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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
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
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)
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
/. 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
ix
x Lecture Notes on Complex Analysis
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
Bibliography 241
Index 243
Chapter 1
Complex Numbers
l
Lecture Notes on Complex Analysis
Re z = x = and Im z = y = .
y
2 2z
Proposition 1.1 For any complex numbers z\, z2, we have
z = x + iy <—• (x,y)-
y
\
P' (x,y) <—> x + iy
/ \z\ = y/x2 + y2
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
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
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
|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
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
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
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.
r \z\ \z\
and
• a V V Imz
sin 0 = - = 7—7 = -7—7- .
r \z\ \z\
'(x,y) z = x + iy
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.
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
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).
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
1 _ (-1)
r ~ V ^T
v^T VI
Vi V=T
/lO = x / ( - 5 ) ( - 2 ) = v ^ 7 ^ 2 = i ^ 5 i V2 = i2 VlO = - - / l O .
12 Lecture Notes on Complex Analysis
(a, b) + (c, d) = (a + c, b + d)
and
(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.)
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,
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
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
2.2 Subsequences
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