A2 Complex Analysis 2024
A2 Complex Analysis 2024
A2 Complex Analysis 2024
2: Complex Analysis
Dmitry Belyaev1
1
These notes are closely based on previous versions of the notes by Kevin
McGerty, Ben Green, Panos Papazoglou and Richard Earl. Many thanks to them
all. The syllabus of the course has been changed since 2024. Please contact Dmitry
Belyaev belyaev@maths.ox.ac.uk if you have any comments or corrections.
2
Contents
Foreword iii
0.1 Synopsis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . iii
0.2 Further reading . . . . . . . . . . . . . . . . . . . . . . . . . . iv
Introduction v
0.3 Basic notations . . . . . . . . . . . . . . . . . . . . . . . . . . v
1 Complex differentiability 1
1.1 Complex differentiability . . . . . . . . . . . . . . . . . . . . . 2
1.2 Cauchy-Riemann equations . . . . . . . . . . . . . . . . . . . 4
1.2.1 Wirtinger derivatives . . . . . . . . . . . . . . . . . . . 8
1.3 Harmonic functions . . . . . . . . . . . . . . . . . . . . . . . . 10
1.4 Power series . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
1.4.1 Power series about other points . . . . . . . . . . . . . 14
1.4.2 The exponential and trigonometric functions . . . . . 14
1.4.3 Properties of exponential and trigonometric functions 16
1.4.4 Logarithms and powers . . . . . . . . . . . . . . . . . 17
1.5 Branch cuts and multifunctions . . . . . . . . . . . . . . . . . 20
i
ii CONTENTS
Appendices 91
0.1 Synopsis
Complex differentiation. Holomorphic functions. Cauchy-Riemann equa-
tions (different versions). Real and imaginary parts of a holomorphic func-
tion are harmonic. [2 lectures]
Recap on power series and differentiation of power series. Exponential
function and logarithm function. Fractional powers — examples of multi-
functions. The use of cuts as a method of defining a branch of a multifunc-
tion. [2 lectures]
Path integration. Winding numbers. Cauchy’s Theorem (partial proof
only). Homology form of Cauchy’s Theorem (sketch of proof only — stu-
dents referred to various texts for proof.) Fundamental Theorem of Calculus
in the path integral/holomorphic situation. [4 lectures]
iii
iv FOREWORD
z ∈ C ←→ (x, y) = (Re z, Im z) ∈ R2 .
In particular, this allows us to treat C as a metric space by introducing
the distance
p
d(z, w) = (Re z − Re w)2 + (Im z − Im w)2
d(z, w) = |z − w|
3. |zw| = |z||w|.
v
vi INTRODUCTION
We will also use some basic topological notions that will be discussed
more extensively in the Metric Spaces.
Complex differentiability
are three different limits. If the first limit exists, then two others exist as
well and have the same value, but this is the only connection.
For example, let us consider f (z) = f (x + iy) = xy/(x + y) and z0 = 0.
It is easy to see that
1
2 CHAPTER 1. COMPLEX DIFFERENTIABILITY
but
lim f (z)
z→0
does not exist.
Just as in the real case, the basic rules of differentiation stated above
allow one to check that polynomial functions are differentiable: using the
product rule and induction one sees that z n has derivative nz n−1 for all
n ≥ 0 (as a constant obviously has derivative 0, and f (z) = z has derivative
1). Then by linearity it follows every polynomial is differentiable.
Just as in the real-variable case (Prelims Analysis II) one can formulate
complex differentiability in the following form, which is in fact the better
form to use in most instances including the proof of Lemma 1.1.2.
where ε(z) → 0 as z → a.
∂x u = ∂y v, ∂x v = −∂y u, (1.2.1)
Remark 1.2.4. The important point to take away from Theorem 1.2.2 is that
a complex differentiable function is much more than simply a pair of real
differentiable functions. For instance, the function f (z) = Re z. For this
function u(x, y) = x and v(x, y) = 0. This function is as differentiable as
one could wish for from the real point of view, but it is not a complex differ-
entiable function since the Cauchy-Riemann equations fail to hold. Indeed,
∂x u = 1 ̸= 0 = ∂y v.
Exercise 1.2.5. Use the definition of complex differentiability to verify
directly that the function f (z) = Re z is not differentiable anywhere.
Proof. By the definition of complex differentiability
f (z) − f (z0 )
f ′ (z0 ) = lim .
z→z0 z − z0
In particular, this shows that the limit exists and is the same if we consider
a particular way in which z approaches z0 . First, we consider z = z0 + h
where h is real and h → 0. Then we can see that
u(x0 + h, y0 ) + iv(x0 + h, y0 ) − u(x0 , y0 ) − iv(x0 , y0 )
f ′ (z0 ) = lim
h→0 h
u(x0 + h, y0 ) − u(x0 , y0 ) v(x0 + h, y0 ) − v(x0 , y0 )
= lim + i lim
h→0 h h→0 h
= ∂x u(z0 ) + i∂x v(z0 ).
In the second line we used that h is real and that a limit of a complex
function exists if and only if limits of its real and imaginary parts exist
and are equal to the real and imaginary parts of the function’s limit. In
particular, this proves that ∂x u and ∂x v exist and
f ′ (z0 ) = ∂x u(z0 ) + i∂x v(z0 ).
Next, we consider a different way to approach z0 . Let us consider z =
z0 + ih where h is real and h → 0. As before
u(x0 , y0 + h) + iv(x0 , y0 + h) − u(x0 , y0 ) − iv(x0 , y0 )
f ′ (z0 ) = lim
h→0 ih
u(x0 , y0 + h) − u(x0 , y0 ) v(x0 , y0 + h) − v(x0 , y0 )
= −i lim + lim
h→0 h h→0 h
= −i∂y u(z0 ) + ∂y v(z0 ).
Here, we use essentially the same argument and the fact that 1/i = −i. This
proves that ∂y u and ∂y v exist and
f ′ (z0 ) = −i∂y u(z0 ) + ∂x v(z0 ).
6 CHAPTER 1. COMPLEX DIFFERENTIABILITY
Remark 1.2.6 (non-examinable). The second proof sheds some light on the
difference between real and complex differentiability. In both cases f (z) −
f (z0 ) can be well approximated by a linear function.But in one case it is real
linear and in the other case it is complex linear. Being complex linear is a
stronger property since the set of scalars is larger. So any complex linear
function is real linear, but not the other way round. A real matrix of any
complex linear transformation has a very special form as in (1.2.3).
The Cauchy-Riemann equations are essentially the only requirement for
complex differentiability.
Theorem 1.2.7. Suppose that U ⊆ C is open and that f : U → C is a
function. Let the components of f be (u, v), where u, v : R2 → R. Suppose
that all four partial derivatives ∂x u, ∂y u, ∂x v, ∂y v exist, are continuous in
U , and satisfy the Cauchy-Riemann equations. Then f is holomorphic on
U with derivative ∂x u + i∂x v.
Proof. The heavy lifting for this theorem has been done in the Metric Spaces
course. Theorem 1.3.1 from the Metric Spaces lecture notes tells us that the
existence of continuous partial derivatives implies that f is real differen-
tiable. So for any z0 ∈ U
where L = dfz0 is a real linear transformation with the matrix (in the stan-
dard basis)
∂x u(x0 , y0 ) ∂y u(x0 , y0 )
∂x v(x0 , y0 ) ∂y v(x0 , y0 )
and |R|/|z − z0 | → 0. Using the Cauchy-Riemann equation it can be rewrit-
ten as
∂x u(x0 , y0 ) −∂x v(x0 , y0 )
.
∂x v(x0 , y0 ) ∂x u(x0 , y0 )
As we have discussed in the second proof of Theorem 1.2.2 this matrix cor-
responds to the complex multiplication by ∂x u(x0 , y0 ) + i∂x v(x0 , y0 ). Hence
This is exactly the formula from Lemma 1.1.3 which shows that f is complex
differentiable and f ′ (z0 ) = ∂x u(x0 , y0 ) + i∂x v(x0 , y0 ).
8 CHAPTER 1. COMPLEX DIFFERENTIABILITY
Proof. Let the components of f be (u, v). By Theorem 1.2.2, the partial
derivative ∂x u exists and is zero. This means that, for fixed y, the function
x 7→ u(x, y) is differentiable with derivative zero. By the real-variable version
of the lemma we are trying to prove (which is a simple consequence of the
mean value theorem) we see that u(x, y) is constant as a function of x,
for fixed y. Similarly, since ∂y u exists and is zero, u(x, y) is constant as
a function of y, for fixed x. Therefore, for arbitrary (x, y) and (x′ , y ′ ) we
have u(x, y) = u(x′ , y) = u(x′ , y ′ ), which means that u is constant. By an
identical argument, v is constant.
1 1 1
∂z f := (∂x f − i∂y f ) = (∂x − i∂y ) u + i (∂x − i∂y ) v
2 2 2
and
1 1 1
∂z̄ f := (∂x f + i∂y f ) = (∂x + i∂y ) u + i (∂x + i∂y ) v.
2 2 2
Lemma 1.2.12. Let U be an open subset of C and let f : U → C. Then f
satisfies the Cauchy-Riemann equations if and only if ∂z̄ f = 0, moreover, in
this case f ′ = ∂z f .
The reason for introducing this notion here is the following important
result.
However, one knows (Prelims) that under the stated conditions we have the
symmetry property of partial derivatives
∂xy v = ∂yx v,
In the other direction, suppose that lim supn |an |1/n = L and that L ∈
(0, ∞). If L′ > L, this means that |an |1/n ≤ L′ for all sufficiently large n.
Therefore |an z n | ≤ |L′ z|nP(for sufficiently large n), and by the geometric
series formula the series n an z n converges provided |z| < L1′ . Therefore
R ≥ L1′ . Since L′ > L was arbitrary, R ≥ L1 , that is to say lim supn |an |1/n ≥
1
R.
The argument is valid with minimal changes when L = 0; we have
shown that R > L1′ for all L′ > 0, and so R = ∞, and so the inequality
lim supn |an |1/n ≥ R1 remains true (with the interpretation discussed above).
When L = ∞, the inequality is vacuously true. Putting all this together
concludes the proof.
Proof. See Prelims Analysis I Problem Sheet 7 (for the real variable case;
the complex case is the same). Note that min(R1 , R2 ) is only a lower bound
for the radius of convergence in each case – it is easy to find examples where
the actual radius of convergence of the sum or product is strictly larger than
this.
Proof. This is proved in the real variable case Prelims Analysis II (see The-
orem 8.16 in the current lecture notes); the proof adapts to the complex
case with trivial changes.
14 CHAPTER 1. COMPLEX DIFFERENTIABILITY
All the results we have shown above immediately extend to these more
general power series, since if
∞
X
g(z) = an z n ,
n=0
then the function f is obtained from g simply by composing with the trans-
lation z 7→ z − z0 . In particular, the chain rule shows that
∞
X
′
f (z) = nan (z − z0 )n−1 .
n=1
so f is given by its Taylor series. Such functions are called analytic. Theorem
1.4.4 proves that analytic functions are holomorphic. Later in the course we
will see that all holomorphic functions are analytic.
∞
X z 2n
cos(z) = (−1)n ,
(2n)!
n=0
and
∞
X z 2n+1
sin(z) = (−1)n
(2n + 1)!
n=0
are all holomorphic on all of C and their derivatives are given by term-by-
term differentiation of the series. In particular,
Also
eiz = exp(iz) = cos z + i sin z.
It is a standard fact that this series converges for all x > 0. With a little
bit of work2 one can show that this series converges if we replace x by a
complex number z with Re z > 1. This is not a power series, so it is not
obvious that ζ is holomorphic, but it can be shown that it is. Riemann has
shown that this function can be analytically extended to C \ {1}.
and so
eiz + e−iz eiz − e−iz
cos z = , sin z = .
2 2i
We can also see that hyperbolic sine and cosine are very closely related to
sine and cosine. They all defined by similar formulas in terms of exp, the
only difference is in the factor i.
We can also properly understand Euler’s formula eiθ = cos θ + i sin θ for
θ ∈ R. Note also that
The exponential function also satisfies the following extremely important
property.
Proof. Fix a ∈ C, and consider the function f (z) = exp(z) exp(a − z).
Differentiating and using the product rule and chain rule, we see that
that is to say
exp(z) exp(a − z) = exp(a).
Substituting a = z + w gives the stated result.
2
In particular, we have not yet defined what nz means for complex z
1.4. POWER SERIES 17
Remark 1.4.13. The main difference with the usual inverse function theorem
is that here we assume the existence and continuity of the inverse function.
3
This is exactly the same problem that we encounter trying to define sin−1 and cos−1
in R.
18 CHAPTER 1. COMPLEX DIFFERENTIABILITY
g(w) − g(w0 ) z − z0 1
= → ′ .
w − w0 f (z) − f (z0 ) f (z0 )
Here we used that z → z0 which follows from the continuity of g.
Remark 1.4.17. The notation Log is not universal. Many authors use log
for all versions of the logarithm. We will always use Log for the principle
value and other notations for other versions.
We know that |z| and log are continuous, so the real part of Log is
continuous, so it remains to show that the argument θ = θ(z) is a continuous
function of z.
By the law of cosines
It is easy to see that for all |z| > 0 this converges to 1 as h → 0. Since z ∈ D
and θ ∈ (−π, π) this implies that θ(z + h) → θ(z). This completes the proof
that Log is continuous.
Note, that it is important that we exclude the negative real line from D.
If we were to include it and define the argument to be π there, then θ would
not be continuous. For example, θ(−1) = π but θ(−1−iϵ) → −π as ϵ → 0+.
By Proposition 1.4.12 Log is differentiable and its inverse is 1/ exp′ (Log(z)) =
1/ exp(Log(z)) = 1/z. Since this argument works for any z ∈ D, this proves
that Log is holomorphic in D and its derivative is 1/z.
Remark 1.4.18. This argument is essentially the same as the proof of the
Inverse Function Theorem from Prelims. In a similar way one can prove a
complex version of this theorem. The main difficulty is in proving that if
f ′ ̸= 0 then the function locally is one-to-one and there is a local inverse. In
Prelims, we have used monotonicity for this, but complex numbers are not
ordered and there is no way to generalise this argument. The result is still
correct, but we will not prove it here.
Remark 1.4.19. There is yet another possibility to prove that Log is holo-
morphic. We can write Log = u + iv where u = (1/2) log(x2 + y 2 ) and
v = arctan(y/x) and check that u and v are continuously differentiable and
satisfy the Cauchy-Riemann equations. Then, by Theorem 1.2.7, Log is
holomorphic. The downside is that the expression for v is correct only for
x > 0, for other parts of D one has to write other similar expressions. This
argument is not very difficult, but a bit has too many technicalities.
Remark 1.4.20. Finally, there is a completely different approach to the def-
inition of complex
Rz logarithm. As in R we can define the logarithm as the
integral of 1 1/w dw, but this requires the notion of the integral and there
are other subtleties so we do not use this approach. On the other hand, by
the end of this course you will see that this approach makes perfect sense.
Since we now have a version of the logarithm, we can define complex
powers as well:
20 CHAPTER 1. COMPLEX DIFFERENTIABILITY
Sometimes, like in the previous section with the principle value of the
logarithm or when we choose the positive square root of a positive real
number, we would like to make a unique choice of a value. This is formalized
in the following definition:
Example 1.5.5. Consider the square root ‘function’ f (z) = z 1/2 . Unlike
the case of real numbers, every complex number has a square root, but just
as for the real numbers, there are two possibilities unless z = 0. Indeed if
z = x + iy and w = u + iv has w2 = z we see that
u2 − v 2 = x; 2uv = y,
and so p p
2 x+ x2 + y 2 2 −x + x2 + y 2
u = ,v = .
2 2
where the requirement that u2 , v 2 are non-negative determines the signs.
Hence taking square roots we obtain the two possible solutions for w satis-
fying w2 = z. (Note it looks like there are four possible sign combinations
in the above, however the requirement that 2uv = y means the sign of u
determines that of v.) In polars it looks simpler: if z = reiθ then w =
√ iθ/2
re . The tricky part is that we have to consider all possible values
of θ. Note that is θ is some possible value of the argument, then all other
possible value are of the form θ + 2πn, n ∈ Z, so all possible values of w are
√ iθ/2 iπn
re e . The last factor takes one of two values 1 and −1 depending on
√
whether n is even or odd. So all solutions are ± reiθ/2 .
To make this a single-valued function we have to make of choice of θ.
For example, we can do it by requiring θ ∈ [0, 2π). This creates a branch in
C, but it is discontinuous along [0, ∞). On the other hand, it is continuous
and in fact holomorphic in a smaller domain D = C \ [0, ∞). In this case
[0, ∞) is the corresponding branch cut.
22 CHAPTER 1. COMPLEX DIFFERENTIABILITY
and
[z α ][wα ] = [(zw)α ].
1.5. BRANCH CUTS AND MULTIFUNCTIONS 23
Proof. Let θ and ϕ be some values of arg(z) and arg(w), then [log z] =
{log |z| + iθ + 2πin, n ∈ Z} and [log w] = {log |w| + iϕ + 2πik, k ∈ Z}.
Adding two sets term-by-term we get
Similarly,
[z α ] = {|z|α exp(iαθ + iα2πin)}
[wα ] = {|w|α exp(iαϕ + iα2πik)}
and multiplying them term-by-term we get
Remark 1.5.9. Not all properties of real functions are valid for complex
multifunctions. For example, in general,
[z α ][z β ] ̸= [z α+β ].
This can be seen by considering
k + 1). We want to show that a version of the binomial theorem holds for
this branch of the multifunction [(1 + z)α ]. Let
∞
X α k
s(z) = z ,
k
k=0
By the ratio test, s(z) has a radius of convergence equal to 1, so that s(z)
defines a holomorphic function in B(0, 1). Moreover, you can check using
the properties of power series established in a previous section, that within
B(0, 1), s(z) satisfies (1 + z)s′ (z) = α · s(z).
Now f (z) is defined on C\(−∞, −1), and hence on all of B(0, 1). More-
over f ′ (z) = α/(1+z). We claim that within the open ball B(0, 1) the power
series s(z) = ∞ α k
P
n=0 k z coincides with f (z). Indeed if we set
then g(z) is holomorphic for every z ∈ B(0, 1) and by the chain rule
Paths will play a crucial role in our development of the theory of complex
differentiable functions. In this section, we review the notion of a path and
define the integral of a continuous function along a path.
2.1 Paths
Recall that a path in the complex plane is a continuous function γ : [a, b] →
C. A path is said to be closed if γ(a) = γ(b). The image of a path γ is
In many cases, we will abuse notations and denote the image by γ as well.
Usually, the meaning is clear from the context. In a few cases where it is
important to distinguish between the path and its image, we will denote the
image by γ ∗ .
Although for some purposes it suffices to assume that γ is continuous, in
order to make sense of the integral along a path we will require our paths to
be (at least piecewise) differentiable. We thus need to define what we mean
for a path to be differentiable:
γ(t) − γ(t0 )
lim
t→t0 t − t0
27
28 CHAPTER 2. PATHS AND INTEGRATION
exists, and then we denote this limit as γ ′ (t0 ). (If t = a or b then we interpret
the above as a one-sided limit.) We say that a path is C 1 if it is differentiable
and its derivative γ ′ (t) is continuous.
We will say a path is piecewise C 1 if it is continuous on [a, b] and the
interval [a, b] can be divided into subintervals on each of which γ is C 1 . That
is, there is a finite sequence a = a0 < a1 < . . . < am = b such that γ|[ai ,ai+1 ]
is C 1 . Thus in particular, the left-hand and right-hand derivatives of γ at
ai (1 ≤ i ≤ m − 1) may not be equal.
For any path γ : [a, b] → C we define the opposite path γ − by γ − :
[a, b] → C, γ − (t) = γ(b − t).
If γ1 : [a, b] → C and γ2 : [c, d] → C are two paths such that γ1 (b) = γ2 (c)
then they can be concatenated to give a path γ1 ⋆ γ2 which traverses first γ1
and then γ2 . Formally γ1 ⋆ γ2 : [a, b + d − c] → C where
γ1 (t), t≤b
γ1 ⋆ γ2 (t) =
γ2 (t − b + c), t≥b
Remark 2.1.2. Note that a C 1 path may not have a well-defined tangent
at every point: if γ : [a, b] → C is a path and γ ′ (t) ̸= 0, then the line
{γ(t) + sγ ′ (t) : s ∈ R} is tangent to γ ∗ , however, if γ ′ (t) = 0, the image of
γ may have no tangent line there. Indeed consider the example of γ : [−1, 1] →
C given by
2
t −1 ≤ t ≤ 0
γ(t) =
it2 0 ≤ t ≤ 1.
Lemma 2.1.3. Let γ : [c, d] → C and s : [a, b] → [c, d] and suppose that s
is differentiable at t0 and γ is differentiable at s0 = s(t0 ). Then γ ◦ s is
differentiable at t0 with derivative
(so that this equation holds for all x ∈ [c, d]), then ϵ(x) → 0 as x → s0 by
the definition of γ ′ (s0 ), i.e. ϵ is continuous at t0 . Substituting x = s(t) into
this we see that for all t ̸= t0 we have
as required.
Lemma 2.2.1. Let [a, b] be a closed interval and S ⊂ [a, b] a finite set. If f
is a bounded continuous function (taking real or complex values) on [a, b]\S
then it is Riemann integrable on [a, b].
Proof. The case of complex-valued functions follows from the real case by
taking real and imaginary parts. For the case of a function f : [a, b]\S → R,
let a = x0 < x1 < x2 < . . . < xk = b be any partition of [a, b] which includes
the elements of S. Then on each open interval (xi , xi+1 ) the function f is
bounded and continuous, and hence integrable. We may therefore set
Z b Z x1 Z x2 Z xk
f (t)dt = f (t)dt + f (t)dt + . . . + f (t)dt
a x0 x1 xk−1
Rb
The standard additivity properties of the integral then show that a f (t)dt
is independent of any choices.
Remark 2.2.2. Note that normally when one speaks of a function f being
integrable on an interval [a, b] one assumes that f is defined on all of [a, b].
However, if we change the value of a Riemann integrable function f at a
finite set of points, then the resulting function is still Riemann integrable
and its integral is the same. Thus if one prefers the function f in the previous
lemma to be defined on all of [a, b] one can define f to take any values at all
on the finite set S.
Lemma 2.2.3. Suppose that f : [a, b] → C is a complex-valued function.
Then we have Z b Z b
f (t)dt ≤ |f (t)|dt.
a a
√
Proof. First note that if f (t) = u(t) + iv(t) then |f (t)| = u2 + v 2 so that
b
if f is integrable |f (t)| is also2 . We may write a f (t)dt = reiθ , where
R
r ∈ [0, ∞) and θ ∈ [0, 2π). Now taking the components of f in the direction
of eiθ and ei(θ+π/2) = ieiθ , we may write f (t) = ũ(t)eiθ + iṽ(t)eiθ . Then by
Rb Rb
our choice of θ we have a f (t)dt = eiθ a ũ(t)dt, and so
Z b Z b Z b Z b
f (t)dt = ũ(t)dt ≤ |ũ(t)|dt ≤ |f (t)|dt,
a a a a
where in the first inequality we used the triangle inequality for the Riemann
integral of real-valued functions.
2
The simplest way to see this is to use that fact that if ϕ is continuous and f is Riemann
integrable, then ϕ ◦ f is Riemann integrable.
32 CHAPTER 2. PATHS AND INTEGRATION
In order for this integral to exist in the sense we have defined, we have
seen that it suffices for the functions f (γ(t)) and γ ′ (t) to be bounded and
continuous at all but finitely many t. Our definition of a piecewise C 1 -path
ensures that γ ′ (t) is bounded and continuous away from finitely many points
(the boundedness follows from the existence of the left and right-hand lim-
its at points of discontinuity of γ ′ (t)). For most of our applications, the
function f will be continuous on the whole image γ ∗ of γ, but it will occa-
sionally be useful to weaken this to allow f (γ(t)) finitely many (bounded)
discontinuities.
where in the second last equality we used the change of variables formula.
If a = x0 < x1 < . . . < xn = b is a decomposition of [a, b] into subintervals
2.2. INTEGRATION ALONG A PATH 33
where the third equality follows from the case of C 1 paths established above.
Using the chain rule as we did to show that the integrals of a function
f : C → C along equivalent paths are equal, one can check that the length of
a parametrized path is also constant on equivalence classes of paths, so, in
fact, the above defines a length function for oriented curves. The definition
extends in an obvious way to give a notion of length for piecewise C 1 -paths.
More generally, one can define the integral with respect to arc-length of a
function f : U → C such that γ ∗ ⊆ U to be
Z Z b
f (z)|dz| = f (γ(t))|γ ′ (t)|dt.
γ a
length. The length can be defined using partitions (like in the definition of
the Riemann integral) so we don’t even need γ to be differentiable. Such curves
are called rectifiable. With minimal modifications, everything we do in this
course can be done for rectifiable curves.
The integration of functions along piecewise smooth paths has many of
the properties that the integral of real-valued functions along an interval
possesses. We record some of the most standard of these:
Proposition 2.2.8. Let f, g : U → C be continuous functions on an open
subset U ⊆ C and γ, η : [a, b] → C be piecewise-C 1 paths whose images lie in
U . Then we have the following:
1. (Linearity): For α, β ∈ C,
Z Z Z
(αf (z) + βg(z))dz = α f (z)dz + β g(z)dz.
γ γ γ
Proof. Since f, g are continuous, and γ, η are piecewise C 1 , all the integrals
in the statement are well-defined: the functions f (γ(t))γ ′ (t), f (η(t))η ′ (t),
g(γ(t))γ ′ (t) and g(η(t))η ′ (t) are all Riemann integrable. It is easy to see that
one can reduce these claims to the case where γ is smooth. The first claim
is immediate from the linearity of the Riemann integral, while the second
claim follows from the definitions and the fact that (γ − )′ (t) = −γ ′ (a + b − t).
The third follows immediately for the corresponding additivity property of
Riemann integrable functions.
For the fourth part, first note that γ([a, b]) is compact in C since it is the
image of the compact set [a, b] under a continuous map. It follows that the
2.2. INTEGRATION ALONG A PATH 35
where for the first inequality we use the triangle inequality for complex-
valued functions as in Lemma 2.2.3 and the positivity of the Riemann inte-
gral for the second inequality.
Remark 2.2.9. We give part (4) of the above proposition a name (the “esti-
mation lemma”) because it will be very useful later in the course. We will
give one important application of it now:
Proof. We have
Z Z Z
f (z)dz − fn (z)dz = (f (z) − fn (z))dz
γ γ γ
≤ sup {|f (z) − fn (z)|}ℓ(γ),
z∈γ ∗
We will need a version of the chain rule for the composition of a complex
with a real function:
d
(f (γ(t))) = f ′ (γ(t)) · γ ′ (t)
dt
But now consider the two terms on the right-hand side of this expression:
the first term, as t → t0 tends to f ′ (z0 )(γ ′ (t0 )). On the other hand, for
the second term, since γ(t)−γ(t t−t0
0)
tends to γ ′ (t0 ) as t tends to t0 , we see that
γ(t) − γ(t0 )/(t − t0 ) is bounded as t → t0 , while since γ(t) is continuous
at t0 since it is differentiable there, ϵ(γ(t)) → ϵ(γ(t0 )) = ϵ(z0 ) = 0. It
follows that the second term tends to zero, so that the left-hand side tends
to f ′ (z0 )(γ ′ (t0 )) as t → t0 , as required.
where in the second line we used the chain rule (lemma 2.2.12) and in the last
line we used the Fundamental Theorem of Calculus from Prelims analysis
on the real and imaginary parts of F ◦ γ.
If γ is only4 piecewise C 1 , then take a partition a = a0 < a1 < . . . <
ak = b such that γ is C 1 on [ai , ai+1 ] for each i ∈ {0, 1, . . . , k − 1}. Then we
obtain a telescoping sum:
Z Z b
f (z) = f (γ(t))γ ′ (t)dt
γ a
k−1 Z ai+1
X
= f (γ(t))γ ′ (t)dt
i=0 ai
k−1
X
= (F (γ(ai+1 )) − F (γ(ai )))
i=0
= F (γ(b)) − F (γ(a)),
Proof. Pick z0 ∈ U . It has been shown in the Metric Spaces course that an
open connected set of a normed space (in particular C) is path-connected
and in fact even polygonally connected, i.e. any two points of the set can
be connected by the concatenation of finitely many line segments. It follows
that any point w of U can be joined to z0 by a piecewise C 1 -path γ : [0, 1] →
U so that γ(0) = z0 and γ(1) = w. Then by Theorem 2.2.13 we see that
Z
f (w) − f (z0 ) = f ′ (z)dz = 0,
γ
Remark 2.2.17. Note that any two primitives for a function f differ by a
constant: This follows immediately from Corollary 2.2.15, since if F1 and
F2 are two primitives, their difference (F1 − F2 ) has zero derivative.
The combination of all of these results means that a continuous function
has a primitive if and only if integrals around any closed path are equal to
zero. Let us compare this with the real case. Any continuous function on a
bounded interval is integrable and hence has a primitive. It is also easy to
see that the integral along any closed path is zero because in R closed paths
go back and forth and so cancel out. This is not the case in C as shown by
an example below.
Remark 2.3.2. Note that in this theorem we do not assume that γ is simple.
We will start by proving this result in a very simple case when γ = γa,b,c
is the boundary of a triangle.
The reason is very simple. The integral along the boundary of a triangle is
equal to the sum of integrals along its edges. Note that ‘new’ edges appear
twice with different orientations. For example, the edge [D, F ] appears in
the boundary of S1 and [F, D] in the boundary of S4 . Since they have the
opposite orientation, integrals along them will cancel out. The remaining
5
The main issue is that when we write γA,B,C we use the concatenation of sides in
the counter-clockwise order starting from [A, B], in particular, A is the beginning and
the end of the curve. When we write ∂T , then we do not specify the orientation and
the starting point. On the other hand, the standard orientation in complex analysis is
counter-clockwise and it is easy to see that the integral does not depend on the starting
point.
2.3. CAUCHY’S THEOREM 41
six integrals will add up to the integral along the boundary of the original
triangle. R
Denote ∂T f = I and assume that I ̸= 0. In this case, there is one of Si
such that Z
1
f (z)dz ≥ |I|.
∂Si 4
We denote this smaller triangle by T1 and repeat the same process: split it
into four triangles and choose one with a large integral. This way we obtain
a sequence of triangles Tn such that Tn ⊂ Tn−1 ,
Z
1
f (z)dz ≥ n |I| (2.3.1)
∂Tn 4
and
ℓ(∂Tn ) = 2−n ℓ(∂T ). (2.3.2)
It is not hard to prove directly that there is z0 = ∩Tn . Alternatively, we
have a nested family of compacts in a metric space and their diameters go
to zero. By a result from the Metric Spaces course, their intersection is a
single point.
Function f is differentiable at z0 hence
where ϵ(z) → 0 as z → z0 . For any ϵ > 0 there is δ > 0 such that |ϵ(z)| < ϵ
for all z ∈ B(z0 , δ).
Next, we choose n large enough so that Tn ⊂ B(z0 , δ). Then
Z Z Z
′
f (z)dz = f (z0 ) + f (z0 )(z − z0 ) dz + ϵ(z)(z − z0 )dz.
∂Tn ∂Tn ∂Tn
The first integral vanishes since f (z0 ) + f ′ (z0 )(z − z0 ) is a linear function
which clearly has a primitive and so its integral along any closed contour is
zero. By the estimation lemma
Z
f (z)dz ≤ ϵℓ2 (∂Tn ).
∂Tn
Here we used that |z − z0 | ≤ ℓ(∂Tn ) since the distance between any two
points in a triangle is bounded by its perimeter.
Combining this with (2.3.1) and (2.3.2) we have
Z
1 1
|I| ≤ f (z)dz ≤ ϵℓ(∂T )
4n ∂Tn 4n
Next we show that for a large class of ‘nice’ domains our previous argu-
ment about triangular curves implies that the theorem is true for all curves.
We start with a couple of definitions.
Proof of Theorem 2.3.1 for star-like domains. The proof proceeds similarly
to the proof of Theorem 2.2.16: by Theorem 2.2.13 it suffices to show that
f has a primitive in U . To show this, let z0 ∈ U be a point for which the
2.3. CAUCHY’S THEOREM 43
Figure 2.2: The disc is both convex and star-like, the cross is not convex
but star-like and the shape on the right is neither.
Figure 2.3: In a star-like domain if z and w are close enough then the triangle
z, z0 , w is completely inside the domain.
decomposed
R P R into a finite number of simple polygons Si .It is easy to see that
γ = ∂Si . When γ is a simple curve, then the corresponding polygon
can be triangulated into triangles Si . R See P Figure
R As before, the integrals
along new sides cancel out and again γ = ∂Si Since we already know
.
that integrals along triangles are equal to zero, this immediately proves the
statement for polygonal curves.
Note, that the argument above is almost complete. The only non-trivial
part is the statement that any polygon can be triangulated. This sounds
obvious, and in fact it is not very difficult proof but it is a bit tricky to write
down rigorously with all details.
Next, let γ : [a, b] → C be a general curve. It is not very difficult to show
that similarly to the real case, a complex integral can be approximated by a
Riemann sum. Namely, if ti form a sufficiently fine partition and zi = γ(ti )
then Z
X
f (zi )(zi+1 − zi ) → f (z)dz
γ
as the mesh goes to 0. Clearly, an integral along the part of γ from ti to
ti+1 is close to f (zi )(zi+1 − zi ) (since the curve is almost an interval an the
function is almost a constant. This part is relatively easy to justify. It is a
bit harder to justify that the sum of errors
Z is still small and
XZ
f (z)dz → f (z)dz,
γi γ
where γi is an interval [zi , zi+1 ]. The sum above is equal to the integral of f
along the polygonal curve with vertices zi . As we have shown before, such
an integral is equal to 0, so its limit is also 0.
2.4. DEFORMATION THEOREM AND HOMOTOPY 45
One should think that h defines a family of curves γs (t) = h(t, s) that have
the same end-points and as s changes from 0 to 1 the curves continuously
deform from γ0 to γ1 .
For closed curves, the definition is a bit different. We do not require that
end-points stay the same but we require that all γs are closed curves.
46 CHAPTER 2. PATHS AND INTEGRATION
Remark 2.4.3. The fact that the two definitions are equivalent is non-trivial
but it is a topological fact that is beyond the scope of this course.
We are now ready to state our extension of Cauchy’s theorem. The proof
is given in the Appendices. The proof is non-examinable.
Remark 2.4.8. Notice that this theorem is really more general than the
previous versions of Cauchy’s theorem we have seen – in the case where
a holomorphic function f : U → C has a primitive the conclusion of the
previous theorem is, of course, obvious from the Fundamental Theorem of
Calculus7 , and our previous formulations of Cauchy’s theorem were proved
by producing a primitive for f on U . One significance of the homotopy form
of Cauchy’s theorem is that it applies to domains U even when there is no
primitive for f on U .
Proof. Since U is simply connected, any two paths from from a to b are
homotopic, so we can apply Theorem 2.4.7. For the last part, in a simply
connected domain any closed path γ : [0, 1] → U , with γ(0) = R γ(1) = a
say, is homotopic to some constant path c(t) = z0 , and hence γ f (z)dz =
R
c f (z)dz = 0. The final assertion then follows from the Theorem 2.2.16.
γ(t) = |γ(t)|e2πia(t) .
Moreover, if a and b are two such functions, then there exists n ∈ Z such
that a(t) = b(t) + n for all t ∈ [0, 1]. In particular, the a(t0 ) at any t0
uniquely determines a(t) for all t.
Proof. By replacing γ(t) with γ(t)/|γ(t)| we may assume that |γ(t)| = 1 for
all t. Since γ is continuous on a compact set,√it is uniformly continuous, so
that there is a δ > 0 such that |γ(s) − γ(t)| < 3 for any s, t with |s − t| < δ.
Choose an integer n > 0 such that n√ > 1/δ so that on each subinterval
[i/n, (i + 1)/n] we have |γ(s) − γ(t)| < 3/2. Now on any half-plane in C we
√ a continuous argument function, and if |z1 | = |z2 | = 1
may certainly define
and |z1 − z2 | < 3, then the angle between z1 and z2 is at most π/3. It
follows there exists a continuous functions ai : [j/n, (j + 1)/n] → R such
that γ(t) = e2πiaj (t) for t ∈ [j/n, (j + 1)/n] (since γ([j/n, (j + 1)/n]) must
lie in an arc of length at most 2π/3). Now since e2πiaj (j/n) = e2πiaj−1 (j/n)
aj−1 (j/n) and ai (j/n) differ by an integer. Thus we can successively adjust
the aj for j > 1 by an integer (as if γ(t) = e2πiaj (t) then γ(t) = e2πi(a(t)+n)
for any n ∈ Z) to obtain a continuous function a : [0, 1] → C such that
γ(t) = e2πia(t) as required. Finally, the uniqueness statement follows because
e2πi(a(t)−b(t)) = 1, hence a(t)−b(t) ∈ Z, and since [0, 1] is connected it follows
a(t) − b(t) is constant as required.
50 CHAPTER 2. PATHS AND INTEGRATION
Let Γ : [0, 1] → C be any simple curve such that Γ(0) = 0 and Γ(t) → ∞
as t → 1. Let U = C \ Γ∗ be the plane without the curve. It can be shown
that the winding number of any closed curve in U around 0 is 0. A bit
later we will show that the winding number around z is a function which
is constant on each component of C \ γ ∗ . It is also easy to see that if |z|
is very large, then there is a line separating z and γ ∗ and so I(γ, z) = 0.
This means that the winding number in the unbounded component of C \ γ ∗
is equal to 0. We will present a different argument a bit later in Remark
2.5.8. Since Γ does not intersect γ and connects 0 and infinity, 0 lies in the
unbounded component of CR \ γ ∗ .
All of this proves that γ 1/z = 0 for any closed curve in such domain
U and so we can define a branch of [log] in such a domain. Note that all
branches that we have discussed before are of this type. For example, for
the principle value we use Γ∗ = (−∞, 0].
In fact, one can define logarithm this way. Given such a domain U
Theorem 2.2.16 implies that there is a primitive of 1/z. We can define this
primitive to be a branch of the logarithm.
The next Proposition will be useful not only for the study of winding
numbers. We first need a definition:
Definition 2.5.5. If f : U → C is a function on an open subset U of C,
z0 ∈ U there is an r > 0 with
then we say that f is analytic on U if for every P
∞ k
B(z0 , r) ⊆ U such that there is a power
P∞ series k=0 ak (z − z0 ) with radius
of convergence at least r and f (z) = k=0 ak (z − z0 )k . An analytic function
is holomorphic, as any power series is (infinitely) complex differentiable.
Proposition 2.5.6. Let U be an open set in C and let γ : [0, 1] → U be a
closed path. If f (z) is a continuous function on γ ∗ then the function
Z
1 f (z)
If (γ, w) = dz,
2πi γ z − w
is analytic in w.
In particular, if f (z) = 1 this shows that the function w 7→ I(γ, w) is a
continuous function on C\γ ∗ , and since it is integer-valued, it is constant
on the connected components of C\γ ∗ .
Proof. We wish to show that for each z0 ∈ / γ ∗ we can find a disk B(z0 , ϵ)
within which If (γ, w) is given by a power series in (w − z0 ). Translating if
necessary we may assume z0 = 0.
Now since C\γ ∗ is open, there is some r > 0 such that B(0, 2r) ∩ γ ∗ = ∅.
We claim that If (γ, w) is holomorphic in B(0, r). Indeed if w ∈ B(0, r)
52 CHAPTER 2. PATHS AND INTEGRATION
hence If (γ, w) is given by a power series in B(0, r) (and hence is also holo-
morphic there) as required. Finally, if f = 1, then since I1 (γ, z) = I(γ, z) is
integer-valued, it follows it must be constant on any connected component
of C\γ ∗ as required.
Remark 2.5.7. Note that since the coefficients of a power series centred at a
point z0 are given by its derivatives at that point, the proof above actually
also gives formulae for the derivatives of g(w) = If (γ, w) at z0 :
Z
n! f (z)dz
g (n) (z0 ) = .
2πi γ (z − z0 )n+1
Remark 2.5.8. If γ is a closed path then γ ∗ is compact and hence bounded.
Thus there is an R > 0 such that the connected set C\B(0, R) ∩ γ ∗ = ∅. It
follows that C\γ ∗ has exactly one unbounded connected component. Since
Z
dζ
≤ ℓ(γ) sup |1/(ζ − z)| → 0
γ ζ −z ζ∈γ ∗
Proof. Fix w inside γ. There is r0 such that B(w, r0 ) does not intersect
γ ∗ . In particular, it means that this disc is inside γ. Take any 0 < r < r0 .
By γr we denote the positively oriented circle of radius r around w. By
Proposition 2.5.10 γ is homotopic to γr inside U \ {w}. Since f (z)/(z − w)
is holomorphic in U \ {w}, then by the Deformation Theorem 2.4.7
Z Z
1 f (z) 1 f (z)
dz = dz.
2πi γ z−w 2πi γr z−w
55
56 CHAPTER 3. CAUCHY’S FORMULA AND ITS APPLICATIONS
Remark 3.1.2. The same result holds for any oriented curve γ once we weight
/ γ∗,
the left-hand side by the winding number of a path around the point w ∈
provided that f is holomorphic on the inside of γ.
Cauchy’s integral formula has a different useful form that we state as a
corollary.
Corollary 3.1.3 (Cauchy Formula for multiple curves). Let U be a bounded
domain with piecewise C 1 boundary which has finitely many components
and f be a function holomorphic in the closure of U (this means that it
is holomorphic in some open domain that contains the closure of U ). We
parametrise each boundary component of U by a contour γi in such way
that iγi′ (t) is an inward normal. This means that the ‘outer’ boundary is
positively oriented (i.e. counter-clockwise) andR all ‘inner’
P R components are
negatively oriented (i.e. clockwise)1 . Denoting ∂U = γi we have
Z
f (z)dz = 0
∂U
and Z
1 f (z)
dz = f (w), w ∈ U.
2πi ∂U z−w
Remark 3.1.4. We assume that there are only finitely many boundary com-
ponents, but with some extra assumptions that various integrals and series
make sense this assumption can be relaxed.
1
Unfortunately, this orientation of the boundary is also called the positive orientation.
3.1. CAUCHY’S INTEGRAL FORMULA 57
Figure 3.1: A domain with two inner components. We add two cuts between
γ1 and γ2 and between γ2 and γ3 . We can apply the Cauchy Integral Formula
to a curve given by concatenation of γ1 , η1− , γ2,1 which is the part of γ2 from
B to C, η2−1 , γ3 , η2 , γ2,2 which is the part of γ2 from C to B and η1 .
Proof. The idea of the proof is simple. We add a few cuts that avoid w
and connect inner boundary components to each other and to the outer
boundary in such a way that U without these extra curves becomes simply
connected. See Figure 3.1 for details.
Let γ be the boundary of this domain. We can apply Theorem 3.1.1 to
γ and obtain that Z
1 f (z)
dz = f (w).
2πi γ z − w
New curve γ is made of boundary components γi in exactly the right ori-
entation and extra cuts ηi that appear twice with different orientations, to
their contributions to the integral cancel out. This completes the proof.
Remark 3.1.5. We prove the Cauchy Integral Formula using the Deformation
Theorem which we have not proved completely (although there is a proof
in the Appendix and most of Complex Analysis textbooks will contain a
proof). It is impossible to prove Cauchy’s Formula without the Deforma-
tion or very careful geometric/topological analysis of piecewise C 1 curves2 .
Alternatively, we can restrict the set of contours γ for which we prove the
theorem. For most applications, it is enough to consider only circular curves.
2
This is non-trivial, since, for example, they could have infinitely many points of self-
intersection or they could intersect a straight line at infinitely many points
58 CHAPTER 3. CAUCHY’S FORMULA AND ITS APPLICATIONS
Then the only thing that we have to prove is that integrals along two circles
are the same. The annular domain can be split into the union of star-like
domains for which we know the existence of a primitive, so these smaller
contour integrals vanish and this way we can prove the result for circles.
See Figure 3.1.5 for an illustration and some extra explanations.
of f at z0 are given by
Z
n! f (z)
f (n) (z0 ) = dz. (3.2.1)
2πi γ(a,r) (z − z0 )n+1
Proof. This follows immediately from the Integral formula, the proof of
Proposition 2.5.6, and Remark 2.5.7. The integral formulae of Equation
3.2.1 for the derivatives of f are also referred to as Cauchy’s Integral For-
mulae.
Proof. Suppose that |f (z)| ≤ M for all z ∈ C. Let γR (t) = Re2πit be the
circular path centred at the origin with radius R. Then for R > |w| the
integral formula shows
Z
1 1 1
|f (w) − f (0)| = f (z) − dz
2πi γR z−w z
Z
1 wf (z)
= dz
2π γR z(z − w)
2πR wf (z)
≤ sup |
2π z:|z|=R z(z − w)
M |w| M |w|
≤R = ,
R(R − |w|) R − |w|
3
Which, when it comes down to it, isn’t really a theorem in algebra. The most “al-
gebraic” proof of that I know uses Galois theory, which you can learn about in Part B.
But it also uses the fact that any real polynomial of odd degree has a real root. This is
a simple corollary of the intermediate value theorem, which in its turn depends on the
completeness of R which is not an algebraic property at all.
60 CHAPTER 3. CAUCHY’S FORMULA AND ITS APPLICATIONS
Remark 3.2.7. The crucial point of the above proof is that one term of the
polynomial – the leading term in this case– dominates the behaviour of the
polynomial for large values of z. All proofs of the fundamental theorem hinge
on essentially this point. Note that p(z0 ) = 0 if and only if p(z) = (z−z0 )q(z)
for a polynomial q(z), thus by induction on the degree we see that the
theorem implies that a polynomial over C factors into a product of degree
one polynomials.
We end this section with a kind of converse to Cauchy’s theorem:
3.2. APPLICATIONS OF THE INTEGRAL FORMULA 61
Remark 3.2.9. One can prove variants of the above theorem: If U is a star-
like domain for example, then our proof of Cauchy’s theorem for such do-
mains shows thatR f : U → C has a primitive (and hence will be differentiable
itself) provided
R T f (z)dz = 0 for every triangle in U . In fact, the assump-
tion that T f (z)dz = 0 for all triangles whose interior lies in U suffices to
imply f is holomorphic for any open subset U : To show f is holomorphic
on U , it suffices to show that f is holomorphic on B(a, r) for each open
disk B(a, r) ⊂ U . But this follows from the above as disks are star-like (in
fact convex). It follows that we can characterize the fact that f : U → C
is holomorphic on U by an integral condition: f : U → C is holomorphic if
R all triangles T which bound a solid triangle T with T ⊂ U ,
and only if for
the integral T f (z)dz = 0.
This characterization of the property of being holomorphic has some
important consequences. We first need a definition:
so that the integral of f around any closed path in B(w, r) is zero. But then
Morera’s Theorem 3.2.8 shows that f is holomorphic.
Remark 3.3.2. The integer k in the previous proposition is called the multi-
plicity of the zero of g at z = z0 (or sometimes the order of vanishing).
former case, all the zeros of g are isolated and S has no limit points. In the
latter case, V = S = U as required.
Remark 3.3.4. The requirement in the theorem that S have a limit point
lying in U is essential: If we take U = C\{0} and f1 = exp(1/z) − 1 and
f2 = 0, then the set S is just the points where f1 vanishes on U . Now the
zeros of f1 have a limit point at 0 ∈/ U since f1 (1/(2πin)) = 0 for all n ∈ N,
but certainly f1 is not identically zero on U !
Remark 3.4.2. Note that the definition of the pole of order n is very similar
to the definition of the zero with multiplicity n.
Example 3.4.5. Let f (z) = z/z. This function is not even defined at z = 0
but it is equal to 1 otherwise and clearly holomorphic in C \ {0}. So z0 = 0
is an isolated singularity. This is clearly a removable singularity since g = 1
is holomorphic everywhere and equal to f outside of 0.
Examples of removable singularities can be more involved:
Example 3.4.6. Let f (z) = sin(z)/z. Again, it is easy to see that z0 = 0
is an isolated singularity. It is removable since the function
z2 z4
g(z) = 1 − + − ...
3! 5!
is entire and coincides with f outside of z0 .
In a similar way we can construct a pole.
Example 3.4.7. Let f (z) = sin(z)/z n+1 . This function has a pole of order
n at z0 = 0. It is easy to see that for z ̸= 0 we have f (z) = g(z)/z n where g
is the entire function from the previous example. Obviously g(0) = 1 ̸= 0.
A typical essential singularity is given by the following example.
Example 3.4.8. Let f (z) = sin(1/z). This function is holomorphic in
C\{0}. It is not too difficult to show that 0 is neither a removable singularity
nor a pole, so it must be an essential singularity. A bit later we will have
alternative characterizations of singularities that will be more suitable for
determining their types.
The main tool for studying singularities is the following theorem which
is a generalization of Taylor’s theorem.
Theorem 3.4.9 (Laurent’s Theorem). Suppose that 0 < r < R and
The series converges for all z ∈ A and it converges uniformly for all z ∈
A(z0 , r′ , R′ ) where r < r′ < R′ < R. The series is called the Laurent series
of f .
66 CHAPTER 3. CAUCHY’S FORMULA AND ITS APPLICATIONS
Moreover, the cn are unique and are given by the following formulae:
Z
1 f (z)
cn = dz,
2πi γs (z − z0 )n+1
where s ∈ [r, R] and for any s > 0 we set γs (t) = z0 + se2πit .
Remark 3.4.10. Since we have a formula for Laurent coefficients in terms of
f , it means that the Laurent expansion is unique. If two series converge to
the same function then they must coincide term-by-term.
Remark 3.4.11. By the Deformation Theorem 2.4.7 circular contour γs can
be replaced by any other curve homotopic to γs . In particular, by any other
positively oriented simple curve in A.
Remark 3.4.12. If f is holomorphic in B(z0 , R) then for n < 0 the integrand
in the formula for cn is holomorphic, hence cn = 0 for all n < 0. For n ≥ 0
formulas for cn are exactly the same as in Taylor’s theorem so in this case
the Laurent series is the same as the Taylor series.
and for an |w| < R − ϵ = |z| − ϵ the series converges uniformly z for any
ϵ > 0. It follows that
∞
f (z)wn X Z f (z)
Z Z X
f (z)
dz = n+1
dz = n+1
dz wn .
γR z − w γR z γR z
n=0 n≥0
again converging uniformly when |z| = r < |w| − ϵ for ϵ > 0, we see that
Z Z −∞ −∞ Z
f (z) X
n n+1
X f (z)
dz = f (z)w /z dz = dz wn .
γr w−z γr n=−1 γr z n+1
n=−1
Thus taking (cn )n∈Z as in the statement of the theorem, we see that
Z Z
1 f (z) 1 f (z) X
f (w) = dz − dz = cn z n ,
2πi γR z−w 2πi γr z−w
n∈Z
as required. To P see that the cn are unique, one checks using uniform con-
vergence that if n∈Z dn z n is any series expansion for f (z) on A, then the
dn must be given by the integral formulae above.
Finally, to see that the cn can be computed using any circular contour
γs , note that if r ≤ s1 < s2 ≤ R then f /(z − z0 )n+1 is holomorphic in
A hence by the Deformation Theorem 2.4.7 integrals are the same for all
circular contours.
R f (z)
Remark 3.4.13. Note that the above proof shows that the integral γR z−w dz
R f (z)
defines a holomorphic function of w in B(z0 , R), while γr z−w dz defines a
holomorphic function of w on C\B(z0 , r). Thus we have actually expressed
f (w) on A as the difference of two functions which are holomorphic on
B(z0 , R) and C\B̄(z0 , r) respectively.
It is possible to push the previous theorem to the limit and apply it to
a punctured disc.
Proof. Let us take some r0 such that 0 < r < R and apply Theorem 3.4.9
to A = A(z0 , r, R). Note that the coefficients cn can be written in terms of
integrals along γR , hence they do not depend on r. By sending r to zero we
can see that the Laurent series converges in
[
B(z0 , R) = A(z0 , r, R)
0<r<R
cn (z − z0 )n
P
Definition 3.4.15. Let z0 be an isolated singularity of f and
be its Laurent’s expansion. Its principal part of f at z0 is the sum of terms
with negative powers and denoted Pz0 f . Namely,
−1
X ∞
X
Pz0 f (z) = cn (z − z0 )n = c−n (z − z0 )−n .
−∞ 1
Proof. This follows immediately from the proof of Theorem 3.4.9. In the
proof we have used that if f is holomorphic on A(z0 , r, R) then the principal
part converges uniformly on {z : |z − z0 | > r′ } for any r′ > r. Since in the
case of isolated singularities we can take r to be arbitrarily small, the claim
follows immediately.
Note that something very interesting happens with the term of order
n = −1. Theorem 3.4.9 tells us that the coefficient
Z
1
c−1 = f (z)dz.
2πi γs
g(z0 ) g ′ (z0 )
f (z) = + ....
(z − z0 )n (z − z0 )n−1
Then clearly h(z) is holomorphic on U \{z0 }, using the fact that f is and
standard rules for complex differentiability. On the other hand, at z = z0
we see directly that
h(z) − h(z0 )
= (z − z0 )f (z) → 0
z − z0
as z → z0 since f is bounded near z0 by assumption. It follows that h is
in fact holomorphic everywhere in U . But then if we chose r > 0 is such
that B̄(z0 , r) ⊂ U , then by Corollary 3.2.2 h(z) is equal to its Taylor series
centred at z0 , thus
X∞
h(z) = ak (z − z0 )k .
k=0
But
P∞ since we havek h(z0 ) = h′ (z
0 ) = 0 we see a0 = a1 = 0, and hence
k=0 ak+2 (z − z0 ) defines a holomorphic function in B(z0 , r). Since this
clearly agrees with f (z) on B(z0 , r)\{0}, we see that by redefining f (z0 ) =
a2 , we can extend f to a holomorphic function on all of U as required.
Remark 3.4.22. This is yet another reminder that complex analysis is very
different from the real one. The notions of isolated and removable singular-
ities make sense in R as well but there is nothing similar to Riemann’s
removable singularity theorem. Let us consider the following functions on
R \ {0}: f (x) = sign(x), g(x) = sin(1/x) and h(x) = |x|. All of them are
analytic outside of 0 and bounded in a neighbourhood of 0. Clearly, f has
left and right limits but they are different, so there is no way to define f (0)
3.4. ISOLATED SINGULARITIES 71
Proof. Let us assume that f has a pole of order n. Then by Theorem 3.4.18
it Laurent expansion is
c−n
f (z) = + · · · + c0 + c1 (z − z0 ) + . . . .
(z − z0 )n
Remark 3.4.24. Theorems 3.4.21 and 3.4.23 show that removable singulari-
ties and poles are not that dissimilar. In both cases, f converges as z → z0
in one case to a finite limit in the other to infinity. By considering the
extended complex plane C∞ (also known as the Riemann sphere) the dis-
tinction completely disappears, in both cases f can be extended to a holo-
morphic C∞ -valued function.
72 CHAPTER 3. CAUCHY’S FORMULA AND ITS APPLICATIONS
At this stage, one might guess that the essential singularity covers all
other types of behaviour near z0 . But we already know that this is not quite
the case, for example, Theorem 3.4.21 shows that f can not stay bounded
without having a limit. The following theorem shows that the behaviour
near an essential singularity is quite peculiar: it must oscillate in the worst
imaginable way. This is yet another example showing the difference between
real and complex analysis. In complex analysis, function either has a limit
or fails to have a limit in the most spectacular way.
Proof. Suppose, for the sake of a contradiction, that there is some ρ > 0
such that z0 ∈ C is not a limit point of f (B(a, ρ)\{a}). Then the function
g(z) = 1/(f (z)−z0 ) is bounded and non-vanishing on B(a, ρ)\{a}, and hence
by Riemann’s removable singularity theorem, it extends to a holomorphic
function on all of B(a, ρ). But then f (z) = z0 + 1/g(z) has at most a pole
at a which is a contradiction.
Remark 3.4.26. In fact, much more is true: Picard showed that if f has an
isolated essential singularity at z0 then in any open disk about z0 the function
f takes every complex value infinitely often with at most one exception. The
example of the function f (z) = exp(1/z), which has an essential singularity
at z = 0 shows that this result is best possible, since f (z) ̸= 0 for all z ̸= 0.
We conclude this section with one of the most useful theorems of the
course – it is extremely powerful as a method for computing integrals, as you
will see in this course and many others. We will discuss these applications
at the end of the course.
Note that to apply the Homotopy Cauchy Theorem we use the fact that if
U contains γ and its inside then γ is null-homotopic.
By Proposition 3.4.16 the series Pa (f ) converges uniformly on γ ∗ so that
Z −∞
Z X ∞ Z
X c−n (a)dz
Pa (f )dz = cn (a)(z − a)n = n
γ γ n=−1 n=1γ (z − a)
Z
c−1 (a)dz
= = I(γ, a)Resa (f ),
γ z−a
since for n > 1 the function (z − a)−n has a primitive on C\{a}. The result
follows.
Remark 3.5.2. Note that if U is an open set on which one can define a holo-
morphic branch L of [log(z)] then g(z) = L(f (z)) has g ′ (z) = f ′ (z)/f (z).
Thus integrating f ′ (z)/f (z) along a path γ will measure the change in ar-
gument around the origin of the path f (γ(t)). The residue theorem allows
us to relate this to the number of zeros and poles of f inside γ, as the next
theorem shows:
f ′ (z)
Z
1
N −P = dz.
2πi γ f (z)
Moreover, this is the winding number of the path Γ = f ◦ γ about the origin.
as required.
Remark 3.5.8. Note that the proof actually establishes a bit more than the
statement of the theorem: if w0 = f (z0 ) then the multiplicity d of the zero
of the function f (z) − w0 at z0 is called the degree of f at z0 . The proof
shows that locally the function f is d-to-1, counting multiplicities, that is,
there are r, ϵ ∈ R>0 such that for every w ∈ B(w0 , ϵ) the equation f (z) = w
has d solutions counted with multiplicity in the disk B(z0 , r). In particular,
if f ′ (z0 ) ̸= 0 then the degree is 1 and the function is locally 1-to-1.
Remark 3.5.10. Note that the non-trivial part of the proof of the above
theorem is the fact that g is continuous! In fact the condition that f ′ (z) ̸= 0
follows from the fact that f is bijective – this can be seen using the degree
of f : if f ′ (z0 ) = 0 and f is non-constant, we must have f (z) − f (z0 ) =
(z − z0 )k g(z) where g(z0 ) ̸= 0 and k ≥ 1. Since we can choose a holomorphic
branch of g 1/k near z0 it follows that f (z) is locally k-to-1 near z0 , which
contradicts the injectivity of f . For details see the Appendices. Notice that
this is in contrast with the case of a single real variable, as the example
f (x) = x3 shows. Once again, complex analysis is “nicer” than real analy-
sis!
In this section, we will discuss how to use this formula to compute various
integrals.
1 dm−1
Resz0 (f ) = lim ((z − z0 )m f (z))
z→z0 (m − 1)! dz m−1
and the result follows from the formula for the derivatives of a power series.
Remark 3.6.2. The last lemma is perhaps most useful in the case where the
pole is simple since in that case no derivatives need to be computed. In fact,
there is a special case which is worth emphasizing: Suppose that f = g/h
is a ratio of two holomorphic functions defined on a domain U ⊆ C, where
h is non-constant. Then f is meromorphic with poles at the zeros7 of h. In
particular, if h has a simple zero at z0 and g is non-vanishing there, then f
correspondingly has a simple pole at z0 . Since the zero of h is simple at z0 ,
we must have h′ (z0 ) ̸= 0, and hence by the previous result
g(z)(z − z0 ) z − z0
Resz0 (f ) = lim = lim g(z) lim = g(z0 )/h′ (z0 )
z→z0 h(z) z→z0 z→z0 h(z) − h(z0 )
Example 3.6.3. Let f (z) = exp(z)/ sin(z). Since sin has simple zeros at
points zk = πk, the function f has simple poles at zk . By the formula above
If the pole is of the higher order such computations become much more
involved.
Note that even for such a simple function and for a pole of a small
order, the computation of the limit is non-trivial, since we have to argue
that sin(z) − z cos(z) = o(z 2 ). The easiest way of doing this is to consider
the Taylor series of sin and cos.
In many cases it is easier to compute residues or even the entire principal
part by analysing power series without referring to Lemma 3.6.1. A typical
computation is below:
1 z2
= 1 + g(z) + g 2 (z) + · · · = 1 + + ....
1 − g(z) 3
1 1
f (z) = + + ...
z2 3
z3 z5 z2 z4
z 2 sinh(z)3 = z 2 (z + + + O(z 7 ))3 = z 5 (1 + + + O(z 6 ))3
3! 5! 3! 5!
3z 2 3z 4 3z 4
= z 5 (1 + + + + O(z 6 ))
3! (3!)2 5!
z 2 13z 4
= z 5 (1 + + + O(z 6 ))
2 120
As before, we introduce
z 2 13z 4 13z 2
5 2 1 3
g(z) = + + O(z ) = z + + O(z )
2 120 2 120
Using the geometric series we get
1
=1 − g(z) + g 2 (z) + . . .
1 + g(z)
2
13z 2 13z 2
2 1 3 4 1
=1 − z + + O(z ) + z + + O(z ) + O(z 6 )
3
2 120 2 120
z2 z 2 17z 4
1 13
=1 − + − z 4 + O(z 5 ) = 1 − + + O(z 5 ).
2 4 120 2 120
Combining all expansions we get
1 1 1 1 1 17
= = 5− 3+ + O(1).
z 2 sinh(z)3 5
z 1 + g(z) z 2z 120z
This gives the entire principal part and in particular Res0 (f ) = 17/120.
There are other variants of the above method which we could have used:
For example, by the binomial theorem for an arbitrary exponent we know
−3 −3 n
that if |z| < 1 then (1 + z) = n≥0 n z = 1 − 3z + 6z 2 + . . .. Arguing
P
as above, it follows that for small enough z we have
z2 z4
sinh(z)−3 = z −3 .(1 + + + O(z 6 ))−3
3! 5!
z2 z4 z 2 z 4 2
−3 6
=z 1 + (−3) + +6 + + O(z )
3! 5! 3! 5!
z2
−3 −3 6 4 6
=z 1− + + z + O(z )
2 5! (3!)2
z 2 17z 4
−3 6
=z 1− + + O(z )
2 120
yielding the same result for the principal part of 1/z 2 sinh(z)3 .
80 CHAPTER 3. CAUCHY’S FORMULA AND ITS APPLICATIONS
If we let γ be the path t 7→ eit and let z = eit then cos(t) = Re (z) =
1 1
2 (z + z̄) = 2 (z + 1/z). Thus we have
1 1 1 4z 2
= = = ,
1 + 3 cos2 (t) 1 + 3/4(z + 1/z)2 1 + 43 z 2 + 32 + 34 z −2 3 + 10z 2 + 3z 4
Thus we have turned our real integral into a contour integral, and to evaluate
the contour integral we just need to calculate the residues of the meromor-
−4iz
phic function g(z) = 3+10z 2 +3z 4 at the poles it has inside the unit circle.
Now the poles of g(z) are the zeros of the polynomial p(z) = 3 + 10z 2 + 3z 4 ,
2
√ are at z ∈ {−3, −1/3}. Thus the poles inside the unit circle are at
which
±i/ 3. In particular, since p has degree 4 and has four roots, they must all
be simple zeros, and so g has simple poles at these points. The residue at
a simple pole z0 can be calculated as the limit limz→z0 (z − z0 )g(z), thus we
see (compare with Remark 3.6.2) that
√
−4iz(z − ±i/ 3) √ 1
Resz=±i/√3 (g(z)) = lim√ 2 + 3z 4
= (±4/ 3) √
z→±i/ 3 3 + 10z ′
p (±i/ 3)
√ 1
= (±4/ 3) √ √ = 1/4i.
20(±i/ 3) + 12(±i/ 3)3
Remark 3.6.8. We can similarly write sin(t) = (z − 1/z)/(2i) and express all
other trigonometric functions in terms of rational functions of z. Thus many
trigonometric integrals can be turned into integrals of rational functions.
All such integrals can be computed quite easily as long as one can find all
singularities.
Often we are interested in integrating along a path which is not closed
or even finite, for example, we might wish to understand the integral of
a function on the positive real axis. The residue theorem can still be a
powerful tool in calculating these integrals, provided we complete the path
to a closed one in such a way that we can control the extra contribution to
the integral along the part of the path we add.
(so that ΓR = γ2 ⋆ γR1 traces out the boundary of a half-disk). In many cases
one can show that γ2 f (z)dz tends to 0 as R → ∞, and by calculating the
residues inside the contours ΓR deduce the integral of f on (−∞, ∞). To
see this strategy in action, consider the integral
Z ∞
dx
.
0 1 + x2 + x4
the residues inside the path ΓR . The function f (z) = 1/(1 + z 2 + z 4 ) has
poles at z 2 = ±e2πi/3 and hence at {eπi/3 , e2πi/3 , e4πi/3 , e5πi/3 }. They are all
simple poles and of these only {ω, ω 2 } are in the upper-half plane, where
ω = eiπ/3 . Thus by the residue theorem, for all R > 1 we have
Z
f (z)dz = 2πi Resω (f (z)) + Resω2 (f (z)) ,
ΓR
82 CHAPTER 3. CAUCHY’S FORMULA AND ITS APPLICATIONS
and we may calculate the residues using the limit formula as above (and the
fact that it evaluates to the reciprocal of the derivative of 1+z 2 +z 4 ): Indeed
1 1
since ω 3 = −1 we have Resω (f (z)) = 2ω+4ω 3 = 2ω−4 , while Resω 2 (f (z)) =
1 1
2ω 2 +4ω 6
= 4+2ω 2 . Thus we obtain:
Z
1 1
f (z)dz = 2πi +
ΓR 2ω − 4 2ω 2 + 4
1 1
= πi +
ω − 2 ω2 + 2
√
ω2 + ω
3π π
= πi 2
=− =√ ,
2(ω − ω ) − 5 −3 3
√
(where we used the fact that ω 2 + ω = i 3 and ω − ω 2 = 1). Now clearly
Z Z R Z
dt
f (z)dz = + f (z)dz,
ΓR −R 1 + t2 + t4 γ2
as R → ∞, it follows that
Z Z ∞
π dt
√ = lim f (z)dz = .
3 R→∞ ΓR −∞ 1 + t2 + t4
Thus informally speaking, chords between points on the graph of g lie below
the graph itself.
3.6. APPLICATION OF THE RESIDUE THEOREM 83
continuous at a, and so bounded. Let M, r > 0 be such that |g(z)| < M for
all z ∈ B(a, r). Then if 0 < ϵ < r we have
Z
g(z)dz ≤ ℓ(γϵ )M = (β − α)ϵM,
γϵ
Multiplying by cos(z) we see that the principal part of cot(z) is the same
as that of z1 cos(z) which, using the Taylor expansion of cos(z), is clearly z1
again. By periodicity, it follows that cot(πz) has a simple pole with residue
1/π at each integer n ∈ Z.
We can also use this strategy to find further terms of the Laurent series of
cot(z): Since our h(z) actually vanishes at z = 0, the terms h(z)n z n vanish
to order 2n. It follows that we obtain all the terms of the Laurent series of
cot(z) at 0Pup to order 3, say, just by considering the first two terms of the
series 1 + n≥1 z n h(z)n , that is, 1 + zh(z). Since cos(z) = 1 − z 2 /2! + z 4 /4!,
it follows that cot(z) has a Laurent series
z2 1 z z3
+ O(z 4 )). + ( − + O(z 5 ))
cot(z) = (1 −
2! z 3! 5!
1 z
= − + O(z 3 )
z 3
3.6. APPLICATION OF THE RESIDUE THEOREM 87
The fact that f (z) has simple poles at each integer will allow us to sum
infinite series with the help of the following:
Lemma 3.6.16. Let f (z) = cot(πz) and let ΓN denotes the square path
with vertices (N + 1/2)(±1 ± i). There is a constant C independent of N
such that |f (z)| ≤ C for all z ∈ Γ∗N .
Proof. We need to consider the horizontal and vertical sides of the square
separately. Note that cot(πz) = (eiπz + e−iπz )/(eiπz − e−iπz ). Thus on the
horizontal sides of ΓN where z = x ± (N + 1/2)i and −(N + 1/2) ≤ x ≤
(N + 1/2) we have
Remark 3.6.18. Notice that the contours ΓN and the function cot(πz) clearly
allow us to sum other infinite series in a similarPway – for example if we
wished to calculate the sum of the infinite series n≥1 n21+1 then we would
consider the integrals of g(z) = cot(πz)/(1 + z 2 ) over the contours ΓN .
Remark 3.6.19. (Non-examinable – for interest only! ): Note that taking
g(z) = (1/z 2k ) cot(πz) P
for any positive integer k, the above strategy gives a
method for computing ∞ n=1 1/n
2k (check that you see why we need to take
even powers of n). The analysis for the case k = 1 goes through in general,
we just need to compute more and more of the Laurent series of cot(πz) the
larger we take k to be.
One can show that ζ(s) = ∞ s
P
n=1 1/n converges to a holomorphic func-
tion of s for any s ∈ C with Re (s) > 1 (as usual, we define ns = exp(s log(n))
where log is the ordinary real logarithm). As s → 1 it can be checked that
ζ(s) → ∞, however it can be shown that ζ(s) extends to a meromorphic
function on all of C\{1}. The identity theorem shows that this extension is
unique if it exists8 . (This uniqueness is known as the principle of “analytic
continuation”.) The location of the zeros of the ζ-function is the famous Rie-
mann hypothesis: apart from the “trivial zeros” at negative even integers,
they are conjectured to all lie on the line Re (z) = 1/2. Its values at special
points however are also of interest: Euler was the first to calculate ζ(2k)
for positive integers k, but the values ζ(2k + 1) (for k a positive integer)
remain mysterious – it was only shown in 1978 by Roger Apéry that ζ(3) is
irrational for example. Our analysis above is sufficient to determine ζ(2k)
once one succeeds in computing explicitly the Laurent series for cot(πz) or
equivalently the Taylor series of z cot(πz) = iz + 2iz/(e2iz − 1).
(R−t)−iδ, where in each case t runs over the closed intervals with endpoints
such that the endpoints of η± lie on the circles of radius ϵ and R about the
origin. Let γR be the positively oriented path on the circle of radius R
joining the endpoints of η+ and η− on that circle (thus traversing the “long”
arc of the circle between the two points) and similarly let γϵ the path on the
circle of radius ϵ which is negatively oriented and joins the endpoints of γ±
on the circle of radius ϵ. Then we set ΓR,ϵ = η+ ⋆ γR ⋆ η− ⋆ γϵ (see Figure
3.3). The keyhole contour can sometimes be useful to evaluate real integrals
where the integrand is multi-valued as a function on the complex plane since
it avoids a straight branch cut. We can see it in the next example:
R ∞ x1/2 1/2 /(1 +
Example 3.6.20. Consider the integral 0 1+x 2 dx. Let f (z) = z
z 2 ), where we use the branch of the square root function which is continuous
on C\R>0 , that is, if z = reit with t ∈ [0, 2π) then z 1/2 = r1/2 eit/2 .
We use the keyhole contour ΓR,ϵ . On the circle of radius R, we have
|f (z)| ≤ R1/2 /(R2 − 1), so by the estimation lemma, this contribution to the
integral of f over ΓR,ϵ tends to zero as R → ∞. Similarly, |f (z)| is bounded
by ϵ1/2 /(1 − ϵ2 ) on the circle of radius ϵ, thus again by the estimation lemma
this contribution to the integral of f over ΓR,ϵ tends to zero as ϵ → 0. Finally,
the discontinuity of our branch of z 1/2 on R>0 ensures that the contributions
of the two line segments of the contour do not cancel but rather both tend
90 CHAPTER 3. CAUCHY’S FORMULA AND ITS APPLICATIONS
R∞ x1/2
to 0 1+x2
dx
as δ and ϵ tend to zero.
R ∞ x1/2 R
To compute 0 1+x 2 dx we evaluate the integral ΓR,ϵ f (z)dz using the
residue theorem: The function f (z) clearly has simple poles at z = ±i, and
their residues are 21 e−πi/4 and 21 e5πi/4 respectively. It follows that
√
Z
1 −πi/4 1 5πi/4
f (z)dz = 2πi e + e = π 2.
ΓR,ϵ 2 2
R∞ x1/2
√
Taking the limit as R → ∞ and ϵ → 0 we see that 2 0 1+x2
dx = π 2, so
that Z ∞ 1/2
x dx π
2
=√ .
0 1+x 2
Appendices
91
93
All appendices are non-examinable. They are here for the sake of com-
pleteness and do not form part of the syllabus.
94
Appendix A
2. F is continuous on U × [a, b]
is holomorphic.
Proof. Changing variables we may assume that [a, b] = [0, 1] (explicitly, one
replaces s by (s − a)/(b − a)). By Theorem 3.2.12 it is enough to show that
we may find a sequence of holomorphic functions fn (z) which converge of
f (z) uniformly on compact subsets of U . To find such a sequence, recall
from Prelims Analysis that the Riemann integral of a continuous function is
95
96APPENDIX A. ON THE HOMOTOPY AND HOMOLOGY VERSIONS OF CAUCHY’S THEO
equal to the limit of its Riemann sums as the mesh of the partition used for
the sum tends to zero. Using the partition xi = i/n for 0 ≤ i ≤ n evaluating
at the right-most end-point of each interval, we see that
n
1X
fn (z) = F (z, i/n),
n
i=1
R1
is a Riemann sum for the integral 0 F (z, s)ds, hence as n → ∞ we have
fn (z) → f (z) for each z ∈ U , i.e. the sequence (fn ) converges pointwise to
f on all of U . To complete the proof of the theorem it thus suffices to check
that fn → f as n → ∞ uniformly on compact subsets of U . But if K ⊆ U is
compact, then since F is clearly continuous on the compact set K × [0, 1], it
is uniformly continuous there, hence, given any ϵ > 0, there is a δ > 0 such
that |F (z, s) − F (z, t)| < ϵ for all z ∈ B̄(a, ρ) and s, t ∈ [0, 1] with |s − t| < δ.
But then if n > δ −1 we have for all z ∈ K
Z 1 n
1X
|f (z) − fn (z)| = F (z, s)dz − F (z, i/n)
0 n
i=1
X n Z i/n
= F (z, s) − F (z, i/n) ds
i=1 (i−1)/n
n Z i/n
X
≤ |F (z, s) − F (z, i/n)|ds
i=1 (i−1)/n
Xn
< ϵ/n = ϵ.
i=1
Proof. The key to the proof of this theorem is to show that the integrals of
f along two paths from a to b which “stay close to each other” are equal.
We show this by covering both paths by finitely many open disks and using
the existence of a primitive for f in each of the disks.
More precisely, suppose that h : [0, 1] × [0, 1] is a homotopy between γ
and η. Let us write K = h([0, 1] × [0, 1]) be the image of the map h, a
97
We claim that
Z Z Z Z Z
f (z)dz = f (z)dz = f (z)dz = . . . = f (z)dz = f (z)dz
γ ν1 ν2 νN −1 η
R
which will prove the theorem. In fact, we will only show that γ f (z)dz =
R
ν1 f (z)dz, since the other cases are almost identical.
We may assume the numbering of our squares Si is such that S1 , . . . , SN
list the bottom row of our N 2 squares from left to right. Let mi be the
98APPENDIX A. ON THE HOMOTOPY AND HOMOLOGY VERSIONS OF CAUCHY’S THEO
centre of the square Si and let pi = h(mi ). Then h(Si ) ⊆ B(pi , ϵ) so that
γ([ti , ti+1 ]) ⊆ B(pi , ϵ) and ν1 ([ti , ti+1 ]) ⊆ B(pi , ϵ) (since B(pi , ϵ) is convex
and by assumption contains ν1 (ti ) and ν1 (ti+1 )). Since B(pi , ϵ) is convex, f
has primitive Fi on each B(pi , ϵ). Moreover, as primitives of f on a domain
are unique up to a constant, it follows that Fi and Fi+1 differ by a constant
on B(pi , ϵ) ∩ B(pi+1 , ϵ), where they are both defined. In particular, since
γ(ti ), ν1 (ti ) ∈ B(pi , ϵ) ∩ B(pi+1 , ϵ), (1 ≤ i ≤ N − 1), we have
Fi (γ(ti )) − Fi+1 (γ(ti )) = Fi (ν1 (ti )) − Fi+1 (ν1 (ti )). (A.0.1)
Now by the Fundamental Theorem we have
Z
f (z)dz = Fi (γ(ti+1 )) − Fi (γ1 (ti )),
γ|[ti ,ti+1 ]
Z
f (z)dz = Fi (ν1 (ti+1 )) − Fi (ν1 (ti ))
ν1|[ti ,ti+1 ]
Remark A.0.3. The use of the piecewise linear paths νk might seem unnat-
ural – it might seem simpler to use the paths given by the homotopy, that
is the paths γk (t) = h(t, k/N ). The reason we did not do this is because
99
Proof. We first prove the general form of the integral formula. Note that
using the integral formula for the winding number and rearranging, we wish
to show that
f (ζ) − f (z)
Z
F (z) = dζ = 0
γ ζ −z
is a holomorphic function of z.
Now let ins(γ) = {z ∈ C : I(γ, z) ̸= 0} be the inside of γ, so by assump-
tion we have ins(γ) ⊂ U , and let V = C\(γ ∗ ∪ ins(γ)) be the complement
of γ ∗ and its inside. If z ∈ U ∩ V , that is, z ∈ U but not inside γ or on γ ∗ ,
100APPENDIX A. ON THE HOMOTOPY AND HOMOLOGY VERSIONS OF CAUCHY’S THE
then
Z Z
f (ζ)dζ dζ
F (z) = − f (z)
γ ζ −z γ ζ −z
Z
f (ζ)dζ
= − f (z)I(γ, z)
γ ζ −z
Z
f (ζ)dζ
= = G(z)
γ ζ −z
since I(γ, z) = 0. Now G(z) is an integral which only involves the values of
f on γ ∗ hence it is defined for all z ∈
/ γ ∗ , and by Theorem A.0.1, G(z) is
holomorphic. In particular, G defines a holomorphic function on V , which
agrees with F on all of U ∩V , and thus gives an extension of F to a holomor-
phic function on all of C. (Note that by the above, F and G will in general
not agree on the inside of γ.) Indeed if we set H(z) = F (z) for all z ∈ U and
H(z) = G(z) for all z ∈ V then H is a well-defined holomorphic function on
all of C. We claim that |H| → 0 as |z| → ∞, so that by Liouville’s theorem,
H(z) = 0, and so F (z) = 0 as required. But since ins(γ) is bounded, there
is an R > 0 such that V ⊇ C\B(0, R), and so H(z) = G(z) for |z| > R. But
then setting M = supζ∈γ ∗ |f (ζ)| we see
Z
f (ζ)dζ ℓ(γ).M
|H(z)| = ≤ .
γ ζ −z |z| − R
In this appendix we supply1 the details for the claim made in the remark
after the proof of the holomorphic version of the inverse function theorem.
There is an enhancement of the Inverse Function Theorem in the holo-
morphic setting, which shows that the condition f ′ (z) ̸= 0 is automatic (in
contrast to the case of real differentiable functions, where it is essential as
one sees by considering the example of the function f (x) = x3 on the real
line). Indeed suppose that f : U → C is a holomorphic function on an open
subset U ⊂ C, and that we have z0 ∈ U such that f ′ (z0 ) = 0.
Claim: In this case, f is at least 2 to 1 near z0 , and hence is not injective.
Proof of Claim: If we let w0 = f (z0 ) and g(z) = f (z) − w0 , it follows g has a
zero at z0 , and thus it is either identically zero on the connected component
of U containing z0 (in which case it is very far from being injective!) or
we may write g(z) = (z − z0 )k h(z) where h(z) is holomorphic on U and
h(z0 ) ̸= 0. Our assumption that f ′ (z0 ) = 0 implies that k, the multiplicity
of the zero of g at z0 is at least 2.
Now since h(z0 ) ̸= 0, we have ϵ = |h(z0 )| > 0 and hence by the continuity
of h at z0 we may find a δ > 0 such that h(B(z0 , δ)) ⊆ B(h(z0 ), ϵ). But
then by taking a cut along the ray {−t.h(z0 ) : t ∈ R>0 } we can define
a holomorphic branch of z 7→ z 1/k on the whole of B(h(z0 ), ϵ). Now let
ϕ : B(z0 , δ) → C be the holomorphic function given by ϕ(z) = (z−z0 ).h(z)1/k
(where by our choice of δ this is well-defined) so that ϕ′ (z0 ) = h(z0 )1/k ̸= 0.
Then clearly f (z) = w0 + ϕ(z)k on B(z0 , δ). Since ϕ(z) is holomorphic,the
1
For interest, not examination!
101
102APPENDIX B. REMARK ON THE INVERSE FUNCTION THEOREM
open mapping theorem ensures that ϕ(B(z0 , δ)) is an open set, which since it
contains 0 = ϕ(z0 ), contains B(0, r) for some r > 0. But then since z 7→ z k
is k-to-1 as a map from B(0, r)\{0} → B(0, rk )\{0} it follows that f takes
every value in B(w0 , rk )\{w0 } at least k times.