UC-NRLF $B SE^ 377 Digitized by the Internet Archive in 2008 with funding from IVIicrosoft Corporation http://www.archive.org/details/functionsofcomplOOfiskrich MATHEMATICAL MONOGRAPHS. EDITED BV MANSFIELD MERRIMAN and ROBERT S. WOODWARD. No. 11 FUNCTIONS OF A COMPLEX VARIABLE BY THOMAS S. FISKE, Professor of Mathematics in Columbia Univbrsitv* FOURTH EDITION. FIRST THOUSAND. NEW YORK: JOHN WILEY & SONS. London: CHAPMAN & HALL, Limited. 1907 Goi ComuGHT, 1896, BY MANSFIELD MERRIMAN and ROBERT S. WOODWARD UNDER THE TITLE HIGHER MATHEMATICS. First Edition, September, 1896. Second Edition, January, 1898. Third Edition, August, 1900. Fourth Edition, November, 1906. ItOnitltT DRUMMOND, PRINTER, NEW VORK* EDiTORS' PREFACE. The volume called Higher Mathematics, the first edition of which was published in 1896, contained eleven chapters by eleven authors, each chapter being independent of the others, but all supposing the reader to have at least a mathematical training equivalent to that given in classical and engineering colleges. The publication of that volume is now discontinued and the chapters are issued in separate form. In these reissues it will generally be found that the monographs are enlarged by additional articles or appendices which either ampUfy the former presentation or record recent advances. This plan of publication has been arranged in order to meet the demand of teachers and the convenience of classes, but it is also thought that it may prove advantageous to readers in special lines of mathematical hterature. It is the intention of the publishers and editors to add other monographs to the series from time to time, if the call for the same seems to warrant it. Among the topics which are under consideration are those of elliptic functions, the theory of num- bers, the group theory, the calculus of variations, and non- Euclidean geometry; possibly also monographs on branches of astronomy, mechanics, and mathematical physics may be included. It is the hope of the editors that this form of pubHcation may tend to promote mathematical study and research over a wider field than that which the former volume has occupied. December, 1905. AUTHOR'S PREFACE. In the following pages is contained a brief introductory account of some of the more fundamental portions of the theory of functions of a complex variable. The work was prepared originally as a chapter for the volume called " Higher Mathe- matics," pubUshed in 1896. It has been enlarged by the addition of sections on power series, algebraic functions and their integrals, functions of two or more independent variables, and differential equations. Furthermore, the section on uniform convergence has been extended, and the treatment of Weierstrass's theorem and of Mittag-Leffler's theorem has been simplified. It is hoped that the present work will give the uninitiatea some idea of the nature of one of the most important branches of modem mathematics, and will also be useful as an introduction to larger works, such as those in English by Forsyth, Whittaker, and Harkness and Morley; in French by Jordan, Picard, Goursat, and Valine- Poussin; and in German by Burkhardt, Stolz and Gmeiner, and Osgood. New York, August, 1906. CONTENTS. Art. I. Definition of Function • • . . Page i 2. Representation of Complex Variable . • 2 3. Absolute Convergence ,. 3 4. Elementary Functions 4 5. Continuity of Functions 5 6. Graphical Representation of Functions 7 7. Derivatives 8 8. conformal representation ii 9. Examples of Conformal Representation 13 10. Conformal Representation of a Sphere . 19 ■ II. Conjugate Functions io 12. Application to Fluid Motion 21 13. Singular Points 25 14. Point at Infinity 31 15. Integral of a Function 32 16. Reduction of Complex Integrals to Real 36 17. Cauchy's Theorem 37 18. Application of Cauchy's Theorem , . .' 39 19. Theorems on Curvilinear Integrals 42 20. Taylor's Series 44 21. Laurent's Series 46 22. Fourier's Series 48 2,3. Uniform Convergence 46 24. Power Series 54 25. Uniform Convergence of Pov^^er Series 56 26. Uniform Functions with Singular Points 57 27. Residues 61 28. Integral of a Uniform Function 63 29. Weierstrass's Theorem 66 30. Mittag-Leffler's Theorem 71 31. Singular Lines and Regions 78 32. Functions having n Values ,. 81 33. Algebraic Functions 83 34. Integrals of Algebraic Functions 85 35. Functions of Several Variables . 89 36. Differential Equations 91 IndSx 99 V FUNCTIONS OF A COMPLEX VARIABLE. Art. 1. Definition of Function. If two or more quantities are such that no one of them suf- fers any restriction in regard to the values which it can assume when any values whatsoever are assigned to the others, the quantities are said to be ♦* independent." A quantity is said to be a function of another quantity or of several independent quantities if the former is determined in value whenever particular values are assigned to the latter. The quantity or quantities upon the values of which the value of the function depends, are said to be the '* independent vari- ables " of the function. A function is *' one-valued," or *' uniform," when to every set of values assigned to the independent variables there cor- responds but one value of the function. It is said to be **w-valued" when to every set of values of the independent variables n values of the function correspond. The ''Theory of Functions" has among its objects the study of the properties of functions, their classification accord- ing to their properties, the derivation of formulas which exhibit the relations of functions to one another or to their independ- ent variables, and the determination whether or not functions exist satisfying assigned conditions. • Ft/jfcf i(5n8 of a complex vakiablb. Art. 2. Representation of Complex Variable. A variable quantity is capable, in general, of assuming both real and imaginary values. In fact, unless it be otherwise specified, every quantity w is to be regarded as having the " complex " form u-\-v V— i, u and v being real. It is cus- tomary to denote r — i by t, and to write the preceding quan- tity thus : M -}- ^^' I^ ^ is zero, w is real ; if u is zero, zv is a ** pure imaginary." A quantity 2 = x-\- ty is said to vary" continuously " when between every pair of values which it may take, c^ = a^-\- ib^^ ^2 = ^2 4" ^^2 » ^ and_;/ must pass through all real values inter- mediate to a^ and a^ , b^ and b^ , respectively, either once or a 'inite number of times. It is usual to give to a variable quantity ^ = ;r + ^^ a graphi- cal representation by drawing in a plane a pair of rectangular axes and constructing a point whose abscissa and ordinate are respectively equal to x and y. To every value of z will corre- spond a point ; and, conversely, to every point will correspond a value of z. The terms '* point " and value, then, may be inter- ohanged without confusion. When z varies continuously the graphical representation of its varia- tion, or its *' path," will be a continuous line. This graphical representation is of the highest importance. By means of it some of the most complicated propositions may be given an exceed- ingly condensed and concrete expres- sion. By putting x = r cos 6, y = r sin 6, where r is a positive real quantity, the point z = r(cos 6 -{-t sin 6) is referred to polar coordinates. The quantity r is called the absolute value or " modulus " of z. It will often be written \js\. is known as the ^argument " of 2. ABSOLUTE CONVERGENCE. 3 A function Is sometimes considered for only such values of each independent variable as are represented graphically by the points of a certain continuous line. In the study of functions of real variables, for example, the path of each independent variable is represented by a straight line, namely, the axis of real quantities, or^;' = o. *Art. 3. Absolute Convergence. The representation of functions by means of infinite series is one of the most important branches of the theory of func- tions. In many problems, in fact, it is only by means of series that it is possible to determine functions satisfying the condi- tions assigned and to obtain the required numerical results. Frequent use will be made of the following theorem. Theorern. — If the moduU of the terms of a series form a convergent series, the given series is convergent. Let the given series be W = w^-\-w^-\- . . . + ^n + • • • in which zv^ = r^ (cos b^ + e sin B^, w, = r, (cos 6^ + zsin 6^,) . . . By hypothesis the series R= r^-\-r^-\- . . . + r„ + . . . is convergent. Its terms being all positive, the sum of its first m terms constantly increases with m, but in such a manner as to approach a limit. The same will be true necessarily of any series formed by selecting terms from R. The sum of the first m terms of the series W is composed of two parts, r, cos e^ + r,cose^ . . . + r^-. cos 6^,,, i{r, sin 0^ + r, sin ^, + . . . + r^_, sin 0^.,), and each of these in turn may be divided into parts which have all their terms of the same sign. Every one of the four parts thus obtained approaches a limit as m is increased ; for the terms of each part have the same sign, and cannot exceed^ in absolute value, the corresponding terms of R, Hence, as m is increased, the sum of the first m terms of W approaches a limit; which was to be proved. A series, the moduli of whose terms form a convergent series, is said to be " absolutely convergent." 4 FUNCTIONS OF A COMPLEX VARIABLE. Prob. I. Show that the series i -}- 2; -f- ^' + • • • + ^** + • • 'is absolutely convergent, if | ^ | < i. Art. 4. Elementary Functions. In elementary mathematics the functions are usually con- sidered for only real values of the independent variables. In the case of the algebraic functions, however, there is no diffi- culty in assuming that the independent variables are complex. The theory of elimination shows that every algebraic equation can be freed from radicals. Every algebraic function, there- fore, is defined by an equation which may be put in a form wherein the second rnember is zero and the first member is rational and entire in the function and its independent variables. Besides the algebraic functions, the functions most often occurring in elementary mathematics are the trigonometric and exponential functions and the functions inverse to them. The definitions, by which these functions are generally first intro- duced, have no significance in the case where the inde- pendent variables are complex. However, the following familiar series, ^ = exp^= 1+^+1 + !^ + ^+..., 2 31 41 cos^=i--+^-^+..., z* z^ z' . smz=z-- + -^--^ + ... which have been established for the case where the variables are real, furnish most convenient general definitions for exp Zj cos z, and sin z, these series being absolutely convergent for every finite value of z. Defining the logarithmic function by the equation__ g\ogx — exp (log<3:) = Zy it follows that ^« _ ^ loga _ gxp {z log a). CONTINUITY OF FUNCTIONS, The following equations also are to be regarded as equations of definition : sin^ tan 2 — COS-S: cot 2 = , sin^ cos 2 I sec 2 = . I cosec 2 = — , cos-s sin ^ It may be shown that the formulas which are usually obtained on the supposition that the independent variables are real, and which express in that case properties of and relations between the preceding functions, still hold when the independent variables are complex. Prob. 2. Show that e'^e'* = e'*"^ ", m and n being complex. Prob. 3. Deduce cos z = i{e'' + e-% sin z — --.(e'' — e'"). Prob. 4. Deduce cos {z^ + z^ = cos z^ cos z^ — sin z^ sin z^ , sin {z^ 4" ^3) = cos z^ sin z^ + sin 5, cos z^ , Art. 5. Continuity of Functions. Let a function of a single independent variable have a determinate value for a given value c of the independent vari- able. If, when the independent variable is made to approach c, whatever supposition be made as to the method of approach, the function approaches as a limit its determinate value at c, the function is said to be " continuous " at c. This definition may be otherwise expressed as follows : A function of a single independent variable is continuous at the point c, when, being given any positive quantity e, it is possible to construct a circle, with center at c and radius equal to a determinate quantity d, so small that the modulus of the difference between the value of the function at the center and that at every other point within the circle is less than e. A function of several independent variables is said to be continuous for a particular set of values assigned to those vari- ables, when it takes for that set of values a determinate value c, and for every new set of values, obtained by altering the FUNCTIONS OF A COMPLEX VARIABLE. variables by quantities of moduli less than some determinate positive quantity 6, the value of the function is altered by a quantity of modulus less than any previously chosen arbitrarily small positive quantity e. A function of one independent variable is said to be con- tinuous in a given region of the plane upon which its indepen- dent variable is represented, if it is continuous at every point in that region. From the principles of limits, it follows that if two functions are continuous at a given point, their sum, difference, and prod- uct are continuous at that point. As an immediate conse- quence, every rational entire function of ^ is continuous at every finite point ; for every such function can be constructed from 2 and constant quantities by a finite number of additions, subtractions, and multiplications. Let a function of a single independent variable be contin- uous at c, and let it take at that point the value /, different from zero. Suppose also that at any other point ^+^^ the function takes the value / + ^^- Then I I J/ t + Jt t t{t-\- At) If it be assumed that | J/ 1 < | / |, the modulus of the preceding difference cannot exceed \At\ \t\{\t\-\At\)' and will, therefore, be less than e if eUl' \At\< \+e\t\ Hence if a function is continuous and different from zero at a point Cy its reciprocal is also continuous at c. It follows at once that if two functions are both continuous at c, their ratio is continuous at c, unless the denominator reduces to zero GRAPHICAL REPBESEKTATIOIS" OP PU2fCTI0IfS. 7 at that point. But every rational function of z may be expressed as the ratio of two entire functions. It is therefore continuous for all values of z except those for which its denominator vanishes. Consider the function exp^, Hence if \Az\<\^ but the limit of the third member is zero when \Az\ ap- proaches zero. Hence exp z is continuous for all finite values of z, Prob. 5. Show that cos z and sin z are continuous for all finite values of z. Prob. 6. Show that tan z is continuous in any circle described about the origin as a center with a radius less than ^n. Art. 6. Graphical Re^presentation of Functions. It was shown in Art. 2 that a plane suffices for the complete graphical representation of the values of an independent vari- able. In the same way it is convenient to use a second plane to represent graphically the values of any one-valued function. For example, if w ^=f{z) be such a function, to each point X -\-iy o{ the independent variable will correspond a point II + iv of the function. This point u + iv is called the " image " of the point x -\-iy. If te^ is a continuous function of z, then every continuous curve in the <^-plane will have an image in the w-plane, and this image will be also a continuous curve. Consider the expression u -^ iv = x"^ -\- y^ -\- lixy. Here 8 FUNCTIONS OF A COMPLEX VARIABLE. u = X* -\- y and v = 2xy, Since to every value of 2 corre- spond determinate values of x and j/, and consequently determinate values of u and v, this expression falls un- der the general definition of a func- tion of ^. It is evidently continuous. Every straight line x = t parallel to the axis of / is converted by means of it into a parabola v^ = 4t\u — /'). Prob. 7. Find the family of curves into which the straight lines parallel to the axis of y are converted by means of the function u -}- w = x^ — y' -{- 2ixy. of this family imersect. Show that no two curves Art. 7. Derivatives. Let w = f{z) be a given function of 2. If k is an '' infini- tesimal," that is, a variable having zero as its limit, and if the expression ' ■ f[z + h )-f{z) h has a finite determinate limit, remaining the same under all possible suppositions as to the way in which /^ approaches zero, this limit is said to be the " derivative" of the function y(^) at the point z. In this case w = f{z) is said to be " monogenic " at z. The derivative is written f'{z) or -r-. A function is said to be monogenic in a region of the plane of the independent variable if it is monogenic at every point of that region. Consider now the circumstances under which a function w :=. u -\- iv may have a derivative at the point z ^^ x -\- iy. If 2: be given a real increment, x is changed into x ■\- Axy while y is unaltered, so that Az = Ax\ and Aw __ Au . Av Az ~~ Ax "" ~Ax' DERIVATIVES. 9 If, on the other hand, z is given a purely imaginary incre- ment, Az = iAyy and Aw __ Au _, Av Az ~~ iAy Ay ' If the second members of these equations approach deter- minate limits as Ax and Ay approach zero, and if these limits are equal, d^'^^d^~~"^dy^^y Hence, equating real and imaginary parts, du _ 9^ dv _ 'du dx~'dy' dx~~dy* which are necessary conditions for the existence of a derivative. It can be shown that these conditions are also sufficient * For let the increment of the independent variable be entirely arbitrary, no supposition being made as to the relative magni- tudes of its real and imaginary parts. Then the diffeiiential of the function, that is, that part of the increment of the function which remains after subtracting the terms of order higher than the first, is ^ \dJtr ^ dxl . ' \dy ' dy J "^ Hence (^u x-'dA. l^u^ , .^\ dy^ -; . du + idv _ Va-y a-y/ "^ W ^ dyi dx - ' dx-\-idy~ J ,dy_ •^ dx which, by virtue of the conditions written above, is equal to either member of the equation dx '^ ^dx ~ ^dy dy The value thus obtained is independent of -^, or, what is the * For a complete discirssion see article by E. Goursat in the Transactions of the Amer. Math. See, vol. i, p. 14. 10 FUNCTIONS OF A COMPLEX VARIABLE. same thing, of the direction of approach to the point z. The existence of a derivative of the function w depends, therefore, only on the existence of partial derivatives ;— -, ;:— , — -, -- ^x ox djy ^y satisfying the specified equations of condition. The same equations of condition express the tact that w = « + iv^ supposed to be an analytical expression involving X and 7, and having partial derivatives with respect to each, involves ^ as a whole, that is, may be constructed from z by some series of operations, not introducing x ox y except in the combination x -\- iy. In other words, they indicate that x and y may both be eliminated from w = (p(x, y) by means of the equation z = x -\- iy. This property, however, is not sufficient to define a function as monogenic, for not every function which possesses it has a derivative with respect to z. A monogenic function is necessarily continuous ; that is, the existence of a derivative involves continuity. For, if it follows that where tf approaches zero with h. Hence f{z) is the limit of f{z-\- h) when h approaches zero, or f(z) is continuous at the point z. The following pages relate almost exclusively to functions which are monogenic except for special isolated values of z. Functions which are discontinuous for every value of the inde- pendent variable, and functions which are continuous but admit no derivatives, have been little studied except in the case of real variables * * In this connection see G. Darboux, Sur les fonctions discontinues, Annales de I'Ecole Normale, Series 2, vol. 4 (1875), pp. 51-112. For a systematic treatment of functions of a real variable, see the German translation of Dini's treatise by Liiroth and Schepp, Leipzig, 1892. For an illustration of a function constructed from 2 by a series of arithmetical operations and discontinuous for a particular value of z, see the expression given on page 53. CONFORMAL REPKESE^^TATIOJ?". 11 Art. 8. Conformal Representation. Let z start from the point z^ and trace two different paths forming a given angle at the point z^y and let z^ and z^ be arbi- trary points on the first and second paths respectively. Then z^— z^= r,(cos 6^, + ^ sin d^ = r/^\ where r, denotes the length of the straight line joining z^ and z^ , and 6*, denotes the inclination of this line to the axis of reals. In the same way, for the point z^y there is an equation z^ — z^= r, (cos 8^ + ^ sin 6*,) = r/^-^. If now w is a one-valued monogenic function of z, in the region of the ^'<*»-^«> = limit !:v '<'''-••>. Hence limit (0,- 0,) = limit {6,- 0,) ; and the images in the ze^-plane of the two paths traced by J3 form at w^ an angle equal to that at 2„ in the ^-plane. Accord- ingly, if 2 be supposed to trace any configuration whatever in a portion of the -s'-plane in which — — is determinate and not equal to zero, every angle in the image traced by w will be equal to the corresponding angle in the -a-plane. If, for exam- ple, such a portion of the -sr-plane be divided into infinitesimal triangles, the corresponding portion of the «;-plane will be divided in the same manner, and the corresponding triangles will be mutually equiangular. Such a copy upon a plane, or upon any surface, of a configuration in another surface is called a " conformal representation." The modulus of the derivative — - := limit —— is the dw ,. . -r- = hmit dz Aw Az " magnification." Its value, which, in general, changes from point to point, may be obtained from the relations dw d^ ■={S)'+©'=(0+©' '~' ^x -dy -dy dx The theory of conformal representation has interesting ap- plications to map drawing.* *For the literature of the subject, see Forsyth, Theory oi Functions, p. 500, and Holzmtiller, Einfiihring in die Theorieder isogonalen Verwandschat- ten und der conforraen Abbildungen, verbunden mit Anwendungen auf mathe- matische Physik. EXAMPLES OF CONFORMAL REPRESENTATION. 13 Art. 9. Examples of Conformal Representation. Example I. — Let w = s -{- c. This function is formed from the independent variable by the addition of a constant. Putting for zi/, z^ and ^, respectively, u + iVy x + iy^ and a + ib, one obtains u-=.x-\-ay v=y-\-d. Any configuration in the ^-plane appears, therefore, in the w-plane unaltered in magnitude, and is situated with respect to the axes as if it had been moved parallel to the axis of reals through the distance a and parallel to the axis of imaginaries through the distance d. The following diagrams represent the transformation of a network of squares by means of the rela- tion w = 2 -}- c. y X Example II. — Let w =z cs. Writing w = pe^y zr=ire^^, and c = r^e^^y the following equations result: The origin transforms into the origin, all distances measured from the origin are multiplied by a constant quantity, and all straight lines passing through the origin are turned through a constant angle. See the following diagrams. 14 FUNCTIONS OF A COMPLEX VARIABLE. Example III. — Let w = ^*. Writings ^ x-\-iy, the func- tion becomes w = e*^^ = ^*(cos^ 4- / sin^). Every straight line x = t^ parallel to the axis of y is trans- formed into a circle p =, ^* described about the origin as a center, the axis of J becoming the unit circle. Points to the right of the axis oi y fall without the unit circle, while points to the left of this axis fall within. Every straight line y = t^ parallel to the axis of x becomes a straight line v/u ■= tan /, passing through the origin. The accompanying diagrams* exhibit in a simple manner the periodicity expressed by the equation exp {2 -f 2n7ti) = exp (-3^), where n is any positive or negative integer. To every point in the w-plane, excluding the origin, corre- spond an infinite number of points in the .^-plane. These points are all situated on a straight line parallel to the axis of *The figures of this and the following example are taken from Holzmilller's treatise. EXAMPLES OF CONFORMAL REPRESENTATION. 15 y, and divide it into segments, each. of length 2;r. If z' be one of these points, the general value of the inverse function is log w z=z z' Ar 2ni7r, where n is any positive or negative integer. If any straight line beginning at the origin be drawn in the ij£/-plane, there will correspond in the ^-plane an infinite number* 27t- of straight lines parallel to the axis of x, dividing that plane into strips of equal width. To any curve in the w-plane which does not meet the line just drawn, will correspond in the -s'-plane an infinite number of curves, of which there will be one in each strip. Example IV. — Let w = 'cos z. Writing w = u-{-w, z = Xr\-iy, and employing as equations of definition cos (/r) = cosh J, sin {iy) = / sinh y, the given function takes the form Hence u -f- iv == cos X cosh y — t sin x sinh y. u = cos X cosh y, V ^= — sin ;r sinh^. 16 FUNCTIONS OF A COMPLEX VARIABLE. Any straight line, x = /,, parallel to. the axis of ^, is trans- formed into one branch of a hyperbola, ^^ = I, cos' /, sin'' /, having its foci at the points + i and — i. Any straight line, ^ = /, , parallel to the axis of x, is transformed into an ellipse, + = I, cosh' /, sinh' /, having its foci at the same points, any segment of the straight line equal in length to 27t corresponding to the entire curve taken once. By means of these confocal conies, the w-plane is divided into curvilinear rectangles, the conformal represen- tation breaking down only at the foci, where the condition dw that ~ should be different from zero is not fulfilled. az periodicity of the function, expressed by the equation . COS( and O' . Draw in the tangent plane at O rectangular axes Ox and Oy ; and in the other plane draw as axes O'u, parallel to Ox and measured in the same direction, and O'v parallel to Oy but meas- ured in a contrary di- rection. Join any point z in the plane xOy to C by a straight line, and let O'z meet the sphere in P. Draw (9Pand produce it to meet the plane uO'v in w. From the similar triangles O' Oz and OO'w Oz 00' 00' O'w that is, or Oz . O'w = 00' w\ = rp= I, To an observer standing on the sphere at O' rotation about OO' from O'lc toward O'v is positive, while to an observer standing on the sphere at O such a rotation is negative. Hence Z_xOz = — Z^O'w, or 6^ = — 0. The following equation results : wz pre t( + 0) The W' and ^-planes are therefore conformal representa- tions of one another. Any configuration in one plane can be formed from its image in the other by an ijiyersjon with respect 20 FUNCTIONS OF A COMPLEX VARIABLE. to the origin as a center, combined with a reflection in the axis of reals. Such a transformation was termed by Cayley a " quasi- inversion." By it points at a great distance from the origin in one plane are brought near together in the immediate neigli- borhood of the origin in the other plane. "Since the Hne O' Pz makes the same angle with the plane tangent to the sphere at P as with the plane xOy^ any spherical angle having its vertex at P is projected into an equal angle at z. The sphere is thus seen to be related conformally to the plane xOy, and it must be also so related to the plane uO'v, The representation of the sphere upon a tangent plane in the manner described above is termed a "stereographic pro- jection." When to this representation is applied a logarithmic transformation, that is, one inverse to the transformation described in Example III of the preceding article, the so- called * * Mercator's projection ' ' is obtained. Art. 11. Conjugate Functions. The real and imaginary parts of a monogenic function, ze; = « 4" ^^> have been shown to satisfy the partial differential equations a« _ a^ 'd;v__ _'du dx ~ dy 'dx ~ dy' At any point, therefore, where u and v admit second partial derivatives, one obtains a^ , a^_ av , d'v _ dx^'^dr ' dx'~^dy ' that is, the functions u and v are solutions of Laplace's equa- tion for two dimensions. Any two real solutions / and ^ of this equation, such that p-\-iq is a monogenic function of X + iy, are called " conjugate functions." * Thus the examples of Art. 9 furnish the following pairs of conjugate functions: * Maxwell, Electricity and Magnetism, 1873, vol. i, p. 227. applicatio:n' TO fluid motion". 21 x -\- a, y -\- d ] r^r cos {B^ + ^)» ^i^ sin (6^, ■\-B)\ ^* cos j, e^ s\x\y ; cos X cosh J, — sin x sinhj ; x^ — 3^jk', Z^y^ — y^- Tlie second pair is expressed in polar coordinates, but may be transformed to cartesian coordinates by means of the relations r = Vx' +/, cos e = - _ ^ sin 6 Vx'+f , Vx'+f If one of two conjugate functions be given, the other is thereby determined except for an additive constant. Let Uy for example, be given. Then , 'dv y . dVy dv = — ax 4- —ay 'dx dy — ax A ay. dy ^ dx -"' and therefore the value of v is /( dy ^ dx-"^ The equations u =^ c^, v =^ c^, obtained by assigning con- stant values to two conjugate functions, represent in the 7^-plane straight lines parallel to the coordinate axes. It follows that the curves which these equations define in the ^-plane intersect at right angles. Consequently, by varying the quantities c^ and ^,, two orthogonal systems of curves are obtained ; and c^ and c^ may be taken as orthogonal curvilinear coordinates for the determination of position in the ^-plane. Prob. lo. Show that if / and ^ are conjugate functions of u and V, where u and v are conjugate functions of x andj, / and ^ will be conjugate functions of x and y. Prob. II. Show that if u and v are conjugate functions of x and y, X and^ are conjugate functions of u and v. Art. 12. Application to Fluid Motion. Consider an incompressible fluid, in which it is assumed that every element can move only parallel to the ^-plane, and has a velocity of which the components parallel to the coordi- 22 FUNCTIONS OF A COMPLEX VARIABLE. nate axes are functions of x and ^ alone. The whole motion of the fluid is known as soon as the motion in the ^-plane is ascertained. When any curve in the ^-plane is given, by the "flux across the curve""* will be meant the volume of fluid which in unit time crosses the right cyHndrical surface having the curve as base and included between the ^-plane and a par- allel plane at a unit distance. The flux across^ any two curves joining the points js^ and 2 IS the same, provided the curves enclose a region covered with the moving fluid. For, corresponding to the enclosed region, there must be neither a gain nor a loss of matter. Let s^ be fixed, and 2 be variable. Let ip denote the flux across any curve s^2, reckoned from left to right for an observer stationed at 2^ and looking along the curve toward 2. If /, m be the direction cosines of the normal (drawn to the right) at any point of the curve, and /, g be the components parallel to the axes of the velocity of any moving element, the value of ip will be where the path of integration is the curve joining z^ and z. The function ^ is a one-valued function of z in any region within which every two curves joining z^ to z enclose a region covered with the moving fluid. If z moves in such a manner that the value of rp does not vary, it will trace a curve such that no fluid crosses it, i.e., a " stream-line." The curves ^ = const, are all stream-lines, and ^ is called the " stream-function." If p and q are continuous, and if z be given infinitesimal increments parallel to x and y respectively, one obtains 'dx~ ^' -dy ^* If now the motion of the fluid be characterized, as is the * Lamb's Hydrodynami s (1895). p. 6q. APPLICATION TO FLUID MOTION. 23 case in the so-called " irrotational" motion * by the existence of a velocity-potential 0, so that ^ 90 90 the following equations result : a0_a^ 9^_ _a0 Hence + /^ is a monogenic function of ;tr + iy. The curves = const., which are orthogonal to the stream-lines, are called the " equipotential curves." Consider, as an example, the motion corresponding to the functionf w = z^. The equipotential curves are given by the equations « = ;tr* — 3;ry = CO n St. , the stream-lines by the equations V = 'iyx'y —y^^= const. In the following fig- ure the stream-lines are the heavy lines, while the equipo- tential curves are dotted. The fluid moves i in toward the origin, which is called a '• cross-point," from three directions, and flows out again in three other directions. At the cross-point the fluid is at a standstill, since at that point the velocity, for which the general expression is \/(g)'+(i)'. * In irrotational motion each element is subject to translation and pure strain, but not to rotation. f F. Klein : Riemann's Theory of Algebraic Functions ; translated by Frances Hardcastle (1893), p. 3. 24 FUNCTIONS OF A COMPLEX VARIABLE. is equal to zero. The stream-lines in the figure represent the motion of the fluid in each of six different angles, as if the fluid were confined between walls perpendicular to the ^-plane. It is of importance to note that if the function considered be multiplied by i, the equipotential curves and stream-lines are interchanged, since the function (p -\- tip then becomes — ^ + i(t>. An example of particular interest is w — //log + ^ Let z — a =^ ^/'^', 2 -\- a =^ r^e'^^ ; then « = — // log -i, v= — ^{d, — e,). The curves u = const., v = const, form two orthogonal sys- tems of circles, either of which may be regarded as the stream- lines, the other constituting the equipotential curves. The velocities are everywhere, except at the points ± ^. finite and determinate. If the circles r,/r, = const, be taken as the stream-lines, each of the points ± ^ is a " vortex-point." If the circles 6*, - ^, = const, be taken as the stream-lines, one 1^ SINGULAR POINTS. 25 of the points ± a is a " source," the other a "sink." In the latter case, besides the hydrodynamical interpretation, a very sinnple electrical illustration is afforded by attaching the poles of a battery to a conducting plate of indefinite extent at two fixed points of the plate. " As another example may be taken the relation w = cos ^. As has been shown, the curves x = const, form a system of confocal hyperbolas, while the curves ^ = const, form an orthogonal system of ellipses. Either system may be regarded as stream-lines. In one case the motion of the fluid would be such as would occur if a thin wall were constructed along the axis of reals, except between the foci, and the fluid should be impelled through the aperture thus formed. In the other case the fluid would circulate around a barrier placed on the axis of reals and included between the foci. Besides their application to fluid-motion, conjugate func- tions have important applications in the theory of electricity and magnetism * and in elasticity .f Art. 13. Singular Points. Let w be any rational function of js. It can be written in the form «'-0(^)' where /(2') and (p {£) are entire and without common factors. This function is finite and admits an infinite number of suc- cessive derivatives for every finite value of ^, except the roots of the equation (-S") = o. Let a be such a root. Then the reciprocal of the given function is finite and admits an infinite number of successive derivatives at the point a. Such a point * J. J. Thomson, Recent Researches in Electricity and Magnetism (1893), p. 208. \ Love, Theory of Elasticity (1892), vol. i, p. 331. 26 FUNCTIONS OF A COMPLEX VARIABLE. is called a "pole." Any rational function having a pole at a can be put by the method of partial fractions in the form where A^y . . .^ A,, are constants, A^ being different from zero, and tl){z) is finite at the point a. The integer k is said to be the "order'* of the pole, and the function is said to have for its value at a infinity of the >^th order. In accordance with the definition of a derivative, w does not admit a derivative at a. From the character of the derivative in the immediate neighborhood of a, however, the derivative is sometimes said to become infinite at a. The trigonometric function cot^ has a pole of the first order at every point z = nnty m being zero or any integer posi- tive or negative. The function w = log (2' — a) has for every finite value of 2, except z = a, a.n infinite number of values. U z — a is writ- ten in the form Re*®, w — log R -\- z{© + 2m7r)f where log R is real, and m is zero or any positive or negative integer. If 3 describes a straight line, beginning at a, S will remain fixed, but R will vary. The images in the w-plane will therefore be straight lines parallel to the axis of reals, dividing the plane into horizontal strips of width 27t. If now the ^--plane is supposed to be divided along the straight line just drawn, and z varies along any continuous path, subject only to the restriction that it cannot cross this line of division, there will be a continuous curve as the image of the path of z in each strip of the 2£/-plane. Each of these images is said to corre- spond to a "branch" of the function, or, expressed otherwise, the function is said to have a branch situated in each strip. The line of division in the ^-plane, which serves to separate the branches from one another is called a " cut." 3IKGULAR POIN-TS. 27 At the point 2 = a no definite value is attached to the function. As z approaches that point the modulus of the real part of the function increases without limit, while the imagi- nary part is entirely indeterminate. Let 2^ be an arbitrary point, distinct from a, and let log R^ + t&^ + 2m7rt be any one of the corresponding values of the function. Sup- pose that 2 starts from 2^ and describes a closed path around the point a, the values of the function being taken so as to give a continuous variation. Upon returning to the point 2^ the value of the function will be log R, + /©„ + 2{m + i)7[t, or log R, + iQ^ -{-2(m— i)7ti, according as the curve is described in a positive or negative direction. By repeating the curve a sufficient number of times it is evidently possible to pass from any value of the function at z^ to any other. When a point is such that a ^-path en- closing it may lead in this manner from one value of a function to another value, it is called a " branch-point." In the case of the function here considered, the point z =1 a is called a "logarithmic branch-point," or a point of "logarithmic discontinuity." The function w = log ^^-)-{, where /{z) and (p{z) are entire, (p{z) has a point of logarithmic discontinuity at every point where either /(^) or (p{z) is equal to zero. For, writing /{z) = A{z - ay^{z - a.y^ . . . 0(^) = B{z — b,)^^{z — ^,)^» ... the value of w may be written A w = log -B + ^">- log {z — a^) - ^q^ log {z — hi), £> rn. n 28 FUNCTIONS OF A COMPLEX VARIABLE. Take now the function w = e'*. It has a single finite value for every value of z except 2 = 0. If ^ is supposed to ap- proach zero, the limit of the value of the function is indeter- minate. For let / + iq be perfectly arbitrary, and write If now a + lb is the reciprocal of / + iq, so that — / A _ —^ the preceding equation may be written e^TTb z= c -\- id. But whatever the value of the integer m, q -\- imn may be substituted for q without altering the value of ^ + id, and hence both a and b may be made less than any assignable quantity. The given function e^ therefore takes the value c -\- id at points a + ib indefinitely near to the origin. A point such that, when z approaches it, a fiinction elsewhere one-valued may be made to approach an arbitrary value is called an • * essentiajl^ singu- larity." ^ Prob. 12. Show that for the function ^«^^ ^ = dt is an essei^ial singularity. Prob. 13. The function e ^* considered as a function of a real variable is continuous for every finite value of z, and the same is true of each of its successive derivatives. Show that when it is regarded as a function of a complex variable, -? = o is an essential singularity. In order to illustrate still another class of special points take the function w=s/{z — a^{z — «,)... (^ — ^«). SINGULAR POINTS. 29 ni This function has at every finite point, except <^j, «,,..., ^, two distinct values differing in sign. At these points, however, it takes but a single value, zero. From each of the points a^, a^, . . . , a„\et a. straight line of indefinite extent be drawn in such a manner that no one of them intersects any other, and suppose the ^s-plane to be divided, or cut, along each of these lines. Along any continuous path in the ^-plane thus divided the values of the function form two distinct branches. For, writing js — a^ = r/'*i, z — a^z=z r,^''*9, . . , , ^ — a« = r,^**", the function takes the form A+h+ ... +t w = Vr^r^ . . r„ e* , No closed path in the divided plane will enclose any of the points a^, a^, . . . , a„, and the quantities 6^, d,, . . . , 0„, after continuous variation along such a path, must resume at the initial point their original values. No such path, therefore, can lead from one value of the function at any point to a new value of the function at the same point. If, however, the cuts are disregarded and s traces in a positive direction, a closed curve including an odd number of the points a^, ^,, . . . y a„, and not intersecting itself, then an odd number of the quantities O^y 6^,, . . . , ^„ are each increased by 27r; and the value of the function is altered by a factor ^(2*+i)t»^ and so changed in sign. In the same way any closed path de- scribed about one of these points, and enwrapping it an odd number of times, leads from one value of the function to the other. On the other hand, a simple closed path enclosing an even number of these points, or- a closed path which en- closes but one of the points, enwrapping it an even number of times, leads back to the initial value of the function. It fol- 80 FUNCTIONS OF A COMPLEX VARIABLE. lows that each of the points ^, , ^, , . . . , ^^ is a branch-point. Any point in the ^-plane, closed paths about which lead from one to another of k set of different values of a function, the number of values in the set being finite, is called an " algebraic branch-point." As a further illustration, consider the function w = 2^-{-(2 — a)\ which is a root of the equation of the sixth degree, w* —S^w* — 2(2 — ayw" + S-s'w' — 62(2 — a)w -\- (2— a)^— 2*^0. The function has at every point, except 2 = and 2 ^a^ six distinct values. Six branches are thereby formed which can be completely separated from one another by making cuts from the points 2 = and 2 = a to infinity. Putting a> for the cube root of unity, these six branches can be written 1/2 , , vl/3 1/2 , , .1/3 w^ = 2 -{- {2 — a)' , w^= — 2 -^ {2 — a)^ , w^ — z^^ -{- gd{2 — d)'\ w^-=^ — 2^ -\- gd{2 — df^^, ^ W^ = 2'^^ + Q0^{2 — dj^^y Zf , = — 2^^ + ^\^ ~ ^)*^'» The branches w, and w^, w^ and w^, w^ and w^ are interchanged by a small closed circuit described about s = o, while a small circuit described about 2-= a permutes cyclically the branches w^, w^y w^y and also the branches w^, w^, w^. All of the special points examined above, poles, points of / logarithmic discontinuity, essential singularities, and branch- points, are called singular points. In fact, a function, or a branch of a function, is said to have a * * singular point ' * at each point where it fails to have a continuous derivative,* or about which as a center it is impossible to describe a circle of deter- minate radius within which the function, or branch, is one- Valued. Any point not a singular point is called an " ordinary point." * Continuity and, therefore, finiteness of the function are implied in the existence of a derivative. POINT AT INFINITY. 31 An ordinary point at which a function reduces to zero is called a **zero" of the function. If in a certain region of the ^-plane a function is uniform and has no singular points, the function is said to be ''synec- tic " or *'holomorphic " in that region. If in a certain region the only singular points of a uniform function are poles, the function is said to be '* meromorphic " in that region. Under similar conditions, a branch of a function is also described as holomorphic or meromorphic. Prob. 14. When w and z are connected by the relation w — g ^ (z — /lY show that if z describes a circle about >^ as a center, w describes a circle about g as a center, an angle in the ^-plane hav- ing its vertex at /i is transformed into an angle in the w-plane t times as great and having its vertex at g^ and that 2 = ^ is a branch- point of w except when / is an integer. Art. 14. Point at Infinity. In determining the limiting value of a function when the modulus of the independent variable z is increased indefinitely, it is usual to introduce a new independent variable z' by the relation z — \/z' , and consider the function at the point z' — o. This is equivalent to passing from the ^-plane to another plane, the^^-plane, related to the former by the geometrical construc- tion described in Art. 10. It is often very convenient, however, to go further and to suljgtitute for the ^-plane the surface of the sphere of unit diameter touching the ^r-plane at the origin. No difficulty is thus introduced since, as explained in the article just cited, any configuration in the -a-plane obtains a conformal representation upon the sphere; and the advantage is gained that the entire surface upon which the variation of the inde- pendent variable is studied is of finite extent. The point of the sphere diametrically opposite to its point of contact with the ^■-plane coincides with the point written above as z' = o. It is called the point at infinity, 5' = 00 , since a point on the sphere approaches it at the same time that its image in the .s:-plane recedes indefinitely from the origin. 32 FUNCTIONS OF A COMPLEX VARIABLE. The point at infinity may be either an ordinary or a singular point. For the function ^, for example, it is an ordinary I point, since f» = e*' . For a rational entire function of the «th degree it is a pole of order «. Consider it for the function ^{z — a^){z — a^ . . .{z — a^), discussed in the preceding article. Let a circle of great radius be described in the ^-plane inclosing all the branch-points ^, , tf,, . . . , ^„. Its con formal representa tion on the sphere will be a small closed curve surrounding the point r. Let M be the upper bound of the modulus /(^) on Cy and / the length of C, Then n fU\ ^ r M . ^ Ml and consequently mod/^"^ {a) ^ I .2 ... n Ml 27r r"-^* In particular, if C is a circle having a for its center, mod /<«) {a) < . Art. 20. Taylor's Series. Theorem. — Let f{z) be holomorphic in a region 5, and let C be any circle situated in the interior of 5. If a be the center and a-\- 1 any other point interior to Cy fia + =Aci) + tf'{d) + /-/"(«) + . . . 1.2 Taylor's series. 45 From the preceding article, denoting a variable point on C byC, _ I fAQdQr t I r , ^ +' ^ 1 = A") + tna) + /-/"(«) + . . . + . r /'"('^) + ^, where , '^- 27tiJ^(Z-ar^\Z-a-t) ^- By taking « sufficiently great the modulus of R may be made less than any given positive quantity. Let M be the upper bound of the modulus of f{s) on the circle Cy p the modulus of /, and r the modulus of C — <^ or radius of C. Then ^^Jc r''^\r-p) ^r — p\rl ' which, since p < r, has zero for its limit when ^ = 00. Writing now z for a-\-t, Taylor's Series becomes The series is convergent and the equality is maintained for every point ^ included within a circle described about <3: as a center with a radius less than the distance from a to the nearest critical point oi f{z). When a is equal to zero, Taylor's Series takes the form /W = /(o) + Bf'(0) + f-f"(o) + . . . + -^f'\0) + . . . , 1.2 1.2.. .72 expressing /(^r) in terms of powers of -s". This form is known as Maclaurin's Series. 46 functions of a complex variable. Art. 21. Laurent's Series. Theorem. — Let S, a portion of the ^--plane bounded by two concentric circles C, and C^, be situated in the interior of the region £f in which a given function /{js) is holomorphic. If a be the common center of the two circles, and a -\- t a. point interior to 5, /{a + t) can be expressed in a convergent double series of the form tn = oo m = — 00 With a -{-t diS di center construct a circle c sufficiently small to be contained within the region 5. If then 6', be the greater of the two given circles, it follows from Article i8 that 27ti*^Cx Q — a — t 27ti*^c^ C, — a — t 2ni ^cZ — ^ — ^ But from Article 19, whence •^^ ^^ 2ni^c^C, - a - t 2ni^c,c-a - t The two integrals of the right-hand member may be written : where I r t-^'AOdz ^' ~ 27ii^^^{Z - ^)^+xc -a-ty _i_ /- (C - ^)-^7(CKC But |/| <|C — ^1 at every point of C,, and |/|>|C — «| at every point of (7,, so that i?, and R^ both have zero for a limit LAURENT'S SERIES. 47 when « = 00 . The value oif{a -\- 1) can therefore be expressed in the form Since in the region 5 the function f{z)/{z — <3:)'"+* is holomor- phic for both positive and negative values of m^ A^. maybe written where C is any circle concentric with C^ and C^ and included between them. The series thus obtained is convergent at every point a-\-t contained within the region S. It is important to notice, how- ever, that when the positive and negative powers of / are con- sidered separately, the two resulting series have different regions of convergence. The series containing the positive powers of / converges over the whole interior of the circle C^ ; while the series of negative powers of / converges at every point exterior to the circle C^. The region 5" can be regarded, therefore, as resulting from an overlapping of two other regions in which different parts of Laurent's Series converge. Writing z ior a -\- t, Laurent's Series takes the form f{z) = A, + Aiz - a)+A,{z - ay + . . , + A ^, (z- a)-' + A_,(z - a)-' + . . . Consider as a special numerical example the fraction ^ = L_ L_ . __J__ (<3: - I) (^ - 2) (^- 3) 2(Z-I) Z — 2^2{Z~2,) If 1^1 < I, all three terms of the second member, when developed in powers of z, give only positive powers. If I < 1^1 < 2, the first term of the second member gives a series of negative descending powers^ but the others give the same series as before. If 2 <|^|< 3, the first and second terms both give negative powers. If \z\ > 3, all three terms give 48 FUNCTIONS OF A COMPLEX VARIABLE. negative powers, and the development of the given fraction can contain no positive powers. Thus a system of concentric annular regions is obtained in each of which the given frac- tion is expressed by a convergent power-series. Laurent's Series gives analogous results for every function which is holo- morphic except at isolated points of the ^-plane. Art. 22. Fourier's Series. Let w =■ /{z) be holomorphic in a region S^y and let it be periodic, having a period equal to oo, so that^<8:+ noo) = f{2)r where n is any positive or negative integer. Denote by 5„ the region obtained from S^ by the addition of noo to 2 ; and sup- pose that the regions . . . , 5_„ , . . . , 5. 1 , 5^ , 5, , . . . , 5„ , ... meet or overlap in such a manner as to form a continuous strip Sy in which, of course, the function w will be holomorphic. Draw two parallel straight lines, inclined to the axis of reals at an angle equal to the argument of oo, and contained within the strip 5. The band T included between these parallels will be wholly interior to S. 2itiz By means of the transformation z' = e '^ the band T in the ^-plane becomes in the ^'-plane a ring T' bounded by two concentric circles described about the origin as a center, z and z + noo falling at the same point z\ Since w is holomorphic in a region including T, and dw dw dz 00 _ vtx» dw dz' ~ dz dz' ~~ 2ni • '^ dz' w regarded as a function of z' will be holomorphic in T', Hence, by Laurent's Theorem, w = ^2 A^z'^, »«= -00 the quantity a in the general formula of the preceding article being in this case equal to zero. Substituting for z' its value, the preceding equation becomes UNIFORM CONVERGEJS'CB. 41) where In the latter integral the path is rectilinear. Denoting its independent variable by C for the purpose of avoiding confu- sion, the value of w becomes »«= -00 »t = l * Art. 23. Uniform Convergence. Let the series W := ^o + ^i + ^a +• • • + ^n + . • . , each term of which is a function of z^ be convergent at every point of a given region S. Denote by Wn the sum of the first n terms of W. If it is possible, whatever the value of the posi- tive quantity e, to determine an integer p, such that whenever n> p \W- ^n|p For all values of z within the circle of radius R', the sum of the series will then differ from the sum of its first n terms by a quantity less than £ in absolute value. Hence the series is uni- formly convergent within the circle of radius R'. Theorem II. — If a power series is uniformly convergent in a given circle, the series obtained by integrating its terms or by differentiating its terms is uniformly convergent in the same circle. This theorem follows at once from Theorems III and VI of Article 23. Since R is the upper bound of R\ the series of primi- tives and the series of derivatives have exactly the same circle of convergence as the given po\ver series. We have also as an im- mediate consequence of Theorems II and V of 'Article 23: Theorem III. — The primitive of a power series is the sum of the primitives of its terms; and the derivative of a power series is the sum of the derivatives of its terms. As a result of these theorems, we have that, so far as continuity, differcntiabihty, and integrabilily are concerned, a power series has within its circle of convergence the same properties as the simi of a finite number of powers. UKIFORM FUNCTIONS WITH SINGULAR POINTS. 57 Art. 26. Uniform Functions with Singular Points. Theorem I. — A function holpmorphic in a region 6" and not equal to a constant, can take the same value only at iso- lated points of 5. For in the neighborhood of any point a interior to 5, by Taylor's theorem, Az) -M = {z- aY'{a) + (l=|)! /"(«) + . . . Unless y(^) is constant over the entire circle of convergence of this series, the derivatives /'{a)^ f"{d), . . . cannot all be equal to zero. Let/"^''^(^) be the first which is not equal to zero. Then f{z) - f{a) = (z-ay[-J^-M 1 f^^'^'Y) J ^-a)+ . . .1 Since the series within the brackets represents a contin- uous function, if \z — a\ be given a finite value sufificiently small, the modulus of the first term of the series will ex- ceed the sum of the moduli of all the other terms, and the same result will hold for every still smaller value of \z—a\. For values of z, then, distant from a by less than a certain finite amount, /(^r) — fia) is different from zero. If, on the other hand, the function is constant over the en- tire circle, described about ^ as a center, within which Taylor's series converges, it will be possible, by giving in succession new positions to the point a, to show that the value of the function is constant over the whole region 5. Theorem II. — Two functions which are both holomorphic in a given region 5 and are equal to each other for a system of points which are not isolated from one another, are equal to each other at every point of S. For let f{z) and \z) f(z) z-a^ (zy The integrand, therefore, has a pole at every zero and pole of /(^), and its residue is the order, taken positively for a zero, and negatively for a pole. Theorem III. — Every algebraic equation of degree n has n roots. For let f{z) represent the first member of the equation ^« _|_ ^j^~-' -|_ . . . _|- ^^ = o. Since f{z) has no poles in the IXTEGRxVL OF A UNIFORM FUXCTIOIN". 63 finite part of the ^-plane, the number of roots contained within any closed curve C will be given by the integral But taking for C a circle described about the origin as a center with a very great radius, this integral is j_ r n.-' + (n-,)a,^-' + ... ^^ ^ j_ fndz where e has zero for a limit when |^|= oo . Hence the limit of the preceding integral, as \z\ is increased, is n. Prob. 17. Show that if 2 = 00 is an ordinary point of/(s^), that is, if /(^) is expressible for very great value of 2 by a series contain- ing only negative powers of z, the integral of/(2;) around an infinitely great circle is equal to 27ti into the coefficient of — . This coeffi- z cient with its sign changed is called the residue for 2 = 00 . Prob. 18. Show that the sum of all the residues oi f{z), of the preceding problem, including the residue at infinity, is equal to zero. Prob. 10. If -77-^ is a rational function of which the numerator tp{z) is of degree lower by 2 than the denominator, and if the zeros ^j!, , ^, , . . . , ^„ of the denominator are of the first order, show that Art. 28. Integral of a Uniform Function. It was shown in Article 18 that, if a function /"(-s-) is holo- morphic in a simply connected region S, its integral taken from a fixed lower limit contained in 5 to a variable upper limit ^ is a uniform function of z within 5". If F{z) is a function which takes a determinate value F{zq) at 2- = ^y and is uniform while 2 remain^ within S, having at every point f{z) for its derivative, the integral of f{z) from z^ to z is equal to F{z) — F(2^). If F^(^z) is another function fulfilling these con- 64 FUNCTIONS OF A COMPLEX VARIABLE. editions, so that the integral of f{z) can be written also in the form FJ^z) — F^(z^), the functions F(z) and FXz) differ only by a constant term ; for Suppose now thaty"(^) is still uniform in 5, but that it has isolated critical points ^, , ^,, . . . interior to 5. Any two paths from z^ to Zy which inclose between them a region con- taining none of the points ^,, <3:,, . . ., will give integrals identi- cal in value. Let the two paths Z, , L include between them a single critical point a^\ and consider the integrals along these two paths. The integral along Z, will be equal to the integral along the composite path Z,Z~'Z, where the exponent — I indicates that the corresponding path is reversed ; for the integral along L'^L is equal to zero. But L^L~^ is a closed curve, or" loop," including the critical point a^y and, assuming that it is described in a positive direction about a^, the inte- gral along it is equal to 27iiB^y where B^ is the residue oi f{z) at a^. Hence rf{z)dz = 27iiB^ + ff{z)dz. If now the two paths Zj, L from z^ to z include between them several critical points a^, a^, «^, . . ., draw intermediate paths Z-„ . . ., L^, so that the region between any two consec- utive paths contains only one critical point. The integral along Z, will be equal to the integral along the composite path L^L'^L^ . . . L^'^L^L'^L, since the integrals corresponding to L'^L^, . . ., L^'^L^y L~^L are all equal to zero. But L^L'^y L^L^'\ . . ., L^L'^ are all closed paths or loops, each including a single critical point, so that, assuming that each is described in a positive direction and that B^, B^, ^^, . . . denote the resi- dues of f{z) at the critical points, £^A^)dz = 2ni[B^ + ^, + ^^ + . . .) + fj{z)dz. It has been assumed in the preceding that neither of the paths Zj, L intersects itself. In the case where a path, for IKTEGRAL OF A UNIFORM FUNCTION^. 65 example Zj, intersects itself in several points c^, <;,,..., it is possible to consider Z, as made up of a path Z/ not intersect- ing itself, together with a series of loops attached to Z/ at the points c^y c^, . . . Each of these loops encloses a single critical point Uk and, if described in a positive direction, adds to the integral a term 27tiB^ Each such loop described in a negative direction adds a term of the form — 2niB^, It is evi- dent that the form of each loop and the point at which it is attached to Z/ may be altered arbitrarily without altering the value of the integral, provided no critical point be introduced into or removed from the loop. In fact all the loops may be regarded as attached to Z/ at z^. It can be proved by similar reasoning that the most gen- eral path that can be drawn from z^ to z will be equivalent, so far as the value of the integral is concerned, to any given path Z preceded by a series of loops, each of which includes a sin- gle critical point and is described in either a positive or nega- tive direction. The value of the integral is therefore of the form f{z)dz + 27ii{m,B, + m^B^ + •••)» I where m^^ m^^ . . . are any integers positive or negative. /*' dz As an example consider the integral / . The only critical point is ^ = ^. Any path whatsoever from z^ to z is equivalent to a determinate path, for example, a rectilinear path, preceded by a loop containing a and described a certain number of times in a positive or negative direction. If w de- note the integral for a selected path, the general value of the integral will be w + '2'nni. If now a straight line be drawn joining z^ to a, and if along its prolongation from a to infinity the -sr-plane be cut or divided, the integral in the ^-plane thus divided is one-valued. But, with the variation of z thus re- stricted, any branch of the function log {z — a) is one-valued. Select that branch, for example, which reduces to zero when z=^ a-\- \. It takes a determinate value for z = z^, and its 66 FUNCTIONS OF A COMPLEX VARIABLE. derivative for every value of z is . Hence, denoting it by Log {z - a), /* dz z — a — — = Log {z-a)- Log {z, -a) = Log ^— -. For a path not restricted in any way, the value of the inte- gral is z — a /dz z — a = Log h 2nni = log ,,z -a ^ z,-a^ ^ ?o — ^ Prob. 20. If -rT-\ is a rational function of z of which the numer- i\z) ator is of degree lower by 2 than the denominator, and if the zeros /Zj, «,,..., d!„ of the denominator be of the first order, show that t/«o i\){z) X ip\av) ^ z^ — Uy where 2 I an I increasing indefinitely with n. Consider the infinite product (P{s) = nil _^)^^«w, 1 ^ ii„' where Pn{^) denotes the rational entire function Any factor may be written in the form But since the path of integration being arbitrary except that it avoids the points a^, a,, . . ., the product may be expressed as 00 /»2 ne'f'n^'\ in which tp„{z) = —J z^dz In any finite region of the z-plane it will be possible to assume that | z | ^ P < |^^|, if P and m be suitably chosen, since \ay\ increases indefinitely with n. Divide the product into two parts n (I- -)- and 68 FUNCTIONS OF A COMPLEX VARIABLE. Since when n>m, \aj >pj the integrand of the exponent ^'^ ' Jo a.»(a„-«) is holomorphic in the circle |2;| <|0. Accordingly, (l>„(z) is in the given region a holomorphic function of its upper limit. But we may write m 00 Consider now the series 1(1) Jz). For the modulus of each term we have '^"^'^'" KHfcp7)' where / denotes the length of the path of integration. But, if the path of integration be taken as rectilinear, we will have l2. Hence show that the product .(.)=.iz(i-i) where co=mo)i + no)2, defines a holomorphic function in any finite region of the 2-plane. This function is Weierstrass's sigma func- tion, and is the basis of his system of elliptic functions. Prob. 22. Show that the product 'K-i)' I 2(1 + 2 defines a function holomorphic in every finite region of the 2-plane. This function is the reciprocal of the gamma function r(z) or, in the notation employed by Gauss, 77(2— i). It may also be defined as the limit when w= 00 of the product z(z+i)(z-\-2) . . . (z-^-n) -- n • i-2'3 . . . n Prob. 23. Assuming the relation that r{i-\-z)=zr(z\ show that I I sinrrz r(z)*r(i-2)~~S~' Art. 30. Mittag-Leffler's Theorem. Any uniform function j(z) with isolated singular points ai, a2, . . . can be represented in the neighborhood of one of these points by Laurent's series; viz., }{z)=Ao+Ai{z-aJ+A2(z-aj2^... +Bi{z-aJ-^+B2{z-aJ-2+... Hence /(,)=^(,)+G„(j-^), 72 FUNCTIONS OF A COMPLEX VARIABLE. where (z) is holomorphic in a region containing the point • • • , a suitable integer p such that mod[Gi(^^J -Fi(zij < £i, ifl2l^^i< |ai|; mod|^G2^j^j-i^2(2)J<^2, if \z\ £„+i, . . . respectively, \z\ being less than the least of the quanti- ties p„j Ptn+ii ' • • Accordingly, the series |[°-(;^J-''-«] is absolutely convergent for every value of z except a^ a^, . . . , a^, . . . It is evident, further, that in any given finite region, from which the points a^, aj, . . . , a„, . . . are removed by means of small circles described about them as centers, the series converges uniformly. In such a region any term of the series is holomorphic; and, therefore, by Theorem V of Article 23, the series defines a holomorphic function. The point a^ is an ordinary point for the difference since in its neighborhood this difference may be developed as a convergent series containing only positive powers of z — a^. In the same way each of the points a^, aj, . . . , o„, . . . is an ordinary point for the function ^(^)-?^"fe)-'^«4 This function, therefore, can have no singular point except at infinity, and must be expressible as a series G{z) containing only positive powers of z and converging uniformly in any finite region of the z-plane. Hence the function f{z) may be put in the form mittag-leffler's theorem. 75 in which the character of each singular point is exhibited. As an appHcation of Mittag-Leffler's theorem consider cot 2. Its singular points are ^ = o, ± tt, ± 2;r, . . . . In the neigh- borhood of ^ — o, cot ^ is holomorphic ; and in the neigh- borhood of -^ = njt, n being any positive or negative integer, I cot z — z — nn is holomorphic. The series + 00 z— nn in which m \s an arbitrary positive integer, is not convergent for finite values of z, even when |^| < mn. The series. .z — nn nn_ nn(z — nn) \ nnl is, however, absolutely convergent at every point for which 1^1 < mn. For the modulus of any term is equal to nn \ rnti nitt and, therefore, less than the corresponding term in the series z\ \ mn] A similar result holds for the series I -^ + — -T nn nnj It is easy to see now that the reasoning employed in the demonstration of Mittag-Leffler's theorem may be applied to show that the series 76 FUNCTIONS OF A COMPLEX VARIABLE. where the summation does not include n =o, defines a func- tion holomorphic in any finite region of the ^-plane, the points O, ± ;r, ± 2;r, . . . being excluded. The difference I cot 2 Z r— ^+-1 can have no singular point except at infinity. It must, there- fore, be expressible as a series G{z) of positive powers of / When J = ± 00 the first and last terms of the second member vanish. In regard to the series it can be proved that. mittag-leffler's theorem. 77 for any given region is which y is finite and different from zero, an integer r can be found such that the sum of the moduli of those terms for which \n\> -k is less in absolute value than any previously assigned quantity e. As \y\ is increased the modulus of each of these terms is diminished. The modulus of their sum, therefore, cannot exceed e when 7 =±00. But whenj^= ±00 the sum of any finite number of terms of the series is zero. Hence the limit of the whole series is zero. G'(z)y therefore, never becomes infinite. Hence, by Theorem HI, Article 26, it is constant, and is equal to zero. It follows that G{z) is equal to zero. The expression for cot z is accordingly cot ^ = ^ + ^[^3^ + ^]. The logarithmic derivative of the product expression for sin Zy given in the preceding article as an example of Weier- strass's theorem, is cot z=g'{z)^- + ^ r — ^ — h— T Hence ^(^) in that expression is a constant. Making z = o, its value is seen to be unity. Prob. 24. From the expression for cot z deduce the equation where the summation does not exclude n =^ o. Prob. 25. Show that the doubly infinite series where go=z mco^ + nao^ , defines a function whose only finite singular points are z = go. This function is Weierstrass's ^function. (Com- pare Problem 21.) Prob. 26. -Prove that 78 FUNCTIONS OF A COMPLEX VARIABLE. Prob. 27. Prove that ^\z) = — 2^7—^: — y* where the summa- tion does not exclude 00=0. Art. 31. Singular Lines and Regions. The functions whose properties have been considered in the preceding articles have been assumed to have only isolated sin- gular points. That an infinite number of singular points may- be grouped together in the neighborhood of a single finite point is evident, however, from the consideration of such ex- amples as w = cot-, w = e^°^^^ ^. z In the former an infinite number of poles are grouped in the neighborhood of the origin. In the latter an infinite num- ber of essential singularities are situated in the vicinity of the point z =. a. It is easy to illustrate by an example the occurrence of lines and regions of discontinuity. Take the series * The sum of its first n terms is I z — I which converges to unity if |^|< i, and to zero if |-s^!> I. Hence the circle \z\=. i is a line of discontinuity for this series. Consider now any two regions 5, and 5,, the former situated within, the latter without, the unit circle. Let (p{2) and ip{z) be two arbitrary functions both completely defined in these regions. The expression ^(z)ii{£)+V'{.b) + ... + If^yLmb) +..., representing the f{z) within a circle described about /^ as a center. In general, the point b can be so chosen that a portion of this new circle will lie without the circle of convergence of the former power series. At any new point c within the circle whose center is b, the value of the function and all its succes- sive derivatives can be calculated ; and so, as before, a power series can be obtained convergent in a circle described about c as a center and, in general, including points wot contained in either of the preceding circles. By continuing in this manner it will be possible, starting from a given point a with the ex- pression oi f{z) in ascending powers, to obtain an expression of the same character at any other point k which can be connected with <^ by a continuous line everywhere at a finite distance from the nearest singular point. It follows that the character of 80 FUNCTIONS OF A COMPLEX VARIABLE. the function everywhere within 5 can be determined completely from its expression in ascending power series in the neighbor- hood of a single interior point. The process here described, whereby from a single ascending power series representing a function in the neighborhood of a given point of the z-plane one can derive a succession of similar series, the totality of which determines the function throughout a connected region limited only by the singularities of the function, is known as the process of " analytical continuation." Each of the series obtained is called an ** element " of the function. Ac- cording to the theory of functions of a complex variable as pre- sented by Weierstrass, the infinite number of elements connected together by the process of analytical continuation are said to constitute the definition of an " analytical function." It will be impossible by the process just explained to derive any information in regard to a function at points exterior to the connected region S covered by the circles of convergence of its elements. Moreover, as has been shown by an example, an expression which gives a complete definition of /(z) within S may carry with it the definition of an entirely independent func- tion outside of 5. As an example of a function having a singular region con- sider the function defined by the scries I -f- 2^ -f- 2^* + 2 57; Chrystal, Algebra, vol. 11 (1889), pp. 356, 370. 86 FUNCTIONS OF A COMPLEX VARIABLE. trarily the form of the loop, provided that no singular point is introduced into or removed from the loop. To show that a given loop, containing a branch point and attached to the path of integration at a point c^, different from Zq, may be transformed into one whose initial point is z^, it is necessary to observe that the variable passes first from Zq to c^ and then around the loop to c^ again. If now, before continuing along the remaining part of the path, z be required to retrace its way to Zq and then return to Ci, the value of the integral will not be altered thereby; for the integral resulting from the path c^z^c^ is equal to zero. The loop, however, has been made to begin and end at z^i and it is followed by a path which begins at z^. For any algebraic function, therefore, just as for a function without branch points, the most general path of integration can be reduced to a determinate path, having the same limits, pre- ceded by a system of loops of which each encloses a single sin- gular point. The integral around such a loop enclosing a a-, a singular point but not a branch point for the branch of /(z) considered, is equal to ±27:iBk, where Bk is the residue of this branch of /(z) at a A, and the plus or minus sign is taken according as the loop is described in a positive or negative direction. Consider now a loop enclosing a branch point a^. It can be reduced to a special form, consisting of a small circle described about a^^ as a center and a line, straight or curved, joining this circle to z^. The term Q^ to be added to the integral on account of this loop will be obtained by integrating w=/(z) from z^ along the line joming z^ to tnc circle, around the circle, and back along the same line again to z^. The parts resulting from tracing the line joining z^ to the circle in opposite directions do not cancel; since on account of the nature of the branch point w does not take its former system of values when z retraces its path to z^. If now the integral of /(z) along any determinate path from INTEGKALS OF ALGEBRAIC FUl^CTIONS. 87 Zq to z be denoted by I{z), the general value of the integral, J{z), resulting from an arbitrary path between the same limits, is J(z)=I(z) + 2Q„, where Q^ is the value of the integral along the wth loop in the reduced form of the path of J(z). If the upper limit z of the integral J(z) is situated in the neigh- borhood of a critical point, w is expressible in a region containing z by the uniformly convergent series I _£ w=AQ+A^(z-aky ^A^iz-aky +. . . ' I 2 +B,{z-ak) ^+R,iz-ak) ^+... The integral, therefore, except for a constant term, which includes IQ^i is equal to J{z)=A^(z-ak) + j^A,(z-ak) ^ +j^A^(z-ak) ^ +. . . +~-^B,(z-ak)~^~-^--^B^(z-ak)~P~ + . , .+pBp.,(z-ak)'^ pi p 2 _- 1 p _£_ +Bp\og{z-ak)-pBp+z{z-ak) p --Bp+^{z-ak) ^-... As an example consider the integral where the initial value of the radical vi— z^ is +i. If under the integral sign z be replaced by z/, where / is a real quantity vary- ing from zero to unity, the resulting integral /(z) = z/^-=4== will correspond to a rectilinear path joining the origin to z. B8 FUNCTIONS OF A COMPLEX VARIABLE. In J{z) the only singular points of the integrand are z= ±1. The integral for the circumference of a small circle described about either of these points as a center, by Theorem I of Article 19, approaches zero as a limit simultaneously with the radius of the circle. A loop enclosing the point +1, therefore, gives a term equal to r' dz n^ dz _ />* dz _ the radical taking a negative sign on the way back to the origin by virtue of the fact that z has turned around the branch point 2 = 1. In the same way, a loop enclosing the point 2= — i will give, if the initial value of the radical is positive, dz When z describes a loop about either of the points ±1, the radical returns to the origin with its sign changed. Hence, if z describe in succession two loops about the same branch point, the total effect on the value of the integral is zero. If the path of the in- tegral J^{z) is equal to that of the integral J{z) preceded by a single loop enclosing the point +1 or the point — i, the value of J^{z) will be Tz—J{z) or —Tz—J{z) respectively. If the path of J^{z) consist of two loops, the first about z = I, the second about z= — i, followed by the path of /(2),* /i(z) = 27r+/(z). An arbitrary path from z^ to z gives an integral of the form 2mz-\-I{z) or (2W + i)7r— /(z), rUKCTIONS OF SEVERAL VARIABLES. 89 where n is an integer positive or negative and I{z) is the integral for a rectilinear path. Prob. 28. If i?=V(2— zpdw^ \izl<\ 'dzp'dw