Analysis of Functions of a Single Variable by Lawrence Baggett - HTML preview

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Chapter 7The Fundamental Theorem of Algebra, and The Fundamental Theorem of Analysis

7.1The Fundamental Theorem of Algebra, and the Fundamental Theorem of Analysis*

In this chapter we will discover the incredible difference between the analysis of functions of a single complex variable as opposed to functions of a single real variable. Up to this point, in some sense, we have treated them as being quite similar subjects, whereas in fact they are extremely different in character. Indeed, if f is a differentiable function of a complex variable on an open set UC, then we will see that f is actually expandable in a Taylor series around every point in U. In particular, a function fof a complex variable is guaranteed to have infinitely many derivatives on U if it merely has the first one on U. This is in marked contrast with functions of a real variable. See part (3) of Theorem 4.17..

The main points of this chapter are:

  1. The Cauchy-Riemann Equations (Theorem 7.1.),

  2. Cauchy's Theorem (Theorem 7.3.),

  3. Cauchy Integral Formula (Theorem 7.4.),

  4. A complex-valued function that is differentiable on an open set is expandable in a Taylor series around each point of the set (Theorem 7.5.),

  5. The Identity Theorem (Theorem 7.6.),

  6. The Fundamental Theorem of Algebra (Theorem 7.7.),

  7. Liouville's Theorem (Theorem 7.8.),

  8. The Maximum Modulus Principle (corollary to Corollary 7.4.),

  9. The Open Mapping Theorem (Theorem 7.10.),

  10. The uniform limit of analytic functions is analytic (Theorem 7.12.), and

  11. The Residue Theorem (Theorem 7.17.).

7.2Cauchy's Theorem*

We begin with a simple observation connecting differentiability of a function of a complex variable to a relation among of partial derivatives of the real and imaginary parts of the function. Actually, we have already visited this point in Exercise 8..

Theorem 7.1.

Let f=u+iv be a complex-valued function of a complex variable z=x+iy≡(x,y), and suppose f is differentiable, as a function of a complex variable, at the point c=(a,b). Then the following two partial differential equations, known as the Cauchy-Riemann Equations, hold:

(7.1)
_autogen-svg2png-0005.png

and

(7.2)
_autogen-svg2png-0006.png

Proof

We know that

(7.3)
_autogen-svg2png-0007.png

and this limit is taken as the complex number h approaches 0. We simply examine this limit for real h's approaching 0 and then for purely imaginary h's approaching 0. For real h's, we have

(7.4)
_autogen-svg2png-0012.png

For purely imaginary h's, which we write as h=ik, we have

(7.5)
_autogen-svg2png-0015.png

Equating the real and imaginary parts of these two equivalent expressions for f'(c) gives the Cauchy-Riemann equations.

As an immediate corollary of this theorem, together with Green's Theorem (Theorem 6.15.), we get the following result, which is a special case of what is known as Cauchy's Theorem.

Corollary 7.1.

Let S be a piecewise smooth geometric set whose boundary CS has finite length. Suppose f is a complex-valued function that is continuous on S and differentiable at each point of the interior S0 of S. Then the contour integral _autogen-svg2png-0023.png

Exercise 1.
  1. Prove the preceding corollary. See Theorem 6.12..

  2. Suppose f=u+iv is a differentiable, complex-valued function on an open disk Br(c) in C, and assume that the real part u is a constant function. Prove that f is a constant function. Derive the same result assuming that v is a constant function.

  3. Suppose f and g are two differentiable, complex-valued functions on an open disk Br(c) in C. Show that, if the real part of f is equal to the real part of g, then there exists a constant k such that f(z)=g(z)+k, for all zBr(c).

For future computational purposes, we give the following implications of the Cauchy-Riemann equations. As with Theorem 7.1., this next theorem mixes the notions of differentiability of a function of a complex variable and the partial derivatives of its real and imaginary parts.

Theorem 7.2.

Let f=u+iv be a complex-valued function of a complex variable, and suppose that f is differentiable at the point c=(a,b). Let A be the 2×2 matrix

(7.6)
_autogen-svg2png-0044.png

Then:

  1. | f' ( c ) | 2 = det ( A ) .

  2. The two vectors

    (7.7)
    _autogen-svg2png-0046.png

    are linearly independent vectors in R2 if and only if f'(c)≠0.

  3. The vectors

    (7.8)
    _autogen-svg2png-0049.png

    are linearly independent vectors in R2 if and only if f'(c)≠0.

Proof

Using the Cauchy-Riemann equations, we see that the determinant of the matrix A is given by

(7.9)
_autogen-svg2png-0053.png

proving part (1).

The vectors _autogen-svg2png-0054.png and _autogen-svg2png-0055.png are the columns of the matrix A, and so, from elementary linear algebra, we see that they are linearly independent if and only if the determinant of A is nonzero. Hence, part (2) follows from part (1). Similarly, part (3) is a consequence of part (1).

It may come as no surprise that the contour integral of a function f around the boundary of a geometric set S is not necessarily 0 if the function f is not differentiable at each point in the interior of S. However, it is exactly these kinds of contour integrals that will occupy our attention in the rest of this chapter, and we shouldn't jump to any conclusions.

Exercise 2.

Let c be a point in C, and let S be the geometric set that is a closed disk _autogen-svg2png-0065.png Let φ be the parameterization of the boundary Cr of S given by φ(t)=c+reit for t∈[0,2π]. For each integer nZ, define fn(z)=(zc)n.

  1. Show that _autogen-svg2png-0073.png for all n≠–1.

  2. Show that

    (7.10)
    _autogen-svg2png-0075.png

There is a remarkable result about contour integrals of certain functions that aren't differentiable everywhere within a geometric set, and it is what has been called the Fundamental Theorem of Analysis, or Cauchy's Theorem. This theorem has many general statements, but we present one here that is quite broad and certainly adequate for our purposes.

Theorem 7.3.

Let S be a piecewise smooth geometric set whose boundary CS has finite length, and let _autogen-svg2png-0078.png be a piecewise smooth geometric set, whose boundary _autogen-svg2png-0079.png also is of finite length. Suppose f is continuous on _autogen-svg2png-0081.png i.e., at every point z that is in S but not in _autogen-svg2png-0084.png and assume that f is differentiable on _autogen-svg2png-0086.png i.e., at every point z in S0 but not in _autogen-svg2png-0089.png (We think of these sets as being the points “between” the boundary curves of these geometric sets.) Then the two contour integrals _autogen-svg2png-0090.png and _autogen-svg2png-0091.png are equal.

Proof

Let the geometric set S be determined by the interval [a,b] and the two bounding functions u and l, and let the geometric set _autogen-svg2png-0096.png be determined by the subinterval _autogen-svg2png-0097.png of [a,b] and the two bounding functions _autogen-svg2png-0099.png and _autogen-svg2png-0100.png Because _autogen-svg2png-0101.png we know that _autogen-svg2png-0102.png and _autogen-svg2png-0103.png for all _autogen-svg2png-0104.png We define four geometric sets S1,...,S4 as follows:

  1.  S1 is determined by the interval _autogen-svg2png-0107.png and the two bounding functions u and l restricted to that interval.

  2.  S2 is determined by the interval _autogen-svg2png-0111.png and the two bounding functions u and _autogen-svg2png-0113.png restricted to that interval.

  3.  S3 is determined by the interval _autogen-svg2png-0115.png and the two bounding functions _autogen-svg2png-0116.png and l restricted to that interval.

  4.  S4 is determined by the interval _autogen-svg2png-0119.png and the two bounding functions u and l restricted to that interval.

Observe that the five sets _autogen-svg2png-0122.png constitute a partition of the geometric set S. The corollary to Theorem 7.1. applies to each of the four geometric sets S1,...,S4. Hence, the contour integral of f around each of the four boundaries of these geometric sets is 0. So, by Exercise 20.,

(7.11)
_autogen-svg2png-0126.png

as desired.

Exercise 3.