Friday, February 22, 2013

Complex Analysis: #19 Integrating Out From a Pole

  • Complex Analysis: #19 Integrating Out From a Pole

Maybe we are dissatisfied with this “Cauchy principle value” technique. After all, it is rather like cheating! So let’s see what we can do with an integral like

Complex Analysis: #19 Integrating Out From a Pole equation pic 1

where 0 is a pole, and ∞ is a zero of f. For example, look at the function f(x) = 1/x. But here we see big problems! Both of the integrals ∫1f(x)dx and  ∫01 f(x)dx are divergent.

Thinking about this, we see that the problems with the function 1/x stem from the fact that, first of all, the zero at ∞ is simple, and second of all, the pole at 0 is simple. This leads us to formulate the following theorem.


Theorem 39
Again, let R be a rational function defined throughout ℂ, but this time with a zero of order at least 2 at ∞. Furthermore, R has no poles in the positive real numbers (x > 0), and at most a simple pole at 0. Then we have

Complex Analysis: #19 Integrating Out From a Pole equation pic 2

for all 0 < λ < 1.

Proof
As before, the function zλR(z) has at most finitely many poles in ℂ. Let γr, φ, where 0 < r < 1 and 0 < φ < π, be the following closed curve. It starts at the point reφi and follows a straight line out to the point Teφi, where T = 1/r. Next it travels counter-clockwise around the circle of radius T, centered at 0, till it reaches the point Te(2π−φ)i. Next it travels along a straight line to the point re(2π−φ)i. Finally it travels back to the starting point, following the circle of radius r in a clockwise direction. Lets call these segments of the path L1, L2, L3 and L4. By choosing r and φ to be sufficiently small, we ensure that the path γr, φ encloses all poles of the function. In the exercises, we have seen that the path integrals along the segments L2 and L4 tend to zero for r → 0. Thus we have

Complex Analysis: #19 Integrating Out From a Pole equation pic 3

Monday, February 18, 2013

Complex Analysis: #18 Integrating across a Pole

  • Complex Analysis: #18 Integrating across a Pole

For example, consider the "integral"

Complex Analysis: #18 Integrating across a Pole equation pic 1

Obviously this is nonsense, since the integrals from −1 to 0, and from 0 to 1 of the function 1/x diverge. Specifically, for 0 < ∈ < 1 we have

Complex Analysis: #18 Integrating across a Pole equation pic 2

Thus, if we agree to abandon the principles we have learned in the analysis lectures, and simply say that

Complex Analysis: #18 Integrating across a Pole equation pic 3

then we have the Cauchy principle value of the integral, and we see that in this case it is simply zero. One could make an important-looking definition here, but let us confine our attention to integrals along closed intervals [a, b] ⊂ ℝ of complex-valued functions, where there might be poles of the function in the given interval. Assume for the moment there is a single pole at the point p ∈ (a, b). Then we will define the principle value of the integral (if it exists) to be

Complex Analysis: #18 Integrating across a Pole equation pic 4

Then the generalization to having a finite number of poles of f along the interval (but not at the endpoints) is clear.


Theorem 38
Let R be a rational function, defined throughout ℂ (together with it’s poles). Assume that it has a zero at infinity, so that there can only be finitely many poles. Let p1 < . . .  < pm be the poles of R which happen to lie on ℝ. Assume that each of these poles is simple; that is, of order 1. We distinguish two cases:
  • If R has a simple zero at infinity (that is, of order 1), then we take f(z) = R(z)eiz
  • Otherwise, R has a pole of order at least 2 at infinity, and in this case we take f(z) = R(z). 

Then we have

Complex Analysis: #18 Integrating across a Pole equation pic 5

Proof
In either case, we can have only finitely many poles of the function f; therefore only finitely many poles along the real number line. Let γδ be the path along the real number line from −∞ to ∞, but altered slightly, following a semi-circle of radius δ above each of the poles on the real line. Furthermore, δ is sufficiently small that no other pole of f is enclosed within any of the semi-circles. Then, according to our previous theorems, we have

Complex Analysis: #18 Integrating across a Pole equation pic 6

To simplify our thoughts, let us first consider the case that there is only one single pole p ∈ ℝ on the real number line. And to simplify our thoughts even further, assume that p = 0. Then we have the path γδ coming from −∞ to −δ, then it follows the path δeiπ(1−t), for t going from 0 to 1, and then finally it goes straight along the real number line from δ to ∞.

Let us now consider the Laurent series around 0. We can write

Complex Analysis: #18 Integrating across a Pole equation pic 7

say. But then we can just define the new function g throughout ℂ (leaving out the finite set of poles of f) by the rule

Complex Analysis: #18 Integrating across a Pole equation pic 8

Obviously g has no pole at 0, but otherwise it has the same set of poles as the original function f. Since the function c−1/z is analytic at all these other poles, the residue of g is identical with that of f around each of these poles. Therefore

Complex Analysis: #18 Integrating across a Pole equation pic 9

Now, to get the principle value of the integral for f, we use the path γδ, but we must remove the semi-circle part of it. That is, let

Complex Analysis: #18 Integrating across a Pole equation pic 10

Friday, February 15, 2013

Complex Analysis: #17 Residues Around the Point at "Infinity"

  • Complex Analysis: #17 Residues Around the Point at "Infinity"

In many applications, one speaks of the properties of a function “at infinity”. For this, we take the “compactification” of the complex number plane. This is the set ℂ ∪ {∞}, where “∞” is simply an abstract symbol. Then the open sets of ℂ ∪ {∞} are, first of all the familiar open sets of ℂ, then in addition, we say that any set of the form {z ∈ ℂ : |z| > R} ∪ {∞} is open, for R > 0. Finally, the union of all these sets of sets gives the topology of ℂ ∪ {∞}. It turns out that ℂ ∪ {∞} is homeomorphic to the standard 2-sphere. It is often called the “Riemann sphere”.

Definition 13
Let G ⊂ ℂ ∪ {∞} be a region containing ∞. (Thus G is open and connected.) [Note that we must then have ℂ \ G being a closed and bounded set, thus compact.] We will say that f : G → ℂ is analytic at ∞ if the function given by f(1/z) has a removable singularity at 0. Similarly, f has a zero of order n, or a pole of order n at ∞ if the respective property is true of the function f(1/z) at 0. That is to say, if ∞ is a zero of order n of f then we would like to have the function wnf(w) having a removable, non-zero singularity at ∞. However this is the same as looking at the limit as z → 0 of the function which is given by substituting w = 1/z. That is, the function

Complex Analysis: #17 Residues Around the Point at Infinity equation pic 1

So f has a zero of order n at infinity if g has a removable, non-zero singularity at 0.


Theorem 36
Let g, h : ℂ → ℂ be entire, not constant, functions (thus they are analytic at all points of ℂ). Let f be the meromorphic function f = g/h. Assume that there is no zero of h on the real number line. Assume furthermore that f has a zero at infinity of order at least 2. Then we have

Complex Analysis: #17 Residues Around the Point at Infinity equation pic 2

(Here the sum is over all poles of the function f in the “upper” half plane of ℂ. That is, the set of all complex numbers with positive imaginary parts.)

Proof
Because f has a zero at infinity, we have f being bounded outside of a compact disc of the form D = {z ∈ ℂ : |z| ≥ r}, for some sufficiently large r > 0. In particular, all of the poles of f must be within D. Since the zeros of h are isolated, there are only finitely many of them, thus the sum over the poles is finite. Therefore, the residue theorem shows that

Complex Analysis: #17 Residues Around the Point at Infinity equation pic 3

where γ is the closed curve which consists of two segments: first the segment along the real number line from −r to r, then the segment consisting of the semi-circle of radius r around zero, traveling upwards from r and around through ir, then coming back to −r. That is to say,

Complex Analysis: #17 Residues Around the Point at Infinity equation pic 4

We are assuming that f has a zero at infinity of order at least 2. That means, for all ∈ > 0 there exists some δ > 0 such that for all w ≠ 0 in ℂ with |w| < δ, we have

Complex Analysis: #17 Residues Around the Point at Infinity equation pic 5

Since ∈ can be taken to be arbitrarily small, giving a corresponding δ, we can choose our r to be greater than 1/δ, and thus the integral around the half-circle αr is small. The limit r → ∞ gives the formula of the theorem.

So this gives a method of calculating an integral along the real number line without actually having to do the integral at all! We only need to know the residues of the poles of the function in the upper half-plane of ℂ; no poles are allowed to be on the real number line; and the function should tend to zero sufficiently quickly at infinity.

But the assumption that the zero at infinity is of order 2 or more might be too restrictive. Perhaps the function we happen to be looking at only has a simple zero at infinity. For example consider the function

Complex Analysis: #17 Residues Around the Point at Infinity equation pic 6

The integral along the real number line does not converge, and so this shows that we cannot expect the integral to exist if the zero at infinity is only of the first order. But perhaps the following theorem, where f(x) is multiplied with the “rotating” function eix, thus mixing things up nicely, might be useful. However, in contrast to the case where the zero at infinity is of at least second order, here we cannot expect that the integral over the absolute value of the function also converges.


Theorem 37
The same assumptions as in the previous theorem, except that the zero of f at infinity is only of the first order. Then we have

Complex Analysis: #17 Residues Around the Point at Infinity equation pic 7

Proof
Again, we only have finitely many singularities in the upper half-plane. This time take a closed path γ consisting of four straight segments. The first segment is the straight line from the point −r to +r, along the real number line. The second segment goes from r to r + ir. The third from r + ir to −r + ir, and the fourth from −r + ir back to the starting point at −r. Let’s call these segments γ1(r), . . . , γ4(r). Following the ideas in the proof of the previous theorem, we see that it is only necessary to show that

Complex Analysis: #17 Residues Around the Point at Infinity equation pic 8

for j = 2, 3, 4. Our assumption implies that for all ∈ > 0 there exists an r0 > 0 such that |f(z)| < ∈ for all z with |z| > r0. We will show that the absolute value of the integral along the path γ2(r0) is less than ∈ . The calculation for the other paths is similar. We have

Complex Analysis: #17 Residues Around the Point at Infinity equation pic 9

Monday, February 11, 2013

Complex Analysis: #16 Residues Calculus

  • Complex Analysis: #16 The Calculus of Residues

Let’s begin by thinking about a function f with a pole of order m at the point a ∈ ℂ. That is, in a sufficiently small neighborhood of a we can write h(z) = f(z)(z−a)m, and after filling in the removable singularity of h at a, we have h(a) ≠ 0. Let

Complex Analysis: #16 The Calculus of Residues equation pic 1

So this is a formula for the residue of a function with a pole at a.

A rather special case is the following. Let us assume that G ⊂ ℂ is a region, and g, h are both analytic functions defined on G. Assume that a ∈ G is a simple zero of h. (That is h(a) = 0, but h'(a) ≠ 0.) Assume furthermore that g(a) ≠ 0. Then let f = g/h. (Note that a function such as f, which is defined to be the ratio of two analytic functions, is called a rational function.) Therefore f is meromorphic in G. What is the residue of f at a? Writing g and h as power series around a, we have

Complex Analysis: #16 The Calculus of Residues equation pic 2

Of course, going in the other direction, if a is a zero of g and h(a) ≠ 0, then the residue of f at a is simply zero. This is trivial.


Theorem 35 (The Residue Theorem)
Let the function f be defined and analytic throughout the region G ⊂ ℂ, except perhaps for a set S ⊂ G of isolated, not removable singularities. Let Ω be a cycle in G which avoids all these singularities and which is such that the winding number of Ω around all points of the compliment of G is zero. Then only finitely many points of S have non-vanishing index with respect to Ω and we have the residue formula

Complex Analysis: #16 The Calculus of Residues equation pic 3

Proof
Nothing is lost if we assume that Ω simply consists of a single closed path γ. So it is contained in a compact disc in ℂ which must contain all points of ℂ having a non-vanishing index with respect to γ. If there were infinitely many such points, then they must have an accumulation point, which must lie in the compliment of G. But such a point has index zero with respect to γ. Since that point does not lie on γ, it must have a neighborhood which contains only points with index zero with respect to γ. Thus we have a contradiction. The residue theorem now follows from Cauchy’s theorem (theorem 26).

Friday, February 8, 2013

Complex Analysis: #15 Laurent Series

  • Complex Analysis: #15 The Laurent Series

Since a pole of order n involves a function which looks somewhat like (z − z0)−n, at least near to the singularity z0, it seems reasonable to expand our idea of power series into the negative direction. This gives us the Laurent series. That is, a sum which looks like this:

Complex Analysis: #15 The Laurent Series equation pic 1

There is a little problem with this notation. After all, if the series is not absolutely convergent, then we might get different sums if we start at different places in the doubly infinite sequence. Let us therefore say that the sum from 0 to +∞ is the positive series, and that from −∞ to −1 is the negative series. So the whole series is absolutely convergent if both the positive and negative series are absolutely convergent. [The negative series is called the “Hauptteil” in German, whilst the positive series is the “Nebenteil”.] One can obviously imagine that the negative series is really a positive series in the variable 1/(z − z0).

So given some collection of coefficients cn for all n ∈ ℤ, let R ≥ 0 be the radius of convergence of the series

Complex Analysis: #15 The Laurent Series equation pic 2

That is to say, if 1/|z − z0| < 1/r, or put another way, if |z − z0| > r, then the negative series

Complex Analysis: #15 The Laurent Series equation pic 3

converges.

Therefore, there is an open ring (or annulus) of points of the complex plane, namely the region {z ∈ ℂ : r < |z − z0| < R}, where the Laurent series is absolutely convergent. In this ring, the function defined by the Laurent series

Complex Analysis: #15 The Laurent Series equation pic 4

is analytic. Note however that it is not necessarily true that f has an antiderivative. We see this by observing that the particular term c−1(z − z0)−1 has no antiderivative in the ring. On the other hand, if we happen to have c−1 = 0 then there is an antiderivative, namely the function in the ring given by the Laurent series

Complex Analysis: #15 The Laurent Series equation pic 5


Theorem 29
Assume the Laurent series converges in the ring between 0 ≤ r < R ≤ ∞. Let r < ρ < R. The coefficients of the Laurent series are then given by

Complex Analysis: #15 The Laurent Series equation pic 6

Proof
Since the series is uniformly convergent around the circle of radius ρ, we can exchange sum and integral signs to write

Complex Analysis: #15 The Laurent Series equation pic 7

However, if we look at the individual terms, we see that if k ≠ n, then each term has an antiderivative,
and thus the path-integral is zero for that term. We are left with the n-term, and this is then simply

Complex Analysis: #15 The Laurent Series equation pic 8

Conversely, we have:


Theorem 30
Given 0 ≤ r < ρ ≤ R, let G = {z ∈ ℂ : r < |z − z0| < R} and f : G → ℂ be an analytic function. Then we have f(z) = ∑ cnzn, (with n = −∞, . . ., ∞) , where

Complex Analysis: #15 The Laurent Series equation pic 9

Proof
For simplicity, choose z0 = 0. Let z be given with r < |z| < R, and take ∈ > 0 such that ∈ < min{R − |z|, |z| − r}. Thus, according to theorems 5 and 6, we have

Complex Analysis: #15 The Laurent Series equation pic 10

(Note that theorem 5 shows that the integrals for |z| = R − ∈, and for |z| = r + ∈ are equal to the integrals, taken along the path |z| = ρ.)


Theorem 31
Again, the same assumptions as in theorem 30. Assume further that there exists some M > 0 with |f(z)| ≤ M for all z with |z − z0| = ρ. Then |cn| ≤ M/ρn for all n.

Proof

Complex Analysis: #15 The Laurent Series equation pic 11


Theorem 32 (Riemann)
Let a ∈ G ⊂ ℂ be an isolated singularity of an analytic function f : G\{a} → ℂ such that the exists an M > 0 and an ∈ > 0 with |f(z)| ≤ M for all z0 ∈ G with z ≠ a and |z − a| < ∈ . Then a is a removable singularity.

Proof
For then |cn| ≤ M/rn for all 0 < r < ∈ , and therefore, for the terms with n < 0 we must have cn = 0, showing that in fact f is given by a normal power series, and thus it is also analytic in a.


Theorem 33 (Casorati-Weierstrass)
Let a be an essential singularity of the function f : G \ {a} → ℂ. Then for all ∈ , δ > 0 and w ∈ ℂ, there exists a z ∈ G with |z − a| < ∈ such that |f(z) − w| < δ. (Which is to say, arbitrarily small neighborhoods of a are “exploded” through the action of f throughout ℂ, so that they form a dense subset of ℂ!)

Proof
Otherwise, there must exist some w0 ∈ ℂ such that there exists an ∈ > 0 and |f(z) −w0| ≥ δ for all z ∈ G with |z − a| < ∈ . Let B(a, ∈) = {z ∈ ℂ : |z − a| < ∈ } and define the function h : (B(a, ∈ )\{a})∩G → ℂ to be

Complex Analysis: #15 The Laurent Series equation pic 12

Clearly h is analytic, with an isolated singularity at the point a. Furthermore.

Complex Analysis: #15 The Laurent Series equation pic 13

Therefore, according to theorem 32 we must have a being removable. Thus, writing

Complex Analysis: #15 The Laurent Series equation pic 14

we see that since the function given by 1/h(z) has at most a pole at a, we cannot have a being an essential singularity of f. This is a contradiction.

As an example of a function with an essential singularity, consider the function f(z) = exp(1/z). Clearly f is defined for all z ≠ 0, and not defined for the single point 0. In fact, 0 is an essential singularity. To see this, consider the exponential series

Complex Analysis: #15 The Laurent Series equation pic 15

The singularity at 0 obviously cannot be a pole of the function, since the negative series is infinite. In fact we can make a theorem out of this observation.


Theorem 34
Let a function f be defined by a Laurent series ∑ cn(z − z0)n, (with n = −∞, . . ., ∞), around a point z0 ∈ ℂ. Assume that the series converges in a “punctured disc” {0 < |z − z0| < R}. If infinitely many of the terms cn, for n < 0, are not zero, then z0 is an essential singularity of f.

Proof
Obviously z0 is not a removable singularity. If it were a pole of order n, then all the terms cm, for m < −n must vanish. The only remaining possibility is that z0 is an essential singularity.

Tuesday, February 5, 2013

Complex Analysis: #14 Isolated Singularities

  • Complex Analysis: #14 Isolated Singularities

A “singularity” is really nothing more than a point of the complex plane where a given function is not defined. That is, if f is defined in a region G ⊂ ℂ, then any point a ∉ G can be thought of as being a singularity of the function. But this is not really what we are thinking about when we speak of singularities. As an example of what we are thinking about, consider the particular function

Complex Analysis: #14 Isolated Singularities equation pic 1

Here, except for the special point z0 = 0 which is not so nice, we have a good example of an analytic function. Since only a single point is causing problems with this function, let us more or less ignore this point and call it an isolated singularity. So in general, an isolated singularity is a point z0 ∈ ℂ such that z0 ∉ G, yet there exists some r > 0 with B(z0, r) \ {z0} ⊂ G.

Definition 11
Let f : G → ℂ be analytic, but with an isolated singularity at z0 ∈ ℂ. The residue of f at z0 is the number

Complex Analysis: #14 Isolated Singularities equation pic 2

According to Cauchy’s theorem, the residue is a well-defined number, independent of the radius r of the circle of the path used to define it, as long as r is small enough to satisfy our condition.

We identify three different kinds of isolated singularities:
  • removable singularities, 
  • poles,
  • essential singularities. 
Let’s begin with removable singularities. Let f : G → ℂ have a singularity at z0. This singularity is removable if it is possible to find some number w0 such that if we simply define f0 : G ∪ {z0} → ℂ by

Complex Analysis: #14 Isolated Singularities equation pic 3

then f0 is analytic (thus also differentiable at the special point z0). We see then that a removable singularity is really nothing special. We have simply “forgotten” to put in the correct value of the function f at the isolated point z0. By putting in the correct value, the singularity disappears.

A pole is somewhat more interesting. For example the function

Complex Analysis: #14 Isolated Singularities equation pic 4

has a “simple” pole at the point z0 = 0. But then if we multiply f with the “simple” polynomial g(z) = z, then we get f(z) · g(z) = 1. Of course the function f · g has a removable singularity at the special point z0 = 0. Furthermore, the function which results does not have a zero at the point 0. The general rule is: let z0 be an isolated, not removable, singularity of the analytic function f. If there is some n ∈ ℕ such that the function given by f(z) · (z − z0)n has a removable singularity at z0, and the resulting function does not have a zero at z0, then z0 is a pole of order n.

Finally, an essential singularity is neither removable, nor is it a pole.

Definition 12
Let f : G → ℂ be analytic, such that all it’s isolated singularities are either removable or else they are poles. Then f is called a meromorphic function (defined in G).

Saturday, February 2, 2013

Complex Analysis: #13 Weierstrass`s Convergence Theorem

  • Complex Analysis: #13 Weierstrass`s Convergence Theorem

This is the analog of the theorem in real analysis which states that a sequence of continuous functions which is uniformly convergent converges to a continuous function. But here we are concerned with analytic functions.


Theorem 28 (Weierstrass)
Let G1 ⊂ G2 ⊂ · · · ⊂ Gn ⊂ · · · be an increasing sequence of regions in ℂ and let (fn)n∈ be a sequence of analytic functions fn : Gn → ℂ for each n. Let G = ∪n=1Gn (that is, n = 1, . . ., ∞), and assume that in every compact subset of G, the sequence (fn) converges uniformly. Let f : G → ℂ be defined by f(z) = limn→∞ fn(z) for all z ∈ G. Then f is analytic on G, and furthermore fn' → f ' uniformly on every compact subset of G.

Proof
Let z0 ∈ G and take r > 0 such that B(z0, r) ⊂ G. (That is the closure of the open set B(z0, r).) Let N ∈ ℕ be sufficiently large that B(z0, r) ⊂ ∪n=1N Gn. Then B(z0, r) ⊂ Gm, for all m ≥ N. According to theorem 2 we have ∫γfn(z)dz = 0 for all triangles in B(z0, r). Moreover we have

Complex Analysis: #13 Weierstrass`s Convergence Theorem equation pic 1

owing to the uniform convergence of the sequence. Therefore, by theorem 10, f is analytic. By Goursat’s theorem, the derivatives are also analytic. Specifically, let ζ be the boundary of the disc B(z0, r). Then, using Cauchy’s formula (theorem 6), we have

Complex Analysis: #13 Weierstrass`s Convergence Theorem equation pic 2

and the fact that the convergence of the fn is uniform in B(z0, r) shows that fn' → f ' uniformly.

An interesting example of this is Riemann’s Zeta function. Let z = x + iy with x > 1. Then

Complex Analysis: #13 Weierstrass`s Convergence Theorem equation pic 3

Thus the infinte sum ζ(z) = ∑ n−z  (with n =1, . . . , ∞) defines a function which is the limit of a uniformly convergent sequence of analytic functions (the partial sums) for all z with Re(z) > a, where a > 1 is a given constant. Therefore Weierstrass’s convergence theorem implies that the Zeta function ζ(z) is analytic in this region. As a matter of fact, Riemann showed that, with the exception of the obvious isolated singularity at the point z = 1, the zeta function can be analytically continued throughout the whole complex plane. The big question is “Where are the zeros of the zeta function?” Some of them are located at negative even integers. (These are the so-called “trivial zeros”.) They are not particularly interesting. But there are lots along the vertical line Re(z) = 1/2. The famous Riemann conjecture — which is certainly the greatest unsolved problem in mathematics today — is that all of the zeros (apart from the trivial ones) lie on this line. [An American businessman, Mr. Landon T. Clay has put aside one million American dollars each for the solution of a certain collection of outstanding problems in mathematics. The Riemann conjecture is one of them.]
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