\chapter{Holomorphic functions} Throughout this chapter, we denote by $U$ an open subset of the complex plane, and by $\Omega$ an open subset which is also simply connected. The main references for this chapter were \cite{ref:dartmouth,ref:bak_ca}. \section{The nicest functions on earth} In high school you were told how to differentiate and integrate real-valued functions. In this chapter on complex analysis, we'll extend it to differentiation and integration of complex-valued functions. Big deal, you say. Calculus was boring enough. Why do I care about complex calculus? Perhaps it's easiest to motivate things if I compare real analysis to complex analysis. In real analysis, your input lives inside the real line $\RR$. This line is not terribly discerning -- you can construct a lot of unfortunate functions. Here are some examples. \begin{example} [Optional: evil real functions] You can skim over these very quickly: they're only here to make a point. \begin{enumerate}[(a)] \ii The \vocab{Devil's Staircase} (or Cantor function) is a continuous function $H : [0,1] \to [0,1]$ which has derivative zero ``almost everywhere'', yet $H(0) = 0$ and $H(1) = 1$. \ii The \vocab{Weierstra\ss\ function} \[ x \mapsto \sum_{n=0}^\infty \left( \half \right)^n \cos \left( 2015^n \pi x \right) \] is continuous \emph{everywhere} but differentiable \emph{nowhere}. \ii The function \[ x \mapsto \begin{cases} x^{100} & x \ge 0 \\ -x^{100} & x < 0 \end{cases} \] has the first $99$ derivatives but not the $100$th one. \ii If a function has all derivatives (we call these \vocab{smooth} functions), then it has a Taylor series. But for real functions that Taylor series might still be wrong. The function \[ x \mapsto \begin{cases} e^{-1/x} & x > 0 \\ 0 & x \le 0 \end{cases} \] has derivatives at every point. But if you expand the Taylor series at $x=0$, you get $0 + 0x + 0x^2 + \dots$, which is wrong for \emph{any} $x > 0$ (even $x=0.0001$). \end{enumerate} \end{example} \begin{figure}[h] \centering \includegraphics[width=0.8\textwidth]{media/weierstrass-pubdomain.png} \caption{The Weierstra\ss\ Function (image from \cite{img:weierstrass}).} \end{figure} Let's even put aside the pathology. If I tell you the value of a real smooth function on the interval $[-1, 1]$, that still doesn't tell you anything about the function as a whole. It could be literally anything, because it's somehow possible to ``fuse together'' smooth functions. So what about complex functions? If you consider them as functions $\RR^2 \to \RR^2$, you now have the interesting property that you can integrate along things that are not line segments: you can write integrals across curves in the plane. But $\CC$ has something more: it is a \emph{field}, so you can \emph{multiply} and \emph{divide} two complex numbers. So we restrict our attention to differentiable functions called \emph{holomorphic functions}. It turns out that the multiplication on $\CC$ makes all the difference. The primary theme in what follows is that holomorphic functions are \emph{really, really nice}, and that knowing tiny amounts of data about the function can determine all its values. %In particular, they are highly \emph{rigid} and \emph{regular}. The two main highlights of this chapter, from which all other results are more or less corollaries: \begin{itemize} \ii Contour integrals of loops are always zero. \ii A holomorphic function is essentially given by its Taylor series; in particular, single-differentiable implies infinitely differentiable. Thus, holomorphic functions behave quite like polynomials. \end{itemize} Some of the resulting corollaries: \begin{itemize} \ii It'll turn out that knowing the values of a holomorphic function on the boundary of the unit circle will tell you the values in its interior. \ii Knowing the values of the function at $1$, $\half$, $\frac13$, \dots are enough to determine the whole function! \ii Bounded holomorphic functions $\CC \to \CC$ must be constant \ii And more\dots \end{itemize} As \cite{ref:pugh} writes: ``Complex analysis is the good twin and real analysis is the evil one: beautiful formulas and elegant theorems seem to blossom spontaneously in the complex domain, while toil and pathology rule the reals''. \section{Complex differentiation} \prototype{Polynomials are holomorphic; $\ol z$ is not.} Let $f : U \to \CC$ be a complex function. Then for some $z_0 \in U$, we define the \vocab{derivative} at $z_0$ to be \[ \lim_{h \to 0} \frac{f(z_0+h) - f(z_0)}{h}. \] Note that this limit may not exist; when it does we say $f$ is \vocab{differentiable} at $z_0$. What do I mean by a ``complex'' limit $h \to 0$? It's what you might expect: for every $\eps > 0$ there should be a $\delta > 0$ such that \[ 0 < \left\lvert h \right\rvert < \delta \implies \left\lvert \frac{f(z_0+h)-f(z_0)}{h} - L \right\rvert < \eps. \] If you like topology, you are encouraged to think of this in terms of open neighborhoods in the complex plane. (This is why we require $U$ to be open: it makes it possible to take $\delta$-neighborhoods in it.) But note that having a complex derivative is actually much stronger than a real function having a derivative. In the real line, $h$ can only approach zero from below and above, and for the limit to exist we need the ``left limit'' to equal the ``right limit''. But the complex numbers form a \emph{plane}: $h$ can approach zero from many directions, and we need all the limits to be equal. \begin{example} [Important: conjugation is \emph{not} holomorphic] Let $f(z) = \ol z$ be complex conjugation, $f : \CC \to \CC$. This function, despite its simple nature, is not holomorphic! Indeed, at $z=0$ we have, \[ \frac{f(h)-f(0)}{h} = \frac{\ol h}{h}. \] This does not have a limit as $h \to 0$, because depending on ``which direction'' we approach zero from we have different values. \begin{center} \begin{asy} size(7cm); dot("$0$", origin, dir(225)); void meow(string s, real theta, real eps = 45, pen p) { draw( (dir(theta) * 0.8) -- (dir(theta) * 0.2), p+1); draw( (dir(theta) * 0.8) -- (dir(theta) * 0.2), p, Arrow); label(s, dir(theta)*0.5, dir(eps), p); } meow("$1$", 0, 90, blue); meow("$1$", 180, 90, blue); meow("$i$", -45, 45, heavygreen); meow("$-1$", 90, 0, red); label("$f(z) = \overline z$", dir(135)); label("$\dfrac{f(0+h)-f(0)}{h}$", dir(135)-0.35*dir(90)); import graph; graph.xaxis("Re", -1, 1, grey, NoTicks, Arrows); graph.yaxis("Im", -1, 1, grey, NoTicks, Arrows); \end{asy} \end{center} \end{example} If a function $f : U \to \CC$ is complex differentiable at all the points in its domain it is called \vocab{holomorphic}. In the special case of a holomorphic function with domain $U = \CC$, we call the function \vocab{entire}.\footnote{Sorry, I know the word ``holomorphic'' sounds so much cooler. I'll try to do things more generally for that sole reason.} \begin{example} [Examples of holomorphic functions] In all the examples below, the derivative of the function is the same as in their real analogues (e.g.\ the derivative of $e^z$ is $e^z$). \begin{enumerate}[(a)] \ii Any polynomial $z \mapsto z^n + c_{n-1} z^{n-1} + \dots + c_0$ is holomorphic. \ii The complex exponential $\exp : x+yi \mapsto e^x (\cos y + i \sin y)$ can be shown to be holomorphic. \ii $\sin$ and $\cos$ are holomorphic when extended to the complex plane by $\cos z = \frac{e^{iz}+e^{-iz}}{2}$ and $\sin z = \frac{e^{iz}-e^{-iz}}{2i}$. \ii As usual, the sum, product, chain rules and so on apply, and hence \textbf{sums, products, nonzero quotients, and compositions of holomorphic functions are also holomorphic}. \end{enumerate} \end{example} You are welcome to try and prove these results, but I won't bother to do so. \section{Contour integrals} \prototype{$\oint_\gamma z^m \; dz$ around the unit circle.} In the real line we knew how to integrate a function across a line segment $[a,b]$: essentially, we'd ``follow along'' the line segment adding up the values of $f$ we see to get some area. Unlike in the real line, in the complex plane we have the power to integrate over arbitrary paths: for example, we might compute an integral around a unit circle. A contour integral lets us formalize this. First of all, if $f : \RR \to \CC$ and $f(t) = u(t) + iv(t)$ for $u,v \in \RR$, we can define an integral $\int_a^b$ by just adding the real and imaginary parts: \[ \int_a^b f(t) \; dt = \left( \int_a^b u(t) \; dt \right) + i \left( \int_a^b v(t) \; dt \right). \] Now let $\alpha : [a,b] \to \CC$ be a path, thought of as a complex differentiable\footnote{This isn't entirely correct here: you want the path $\alpha$ to be continuous and mostly differentiable, but you allow a finite number of points to have ``sharp bends''; in other words, you can consider paths which are combinations of $n$ smooth pieces. But for this we also require that $\alpha$ has ``bounded length''.} function. Such a path is called a \vocab{contour}, and we define its \vocab{contour integral} by \[ \oint_\alpha f(z) \; dz = \int_a^b f(\alpha(t)) \cdot \alpha'(t) \; dt. \] You can almost think of this as a $u$-substitution (which is where the $\alpha'$ comes from). In particular, it turns out this integral does not depend on how $\alpha$ is ``parametrized'': a circle given by \[ [0,2\pi] \to \CC : t \mapsto e^{it} \] and another circle given by \[ [0,1] \to \CC : t \mapsto e^{2\pi i t} \] and yet another circle given by \[ [0,1] \to \CC : t \mapsto e^{2 \pi i t^5} \] will all give the same contour integral, because the paths they represent have the same geometric description: ``run around the unit circle once''. In what follows I try to use $\alpha$ for general contours and $\gamma$ in the special case of loops. Let's see an example of a contour integral. \begin{theorem} \label{thm:central_cauchy_computation} Take $\gamma : [0,2\pi] \to \CC$ to be the unit circle specified by \[ t \mapsto e^{it}. \] Then for any integer $m$, we have \[ \oint_\gamma z^{m} \; dz = \begin{cases} 2\pi i & m = -1 \\ 0 & \text{otherwise} \end{cases} \] \end{theorem} \begin{proof} The derivative of $e^{it}$ is $i e^{it}$. So, by definition the answer is the value of \begin{align*} \int_0^{2\pi} (e^{it})^m \cdot (ie^{it}) \; dt &= \int_0^{2\pi} i(e^{it})^{1+m} \; dt \\ &= i \int_0^{2\pi} \cos [(1+m)t] + i \sin [(1+m)t] \; dt \\ &= - \int_0^{2\pi} \sin [(1+m)t] \; dt + i \int_0^{2\pi} \cos [(1+m)t] \; dt. \end{align*} This is now an elementary calculus question. One can see that this equals $2\pi i$ if $m=-1$ and otherwise the integrals vanish. \end{proof} Let me try to explain why this intuitively ought to be true for $m=0$. In that case we have $\oint_\gamma 1 \; dz$. So as the integral walks around the unit circle, it ``sums up'' all the tangent vectors at every point (that's the direction it's walking in), multiplied by $1$. And given the nice symmetry of the circle, it should come as no surprise that everything cancels out. The theorem says that even if we multiply by $z^m$ for $m \neq -1$, we get the same cancellation. \begin{center} \begin{asy} size(5cm); draw(unitcircle, dashed); void arrow(real theta) { pair P = dir(theta); dot(P); pair delta = 0.4*P*dir(90); draw( P--(P+delta), EndArrow ); } arrow(0); arrow(50); arrow(140); arrow(210); arrow(300); \end{asy} \end{center} \begin{definition} Given $\alpha : [0,1] \to \CC$, we denote by $\ol\alpha$ the ``backwards'' contour $\ol\alpha(t) = \alpha(1-t)$. \end{definition} \begin{ques} What's the relation between $\oint_\alpha f \; dz$ and $\oint_{\ol\alpha} f \; dz$? Prove it. \end{ques} This might seem a little boring. Things will get really cool really soon, I promise. \section{Cauchy-Goursat theorem} \prototype{$\oint_\gamma z^m \; dz = 0$ for $m \ge 0$. But if $m < 0$, Cauchy's theorem does not apply.} Let $\Omega \subseteq \CC$ be simply connected (for example, $\Omega = \CC$), and consider two paths $\alpha$, $\beta$ with the same start and end points. \begin{center} \begin{asy} unitsize(0.8cm); bigbox("$\Omega$"); pair A = Drawing((-3,0)); pair B = Drawing((3,0)); draw(A..(-2,0.5)..MP("\alpha", (0,2), dir(90))..(1,1.2)..B, red, EndArrow); draw(A----MP("\beta", (A+B)/2, dir(-90))--B, blue, EndArrow); \end{asy} \end{center} What's the relation between $\oint_\alpha f(z) \; dz$ and $\oint_\beta f(z) \; dz$? You might expect there to be some relation between them, considering that the space $\Omega$ is simply connected. But you probably wouldn't expect there to be \emph{much} of a relation. As a concrete example, let $\Psi : \CC \to \CC$ be the function $z \mapsto z - \Re[z]$ (for example, $\Psi(2015+3i) = 3i$). Let's consider two paths from $-1$ to $1$. Thus $\beta$ is walking along the real axis, and $\alpha$ which follows an upper semicircle. \begin{center} \begin{asy} pair A = Drawing("-1", dir(180), dir(-90)); pair B = Drawing("1", dir(0), dir(-90)); draw(arc(origin, 1, 180, 0), red, EndArrow); MP("\alpha", dir(90), dir(90)); draw(A--B, blue, EndArrow); MP("\beta", 0, dir(-90)); \end{asy} \end{center} Obviously $\oint_\beta \Psi(z) \; dz = 0$. But heaven knows what $\oint_\alpha \Psi(z) \; dz$ is supposed to equal. We can compute it now just out of non-laziness. If you like, you are welcome to compute it yourself (it's a little annoying but not hard). If I myself didn't mess up, it is \[ \oint_\alpha \Psi(z) \; dz = - \oint_{\ol\alpha} \Psi(z) \; dz = - \int_0^\pi (i \sin(t)) \cdot ie^{it} \; dt = \half\pi i \] which in particular is not zero. But somehow $\Psi$ is not a really natural function. It's not respecting any of the nice, multiplicative structure of $\CC$ since it just rudely lops off the real part of its inputs. More precisely, \begin{ques} Show that $\Psi(z) = z - \Re[z]$ is not holomorphic. (Hint: $\ol z$ is not holomorphic.) \end{ques} Now here's a miracle: for holomorphic functions, the two integrals are \emph{always equal}. Equivalently, (by considering $\alpha$ followed by $\ol\beta$) contour integrals of loops are always zero. This is the celebrated Cauchy-Goursat theorem (also called the Cauchy integral theorem, but later we'll have a ``Cauchy Integral Formula'' so blah). \begin{theorem} [Cauchy-Goursat theorem] Let $\gamma$ be a loop, and $f : \Omega \to \CC$ a holomorphic function where $\Omega$ is open in $\CC$ and simply connected. Then \[ \oint_\gamma f(z) \; dz = 0. \] \end{theorem} \begin{remark}[Sanity check] This might look surprising considering that we saw $\oint_\gamma z^{-1} \; dz = 2 \pi i$ earlier. The subtlety is that $z^{-1}$ is not even defined at $z = 0$. On the other hand, the function $\CC \setminus \{0\} \to \CC$ by $z \mapsto \frac 1z$ \emph{is} holomorphic! The defect now is that $\Omega = \CC \setminus \{0\}$ is not simply connected. So the theorem passes our sanity checks, albeit barely. \end{remark} The typical proof of Cauchy's Theorem assumes additionally that the partial derivatives of $f$ are continuous and then applies the so-called Green's theorem. But it was Goursat who successfully proved the fully general theorem we've stated above, which assumed only that $f$ was holomorphic. I'll only outline the proof, and very briefly. You can show that if $f : \Omega \to \CC$ has an antiderivative $F : \Omega \to \CC$ which is also holomorphic, and moreover $\Omega$ is simply connected, then you get a ``fundamental theorem of calculus'', a la \[ \oint_\alpha f(z) \; dz = F(\alpha(b)) - F(\alpha(a)) \] where $\alpha : [a,b] \to \CC$ is some path. So to prove Cauchy-Goursat, you only have to show this antiderivative $F$ exists. Goursat works very hard to prove the result in the special case that $\gamma$ is a triangle, and hence by induction for any polygon. Once he has the result for a rectangle, he uses this special case to construct the function $F$ explicitly. Goursat then shows that $F$ is holomorphic, completing the proof. Anyways, the theorem implies that $\oint_\gamma z^m \; dz = 0$ when $m \ge 0$. So much for all our hard work earlier. But so far we've only played with circles. This theorem holds for \emph{any} contour which is a loop. So what else can we do? \section{Cauchy's integral theorem} We now present a stunning application of Cauchy-Goursat, a ``representation theorem'': essentially, it says that values of $f$ inside a disk are determined by just the values on the boundary! In fact, we even write down the exact formula. As \cite{ref:dartmouth} says, ``any time a certain type of function satisfies some sort of representation theorem, it is likely that many more deep theorems will follow.'' Let's pull back the curtain: \begin{theorem}[Cauchy's integral formula] Let $\gamma : [0,2\pi] \to \CC$ be a circle in the plane given by $t \mapsto Re^{it}$, which bounds a disk $D$. Suppose $f : U \to \CC$ is holomorphic such that $U$ contains the circle and its interior. Then for any point $a$ in the interior of $D$, we have \[ f(a) = \frac{1}{2\pi i} \oint_\gamma \frac{f(z)}{z-a} \; dz. \] \end{theorem} Note that we don't require $U$ to be simply connected, but the reason is pretty silly: we're only going to ever integrate $f$ over $D$, which is an open disk, and hence the disk is simply connected anyways. The presence of $2\pi i$, which you saw earlier in the form $\oint_{\text{circle}} z^{-1} \; dz$, is no accident. In fact, that's the central result we're going to use to prove the result. \begin{proof} There are several proofs out there, but I want to give the one that really draws out the power of Cauchy's theorem. Here's the picture we have: there's a point $a$ sitting inside a circle $\gamma$, and we want to get our hands on the value $f(a)$. \begin{center} \begin{asy} size(3cm); draw(unitcircle, dashed, MidArrow); MP("\gamma", dir(-45), dir(-45)); pair a = 0.1 * dir(60); dot("$a$", a, dir(a)); \end{asy} \end{center} We're going to do a trick: construct a \vocab{keyhole contour} $\Gamma_{\delta, \eps}$ which has an outer circle $\gamma$, plus an inner circle $\ol{\gamma_\eps}$, which is a circle centered at $a$ with radius $\eps$, running clockwise (so that $\gamma_\eps$ runs counterclockwise). The ``width'' of the corridor is $\delta$. See picture: \begin{center} \begin{asy} size(4cm); MP("\gamma", dir(-45), dir(-45)); pair a = 0.1 * dir(60); dot("$a$", a, dir(a)); real delta_outer = 6; real delta_inner = 20; pair P = dir(60+delta_outer); pair Q = dir(60-delta_outer); draw(arc(origin, 1, 60+delta_outer, 360+60-delta_outer), MidArrow); draw(arc(a, 0.3, 60-delta_inner, -360+60+delta_inner), MidArrow); draw(dir(60-delta_outer)--(a+0.3*dir(60-delta_inner)), MidArrow); draw((a+0.3*dir(60+delta_inner))--dir(60+delta_outer), MidArrow); MP("\overline{\gamma_\varepsilon}", a+0.3*dir(225), dir(225)); \end{asy} \end{center} Hence $\Gamma_{\delta,\eps}$ consists of four smooth curves. \begin{ques} Draw a \emph{simply connected} open set $\Omega$ which contains the entire $\Gamma_{\delta,\eps}$ but does not contain the point $a$. \end{ques} The function $\frac{f(z)}{z-a}$ manages to be holomorphic on all of $\Omega$. Thus Cauchy's theorem applies and tells us that \[ 0 = \oint_{\Gamma_{\delta,\eps}} \frac{f(z)}{z-a} \; dz. \] As we let $\delta \to 0$, the two walls of the keyhole will cancel each other (because $f$ is continuous, and the walls run in opposite directions). So taking the limit as $\delta \to 0$, we are left with just $\gamma$ and $\gamma_\eps$, which (taking again orientation into account) gives \[ \oint_{\gamma} \frac{f(z)}{z-a} \; dz = - \oint_{\ol{\gamma_\eps}} \frac{f(z)}{z-a} \; dz = \oint_{\gamma_\eps} \frac{f(z)}{z-a} \; dz. \] Thus \textbf{we've managed to replace $\gamma$ with a much smaller circle $\gamma_\eps$ centered around $a$}, and the rest is algebra. To compute the last quantity, write \begin{align*} \oint_{\gamma_\eps} \frac{f(z)}{z-a} \; dz &= \oint_{\gamma_\eps} \frac{f(z)-f(a)}{z-a} \; dz + f(a) \cdot \oint_{\gamma_\eps} \frac{1}{z-a} \; dz \\ &= \oint_{\gamma_\eps} \frac{f(z)-f(a)}{z-a} \; dz + 2\pi i f(a). \end{align*} where we've used \Cref{thm:central_cauchy_computation} Thus, all we have to do is show that \[ \oint_{\gamma_\eps} \frac{f(z)-f(a)}{z-a} \; dz = 0. \] For this we can basically use the weakest bound possible, the so-called $ML$ lemma which I'll cite without proof: it says ``bound the function everywhere by its maximum''. \begin{lemma} [$ML$ estimation lemma] Let $f$ be a holomorphic function and $\alpha$ a path. Suppose $M = \max_{z \text{ on } \alpha} \left\lvert f(z) \right\rvert$, and let $L$ be the length of $\alpha$. Then \[ \left\lvert \oint_\alpha f(z) \; dz \right\rvert \le ML. \] \end{lemma} (This is straightforward to prove if you know the definition of length: $L = \int_a^b |\alpha'(t)| \; dt$, where $\alpha : [a,b] \to \CC$.) Anyways, as $\eps \to 0$, the quantity $\frac{f(z)-f(a)}{z-a}$ approaches $f'(a)$, and so for small enough $\eps$ (i.e.\ $z$ close to $a$) there's some upper bound $M$. Yet the length of $\gamma_\eps$ is the circumference $2\pi \eps$. So the $ML$ lemma says that \[ \left\lvert \oint_{\gamma_\eps} \frac{f(z)-f(a)}{z-a} \right\rvert \le 2\pi\eps \cdot M \to 0 \] as desired. \end{proof} \section{Holomorphic functions are analytic} \prototype{Imagine a formal series $\sum_k c_k x^k$!} In the setup of the previous problem, we have a circle $\gamma : [0,2\pi] \to \CC$ and a holomorphic function $f \colon U \to \CC$ which contains the disk $D$. We can write \begin{align*} f(a) &= \frac{1}{2\pi i} \oint_\gamma \frac{f(z)}{z-a} \; dz \\ &= \frac{1}{2\pi i} \oint_\gamma \frac{f(z)/z}{1 - \frac az} \; dz \\ &= \frac{1}{2\pi i} \oint_\gamma f(z)/z \cdot \sum_{k \ge 0} \left( \frac az \right)^k \; dz \\ \intertext{You can prove (using the so-called Weierstrass M-test) that the summation order can be switched:} f(a) &= \frac{1}{2\pi i} \sum_{k \ge 0} \oint_\gamma \frac{f(z)}{z} \cdot \left( \frac az \right)^k \; dz \\ &= \frac{1}{2\pi i} \sum_{k \ge 0} \oint_\gamma a^k \cdot \frac{f(z)}{z^{k+1}} \; dz \\ &= \sum_{k \ge 0} \left( \frac{1}{2\pi i}\oint_\gamma \frac{f(z)}{z^{k+1}} \; dz \right) a^k. \\ \intertext{Letting $c_k = \frac{1}{2\pi i}\oint_\gamma \frac{f(z)}{z^{k+1}} \; dz$, and noting this is independent of $a$, this is} f(a) &= \sum_{k \ge 0} c_k a^k \end{align*} and that's the miracle: holomorphic functions are given by a \vocab{Taylor series}! This is one of the biggest results in complex analysis. Moreover, if one is willing to believe that we can take the derivative $k$ times, we obtain \[ c_k = \frac{f^{(k)}(0)}{k!} \] and this gives us $f^{(k)}(0) = k! \cdot c_k$. Naturally, we can do this with any circle (not just one centered at zero). So let's state the full result below, with arbitrary center $p$. \begin{theorem} [Cauchy's differentiation formula] Let $f : U \to \CC$ be a holomorphic function and let $D$ be a disk centered at point $p$ bounded by a circle $\gamma$. Suppose $D$ is contained inside $U$. Then $f$ is given everywhere in $D$ by a Taylor series \[ f(z) = c_0 + c_1(z-p) + c_2(z-p)^2 + \dots \] where \[ c_k = \frac{f^{k}(p)}{k!} = \frac{1}{2\pi i} \oint_\gamma \frac{f(w-p)}{(w-p)^{k+1}} \; dw \] In particular, \[ f^{(k)}(p) = k! c_k = \frac{k!}{2\pi i} \oint_\gamma \frac{f(w-p)}{(w-p)^{k+1}} \; dw. \] \end{theorem} Most importantly, \begin{moral} Over any disk, a holomorphic function is given exactly by a Taylor series. \end{moral} This establishes a result we stated at the beginning of the chapter: that a function being complex differentiable once means it is not only infinitely differentiable, but in fact equal to its Taylor series. I should maybe emphasize a small subtlety of the result: the Taylor series centered at $p$ is only valid in a disk centered at $p$ which lies entirely in the domain $U$. If $U = \CC$ this is no issue, since you can make the disk big enough to accommodate any point you want. It's more subtle in the case that $U$ is, for example, a square; you can't cover the entire square with a disk centered at some point without going outside the square. However, since $U$ is open we can at any rate at least find some open neighborhood for which the Taylor series is correct -- in stark contrast to the real case. Indeed, as you'll see in the problems, the existence of a Taylor series is incredibly powerful. \section\problemhead These aren't olympiad problems, but I think they're especially nice! In the next complex analysis chapter we'll see some more nice applications. The first few results are the most important. \begin{sproblem} [Liouville's theorem] \gim Let $f : \CC \to \CC$ be an entire function. Suppose that $\left\lvert f(z) \right\rvert < 1000$ for all complex numbers $z$. Prove that $f$ is a constant function. \begin{hint} Look at the Taylor series of $f$, and use Cauchy's differentiation formula to show that each of the larger coefficients must be zero. \end{hint} % \footnote{% % It's true more generally that if % $\left\lvert f(z) \right\rvert < A+B\left\lvert z \right\rvert^n$ % for some constants $A$ and $B$, % then $f$ is a polynomial of degree at most $n$. % The proof is induction on $n$ with the case $n=0$ being the theorem.} \end{sproblem} \begin{sproblem}[Zeros are isolated] An \vocab{isolated set} in the complex plane is a set of points $S$ such that around each point in $S$, one can draw an open neighborhood not intersecting any other point of $S$. Show that the zero set of any nonzero holomorphic function $f : U \to \CC$ is an isolated set, unless there exists a nonempty open subset of $U$ on which $f$ is identically zero. \begin{hint} Proceed by contradiction, meaning there exists a sequence $z_1, z_2, \dots \to z$ where $0 = f(z_1) = f(z_2) = \dots$ all distinct. Prove that $f = 0$ on an open neighborhood of $z$ by looking at the Taylor series of $f$ and pulling out factors of $z$. \end{hint} \begin{sol} Proceed by contradiction, meaning there exists a sequence $z_1, z_2, \dots \to z$ where $0 = f(z_1) = f(z_2) = \dots$ all distinct. WLOG set $z=0$. Look at the Taylor series of $f$ around $z=0$. Since it isn't uniformly zero by assumption, write it as $a_N z^N + a_{N+1}z^{N+1} + \dots$, $a_N \neq 0$. But by continuity of $h(z) = a_N + a_{N+1}z + \dots$ there is some open neighborhood of zero where $h(z) \neq 0$. \end{sol} \end{sproblem} \begin{sproblem} [Identity theorem] \gim Let $f, g : U \to \CC$ be holomorphic, and assume that $U$ is connected. Prove that if $f$ and $g$ agree on some open neighborhood, then $f = g$. \begin{hint} Take the interior of the agreeing points; show that this set is closed, which implies the conclusion. \end{hint} \begin{sol} Let $S$ be the interior of the points satisfying $f=g$. By definition $S$ is open. By the previous part, $S$ is closed: if $z_i \to z$ and $z_i \in S$, then $f=g$ in some open neighborhood of $z$, hence $z \in S$. Since $S$ is clopen and nonempty, $S = U$. \end{sol} \end{sproblem} %\begin{dproblem} % [Mean Value Property] % Let $f : U \to \CC$ be holomorphic. % Assume that $z_0 \in U$ and the disk centered at $z_0$ % with radius $r > 0$ is contained inside $U$. Show that % \[ f(z_0) = \frac{1}{2\pi} \int_0^{2\pi} f(z_0+re^{it}) \; dt. \] % In other words, $f(z_0)$ is the average of $f$ along the circle. % \begin{hint} % Evaluate $\oint_\gamma \frac{f(w)}{w-z_0} \; dw$ over the circle. % \end{hint} %\end{dproblem} \begin{dproblem}[Maximums Occur On Boundaries] Let $f : U \to \CC$ be holomorphic, let $Y \subseteq U$ be compact, and let $\partial Y$ be boundary\footnote{ The boundary $\partial Y$ is the set of points $p$ such that no open neighborhood of $p$ is contained in $Y$. It is also a compact set if $Y$ is compact. } of $Y$. Show that \[ \max_{z \in Y} \left\lvert f(z) \right\rvert = \max_{z \in \partial Y} \left\lvert f(z) \right\rvert. \] In other words, the maximum values of $\left\lvert f \right\rvert$ occur on the boundary. (Such maximums exist by compactness.) \end{dproblem} \begin{problem} [Harvard quals] Let $f : \CC \to \CC$ be a nonconstant entire function. Prove that $f\im(\CC)$ is dense in $\CC$. (In fact, a much stronger result is true: Little Picard's theorem says that the image of a nonconstant entire function omits at most one point.) \begin{hint} Liouville. Look at $\frac{1}{f(z)-w}$. \end{hint} \begin{sol} Suppose we want to show that there's a point in the image within $\eps$ of a given a point $w \in \CC$. Look at $\frac{1}{f(z) - w}$ and use Liouville's theorem. \end{sol} \end{problem} %\begin{dproblem} % [Liouiville's theorem extended] % Let $f : \CC \to \CC$ be entire. % \begin{enumerate}[(a)] % \ii Show that if $\left\lvert f(z) \right\rvert < C \left\lvert z \right\rvert^{1000}$ % for some constant $C$, then $f$ is a polynomial of degree at most $1000$. % \ii Show that the image $f\im(\CC)$ is dense in $\CC$, % unless $f$ is constant. % \end{enumerate} % \begin{hint} % Part (a) is the same proof of the original Louiville's theorem. % % For part (b), assume it's not dense and misses a circle at $w$ % with radius $\eps$. Look at $\frac{1}{f(z)-w}$ and show it's bounded. % \end{hint} %\end{dproblem} %\begin{problem} % Show that a nonzero entire function can have at most countably many zeros, % and give an example where equality occurs. % \begin{hint} % Assume there are uncountably many zeros % and do a pigeonhole style argument to force them to % accumulate at some point. % Then apply the identity theorem. % Equality occurs at $\sin(z)$. % \end{hint} %\end{problem}