§1.9 Calculus of a Complex Variable
Contents
- §1.9(i) Complex Numbers
- §1.9(ii) Continuity, Point Sets, and Differentiation
- §1.9(iii) Integration
- §1.9(iv) Conformal Mapping
- §1.9(v) Infinite Sequences and Series
- §1.9(vi) Power Series
- §1.9(vii) Inversion of Limits
§1.9(i) Complex Numbers
¶ Real and Imaginary Parts
¶ Polar Representation
where
and when
,
according as
lies in the 1st, 2nd, 3rd, or 4th quadrants. Here
¶ Modulus and Phase
The principal value
of
corresponds to
, that is,
. It
is single-valued on
, except on the interval
where it is discontinuous and two-valued. Unless indicated
otherwise, these principal values are assumed throughout
the DLMF. (However, if we
require a principal value to be single-valued, then we can restrict
.)
where
see §4.14.
¶ Complex Conjugate
¶ Arithmetic Operations
¶ Powers
¶ DeMoivre’s Theorem
¶ Triangle Inequality
§1.9(ii) Continuity, Point Sets, and Differentiation
¶ Continuity
A function
is continuous at a point
if
. That is, given any positive number
, however small, we can find a positive number
such that
for all
in the open disk
.
¶ Point Sets in
A neighborhood of a point
is a disk
. An
open set in
is one in which each point has a neighborhood
that is contained in the set.
A point
is a limit point (limiting point or
accumulation point) of a set of points
in
(or
) if every neighborhood of
contains a point of
distinct from
. (
may or may not belong to
.) As a consequence,
every neighborhood of a limit point of
contains an infinite number of
points of
.
Also, the union of
and its limit points is the closure of
.
A domain
, say, is an open set in
that is connected,
that is, any two points can be joined by a polygonal arc (a finite chain of
straight-line segments) lying in the set. Any point whose neighborhoods always
contain members and nonmembers of
is a boundary point
of
. When its boundary points are added the domain is said to be
closed,
but unless specified otherwise a domain is assumed to be open.
A region is an open domain together with none, some, or all of its boundary points. Points of a region that are not boundary points are called interior points.
A function
is continuous on a region
if for each point
in
and any given number
(
) we can find a neighborhood of
such that
for all points
in the
intersection of the neighborhood with
.
¶ Differentiation
A function
is differentiable at a point
if the following
limit exists:
Differentiability automatically implies continuity.
¶ Cauchy–Riemann Equations
If
exists at
and
, then
at
.
Conversely, if at a given point
the partial derivatives
,
,
, and
exist, are continuous, and satisfy (1.9.25), then
is
differentiable at
.
¶ Analyticity
A function
is said to be analytic (holomorphic) at
if it is differentiable in a neighborhood of
.
A function
is analytic in a domain
if it is analytic at each point of
. A function analytic at every point
of
is said to be entire.
If
is analytic in an open domain
, then each of its derivatives
,
,
exists and is analytic in
.
¶ Harmonic Functions
If
is analytic in an open domain
, then
and
are
harmonic in
, that is,
or in polar form ((1.9.3))
and
satisfy
at all points of
.
§1.9(iii) Integration
An arc
is given by
,
, where
and
are continuously differentiable. If
and
are
continuous and
and
are piecewise continuous, then
defines a contour.
A contour is simple if it contains no multiple points, that is, for
every pair of distinct values
of
,
. A
simple closed contour is a simple contour, except that
.
Next,
for a contour
and
continuous,
. If
,
, then the integral is defined analogously to the
infinite integrals in §1.4(v). Similarly when
or
.
¶ Jordan Curve Theorem
Any simple closed contour
divides
into two open domains that
have
as common boundary. One of these domains is bounded and is called the
interior domain of
; the other is unbounded and is called the
exterior domain of
.
¶ Cauchy’s Theorem
If
is continuous within and on a simple closed contour
and analytic
within
, then
¶ Cauchy’s Integral Formula
If
is continuous within and on a simple closed contour
and analytic
within
, and if
is a point within
, then
and
provided that in both cases
is described in the positive rotational
(anticlockwise) sense.
¶ Liouville’s Theorem
Any bounded entire function is a constant.
¶ Winding Number
If
is a closed contour, and
, then
where
is an integer called the winding number of
with respect to
. If
is simple and oriented in the positive
rotational sense, then
is 1 or 0 depending whether
is inside or outside
.
¶ Mean Value Property
For
harmonic,
¶ Poisson Integral
If
is continuous on
, then with
is harmonic in
. Also with
,
as
within
.
§1.9(iv) Conformal Mapping
The extended complex plane,
, consists of the points of the complex plane
together with an ideal point
called the point at
infinity.
A system of open disks around infinity is given by
Each
is a neighborhood
of
. Also,
A function
is analytic at
if
is analytic
at
, and we set
.
¶ Conformal Transformation
Suppose
is analytic in a domain
and
are two arcs in
passing through
. Let
be the images of
and
under
the mapping
. The angle between
and
at
is the angle between the tangents to the two arcs at
, that is, the
difference of the signed angles that the tangents make with the positive
direction of the real axis. If
, then the angle between
and
equals the angle between
and
both in magnitude and
sense. We then say that the mapping
is conformal
(angle-preserving) at
.
The linear transformation
,
, has
and
maps
conformally onto
.
¶ Bilinear Transformation
The transformation (1.9.40) is a one-to-one conformal mapping
of
onto itself.
The cross ratio
of
is defined by
or its limiting form, and is invariant under bilinear transformations.
Other names for the bilinear transformation are fractional linear transformation, homographic transformation, and Möbius transformation.
§1.9(v) Infinite Sequences and Series
A sequence
converges
to
if
. For
, the
sequence
converges iff the sequences
and
separately converge. A series
converges
if the sequence
converges. The series is
divergent if
does not converge. The series converges
absolutely if
converges. A series
converges (diverges) absolutely when
(
), or when
(
).
Absolutely convergent series are also convergent.
Let
be a sequence of functions defined on a set
. This
sequence converges pointwise
to a function
if
for each
. The sequence converges uniformly
on
, if for every
there exists an integer
, independent of
, such that
for all
and
.
A series
converges uniformly on
, if the sequence
converges uniformly on
.
¶ Weierstrass
-test
Suppose
is a sequence of real numbers such that
converges and
for all
and all
. Then the series
converges
uniformly on
.
A doubly-infinite series
converges (uniformly) on
iff each of the
series
and
converges
(uniformly) on
.
§1.9(vi) Power Series
For a series
there is a number
,
, such that the series converges for all
in
and
diverges for
in
. The circle
is called the
circle of convergence
of the series, and
is the radius of convergence. Inside the circle
the sum of the series is an analytic function
. For
in
(
), the convergence is absolute and
uniform. Moreover,
and
For the converse of this result see §1.10(i).
¶ Operations
When
and
both converge
and
where
Next, let
Then the expansions (1.9.54), (1.9.57), and
(1.9.60) hold for all sufficiently small
.
where
With
,
(principal value), where
and
Also,
(principal value), where
,
and
For the definitions of the principal values of
and
see §§4.2(i) and 4.2(iv).
Lastly, a power series can be differentiated any number of times within its circle of convergence:

§1.9(vii) Inversion of Limits
¶ Double Sequences and Series
A set of complex numbers
where
and
take all positive
integer values is called a double sequence. It converges to
if for every
, there is an integer
such that
for all
. Suppose
converges to
and the repeated
limits
exist. Then both repeated limits equal
.
A double series is the limit of the double sequence
If the limit exists, then the double series is convergent; otherwise it
is divergent. The double series is absolutely convergent if it is
convergent when
is replaced by
.
If a double series is absolutely convergent, then it is also convergent and its sum is given by either of the repeated sums
¶ Term-by-Term Integration
Suppose the series
, where
is continuous,
converges uniformly on every compact set
of a domain
, that is, every closed and bounded set in
. Then
for any finite contour
in
.
¶ Dominated Convergence Theorem
Let
be a finite or infinite interval, and
be real or complex continuous functions,
. Suppose
converges uniformly in any compact interval in
, and at least one of the following two conditions is satisfied:
Then

