A First Course in

Complex Analysis
Version 1.3

Matthias Beck, Gerald Marchesi,

Dennis Pixton, Lucas Sabalka

Department of Mathematics Department of Mathematical Sciences

San Francisco State University Binghamton University (SUNY)
San Francisco, CA 94132 Binghamton, NY 13902-6000

beck@math.sfsu.edu marchesi@math.binghamton.edu
dennis@math.binghamton.edu
sabalka@math.binghamton.edu

Copyright 2002–2010 by the authors. All rights reserved. The most current version of this book is
available at the websites
http://www.math.binghamton.edu/dennis/complex.pdf
http://math.sfsu.edu/beck/complex.html.
This book may be freely reproduced and distributed, provided that it is reproduced in its entirety
from the most recent version. This book may not be altered in any way, except for changes in
format required for printing or other distribution, without the permission of the authors.
 2

These are the lecture notes of a one-semester undergraduate course which we have taught several
times at Binghamton University (SUNY) and San Francisco State University. For many of our
students, complex analysis is their first rigorous analysis (if not mathematics) class they take,
and these notes reflect this very much. We tried to rely on as few concepts from real analysis as
possible. In particular, series and sequences are treated “from scratch.” This also has the (maybe
disadvantageous) consequence that power series are introduced very late in the course.
We thank our students who made many suggestions for and found errors in the text. Special
thanks go to Joshua Palmatier, Collin Bleak and Sharma Pallekonda at Binghamton University
(SUNY) for comments after teaching from this book.
Contents

1 Complex Numbers 1
1.0 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.1 Definition and Algebraic Properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 Geometric Properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.3 Elementary Topology of the Plane . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.4 Theorems from Calculus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10

2 Differentiation 14
2.1 First Steps . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
2.2 Differentiability and Holomorphicity . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
2.3 The Cauchy–Riemann Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
2.4 Constant Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22

3 Examples of Functions 25
3.1 Möbius Transformations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
3.2 Infinity and the Cross Ratio . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
3.3 Stereographic Projection . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
3.4 Exponential and Trigonometric Functions . . . . . . . . . . . . . . . . . . . . . . . . 33
3.5 The Logarithm and Complex Exponentials . . . . . . . . . . . . . . . . . . . . . . . 36
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37

4 Integration 42
4.1 Definition and Basic Properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42
4.2 Cauchy’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45
4.3 Cauchy’s Integral Formula . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49

5 Consequences of Cauchy’s Theorem 53

5.1 Extensions of Cauchy’s Formula . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53
5.2 Taking Cauchy’s Formula to the Limit . . . . . . . . . . . . . . . . . . . . . . . . . . 55
5.3 Antiderivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 58
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 60

3
CONTENTS 4

6 Harmonic Functions 63
6.1 Definition and Basic Properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63
6.2 Mean-Value and Maximum/Minimum Principle . . . . . . . . . . . . . . . . . . . . . 65
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67

7 Power Series 68
7.1 Sequences and Completeness . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68
7.2 Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70
7.3 Sequences and Series of Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 72
7.4 Region of Convergence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 75
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 78

8 Taylor and Laurent Series 82

8.1 Power Series and Holomorphic Functions . . . . . . . . . . . . . . . . . . . . . . . . . 82
8.2 Classification of Zeros and the Identity Principle . . . . . . . . . . . . . . . . . . . . 85
8.3 Laurent Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 87
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 90

9 Isolated Singularities and the Residue Theorem 93

9.1 Classification of Singularities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93
9.2 Residues . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97
9.3 Argument Principle and Rouché’s Theorem . . . . . . . . . . . . . . . . . . . . . . . 99
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101

10 Discrete Applications of the Residue Theorem 104

10.1 Infinite Sums . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 104
10.2 Binomial Coefficients . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 105
10.3 Fibonacci Numbers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 105
10.4 The ‘Coin-Exchange Problem’ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 106
10.5 Dedekind sums . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 107

Solutions to Selected Exercises 109

Index 112
Chapter 1

Complex Numbers

Die ganzen Zahlen hat der liebe Gott geschaffen, alles andere ist Menschenwerk.
(God created the integers, everything else is made by humans.)
Leopold Kronecker (1823–1891)

1.0 Introduction
The real numbers have nice properties. There are operations such as addition, subtraction, mul-
tiplication as well as division by any real number except zero. There are useful laws that govern
these operations such as the commutative and distributive laws. You can also take limits and do
calculus. But you cannot take the square root of −1. Equivalently, you cannot find a root of the
equation
x2 + 1 = 0. (1.1)
Most of you have heard that there is a “new” number i that is a root of the Equation (1.1).
That is, i2 + 1 = 0 or i2 = −1. We will show that when the real numbers are enlarged to a new
system called the complex numbers that includes i, not only do we gain a number with interesting
properties, but we do not lose any of the nice properties that we had before.
Specifically, the complex numbers, like the real numbers, will have the operations of addition,
subtraction, multiplication as well as division by any complex number except zero. These operations
will follow all the laws that we are used to such as the commutative and distributive laws. We will
also be able to take limits and do calculus. And, there will be a root of Equation (1.1).
In the next section we show exactly how the complex numbers are set up and in the rest
of this chapter we will explore the properties of the complex numbers. These properties will be
both algebraic properties (such as the commutative and distributive properties mentioned already)
and also geometric properties. You will see, for example, that multiplication can be described
geometrically. In the rest of the book, the calculus of complex numbers will be built on the
propeties that we develop in this chapter.

1.1 Definition and Algebraic Properties

The complex numbers can be defined as pairs of real numbers,
C = {(x, y) : x, y ∈ R} ,

1
CHAPTER 1. COMPLEX NUMBERS 2

equipped with the addition

(x, y) + (a, b) = (x + a, y + b)
and the multiplication
(x, y) · (a, b) = (xa − yb, xb + ya) .
One reason to believe that the definitions of these binary operations are “good” is that 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 following basic theorem states the algebraic structure that we established with our defini-
tions. Its proof is straightforward but nevertheless a good exercise.
Theorem 1.1. (C, +, ·) is a field; that is:

∀ (x, y), (a, b) ∈ C : (x, y) + (a, b) ∈ C (1.2)

∀ (x, y), (a, b), (c, d) ∈ C : (x, y) + (a, b) + (c, d) = (x, y) + (a, b) + (c, d) (1.3)
∀ (x, y), (a, b) ∈ C : (x, y) + (a, b) = (a, b) + (x, y) (1.4)
∀ (x, y) ∈ C : (x, y) + (0, 0) = (x, y) (1.5)
∀ (x, y) ∈ C : (x, y) + (−x, −y) = (0, 0) (1.6)



∀ (x, y), (a, b), (c, d) ∈ C : (x, y) · (a, b) + (c, d) = (x, y) · (a, b) + (x, y) · (c, d) (1.7)

∀ (x, y), (a, b) ∈ C : (x, y) · (a, b) ∈ C (1.8)

∀ (x, y), (a, b), (c, d) ∈ C : (x, y) · (a, b) · (c, d) = (x, y) · (a, b) · (c, d) (1.9)
∀ (x, y), (a, b) ∈ C : (x, y) · (a, b) = (a, b) · (x, y) (1.10)
∀ (x, y) ∈ C : (x, y) · (1, 0) = (x, y) (1.11)
 
x −y
∀ (x, y) ∈ C \ {(0, 0)} : (x, y) · x2 +y ,
2 x2 +y 2 = (1, 0) (1.12)

Remark. What we are stating here can be compressed in the language of algebra: equations (1.2)–
(1.6) say that (C, +) is an Abelian group with unit element (0, 0), equations (1.8)–(1.12) that
(C \ {(0, 0)}, ·) is an abelian group with unit element (1, 0). (If you don’t know what these terms
mean—don’t worry, we will not have to deal with them.)
The definition of our multiplication implies the innocent looking statement

(0, 1) · (0, 1) = (−1, 0) . (1.13)

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
CHAPTER 1. COMPLEX NUMBERS 3

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 part1 of the complex number x + iy, often
denoted as Re(x + iy) = x and Im(x + iy) = y. The identity (1.13) then reads

i2 = −1 .

We invite the reader to check that the definitions of our binary operations and Theorem 1.1 are
coherent with the usual real arithmetic rules if we think of complex numbers as given in the form
x + iy.

1.2 Geometric Properties

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 addition that we defined for complex numbers resembles vector
addition. The analogy stops at multiplication: there is no “usual” multiplication of two vectors
that gives another vector—much less so if we additionally demand our definition of the product of
two complex numbers.

z1 +/W z2
// z1
//
//

//

z2 kWWWWW /

WWWWW ///

WW

Figure 1.1: Addition of 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; let’s define these concepts
thoroughly. The absolute value (sometimes also called the modulus) of x + iy is
p
r = |x + iy| = x2 + y 2 ,

and an argument of x + iy is a number φ such that

x = r cos φ and y = r sin φ .

1
The name has historical reasons: people thought of complex numbers as unreal, imagined.
CHAPTER 1. COMPLEX NUMBERS 4

This means, naturally, that any complex number has many arguments; more precisely, all of them
differ by a multiple of 2π.
The absolute value of the difference of two vectors has a nice geometric interpretation: it is
the distance of the (end points of the) two vectors (see Figure 1.2). It is very useful to keep this
geometric interpretation in mind when thinking about the absolute value of the difference of two
complex numbers.

z1
z1 − z2 jjjjj
j
4D
jjjj

jjjjj
jj
z2 jkWjWWWW

WWWWW

WW

Figure 1.2: Geometry behind the “distance” between two complex numbers.

The first hint that absolute value and argument of a complex number are useful concepts
is the fact that they allow us to give a geometric interpretation for the multiplication of two
complex numbers. Let’s say we have two complex numbers, x1 + iy1 with absolute value r1 and
argument φ1 , and x2 + iy2 with absolute value r2 and argument φ2 . This means, we can write
x1 + iy1 = (r1 cos φ1 ) + i(r1 sin φ1 ) and x2 + iy2 = (r2 cos φ2 ) + i(r2 sin φ2 ) To compute the product,
we make use of some classic trigonometric identities:



(x1 + iy1 )(x2 + iy2 ) = (r1 cos φ1 ) + i(r1 sin φ1 ) (r2 cos φ2 ) + i(r2 sin φ2 )
= (r1 r2 cos φ1 cos φ2 − r1 r2 sin φ1 sin φ2 ) + i(r1 r2 cos φ1 sin φ2 + r1 r2 sin φ1 cos φ2 )


= r1 r2 (cos φ1 cos φ2 − sin φ1 sin φ2 ) + i(cos φ1 sin φ2 + sin φ1 cos φ2 )


= r1 r2 cos(φ1 + φ2 ) + i sin(φ1 + φ2 ) .

So the absolute value of the product is r1 r2 and (one of) its argument is φ1 + φ2 . Geometrically, we
are multiplying the lengths of the two vectors representing our two complex numbers, and adding
their angles measured with respect to the positive x-axis.2
In view of the above calculation, it should come as no surprise that we will have to deal with
quantities of the form cos φ + i sin φ (where φ is some real number) quite a bit. To save space,
bytes, ink, etc., (and because “Mathematics is for lazy people”3 ) we introduce a shortcut notation
and define
eiφ = cos φ + i sin φ .
At this point, this exponential notation is indeed purely a notation. We will later see that it has
an intimate connection to the complex exponential function. For now, we motivate this maybe
strange-seeming definition by collecting some of its properties. The reader is encouraged to prove
them.
2
One should convince oneself that there is no problem with the fact that there are many possible arguments for
complex numbers, as both cosine and sine are periodic functions with period 2π.
3
Peter Hilton (Invited address, Hudson River Undergraduate Mathematics Conference 2000)
CHAPTER 1. COMPLEX NUMBERS 5

...............
φ1 + φ2....... ....
... ...
. φ ...
.... . . . . . . . ....
2
..
... z ..... z .. ..
. 2 fM..M. F 1 .. ..
... MMM 
.
.. .
. ..
. MMM  ..φ1 .. ..
... r . . .
.. r r r
.. rr
.. rr
.. rrrrr
r.
xrrr
z1 z2

Figure 1.3: Multiplication of complex numbers.

Lemma 1.2. For any φ, φ1 , φ2 ∈ R,

(a) eiφ1 eiφ2 = ei(φ1 +φ2 )

(b) 1/eiφ = e−iφ

(c) ei(φ+2π) = eiφ

 
(d) eiφ  = 1
d
(e) dφ eiφ = i eiφ .

With this notation, the sentence “The complex number x+iy has absolute value r and argument
φ” now becomes the identity
x + iy = reiφ .
The left-hand side is often called the rectangular form, the right-hand side the polar form of this
complex number.
From very basic geometric properties of triangles, we get the inequalities

−|z| ≤ Re z ≤ |z| and − |z| ≤ Im z ≤ |z| . (1.14)

The square of the absolute value has the nice property

|x + iy|2 = x2 + y 2 = (x + iy)(x − iy) .

This is one of many reasons to give the process of passing from x + iy to x − iy a special name:
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. Their easy proofs are left
for the exercises.

Lemma 1.3. For any z, z1 , z2 ∈ C,

(a) z1 ± z2 = z1 ± z2
CHAPTER 1. COMPLEX NUMBERS 6

(b) z1 · z2 = z1 · z2
 
(c) zz21 = zz12

(d) z = z

(e) |z| = |z|

(f) |z|2 = zz
1
(g) Re z = 2 (z + z)
1
(h) Im z = 2i (z − z)

(i) eiφ = e−iφ .

From part (f) we have a neat formula for the inverse of a non-zero complex number:
1 z
z −1 = = 2.
z |z|

A famous geometric inequality (which holds for vectors in Rn ) is the triangle inequality

|z1 + z2 | ≤ |z1 | + |z2 | .

By drawing a picture in the complex plane, you should be able to come up with a geometric proof
of this inequality. To prove it algebraically, we make extensive use of Lemma 1.3:

|z1 + z2 |2 = (z1 + z2 ) (z1 + z2 )

= (z1 + z2 ) (z1 + z2 )
= z 1 z1 + z1 z 2 + z 2 z1 + z2 z 2
= |z1 |2 + z1 z2 + z1 z2 + |z2 |2
= |z1 |2 + 2 Re (z1 z2 ) + |z2 |2 .

Finally by (1.14)

|z1 + z2 |2 ≤ |z1 |2 + 2 |z1 z2 | + |z2 |2

= |z1 |2 + 2 |z1 | |z2 | + |z2 |2
= |z1 |2 + 2 |z1 | |z2 | + |z2 |2
= (|z1 | + |z2 |)2 ,

which is equivalent to our claim.

For future reference we list several variants of the triangle inequality:

Lemma 1.4. For z1 , z2 , · · · ∈ C, we have the following identities:

(a) The triangle inequality: |±z1 ± z2 | ≤ |z1 | + |z2 |.

CHAPTER 1. COMPLEX NUMBERS 7

(b) The reverse triangle inequality: |±z1 ± z2 | ≥ |z1 | − |z2 |.

 n  n
X  X
(c) The triangle inequality for sums:  zk  ≤ |zk |.
 
 
k=1 k=1

The first inequality is just a rewrite of the original triangle inequality, using the fact that
|±z| = |z|, and the last follows by induction. The reverse triangle inequality is proved in Exercise 21.

1.3 Elementary Topology of the Plane

In Section 1.2 we saw that the complex numbers C, which were initially defined algebraically, can
be identified with the points in the Euclidean plane R2 . In this section we collect some definitions
and results concerning the topology of the plane. While the definitions are essential and will be
used frequently, we will need the following theorems only at a limited number of places in the
remainder of the book; the reader who is willing to accept the topological arguments in later proofs
on faith may skip the theorems in this section.
Recall that if z, w ∈ C, then |z − w| is the distance between z and w as points in the plane. So
if we fix a complex number a and a positive real number r then the set of z satisfying |z − a| = r
is the set of points at distance r from a; that is, this is the circle with center a and radius r. The
inside of this circle is called the open disk with center a and radius r, and is written Dr (a). That
is, Dr (a) = {z ∈ C : |z − a| < r}. Notice that this does not include the circle itself.
We need some terminology for talking about subsets of C.

Definition 1.5. Suppose E is any subset of C.

(a) A point a is an interior point of E if some open disk with center a lies in E.

(b) A point b is a boundary point of E if every open disk centered at b contains a point in E and
also a point that is not in E.

(c) A point c is an accumulation point of E if every open disk centered at c contains a point of E
different from c.

(d) A point d is an isolated point of E if it lies in E and some open disk centered at d contains no
point of E other than d.

The idea is that if you don’t move too far from an interior point of E then you remain in E;
but at a boundary point you can make an arbitrarily small move and get to a point inside E and
you can also make an arbitrarily small move and get to a point outside E.

Definition 1.6. A set is open if all its points are interior points. A set is closed if it contains all
its boundary points.

Example 1.7. For R > 0 and z0 ∈ C, {z ∈ C : |z − z0 | < R} and {z ∈ C : |z − z0 | > R} are open.
{z ∈ C : |z − z0 | ≤ R} is closed.

Example 1.8. C and the empty set ∅ are open. They are also closed!
CHAPTER 1. COMPLEX NUMBERS 8

Definition 1.9. The boundary of a set E, written ∂E, is the set of all boundary points of E. The
interior of E is the set of all interior points of E. The closure of E, written E, is the set of points
in E together with all boundary points of E.
Example 1.10. If G is the open disk {z ∈ C : |z − z0 | < R} then

G = {z ∈ C : |z − z0 | ≤ R} and ∂G = {z ∈ C : |z − z0 | = R} .

That is, G is a closed disk and ∂G is a circle.

One notion that is somewhat subtle in the complex domain is the idea of connectedness. Intu-
itively, a set is connected if it is “in one piece.” In the reals a set is connected if and only if it is an
interval, so there is little reason to discuss the matter. However, in the plane there is a vast variety
of connected subsets, so a definition is necessary.
Definition 1.11. Two sets X, Y ⊆ C are separated if there are disjoint open sets A and B so that
X ⊆ A and Y ⊆ B. A set W ⊆ C is connected if it is impossible to find two separated non-empty
sets whose union is equal to W . A region is a connected open set.
The idea of separation is that the two open sets A and B ensure that X and Y cannot just
“stick together.” It is usually easy to check that a set is not connected. For example, the intervals
X = [0, 1) and Y = (1, 2] on the real axis are separated: There are infinitely many choices for A and
B that work; one choice is A = D1 (0) (the open disk with center 0 and radius 1) and B = D1 (2)
(the open disk with center 2 and radius 1). Hence their union, which is [0, 2] \ {1}, is not connected.
On the other hand, it is hard to use the definition to show that a set is connected, since we have
to rule out any possible separation.
One type of connected set that we will use frequently is a curve.
Definition 1.12. A path or curve in C is the image of a continuous function γ : [a, b] → C, where
[a, b] is a closed interval in R. The path γ is smooth if γ is differentiable.
We say that the curve is parametrized by γ. It is a customary and practical abuse of notation
to use the same letter for the curve and its parametrization. We emphasize that a curve must have
a parametrization, and that the parametrization must be defined and continuous on a closed and
bounded interval [a, b].
Since we may regard C as identified with R2 , a path can be specified by giving two continuous
real-valued functions of a real variable, x(t) and y(t), and setting γ(t) = x(t) + y(t)i. A curve is
closed if γ(a) = γ(b) and is a simple closed curve if γ(s) = γ(t) implies s = a and t = b or s = b
and t = a, that is, the curve does not cross itself.
The following seems intuitively clear, but its proof requires more preparation in topology:
Proposition 1.13. Any curve is connected.
The next theorem gives an easy way to check whether an open set is connected, and also gives
a very useful property of open connected sets.
Theorem 1.14. If W is a subset of C that has the property that any two points in W can be
connected by a curve in W then W is connected. On the other hand, if G is a connected open
subset of C then any two points of G may be connected by a curve in G; in fact, we can connect
any two points of G by a chain of horizontal and vertical segments lying in G.
CHAPTER 1. COMPLEX NUMBERS 9

A chain of segments in G means the following: there are points z0 , z1 , . . . , zn so that, for each
k, zk and zk+1 are the endpoints of a horizontal or vertical segment which lies entirely in G. (It is
not hard to parametrize such a chain, so it determines is a curve.)
As an example, let G be the open disk with center 0 and radius 2. Then any two points in G can
be connected by a chain of at most 2 segments in G, so G is connected. Now let G0 = G \ {0}; this
is the punctured disk obtained by removing the center from G. Then G is open and it is connected,
but now you may need more than two segments to connect points. For example, you need three
segments to connect −1 to 1 since you cannot go through 0.

Warning: The second part of Theorem 1.14 is not generally true if G is not open. For example,
circles are connected but there is no way to connect two distinct points of a circle by a chain of
segments which are subsets of the circle. A more extreme example, discussed in topology texts, is
the “topologist’s sine curve,” which is a connected set S ⊂ C that contains points that cannot be
connected by a curve of any sort inside S.

The reader may skip the following proof. It is included to illustrate some common techniques
in dealing with connected sets.

Proof of Theorem 1.14. Suppose, first, that any two points of G may be connected by a path that
lies in G. If G is not connected then we can write it as a union of two non-empty separated subsets
X and Y . So there are disjoint open sets A and B so that X ⊆ A and Y ⊆ B. Since X and Y are
disjoint we can find a ∈ X and b ∈ G. Let γ be a path in G that connects a to b. Then Xγ = X ∩ γ
and Yγ = Y ∩ γ are disjoint and non-empty, their union is γ, and they are separated by A and B.
But this means that γ is not connected, and this contradicts Proposition 1.13.
Now suppose that G is a connected open set. Choose a point z0 ∈ G and define two sets: A is
the set of all points a so that there is a chain of segments in G connecting z0 to a, and B is the set
of points in G that are not in A.
Suppose a is in A. Since a ∈ G there is an open disk D with center a that is contained in G.
We can connect z0 to any point z in D by following a chain of segments from z0 to a, and then
adding at most two segments in D that connect a to z. That is, each point of D is in A, so we
have shown that A is open.
Now suppose b is in B. Since b ∈ G there is an open disk D centered at b that lies in G. If z0
could be connected to any point in D by a chain of segments in G then, extending this chain by at
most two more segments, we could connect z0 to b, and this is impossible. Hence z0 cannot connect
to any point of D by a chain of segments in G, so D ⊆ B. So we have shown that B is open.
Now G is the disjoint union of the two open sets A and B. If these are both non-empty then
they form a separation of G, which is impossible. But z0 is in A so A is not empty, and so B must
be empty. That is, G = A, so z0 can be connected to any point of G by a sequence of segments in
G. Since z0 could be any point in G, this finishes the proof.

1.4 Theorems from Calculus

Here are a few theorems from real calculus that we will make use of in the course of the text.

Theorem 1.15 (Extreme-Value Theorem). Any continuous real-valued function defined on a closed
and bounded subset of Rn has a minimum value and a maximum value.
CHAPTER 1. COMPLEX NUMBERS 10

Theorem 1.16 (Mean-Value Theorem). Suppose I ⊆ R is an interval, f : I → R is differentiable,

and x, x + ∆x ∈ I. Then there is 0 < a < 1 such that

f (x + ∆x) − f (x)
= f 0 (x + a∆x) .
∆x
Many of the most important results of analysis concern combinations of limit operations. The
most important of all calculus theorems combines differentiation and integration (in two ways):

Theorem 1.17 (Fundamental Theorem of Calculus). Suppose f : [a, b] → R is continuous. Then

Rx
(a) If F is defined by F (x) = a f (t) dt then F is differentiable and F 0 (x) = f (x).
Rb
(b) If F is any antiderivative of f (that is, F 0 = f ) then a f (x) dx = F (b) − F (a).

For functions of several variables we can perform differentiation operations, or integration op-
erations, in any order, if we have sufficient continuity:
∂ f ∂ f 2 2
Theorem 1.18 (Equality of mixed partials). If the mixed partials ∂x∂y and ∂y∂x are defined on
an open set G and are continuous at a point (x0 , y0 ) in G then they are equal at (x0 , y0 ).

Theorem 1.19 (Equality of iterated integrals). If f is continuous on the rectangle given by a ≤

RbRd RdRb
x ≤ b and c ≤ y ≤ d then the iterated integrals a c f (x, y) dy dx and c a f (x, y) dx dy are equal.

Finally, we can apply differentiation and integration with respect to different variables in either
order:

Theorem 1.20 (Leibniz’s4 Rule). Suppose f is continuous on the rectangle R given by a ≤ x ≤ b

and c ≤ y ≤ d, and suppose the partial derivative ∂f
∂x exists and is continuous on R. Then
Z d Z d
d ∂f
f (x, y) dy = (x, y) dy .
dx c c ∂x

Exercises
1. Let z = 1 + 2i and w = 2 − i. Compute:

(a) z + 3w.
(b) w − z.
(c) z 3 .
(d) Re(w2 + w).
(e) z 2 + z + i.

2. Find the real and imaginary parts of each of the following:

z−a
(a) z+a (a ∈ R).
4
Named after Gottfried Wilhelm Leibniz (1646–1716). For more information about Leibnitz, see
http://www-groups.dcs.st-and.ac.uk/∼history/Biographies/Leibnitz.html.
CHAPTER 1. COMPLEX NUMBERS 11

3+5i
(b) 7i+1 .
 √ 3
−1+i 3
(c) 2 .
(d) in for any n ∈ Z.

3. Find the absolute value and conjugate of each of the following:

(a) −2 + i.
(b) (2 + i)(4 + 3i).
(c) √3−i .
2+3i
(d) (1 + i)6 .

4. Write in polar form:

(a) 2i.
(b) 1 + i.
√
(c) −3 + 3i.
(d) −i.
(e) (2 − i)2 .
(f) |3 − 4i|.
√
(g) 5 − i.
h i4
(h) 1−i
√
3

5. Write in rectangular form:

√
(a) 2 ei3π/4 .
(b) 34 eiπ/2 .
(c) −ei250π .
(d) 2e4πi .

6. Prove the quadratic formula works for complex numbers, regardless of whether the discrimi-
nant is negative.
√ That is, prove, the roots of the equation az 2 + bz + c = 0, where a, b, c ∈ C,
b2 −4ac
are −b± 2a as long as a 6= 0.

7. Use the quadratic formula to solve the following equations:

(a) z 2 + 25 = 0.
(b) 2x2 + 2z + 5 = 0.
(c) 5z 2 + 4z + 1 = 0.
(d) z 2 − z = 1.
(e) z 2 = 2z.
CHAPTER 1. COMPLEX NUMBERS 12

8. Fix A ∈ C and B ∈ R. Show that the equation |z 2 | + Re(Az) + B = 0 has a solution if and
only if |A2 | ≥ 4B. When solutions exist, show the solution set is a circle. , show the solution

9. Find all solutions to the following equations:

(a) z 6 = 1.
(b) z 4 = −16.
(c) z 6 = −9.
(d) z 6 − z 3 − 2 = 0.
1
10. Show that |z| = 1 if and only if z = z.

11. Show that

(a) z is a real number if and only if z = z;

(b) z is either real or purely imaginary if and only if (z)2 = z 2 .

12. Find all solutions of the equation z 2 + 2z + (1 − i) = 0.

13. Prove Theorem 1.1.

14. Show that if z1 z2 = 0 then z1 = 0 or z2 = 0.

15. Prove Lemma 1.2.

16. Use Lemma 1.2 to derive the triple angle formulas:

(a) cos 3θ = cos3 θ − 3 cos θ sin2 θ.

(b) sin 3θ = 3 cos2 θ sin θ − sin3 θ.

17. Prove Lemma 1.3.

18. Sketch the following sets in the complex plane:

(a) {z ∈ C : |z − 1 + i| = 2} .
(b) {z ∈ C : |z − 1 + i| ≤ 2} .
(c) {z ∈ C : Re(z + 2 − 2i) = 3} .
(d) {z ∈ C : |z − i| + |z + i| = 3} .
(e) {z ∈ C : |z| = |z + 1|} .

19. Show the equation 2|z| = |z + i| describes a circle.

20. Suppose p is a polynomial with real coefficients. Prove that

(a) p(z) = p (z).

(b) p(z) = 0 if and only if p (z) = 0.

21. Prove the reverse triangle inequality |z1 − z2 | ≥ |z1 | − |z2 |.

CHAPTER 1. COMPLEX NUMBERS 13
 
 1  1
22. Use the previous exercise to show that  z 2 −1  ≤ 3 for every z on the circle z = 2eiθ .

23. Sketch the following sets and determine whether they are open, closed, or neither; bounded;
connected.

(a) |z + 3| < 2.
(b) |Im z| < 1.
(c) 0 < |z − 1| < 2.
(d) |z − 1| + |z + 1| = 2.
(e) |z − 1| + |z + 1| < 3.

24. What are the boundaries of the sets in the previous exercise?

25. The set E is the set of points z in C satisfying either z is real and −2 < z < −1, or |z| < 1,
or z = 1 or z = 2.

(a) Sketch the set E, being careful to indicate exactly the points that are in E.
(b) Determine the interior points of E.
(c) Determine the boundary points of E.
(d) Determine the isolated points of E.

26. The set E in the previous exercise can be written in three different ways as the union of two
disjoint nonempty separated subsets. Describe them, and in each case say briefly why the
subsets are separated.

27. Show that the union of two regions with nonempty intersection is itself a region.

28. Show that if A ⊂ B and B is closed, then ∂A ⊂ B. Similarly, if A ⊂ B and A is open, show
A is contained in the interior of B.

29. Let G be the annulus determined by the conditions 2 < |z| < 3. This is a connected open
set. Find the maximum number of horizontal and vertical segments in G needed to connect
two points of G.
Rd
30. Prove Leibniz’s Rule: Define F (x) = c f (x, y) dy, get an expression for F (x) − F (a) as an
iterated integral by writing f (x, y) − f (a, y) as the integral of ∂f
∂x , interchange the order of
integrations, and then differentiate using the Fundamental Theorem of Calculus.
Chapter 2

Differentiation

Mathematical study and research are very suggestive of mountaineering. Whymper made several
efforts before he climbed the Matterhorn in the 1860’s and even then it cost the life of four of
his party. Now, however, any tourist can be hauled up for a small cost, and perhaps does not
appreciate the difficulty of the original ascent. So in mathematics, it may be found hard to
realise the great initial difficulty of making a little step which now seems so natural and obvious,
and it may not be surprising if such a step has been found and lost again.
Louis Joel Mordell (1888–1972)

2.1 First Steps

A (complex) function f is a mapping from a subset G ⊆ C to C (in this situation we will write
f : G → C and call G the domain of f ). This means that each element z ∈ G gets mapped to
exactly one complex number, called the image of z and usually denoted by f (z). So far there is
nothing that makes complex functions any more special than, say, functions from Rm to Rn . In
fact, we can construct many familiar looking functions from the standard calculus repertoire, such
as f (z) = z (the identity map), f (z) = 2z + i, f (z) = z 3 , or f (z) = z1 . The former three could be
defined on all of C, whereas for the latter we have to exclude the origin z = 0. On the other hand,
we could construct some functions which make use of a certain representation of z, for example,
f (x, y) = x − 2iy, f (x, y) = y 2 − ix, or f (r, φ) = 2rei(φ+π) .
Maybe the fundamental principle of analysis is that of a limit. The philosophy of the following
definition is not restricted to complex functions, but for sake of simplicity we only state it for those
functions.

Definition 2.1. Suppose f is a complex function with domain G and z0 is an accumulation point
of G. Suppose there is a complex number w0 such that for every  > 0, we can find δ > 0 so that
for all z ∈ G satisfying 0 < |z − z0 | < δ we have |f (z) − w0 | < . Then w0 is the limit of f as z
approaches z0 , in short
lim f (z) = w0 .
z→z0

This definition is the same as is found in most calculus texts. The reason we require that z0 is
an accumulation point of the domain is just that we need to be sure that there are points z of the
domain which are arbitrarily close to z0 . Just as in the real case, the definition does not require

14
CHAPTER 2. DIFFERENTIATION 15

that z0 is in the domain of f and, if z0 is in the domain of f , the definition explicitly ignores the
value of f (z0 ). That is why we require 0 < |z − z0 |.
Just as in the real case the limit w0 is unique if it exists. It is often useful to investigate limits
by restricting the way the point z “approaches” z0 . The following is a easy consequence of the
definition.
Lemma 2.2. Suppose limz→z0 f (z) exists and has the value w0 , as above. Suppose G0 ⊆ G, and
suppose z0 is an accumulation point of G0 . If f0 is the restriction of f to G0 then limz→z0 f0 (z)
exists and has the value w0 .
The definition of limit in the complex domain has to be treated with a little more care than its
real companion; this is illustrated by the following example.
z̄
Example 2.3. lim does not exist.
z→0 z
To see this, we try to compute this “limit” as z → 0 on the real and on the imaginary axis. In the
first case, we can write z = x ∈ R, and hence
z x x
lim = lim = lim = 1 .
z→0 z x→0 x x→0 x

In the second case, we write z = iy where y ∈ R, and then

z iy −iy
lim = lim = lim = −1 .
z→0 z y→0 iy y→0 iy

So we get a different “limit” depending on the direction from which we approach 0. Lemma 2.2
then implies that limz→0 z̄z does not exist.
On the other hand, the following “usual” limit rules are valid for complex functions; the proofs
of these rules are everything but trivial and make for nice exercises.
Lemma 2.4. Let f and g be complex functions and c, z0 ∈ C. If limz→z0 f (z) and limz→z0 g(z)
exist, then:

(a) lim f (z) + c lim g(z) = lim (f (z) + c g(z))

z→z0 z→z0 z→z0

(b) lim f (z) · lim g(z) = lim (f (z) · g(z))

z→z0 z→z0 z→z0

(c) lim f (z)/ lim g(z) = lim (f (z)/g(z)) ;

z→z0 z→z0 z→z0

In the last identity we also require that limz→z0 g(z) 6= 0.

Because the definition of the limit is somewhat elaborate, the following fundamental definition
looks almost trivial.
Definition 2.5. Suppose f is a complex function. If z0 is in the domain of the function and either
z0 is an isolated point of the domain or
lim f (z) = f (z0 )
z→z0

then f is continuous at z0 . More generally, f is continuous on G ⊆ C if f is continuous at every

z ∈ G.
CHAPTER 2. DIFFERENTIATION 16

Just as in the real case, we can “take the limit inside” a continuous function:

Lemma 2.6. If f is continuous at w0 and limz→z0 g(z) = w0 then limz→z0 f (g(z)) = f (w0 ). In
other words,  
lim f (g(z)) = f lim g(z) .
z→z0 z→z0

2.2 Differentiability and Holomorphicity

The fact that limits such as limz→0 z̄z do not exist points to something special about complex
numbers which has no parallel in the reals—we can express a function in a very compact way in
one variable, yet it shows some peculiar behavior “in the limit.” We will repeatedly notice this kind
of behavior; one reason is that when trying to compute a limit of a function as, say, z → 0, we have
to allow z to approach the point 0 in any way. On the real line there are only two directions to
approach 0—from the left or from the right (or some combination of those two). In the complex
plane, we have an additional dimension to play with. This means that the statement “A complex
function has a limit...” is in many senses stronger than the statement “A real function has a limit...”
This difference becomes apparent most baldly when studying derivatives.

Definition 2.7. Suppose f : G → C is a complex function and z0 is an interior point of G. The

derivative of f at z0 is defined as

f (z) − f (z0 )
f 0 (z0 ) = lim ,
z→z0 z − z0
provided this limit exists. In this case, f is called differentiable at z0 . If f is differentiable for
all points in an open disk centered at z0 then f is called holomorphic at z0 . The function f is
holomorphic on the open set G ⊆ C if it is differentiable (and hence holomorphic) at every point in
G. Functions which are differentiable (and hence holomorphic) in the whole complex plane C are
called entire.

The difference quotient limit which defines f 0 (z0 ) can be rewritten as

f (z0 + h) − f (z0 )
f 0 (z0 ) = lim .
h→0 h
This equivalent definition is sometimes easier to handle. Note that h is not a real number but can
rather approach zero from anywhere in the complex plane.
The fact that the notions of differentiability and holomorphicity are actually different is seen in
the following examples.

Example 2.8. The function f (z) = z 3 is entire, that is, holomorphic in C: For any z0 ∈ C,

f (z) − f (z0 ) z 3 − z03 (z 2 + zz0 + z02 )(z − z0 )

lim = lim = lim
z→z0 z − z0 z→z0 z − z0 z→z0 z − z0
= lim z + zz0 + z02 = 3z02 .
2
z→z0
CHAPTER 2. DIFFERENTIATION 17

Example 2.9. The function f (z) = z 2 is differentiable at 0 and nowhere else (in particular, f is
not holomorphic at 0): Let’s write z = z0 + reiφ . Then
 2
z0 + reiφ − z0 2

2
z2 − z0 2 z0 + re−iφ − z0 2
= =
z − z0 z0 + reiφ − z0 reiφ
z0 + 2z0 re−iφ + r2 e−2iφ − z0 2
2
=
reiφ
2z0 re−iφ + r e−2iφ
2
= = 2z0 e−2iφ + re−3iφ .
reiφ
If z0 6= 0 then the limit of the right-hand side as z → z0 does not exist since r → 0 and we get
different answers for horizontal approach (φ = 0) and for vertical approach (φ = π/2). (A more
entertaining way to see this is to use, for example, z(t) = z0 + 1t eit , which approaches z0 as t → ∞.)
On the other hand, if z0 = 0 then the right-hand side equals re−3iφ = |z|e−3iφ . Hence
 2
z   
lim   = lim |z|e−3iφ  = lim |z| = 0 ,
 
z→0 z z→0 z→0

which implies that

z2
lim = 0.
z→0 z

Example 2.10. The function f (z) = z is nowhere differentiable:

z − z0 z − z0 z
lim = lim = lim
z→z0 z − z0 z→z0 z − z0 z→0 z
does not exist, as discussed earlier.

The basic properties for derivatives are similar to those we know from real calculus. In fact, one
should convince oneself that the following rules follow mostly from properties of the limit. (The
‘chain rule’ needs a little care to be worked out.)

Lemma 2.11. Suppose f and g are differentiable at z ∈ C, and that c ∈ C, n ∈ Z, and h is

differentiable at g(z).

0
(a) f (z) + c g(z) = f 0 (z) + c g 0 (z)

0
(b) f (z) · g(z) = f 0 (z)g(z) + f (z)g 0 (z)

0 f 0 (z)g(z) − f (z)g 0 (z)
(c) f (z)/g(z) =
g(z)2

0
(d) z n = nz n−1

0
(e) h(g(z)) = h0 (g(z))g 0 (z) .

In the third identity we have to be aware of division by zero.

CHAPTER 2. DIFFERENTIATION 18

We end this section with yet another differentiation rule, that for inverse functions. As in the
real case, this rule is only defined for functions which are bijections. A function f : G → H is
one-to-one if for every image w ∈ H there is a unique z ∈ G such that f (z) = w. The function is
onto if every w ∈ H has a preimage z ∈ G (that is, there exists a z ∈ G such that f (z) = w). A
bijection is a function which is both one-to-one and onto. If f : G → H is a bijection then g is the
inverse of f if for all z ∈ H, f (g(z)) = z.

Lemma 2.12. Suppose G and H are open sets in C, f : G → H is a bijection, g : H → G is the

inverse function of f , and z0 ∈ H. If f is differentiable at g(z0 ), f 0 (g(z0 )) 6= 0, and g is continuous
at z0 then g is differentiable at z0 with
1
g 0 (z0 ) = .
f 0 (g(z0 ))

Proof. We have:

g(z) − g(z0 ) g(z) − g(z0 ) 1

g 0 (z0 ) = lim = lim = lim .
z→z0 z − z0 z→z0 f (g(z)) − f (g(z0 )) z→z0 f (g(z)) − f (g(z0 ))
g(z) − g(z0 )

Because g(z) → g(z0 ) as z → z0 , we obtain:

1
g 0 (z0 ) = lim .
g(z)→g(z0 ) f (g(z)) − f (g(z0 ))
g(z) − g(z0 )

Finally, as the denominator of this last term is continuous at z0 , by Lemma 2.6 we have:
1 1
g 0 (z0 ) = = 0 .
f (g(z)) − f (g(z0 )) f (g(z0 )
lim
g(z)→g(z0 ) g(z) − g(z0 )

2.3 The Cauchy–Riemann Equations

When considering real-valued functions f (x, y) : R2 → R of two variables, there is no notion of
‘the’ derivative of a function. For such functions, we instead only have partial derivatives fx (x, y)
and fy (x, y) (and also directional derivatives) which depend on the way in which we approach a
point (x, y) ∈ R2 . For a complex-valued function f (z) = f (x, y) : C → R, we now have a new
concept of derivative, f 0 (z), which by definition cannot depend on the way in which we approach
a point (x, y) ∈ C. It is logical, then, that there should be a relationship between the complex
derivative f 0 (z) and the partial derivatives ∂f ∂f
∂x (z) and ∂y (z) (defined exactly as in the real-valued
case). The relationship between the complex derivative and partial derivatives is very strong and
is a powerful computational tool. It is described by the Cauchy–Riemann Equations, named after
Augustin Louis Cauchy (1789–1857)1 and Georg Friedrich Bernhard Riemann (1826–1866)2 .:
1
For more information about Cauchy, see
http://www-groups.dcs.st-and.ac.uk/∼history/Biographies/Cauchy.html.
2
For more information about Riemann, see
http://www-groups.dcs.st-and.ac.uk/∼history/Biographies/Riemann.html.
CHAPTER 2. DIFFERENTIATION 19

Theorem 2.13. (a) Suppose f is differentiable at z0 = x0 + iy0 . Then the partial derivatives of f
satisfy
∂f ∂f
(z0 ) = −i (z0 ) . (2.1)
∂x ∂y
(b) Suppose f is a complex function such that the partial derivatives fx and fy exist in an open
disk centered at z0 and are continuous at z0 . If these partial derivatives satisfy (2.1) then f is
differentiable at z0 .
In both cases (a) and (b), f 0 is given by

∂f
f 0 (z0 ) = (z0 ) .
∂x
Remarks. 1. It is traditional, and often convenient, to write the function f in terms of its real and
imaginary parts. That is, we write f (z) = f (x, y) = u(x, y) + iv(x, y) where u is the real part of f
and v is the imaginary part. Then fx = ux + ivx and −ify = −i(uy + ivy ) = vy − iuy . Using this
terminology we can rewrite the equation (2.1) equivalently as the following pair of equations:

ux (x0 , y0 ) = vy (x0 , y0 )
(2.2)
uy (x0 , y0 ) = −vx (x0 , y0 ) .

2. As stated, (a) and (b) are not quite converse statements. However, we will later show that if f
is holomorphic at z0 = x0 + iy0 then u and v have continuous partials (of any order) at z0 . That
is, later we will prove that f = u + iv is holomorphic in an open set G if and only if u and v have
continuous partials that satisfy (2.2) in G.

3. If u and v satisfy (2.2) and their second partials are also continuous then we obtain

uxx (x0 , y0 ) = vyx (x0 , y0 ) = vxy (x0 , y0 ) = −uyy (x0 , y0 ) ,

that is,
uxx (x0 , y0 ) + uyy (x0 , y0 ) = 0
and an analogous identity for v. Functions with continuous second partials satisfying this partial
differential equation are called harmonic; we will study such functions in Chapter 6. Again, as we
will see later, if f is holomorphic in an open set G then the partials of any order of u and v exist;
hence we will show that the real and imaginary part of a function which is holomorphic on an open
set are harmonic on that set.

Proof of Theorem 2.13. (a) If f is differentiable at z0 = (x0 , y0 ) then

f (z0 + ∆z) − f (z0 )

f 0 (z0 ) = lim .
∆z→0 ∆z
As we saw in the last section we must get the same result if we restrict ∆z to be on the real axis
and if we restrict it to be on the imaginary axis. In the first case we have ∆z = ∆x and

f (z0 + ∆x) − f (z0 ) f (x0 + ∆x, y0 ) − f (x0 , y0 ) ∂f

f 0 (z0 ) = lim = lim = (x0 , y0 ).
∆x→0 ∆x ∆x→0 ∆x ∂x
CHAPTER 2. DIFFERENTIATION 20

In the second case we have ∆z = i∆y and

f (z0 + i∆y) − f (z0 ) 1 f (x0 , y0 + ∆y) − f (x0 , y0 ) ∂f
f 0 (z0 ) = lim = lim = −i (x0 , y0 )
i∆y→0 i∆y ∆y→0 i ∆y ∂y
(using 1i = −i). Thus we have shown that f 0 (z0 ) = fx (z0 ) = −ify (z0 ).
(b) To prove the statement in (b), “all we need to do” is prove that f 0 (z0 ) = fx (z0 ), assuming the
Cauchy–Riemann equations and continuity of the partials. We first rearrange a difference quotient
for f 0 (z0 ), writing ∆z = ∆x + i∆y:
f (z0 + ∆z) − f (z0 ) f (z0 + ∆z) − f (z0 + ∆x) + f (z0 + ∆x) − f (z0 )
=
∆z ∆z
f (z0 + ∆x + i∆y) − f (z0 + ∆x) f (z0 + ∆x) − f (z0 )
= +
∆z ∆z
∆y f (z0 + ∆x + i∆y) − f (z0 + ∆x) ∆x f (z0 + ∆x) − f (z0 )
= · + · .
∆z ∆y ∆z ∆x
Now we rearrange fx (z0 ):
∆z i∆y + ∆x ∆y ∆x
fx (z0 ) = · fx (z0 ) = · fx (z0 ) = · ifx (z0 ) + · fx (z0 )
∆z ∆z ∆z ∆z
∆y ∆x
= · fy (z0 ) + · fx (z0 ) ,
∆z ∆z
where we used equation (2.1) in the last step to convert ifx to i(−ify ) = fy . Now we subtract our
two rearrangements and take a limit:
f (z0 + ∆z) − f (z0 )
lim − fx (z0 )
∆z 
∆z→0

∆y f (z0 + ∆x + i∆y) − f (z0 + ∆x)
= lim − fy (z0 ) (2.3)
∆z→0 ∆z ∆y
  
∆x f (z0 + ∆x) − f (z0 )
+ lim − fx (z0 ) .
∆z→0 ∆z ∆x
We need to show that these limits are both 0. The fractions ∆x/∆z and ∆y/∆z are bounded by
1 in modulus so we just need to see that the limits of the expressions in parentheses are 0. The
second term in (2.3) has a limit of 0 since, by definition,
f (z0 + ∆x) − f (z0 )
fx (z0 ) = lim
∆x→0 ∆x
and taking the limit as ∆z → 0 is the same as taking the limit as ∆x → 0. We can’t do this for
the first expression since both ∆x and ∆y are involved, and both change as ∆z → 0.
For the first term in (2.3) we apply Theorem 1.16, the real mean-value theorem, to the real and
imaginary parts of f . This gives us real numbers a and b, with 0 < a, b < 1, so that
u(x0 + ∆x, y0 + ∆y) − u(x0 + ∆x, y0 )
= uy (x0 + ∆x, y0 + a∆y)
∆y
v(x0 + ∆x, y0 + ∆y) − v(x0 + ∆x, y0 )
= vy (x0 + ∆x, y0 + b∆y) .
∆y
CHAPTER 2. DIFFERENTIATION 21

Using these expressions, we have

f (z0 + ∆x + i∆y) − f (z0 + ∆x)

− fy (z0 )
∆y
= uy (x0 + ∆x, y0 + a∆y) + ivy (x0 + ∆x, y0 + b∆y) − (uy (x0 , y0 ) + ivy (x0 , y0 ))
= (uy (x0 + ∆x, y0 + a∆y) − uy (x0 , y0 )) + i (vy (x0 + ∆x, y0 + a∆y) − vy (x0 , y0 )) .

Finally, the two differences in parentheses have zero limit as ∆z → 0 because uy and vy are
continuous at (x0 , y0 ).

2.4 Constant Functions

As an example application of the Cauchy-Riemann Equations, we consider functions which have a
derivative of 0. One of the first applications of the Mean-Value Theorem for real-valued functions,
Theorem 1.16, is to show that if a function has zero derivative everywhere on an interval then it
must be constant.

Lemma 2.14. If f : I → R is a real-valued function with f 0 (x) defined and equal to 0 for all x ∈ I,
then there is a constant c ∈ R such that f (x) = c for all x ∈ I.

Proof. The proof is easy: The Mean-Value Theorem says that for any x, y ∈ I,

f (y) − f (x) = f 0 (x + a(y − x))(y − x)

for some 0 < a < 1. If we know that f 0 is always zero then we know that f 0 (x + a(y − x)) = 0, so
the above equation yields f (y) = f (x). Since this is true for any x, y ∈ I, f must be constant.

There is a complex version of the Mean-Value Theorem, but we defer its statement to another
course. Instead, we will use a different argument to prove that complex functions with derivative
that are always 0 must be constant.
Lemma 2.14 required two key features of the function f , both of which are somewhat obviously
necessary. The first is that f be differentiable everywhere in its domain. In fact, if f is not
differentiable everywhere, we can construct functions which have zero derivative ‘almost’ everywhere
but which have infinitely many values in their range.
The second key feature is that the interval I is connected. It is certainly important for the
domain to be connected in both the real and complex cases. For instance, if we define
(
1 if Re z > 0,
f (z) =
−1 if Re z < 0,

then f 0 (z) = 0 for all z in the domain of f but f is not constant. This may seem like a silly example,
but it illustrates a pitfall to proving a function is constant that we must be careful of.
Recall that a region of C is an open connected subset.

Theorem 2.15. If the domain of f is a region G ⊆ C and f 0 (z) = 0 for all z in G then f is a
constant.
CHAPTER 2. DIFFERENTIATION 22

Proof. We will show that f is constant along horizontal segments and along vertical segments in G.
Then, if x and y are two points in G which can be connected by horizontal and vertical segments,
we have that f (x) = f (y). But any two points of a region may be connected by finitely many such
segments by Theorem 1.14, so f has the same value at any two points of G, proving the theorem.
To see that f is constant along horizontal segments, suppose that H is a horizontal line segment
in G. Since H is a horizontal segment, there is some value y0 ∈ R so that the imaginary part of
any z ∈ H is Im(z) = y0 . Consider the real part u(z) of the function f . Since Im(z) is constant on
H, we can consider u(z) to be just a function of x, the real part of z = x + iy0 . By assumption,
f 0 (z) = 0, so for z ∈ H we have ux (z) = Re(f 0 (z)) = 0. Thus, by Lemma 2.14, u(z) is constant on
H. We can argue the same way to see that the imaginary part v(z) of f (z) is constant on H, since
vx (z) = Im(f 0 (z)) = 0. Since both the real and imaginary parts of f are constant on H, f itself is
constant on H.
This same argument works for vertical segments, interchanging the roles of the real and imagi-
nary parts, so we’re done.

There are a number of surprising applications of this basic theorem; see Exercises 14 and 15 for
a start.

Exercises
1. Use the definition of limit to show that limz→z0 (az + b) = az0 + b.

2. Evaluate the following limits or explain why they don’t exist.

3
−1
(a) lim izz+i .
z→i
(b) lim x + i(2x + y).
z→1−i

3. Prove Lemma 2.4.

4. Prove Lemma 2.4 by using the formula for f 0 given in Theorem 2.13.

5. Apply the definition of the derivative to give a direct proof that f 0 (z) = − z12 when f (z) = z1 .

6. Show that if f is differentiable at z then f is continuous at z.

7. Prove Lemma 2.6.

8. Prove Lemma 2.11.

9. If u(x, y) and v(x, y) are continuous (respectively differentiable) does it follow that f (z) =
u(x, y) + iv(x, y) is continuous (resp. differentiable)? If not, provide a counterexample.

10. Where are the following functions differentiable? Where are they holomorphic? Determine
their derivatives at points where they are differentiable.

(a) f (z) = e−x e−iy .

(b) f (z) = 2x + ixy 2 .
CHAPTER 2. DIFFERENTIATION 23

(c) f (z) = x2 + iy 2 .
(d) f (z) = ex e−iy .
(e) f (z) = cos x cosh y − i sin x sinh y.
(f) f (z) = Im z.
(g) f (z) = |z|2 = x2 + y 2 .
(h) f (z) = z Im z.
ix+1
(i) f (z) = y .
(j) f (z) = 4(Re z)(Im z) − i(z)2 .
(k) f (z) = 2xy − i(x + y)2 .
(l) f (z) = z 2 − z 2 .
az+b
11. Find the derivative of the function T (z) := cz+d , where a, b, c, d ∈ C and ad − bc 6= 0. When
is T 0 (z) = 0?

12. Prove that if f (z) is given by a polynomial in z then f is entire. What can you say if f (z) is
given by a polynomial in x = Re z and y = Im z?

13. Consider the function 

 xy(x + iy)
if z 6= 0,
f (z) = x2 + y 2
0 if z = 0.


(As always, z = x + iy.) Show that f satisfies the Cauchy–Riemann equations at the origin
z = 0, yet f is not differentiable at the origin. Why doesn’t this contradict Theorem 2.13
(b)?

14. Prove: If f is holomorphic in the region G ⊆ C and always real valued, then f is constant in
G. (Hint: Use the Cauchy–Riemann equations to show that f 0 = 0.)

15. Prove: If f (z) and f (z) are both holomorphic in the region G ⊆ C then f (z) is constant in
G.

16. Suppose that f = u + iv is analytic. Find v given u:

(a) u = x2 + y 2
(b) u = cosh y sin x
(c) u = 2x2 + x + 1 − 2y 2
x
(d) u = x2 +y 2

17. Suppose f (z) is entire, with real and imaginary parts u(z) and v(z) satisfying u(z)v(z) = 3
for all z. Show that f is constant.
x x2
18. Is x2 +y 2
harmonic? What about x2 +y 2
?
CHAPTER 2. DIFFERENTIATION 24

19. The general real homogeneous quadratic function of (x, y) is

u(x, y) = ax2 + bxy + cy 2 ,

where a, b and c are real constants.

(a) Show that u is harmonic if and only if a = −c.

(b) If u is harmonic then show that it is the real part of a function of the form f (z) = Az 2 ,
where A is a complex constant. Give a formula for A in terms of the constants a, b
and c.
Chapter 3

Examples of Functions

Obvious is the most dangerous word in mathematics.

E. T. Bell

3.1 Möbius Transformations

The first class of functions that we will discuss in some detail are built from linear polynomials.
Definition 3.1. A linear fractional transformation is a function of the form
az + b
f (z) = ,
cz + d
where a, b, c, d ∈ C. If ad − bc 6= 0 then f is called a Möbius1 transformation.
Exercise 12 of the previous chapter states that any polynomial (in z) is an entire function.
From this fact we can conclude that a linear fractional transformation f (z) = az+b
cz+d is holomorphic
 d
in C \ − c (unless c = 0, in which case f is entire).
One property of Möbius transformations, which is quite special for complex functions, is the
following.
Lemma 3.2. Möbius transformations are bijections. In fact, if f (z) = az+bcz+d then the inverse
function of f is given by
dz − b
f −1 (z) = .
−cz + a
Remark. Notice that the inverse of a Möbius transformation is another Möbius transformation.

Proof. Note that f : C \ {− dc } → C \ { ac }. Suppose f (z1 ) = f (z2 ), that is,

az1 + b az2 + b
= .
cz1 + d cz2 + d
As the denominators are nonzero, this is equivalent to

(az1 + b)(cz2 + d) = (az2 + b)(cz1 + d) ,

1
Named after August Ferdinand Möbius (1790–1868). For more information about Möbius, see
http://www-groups.dcs.st-and.ac.uk/∼history/Biographies/Mobius.html.

25
CHAPTER 3. EXAMPLES OF FUNCTIONS 26

which can be rearranged to

(ad − bc)(z1 − z2 ) = 0 .
Since ad − bc 6= 0 this implies that z1 = z2 , which means that f is one-to-one. The formula for
f −1 : C \ { ac } → C \ {− dc } can be checked easily. Just like f , f −1 is one-to-one, which implies that
f is onto.

Aside from being prime examples of one-to-one functions, Möbius transformations possess fas-
cinating geometric properties. En route to an example of such, we introduce some terminology.
Special cases of Möbius transformations are translations f (z) = z + b, dilations f (z) = az, and in-
versions f (z) = z1 . The next result says that if we understand those three special transformations,
we understand them all.
az+b
Proposition 3.3. Suppose f (z) = cz+d is a linear fractional transformation. If c = 0 then

a b
f (z) = z+ ,
d d
if c 6= 0 then
bc − ad 1 a
f (z) = + .
c2 z + d
c
c
In particular, every linear fractional transformation is a composition of translations, dilations, and
inversions.

Proof. Simplify.

With the last result at hand, we can tackle the promised theorem about the following geometric
property of Möbius transformations.

Theorem 3.4. Möbius transformations map circles and lines into circles and lines.

Proof. Translations and dilations certainly map circles and lines into circles and lines, so by the
last proposition, we only have to prove the theorem for the inversion f (z) = z1 .
Before going on we find a standard form for the equation of a straight line. Starting with
ax + by = c (where z = x + iy), let α = a + bi. Then αz = ax + by + i(ay − bx) so αz + αz =
αz + αz = 2 Re(αz) = 2ax + 2by. Hence our standard equation for a line becomes

αz + αz = 2c, or Re(αz) = c. (3.1)

Circle case: Given a circle centered at z0 with radius r, we can modify its defining equation
|z − z0 | = r as follows:

|z − z0 |2 = r2
(z − z0 )(z − z0 ) = r2
zz − z0 z − zz0 + z0 z0 = r2
|z|2 − z0 z − zz0 + |z0 |2 − r2 = 0 .
CHAPTER 3. EXAMPLES OF FUNCTIONS 27

Now we want to transform this into an equation in terms of w, where w = z1 . If we solve w = 1

z for
z we get z = w1 , so we make this substitution in our equation:
 2
1
  − z0 1 − z0 1 + |z0 |2 − r2 = 0
w w w
 
1 − z0 w − z0 w + |w|2 |z0 |2 − r2 = 0 .

(To get the second line we multiply by |w|2 = ww and simplify.) Now if r happens to be equal to
|z0 |2 then this equation becomes 1 − z0 w − z0 w = 0, which is of the form (3.1) with α = z0 , so we
have a straight line in terms of w. Otherwise |z0 |2 − r2 is non-zero so we can divide our equation
by it. We obtain
z0 z0 1
|w|2 − 2 w− 2 w+ 2 = 0.
|z0 | − r 2 |z0 | − r 2 |z0 | − r2
We define

z0 2 2 1 |z0 |2 |z0 |2 − r2 r2
w0 = 2 , s = |w0 | − = − = .
|z0 | − r2 |z0 |2 − r2 (|z0 |2 − r2 )2 (|z0 |2 − r2 )2 (|z0 |2 − r2 )2

Then we can rewrite our equation as

|w|2 − w0 w − w0 w + |w0 |2 − s2 = 0
ww − w0 w − ww0 + w0 w0 = s2
(w − w0 )(w − w0 ) = s2
|w − w0 |2 = s2 .

This is the equation of a circle in terms of w, with center w0 and radius s.

Line case: We start with the equation of a line in the form (3.1) and rewrite it in terms of w,
as above, by substituting z = w1 and simplifying. We get

z0 w + z0 w = 2cww .

If c = 0, this describes a line in the form (3.1) in terms of w. Otherwise we can divide by 2c:
z0 z0
ww − w − w = 0
2c 2c
z0  |z0 |2
 
z0 
w− w− − =0
2c 2c 4c2
 2 2
w − z0  = |z0 | .
 
 2c  4c2
z0 |z0 |
This is the equation of a circle with center 2c and radius 2|c| .

There is one fact about Möbius transformations that is very helpful to understanding their
geometry. In fact, it is much more generally useful:
CHAPTER 3. EXAMPLES OF FUNCTIONS 28

Lemma 3.5. Suppose f is holomorphic at a with f 0 (a) 6= 0 and suppose γ1 and γ2 are two smooth
curves which pass through a, making an angle of θ with each other. Then f transforms γ1 and γ2
into smooth curves which meet at f (a), and the transformed curves make an angle of θ with each
other.

In brief, an holomorphic function with non-zero derivative preserves angles. Functions which
preserve angles in this way are also called conformal.

Proof. For k = 1, 2 we write γk parametrically, as zk (t) = xk (t) + iyk (t), so that zk (0) = a. The
complex number zk0 (0), considered as a vector, is the tangent vector to γk at the point a. Then f
transforms the curve γk to the curve f (γk ), parameterized as f (zk (t)). If we differentiate f (zk (t))
at t = 0 and use the chain rule we see that the tangent vector to the transformed curve at the
point f (a) is f 0 (a)zk0 (0). Since f 0 (a) 6= 0 the transformation from z10 (0) and z20 (0) to f 0 (a)z10 (0) and
f 0 (a)z20 (0) is a dilation. A dilation is the composition of a scale change and a rotation and both of
these preserve the angles between vectors.

3.2 Infinity and the Cross Ratio

Infinity is not a number—this is true whether we use the complex numbers or stay in the reals.
However, for many purposes we can work with infinity in the complexes much more naturally and
simply than in the reals.
In the complex sense there is only one infinity, written ∞. In the real sense there is also a
“negative infinity”, but −∞ = ∞ in the complex sense. In order to deal correctly with infinity we
have to realize that we are always talking about a limit, and complex numbers have infinite limits
if they can become larger in magnitude than any preassigned limit. For completeness we repeat
the usual definitions:

Definition 3.6. Suppose G is a set of complex numbers and f is a function from G to C.

(a) lim f (z) = ∞ means that for every M > 0 we can find δ > 0 so that, for all z ∈ G satisfying
z→z0
0 < |z − z0 | < δ, we have |f (z)| > M .

(b) lim f (z) = L means that for every  > 0 we can find N > 0 so that, for all z ∈ G satisfying
z→∞
|z| > N , we have |f (z) − L| < .

(c) lim f (z) = ∞ means that for every M > 0 we can find N > 0 so that, for all z ∈ G satisfying
z→∞
|z| > N we have |f (z)| > M .

In the first definition we require that z0 is an accumulation point of G while in the second and third
we require that ∞ is an “extended accumulation point” of G, in the sense that for every B > 0
there is some z ∈ G with |z| > B.

The usual rules for working with infinite limits are still valid in the complex numbers. In fact, it
is a good idea to make infinity an honorary complex number so that we can more easily manipulate
infinite limits. We then define algebraic rules for dealing with our new point, ∞, based on the usual
laws of limits. For example, if lim f (z) = ∞ and lim g(z) = a is finite then the usual “limit of
z→z0 z→z0
CHAPTER 3. EXAMPLES OF FUNCTIONS 29

sum = sum of limits” rule gives lim (f (z) + g(z)) = ∞. This leads us to want the rule ∞ + a = ∞.
z→z0
We do this by defining a new set, Ĉ:
Definition 3.7. The extended complex plane is the set Ĉ := C ∪ {∞}, together with the following
algebraic properties: For any a ∈ C,
(1) ∞+a=a+∞=∞

(2) if a 6= 0 then ∞ · a = a · ∞ = ∞ · ∞ = ∞
a a
(3) if a 6= 0 then = 0 and = ∞
∞ 0
The extended complex plane is also called the Riemann sphere (or, in a more advanced course, the
complex projective line, denoted CP1 ).
If a calculation involving infinity is not covered by the rules above then we must investigate the
limit more carefully. For example, it may seem strange that ∞ + ∞ is not defined, but if we take
the limit of z + (−z) = 0 as z → ∞ we will get 0, but the individual limits of z and −z are both ∞.
Now we reconsider Möbius transformations with infinity in mind. For example, f (z) = z1 is
now defined for z = 0 and z = ∞, with f (0) = ∞ and f (∞) = 0, so the proper domain for
f (z) is actually Ĉ. Let’s consider the other basic types of Möbius transformations. A translation
f (z) = z + b is now defined for z = ∞, with f (∞) = ∞ + b = ∞, and a dilation f (z) = az (with
a 6= 0) is also defined for z = ∞, with f (∞) = a · ∞ = ∞. Since every Möbius transformation
can be expressed as a composition of translations, dilations and the inversion f (z) = z1 we see that
every Möbius transformation may be interpreted as a transformation of Ĉ onto Ĉ. The general
case is summarized below:
Lemma 3.8. Let f be the Möbius transformation
az + b
f (z) = .
cz + d
Then f is defined for all z ∈ Ĉ. If c = 0 then f (∞) = ∞, and, otherwise,
 
a d
f (∞) = and f − = ∞.
c c

With this interpretation in mind we can add some insight to Theorem 3.4. Recall that f (z) = z1
transforms circles that pass through the origin to straight lines, but the point z = 0 must be excluded
from the circle. However, now we can put it back, so f transforms circles that pass through the
origin to straight lines plus ∞. If we remember that ∞ corresponds to being arbitrarily far away
from the origin we can visualize a line plus infinity as a circle passing through ∞. If we make
this a definition then Theorem 3.4 can be expressed very simply: any Möbius transformation of Ĉ
transforms circles to circles. For example, the transformation
z+i
f (z) =
z−i
transforms −i to 0, i to ∞, and 1 to i. The three points −i, i and 1 determine a circle—the unit
circle |z| = 1—and the three image points 0, ∞ and i also determine a circle—the imaginary axis
CHAPTER 3. EXAMPLES OF FUNCTIONS 30

plus the point at infinity. Hence f transforms the unit circle onto the imaginary axis plus the point
at infinity.
This example relied on the idea that three distinct points in Ĉ determine uniquely a circle
passing through them. If the three points are on a straight line or if one of the points is ∞ then
the circle is a straight line plus ∞. Conversely, if we know where three distinct points in Ĉ are
transformed by a Möbius transformation then we should be able to figure out everything about the
transformation. There is a computational device that makes this easier to see.
Definition 3.9. If z, z1 , z2 , and z3 are any four points in Ĉ with z1 , z2 , and z3 distinct, then their
cross-ratio is defined by
(z − z1 )(z2 − z3 )
[z, z1 , z2 , z3 ] = .
(z − z3 )(z2 − z1 )
Here if z = z3 , the result is infinity, and if one of z, z1 , z2 , or z3 is infinity, then the two terms on
the right containing it are canceled.
Lemma 3.10. If f is defined by f (z) = [z, z1 , z2 , z3 ] then f is a Möbius transformation which
satisfies
f (z1 ) = 0, f (z2 ) = 1, f (z3 ) = ∞ .
Moreover, if g is any Möbius transformation which transforms z1 , z2 and z3 as above then g(z) =
f (z) for all z.
Proof. Everything should be clear except the final uniqueness statement. By Lemma 3.2 the inverse
f −1 is a Möbius transformation and, by Exercise 7 in this chapter, the composition h = g ◦ f −1
is a Möbius transformation. Notice that h(0) = g(f −1 (0)) = g(z1 ) = 0. Similarly, h(1) = 1 and
h(∞) = ∞. If we write h(z) = az+b
cz+d then

b
0 = h(0) =
=⇒ b = 0
d
a
∞ = h(∞) = =⇒ c = 0
c
a+b a+0 a
1 = h(1) = = = =⇒ a = d ,
c+d 0+d d
so h(z) = az+b az+0 a
cz+d = 0+d = d z = z. But since h(z) = z for all z we have h(f (z)) = f (z) and so
g(z) = g ◦ (f −1 ◦ f )(z) = (g ◦ f −1 ) ◦ f (z) = h(f (z)) = f (z).

So if we want to map three given points of Ĉ to 0, 1 and ∞ by a Möbius transformation then

the cross-ratio gives us the only way to do it. What if we have three points z1 , z2 and z3 and we
want to map them to three other points, w1 , w2 and w3 ?
Theorem 3.11. Suppose z1 , z2 and z3 are distinct points in Ĉ and w1 , w2 and w3 are distinct
points in Ĉ. Then there is a unique Möbius transformation h satisfying h(z1 ) = w1 , h(z2 ) = w2
and h(z3 ) = w3 .
Proof. Let h = g −1 ◦ f where f (z) = [z, z1 , z2 , z3 ] and g(w) = [w, w1 , w2 , w3 ]. Uniqueness follows
as in the proof of Lemma 3.10.

This theorem gives an explicit way to determine h from the points zj and wj but, in practice, it
is often easier to determine h directly from the conditions f (zk ) = wk (by solving for a, b, c and d).
CHAPTER 3. EXAMPLES OF FUNCTIONS 31

3.3 Stereographic Projection

The addition of ∞ to the complex plane C gives the plane a very useful structure. This structure is
revealed by a famous function called stereographic projection. Stereographic projection also gives
us a way of visualizing the extended complex plane – that is, the point at infinity – in R3 , as the
unit sphere. It also provides a way of ‘seeing’ that a line in the extended complex plane is really a
circle, and of visualizing Möbius functions.
To begin, think of C as the xy-plane in R3 = {(x, y, z)}, C = {(x, y, 0) ∈ R3 }. To describe
stereographic projection, we will be less concerned with actual complex numbers x + iy and more
with their coordinates. Consider the unit sphere S2 := {(x, y, z) ∈ R3 |x2 + y 2 + z 2 = 1}. Then
the sphere and the complex plane intersect in the set {(x, y, 0)|x2 + y 2 = 1}, corresponding to the
equator on the sphere and the unit circle on the complex plane. Let N denote the North Pole
(0, 0, 1) of S2 , and let S denote the South Pole (0, 0, −1).
Definition 3.12. The stereographic projection of S2 to Ĉ from N is the map φ S2 → Ĉ defined as
←→
follows. For any point P ∈ S2 − {N }, as the z-coordinate of P is strictly less than 1, the line N P
intersects C in exactly one point, Q. Define φ(P ) := Q. We also declare that φ(N ) = ∞ ∈ C.
Proposition 3.13. The map φ is the bijection
 
x y
φ(x, y, z) = , ,0 ,
1−z 1−z
with inverse map

p2 + q 2 − 1
 
−1 2p 2q
φ (p, q, 0) = , , ,
p2 + q 2 + 1 p2 + q 2 + 1 p2 + q 2 + 1

where we declare φ(0, 0, 1) = ∞ and φ−1 (∞) = (0, 0, 1).

Proof. That φ is a bijection follows from the existence of the inverse function, and is left as an
←→
exercise. For P = (x, y, z) ∈ S2 − {N }, the straight line N P through N and P is given by, for
t ∈ ∞,

r(t) = N + t(P − N ) = (0, 0, 1) + t[(x, y, z) − (0, 0, 1)] = (tx, ty, 1 + t(z − 1)).
1
When r(t) hits C, the third coordinate is 0, so it must be that t = 1−z . Plugging this value of t
into the formula for r yields φ as stated.
To see the formula for the inverse map φ−1 , we begin with a point Q = (p, q, 0) ∈ C, and solve for
a point P = (x, y, z) ∈ S2 so that φ(P ) = Q. The point P satisfies the equation x2 + y 2 + z 2 = 0.
x y
The equation φ(P ) = Q tells us that 1−z = p and 1−z = q. Thus, we solve 3 equations for 3
unknowns. The latter two equations yield

x2 + y 2 1 − z2 1+z
p2 + q 2 = 2
= 2
= .
(1 − z) (1 − z) 1−z
1+z
Solving p2 + q 2 = 1−z for z, and then plugging this into the identities x = p(1 − z) and y = q(1 − z)
proves the desired formula. It is easy to check that φ ◦ φ−1 and φ−1 ◦ φ are now both the identity;
we leave these as exercises. This proves the proposition.
CHAPTER 3. EXAMPLES OF FUNCTIONS 32

We use the formulas above to prove the following.

Theorem 3.14. The stereographic projection φ takes the set of circles in S2 bijectively to the set
of circles in Ĉ, where for a circle γ ⊂ S2 we have that ∞ ∈ φ(γ) – that is, φ(γ) is a line in C – if
and only if N ∈ γ.
Proof. A circle in S2 is the intersection of S2 with some plane P . If we have a normal vector
(x0 , y0 , z0 ) to P , then there is a unique real number k so that the plane P is given by

P = {(x, y, z) ∈ R3 |(x, y, z) · (x0 , y0 , z0 ) = k} = {(x, y, z) ∈ R3 |xx0 + yy0 + zz0 = k}.

Without loss of generality, we can assume that (x0 , y0 , z0 ) ∈ S2 by possibly changing k. We may
also assume without loss of generality that 0 ≤ k ≤ 1, since if k < 0 we can replace (x0 , y0 , z0 ) with
−(x0 , y0 , z0 ), and if k > 1 then P ∩ S2 = ∅.
Consider the circle of intersection P ∩ S2 . A point (p, q, 0) in the complex plane lies on the
image of this circle under φ if and only if φ−1 (p, q, 0) satisfies the defining equation for P . Using
the equations from Proposition 3.13 for φ−1 (p, q, 0), we see that

(z0 − k)p2 + (2x0 )p + (z0 − k)q 2 + (2y0 )q = z0 + k.

If z0 − k = 0, this is a straight line in the pq-plane. Moreover, every line in the pq-plane can be
obtained in this way. Notice that z0 = k if and only if N ∈ P , which is if and only if the image
under φ is a straight line.
If z0 − k 6= 0, then completing the square yields
2  2
1 − k2

x0 y0
p+ + q+ = .
z0 − k z0 − k (z0 − k)2
Depending on whether the right hand side of this equation is positive, 0, or negative, this is the
equation of a circle, point, or the empty set in the pq-plane, respectively. These three cases happen
when k < 1, k = 1, and k > 1, respectively. Only the first case corresponds to a circle in S2 . It is
an exercise to verify that every circle in the pq-plane arises in this manner.

We can now think of the extended complex plane as a sphere in R3 , called the Riemann sphere.
It is particularly nice to think about the basic Möbius transformations via their effect on the
Riemann sphere. We will describe inversion. It is worth thinking about, though beyond the scope
of these notes, how other basic Möbius functions behave. For instance, a rotation f (z) = eiθ z,
composed with φ−1 , can be seen to be a rotation of S2 . We encourage the reader to verify this
to themselves, and consider the harder problems of visualizing a real dilation f (z) = rz or a
translation, f (z) = z + b. We give the hint that a real dilation is in some sense ‘dual’ to a rotation,
in that each moves points ‘along’ perpendicular sets of circles. Translations can also be visualized
via how they move points ‘along’ sets of circles.
We now use stereographic projection to take another look at f (z) = 1/z. We want to know
what this function does to the sphere S2 . We will take an (x, y, z) on S2 , project it to the plane by
stereographic projection φ, apply f to the point that results, and then pull this point back to S2
by φ−1 .
We know φ(x, y, z) = (x/(1 − z), y/(1 − z)) which we now regard as the complex number
x y
+i .
1−z 1−z
CHAPTER 3. EXAMPLES OF FUNCTIONS 33

We use
1 p − qi
= 2 .
p + qi p + q2
We know from a previous calculation that p2 + q 2 = (1 + z)/(1 − z). This gives
    
x y x y 1−z x −y
f +i = −i = +i .
1−z 1−z 1−z 1−z 1+z 1+z 1+z
Rather than plug this result into the formulas for φ−1 , we can just ask what triple of numbers will
go to this particular pair using the formulas φ(x, y, z) = (x/(1−z), y/(1−z)). The answer is clearly
(x, −y, −z).
Thus we have shown that the effect of f (z) = 1/z on S2 is to take (x, y, z) to (x, −y, −z). This
is a rotation around the x-axis by 180 degrees.
We now have a second argument that f (z) = 1/z takes circles and lines to circles and lines. A
circle or line in C is taken to a circle on S2 by φ−1 . Then 1/z rotates the sphere which certainly
takes circles to circles. Now φ takes circles back to circles and lines. We can also say that the circles
that go to lines under f (z) = 1/z are the circles though 0. This is because 0 goes to (0, 0, −1)
under φ−1 so a circle through 0 in C goes to a circle through the south pole in S2 . Now 180 rotation
about the x-axis takes the south pole to the north pole, and our circle is now passing through N .
But we know that φ will take this circle to a line in C.
We end by mentioning that there is in fact a way of putting the complex metric on S2 . It is
certainly not the (finite) distance function induced by R3 . Indeed, the origin in the complex plane
corresponds to the South Pole S of S2 . We have to be able to get arbitrarily far away from the
origin in C, so the complex distance function has to increase greatly with the z coordinate. The
closer points are to the North Pole N (corresponding to ∞ in Ĉ), the larger their distance to the
origin, and to each other! In this light, a ‘line’ in the Riemann sphere S2 corresponds to a circle
in S2 through N . In the regular sphere, the circle has finite length, but as a line on the Riemann
sphere with the complex metric, it has infinite length.

3.4 Exponential and Trigonometric Functions

To define the complex exponential function, we once more borrow concepts from calculus, namely
the real exponential function2 and the real sine and cosine, and—in addition—finally make sense
of the notation eit = cos t + i sin t.
Definition 3.15. The (complex) exponential function is defined for z = x + iy as
exp(z) = ex (cos y + i sin y) = ex eiy .
This definition seems a bit arbitrary, to say the least. Its first justification is that all exponential
rules which we are used to from real numbers carry over to the complex case. They mainly follow
from Lemma 1.2 and are collected in the following.
2
It is a nontrivial
Pquestion how to define the real exponential function. Our preferred way to do this is through a
power series: ex = k≥0 xk /k!. In light of this definition, the reader might think we should have simply defined the
complex exponential function through a complex power series. In fact, this is possible (and an elegant definition);
however, one of the promises of these lecture notes is to introduce complex power series as late as possible. We agree
with those readers who think that we are “cheating” at this point, as we borrow the concept of a (real) power series
to define the real exponential function.
CHAPTER 3. EXAMPLES OF FUNCTIONS 34

Lemma 3.16. For all z, z1 , z2 ∈ C,

(a) exp (z1 ) exp (z2 ) = exp (z1 + z2 )

1
(b) exp(z) = exp (−z)

(c) exp (z + 2πi) = exp (z)

(d) |exp (z)| = exp (Re z)

(e) exp(z) 6= 0
d
(f) dz exp (z) = exp (z) .

Remarks. 1. The third identity is a very special one and has no counterpart for the real exponential
function. It says that the complex exponential function is periodic with period 2πi. This has many
interesting consequences; one that may not seem too pleasant at first sight is the fact that the
complex exponential function is not one-to-one.

2. The last identity is not only remarkable, but we invite the reader to meditate on its proof. When
proving this identity through the Cauchy–Riemann equations for the exponential function, one can
get another strong reason why Definition 3.15 is reasonable. Finally, note that the last identity
also says that exp is entire.
We should make sure that the complex exponential function specializes to the real exponential
function for real arguments: if z = x ∈ R then

exp(x) = ex (cos 0 + i sin 0) = ex .

5π MM
MM

6
MM
MM
MM
π MM
MM
3
exp MM
/ M
0 qq1 1
qqq 11
q 11
− π3 qq
qqq 11
qq 11
qqq
− 5π q 11
6 11
11
−1 0 1 2 1

Figure 3.1: Image properties of the exponential function.

The trigonometric functions—sine, cosine, tangent, cotangent, etc.—have their complex ana-
logues, however, they don’t play the same prominent role as in the real case. In fact, we can define
them as merely being special combinations of the exponential function.
CHAPTER 3. EXAMPLES OF FUNCTIONS 35

Definition 3.17. The (complex) sine and cosine are defined as

1 1
sin z = (exp(iz) − exp(−iz)) and cos z = (exp(iz) + exp(−iz)) ,
2i 2
respectively. The tangent and cotangent are defined as

sin z exp(2iz) − 1 cos z exp(2iz) + 1

tan z = = −i and cot z = =i ,
cos z exp(2iz) + 1 sin z exp(2iz) − 1

respectively.

Note that to write tangent and cotangent in terms of the exponential function, we used the fact
that exp(z) exp(−z) = exp(0) = 1. Because exp is entire, so are sin and cos.
As with the exponential function, we should first make sure that we’re not redefining the real
sine and cosine: if z = x ∈ R then
1 1
sin z = (exp(ix) − exp(−ix)) = (cos x + i sin x − (cos(−x) + i sin(−x))) = sin x .
2i 2i
A similar calculation holds for the cosine. Not too surprisingly, the following properties follow
mostly from Lemma 3.16.

Lemma 3.18. For all z, z1 , z2 ∈ C,

sin(−z) = − sin z cos(−z) = cos z

sin(z + 2π) = sin z cos(z + 2π) = cos z
tan(z + π) = tan z cot(z + π) = cot z
sin(z + π/2) = cos z cos(z + π/2) = − sin z
sin (z1 + z2 ) = sin z1 cos z2 + cos z1 sin z2 cos (z1 + z2 ) = cos z1 cos z2 − sin z1 sin z2
cos2 z + sin2 z = 1 cos2 z − sin2 z = cos(2z)
sin0 z = cos z cos0 z = − sin z .

Finally, one word of caution: unlike in the real case, the complex sine and cosine are not
bounded—consider, for example, sin(iy) as y → ±∞.
We end this section with a remark on hyperbolic trig functions. The hyperbolic sine, cosine,
tangent, and cotangent are defined as in the real case:

Definition 3.19.
1 1
sinh z = (exp(z) − exp(−z)) cosh z = (exp(z) + exp(−z))
2 2
sinh z exp(2z) − 1 cosh z exp(2z) + 1
tanh z = = coth z = = .
cosh z exp(2z) + 1 sinh z exp(2z) − 1

As such, they are not only yet more special combinations of the exponential function, but they
are also related with the trigonometric functions via

sinh(iz) = i sin z and cosh(iz) = cos z .

CHAPTER 3. EXAMPLES OF FUNCTIONS 36

3.5 The Logarithm and Complex Exponentials

The complex logarithm is the first function we’ll encounter that is of a somewhat tricky nature. It
is motivated as being the inverse function to the exponential function, that is, we’re looking for a
function Log such that
exp(Log z) = z = Log(exp z) .
As we will see shortly, this is too much to hope for. Let’s write, as usual, z = r eiφ , and suppose
that Log z = u(z) + iv(z). Then for the first equation to hold, we need

exp(Log z) = eu eiv = r eiφ = z ,

that is, eu = r = |z| ⇐⇒ u = ln |z| (where ln denotes the real natural logarithm; in particular we
need to demand that z 6= 0), and eiv = eiφ ⇐⇒ v = φ+2πk for some k ∈ Z. A reasonable definition
of a logarithm function Log would hence be to set Log z = ln |z| + i Arg z where Arg z gives the
argument for the complex number z according to some convention—for example, we could agree
that the argument is always in (−π, π], or in [0, 2π), etc. The problem is that we need to stick to
this convention. On the other hand, as we saw, we could just use a different argument convention
and get another reasonable ‘logarithm.’ Even worse, by defining the multi-valued map

arg z = {φ : φ is a possible argument of z}

and defining the multi-valued logarithm as

log z = ln |z| + i arg z ,

we get something that’s not a function, yet it satisfies

exp(log z) = z .

We invite the reader to check this thoroughly; in particular, one should note how the periodicity
of the exponential function takes care of the multi-valuedness of our ‘logarithm’ log.
log is, of course, not a function, and hence we can’t even consider it to be our sought-after
inverse of the exponential function. Let’s try to make things well defined.

Definition 3.20. Any function Log : C \ {0} → C which satisfies exp(Log z) = z is a branch of
the logarithm. Let Arg z denote that argument of z which is in (−π, π] (the principal argument of
z). Then the principal logarithm is defined as

Log z = ln |z| + i Arg z .

The paragraph preceding this definition ensures that the principal logarithm is indeed a branch
of the logarithm. Even better, the evaluation of any branch of the logarithm at z can only differ
from Log z by a multiple of 2πi; the reason for this is once more the periodicity of the exponential
function.
So what about the other equation Log(exp z) = z? Let’s try the principal logarithm: Suppose
z = x + iy, then

Log(exp z) = Log ex eiy = ln ex eiy  + i Arg ex eiy = ln ex + i Arg eiy = x + i Arg eiy .

 



CHAPTER 3. EXAMPLES OF FUNCTIONS 37

The right-hand side is equal to z = x + iy only if y ∈ (−π, π]. The same happens with any
other branch of the logarithm Log—there will always be some (in fact, many) y-values for which
Log(exp z) 6= z.
To end our discussion of the logarithm on a happy note, we prove that any branch of the
logarithm has the same derivative; one just has to be cautious about where each logarithm is
holomorphic.
Theorem 3.21. Suppose Log is a branch of the logarithm. Then Log is differentiable wherever it
is continuous and
1
Log0 z = .
z
Proof. The idea is to apply Lemma 2.12 to exp and Log, but we need to be careful about the
domains of these functions, so that we get actual inverse functions. Suppose Log maps C \ {0} to G
(this is typically a half-open strip; you might want to think about what it looks like if Log = Log).
We apply Lemma 2.12 with f : G → C \ {0} , f (z) = exp(z) and g : C \ {0} → G, g(z) = Log: if
Log is continuous at z then
1 1 1
Log0 z = = = .
exp0 (Log z) exp(Log z) z
We finish this section by defining complex exponentials. For two complex numbers a and b, the
natural definition ab = exp(b log a) (which is a concept borrowed from calculus) would in general
yield more than one value (Exercise 42), so it is not always useful. We turn instead to the principal
logarithm and define the principal value of ab as

ab = exp(b Log a) .

A note about e. In calculus one proves the equivalence of the real exponential function (as given,
for example, through a power series) and the function f (x) = ex where e is Euler’s3 number and
n
can be defined, for example, as e = limn→∞ 1 + n1 . With our definition of ab , we can now make

a similar remark about the complex exponential function. Because e is a positive real number and
hence Arg e = 0, we obtain

ez = exp(z Log e) = exp (z (ln |e| + i Arg e)) = exp (z ln e) = exp (z) .

A word of caution: this only works out this nicely because we carefully defined ab for complex
numbers. Different definitions might lead to different outcomes of ez versus exp z!

Exercises
1. Show that if f (z) = az+b
cz+d is a Möbius transformation then f −1 (z) = dz−b
−cz+a .

2. Show that the derivative of a Möbius transformation is never zero.

3. Prove that any Möbius transformation different from the identity map can have at most two
fixed points. (A fixed point of a function f is a number z such that f (z) = z.)
3
Named after Leonard Euler (1707–1783). For more information about Euler, see
http://www-groups.dcs.st-and.ac.uk/∼history/Biographies/Euler.html.
CHAPTER 3. EXAMPLES OF FUNCTIONS 38

4. Prove Proposition 3.3.

1+z
5. Show that the Möbius transformation f (z) = 1−z maps the unit circle (minus the point z = 1)
onto the imaginary axis.

6. Suppose that f is holomorphic on the region G and f (G) is a subset of the unit circle. Show
that f is constant. (Hint: Consider the function 1+f (z)
1−f (z) and use Exercise 5 and a variation of
Exercise 14 in Chapter 2.)
 
a b
7. Suppose A = is a 2 × 2 matrix of complex numbers whose determinant ad − bc is
c d
non-zero. Then we can define a corresponding Möbius transformation TA by TA (z) = az+bcz+d .
Show that TA ◦TB = TA·B . (Here ◦ denotes composition and · denotes matrix multiplication.)
2z
8. Let f (z) = z+2 . Draw two graphs, one showing the following six sets in the z plane and the
other showing their images in the w plane. Label the sets. (You should only need to calculate
the images of 0, ±2, ∞ and −1 − i; remember that Möbius transformations preserve angles.)

(a) The x-axis, plus ∞.

(b) The y-axis, plus ∞.
(c) The line x = y, plus ∞.
(d) The circle with radius 2 centered at 0.
(e) The circle with radius 1 centered at 1.
(f) The circle with radius 1 centered at −1.

9. Find Möbius transformations satisfying each of the following. Write your answers in standard
form, as az+b
cz+d .

(a) 1 → 0, 2 → 1, 3 → ∞. (Use the cross-ratio.)

(b) 1 → 0, 1 + i → 1, 2 → ∞. (Use the cross-ratio.)
(c) 0 → i, 1 → 1, ∞ → −i.

10. Let C be the circle with center 1 + i and radius 1. Using the cross-ratio, with different choices
of zk , find two different Möbius transformations that transform C onto the real axis plus
infinity. In each case, find the image of the center of the circle.

11. Let C be the circle with center 0 and radius 1. Find a Möbius transformation which transforms
C onto C and transforms 0 to 21 .

12. Describe the image of the region under the transformation:

iz−i
(a) The disk |z| < 1 under w = z+1 .
z−i
(b) The quadrant x > 0, y > 0 under w = z+i .
z
(c) The strip 0 < x < 1 under w = z−1 .
CHAPTER 3. EXAMPLES OF FUNCTIONS 39

13. "
The Jacobian
# of a transformation u = u(x, y), v = v(x, y) is the determinant of the matrix
∂u ∂u
∂x
∂v
∂y
∂v . Show that if f = u + iv is holomorphic then the Jacobian equals |f 0 (z)|2 .
∂x ∂y

z 2 −1
14. Find the fixed points in Ĉ of f (z) = 2z+1 .

15. Find the Möbius transformation f :

(a) f maps 0 → 1, 1 → ∞, ∞ → 0.
(b) f maps 1 → 1, −1 → i, −i → −1.
(c) f maps x-axis to y = x, y-axis to y = −x, and the unit circle to itself.
−i
16. Show that the image of the line y = a under inversion is the circle with center 2a and radius
1
2a .

17. Suppose z1 , z2 and z3 are distinct points in Ĉ. Show that z is on the circle passing through
z1 , z2 and z3 if and only if [z, z1 , z2 , z3 ] is real or infinite.

18. Find the image under the stereographic projection φ of the following points:
(0, 0, −1), (0, 0, 1), (1, 0, 0), (0, 1, 0), (1, 1, 0).

19. Prove that the stereographic projection of Proposition 3.13 is a bijection by verifying that
that φ ◦ φ−1 and φ−1 ◦ φ are the identity.

20. Consider the plane P determined by x + y − z = 0. What is a unit normal vector to P ?

Compute the image of P ∩ S 2 under the stereographic projection φ.

21. Prove that every circle in the extended complex plane is the image of some circle in S 2 under
the stereographic projection φ.

22. Describe the effect of the basic Möbius transformations rotation, real dilation, and translation
on the Riemann sphere. hint: for the first two, consider all circles in S 2 centered on the NS
axis, and all circles through both N and S. For translation, consider two families of circles
through N, ‘orthogonal’ to and ‘perpendicular’ to the translation.

23. Evaluate the value(s) of the following expressions, giving your answers in the form x + iy.

(a) eiπ
(b) eπ
(c) ii
(d) esin i
(e) exp(Log(3 + 4i))
√
(f) 1 + i
√
(g) 31 − i
 4
(h) i+1
√
2
CHAPTER 3. EXAMPLES OF FUNCTIONS 40

24. Prove that sin(z) = sin(z) and cos(z) = cos(z).

25. Prove that sin(x+iy) = sin x cosh y+i cos x sinh y, and cos(x+iy) = cos x cosh y−i sin x sinh y.

26. Prove that the zeros of sin z are all real-valued.

27. Describe the images of the following sets under the exponential function exp(z):

(a) the line segment defined by z = iy, 0 ≤ y ≤ 2π.

(b) the line segment defined by z = 1 + iy, 0 ≤ y ≤ 2π.
(c) the rectangle {z = x + iy ∈ C : 0 ≤ x ≤ 1, 0 ≤ y ≤ 2π}.

28. Prove Lemma 3.16.

29. Prove Lemma 3.18.

30. Let z = x + iy and show that

(a) sin z = sin x cosh y + i cos x sinh y.

(b) cos z = cos x cosh y − i sin x sinh y.

31. Let z = x + iy and show that

(a) |sin z|2 = sin2 x + sinh2 y = cosh2 y − cos2 x.

(b) |cos z|2 = cos2 x + sinh2 y = cosh2 y − sin2 x.
cosh2 y−1
(c) If cos x = 0 then |cot z|2 = cosh2 y
≤ 1.
2
(d) If |y| ≥ 1 then |cot z|2 ≤ sinh y+1
sinh2 y
=1+ 1
sinh2 y
≤1+ 1
sinh2 1
≤ 2.

32. Show that tan(iz) = i tanh z.

33. Find the principal values of

(a) log i.
(b) (−1)i .
(c) log(1 + i).

34. Determine the image of the strip {z ∈ C : −π/2 < Re z < π/2} under the function f (z) =
sin z.

35. Is arg(z) = − arg(z) true for the multiple-valued argument? What about Arg(z) = − Arg(z)
for the principal branch?

36. Is there a difference between the set of all values of log z 2 and the set of all values of 2 log z?

(Try some fixed numbers for z.)

37. For each of the following functions, determine all complex numbers for which the function is
holomorphic. If you run into a logarithm, use the principal value (unless stated otherwise).

(a) z 2 .
CHAPTER 3. EXAMPLES OF FUNCTIONS 41

sin z
(b) z 3 +1
.
(c) Log(z − 2i + 1) where Log(z) = ln |z| + i Arg(z) with 0 ≤ Arg(z) < 2π.
(d) exp(z).
(e) (z − 3)i .
(f) iz−3 .
38. Find all solutions to the following equations:
(a) Log(z) = π2 i.
3π
(b) Log(z) = 2 i.
(c) exp(z) = πi.
(d) sin z = cosh 4.
(e) cos z = 0.
(f) sinh z = 0.
(g) exp(iz) = exp(iz).
(h) z 1/2 = 1 + i.
39. Find the image of the annulus 1 < |z| < e under the principal value of the logarithm.
40. Show that |az | = aRe z if a is a positive real constant.
41. Fix c ∈ C \ {0}. Find the derivative of f (z) = z c .
42. Prove that exp(b log a) is single-valued if and only if b is an integer. (Note that this means
that complex exponentials don’t clash with monomials z n .) What can you say if b is rational?
43. Describe the image under exp of the line with equation y = x. To do this you should find
an equation (at least parametrically) for the image (you can start with the parametric form
x = t, y = t), plot it reasonably carefully, and explain what happens in the limits as t → ∞
and t → −∞.
44. For this problem, f (z) = z 2 .
(a) Show that the image of a circle centered at the origin is a circle centered at the origin.
(b) Show that the image of a ray starting at the origin is a ray starting at the origin.
(c) Let T be the figure formed by the horizontal segment from 0 to 2, the circular arc from
2 to 2i, and then the vertical segment from 2i to 0. Draw T and f (T ).
(d) Is the right angle at the origin in part (c) preserved? Is something wrong here?
(Hint: Use polar coordinates.)
45. As in the previous problem, let f (z) = z 2 . Let Q be the square with vertices at 0, 2, 2 + 2i
and 2i. Draw f (Q) and identify the types of image curves corresponding to the segments
from 2 to 2 + 2i and from 2 + 2i to 2i. They are not parts of either straight lines or circles.
(Hint: You can write the vertical segment parametrically as z(t) = 2 + it. Eliminate the
parameter in u + iv = f (z(t)) to get a (u, v) equation for the image curve.)
Chapter 4

Integration

Everybody knows that mathematics is about miracles, only mathematicians have a name for
them: theorems.
Roger Howe

4.1 Definition and Basic Properties

At first sight, complex integration is not really anything different from real integration. For a
continuous complex-valued function φ : [a, b] ⊂ R → C, we define
Z b Z b Z b
φ(t) dt = Re φ(t) dt + i Im φ(t) dt . (4.1)
a a a
For a function which takes complex numbers as arguments, we integrate over a curve γ (instead
of a real interval). Suppose this curve is parametrized by γ(t), a ≤ t ≤ b. If one meditates about
the substitution rule for real integrals, the following definition, which is based on (4.1) should come
as no surprise.
Definition 4.1. Suppose γ is a smooth curve parametrized by γ(t), a ≤ t ≤ b, and f is a complex
function which is continuous on γ. Then we define the integral of f on γ as
Z Z Z b
f = f (z) dz = f (γ(t))γ 0 (t) dt .
γ γ a

This definition can be naturally extended to piecewise smooth curves, that is, those curves γ
whose parametrization γ(t), a ≤ t ≤ b, is only piecewise differentiable, say γ(t) is differentiable on
the intervals [a, c1 ], [c1 , c2 ], . . . , [cn−1 , cn ], [cn , b]. In this case we simply define
Z Z c1 Z c2 Z b
f= f (γ(t))γ 0 (t) dt + f (γ(t))γ 0 (t) dt + · · · + f (γ(t))γ 0 (t) dt .
γ a c1 cn

In what follows, we’ll usually state our results for smooth curves, bearing in mind that practically
all can be extended to piecewise smooth curves.
Example 4.2. As our first example of
the application of this definition we will compute the integral
of the function f (z) = z 2 = x2 − y 2 − i(2xy) over several curves from the point z = 0 to the point
z = 1 + i.

42
CHAPTER 4. INTEGRATION 43

(a) Let γ be the line segment from z = 0 to z = 1 + i. A parametrization of this curve is

γ(t) = t + it, 0 ≤ t ≤ 1. We have γ 0 (t) = 1 + i and f (γ(t)) = (t − it)2 , and hence
Z Z 1 Z 1
2 2
f= (t − it) (1 + i) dt = (1 + i) t2 − 2it2 − t2 dt = −2i(1 + i)/3 = (1 − i) .
γ 0 0 3

(b) Let γ be the arc of the parabola y = x2 from z = 0 to z = 1 + i. A parametrization of this

curve is γ(t) = t + it2 , 0 ≤ t ≤ 1. Now we have γ 0 (t) = 1 + 2it and

2 
f (γ(t)) = t2 − t2 − i 2t · t2 = t2 − t4 − 2it3 ,

whence
Z Z 1 Z 1
2 4 3 1 1 1 14 i
t2 + 3t4 − 2it5 dt =


f= t − t − 2it (1 + 2it) dt = + 3 − 2i = − .
γ 0 0 3 5 6 15 3

(c) Let γ be the union of the two line segments γ1 from z = 0 to z = 1 and γ2 from z = 1 to
z = 1 + i. Parameterizations are γ1 (t) = t, 0 ≤ t ≤ 1 and γ2 (t) = 1 + it, 0 ≤ t ≤ 1. Hence
Z Z Z Z 1 Z 1 Z 1
2 2 1
f= f+ f= t · 1 dt + (1 − it) i dt = + i 1 − 2it − t2 dt
γ γ1 γ2 0 0 3 0
 
1 1 1 4 2
= + i 1 − 2i − = + i.
3 2 3 3 3

The complex integral has some standard properties, most of which follow from their real siblings
in a straightforward way. To state some of its properties, we first define the useful concept of the
length of a curve.
Definition 4.3. The length of a smooth curve γ is
Z b
 0 
length(γ) := γ (t) dt
a

for any parametrization γ(t), a ≤ t ≤ b, of γ.

The definition of length is with respect to any parametrization of γ because, as we will see, the
length of a curve is independent of the parametrization. We invite the reader to use some familiar
curves to see that this definition gives what one would expect to be the length of a curve.
Proposition 4.4. Suppose γ is a smooth curve, f and g are complex functions which are continuous
on γ, and c ∈ C.
R R R
(a) γ (f + cg) = γ f + c γ g .

(b) If γ is parametrized
R by Rγ(t), a ≤ t ≤ b, define the curve −γ through −γ(t) = γ(a + b − t), a ≤
t ≤ b. Then −γ f = − γ f .

(c) If γ1 and γ2 are curves so that γ2 starts where γ1 ends then

R define the
R curveR γ1 γ2 by following
γ1 to its end, and then continuing on γ2 to its end. Then γ1 γ2 f = γ1 f + γ2 f .
CHAPTER 4. INTEGRATION 44
R 
(d)  γ f  ≤ maxz∈γ |f (z)| · length(γ) .
 

The curve −γ defined in (b) is the curve that we obtain by traveling through γ in the opposite
direction.

Proof.
(a) This follows directly from the definition of the integral and the properties of real integrals.

(b) This follows with an easy real change of variables s = a + b − t:

Z Z b Z b
0
f= f (γ(a + b − t)) (γ(a + b − t)) dt = − f (γ(a + b − t)) γ 0 (a + b − t) dt
−γ a a
Z a Z b Z
0 0
= f (γ(s)) γ (s) ds = − f (γ(s)) γ (s) ds = − f.
b a γ

(c) We need a suitable parameterization γ(t) for γ1 γ2 . If γ1 has domain [a1 , b1 ] and γ2 has domain
[a2 , b2 ] then we can use
(
γ1 (t) for a1 ≤ t ≤ b1 ,
γ(t) =
γ2 (t − b1 + a2 ) for b1 ≤ t ≤ b1 + b2 − a2 .

The fact that γ1 (b1 ) = γ2 (a2 ) is necessary to make sure that this parameterization is piecewise
smooth. Now we break the integral over γ1 γ2 into two pieces and apply the simple change of
variables s = t − b1 + a2 :
Z Z b1 +b2 −a2
f= f (γ(t))γ 0 (t) dt
γ1 γ2 a1
Z b1 Z b1 +b2 −a2
0
= f (γ(t))γ (t) dt + f (γ(t))γ 0 (t) dt
a1 b1
Z b1 Z b1 +b2 −a2
= f (γ1 (t))γ10 (t) dt + f (γ2 (t − b1 + a2 ))γ20 (t − b1 + a2 ) dt
a1 b1
Z b1 Z b2
= f (γ1 (t))γ10 (t) dt + f (γ2 (s))γ20 (s) ds
a1 a2
Z Z
= f+ f.
γ1 γ2
R
(d) To prove (d), let φ = Arg γ f . Then
Z  Z   Z b  Z b  
 f  = e−iφ −iφ 0 −iφ 0
 
  f = Re e f (γ(t))γ (t) dt = Re f (γ(t))e γ (t) dt
γ γ a a
Z b  Z b
−iφ 0
|f (γ(t))| γ 0 (t) dt
 
≤ f (γ(t))e γ (t) dt =
 
a a
Z b
 0 
≤ max |f (γ(t))| γ (t) dt = max |f (z)| · length(γ) .
a≤t≤b a z∈γ
CHAPTER 4. INTEGRATION 45

4.2 Cauchy’s Theorem

We now turn to the central theorem of complex analysis. It is based on the following concept.

Definition 4.5. A curve γ ⊂ C is closed if its endpoints coincide, i.e. for any parametrization
γ(t), a ≤ t ≤ b, we have that γ(a) = γ(b).
Suppose γ0 and γ1 are closed curves in the open set G ⊆ C, parametrized by γ0 (t), 0 ≤ t ≤ 1
and γ1 (t), 0 ≤ t ≤ 1, respectively. Then γ0 is G-homotopic to γ1 , in symbols γ0 ∼G γ1 , if there is
a continuous function h : [0, 1]2 → G such that

h(t, 0) = γ0 (t) ,
h(t, 1) = γ1 (t) ,
h(0, s) = h(1, s) .

The function h(t, s) is called a homotopy and represents a curve for each fixed s, which is
continuously transformed from γ0 to γ1 . The last condition simply says that each of the curves
h(t, s), 0 ≤ t ≤ 1 is closed. An example is depicted in Figure 4.1.

Figure 4.1: This square and the circle are (C \ {0})-homotopic.

Here is the theorem on which most of what will follow is based.

Theorem 4.6 (Cauchy’s Theorem). Suppose G ⊆ C is open, f is holomorphic in G, and γ0 ∼G γ1

via a homotopy with continuous second partials. Then
Z Z
f= f.
γ0 γ1

Remarks. 1. The condition on the smoothness of the homotopy can be omitted, however, then the
proof becomes too advanced for the scope of these notes. In all the examples and exercises that
we’ll have to deal with here, the homotopies will be ‘nice enough’ to satisfy the condition of this
theorem.
CHAPTER 4. INTEGRATION 46

2. It is assumed that Johann Carl Friedrich Gauß (1777–1855)1 knew a version of this theorem in
1811 but only published it in 1831. Cauchy published his version in 1825, Weierstraß2 his in 1842.
Cauchy’s theorem is often called the Cauchy–Goursat Theorem, since Cauchy assumed that the
derivative of f was continuous, a condition which was first removed by Goursat3 .
An important special case is the one where a curve γ is G-homotopic to a point, that is, a
constant curve (see Figure 4.2 for an example). In this case we simply say γ is G-contractible, in
symbols γ ∼G 0.

Figure 4.2: This ellipse is (C \ R)-contractible.

The fact that an integral over a point is zero has the following immediate consequence.
Corollary 4.7. Suppose G ⊆ C is open, f is holomorphic in G, and γ ∼G 0 via a homotopy with
continuous second partials. Then Z
f = 0.
γ

The fact that any closed curve is C-contractible (Exercise 17a) yields the following special case
of the previous special-case corollary.
Corollary 4.8. If f is entire and γ is any smooth closed curve then
Z
f = 0.
γ

There are many proofs of Cauchy’s Theorem. A particularly nice one follows from the complex
Green’s Theorem. We will use the (real) Second Fundamental Theorem of Calculus. We note that
with more work, Cauchy’s Theorem can be derived ‘from scratch’, and does not require any other
major theorems.

Proof of Theorem 4.6. Suppose h is the given homotopy from γ0 to γ1 . For 0 ≤ s ≤ 1, let γs be
the curve parametrized by h(t, s), 0 ≤ t ≤ 1. Consider the function
Z
I(s) = f
γs
1
For more information about Gauß, see
http://www-groups.dcs.st-and.ac.uk/∼history/Biographies/Gauss.html.
2
For more information about Karl Theodor Wilhelm Weierstraß (1815–1897), see
http://www-groups.dcs.st-and.ac.uk/∼history/Biographies/Weierstrass.html.
3
For more information about Edouard Jean-Baptiste Goursat (1858–1936), see
http://www-groups.dcs.st-and.ac.uk/∼history/Biographies/Goursat.html.
CHAPTER 4. INTEGRATION 47

R R
as a function in s (so I(0) = γ0 f and I(1) = γ0 f ). We will show that I is constant with respect
to s, and hence the statement of the theorem follows with I(0) = I(1). Consider the derivative of
I. By Leibniz’s Rule,
Z 1 Z 1  
d d ∂h ∂ ∂h
I(s) = f (h(t, s)) dt = f (h(t, s)) dt.
ds ds 0 ∂t 0 ∂s ∂t
By the product rule, the chain rule, and equality of mixed partials,
Z 1
d ∂h ∂h ∂2h
I(s) = f 0 (h(t, s)) + f (h(t, s)) dt
ds 0 ∂s ∂t ∂s∂t
Z 1
∂h ∂h ∂2h
= f 0 (h(t, s)) + f (h(t, s)) dt
0 ∂t ∂s ∂t∂s
Z 1  
∂ ∂h
= f (h(t, s)) dt
0 ∂t ∂s

Finally, by the Fundamental Theorem of Calculus (applied separately to the real and imaginary
parts of the above integral), we have:
d ∂h ∂h
I(s) = f (h(1, s)) (1, s) − f (h(0, s)) (0, s) = 0 .
dx ∂s ∂s

4.3 Cauchy’s Integral Formula

Cauchy’s Theorem 4.6 yields almost immediately the following helpful result.
Theorem 4.9 (Cauchy’s Integral Formula for a Circle). Let CR be the counterclockwise circle with
radius R centered at w and suppose f is holomorphic at each point of the closed disk D bounded by
CR . Then Z
1 f (z)
f (w) = dz .
2πi CR z − w
Proof. All circles Cr with center w and radius r are homotopic in D \ {w}, and the function
f (z)/(z − w) is holomorphic in an open set containing D \ {w}. So Cauchy’s Theorem 4.6, gives
Z Z
f (z) f (z)
dz = dz
CR z − w Cr z − w
Now by Exercise 14, Z
1
dz = 2πi ,
Cr z−w
and we obtain with Proposition 4.4(d)
Z  Z  Z 
−
Z
 f (z)   f (z) 1   f (z) f (w) 
 dz − 2πif (w) =  dz − f (w) dz  =  dz 
CR z − w Cr z − w Cr z − w z−w

Cr
 
 f (z) − f (w) 
≤ max   length (Cr ) = max |f (z) − f (w)| 2πr
z∈Cr z−w  z∈Cr r
= 2π max |f (z) − f (w)| .
z∈Cr
CHAPTER 4. INTEGRATION 48

On the right-hand side, we can now take r as small as we want, and—because f is continuous
at w—this means we can make |f (z) − f (w)| as small as we like. Hence the left-hand side has no
choice but to be zero, which is what we claimed.

This is a useful theorem by itself, but it can be made more generally useful. For example, it
will be important to have Cauchy’s integral formula when w is anywhere inside CR , not just at the
center of CR . In fact, in many cases in which a point w is inside a simple closed curve γ we can see
a homotopy from γ to a small circle around w so that the homotopy misses w and remains in the
region where f is holomorphic. In that case the theorem remains true, since, by Cauchy’s theorem,
the integral of f (z)/(z − w) around γ is the same as the integral of f (z)/(z − w) around a small
circle centered at w, and Theorem 4.9 then applies to evaluate the integral. In this discussion we
need to be sure that the orientation of the curve γ and the circle match. In general, we say a simple
closed curve γ is positively oriented if it is parameterized so that the inside is on the left of γ. For
a circle this corresponds to a counterclockwise orientation.
Here’s the general form:

Theorem 4.10 (Cauchy’s Integral Formula). Suppose f is holomorphic on the region G, w ∈ G,

and γ is a positively oriented, simple, closed, smooth, G-contractible curve such that w is inside γ.
Then Z
1 f (z)
f (w) = dz .
2πi γ z − w
We have already indicated how to prove this, by combining Cauchy’s theorem and the special
case, Theorem 4.9. All we need is to find a homotopy in G \ {w} between γ and a small circle
with center at w. In all practical cases we can see immediately how to construct such a homotopy,
but it is not at all clear how to do so in complete generality; in fact, it is not even clear how to
make sense of the “inside” of γ in general. The justification for this is one of the first substantial
theorems ever proved in topology. We can state it as follows:

Theorem 4.11 (Jordan Curve Theorem). If γ is a positively oriented, simple, closed curve in C
then C \ γ consists of two connected open sets, the inside and the outside of γ. If a closed disk D
centered at w lies inside γ then there is a homotopy γs from γ to the positively oriented boundary
of D, and, for 0 < s < 1, γs is inside γ and outside of D.

Remarks. 1. The Jordan Curve Theorem is named after French mathematician Camille Jordan
(1838-1922)4 (the Jordan of Jordan normal form and Jordan matrix, but not Gauss-Jordan elimi-
nation). It is so named because Jordan claimed a proof in the late 1800s, although his proof was
later seen to be incorrect. It was first correctly proved by Oswald Veblen 5 .
This theorem, although “intuitively obvious,” is surprisingly difficult to prove. The usual state-
ment of the Jordan curve theorem does not contain the homotopy information; we have borrowed
this from a companion theorem to the Jordan curve theorem which is sometimes called the “annulus
theorem.” If you want to explore this kind of mathematics you should take a course in topology.
4
For more information on C. Jordan, see
http://en.wikipedia.org/wiki/Camille Jordan .
5
For more information on Veblen, see
http://en.wikipedia.org/wiki/Oswald Veblen .
CHAPTER 4. INTEGRATION 49

A nice special case of Cauchy’s formula is obtained when γ is a circle centered at w, parametrized
by, say, z = w + reit , 0 ≤ t ≤ 2π. Theorem 4.10 gives (if the conditions are met)

f w + reit
Z 2π
Z 2π
1 it 1 it


f (w) = ire dt = f w + re dt .
2πi 0 w + reit − w 2π 0
Even better, we automatically get similar formulas for the real and imaginary part of f , simply
by taking real and imaginary parts on both sides. These identities have the flavor of mean values.
Let’s summarize them in the following statement, which is often called a mean-value theorem.

Corollary 4.12. Suppose f is holomorphic on and inside the circle z = w + reit , 0 ≤ t ≤ 2π.
Then Z 2π
1
f w + reit dt .


f (w) =
2π 0
Furthermore, if f = u + iv,
Z 2π Z 2π
1 1
u w + reit dt v w + reit dt .



u(w) = and v(w) =
2π 0 2π 0

Exercises
1. Integrate the function f (z) = z over the three curves given in Example 4.2.

2. Evaluate γ z1 dz where γ(t) = sin t + i cos t, 0 ≤ t ≤ 2π.

R

3. Integrate the following functions over the circle |z| = 2, oriented counterclockwise:

(a) z + z.
(b) z 2 − 2z + 3.
(c) 1/z 4 .
(d) xy.
R R R R
4. Evaluate the integrals γ x dz, γ y dz, γ z dz and γ z dz along each of the following paths.
Note that you can get the second two integrals very easily after you calculate the first two,
by writing z and z as x ± iy.

(a) γ is the line segment form 0 to 1 − i.

(b) γ is the counterclockwise circle |z| = 1.
(c) γ is the counterclockwise circle |z − a| = r. Use γ(t) = a + reit .

5. Evaluate γ e3z dz for each of the following paths:

R

(a) The straight line segment from 1 to i.

(b) The circle |z| = 3.
(c) The parabola y = x2 from x = 0 to x = 1.
R  
6. Evaluate γ z 2  dz where γ is the parabola with parametric equation γ(t) = t+it2 , 0 ≤ t ≤ 1.
CHAPTER 4. INTEGRATION 50

R
7. Compute γ z where γ is the semicircle from 1 through i to −1.

8. Compute γ ez where γ is the line segment from 0 to z0 .

R

9. Find γ |z|2 where γ is the line segment from 2 to 3 + i.

R

10. Compute γ z + z1 where γ is parametrized by γ(t), 0 ≤ t ≤ 1, and satisfies Im γ(t) > 0,

R

γ(0) = −4 + i, and γ(1) = 6 + 2i.

R
11. Find γ sin z where γ is parametrized by γ(t), 0 ≤ t ≤ 1, and satisfies γ(0) = i and γ(1) = π.
1
R 2π ikθ
12. Show that 2π 0 e dθ is 1 if k = 0 and 0 otherwise.
R 1 1
13. Evaluate γ z 2 dz where γ is the unit circle and z 2 is the principal branch. You can use the
parameterization γ(θ) = eiθ for −π ≤ θ ≤ π, and remember that the principal branch is
1 √
defined by z 2 = reiθ/2 if z = reiθ for −π ≤ θ ≤ π.

14. Let γ be the circle with radius r centered at w, oriented counterclockwise. You can parame-
terize this curve as z(t) = w + reit for 0 ≤ t ≤ 2π. Show that
Z
dz
= 2πi .
γ z −w

15. Suppose a smooth curve is parametrized by both γ(t), a ≤ t ≤ b and σ(t), c ≤ t ≤ d, and let
τ : [c, d] → [a, b] be the map which “takes γ to σ,” that is, σ = γ ◦ τ . Show that
Z d Z b
0
f (σ(t))σ (t) dt = f (γ(t))γ 0 (t) dt .
c a
R
(In other words, our definition of the integral γ f is independent of the parametrization of γ.)

16. Prove that ∼G is an equivalence relation.

17. (a) Prove that any closed curve is C-contractible.

(b) Prove that any two closed curves are C-homotopic.

18. Show that γ z n dz = 0 for any closed smooth γ and any integer n 6= −1. [If n is negative,
R

assume that γ does not pass through the origin, since otherwise the integral is not defined.]

19. Exercise 18 excluded n = −1 for a very good reason: Exercises 2 and 14 (with w = 0) give
counterexamples.
R −1 Generalizing these, if m is any integer then find a closed curve γ so that
γ z dz = 2mπi. (Hint: Follow the counterclockwise unit circle through m complete cycles
(for m > 0). What should you do if m < 0? What if m = 0?)

20. Let γr be the circle centered at 2i with radius r, oriented counterclockwise. Compute
Z
dz
2
.
γr z + 1

(This integral depends on r.)

CHAPTER 4. INTEGRATION 51

21. Suppose p is a polynomial and γ is a closed smooth path in C. Show that

Z
p = 0.
γ

22. Compute the real integral Z 2π

dθ
0 2 + sin θ
by writing the sine function in terms of the exponential function and making the substitution
z = eiθ to turn the real into a complex integral.
i i 1
23. Show that F (z) = 2 Log(z + i) − 2 Log(z − i) is a primitive of 1+z 2
for Re(z) > 0. Is
F (z) = arctan z?

24. Prove the following integration by parts statement. Let f and g be holomorphic in G, and
suppose γ ⊂ G is a smooth curve from a to b. Then
Z Z
f g = f (γ(b))g(γ(b)) − f (γ(a))g(γ(a)) − f 0 g .
0
γ γ

25. Suppose f and g are holomorphic on the region G, γ is a closed, smooth, G-contractible curve,
and f (z) = g(z) for all z ∈ γ. Prove that f (z) = g(z) for all z inside γ.

26. This exercise gives an alternative proof of Cauchy’s integral formula (Theorem 4.10), which
does not depend on Cauchy’s Theorem 4.6. Suppose f is holomorphic on the region G, w ∈ G,
and γ is a positively oriented, simple, closed, smooth, G-contractible curve such that w is
inside γ.

(a) Consider the function g : [0, 1] → C, g(t) = γ f (w+t(z−w)) dz. Show that g 0 = 0. (Hint:
R
z−w
∂f
Use Theorem 1.20 (Leibniz’s rule) and then find a primitive for ∂t (z + t(w − z)).)
(b) Prove Theorem 4.10 by evaluating g(0) and g(1).

27. Prove Corollary 4.7 using Theorem 4.10.

28. Suppose a is a complex number and γ0 and γ1 are two counterclockwise circles (traversed just
once) so that a is inside both of them. Explain geometrically why γ0 and γ1 are homotopic
in C \ {a} .
R dz
29. Let γr be the counterclockwise circle with center at 0 and radius r. Find γr z−a . You should
get different answers for r < |a| and r > |a|. (Hint: In one case γr is contractible in C \ {a}.
In the other you can combine Exercises 14 and 28.)
dz
R
30. Let γr be the counterclockwise circle with center at 0 and radius r. Find γr z 2 −2z−8 for r = 1,
2
r = 3 and r = 5. (Hint: Since z − 2z − 8 = (z − 4)(z + 2) you can find a partial fraction
1 A B
decomposition of the form z 2 −2z−8 = z−4 + z+2 . Now use Exercise 29.)
CHAPTER 4. INTEGRATION 52

31. Use the Cauchy integral formula to evaluate the integral in Exercise 30 when r = 3. (Hint:
The integrand can be written in each of following ways:

1 1 1/(z − 4) 1/(z + 2)
= = = .
z2 − 2z − 8 (z − 4)(z + 2) z+2 z−4

Which of these forms corresponds to the Cauchy integral formula for the curve γ3 ?)
ez ez
R R
32. Evaluate |z|=2 z(z−3) and |z|=4 z(z−3) .

z2
R
33. Find |z+1|=2 4−z z .

sin z
R
34. What is |z|=1 z ?
Chapter 5

Consequences of Cauchy’s Theorem

If things are nice there is probably a good reason why they are nice: and if you do not know at
least one reason for this good fortune, then you still have work to do.
Richard Askey

5.1 Extensions of Cauchy’s Formula

We now derive formulas for f 0 and f 00 which resemble Cauchy’s formula (Theorem 4.10).

Theorem 5.1. Suppose f is holomorphic on the region G, w ∈ G, and γ is a positively oriented,

simple, closed, smooth, G-contractible curve such that w is inside γ. Then
Z
1 f (z)
f 0 (w) = dz
2πi γ (z − w)2

and Z
1 f (z)
f 00 (w) = dz .
πi γ (z − w)3
This innocent-looking theorem has a very powerful consequence: just from knowing that f
is holomorphic we know of the existence of f 00 , that is, f 0 is also holomorphic in G. Repeating
this argument for f 0 , then for f 00 , f 000 , etc., gives the following statement, which has no analog
whatsoever in the reals.

Corollary 5.2. If f is differentiable in the region G then f is infinitely differentiable in G.

Proof of Theorem 5.1. The idea of the proof is very similar to the proof of Cauchy’s integral formula
(Theorem 4.10). We will study the following difference quotient, which we can rewrite as follows
by Theorem 4.10.
 
f (w + ∆w) − f (w)
Z Z
1 1 f (z) 1 f (z)
= dz − dz
∆w ∆w 2πi γ z − (w + ∆w) 2πi γ z − w
Z
1 f (z)
= dz .
2πi γ (z − w − ∆w)(z − w)

53
CHAPTER 5. CONSEQUENCES OF CAUCHY’S THEOREM 54

Hence we will have to show that the following expression gets arbitrarily small as ∆w → 0:

f (w + ∆w) − f (w)
Z Z
1 f (z) 1 f (z) f (z)
− dz = − dz
∆w 2πi γ (z − w)2 2πi γ (z − w − ∆w)(z − w) (z − w)2
Z
1 f (z)
= ∆w dz .
2πi γ (z − w − ∆w)(z − w)2

This can be made arbitrarily small if we can show that the integral stays bounded as ∆w → 0.
In fact, by Proposition 4.4(d), it suffices to show that the integrand stays bounded as ∆w → 0
(because γ and hence length(γ) are fixed). Let M = maxz∈γ |f (z)| and N = maxz∈γ |z − w|. Since
γ is a closed set, there is some positive δ so that the open disk of radius δ around w does not
intersect γ; that is, |z − w| ≥ δ for all z on γ. By the reverse triangle inequality we have for all
z∈γ  
 f (z)  |f (z)| M
 (z − w − ∆w)(z − w)2  ≤ (|z − w| − |∆w|)|z − w|2 ≤ (δ − |∆w|)N 2 ,
 

which certainly stays bounded as ∆w → 0. The proof of the formula for f 00 is very similar and will
be left for the exercises (see Exercise 2).

Remarks. 1. Theorem 5.1 suggests that there are similar formulas for the higher derivatives of f .
This is in fact true, and theoretically one could obtain them one by one with the methods of the
proof of Theorem 5.1. However, once we start studying power series for holomorphic functions,
we will obtain such a result much more easily; so we save the derivation of formulas for higher
derivatives of f for later (see Corollary 8.6).

2. Theorem 5.1 can also be used to compute certain integrals. We give some examples of this
application next.

Example 5.3. Z 
sin(z) d 
dz = 2πi sin(z) = 2πi cos(0) = 2πi .
|z|=1 z2 dz 
z=0

Example 5.4. To compute the integral

Z
dz
,
|z|=2 z 2 (z
− 1)

we first split up the integration path as illustrated in Figure 5.1: Introduce an additional path which
separates 0 and 1. If we integrate on these two new closed paths (γ1 and γ2 ) counterclockwise, the
two contributions along the new path will cancel each other. The effect is that we transformed an
integral, for which two singularities where inside the integration path, into a sum of two integrals,
each of which has only one singularity inside the integration path; these new integrals we know
CHAPTER 5. CONSEQUENCES OF CAUCHY’S THEOREM 55

Figure 5.1: Example 5.4

how to deal with.

Z Z Z
dz dz dz
2
= 2
+ 2
|z|=2 z (z − 1) γ1 z (z − 1) γ2 z (z − 1)
Z 1 Z 1
z−1 z2
= 2
dz + dz
γ1 z γ2 z − 1

d 1  1
= 2πi + 2πi 2
dz z − 1 z=0 1
 
1
= 2πi − + 2πi
(−1)2
= 0.

Example 5.5.
d2
Z 
cos(z) 
3
dz = πi 2 cos(z) = πi (− cos(0)) = −πi .
|z|=1 z dz z=0

5.2 Taking Cauchy’s Formula to the Limit

Many beautiful applications of Cauchy’s formula arise from considerations of the limiting behavior
of the formula as the curve gets arbitrarily large. We shall look at a few applications along these
lines in this section, but this will be a recurring theme throughout the rest of the book.
The first application is understanding the roots of polynomials. As a preparation we prove
the following inequality, which is generally quite useful. It simply says that for large enough z, a
polynomial of degree d looks almost like a constant times z d .

Lemma 5.6. Suppose p(z) is a polynomial of degree d with leading coefficient ad . Then there is
real number R0 so that
1
|ad | |z|d ≤ |p(z)| ≤ 2 |ad | |z|d
2
for all z satisfying |z| ≥ R0 .
CHAPTER 5. CONSEQUENCES OF CAUCHY’S THEOREM 56

Proof. Since p(z) has degree d its leading coefficient ad is not zero, and we can factor out ad z d :
 
 d d−1 d−2
|p(z)| = ad z + ad−1 z + ad−2 z + · · · + a1 z + a0 

 
d
 ad−1 ad−2 a1 a0 
= |ad | |z| 1 + + + ··· + + .
ad z ad z 2 ad z d−1 ad z d 
1
Then the sum inside the last factor has limit 1 as z → ∞ so its modulus is between 2 and 2 for all
large enough z.

Theorem 5.7 (Fundamental Theorem of Algebra1 ). Every non-constant polynomial has a root
in C.
Proof. 2 Suppose (by way of contradiction) that p does not have any roots, that is, p(z) 6= 0 for all
z ∈ C. Then Cauchy’s formula gives us
Z
1 1 1/p(z)
= dz
p(0) 2πi CR z
where CR is the circle of radius R around the origin. Notice that the value of the integral does not
depend on R, so we have Z
1 1 dz
= lim . (∗)
p(0) R→∞ 2πi CR z p(z)
But now we can see that the limit of the integral is 0: By Lemma 5.6 we have |z p(z)| ≥ 12 |ad | |z|d+1
for all large z, where d is the degree of p(z) and ad is the leading coefficient of p(z). Hence, using
Proposition 4.4(d) and the formula for the circumference of a circle we see that the integral can be
bounded as  Z 
 1 dz  1 2 2
 ≤ · d+1
· (2πR) =
 2πi
CR zp(z)
 2π |ad | R |ad | Rd
1
and this has limit 0 as R → ∞. But, plugging into (∗), we have shown that p(0) = 0, which is
impossible.

Remarks. 1. This statement implies that any polynomial p can be factored into linear terms of
p(z)
the form z − a where a is a root of p, as we can apply the corollary, after getting a root a, to z−a
(which is again a polynomial by the division algorithm), etc. (see also Exercise 11).

2. A compact reformulation of the Fundamental Theorem of Algebra is to say that C is algebraically

closed. Thus, R is not algebraically closed.
Example 5.8. The polynomial p(x) = 2x4 + 5x2 + 3 is such that all of its coefficients are real.
However, p has no roots in R. The Fundamental Theorem of Algebra states that p must have one
(in fact, 4) roots in C:
√ √ √ √
p(x) = (x2 + 1)(2x2 + 3) = (x + i)(x − i)( 2x + 3i)( 2x − 3i).
1
The Fundamental Theorem of Algebra was first proved by Gauß (in his doctoral dissertation), although its
statement had been assumed to be correct long before Gauß’s time.
2
It is amusing that such an important algebraic result can be proved ‘purely analytically.’ There are proofs of the
Fundamental Theorem of Algebra which do not use complex analysis. On the other hand, as far as we are aware, all
proofs use some analysis (such as the intermediate-value theorem).
CHAPTER 5. CONSEQUENCES OF CAUCHY’S THEOREM 57

A powerful consequence of (the first half of) Theorem 5.1 is the following.
Corollary 5.9 (Liouville’s3 Theorem4 ). Every bounded entire function is constant.
Proof. Suppose |f (z)| ≤ M for all z ∈ C. Given any w ∈ C, we apply Theorem 5.1 with the circle
CR of radius R centered at w. Note that we can choose any R because f is entire. Now we apply
Proposition 4.4 (d), remembering that CR has circumference 2πR and |z − w| = R for all z on CR :
   
 ≤ 1 max  f (z)  · 2πR = 1 max |f (z)| 2πR = max |f (z)|
Z
f (w) =  1 f (z)
 0     
2
dz
 2πi
CR (z − w)
 2π z∈γR (z − w)2 
 2π z∈γR R2 z∈γ R
M
≤ .
R
The right-hand side can be made arbitrary small, as we are allowed to make R as large as we want.
This implies that f 0 = 0, and hence, by Theorem 2.15, f is constant.

As an example of the usefulness of Liouville’s theorem we give another proof of the fundamental
theorem of algebra, which is close to Gauß’s original proof:

Another proof of the fundamental theorem of algebra. Suppose (by way of contradiction) that p
does not have any roots, that is, p(z) 6= 0 for all z ∈ C. Then, because p is entire, the func-
1
tion f (z) = p(z) is entire. But f → 0 as |z| becomes large as a consequence of Lemma 5.6; that is,
f is also bounded (Exercise 10). Now apply Corollary 5.9 to deduce that f is constant. Hence p is
constant, which contradicts our assumptions.

As one more example of this theme of getting results from Cauchy’s formula by taking the limit
as a path goes to infinity, we compute an improper integral.
Example 5.10. Let σ be the counterclockwise semicircle formed by the segment S of the real axis
from −R to R, followed by the circular arc T of radius R in the upper half plane from R to −R,
where R > 1. We shall integrate the function
1 1/(z + i) g(z) 1
f (z) = = = , where g(z) =
z2 + 1 z−i z−i z+i
Since g(z) is holomorphic inside and on σ and i is inside σ, we can apply Cauchy’s formula:
Z Z
1 dz 1 g(z) 1 1
= dz = g(i) = = ,
2πi σ z 2 + 1 2πi σ z − i i+i 2i
and so Z Z Z
dz dz dz 1
2
+ 2
= = 2πi · = π. (∗∗)
S z +1 T z +1 σ z2+1 2i
Now this formula holds for all R > 1, so we can take the limit as R → ∞. First, z 2 + 1 ≥ 12 |z|2
 

for large enough z by Lemma 5.6, so we can bound the integral over T using Proposition 4.4(d):
Z 
 dz  2 2
 z 2 + 1  ≤ R2 · πR = R

T
3
For more information about Joseph Liouville (1809–1882), see
http://www-groups.dcs.st-and.ac.uk/∼history/Biographies/Liouville.html.
4
This theorem is for historical reasons erroneously attributed to Liouville. It was published earlier by Cauchy; in
fact, Gauß may well have known about it before Cauchy.
CHAPTER 5. CONSEQUENCES OF CAUCHY’S THEOREM 58

and this has limit 0 as R → ∞. On the other hand, we can parameterize the integral over S using
z = t, −R ≤ t ≤ R, obtaining Z Z R
dz dt
2
= 2
.
S z +1 −R 1 + t
As R → ∞ this approaches an improper integral. Making these observations in the limit of the
formula (∗∗) as R → ∞ now produces
Z ∞
dt
2+1
= π.
−∞ t
Of course this integral can be evaluated almost as easily using standard formulas from calculus.
However, just a slight modification of this example leads to an improper integral which is far beyond
the scope of basic calculus; see Exercise 14.

5.3 Antiderivatives
We begin this section with a familiar definition from real calculus:
Definition 5.11. Let G be a region of C. For any functions f, F : G → C, if F is holomorphic on
G and F 0 (z) = f (z) for all z ∈ G, then F is an antiderivative of f on G, also known as a primitive
of f on G.
In short, an antiderivative of f is a function with F 0 = f .
Example 5.12. We have already seen that F (z) = z 2 is entire, and has derivative f (z) = 2z.
Thus, F is an antiderivative of f on any region G.
Just like in the real case, there are complex versions of the Fundamental Theorems of Calculus.
the Fundamental Theorems of Calculus makes a number of important claims: that continuous func-
tions are integrable, their antiderivatives are continuous and differentiable, and that antiderivatives
provide easy ways to compute values of definite integrals. The difference between the real case
and the complex case is that for the complex case, we need to think about integrals over arbitrary
curves and 2-dimensional regions.
To state the first Fundamental Theorem, we need some topological definitions:
Definition 5.13. A region G ⊂ C is simply connected if every simply closed curve in G is G-
contractible. That is, for any simple closed curve γ ⊂ G, the interior of γ in C is also completely
contained in G.
Loosely, simply connected means G has no ‘holes’.
Theorem 5.14. [The First Fundamental Theorem of Calculus] Suppose G ⊆ C is a simply-
connected region, and fix some basepoint z0 ∈ G. For each point z ∈ G, let γz denote a smooth curve
in G from z0 to z. Let f : G → C be a holomorphic function. Then the function F (z) : G → C
defined by Z
F (z) := f
γz

is holomorphic on G with F 0 (z) = f (z).

CHAPTER 5. CONSEQUENCES OF CAUCHY’S THEOREM 59

In short, every holomorphic function on a simply-connected region has a primitive.

Proof. We leave this to the exercises, Exercise 15.
Theorem 5.15. [The Second Fundamental Theorem of Calculus] Suppose G ⊆ C is a simply
connected region. Let γ ⊂ G be a smooth curve with parametrization γ(t), a ≤ t ≤ b. If f : G → C
is holomorphic on G and F is any primitive of f on G, then
Z
f = F (γ(b)) − F (γ(a)) .
γ

Remarks. 1. Actually, more is true. The assumptions that G is simply connected and f is holo-
morphic are both unnecessary.
Proof. The antiderivative F prescribed by the First Fundamental Theorem of Calculus satisfies the
desired equation by definition. For any other antiderivative G of f , we have that F 0 (z) = G0 (z) for
z ∈ G, so the function H(z) := F (z) − G(z) is holomorphic with derivative 0, so is constant. Thus,
G(z) = F (z) + c for some constant c ∈ C. Then
Z
G(γ(b)) − G(γ(a)) = F (γ(b)) − F (γ(a)) = f,
γ

as desired.
There are many interesting consequences of the Fundamental Theorems. We begin with two
consequences of the First Fundamental Theorem. Because the primitive F of a function f on a
region G is by definition differentiable on G, the primitive F itself has a primitive on G, which
also has a primitive, which also has a primitive, etc. Thus, we may go ‘in the other direction’ from
Corollary 5.2:
Corollary 5.16. If f is differentiable in the region G then f is infinitely integrable in G.
Another consequence comes from the proof of Theorem 5.14: we will not really need the fact
that every closed curve in G is contractible, just that every closed curve gives a zero integral for f .
This fact can be exploited to give a sort of converse statement to Corollary 4.7.
Corollary 5.17 (Morera’s5 Theorem). Suppose f is continuous in the region G and
Z
f =0
γ

for all smooth closed paths γ ⊂ G. Then f is holomorphic in G.

Proof. As in the proof of Theorem 5.14, we fix an a ∈ G and define
Z
F (z) = f,
γz

where γz is any smooth curve in G from a to z. As above, this is a well-defined function because
all closed paths give a zero integral for f ; and exactly as in Exercise 15 we can show that F is a
primitive for f in G. Because F is holomorphic on G, Corollary 5.2 gives that f is also holomorphic
on G.
5
For more information about Giancinto Morera (1856–1907), see
http://www-groups.dcs.st-and.ac.uk/∼history/Biographies/Morera.html.
CHAPTER 5. CONSEQUENCES OF CAUCHY’S THEOREM 60

We now mention two interesting corollaries of the Second Fundamental Theorem.

R
Corollary 5.18. If f is holomorphic on G, then an antiderivative of f exists on G, and γ f is
independent of the path γ ⊂ G between γ(a) and γ(b).
R
If f is holomorphic on G, we say γ f is path-independent.
Example 4.2 shows that a path-independent integral is quite special; it also says that the
function z 2 does not have an antiderivative in, for example, the region {z ∈ C : |z| < 2}. (Actually,
the function z 2 does not have an antiderivative in any nonempty region—prove it!)
In the special case that γ is closed (that is, γ(a) = γ(b)), we immediately get the following nice
consequence (which also follows from Cauchy’s Integral Formula).

Corollary 5.19. Suppose G ⊆ C is open, γ is a smooth closed curve in G, and f is holomorphic

on G and has an antiderivative on G. Then
Z
f = 0.
γ

Exercises
1. Compute the following integrals, where C is the boundary of the square with corners at
±4 ± 4i:
Z z
e
(a) 3
dz.
C z
ez
Z
(b) 2
dz.
C (z − πi)
Z
sin(2z)
(c) dz.
C (z − π)2
Z z
e cos(z)
(d) 3
dz.
C (z − π)

2. Prove the formula for f 00 in Theorem 5.1.

3. Integrate the following functions over the circle |z| = 3, oriented counterclockwise:

(a) Log(z − 4i).

1
(b) z− 12
.
1
(c) z 2 −4
.
exp z
(d) z3
.
cos z 2


(e) z .
(f) z−3
i .
sin z
(g) (z 2 + 21 )2
.
exp z
(h) (z−w)2
, where w is any fixed complex number with |w| =
6 3.
CHAPTER 5. CONSEQUENCES OF CAUCHY’S THEOREM 61

1
(i) (z+4)(z 2 +1)
.

4. Compute |z|=1 dz 1
R
z p for an arbitrary integer p, by using the change of variables w = z when
appropriate.
e2z dz
R
5. Evaluate |z|=3 (z−1) 2 (z−2) .

6. Prove that γ z exp z 2 dz = 0 for any closed curve γ.

R

7. Show that exp(sin z) has an antiderivative on C.

1


8. Find a (maximal size) set on which f (z) = exp z has an antiderivative. (How does this
compare with the real function f (x) = e1/x ?)

9. Compute the following integrals; use the principal value of z i . (Hint: one of these integrals
is considerably easier than the other.)
Z
(a) z i dz where γ1 (t) = eit , − π2 ≤ t ≤ π2 .
γ
Z1
(b) z i dz where γ2 (t) = eit , π2 ≤ t ≤ 3π
2 .
γ2

10. Suppose f is continuous on C and limz→∞ f (z) = 0. Show that f is bounded. (Hint: From
the definition of limit at infinity (with  = 1) there is R > 0 so that |f (z) − 0| = |f | (z) < 1
if |z| > R. Is f bounded for |z| ≤ R?)

11. Let p be a polynomial of degree n > 0. Prove that there exist complex numbers c, z1 , z2 , . . . , zk
and positive integers j1 , . . . , jk such that

p(z) = c (z − z1 )j1 (z − z2 )j2 · · · (z − zk )jk ,

where j1 + · · · + jk = n.

12. Show that a polynomial of odd degree with real coefficients must have a real zero. (Hint:
Exercise 20b in Chapter 1.)

13. Suppose f is entire and there exist constants a, b such that |f (z)| ≤ a|z| + b for all z ∈ C.
Prove that f is a linear polynomial (that is, of degree ≤ 1).
iz
14. In this problem F (z) = ze2 +1 and R > 1. Modify the example at the end of Section 5.2:

(a) Show that σ F (z) dz = πe if σ is the counterclockwise semicircle formed by the segment
R

S of the real axis from −R to R, followed by the circular arc T of radius R in the upper
half plane from R to −R.
(b) Show that eiz  ≤ 1 for z in the upper half plane, and conclude that |F (z)| ≤ 22 for z
 
|z|
large enough.
F (z) dz = πe .
R R
(c) Show that limR→∞ T F (z) dz = 0, and hence limR→∞ S
(d) Conclude, by parameterizing the integral over S in terms of t and just considering the
R∞
real part, that −∞ cos(t)
t2 +1
dx = πe .
CHAPTER 5. CONSEQUENCES OF CAUCHY’S THEOREM 62

15. Prove Theorem 5.14, as follows.

(a) Use Cauchy’s Theorem to show that, for a given z ∈ G, the value of F (z) is independent
of the choice of γz .
(b) Fix z, z 0 ∈ G such that the straight line γ connecting z to z 0 is contained in G. Again
using Cauchy’s Theorem, show that
Z
0
F (z ) − F (z) = f.
γ

(c) Use the fact that f is continuous to show that for any fixed z ∈ C and any  > 0, there
is a ∆z ∈ C such that  
 F (z) − F (z + ∆z) 
 − f (z) < .
 ∆z
(d) Conclude that F 0 (z) = f (z).
Chapter 6

Harmonic Functions

The shortest route between two truths in the real domain passes through the complex domain.
J. Hadamard

6.1 Definition and Basic Properties

We will now spend a chapter on certain functions defined on subsets of the complex plane which
are real valued. The main motivation for studying them is that the partial differential equation
they satisfy is very common in the physical sciences.
Recall from Section 2.3 the definition of a harmonic function:

Definition 6.1. Let G ⊆ C be a region. A function u : G → R is harmonic in G if it has continuous

second partials in G and satisfies the Laplace1 equation

uxx + uyy = 0

in G.

There are (at least) two reasons why harmonic functions are part of the study of complex
analysis, and they can be found in the next two theorems.

Proposition 6.2. Suppose f = u + iv is holomorphic in the region G. Then u and v are harmonic
in G.

Proof. First, by Corollary 5.2, f is infinitely differentiable, and hence so are u and v. In particular,
u and v have continuous second partials. By Theorem 2.13, u and v satisfy the Cauchy–Riemann
equations
ux = vy and uy = −vx
in G. Hence
uxx + uyy = (ux )x + (uy )y = (vy )x + (−vx )y = vyx − vxy = 0
in G. Note that in the last step we used the fact that v has continuous second partials. The proof
that v satisfies the Laplace equation is completely analogous.
1
For more information about Pierre-Simon Laplace (1749–1827), see
http://www-groups.dcs.st-and.ac.uk/∼history/Biographies/Laplace.html.

63
CHAPTER 6. HARMONIC FUNCTIONS 64

Proposition 6.2 shouts for a converse theorem. There are, however, functions which are harmonic
in a region G but not the real part (say) of an holomorphic function in G (Exercise 3). We do
obtain a converse of Proposition 6.2 if we restrict ourselves to simply connected regions.
Theorem 6.3. Suppose u is harmonic on the simply connected region G. Then there exists a
harmonic function v such that f = u + iv is holomorphic in G.
Remark. The function v is called a harmonic conjugate of u.

Proof. We will explicitly construct the holomorphic function f (and thus v = Im f ). First, let

g = ux − iuy .

The plan is to prove that g is holomorphic, and then to construct an antiderivative of g, which will
be almost the function f that we’re after. To prove that g is holomorphic, we use Theorem 2.13:
first because u is harmonic, Re g = ux and Im g = −uy have continuous partials. Moreover, again
because u is harmonic, they satisfy the Cauchy–Riemann equations:

(Re g)x = uxx = −uyy = (Im g)y

and
(Re g)y = uxy = uyx = − (Im g)x .
Now that we know that g is holomorphic in G, we can use Theorem 5.14 to obtain a primitive
h of g on G. (Note that for the application of this theorem we need the fact that G is simply
connected.) Suppose we decompose h into its real and imaginary parts as h = a + ib. Then, again
using Theorem 2.13,
g = h0 = ax + ibx = ax − iay .
(The second equation follows with the Cauchy–Riemann equations.) But the real part of g is ux ,
so that we obtain ux = ax or u(x, y) = a(x, y) + c(y) for some function c which only depends
on y. On the other hand, comparing the imaginary parts of g and h0 yields −uy = −ay or
u(x, y) = a(x, y) + c(x), and c depends only on x. Hence c has to be constant, and u = a + c. But
then
f =h−c
is a function holomorphic in G whose real part is u, as promised.

Remark. In hindsight, it should not be surprising that the function g which we first constructed is
the derivative of the sought-after function f . Namely, by Theorem 2.13 such a function f = u + iv
must satisfy
f 0 = ux + ivx = ux − iuy .
(The second equation follows with the Cauchy–Riemann equations.) It is also worth mentioning
that the proof shows that if u is harmonic in G then ux is the real part of a function holomorphic
in G regardless whether G is simply connected or not.
As one might imagine, the two theorems we’ve just proved allow for a powerful interplay between
harmonic and holomorphic functions. In that spirit, the following theorem might appear not too
surprising. It is, however, a very strong result, which one might appreciate better when looking
back at the simple definition of harmonic functions.
CHAPTER 6. HARMONIC FUNCTIONS 65

Corollary 6.4. A harmonic function is infinitely differentiable.

Proof. Suppose u is harmonic in G. Fix z0 ∈ G and r > 0 such that the disk

D = {z ∈ C : |z − z0 | < r}

is contained in G. D is simply connected, so by the last theorem, there exists a function f holo-
morphic in D such that u = Re f on D. By Corollary 5.2, f is infinitely differentiable on D, and
hence so is its real part u. Because z0 ∈ D, we showed that u is infinitely differentiable at z0 , and
because z0 was chosen arbitrarily, we proved the statement.

Remark. This is the first in a series of proofs which uses the fact that the property of being harmonic
is a local property—it is a property at each point of a certain region. Note that we did not construct
a function f which is holomorphic in G but we only constructed such a function on the disk D.
This f might very well differ from one disk to the next.

6.2 Mean-Value and Maximum/Minimum Principle

The following identity is the harmonic analog of Cauchy’s integral formula, Theorem 4.10.

Theorem 6.5. Suppose u is harmonic in the region G, and {z ∈ C : |z − w| ≤ r} ⊂ G. Then

Z 2π
1
u w + reit dt .


u(w) =
2π 0

Proof. The disk D = {z ∈ C : |z − w| ≤ r} is simply connected, so by Theorem 6.3 there is a

function f holomorphic on D such that u = Re f on D. Now we apply Corollary 4.12 to f :
Z 2π
1
f w + reit dt .


f (w) =
2π 0

The statement follows by taking the real part on both sides.

Theorem 6.5 states that harmonic functions have the mean-value property. The following result
is a fairly straightforward consequence of this property. The function u : G ⊂ C → R has a strong
relative maximum at w if there exists a disk D = {z ∈ C : |z − w| < R} ⊂ G such that u(z) ≤ u(w)
for all z ∈ D and u(z0 ) < u(w) for some z0 ∈ D. The definition of a strong relative minimum is
completely analogous.

Theorem 6.6. If u is harmonic in the region G, then it does not have a strong relative maximum
or minimum in G.

Proof. Assume (by way of contradiction) that w is a strong local maximum of u in G. Then there
is a disk in G centered at w containing a point z0 with u(z0 ) < u(w). Suppose |z0 − w| = r; we
apply Theorem 6.5 with this r:
Z 2π
1
u w + reit dt .


u(w) =
2π 0
CHAPTER 6. HARMONIC FUNCTIONS 66

Figure 6.1: Proof of Theorem 6.6.

Intuitively, this cannot hold, because some of the function values we’re integrating are smaller than
u(w), contradicting the mean-value property. To make this into a thorough argument, suppose
that z0 = w + reit0 for 0 ≤ t0 < 2π. Because u(z0 ) < u(w)
and u is continuous, there is a whole
interval of parameters, say t0 ≤ t < t1 , such that u w + reit < u(w).
Now we split up the mean-value integral:
Z 2π
1
u w + reit dt


u(w) =
2π 0
Z t0 Z t1 Z 2π 
1 it

it

it


= u w + re dt + u w + re dt + u w + re dt
2π 0 t0 t1

All the integrands can be bounded by u(w), for the middle integral we get a strict inequality. Hence
Z t0 Z t1 Z 2π 
1
u(w) < u(w) dt + u(w) dt + u(w) dt = u(w) ,
2π 0 t0 t1

a contradiction. The same argument works if we assume that u has a relative minimum. But in this
case there’s actually a short cut: if u has a strong relative minimum then the harmonic function
−u has a strong relative maximum, which we just showed cannot exist.

A look into the (not so distant) future. We will see in Corollary 8.11 a variation of this theorem for
a weak relative maximum w, in the sense that there exists a disk D = {z ∈ C : |z − w| < R} ⊂ G
such that all z ∈ D satisfy u(z) ≤ u(w). Corollary 8.11 says that if u is harmonic in the region
G, then it does not have a weak relative maximum or minimum in G. A special yet important
case of the above maximum/minimum principle is obtained when considering bounded regions.
Corollary 8.11 implies that if u is harmonic in the closure of the bounded region G then

max u(z) = max u(z) and min u(z) = min u(z) .

z∈G z∈∂G z∈G z∈∂G

(Here ∂G denotes the boundary of G.) We’ll exploit this fact in the next two corollaries.

Corollary 6.7. Suppose u is harmonic in the closure of the bounded region G. If u is zero on ∂G
then u is zero in G.
CHAPTER 6. HARMONIC FUNCTIONS 67

Proof. By the remark we just made

u(z) ≤ max u(z) = max u(z) = max 0 = 0

z∈G z∈∂G z∈∂G

and
u(z) ≥ min u(z) = min u(z) = min 0 = 0 ,
z∈G z∈∂G z∈∂G

so u has to be zero in G.

Corollary 6.8. If two harmonic functions agree on the boundary of a bounded region then they
agree in the region.

Proof. Suppose u and v are harmonic in G ∪ ∂G and they agree on ∂G. Then u − v is also harmonic
in G ∪ ∂G (Exercise 2) and u − v is zero on ∂G. Now apply the previous corollary.

The last corollary states that if we know a harmonic function on the boundary of some region
then we know it inside the region. One should remark, however, that this result is of a completely
theoretical nature: it says nothing about how to extend a function given on the boundary of a
region to the full region. This problem is called the Dirichlet2 problem and has a solution for all
simply-connected regions. There is a fairly simple formula (involving the so-called Poisson3 kernel )
if the region in question is a disk; for other regions one needs to find a conformal map to the unit
disk. All of this is beyond the scope of these notes, we just remark that Corollary 6.8 says that the
solution to the Dirichlet problem is unique.

Exercises
1. Show that all partial derivatives of a harmonic function are harmonic.

2. Suppose u and v are harmonic, and c ∈ R. Prove that u + cv is also harmonic.

3. Consider u(z) = u(x, y) = ln x2 + y 2 .

(a) Show that u is harmonic in C \ {0}.

(b) Prove that u is not the real part of a function which is holomorphic in C \ {0}.

4. Let u(x, y) = ex sin y.

(a) Show that u is harmonic on C.

(b) Find an entire function f such that Re(f ) = u.

5. Is it possible to find a real function v so that x3 + y 3 + iv is holomorphic?

2
For more information about Johann Peter Gustav Dirichlet (1805–1859), see
http://www-groups.dcs.st-and.ac.uk/∼history/Biographies/Dirichlet.html.
3
For more information about Siméon Denis Poisson (1781–1840), see
http://www-groups.dcs.st-and.ac.uk/∼history/Biographies/Poisson.html.
Chapter 7

Power Series

It is a pain to think about convergence but sometimes you really have to.
Sinai Robins

7.1 Sequences and Completeness

As in the real case (and there will be no surprises in this chapter of the nature ‘real versus complex’),
a (complex) sequence is a function from the positive (sometimes the nonnegative) integers to the
complex numbers. Its values are usually denoted by an (as opposed to, say, a(n)) and we commonly
denote the sequence by (an )∞ n=1 , (an )n≥1 , or simply (an ). The notion of convergence of a sequence
is based on the following sibling of Definition 2.1.

Definition 7.1. Suppose (an ) is a sequence and a ∈ C such that for all  > 0, there is an integer
N such that for all n ≥ N , we have |an − a| < . Then the sequence (an ) is convergent and a is its
limit, in symbols
lim an = a .
n→∞

If no such a exists then the sequence (an ) is divergent.

in
Example 7.2. limn→∞ n = 0: Given  > 0, choose N > 1/. Then for any n ≥ N ,
 n   n n
 − 0 =  i  = |i| = 1 ≤ 1 <  .
i   
n  n n n N

Example 7.3. The sequence (an = in ) diverges: Given a ∈ C, choose  = 1/2. We consider two
cases: If Re a ≥ 0, then for any N , choose n ≥ N such that an = −1. (This is always possible since
a4k+2 = i4k+2 = −1 for any k ≥ 0.) Then
1
|a − an | = |a + 1| ≥ 1 > .
2
If Re a < 0, then for any N , choose n ≥ N such that an = 1. (This is always possible since
a4k = i4k = 1 for any k > 0.) Then
1
|a − an | = |a − 1| ≥ 1 > .
2

68
CHAPTER 7. POWER SERIES 69

The following limit laws are the relatives of the identities stated in Lemma 2.4.
Lemma 7.4. Let (an ) and (bn ) be convergent sequences and c ∈ C.
(a) lim an + c lim bn = lim (an + c bn ) .
n→∞ n→∞ n→∞

(b) lim an · lim bn = lim (an · bn ) .

n→∞ n→∞ n→∞
 
limn→∞ an an
(c) = lim .
limn→∞ bn n→∞ bn
In the quotient law we have to make sure we do not divide by zero. Moreover, if f is continuous at
a then
lim f (an ) = f (a) if lim an = a ,
n→∞ n→∞
where we require that an be in the domain of f .
The most important property of the real number system is that we can, in many cases, determine
that a sequence converges without knowing the value of the limit. In this sense we can use the
sequence to define a real number.
Definition 7.5. A Cauchy sequence is a sequence (an ) such that

lim |an+1 − an | = 0.
n→∞

We say a metric space X (which for us means Z, Q, R, or C) is complete if, for any Cauchy sequence
(an ) in X, there is some a ∈ X such that limn→∞ an = a.
In other words, completeness means Cauchy sequences are guaranteed to converge. For example,
the rational numbers √ are not complete: we can take a Cauchy sequence of rational numbers getting
arbitrarily close to 2, which is not a rational number. However, each of Z, R, and C is complete.
It is the completeness of the reals that allows us to know sequences converge without knowing their
limits.
We will assume that the reals are complete as an axiom. There are many equivalent ways of
formulating the completeness property for the reals, including:
Axiom (Monotone Sequence Property). Any bounded monotone sequence converges.
Remember that a sequence is monotone if it is either non-decreasing (xn+1 ≥ xn ) or non-
increasing (xn+1 ≤ xn ).
Example 7.6. If 0 ≤ r < 1 then limn→∞ rn = 0: First, the sequence converges because it
is decreasing and bounded below by 0. If the limit is L then, using the laws of limits, we get
L = limn→∞ rn = limn→∞ rn+1 = r limn→∞ rn = rL. From L = rL we get (1 − r)L = 0, so L = 0
since 1 − r 6= 0
The following is a consequence of the monotone sequence property, although it is often listed
as a separate axiom:
Theorem 7.7 (Archimedean Property). If x is any real number than there is an integer N which
is greater than x.
CHAPTER 7. POWER SERIES 70

This essentially says that there are no infinities in the reals. Notice that this was already
used in Example 7.2. For a proof see Exercise 4. It is interesting to see that the Archimedean
principle underlies the construction of an infinite decimal expansion for any real number, while the
monotone sequence property shows that any such infinite decimal expansion actually converges to
a real number.
We close this discussion of limits with a pair of standard limits. The first of these can be
established by calculus methods (like L’Hospital’s rule, by treating n as the variable); both of them
can be proved by more elementary considerations.
Lemma 7.8. (a) Exponentials beat polynomials: for any polynomial p(n) and any b ∈ R with
|b| > 1, limn→∞ p(n)
bn = 0.
an
(b) Factorials beat exponentials: for any a ∈ R, limn→∞ n! = 0.
Note this lemma also works for a, b ∈ C.

7.2 Series
Pn Pn
A series is a sequence (an ) whose members are of the form
Pn an = k=1 bk (or
Pn a n = k=0 bk ); here
(bk ) is the sequence of terms of the series. The an = k=1 bk (or an = k=0 bk ) are the partial
sums of the series. If we wanted to be lazy we would for convergence of a series simply refer to
convergence of the partial sums of the series, after all, we just defined series through sequences.
However, there are some convergence features which take on special appearances for series, so we
should mention them here explicitly. For starters, a series converges to the limit (or sum) a by
definition if
Xn
lim an = lim bk = a .
n→∞ n→∞
k=1
To express this in terms of Definition 7.1, for any  > 0 we have to find an N such that for all
n≥N  
X n 
bk − a <  .
 

 
k=1

In the case of a convergent series, we usually express its limit as a = ∞

P P
k=1 bk or a = k≥1 bk .

Example 7.9. Occasionally we can find the limit of a sequence by manipulating the partial sums:
n  
X 1 X 1 1
= lim −
k(k + 1) n→∞ k k+1
k≥1 k=1
       
1 1 1 1 1 1 1
= lim 1− + − + − + ··· + −
n→∞ 2 2 3 3 4 n n+1
 
1 1 1 1 1 1 1
= lim 1 − + − + − + · · · + −
n→∞ 2 2 3 3 4 n n+1
 
1
= lim 1 − = 1.
n→∞ n+1
A series where most of the terms cancel like this is called a telescoping series.
CHAPTER 7. POWER SERIES 71

Most of the time we need to use the completeness property to check convergence of a series,
and it is fortunate that the monotone sequence property has a very convenient translation into the
language of series of real numbers. The partial sums of a series form a nondecreasing sequence if
the terms of the series are nonnegative, and this observation immediately yields:
Lemma 7.10. If bk are nonnegative real numbers then ∞
P
k=1 bk converges if and only if the partial
sums are bounded.
of the series ∞
P
If bk are nonnegative real numbers and the partial sumsP k=1 bk are unbounded
∞
then the partial sums “converge” to infinity, so we can write b
k=1 k = ∞. Using this terminology,
we can rephrase Lemma 7.10 to say: ∞
P
b
k=1 k converges in the reals if and only if it is finite.
We have already used the simple fact that convergence of a sequence (an ) is equivalent to the
convergence of (aP th partial
n−1 ), and both of these sequences have the same limit. If an is the n
sum of the series k≥1 bk then an = an−1 + bn . From this we conclude:
P
Lemma 7.11. If k≥1 bk converges then limn→∞ bn = 0.
A common mistake is to try to use the converse of this result, but the converse is false:
Example 7.12. The harmonic series k≥1 k1 diverges (even though the limit of the general term
P
is 0): If we assume the series converges, say to L, then we have
1 1 1
L = 1 + + + + ...
 2 3 4   
1 1 1 1 1
= 1 + + + ... + + + + ...
3 5 2 4 6
   
1 1 1 1 1 1
> + + + ... + + + + ...
2 4 6 2 4 6
   
1 1 1 1 1 1 1 1
= 1 + + + + ... + 1 + + + + ...
2 2 3 4 2 2 3 4
1 1
= L + L = L.
2 2
Here the inequality comes from k1 > k+1
1
applied to each term in the first sum in parentheses.
But now we have L > L, which is impossible.
P
There is Pone notion of convergence that’s special to series: we say that k≥1 ck converges
absolutely if k≥1 |ck | < ∞. Be careful: We are defining the phraseP“converges absolutely,” but
this definition does not say anything about convergence of the series k≥1 ck ; we need a proof:
Theorem 7.13. If a series converges absolutely then it converges.
Proof. First consider the case
P when thePterms ck are real.PDefine c+ k to be ck if ck ≥ 0, or 0 if
ck < 0. Then ck ≥ 0 and k≥1 ck ≤ k≥1 |ck | < ∞ so k≥1 c+
+ +
k converges; let P be its limit.
− − P − P
Similarly, define ck to be −ck if ck ≤ 0, or 0 if ck > 0. Then ck ≥ 0 and k≥1 ck ≤ k≥1 |ck | < ∞
so k≥1 c− + −
P P
k converges; let N be its limit. Since ck = ck − ck we see that k≥1 ck converges to
P − N. P P
In case
P ck is complex,
P write ck = ak +ibk where ak and bk are real. P Then k≥1 |aP k| ≤ k≥1 |ck | <
∞ and k≥1 |bk | ≤ k≥1 |ck | < ∞. By what P we just proved, both k≥1 ak and k≥1 bk converge
to real numbers, say, A and B. But then k≥1 ck converges to A + iB.
CHAPTER 7. POWER SERIES 72

Another common mistake is to try to use the converse of this result, but the converse is false:
k+1
Example 7.14. The alternating harmonic series k≥1 (−1)k
P
converges, but not absolutely: This
series does not converge absolutely, according to the previous example. To see that it does converge,
rewrite it as follows:
X (−1)k+1 1 1 1 1 1
= 1 − + − + − + ...
k 2 3 4 5 6
k≥1
     
1 1 1 1 1
= 1− + − + − + ...
2 3 4 5 6
(Technically, there is a small detail to be checked here, since we are effectively ignoring half the
partial sums of the original series. See Exercise 13.) The reader can verify the inequality 2k(2k−1) ≥
k(k + 1) for k > 1, so the general term satisfies
1 1 1 1
− = ≤ ,
2k − 1 2k 2k(2k − 1) k(k + 1)
so the series converges by comparison with the telescoping series of Example 7.9.
For the rest of this book we shall be concerned almost exclusively with series which converge
absolutely. Hence checking convergence of a series is usually a matter of verifying that a series
of nonnegative reals is finite. We have already used the technique of comparing a series to a
series which is known to converge; this is often called a “comparison test.” Some variants of the
comparison test will appear when we look at power series. One handy test is the following:
Lemma 7.15 (Integral Test). Suppose f is a non-increasing, positive function defined on [1, ∞).
Then Z ∞ ∞
X Z ∞
f (t) dt ≤ f (k) ≤ f (1) + f (t) dt
1 k=1 1

This is immediate from a picture: the integral of f (t) on the interval [k, k + 1] is bounded
between f (k) and f (k + 1). Adding the pieces gives the inequalities above for the N th partial sum
versus the integrals from 1 to N and from 1 to N + 1, and the inequality persists in the limit.
P 1
Example 7.16. k≥1 kp converges if p > 1 and diverges if p ≤ 1.

7.3 Sequences and Series of Functions

The fun starts when one studies sequences (fn ) of functions fn . We say that such a sequence
converges at z0 if the sequence (of complex numbers) (fn (z0 )) converges. If a sequence of functions,
(fn ), converges at all z in some subset G ⊆ C then we say that (fn ) converges pointwise on G. So
far nothing new; but this notion of convergence does not really catch the spirit of the function as
a whole.
Definition 7.17. Suppose (fn ) and f are functions defined on G ⊆ C. If for all  > 0 there is an
N such that for all z ∈ G and for all n ≥ N we have
|fn (z) − f (z)| < 
then (fn ) converges uniformly in G to f .
CHAPTER 7. POWER SERIES 73

What’s the big deal about uniform versus pointwise convergence? It is easiest to describe
the difference with the use of quantifiers, namely ∀ denoting “for all” and ∃ denoting “there is.”
Pointwise convergence on G means

(∀  > 0) (∀ z ∈ G) (∃ N : n ≥ N ⇒ |fn (z) − f (z)| < ) ,

whereas uniform convergence on G translates into

(∀  > 0) (∃ N : (∀ z ∈ G) n ≥ N ⇒ |fn (z) − f (z)| < ) .

No big deal—we only exchanged two of the quantifiers. In the first case, N may well depend on
z, in the second case we need to find an N which works for all z ∈ G. And this can make all the
difference . . .
The first example illustrating this difference says in essence that if we have a sequence of
functions (fn ) which converges uniformly on G then for all z0 ∈ G

lim lim fn (z) = lim lim fn (z) .

n→∞ z→z0 z→z0 n→∞

We will need similar interchanges of limits constantly.

Proposition 7.18. Suppose (fn ) is a sequence of continuous functions on the region G converging
uniformly to f on G. Then f is continuous on G.
Proof. Let z0 ∈ G; we will prove that f is continuous at z0 . By uniform convergence, given  > 0,
there is an N such that for all z ∈ G and all n ≥ N

|fn (z) − f (z)| < .
3
Now we make use of the continuity of the fn ’s. This means that given (the same)  > 0, there is a
δ > 0 such that whenever |z − z0 | < δ we have

|fn (z) − fn (z0 )| < .
3
All that’s left is putting those two inequalities together: by the triangle inequality

|f (z) − f (z0 )| = |f (z) − fn (z) + fn (z) − fn (z0 ) + fn (z0 ) − f (z0 )|

≤ |f (z) − fn (z)| + |fn (z) − fn (z0 )| + |fn (z0 ) − f (z0 )|
< ,

that is, f is continuous at z0 .

Once we know the above result about continuity, we can ask about integration of series of
functions. The next theorem should come as no surprise, however, its consequences (which we will
only see in the next chapter) are wide ranging.
Proposition 7.19. Suppose fn are continuous on the smooth curve γ and converge uniformly on
γ to f . Then Z Z
lim fn = f .
n→∞ γ γ
CHAPTER 7. POWER SERIES 74

Proof. By Proposition 4.4(d), we can estimate

Z Z  Z 
   
 fn − f  =  fn − f  ≤ max |fn (z) − f (z)| length(γ) .

γ
 
γ γ
 z∈γ

But fn → f uniformly on γ, and we can make maxz∈γ |fn (z) − f (z)| as small as we like.

Since uniform convergence is often of critical importance, we give two practical tests: one
arguing for uniformity and the other against. They are formulated for sequences that converge to
0. If a sequence gn converges to a function g then we can usually apply these tests to fn = g − gn ,
which does converge to 0.

Lemma 7.20. If fn is a sequence of functions and Mn is a sequence of constants so that Mn

converges to 0 and |fn (z)| ≤ Mn for all z in the set G fn converges uniformly to 0 on G.

For example, |z n | ≤ rn if z is in the closed disk D̄r (0), and rn → 0 if r < 1, so z n → 0 uniformly
in D̄r (0) if r < 1.

Lemma 7.21. If fn is a sequence of functions which converges uniformly to 0 on a set G and zn

is any sequence in G then the sequence fn (zn ) converges to 0.

This is most often used to prove non-uniform convergence. For example, let fn (z) = z n and let
G be the open unit disk D1 (0). Then |z| < 1 if z is in G, so |z|n → 0, and so z n → 0. However, let
zn = exp(− n1 ). Then zn is in G but fn (zn ) = e−1 so fn (zn ) does not converge to 0. Therefore z n
does not converge uniformly to 0 on D1 (0).
All of these notions for sequences of functions go verbatim for series of functions. Here we also
have a notion of absolute convergence (which can be combined with uniform convergence). There
is an important result about series of functions, often called the Weierstraß M -test.

Proposition
P 7.22. Suppose P(fk ) are continuous on the region G, |fk (z)| ≤ Mk for all z ∈ G, and
k≥1 Mk converges. Then k≥1 fk converges absolutely and uniformly in G.
P P P
Proof. For each fixed z we have k≥1 |fk (z)| ≤ k≥1 Mk < ∞, so k≥1 fk (z) converges; call the
limit fP
(z). This defines a function f on G. To see that fn converges uniformly to f , suppose  > 0.
Since k≥1 Mk converges there is N so that

X ∞
X n
X
Mk = Mk − Mk < 
k>n k=1 k=1

for all n > N . Then, for any z in G, if n ≥ N then

   
 n
X  X  X X
f (z) − f (z) = f (z)≤ |fn (z)| ≤ Mk < 
   
 k   n
   
k=1 k>n k>n k>n

and this satisfies the definition of uniform convergence.

We end this section by noting that everything we’ve developed here could have been done in
greater generality - for instance, for functions from Rn or Cn to Rm or Cm .
CHAPTER 7. POWER SERIES 75

7.4 Region of Convergence

For the remainder of this chapter (indeed, these lecture notes) we concentrate on some very special
series of functions.

Definition 7.23. A power series centered at z0 is a series of functions of the form

X
ck (z − z0 )k .
k≥0

The fundamental example of a power series is the geometric series, for which all ck = 1.
k
P
Lemma 7.24. The geometric series k≥0 z converges absolutely for |z| < 1 to the function
1/(1 − z). The convergence is uniform on any set of the form { z ∈ C : |z| ≤ r } for any r < 1.

Proof. Fix an r < 1, and let D = { z ∈ C : |z| ≤ r }. We will use Proposition 7.22 with fk (z) = z k
and Mk = P rk . Hence the uniform convergence on D of the geometric series will follow if we can
show that k≥0 rk converges. But this is straightforward: the partial sums of this series can be
written as
n
X 1 − rn+1
rk = 1 + r + · · · + rn−1 + rn = ,
1−r
k=0
whose limit as n → ∞ exists because r < 1. Hence, by Proposition 7.22, the geometric series
converges absolutely and uniformly on any set of the form {z ∈ C : |z| ≤ r} with r < 1. Since r
can be chosen arbitrarily close to 1, we have absolute convergence for |z| < 1. It remains to show
that for those z the limit function is 1/(1 − z), which follows by
n
X X 1 − z n+1 1
z k = lim z k = lim = .
n→∞ n→∞ 1 − z 1−z
k≥0 k=0

By comparing a general power series to a geometric series we can give a complete description
of its region of convergence.

Theorem 7.25. Any power series k≥0 ck (z − z0 )k has a radius of convergence R. By this we
P
mean that R is a nonnegative real number, or ∞, satisfying the following.

(a) If r < R then k≥0 ck (z − z0 )k converges absolutely and uniformly on the closed disk D̄r (z0 )
P
of radius r centered at z0 .

(b) If |z − z0 | > R then the sequence of terms ck (z − z0 )k is unbounded, so k≥0 ck (z − z0 )k does

P
not converge.

The open disk DR (z0 ) in which the power series converges absolutely is the region of convergence.
(If R = ∞ then DR (z0 ) is the entire complex plane, and if R = 0 then DR (z0 ) is the empty set.)
By way of Proposition 7.18, this theorem immediately implies the following.

Corollary 7.26. Suppose the power series k≥0 ck (z − z0 )k has radius of convergence R. Then
P
the series represents a function which is continuous on DR (z0 ).

While we’re at it, we might as well state what Proposition 7.19 implies for power series.
CHAPTER 7. POWER SERIES 76

Corollary 7.27. Suppose the power series k≥0 ck (z − z0 )k has radius of convergence R and γ is
P
a smooth curve in DR (z0 ). Then
Z X X Z
k
ck (z − z0 ) dz = ck (z − z0 )k dz .
γ k≥0 k≥0 γ

(z − z0 )k dz = 0.
R P
In particular, if γ is closed then γ k≥0 ck

Proof of Theorem 7.25. Define C to be the set of positive real numbers for which the series k≥0 ck tk
P
converges, and define D to be the set of positive real numbers for which it diverges. Clearly every
positive real number is in either C or D, and these sets are disjoint. First we establish three facts
about these sets.
(∗) If t ∈ C and r < t then r ∈ C, and k≥0 ck (z − z0 )k converges absolutely and uniformly
P

on D̄r (z0 ). To prove this, note that k≥0 ck tk converges so ck tk → 0 as k → ∞. In particular,

P

this
 sequence  is bounded, so |ck | tk ≤ M for some constant M . Now if z ∈ D̄r (z0 ) we have
k k
ck (z − z0 )  ≤ |ck | r and

X X  r k X  r k X  r k M
|ck | rk = |ck | tk ≤ M =M = < ∞.
t t t 1 − r/t
k≥0 k≥0 k≥0 k≥0

At the last step we recognized the geometric series, which converges since 0 ≤ r < t, and so
0 ≤ r/t < 1. This shows that r ∈ C, and uniform and absolute convergence on D̄r (z0 ) follows from
the Weierstraß M -test.
(∗∗) If t ∈ D and r > t then r ∈ D, and k≥0 ck (z − z0 )k diverges on the complement of Dr (z0 )
P

- that is, for |z − z0 | ≥ r. To prove this, assume that ck rk is bounded, so |ck | rk ≤ M for some
constant M . But now exactly the same argument as in (∗), but interchanging r and t, shows that
k converges, contradicting the assumption that t is in D.
P
c
k≥0 k t
(∗ ∗ ∗) There is an extended real number R, satisfying 0 ≤ R ≤ ∞, so that 0 < r < R implies
r ∈ C and R < r < ∞ implies r ∈ D. Notice that R = 0 works if C is empty, and R = ∞ works if
D is empty; so we assume neither is empty and we start with a0 in C and b0 in D. It is immediate
from (∗) or (∗∗) that a0 < b0 . We shall define sequences an in C and bn in D which “zero in” on
R. First, let m0 be the midpoint of the segment [a0 , b0 ], so m0 = (a0 + b0 )/2. If m0 lies in C then
we define a1 = m0 and b1 = b0 ; but if m0 lies in D then we define a1 = a0 and b1 = m0 . Note that,
in either case, we have a0 ≤ a1 < b1 ≤ b0 , a1 is in C, and b1 is in D. Moreover, a1 and b1 are closer
together than a0 and b0 ; in fact, b1 − a1 = (b0 − a0 )/2. We repeat this procedure to define a2 and
b2 within the interval [a1 , b1 ], and so on. Summarizing, we have

an ≤ an+1 an ∈ C
bn ≥ bn+1 bn ∈ D
an < bn
bn − an = (b0 − a0 )/2n

The sequences an and bn are monotone and bounded (by a0 and b0 ) so they have limits, and these
limits are the same since limn→∞ (bn − an ) = limn→∞ (b0 − a0 )/2n = 0. We define R to be this limit.
If 0 < r < R then r < an for all sufficiently large n, since an converges to R, so r is in C by (∗).
CHAPTER 7. POWER SERIES 77

On the other hand, if R < r then bn < r for all sufficiently large n, so r is in D by (∗∗). Thus R
verifies the statement (∗ ∗ ∗).
To prove Theorem 7.25, first assume r < R and choose t so that r < t < R. Then t ∈ C by
(∗ ∗ ∗), so part (a) of 7.25 follows from (∗). Similarly, if r = |z − z0 | > R then choose t so that
R < t < r. Then t ∈ D by (∗ ∗ ∗), so part (b) of 7.25 follows from (∗∗).
It is worth mentioning the following corollary, which reduces the calculation of the radius of
convergence to examining the limiting behavior of the terms of the series.
Corollary 7.28. |ck | rk → 0 for 0 ≤ r < R but |ck | rk is unbounded for r > R.
Warning: Neither Theorem 7.25 nor Corollary 7.28 says anything about convergence on the
circle |z − z0 | = R .
Example 7.29. Consider the function f (z) = exp(z). You may recall from calculus that the real-
k
defined, real-valued function ex has an expansion as the power series k≥0 xk! . In fact, a similar
P
k
expression holds for the complex-defined, complex-valued f (z). Let g(z) = k≥0 xk! . Then
P

d X zk X d xk X xk−1 X xk
g 0 (z) = = = = = g(z).
dz k! dz k! (k − 1)! k!
k≥0 k≥0 k≥1 k≥0

Thus, g(z) has the correct derivative. The question still remains whether f (z) = g(z) or not. To
see that f (z) = g(z), first note that
1 1
= = exp(−z) = f (−z).
f (z) exp(z)
Thus, the function f (−z)g(z) has 0 derivative:
d
[f (−z)g(z)] = −f 0 (−z)g(z) + f (−z)g 0 (z) = −f (−z)g(z) + f (−z)g(z) = 0.
dz
This means that fg(z)
(z) = f (−z)g(z) = c for some constant c ∈ C. Evaluating at z = 0, we see c = 1,
so g(z) = f (z) as desired.
We use the Ratio Test to determine the radius of convergence. Since
 k+1   
 x k!   x  |x|
 (k + 1)! · xk  =  k + 1  = k + 1 → 0


as k → ∞, the power series converges absolutely for all x. The radius of convergence is R = ∞.
The region of convergence is all of C, the ”disk of radius infinity” about the origin (the center of
the series).
There are many operations we may perform on series. We may add constants and polynomials to
power series. We may rearrange the terms of a series in the case that the series converges absolutely.
That absolute convergence is both necessary and sufficient for rearrangement is left as an exercise.
Thus, we may add two power series together on a common region of convergence and rearrange
their sum to collect coefficients of the same degree together, as the next example demonstrates.
We have seen that we may differentiate and integrate power series. We may also multiply series by
constants, or multiply power series by polynomials. In fact, we may multiply power series together
on their common region of convergence. We leave it as an exercise to determine a formula for
multiplying power series together.
CHAPTER 7. POWER SERIES 78

Example 7.30. We can use the power series expansion for exp(z) to find a power series expansion
of the trigonometric functions. For instance, consider f (z) = sin(z). Then
1 iz
e − e−iz


f (z) = sin z =
2i  
1 X (iz)k X (−iz)k 
= −
2i k! k!
k≥0 k≥0
1 X 1  
= (iz)k − (−1)k (iz)k
2i k!
k≥0
1 X 2ik z k
=
2i k!
k≥0,k odd

1 X 2i2l+1 z 2l+1
=
2i (2l + 1)!
l≥0
X i2l+2 z 2l+1
=
(2l + 1)!
l≥0
X (−1)l+1
= (2l + 1)!
z 2l+1
l≥0
z3 z5 z7
= z− + − + ....
3! 5! 7!
Note that we are allowed to rearrange the terms of the two added sums because the corresponding
series have infinite radius of convergence.

Exercises
1. For each of the sequences, prove convergence/divergence. If the sequence converges, find the
limit.

(a) an = eiπn/4 .
(−1)n
(b) n .
(c) cos n.
in2
(d) 2 − 2n2 +1
.
1


(e) sin n .

2. Determine whether each of the following series converges or diverges.

 n
P 1+i
(a) k≥1
√
3
P
n
(b) k≥1 n i
 n
P 1+2i
(c) k≥1
√
5
CHAPTER 7. POWER SERIES 79

P 1
(d) k≥1 n3 +in

3. Show that the limit of a convergent sequence is unique.

4. Derive the Archimedean Property from the monotone sequence property.

5. Prove:

(a) lim an = a =⇒ lim |an | = |a|.

n→∞ n→∞
(b) lim an = 0 ⇐⇒ lim |an | = 0.
n→∞ n→∞

6. Prove Lemma 7.8.

7. Prove: (cn ) converges if and only if (Re cn ) and (Im cn ) converge.

8. Prove Lemma 7.4.

9. Prove that Z is complete.

10. Use the fact that R is complete to prove that C is complete.

11. Suppose an ≤ bn ≤ cn for all n and limn→∞ an = L = limn→∞ cn . Prove that limn→∞ bn = L.
State and prove a similar theorem for series.

12. Find sup Re e2πit : t ∈ Q \ Z .



Suppose that the terms cn converge to zero, and show that ∞

P
13. P n=0 cn converges if and only if
∞
k=0 (c2k + c2k+1 ) converges. Moreover, if the two series converge then they have the same
limit. Also, give an example where cn does not converge to 0 and one series diverges while
the other converges.

14. Prove that the series k≥1 bk converges if and only if limn→∞ ∞
P P
k=n bk = 0 .

15. (a) Show that k≥1 21k = 1. One way to do this is to write 21k as a difference of powers of
P
2 so that you get a telescoping series.
(b) Show that k≥1 k2k+1 diverges. (Hint: compare the general term to 2k 1
P
.)
(c) Show that k≥1 k3k+1 converges. (Hint: compare the general term to k12 .)
P

16. Discuss the convergence of k≥0 z k for |z| = 1.

P

17. Prove Lemma 7.20.

18. Prove Lemma 7.21.

19. Discuss pointwise and uniform convergence for the following sequences

(a) (nz n ) .
n

(b) zn for n > 0.
 
1
(c) 1+nz , defined on {z ∈ C : Re z ≥ 0}.
CHAPTER 7. POWER SERIES 80

20. Let fn (x) = n2 xe−nx .

(a) Show that limn→∞ fn (x) = 0 for all x ≥ 0. Treat x = 0 as a special case; for x > 0 you
can use L’Hospital’s rule—but remember that n is the variable, not x.
R1
(b) Find limn→∞ 0 fn (x) dx. (Hint: the answer is not 0.)
(c) Why doesn’t your answer to part (b) violate Proposition 7.19?

21. Prove that absolute convergence is a sufficeint and necessary condition to be able to arbitrarily
rearrange the terms of a series without changing the sum.

22. Derive a formula for the product of two power series.

23. Find a power series (and determine its radius of convergence) of the following functions.
1
(a) 1+4z .
1
(b) 3− z2 .
z2
(c) (4−z)2
for |z| < 4

24. Find a power series representation about the origin of each of the following functions.

(a) cos z
(b) cos(z 2 )
(c) z 2 sin z
(d) (sin z)2

25. (a) Suppose that the sequence ck is bounded and show that the radius of convergence of
− z0 )k is at least 1.
P
c
k≥0 k (z
(b) Suppose that
Pthe sequence ckk does not converge to 0 and show that the radius of con-
vergence of k≥0 ck (z − z0 ) is at most 1.

26. Find the power series centered at 1 for the following functions, and compute their radius of
convergence:
1
(a) z.
(b) Log z.

27. Use the Weierstraß M -test to show that each of the following series converges uniformly on
the given domain:
X zk
(a) on D̄1 (0).
k2
k≥1
X 1
(b) on {z : |z| ≥ 2}.
zk
k≥0
X zk
(c) on D̄r (0), where 0 ≤ r < 1.
zk + 1
k≥0
CHAPTER 7. POWER SERIES 81

28. Suppose L = limk→∞ |ck |1/k exists. Show that L1 is the radius of convergence of (z − z0 )k .
P
k≥0 ck
(Use the natural interpretations if L = 0 or L = ∞.)

29. Find the radius of convergence for each of the following series.
X 2
(a) ak z k , a ∈ C.
k≥0
X
(b) k n z k , n ∈ Z.
k≥0
X
(c) z k! .
k≥0
X (−1)k
(d) z k(k+1) .
k
k≥1
X zk
(e) .
kk
k≥1
X
(f) cos(k)z k .
k≥0
X
(g) 4k (z − 2)k .
k≥0

30. Find a function in ”closed form” (i.e. not a power series) representing each of the following
series.
X z 2k
(a)
k!
k≥0
X
(b) k(z − 1)k−1
k≥1
X
(c) k(k − 1)z k
k≥2

31. Define the functions fn (t) = n1 e−t/n for n > 0 and 0 ≤ t < ∞.
1
(a) Show that the maximum of fn (t) is n.
(b) Show that fn (t) converges uniformly to 0 as n → ∞.
R∞
(c) Show that 0 fn (t) dt does not converge to 0 as n → ∞
(d) Why doesn’t this contradict the theorem that “the integral of a uniform limit is the limit
of the integrals”?
Chapter 8

Taylor and Laurent Series

We think in generalities, but we live in details.

A. N. Whitehead

8.1 Power Series and Holomorphic Functions

We will see in this section that power series and holomorphic functions are intimately related. In
fact, the two cornerstone theorems of this section are that any power series represents a holomorphic
function, and conversely, any holomorphic function can be represented by a power series.
We begin by showing a power series represents a holomorphic function, and consider some of
the consequences of this:

Theorem 8.1. Suppose f (z) = k≥0 ck (z − z0 )k has radius of convergence R. Then f is holo-
P
morphic in {z ∈ C : |z − z0 | < R}.

Proof. Given any closed curve γ ⊂ {z ∈ C : |z − z0 | < R}, we have by Corollary 7.27
Z X
ck (z − z0 )k dz = 0 .
γ k≥0

On the other hand, Corollary 7.26 says that f is continuous. Now apply Morera’s theorem (Corol-
lary 5.17).

A special case of the last result concerns power series with infinite radius of convergence: those
represent entire functions.
Now that we know that power series are holomorphic (i.e., differentiable) on their regions of
convergence we can ask how to find their derivatives. The next result says that we can simply
differentiate the series “term by term.”

Theorem 8.2. Suppose f (z) = k≥0 ck (z − z0 )k has radius of convergence R. Then

P

X
f 0 (z) = k ck (z − z0 )k−1 ,
k≥1

and the radius of convergence of this power series is also R.

82
CHAPTER 8. TAYLOR AND LAURENT SERIES 83

Proof. Let f (z) = k≥0 ck (z − z0 )k . Since we know that f is holomorphic in its region of conver-
P
gence we can use Theorem 5.1. Let γ be any simple closed curve in {z ∈ C : |z − z0 | < R}. Note
that the power series of f converges uniformly on γ, so that we are free to interchange integral and
infinite sum. And then we use Theorem 5.1 again, but applied to the function (z − z0 )k . Here are
the details:
Z
0 1 f (w)
f (z) = dw
2πi γ (w − z)2
Z P k
1 k≥0 ck (w − z0 )
= dw
2πi γ (w − z)2
(w − z0 )k
Z
X 1
= ck · dw
2πi γ (w − z)2
k≥0

X d
(w − z0 )k 

= ck ·
dw w=z
k≥0
X
= k ck (z − z0 )k−1 .
k≥0

The last statement of the theorem is easy to show: the radius of convergence R of f 0 (z) is at least
R (since we have shown that the series converges whenever |z − z0 | < R), and it cannot be larger
than R by comparison to the series for f (z), since the coefficients for (z − z0 )f 0 (z) are bigger than
the corresponding ones for f (z).

Naturally, the last theorem can be repeatedly applied to f 0 , then to f 00 , and so on. The various
derivatives of a power series can also be seen as ingredients of the series itself. This is the statement
of the following Taylor1 series expansion.
Corollary 8.3. Suppose f (z) = k≥0 ck (z − z0 )k has a positive radius of convergence. Then
P

f (k) (z0 )
ck = .
k!
Proof. For starters, f (z0 ) = c0 . Theorem 8.2 gives f 0 (z0 ) = c1 . Applying the same theorem to f 0
gives X
f 00 (z) = k(k − 1)ck (z − z0 )k−2
k≥2

and f 00 (z 0) = 2c2 . We can play the same game for f 000 (z0 ), f 0000 (z0 ), etc.

Taylor’s formulas show that the coefficients of any power series which converges to f on an
open disk D centered at z0 can be determined from the the function f restricted to D. It follows
immediately that the coefficients of a power series are unique:
Corollary 8.4 (Uniqueness of power series). If k≥0 ck (z − z0 )k and k≥0 c0k (z − z0 )k are two
P P
power series which both converge to the same function f (z) on an open disk centered at a then
ck = c0k for all k.
1
For more information about Brook Taylor (1685–1731), see
http://www-groups.dcs.st-and.ac.uk/∼history/Biographies/Taylor.html.
CHAPTER 8. TAYLOR AND LAURENT SERIES 84

We now turn to the second cornerstone result, that a holomorphic function can be represented
by a power series, and its implications.
Theorem 8.5. Suppose f is a function which is holomorphic in D = {z ∈ C : |z − z0 | < R}. Then
f can be represented in D as a power series centered at z0 (with a radius of convergence at least
R): Z
X k 1 f (w)
f (z) = ck (z − z0 ) with ck = dw .
2πi γ (w − z0 )k+1
k≥0

Here γ is any positively oriented, simple, closed, smooth curve in D for which z0 is inside γ.
Proof. Let g(z) = f (z + z0 ); so g is a function holomorphic in {z ∈ C : |z| < R}. Fix r < R, denote
the circle centered at the origin with radius r by γr , and suppose that |z| < r. Then by Cauchy’s
integral formula (Theorem 4.10),
Z
1 g(w)
g(z) = dw .
2πi γr w − z

The factor 1/(w − z) in this integral can be extended into a geometric series (note that w ∈ γr and
z

so w < 1)

1 1 1 1 X  z k
= z =
w−z w 1− w w w
k≥0

which converges uniformly in the variable w ∈ γr (by Lemma 7.24). Hence Proposition 7.19 applies:
Z Z X 1 Z g(w)
1 g(w) 1 1 X  z k
g(z) = dw = g(w) dw = dw z k .
2πi γr w − z 2πi γr w w 2πi γr wk+1
k≥0 k≥0

Now, since f (z) = g(z − z0 ), we apply an easy change of variables to obtain

X 1 Z f (w)
f (z) = dw (z − z0 )k ,
2πi Γr (w − z0 )k+1
k≥0

where Γr is a circle centered at z0 with radius r. The only difference of this right-hand side to the
statement of the theorem are the curves we’re integrating over. However, Γr ∼G\{z0 } γ, and we can
apply Cauchy’s Theorem 4.6:
Z Z
f (w) f (w)
k+1
dw = k+1
dw .
Γr (w − z0 ) γ (w − z0 )

If we compare the coefficients of the power series obtained in Theorem 8.5 with those in Corol-
lary 8.3, we arrive at the long-promised extension of Theorem 5.1 (which in itself extended Cauchy’s
integral formula, Theorem 4.10).
Corollary 8.6. Suppose f is holomorphic on the region G, w ∈ G, and γ is a positively oriented,
simple, closed, smooth, G-contractible curve such that w is inside γ. Then
Z
(k) k! f (z)
f (w) = dz .
2πi γ (z − w)k+1
CHAPTER 8. TAYLOR AND LAURENT SERIES 85

Corollary 8.6 combined with our often-used Proposition 4.4(d) gives an inequality which is often
called Cauchy’s Estimate:
Corollary 8.7. Suppose f is holomorphic in {z ∈ C : |z − w| < R} and |f | ≤ M . Then
  k!M
 (k)
f (w) ≤ k .

R
Proof. Let γ be a circle centered at w with radius r < R. Then Corollary 8.6 applies, and we can
estimate using Proposition 4.4(d):
  k! Z f (z)

k!

f (z)

 length(γ) ≤ k! M 2πr = k!M .

 (k)   
f (w) =  dz  ≤ max 
   
2πi γ (z − w) k+1 2π z∈γ (z − w) k+1  2π rk+1 rk
The statement now follows since r can be chosen arbitrarily close to R.

8.2 Classification of Zeros and the Identity Principle

Basic algebra shows that if a polynomial p(z) of positive degree d has a a zero at a (in other words,
if p(a) = 0) then p(z) has z − a as a factor. That is, p(z) = (z − a)q(z) where q(z) is a polynomial
of degree d − 1. We can then ask whether q(z) itself has a zero at a and, if so, we can factor out
another factor of z − a. continuing in this way we see that we can factor p(z) as p(z) = (z − a)m g(z)
where m is a positive integer, not bigger than d, and g(z) is a polynomial which does not have a
zero at a. The integer m is called the multiplicity of the zero a of p(z).
Almost exactly the same thing happens for holomorphic functions:
Theorem 8.8 (Classification of Zeros). Suppose f is an holomorphic function defined on an open
set G and suppose f has a zero at a point a in G. Then there are exactly two possibilities:
(a) Either: f is identically zero on some open disk D centered at a (that is, f (z) = 0 for all z in
D);
(b) or: there is a positive integer m and a holomorphic function g, defined on G, satisfying f (z) =
(z − a)m g(z) for all z in G, with g(a) 6= 0
The integer m in the second case is uniquely determined by f and a and is called the multiplicity
of the zero at a.
Proof. We
P have a power series expansion for f (z) in some disk Dr (a) of radius r around a, so
f (z) = k≥0 ck (z − a)k , and c0 = f (0) is zero since a is a zero of f . There are now exactly two
possibilities:
(a) Either ck = 0 for all k;
(b) or there is some positive integer m so that ck = 0 for all k < m but cm 6= 0.
The first case clearly gives us f (z) = 0 for all z in D = Dr (a). So now consider the second case.
Notice that
f (z) = cm (z − a)m + cm+1 (z − a)m+1 + · · · = (z − a)m (cm + cm+1 (z − a) + · · · )
X
= (z − a)m ck+m (z − a)k .
k≥0
CHAPTER 8. TAYLOR AND LAURENT SERIES 86

Then we can define a function g on G by

P k
 k≥0 ck+m (z − a)
 if |z − a| < r
g(z) = f (z)

 if z ∈ G \ {a}
(z − a)m
According to our calculations above, the two definitions give the same value when both are appli-
cable. The function g is holomorphic at a by the first definition; and g is holomorphic at other
points of G by the second definition. Finally, g(a) = cm 6= 0.
Clearly m is unique, since it is defined in terms of the power series expansion of f at a, which
is unique.

To start using the intimate connection of holomorphic functions and power series, we apply
Theorem 8.8 to obtain the following result, which is sometimes also called the uniqueness theorem.
Theorem 8.9 (Identity Principle). Suppose f and g are holomorphic in the region G and f (zk ) =
g(zk ) at a sequence which converges to w ∈ G with zk 6= w for all k. Then f (z) = g(z) for all z in
G.
Proof. We start by defining h = f − g. Then h is holomorphic on G, h(zn ) = 0, and we will be
finished if we can deduce that h is identically zero on G. Now notice the following: If b is in G then
exactly one of the following occurs:
(a) Either there is an open disk D centered at b so that h(z) = 0 for all z in D;

(b) or there is an open disk D centered at b so that h(z) 6= 0 for all z in D \ {b}.
To see this, suppose that h(b) 6= 0. Then, by continuity, there is an open disk D centered at
b so that h(z) 6= 0 for all z ∈ D, so b satisfies the second condition. If h(b) = 0 then, by the
classification of zeros, either h(z) = 0 for all z in some open disk D centered at b, so b satisfies the
first condition; or h(z) = (z − b)m φ(z) for all z in G, where φ is holomorphic and φ(b) 6= 0. Then,
since φ is continuous, there is an open disk D centered at b so that φ(z) 6= 0 for all z in D. Then
h(z) = (z − b)m φ(z) 6= 0 for all z in D except z = b, so b satisfies the second condition.
Now define two sets X, Y ⊆ G, so that b ∈ X if b satisfies the first condition above, and b ∈ Y
if b satisfies the second condition. If b ∈ X and D is an open disk centered at b as in the first
condition then it is clear that D ⊆ X. If b ∈ Y and D is an open disk centered at b as in the second
condition then D ⊆ Y , since if z ∈ D \ {b} then h(z) 6= 0, and we saw that this means z satisfies
the second condition.
Finally, we check that our original point w lies in X. To see this, suppose w ∈ Y , and let
D be an open disk centered at w so that h(z) 6= 0 for all z in D except z = b. But, since the
sequence zk converges to w, there is some k so that zk is in D, so h(zk ) = 0. Since zk 6= w, this is
a contradiction.
Now we finish the proof using the definition of connectedness. X and Y are disjoint open sets
whose union is G, so one of them must be empty. Since a is in X, we must have Y = ∅ and X = G.
But X = G implies that every z in G satisfies the first condition above, so h(z) = 0.

Using the identity principle, we can prove yet another important property of holomorphic
functions.
CHAPTER 8. TAYLOR AND LAURENT SERIES 87

Theorem 8.10 (Maximum-Modulus Theorem). Suppose f is holomorphic and not constant in the
region G. Then |f | does not attain a weak relative maximum in G.

There are many reformulations of this theorem, such as: If G is a bounded region and f is
holomorphic in the closure of G, then the maximum of |f | is attained on the boundary of G.

Proof. Suppose there is a point a in G and an open disk D0 centered at a so that |f (a)| ≥ |f (z)|
for all z in D0 . If f (a) = 0 then f (z) = 0 for all z in D0 , so f is identically zero, by the
identity principle. So we assume f (a) 6= 0. In this case we can define an holomorphic function
g(z) = f (z)/f (a), and we have the condition |g(z)| ≤ |g(a)| = 1 for all z in D0 . Since g(a) = 1
we can find, using continuity, a smaller open disk D centered at a so that g(z) has positive real
part for all z in D. Thus the function h = Log ◦g is defined and holomorphic on D, and we have
h(a) = Log(g(a)) = Log(1) = 0 and Re h(z) = Re Log(g(z)) = ln(|g(z)|) ≤ ln(1) = 0.
We now refer to Exercise 27, which shows that h must be identically zero in D. Hence g(z) =
eh(z) must be equal to e0 = 1 for all z in D, and so f (z) = f (a)g(z) must have the constant value
f (a) for all z in D. Hence, by the identity principle, f (z) has the constant value f (a) for all z
in G.

Theorem 8.10 can be used to give a proof of the analogous theorem for harmonic functions,
Theorem 6.6, in the process strengthening that theorem to cover weak maxima and weak minima.

Corollary 8.11. If u is harmonic in the region G, then it does not have a weak relative maximum
or minimum in G.

Since the last corollary also covers minima of harmonic functions, we should not be too surprised
to find the following result whose proof we leave for the exercises.

Corollary 8.12 (Minimum-Modulus Theorem). Suppose f is holomorphic and not constant in the
region G. Then |f | does not attain a weak relative minimum at a in G unless f (a) = 0.

8.3 Laurent Series

Theorem 8.5 gives a powerful way of describing holomorphic functions. It is, however, not as general
as it could be. It is natural, for example, to think about representing exp z1 as

  X  k X
1 1 1 1 −k
exp = = z ,
z k! z k!
k≥0 k≥0

a “power series” with negative exponents. To make sense of expressions like the above, we introduce
the concept of a double series X X X
ak = ak + a−k .
k∈Z k≥0 k≥1

Here ak ∈ C are terms indexed by the integers. A double series converges if both its defining series
do. Absolute and uniform convergence are defined analogously. Equipped with this, we can now
state the following central definition.
CHAPTER 8. TAYLOR AND LAURENT SERIES 88

Definition 8.13. A Laurent2 series centered at z0 is a double series of the form (z − z0 )k .

P
k∈Z ck
1


Example 8.14. The series which started this section is the Laurent series of exp z centered at
0.

Example 8.15. Any power series is a Laurent series (with ck = 0 for k < 0).

We should pause for a minute and ask for which z such a Laurent series can possibly converge.
By definition
c−k (z − z0 )−k .
X X X
ck (z − z0 )k = ck (z − z0 )k +
k∈Z k≥0 k≥1

The first of the series on the right-hand side is a power series with some radius of convergence
R2 , that is, it converges in {z ∈ C : |z − z0 | < R2 }. The second we can view as a “power series in
1 1 1
z−z0 ,” it will converge for |z−z0 | < |R1 | for some R1 , that is, in {z ∈ C : |z − z0 | > R1 }. For the
convergence of our Laurent series, we need to combine those two notions, whence the Laurent series
converges on the annulus {z ∈ C : R1 < |z − z0 | < R2 } (if R1 < R2 ). Even better, Theorem 7.25
implies that the convergence is uniform on a set of the form {z ∈ C : r1 ≤ |z − z0 | ≤ r2 } for any
R1 < r1 < r2 < R2 . Theorem 8.1 says that the Laurent series represents a function which
is holomorphic on {z ∈ C : R1 < |z − z0 | < R2 }. The fact that we can conversely represent any
function holomorphic in such an annulus by a Laurent series is the substance of the next theorem.

Theorem 8.16. Suppose f is a function which is holomorphic in A = {z ∈ C : R1 < |z − z0 | < R2 }.

Then f can be represented in A as a Laurent series centered at z0 :
Z
X k 1 f (w)
f (z) = ck (z − z0 ) with ck = dw .
2πi γ (w − z0 )k+1
k∈Z

Here γ is any circle in A centered at z0 .

Remark. Naturally, by Cauchy’s Theorem 4.6 we can replace the circle in the formula for the
Laurent series by any closed, smooth path that is A-homotopic to the circle.

Proof. Let g(z) = f (z + z0 ); so g is a function holomorphic in {z ∈ C : R1 < |z| < R2 }. Fix

R1 < r1 < |z| < r2 < R2 , and let γ1 and γ2 be positively oriented circles centered at 0 with radii
r1 and r2 , respectively. By introducing an “extra piece” (see Figure 8.1), we can apply Cauchy’s
integral formula (Theorem 4.10) to the path γ2 − γ1 :
Z Z Z
1 g(w) 1 g(w) 1 g(w)
g(z) = dw = dw − dw . (8.1)
2πi γ2 −γ1 w − z 2πi γ2 w − z 2πi γ1 w − z

For the integral over γ2 we play exactly the same game as in Theorem 8.5. The factor 1/(w − z) in
z

this integral can be expanded into a geometric series (note that w ∈ γ2 and so w < 1)


1 1 1 1 X  z k
= z = ,
w−z w 1− w w w
k≥0

2
For more information about Pierre Alphonse Laurent (1813–1854), see
http://www-groups.dcs.st-and.ac.uk/∼history/Biographies/Laurent Pierre.html.
CHAPTER 8. TAYLOR AND LAURENT SERIES 89

Figure 8.1: Proof of Theorem 8.16.

which converges uniformly in the variable w ∈ γ2 (by Lemma 7.24). Hence Proposition 7.19 applies:
Z Z X Z g(w)
g(w) 1 X  z k
dw = g(w) dw = k+1
dw z k .
γ2 w − z γ2 w
k≥0
w
k≥0γ2 w

The integral over γ1 is computed in a similar fashion;  we expand the factor 1/(w − z) into the
 now
following geometric series (note that w ∈ γ1 and so  wz  < 1)
1 1 1 1 X  w k
=− = − ,
w−z z 1 − wz z z
k≥0

which converges uniformly in the variable w ∈ γ1 (by Lemma 7.24). Again Proposition 7.19 applies:
Z Z XZ X Z g(w)
g(w) 1 X  w k k −k−1
dw = − g(w) dw = − g(w)w dw z =− k+1
dw z k .
γ1 w − z γ1 z z γ1 γ1 w
k≥0 k≥0 k≤−1

Putting everything back into (8.1) gives

Z X Z g(w)
1 X g(w) k
g(z) = k+1
dw z + k+1
dw z k .
2πi γ2 w γ1 w
k≥0 k≤−1

We can now change both integration paths to a circle γ centered at 0 with a radius between R1
and R2 (by Cauchy’s Theorem 4.6), which finally gives
Z
1 X g(w)
g(z) = k+1
dw z k .
2πi γ w
k∈Z

The statement follows now with f (z) = g(z − z0 ) and an easy change of variables.
CHAPTER 8. TAYLOR AND LAURENT SERIES 90

We finish this chapter with a consequence of the above theorem: because the coefficients of a
Laurent series are given by integrals, we immediately obtain the following:

Corollary 8.17. The coefficients of a Laurent series are unique.

This result seems a bit artificial; what it says is simply the following: if we expand a function
(that is holomorphic in some annulus) into a Laurent series, there is only one possible outcome.

Exercises
1. For each of the following series, determine where the series converges absolutely/uniformly:
X
(a) k(k − 1) z k−2 .
k≥2
X 1
(b) z 2k+1 .
(2k + 1)!
k≥0
X  1 k
(c) .
z−3
k≥0

2. What functions are represented by the series in the previous exercise?

3. Find the power series centered at 1 for exp z.

4. Prove Lemma 3.16 using the power series of exp z centered at 0.

1
5. By integrating a series for 1+z 2
term by term, find a power series for arctan(z). What is its
radius of convergence?

6. Find the terms through third order and the radius of convergence of the power series for each
following functions, centered at z0 . Do not find the general form for the coefficients.
1
(a) f (z) = 1+z 2
, z0 = 1.
1
(b) f (z) = ez +1 , z0 = 0.
√
(c) f (z) = 1 + z, z0 = 0 (use the principal branch).
2
(d) f (z) = ez , z0 = i.

7. Prove the following generalization of Theorem 8.1: Suppose fn are holomorphic on the region
G and converge uniformly to f on G. Then f is holomorphic in G. (This result is called the
Weierstraß convergence theorem.)

8. Use the previous exercise and Corollary 8.7 to prove the following: Suppose fn are holomorphic
on the region G and converge uniformly to f on G. Then for any k ∈ N, the k th derivatives
(k)
fn converge (pointwise) to f (k) .

9. Prove the minimum-modulus theorem (Corollary 8.12).

CHAPTER 8. TAYLOR AND LAURENT SERIES 91

10. Find the maximum and minimum of |f (z)| on the unit disc {z ∈ C : |z| ≤ 1}, where
f (z) = z 2 − 2.

11. Give another proof of the fundamental theorem of algebra (Theorem 5.7), using the mini-
mum-modulus theorem (Corollary 8.12). (Hint: Use Lemma 5.6 to show that a polynomial
does not achieve its minimum modulus on a large circle; then use the minimum-modulus
theorem to deduce that the polynomial has a zero.)
1
12. Find a Laurent series for (z−1)(z+1) centered at z = 1 and specify the region in which it
converges.
1
13. Find a Laurent series for z(z−2)2
centered at z = 2 and specify the region in which it converges.
z−2
14. Find a Laurent series for z+1 centered at z = −1 and specify the region in which it converges.
1
15. Find the first five terms in the Laurent series for sin z centered at z = 0.

16. Find the first 4 non-zero terms in the power series expansion of tan z centered at the origin.
What is the radius of convergence?

17. (a) Find the power series representation for eaz centered at 0, where a is any constant.
(b) Show that ez cos(z) = 21 e(1+i)z + e(1−i)z .

(c) Find the power series expansion for ez cos(z) centered at 0.

18. Show that z−1 1

P
z−2 = k≥0 (z−1)k for |z − 1| > 1.

19. Prove: If f is entire and Im(f ) is constant on the unit disc {z ∈ C : |z| ≤ 1} then f is
constant.
cos z
20. (a) Find the Laurent series for z2
centered at z = 0.
(b) Prove that
cos z−1

z2
if z 6= 0,
f (z) =
− 21 if z = 0
is entire.

21. Find the Laurent series for sec z centered at the origin.

22. Suppose that f (z0 ) = 0 and f 0 (z0 ) 6= 0. Show that f has a zero of multiplicity 1 at z0 .

23. Find the multiplicities of the zeros:

(a) f (z) = ez − 1, z0 = 2kπi, where k is any integer.

(b) f (z) = sin(z) − tan(z), z0 = 0.
(c) f (z) = cos(z) − 1 + 12 sin2 (z), z0 = 0.

24. Find the zeros of the following, and determine their multiplicities:

(a) (1 + z 2 )4 .
CHAPTER 8. TAYLOR AND LAURENT SERIES 92

(b) sin2 z.
(c) 1 + ez .
(d) z 3 cos z.
1
25. Find the three Laurent series of f (z) = (1−z)(z+2) , centered at 0, but which are defined on
the three domains |z| < 1, 1 < |z| < 2, and 2 < |z|, respectively. Hint: Use Theorem 8.16.

26. Suppose that f (z) has exactly one zero, at a, inside the circle γ, and that it has multiplicity 1.
1
R zf 0 (z)
Show that a = 2πi γ f (z) dz.

27. Suppose f is holomorphic and not identically zero on an open disk D centered at a, and
suppose f (a) = 0. Follow the following outline to show that Re f (z) > 0 for some z in D.

(a) Why can you write f (z) = (z − a)m g(z) where m > 0, g is holomorphic, and g(a) 6= 0?
(b) Write g(a) in polar form as g(a) = c eiα and define G(z) = e−iα g(z). Why is Re G(a) > 0?
(c) Why is there a positive constant δ so that Re G(z) > 0 for all z in the open disk Dδ (a)?
(d) Write z = a + reiθ for 0 < r < δ. Show that f (z) = rm eimθ eiα G(z).
(e) Find a value of θ so that f (z) has positive real part.

28. Suppose |cn | ≥ 2n for all n. What can you say about the radius of convergence of k≥0 ck z k ?
P

29. Suppose the radius of convergence of k≥0 ck z k is R. What is the radius of convergence of
P
each of the following?
X
(a) k 2 ck z k .
k≥0
X
(b) ck z 2k .
k≥0
X
(c) ck z k+5 .
k≥0
X
(d) 3k ck z k .
k≥0
X
(e) c2k z k .
k≥0
Chapter 9

Isolated Singularities and the Residue

Theorem

1/r2 has a nasty singularity at r = 0, but it did not bother Newton—the moon is far enough.
Edward Witten

9.1 Classification of Singularities

What is the difference between the functions sinz z , z14 , and exp z1 ? All of them are not defined at

0, but the singularities are of a very different nature. For complex functions there are three types
of singularities, which are classified as follows.

Definition 9.1. If f is holomorphic in the punctured disk {z ∈ C : 0 < |z − z0 | < R} for some
R > 0 but not at z = z0 then z0 is an isolated singularity of f . The singularity z0 is called

(a) removable if there is a function g holomorphic in {z ∈ C : |z − z0 | < R} such that f = g in

{z ∈ C : 0 < |z − z0 | < R},

(b) a pole if lim |f (z)| = ∞,

z→z0

(c) essential if z0 is neither removable nor a pole.

sin z
Example 9.2. The function z has a removable singularity at 0, as for z 6= 0

sin z 1 X (−1)k X (−1)k

= z 2k+1 = z 2k .
z z (2k + 1)! (2k + 1)!
k≥0 k≥0

and the power series on the right-hand side represents an entire function (you may meditate on the
fact why it has to be entire).
1
Example 9.3. The function z4
has a pole at 0, as
 
1
lim  4  = ∞ .
z→0 z

93
CHAPTER 9. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM 94

Example 9.4.
The function exp z1 does not have a
removable singularity (consider, for example,

limx→0+ exp x1 = ∞). On the other
 hand, exp z1 approaches 0 as z approaches 0 from the
negative real axis. Hence limz→0 exp z1  6= ∞, that is, exp z1 has an essential singularity at 0.

To get a feel for the different types of singularities, we start with the following results.

Proposition 9.5. Suppose z0 is a isolated singularity of f . Then

(a) z0 is removable if and only if lim (z − z0 ) f (z) = 0;

z→z0

(b) if z0 is a pole then lim (z − z0 )n+1 f (z) = 0 for some positive integer n.
z→z0

Remark. The smallest possible n in (b) is the order of the pole. We will see in the proof that “near
h(z)
the pole z0 ” we can write f (z) as (z−z 0)
n for some function h which is holomorphic (and not zero)

at z0 . This is very similar to the game we played with zeros in Chapter 8: f has a zero of order (or
multiplicity) m at z0 if we can write f (z) = (z − z0 )m h(z), where h is holomorphic and not zero
at z0 . We will make use of the notions of zeros and poles of certain orders quite extensively in this
chapter.

Proof. (a) Suppose z0 is removable, and g is holomorphic on DR (z0 ), the open disk with radius R
centered at z0 such that f = g for z 6= z0 . Then we can make use of the fact that g is continuous
at z0 :
lim (z − z0 ) f (z) = lim (z − z0 ) g(z) = g(z0 ) lim (z − z0 ) = 0 .
z→z0 z→z0 z→z0

Conversely, suppose that lim (z − z0 ) f (z) = 0, and f is holomorphic on the punctured disk
z→z0
D̂R (z0 ) = DR (z0 ) \ {z0 }. Then define
(
(z − z0 )2 f (z) if z 6= z0 ,
g(z) =
0 if z = z0 .

Clearly g is holomorphic for z 6= z0 , and it is also differentiable at z0 , since we can calculate

g(z) − g(z0 ) (z − z0 )2 f (z)

g 0 (z0 ) = lim = lim = lim (z − z0 )f (z) = 0
z→z0 z − z0 z→z0 z − z0 z→z0

holomorphic in DR (z0 ) with g(z0 ) = 0 and g 0 (z0 ) = 0, so it has a power series expansion
So g is P
g(z) = k≥0 ck (z − z0 )k with c0 = c1 = 0. Hence we can factor (z − z0 )2 from the series, so
X
g(z) = (z − z0 )2 ck+2 (z − z0 )k = (z − z0 )2 f (z).
k≥0

Hence, for z 6= z0 , f (z) = k≥0 ck+2 (z − z0 )k , and this series defines an holomorphic function in
P
DR (z0 ).
(b) Suppose that z0 is a pole of f . Then there is some R > 0 so that |f (z)| > 1 in the punctured
disk D̂R (z0 ), and
1
lim = 0.
z→z0 f (z)
CHAPTER 9. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM 95

So, if we define g(z) by (

1
f (z) if z ∈ D̂R (z0 ),
g(z) =
0 if z = z0 ,
then g is holomorphic in DR (z0 ) (as in part (a)). By the classification of zeros, g(z) = (z − z0 )n φ(z)
where φ is holomorphic in DR (z0 ) and φ(z0 ) 6= 0. In fact, φ(z) 6= 0 for all z in DR (z0 ) since g(z) 6= 0
for z ∈ D̂R (z0 ). Hence h = φ1 is an holomorphic function in DR (z0 ) and
1 1 h(z)
f (z) = = n
= .
g(z) (z − z0 ) φ(z) (z − z0 )n
But then, since h is continuous at z0 ,
lim (z − z0 )n+1 f (z) = lim (z − z0 )h(z) = h(z0 ) lim (z − z0 ) = 0 .
z→z0 z→z0 z→z0

The reader might have noticed that the previous proposition did not include any result on
essential singularities. Not only does the next theorem make up for this but it also nicely illustrates
the strangeness of essential singularities. To appreciate the following result, we suggest meditating
about its statement for a couple of minutes over a good cup of coffee.
Theorem 9.6 (Casorati1 -Weierstraß). If z0 is an essential singularity of f and D = {z ∈ C : 0 <
|z − z0 | < R} for some R > 0, then any w ∈ C is arbitrarily close to a point in f (D), that is, for
any w ∈ C and any  > 0 there exists z ∈ D such that |w − f (z)| < .
Remarks. 1. In the language of topology, the Casorati-Weierstraß theorem says that the image of
any punctured disc centered at an essential singularity is dense in C.

2. There is a much stronger theorem, which is beyond the scope of this book, and which implies
the Casorati-Weierstraß theorem. It is due to Charles Emile Picard (1856–1941)2 and says that the
image of any punctured disc centered at an essential singularity misses at most one point of C. (It
is worth meditating about coming up with examples of functions which do not miss any point in C
and functions which miss exactly one point. Try it!)
Proof. Suppose (by way of contradiction) that there is a w ∈ C and an  > 0 such that for all z in
the punctured disc D (centered at z0 )
|w − f (z)| ≥  .
1
Then the function g(z) = (f (z)−w) stays bounded as z → z0 , and so
z − z0
lim (z − z0 )g(z) = lim = 0.
z→z0 z→z0 f (z) − w
(The previous proposition tells us that g has a removable singularity at z0 .) Hence
 
 f (z) − w 
lim   = ∞.
z→z0  z − z0 

But this implies that f has a pole or a removable singularity at z0 , which is a contradiction.
1
For more information about Felice Casorati (1835–1890), see
http://www-groups.dcs.st-and.ac.uk/∼history/Biographies/Casorati.html.
2
For more information about Picard, see
http://www-groups.dcs.st-and.ac.uk/∼history/Biographies/Picard Emile.html.
CHAPTER 9. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM 96

Definition 9.1 is not always handy. The following classifies singularities according to their
Laurent series.

Proposition 9.7. Suppose z0 is an isolated singularity of f with Laurent series

X
f (z) = ck (z − z0 )k
k∈Z

(valid in {z ∈ C : 0 < |z − z0 | < R} for some R > 0). Then

(a) z0 is removable if and only if there are no negative exponents (that is, the Laurent series is a
power series);

(b) z0 is a pole if and only if there are finitely many negative exponents;

(c) z0 is essential if and only if there are infinitely many negative exponents.

Proof. (a) Suppose z0 is removable, and g is holomorphic on {z ∈ C : |z − z0 | < R} such that f = g

in {z ∈ C : 0 < |z − z0 | < R}. Then the Laurent series of g in this region is a power series, and by
Corollary 8.17 (uniqueness theorem for Laurent series) it has to coincide with the Laurent series of
f . Conversely, if the Laurent series of f at z0 has only nonnegative powers, we can use it to define
a function which is holomorphic at z0 .

(b) Suppose z0 is a pole of order n. Then by Proposition 9.5, the function (z − z0 )n f (z) has a
removable singularity at z0 . By part (a), we can hence expand
X
(z − z0 )n f (z) = ck (z − z0 )k ,
k≥0

that is, X X
f (z) = ck (z − z0 )k−n = ck (z − z0 )k .
k≥0 k≥−n

Conversely, suppose that

X X X
f (z) = ck (z − z0 )k = (z − z0 )−n ck (z − z0 )k+n = (z − z0 )−n ck−n (z − z0 )k ,
k≥−n k≥−n k≥0

where c−n 6= 0. Define X

g(z) = ck−n (z − z0 )k .
k≥0

Then since g(z0 ) = c−n 6= 0,

 
 g(z) 
lim |f (z)| = lim   = ∞.
z→z0 z→z0 (z − z0 )n 

(c) This follows by definition: an essential singularity is neither removable nor a pole.
CHAPTER 9. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM 97

9.2 Residues
Suppose z0 is an isolated singularity of f , γ is a positively oriented, simple, closed, smooth path
around z0 , which lies in the domain of the Laurent series of f at z0 with domain a punctured
disk {z|0 < |z − z0 | < R} for some radius R > 0. Then—essentially by Proposition 7.19—we can
integrate term by term:
Z Z X X Z
k
f= ck (z − z0 ) dz = ck (z − z0 )k dz .
γ γ k∈Z k∈Z γ

The integrals inside the summation are easy: for nonnegative powers k the integral γ (z − z0 )k is
R

0 (because (z − z0 )k is entire), and the same holds for k ≤ −2 (because (z − z0 )k has a primitive
1
on C \ {z0 }, or alternatively because applying the change of variables w = z−z 0
yields the integral
R −k−2
γw dw, where −k − 2 ≥ 0). Finally, for k = −1, we can use Exercise 14 of Chapter 4. Because
all the other terms give a zero integral, c−1 is the only term of the series which survives:
Z X Z
f= ck (z − z0 )k dz = 2πi c−1 .
γ k∈Z γ

(One might also notice that Theorem 8.16 gives the same identity.) Reason enough to give the
c−1 -coefficient of a Laurent series a special name.

Definition 9.8. Suppose z0 is an isolated singularity of f with Laurent series k∈Z ck (z − z0 )k

P
in a punctured disk about z0 . Then c−1 is the residue of f at z0 , denoted by Resz=z0 (f (z)) or
Res(f (z), z = z0 ).

The following theorem generalizes the discussion at the beginning of this section.

Theorem 9.9 (Residue Theorem). Suppose f is holomorphic in the region G, except for isolated
singularities, and γ is a positively oriented, simple, closed, smooth, G-contractible curve which
avoids the singularities of f . Then
Z X
f = 2πi Resz=zk (f (z)) ,
γ k

where the sum is taken over all singularities zk inside γ.

Proof. Draw two circles around each isolated singularity inside γ, one with positive, and one with
negative orientation, as pictured in Figure 9.1. Each of these pairs cancel each other when we
integrate over them. Now connect the circles with negative orientation with γ. This gives a curve
which is contractible in the region of holomorphicity of f . But this means that we can replace
γ by the positively oriented circles; now all we need to do is described at the beginning of this
section.

Computing integrals is as easy (or hard!) as computing residues. The following two lemmas
start the range of tricks one can use when computing residues.
CHAPTER 9. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM 98

Figure 9.1: Proof of Theorem 9.9.

Lemma 9.10. Suppose f and g are holomorphic in a region containing z0 , which is a zero of g of
multiplicity 1, and f (z0 ) 6= 0. Then fg has a pole of order 1 at z0 and
 
f (z) f (z0 )
Resz=z0 = .
g(z) g 0 (z0 )

Proof. The functions f and g have power series centered at z0 ; the one for g has by assumption no
constant term: X X
g(z) = ck (z − z0 )k = (z − z0 ) ck (z − z0 )k−1 .
k≥1 k≥1

The series on the right represents an holomorphic function, call it h; note that h(z0 ) = c1 6= 0.
Hence
f (z) f (z)
= ,
g(z) (z − z0 )h(z)
f f
and the function h is holomorphic at z0 . Even more, the residue of g equals the constant term of
f f
the power series of h (that’s how we get the (−1)st term of g ). But this constant term is computed,
f (z0 )
as always, by h(z0 ) .
But h(z0 ), in turn, is the constant term of h or the second term of g, which by
Taylor’s formula (Corollary 8.3) equals g 0 (z0 ).

Lemma 9.11. Suppose z0 is a pole of f of order n. Then

1 dn−1
(z − z0 )n f (z) .


Resz=z0 (f (z)) = lim n−1
(n − 1)! z→z0 dz
CHAPTER 9. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM 99

Proof. We know by Proposition 9.7 that the Laurent series at z0 looks like
X
f (z) = ck (z − z0 )k .
k≥−n

But then X
(z − z0 )n f (z) = ck (z − z0 )k+n
k≥−n

represents a power series, and we can use Taylor’s formula (Corollary 8.3) to compute c−1 .

9.3 Argument Principle and Rouché’s Theorem

There are many situations where we want to restrict ourselves to functions which are holomorphic
in some region except possibly for poles. Such functions are called meromorphic. In this section,
we will study these functions, especially with respect to their zeros and poles, which—as the reader
might have guessed already—can be thought of as siblings.
Suppose we have a differentiable function f . Differentiating Log f (where Log is a branch of the
0
logarithm) gives ff , which is one good reason why this quotient is called the logarithmic derivative
of f . It has some remarkable properties, one of which we would like to discuss here.
Let’s say we have two functions f and g holomorphic in some region. Then the logarithmic
derivative of their product behaves very nicely:

(f g)0 f 0g + f g0 f 0 g0
= = + .
fg fg f g
We can apply this fact to the following situation: Suppose that f is holomorphic on the region G,
and f has the (finitely many) zeros z1 , . . . , zj of order n1 , . . . , nj , respectively. Then we can express
f as
f (z) = (z − z1 )n1 · · · (z − zj )nj g(z) ,
where g is also holomorphic in G and never zero. Let’s compute the logarithmic derivative of f
and play the same remarkable cancellation game as above:

f 0 (z) n1 (z − z1 )n1 −1 (z − z2 )n2 · · · (z − zj )nj g(z) + · · · + (z − z1 )n1 · · · (z − zj )nj g 0 (z)

=
f (z) (z − z1 )n1 · · · (z − zj )nj g(z)
n1 n2 nj g 0 (z)
= + + ... + .
z − z1 z − z2 z − zj g(z)

Something similar happens to the poles of f . We invite the reader to prove that if p1 , . . . , pk are
all the poles of f in G with order m1 , . . . , mk , respectively, then the logarithmic derivative of f can
be expressed as
f 0 (z) m1 m2 mk g 0 (z)
=− − − ··· − + , (9.1)
f (z) z − p1 z − p2 z − pk g(z)
where g is a function without poles in G. Naturally, we can combine the expressions we got for
zeros and poles, which is the starting point of the following theorem.
CHAPTER 9. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM 100

Theorem 9.12 (Argument Principle). Suppose f is meromorphic in the region G and γ is a

positively oriented, simple, closed, smooth, G-contractible curve, which does not pass through any
zero or pole of f . Denote by Z(f, γ) the number of zeros of f inside γ—counted according to
multiplicity—and by P (f, γ) the number of poles of f inside γ, again counted according to order.
Then Z 0
1 f
= Z(f, γ) − P (f, γ) .
2πi γ f
Proof. Suppose the zeros of f inside γ are z1 , . . . , zj of multiplicity n1 , . . . , nj , respectively, and
the poles inside γ are p1 , . . . , pk with order m1 , . . . , mk , respectively. (You may meditate about the
fact why there can only be finitely many zeros and poles inside γ.) In fact, we may shrink G, if
necessary, so that these are the only zeros and poles in G. Our discussion before the statement of
the theorem yielded that the logarithmic derivative of f can be expressed as
f 0 (z) n1 nj m1 mk g 0 (z)
= + ··· + − − ··· − + ,
f (z) z − z1 z − zj z − p1 z − pk g(z)

where g is a function which is holomorphic in G (in particular, without poles) and never zero.
Thanks to Exercise 14 of Chapter 4, the integral is easy:
Z 0 Z Z Z Z Z 0
f dz dz dz dz g
= n1 + · · · + nj − m1 − · · · − mk +
γ f γ z − z1 γ z − zj γ z − p1 γ z − pk γ g
Z 0
g
= 2πi (n1 + · · · + nj − m1 − · · · − mk ) + .
γ g
0
Finally, gg is holomorphic in G (recall that g is never zero in G), so that Corollary 4.7 (to Cauchy’s
Theorem 4.6) gives that Z 0
g
= 0.
γ g

As a nice application of the argument principle, we present a famous theorem due to Eugene
Rouché (1832–1910)3 .
Theorem 9.13 (Rouché’s Theorem). Suppose f and g are holomorphic in a region G, and γ is
a positively oriented, simple, closed, smooth, G-contractible curve such that for all z ∈ γ, |f (z)| >
|g(z)|. Then
Z(f + g, γ) = Z(f, γ) .
This theorem is of surprising practicality. It allows us to locate the zeros of a function fairly
precisely. As an illustration, we prove:
Example 9.14. All the roots of the polynomial p(z) = z 5 + z 4 + z 3 + z 2 + z + 1 have absolute
value less than two.4 To see this, let f (z) = z 5 and g(z) = z 4 + z 3 + z 2 + z + 1, and let γ denote
3
For more information about Rouché, see
http://www-groups.dcs.st-and.ac.uk/∼history/Biographies/Rouche.html.
4
The fundamental theorem of algebra (Theorem 5.7) asserts that p has five roots in C. What’s special about the
statement of Example 9.14 is that they all have absolute value < 2. Note also that there is no general formula for
computing roots of a polynomial of degree 5. (Although for this p it’s not hard to find one root—and therefore all of
them.)
CHAPTER 9. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM 101

the circle centered at the origin with radius 2. Then for z ∈ γ

|g(z)| ≤ |z|4 + |z|3 + |z|2 + |z| + 1 = 16 + 8 + 4 + 2 + 1 = 31 < 32 = |z|5 = |f (z)| .

So g and f satisfy the condition of the Theorem 9.13. But f has just a root of order 5 at the origin,
whence
Z(p, γ) = Z(f + g, γ) = Z(f, γ) = 5 .
Proof of Theorem 9.13. By our analysis in the beginning of this section and by the argument prin-
ciple (Theorem 9.12)
  0   0 
g g
1
Z
(f + g)0 1
Z f 1+ f 1
Z
f0 1+ f 
Z(f + g, γ) = =  = +
1 + fg

2πi γ f + g 2πi γ f 1 + g 2πi γ f
 
f
 0
Z 1+ g
1 f
= Z(f, γ) + .
2πi γ 1 + fg
 
We are assuming that  fg  < 1 on γ, which means that the function 1 + fg evaluated on γ stays
 
 
away from the nonpositive real axis. But then Log 1 + fg is a well defined holomorphic function
 0
1 + fg
on γ. Its derivative is , which implies by Corollary 5.19 that
1 + fg
 0
g
1
Z 1+ f
= 0.
2πi γ 1 + fg

Exercises
1. Prove (9.1).
1
2. Suppose that f (z) has a zero of multiplicity m at a. Explain why f (z) has a pole of order m
at a.

3. Find the poles of the following, and determine their orders:

(a) (z 2 + 1)−3 (z − 1)−4 .

(b) z cot(z).
(c) z −5 sin(z).
1
(d) 1−ez .
z
(e) 1−ez .
1
4. Show that if f has an essential singularity at z0 then f also has an essential singularity at z0 .

5. Suppose f is a non-constant entire function. Prove that any complex number is arbitrarily
close to a number in f (C). (Hint: If f is not a polynomial, use Theorem 9.6 for f z1 .)


CHAPTER 9. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM 102

6. Suppose f is meromorphic in the region G, g is holomorphic in G, and γ is a positively

oriented, simple, closed, G-contractible curve, which does not pass through any zero or pole
of f . Denote the zeros and poles of f inside γ by z1 , . . . , zj and p1 , . . . , pk , respectively,
counted according to multiplicity. Prove that
j k
f0
Z
1 X X
g = g(zm ) − g(pn ) .
2πi γ f
m=1 n=1

7. Find the number of zeros of

(a) 3 exp z − z in {z ∈ C : |z| ≤ 1} ;

1
(b) 3 exp z − z in {z ∈ C : |z| ≤ 1} ;
(c) z 4 − 5z + 1 in {z ∈ C : 1 ≤ |z| ≤ 2} .

8. Give another proof of the fundamental theorem of algebra (Theorem 5.7), using Rouché’s
Theorem 9.13. (Hint: If p(z) = an z n + an−1 z n−1 + · · · + a1 z + 1, let f (z) = an z n and
g(z) = an−1 z n−1 + an−2 z n−2 + · · · + a1 z + 1, and choose as γ a circle which is large enough
to make the condition of Rouché’s theorem work. You might want to first apply Lemma 5.6
to g(z).)
1
9. (a) Find a Laurent series for (z 2 −4)(z−2) centered at z = 2 and specify the region in which
it converges.
dz
R
(b) Compute γ (z 2 −4)(z−2) , where γ is the positively oriented circle centered at 2 of radius 1.

10. Evaluate the following integrals for γ(t) = 3 eit , 0 ≤ t ≤ 2π.

Z
(a) cot z dz
γ
Z
z 3 cos z3 dz


(b)
γ
Z
dz
(c) 2
γ (z + 4)(z + 1)
Z
z 2 exp z1 dz


(d)
γ
Z
exp z
(e) dz
γ sinh z
iz+4
Z
(f) 2 2
dz
γ (z + 16)

11. (a) Find the power series of exp z centered at z = −1.

R exp z
(b) Find γ (z+1)34 dz, where γ is the circle |z + 2| = 2, positively oriented.

12. Suppose f has a simple pole (i.e., a pole of order 1) at z0 and g is holomorphic at z0 . Prove
that


Resz=z0 f (z)g(z) = g(z0 ) · Resz=z0 f (z) .
CHAPTER 9. ISOLATED SINGULARITIES AND THE RESIDUE THEOREM 103

13. Find the residue of each function at 0:

(a) z −3 cos(z).
(b) csc(z).
z 2 + 4z + 5
(c) .
z2 + z
1
(d) e1− z .
e4z − 1
(e) .
sin2 z
14. Use residues to evaluate the following:
Z
dz
(a) 4
, where γ is the circle |z + 1 − i| = 1.
γ z +4
Z
dz
(b) 2 + z − 2)
, where γ is the circle |z − i| = 2.
γ z(z
ez dz
Z
(c) 3
, where γ is the circle |z| = 2.
γ z +z
Z
dz
(d) 2
, where γ is the circle |z| = 1.
γ z sin z

15. Suppose f has an isolated singularity at z0 .

(a) Show that f 0 also has an isolated singularity at z0 .

(b) Find Resz=z0 (f 0 ).

16. Given R > 0, let γR be the half circle defined by γR (t) = Reit , 0 ≤ t ≤ π, and ΓR be the
closed curve composed of γR and the line segment [−R, R].
dz
R
(a) Compute ΓR (1+z 2 )2 .

dz
R
(b) Prove that limR→∞ γR (1+z 2 )2 = 0 .
R∞ dx
(c) Combine (a) and (b) to evaluate the real integral −∞ (1+x 2 )2 .

17. Suppose f is entire, and a, b ∈ C with |a|, |b| < R. Let γ be the circle centered at 0 with
radius R. Evaluate Z
f (z)
dz ,
γ (z − a)(z − b)

and use this to give an alternate proof of Liouville’s Theorem 5.9. (Hint: Show that if f is
bounded then the above integral goes to zero as R increases.)
Chapter 10

Discrete Applications of the Residue

Theorem

All means (even continuous) sanctify the discrete end.

Doron Zeilberger

On the surface, this chapter is just a collection of exercises. They are more involved than any of
the ones we’ve given so far at the end of each chapter, which is one reason why we lead the reader
through each of the following ones step by step. On the other hand, these sections should really
be thought of as a continuation of the lecture notes, just in a different format. All of the following
‘problems’ are of a discrete mathematical nature, and we invite the reader to solve them using
continuous methods—namely, complex integration. It might be that there is no other result which
so intimately combines discrete and continuous mathematics as does the Residue Theorem 9.9.

10.1 Infinite Sums

P 1 P (−1)k
In this exercise, we evaluate—as an example—the sums k≥1 k2
and k≥1 k2
. We hope the
idea how to compute such sums in general will become clear.
π cot(πz)
1. Consider the function f (z) = . Compute the residues at all the singularities of f .
z2
2. Let N be a positive integer and γN be the rectangular curve from N +1/2−iN to N +1/2+iN
to −N − 1/2 + iN to −N − 1/2 − iN back to N + 1/2 − iN .
(a) Show that for all z ∈ γN , | cot(πz)| < 2. (Use Exercise 31 in Chapter 3.)
R
(b) Show that limN →∞ γN f = 0.

3. Use the Residue Theorem 9.9 to arrive at an identity for k∈Z\{0} k12 .
P

4. Evaluate k≥1 k12 .

P

π
5. Repeat the exercise with the function f (z) = z 2 sin(πz)
to arrive at an evaluation of
X (−1)k
.
k2
k≥1

104
CHAPTER 10. DISCRETE APPLICATIONS OF THE RESIDUE THEOREM 105

(Hint: To bound this function, you may use the fact that 1/ sin2 z = 1 + cot2 z.)
P 1 P (−1)k
6. Evaluate k≥1 k4 and k≥1 k4
.

10.2 Binomial Coefficients

The binomial coefficient
nk is a natural candidate for being explored analytically, as the binomial

theorem1 tells us that nk is the coefficient of z k in (1 + z)n . As an example, we outline a proof of

the identity (for −1/4 < x < 1/4)
X 2k  1
xk = √ .
k 1 − 4x
k≥0

1. Convince yourself that

(1 + w)2k
  Z
2k 1
= dw ,
k 2πi γ wk+1
where γ is any simple closed curve such that 0 is inside γ.

2. Suppose |x| < 1/4. Find a simple closed curve γ surrounding the origin such that

X  (1 + w)2 k
x
w
k≥0

converges uniformly on γ (as a function in w). Evaluate this sum.

3. Convince yourself that

X 2k  1 X (1 + w)2k k dw
Z
k
x = x ,
k 2πi γ wk w
k≥0 k≥0

use 2. to interchange summation and integral, and use the Residue Theorem 9.9 to evaluate
the integral.

10.3 Fibonacci Numbers

The Fibonacci2 numbers are a sequence of integers defined recursively as:

f0 = 1,
f1 = 1,
fn = fn−1 + fn−2 for n ≥ 2.
n.
P
Let F (z) = k≥0 fn z
1
The binomial theorem says that for x, y ∈ C and n ∈ N, (x + y)n = n n
P
k n−k
k=0 k x y .
2
For more information about Leonardo Pisano Fibonacci (1170–1250), see
http://www-groups.dcs.st-and.ac.uk/∼history/Biographies/Fibonacci.html.
CHAPTER 10. DISCRETE APPLICATIONS OF THE RESIDUE THEOREM 106

1. Show that F has a positive radius of convergence.

1
2. Show that the recurrence relation among the fn implies that F (z) = 1−z−z 2 . (Hint: Write
2
down the power series of zF (z) and z F (z) and rearrange both so that you can easily add.)
 
1
3. Verify that Resz=0 z n+1 (1−z−z 2) = fn .

1
4. Use the Residue Theorem 9.9 to derive an identity for fn . (Hint: Integrate z n+1 (1−z−z 2)

around a circle with center 0 and radius R, and show that this integral vanishes as R → ∞.)

5. Generalize to other recurrence relations.

10.4 The ‘Coin-Exchange Problem’

In this exercise, we will solve and extend a classical problem of Ferdinand Georg Frobenius (1849–
1917)3 . Suppose a and b are relatively prime4 positive integers, and t is a positive integer. Consider
the function
1
f (z) = .
(1 − z ) (1 − z b ) z t+1
a

1. Compute the residues at all non-zero poles of f .

2. Verify that Resz=0 (f ) = N (t), where

N (t) = # {(m, n) ∈ Z : m, n ≥ 0, ma + nb = t} .

3. Use the Residue Theorem 9.9 to derive an identity for N (t). (Hint: Integrate f around a
circle with center 0 and radius R, and show that this integral vanishes as R → ∞.)

4. Use the following three steps to simplify this identity to

 −1   −1 
t b t a t
N (t) = − − + 1.
ab a b

Here, {x} denotes the fractional part5 of x, and a−1 a ≡ 1 (mod b)6 , and b−1 b ≡ 1 (mod a).

(a) Verify that for b = 1,

N (t) = # {(m, n) ∈ Z : m, n ≥ 0, ma + n = t} = # {m ∈ Z : m ≥ 0, ma ≤ t}
    
t t t
= # 0, ∩Z = − + 1.
a a a
3
For more information about Frobenius, see
http://www-groups.dcs.st-and.ac.uk/∼history/Biographies/Frobenius.html.
4
this means that the integers don’t have any common factor
5
The fractional part of a real number x is, loosely speaking, the “part after the decimal point.” More thoroughly,
the greatest integer function of x, denoted by bxc, is the greatest integer not exceeding x. The fractional part is then
{x} = x − bxc.
6
This means that a−1 is an integer such that a−1 a = 1 + kb for some k ∈ Z.
CHAPTER 10. DISCRETE APPLICATIONS OF THE RESIDUE THEOREM 107

(b) Use this together with the identity found in 3. to obtain

a−1  
1X 1 t 1 1
2πik/a
=− + − .
a (1 − e
k=1
)e2πikt/a a 2 2a

(c) Verify that

a−1 a−1
X 1 X 1
= .
k=1
(1 − e2πikb/a )e2πikt/a k=1
(1 − e2πik/a )e2πikb−1 t/a

5. Prove that N (ab − a − b) = 0, and N (t) > 0 for all t > ab − a − b.

6. More generally, prove that, if k is a nonnegative integer, N ((k + 1)ab − a − b) = k, and

N (t) > k for all t > (k + 1)ab − a − b.

Historical remark. Given relatively prime positive integers a1 , . . . , an , let’s call an integer t repre-
sentable if there exist nonnegative integers m1 , . . . , mn such that
n
X
t= mj aj .
j=1

In the late 19th century, Frobenius raised the problem of finding the largest integer which is
not representable. We call this largest integer the Frobenius number g(a1 , . . . , an ). It is well
known (probably at least since the 1880’s, when James Joseph Sylvester (1814–1897)7 studied the
Frobenius problem) that g(a1 , a2 ) = a1 a2 − a1 − a2 . We verified this result in 5. For n > 2, there
is no known closed formula for g(a1 , . . . , an ). The formula in 4. is due to Popoviciu. The notion of
an integer being representable k times and the respective formula obtained in 6. can only be found
in the most recent literature.

10.5 Dedekind sums

This exercise outlines yet another nontraditional application of the Residue Theorem 9.9. Given
two positive, relatively prime integers a and b, let

f (z) = cot(πaz) cot(πbz) cot(πz) .

1. Choose an  > 0 such that the rectangular path γR from 1 −  − iR to 1 −  + iR to − + iR

to − − iR back to 1 −  − iR does not pass through any of the poles of f .

(a) Compute the residues for the poles of f inside γR .

Hint: use the periodicity of the cotangent and the fact that
1 1
cot z = − z + higher-order terms .
z 3
7
For more information about Sylvester, see
http://www-groups.dcs.st-and.ac.uk/∼history/Biographies/Sylvester.html.
CHAPTER 10. DISCRETE APPLICATIONS OF THE RESIDUE THEOREM 108

R
(b) Prove that limR→∞ γR f = −2i and deduce that for any R > 0
Z
f = −2i .
γR

2. Define
b−1    
1 X πka πk
s(a, b) = cot cot . (10.1)
4b b b
k=1

Use the Residue Theorem 9.9 to show that

 
1 1 a 1 b
s(a, b) + s(b, a) = − + + + . (10.2)
4 12 b ab a

3. Can you generalize (10.1) and (10.2)?

Historical remark. The sum (10.1) is called a Dedekind8 sum. It first appeared in the study of the
Dedekind η-function

Y
η(z) = exp πiz12 (1 − exp(2πikz))
k≥1

in the 1870’s and has since intrigued mathematicians from such different areas as topology, number
theory, and discrete geometry. The reciprocity law (10.2) is the most important and famous identity
of the Dedekind sum. The proof that is outlined here is due to Hans Rademacher (1892–1969)9 .

8
For more information about Julius Wilhelm Richard Dedekind (1831–1916), see
http://www-groups.dcs.st-and.ac.uk/∼history/Biographies/Dedekind.html.
9
For more information about Rademacher, see
http://www-groups.dcs.st-and.ac.uk/∼history/Biographies/Rademacher.html.
Solutions to Selected Exercises

Chapter 1
2. (b) 19
25 − 25 i
8

(c) 1
(d) 1 if n = 4k, k ∈ Z; i if n = 1 + 4k, k ∈ Z; −1 if n = 2 + 4k, k ∈ Z; −i if n = 3 + 4k, k ∈ Z.
√
3. (a)√ 5, −2 − i
5 5, 5 − 10i
(b) q
√ √
(c) 10 3 i
11 , 1 1( 2 − 1) + 11 ( 2 + 9)
(d) 8, 8i
i π2
4. (a)
√ 2ei π
(b) 2e 4
√ 5π
(c) 2 3ei 6
5. (a) −1 + i
(b) 34i
(c) −1
π
9. (a) z = ei 3 k , k = 0, 1, . . . , 5
π π
(b) z = 2ei 4 + 2 k , k = 0, 1, 2, 3
π 5π
12. z = ei 4 − 1 and z = ei 4 −1

Chapter 2
2. (a) 0
(b) 1 + i
10. (a) differentiable and holomorphic in C with derivative −e−x e−iy
(b) nowhere differentiable or holomorphic
(c) differentiable on {x + iy ∈ C : x = y} with derivative 2x, nowhere holomorphic
(d) nowhere differentiable or holomorphic
(e) differentiable and holomorphic in C with derivative − sin x cosh y − i cos x sinh y
(f) differentiable at 0 with derivative 0, nowhere holomorphic
(g) differentiable at 0 with derivative 0, nowhere holomorphic
(h) differentiable at 0 with derivative 0, nowhere holomorphic
(i) differentiable and holomorphic in C with derivative 2(z − z)

Chapter 3
37. (a) differentiable at 0, nowhere holomorphic

109
SOLUTIONS TO SELECTED EXERCISES 110
n π π
o
(b) differentiable and holomorphic on C \ −1, ei 3 , e−i 3
(c) differentiable and holomorphic on C \ {x + iy ∈ C : x ≥ −1, y = 2}
(d) nowhere differentiable or holomorphic
(e) differentiable and holomorphic on C \ {x + iy ∈ C : x ≤ 3, y = 0}
(f) differentiable and holomorphic in C (i.e. entire)
38. (a) z = i
(b) There is no solution.

(c) z = ln π + i π2 + 2πk , k ∈ Z
(d) z = π2 + 2πk ± 4i, k ∈ Z
(e) z = π2 + πk, k ∈ Z
(f) z = πk, k ∈ Z
(g) z = 2i
41. f 0 (z) = c z c−1

Chapter 4
2. −2πi
3. (a) 8πi
(b) 0
(c) 0
(d) 0
20. 0
2π
22. √ 3
29 0 for r < |a|; 2πi for r > |a|
30 0 for r = 1; − πi
3 for r = 3; 0 for r = 5

Chapter 5
3. (a) 0
(b) 2πi
(c) 0
(d) πi
(e) 0
(f) 0
8. Any simply connected set which does not contain the origin, for example, C \ (−∞, 0].

Chapter 7
1. (a) divergent
(b) convergent (limit 0)
(c) divergent
(d) convergent (limit 2 − 2i )
(e) convergent (limit 0)
23. (a) k≥0 (−4)k z k
P

(b) k≥0 3·61 k z k

P
SOLUTIONS TO SELECTED EXERCISES 111

26. (a) k≥0 (−1)k (z − 1)k

P
k−1
(b) k≥1 (−1)k (z − 1)k
P

29. (a) ∞ if |a| < 1, 1 if |a| = 1, and 0 if |a| > 1.

(b) 1
(c) 1 (careful reasoning!)
(d) 1 (careful reasoning!)
Chapter 8
1. (a) {z ∈ C : |z| < 1}, {z ∈ C : |z| ≤ r} for any r < 1
(b) C, {z ∈ C : |z| ≤ r} for any r
(c) {z ∈ C : |z − 3| > 1}, {z ∈ C : r ≤ |z − 3| ≤ R} for any 1 < r ≤ R
P e k
3. k≥0 k! (z − 1)
10. The maximum is 3 (attained at z = ±i), and the minimum is 1 (attained at z = ±1).
12. One Laurent series is k≥0 (−2)k (z − 1)−k−2 , converging for |z − 1| > 2.
P

13. One Laurent series is k≥0 (−2)k (z − 2)−k−3 , converging for |z − 2| > 2.
P

14. One Laurent series is −3(z + 1)−1 + 1, converging for z 6= −1.

15. sin1 z = z −1 + 61 z + 360
7 3
z + ...
k
20. (a) k≥0 (−1) 2k−2
P
(2k)! z
Chapter 9
7. (a) 0
(b) 1
(c) 4
k
9. (a) One Laurent series is k≥−2 (−1) (z − 2)k , converging for 0 < |z − 2| < 4.
P
4k+3
(b) − πi8
10. (a) 2πi
(b) 27πi
4
(c) − 2πi
1 7
πi
(d) 3
(e) 2πi
(f) 0
11. (a) k≥0 e1k! (z + 1)k
P

(b) e2πi
33!
16. (c) π2
Index

absolute convergence, 71 closed, 45

absolute value, 3
addition, 2 Dedekind sum, 107
antiderivative, 58 dense, 95
Arg, 36 derivative, 16
arg, 36 difference quotient, 16
argument, 3 differentiable, 16
axis differentiation rule, 18
imaginary, 3 dilation, 26
real, 3 Dirichlet problem, 67
distance
bijection, 18 of numbers, 4, 7
binomial coefficient, 105 divergent, 68
boundary, 66 domain, 14
branch of the logarithm, 36 double series, 87

Casorati-Weierstraß theorem, 95 e, 37
Cauchy’s estimate, 85 embedding of R in C, 2
Cauchy’s integral formula, 47, 51 entire, 16, 57, 61
extensions of, 53, 84 essential singularity, 93
Cauchy’s theorem, 45 exponential function, 33
Cauchy–Riemann equations, 18 exponential rules, 33
chain rule, 17
closed Fibonacci numbers, 105
algebraically, 56 field, 2
curve, 8 Frobenius problem, 106
closed set, 7 function, 14
coffee, 95 fundamental theorem
conjugate, 5 of algebra, 56, 91, 100, 102
connected, 8 of calculus, 10, 58
continuous, 15 geometric series, 75
contractible, 46 group, 2
convergent abelian, 2
sequence, 68
series, 70 harmonic, 19, 63
cosine, 34 harmonic conjugate, 64
cotangent, 34 holomorphic, 16
curve, 8 homotopic, 45

112
INDEX 113

homotopy, 45 obvious, 14, 25

hyperbolic trig functions, 35 one-to-one, 18
onto, 18
i, 3 open set, 7
identity map, 14 order
image, 14 of a pole, 94
imaginary part, 3
integral, 42 parametrization, 42
integration by parts, 51 path, 8
inverse function, 18 path independent, 60
inversion, 26 periodic, 34
isolated singularity, 93 Picard’s theorem, 95
piecewise smooth, 42
Laplace equation, 63 pointwise convergence, 72
Laurent series, 88 polar form, 5
Leibniz’s rule, 10 pole, 93
length, 43 polynomial, 12, 23, 56, 61
limit power series, 75
of a function, 14, 16 differentiation of, 82
of a sequence, 68 integration of, 76
of a series, 70 principal argument, 36
linear fractional transformation, 25 principal logarithm, 36
Log, 36 principal value of ab , 37
log, 36
logarithm, 36 real part, 3
logarithmic derivative, 99 rectangular form, 5
region, 8
max/min property for harmonic functions, 65, region of convergence, 75
87 removable singularity, 93
maximum residue, 97
strong relative, 65 residue theorem, 97
weak relative, 66, 87 reverse triangle inequality, 12
maximum-modulus theorem, 87 Rouché’s theorem, 100
mean-value theorem
for harmonic functions, 65 separated, 8
for holomorphic functions, 49 sequence, 68
for real functions, 10 series, 70
meromorphic, 99 simple closed curve, 8
minimum sine, 34
strong relative, 65 singularity, 93
weak relative, 87 smooth, 8
minimum-modulus theorem, 90
Möbius transformation, 25 tangent, 34
modulus, 3 Taylor series expansion, 83
Morera’s theorem, 59 topology, 7
multiplication, 2 translation, 26
INDEX 114

triangle inequality, 6
trigonometric functions, 34
trivial, 15

uniform convergence, 72
uniqueness theorem, 86

Weierstraß M -test, 74
Weierstraß convergence theorem, 90