MTH 301 Lecture Note
MTH 301 Lecture Note
By
Professor D. O. Makinde
November 20, 2024
1 Introduction
The Cauchy-Riemann equations are a set of two partial differential equations
which, together with certain continuity conditions, form a necessary and suffi-
cient condition for a function to be holomorphic (analytic) in a region. These
equations are fundamental in complex analysis.
A function is said to be analytic (or holomorphic) at a point if it is differen-
tiable at that point and in a neighborhood around it. Analytic functions have
many important properties and applications in complex analysis.
2 Cauchy-Riemann Equations
2.1 Definition
Let f (z) = u(x, y) + iv(x, y) be a complex function, where z = x + iy, and u and
v are real-valued functions of the real variables x and y. The Cauchy-Riemann
equations are:
∂u ∂v
=
∂x ∂y
∂u ∂v
=−
∂y ∂x
2.2 Theorem
A function f (z) is analytic at a point z0 if and only if the partial derivatives of
u and v exist and satisfy the Cauchy-Riemann equations at z0 , and the partial
derivatives are continuous at z0 .
2.3 Proof
To prove this theorem, we need to show that if f (z) is analytic, then the Cauchy-
Riemann equations hold, and vice versa.
1
2.3.1 If f (z) is analytic, then the Cauchy-Riemann equations hold
Since f (z) is analytic, it is differentiable at z0 . Therefore, the limit
f (z0 + ∆z) − f (z0 ) u(x0 + ∆x, y0 + ∆y) − u(x0 , y0 ) + i[v(x0 + ∆x, y0 + ∆y) − v(x0 , y0 )]
= .
∆z ∆x + i∆y
Taking the limit as ∆z → 0, we get:
∂u ∂v ∂v ∂u
+i = −i .
∂x ∂x ∂y ∂y
Equating the real and imaginary parts, we obtain the Cauchy-Riemann equa-
tions:
∂u ∂v
=
∂x ∂y
∂u ∂v
=− .
∂y ∂x
2
f (z0 ) = u(x0 , y0 ) + iv(x0 , y0 ).
Therefore, the difference quotient becomes:
f (z0 + ∆z) − f (z0 ) u(x0 + ∆x, y0 + ∆y) − u(x0 , y0 ) + i[v(x0 + ∆x, y0 + ∆y) − v(x0 , y0 )]
= .
∆z ∆x + i∆y
We can separate the real and imaginary parts:
f (z0 + ∆z) − f (z0 ) [u(x0 + ∆x, y0 + ∆y) − u(x0 , y0 )] + i[v(x0 + ∆x, y0 + ∆y) − v(x0 , y0 )]
= .
∆z ∆x + i∆y
Now, multiply the numerator and the denominator by the complex conjugate
of the denominator:
[u(x0 + ∆x, y0 + ∆y) − u(x0 , y0 )](∆x − i∆y) + i[v(x0 + ∆x, y0 + ∆y) − v(x0 , y0 )](∆x − i∆y)
.
(∆x)2 + (∆y)2
Separate the terms:
[u(x0 + ∆x, y0 + ∆y) − u(x0 , y0 )]∆x + [v(x0 + ∆x, y0 + ∆y) − v(x0 , y0 )]∆y [u(x0 + ∆x, y0 + ∆y) − u(x
−i
(∆x)2 + (∆y)2
Now, take the limit as ∆z → 0:
f (z0 + ∆z) − f (z0 ) [u(x0 + ∆x, y0 + ∆y) − u(x0 , y0 )]∆x + [v(x0 + ∆x, y0 + ∆y) − v(x0 , y0
lim = lim
∆z→0 ∆z ∆z→0 (∆x)2 + (∆y)2
Using the Cauchy-Riemann equations:
∂u ∂v ∂u ∂v
= and =− ,
∂x ∂y ∂y ∂x
we get:
3
4 Conditions for a Function to be Analytic
A function f (z) = u(x, y) + iv(x, y), where z = x + iy and u and v are real-
valued functions of x and y, is analytic at a point z0 if the following conditions
are satisfied:
1. The partial derivatives of u and v exist.
2. The partial derivatives of u and v are continuous.
3. The Cauchy-Riemann equations are satisfied:
∂u ∂v
=
∂x ∂y
∂u ∂v
=−
∂y ∂x
5.2 Example 2
Let f (z) = ez . Then f (z) = ex+iy = ex (cos y + i sin y). Here, u(x, y) = ex cos y
and v(x, y) = ex sin y.
Calculate the partial derivatives:
∂u ∂u
= ex cos y, = −ex sin y
∂x ∂y
4
∂v ∂v
= ex sin y, = ex cos y.
∂x ∂y
Verify the Cauchy-Riemann equations:
∂u ∂v
= ⇒ ex cos y = ex cos y
∂x ∂y
∂u ∂v
=− ⇒ −ex sin y = −ex sin y.
∂y ∂x
Since the Cauchy-Riemann equations are satisfied, f (z) = ez is analytic.
6 Exercises
1. Verify that the function f (z) = sin(z) satisfies the Cauchy-Riemann equa-
tions.
2. Show that the function f (z) = z (the complex conjugate of z) does not
satisfy the Cauchy-Riemann equations.
3. Find the partial derivatives of u and v for the function f (z) = ln(z) and
verify the Cauchy-Riemann equations.
7 Conformal Mappings
Conformal mappings are functions that locally preserve angles and the shapes
of infinitesimally small figures. These mappings are fundamental in complex
analysis and have numerous applications in various fields such as physics, engi-
neering, and computer science.
8 Definition
A function f (z) is said to be conformal at a point z0 if it is analytic at z0 and its
derivative f ′ (z0 ) ̸= 0. Conformal mappings preserve the angles between curves
intersecting at z0 .
5
9.1.1 Proof
Let f (z) be analytic in D and f ′ (z) ̸= 0. Consider two curves γ1 and γ2
intersecting at z0 with an angle θ. The images of these curves under f are f (γ1 )
and f (γ2 ), intersecting at f (z0 ).
Since f (z) is analytic, it can be locally represented by its Taylor series:
f ′′ (z0 )
f (z) = f (z0 ) + f ′ (z0 )(z − z0 ) + (z − z0 )2 + · · ·
2!
For small ∆z, the higher-order terms can be neglected, and we have:
f ′′ (z0 )
f (z) = f (z0 ) + f ′ (z0 )(z − z0 ) + (z − z0 )2 + · · ·
2!
For small ∆z = z − z0 , the higher-order terms can be neglected, and we
have:
w = f ′ (z0 )(z − z0 ).
Here, w represents the image of z under the transformation.
6
The derivative f ′ (z0 ) is a complex number that can be written in polar
form as f ′ (z0 ) = |f ′ (z0 )|eiθ , where |f ′ (z0 )| is the magnitude and θ is the
argument (angle) of f ′ (z0 ).
The transformation f ′ (z0 )(z − z0 ) scales and rotates the vector z − z0 by
the magnitude and argument of f ′ (z0 ), respectively.
Since the transformation involves only scaling and rotation, it does not
change the angle between the vectors representing the curves γ1 and γ2 at
z0 .
9.5 Conclusion
Therefore, the angle between γ1 and γ2 at z0 is preserved under the linear
transformation f ′ (z0 )(z − z0 ). Since f ′ (z0 ) ̸= 0, the function f (z) is conformal
at z0 .
9.6.1 Proof
Let w = f (z) be a conformal mapping in D. Since f (z) is analytic and f ′ (z) ̸= 0,
the inverse function theorem guarantees that f −1 (w) exists and is analytic in
f (D).
Let z0 = f −1 (w0 ). The derivative of the inverse function is given by:
d −1 1
f (w) =
dw w0 f ′ (z0 )
′ d −1
Since f (z0 ) ̸= 0, we have dw f (w)̸= 0. Therefore, f −1 (w) is analytic and
its derivative is non-zero, implying that f −1 (w) is conformal in f (D).
7
11 Exercises
1. Show that the function f (z) = z 2 is not conformal at z = 0.
2. Verify that the function f (z) = sin(z) is conformal in the entire complex
plane.
3. Find the image of the unit circle under the Möbius transformation f (z) =
z−i
z+i .
12 Applications
Conformal mappings have numerous applications in various fields:
12.2 Electrostatics
In electrostatics, conformal mappings are used to solve problems involving elec-
tric fields and potentials. By mapping complex geometries to simpler ones, the
electric field distribution can be determined.
13 Möbius Transformation
Bilinear transformations, also known as Möbius transformations, are a class of
functions that map the extended complex plane (the complex plane plus the
point at infinity) onto itself. These transformations are of the form:
az + b
f (z) = ,
cz + d
where a, b, c, and d are complex numbers and ad − bc ̸= 0. Bilinear transfor-
mations are conformal mappings, meaning they preserve angles and the shapes
of infinitesimally small figures.
8
14 Properties of Bilinear Transformations
Bilinear transformations have several important properties:
1. They map circles and lines in the complex plane to circles and lines.
2. They are one-to-one and onto mappings.
15.1 Proof
To prove this theorem, we need to show that if f (z1 ) = f (z2 ), then z1 = z2 .
Suppose f (z1 ) = f (z2 ). Then,
az1 + b az2 + b
= .
cz1 + d cz2 + d
Cross-multiplying, we get:
ad(z1 − z2 ) = bc(z1 − z2 ).
This implies that
ad(z1 − z2 ) − bc(z1 − z2 ) = 0.
Thus
(ad − bc)(z1 − z2 ) = 0.
9
Since ad − bc ̸= 0, we can divide both sides by ad − bc: which implies that:
z1 − z2 = 0.
16.1.1 Solution
The general form of a bilinear transformation is:
az + b
w= .
cz + d
Using the given points, we set up the following equations:
a(0) + b b
= 1 ⇒ = 1 ⇒ b = d,
c(0) + d d
a(1) + b a+b
=i⇒ = i,
c(1) + d c+d
a(∞) + b a
= −1 ⇒ = −1 ⇒ a = −c.
c(∞) + d c
Substituting b = d and a = −c into the second equation, we get:
−c + d
= i.
c+d
Cross-multiplying, we get:
10
(1 + i)2 1 + 2i − 1 2i
d=c =c = c = ci.
(1 − i)(1 + i) 1+1 2
Therefore, the bilinear transformation is:
−cz + ci −z + i
w= = .
cz + ci z+i
16.2 Example 2:
z−1
Show that the bilinear transformation w = z+1 maps the unit circle |z| = 1 to
the imaginary axis Re(w) = 0.
16.3 Solution
Let z = x + iy, where x and y are real numbers. The unit circle |z| = 1 can be
written as:
p
|z| = x2 + y 2 = 1 ⇒ x2 + y 2 = 1.
The bilinear transformation is given by:
z−1
w= .
z+1
Substitute z = x + iy into the transformation:
(x + iy) − 1 (x − 1) + iy
w= = .
(x + iy) + 1 (x + 1) + iy
Separate the real and imaginary parts of w:
x2 − 1 + y 2 + i[2y]
w= .
(x + 1)2 + y 2
Since x2 + y 2 = 1, we have:
1 − 1 + i[2y] i[2y]
w= 2 2
= .
(x + 1) + y (x + 1)2 + y 2
The real part of w is zero:
Re(w) = 0.
z−1
Therefore, the bilinear transformation w = z+1 maps the unit circle |z| = 1
to the imaginary axis Re(w) = 0.
11
16.4 Example 3:
2z+3
Verify that the bilinear transformation w = z+4 is one-to-one.
16.5 Solution
To verify that the transformation is one-to-one, we need to show that if w1 = w2 ,
then z1 = z2 .
Suppose w1 = w2 . Then,
2z1 + 3 2z2 + 3
= .
z1 + 4 z2 + 4
Cross-multiplying, we get:
z1 = z2 .
2z+3
Therefore, the bilinear transformation w = z+4 is one-to-one.
17 Exercises
1. Find the bilinear transformation that maps the points z1 = 1, z2 = i, and
z3 = −1 to the points w1 = 0, w2 = 1, and w3 = ∞.
2. Find the bilinear transformation that maps the points z1 = 1, z2 = i, and
z3 = −1 to the points w1 = 0, w2 = 1, and w3 = ∞.
z−i
3. Show that the bilinear transformation w = z+i maps the unit circle |z| = 1
to the real axis Im(w) = 0.
3z+2
4. Verify that the bilinear transformation w = z+5 is one-to-one.
5. Find the bilinear transformation that maps the points z1 = 0, z2 = 1, and
z3 = ∞ to the points w1 = −1, w2 = 0, and w3 = 1.
z+1
6. Show that the bilinear transformation w = z−1 maps the real axis Im(z) =
0 to the unit circle |w| = 1.
12
18 Cauchy’s Theorem
Cauchy’s Theorem is a fundamental result in complex analysis that provides
conditions under which the integral of a complex function around a closed con-
tour is zero. This theorem has profound implications and applications in various
fields of mathematics and physics.
13
ZZ ZZ ZZ
∂u ∂v ∂u ∂u
− dA = − dA = 0 dA = 0.
R ∂x ∂y R ∂x ∂x R
Therefore,
I
f (z) dz = 0.
C
19.2.1 Solution
The function z1 is analytic everywhere except at z = 0. The unit circle |z| = 1
encloses the singularity at z = 0.
Using the parameterization z = eiθ for the unit circle, where θ ranges from
0 to 2π, we have:
dz = ieiθ dθ.
Substitute z and dz into the integral:
I Z 2π Z 2π Z 2π
1 1
dz = · ieiθ dθ = i dθ = i dθ = i[2π − 0] = 2πi.
C z 0 eiθ 0 0
Therefore,
I
1
dz = 2πi.
C z
19.3 Example
z 2 dz, where C is the unit circle |z| = 1.
H
Evaluate the integral C
14
19.4 Solution
Since z 2 is analytic everywhere, by Cauchy’s Theorem, the integral of an analytic
function around a closed contour is zero. Therefore,
I
z 2 dz = 0.
C
19.5 Example
ez dz around any closed contour C is zero.
H
Show that the integral C
19.6 Solution
The function ez is entire (analytic everywhere in the complex plane). By
Cauchy’s Theorem, the integral of an analytic function around a closed con-
tour is zero. Therefore,
I
ez dz = 0.
C
19.7 Example
1
H
Evaluate the integral C z−1
dz, where C is the circle |z − 1| = 1.
19.8 Solution
1
The function z−1 has a simple pole at z = 1, which lies inside the contour C.
The residue at z = 1 is:
1
Res , 1 = 1.
z−1
By the Residue Theorem,
I
1
dz = 2πi · 1 = 2πi.
C z−1
19.9 Example
Prove
H that if f (z) is analytic on and inside a simple closed contour C, then
C
f (z) dz = 0.
19.10 Solution
Since f (z) is analytic on and inside C, by Cauchy’s Theorem, the integral of an
analytic function around a closed contour is zero. Therefore,
I
f (z) dz = 0.
C
15
19.11 Example
z
H
Evaluate the integral C z 2 +1
dz, where C is the unit circle |z| = 1.
19.12 Solution
The function z2z+1 has singularities at z = i and z = −i. Neither of these
singularities lies inside the unit circle |z| = 1.
Since there are no singularities inside C, by Cauchy’s Theorem,
I
z
2
dz = 0.
C z +1
20 Exercises
z 2 dz, where C is the unit circle |z| = 1.
H
1. Evaluate the integral C
H 1
3. Evaluate the integral C z−1 dz, where C is the circle |z − 1| = 1.
4. ProveH that if f (z) is analytic on and inside a simple closed contour C,
then C f (z) dz = 0.
5. Evaluate the integral C z2z+1 dz, where C is the unit circle |z| = 1.
H
16
Dividing both sides by 2πi, we get
I
1 f (z)
f (z0 ) = dz.
2πi C z − z0
22 Cauchy’s Inequality
22.1 Statement of Cauchy’s Inequality
Let f (z) be an analytic function inside and on a simple closed contour C with
radius R. Then for any n ≥ 0,
M
|an | ≤
,
Rn
where an are the coefficients of the Taylor series expansion of f (z) around
z = 0, and M = max|z|=R |f (z)|.
where
I
1 f (z)
an = dz.
2πi |z|=R z n+1
Taking the modulus of both sides, we get:
I I
1 f (z) 1 f (z)
|an | = dz ≤ |dz|.
2πi |z|=R z n+1 2π |z|=R z n+1
n+1
Since |z| = R, we have |dz| = R dθ and |z | = Rn+1 . Therefore,
|f (z)|
I I
1 1
|an | ≤ R dθ = |f (z)| dθ.
2π |z|=R Rn+1 2πRn |z|=R
Let M = max|z|=R |f (z)|. Then,
I
1 M M
|an | ≤ n
M dθ = n
· 2π = n .
2πR |z|=R 2πR R
Therefore,
M
|an | ≤ .
Rn
17
23 Morera’s Theorem
23.1 Statement of Morera’s Theorem
Let f (z) be a continuous function on a domain D. If
I
f (z) dz = 0
C
24 Liouville’s Theorem
24.1 Statement of Liouville’s Theorem
Let f (z) be an entire function (analytic everywhere in the complex plane) and
bounded. Then f (z) is constant.
18
24.2 Proof of Liouville’s Theorem
Suppose f (z) is entire and bounded. Let M be a bound for f (z), i.e., |f (z)| ≤ M
for all z ∈ C.
Consider the Taylor series expansion of f (z) around z = 0:
∞
X
f (z) = an z n ,
n=0
where
f (n) (0)
an = .
n!
Using Cauchy’s Inequality, we have:
M
|an | ≤
Rn
for any R > 0. Letting R → ∞, we get an = 0 for all n ≥ 1.
Therefore,
f (z) = a0 ,
which means f (z) is constant.
25.1.1 Solution
The Taylor series expansion of f (z) = ez around z = 0 is:
∞
X zn
f (z) = .
n=0
n!
1
The coefficient a3 is 3! = 16 .
Using Cauchy’s Inequality, we have:
M
|a3 | ≤ ,
23
where M = max|z|=2 |ez |.
Since |ez | = eRe(z) and Re(z) ≤ 2 on |z| = 2, we have M = e2 .
Therefore,
e2
|a3 | ≤ .
8
19
25.2 Example 2: Application of Morera’s Theorem
1
Show that the function f (z) = z is not analytic in any domain containing the
origin.
25.2.1 Solution
1
Consider the closed contour C around the origin. The integral of f (z) = z
around C is:
I
1
dz = 2πi.
C z
1
Since the integral is not zero, f (z) = z is not analytic in any domain con-
taining the origin by Morera’s Theorem.
25.3.1 Solution
Consider the function f (z) = z 2 . As |z| → ∞, |f (z)| = |z 2 | = |z|2 → ∞.
Since f (z) is not bounded, it cannot be constant by Liouville’s Theorem
where
f (n) (z0 )
an = .
n!
where
20
I
1 f (z)
an = dz.
2πi C (z − z0 )n+1
27.2 Zeros
A zero of a function f (z) is a point z0 where f (z0 ) = 0. If f (z) can be written
as f (z) = (z − z0 )m g(z) where g(z0 ) ̸= 0, then z0 is a zero of order m.
28 Residue Theorem
28.1 Statement of the Residue Theorem
Let f (z) be analytic inside and on a simple closed contour C except for isolated
singularities z1 , z2 , . . . , zn inside C. Then,
I n
X
f (z) dz = 2πi Res(f, zk ),
C k=1
21
Therefore,
I n
I X n I
ak X ak
f (z) dz = dz = dz.
C C k=1 z − zk C z − zk
k=1
29.1.1 Solution
z
The function z2e+1 has singularities at z = i and z = −i. Only z = i lies inside
the unit circle.
The residue at z = i is:
z
ez ei
e
Res , i = lim (z − i) = .
z2 + 1 z→i z2 + 1 2i
By the Residue Theorem,
ez ei
I
dz = 2πi · = πei .
C z2 + 1 2i
29.2.1 Solution
1
The function f (z) = 1−z can be expanded as a geometric series:
∞
X
f (z) = zn.
n=0
22
29.3 Example 3: Laurent Series Expansion
1
Find the Laurent series expansion of f (z) = z(z−1) in the annulus 0 < |z| < 1.
29.3.1 Solution
1
The function f (z) = z(z−1) can be written as:
∞ ∞
1 1 1 X n X n−1
f (z) = · = z = z .
z z−1 z n=0 n=0
30 Exercises
1
H
1. Evaluate the integral C z 2 −1
dz, where C is the unit circle |z| = 1.
2. Find the Taylor series expansion of f (z) = sin(z) around z = 0.
1
3. Find the Laurent series expansion of f (z) = z 2 −1 in the annulus 1 < |z| <
2.
1
4. Show that the function f (z) = z has a pole of order 1
23