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MSO202 Lect 8

The document discusses Taylor's theorem, which states that every analytic function can be expressed as a power series called the Taylor series. It provides the formula for the Taylor series and proves that it uniquely represents the function. It also discusses properties of analytic functions such as being infinitely differentiable. The Cauchy integral formula for derivatives is derived from Taylor's theorem. Finally, some deductions from Taylor's theorem are presented, including that every power series is the Taylor series of the function it represents, and Cauchy's estimate relating the size of derivatives to the maximum of the function.

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ab4aziz
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© © All Rights Reserved
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44 views

MSO202 Lect 8

The document discusses Taylor's theorem, which states that every analytic function can be expressed as a power series called the Taylor series. It provides the formula for the Taylor series and proves that it uniquely represents the function. It also discusses properties of analytic functions such as being infinitely differentiable. The Cauchy integral formula for derivatives is derived from Taylor's theorem. Finally, some deductions from Taylor's theorem are presented, including that every power series is the Taylor series of the function it represents, and Cauchy's estimate relating the size of derivatives to the maximum of the function.

Uploaded by

ab4aziz
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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10

Lecture 8

We show that every analytic function can be expanded into a
power series, called the Taylor series of the function.

Taylor’s Theorem: Let f be analytic in a domain D & a D. Then,
f(z) can be expressed as the power series

f ( z )   bn ( z  a ) n (1)
n 0
1 f ( w) f ( n ) ( a ) (0)
where, bn   n 1
dw  , f ( a )  f ( a ) ,
2 i Cr  w  a  n!
where, Cr  D is a counterclockwise oriented circle, of radius r
and center at a , such that it encloses only points of D .

The representation (1) is unique and is valid in the largest open
disk with center a, contained in D.

Proof: By using Cauchy Integral Formula and Cauchy Theorem
For Multiply Connected Domains, w

 z
1 f ( w) 1 f ( w)  r
f ( z)   dw   dw ,
2 i C w  z 2 i Cr w  z C  a

where, z is any point enclosed by the


circle Cr and C is a counterclockwise
Cr
oriented circle | w  z |  with
sufficiently small radius  such that C D
lies in the bounded domain enclosed by Cr .
11


Now,
1 1 1 z  a 1
  [1  ]
w z w  a  z  a w  a w  a
Recall that,
1  q n1
1  q  ...  q 
n
1 q
n 1
1 q
  1  q  ...  q n  ,
1 q 1 q
for any complex number q
za
Let q  . Then,
wa
z  a n1
( )
1 1 za za n 1 wa
 [1   ...  ( )  ]
w z wa wa wa w  a 1 z  a
wa

1 f ( w) 1 f ( w) 1 f ( w)
  dw   dw  ( z  a )  dw  ...
2 i Cr w  z 2 i Cr w  a 2 i Cr  w  a  2

1 f ( w)
...  ( z  a ) n  n 1
dw
2 i Cr  w  a 
1 f ( w)
 ( z  a ) n 1  dw
2 i Cr  w  a n 1 ( w  z )

Rn ( z )
where,
12


n 1
za M * (r) f ( w)
Rn ( z )  . n 1 .2 r, for M * ( r )  max | |
2 r wC r w z

n 1
za za
 r M * (r)  0 as n  , since | | 1.
r r


Thus, f ( z )   bn ( z  a ) n , w
n 0
1 f ( w) C z r
with bn   n 1
dw .
2 i Cr  w  a   a

Further, since f ( z ) is represented
Cr
by power series, by a previous D
proposition on power series,
f ( z ) is infinitely many times
differentiable in z  a  r and
1 f ( w) f ( n ) (a )
bn   n 1
dw  .
2 i Cr  w  a  n!
f ( n ) (a )
Since bn  , it depends only on f and ' a ' , so bn ’s are
n!
uniquely determined.
 f ( n ) (a )
(because, if f ( z )   bn ( z  a ) , bn 
* n *
 bn ).
n 0 n!

Thus, (1) represents f uniquely.
13


Proposition: Every function f ( z ) , analytic in a domain D, is
infinitely many times differentiable in D .

Proof: D   { z  a  ra }.
aD

 By Taylor’s Theorem, for every a  D , f ( z ) is represented
by a power series in z  a  ra .
 By an earlier proposition on power series, the functions
represented by a power series are infinitely many times
differentiable.

So that f ( z ) is infinitely many times differentiable in z  a  ra
for every a  D .

Therefore, f ( z ) is infinitely many times differentiable in D .
14

Cauchy Integral Formula for nth‐derivative


________
If f is analytic in a domain D and B ( a, r )  D , where
________
B ( a , r )  {w : w  a  r}. Then,

n! f ( w)
f ( n ) (a )   n 1
dw, n  0,1,2,... (*)
2 i Cr ( w  a )

where, Cr : w(t )  a  reit , 0  t  2 , is a counterclockwise
oriented circle of radius r centred at a .


Proof: Follows immediately since, by the proof of Taylor’s
1 f ( w) f ( n ) (a )
Theorem, bn   n 1
dw  .
2 i Cr  w  a  n!

For n  0 , denoting f (0) ( a )  f ( a ) , (*) becomes Cauchy
Integral Formula.

Note: In view of Cauchy Theorem for multiply connected
domains, formula (*) remains valid with Cr replaced by any
simple closed piece‐wise smooth curve  so that (i) every
point enclosed by  is in D (ii)  encloses the point a . This is
because the function f ( w) / ( w  a ) n1 is analytic in the domain
lying between Cr and  .

15

Remark: The formula (*) gives the value of the function and its
derivatives at any point enclosed by a simple closed piecewise
differentiable curve  , if the values of the function on  are
known.

This helps in knowing the values of the function and its
derivatives at sometimes inaccessible points through values at
accessible points.

A Computational Method, called Complex Variable Boundary
Element Method, developed using (*), is a great tool to
computationally generate the values of f (a ), f (a ), f (a ),... etc..

16

Deductions From Tayolor’s Theorem:




Proposition 1: Every power series with nonzero radius of
convergence is the Taylor series of the function represented by it.


Proof: Let (*)  bn ( z  a ) n represents the function f(z) in
n 0

z  a  R , i.e. f ( z )   bn ( z  a ) n in z  a  R. Then, by the
n 0
f ( n ) (a )
proof of Taylor’s Theorem, bn  . This implies that the
n!
given series (*) is the Taylor series of f.


17

Proposition 2 (Cauchy’s Estimate): Let f be analytic and


f ( z )  M ( R ) on z  a  R . Then,

n! M ( R)
f ( n ) (a )  n
.
R

Proof: By Cauchy Integral Formula
for nth‐derivative (Take D  {| z  a | R} , r R
 a
for any r  R ,

n! f ( w)
f ( n ) (a )   n 1
dw, n  0,1,2,...
2 i Cr ( w  a )

n! M ( R) n !M ( R )
 f ( n) (a)  n 1
.2  r  (using ML‐Estimate)
2 r r n


Since r < R is arbitrary, the result follows on letting r  R .


18

Proposition 3 (Liouville’s Theorem): An entire (i.e. analytic in


the whole Complex Plane) function that is bounded in the whole
Complex Plane is constant.

Proof: Since f is entire and bounded in the whole complex
plane, f ( z )  M on every circle CR  {z :| z | R}.


Now, expand f ( z ) in to Taylor series as f ( z )   an z n for z in
n 0
z  R0 . The same expansion is valid for z  R for all R  R0 .

By Cauchy Estimate,

f n (0) M
 an  | |  n  0 as R  , for all n  1, 2...
n! R

 f ( z )  a0  constant, on every disk z  R

Consequently f ( z ) is constant in the whole complex plane C,
since R  R0 is arbitrary.


19

Proposition 4 (Fundamental Theorem of Algebra):



A polynomial of degree n has exactly n complex zeros (counted
according to multiplicity).


Proof: Let Pn(z) be a polynomial of degree n  1. and it has no
1
zeros in the complex plane C. Then, the function  ( z ) 
Pn ( z )
(i) is an entire function (ii) is bounded in C (since Pn(z)   as
z   ).

Therefore, by Liouville’s Theorem,  ( z ) is constant.
 Pn(z) is also a constant function, a contradiction.

Thus, Pn(z) has at least one zero, say a1 of multiplicity m1.

P ( z)
Now, the polynomial n m , is of degree n  m1 . A repetition
( z  a1 ) 1
of the above arguments gives that it has at least one zero, say
a2 of multiplicity m2 .

Continuing the process, it follows that Pn ( z ) has
m1  m2  ...  mk  n zeros at a1 , a2 ,..., ak .

20

Proposition 5. If f is an entire function and f ( z )  MR n0 in


z  R for every R, 0  R   then f is a polynomial of degree at
most n0 .


Proof: By Taylor’s Theorem, expand f ( z )   an z n in z  R0 .
n 0
The same expansion is valid for all R  R0 .

By Cauchy Estimate,

n!M ( R)
f ( n ) (0)  n
, where M ( R )  max f ( z )
R | z|  R

MR n0 n0  n
 an  n
 MR  0 as n   , if n  n0 .
R

 f is a polynomial of degree at most n0 .

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