Complex Analysis
Complex Analysis
∂f 1 ∂ ∂ 1 ∂u ∂v i ∂v ∂u ∂u ∂v ∂u ∂v
0= = +i (u+iv) = − + + ⇐⇒ = and =− .
∂z 2 ∂x ∂y 2 ∂x ∂y 2 ∂x ∂y ∂x ∂y ∂y ∂x
∂u ∂v ∂u ∂v
= , =i
∂x ∂y ∂y ∂x
∂f ∂f
(w) − (z0 ) <
∂z ∂z
whenever |w − z0 | < δ. Note that |γ(t) − z0 | = t|z − z0 | ≤ |z − z0 | for t ∈ [0, 1], therefore
∂f ∂f
(γ(t)) − (z0 ) <
∂z ∂z
1
for |z − z0 | < δ. Fixing |z − z0 | < δ, we have
Z 1 Z 1 Z 1
∂f ∂f ∂f ∂f
(γ(t)) − (z0 ) dt ≤ (γ(t)) − (z0 ) dt ≤ dt = .
0 ∂z ∂z 0 ∂z ∂z 0
It follows that
f (z) − f (z0 ) ∂f
lim = (z0 ).
z→z0 z − z0 ∂z
2. Interaction of Holomorphic Functions
(a) O(D), the set of all holomorphic functions on D forms an algebra.
Proof :
Let f, g, h ∈ O(D) and a, b ∈ C. To be an algebra, the following conditions must hold:
• (f + g) · h = f · h + g · h.
• f · (g + h) = f · g + f · g.
• (af ) · (bg) = (ab)(f · g).
As the algebra multiplication is standard commutative multiplication, it suffices to show that if
f and g are any holomorphic function on D, then f g is as well.
∂(f g) ∂f ∂g
= g+f = 0g + f 0 = 0.
∂z ∂z ∂z
So O(D) is in fact an algebra.
(b) Moreover, if f : D → E is holomorphic and g : E → C is holomorphic, then g ◦ f is holomorphic.
Proof :
As f is holomorphic, f (x, y) = uf (x, y) + vf (x, y) and g(x, y) = ug (x, y) + vg (x, y).
2
(a) If f = u + iv is holomorphic, then u and v are harmonic. v is called the harmonic conjugate of u.
Proof :
∂u ∂v ∂u ∂v
By the Cauchy-Riemann Equations, = and = − . Thus
∂x ∂y ∂y ∂x
∂2u ∂2u
∂ ∂u ∂ ∂u ∂ ∂v ∂ ∂v
+ 2 = + = + − .
∂x2 ∂y ∂x ∂x ∂y ∂y ∂x ∂y ∂y ∂x
∂2u ∂2u ∂v ∂v
2
+ 2 = − = 0.
∂x ∂y ∂x∂y ∂x∂y
The computation to show v is harmonic is identical.
∂f ∂g
Lemma 1. If f, g are C 1 functions on a simply connected set D and if = on D, then there is
∂y ∂x
a function h ∈ C 2 (D) such that
∂h ∂h
= f, =g
∂x ∂y
on D.
Proof :
For (x, y) ∈ D, set Z x Z y
h(x, y) = f (t, b)dt + g(x, s)ds,
a b
where (a, b) ∈ D. As D is simply connected, these integrals exist. By the Fundamental Theorem
of Calculus
∂h
(x, y) = g(x, y).
∂y
Again by the Fundamental Theorem of Calculus and since g ∈ C 1 (D),
Z y Z y Z y
∂h ∂ ∂ ∂
(x, y) = f (x, b) + g(x, s)ds = f (x, b) + g(x, s)ds = f (x, b) + f (x, s)ds
∂x ∂x b b ∂x b ∂y
(b) Given a harmonic function u on a domain D, if D is simply connected u has a harmonic conjugate
v such that F = u + iv is holomorphic in D. Give a counterexample if D is not simply connected.
Proof :
∂u ∂u ∂f ∂g
Let f = − , g = . As u is harmonic, we have = on D. Since f, g ∈ C 1 (D), by
∂y ∂x ∂y ∂x
Lemma 1, there exists a v ∈ C 2 (D) such that
∂v ∂u ∂v ∂u
=f =− , =g= .
∂x ∂y ∂y ∂x
By the Cauchy-Riemann Equations, F = u + iv is holomorphic.
Let D be the punctured unit disc. u(x, y) = ln(x2 + y 2 ) is harmonic on D. Moreover, u along
with the function v(x, y) = 2 tan−1 (y/x) satisfies the Cauchy-Riemann equations. However, v is
not defined everywhere on D, so u + iv is not holomorphic on D.
(c) If f is holomorphic in a domain D, prove that if D is simply connected then there exists a
holomorphic function F such that F 0 (z) = f (z) on D. Give a counterexample if D is not simply
connected.
Proof :
3
∂g ∂h
Let f = u + iv. Let g = u, h = −v, then by the Cauchy-Riemann equations we have = .
∂y ∂x
By Lemma 1 there exists a real C 2 function f1 such that
∂f1 ∂f1
= g = u, = h = −v.
∂x ∂y
∂ ĝ ∂ ĥ
Now let ĝ = v, ĥ = u. Again by the Cauchy-Riemann equations, we get ∂y = ∂x so by the Lemma
there exists a function f2 such that
∂f2 ∂f2
= ĝ = v, = ĥ = u.
∂x ∂y
Let F = f1 + if2 . F is C 2 and by the above equations F satisfies the Cauchy-Riemann equations,
so F is holomorphic. Finally,
∂ 1 ∂ ∂ 1 ∂f1 ∂f2 i ∂f2 ∂f1 1 i
F = −i (f1 + f2 ) = + + − = (u + u) + (v + v) = f.
∂z 2 ∂x ∂y 2 ∂x ∂y 2 ∂x ∂y 2 2
Let D be the punctured unit disc. Let f (z) = 1/z. f is holomorphic on D. AssumeIthere exists a
holomorphic function F such that F 0 (z) = f (z). Let γ = ∂D(0, 1). By calculation f (z) = 2πi.
I γ
Proof :
By Stokes’ Theorem,
I Z Z Z
∂f ∂f ∂f
f (z)dz = d(f (z)dz) = dz + dz ∧ dz = dz ∧ dz + 0dz ∧ dz = 0.
∂D D D ∂z ∂z D ∂z
Proof :
Fix z0 ∈ D. Define a function F : D → C as follows. Given z ∈ D choose a piecewise C 1 curve
φ : [0, 1] → C such that φ(0) = z0 , φ(1) = z. Set
Z
F (z) = f (w)dw.
φ
It is not yet clear that F is well-defined. Let τ be any piecewise C 1 curve such that τ (0) = z0 ,
τ (1) = z. Let µ be the closed curve φ ∪ (−τ ). µ is piecewise C 1 . By assumption we have
I Z Z
0= f (w)dw = f (w)dw − f (w)dw.
µ φ τ
Let F = U + iV .
Fix z = (x, y) ∈ D and φ going from z0 to (x, y). Choose h ∈ R small enough so that (x+t, y) ∈ D
for 0 ≤ t ≤ h. Let lh (t) be the line segment connecting (x, y) and (x + h, y). Let φh = φ ∪ lh .
Z Z Z Z h
F (x + h, y) − F (x, y) = f (w)dw − f (w)dw = f (w)dw = f (z + s)ds.
φh φ lh 0
4
Taking the real part of this equation yields
h h
U (x + h, y) − U (x, y)
Z Z
1 1
= Re f (z + s)ds = Ref (z + s)ds.
h h 0 h 0
Proof : I I I
1 f (w) 1 f (w) 1 f (w)
dw = dw + dw
2πi ∂D w−z 2πi ∂D w−z 2πi ∂D(z,) w−z
where D = D\D(z, ) for some > 0 such that D(z, ) ⊂ D. By Cauchy’s Integral Theorem we
have Z 2π
f (z + eiθ ) iθ
I I
1 f (w) 1 f (w) 1
dw = 0 + dw = ie dθ
2πi ∂D w − z 2πi ∂D(z,) w − z 2πi 0 eiθ
Z 2π Z 2π
1 iθ →0 1
= f (z + e )dθ −→ f (z)dθ = f (z).
2π 0 2π 0
(c’) Generalized Cauchy’s Integral Formula
Let D be a bounded open domain in C with piecewise C 1 boundary. Let f (z) be holomorphic
in D and f ∈ C(D). Then
I
k! f (w)
dw = f (k) (z), z ∈ D.
2πi ∂D (w − z)k+1
Proof :
For z ∈ D,
∂k 1 ∂k ∂k
I I I
(k) f (w) 1 f (w) 1 1
f (z) = k dw = dw = f (w) k dw
∂z 2πi ∂D w−z 2πi ∂D ∂z k w−z 2πi ∂D ∂z w−z
I
k! f (w)
= dw.
2πi ∂D (w − z)k+1
(d) Mean Value Property
If f is holomorphic in D(z0 , R), then
Z 2π
1
f (z0 ) = f (rez0 +riθ )dθ
2π 0
5
Proof :
By Cauchy’s Integral Formula
Z 2π Z 2π
f (z0 + reiθ ) iθ
Z
1 f (z) 1 1
f (z0 ) = dz = rie dθ = f (rez0 +riθ )dθ,
2πi |z−z0 |=r z − z0 2πi 0 reiθ 2π 0
Proof :
Since u is harmonic and D(0, R) is simply connected, there exists a harmonic function v such
that f = u + iv is holomorphic. By the Mean Value Property,
Z 2π Z 2π Z 2π
1 z0 +riθ 1 z0 +riθ i
u(z0 )+iv(z0 ) = f (z0 ) = f (re )dθ = u(re )dθ+ v(rez0 +riθ )dθ.
2π 0 2π 0 2π 0
Equating the real parts of both sides yields the desired result as u and v are real-valued.
5. Applications of Cauchy’s Integral Formula
(a) Liouville’s Theorem
Any bounded entire function is constant.
Proof :
Let z0 ∈ C, R > 0. Let |f | < M .
I
0 1 f (w)
f (z0 ) = dw.
2πi |w−z0 |=R (w − z0 )2
2π 2π
|f (z0 + Reiθ )|
Z Z
0 1 M M R→∞
|f (z0 )| ≤ |Rieiθ |dθ ≤ dθ = −→ 0.
2π 0 |Reiθ |2 2πR 0 R
0
So f (z0 ) = 0 for all z0 ∈ C. So f is constant.
(b) Linear and Sublinear Growth. Let f (z) be entire.
f (z)
i. If f is sub-linear growth (i.e. lim = 0), then f is a constant.
z→∞ |z|
Proof :
By Cauchy’s Integral Formula
I
1 f (w)
f 0 (z) = dw
2πi |w|=R (w − z)2
Z 2π
|f (Reiθ )| R2
|f (w)|
I
0 1 1
|f (z)| ≤ dw ≤ dθ.
2π |w|=R (R − |z|)2 2π 0 R (R − |z|)2
|f (Reiθ )|
As R → ∞, → 0 by assumption. So f 0 (z) = 0. So f is constant.
R
ii. If f (z) is polynomial growth (i.e. there is some positive integer n such that |f (z)| ≤ cn (1 +
|z|n )), then f (z) is a polynomial.
Proof :
Let z ∈ C and R >> 2|z| + 1.
I
(n + 1)! f (w)
f (n+1) (z) = dw.
2πi |w|=R (w − z)n+2
6
2π 2π
|f (Reiθ )| cn (1 + Rn )
Z Z
(n + 1)! R (n + 1)! R R→∞
|f (n+1) (z)| ≤ n+1
dθ ≤ n+1
dθ −→ 0.
2π 0 (R − |z|) R − |z| 2π 0 (R − |z|) R − |z|
So f is a polynomial of degree at most n.
(c) If f is holomorphic in a domain D, then f is analytic in D.
Proof :
Let z0 ∈ D, r0 > 0 such that D(z0 , r0 ) ⊂ D. By Cauchy’s Integral Formula, for 0 < R < r0 ,
z ∈ D(z0 , R),
I I I
1 f (w) 1 f (w) 1 f (w)
f (z) = dw = dw = z−z0 dw.
2πi |w−z0 |=R w − z 2πi |w−z0 |=R w − z0 − (z − z0 ) 2πi |w−z0 |=R (w − z0 )(1 − w−z0 )
z − z0
Note that < 1. So
w − z0
∞ n ∞ n
f (w) X z − z0 z − z0
I I
1 X 1 f (w)
f (z) = dw = dw
2πi |w−z0 |=R w − z0 n=0 w − z0 n=0
2πi |w−z0 |=R w − z0 w − z0
since the sum converges uniformly on ∂D(z0 , R). By Cauchy’s Integral Formula
∞ ∞
f (n) (z0 )
I
X 1 f (w) n
X
f (z) = n+1
dw(z − z0 ) = (z − z0 )n .
n=0
2πi |w−z0 |=R (w − z0 ) n=0
n!
So this sum converges uniformly on D(z0 , R) and has radius of convergence at least r0 and the
√
radius of convergence is given by lim sup | n an |.
n→∞
(d) Uniform Limits of Holomorphic Functions
Let fj : D → C for j = 1, 2, . . . be a sequence of holomorphic functions on an open set D in
C. Suppose that there is a function f : D → C such that, for any compact subset K of D, the
sequence fj → f uniformly on K. Then f is holomorphic on D.
Proof :
Let z0 ∈ D be arbitrary. Choose r > 0 such that D(z0 , r) ⊂ D. Since {fj } converges to f
uniformly on D(z0 , r) and since each fj is continuous, f is also continuous on D(z0 , r). For any
z ∈ D(z0 , r),
I I I
1 fj (z) 1 fj (z) 1 f (z)
f (z) = lim fj (z) = lim dw = lim dw = dw.
j→∞ j→∞ 2πi |w−z |=r w − z 2πi |w−z |=r j→∞ w − z 2πi |w−z |=r w −z
0 0 0
The interchange of integral and limit is justified by the fact that, for z fixed, fj (w)/(w − z)
converges to f (w)/(w − z) uniformly for w in the compact set {w : |w − z0 | = r}.
(d’) If fj , f, D are as in the Theorem above, then for any integer k,
k k
∂ ∂
fj (z) → f (z)
∂z ∂z
uniformly on compact sets.
Proof :
As we have shown that
I I
1 fj (w) 1 f (w)
fj (z) = dw → dw = f (z)
2πi |w−z0 |=r w−z 2πi |w−z0 |=r w−z
uniformly, we similarly have that
I I
(k) k! fj (w) k! f (w)
fj (z) = k+1
dw → dw = f (k) (z)
2πi |w−z0 |=r (w − z) 2πi |w−z0 |=r (w − z)k+1
as f is holomorphic.
7
(e) Fundamental Theorem of Algebra
Let pn (z) = an z n + · · · + a0 , an 6= 0 be a polynomial of degree n ≥ 1. Then pn (z) must have a
zero in C.
Proof :
1
Assume toward contradiction that pn (z) 6= 0 on C. Then is entire. There exists R ≥ 1 such
pn (z)
that for |z| ≥ R,
1
|an ||z|n ≤ |pn (z)| ≤ 2|an ||z|n .
2
So
1 1 2
≤ 1 ≤ .
pn (z) 2 |an ||z|
n |an |
1
As is continuous it has a maximum on the compact set D(0, R). Let M be this maximum.
pm (z)
Therefore
1 2
≤M+
|pn (z)| |an |
1
for z ∈ C. Therefore is constant, implying pn (z) is constant, contradicting that n ≥ 1.
pn (z)
Therefore pn (z) has a zero in C.
(f ) Uniqueness Theorem
If f (z) is holomorphic in an open connected domain D and if f (z) = 0 on an open subset of D,
then f (z) ≡ 0.
Proof :
Let z0 be an accumulation point of Z(f ).
∂nf
Claim: (z0 ) = 0 for all n ∈ Z+ . Assume toward the contrary that this is not the case. Then
∂z n
∂ n0 f
there is some n0 such that (z0 ) 6= 0. Then, on some disc D(z0 , r) ⊂ D, we have
∂z n0
∞ j
(z − z0 )j
X ∂
f (z) = f (z0 ) .
j=n
∂z j j!
0
and f (z) ≡ 0 on each D(zj , rj ). So f (z) ≡ 0 on D. Note that if f (z) 6≡ 0, then Z(f ) must be
discrete.
8
(f ’) Factorization of a Holomorphic Function.
Let f (z) be holomorphic in D, f 6≡ 0 on D. If z0 ∈ D such that f (z0 ) = 0, then there exists
some k ∈ Z+ and a holomorphic function g where g(z0 ) 6= 0 such that f (z) = (z − z0 )k g(z).
Proof :
Since f (z) 6≡ 0 on D, there is some k such that k is the first positive integer such that
f (k) (z0 ) 6= 0. So
∞
X f (j) (z0 )
f (z) = (z − z0 )j , z ∈ D(z0 , r0 ).
j!
j=k
∞
X f (j+k) (z0 )
f (z) = (z − z0 )k (z − z0 )j
j=0
(j + k)!
Let ∞
X f (j+k) (z0 )
(z − z0 )j
if z ∈ D(z0 , r)
(j + k)!
g(z) = j=0
f (z)
if z ∈ D\D(z0 , r)
(z − z0 )k
f (z)
g(z) is holomorphic in D(z0 , r) and, when z 6= z0 , is holomorphic on D\{z0 }. So
(z − z0 )k
g ∈ C(D). So g is holomorphic in D and
f (k) (z0 )
g(z0 ) = 6= 0
k!
and
f (z) = (z − z0 )k g(z), z ∈ D.
Now I I
f (w) f (w) 1
dw = z−z0 · dz =
|w−z0 |=s2 w − z |w−z0 |=s2 1 − w−z0
w − z0
∞ ∞ ∞
f (w) X (z − z0 )j f (w) X (z − z0 )j f (w)(z − z0 )j
I I I X
k
dw = k
dw = j+1
dw
|w−z0 |=s2 w − z0 j=0 (w − z0 ) |w−z0 |=s2 w − z0 j=0 (w − z0 ) |w−z0 |=s2 j=0 (w − z0 )
9
where the geometric series converges since |z − z0 |/s2 < 1. As this is independent of w, we may
switch order of integration and summation to obtain
∞
I I !
f (w) X f (w)
dw = j+1
dw (z − z0 )j .
|w−z0 |=s2 w − z j=0 |w−z0 |=s2 (w − z0 )
Thus
∞ I !
X 1 f (w)
f (z) = dw (z − z0 )j .
j=−∞
2πi |w−z0 |=r (w − z0 )j+1
converges when
1 1 1 p
≤ R− = p ⇐⇒ |z − z0 | ≥ − = r ⇐⇒ r = lim sup n |a−n |.
z − z0 lim supn→∞ |a−n |
n R n→∞
Proof :
(Riemann Lemma for Removable Singularities)
Let
(z − z0 )2 f (z) if z =
6 z0
g(z) =
0 if z = z0
As f is meromorphic, there exists some δ > 0 such that g is holomorphic in D(z0 , δ)\{z0 }.
g(z) − g(z0 )
lim = lim (z − z0 )f (z) = 0
z→z0 z − z0 z→z0
10
Therefore, when z 6= z0 ,
∞
X ∞
X
(z − z0 )2 f (z) = (z − z0 )2 an+2 (z − z0 )n =⇒ f (z) = an+2 (z − z0 )n .
n=0 n=0
Proof :
Since lim f (z) = ∞, there exists some δ > 0 such that f (z) is holomorphic in D(z0 , δ)\{z0 }
z→z0
1
and |f (z)| ≥ 1 on D(z0 , δ)\{z0 }. Let g(z) = . Then g(z) is holomorphic in D(z0 , δ)\{z0 }
f (z)
and |g(z)| ≤ 1 on D(z0 , δ)\{z0 }. By the Squeeze Theorem, lim (z − z0 )g(z) = 0. By
z→z0
Riemann’s Lemma, z0 is a removable singularity for g. So g is holomorphic in D(z0 , δ) and
∞
1 X
lim g(z) = lim = 0. g(z) = an (z − z0 )n for z ∈ D(z0 , δ) and let k be the number
z→z0 z→z0 f (z)
n=0
such that ak is the first coefficient not equal to 0. Note that k ≥ 1. We have that
∞
X
g(z) = (z − z0 )k an+k (z − z0 )n = (z − z0 )k h1 (z),
n=0
1 1 h(z)
f (z) = = = .
g(z) (z − z0 )k h1 (z) (z − z0 )k
iii. Essential Singularity: z0 ∈ D is an essential singularity of f if and only if lim f (z) does
z→z0
not exist if and only if (Casorati-Weierstrass) f (D(z0 , r)\{z0 }) is dense in C for any r > 0 if
X∞
and only if f (z) = an (z − z0 )n where there are infinitely many n < 0 such that an 6= 0.
n=−∞
Proof :
Suppose there is some r > 0 such that f (D(z0 , r)\{z0 }) is not dense in C. So there is some
1
w0 ∈ C and > 0 such that |f (z) − w0 | ≥ for all z ∈ D(z0 , r)\{z0 }. Let g(z) = .
f (z) − w0
g is holomorphic in D(z0 , r)\{z0 }. So z0 is an isolated singularity of g. Moreover,
1
|g(z)| = ≤ =⇒ lim (z − z0 )g(z) = 0
|f (z) − w0 | z→z0
11
By Riemann’s Lemma z0 is a removable singularity of g. Therefore lim g(z) = c. If c = 0,
z→z0
then
1
lim f (z) = lim w0 + = ∞.
z→z0 z→z0 g(z)
So z0 is a pole of f .
If c 6= 0, then
1 1
lim f (z) = lim w0 + = w0 + .
z→z0 z→z0g(z) c
So z0 is a removable singularity of f . Both of these are a contradiction. Therefore w0 must
be a limit point of f (D(z0 , r)\{z0 }).
If f (D(z0 , r)\{z0 }) is dense in C for any r > 0, then there exists a sequence {zj } ⊂
D(z0 , r)\{z0 } converging to z0 such that f (zj ) → 0 and a sequence {wj } ⊂ D(z0 , r)\{z0 }
converging to z0 such that f (wj ) → 1. So lim f (z) does not exist.
z→z0
(c) Residue Theorem
Suppose D is an open simply connected set in C and that z1 , . . . , zn are distinct points of D.
Suppose that f : D\{z1 , . . . , zn } → C is a holomorphic function and γ is a closed, piecewise C 1
curve in D\{z1 , . . . , zn }. Then
I n I
1 X 1 1
f (z)dz = Res(f (z); z = zj ) dz .
2πi γ j=1
2πi γ z − zj
Proof :
∞
X
Let Sj (z) be the singular part of f at z = zj , i.e. if f (z) = an (z − zj )n , then Sj (z) =
n=−∞
−1
X n
X
an (z − zj )n . Then f (z) − Sj (z) is holomorphic in D. By Cauchy’s Theorem
n=−∞ j=1
I n
X
f (z) − Sj (z)dz = 0.
γ j=1
So
I n I n I X −1
1 X 1 X 1 (j)
f (z) = Sj (z)dz = ak (z − zj )k dz
2πi γ j=1
2πi γ j=1
2πi γ k=−∞
−2
n I I !
X 1 X (j) (j) 1
k
= ak (z − zj ) dz + a−1 dz
j=1
2πi γ k=−∞ γ z − zj
n −2 (j) n
d(z − zj )n+1 (j) 1
I I I
X X ak 1 X 1 1
= +a−1 dz = Res(f (z); z = zj ) dz .
j=1 k=−∞
2πi γ n+1 2πi γ z − zj j=1
2πi γ z − zj
I
1 1
Note: dz is an integer.
2πi γ z − zj
(c’) Computing Residues
Let f be a function with a pole of order k at z0 . Then
k−1
1 ∂
(z − z0 )k f (z)
Res(f (z); z = z0 ) = z=z0
.
(k − 1)! ∂z
Proof :
By the Residue Theorem, for some r > 0,
f (z)(z − z0 )k
I I
1 1
Res(f (z); z = z0 ) = f (z)dz = .
2πi |z−z0 |=r 2πi |z−z0 |=r (z − z0 )k
12
By the proof above, f (z)(z − z0 )k has a removable singularity at z0 , so it may be extended
to a holomorphic function on D(0, r). By Cauchy’s Integral Formula
k−1
(f (z)(z − z0 )k )
I
1 1 ∂
dz = f (z)(z − z0 )k .
2πi |z−z0 |=r (z − z0 )k (k − 1)! ∂z z=z0
1
As z = eiθ , dz = ieiθ dθ, so dz = dθ. Our integral can then be written
iz
Z
1 1 1 1 1
R z+ , z− dz.
|z|=1 2 z 2i z iz
Z ∞
P (x)
(b) dx, Q(x) 6= 0 on R, deg(Q) ≥ deg(P ) + 2.
−∞ Q(x)
If z1 , . . . , zn ∈ R2+ are the roots of Q(z), then consider the curve
Z ∞
P (x)
(c) dx, Q(x) 6= 0 on (0, ∞), deg(Q) ≥ deg(P ) + 2.
0 Q(x)
Let Q(x) = 1 + a1 xn1 + · · · + ak xnk , aj 6= 0. Let n = gcd(n1 , . . . , nk ). Consider the curve
where R is large enough so that all roots of Q(x) with argument between 0 and 2π/n are in DR .
n R
P (rei2π/n ) i2π/n
I Z Z Z
X P (z) P (x) P (z)
2πi Res ; z = zk = = dx + dz + e dr
k=1
Q(z) ∂DR 0 Q(x) CR Q(z) Q(rei2π/n )
13
Z ∞
R→∞ 2π/n P (x)
−→ 1 − e dx + 0
0 Q(x)
where z1 , . . . , zk are the zeros of Q(z) in DR for R large enough.
Z ∞ Z ∞
(d) R(x) cos(x)dx = Re R(x)eix dx , where R(x) is a rational function.
−∞ −∞
Z ∞ Xn
f (x)eix dx = 2πi Res f (z)eiz ; z = zk , for zk ∈ R2+ so long as f (reiθ ) → 0 as
Fact:
−∞ k=1
r → ∞ uniformly for θ ∈ (0, π).
R∞
(e) 0 R(x)xα dx, α ∈ ((−1, 0) ∪ (0, 1)) ∩ Q, R a rational function.
For degR ≤ −2, consider the curve
n Z R Z Z r Z
X P (z)
2πi Res ; z = zk = R(x)xα dx+ R(z)z α dz+ R(xe2πi )xα eiα2π dx− R(x)xα dx.
Q(z) r CR R Cr
k=1
r→0+ ,R→∞
Z ∞ Z ∞ Z ∞
R(x)xα dx − ei2πiα R(x)xα dx − 0 = 1 − ei2πα R(x)xα dx.
0 +
0 0 0
Z ∞
(f ) R(x) ln xdx. Consider the curve
0
Z Z R Z −r Z Z
R(z) ln zdz = R(x) ln xdx+ R(x)(ln |x|+iπ)dx− R(z) ln zdz + R(z) ln zdz.
∂Dr,R r −R Cr CR
8. Argument Principle
(a) Argument Principle
Let f be a meromorphic function on a domain D, f continuous on D, ∂D has piecewise C 1
boundary. If F has neither poles nor zeros on ∂D, then
f 0 (z)
I
1
dz
2πi ∂D f (z)
14
(b) Rouché’s Theorem
Let D be a bounded domain with piecewise C 1 boundary. Let f, g be holomorphic in D and
continuous on ∂D. If
|f (z) + g(z)| ≤ |f (z)| + |g(z)|, z ∈ ∂D,
then #ZD (f ) = #ZD (g).
(c) Hurwitz’s Theorem
Let {fn }, f be holomorphic functions in a domain D ⊂ C. fn (z) is nonzero for z ∈ D. If fn → f
uniformly on any compact subset of D, then either
Corollary If fn → f uniformly on D and f (z) 6= 0 on D, then there exists some N such that
fn (z) 6= 0 for n ≥ N, z ∈ D.
Proof :
Let z0 ∈ D. As D is open, there exists r > 0 such that D(z0 , r) ⊂ D. Let δ = min{|f (z)| :
z ∈ ∂D(z0 , r)} > 0. By uniform continuity, for z ∈ ∂D(z0 , r), there exists some N such that
for any n ≥ N ,
δ
|f (z) − fn (z)| < .
2
We also have
δ
< |f (z)| ≤ |f (z)| + |fn (z)|.
2
Therefore
|f (z) + (−fn (z))| < |f (z)| + | − fn (z)|.
So #ZD(z0 ,r) (f ) = #ZD(z0 ,r) (fn ). So, in particular, as f (z0 ) 6= 0, fn (z0 ) 6= 0. As z0 was
arbitrary, fn (z) 6= 0 for z ∈ D.
(d) Gauss-Lucas Theorem
Let p(z) be a polynomial. Then all the zeros of p0 (z) lie in the convex hull of the zero set of p(z).
Proof :
n
Y
Let p(z) = a (z − aj ).
j=1
n
p0 (z) X 1
= .
p(z) j=1
z − aj
Taking the conjugate of both sides, we have z is a weighted sum with positive coefficients that
sum to one. So z is in the convex hull of the roots of p.
Note that if p(z) = 0 also, then as z is a root of p it is in the convex hull of the zero set of p(z)
already.
15
(e) Open Mapping Theorem
If f is holomorphic and nonconstant in a domain D, then f : D → C is an open mapping.
Proof :
Let O be open in D. Let w0 ∈ f (O). Then there exists a z0 ∈ O such that f (z0 ) = w0 , i.e.
f (z0 ) − w0 = 0. By the Uniqueness Theorem, there exists a δ > 0 such that D(z0 , δ) ⊂ O and
f (z) − w0 6= 0 on D(z0 , δ)\{z0 }. Let = min{|f (z) − w0 | : |z − z0 | = δ} > 0, which exists by
compactness and choice of δ. It suffices to show D(w0 , ) ⊂ f (O), that is, for any w ∈ D(w0 , ),
f (z) − w = 0 has a solution in D(z0 , δ), then D(w0 , ) ⊂ f (D(z0 , δ)) ⊂ f (O). It suffices to show,
for w ∈ D(w0 , ),
0
(f (z) − w) f 0 (z)
I I
1 1
#ZD(z0 ,δ) (f (z) − w) = dz = dz > 0.
2πi ∂D(z0 ,δ) f (z) − w 2πi ∂D(z0 ,δ) f (z) − w
Set
f 0 (z)
I
1
g(w) = dz.
2πi ∂D(z0 ,δ) f (z) − w
By the Argument Principle, g(w) is integer-valued on D(w0 , ). From the definition, g(w) is
continuous on D(w0 , ) as = min{|f (z) − w0 | : z ∈ ∂D(z0 , δ)}, so for z such that |z − z0 | = δ,
|f (z) − w| > 0. Moreover, f (z0 ) = w0 . So g(w0 ) ≥ 1. By continuity, g(w) ≡ g(w0 ) ≥ 1. So
D(w0 , ) ⊂ f (O). So f is an open mapping.
(f ) Maximum Modulus Theorem
Let f be holomorphic in a domain D. If there is some z0 ∈ D such that |f (z)| ≤ |f (z0 )| for all
z ∈ D, then f is constant.
Proof :
Let z0 be as above and assume toward contradiction f be nonconstant . Then f is an open
mapping, so there exists some δ > 0 such that D(f (z0 ), δ) ⊂ f (D). However, there exists a point
on ∂D(f (z0 ), δ), for instance, with modulus greater than |f (z0 )|. This contradicts our choice of
z0 . So f must be constant.
Corollary If f is holomorphic in a bounded domain D and f is continuous on D, then the
maximum of f occurs on ∂D.
Minimum Modulus Theorem If f is holomorphic in a domain and f 6= 0 on D, then if there
is some z0 ∈ D such that |f (z0 )| ≤ |f (z)| for z ∈ D, then f (z) is constant.
1
Proof :Define g(z) = and apply the Maximum Modulus Theorem to g(z).
z
9. Conformal Maps
(a) Schwarz Lemma
Let f : D(0, 1) → D(0, 1) be holomorphic and f (0) = 0. Then
(i) |f (z)| ≤ z for z ∈ D(0, 1)
(ii) If f 0 (0) = 1 or |f (z0 )| = |z0 | for z0 ∈ D(0, 1)\{0}, then f (z) = eiθ z, θ ∈ [0, 2π).
Proof:
f (z) 1 1
(i) Let g(z) = . By Riemann’s Lemma, g is holomorphic in D(0, 1), |g(z)| = |f (z)| ≤
z |z| |z|
for z ∈ D(0, 1).
1
For r < 1, |g(z)| ≤ for z ∈ D(0, r) by the Maximum Modulus Principle. Letting r → 1− ,
r
we have |g(z)| ≤ 1, i.e. |f (z)| ≤ |z|. Note also that this implies that g : D(0, 1) → D(0, 1).
(ii) If z0 6= 0 and |f (z)| = |z0 |, then |g(z0 )| = 1, which by the Maximum Modulus Theorem
implies |g(z)| = 1, i.e. g(z) = eiθ , θ ∈ [0, 2π). So f (z) = eiθ z.
If f 0 (0) = 1, then
f (z) − f (0) f (z)
f 0 (0) = lim = lim = 1,
z→0 z−0 z→0 z
which implies |g(0)| = 1. Again by the Maximum Modulus Theorem, g(z) = eiθ , so f (z) =
eiθ z.
16
(b) Schwarz-Pick Lemma
Let f : D(0, 1) → D(0, 1)
f (z) − f (0)
(i) ≤ |z|
1 − f (0)f (z)
f (z) − f (a) z−a
(ii) Let a ∈ D(0, 1). Then ≤ for z ∈ D.
1 − f (a)f (z) 1 − az
Proof:
f (0) − f (z)
(i) Let g(z) = . Then g : D(0, 1) → D(0, 1). Note g(0) = 0, so by Schwarz Lemma,
1 − f (0)f (z)
|g(z)| ≤ |z|, i.e.
f (z) − f (0)
≤ |z| for z ∈ D(0, 1).
1 − f (0)f (z)
a−z
(ii) Let a ∈ D(0, 1) and define φa (z) = . Then φa (0) = a. Note that f ◦ φa : D(0, 1) →
1 − az
D(0, 1). By the above argument,
f ◦ φa (z) − f ◦ φa (0)
≤ |z| for z ∈ D,
1 − f ◦ φa (0)f ◦ φa (z)
or after simplification
f ◦ φa (z) − f (a)
≤ |z| for z ∈ D.
1 − f (a)f ◦ φa (z)
As this holds for all z ∈ D(0, 1), we may plug in φ−1
a (z) = φa (z) into this function. Therefore
1 − |f (z)|2
Corollary If f : D(0, 1) → D(0, 1), then |f 0 (z)| ≤ for z ∈ D(0, 1)
1 − |z|2
Proof :
By Schwarz-Pick, after rearrangement
Letting a → z, we have
1 − |f (z)|2 1 − |f (z)|2
|f 0 (z)| ≤ =
1 − |z|2 1 − |z|2
as |f (z)|, |z| < 1.
1 − |f (z0 )2
Corollary If there is a z0 ∈ D(0, 1) such that |f 0 (z0 )| = , then
1 − |z|2
f (z) − f (z0 ) z − z0
= .
1 − f (z0 )f (z) 1 − z0 z
Proof:
Proof follows from the Maximum Modulus Theorem.
(c) Image of Boundary under Biholomorphic Maps
Let D1 , D2 be domains in C. Let f : D1 → D2 be biholomorphic. Then f (∂D1 ) ⊂ ∂D2 .
17
(d) Characterization of Aut(D(0, 1))
Let φ ∈ Aut(D(0, 1)), a ∈ D(0, 1) such that φ(a) = 0.
1 − az
Let g(z) = φ(z) . Then g : D(0, 1) → D(0, 1) is holomorphic, g(z) 6= 0 on D and |g(z)| → 1
a−z
as |z| → 1. By the Maximum and Minimum Modulus Theorem, min{|g(z)| : |z| = r} ≤ |g(z)| ≤
max{|g(z)|L|z| = r} for z ∈ D(0, r). Letting r → 1− , we have 1 ≤ |g(z)| ≤ 1 for z ∈ D(0, 1). So
a−z
g(z) = eiθ for θ ∈ [0, 2π). So φ(z) = eiθ φa (z) = eiθ .
1 − az
(e) Möbius Transfoms
az + b
A Möbius Transfom is a rational function of the form f (z) = , where ad − bc 6= 0. For any
cz + d
two circles Γ1 , Γ2 ⊂ C, there exists a Möbius Transfom T that maps Γ1 → Γ2 where z1 , z2 , z3 ∈
Γ1 , zi 6= zj , w1 , w2 , w3 ∈ Γ2 , T (zj ) = wj .
Proof :
We use the real line as an intermediate step. Consider first
z − z1 z2 − z1
S(z) = /
z − z3 z2 − z3
Then
S(z1 ) = 0
S(z2 ) = 1
S(z3 ) = ∞
So S : Γ1 → R.
Consider now
w − w1 w2 − w1
S̃(w) = /
w − w3 w2 − w3
Then
S̃(w1 ) = 0
S̃(w2 ) = 1
S̃(z3 ) = ∞
Define T (z) = S̃ −1 ◦ S. Then
(f ) Conformal Maps
I. R2+ → D(0, 1)
18
II. {z ∈ C : Re(z), Im(z) > 0} → D(0, 1)
19
V. Given two circles C1 , C2 in C that intersect at P, Q, where P ∈ C. Let α denote the interior
angle between C1 and C2 at P . Let S be the area bounded by C1 and C2 .
S → D(0, 1)
20
VII. D(−1, 1) ∩ D(−1/2, 1/2) → D(0, 1)
0 1 1
f 0 (0) = φ02 (φ−1 (0)) φ−1
1 (0) = φ02 (p0 ) = φ02 (p0 ) 0 > 0.
φ01 (φ−1
1 (0)) φ 1 0)
(p
21
Notice that g(z0 ) = 0, g : D → D(0, 1) and g is one-to-one. Also,
10. Reflection Principle (a) Let f (z) be holomorphic on D, D ⊂ R2+ , (a, b) ⊂ D∩R. If f (z) is continuous
on D ∪ (a, b) and f (z) is real-valued for z ∈ (a, b), then f (z) can be extended to a holomorphic
function on De = D ∪ (a, b) ∪ D∗ where D∗ = {z : z ∈ D}.
Corollary Let D be a domain contained in D(z0 , r) so that Γ = {z0 + reiθ : θ1 < θ < θ2 },
Γ ⊂ D ∩ D(z0 , r). Assume f is holomorphic on D, continuous on D ∪ Γ and f is real valued on
r2
Γ. Then f extends to a holomorphic function on D∪Γ∪D∗ where D∗ = {z0 + : z ∈ D}.
z − z0
∞
Y ∞
X
11. Infinite Products (a) (1 + zj ) converges to z 6= 0 if and only if ln(1 + zj ) converges in C.
j=1 j=1
∞
Y ∞
X ∞
Y
(b) (1 + zj ) converges absolutely if | ln(1 + zj )| converges. (1 + zj ) converges absolutely if
j=1 j=1 j=1
∞
X
and only if |zn | converges, for |zn | ≤ 1.
j=1
h1 (z)
f (z) = eg(z)
h2 (z)
f 0 (z)
−F (z)
=e − f (z) + f (z) = e−F (z) (0) = 0.
0
f (z)
Therefore e−F (z) f (z) = eiα , or after rearrangement
f (z) = eF (z)+iα .
22
12. Harmonic Functions
(a) Harmonic Function
u : D → R is harmonic if ∆u = 0 in D.
(b) Dirichlet Boundary Value Problem
For a continuous φ on ∂D(0, 1), consider the conditions
∆u(z) = 0 if z ∈ D(0, 1)
u=φ on ∂D(0, 1)
This has the unique solution
2π
1 − |z|2
Z
1
u(z) = φ(eiθ )dθ.
2π 0 |1 − ze−iθ |2
Proof :
We first show that u(z) is harmonic. We begin by writing
1 − |z|2 eiθ e−iθ
= + − 1.
|1 − ze−iθ |2 eiθ − z e−iθ − z
Therefore, for z ∈ D(0, 1),
Z 2π Z 2π Z 2π
1 iθ eiθ 1 iθ e−iθ 1
u(z) = φ(e ) iθ dθ + φ(e ) −iθ dθ − φ(eiθ )dθ.
2π 0 e −z 2π 0 e −z 2π 0
The first integral is a holomorphic function (so it is harmonic) on D(0, 1) since eiθ /(eiθ − z) is
holomorphic in z on D(0, 1). The second integral is harmonic, since its derivative with respect to
z is 0. The final integral is a constant, so it is also harmonic on D(0, 1). So u is harmonic.
It remains to show that u is continuous at the boundary, i.e.
lim u(z) = φ(z0 )
z→z0
23
(c) Harnack’s Inequality
Let u be a nonnegative harmonic function on D(0, R). Then for z ∈ D(0, R),
R − |z| R + |z|
u(0) ≤ u(z) ≤ u(0).
R + |z| R − |z|
Proof :
Without loss of generality, we may assume u is continuous on the boundary. Recall
Z 2π
1 R2 − |z|2
u(z) = u(Reiθ ) dθ.
2π 0 |Reiθ − z|2
Now
R2 − |z|2 R2 − |z|2 R + |z|
iθ 2
≤ 2
= .
|Re − z| (R − |z|) R − |z|
From these two above equations, we have
2π
R + |z| 1 R + |z|
Z
u(z) ≤ u(Reiθ )dθ = u(0).
R − |z| 2π 0 R − |z|
Similarly, note that
R2 − |z|2 R2 − |z|2 R − |z|
≥ = ,
|Reiθ − z|2 (R + |z|)2 R + |z|
which yields the other inequality.
(d) Corollary
Let u be a positive harmonic function in a domain D. For any compact K ⊂ D there exists a constant
CK dependent only on K and D such that
Proof:
Let 1 > δ = dist(∂D, K). As K is compact, there exist finitely many points z1 , . . . , zn ∈ K such
that ∪D(zj , δ) covers K. For any zj and z ∈ D(zj , δ) ∩ K, we have
1 + |z 1+δ
u(z) ≤ u(zj ) ≤ u(zj ),
1 − |z| 1−δ
1 − |z| 1−δ
u(z) ≥ u(zj ) ≥ u(zj ).
1 + |z| 1+δ
Therefore 2 2
1+δ 1+δ 1−δ 1+δ
u(z) ≤ u(zj ) = u(zj ) ≤ u(z).
1−δ 1−δ 1+δ 1−δ
2
1+δ
Let CK = . Then, we have
1−δ
24
Let z0 ∈ D. We have two cases.
Case 1: lim un (z0 ) = ∞.
n→∞
Then, for any K ⊂ D, by Harnack’s Inequality, there is some CK > 0 such that
1
un (z) ≥ un (z0 ), z ∈ K,
CK
So lim un (z) = ∞ uniformly on K.
n→∞
Case 2: dis limn→∞ un (z0 ) = c0 < ∞.
0
In this case, for any K ⊂ D there exists some CK such that
0 0
un (z) ≤ CK un (z0 ) ≤ CK c0 < ∞.
Then lim un (z) =: u(z) is finite. Let K → D. Then there exists a function u on D such that
n→∞
lim un (z) = u(z), for z ∈ D.
n→∞
Notice if m > n, um (z) − un (z) ≥ 0, so
1 − |z| 1 + |z|
(− ln |f (z)|) ≤ − ln |f (z)| ≤ (− ln |f (0)|).
1 + |z| 1 − |z|
Similarly, we have
1 − |z| 1 + |z|
(−2 ln |f (z)|) ≤ − ln |f (z)2 | ≤ (−2 ln |f (0)|),
1 + |z| 1 − |z|
25
or 1−|z|
|f (z)|2 ≤ e−2 1+|z| |f (0)|,
which on |z| ≤ 1/5, reduces to
1−1/5
max{|f (z)|2 } ≤ e−2 1+1/5 |f (0)| = e−4/3 |f (0)|,
which gives us the desired result.
To show that the bound is sharp, consider the function
1−z
g(z) = e− 1+z .
1+1/7 1−1/5
Then min{g(z) : |z| ≤ 1/7} = e− 1−1/7 = e−4/3 . Similarly, max{g(z)2 : |z| ≤ 1/5} = e−2 1+1/5 =
e−4/3 .
(g) Maximum Principle for Harmonic Functions
If u is harmonic in D and there is some z0 ∈ D such that u(z0 ) ≥ u(z) for z ∈ D then u(z) ∼
= u(z0 ).
Proof :
By the Mean-Value Property
Z 2π
1
u(z0 ) = u(z0 + reiθ )dθ, 0 ≤ r < dist(∂D, z0 ),
2π 0
so Z 2π
1
u(z0 + reiθ ) − u(z0 ) dθ.
0=
2π 0
As u(z0 ) ≥ u(z0 + reiθ ) for all r, θ, by continuity, we have
u(z0 ) = u(z0 + reiθ )
for all r, θ. Therefore, for any z ∈ D, as D is open and connected, there exists a path γz : [0, 1] → D
such that γz (0) = z0 , γz (1) = z and overlapping discs on points z1 , . . . , zk of γz with radii ri
respectively. As we get equality in each disc, by transitivity, we get u(z0 ) = u(z).
(h) Automorphisms of Annuli
Define A(0; 1, R) = {z ∈ C : 1 < |z| < R}. A(0; 1, R1 ) and A(0; 1, R2 ) are biholomorphically equiva-
lent if and only if R1 = R2 , where R1 , R2 > 1.
Proof :
If we assume R1 = R2 the result holds as the identity map suffices.
Conversely, assume there exists a biholomorphic map φ : A(0; 1, R1 ) → A(0; 1, R2 ). φ−1 is contin-
uous, so φ is proper, therefore φ : ∂A(0; 1, R1 ) → ∂A(0; 1, R2 ). We claim φ(∂D(0, 1)) = ∂D(0, 1)
and φ(∂D(0, R1 )) = ∂D(0, R2 ) or φ(∂D(0, 1)) = ∂D(0, R2 ) and φ(∂D(0, R1 )) = ∂D(0, 1). This
holds as the continuous image of a connected set is connected since if otherwise, by connect-
edness, without loss of generality (the other case is identical) φ(∂D(0, 1)) ⊂ ∂D(0, 1). Then if
∂D(0, 1)∩φ(∂D(0, R1 )) 6= ∅, we have φ(∂D(0, R1 )) is not connected as ∂D(0, R2 ) ⊂ φ(∂D(0, R1 )).
Assume first the case where |φ(z)| = 1 for |z| = 1 and |φ(z)| = R2 for |z| = R1 . Consider
log R2
u(z) = log |φ(z)| − log |z|.
log R1
Then u(z) = 0 when |z| = 1 or |z| = R1 . By the Maximum and Minimum Principles, u(z) ≡ 0 on
A(0; 1, R1 ). Therefore
φ(z) φ(z)
log log R2 = 0 =⇒ log R2 = 1,
z log R1
z log R1
log R2
or after simplification, φ(z) = eiθ z log R1 . As φ is holomorphic, log R2 /logR1 is an integer. As φ is
injective, log R2 / log R1 = 1, i.e. R1 = R2 as desired. So biholomorphic maps in this case are of
the form φ(z) = eiθ z.
Assume now that |φ(z)| = R2 for |z| = 1 and |φ(z)| = 1 for |z| = R1 . Consider ψ(z) = φ(R1 /z).
Then |ψ(z)| = 1 for |z| = 1 and |ψ(z)| = R2 for |z| = R1 . As we have seen above, ψ(z) = eiθ z
and R1 = R2 . Therefore φ(z) = eiθ R1 /z.
26
13. Sub-harmonic Functions (a) Definition 1
u ∈ C 2 (D) is sub-harmonic if ∆u ≥ 0.
(b) Definition 2
u is sub-harmonic if
i. u is Upper Semi-Continuous,
Z 2π
1
ii. u(z) ≤ u(z + reiθ )dθ for appropriate r.
2π 0
(c) Sub-harmonic Functions
For u ∈ C 2 (D), these two definitions are equivalent.
Proof :
Assume first that ∆u ≥ 0. By Green’s Theorem, for n normal to ∂D at z,
Z Z Z
∂u ∂v
vdσ − udσ = ∆uv − ∆vudA.
∂D ∂n ∂D ∂n D
So
2π Z 2π Z 2π
|z − z0 | 1 |z − z0 | 1
Z
1 1 ∂ 1 ∂
u(z0 + reiθ )dθ = log dθ − u(z + reiθ ) log dθ
2π 0 2π 0 ∂n r r 2π 0 ∂n r r
|z − z0 | |z − z0 |
Z
1 1
= ∆ log u(z) − ∆u log dA.
r 2π D(z0 ,r) r r
1 |z − z0 |
We have log = δz0 , so
2π r
|z − z0 | |z − z0 | |z − z0 |
Z Z
1 1 1
∆ log u(z)−∆u log dA = u(z0 )+ ∆u log DA ≥ u(z0 ).
r 2π D(z0 ,r) r r 2π D(z0 ,r) r
Z 2
1
Assume now that u(z0 ) ≤ πu(z0 + reiθ )dθ for all r < dist(z0 , ∂D). By the identity
2π 0
established in what we have shown above,
Z 2π Z
1 iθ 1 r
u(z0 + re )dθ = u(z0 ) + ∆u log dA.
2π 0 2π D(z0 ,r) |z − z0 |
Therefore we know that Z
1 r
0≤ ∆u log dA.
2π D(z0 ,r) |z − z0 |
We claim ∆u(z0 ) ≥ 0 for all z0 ∈ D. If not, then fix z0 such that ∆u(z0 ) < 0. Then there exists
an r0 < r such that ∆u(z) < −0 for z ∈ D(z0 , r0 ). Then we have
Z Z
r0 r0
0≤ ∆u log dA ≤ −0 log dA < 0,
D(z0 ,r0 ) |z − z0 | D(z0 ,r0 ) |z − z0 |
a contradiction. This proves our claim.
(d) Jensen’s Inequality
If u is subharmonic and φ is convex on the range of u then
Z 2π Z 2π
1 1
φ u(z + reiθ )dθ ≤ φ ◦ u(z + reiθ )dθ.
2π 0 2π 0
Proof :
We have
∞
Z 2π n
! n
! Z 2π
1 iθ
X
iθk
X X
iθk 1
φ u(z + re )dθ = φ u(z + re ∆θk ) ≤ φ u(z + re ) ∆θk = φ◦u(z+reiθ )dθ.
2π 0 2π 0
k=1 k=1 k=1
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(e) Examples of Subharmonic functions
log |f | is subharmonic
(f ) Hadamard Three-Line Theorem
Let f be holomorphic on S(a, b) = {x+iy : a < x < b} and define M (x, f ) = max{|f (z)| : Re(z) = x}.
Assume M (a, f ), M (b, f ) < ∞. Then if |f (z)| ≤ BeA|z| on S(a, b), for real numbers A, B, then
M (x, f ) is finite and log(M (x, f )) is convex.
Proof :
The proof proceeds by cases.
Case 1: Assume f (z) is bounded on S(a, b). Then there is some M < ∞ such that |f (z)| < M .
Therefore M (x, f ) < M for x ∈ [a, b]. It remains to show that log M (x, f ) is convex. log M (x, f )
b−x x−a
is convex if, since we may write x = a+ b,
b−a b−a
b−x x−a
log M (x, f ) ≤ log M (a, f ) + log M (b, f ).
b−a b−a
Notice that this is equivalent to
b−x x−a
|f (x + iy)| ≤ M (x, f ) ≤ M (a, f ) b−a M (b, f ) b−a ,
since |az | = ax .
b−z z−a
Define g(z) = f (z)M (a, f ) b−a M (b, f ) b−a . Then
for y ≥ 1 M min{M (a, f ), M (b, f )}−1 . Then, by the Maximum Modulus Principle, |g (z)| ≤ 1 on
S(a, b). Letting → 0+ , we have |g(z)| ≤ 1, which proves our claim.
Case 2: |f (z)| ≤ BeA|z| .
Consider the function b−z a−z 2
g (z) = f (z)M (a, f )− b−a M (b, f )− b−a ez .
Then we have 2 2
−y 2 ) 2
|g (a + iy)| ≤ 1|e(a+iy) = e(a ≤ ea ,
and similarly
2
|g (b + iy)| ≤ eb .
For x ∈ [a, b], |y| >> 1 we have
b−x x−a 2
−y 2 ) 2
−y 2
|g (x + iy)| = |f (z)|M (a, f )− b−a M (b, f )− b−a e(x ≤ BeA|z| min{M (a, f ), M (b, f )}−1 eb
2
−y 2
= BeA(b+|y|)+b min{M (a, f ), M (b, f )}−1 ≤ 1
2
for y appropriately large. Therefore, |g (z)| ≤ eb for z ∈ S(a, b). Letting → 0+ yields
b−z a−z
|f (z)|M (a, f )− b−a M (b, f )− b−a ≤ 1
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(g) Hadamard Three-Circle Theorem
Let f (z) be holomorphic in A(0; r, R) and define M (r, f ) = max{|f (reiθ )| : θ ∈ [0, 2π)},. If
M (r, f ), M (R, f ) < ∞, then log M (et , f ) is convex on (log r, log R).
Proof :
Let S = {x + iy : y ∈ R, log r < x < log R} and define F to be
F (z) = f (ez ),
so F is holomorphic on S and |F (z)| = |f (ez )|. Then we have |F (log r + iy)| = |f (reiy )| ≤ M (r, f )
and similarly |F (log R + iy)| ≤ M (R, f ). Then, by the previous theorem, we have
log R−log r0 log r0 −log r
|f (r0 eit )| = |F (log r0 + it)| ≤ M (a, f ) log R−log r M (b, f ) log R−log r
Proof:
Let
f (z)
g(z) = Q .
n R(z−aj )
j=1 R2 −aj z
|f (Reiθ )|
|g(Reiθ )| = Q = |f (Reiθ ).
n R(z−aj )
j=1 R2 −aj z
Further
n
f (0) X R
log |g(0)| = log Qn |a | = log |f (0)| + log ,
j
j=1
|aj|
j=1 R
so
n
X r
log < − log |f (0)| = 10 log 2.
j=1
|aj |
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Without loss of generality, the zeros of f in D(0, 1/2) are a1 , . . . , ak , k ≤ n. Then
k n
X r X r
≤ log ≤ 10 log 2.
j=1
|aj | j=1
|aj|
r r
For aj ∈ D(0, 1/2), log ≥ log , so
|aj | 1/2
k
X r r
10 log 2 ≥ log ≥ k log ,
j=1
|aj | 1/2
which defines a meromorphic function on Re(z) > −(n+1) with simple poles at z = 0, −1, −2, . . . , −n
for any positive integer n.
Note also, that Γ(n) = (n − 1)! for positive integer values n, so
z−k 1 (−1)k
Res(Γ(z); z = −k) = lim Γ(z+k+1) = Γ(1) = .
z→−k z · · · (z + k) (−k)(−k + 1) · · · (−k + k − 1) k!
30