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§1.10 Functions of a Complex Variable

Contents

§1.10(i) Taylor’s Theorem for Complex Variables

Let f(z) be analytic on the disk |z-z_{0}|<R. Then

The right-hand side is the Taylor series for f(z) at z=z_{0}, and its radius of convergence is at least R.

Examples

1.10.4(1-z)^{{-\alpha}}=1+\alpha z+\frac{\alpha(\alpha+1)}{2!}z^{2}+\frac{\alpha(%
\alpha+1)(\alpha+2)}{3!}z^{3}+\cdots,|z|<1.

Again, in these examples \mathop{\ln\/}\nolimits\!\left(1+z\right) and (1-z)^{{-\alpha}} have their principal values; see §§4.2(i) and 4.2(iv).

Zeros

An analytic function f(z) has a zero of order (or multiplicity) m (\geq\!1) at z_{0} if the first nonzero coefficient in its Taylor series at z_{0} is that of (z-z_{0})^{m}. When m=1 the zero is simple.

§1.10(ii) Analytic Continuation

Let f_{1}(z) be analytic in a domain D_{1}. If f_{2}(z), analytic in D_{2}, equals f_{1}(z) on an arc in D=D_{1}\cap D_{2}, or on just an infinite number of points with a limit point in D, then they are equal throughout D and f_{2}(z) is called an analytic continuation of f_{1}(z). We write (f_{1},D_{1}), (f_{2},D_{2}) to signify this continuation.

Suppose z(t)=x(t)+iy(t), a\leq t\leq b, is an arc and a=t_{0}<t_{1}<\dots<t_{n}=b. Suppose the subarc z(t), t\in[t_{{j-1}},t_{j}] is contained in a domain D_{j}, j=1,\dots,n. The function f_{1}(z) on D_{1} is said to be analytically continued along the path z(t), a\leq t\leq b, if there is a chain (f_{1},D_{1}), (f_{2},D_{2}),\dots,(f_{n},D_{n}).

Analytic continuation is a powerful aid in establishing transformations or functional equations for complex variables, because it enables the problem to be reduced to: (a) deriving the transformation (or functional equation) with real variables; followed by (b) finding the domain on which the transformed function is analytic.

Schwarz Reflection Principle

Let C be a simple closed contour consisting of a segment \mathit{AB} of the real axis and a contour in the upper half-plane joining the ends of \mathit{AB}. Also, let f(z) be analytic within C, continuous within and on C, and real on \mathit{AB}. Then f(z) can be continued analytically across \mathit{AB} by reflection, that is,

1.10.5f(\conj{z})=\conj{f(z)}.

§1.10(iii) Laurent Series

Suppose f(z) is analytic in the annulus r_{1}<|z-z_{0}|<r_{2}, 0\leq r_{1}<r_{2}\leq\infty, and r\in(r_{1},r_{2}). Then

1.10.6f(z)=\sum^{\infty}_{{n=-\infty}}a_{n}(z-z_{0})^{n},

where

and the integration contour is described once in the positive sense. The series (1.10.6) converges uniformly and absolutely on compact sets in the annulus.

Let r_{1}=0, so that the annulus becomes the punctured neighborhood N: 0<|z-z_{0}|<r_{2}, and assume that f(z) is analytic in N, but not at z_{0}. Then z=z_{0} is an isolated singularity of f(z). This singularity is removable if a_{n}=0 for all n<0, and in this case the Laurent series becomes the Taylor series. Next, z_{0} is a pole if a_{n}\not=0 for at least one, but only finitely many, negative n. If -n is the first negative integer (counting from -\infty) with a_{{-n}}\not=0, then z_{0} is a pole of order (or multiplicity) n. Lastly, if a_{n}\not=0 for infinitely many negative n, then z_{0} is an isolated essential singularity.

The singularities of f(z) at infinity are classified in the same way as the singularities of f(1/z) at z=0.

An isolated singularity z_{0} is always removable when \lim_{{z\to z_{0}}}f(z) exists, for example (\mathop{\sin\/}\nolimits z)/z at z=0.

The coefficient a_{{-1}} of (z-z_{0})^{{-1}} in the Laurent series for f(z) is called the residue of f(z) at z_{0}, and denoted by \Residue_{{z=z_{0}}}[f(z)], \Residue\limits_{{z=z_{0}}}[f(z)], or (when there is no ambiguity) \Residue[f(z)].

A function whose only singularities, other than the point at infinity, are poles is called a meromorphic function. If the poles are infinite in number, then the point at infinity is called an essential singularity: it is the limit point of the poles.

Picard’s Theorem

In any neighborhood of an isolated essential singularity, however small, an analytic function assumes every value in \Complex with at most one exception.

§1.10(iv) Residue Theorem

If f(z) is analytic within a simple closed contour C, and continuous within and on C—except in both instances for a finite number of singularities within C—then

Here and elsewhere in this subsection the path C is described in the positive sense.

Phase (or Argument) Principle

If the singularities within C are poles and f(z) is analytic and nonvanishing on C, then

where N and P are respectively the numbers of zeros and poles, counting multiplicity, of f within C, and \Delta_{C}(\mathop{\mathrm{ph}\/}\nolimits f(z)) is the change in any continuous branch of \mathop{\mathrm{ph}\/}\nolimits\!\left(f(z)\right) as z passes once around C in the positive sense. For examples of applications see Olver (1997b, pp. 252–254).

In addition,

each location again being counted with multiplicity equal to that of the corresponding zero or pole.

Rouché’s Theorem

If f(z) and g(z) are analytic on and inside a simple closed contour C, and |g(z)|<|f(z)| on C, then f(z) and f(z)+g(z) have the same number of zeros inside C.

§1.10(v) Maximum-Modulus Principle

Analytic Functions

If f(z) is analytic in a domain D, z_{0}\in D and |f(z)|\leq|f(z_{0})| for all z\in D, then f(z) is a constant in D.

Let D be a bounded domain with boundary \partial D and let \overline{D}=D\cup\partial D. If f(z) is continuous on \overline{D} and analytic in D, then |f(z)| attains its maximum on \partial D.

Harmonic Functions

If u(z) is harmonic in D, z_{0}\in D, and u(z)\leq u(z_{0}) for all z\in D, then u(z) is constant in D. Moreover, if D is bounded and u(z) is continuous on \overline{D} and harmonic in D, then u(z) is maximum at some point on \partial D.

Schwarz’s Lemma

In |z|<R, if f(z) is analytic, |f(z)|\leq M, and f(0)=0, then

1.10.11|f(z)|\leq\frac{M|z|}{R}\;\mbox{ and }\;|f^{{\prime}}(0)|\leq\frac{M}{R}.

Equalities hold iff f(z)=Az, where A is a constant such that \left|A\right|=M/R.

§1.10(vi) Multivalued Functions

Functions which have more than one value at a given point z are called multivalued (or many-valued) functions. Let F(z) be a multivalued function and D be a domain. If we can assign a unique value f(z) to F(z) at each point of D, and f(z) is analytic on D, then f(z) is a branch of F(z).

Example

F(z)=\sqrt{z} is two-valued for z\not=0. If D=\Complex\setminus(-\infty,0] and z=re^{{i\theta}}, then one branch is \sqrt{r}e^{{i\theta/2}}, the other branch is -\sqrt{r}e^{{i\theta/2}}, with -\pi<\theta<\pi in both cases. Similarly if D=\Complex\setminus[0,\infty), then one branch is \sqrt{r}e^{{i\theta/2}}, the other branch is -\sqrt{r}e^{{i\theta/2}}, with 0<\theta<2\pi in both cases.

A cut domain is one from which the points on finitely many nonintersecting simple contours (§1.9(iii)) have been removed. Each contour is called a cut. A cut neighborhood is formed by deleting a ray emanating from the center. (Or more generally, a simple contour that starts at the center and terminates on the boundary.)

Suppose F(z) is multivalued and a is a point such that there exists a branch of F(z) in a cut neighborhood of a, but there does not exist a branch of F(z) in any punctured neighborhood of a. Then a is a branch point of F(z). For example, z=0 is a branch point of \sqrt{z}.

Branches can be constructed in two ways:

(a) By introducing appropriate cuts from the branch points and restricting F(z) to be single-valued in the cut plane (or domain).

(b) By specifying the value of F(z) at a point z_{0} (not a branch point), and requiring F(z) to be continuous on any path that begins at z_{0} and does not pass through any branch points or other singularities of F(z).

If the path circles a branch point at z=a, k times in the positive sense, and returns to z_{0} without encircling any other branch point, then its value is denoted conventionally as F((z_{0}-a)e^{{2k\pi i}}+a).

Example

Let \alpha and \beta be real or complex numbers that are not integers. The function F(z)=(1-z)^{\alpha}(1+z)^{\beta} is many-valued with branch points at \pm 1. Branches of F(z) can be defined, for example, in the cut plane D obtained from \Complex by removing the real axis from 1 to \infty and from −1 to -\infty; see Figure 1.10.1. One such branch is obtained by assigning (1-z)^{\alpha} and (1+z)^{\beta} their principal values (§4.2(iv)).

See accompanying text
Figure 1.10.1: Domain D. Magnify

Alternatively, take z_{0} to be any point in D and set F(z_{0})=e^{{\alpha\mathop{\ln\/}\nolimits\!\left(1-z_{0}\right)}}e^{{\beta%
\mathop{\ln\/}\nolimits\!\left(1+z_{0}\right)}} where the logarithms assume their principal values. (Thus if z_{0} is in the interval (-1,1), then the logarithms are real.) Then the value of F(z) at any other point is obtained by analytic continuation.

Thus if F(z) is continued along a path that circles z=1 m times in the positive sense and returns to z_{0} without circling z=-1, then F((z_{0}-1)e^{{2m\pi i}}+1)=e^{{\alpha\mathop{\ln\/}\nolimits\!\left(1-z_{0}%
\right)}}e^{{\beta\mathop{\ln\/}\nolimits\!\left(1+z_{0}\right)}}e^{{2\pi im%
\alpha}}. If the path also circles z=-1 n times in the clockwise or negative sense before returning to z_{0}, then the value of F(z_{0}) becomes e^{{\alpha\mathop{\ln\/}\nolimits\!\left(1-z_{0}\right)}}e^{{\beta\mathop{\ln%
\/}\nolimits\!\left(1+z_{0}\right)}}e^{{2\pi im\alpha}}e^{{-2\pi in\beta}}.

§1.10(vii) Inverse Functions

Lagrange Inversion Theorem

Suppose f(z) is analytic at z=z_{0}, f^{{\prime}}(z_{0})\not=0, and f(z_{0})=w_{0}. Then the equation

1.10.12f(z)=w

has a unique solution z=F(w) analytic at w=w_{0}, and

1.10.13F(w)=z_{0}+\sum^{\infty}_{{n=1}}F_{n}(w-w_{0})^{n}

in a neighborhood of w_{0}, where nF_{n} is the residue of 1/(f(z)-f(z_{0}))^{n} at z=z_{0}. (In other words nF_{n} is the coefficient of (z-z_{0})^{{-1}} in the Laurent expansion of 1/(f(z)-f(z_{0}))^{n} in powers of (z-z_{0}); compare §1.10(iii).)

Furthermore, if g(z) is analytic at z_{0}, then

where nG_{n} is the residue of g^{{\prime}}(z)/(f(z)-f(z_{0}))^{n} at z=z_{0}.

Extended Inversion Theorem

Suppose that

1.10.15f(z)=f(z_{0})+\sum^{\infty}_{{n=0}}f_{n}(z-z_{0})^{{\mu+n}},

where \mu>0, f_{0}\not=0, and the series converges in a neighborhood of z_{0}. (For example, when \mu is an integer f(z)-f(z_{0}) has a zero of order \mu at z_{0}.) Let w_{0}=f(z_{0}). Then (1.10.12) has a solution z=F(w), where

in a neighborhood of w_{0}, nF_{n} being the residue of 1/(f(z)-f(z_{0}))^{{n/\mu}} at z=z_{0}.

It should be noted that different branches of (w-w_{0})^{{1/\mu}} used in forming (w-w_{0})^{{n/\mu}} in (1.10.16) give rise to different solutions of (1.10.12). Also, if in addition g(z) is analytic at z_{0}, then

where nG_{n} is the residue of g^{{\prime}}(z)/(f(z)-f(z_{0}))^{{n/\mu}} at z=z_{0}.

§1.10(viii) Functions Defined by Contour Integrals

Let D be a domain and [a,b] be a closed finite segment of the real axis. Assume that for each t\in[a,b], f(z,t) is an analytic function of z in D, and also that f(z,t) is a continuous function of both variables. Then

1.10.18F(z)=\int^{b}_{a}f(z,t)dt

is analytic in D and its derivatives of all orders can be found by differentiating under the sign of integration.

This result is also true when b=\infty, or when f(z,t) has a singularity at t=b, with the following conditions. For each t\in[a,b), f(z,t) is analytic in D; f(z,t) is a continuous function of both variables when z\in D and t\in[a,b); the integral (1.10.18) converges at b, and this convergence is uniform with respect to z in every compact subset S of D.

The last condition means that given \epsilon (>0) there exists a number a_{0}\in[a,b) that is independent of z and is such that

for all a_{1}\in[a_{0},b) and all z\in S; compare §1.5(iv).

M-test

If |f(z,t)|\leq M(t) for z\in S and \int^{b}_{a}M(t)dt converges, then the integral (1.10.18) converges uniformly and absolutely in S.

§1.10(ix) Infinite Products

Let p_{{k,m}}=\prod_{{n=k}}^{m}(1+a_{n}). If for some k\geq 1, p_{{k,m}}\to p_{k}\not=0 as m\to\infty, then we say that the infinite product \prod^{\infty}_{{n=1}}(1+a_{n}) converges. (The integer k may be greater than one to allow for a finite number of zero factors.) The convergence of the product is absolute if \prod^{\infty}_{{n=1}}(1+|a_{n}|) converges. The product \prod^{\infty}_{{n=1}}(1+a_{n}), with a_{n}\not=-1 for all n, converges iff \sum^{\infty}_{{n=1}}\mathop{\ln\/}\nolimits\!\left(1+a_{n}\right) converges; and it converges absolutely iff \sum^{\infty}_{{n=1}}|a_{n}| converges.

Suppose a_{n}=a_{n}(z), z\in D, a domain. The convergence of the infinite product is uniform if the sequence of partial products converges uniformly.

M-test

Suppose that a_{n}(z) are analytic functions in D. If there is an N, independent of z\in D, such that

and

1.10.21\sum^{\infty}_{{n=1}}M_{n}<\infty,

then the product \prod^{\infty}_{{n=1}}(1+a_{n}(z)) converges uniformly to an analytic function p(z) in D, and p(z)=0 only when at least one of the factors 1+a_{n}(z) is zero in D. This conclusion remains true if, in place of (1.10.20), |a_{n}(z)|\leq M_{n} for all n, and again \sum^{\infty}_{{n=1}}M_{n}<\infty.

Weierstrass Product

If \{z_{n}\} is a sequence such that \sum^{\infty}_{{n=1}}|z_{n}^{{-2}}| is convergent, then

is an entire function with zeros at z_{n}.

§1.10(x) Infinite Partial Fractions

Suppose D is a domain, and

1.10.23F(z)=\prod^{\infty}_{{n=1}}a_{n}(z),z\in D,

where a_{n}(z) is analytic for all n\geq 1, and the convergence of the product is uniform in any compact subset of D. Then F(z) is analytic in D.

If, also, a_{n}(z)\neq 0 when n\geq 1 and z\in D, then F(z)\neq 0 on D and

1.10.24\frac{F^{{\prime}}(z)}{F(z)}=\sum^{\infty}_{{n=1}}\frac{a_{n}^{{\prime}}(z)}{a%
_{n}(z)}.

Mittag-Leffler’s Expansion

If \{a_{n}\} and \{z_{n}\} are sequences such that z_{m}\neq z_{n} (m\neq n) and \sum^{\infty}_{{n=1}}|a_{n}z_{n}^{{-2}}| is convergent, then

1.10.25f(z)=\sum^{\infty}_{{n=1}}a_{n}\left(\frac{1}{z-z_{n}}+\frac{1}{z_{n}}\right)

is analytic in \Complex, except for simple poles at z=z_{n} of residue a_{n}.