Homotopy of paths and Cauchy's Theorem : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 14

Winding numbers and Cauchy's Integral Formula : : : : : : : : : : : : : : : : : : : : : : : : : 15

Zero counting; Open Mapping Theorem : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 17
Morera's Theorem and Goursat's Theorem : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 18
IV. Singularities of Analytic Functions: : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : :19
Laurent series : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : :20
Residue integrals : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : :23
V. Further results on analytic functions: : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : :26
The theorems of Weierstrass, Hurwitz, and Montel : : : : : : : : : : : : : : : : : : : : : : : 26
Schwarz's Lemma : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 28
The Riemann Mapping Theorem : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 29
Complements on Conformal Mapping : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 31
VI. Harmonic Functions : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 32
The Poisson kernel : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 33
Subharmonic functions and the solution of the Dirichlet Problem : : : : : : : : : 36
The Schwarz Reection Principle : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : : 39
1These lecture notes were prepared for the instructor's personal use in teaching a half-semester course
on complex analysis at the beginning graduate level at Penn State, in Spring 1997. They are certainly not
meant to replace a good text on the subject, such as those listed on this page.
2Department of Mathematics, Penn State University, University Park, PA 16802.
Email: dna@math.psu.edu. Web: http://www.math.psu.edu/dna/.
1
2
I. The Complex Number System
R is a _eld. For n > 1, Rn is a vectorspace over R, so is an additive group, but doesn't
have a multiplication on it. We can endow R2 with a multiplication by
(a; b)(c; d) = (ac bd; bc + ad):
Under this de_nition R2 becomes a _eld, denoted C. Note that (a=(a2 +b2);b=(a2 +b2))
is the multiplicative inverse of (a; b). (Remark: it is not possible to endow Rn with a _eld
structure for n > 2.) We denote (0; 1) by i and identify x 2 R with (x; 0), so R _ C. Thus
(a; b) = a+bi, a; b 2 R. Note that i2 = 1. C is generated by adjoining i to R and closing
under addition and multiplication. It is remarkable that the addition of i lets us not only
solve the equation x2 + 1 = 0, but every polynomial equation.
For a and b real and z = a + bi we de_ne Re z = a, Im z = b, _z = a bi, and
jzj = (a2 + b2)1=2. Then
Re z = (z + _z)=2; Im z = (z _z)=(2i);
jzj2 = z_z;
1
z
=
_z
jzj2 ;
z _ w = _z _ _ w; zw = _z _ w;
z=w = _z= _ w; jz + wj _ jzj + jwj:
The map _ 7! (cos _; sin _) de_nes a 2_-periodic map of the real line onto the unit
circle in R2. In complex notation this map is _ 7! cis _ := cos _ + i sin _. Every nonzero
complex number can be written as r cis _ where r > 0 is uniquely determined and _ 2 R
is uniquely determined modulo 2_. The number 0 is equal to r cis _ where r = 0 and _
is arbitrary. The relation z = r cis _ determines the relations z 7! r which is simply the
function r = jzj and z 7! _. The latter is denoted _ = arg _. Note that for z 6= 0, arg _ is
determined modulo 2_ (while arg 0 is arbitrary). We can normalize arg by insisting that
arg z 2 (_; _]. Note that if z1 = r cis _1 and z2 = r cis _2 then z1z2 = r1r2 cis(_1 + _2).
The latter formula just encapsulates the formula for the sine and cosine of a sum, and gives
arg z1z2 = arg z1 + arg z2. In particular, ir cis _ = r cis(_ + _=2), so multiplication by i is
just the operation of rotation by _=2 in the complex plane. Multiplication by an arbitrary
complex number r cis _ is just rotation by arg _ followed by (or preceded by) dilation by a
factor r. Further, zn = rn cis(n_). Every nonzero z 2 C admits n distinct nth roots: the
nth roots of r cis _ are n
p
r cis[(_ + 2_k)=n], k = 0; 1; : : : ; n.
Lines and circles in the plane. Circles given by jz aj = r where a 2 C is the center
and r > 0 is the radius. If 0 6= b 2 C then the line through the origin in the direction
b is the set of all points of the form tb, t 2 R, or all z with Im(z=b) = 0. If t 2 R
and c > 0 then (t + ci)b = tb + cib represents a point in the half plane to the left of
b determined by the line tb, i.e., fz : Im(z=b) > 0g is the equation of that half-plane.
Similarly, fz : Im[(z a)=b] > 0g is the translation of that half-plane by a, i.e., the halfplane
determined by the line through a parallel to b and in the direction to the left of
b.
3
Stereographic projection determines a one-to-one correspondence between the unit
sphere in R3 minus the north-pole, S, and the complex plane via the correspondence
z$
x1 + ix2
1 x3
;
x1 =
2 Re z
1 + jzj2 ; x2 =
2 Im z
1 + jzj2 ; x3 =
jzj2 1
jzj + 1 :
If we de_ne C1 = C [ f1g, then we have a one-to-one correspondence between S and
C1. This allows us to de_ne a metric on C1, which is given by
d(z1; z2) =
2jz1 z2j
p
(1 + jz1j2)(1 + jz2j2)
; d(z;1) =
2
p
1 + jzj2
:
II. Elementary Properties and Examples of Analytic Functions
For z 6= 1,
PN
n=0 zn = (1 zN+1)=(1 z). Therefore the geometric series
P1
n=0 zn
converges (to 1=(1z)) if jzj < 1. It clearly diverges, in fact its terms become unbounded,
if jzj > 1.
Weierstrass M-Test. Let M0;M1; : : : be positive numbers with
P
Mn < 1 and suppose
that fn : X ! C are functions on some set X satisfying supx2X
P jfn(x)j _ Mn. Then 1
n=0 fn(x) is absolutely and uniformly convergent.
Theorem. Let a0; a1; _ _ _ 2 C be given and de_ne the number R by
1
R
= lim sup janj1=n:
Then (1) for any a 2 C the power series
P1
n=0 an(z a)n converges absolutely for all
jz aj < R and it converges absolutely and uniformly on the disk jz aj _ r for all r < R.
(2) The sequence an(z a)n is unbounded for all jz aj > R (and hence the series is
certainly divergent).
Thus we see that the set of points where a power series converges consists of a disk
jz aj < R and possibly a subset of its boundary. R is called the radius of convergence of
its series. The case R = 1 is allowed.
Proof of theorem. For any r < R we show absolute uniform convergence on Dr = fjzaj _
rg. Choose ~r 2 (r;R). Then, 1=~r > lim sup janj1=n, so janj1=n < 1=~r for all n su_ciently
large. For such n, janj < 1=~rn and so
sup
z2Dr
jan(z a)nj < (r=~r)n:
Since
P
(r=~r)n < 1 we get the absolute uniform convergence on Dr.
If jz aj = r > R, take ~r 2 (R; r). Then there exist n arbitrarily large such that
janj1=n _ 1=~r. Then, jan(z a)nj _ (r=~r)n, which can be arbitrarily large. _
4
Theorem. If a0; a1; : : : 2 C and lim jan=an+1j exists as a _nite number or in_nity, then
this limit is the radius of convergence R of
P
an(z a)n.
Proof. Without loss of generality we can suppose that a = 0. Suppose that jzj >
lim jan=an+1j. Then for all n su_ciently large janj < jan+1zj and janznj < jan+1zn+1j.
Thus the series
P
anzn has terms of increasing magnitude, and so cannot be convergent.
Thus jzj _ R. This shows that lim jan=an+1j _ R.
Similarly, suppose that z < lim jan=an+1j. Then for all n su_ciently large janj > jan+1zj
and janznj > jan+1zn+1j. Thus the series has terms of decreasing magnitude, and so, by
the previous theorem, jzj _ R. This shows that lim jan=an+1j _ R. _
Remark. On the circle of convergence, many di_erent behaviors are possible.
P
zn diverges
for all jzj = 1.
P
zn=n diverges for z = 1, else converges, but not absolutely (this follows
from the fact that the partial sums of
P
zn are bounded for z 6= 1 and 1=n # 0).
P
zn=n2
converges absolutely on jzj _ 1. Sierpinski gave a (complicated) example of a function
which diverges at every point of the unit circle except z = 1.
As an application, we see that the series
1X
n=0
zn
n!
converges absolutely for all z 2 C and that the convergence is uniform on all bounded sets.
The sum is, by de_nition, exp z.
Now suppose that
P1
n=0 an(za)n has radius of convergence R, and consider its formal
derivative
P1
n=1 nan(za)n1 =
P1
n=0(n+1)an+1(za)n. Now clearly
P
n=0 an+1(za)n
has the same radius of convergence as
P1
n=0 an(z a)n since
(z a)
XN
n=0
an+1(z a)n =
NX+1
n=0
an(z a) a0;
and so the partial sums on the left and right either both diverge for a given z or both
converge. This shows (in a roundabout way) that lim sup jan+1j1=n = lim sup janj1=n =
1=R. Now lim(n+1)1=n = 1 as is easily seen by taking logs. Moreover, it is easy to see that if
lim sup bn = b and lim cn = c > 0, then lim sup bncn = bc. Thus lim sup j(n + 1)an+1j1=n =
1=R. This shows that the formal derivative of a power series has the same radius of
convergence as the original power series.
Di_erentiability and analyticity. De_nition of di_erentiability at a point (assumes
function is de_ned in a neighborhood of the point).
Most of the consequences of di_erentiability are quite di_erent in the real and complex
case, but the simplest algebraic rules are the same, with the same proofs. First of all,
di_erentiability at a point implies continuity there. If f and g are both di_erentiable at a
point a, then so are f _ g, f _ g, and, if g(a) 6= 0, f=g, and the usual sum, product, and
quotient rules hold. If f is di_erentiable at a and g is di_erentiable at f(a), then g _ f
is di_erentiable at a and the chain rule holds. Suppose that f is continuous at a, g is
continous at f(a), and g(f(z)) = z for all z in a neighborhood of a. Then if g0(f(a)) exists
and is non-zero, then f0(a) exists and equals 1=g0(f(a)).
5
De_nition. Let f be a complex-valued function de_ned on an open set G in C. Then f
is said to be analytic on G if f0 exists and is continuous at every point of G.
Remark. We shall prove later that if f is di_erentiable at every point of an open set in C
it is automatically analytic; in fact, it is automatically in_nitely di_erentiable. This is of
course vastly di_erent from the real case.
If Q is an arbitrary non-empty subset of C we say f is analytic on Q if it is de_ned and
analytic on an open set containing Q.
We now show that a power series is di_erentiable at every point in its disk of convergence
and that its derivative is given by the formal derivative obtained by di_erentiating termby-
term. Since we know that that power series has the same radius of convergence, it
follows that a power series is analytic and in_nitely di_erentiable in its convergence disk.
For simplicity, and without loss of generality we consider a power series centered at zero:
f(z) =
P
n anzn. Suppose that the radius of convergence is R and that jz0j < R. We must
show that for any _ > 0, the inequality
____
f(z) f(z0)
z z0
g(z0)
____
__
is satis_ed for all z su_ciently close to z0, where g(z) =
P1
n=1 nanzn1. Let sN(z) = PN
n=0 anzn, RN(z) =
P1
n=N+1 anzn. Then
____
f(z) f(z0)
z z0
g(z0)
____
_
____
sN(z) sN(z0)
z z0
s0
N(z0)
____ +
js0
N(z0) g(z0)j +
____
RN(z) RN(z0)
z z0
____
=: T1 + T2 + T3:
Now s0
N(z0) is just a partial sum for g(z0), so for N su_ciently large (and all z), T 2 _ _=3.
Also,
RN(z) Rn(z0)
z z0
=
1X
n=N+1
an
zn zn
0
z z0
:
Now jz0j < r < R for some r, and if we restrict to jzj < r, we have
____
an
zn zn
0
z z0
____
= janjjzn1 + zn2z0 + _ _ _ + zn1
0
j _ annrn1:
Since
P
annrn1 is convergent, we have for N su_ciently large and all jzj < r then
T3 < _=3. Now _x a value of N which is su_ciently large by both criteria. Then the
di_erentiability of the polynomial sN shows that T1 _ _=3 for all z su_ciently close to z0.
We thus know that if f(z) =
P
anzn, then, within the disk of convergence, f0 P (z) =
nanzn1, and by induction, f00(z) =
P
n(n1)anzn2, etc. Thus a0 = f(0), a1 = f0(0),
a2 = f00(0)=2, a3 = f000(0)=3!, etc. This shows that any convergent power series is the sum
of its Taylor series in the disk of convergence:
f(z) =
Xfn(a)
n!
(z a)n:
In particular, exp0 = exp.
6
Lemma. A function with vanishing derivative on a region (connected open set) is constant.
Indeed, it is constant on disks, since we can restrict to segments and use the real result.
Then we can use connectedness to see that the set of points where it takes a given value
is open and closed.
Use this to show that exp(z) exp(az) _ exp a. De_ne cos z and sin z, get cos2 +sin2 _
1, exp z = cos z + i sin z, cis _ = exp(i_), exp z = exp(Re z) cis(Im z).
The Logarithm. If x 6= 0, the most general solution of exp z = w is z = log jwj+i arg w+
2_in, n 2 Z. There is no solution to exp z = 0.
De_nition. If G is an open set and f : G ! C is a continuous function satisfying
exp(f(z)) = z, then f is called a branch of the logarithm on G.
Examples: C n R (principal branch), C n R+, a spiral strip.
By the formula for the derivative of an inverse, a branch of the logarithm is analytic
with derivative 1=z.
A branch of the logarithm gives a branch of zb := exp(b log z) (understood to be the
principal branch if not otherwise noted). Note that eb = exp b.
Note that di_erent branches of the logarithm assign values to log z that di_er by addition
of 2_in. Consequently di_erent branches of zb di_er by factors of exp(2_inb). If b is an
integer, all values agree. If b is a rational number with denominator d there are d values.
Conformality. Consider the angle between two line segments with a common vertex in
the complex plane. We wish to consider how this angle is transformed under a complex
map. The image will be two smooth curves meeting at a common point, so we have to
de_ne the angle between two such curves.
De_ne a path in the complex plane as a continuous map : [a; b] ! C. If 0(t) 2 C exists
at some point and is not zero, then it is a vector tangent to the curve at (t), and hence
its argument is the angle between the (tangent to the) curve and the horizontal. (Note:
if 0(t) = 0, the curve may not have a tangent; e.g., (t) = t2 it3.) Let : [a; b] ! C
and ~ : [~a;~b] ! C be two smooth curves, such that (a) = ~(~a) = z, and 0(a); ~0(~a) 6= 0.
Then arg ~0(~a)arg 0(a) measures the angle between the curves. Now consider the images
under f, e.g., of _(t) = f((t)). Then _0(a) = f0(z)0(a), ~_0(~a) = f0(z)~0(~a). Therefore
arg ~_0(~a)arg _0(a) = arg ~0(~a)+arg f0(z)arg 0(a)arg f0(z), i.e., the angle is invariant
in both magnitude and sign. This says that an analytic mapping is conformal, whenever
its derivative is not zero. (Not true if the derivative is zero. E.g., z2 doubles angles at the
origin.)
The conformality of an analytic map arises from the fact that in a neighborhood of a
point z0 such a map behaves to _rst order like multiplication by f0(z0). Since f0(z0) =
r exp i_, near z0 f simply behave like rotation by _ followed by dilation. By contrast, a
smooth map from R2 ! R2 can behave like an arbitrary linear operator in a neighborhood
of a point.
At this point, show the computer graphics square1.mps and square2.mps.
7
Cauchy{Riemann Equations. Let f : ! C with _ C open. Abuse notation
slightly by writing f(x; y) as an alternative for f(x + iy). If f0(z) exists for some z =
x + iy 2 , then
f0(z) = lim
h2R
h!0
f(z + h) f(z)
h
= lim
h2R
h!0
f(x + h; y) f(x; y)
h
= @f
@x
;
and
f0(z) = lim
h2R
h!0
f(z + ih) f(z)
ih
= lim
h2R
h!0
i
f(x; y + h) f(x; y)
h
= i
@f
@y
:
Thus complex-di_erentiability of f at z implies not only that the partial derivatives of f
exist there, but also that they satisfy the Cauchy{Riemann equation
@f
@x
= i
@f
@y
:
If f = u + iv, then this equation is equivalent to the system
@u
@x
= @v
@y
;
@v
@x
=
@u
@y
:
Another convenient notation is to introduce
@f
@z
:=
1
2
_
@f
@x
i
@f
@y
_
;
@f
@_z
:=
1
2
_
@f
@x
+i
@f
@y
_
:
(These are motivated by the equations x = (z + _z)=2, y = (z _z)=(2i), which, if z and _z
were independent variables, would give @x=@z = 1=2, @y=@z = i=2, etc.)
In terms of these, the Cauchy{Riemann equations are exactly equivalent to
@f
@_z
= 0;
which is also equivalent to
@f
@z
= @f
@x
:
Thus, if f is analytic on , then the partial derivaties of f exist and are continuous on
, and the Cauchy-Riemann equations are satis_ed there. The converse is true as well:
Theorem. If the partial derivatives of f exist and are continuous on , and the Cauchy-
Riemann equations are satis_ed there, then f is analytic on .
Proof. Let z = x + iy 2 . We must show that f0(