Complex Analysis: #10 Analytic Continuation
We now know that an analytic function f : G → ℂ can be represented as a power series centered at
any given point z
0
∈ G. The function f is equal to the function defined by the power series in the
largest possible open disc around z
0
which is contained in G. But of course G is not, in general itself
an open disc. Therefore there might be parts of G where f is not given by this power series centered
on z
0. Or, (thinking about the logarithm function) we might have the situation that G could be
expanded to a larger region G
*, with G ⊂ G
* where the function could be defined. But then perhaps
there might be different ways of “continuing” this definition of f from G to G
*.
Therefore let us consider a chain of open discs (B
1, . . ., B
n) say, with
Bj = {z ∈ ℂ : |z − pj| < rj}
for a chain of points p
j which are the centers of the discs, and numbers r
j
> 0, which are the
radii in each case. We assume that it is a connected chain in the sense that B
j ∩ B
j+1 ≠ ∅, in
each case. For each B
j
let us assume that an analytic function f
j
: B
j
→ ℂ exists, such that in the
region of overlap, we have f
j(z) = f
j+1
(z) for z ∈ B
j
∩ B
j+1.
Definition 8
The functions f
j here are called
function elements, and if we have f
j(z) = f
j+1
(z)
for z ∈ B
j
∩ B
j+1 for all j = 1, . . . , n − 1, then we have an analytic continuation of the function elements
through the chain of open discs. Or, if we consider the ordering of the discs, we can say that the final
function f
n
is obtained by analytic continuation of the initial function f
1
through the chain of discs.
Theorem 17 shows that if, say f
1
is given in B
1, and there exists a chain of open discs allowing
some analytic continuation, then this continuation is
unique.
Theorem 21
Let (B
1, . . ., B
n) be a chain of open discs with B
j ∩ B
j+1 ≠ ∅, for j = 1, . . . , n − 1. Let f
1
: B
1
→ ℂ be some given analytic function. Then there exists an analytic continuation of f
1
throughout
the chain [That is to say, there exists a set of function elements forming an analytic continuation, such that the first element in the
chain of function elements is f
1.]
if and only if there also exists an analytic continuation of f
1'
: B
1
→ ℂ (the derivative of f
1)
throughout the chain.
Proof
“⇒” is trivial. (Just take f
j', the derivative of f
j, for each j.)
As far as “⇐” is concerned, we are assuming that there is an analytic continuation of the function
. To avoid confusion, let us call this function g
j
: B
1
→ ℂ. i.e. g
1(z) = f
1'(z) for all z ∈ B
j.
The assumption is that for each j there is an analytic function g
j
: B
j
→ ℂ, providing an analytic
continuation, starting with g
1. We now use induction on the number n. For n = 1 there is nothing to
prove. So let n > 1, and assume that we have an analytic continuation of g
along the chain of open
discs from B
1
to B
n−1, giving g
j
: B
j
→ ℂ such that g
j
:
f
j'
for each j < n. According to theorem 3, g
n
has an antiderivative, G
n
: B
n
→ ℂ, with G
n'
: g
n. Now in the region B
n−1
∩ B
nwe have g
n−1 = g
n.
That is, f
n−1'
= G
n', or f
n−1' − G
n'
= 0. Thus f
n−1 − G
n
= k say, where k is a constant number. But
then the function G
n
+ k is also an antiderivative to g
n, and we can take f
n
= G
n
+ k.
One way to think about these chains of discs is to imagine that they are associated with a path,
namely a path starting at p
1
then following a straight line to p
2, then a straight line to p
3, and so
forth, finally ending at p
n. So each straight segment, say from p
j
to p
j+1
is contained in the union
of the two discs B
j
∪ B
j+1
.
Let’s generalize this idea in the following way. Let γ : [t
0, t
1] → ℂ be a continuous path. (It doesn’t
have to be differentiable here.) Let t
0
= τ
0 < τ
1
< · · · < τ
n
= t
1
be a partition of the interval [t
0, t
1].
Assume that we have a corresponding set of open discs B
j
= {z ∈ ℂ : |z − γ(τ
j)| < r
j}(where r
j
> 0)
such that γ(t) ∈ B
j
∪ B
j+1
, for t ∈ [τ
j,
τ
j+1], for all relevant j. Then we will say that we have a chain of
discs along the path γ. Furthermore, if we have a sequence of analytic function elements giving an analytic continuation along this chain, then we will say that the function is analytically continued
along the path. The next theorem shows that this is a property of the path, independent of the
choice of discs along the path.
Theorem 22
Let γ : [t
0, t
1] → ℂ be continuous and let B = {z ∈ ℂ : |z − γ(t
0)
< r} and B
* = {z ∈ ℂ : |z − γ(t
1)| < r
*} (with both r, r
*
> 0) be open discs centered on γ(t
0) and γ(t
1), respectively. Let t
0
= τ
0 < τ
1
< · · · < τ
n
= t
1 and t
0
= ρ
0
< ρ
1
< · · · < ρ
m
= t
1
be two different partitions of the interval [t
0, t
1], giving two different chains of discs along the path, satisfying the conditions listed above, where
the first and last discs are B and B
*. Assume that f : B → ℂ is an analytic function at the first disc
and it has an analytic continuation with respect to the first chain of discs, finally giving the analytic
function g : B
*
→ ℂ. Then f also has an analytic continuation with respect to the second chain of discs,
and it also gives the same function g : B
*
→ ℂ.
Proof
If the whole path γ is completely contained within the disc B then, using theorem 9 we see that the analytic continuation is simply given by the power series representing the function.
Therefore let M ⊂ [t
0, t
1] be defined to be the set of t
*
∈ [t
0, t
1] such that the theorem is true for the
interval [t
0, t
*] (with respect to this path γ). But if t ∈ M, then since γ is continuous, and since the
analytic function which has been continued out to the point γ(t
*) has a power series representation
in a neighborhood of γ(t
*), we must have some ∈ > 0 such that {t ∈ [t
0, t
1] ; |t −
t
*| < ∈ } ⊂ M. Therefore
M is an open subset of [t
0, t
1]. If [t
0, t
1] \ M ≠ ∅, then the same argument shows that M is closed in [t
0, t
1]. Yet the interval [t
0, t
1] is connected. Therefore M = [t
0, t
1].
All of these thoughts allow us to perform path integrals along continuous, but not necessarily
differentiable paths. To see this, take γ to be some continuous path, allowing an analytic continuation
from an open disc centered on the starting point of the path. The discs in the finite chain
of open discs describing the analytic continuation have centers at various points along the path γ.
But now take
γ to be the piecewise linear path connecting those centers. This gives a path integral,
namely ∫
γ
f(z)dz, where f consists of the function elements along the path. We can now simply
define ∫
γ
f(z)dz to be this integral along
γ. Theorem 22 then shows that the path integral for γ is
well defined.