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Prereqs: Analysis at the level of 451, multivariable calculus, and familiarity with complex numbers. • HW: Generally due Monday (proofy ...
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Faye Jackson
- MATH Notes on - December 22, (Complex Analysis)Faye Jackson August 30th, 2022 MATH 596 - II.
Because C = R[i] there is a Galois automorphism for this field extension z = x + iy 7 → z := x − iy called complex conjugation which fixes R. We know z 1 + z 2 = z 1 + z 2 z 1 z 2 = z 1 · z 2.
We then define the norm squared of z to be the multiplication of all its Galois conjugates (works for any finite Galois extension), that is |z|^2 := z · z = x^2 + y^2 ∈ R≥ 0.
Compatibility of |z| =
q |z|^2 with the Euclidean metric on R^2. This along with the fact that C ∼= R^2 as a vector space justifies the identification of C with R^2 If z ̸= 0, z = x + iy then z |z| =^
x |z| +^ i
y |z| lies on the unit circle S^1. Thus we can write this complex number as z |z| = cos^ θ^ +^ i^ sin^ θ for some θ ∈ R. Please note θ is uniquely defined only up to adding integer multiples of 2π and only when z ̸= 0. This number θ is called the argument of z, denoted arg(z). We let eiθ^ := cos θ + i sin θ so that z = |z| eiθ^ in these “polar” coordinates. The nice thing about polar coordinates is that if z = reiα, w = ρeiβ^ then zw = rρ · ei(α+β). Thus |zw| = r 1 r 2.
A critical feature of C is that it is algebraically closed. In other words, we have Theorem II.2.1 (The Fundamental Theorem of Algebra) Every nonconstant polynomial in C[X] has a root in C. This is the historical origin of the complex numbers. In the 16th century, Cardano and others were solving cubic equations over R which have solutions in R! However, their calculations/algorithms included complex numbers which cancelled in the end to give real solutions. Example II.2. Fix a ∈ C. We must solve z^2 = a. If a = 0 there is one solution, z = 0. If a ̸= 0, write a = reiθ^ , then we may take ω = eiθ/^2 , −ω = ei(θ/2+π)^ so that (±ω)^2 = eiθ^. Then ±ω√r are two roots of a, and neither can be “preferred”
Faye Jackson August 30th, 2022 MATH 596 - II.
Proposition II.2.2 (see HW) There is no continuous (topology!) function f : C → C such that (f (z))^2 = z for all z ∈ C. In other words, there is no continuous choice of a square root.
Proof. HW.
Definition II.2. Let n ∈ N and consider the equation zn^ = 1. The solutions of this equation are called the roots of unity of order n.
Proof there are n n-th roots of unity. Note if zn^ = 1, then |z|n^ = 1, so |z| = 1. Note zn^ − 1 has polynomial derivative nzn−^1 , whose only solution is 0, so no roots are repeated. Explicitly, we have solutions zj = eiθj^ where
θj =^2 πjn
for j ∈ Z. Up to integer multiples of 2π, there are n such arguments, and n such zj.
A similar arguments shows that any nonzero complex number z has n different n-th roots that are exactly spaced around the circle of radius |z|^1 /n.
C is a metric space as d(z, w) = |z − w|. Refresher on the induced topology is
We add a single point to C, called the point at infinity and denoted ∞ to get Cb := C ∪ {∞}.
Faye Jackson September 1st, 2022 MATH 596 - III.
Let U ⊆ C be open, f : U → C, we’re going to define holomorphic functions (in Gamelin [Gam03], this is “analytic”) Definition III.0. The function f is holomorphic at z 0 ∈ U provided that
hlim→ 0 f^ (z^0 +^ h h)^ −^ f^ (z^0 ) exists, and in that case we call that limit the derivative f ′(z 0 ). The function f is holomorphic on U provided that it’s holomorphic at all points inside U. If C ⊆ U is closed, then we say f : C → C is holomorphic on C provided that there is an open set containing C on which f is holomorphic. f is said to be entire provided that f is holomorphic on all of C. Proposition III.0. If f, g : U → C are holomorphic at some z 0 ∈ U then (1) f + g is holomorphic, (f + g)′^ = f ′^ + g′. (2) f g is holomorphic, (f g)′^ = f ′g + f g′. (3) If g(z 0 ) ̸= 0, then f /g is holomorphic at z 0 and (^) f g
(z 0 ) = f^
′(z 0 )g(z 0 ) − f (z 0 )g′(z 0 ) (g(z 0 ))^2 (4) If f : Ω → U is holomorphic at z 0 , g : U → C is holomorphic at f (z 0 ), g ◦ f is holomorphic at z 0 and (g ◦ f )′(z 0 ) = g′(f (z 0 ))f ′(z 0 )
Proof. Same as in R! Just manipulating limits with each other. Example III.0. Polynomials are entire! The proof is now easy. Constants and the identity map are both entire (exercise), and polynomials are sums/products of these. Question: How can we tell if a function is holomorphic at a given point z 0 ∈ U? In the case of complex differenitation, the derivative is a complex number... Consider f : C → C, we can view this as a map F : R^2 → R^2 , and then the derivative of F is a linear transformation with standard basis on R^2 , namely ∂F ∂x 1 ∂F ∂y 1 ∂F 2 ∂x ∂F 2 ∂y
Faye Jackson September 6th, 2022 MATH 596 - III.
Proposition III.0.2 (Cauchy-Riemann Equations) Writing f = u + iv which is holomorphic at some z 0 = x 0 + iy 0 , we have ∂u ∂x =^
∂v ∂y
∂u ∂y =^ −^
∂v ∂x in other words ∂f ∂x =^ −i
∂f ∂y.
Proof. Consider the limit
hlim→ 0 f^ (z^0 +^ h h)^ −^ f^ (z^0 ) Write h = h 1 + ih 2 , and approach along real/imaginary axes
f ′(z 0 ) = (^) hlim 1 →^0
f (z 0 + h 1 ) − f (z 0 ) h 1 =^
∂f ∂x =^
∂u ∂x +^ i
∂v ∂x. Similarly
f ′(z 0 ) = (^) hlim 2 →^0
f (z 0 + ih 2 ) − f (z 0 ) ih 2 =^ −i
∂f ∂y =^
∂v ∂y −^ i
∂u ∂y. Equating these gives the Cauchy-Riemann equations above. Remark III.0. If f is complex differentiable at z 0 ∈ U , then it is continuous at z 0. Write
f (z 0 + h) − f (z 0 ) = h
(^) f (z 0 +^ h)^ −^ f^ (z 0 ) h
and take the limit as h → 0. Note:
|f ′(z 0 )|^2 =
(^) ∂u ∂x +^ i
∂v ∂x
(^) ∂u ∂x
(^) ∂v ∂x
= ∂u∂x · ∂u∂y − ∂v∂x · ∂u∂y
which is the determinant of the Jacobian when we view this as a map R^2 → R^2. Gamelin’s definition requires that f ′(z 0 ) exists and also that f ′(z) is continuous at z 0. Later we will show that the derivative of a holomorphic function (at z)) is also holomorphic at z 0 , which will give us lots of extra stuff If we assume this, then the functions u, v in f = u + iv will have continuous partial derivatives of every order, and so the mixed partials will agree... this is useful to keep in mind. Stuff:
Faye Jackson September 6th, 2022 MATH 596 - III.
∆v := ∂
(^2) v ∂x^2 +^
∂^2 v ∂y^2 = 0. Definition III.0. A smooth function u : R^2 → R that satisfies Laplace’s equation
∆u := ∂
(^2) u ∂x^2 +^
∂^2 u ∂y^2 = 0 is said to be harmonic The real and imaginary parts of a holomorphic function are thus harmonic. Definition III.0. If two harmonic functions u, v : R^2 → R satisfy Cauchy-Riemann equations, then v is said to be “the” harmonic conjugate of u (unique up to an additive constant). Example III.0. Let u = x^2 − y^2. This is harmonic. Can we build a harmonic conjugate? Well we know ∂v ∂y =^
∂u ∂x = 2x^
∂v ∂x =^ −^
∂u ∂y = 2y. We’re led to consider v = 2xy + const. Building the function f = u + iv yields f (z) = (x^2 − y^2 ) + i(2xy + const) = z^2 + i · const. Formal + Helpful: Consider f (x, y) = u(x, y) + iv(x, y), z = x + iy, z = x − iy. Then x = 12 (z + z), y = − 2 i (z − z). We want to change variables from (x, y) to (z, z). We define new operators
∂f ∂z =
(^) ∂f ∂x −^ i
∂f ∂y
∂f ∂z =
(^) ∂f ∂x +^ i
∂f ∂y
To say that f is holomorphic (aka u, v satisfy the Cauchy-Riemann equations) is exactly to say ∂f∂z = 0, and this gives ∂f∂z = f ′. If f is holomorphic, then is 1/f holomorphic? Yes, provided that f is nonzero. Rational functions! Let R(z) = P (z)/Q(z) where P, Q are polynomials and P, Q have no common roots. The zeros of Q are called poles of R. We extend R to a function Rb : Cb → Cb by taking Rb(z) = ∞ for z a pole of R. We could also consider
R^ b(∞) = lim z→ 0 R(z).
It is nicer to use a related function R 1 (z) = R(1/z), and define Rb(∞) = Rb 1 (0). Note that R(1/z) is a rational function
R(z) = a^0 +^ a^1 z^ +^ · · ·^ +^ amz
n b 0 + b 1 z + · · · + bmzm R 1 (z) = zm−n
(^) a 0 zn^ +^ a 1 zn−^1 +^ · · ·^ +^ an b 0 zm^ + b 1 zm−^1 + · · · + bm
Faye Jackson September 8th, 2022 MATH 596 - III.
If m > n, R(z) has a zero of order m − n at ∞, define Rb(∞) = 0. If m < n, the point at infinity is a pole of order n − m so Rb(∞) = ∞. If m = n, then Rb(∞) = a bmn ̸= 0, ∞. Consider R(z) = zz^2 +57− 53 i. The zeros of Rb are ±
− 57 i, and the poles are z = 53, ∞. Fact: The total number of zeros of a rational function is equal to max (n, m) which is also equal to the number of poles wher we count with multiplicity. Find it in your book! Definition III.0. The degree of a rational function R(z) = P (z)/Q(z) is max(deg P, deg Q). This will agree with the topological degree, which you might know about. Definition III.0.5 (M¨oius tranformations) A M¨obius transformation is a rational function of degree 1. M¨obius transformations are in fact the automorphisms (bijective, holomorphic, with holomorphic inverse) of Cb. To think about defining whether a function f : bC → Cb is holomorphic at ∞, consider testing if f (1/z) : Cb → Cb is holomorphic at 0. Example III.0. When if f (z) = azcz++bd a M¨obius tranformation? Maybe we should think about if
det a^ b c d
= ad − bc ̸= 0.
We say a M¨obius transformation g is affine provided that g(∞) = ∞, and we can then express g(z) = αz+β for some α, β ∈ C. The affine group is then
{z 7 → αz + β | α ̸= 0, β ∈ C} = Aut(C). Stuff:
C C
z αz
LM
To say f is holomorphic at a point, we will always mean f is holomorphic on a neighborhood of z 0. We’re headed to Gamelin, II.4-7, Ahlfors 3.2-3.3. Now back to M¨obius transformations If we have a M¨obius transformation f (z) = azcz++db we note that f (∞) = ac , c ̸= 0 f (∞) = ∞, c = 0
f −^1 (∞) = −c d, c ̸= 0 f −^1 (∞) = ∞, c = 0.
Faye Jackson September 8th, 2022 MATH 596 - III.
Algebraically, M¨ob is a group with respect to the binary operation of composition. We can think of this as a matrix group via GL 2 (C). Namely via the map a b c d
7 → fA(z) = azcz ++ d b.
The determinant being nonzero corresponds to ad − bc ̸= 0, which we require. One can check this is a surjective homomorphism. The kernel is
ker(GL 2 (C) → M¨ob) =
λ 1 0 0 1
| λ ∈ C \ { 0 }
which may be easily checked. We often call the quotient of GL 2 (C) by this kernel the “projective general lienar group”
PGL 2 (C) := GL 2 (C)
λ 1 0 0 1
| λ ∈ C \ { 0 }
∼= M¨ob
We could normalize our matrices to have determinant one...
SL 2 (C) = {A ∈ GL 2 (C) | det(A) = 1}
There is then a homomorphism SL 2 (C) → M¨ob with kernel
. This gives us
∼= M¨ob.
This is in some sense 3-dimensional, as we have four variables and one condition, ad − bc = 1. There are three fundamental types of M¨obius transformations (1) Linear, z 7 → αz where α ∈ C \ { 0 }. (2) Translation, z 7 → z + β for some β ∈ C. (3) Inversion, z 7 → (^1) z. Theorem III.0. We have that (i) The group M¨ob is generated by translation, linear maps, and inversion. (ii) The action of M¨ob on Cb is “simply 3-transitive” i.e. for any two triples of distinct points (p 1 , p 2 , p 3 ), (q 1 , q 2 , q 3 ) on Cb there exists a unique M¨obius transformation taking pj to qj. (iii) The action of M¨ob on Cb preserves circles.
Proof of (ii). For existence, it suffices to show that any triple (p 1 , p 2 , p 3 ) can be sent to (0, 1 , ∞), then take
f (z) = ((pp^2 −^ p^3 )(z^ −^ p^1 ) 2 −^ p 1 )(z^ −^ p 3 )^
Faye Jackson September 13th, 2022 MATH 596 - III.
Caution: Breaking the rules a bit if one of the pi is ∞... but just adjust and change formula a bit. Namely one of these three formulas p 2 − p 3 z − p 3 , p^1 =^ ∞^
z − p 1 z − p 3 , p^2 =^ ∞^ z^7 →^
z − p 1 p 2 − p 1 , p^3 =^ ∞.
To prove uniqueness, suppose g ∈ M¨ob that sends (p 1 , p 2 , p 3 ) 7 → (0, 1 , ∞). We must examine f ◦ g−^1. This is a M¨obius transformation fixing 0, 1 , ∞. Check that the only such map is the identity. Something cool: Suppose p 1 , p 2 , p 3 , p 4 are distinct points in C that lie on a circle Γ ⊆ C. The M¨obius transformation f (z) = (^) z−^1 p 1 sends the circle Γ to a line L = f (Γ). Let qk = f (pk), k = 2, 3 , 4. Choose the ordering so on the circle p 3 is between p 2 , p 4. Then q 3 is between q 2 , q 4. This gives that
|q 2 − q 4 | = |q 2 − q 3 | + |q 3 − q 4 |
plug in qk = (^) pk^1 − 1 and simplyify to get
|p 1 − p 3 | · |p 2 − p 4 | = |p 1 − p 2 | · |p 3 − p 4 | + |p 1 − p 4 | · |p 2 − p 3 |
Theorem III.0.5 (Ptolemy’s Theorem) A quadrilateral can be inscribed in a circle if and only if the sum of products of lengths of opposite edges is equal to the product of the lengths of the diagonals.
Stuff:
This is a group with respect to function composition, we saw an isomorphism with familiar groups earlier. Furthermore we have
M¨ob ⊆ Aut(Cb) := {g : Cb → Cb | g is a biholomorphism}.
Faye Jackson September 13th, 2022 MATH 596 - III.
Theorem III.0. Consider these neat properties (i) If f ∈ M¨ob is the unique element sending (p 1 , p 2 , p 4 ) 7 → (0, 1 , ∞) then [p 1 , p 2 , p 3 , p 4 ] = f (p 3 ). In particular, [p 1 , p 2 , p 3 , p 4 ] takes values in Cb \ { 0 , 1 , ∞}. (ii) Two quadruples (p 1 , p 2 , p 3 , p 4 ) and (q 1 , q 2 , q 3 , q 4 ) can be sent to each other by M¨obius transfor- mations if and only if [p 1 , p 2 , p 3 , p 4 ] = [q 1 , q 2 , q 3 , q 4 ]. (iii) If f : Cb → Cb is a homeomorphism that preserves cross ratios of ALL quadruples, then f is a M¨obius transformation. (iv) Four points p 1 , p 2 , p 3 , p 4 lie on the same circle in C if and only if [p 1 , p 2 , p 3 , p 4 ] ∈ R. Back to holomorphic discussion! Recall III.0. f : U → C, z 0 ∈ U , we say that f is holomorphic at z 0 means f is holomorphic on a neighborhood of z 0 , that is for any z within that neighborhood the limit
f ′(z) := lim h→ 0 f^ (z^ +^ h h)^ −^ f^ (z)∈ C exists. We showed that if f = u + iv then
∂x +^ i^ ∂ ∂y
f = 0
∂v ∂y
∂u ∂y =^ −^
∂v ∂x.
Proof. We will use Taylor’s Theorem for real variables. Consider some point z 0 = (x 0 , y 0 ) ∈ U , and consider some small h = (h 1 , h 2 ). We see that
u(x 0 + h, y 0 + k) − u(x 0 , y 0 ) = ∂u∂x (x 0 ,y 0 )
· h 1 + ∂u∂y (x 0 ,y 0 )
· h 2 + ε 1
and
v(x 0 + h, y 0 + k) − v(x 0 , y 0 ) = ∂v∂x (x 0 ,y 0 )
· h 1 + ∂v∂y (x 0 ,y 0 )
· h 2 + ε 2
Faye Jackson September 13th, 2022 MATH 596 - III.
where ε 1 , ε 2 tend to 0 more rapidly than h + ik in the sense that ε 1 h 1 + ih 2 ,^
ε 2 h 1 + ih 2 →^0 ⇐⇒^
|ε 1 |^2 h^21 + h^22 ,^
|ε 2 |^2 h^21 + h^22 →^0 as h = h 1 + ih 2 → 0. Using the Cauchy-Riemann equations, we have that
f (z 0 + h) − f (z 0 ) = ∂f∂x (x 0 ,y 0 )
· h + ε 1 + iε 2. (^) hlim→ 0 f^ (z^0 +^ h h)^ −^ f^ (z^0 )= ∂f∂x (x 0 ,y 0 )
Thus f ′(z 0 ) exists. Using this converse, one may show the exponential exp : C → C is holomorphic. Recall the definition below exp : C → C x + iy 7 → ex^ · eiy = ex^ cos y + i sin y.
Exercise III.0. Show that exp is holomorphic by showing it satisfies the Cauchy-Riemann. For the logarithm, we need to use the inverse function theorem. This gets an upgrade in the setting of complex analysis! Theorem III.0. Suppose f is holomorphic on the open set Ω ⊆ C and f ′(z 0 ) ̸= 0 for z 0 ∈ Ω. Then there exists a neighborhood U containing z 0 on which
(f (z)) = (^) f ′^1 (z).
Proof. The first two bullet points come from analysis of real variables by using the identification R^2 ∼= C. Take g = f −^1 , and let w = f (z), w 1 = f (z 1 ). Then we want to show g′(w 1 ) exists. Consider
wlim→w 1 g(w w)^ −−^ gw(w^1 ) 1 = lim z→z 1 f (z^ z)^ −−^ zf^1 (z 1 ) = (^) f ′(^1 z 1 )^
We must show Log(z) : C \ R≤ 0 → C is holomorphic, where Log(z) = log |z| + i Arg(z).
Well, consider exp : R × (−π, π) → C \ R≤ 0 and use the inverse function theorem... Note exp is already bijective on this domain.
Faye Jackson September 15th, 2022 MATH 596 - IV.
Chapter 3/III in Gamelin.
Definition IV.1. A path in the plane is a continuous function γ : [a, b] → C, and we say it is a path from γ(a) to γ(b). A path γ is simple provided that γ (^) [a,b) is injective. The path γ is closed provided that γ(a) = γ(b). All paths γ have an orientation, γ(a) is the initial point and γ(b) is the end point.
Faye Jackson September 15th, 2022 MATH 596 - IV.
A path is called smooth if it is smooth as a function. If we have paths γ : [0, 1] → C from A ∈ C to B ∈ C and δ : [0, 1] → C from B to C ∈ C, we can construct a path
(γ ∗ δ)(t) =
γ(2t) if 0 ≤ t ≤ 1 / 2 δ(2t − 1) if 1/ 2 ≤ t ≤ 1 from A to C. This is called the concatenation. A piecewise smooth path is a concatenation of smooth paths. A curve is a smooth path or piecewise smooth. Let γ be a path in C from A to B and let P (x, y), Q(x, y) be continuous complex-valued functions on the image of γ. Break up the image of γ into pieces (xi, yi) and form the sum X P (xj , yj )(xj+1 − xj ) +
Q(xj , yj )(yj+1 − yj ).
where we require γ(tj ) = (xj , yj ) where a = t 0 < t 1 < · · · < tn = b. Definition IV.1. If these sums have a limit as distance between points (xj , yj ) → 0 then we define the limit to be the line integral of P dx + Q dy along γ, denoted Z γ
P dx + Q dy.
More precisely, let γ(t) = (x(t), y(t)) with a ≤ t ≤ b. Suppose tj ∈ [a, b] satisfies γ(tj ) = (xj , yj ) with a ≤ t 0 < t 1 < · · · < tn = b. Apply the Mean Value Theorem to find points t∗ j ∈ [tj , tj+1] so that x(tj+1) − x(tj ) = x′(t∗ j )(tj+1 − tj ). Likewise for y. Plugging into the above sums this gives X P (x(tj ), y(tj ))x′(t∗ j )(tj+1 − tj ) +
(P (x(tj ), y(tj ))x′(t∗ j ) + Q(x(tj ), y(tj ))y′(t∗ j ))(tj+1 − tj ).
As tj+1 − tj go to zero we have this is equal to Z γ
P dx + Q dy =
Z (^) b a
P (x(t), y(t))x′(t) + Q(x(t), y(t))y′(t) dt.
Theorem IV.1.1 (Green’s Theorem) Consider some region Ω ⊆ C which is a connected bounded open set whose boundary consists of a finite # of disjoint piecewise smooth curves. Let P, Q be continuously differentiable on Ω ∪ ∂Ω, then Z ∂D
P dx + Q dy =
x D
∂x −^
∂y
dx dy.