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Math 416 Midterm 1 Review

So everything we have learned so far is to extend the real line to the complex plane.

Chapter 0 Calculus on Real values

Differentiation

Let f,gf,g be function on real line and cc be a real number.

ddx(f+g)=f+g\frac{d}{dx}(f+g)=f'+g' ddx(cf)=cf\frac{d}{dx}(cf)=cf' ddx(fg)=fg+fg\frac{d}{dx}(fg)=f'g+fg' ddx(f/g)=(fgfg)/g2\frac{d}{dx}(f/g)=(f'g-fg')/g^2 ddx(fg)=(fg)ddxg\frac{d}{dx}(f\circ g)=(f'\circ g)\frac{d}{dx}g ddxxn=nxn1\frac{d}{dx}x^n=nx^{n-1} ddxex=ex\frac{d}{dx}e^x=e^x ddxlnx=1x\frac{d}{dx}\ln x=\frac{1}{x} ddxsinx=cosx\frac{d}{dx}\sin x=\cos x ddxcosx=sinx\frac{d}{dx}\cos x=-\sin x ddxtanx=sec2x\frac{d}{dx}\tan x=\sec^2 x ddxsecx=secxtanx\frac{d}{dx}\sec x=\sec x\tan x ddxcscx=cscxcotx\frac{d}{dx}\csc x=-\csc x\cot x ddxsinhx=coshx\frac{d}{dx}\sinh x=\cosh x ddxcoshx=sinhx\frac{d}{dx}\cosh x=\sinh x ddxtanhx=sech2x\frac{d}{dx}\tanh x=\operatorname{sech}^2 x ddxsechx=sechxtanhx\frac{d}{dx}\operatorname{sech} x=-\operatorname{sech}x\tanh x ddxcschx=cschxcothx\frac{d}{dx}\operatorname{csch} x=-\operatorname{csch}x\coth x ddxcothx=csch2x\frac{d}{dx}\coth x=-\operatorname{csch}^2 x ddxarcsinx=11x2\frac{d}{dx}\arcsin x=\frac{1}{\sqrt{1-x^2}} ddxarccosx=11x2\frac{d}{dx}\arccos x=-\frac{1}{\sqrt{1-x^2}} ddxarctanx=11+x2\frac{d}{dx}\arctan x=\frac{1}{1+x^2} ddxarccotx=11+x2\frac{d}{dx}\operatorname{arccot} x=-\frac{1}{1+x^2} ddxarcsecx=1xx21\frac{d}{dx}\operatorname{arcsec} x=\frac{1}{x\sqrt{x^2-1}} ddxarccscx=1xx21\frac{d}{dx}\operatorname{arccsc} x=-\frac{1}{x\sqrt{x^2-1}}

Integration

Let f,gf,g be function on real line and cc be a real number.

(f+g)dx=fdx+gdx\int (f+g)dx=\int fdx+\int gdx cfdx=cfdx\int cfdx=c\int fdx exdx=ex\int e^x dx=e^x lnxdx=xlnxx\int \ln x dx=x\ln x-x 1xdx=lnx\int \frac{1}{x} dx=\ln|x| sinxdx=cosx\int \sin x dx=-\cos x cosxdx=sinx\int \cos x dx=\sin x tanxdx=lncosx\int \tan x dx=-\ln|\cos x| cotxdx=lnsinx\int \cot x dx=\ln|\sin x| secxdx=lnsecx+tanx\int \sec x dx=\ln|\sec x+\tan x| cscxdx=lncscxcotx\int \csc x dx=\ln|\csc x-\cot x| sinhxdx=coshx\int \sinh x dx=\cosh x coshxdx=sinhx\int \cosh x dx=\sinh x tanhxdx=lncoshx\int \tanh x dx=\ln|\cosh x| cothxdx=lnsinhx\int \coth x dx=\ln|\sinh x| sechxdx=2arctan(tanh(x/2))\int \operatorname{sech} x dx=2\arctan(\tanh(x/2)) cschxdx=lncothxcschx\int \operatorname{csch} x dx=\ln|\coth x-\operatorname{csch} x| sech2xdx=tanhx\int \operatorname{sech}^2 x dx=\tanh x csch2xdx=cothx\int \operatorname{csch}^2 x dx=-\coth x 11+x2dx=arctanx\int \frac{1}{1+x^2} dx=\arctan x 1x2+1dx=arctanx\int \frac{1}{x^2+1} dx=\arctan x 1x21dx=12lnx1x+1\int \frac{1}{x^2-1} dx=\frac{1}{2}\ln|\frac{x-1}{x+1}| 1x2a2dx=12alnxax+a\int \frac{1}{x^2-a^2} dx=\frac{1}{2a}\ln|\frac{x-a}{x+a}| 1x2+a2dx=1aarctan(xa)\int \frac{1}{x^2+a^2} dx=\frac{1}{a}\arctan(\frac{x}{a}) 1x2a2dx=lnx+x2a2\int \frac{1}{\sqrt{x^2-a^2}} dx=\ln|x+\sqrt{x^2-a^2}| 1x2+a2dx=lnx+x2+a2\int \frac{1}{\sqrt{x^2+a^2}} dx=\ln|x+\sqrt{x^2+a^2}|

Chapter 1 Complex Numbers

Definition of complex numbers

An ordered pair of real numbers (x,y)(x, y) can be represented as a complex number z=x+yiz = x + yi, where ii is the imaginary unit.

With operations defined as:

(x1+y1i)+(x2+y2i)=(x1+x2)+(y1+y2)i(x_1 + y_1i) + (x_2 + y_2i) = (x_1 + x_2) + (y_1 + y_2)i (x1+y1i)(x2+y2i)=(x1x2y1y2)+(x1y2+x2y1)i(x_1 + y_1i) \cdot (x_2 + y_2i) = (x_1x_2 - y_1y_2) + (x_1y_2 + x_2y_1)i

Modulus

The modulus of a complex number z=x+yiz = x + yi is defined as

z=x2+y2=zz|z| = \sqrt{x^2 + y^2}=|z\overline{z}|

De Moivre’s Formula

Every complex number zz can be written as z=r(cosθ+isinθ)z = r(\cos \theta + i \sin \theta), where rr is the magnitude of zz and θ\theta is the argument of zz.

zn=rn(cosnθ+isinnθ)z^n = r^n(\cos n\theta + i \sin n\theta)

The De Moivre’s formula is useful for finding the nnth roots of a complex number.

zn=rn(cosnθ+isinnθ)z^n = r^n(\cos n\theta + i \sin n\theta)

Roots of complex numbers

Using De Moivre’s formula, we can find the nnth roots of a complex number.

If z=r(cosθ+isinθ)z=r(\cos \theta + i \sin \theta), then the nnth roots of zz are given by:

zk=r1/n(cosθ+2kπn+isinθ+2kπn)z_k = r^{1/n}(\cos \frac{\theta + 2k\pi}{n} + i \sin \frac{\theta + 2k\pi}{n})

for k=0,1,2,,n1k = 0, 1, 2, \ldots, n-1.

Stereographic projection

Stereographic projection

The stereographic projection is a map from the unit sphere S2S^2 to the complex plane C{0}\mathbb{C}\setminus\{0\}.

The projection is given by:

z(2Re(z),2Im(z),z21)z2+1z\mapsto \frac{(2Re(z), 2Im(z), |z|^2-1)}{|z|^2+1}

The inverse map is given by:

(ξ,η,ζ)ξ+iη1ζ(\xi,\eta, \zeta)\mapsto \frac{\xi + i\eta}{1 - \zeta}

Chapter 2 Complex Differentiation

Definition of complex differentiation

Let the complex plane C\mathbb{C} be defined in an open subset GG of C\mathbb{C}. (Domain)

Then ff is said to be differentiable at z0Gz_0\in G if the limit

limzz0f(z)f(z0)zz0\lim_{z\to z_0} \frac{f(z)-f(z_0)}{z-z_0}

exists.

The limit is called the derivative of ff at z0z_0 and is denoted by f(z0)f'(z_0).

To prove that a function is differentiable, we can use the standard delta-epsilon definition of a limit.

f(z)f(z0)zz0f(z0)<ϵ\left|\frac{f(z)-f(z_0)}{z-z_0} - f'(z_0)\right| < \epsilon

whenever 0<zz0<δ0 < |z-z_0| < \delta.

With such definition, all the properties of real differentiation can be extended to complex differentiation.

Differentiation of complex functions

  1. If ff is differentiable at z0z_0, then ff is continuous at z0z_0.
  2. If f,gf,g are differentiable at z0z_0, then f+g,fgf+g, fg are differentiable at z0z_0. (f+g)(z0)=f(z0)+g(z0)(f+g)'(z_0) = f'(z_0) + g'(z_0) (fg)(z0)=f(z0)g(z0)+f(z0)g(z0)(fg)'(z_0) = f'(z_0)g(z_0) + f(z_0)g'(z_0)
  3. If f,gf,g are differentiable at z0z_0 and g(z0)0g(z_0)\neq 0, then f/gf/g is differentiable at z0z_0. (fg)(z0)=f(z0)g(z0)f(z0)g(z0)g(z0)2\left(\frac{f}{g}\right)'(z_0) = \frac{f'(z_0)g(z_0) - f(z_0)g'(z_0)}{g(z_0)^2}
  4. If ff is differentiable at z0z_0 and gg is differentiable at f(z0)f(z_0), then gfg\circ f is differentiable at z0z_0. (gf)(z0)=g(f(z0))f(z0)(g\circ f)'(z_0) = g'(f(z_0))f'(z_0)
  5. If f(z)=k=0nck(zz0)kf(z)=\sum_{k=0}^n c_k(z-z_0)^k, where ckCc_k\in\mathbb{C}, then ff is differentiable at z0z_0 and f(z0)=k=1nkck(z0z0)k1f'(z_0)=\sum_{k=1}^n kc_k(z_0-z_0)^{k-1}. f(z0)=c1+2c2(z0z0)+3c3(z0z0)2++ncn(z0z0)n1f'(z_0) = c_1 + 2c_2(z_0-z_0) + 3c_3(z_0-z_0)^2 + \cdots + nc_n(z_0-z_0)^{n-1}

Cauchy-Riemann Equations

Let the function defined on an open subset GG of C\mathbb{C} be f(x,y)=u(x,y)+iv(x,y)f(x,y)=u(x,y)+iv(x,y), where u,vu,v are real-valued functions.

Then ff is differentiable at z0=x0+y0iz_0=x_0+y_0i if and only if the partial derivatives of uu and vv exist at (x0,y0)(x_0,y_0) and satisfy the Cauchy-Riemann equations:

ux=vy,uy=vx\frac{\partial u}{\partial x} = \frac{\partial v}{\partial y}, \quad \frac{\partial u}{\partial y} = -\frac{\partial v}{\partial x}

On the polar form, the Cauchy-Riemann equations are

rur=vθ,uθ=rvrr\frac{\partial u}{\partial r} = \frac{\partial v}{\partial \theta}, \quad \frac{\partial u}{\partial \theta} = -r\frac{\partial v}{\partial r}

Holomorphic functions

A function ff is said to be holomorphic on an open subset GG of C\mathbb{C} if ff is differentiable at every point of GG.

Partial differential operators

z=12(xiy)\frac{\partial}{\partial z} = \frac{1}{2}\left(\frac{\partial}{\partial x} - i\frac{\partial}{\partial y}\right) zˉ=12(x+iy)\frac{\partial}{\partial \bar{z}} = \frac{1}{2}\left(\frac{\partial}{\partial x} + i\frac{\partial}{\partial y}\right)

This gives that

fz=12(fxify)=12(ux+vy)+i2(vxuy)\frac{\partial f}{\partial z} = \frac{1}{2}\left(\frac{\partial f}{\partial x} - i\frac{\partial f}{\partial y}\right)=\frac{1}{2}\left(\frac{\partial u}{\partial x} +\frac{\partial v}{\partial y}\right) + \frac{i}{2}\left(\frac{\partial v}{\partial x} - \frac{\partial u}{\partial y}\right) fzˉ=12(fx+ify)=12(uxvy)+i2(uy+vx)\frac{\partial f}{\partial \bar{z}} = \frac{1}{2}\left(\frac{\partial f}{\partial x} + i\frac{\partial f}{\partial y}\right)=\frac{1}{2}\left(\frac{\partial u}{\partial x} - \frac{\partial v}{\partial y}\right) + \frac{i}{2}\left(\frac{\partial u}{\partial y} + \frac{\partial v}{\partial x}\right)

If the function ff is holomorphic, then by the Cauchy-Riemann equations, we have

fzˉ=0\frac{\partial f}{\partial \bar{z}} = 0

Conformal mappings

A holomorphic function ff is said to be conformal if it preserves the angles between the curves. More formally, if ff is holomorphic on an open subset GG of C\mathbb{C} and z0Gz_0\in G, γ1,γ2\gamma_1, \gamma_2 are two curves passing through z0z_0 (γ1(t1)=γ2(t2)=z0\gamma_1(t_1)=\gamma_2(t_2)=z_0) and intersecting at an angle θ\theta, then

arg(fγ1)(t1)arg(fγ2)(t2)=θ\arg(f\circ\gamma_1)'(t_1) - \arg(f\circ\gamma_2)'(t_2) = \theta

In other words, the angle between the curves is preserved.

An immediate consequence is that

arg(fγ1)(t1)=argf(z0)+argγ1(t1)arg(fγ2)(t2)=argf(z0)+argγ2(t2)\arg(f\cdot \gamma_1)'(t_1) =\arg f'(z_0) + \arg \gamma_1'(t_1)\\ \arg(f\cdot \gamma_2)'(t_2) =\arg f'(z_0) + \arg \gamma_2'(t_2)

Harmonic functions

A real-valued function uu is said to be harmonic if it satisfies the Laplace equation:

2ux2+2uy2=0\frac{\partial^2 u}{\partial x^2} + \frac{\partial^2 u}{\partial y^2} = 0

Chapter 3 Linear Fractional Transformations

Definition of linear fractional transformations

A linear fractional transformation is a function of the form

ϕ(z)=az+bcz+d\phi(z) = \frac{az+b}{cz+d}

where a,b,c,da,b,c,d are complex numbers and adbc0ad-bc\neq 0.

Properties of linear fractional transformations

Matrix form

A linear fractional transformation can be written as a matrix multiplication:

ϕ(z)=[abcd][z1]\phi(z) = \begin{bmatrix} a & b\\ c & d\\ \end{bmatrix} \begin{bmatrix} z\\ 1\\ \end{bmatrix}

Conformality

A linear fractional transformation is conformal.

ϕ(z)=adbc(cz+d)2\phi'(z) = \frac{ad-bc}{(cz+d)^2}

Three-fold transitivity

If z1,z2,z3z_1,z_2,z_3 are distinct points in the complex plane, then there exists a unique linear fractional transformation ϕ\phi such that ϕ(z1)=\phi(z_1)=\infty, ϕ(z2)=0\phi(z_2)=0, ϕ(z3)=1\phi(z_3)=1.

The map is given by

ϕ(z)={(zz2)(z1z3)(zz1)(z2z3)if z1,z2,z3 are all finitezz2z3z2if z1=z3z1zz1if z2=zz2zz1if z3=\phi(z) =\begin{cases} \frac{(z-z_2)(z_1-z_3)}{(z-z_1)(z_2-z_3)} & \text{if } z_1,z_2,z_3 \text{ are all finite}\\ \frac{z-z_2}{z_3-z_2} & \text{if } z_1=\infty\\ \frac{z_3-z_1}{z-z_1} & \text{if } z_2=\infty\\ \frac{z-z_2}{z-z_1} & \text{if } z_3=\infty\\ \end{cases}

So if z1,z2,z3z_1,z_2,z_3, w1,w2,w3w_1,w_2,w_3 are distinct points in the complex plane, then there exists a unique linear fractional transformation ϕ\phi such that ϕ(zi)=wi\phi(z_i)=w_i for i=1,2,3i=1,2,3.

Factorization

Every linear fractional transformation can be written as a composition of homothetic mappings, translations, inversions, and multiplications.

If ϕ(z)=az+bcz+d\phi(z)=\frac{az+b}{cz+d}, then

ϕ(z)=bad/ccz+d+ac\phi(z) = \frac{b-ad/c}{cz+d}+\frac{a}{c}

Clircle

A linear-fractional transformation maps circles and lines to circles and lines.

Chapter 4 Elementary Functions

Exponential function

The exponential function is defined as

ez=n=0znn!e^z = \sum_{n=0}^\infty \frac{z^n}{n!}

Let z=x+iyz=x+iy, then

ez=ex+iy=exeiy=exn=0(iy)nn!=exn=0(1)ny2n(2n)!+in=0(1)ny2n+1(2n+1)!=ex(cosy+isiny)\begin{aligned} e^z &= e^{x+iy}\\ &= e^x e^{iy}\\ &= e^x\sum_{n=0}^\infty \frac{(iy)^n}{n!}\\ &= e^x\sum_{n=0}^\infty \frac{(-1)^n y^{2n}}{(2n)!} + i \sum_{n=0}^\infty \frac{(-1)^n y^{2n+1}}{(2n+1)!}\\ &= e^x(\cos y + i\sin y)\\ \end{aligned}

So we can rewrite the polar form of a complex number as

z=r(cosθ+isinθ)=reiθz = r(\cos \theta + i\sin \theta) = re^{i\theta}

exe^x is holomorphic

Let f(z)=ezf(z)=e^z, then u(x,y)=excosyu(x,y)=e^x\cos y, v(x,y)=exsinyv(x,y)=e^x\sin y.

ux=excosy=vyuy=exsiny=vx\frac{\partial u}{\partial x} = e^x\cos y = \frac{\partial v}{\partial y}\\ \frac{\partial u}{\partial y} = -e^x\sin y = -\frac{\partial v}{\partial x}

Trigonometric functions

sinz=eizeiz2i,cosz=eiz+eiz2,tanz=sinzcosz\sin z = \frac{e^{iz}-e^{-iz}}{2i}, \quad \cos z = \frac{e^{iz}+e^{-iz}}{2}, \quad \tan z = \frac{\sin z}{\cos z} secz=1cosz,cscz=1sinz,cotz=1tanz\sec z = \frac{1}{\cos z}, \quad \csc z = \frac{1}{\sin z}, \quad \cot z = \frac{1}{\tan z}

Hyperbolic functions

sinhz=ezez2,coshz=ez+ez2,tanhz=sinhzcoshz\sinh z = \frac{e^z-e^{-z}}{2}, \quad \cosh z = \frac{e^z+e^{-z}}{2}, \quad \tanh z = \frac{\sinh z}{\cosh z} sechz=1coshz,cschz=1sinhz,cothz=1tanhz\operatorname{sech} z = \frac{1}{\cosh z}, \quad \operatorname{csch} z = \frac{1}{\sinh z}, \quad \operatorname{coth} z = \frac{1}{\tanh z}

Logarithmic function

The logarithmic function is defined as

lnz={wC:ew=z}\ln z=\{w\in\mathbb{C}: e^w=z\}

Properties of the logarithmic function

Let z=x+iyz=x+iy, then

ez=ex(cosy)2+(siny)2=ex|e^z|=\sqrt{e^x(\cos y)^2+(\sin y)^2}=e^x

So we have

logz=lnz+iargz\log z = \ln |z| + i\arg z

Power function

For any two complex numbers a,ba,b, we can define the power function as

ab=eblogaa^b = e^{b\log a}

Example:

ii=eilni=ei(ln1+iπ2)=eπ2i^i=e^{i\ln i}=e^{i(\ln 1+i\frac{\pi}{2})}=e^{-\frac{\pi}{2}}

eiπ=1e^{i\pi}=-1

Chapter 5 Power Series

Definition of power series

A power series is a series of the form

n=0an(zz0)n\sum_{n=0}^\infty a_n (z-z_0)^n

Properties of power series

Geometric series

n=0zn=11z,z<1\sum_{n=0}^\infty z^n = \frac{1}{1-z}, \quad |z|<1

Radius/Region of convergence

The radius of convergence of a power series is the largest number RR such that the series converges for all zz with zz0<R|z-z_0|<R.

The region of convergence of a power series is the set of all points zz such that the series converges.

Cauchy-Hadamard Theorem

The radius of convergence of a power series is given by

R=1lim supnan1/nR=\frac{1}{\limsup_{n\to\infty} |a_n|^{1/n}}

Derivative of power series

The derivative of a power series is given by

f(z)=n=1nan(zz0)n1f'(z)=\sum_{n=1}^\infty n a_n (z-z_0)^{n-1}

Cauchy Product (of power series)

Let n=0an(zz0)n\sum_{n=0}^\infty a_n (z-z_0)^n and n=0bn(zz0)n\sum_{n=0}^\infty b_n (z-z_0)^n be two power series with radius of convergence R1R_1 and R2R_2 respectively.

Then the Cauchy product of the two series is given by

n=0cn(zz0)n\sum_{n=0}^\infty c_n (z-z_0)^n

where

cn=k=0nakbnkc_n = \sum_{k=0}^n a_k b_{n-k}

The radius of convergence of the Cauchy product is at least min(R1,R2)\min(R_1,R_2).

Chapter 6 Complex Integration

Definition of Riemann Integral for complex functions

The complex integral of a complex function ϕ\phi on the closed subinterval [a,b][a,b] of the real line is said to be piecewise continuous if there exists a partition a=t0<t1<<tn=ba=t_0<t_1<\cdots<t_n=b such that ϕ\phi is continuous on each open interval (ti1,ti)(t_{i-1},t_i) and has a finite limit at each discontinuity point of the closed interval [a,b][a,b].

If ϕ\phi is piecewise continuous on [a,b][a,b], then the complex integral of ϕ\phi on [a,b][a,b] is defined as

abϕ(t)dt=abReϕ(t)dt+iabImϕ(t)dt\int_a^b \phi(t) dt = \int_a^b \operatorname{Re}\phi(t) dt + i\int_a^b \operatorname{Im}\phi(t) dt

Fundamental Theorem of Calculus

If ϕ\phi is piecewise continuous on [a,b][a,b], then

abϕ(t)dt=ϕ(b)ϕ(a)\int_a^b \phi'(t) dt = \phi(b)-\phi(a)

Triangle inequality

abϕ(t)dtabϕ(t)dt\left|\int_a^b \phi(t) dt\right| \leq \int_a^b |\phi(t)| dt

Integral on curve

Let γ\gamma be a piecewise smooth curve in the complex plane.

The integral of a complex function ff on γ\gamma is defined as

γf(z)dz=abf(γ(t))γ(t)dt\int_\gamma f(z) dz = \int_a^b f(\gamma(t))\gamma'(t) dt

Favorite estimate

Let γ:[a,b]C\gamma:[a,b]\to\mathbb{C} be a piecewise smooth curve, and let f:[a,b]Cf:[a,b]\to\mathbb{C} be a continuous complex-valued function. Let MM be a real number such that f(z)M|f(z)|\leq M for all zγz\in\gamma. Then

γf(z)dzM(γ)\left|\int_\gamma f(z) dz\right| \leq M\ell(\gamma)

where (γ)\ell(\gamma) is the length of the curve γ\gamma.

Chapter 7 Cauchy’s Theorem

Cauchy’s Theorem

Let γ\gamma be a closed curve in C\mathbb{C} and UU be a simply connected open subset of C\mathbb{C} containing γ\gamma and its interior. Let ff be a holomorphic function on UU. Then

γf(z)dz=0\int_\gamma f(z) dz = 0

Cauchy’s Formula for a Circle

Let CC be a counterclockwise oriented circle and let ff be holomorphic function defined in an open set containing CC and its interior. Then for any zz in the interior of CC,

f(z)=12πiCf(ζ)ζzdζf(z)=\frac{1}{2\pi i}\int_C \frac{f(\zeta)}{\zeta-z} d\zeta

Mean Value Property

Let the function ff be holomorphic on a disk zz0<R|z-z_0|<R. Then for any 0<r<R0<r<R, let CrC_r denote the circle with center z0z_0 and radius rr. Then

f(z0)=12π02πf(z0+reiθ)dθf(z_0)=\frac{1}{2\pi}\int_0^{2\pi} f(z_0+re^{i\theta}) d\theta

The value of the function at the center of the disk is the average of the values of the function on the boundary of the disk.

Cauchy Integrals

Let γ\gamma be a piecewise smooth curve in C\mathbb{C} and let ϕ\phi be a continuous complex-valued function on γ\gamma. Then the Cauchy integral of ϕ\phi on γ\gamma is the function ff defined in CγC\setminus\gamma by

f(z)=γϕ(ζ)ζzdζf(z)=\int_\gamma \frac{\phi(\zeta)}{\zeta-z} d\zeta

Cauchy Integral Formula for circle CrC_r:

f(z)=12πiCrf(ζ)ζzdζf(z)=\frac{1}{2\pi i}\int_{C_r} \frac{f(\zeta)}{\zeta-z} d\zeta

Example:

Evaluate z=2zz1dz\int_{|z|=2} \frac{z}{z-1} dz

Note that if we let f(ζ)=ζf(\zeta)=\zeta and z=1z=1 is inside the circle, then we can use Cauchy Integral Formula for circle CrC_r to evaluate the integral.

So we have

z=2zz1dz=2πif(1)=2πi\int_{|z|=2} \frac{z}{z-1} dz = 2\pi i f(1) = 2\pi i

General Cauchy Integral Formula for circle CrC_r:

f(n)(z)=n!2πiCrf(ζ)(ζz)n+1dζf^{(n)}(z)=\frac{n!}{2\pi i}\int_{C_r} \frac{f(\zeta)}{(\zeta-z)^{n+1}} d\zeta

Example:

Evaluate Csinzz38dz\int_{C}\frac{\sin z}{z^{38}}dz

Note that if we let f(ζ)=sinζf(\zeta)=\sin \zeta and z=0z=0 is inside the circle, then we can use General Cauchy Integral Formula for circle CrC_r to evaluate the integral.

So we have

Csinzz38dz=2πi37!f(37)(0)=2πi37!sin(37)(0)\int_{C}\frac{\sin z}{z^{38}}dz = \frac{2\pi i}{37!} f^{(37)}(0) = \frac{2\pi i}{37!} \sin ^{(37)}(0)

Note that sin(n)(0)={0,n0(mod4)1,n1(mod4)0,n2(mod4)1,n3(mod4)\sin ^{(n)}(0)=\begin{cases} 0,& n\equiv 0 \pmod{4}\\ 1,& n\equiv 1 \pmod{4}\\ 0,& n\equiv 2 \pmod{4}\\ -1,& n\equiv 3 \pmod{4} \end{cases}

So we have

Csinzz38dz=2πi37!sin(37)(0)=2πi37!1=2πi37!\int_{C}\frac{\sin z}{z^{38}}dz = \frac{2\pi i}{37!} \sin ^{(37)}(0) = \frac{2\pi i}{37!} \cdot 1 = \frac{2\pi i}{37!}

Cauchy integral is a easier way to evaluate the integral.

Liouville’s Theorem

If a function ff is entire (holomorphic on C\mathbb{C}) and bounded, then ff is constant.

Finding power series of holomorphic functions

If ff is holomorphic on a disk zz0<R|z-z_0|<R, then ff can be represented as a power series on the disk.

where an=f(n)(z0)n!a_n=\frac{f^{(n)}(z_0)}{n!}

Example:

If q(z)=(z1)(z2)(z3)q(z)=(z-1)(z-2)(z-3), find the power series of q(z)q(z) centered at z=0z=0.

Note that q(z)q(z) is holomorphic on C\mathbb{C} and q(z)=0q(z)=0 at z=1,2,3z=1,2,3.

So we can use the power series of q(z)q(z) centered at z=1z=1.

To solve this, we can simply expand q(z)=(z1)(z2)(z3)q(z)=(z-1)(z-2)(z-3) and get q(z)=z36z2+11z6q(z)=z^3-6z^2+11z-6.

So we have a0=q(1)=6a_0=q(1)=-6, a1=q(1)=3z212z+11=11a_1=q'(1)=3z^2-12z+11=11, a2=q(1)2!=6z122=3a_2=\frac{q''(1)}{2!}=\frac{6z-12}{2}=-3, a3=q(1)3!=66=1a_3=\frac{q'''(1)}{3!}=\frac{6}{6}=1.

So the power series of q(z)q(z) centered at z=1z=1 is

q(z)=6+11(z1)3(z1)2+(z1)3q(z)=-6+11(z-1)-3(z-1)^2+(z-1)^3

Fundamental Theorem of Algebra

Every non-constant polynomial with complex coefficients has a root in C\mathbb{C}.

Can be factored into linear factors:

p(z)=an(zz1)(zz2)(zzn)p(z)=a_n(z-z_1)(z-z_2)\cdots(z-z_n)

We can treat holomorphic functions as polynomials.

ff has zero of order mm at z0z_0 if and only if f(z)=(zz0)mg(z)f(z)=(z-z_0)^m g(z) for some holomorphic g(z)g(z) and g(z0)0g(z_0)\neq 0.

Zeros of holomorphic functions

If ff is holomorphic on a disk zz0<R|z-z_0|<R and ff has a zero of order mm at z0z_0, then f(z0)=0f(z_0)=0, f(z0)=0f'(z_0)=0, f(z0)=0f''(z_0)=0, \cdots, f(m1)(z0)=0f^{(m-1)}(z_0)=0 and f(m)(z0)0f^{(m)}(z_0)\neq 0.

And there exists a holomorphic function gg on the disk such that f(z)=(zz0)mg(z)f(z)=(z-z_0)^m g(z) and g(z0)0g(z_0)\neq 0.

Example:

Find zeros of f(z)=cos(zπ2)f(z)=\cos(z\frac{\pi}{2})

Note that f(z)=0f(z)=0 if and only if zπ2=(2k+1)π2z\frac{\pi}{2}=(2k+1)\frac{\pi}{2} for some integer kk.

So the zeros of f(z)f(z) are z=(2k+1)z=(2k+1) for some integer kk.

The order of the zero is 11 since f(z)=π2sin(zπ2)f'(z)=-\frac{\pi}{2}\sin(z\frac{\pi}{2}) and f(z)0f'(z)\neq 0 for all z=(2k+1)z=(2k+1).

If ff vanishes to infinite order at z0z_0 (that is, f(z0)=f(z0)=f(z0)==0f(z_0)=f'(z_0)=f''(z_0)=\cdots=0), then f(z)0f(z)\equiv 0 on the connected open set UU containing z0z_0.

Identity Theorem

If ff and gg are holomorphic on a connected open set UCU\subset\mathbb{C} and f(z)=g(z)f(z)=g(z) for all zz in a subset of UU that has a limit point in UU, then f(z)=g(z)f(z)=g(z) for all zUz\in U.

Key: consider h(z)=f(z)g(z)h(z)=f(z)-g(z), prove h(z)0h(z)\equiv 0 on UU by applying the zero of holomorphic function.

Weierstrass Theorem

Limit of a sequence of holomorphic functions is holomorphic.

Let fnf_n be a sequence of holomorphic functions on a domain DCD\subset\mathbb{C} that converges uniformly to ff on every compact subset of DD. Then ff is holomorphic on DD.

Maximum Modulus Principle

If ff is a non-constant holomorphic function on a domain DCD\subset\mathbb{C}, then f|f| does not attain a maximum value in DD.

Corollary: Minimum Modulus Principle

If ff is a non-constant holomorphic function on a domain DCD\subset\mathbb{C}, then 1f\frac{1}{f} does not attain a minimum value in DD.

Schwarz Lemma

If ff is a holomorphic function on the unit disk z<1|z|<1 and f(z)z|f(z)|\leq |z|, then f(0)1|f'(0)|\leq 1.

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