MathLabs

Analysis

Functions of a complex variable

A function f(z)f(z) that is differentiable in the complex sense turns out to be far more rigid than any differentiable function of two real variables — rigid enough that its values on a boundary determine all its values inside.

UndergraduateFrom complex numbers to complex functions

"Complex numbers" treats C\mathbb{C} as a set of numbers to compute with. Here we ask a different question: what happens when a function ff takes a complex number as input and produces a complex number as output, and we require its derivative to exist? The surprising answer is that this single requirement — complex differentiability — is far stronger than being differentiable as a map R2→R2\mathbb{R}^2 \to \mathbb{R}^2, and it forces remarkable rigidity, some of which we prove in this topic.

Definition: Holomorphic function

Let U⊆CU \subseteq \mathbb{C} be open and f:U→Cf: U \to \mathbb{C} a function. At a point z0∈Uz_0 \in U, define f′(z0)=lim⁡h→0f(z0+h)−f(z0)hf'(z_0) = \lim_{h\to 0} \dfrac{f(z_0+h)-f(z_0)}{h}, where h∈Ch \in \mathbb{C} may approach 00 from any direction. When this limit exists, ff is holomorphic at z0z_0; it is holomorphic on UU if this holds at every point of UU, and entire if U=CU = \mathbb{C}.

f′(z0)=lim⁡h→0f(z0+h)−f(z0)h,h∈Cf'(z_0) = \lim_{h \to 0} \frac{f(z_0+h) - f(z_0)}{h}, \qquad h \in \mathbb{C}

Definition: Cauchy–Riemann equations

Write f(x+iy)=u(x,y)+iv(x,y)f(x+iy) = u(x,y) + iv(x,y) for real functions u,vu, v. Letting hh approach 00 along the real axis gives f′(z0)=ux+ivxf'(z_0) = u_x + iv_x; letting hh approach 00 along the imaginary axis gives f′(z0)=vy−iuyf'(z_0) = v_y - iu_y. If ff is holomorphic at z0z_0, these two expressions must be equal, so ux=vyu_x = v_y and uy=−vxu_y = -v_x: the Cauchy–Riemann equations. Together with continuity of the partial derivatives, they are equivalent to ff being holomorphic.

A grid of the complex plane and its image under z squared; the images of two perpendicular grid lines through a point still meet at a right angle, illustrating that a holomorphic map is conformal where its derivative is nonzero.
Grid lines under z↦z2z \mapsto z^2: angles are preserved wherever f′(z)≠0f'(z)\ne0.

UndergraduateIntegrating along a path in C\mathbb{C}

For a path (contour) γ\gamma in C\mathbb{C} and a function ff defined on it, the contour integral ∮γf(z) dz\oint_\gamma f(z)\,dz is defined the same way as a real integral: as a limit of sums ∑kf(zk)(zk+1−zk)\sum_k f(z_k)(z_{k+1}-z_k) over finer and finer partitions of γ\gamma. When γ\gamma is a closed curve and ff is holomorphic, this integral turns out to be extraordinarily well-behaved.

∮γf(z) dz=lim⁡∑kf(zk)(zk+1−zk)\oint_\gamma f(z)\,dz = \lim \sum_k f(z_k)(z_{k+1}-z_k)

If ff is holomorphic on a simply connected open set UU and γ\gamma is a closed contour in UU, then ∮γf(z) dz=0\oint_\gamma f(z)\,dz = 0.

Why is it true?

Writing f=u+ivf=u+iv and dz=dx+i dydz=dx+i\,dy, the contour integral splits into two real line integrals, each of which can be rewritten as a double integral over the region enclosed by γ\gamma using Green's theorem. The two double integrals that appear are exactly ∬(vx−uy) dA\iint (v_x - u_y)\,dA and ∬(ux−vy) dA\iint(u_x - v_y)\,dA up to sign and a factor of ii, and both vanish because of the Cauchy–Riemann equations ux=vyu_x=v_y, uy=−vxu_y=-v_x.

Proof

Write f(z)=u(x,y)+iv(x,y)f(z) = u(x,y) + i v(x,y) and dz=dx+i dydz = dx + i\,dy along the closed contour γ=∂D\gamma = \partial D enclosing the region D⊆UD \subseteq U. Expanding the product separates the contour integral into real and imaginary line integrals: ∮γf(z) dz=∮γ(u dx−v dy)+i∮γ(v dx+u dy)\oint_\gamma f(z)\,dz = \oint_\gamma (u\,dx - v\,dy) + i \oint_\gamma (v\,dx + u\,dy).

Since uu and vv have continuous partial derivatives on UU, apply Green's theorem ∮∂D(P dx+Q dy)=∬D(Qx−Py) dx dy\oint_{\partial D} (P\,dx + Q\,dy) = \iint_D (Q_x - P_y)\,dx\,dy to the real and imaginary parts separately to obtain ∮γf(z) dz=∬D(−vx−uy) dx dy+i∬D(ux−vy) dx dy\oint_\gamma f(z)\,dz = \iint_D (-v_x - u_y)\,dx\,dy + i \iint_D (u_x - v_y)\,dx\,dy.

Because ff is holomorphic, the Cauchy–Riemann equations ux=vyu_x = v_y and uy=−vxu_y = -v_x hold at every point of DD. Thus −vx−uy=0-v_x - u_y = 0 and ux−vy=0u_x - v_y = 0 identically on the region, which gives ∮γf(z) dz=0+i⋅0=0\oint_\gamma f(z)\,dz = 0 + i\cdot 0 = 0.

Example: A closed-contour integral of a holomorphic function

Compute ∮∣z∣=1ez dz\oint_{|z|=1} e^z\,dz.

Solution

eze^z is entire (holomorphic on all of C\mathbb{C}), so in particular it is holomorphic on the simply connected set C\mathbb{C}, and the circle ∣z∣=1|z|=1 is a closed contour inside it. By Cauchy's integral theorem, ∮∣z∣=1ez dz=0\oint_{|z|=1} e^z\,dz = 0 — no computation of an antiderivative is even needed.

If ff is holomorphic on and inside a simple closed contour γ\gamma and aa is a point inside γ\gamma, then f(a)=12πi∮γf(z)z−a dzf(a) = \dfrac{1}{2\pi i}\oint_\gamma \dfrac{f(z)}{z-a}\,dz.

Why is it true?

Apply Cauchy's integral theorem to g(z)=f(z)z−ag(z) = \dfrac{f(z)}{z-a} on the region between γ\gamma and a tiny circle of radius ε\varepsilon around aa (where gg is holomorphic, since z=az=a is excluded): the two contour integrals of gg must agree. As ε→0\varepsilon \to 0, the integral over the tiny circle tends to f(a)⋅2πif(a)\cdot 2\pi i, since ff is continuous and nearly constant, equal to f(a)f(a), on a shrinking circle around aa. This single formula shows that the values of a holomorphic function inside a region are completely determined by its values on the boundary.

Proof

Fix aa strictly inside γ\gamma, and choose ε>0\varepsilon > 0 small enough that the circle Cε={z:∣z−a∣=ε}C_\varepsilon = \{z : |z - a| = \varepsilon\} lies entirely inside the contour. Since g(z)=f(z)z−ag(z) = \dfrac{f(z)}{z - a} is holomorphic on the region between the outer contour and the small circle, Cauchy's integral theorem gives ∮γf(z)z−a dz=∮Cεf(z)z−a dz\oint_\gamma \dfrac{f(z)}{z - a}\,dz = \oint_{C_\varepsilon} \dfrac{f(z)}{z - a}\,dz.

Parameterize the small circle by z=a+εeiθz = a + \varepsilon e^{i\theta} for θ∈[0,2π]\theta \in [0, 2\pi], so dz=iεeiθ dθdz = i\varepsilon e^{i\theta}\,d\theta and ∮Cε1z−a dz=∫02πi dθ=2πi\oint_{C_\varepsilon} \dfrac{1}{z - a}\,dz = \int_0^{2\pi} i\,d\theta = 2\pi i. Splitting the numerator as f(z)=f(a)+(f(z)−f(a))f(z) = f(a) + (f(z) - f(a)) yields ∮Cεf(z)z−a dz=2πi f(a)+∮Cεf(z)−f(a)z−a dz\oint_{C_\varepsilon} \dfrac{f(z)}{z - a}\,dz = 2\pi i\,f(a) + \oint_{C_\varepsilon} \dfrac{f(z) - f(a)}{z - a}\,dz.

Bounding the remainder integral by arc length gives ∣∮Cεf(z)−f(a)z−a dz∣≤max⁡Cε∣f(z)−f(a)∣ε⋅2πε=2πmax⁡Cε∣f(z)−f(a)∣\left|\oint_{C_\varepsilon} \dfrac{f(z) - f(a)}{z - a}\,dz\right| \le \dfrac{\max_{C_\varepsilon}|f(z) - f(a)|}{\varepsilon}\cdot 2\pi\varepsilon = 2\pi \max_{C_\varepsilon}|f(z) - f(a)|. Because the function is continuous at the center, as ε→0\varepsilon \to 0 we have max⁡Cε∣f(z)−f(a)∣→0\max_{C_\varepsilon}|f(z) - f(a)| \to 0, so the remainder vanishes and f(a)=12πi∮γf(z)z−a dzf(a) = \dfrac{1}{2\pi i}\oint_\gamma \dfrac{f(z)}{z - a}\,dz.

The complex plane mapped by the exponential function; horizontal strips of height 2*pi map to the whole plane minus the origin, repeating periodically as the input moves vertically, unlike the strictly increasing real exponential.
The complex exponential z↦ezz \mapsto e^z: entire, and periodic with imaginary period 2πi2\pi i.

AdvancedHow rigid holomorphic functions are

Every bounded entire function is constant.

Why is it true?

Cauchy's integral formula gives an estimate for the derivatives of a holomorphic function in terms of its size on a large circle: ∣f′(z0)∣≤MR|f'(z_0)| \le \dfrac{M}{R}, where MM bounds ∣f∣|f| on a circle of radius RR around z0z_0. If ff is entire and bounded by MM everywhere, this estimate holds for every RR, however large; letting R→∞R \to \infty forces f′(z0)=0f'(z_0)=0 at every point z0z_0, so ff is constant.

Proof

Suppose f:C→Cf : \mathbb{C} \to \mathbb{C} is entire and bounded, so there exists a constant M≥0M \ge 0 such that ∣f(z)∣≤M|f(z)| \le M for all z∈Cz \in \mathbb{C}. Fix an arbitrary point z0∈Cz_0 \in \mathbb{C} and any radius R>0R > 0, and consider the circle CR={z:∣z−z0∣=R}C_R = \{z : |z - z_0| = R\}.

By Cauchy's integral formula for the first derivative, f′(z0)=12πi∮CRf(z)(z−z0)2 dzf'(z_0) = \dfrac{1}{2\pi i}\oint_{C_R} \dfrac{f(z)}{(z - z_0)^2}\,dz. Since the circle has arc length 2πR2\pi R and satisfies ∣z−z0∣2=R2|z - z_0|^2 = R^2 along the contour, the standard integral estimate yields ∣f′(z0)∣≤12π⋅MR2⋅2πR=MR|f'(z_0)| \le \dfrac{1}{2\pi}\cdot \dfrac{M}{R^2}\cdot 2\pi R = \dfrac{M}{R}.

Because the function is entire, this bound holds for every radius; letting R→∞R \to \infty forces f′(z0)=0f'(z_0) = 0 at every point, so the function is constant.

Liouville's theorem gives a strikingly short proof of the fundamental theorem of algebra from "Complex numbers": if a non-constant polynomial pp had no root, then 1/p1/p would be a bounded entire function, hence constant by Liouville — contradicting that pp is non-constant. The worked solution below carries out this argument in full.

AdvancedIsolated singularities and residues

Near a point z0z_0 where ff fails to be holomorphic but is holomorphic on a punctured neighbourhood (an isolated singularity), ff has a Laurent series f(z)=∑n=−∞∞cn(z−z0)nf(z) = \sum_{n=-\infty}^{\infty} c_n(z-z_0)^n, allowing finitely or infinitely many negative powers. The singularity is removable if no negative powers appear, a pole of order kk if the lowest power is −k-k, and essential if infinitely many negative powers appear. The coefficient c−1c_{-1} has a name of its own: the residue of ff at z0z_0.

Classifying an isolated singularity of ff at z0z_0
TypeLaurent seriesExample
Removableno negative powerssin⁡zz\dfrac{\sin z}{z} at z0=0z_0=0
Pole of order kklowest power is (z−z0)−k(z-z_0)^{-k}1/z21/z^2 at z0=0z_0=0 (k=2k=2)
Essentialinfinitely many negative powerse1/ze^{1/z} at z0=0z_0=0
The complex plane mapped by 1/z; points near the origin, where the function has a pole, map to points far from the origin, and the map turns circles around the origin inside-out.
The map z↦1/zz \mapsto 1/z: a simple pole at the origin.

If ff is holomorphic on and inside a simple closed contour γ\gamma except for finitely many isolated singularities z1,…,zkz_1, \dots, z_k inside γ\gamma, then ∮γf(z) dz=2πi∑j=1kRes⁡z=zjf(z)\oint_\gamma f(z)\,dz = 2\pi i \sum_{j=1}^{k} \operatorname{Res}_{z=z_j} f(z).

Why is it true?

Deform γ\gamma into kk tiny circles, one around each singularity zjz_j, connected by thin corridors that cancel in pairs; by Cauchy's integral theorem applied to the (holomorphic) region between γ\gamma and these circles, the integral over γ\gamma equals the sum of the integrals over the small circles. Each small circle integral picks out exactly 2πi2\pi i times the coefficient c−1c_{-1} of the Laurent series at zjz_j — the residue — because ∮(z−zj)n dz=0\oint (z-z_j)^n\,dz = 0 for every power except n=−1n=-1, where it equals 2πi2\pi i.

Proof

Surround the isolated singularities with small disjoint positively oriented circles C1,…,CkC_1, \dots, C_k centered at z1,…,zkz_1, \dots, z_k of radii εj>0\varepsilon_j > 0 inside γ\gamma. Because the function is holomorphic on the multiply connected region between the outer contour and the small circles, Cauchy's integral theorem gives ∮γf(z) dz=∑j=1k∮Cjf(z) dz\oint_\gamma f(z)\,dz = \sum_{j=1}^k \oint_{C_j} f(z)\,dz.

On the punctured neighborhood of zjz_j, expand the function into its Laurent series f(z)=∑n=−∞∞cj,n(z−zj)nf(z) = \sum_{n=-\infty}^{\infty} c_{j,n}(z - z_j)^n, which converges uniformly on CjC_j. Integrating term by term around the small circle yields ∮Cjf(z) dz=∑n=−∞∞cj,n∮Cj(z−zj)n dz\oint_{C_j} f(z)\,dz = \sum_{n=-\infty}^{\infty} c_{j,n} \oint_{C_j} (z - z_j)^n\,dz.

Using the parameterization z=zj+εjeiθz = z_j + \varepsilon_j e^{i\theta}, direct calculation gives ∮Cj(z−zj)n dz=0\oint_{C_j} (z - z_j)^n\,dz = 0 for every integer n≠−1n \ne -1 and ∮Cj(z−zj)−1 dz=2πi\oint_{C_j} (z - z_j)^{-1}\,dz = 2\pi i. Hence only the residue term survives on each circle, giving ∮Cjf(z) dz=2πi cj,−1=2πiRes⁡z=zjf(z)\oint_{C_j} f(z)\,dz = 2\pi i\,c_{j,-1} = 2\pi i \operatorname{Res}_{z=z_j} f(z), and summing over all circles yields ∮γf(z) dz=2πi∑j=1kRes⁡z=zjf(z)\oint_\gamma f(z)\,dz = 2\pi i \sum_{j=1}^k \operatorname{Res}_{z=z_j} f(z).

Example: Evaluating a contour integral with two poles via residues

Compute ∮∣z∣=2zz2−1 dz\oint_{|z|=2} \dfrac{z}{z^2 - 1}\,dz, where the circle ∣z∣=2|z| = 2 is oriented counterclockwise.

Solution

Factor the denominator as z2−1=(z−1)(z+1)z^2 - 1 = (z - 1)(z + 1). The integrand f(z)=z(z−1)(z+1)f(z) = \dfrac{z}{(z - 1)(z + 1)} has two simple poles at z1=1z_1 = 1 and z2=−1z_2 = -1; since ∣1∣=1<2|1| = 1 < 2 and ∣−1∣=1<2|-1| = 1 < 2, both poles lie strictly inside ∣z∣=2|z| = 2.

Compute the residue at each simple pole: Res⁡z=1f(z)=lim⁡z→1(z−1)f(z)=lim⁡z→1zz+1=12\operatorname{Res}_{z=1} f(z) = \lim_{z \to 1} (z - 1)f(z) = \lim_{z \to 1} \dfrac{z}{z + 1} = \dfrac{1}{2}, and Res⁡z=−1f(z)=lim⁡z→−1(z+1)f(z)=lim⁡z→−1zz−1=−1−2=12\operatorname{Res}_{z=-1} f(z) = \lim_{z \to -1} (z + 1)f(z) = \lim_{z \to -1} \dfrac{z}{z - 1} = \dfrac{-1}{-2} = \dfrac{1}{2}.

Applying the residue theorem gives ∮∣z∣=2zz2−1 dz=2πi(12+12)=2πi\oint_{|z|=2} \dfrac{z}{z^2 - 1}\,dz = 2\pi i \left(\dfrac{1}{2} + \dfrac{1}{2}\right) = 2\pi i.

The complex plane mapped by sine; along the real axis the image stays within [-1, 1] as for the familiar real sine, but moving away from the real axis in the imaginary direction the image grows rapidly without bound.
The complex sine z↦sin⁡zz \mapsto \sin z: entire, but unbounded — consistent with Liouville's theorem, since sin⁡z\sin z is not constant.

ResearchRiemann surfaces and an open problem

Functions such as z\sqrt{z} or log⁡z\log z are naturally multi-valued: going once around the origin changes their value. Riemann's 1851 doctoral dissertation resolved this by gluing together several copies of the plane into a single geometric object, a Riemann surface, on which the function becomes single-valued and holomorphic. This geometric viewpoint on complex functions became one of the seeds of modern topology and algebraic geometry.

For f(x+iy)=u(x,y)+iv(x,y)f(x+iy)=u(x,y)+iv(x,y) to be holomorphic, uu and vv must satisfy the Cauchy–Riemann equations:

What is ∮∣z∣=1z2 dz\oint_{|z|=1} z^2\,dz?

Liouville's theorem says that if an entire function ff is bounded on all of C\mathbb{C}, then ff must be

By the residue theorem, if ff has finitely many isolated singularities z1,…,zkz_1,\dots,z_k inside a simple closed contour γ\gamma, then ∮γf(z) dz\oint_\gamma f(z)\,dz equals

References

  1. Lars V. Ahlfors (1979). Complex Analysis
  2. Elias M. Stein, Rami Shakarchi (2003). Complex Analysis
  3. Tristan Needham (1997). Visual Complex Analysis