PROBLEMS IN COMPLEX ANALYSIS

SACHIN GAUTAM

Problem 1. Let U ⊂ C be an open set. Prove that U is connected if, and only if U is
path–connected. In this case, show that any two points of U can be joined by a zig–zag path,
i.e., a path consisting only of horizontal and vertical line segments.

Problem 2. Let n ∈ Z≥2 and z1 , . . . , zn , w1 , . . . , wn ∈ C. Prove the following identity:

n 2 n
! n !
X X X X
zk wk = |zk |2 |wk |2 − |zk w` − z` wk |2 .
k=1 k=1 k=1 1≤k<`≤n

This identity is due to Lagrange. It immediately implies the Cauchy–Schwarz inequality.

Problem 3. Let z1 , z2 , z3 ∈ S 1 = {z : |z| = 1} be such that z1 + z2 + z3 = 0. Show that

these three points form vertices of an equilateral triangle.

Problem 4. Prove the Ptolemy relation: if A, B, C, D are four distinct points on a circle,
then
|AC||BD| = |AB||CD| + |AD||BC| ,
where |P Q| denotes the length of the line segment joining P and Q.

Problem 5. Assume z1 , z2 ∈ C are two distinct points. Sketch the following curves as λ
varies over R>0 (circles of Apollonius)
{z ∈ C : |z − z1 | = λ|z − z2 |} .
Problem 6. Sketch the following curves for λ ∈ R>0 (Bernoulli’s lemniscate is when λ = 1):
|z 2 − 1| = λ.

Problem 7. Let g ∈ C 2 (Ω; R), where Ω ⊂ C is an open and connected set. Show that the
Laplace equation for g, written in polar coordinates, takes the following form:
∂ 2g ∂g ∂ 2 g
r2 + r + =0.
∂r2 ∂r ∂θ2
Use this to prove that if g is harmonic, and independent of θ, then g = A ln(r) + B, for some
constants A, B ∈ R.

Problem 8. Let n ∈ Z≥2 . Describe the level curves Re(z n ) = 0 and Im(z n ) = 0.
x
Problem 9. Show that u(x, y) = is harmonic. Compute its harmonic conjugate
x2 + y2
(the domain is C× = C \ {0}).

1
2 SACHIN GAUTAM

Problem 10. Let a ∈ [0, 1) and r ∈ [0, 1 − a). Let C(a; r) be the circle centered at a of
radius r, and S 1 = C(0; 1) (note: C(a; r) lies inside S 1 ). Let A1 = eιψ1 and A2 = eιψ2 be two
points on S 1 such that the line segment A1 A2 is tangent to C(a; r). What is the relation
between ψ1 and ψ2 ? This calculation is due to Jacobi, who used it to prove Poncelet’s porism
for circles.

Problem 11. Let Ω ⊂ C be an open, connected and simply–connected set, u : Ω → R a

harmonic function (i.e., u ∈ C 2 (Ω, R), and uxx + uyy = 0). Show that there exists v : Ω → R
such that f = u + ιv is holomorphic. Hence, u is real–analytic. This is an instance of
“regularity theorems” in mathematics.

Problem 12. Compute the following integrals.

zez
Z
(1) n+1
dz. Here C = C(a, r) is the counterclockwise circle around a ∈ C of
C (z − a)
radius r ∈ R>0 , and n ∈ Z≥0 .
Z
sin(z)
(2) 3
dz. Here C = C(0, 1/2) is the circle of radius 1/2 around 0.
C z(1 − z)

Problem 13. Let p(z) = z n + n−1 n−j

P
j=0 aj z ∈ C[z] be a polynomial of degree n ≥ 2. Let
z1 , . . . , zn ∈ C be its roots (not necessarily distinct, listed according to their multiplicity).
Let ζ ∈ C be a root of p0 (z) such that ζ 6∈ {z1 , . . . , zn }. Show that
n
! n
X 1 X zj
2
ζ = 2
.
j=1
|ζ − zj | j=1
|ζ − zj |

This result is called Gauss–Lucas Theorem. It shows that ζ can be written as a linear com-
bination of zj such that the coefficients are positive real and add up to 1.

Problem 14. Let f : C → C be a holomorphic function such that f (0) = 0 and

limz→∞ Re(f (z)) = 0. Show that f (z) = 0 for every z ∈ C. (Hint: show that ef is bounded,
and use Liouville’s theorem).

Problem 15. Dirichlet’s test. Let {an }∞ ∞

n=1 and {bn }n=1 be two sequences of complex
numbers. Set Sk = a1 + · · · + ak (k ≥ 1). Show that:
(1) For every n, m ∈ Z≥1 , n ≥ m, we have:
n
X n−1
X
ak bk = Sk (bk − bk−1 ) − Sm−1 bm + Sn bm .
k=m k=m

This formula is called Abel’s transformation.

(2) Assume that there exists M ∈ R>0 such that |Sk | ≤ M , for every k ≥ 1. Further,
P∞that {bn } is real, monotonically non–increasing, and limn→∞ bn = 0. Show
assume
that n=1 an bn is convergent.

Problem 16. Weierstrass’ M test. Let {an (z)}∞n=1 be a sequence of functions defined on a
domain Ω. Assume that, for every compact set K ⊂ Ω, there exists MK (n) ∈ R>0 such that
• |an (z)| < MK (n) for every z ∈ K and n ≥ 1.
 PROBLEMS IN COMPLEX ANALYSIS 3
P∞
• Mk (n) is convergent.
P∞n=1
Then, n=1 an (z) converges, uniformly and absolutely, on Ω.

Problem 17. Decide whether the following series are convergent or not. For the second,
decide the values of θ for which it converges.
∞ ∞
X
ιn
X eιnθ
(a) e , (b) .
n=1 n=1
n

Problem 18. Let ∞ n+1

P
n=0 an z be a power series with non–zero radius of convergence. Show
∞
X tn
that an has infinite radius of convergence.
n=0
n!
Problem 19. Bernoulli numbers. Define {Bn }∞
n=0 ⊂ Q by:

X zn ∞
z
= Bn , for |z| < 2π.
ez − 1 n=0 n!

(a) Show that B0 = 1, B1 = − 21 and B2k+1 = 0, for all k ≥ 1.

(b) Prove the following recurrence relation for {Bn }:
n−1  
1 X n+1
Bn = − B` ∀ n ≥ 1.
n+1 `
`=0

(c) Write the Taylor series expansion of log(sin(z)/z), near z = 0, and indicate its radius
of convergence.
∞
X
Problem 20. Let A(z) = ak z k . Prove that A(z) is the Taylor series expansion, near 0,
k=0
of a rational function (defined at 0) if, and only if there exist q1 , . . . , q` ∈ C and N ≥ ` such
that
an = q1 an−1 + q2 an−2 + · · · + q` an−` , for every n ≥ N.
X∞
Problem 21. Let f (z) = an z n be the Taylor series of a holomorphic function, for all
n=0
z ∈ D(0; R).
(a) Show that for every r < R, we have:
Z 2π ∞
1 ιθ 2
X
|f (re )| dθ = |an |2 r2n .
2π 0 n=0

M (r)
(b) For each r < R, let M (r) := Max{|f (s)| : |s| = r}. Prove that |cn | ≤ , for
rn
every n ≥ 0.
(c) Show that, if there exists r ∈ (0, R) and n ∈ Z≥0 such that |cn |rn = M (r), then
f (z) = cn z n .
4 SACHIN GAUTAM

Problem 22. For a holomorphic function f : Ω → C and an isolated singularity α of f (i.e.,

D× (α, r) ⊂ Ω for some r > 0), define:
Z
1
Res(f ; α) := f (z) dz .
2πι C(α,r)
∞
X ∞
X
−m
(a) If f (z) = dm (z − α) + cn (z − α)n is the Laurent series expansion of f on
m=1 n=0
the punctured neighbourhood D× (α, r), then show that Res(f ; α) = d1 .
(b) Let ϕ : D(α, r) → C be another, holomorphic function. Show that Res(ϕf ; α) =
ϕ(α)Res(f ; α).
(c) Same ϕ as above, assume that α is a pole of order N , for the function f . Show that:
 0 
f
Res ϕ ; α = N ϕ(α)
f
Problem 23. For each of the following, determine a formal solution w(z), near z = 0, with
w(0) = 0 and w0 (0) = 1 initial conditions. Discuss the radius of convergence of your solution.
(a) w00 − z 2 w = 3z 2 − z 4 .
(b) (1 − z 2 )w00 − 2zw0 + n(n + 1)w = 0, here n ∈ Z.

Problem 24. Let X be an n × n matrix over C, and let σ(X) = {λj }nj=1 ⊂ C be the
eigenvalues of X (repeated according to their multiplicities).
(1) Consider the operator ad(X) : Y 7→ XY − Y X on the vector space of n × n matrices.
Show that the eigenvalues of ad(X) are {λj − λk : 1 ≤ j, k ≤ n}.

(2) Let f : Ω → C be a holomorphic function, where Ω ⊂ C is an open, connected set

containing σ(X). Define
Z
1
f (X) := (z − X)−1 f (z) dz ,
2πι C
where C is a contour in Ω containing σ(X). Show that the eigenvalues of f (X) are
{f (λj ) : 1 ≤ j ≤ n}.

(3) Let || · || denote a norm on the space of n × n matrices. Prove the following (Gelfand’s
formula)
1
lim ||X n || n = Max{|λj | : 1 ≤ j ≤ n}.
n→∞

Problem 26. Let f : R>0 → C be a continuous function such that (i) f (t) → 0 as t → 0+ ,
and (ii) there exist constants M, C, R ∈ R>0 such that |f (t)| < M eCt for all t > R. Show
that, for z ∈ C such that Re(z) > 0, we have:
Z ∞ Z ∞
−zt −1
f (t)e dt = z f 0 (t)e−zt dt.
0 0
Z ∞ n
t −zt
Use this to prove the identity (Euler): e dt = z −n−1 , for all n ∈ Z≥0 .
0 n!
 PROBLEMS IN COMPLEX ANALYSIS 5

Problem 27. Compute the asymptotic expansions of the following integrals, as Re(z) → ∞.
Z ∞ −zt Z ∞
e
(a) n
dt (n ∈ Z≥1 ), (b) (1 + t)a e−zt dz (a ∈ C).
0 1 + t 0
Problem 28. Let g : C 99K C be a meromorphic function, with finitely many poles at
a1 , . . . , an ∈ C. Let A ∈ R be such that Re(aj ) < A for all 1 ≤ j ≤ n. Assume that
lim |g(z)| = 0. Prove that, for every t ∈ R>0 , we have:
z→∞
Re(z)≤A
Z n
X
zt
g(z)e dz = 2πι Resz=aj (f (z)ezt ).
LA k=1

Here, LA = A + ιR is the infinite vertical line.

Problem 29. Let a ∈ R>0 and La = a + ιR. Show that for every n ∈ Z≥0 and t ∈ R>0 , we
have:
tn
Z
1
ezt z −n−1 dz = .
2πι La n!
(Bonus) Generalize this to obtain the inverse to the Laplace transform.
Z ∞
Problem 30. Compute the Laplace transform ϕ(t)e−zt dt for ϕ : R>0 → R>0 given by
0
ϕ(t) = n for t ∈ [n, n + 1).

Problem 31. Let ψ(x + ιy) = u(x, y) + ιv(x, y) be a holomorphic function on an open,
connected set Ω ⊂ C. Let z0 = x0 + ιy0 ∈ Ω be a critical point of ψ (i.e., ψ 0 (z0 ) = 0) and let
n ∈ Z≥2 be such that 0 = ψ 0 (z0 ) = . . . = ψ (n−1) (z0 ) and ψ (n) (z0 ) = aeια 6= 0.
(1) Write z = x + ιy = z0 + ρeιθ , u = u(x, y), v = v(x, y), u0 = u(x0 , y0 ) etc. Show that
2aρn
u2 + v 2 = u20 + v02 + (u0 cos(nθ + α) + v0 sin(nθ + α)) + O(ρn+1 ), as ρ → 0+ .
n!
(2) Prove that, through z0 , the directions of steepest ascent/descent are given as follows.

Steepest descent − αn + (2p + 1) πn p = 0, . . . , n − 1

Steepest ascent − αn + 2p πn p = 0, . . . , n − 1

(3) Prove the maximum modulus principle: if |ψ(z)| takes its maximum value at z0 ∈ Ω,
then ψ is a constant function.

Problem 32. Compute the critical points and directions of steepest ascent/descent from
z2 z3
each of these points, for the following functions: (a) − αz, (α ∈ C), and (b) − z.
2 3
Problem 33. Prove the Riemann-Lebesgue Lemma: if (a, b) ⊂ R and f ∈ L1 (a, b) (that is,
Z b
|f (t)| dt < ∞), then
a
Z b
lim f (t)eιλt dt = 0 .
λ→+∞ a
6 SACHIN GAUTAM

Problem 34. Prove the following asymptotic expansion, as x → ∞:

Z 1 ∞
ιxt ln(x) ιγ + π/2 ιx
X (n − 1)!
ln(t)e dt ∼ ι − + ιe (−1)n n+1 .
0 x x n=1
x
Here, γ is the Euler–Mascheroni constant.

Γ0 (z)
Problem 35. Discuss the n → ∞ behaviour of Ψ(n) (1), where Ψ(z) = is the logarith-
Γ(z)
mic derivative of the gamma function.

Problem P∞36. Assume that {an }∞

n=0 ⊂ C is a sequence of complex numbers such that
n
f (z) = n=0 an z is an entire (i.e., radius of convergence is infinity) function. Note that,
by Cauchy’s formula:
Z Z
1 −n−1 1
an = z f (z) dz = e− ln(z)(n+1) f (z) dz .
2πι C 2πι C
Use this observation, together with the method of steepest descent, to obtain n → ∞ be-
haviour of an , in the following examples.
k Bn
(a) f (z) = ez , (b) f (z) = ez , (c) an = n!
, where Bn is the n-th Bernoulli number (see
Problem 19 above).

Problem 37. Discuss the change in asymptotic expansions as λ → ∞ of the following

integral, as θ varies in (0, 2π), θ 6= π.
Z eιθ λz2
e
I(λ, θ) = dz .
0 1+z
Problem 38. Compute the leading term behaviour of the following integral, as λ → ∞.
Here a ∈ R is a fixed constant, and C is the infinite horizontal line R + ι.
Z ιλ z33 −z
 
e
I(λ, a) = dz .
C z−a