = 1} is the circle with radius 1 and centre at the
origin. The set { z : \z\ < 1 } is the disc with centre at the origin and
radius 1 but not including the perimeter { z : \z\ = 1 } .
(2) What is the set A = { z : \z - i\ = \z - 3| }? We see that z G A if and
only if its distance from the complex number i is the same as its distance
from 3. It follows that A is a straight line—the perpendicular bisector
of the line between i and 3 in the complex plane. We can see this in
terms of cartesian coordinates. If z = x + iy, then z — i — x + i{y — 1)
and z — 3 = x — 3 + iy, so that z belongs to A if and only if

x2 + (y - l ) 2 = (x - 3) 2 + y2 .
4 Lecture Notes on Complex Analysis

Simplifying, this becomes y = 3x — 4, the equation of a straight line.


(3) The set { z : Im z > 0 } is the set of those complex numbers z = x + iy
such that Im z = y > 0. This is just the set of all points in the upper
half-plane—those points lying strictly above the s-axis.

Proposition 1.2 For any complex number z,

\Rez\ < \z\


\Imz\ < \z\
^ ( N + li/l) < N < N +|i/|
where x = Re z and y = Im z.
Proof. The first two inequalities are direct consequences of the inequality
a2 < a2 + b2, valid for any real numbers a and b (take positive square roots).
Furthermore, \z\2 = x2 + y2 < x2 + y2 + 2 |x| \y\ = (|a;| + \y\)2. Taking
positive square roots gives | z | < | a ; | + |2/|.
Finally, the inequality (a — b)2 > 0, for any real numbers a and b, can
be rewritten as 2ab < a2 + b2. Using this, we have

(|x| + \y\)2 = \x\2 + \y\2 + 2 \x\ \y\ < 2 \x\2 + 2 \y\2 .

Taking the positive square root completes the proof. •

1.3 Properties of the Modulus

Further properties of the modulus are as follows.


Proposition 1.3 For any complex numbers z, £, we have

(i) \z\ = 0 if and


1 |2 -
(ii) \z\ = z z ;
(iii) \A = \~z\;
(iv) |zCI = N K I ;
\z\
(v) if C 7^ 0, then
(vi) k + ci<l*l + (the triangle inequality) ;
Ivii) \z\ H \- zm < |-2i| ~\ 1-1-2m| for any zi,z2,..., z m € C.
Proof. Parts (i), (ii) and (iii) are straightforward. To prove (iv), we
observe that \zQ2 = z(K, by (ii), = .zC^C = \zf \C\2, again by (ii).
Complex Numbers 5

Taking positive square roots gives (iv). Similarly, if ( ^ 0, then

z z /z\ zz \z\
c CH^ cc icr
and (v) follows.
It is possible to prove part (vi) by substituting in the real and imaginary
parts and doing a bit of algebra. However, we can give a slick and relatively
painless proof as follows:

k + C|2 = (* + C)(* + 0
= (z + <)(z + 0 _

= |*|2 + |C|2 + 2C + ^
= \z\2 + \C\2 + 2Re(zO
<| 2 | 2 + |C|2 + 2| 2 c|
= |Z|2 + |C|2 + 2|^||C|
2
= (I*I + ICI)
Taking positive square roots completes the proof.
Part (vii) is the generalized triangle inequality and follows directly from
part (vi) by induction. Indeed, for each m G N, let P(m) be the statement
that \zi-i \- zm\ < \zi\-\ h \zm\ for any zi, z2, • •., zm G C. Clearly,
P ( l ) is true.
We suppose that P(n) is true and show that this implies that P(n + 1)
is true. Indeed, for any z\,..., zn+i in C, let ( = zn + zn+i. Then, we have

\Zl-\ h Zn + Zn+1\ = \zi-\ h Zn-i + C|


< | * l | + - - - + | * n - l | + |CI

by the induction hypothesis (namely, that P(n) is true)

< l-Zll H- h \zn-l\ + \zn\ + \zn+l\ ,

by part (vi), and therefore P(n+1) is true, as claimed. Hence, by induction,


P(n) is true for all n G N. •
6 Lecture Notes on Complex Analysis

Remark 1.1 Replacing ( by —C, the triangle inequality becomes

l * - C I < l * l + IC|.
Now, \z\ — \z — 0| and \(\ = \( — 0|, and so the above inequality tells us
that the distance between the pair of complex numbers z and ( is no greater
than the the sum of the distances of each of z and C from the origin. This
is just the statement that if we form the triangle with vertices 0, z and C,
then the length of the side joining z and C is never longer than the sum of
the other two sides—hence the name "triangle inequality".
For any complex numbers u, v, w, we see that

\u - w\ = \(u — v) + (v - w)\ < \u — v\ + \v — w\,


so there is nothing special about the origin in the above discussion—it works
for any triangle.
Evidently, part (vi) is just a special but important case of part (vii),
the generalized triangle inequality.
Remark 1.2 For any z, C G C, we have |C| = |C - z + z\ < |C - z\ + \z\,
giving |£| — \z\ < \z — (\. Interchanging z and (, we obtain the inequality
\z\ - |C| < IC - z\ = \z - C|. Thus - \z - CI < \z\ - |CI <\z~ CI, which can
be written as

|I*|-KI|<I*-CI-
From this, we see that if two complex numbers z and C a r e close (i.e., the
distance between them, \z — C|, is small) then they have nearly the same
modulus. The converse, however, need not be true, for example, i and — i
have the same modulus, namely 1, but | i — (—i) | = |2i| = 2.
Example 1.2 If the complex numbers u and v are proportional, with
positive constant of proportionality, then u + v = u + ru— (1 + r)u for
some r > 0. Evidently, |u + u| = ( l + r ) | u | = |u| 4- |u|. Geometrically, this
is clear. The complex number u + v is got by putting the vector v onto the
end of the vector u in the complex plane. If v = ru, then u and v "line up"
and the triangle with vertices 0, u and u + v collapses to a straight line.
Furthermore, if vi,...,vm are each of the form Vj = rjU, for some
Tj > 0, then the vector u + v\ + v-i + • • • + vm is got by placing parallel
vectors end to end and so its length will be the sum of the parts,
\u + vi + v2 H h vm\ = \u\ + \vi\ H h \vm\ .
We shall see that the converse is also true, as one might expect.
Complex Numbers 7

First, we shall show that the equality \z\ + z2\ = \z\\ + j^21 holds for
non-zero complex numbers, z\ and z2, only if they are proportional (with
positive constant of proportionality), that is, if and only if z2 = rz\ for
some real number r > 0.
Indeed, as we have just discussed, if z2 = TZ\, with r > 0, then the
claimed equality holds.
Conversely, suppose that |zi + z2\ = |zi| + \z2\. Then

( M + M ) 2 = \zi + z2\2 = \Zl\2 + \z2\2 + 2Re(z^2)

and so Re(z\'z2) = \zi\ \z2\ = \z{z2\. It follows that zi~z2 has no imaginary
part and so ziz2 = ~R.e(z\z2) = \z\z2\- From this we see that z2 = r z\
where r = \z{z2\ / \z\\ .
Now, suppose that z^ ^ 0, for all k = 1 , . . . , n, and that
n n

fc=i fc=i

We wish to show that there are positive real numbers r2,..., rn such that
Zj = TjZ\ for j = 2 , . . . , n. Now, for any partition of the set { 1, 2 , . . . , n }
into two subsets / and J, the equality (*) implies that
n n
=
HM I ^2zk I = I J2Zk + J2Zk I
fc=i fc=i z fee/ keJ
- I fee/ k I + I X ] Zfc I
5Z fceJ
< I 5Z^ l + ^ N
n

fee/ fceJ fc=i

and so |Sfce/ Zfc l = Sfce/ 1^1- T a k i n S ^ = {1>J} a n d applying the first


part, the result follows.
Let Co = 0 and Q = Cj-i + Zj, for j = 1 , . . . , n and let P be the polygon
[Co, Ci] U ' ' ' U [Cn-i, Cn], where [u>, z] denotes the straight line segment from
w to z. Then the equality in question is the statement that the distance
between the initial and final points of P is equal to the sum of the lengths
of its segments. This can only happen if the polygon stretches out into a
straight line (and does not turn back on itself).
8 Lecture Notes on Complex Analysis

Example 1.3 For given zi,z2,z3 &C, what is the set

{w € C : w = az\ + (3z2 + 7Z3, some a,/?,7 <E [0,1] with a + /3 + 7 = 1} ?

In fact, this set is the triangle (including its interior) with ver-
tices zi, Z2, zz • To see this, first notice that we can write

w = az\ + (3z2 + 723 = (1 - 7)((1 - A*)2i + ^ 2 ) + 7^3

where LI = (3/(a + /3) (assuming that the denominator is not zero).] Now,
the set { £ : C = (1 — \i)z\ + fiz2, 0 < fi < 1} is just the line segment from
z\ to z2. Let (^ = (1— [i)zi+ fiz2 be some point on this line segment. The
set Lfj, = { w : w = (1 — 7 ) ^ + 72:3, 0 < 7 < 1} is the line segment from
£M to Z3. As Li varies between 0 and 1, so £M varies along the line segment
from z\ to z2 and the LMs fill out the triangle.

1.4 The Argument of a Complex Number

We have agreed that a complex number can be usefully pictured as a point


in the plane. Now, we can use polar coordinates rather than cartesian
coordinates, giving the correspondences (assuming z ^ O )

z = x + iy <—> (x,y) <—> (r,6),

where r = ^Jx1 + y2 = \z\, and where 8 is given by the pair of equations


. x x Re z
COS V = — = -r—r = -7-7-

r \z\ \z\
and
• a V V Imz
sin 0 = - = 7—7 = -7—7- .
r \z\ \z\

The value of 6 is determined only to within additive multiples of 2ir,


that is, if 6 satisfies both cos# = x/r and sin# = y/r then so does 0 + 2kn,
for any k € Z. Moreover, these are the only possibilities: if ip also satisfies
cos ip = x/r and sin ip = y/r then ip = 8 + 2rnr for some suitable n £ Z.
The angle 8 is called the argument of z, denoted arg z. Note that accord-
ing to the above discussion, arg z is not well-defined. One could call arg z an
argument of z, i.e., a solution to cos# = x/r and sin# = y/r, or one could
define arg z to be the set of all such solutions, arg z = { 8,8±2ir, 8±4n, • • •},
Complex Numbers

'(x,y) z = x + iy

Fig. 1.2 Cartesian and polar coordinates.

where 6 is any solution. We prefer the first idea, even though it is something
of a nuisance.
By convention, we can pick on a particular choice. There is a unique
solution 0 satisfying — TT < 6 < TT; this choice of 6 is called the principal
value of the argument of the complex number z and is denoted by Argz.
Thus, for any z ^ 0, Argz is well-defined and is uniquely determined by
the requirement that Argz = 6 € (—TT, TT] and cos# = x/r and sin# = y/r.
For example, Argz = 0 for any real number x with x > 0. If a; is real and
x < 0, then Argx = TT. Also Argi = n/2, Arg(—1) = TT, Aig(-i) = —TT/2.

Fig. 1.3 Arg(l + i) = f, A r g ( - 1 + t) = 3f, A r g ( - 1 - i) = -%.

If z\ — ri(cos^i + i sin Si) and zi = ^(cosfo +isin^2) then, using the


10 Lecture Notes on Complex Analysis

standard trigonometric formulae, we find that

Z1Z2 = rir2(cos(6»i +9?) + i sin(6>i + 62))

and so 9\ + ^ is a possible choice of argument for the product z\ Z?, for


any choices 9\ and 9i of arguments for Z\ and z<i, respectively. In general,

arg(zi^2) = arg 21 + arg 22 + 2kn, for some k G Z,

where argzi, arg 22 and arg(zi^2) denote any particular choices of the
arguments. Of course, different choices will lead to different values for k.
In particular, by induction, we obtain De Moivre's formula

(cos 6 + i sin 6)n — cos n9 + i sin n9.

Remark 1.3 It is not always true that

Arg ziz2 = Arg z\ + Arg z2.

For example, A r g ( - l ) = 7r but Arg((-1)(-1)) = Arg 1 = 0 ^ n + n.


The ambiguity of the argument of a complex number reappears when
we try to set up the notion of the logarithm of a complex number.

Remark 1.4 Suppose that z has polar coordinates (r, 9), z <-> (r, 9).
Then zn <-> (rn,n9). Multiplying complex numbers amounts to multi-
plying their moduli and adding their arguments. Furthermore, 1/z =
z~/(z~z) = ~z/\z\ , so that 1/z <-> (l/r,ip), where ip is an argument of z.
But ~z = rcosfl — irsm9 = r(cos(—9) + isin(—9)) giving I <-> (r,—9).
Hence 1/z <-> (1/r, —9). Dividing by a complex number amounts to divid-
ing by the modulus and subtracting the angle; z/w <-> (r/p, 9 — a), where
z <-> (r, 9) and u; «-> (/?, a).

Example 1.4 For any w ^ 1,


l-tun
l + w + «;2H + U)""1
1—w
(because (1 -w)(l + w-\ \-wn x) = 1 - w n ). Setting iy = cos 0 + i sin 9
fc
(so that w = cos k9 + i sin k9 <-> (1,fc0)),we find that

sin((n+i)<9) - sin(|)
cos # + cos 2# + • • • + cos n9 ••
2sin(f)
Complex Numbers 11

and that
cos(|) - c o s ( ( n + 1)0)
Tn = sin 9 + sin 29 H h sin n9
2sin(f)
provided 9 ^ 2kn for any fceZ.
Indeed, if we let C = cos(§) — i sin(|) <-> (1, — | ) , then we have

Sn + zTn = cos 9 + i sin 9 + cos 20 + i sin 20 + h cos n9 + i sin n0


2 n
= w + w -\ \-w
n+1
w— w
1—w
_ (wn+1 -w)(
(w-l)C
_ wn+1(-w(
w(-(
_ cos((n + \)9) + i sin((n + \)9) - cos(f) - i sin(|)
~ 2»sin(f) '
Equating real and imaginary parts gives the required formulae.

Returning to the general discussion, we have declared a complex number


to be one of the form z = x + iy, where i2 — —1, and have so far accepted
this uncritically. The question is "is this legitimate?" What is this magical
number which we denote by i? It is certainly not a real number, so what
is it? Now watch closely:

1 _ (-1)

r ~ V ^T
v^T VI
Vi V=T

which is some cause for concern.


A similar but somewhat less picturesque "observation" is that

/lO = x / ( - 5 ) ( - 2 ) = v ^ 7 ^ 2 = i ^ 5 i V2 = i2 VlO = - - / l O .
12 Lecture Notes on Complex Analysis

Maybe we should take a little more care in setting up the notion of a


complex number. Happily, this can be done, as we will now see (but the
paradoxes above must wait until we discuss complex powers).

1.5 Formal Construction of Complex Numbers

We define C to be the set of ordered pairs (x,y), with x,y £ R, together


with the binary operations of "addition" (denoted +) and "multiplication"
(denoted •) given, respectively, by

(a, b) + (c, d) = (a + c, b + d)

and

(a, b) • (c, d) = (ac — bd,ad + be).

(Secretly, we think of (a, b) and (c, d) as being a + ib and c + id. Then the
addition and multiplication laws above are the obvious ones.)

Proposition 1.4 The set C equipped with these operations is a field in


which (0,0) is the identity for addition and (1,0) is the identity for multi-
plication.

Proof. It is clear from the definitions above that (a, b) + (0,0) = (a, b) —
(0,0) + (a, b) and that (a, b) • (1,0) = (a, b) = (1,0) • (a, b). Also, (-a, -b) is
an additive inverse for (a, b). Furthermore, provided (a, b) ^ (0,0), we see
that (c, d) is a multiplicative inverse for (a, b) where c = a/y/a2 + b2 and
d = —b/\/a2 + b2. (These are what we would expect if (a, b) is to somehow
be a rigorous realization of the expression a + ib).
Straightforward computations, using the definitions of + and •, show
that, for any (o, b), (c,d), (e,/) G C,

(a, b) + (c, d) — (c, d) + (a,b), ( + is commutative),


(a, b) + ((c, d) + (e, / ) ) = ((a, b) + (c, d)) + (e, / ) , ( + is associative),
(o, b) • (c, d) = (c, d) • (a,b), (• is commutative),
(a, b) • ((c, d) • (e, / ) ) = ((a, b) • (c, d)) • (e, / ) , (• is associative),
(a, b) • ((c, d) + (e, / ) ) = (a, b) • (c, d) + (a, b) • (e, / ) ,
(• is distributive over + )

Thus, C is a field, as claimed. •


Complex Numbers 13

Proposition 1.5 The set F = {(a, 0) : a &R} is a subfield o / C and the


map 0 : R —> C given by cf>: a —
i > (a, 0) is a yieW isomorphism ofM. onto F.

Proof. Prom the definitions, we see that (a, 0) + (6,0) = (a+b, 0) and that
(a, 0) • (6,0) = (o6,0), for any (a,0),(6,0) G F. Furthermore, the additive
inverse of (a, 0) is (—a, 0) € F and, if a ^ 0, the multiplicative inverse is
( l / a , 0 ) G F. It follows that F is a subfield of C.
Next, w e n o t e t h a t 0 ( a + 6) = (a+6,0) = (a,0) + (6,0) = 0 ( a ) + 0(6) and
<l>(ab) = (ab,0) = (a,0) • (6,0) = 0(a) • 0(6), 0(0) = (0,0) and 0(1) = (1,0)
and so 0 is a homomorphism with respect to both operations + and •.
Finally, we observe that (a, 0) = 4>(a) and so 0 maps R onto F, and
if 4>(a) = 0(6), then (a, 0) = (6,0) and therefore a = 6. Hence 0 maps R
one-one onto F and is a field isomorphism. •

This means that F and R are "the same", that is, R can be embedded
in C as F. This is just the formal proof that the "real line" is still the "real
line" when we consider it as the x-axis of the complex plane. This is not an
entirely vacuous statement because we are also considering the additive and
multiplicative structures involved. (The plane is more naturally considered
as a linear space, so that addition is natural but multiplication is a little
special. In fact, it can be shown that R™ (with n > 1) can be given a
multiplication making it into a field only for n = 2, in which case the
multiplication is as above.)
Now, any (a, 6) G C can be written as

(a, 6) = (a, 0) + (0,6) = (a, 0) + (0,1) • (6,0)


= 4>{a) + (0,1)- 0(6) = 4>{a) + i 0(6)
= a + ib

where we have dropped the isomorphism notation 0 by writing (j>(x) as


just x, for any x G R. Also, we have set i = (0,1), and we have dropped
the •, denoting multiplication merely by juxtaposition, as usual. Thus, with
this new streamlined notation, any complex number has the form a+ib, with
a, b G R, and where i satisfies i2 = (0,1) • (0,1) = (-1,0) = 0 ( - l ) = - 1 ,
i.e., i2 = —1. We have therefore given substance to the hopeful but vague
idea of "a number of the form x + iy, with x, y G R, and with i2 = —1",
and have recovered our original formulae for addition and multiplication.
The complex numbers are well-defined—they form a field and contain the
set of real numbers R as a subfield.
14 Lecture Notes on Complex Analysis

W h a t ' s going on? We might worry about simply asserting that i2 = — 1


without having said precisely what i was in the first place. However, it turns out
to be all right. We can just go ahead and write any complex number as a + ib,
where i2 = — 1 and not worry. It can all be justified. (But we still need to sort
out square roots.)

R e m a r k 1.5 T h e set of real numbers has a notion of order, defined in


terms of positivity. For any real number x, precisely one of the following
three statements is true; x = 0, x > 0, —x > 0. A property of positivity
is t h a t if x > 0 and y > 0, then xy > 0. It follows t h a t 1 > 0. (To see
this, first we note t h a t , clearly, 1 ^ 0 (otherwise, x = 1 x would be 0 for all
i £ l ) . Hence either 1 > 0 or —1 > 0, but not both. If — 1 > 0 were true,
then we would have ( - 1 ) ( - 1 ) > 0. B u t ( - 1 ) ( - 1 ) = l 2 = 1 so t h a t also
1 > 0. B o t h — 1 > 0 and 1 > 0 is not allowed, so we conclude t h a t — 1 > 0
is false and therefore 1 > 0.)
Is there such a notion for complex numbers which extends t h a t for the
real numbers? If this were possible then, for example, we would have either
% > 0 or — i > 0 (since i ^ 0). If i > 0 were true, we would have — 1 = i2 > 0,
which is false. Hence — i > 0 must be true. B u t then, again, this would
imply —1 = (—i)2 > 0, which is false. We must concede t h a t there is no
generalization of positivity extending from the real numbers to the set of
complex numbers.
For real numbers x and y, the inequality x > y is just a way of writing
x — y > 0. This latter does not make sense, in general, for complex numbers,
so it follows t h a t inequalities, such as z > C, do not make sense for complex
numbers.

W h a t ' s going o n ? Try as we might, we cannot make (useful) sense of


inequalities between complex numbers.

1.6 T h e R i e m a n n Sphere and the E x t e n d e d C o m p l e x Plane

Let S2 denote the sphere {(x,y,z) eR3 : x2+y2 + z2 = 1} in K 3 and let N


denote t h e point ( 0 , 0 , 1 ) , t h e "north pole" of S2. Think of C as the plane
{(x,y,z) : z = 0 } , containing the equator of S2. Then given any point P
in this plane, the straight line through P and N cuts the sphere S2 in a
unique point, P', say. As P varies over the plane, the corresponding point
P' varies over S2 \ {N}. This sets up a one-one correspondence between C
and S2 \ {N}.
Complex Numbers 15

We note t h a t points far from t h e origin in C are m a p p e d into points


near the n o r t h pole (and points close to the origin are m a p p e d into points
close to the south pole of S2, i.e., the point (0,0, —1)). Notice too t h a t if
(Pn) is a sequence of points in C which converges to some point P in C,
t h e n t h e images P'n of Pn converge in S2 t o the image P' of P. We also
see t h a t if (zn) is a sequence in C such t h a t \zn\ —> oo, then the sequence
(P^) of their images converges to N in S2 (and vice versa). T h e point N
is called the "point at infinity".
T h e extended complex plane, Coo, is defined t o b e C together with one
additional element, t h a t is, C ^ = C U {oo}, where {oo} is a singleton
set with oo 0 C. It does not m a t t e r what oo actually is, as long as it
is not already a member of the set C. For example, we could take oo to
be 0 , which is certainly not a complex number. (Note t h a t a and { a } are
different mathematical objects, so, in particular, 0 is not the same as { 0 }.
Indeed, the objects { 0 } , { 0 , { 0 } } and { 0 , { 0 , { 0 } } } are different, as
different as the numbers 1,2,3.)
W h a t ' s going on? The issue is how to augment a given set to give it just one
new element. That is, given a set A, how does one construct a new set B such
that B \ A is a singleton set? In the case above, A = C and B = Coo is the set
we seek. If it does not matter what the new element is, as in the case here, then
the explicit construction above is just one of many possibilities.

There is then a one-one correspondence between Coo and S2 given by


oo <—> N together with the correspondence between C and S2 \ {N}, as
introduced above. T h e extended complex plane, Coo, viewed in this way is
referred to as the Riemann sphere.
This gives a sensible realization of "infinity". For example, the mapping
z I—> 1/z is not a priori denned at z = 0 G C. However, if we consider the
extended complex plane, or the Riemann sphere, then in addition to the
mapping z — i > 1/z for z G C \ { 0 }, we can define 0 —
i > N and N H-» 0, (or, in
more suggestive notation, 0 — i > oo (1/0 = oo) and O O H O ( l / o o = 0)). This
defines the m a p 2 H 1/Z as a mapping from Coo —> Coo- This construction
is reasonable in t h a t if zn —> z, then 1/zn —> 1/z even if z or any zn is equal
to 0 or to oo.
T h e point here is to notice t h a t by studying Coo, rather t h a n just C, we
can sometimes handle singularities just as ordinary points—after all, one
point on a sphere is much the same as any other.
In real analysis, one considers the limits x —> oo and x —> —oo. Whilst
it must be stressed at the outset t h a t this is just shorthand symbolism,
nevertheless, it does invoke a kind of image of two infinities—one positive
16 Lecture Notes on Complex Analysis

and the other negative. In view of the picture of complex numbers as points
in the plane, one might wonder if it might be worth considering some kind
of collection of "complex infinities", each being somewhere off in some given
direction (perhaps corresponding to some "end of the rainbow" at the "end"
of the ray r (cos 6 + i sin 6) as r becomes very large). The view of C as being
wrapped around a sphere, as developed above, suggests that we can bundle
all these "infinities" into just a single "point at infinity", namely, the north
pole.
It should be stressed that whilst C is a field (so one can do arithmetic),
this is no longer true of Coo- There is no attempt to assign any meaning
whatsoever to expressions such as oo + oo or 0 x oo. The operations of
addition and multiplication are simply not directly applicable when oo is
involved.
Chapter 2

Sequences and Series

2.1 Complex Sequences

A sequence of complex numbers is a collection of elements of C labelled


by integers; for example, ai, 02,03, To be more precise, a sequence of
complex numbers is a map a from the natural numbers N into C. If we
write an for the value a(n), then we recover the intuitive notion above.
The important thing about a sequence is that there is a notion of "further
along", e.g., the term a-no is "further along" the sequence than, say, aio6-
Of course, this property is inherited from the ordering within N; an is
further along the sequence than am if and only if n > m.
We denote the sequence a\,a^,... by (a„) or (a„)„ej,e It is often very
convenient to allow a sequence to begin with ao rather than with a\. (We
can still express this in terms of a map from N into C by considering the
sequence (bn) where b : N —> C is the map b : n 1—» o„_i, n € N.) The
notation (o„)" = 0 or (o„)„>o might be appropriate here.

2.2 Subsequences

A subsequence of a sequence (an) is any sequence got by removing terms


from the original sequence (o„). For example, ai, 03, as, 0,7,... (where " . . . "
means "and all further terms with an odd index") is a subsequence of the
sequence 01,02,03,.... More formally, we define subsequences via map-
pings on N as follows. Suppose that <j> : N —> C is a given sequence in C
Let ip : N —» N be any given map such that ip(n) > tp(m) whenever n > m
(i.e., V preserves the order in N). Then ^ » o ^ : N - + C i s a sequence of
complex numbers; <j>oi/j maps n into <j>(tp(n)) € C, for n € N. Any sequence
of this form is said to be a subsequence of <j>.

17
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