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Formula sheet

The document is a comprehensive formula sheet on complex variables, covering topics such as holomorphic functions, Möbius transformations, complex integration, and series expansions. It includes definitions, theorems, and properties related to complex analysis, including the Cauchy-Riemann equations, integration theorems, and convergence tests for series. The content is structured into chapters, each addressing different aspects of complex variables and their applications.

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lipsa Swain
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0% found this document useful (0 votes)
2 views

Formula sheet

The document is a comprehensive formula sheet on complex variables, covering topics such as holomorphic functions, Möbius transformations, complex integration, and series expansions. It includes definitions, theorems, and properties related to complex analysis, including the Cauchy-Riemann equations, integration theorems, and convergence tests for series. The content is structured into chapters, each addressing different aspects of complex variables and their applications.

Uploaded by

lipsa Swain
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Complex Variables Formula Sheet

William Bevington

Chapter One - Holomorphicity Theorem. If S ⊆ C is compact (i.e. closed and bounded) then f (S) is
compact.
Theorem (Triangle Inequality).
Definition. A function f : C → C is differentiable at z0 if
|z + w| ≤ |z| + |w| limz→z0 f (z)− f (z0 )
z−z0 = 0. Furthermore differentiability gives continu-
ity.
||z| − |w|| ≤ |z − w|
Theorem. Let z0 = x0 + iy0 ∈ C and U ⊆ C be a neighbourhood of z0
Definition. The argument of z ∈ C is arg(z) := {θ : z = |z|eiθ }, the with f : U → C, f = u + iv differentiable at z0 . The Cauchy-Riemann
principle argument is Arg(z) ∈ arg(z) ∩ (−π, π] and is unique. equations are
∂u ∂v ∂v ∂u
Theorem (1.1.19). Let z, w ∈ C be non-zero. Then arg(zw) = arg(z) + = and =− .
∂x ∂y ∂x ∂y
arg(w) and Arg(zw) = Arg(z) + Arg(w).
Definition. A function f : C → C is holomorphic at z0 if it’s differ-
Definition. The open (resp. closed) ε-disk centred at z0 is Dε (z0 ) := entiable on an open neighbourhood of z .
0
{z ∈ C : |z − z0 | < ε} (resp. Dε (z0 ) := {z ∈ C : |z − z0 | ≤ ε}). The
puntured disk is D0ε (z0 ) := Dε (z0 ) \ {z0 }. Definition. If u : U ⊆ R2 → R is harmonic (i.e. uxx + uyy = 0) and
f = u + iv is holomorphic, then v is the harmonic conjugate of u.
Definition. A subset D ⊆ C is open if ∀z ∈ D : ∃ε > 0 : Dε (z) ⊆ D (or
it’s a union of open disks) and is closed if C \ D is open. If z ∈ D is Definition. The complex exponential is exp(z) = ex (cos(y)+i sin(y))
open we say D is a neighbourhood of z. where z = x + iy. It is holomorphic on all of C (prop 1.6.2).

Definition. Let S ⊆ C then z0 ∈ C is a limit-point of S if ∀ε > 0 : Theorem. Let z, w ∈ C, then


D0ε (z0 ) ∩ S 6= 0.
/ If LS is the set of limit points of S then S := S ∪ LS is
the closure of S. exp(z + w) = exp(z) exp(w) and exp(z + 2πi) = exp(z).

Theorem (1.2.9). A complex sequence zn converges iff Re(zn ) and Definition. The complex logarithm for z ∈ C is log(z) := {w ∈ C :
Im(zn ) converge. exp(w) = z}.

Theorem. The complex plane C is complete, namely zn is convergent Theorem (1.7.3). Let z, w ∈ C, then
⇔ zn is Cauchy.
log(z) = ln |z|+i arg(z), log(zw) = log(z) + log(w),
Theorem (Bolzano-Weierstrass). If zn is a bounded sequence then it and log(1/z) = − log(z).
has a convergent subsequence.
Definition. The principle logarithm is Log(z) := ln |z| + iArg(z).
Theorem (1.3.3). Let f : S ⊆ C → C and z0 = x0 + iy0 ∈ S and z =
x + iy, a0 ∈ C, then ∃u(x, y), v(x, y) such that f (z) = u(x, y) + iv(x, y). Definition. A branch cut is Lz0 ,θ := {z ∈ C : z = z0 + reiθ , r ≥ 0},
Then a0 = limz→z0 f (z) iff Re(z) = lim(x,y)→(x0 ,y0 ) u(x, y) and Im(z) = giving the cut plane D0,π := C \ L0,π . If we let Argθ (z) := arg(z) ∩
lim(x,y)→(x0 ,y0 ) v(x, y). (θ , θ + 2π] then Logθ := ln |z| + iArgθ (z).

Definition. A function f : C → C is continuous if f −1 (U) is open for Theorem (1.7.10). Let θ ∈ R and U ⊆ C with g : U → C holomor-
all U ⊆ C, equally if ∀ε > 0 : ∃δ > 0 : | f (z) − f (z0 )| < ε whenever phic, then Log(g(z)) is holomorhpic on U ∩ g−1 (D0,θ ). Particularly, if
|z − z0 | < δ then f is continuous at z0 . g is hol. on C then Log(g(z)) is holomorhpic on g−1 (D0,θ ).

.................................................................................................................................

Chapter Two - Möbius transformations verse bijections (ϕ : S2 → C̃, ψ : C̃ → S2 ) given by:

|z|2 − 1
 
Theorem. Let f : U → C be holomorphic with U ⊆ C open, then f is X + iY 2x 2y
ϕ(X,Y, Z) := and ψ(z) := , ,
conformal (preserves angles) at z0 ∈ U iff f 0 (z0 ) 6= 0. 1−Z |z|2 + 1 |z|2 + 1 |z|2 + 1

Definition. A Möbius transformation is any function of the form Theorem (2.4.3). A Möbius transformation maps circlines (circles

cz+d where ad − bd 6= 0. This forms a group M = SL(2; C).
f (z) = ax+b and lines) to circlines.

Definition. The Riemann sphere is S2 := {(X,Y, Z) ∈ R3 : X 2 +Y 2 + Theorem. The cross-ratio is the unique Möbius transformation which
Z 2 = 1}. The extended complex plane is C̃ := C ∪ {∞} where ∞1 = 0 sends (z2 , z3 , z4 ) 7→ (1, 0, ∞). The image of z under this is given by
and z · ∞ = ∞ · z = ∞ = 01 for any z ∈ C.
z − z3 z2 − z4
[z, z2 , z3 , z4 ] = .
Theorem. Möbius transformations are holomorphic and conformal z − z4 z2 − z3
on C̃.
Theorem (2.5.7). Let M be a Möbius transformation, then
Theorem. Let z = x + iy. Stereographic projection is the pair of in- [Mz1 , Mz2 , Mz3 , Mz4 ] = [z1 , z2 , z3 , z4 ].

1
Chapter Three - Complex integration Definition. Let Γ be a loop, then Int(Γ) is the interior, and Ext(Γ) is
the exterior so that C = Int(Γ) ∪ Γ ∪ Ext(Γ).
Definition. Let [a, b] ⊆ R be a closed interval and f : [a, b] → C be
of the form Rf = u + iv, then f is integrable if u and v are in the real Definition. A domain D is simply-connected if for any loop Γ :
R R
sense. Then [a,b] f (t)dt = [a,b] u(t)dt + i [a,b] v(t)dt. Int(Γ) ⊆ D.
R b dF Theorem. Cauchy-Integral: Let Γ be a loop and f be holomorphic
Theorem (3.1.2). Integration in C is linear, and a dt dt = F(b) −
Rb Rb inside and on Γ, then the following hold:
F(a). One estimate for integration is a f (t)dt ≤ a | f (t)|dt.
Z
Definition. A parametrized curve Γ from z0 to z1 (distinct) is a con- f (z)dz = 0,
Γ
tinuous function γ : [t0 ,t1 ] → C with γ(t0 ) = z0 and γ(t1 ) = z1 . It is
1 f (z)
Z
regular if γ 0 (t) exists, is continuous and non-zero. dz = f (z0 ),
2πi Γ z − z0
Definition. Let Γ be a regular curveRand f : Γ → C continuous. The n!
Z
f (w)
integral of f along Γ is Γ f (z)dz = tt01 f (γ(t))γ 0 (t)dt.
R dz = f (n) (z).
2πi Γ (w − z)n+1
R t1
Definition. The arc-length of Γ is l(Γ) := t0 |γ 0 (t)|dt.
Theorem (3.4.11). Let Γ be a loop not passing through z0 , then
Theorem (3.2.9,ML Lemma). Let Γ be regular and f : Γ → C con- (
tinuous, then Z
1 2πi if z0 ∈ Int(Γ)
Z dz = .
f (z)dz ≤ max | f (z)|l(Γ) Γ z − z0 0 otherwise
Γ z∈Γ

Definition. D ⊆ C is a domain if it’s open and ∀z, w ∈ D : ∃Γ, a con- Theorem


R
(3.4.12).R Let Γ1 , Γ2 be loops with f holomorphic on both
tour connecting z to w. then Γ1 f (z)dz = Γ2 f (z)dz, i.e. the two loops can freely be deformed
into each other.
Theorem. Fundamental Theorem of Calculus: Let D be a do-
main
R
and Γ ⊆ D a contour connecting z0 , z1 ∈ D and F 0 = f then Theorem (3.5.2). Let f be holomorphic on a domain D, then f has
Γ f (z)dz = F(z1 ) − F(z0 ). infinitely many derivatives, all of which are holomorphic.
Definition. Let Γ ⊆ D be a contour in domain D ⊆ C, Γ is a closed
contour if it has equal endpoints (γ(t0 ) = γ(t1 )). Theorem (Morera). Let D ⊆ C be a domain and f is continuous with
R
Γ f (z)dz = 0 for all loops Γ, then f is holomorphic on D.
Theorem. Path-independence: Let D ⊆ C be a domain with contin-
uous f : D → C then the following are equivalent: Theorem. Let f : DR (z0 ) → C be holomorphic and bounded by M.
Then
• f has an anti-derivative F on D, n!M
| f (n) (z0 )| ≤ n .

R
f (z)dz = 0 for all closed contours Γ ⊆ D, R
Γ
R
• all contour integrals Γ f (z)dz are independent of path, thus de- Theorem. Liouville: Let f be holomorphic on C and bounded, then
pend only on the end-points. f is constant.

Definition. A contour Γ is simple if it has no self-intersections, if it Theorem. Maximum modulus principle: Let D ⊆ C be a domain on
is also closed then we call it a loop. A loop is positively-oriented if a which f is holomorphic and bounded by M. If f achieves its maximum
parametrisation γ goes around anti-clockwise. inside D the f is constant on D.

2
Chapter Four - Series expansions Definition. The Laurent series expansion of a function f is
∑∞j=−∞ a j (z − z0 ) j = ∑∞j=0 a j (z − z0 ) j + ∑∞j=1 a− j (z − z0 )− j .
Theorem. Convergence tests
Definition. The open annulus of radii r and R is Ar,R (z0 ) = DR (z0 ) \
• Comparison test: Suppose ∀n : |zn | ≤ Mn with ∑∞j=0 M j conver- Dr (z0 ).
gent, then ∑∞j=0 z j converges.
Theorem. The coefficients of a Laurent series for a holomorphic func-
• The series ∑∞j=0 c j converges iff |c| < 1. tion f are given by
• Ratio Test: Let L := limn→∞ | f raczn+1 zn |, then zn converges if 1
Z
f (z)
L < 1 and diverges if L > 1. aj = j+1
dz,
2πi Γ (z − z0 )

• Weierstrass M: If fn is a sequence of functions ∀ j : | f j | ≤ M j


for Γ ∈ Ar,R (z0 ).
and ∑∞j=0 M j converges then fn converges uniformly.
Definition. Let ( fn )n∈N be a sequence of functions, fn converges Theorem (4.4.7). The Laurent series expansion of holomorphic f is
pointwise to f if ∀ε > 0 : ∃N ∈ N : ∀n ≥ N : | fn (z) − f (z)| < ε. unique.

Definition. Let ( fn )n∈N be a sequence of functions, fn converges uni- Definition. We say z0 is a singularity of f if f isn’t holomorphic at
formly to f if ∀ε > 0 : ∃N ∈ N : ∀n ≥ N : ∀z : | fn (z) − f (z)| < ε. z0 . It is isolated if ∃R > 0 : f is holomorphic on D0 (z0 ), and of order
m if f (z0 ) = · · · = f (m−1) (z0 ) = 0 6= f (m) (z0 ).
Theorem (4.1.21,4.1.22). If fn converges uniformly we may commute
limits with integrals (4.1.21) and integrals with sums (4.1.22). Theorem (4.5.5). If zn → z0 and ∀n : zn ∈ D which is a neighbourhood
domain of z0 and f (z0 ) = 0 then f (z) = 0 for all z ∈ D.
Theorem (4.1.23). If every fn is holomorphic and fn → f uniformly
then f is holomorphic. Definition. Let z0 be a singularity of a function f , then
Theorem (4.2.2). Let P = ∑∞j=0 a j (z − z0 ) j be a power-series then • z0 is removable if ∀ j < 0 : a j = 0,
∃R ∈ [0, ∞] : (called the radius of convregence) such that:
• of order m if ∀ j < −m : a j = 0 but a j 6= 0,
• P converges on DR (z0 ),
• essential if there are infinitely many a j 6= 0 with j < 0.
• P converges uniformly on Dr (z0 ) for any r < R,
• P diverges on C \ DR (z0 ). Theorem (4.5.8). Let f = ∑∞j=0 a j (z−z0 ) j have removable singularity
z0 then re-defining f (z0 ) = a0 makes f holomorphic at z0 .
aj
Theorem (4.2.4). If r := lim j→∞ a j+1 exists then it’s the radius of
Theorem (4.5.11). Let f , g be holomorphic at z0 with z0 a zero of
convergence of ∑∞j=0 a j (z − z0 ) j . order m of g then
Theorem (4.2.6). The power series ∑∞j=0 a j (z − z0 ) j with radius of • if z0 isn’t a zero of f then f /g has a pole of order m at z0 ,
convergence R is holomorphic on DR (z0 ).
• if z0 is a zero of order k of f then f /g has a pole of order m − k
Definition. The Taylor seires of f , for holomorphic f , is
at z0 if m > k and removable singularity otherwise.

f ( j) (z0 )
∑ (z − z0 ) j . Definition. We say F : D̃ → C is an analytic continuation of f : D →
j=0 j! C with D̃ ⊆ D ⊆ C if F(z) = f (z) for z ∈ D and F is holomorphic.
Theorem (4.3.2). If f is holomorphic on DR (z0 ) then it admits a Tay- Theorem (4.6.4). Identity theorem: Let D ⊆ C be a domain with f
lor ∑∞j=0 a j (z − z0 ) j series which converges uniformly with radius of holomorphic on D and f (z) = 0 for all z ∈ DR (z0 ) ⊆ D then f (z) = 0
convergence R. for all z ∈ D.
Definition. A function f is analytic if it admits a convergent power- Theorem (4.6.5). Let D ⊆ C be a domain with f , g : D → C holomor-
series. phic with ∀z ∈ DR (z0 ) : f (z) = g(z) then f (z) = g(z) for all z ∈ D.
Theorem (4.3.5). Every holomorphic function is analytic.
Theorem (4.6.7). Let zn → z0 and ∀n : f (zn ) = 0 with f : D → C holo-
Theorem (4.3.9). The Taylor series of f 0 (z)
is the term-by-term morphic, then ∀z ∈ D : f (z) = 0.
derivative of the Taylor series of f (z) (since Taylor series converge
uniformly). Theorem (4.5.8). Let D ⊆ C be a domain with f , g : D → C holomor-
phic with and zn → z0 , f (zn ) = g(zn ) then ∀z ∈ D : f (z) = g(z) (use
Theorem (4.3.12). Taylor series are unique, specifically; the Taylor this to prove that sin2 (z) + cos2 (z) = 1 holds for complex sin, cos since
series of a function is equal to any valid power-series. f = g on the real axis).

NOTE:
∞ ∞
z2 j+1
∑ z j is convergent on D1 (0). sin(z) = ∑ (2 j + 1)!
j=0 j=0

z2 j ∞
zj
cos(z) = ∑ (2 j)! exp(z) = ∑
j=0 j=0 j!

3
Chapter Five - Residue calculus where N0 ( f ) = ∑lj=1 ord(w j ) is the sum of the orders of the zeros of
f and N∞ ( f ) = ∑kj=1 ord(z j ) is the sum of the orders of the poles of f
Definition. The residue of a function f at isolated singularity z0 is (the number of poles in Int(Γ), counted with multiplicity).
1
Res( f , z0 ) = a−1 , the coefficient of z−z 0
in the Laurent series expan-
sion of f . Theorem. Rouché’s Theorem: Let Γ be a loop and f , g be holomor-
phic inside and on Γ with
Theorem (5.1.4). Let f be holomorphic on D0R (z0 ) with removable
singularity z0 , then Res( f , z0 ) = 0. ∀z ∈ Γ : | f (z) − g(z)| < | f (z)|
Theorem (5.1.5). Let f be holomorphic on D0R (z0 ) where z0 is a pole then N0 ( f ) = N0 (g).
of order m, then
Theorem. Open-Mapping theorem: Let D ⊆ C be a domain and f is
1 d m−1
Res( f , z0 ) = lim ((z − z0 )m f (z)). non-constant and holomorphic on D, then the image f (D) is open.
z→z0 (m − 1)! dzm−1
Theorem. Maximum Modulus: Let D ⊆ C be a domain and f be
Theorem (5.1.7). Let g, h be holomorphic on D0R (z0 ) where z0 is a holomorphic and non-constant, then | f (z)| doesn’t attain its maximum
simple zero of h and g(z0 ) 6= 0, then on D.
g(z0 ) Theorem (5.2.18). Suppose f is holomorphic on domain D, if any
Res( f , z0 ) = .
h0 (z0 ) of Re( f ), Im( f ), | f |, or Arg( f ) are constant functions then f is also
constant.
Theorem. Cauchy Residue Theorem: Let Γ be a loop with f holo-
morphic on Int(Γ) \ {z1 , . . . , zk } for isolated singularities z1 , . . . , zk . Theorem. Jordan Lemma: Let P/Q be rational with deg(Q) ≥
Then deg(P) + 1 then
Z k
f (z)dz = 2πi ∑ Res( f , z j ). (
γ j=1 P(z) Cρ+ for a > 0
Z
lim exp(iaz) dz = 0 where C =
Definition. A function f is meromorphic on a domain D if ∀z ∈ D, f ρ→∞ C Q(z) Cρ− for a < 0
has a pole of finite order or is holomorphic.
Theorem (5.5.3). Let D be a domain with f meromorphic on D with
Theorem. The Argument Principle: Let Γ be a loop in C and f mer- simple pole c ∈ D, if γ : [θ0 , θ1 ] ⊆ [0, 2π] → C, θ 7→ c + r exp(iθ )
emorphic on Int(Γ) and holomorphic on Γ, then parametrizes the arc Sr then
1 f 0 (z)
Z Z
dz = N0 ( f ) − N∞ ( f ), lim f (z)dz = i(θ1 − θ0 )Res( f , c).
2πi Γ f (z) r→0+ Sr

.................................................................................................................................

Sample questions W ORKSHOP 4; Q UESTION 6: The function f (z) = (z2 + 1)1/2 has
branches given by exp( 21 g(z)) for g(z) ∈ log(z2 + 1) = log(z + i) +
For infinite series: log(z − i) a branch og the logarithm. Thus the branch of f holomorh-
∞ pic on the unit disc D1 (0) is given by:
cot(πz) 1
Z
π
dz = ∑ Res( f , n) = ∑ r2 = 6 .
Γ z2 n j=0
 
1 
f (z) = exp Log−π/2 (z + i) + Logπ/2 (z − i) .
2
For finding series expansions:
∞ W ORKSHOP 5; Q UESTION 2:
1
1 − f (z)
= ∑ f (z) j for | f (z)| < 1,
j=0
z−i
1 d 1 f1 (z) = : U1 = {z ∈ C : Im(z) > 0} → D1 (0),
= z+i
(1 − z)2 dz 1 − z exp(πz) − i
∞  j f2 (z) = : U2 = {z ∈ C : 0 < Im(z) < 1} → D1 (0),
1 1 1 k exp(πz) + i
= · = ∑ z .
z−k z 1 − k/z j=0 z2 − i
f3 (z) = : U3 = {z ∈ C : Im(z), Re(z) > 0} → D1 (0),
z2 + i
For maps to the unit disc: The function
z2 − 1 n  π π o
z−1 f4 (z) = 2 : U4 = z ∈ C : Arg(z) ∈ − , → D1 (0).
f (z) = , z +1 4 4
z+1
maps the imaginary axis (equation |z − 1| = |z + 1|) to the unit circle.
On any disc: On z ∈ Dr (z0 ) notice that zz = |z|2 =⇒ z = rz and
2 W ORKSHOP 6; Q UESTION 3:
so Z Z
z + z z + r2 /z R3 f (z)dz 6= | f (z)|dz ∈ C
Re(z) = = .
2 2 Γ Γ

4
Useful Formulae

sin(iz) = i sinh(z)
sin(a ± b) = sin(a) cos(b) ± cos(a) sin(b) cos(iz) = cosh(z)
cos(a ± b) = cos(a) cos(b) ∓ sin(a) sin(b) cosh2 (z) − sinh2 (z) = 1
exp(iz) − exp(−iz)
sin(z) =
2i
exp(iz) + exp(−iz)
cos(z) =
2

Trigonometric Integral example


Theorem. Z 2π
R(cos θ , sin θ )
Z
R(cos θ , sin θ )dθ = f (z)dz, where f (z) = .
0 Γ i exp(iθ )
Example. Consider the integral
sin2 θ
Z 2π
I= dθ .
0 5 + 4 cos θ
z+z z+ 1z
Noting that z = eiθ = cos θ + i sin θ and so cos θ = Re(eiθ ) = 2 which on the unit circle becomes cos θ = 2 (since 1 = |z|2 = zz), then:

1 1 2

1 2i z − z i (z2 − 1)2
f (z) = 1 1
= ,
iz 5 + 4 · 2 z + z 8 z2 (z + 21 )(z + 2)

with poles at − 12 , −2 and 0, of which only 0 and − 12 lie inside D1 (0) and so we calculate their residues:
!
d i (z2 − 1)2 −5i
Res( f , 0) = lim =
z→0 dz 8 (z + 21 )(z + 2) 16
d i (z2 − 1)2
 
3i
Res( f , 1/2) = lim 2
=
z→ 12 dz 8 z (z + 2) 16

giving that  
−5i 3i π
I = 2πi ∑ z j = 2πi + = .
z j is a pole 16 16 4

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