Complex Analysis
complex number
in complex plane where
- real part,
- imaginary part,
complex plane
- real axis/ imaginary axis
- pure imaginary number,
binary operation of complex number
- addition,
- multiplication,
complex number short syntax
where
Argand diagram
diagram in given by
modulus, Euclidean length in Argand diagram
triangle inequality hold
complex conjugation
Euler’s formula
- , argument of
- , principal argument of
-
de Moivre’s formula
complex root
th root of
- distinct root
- principal root, when
standard topology
see context in Topology
open -neighborhood
region
nonempty connected set
- domain, open region
connectedness
is connected
polygonal line with finitely many segment between ,
bounded
circle of finite radius containing the set
complex infinity
or
Riemann sphere
intersection of the sphere with line through north poll and complex number
- north poll: , correspond to complex infinity
- Argand plane
limit
s.t.
- unique if exist
- independent of direction of approach
connection between complex limit and real limit
limit on the RHS exist
continuity
is continuous at
- exist
- exist
differentiation
differentiable at
exist
- depend on not differentiable
- differentiable differentiable
Cauchy-Riemann equations
exist at
Cauchy-Riemann equations in polar coordinate
differentiability from Cauchy-Riemann equations
defined around ,
at
- are continuous
- satisfy Cauchy-Riemann equations
exist
holomorphicity
holomorphic at
differentiable at each point in
- a.k.a. analytic/ regular
- and are harmonic function in
entire function
holomorphic at every finite point
constancy from holomorphicity
holomorphic, in
is constant
holomorphic in
is constant
parametric curve
complex-valued function
- simple does not intersect self injection
- simple closed (Jordan curve) simple except two end meet
- oriented
- positively oriented simple closed counterclockwise
- negatively oriented
parametric derivative
continuous
differentiable,
- velocity
- speed
- smooth differentiable and
has unit tangent vector in Argand diagram
parametric integral
- both real part and imaginary part commute
- antiderivative
- mean value theorem of integral fail
reparametrization
- curve length persist
parametric curve length
contour
piecewise smooth curve joined from finite smooth parametric curve
- continuous
- piecewise continuous
- vertex, point where not smooth
- length, orientation, simple closed like parametric curve
Jordan curve theorem
simple closed contour separate into
- a bounded interior
- an unbounded exterior
contour integral
contour ,
function piecewise continuous on
independent of parametrization
linearity
for contour
traversed in opposite direction
upper bound theorem for contour integral (ML theorem)
contour of length ,
piecewise continuous on ,
bounded by
proof using lemma
proof of lemma
lemma hold for . for
path independence of contour integral
continuous in
antiderivative s.t. in from to
closed,
Cauchy-Goursat theorem
on ,
simple closed contour in ,
holomorphic on and within
Cauchy’s theorem
same as Cauchy-Goursat theorem, except continuousproof using Green's theorem and Cauchy-Riemann equations
Cauchy-Goursat theorem on simply connected domain
on simply connected domain ,
closed contour in ,
holomorphic on
- simply connected domain: every simple closed contour enclose only point in
- multiply connected domain
- holomorphic function on simply connected domain has antiderivative
- entire function has antiderivative
adoption of Cauchy-Goursat theorem on multiply connected domain
on multiply connected domain ,
positively oriented contour , negatively oriented simple closed contour ,
inside of and disjoint from ,
holomorphic on and on the region between
path deformation principle
for the following case, deformation of contour integral persist its value
positively oriented contour ,
holomorphic between
Cauchy’s integral formula (Cauchy’s formula)
positively oriented contour,
holomorphic inside and on
inside
derivative
at , holomorphic exist and holomorphic
holomorphic have continuous partial derivative at all order
proof
show using upper bound theoremevaluating integral with Cauchy’s integral formula
on positively oriented contour , evaluate integral
find s.t. inside and
calculate
apply Cauchy’s integral formula
Morera’s theorem
continuous on
closed contour
holomorphic throughout
Liouville’s theorem
bounded entire function is constant
fundamental theorem of algebra
non-constant polynomial of degree has root
maximum modulus principle
non-constant holomorphic function on open
has no maximum on
- for on , reach maximum always on , never on interior
analyticity
analytic
Laurent series
annual domain , ,
any closed contour in ,
function holomorphic in
- punctured disk,
- unique
residue
Cauchy residue theorem
positively oriented contour ,
analytic on and within except on finite number of singularities
residue at infinity
all singularity are inside negatively oriented contour
Cauchy residue theorem can be rewritten as
by replacing with
singularity
is singularity
holomorphic in and not at
isolated singularity
analytic in deleted neighborhood
is isolated singularity
- has Laurent series about
- not branch point
- isolated singular at infinity s.t. analytic for
essential isolated singularity
s.t.
is essential isolated singularity
Casorati-Weierstrass theorem
s.t
pole
s.t.
pole of order at
simple pole
removable singularity
- removed by setting
residue at pole
only usable for
zero of order
analytic at ,
,
s.t.
- identically zero
- otherwise, the zero is isolated
zero and pole
analytic,
has zero of order at at ,
has pole of order at
has simple pole at ,
improper integral
Cauchy principal value
if RHS exist
- is even
improper integral for even rational function
real, continuous, even, irreducible rational function ,
has finitely many zero above the real axis
has pole above the real axis,
let be upper semicircle with missing side , then
if , then
Fourier integral
integrate instead
Jordan’s lemma
analytic above the imaginary axis outside ,
semicircle contour
proof by parametric integral and Jordan’s inequality
Jordan’s inequality
indented path
improper integral with singularity on real axis
circumvent each singularity on real axis by upper semicircle with
lemma for indented path
analytic on ,
clockwise upper semicircle ,
Laurent series of about contain no even negative power
proof by integrating Laurent series of parametric line integral term by term
lemma hold at simple pole
can prove
lemma for integral over branch point
circular segment of ,
continuous on
proof by definition of limit and upper bound theorem
trigonometric integral
define
Laplace transform
Laplace transform of
Bromwich formula
inverse Laplace transform
to the right of all sinularity of ,
line contour from to
meromorphic
is analytic except possibly for poles
theorem for meromorphic function
simple closed contour ,
non-zero and analytic on , meromorphic within
- , number of zero of within counted with order
- , number of pole of within counted with order
winding number
closed contour ,
on ,
difference in argument
winding number of with respect to
argument principle
Rouché’s theorem (dog on a leash theorem)
analytic on and within ,
on
have the same number of zero counted with order inside
- constrain location of polynomial root using Rouché’s theorem
- split polynomial where
on- root of are within
Brouwer’s fixed point theorem special version
,
analytic
s.t. (fixed point)
- when changing continuously without crossing , is topological invariant
Hopf’s theorem
closed curve ,
one can be continuously deformed into another without crossing point
vector field index theorem
vector field ,
simple closed contour enclose singularity of with index
vector field singularity
zero or pole of
vector field index
positively oriented contour enclose singularity of
vector field index is integer number of rotation of traversing
Möbius transformation
extended complex plane
only singularity is simple pole
inverse
derivative non-zero
- analytic except at pole
- non-constant mapping
is composition of linear transformation and inversion
they are a group
map circle to circle in
- line are circle of infinite radius through
need point to specify
circle in Argand diagram
cross-ratio
map distinct point to by
- can be canceled
conformal transformation
- analytic
- Möbius transformation
inverse function theorem
analytic at ,
analytic
derivative
conformal transformation preserve angle
conformal,
smooth at and intersect with acute angle
intersect at with acute angle
proof by taking through and and their equality
conformal transformation preserve harmonic
proof by constructing s.t.
- on smooth
harmonic function
with continuous second partial derivative satisfy Laplace’s equation
Dirichlet problem
hormonic ,
prescribed ,
find
- Neumann problem, prescribed
maximum principle
simply connected bounded by simple closed ,
harmonic on
attain extremum on boundary
proof by constructing s.t. and using maximum modulus principle
uniqueness of solution to Dirichlet problem
simply connected bounded by simple closed
is unique
proof by assuming both are solutions and arguing their difference is using maximum principle
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