.

.
=
90 2. Holomorphic Functions

f (z) − f (z0 ) g(z) − g(z0 )

= lim g(z0 ) + lim f (z) · lim
z→z0 z − z0 z→z0 z→z0 z − z0
= f  (z0 )g(z0 ) + f (z0 )g  (z0 ).

Problem 2.14
Show that if f and g are holomorphic functions in C with f (z0 ) = g(z0 ) = 0
and g  (z0 ) = 0, then
f (z) f  (z0 )
lim =  .
z→z0 g(z) g (z0 )

Solution
We have

f (z) f (z) − f (z0 )

lim = lim
z→z0 g(z) z→z0 g(z) − g(z0 )
(f (z) − f (z0 ))/(z − z0 )
= lim
z→z0 (g(z) − g(z0 ))/(z − z0 )
f  (z0 )
= .
g  (z0 )

Problem 2.15
Compute the length of the path γ : [0, 1] → C given by γ(t) = eit cos t (see Fig-
ure 2.11).

Figure 2.11 Curve defined by the path γ in Problem 2.15

2.10 Solved Problems and Exercises 91

Solution
The length of a piecewise regular path γ : [a, b] → C is given by (2.9). We then
have
 1
 it 
Lγ = ie cos t − eit sin t dt
0
 1 
= eit  · |i cos t − sin t| dt
0
 1
= 1 dt = 1.
0

Problem 2.16
Compute the integral

 2 
z − z dz
γ

along the path γ : [0, 1] → C given by γ(t) = eit .

Solution
We have
 
  1 
z 2 − z dz = γ(t)2 − γ(t) γ  (t) dt,
γ 0

and hence,
 
 2  1 
z − z dz = e2it − e−it ieit dt
γ 0
 1 
=i e3it − 1 dt
0
 t=1
1 3it  1 1
= e − it  = e3i − i − .
3 t=0 3 3

Problem 2.17
For each n ∈ Z, compute the integral

cos(nz) dz
γ

along the path γ : [0, 1] → C given by γ(t) = eπit .

92 2. Holomorphic Functions

Solution
Let fn (z) = cos(nz). If n = 0, then F0 (z) = z is a primitive of f0 (z) = 1, and
thus,
  t=1

f0 (z) dz = 1 dz = F0 (γ(t))
γ γ t=0
t=1

= eπit  = eπi − 1 = −2.
t=0

If n = 0, then Fn (z) = sin(nz)/n is a primitive of fn , and thus,

 t=1 1
  t=1
fn (z) dz = Fn (γ(t)) = sin nγ(t) 
γ t=0 n t=0

1   1  
= sin neπi − sin ne0
n n
1 1 2
= sin(−n) − sin n = − sin n.
n n n

Problem 2.18

Compute the integral γ z dz, where γ : [a, b] → C is a path looping once along
the boundary of the square defined by the condition |x| + |y| ≤ 3 (see Fig-
ure 2.12), in the positive direction.

Figure 2.12 Square defined by the condition |x| + |y| ≤ 3

2.10 Solved Problems and Exercises 93

Solution
We note that the function f (z) = z is holomorphic in C, and that the boundary
of the square defined by the condition |x| + |y| ≤ 3 is homotopic to the circle
of radius 3 centered at 0. It thus follows from Theorem 2.63 that
 
z dz = z dz,
γ α

where the path α : [0, 1] → C is given by α(t) = 3e2πit . Hence,

  1
z dz = 3e2πit 6πie2πit dt
γ 0
 1
= 18πi e4πit dt
0
9  4πi 
= e − 1 = 0.
2

Problem 2.19
For each n ∈ N, show that
 2π  
2n
(2 cos t)2n dt = 2π . (2.36)
0 n

Solution
Let us consider the integral
  2n
1 1
I= z+ dz,
γ z z

where the path γ : [0, 2π] → C is given by γ(t) = eit . We have

 2n  
1  2n k  −1 2n−k
I= z z dz
γ z k
k=0
n 
 
2n
= z 2k−2n−1 dz. (2.37)
k γ
k=0

Since
 
2πi if p = −1,
z p dz =
γ 0 if p ∈ Z \ {−1},
94 2. Holomorphic Functions

the only nonzero term in (2.37) occurs when 2k − 2n − 1 = −1, that is, k = n,
and we obtain
   
2n 2n
I= z −1 dz = 2πi . (2.38)
n γ n
On the other hand,
 2π 

−it it

−it 2n it
2π
I= e e +e ie dt = i (2 cos t)2n dt. (2.39)
0 0

Comparing (2.38) and (2.39), we obtain identity (2.36).

Problem 2.20
For the path γ : [0, π] → C given by γ(t) = eit , show that
 z 
 e 
 dz  ≤ πe. (2.40)

γ z

Solution
The length of γ is given by
 π  π
    it 
Lγ = γ (t) dt = ie  dt = π,
0 0

and thus, by Proposition 2.42,

 z   z  
 e  e   
   
dz  ≤ Lγ sup   : z ∈ γ [0, π]

γ z z
 γ(t) 
|e |
= π sup : t ∈ [0, π] . (2.41)
|γ(t)|

Since |γ(t)| = 1 and

 γ(t)   cos t+i sin t   cos t i sin t 
e  = e  = e e  = ecos t ≤ e

for each t ∈ [0, π], inequality (2.40) follows readily from (2.41).

Problem 2.21
Find all functions u : R2 → R of class C 1 such that

f (x + iy) = u(x, y) + iu(x, y) (2.42)

is a holomorphic function in C.
2.10 Solved Problems and Exercises 95

Solution
By Theorem 2.23, in order that f is holomorphic in C, the Cauchy–Riemann
equations in (2.33) must be satisfied in R2 with u = v, that is,
∂u ∂u ∂u ∂u
= and =− .
∂x ∂y ∂y ∂x
In particular, we have
∂u ∂u ∂u ∂u
=− and =− ,
∂x ∂x ∂y ∂y
and thus,
∂u ∂u
= = 0. (2.43)
∂x ∂y
Since the open set R2 is connected, it follows from (2.43) that u is constant.
Therefore, the holomorphic functions in C of the form (2.42) are the constant
functions a + ia, with a ∈ R.

Problem 2.22
Show that if f and f are holomorphic functions in C, then f is constant in C.

Solution
Writing the function f in the form (2.32), we obtain

f (x + iy) = u(x, y) + iv(x, y) = u(x, y) − iv(x, y).

Since f and f are holomorphic in C, in addition to the Cauchy–Riemann equa-

tions in (2.33) for the function f , the Cauchy–Riemann equations for f = u − iv
are also satisfied, that is,
∂u ∂v ∂u ∂v
=− and = . (2.44)
∂x ∂y ∂y ∂x
It follows from (2.33) and (2.44) that
∂v ∂v ∂v ∂v
=− and − = ,
∂y ∂y ∂x ∂x
and hence,
∂v ∂v
= = 0. (2.45)
∂x ∂y
96 2. Holomorphic Functions

Since the open set R2 is connected, it follows from (2.45) that v is constant.
It then follows from Example 2.20 that f is constant.

Problem 2.23
For the function u : R2 → R given by u(x, y) = ex sin y:
1. find a function v such that f (x + iy) = u(x, y) + iv(x, y) is holomorphic
in C and f (0) = −i;

2. compute the integral γ (f (z)/z) dz, where γ is the circle of radius 4 centered
at the origin, looping three times in the negative direction.

Solution
1. In order that f is holomorphic in C, the Cauchy–Riemann equations must
be satisfied in R2 , and thus,

∂v ∂v
ex sin y = and ex cos y = − . (2.46)
∂y ∂x

It follows from the first equation that

v(x, y) = −ex cos y + C(x)

for some differentiable function C. Thus, it follows from the second equation
in (2.46) that ex cos y = ex cos y − C  (x), and hence, C(x) = c for some
constant c ∈ R. We then obtain
 
f (x + iy) = ex sin y + i −ex cos y + c = −iez + ic,

and it follows from f (0) = −i that c = 0. Hence, f (z) = −iez .

2. By Cauchy’s integral formula in (2.22), since Indγ (0) = −3, we obtain

f (z)
dz = 2πif (0) Indγ (0) = 2πi · (−i) · (−3) = −6π.
γ z

Problem 2.24
Let f = u + iv be a holomorphic function in an open set Ω ⊂ C. Show that if u
and v are of class C 2 , then

Δu = Δv = 0 in Ω.
2.10 Solved Problems and Exercises 97

Solution
Since f is holomorphic in Ω, the Cauchy–Riemann equations are satisfied in Ω.
Taking derivatives in these equations with respect to x and y we obtain respec-
tively
∂2u ∂2v ∂2u ∂2v
= and =− 2, (2.47)
∂x2 ∂x∂y ∂x∂y ∂x
and
∂2u ∂2v ∂2u ∂2v
= 2 and = − . (2.48)
∂y∂x ∂y ∂y 2 ∂y∂x
On the other hand, since u and v are of class C 2 , we have

∂2u ∂2u ∂2v ∂2v

= and = .
∂x∂y ∂y∂x ∂x∂y ∂y∂x

Thus, combining the first equation in (2.47) with the second in (2.48), we obtain

∂2u ∂2u
Δu = + = 0.
∂x2 ∂y 2

Analogously, combining the second equation in (2.47) with the first in (2.48),
we obtain
∂2v ∂2v
Δv = + = 0.
∂x2 ∂y 2

Problem 2.25
Let f = u + iv be a holomorphic function in an open set Ω ⊂ C. Show that if u
and v are of class C 2 , then Δ(uv) = 0 in Ω.

Solution
We obtain
∂ 2 (uv) ∂ 2 (uv)
Δ(uv) = +
∂x2 ∂y 2
∂2u ∂u ∂v ∂2v ∂2u ∂u ∂v ∂2v
= v + 2 + u + v + 2 + u
∂x2 ∂x ∂x ∂x2 ∂y 2 ∂y ∂y ∂y 2
∂u ∂v ∂u ∂v
= (Δu)v + uΔv + 2 +2 . (2.49)
∂x ∂x ∂y ∂y
98 2. Holomorphic Functions

On the other hand, by Problem 2.24, we have Δu = Δv = 0 in Ω. Together

with the Cauchy–Riemann equations, this implies that

∂u ∂v ∂u ∂v
Δ(uv) = 2 +2
∂x ∂x ∂y ∂y
 
∂v ∂u ∂u ∂v
=2 − +2 = 0.
∂y ∂y ∂y ∂y

Problem 2.26
Let f = u + iv be a holomorphic function in an open set Ω ⊂ C. Show that if u
and v are of class C 2 , then Δ(u2 + v 2 ) ≥ 0 in Ω.

Solution
By Problem 2.24, we have Δu = Δv = 0 in Ω. Setting u = v in (2.49), we then
obtain
 2  2  2  2
1  2  ∂u ∂u ∂v ∂v
Δ u + v 2 = uΔu + + + vΔv + +
2 ∂x ∂y ∂x ∂y
 2  2  2  2
∂u ∂u ∂v ∂v
= + + + ≥ 0.
∂x ∂y ∂x ∂y

Problem 2.27
Let f be a holomorphic function in some open set Ω ⊂ C such that
 
f (z) − 1 < 1 for z ∈ Ω. (2.50)

Show that

f  (z)
dz = 0
γ f (z)
for any closed piecewise regular path γ in Ω.

Solution
It follows from (2.50) that f never vanishes in Ω. Therefore, the function
g : Ω → C given by g(z) = log f (z) is well defined. It also follows from (2.50)
that the image of f does not intersect the half-line R− 0 ⊂ C, and thus g is
2.10 Solved Problems and Exercises 99

holomorphic in Ω. We then have

f  (z)
g  (z) = ,
f (z)

and g is a primitive of f  /f . Since the path γ is closed, it follows from Propo-

sition 2.49 that
  
f (z)
dz = g  (z) dz = 0.
γ f (z) γ

Problem 2.28
Show that

1 2π
R2 − r 2
dθ = 1, 0 < r < R.
2π 0 R2 − 2Rr cos θ + r2

Solution
We have

R + reiθ (R + reiθ )(R − re−iθ )

=
R − reiθ (R − reiθ )(R − re−iθ )
R2 − r2 + 2irR sin θ
= .
R2 − 2rR cos θ + r2

Therefore,

  2π  
1 2π
R2 − r 2 1 R + reiθ
dθ = Re dθ
2π 0 R2 − 2rR cos θ + r2 2π 0 R − reiθ


2π
1 R + reiθ
= Re dθ
2π 0 R − reiθ
  
1 R+z
= Re dz ,
2πi γ z(R − z)

where the path γ : [0, 2π] → C is given by γ(θ) = reiθ . Moreover,

100 2. Holomorphic Functions

   
1 R+z 1 1 2
dz = + dz
2πi γ z(R − z) 2πi γ z R−z
 
1 1 1 2
= dz + dz
2πi γ z 2πi γ R − z

1 2
=1+ dz.
2πi γ R − z

On the other hand, since the function f (z) = 2/(R − z) is holomorphic for
|z| < R, it follows from Cauchy’s theorem (Theorem 2.55) that


2
dz = 0,
γ R−z

and hence,

   
1 2π
R2 − r 2 1 2
dθ = Re 1 + dz = 1.
2π 0 R2 − 2rR cos θ + r2 2πi γ R − z

Problem 2.29
Verify that the function f (z) = (z + 1) log z is continuous at z = −1.

Solution
Since f (−1) = 0, in order to verify that f is continuous at z = −1, one must
show that

lim f (z) = 0. (2.51)

z→−1

We first observe that since

log z = log |z| + i arg z,

with arg z ∈ (−π, π], we have

 
|log z| = (log |z|)2 + (arg z)2 ≤ (log |z|)2 + π 2 .
2.10 Solved Problems and Exercises 101

Hence,

|log z| ≤ 1 + π2

for |z| < e, and thus,

  
f (z) = |z + 1| · |log z| ≤ |z + 1| 1 + π 2 → 0

when z → −1 (we note that when we let z → −1, one can always assume that
|z| < e, since |−1| < e). This shows that (2.51) holds, and the function f is
continuous at z = −1.

Problem 2.30
Find all continuous functions f : C → C such that f (z)2 = 1 for z ∈ C.

Solution
It follows from f (z)2 = 1 that f (z) = 1 or f (z) = −1, for each z ∈ C. We show
that f takes only one of these values. Otherwise, there would exist z1 , z2 ∈ C
with f (z1 ) = 1 and f (z2 ) = −1, but by the continuity of f there would also
exist a point z in the line segment between z1 and z2 with f (z) = 1 and f (z) =
−1. But this contradicts the fact that f can only take the values 1 and −1.
Therefore, either f = 1 or f = −1.

Problem 2.31
Compute the integral
 ∞
sin(t2 )
dt.
0 t

Solution
Given r, R > 0, with r < R, we consider the path γ = γ1 + γ2 + γ3 + γ4 , where

γ1 : [r, R] → C is given by γ1 (t) = t,

γ2 : [0, π/2] → C is given by γ2 (t) = Reit ,
γ3 : [r, R] → C is given by γ3 (t) = i(r + R − t),
γ4 : [0, π/2] → C is given by γ4 (t) = ei(π/2−t)
102 2. Holomorphic Functions

Figure 2.13 Path γ = γ1 + γ2 + γ3 + γ4

2
(see Figure 2.13). We also consider the function f (z) = eiz /z. It follows from
Cauchy’s theorem (Theorem 2.55) that
   
0= f+ f+ f+ f
γ1 γ2 γ3 γ4
 R 2  π/2
eit it 2
= dt + i ei(Re )
dt
r t 0
  π/2
e−i(r+R−t)
R 2
i(π/2−t) 2
+ dt + i ei[re ]
dt
r t 0
 R it2  π/2
e it 2
= dt + i ei(Re ) dt
r t 0
 R −it2  π/2
e it 2
− dt − i ei(re ) dt. (2.52)
r t 0

On the other hand,

   
 π/2  π/2  
i e i(Reit )2
dt ≤ ei(Reit )2  dt

0 0
 π/2
e−R
2
sin(2t)
= dt
0
 π/4
e−R
2
sin(2t)
=2 dt.
0

Now we consider the function

h(t) = sin(2t) − 4t/π.

2.10 Solved Problems and Exercises 103

Since

h (t) = −4 sin(2t) < 0 for t ∈ (0, π/4),

the derivative

h (t) = 2 cos(2t) − 4/π

is strictly decreasing in [0, π/4]. Hence, since h (0) > 0 and h (π/4) < 0, there
exists a unique s ∈ (0, π/4) such that h is increasing in [0, s] and decreasing
in [s, π/4]. Since h(0) = h(π/4) = 0, we conclude that h(t) ≥ 0 for t ∈ [0, π/4].
Therefore,
   
 π/2  π/4
i e i(Reit )2 
dt ≤ 2 e−R
2
sin(2t)
dt

0 0
 π/4
e−4R
2
≤2 t/π
dt
0
π  2
= 1 − e−R → 0
2R2

when R → +∞. It then follows from (2.52) that

   
e−it
R 2 π/2 R 2 π/2
eit i(Reit )2 it 2
0= dt + i e dt − dt − i ei(re )
dt
r t 0 r t 0
 ∞  π/2
eit − e−it
2 2
it 2
→ dt − i ei(re ) dt
r t 0
 ∞ 2  π/2
sin(t ) it 2
= 2i dt − i ei(re ) dt
r t 0

when R → +∞, and thus,

 ∞  π/2
sin(t2 ) 1 it 2
dt = ei(re )
dt. (2.53)
r t 2 0

2
Since the function eiz is continuous, given ε > 0, there exists r > 0 such that
2
|eiz − 1| < ε for every z ∈ C with |z| ≤ r. Therefore,
   
 π/2
π   π/2  i(reit )2  
 ei(re
it 2
)
dt − = e − 1 dt 
 2  0 
0
 π/2
 i(reit )2  επ
≤ e − 1 dt ≤ ,
0 2
104 2. Holomorphic Functions

and it follows from (2.53) that

 ∞   
 sin(t2 ) π  1  π/2 i(reit )2 π 
 dt − = e dt −
 t 4 2 0 2
r

1 π/2  i(reit )2  επ
≤ e − 1 dt ≤
2 0 4
for any sufficiently small r. Letting r → 0 and then ε → 0, we conclude that
 ∞
sin(t2 ) π
dt = .
0 t 4

EXERCISES

2.1. Compute the limit, if it exists:

z
(a) lim ;
z→0 z
(b) lim (Im z − Re z);
z→i
(c) lim z z .
z→3
2.2. Verify that the functions Re z, Im z and |z| are continuous in C.
2.3. Find whether the function f (z) = z + cos z is continuous in C.
2.4. Determine the set of points z ∈ C where the function is continuous:
(a) x|z|;

z 3 /|z|2 if z = 0,
(b)
0 if z = 0;
(c) (z + 1) log z.
2.5. Verify that the function f (z) = (1 − log z) log z is not continuous.
2.6. Determine the set of points z ∈ C where the function is differentiable:
(a) Re z · Im z;
(b) Re z + Im z;
(c) z 2 − |z|2 ;
(d) |z|(z − 1).
2.7. Determine the set of points z ∈ C where the function is differentiable:
(a) ex cos y − iex sin y;
(b) x2 y + ixy;
(c) x(y − 1) + ix2 (y − 1).
2.8. Compute (log log z) and indicate its domain.
2.9. Let f be a holomorphic function in C with real part xy − x2 + y 2 − 1
such that f (0) = −1. Find f (z) explicitly and compute the second
derivative f  (z).