Analysis 2 - Concise Notes 1
MATH50001
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Table of contents
- Term I
- 1 Differentiation in Higher Dimensions
- 2 Metric and Topological Spaces
- Term II
- Holomorphic Functions
- Cauchy’s Integral Formula
- Applications of Cauchy’s integral formula
- Meromorphic Functions
- Harmonic Functions
Colour Code - Definition are green in these notes, Consequences are red and Causes are blue
Content from MATH40002 assumed to be known.
Term I
1 Differentiation in Higher Dimensions
1.1 Euclidean Spaces
1.1.1 Preliminaries
Definition - Modulus Function
\[|x| := \begin{cases} x, & x\geq 0 \\ -x, & x \leq 0 \end{cases}\]Having the following properties:
$\forall x \in \mathbb{R}, \lvert x \rvert \geq 0, \lvert x \rvert = 0 \iff x = 0$
$\forall x, y \in \mathbb{R}, \lvert xy \rvert = \lvert x \rvert\lvert y \rvert$
$\forall x, y \in \mathbb{R}, \lvert x+y \rvert \leq \lvert x \rvert + \lvert y \rvert$ (Triangle inequality)
1.1.2 Euclidean space of dim. n
Define - Euclidean Space of dim. $n, \mathbb{R}^{n}$
Defined as the set of ordered $n$-tuples $(x^{1},\dots,x^{n})$, s.t $\forall i,\ x^{i} \in \mathbb{R}$
Define - Inner Product $ < \cdot,\cdot > : \mathbb{R}^{n} \times \mathbb{R}^{n} \to \mathbb{R}$
\[\langle(x^{1},x^{2},\dots,x^{n}),(y^{1},y^{2},\dots,y^{n})\rangle = \sum_{i=1}^n x^{i}y^{i}\]Define - Norm/Lengths, $\mid\mid\cdot\mid\mid: \mathbb{R}^{n} \to \mathbb{R}$
\[||x|| = \sqrt{<x,x>}\]Having the following properties:
- $\forall x \in \mathbb{R}^{n}, \lvert\lvert x\rvert\rvert \geq 0, \lvert\lvert x\rvert\rvert \iff x = \vec{0}$
- $\forall \lambda x \in \mathbb{R}, x\in \mathbb{R}^{n} \lvert\lvert \lambda x\rvert\rvert = \lvert\lambda\rvert\lvert\lvert x\rvert\rvert$
- $\forall x, y \in \mathbb{R}^{n}, \lvert\lvert x+y\rvert\rvert \leq \lvert\lvert x\rvert\rvert + \lvert\lvert y\rvert\rvert$ (Triangle inequality)
Definition - Cauchy-Schwartz Inequality
\[|\langle x, y \rangle| \leq ||x||\cdot||y||\]1.1.3 Convergence of Sequences in Euclidean Spaces
Definition - Sequence in $\mathbb{R}^{n}$
An infinite ordered list, $x_{0}, x_{1},\dots,$ s.t $x_{i} \in \mathbb{R}^{n} \text{ } \forall i$
Denoted \((x_{i})_{i\geq 1}\) or \((x_{i})_{i\in \mathbb{N}}\)
Definition 1.1 - Convergence
A seq. $(x_{i}) \in \mathbb{R}^{n}$ converges to $x \in \mathbb{R}^{n}$ if $\forall \epsilon > 0, \exists N \in \mathbb{N}\text{ s.t } \forall i \geq \mathbb{N}, ||x_{i}-x||<\epsilon$
Corollary
Sequence $(x_{i}) \in \mathbb{R}^{n}$ converges to $x \in \mathbb{R}^{n} \iff$
1.2 Continuity
1.2.1 Open sets in Euclidean Spaces
Definition - Open Ball
Open ball of radius $r$ is
\[B_{r}(x) = \{y \in \mathbb{R}^{n} : ||x-y||<r\}\]Definition 1.2 - Open Sets
A set $U \subseteq \mathbb{R}^{n}$ is called open if
1.2.2 Continuity at a point/on an open set
Definition 1.3 - Continuity at a point
Let $A\subset\mathbb{R}^{n}$ an open set, with $f: A \to \mathbb{R}^{n}$ $f$ continuous at $p \in A$ if
\[\textcolor{RoyalBlue}{\forall \epsilon > 0, \exists \delta > 0 \text{ s.t } ||x-p|| < \delta \implies ||f(x)-f(p)|| < \epsilon}\]$f$ is (pointwise) continuous on $A\subseteq \mathbb{R}^{n} \iff$ continuous $\forall p \in A$, we write $f$ is continuous.
For small enough $\delta$, we have $f(B_{\delta}(p)) \subseteq B_{\epsilon}(f(p))$
Theorem 1.2 - Composition of continuous functions
Let $A \subseteq \mathbb{R}^{n}$ open, $B \subseteq \mathbb{R}^{m}$ open and suppose $f: A \to B$ continuous at $p\in A$, and $g: B \to \mathbb{R}^{l}$ continuous at $f(p)$
Definition 1.4 - Limit of a function at a point
$A \subseteq \mathbb{R}^{n}$ an open set. $f$ a function
$f: A \to \mathbb{R}^{m}$, with $p \in A$ and $q \in \mathbb{R}^{m}$
Say $\lim_{x\to p}f(x) = q$ if
$\forall \epsilon > 0, \exists \delta > 0 \text{ s.t } \forall x \in A \text{ with } 0 < \lvert\lvert x-p\rvert\rvert <\delta \text{ we have } \lvert\lvert f(x) - p\rvert\rvert < \epsilon$
Theorem 1.3 - Algebra of Limits
Suppose $A \subseteq \mathbb{R}^{n}$ open, with $p \in A$ and $f,g: A \to \mathbb{R}^{n}$
Then:
$\lim_{x\to p}(f(x) + g(x)) = F + G$
$\lim_{x\to p}(f(x)g(x)) = FG$
If $G\neq 0$ then $\lim_{x\to p}\frac{f(x)}{g(x)} = \frac{F}{G}$
1.3 Derivative of a map of Euclidean Spaces
1.3.1 Derivative of a linear map
Lemma 1.5
The map $f:(a,b) \to \mathbb{R}$ differentiable at $p \in (a,b) \iff \exists$ map of the form $A_{\lambda}(x) = \lambda(x-p) + f(p)$ for some $\lambda \in \mathbb{R}$ s.t
Notation
$h(v)$, $h$ a map, $v$ a point in domain of $h$
$L(\mathbb{R}^{n};\mathbb{R}^{m})$ - Set of linear maps from $\mathbb{R}^{n} \to \mathbb{R}^{m}$
Definition 1.5 - Derivative in higher dimension
Suppose $\Omega \subset \mathbb{R}^{n}$ open. The map $f:\Omega \to \mathbb{R}^{m}$ differentiable at $p \in \Omega$ if $\exists$ a linear map $\Lambda \in L(\mathbb{R}^{n};R^{m})$ such that
We write
Calling $Df(p)$ the derivative of $f$ at $p$
$\Lambda$ a $m\times n$ matrix called the Jacobian
Lemma 1.6 - Differentiable then continuous
$\Omega \subset \mathbb{R}^{n}$ open
$f:\Omega \to \mathbb{R}^{m}$ differentiable at $p\in \Omega \implies f$ continuous at $p$
Theorem 1.7 - Uniqueness of Derivative
The derivative, if it exists, is unique
1.3.2 Chain Rule
Chain rule in $\mathbb{R}$
$f,g: \mathbb{R}\to \mathbb{R}, g$ differentiable at $p$, $f$ differentiable at $g(p)$.
Then $f \circ g$ differentiable at $p$ with
Theorem 1.8 - Chain rule in higher dim.
$\Omega \subset \mathbb{R}^{n}$ open, $\Omega’ \subset \mathbb{R}^{m}$ open
With $g:\Omega \to \Omega’$ differentiable at $p \in \Omega$, $f:\Omega’ \to \mathbb{R}^{l}$ differentiable at $g(p) \in \Omega’$
Then $h = f \circ g: \Omega \to \mathbb{R}^{l}$, differentiable at $p$, s.t
1.4 Directional Derivatives
1.4.1 Rates of change and Partial Derivatives
Definition - Directional Derivative
The directional derivative of $f$ at $p$ in the direction $v$ is
Definition - Partial derivatives
We can find any directional derivative at $p$, given we know the partial derivatives of $f$
\[D_{i}f(p) = \frac{\partial f}{\partial e_{i}}(p)\]In $\mathbb{R}^{3}$ we have,
\[Df(p)[v] = \begin{pmatrix} \ D_{1}f(p)\quad D_{2}f(p)\quad D_{3}f(p)\quad \end{pmatrix} \begin{pmatrix} v^{1}\\ v^{2} \\ v^{3} \end{pmatrix}\]Definition - Gradient
Gradient of $f$ at $p$
Theorem 1.9 - Jacobian
Suppose $\Omega \subset \mathbb{R}^{n}$ open and $f: \Omega \to \mathbb{R}^{m}$ of the form
If $f$ differentiable for some $p \in \Omega$ Then Jacobian of $f$ at $p$ is:
1.4.2 Relation between partial derivatives and differentiability
Theorem 1.12
Let $\Omega \subset \mathbb{R}^{n}$ open, $f:\Omega\to \mathbb{R}$. Suppose the partial derivatives:
exist $\forall x \in \Omega$, with each map $x \mapsto D_{i}f(x)$ continuous at $p, \forall i$$\implies$ $f$ is differentiable at $p$
1.5 Higher Derivatives
1.5.1 Higher derivatives as linear maps
Can think of the differential of $f$, $Df(p)$ as a map
if map $Df$ is continuous $\implies f:\Omega \to \mathbb{R}$ is continuously differentiable
Definition - Higher derivative
If $Df: \Omega \to \mathbb{R}^{mn}$ differentiable at $p$, denote derivative of $Df$ as $DDf(p): \mathbb{R}^{n} \to \mathbb{R}^{nm}$
Where $DDf(p)$ is a linear map$\mathcal{L} \in L(\mathbb{R}^{n};L(\mathbb{R}^{n};\mathbb{R}^{m}))$, satisfying:
$DDf(p)$ takes an $n$-vector to a $m\times n$ matrix
Definition - Continuously differentiable
$f:\Omega \to \mathbb{R}^{m}$ is $k$-times dfferentiable with all continuous derivatives $\implies$ $f$ is $k$-times continuously differentiable
Testing for $k$-times differentiability
For $f = \begin{pmatrix} f^{1}(x),f^{2}(x),\dots,f^{m}(x) \end{pmatrix}$
If $f$ differentiable at $p\in \Omega$ $\implies$ we have partial derivatives $D_{i}f^{j}: \Omega \to \mathbb{R}$.
If $Df$ differentiable, then $2^{\text{nd}}$ partial derivatives exist
Easy to check these exist and are continuous $\implies$ $k$-times differentiability at $p$
1.5.2 Symmetry of mixed partial derivatives
Theorem 1.13 - Schwartz’ Theorem
Suppose $\Omega \subset \mathbb{R}^{n}$ open and $f:\Omega \to \mathbb{R}$ differentiable $\forall p \in \Omega$
Suppose also, for $i,j \in {1,\dots,n}, 2^{\text{nd}}$ partial derivatives $D_{i}D_{j}f$ and $D_{j}D_{i}f$ exist and are continuous $\forall p \in \Omega$
Definition - Hessian
The matrix of $2^{\text{nd}}$ partial derivatives at the point $p$
Schwartz’ Theorem says Hess $f(p)$ is a symmetric matrix
1.5.3 Taylor’s Theorem
Definition - Multi-inidices
Multi-index $\alpha \in (\mathbb{N})^{n}, \alpha = \begin{pmatrix} \alpha_{1},\dots,\alpha_{n} \end{pmatrix}$
We define $|a| = \sum_{i=1}^{n}\alpha_{i}$ and
And for a vector $h = \begin{pmatrix} h_{1},\dots,h_{n} \end{pmatrix}$
Also
helpful examples
$D^{(1,0,1)}f(p) = D_{1}D_{3}f(p)$
$(x,y,z)^{(2,1,5)} = x^{2}y^{1}z^{5}$
Theorem 1.14 - Taylor’s Theorem in higher dim.
Suppose $p \in \mathbb{R}^{n}$ and $f: B_{r}(p) \to \mathbb{R}$ a $k$-times continuously differentiable $\forall q \in B_{r}(p)$, for some $k \geq 1 \in \mathbb{N}$
Then $\forall h \in \mathbb{R}^{n}$ with $||h|| < r$ We have
Sum over all $\alpha = \begin{pmatrix} \alpha_{1},\dots,\alpha_{n} \end{pmatrix}$
with $|\alpha| \leq k-1$ and remainder term
for some $x$ s.t $0 < ||x-p||< ||h||$
Evidently
1.6 Inverse & Implicit Function Theorem
1.6.1 Inverse Function Theorem
Theorem 1.15 - (Inverse Function Theorem)
Let $\Omega$ an open set in $\mathbb{R}^{n}$, $f: \Omega \to \mathbb{R}^{n}$ continuously differentiable on $\Omega$, $\exists q \in \Omega$ s.t $Df(q)$ invertible Then $\exists$ open sets $U \subset \Omega$ and $V \subset \mathbb{R}^{n}, q \in U, f(q) \in V$ s.t
$f:U \to V$, a bijection
$f^{-1}: V \to U$, continuously differentiable
$\forall y \in V$, \(Df^{-1}(y) = [Df(f^{-1}(y))]^{-1}\)
1.6.2 Implicit Function Theorem
Theorem 1.16 - (Implicit Function Theorem - Simple version)
$\Omega \subset \mathbb{R}^{2}$ open
$F: \Omega \to \mathbb{R}$ continuously differentiable and $\exists (x’,y’) \in \Omega$ s.t
$F(x’,y’) = 0$, and
$D_{2}F(x’,y’) \neq 0$
$\implies \exists$ open sets $A, B \subset \mathbb{R}$ with $x’ \in A, y’ \in B$ with a map $f:A \to B$ s.t
with $f:A \to B$ continuously differentiable.
Definition - $C^{1}- $ diffeomorphism
$\Omega,\Omega’ \subset \mathbb{R}^{n}$ open.
Say $f:\Omega \to \Omega’$ a $C^{1}$-diffeormorphism, if $f:\Omega \to \Omega’$ a and $\forall x \in \Omega, Df(x)$ invertible
$\mathcal{D}$ the set of all $C^{1}-$diffeomorphisms from $\Omega \to \Omega$, a group under group law; composition.
1.6.4 Implicit Function Theorem - General Form
Theorem 1.17 - (Implicit Function Theorem)
$\Omega \subset \mathbb{R}^{n}, \Omega’ \subset \mathbb{R}^{m}$ open sets
$F: \Omega \times \Omega’ \to \mathbb{R}^{m}$ continuously differentiable on $\Omega \times \Omega’$ and sps $\exists (a,b) \in \Omega \times \Omega’$ s.t
$f(p) = 0$ and,
$m \times n$ matrix
invertible
$\implies \exists$ open sets $A \subset \Omega, B \subset \Omega’$ with $a \in A, b \in B$ with a map $g:A \to B$ s.t
with $g:A \to B$ continuously differentiable.
2 Metric and Topological Spaces
2.1 Metric Spaces
2.1.1 Motivation + Definition
Definition 2.1 - Metric
$X$ an arbitrary set
Metric a function $d: X \times X \to \mathbb{R}$ satisfying:
$\forall x,y \in X;\ d(x,y) \geq 0, d(x,y) = 0 \iff x = y$ (positivity)
$\forall x,y \in X;\ d(x,y) = d(y,x)$ (symmetry)
$\forall x,y,z \in X d(x,y) \leq d(x,z) + d(z,y)$ (triangle inequality)
Definition 2.2 - Metric space
Pair of a set and metric; $M = (X,d)$
Call elements of $X$ points,with $d(x,y)$ distance between $x,y$ w.r.t $d$
Definition
2.1.2 Examples of metrics
$d_{2}(x,y) = \lvert\lvert x-y\rvert\rvert$; Euclidean metric on $\mathbb{R}^{n}$
$d_{\text{disc}}(x,y) = \begin{cases} 0, & x=y\ 1, & x \not = y \end{cases}$
$d_{\infty}(x,y) = \sup_{k\geq 1}\lvert x^{k} - y^{k}\rvert$
$d_{\infty}(f,g) = \text{max}_{a\leq t\leq b}\lvert f(t) - g(t)\rvert $ where $f,g \in C([a,b])$ (supremum/uniform metric)
Definition 2.3. Induced metrics
$(X,d)$ a metric space
$Y \subseteq X$, define $ d\rvert_{Y}: Y \times Y \to \mathbb{R}$ as $d|_{Y}(x,y) = d(x,y)\ \forall x,y \in Y$
Definition 2.3. Metric Subspace
Say $(Y,d\rvert_{Y})$ a metric subspace of $(X,d)$
Definition 2.4. Product metric space
$(X_{1},d_{1})$ and $(X_{2},d_{2})$ metric spaces.
define metric using $d_{1},d_{2}$ $d: (X_{1} \times X_{2}) \times (X_{1} \times X_{2}) \to \mathbb{R}$.
$(X_{1} \times X_{2}, d)$ a product metric space.
2.1.3 Normed Vector Spaces
Definition 2.5. Norm in Metric Spaces
$V$ a vector space on $\mathbb{R}$. Say $||\cdot||: V \to \mathbb{R}$ a [norm] on $V$ if
$\forall v \in V,\ \lvert\lvert v\rvert\rvert \geq 0$ and $\lvert\lvert v\rvert\rvert = 0 \iff v = 0$
$\forall v \in V, \forall \lambda \in \mathbb{R},\ \lvert\lvert\lambda v\rvert\rvert = \lvert\lambda\rvert\cdot\lvert\lvert v\rvert\rvert$
$\forall u,v \in V,\ \lvert\lvert u+v\rvert\rvert \leq \lvert\lvert u\rvert\rvert + \lvert\lvert v\rvert\rvert$
Definition - Normed Vector Space
A pair of a vector space $(V, ||\cdot||)$
note $||\cdot||$ is a metric on $V \implies$ normed vector space a metric space.
2.1.4 Open sets in metric spaces
Definition 2.6. Open ball in metric spaces
$(X,d)$, with $x \in X, \epsilon \in \mathbb{R}; \epsilon > 0$\
Notation
$B_{\epsilon}(x,X,d)$
Definition 2.7. Open set in metric space
$(X,d)$ a metric space. $U \subseteq X$ open in $(X,d)$ if:
\[\forall u \in U,\ \exists \delta > 0 \in \mathbb{R}\text{ s.t } B_{\delta}(u) \subset U\]Definition 2.8. Topologically equivalent
$d_{1},d_{2}$ metrics on a set $X$ topologically equivalent if: \(\forall\ U \subseteq X,\ U \text{ open in } (X,d_{1}) \iff U \text{ open in } (X,d_{2})\)
2.1.5 Convergence in Metric Spaces
Definition 2.9. Convergence in Metric Spaces
$(X,d)$ a metric space. $(x_{n})_{n\geq 1}$ a sequence in $X$.
Say $(x_{n}) \to x \in (X,d)$ if
Lemma 2.7
if $(x_n)$ converges in $(X,d)$ $\implies$ limit is unique
Corollary - $d_{1},d_{2}$ topologically equivalent $\iff (x_n)$ converges in $(X,d_1)$ and $(X,d_2)$
2.1.6 Closed sets in metric spaces
Definition 9. Closed set in Metric Spaces
$(X,d)$ a metric space. $V \subseteq X$ a set.
$V$ closed in $(X,d)$ if $\forall\ (x_n) \in V$ s.t $(x_n) \to x$ convergent in $(X,d) \implies x \in V$
Theorem 2.9.
$(X,d)$ a metric space. $V \subseteq X$
Lemma 2.10
Intersection of closed sets in $(X,d)$ is a closed set in $(X,d)$
Finite union of closed sets in $(X,d)$ a closed set in $(X,d)$
Interior, isolated, limit, and boundary points in metric spaces
Definition 2.11. - 2.12.
$(X,d)$ a metric space, $V \subset X,\ x \in X$
- $x$ an interior/inner point of $V$ if
$$\exists \delta > 0,\ \text{ s.t } B_{\delta}(x) \subset V$$ - Interior of $V$; $V^{\circ}$ - ${v \in V : v \text{ an interior point of } V}$
- $x$ a limit/accumulation point of $V$ if
$$\forall \delta > 0, (B_{\delta}(x) \cap V)\backslash\{x\} \neq \emptyset$$ Note: not all limit points of $V$ are in $V$
- Closure of $V$; $\bar{V}$ - $V \cup {v \text{ a limit point of } V}$
- $x$ a boundary point of $V$ if
$$\forall \delta > 0, B_{\delta} \cap V \neq \emptyset \text{ and } B_{\delta}(x)\backslash V \neq \emptyset$$ - Boundary of $V$; $\partial V$ - ${v \in X : v \text{ a boundary point of } V}$
- $x$ an isolated point of $V$ if
$$\exists \delta > 0, \text{ s.t } V \cap B_{\delta}(x) = \{x\}$$
Lemma 2.11
$(X,d)$ a metric space, $V \subseteq X$
$x \in X$ a limit point of $V \iff \exists$ sequence in $V \backslash { x }$ converging to $x$.
Definition 2.13. Dense and Seperable subsets
$(X,d)$ a metric space
$V \subseteq X$ dense in $X$ if $\bar{V} = X$
$(X,d)$ seperable if, $\exists$ dense countable subset of $X$
2.1.8 Continuous maps of metric spaces
Definition 2.14. Continuity in metric spaces
$(X,d_{X}), (Y,d_{Y})$ metric spaces.
$f: X \to Y$ a map
$f$ continuous at $x \in X$ if \(\forall \epsilon > 0, \exists \delta > 0 \text{ s.t } \forall x' \in X \text{ s.t } d_{X}(x',x) < \delta, d_{Y}(f(x),f(x')) < \epsilon\)
$f: X \to Y$ continuous if $f$ continuous $\forall x \in X$
$f: X \to Y$ uniformly continuous if $f$ continuous $\forall x \in X$ with $\delta = \delta(\epsilon)$ not depending on $x$
Theorem 2.12.
$(A_{1},d_1),(A_2,d_2)$ metric spaces
$f: A_1 \to A_2$ continuous $\iff$ pre-image of any open set in $A_2$ is an open set in $A_1$
$f: A_1 \to A_2$ continuous $\iff$ pre-image of any closed set in $A_2$ is a closed set in $A_1$
Theorem 2.13.
$(X,d_X), (Y,d_Y)$ metric spaces
$f: X \to Y$ a map; \(f \text{ continuous at } x \in X \iff \text{ for any sequence } (x_n) \to x;\ f(x_n) \to f(x) \text{ in } (Y,d_Y)\)
Definition 2.15. Homeomorphism
$(X_1,d_1),(X_2,d_2)$ metric spaces.
$f: X_1 \to X_2$ a homeomorphism if
$f: X_1 \to X_2$ a bijection
$f: X_1 \to X_2$ and $f^{-1}:X_2 \to X_1$ continuous
Say $(X_1,d_1),(X_2,d_2)$ homeomorphic if $\exists$ homeomorphism from $X_1$ to $X_2$
Definition 2.16.
$(X,d_X),(Y,d_Y)$ metric spaces with $f:X\to Y$\
$f$ is Lipschitz if $\exists$ constant $M > 0$ s.t $\forall x_1,x_2 \in X, d_Y(f(x_1),f(x_2)) \leq M \cdot d_X(x_1,x_2)$
- $f$ is bi-Lipschitz if $\exists$ constants $M_1,M_2 > 0$ s.t $\forall x_1,x_2 \in X$
$$M_2 \cdot d_X(x_1,x_2) \leq d_Y(f(x_1),f(x_2)) \leq M_1 \cdot d_X(x_1,x_2)$$ Corollary; any bi-Lipschitz map is injective
- $f$ an isometry/distance preserving if $\forall x_1,x_2 \in X;$
$$d_Y(f(x_1),f(x_2)) = d_X(x_1,x_2)$$
2.2 Topological Spaces
2.2.2 Topology on a set
Definition 2.15.. Topology
$A$ an arbitrary set. $\tau$ a collection of subsets of $A$
$\tau$ a topology on $A$ if:
$\emptyset \in \tau$ and $A \in \tau$
$G_{\alpha} \in \tau$ for $\alpha$ in a (finite) set $I$ $\implies \bigcup_{\alpha \in I}G_{\alpha} \in \tau$
$G_{1},G_{2},\dots,G_{m} \in \tau\implies \bigcap_{i=1}^{m}G_{i} \in \tau$
A topological space; $(A,\tau)$ a pair of a set $A$ and topology $\tau$ on $A$. Each element in $\tau$ an open set in $(A,\tau)$
$U$ a neighbourhood of $a$ if $U \in \tau$ and $a \in U$
Example 2.25.. Some Topologies
Coarse topology - $A$ arbitrary set, $\tau= {\emptyset, A}$
Induced topology - $(X,d)$ a metric space, with $\tau$ the collection of all open sets in $(X,d)$
Order Topology - $A = \mathbb{R}$ with $\tau$ collection of subsets of $\mathbb{R}$ of form $(a,+\infty),\ a \in \mathbb{R}\cup { -\infty,+\infty }, (+\infty,+\infty) := \emptyset$
Discrete Topology - $A$ arbitrary, $\tau= \mathcal{P}(A)$
Product topology -
Definition. Metrisable topological space
Say topological space $(X,\tau)$ metrisable if $\exists$ metric on $X$ which induces a topology $\tau$.
Definition. Induced and Subspace topology
$(X,\tau)$ a topological space. $Y \subset X$
\[\tau_{Y} = \{U \cap Y | U \in \tau\}\]$\tau_{Y}$ the induced topology on $Y$ from $(X,\tau)$
$(Y,\tau_{Y})$ has the subspace topology induced from $(X,\tau)$
Definition 2.18. Stronger topology
$A$ a set, with $\tau_1,\tau_2$
Say $\tau_1$ stronger (or finer) than $\tau_2$ if $\tau_2 \subset \tau_1$
Lemma 2.14.
$(A,\tau)$
A set $G \subset A$ open $\iff \forall\ x \in G,\ \exists$ neighbourhood of $x$ contained in $G$
Definition 2.19. Interior in Topological space
$(A,\tau)$ a topological space. $\Omega \subseteq A$
$z \in \Omega$ an interior point of $\Omega$ if
Interior of $\Omega; \Omega^{\circ}$ = $ { z \in \Omega \lvert z$ an interior point of $ \Omega }$
Properties of interior
$S \subset T \implies S^{\circ} \subset T^{\circ}$
$S$ open in $A \iff S = S^{\circ}$
$S^{\circ}$ largest open set contained in $S$
2.2.3 Convergence, and Hausdorff property
Definition 2.20. Convergence in Topological Spaces
$(A,\tau)$ a topological space. $(x_n)_{n\geq1}$ a sequence in $A$
$(x_n)$ converges in $(A,\tau)$ if
Definition 2.21. Hausdorff
$(A,\tau)$ called Hausdorff if: \(\forall x,y \in A\ x \neq y,\ \exists \text{ open set } U,V \text{ s.t } x \in U, y \in V \text{ and } U \cap V = \emptyset\) Say $U$ and $V$ seperate $x$ and $y$
Theorem 2.14.
$(A,\tau)$ a Hausdorff topological space. $(x_n)$ a sequence in $A$.
if $(x_n)$ convergent in $(A,\tau) \implies$ limit is unique.
2.2.4 Closed sets in topological spaces
Definition 2.22. Closed set in Topological space
$(A,\tau)$ a topological space.
$V \subseteq A$. Say $V$ closed in $(A,\tau) \iff A\backslash V \in \tau$
Lemma 2.17.
$(A,\tau)$ a topological space $\implies \emptyset$ and $A$ closed in $(A,\tau)$
intersection of closed sets in $(A,\tau)$ is a closed set in $(A,\tau)$
union of a finite number of closed sets in $(A,\tau)$ is a closed set in $(A,\tau)$
Definition 2.23. Limit/Accumulation point in Topological Spaces
$(A,\tau),$ a topological space, $S\subseteq A$
$x \in A$ a limit/accumulation point of $S$ if
$x$ not necessarily in $S$
Closure of $S, \bar{S}$$= S \cup { x \in A | x \text{ a limit point of } S}$
Lemma
$S$ closed in $(A,\tau) \iff S = \bar{S}$
2.2.5 Continuous maps on topological spaces
Definition 2.24. Continuity in topological space
$(X,\tau_X),(Y,\tau_Y)$ with $f: X \to Y$
$f$ continuous on $X$ if:
$\forall$ open sets
\[U \in Y,\ f^{-1}(U) \text{ open in } X\]Theorem 2.20.
$(X,\tau_X),(Y,\tau_Y)$ with $f: X \to Y$
$f$ continuous $\iff$ pre-image of closed set in $Y$ is closed in $X$
Theorem 2.21.
$(X,\tau_X),(Y,\tau_Y),(Z,\tau_Z)$
$f: X \to Y, g:Y\to Z$ continuous $\implies g \circ f : X \to Z$ continuous
Definition 2.25. Homeomorphisms in Topological space
$f: X \to Y$ a homeomorphism is $f: X \to Y$ bijective with $f$ and $f^{-1}$ continuous
Definition 2.25. Topologically equivalent in Topological space
$(X,\tau_X),(Y,\tau_Y)$ topologically equivalent/homeomorphic if $\exists$ homeomorphism from $X \to Y$
2.3 Connectedness
2.3.1 Connected sets
Definition 2.26. Disconnected sets
For $(X,d)$ a metric space, consider $T \subseteq X$. $T$ disconnected ,if $\exists$ open sets $U,V \in X$ s.t:
$U \cap V = \emptyset$
$T \subseteq U \cup V$
$T \cap U \neq \emptyset$ and $T \cap V \neq \emptyset$
Set connected if not disconnected. i.e for any 2 of the properties that hold from above the 3rd cannot.
Lemma 2.23.
$(X,d)$ a metric space. $T \subseteq X$
Theorem 2.22.
Consider $(\mathbb{R},d)$, $S \subseteq \mathbb{R}$
2.3.2 Continuous maps + Connected sets
Theorem 2.27.
$(A,d_{1})$ and $(A,d_{2})$ metric spaces. $f: A_1 \to A_2$ continuous map $S \subset A$ connected $\implies f(S)$ connected
Corollary 2.28 $f:(X,d_X) \to (Y,d_Y)$ a homeomorphism
Theorem 2.29.
$(X,d)$ connected metric space, $f: X \to \mathbb{R}$ continuous. Assume $\exists a,b \in X$ s.t $f(a) <0, f(b) > 0 \implies \exists c \in X$ s.t $f(c) = 0$
2.3.3 Path Connected Sets
Definition 2.28. Path
Under $(X,d)$ given $a,b \in X$
Path from $a \to b$ a continuous map $f: [0,1] \to X$ s.t $f(0) = a, f(1) = b$
Definition 2.29. Path Connected
$(X,d)$ path connected if $\forall a,b \in X, \exists$ path from $a\to b$ in $X$
Theorem 2.30.
if $(X,d)$ path connected $\implies$ connected
2.4 Compactness
2.4.1 Compactness by covers
Definition 2.30. Covers
$(X,d)$ a metric space. $Y \subseteq X$
- collection $R$ of open subsets of $X$ an open cover for $Y$ if
$$Y \subseteq \bigcup_{v \in R}v$$ Given open cover $R$ for $Y$
Say $C$ a sub-cover of $R$ for $Y$ if $C \subseteq R$ and $Y \subseteq \bigcup_{v \in R}v$- Open cover $R$ for $Y$ is a finite cover if $R$ has finitely many elements.
Definition 2.31. Compact
$(X,d)$ a metric space
$Y \subseteq X$ compact in $(X,d)$ if every open cover for $Y$ has a finite sub-cover.
Proposition 2.32.
$a,b \in \mathbb{R},\ a \leq b$ in $(R,d_1)$ we have $[a,b]$ compact
Proposition 2.33.
$(X,d)$ a metric space, $Y \subseteq X$
$X$ compact, $Y$ closed $\implies Y$ compact.
Theorem 2.34.
$(X,d)$ a metric space $Y \subset X$
Theorem 2.35.
$(X,d_X),(Y,d_Y)$ metric spaces. Considering $(X\times Y,d)$
$d((x_{1},y_{1}),(x_{2},y_{2})) = d_{1}(x_1,x_2) + d_2(y_1,y_2)$
$X, Y$ compact $\implies (X \times Y,d)$ compact
Corollary.
$[a_1,b_1]\times[a_2,b_2]\dots\times[a_{n-1},b_{n-1}]\times[a_n,b_n]$ compact in $\mathbb{R}^{n}$
Definition 2.32. Bounded
$(X,d)$ non-empty metric space, $Z \subseteq X$
$Z$ bounded in $(X,d)$ if $\exists M \in \mathbb{R}$ s.t $\forall x,y \in Z; d(x,y) \leq M$
$S$ arbitrary set. $f: S \to X$ bounded if $f(S)$ bounded in $X$
Lemma 2.37.
$(X,d)$ compact metric space $\implies X$ bounded
Theorem 2.36. Heine-Borel
Consider $(\mathbb{R}^{n},d_{2})$, $X \subseteq \mathbb{R}^{n}$
$X$ compact $\iff X$ closed and bounded
2.4.2 Sequential Compactness
Definition 31. Sequentially compact
$(X,d)$ sequentially compact, if for every sequence in $X$ has convergent subsequence in $(X,d)$
\[\forall (x_n)_{n\geq 1} \in X,\ \exists (x_{n_k})_{k\geq 1},\ x \in X \text{ s.t } x_{n_k} \to x\]Lemma 2.39.
$(X,d)$ a metric space. with sequence $\ (x_{n}){n\geq 1} \text{ s.t } \exists (x{n_k}){k\geq 1},\ x \in X \text{ s.t } x{n_k} \to x $.
\[\iff \exists x \in X \text{ s.t } \forall \epsilon > 0 \text{ there are infinitely many } i \text{ s.t } x_{i} \in B_{\epsilon}(x)\]Theorem 2.41. Bolzanno-Weierstrass
Any bounded sequence in $\mathbb{R}^{n}$ has convergent subsequence.
Theorem 2.40 + 2.42.
$(X,d)$ metric space.
2.4.3 Continuous maps + Compact Sets
Theorem 2.41.
$(X,d_X),(Y,d_Y)$ metric spaces.
$f: X\to Y$ a continuous map if \(Z \text{ compact in } X \implies f(Z) \text{ compact in }Y\)
Corollary 2.44.
$(X,d_X),(Y,d_Y)$ metric spaces, $f:X \to Y$ a homeomorphism
Theorem 2.45.
Every continuous map from compact metric space to a metric space is uniformly continuous.
Corollary 2.46. $f:[a,b] \to \mathbb{R}$ continuous $\implies$ $f$ uniformly continuous
Theorem 2.47.
$(X,d_X)$ compact, $f:X \to \mathbb{R}$ continuous $\implies f$ bounded above and below attaining its upper & lower bounds
Theorem 2.48.
$f:\mathbb{R}\to \mathbb{R}$ continuous w.r.t Euclidean metrics on domain and range.
$\forall\ [a,b]$ we have $f([a,b])$ of the form $[m,M]$ for $m,M \in \mathbb{R}$
2.5 Completeness
2.5.1 Complete metric spaces & Banach space
Definition 32. Cauchy Sequence
$(X,d)$ a metric $(x_{n})_{n\geq 1}$ sequence in $X$
Say $(x_{n})_{n\geq 1}$ a Cauchy sequence in $(X,d)$ if
\[\forall \epsilon > 0, \exists N_{\epsilon} \in \mathbb{N}\text{ s.t } \forall n,m \geq N_{\epsilon} d(x_{n},x_{m}) < \epsilon\]Definition 2.35. Complete & Banach
metric space $(X,d)$ complete if every Cauchy sequence in $X$ converges to a limit in $X$
Normed vector space $(V,\lvert\lvert\cdot\rvert\rvert)$ a Banach space if $V$ with induced metric space $d_{\lvert\lvert\cdot\rvert\rvert}$ a complete metric space.
Theorem 2.51.
Assume $(f_{n} : [a,b] \to \mathbb{R})_{n\geq 1}$ sequence of continuous functions converging uniformly to $f:[a,b] \to \mathbb{R}\implies f:[a,b] \to \mathbb{R}$ continuous
Theorem 2.52.
Metric space $(C([a,b]),d_{\infty})$ is complete or equivalently $(C([a,b]),\lvert\lvert\cdot\rvert\rvert_{\infty})$ a Banach space
Theorem 2.53.
$(X,d)$ a compact metric space $\implies (X,d)$ complete
2.5.2 Arzelà-Ascoli
Definition 2.36. Uniformly bounded & Uniformly equi-continuous
Let $\mathcal{C}$ a collection of functions $f:[a,b] \to \mathbb{R}$
Say collection $\mathcal{C}$ uniformly bounded if $\exists M$ s.t $\forall f \in \mathcal{C}$ and $\forall x \in [a,b] \implies |f(x)| < M$
Say collection $\mathcal{C}$ uniformly equi-continuous if $\forall \epsilon > 0, \exists \delta > 0$ s.t $\forall f \in \mathcal{C}$ and $\forall x_1,x_2 \in [a,b]$ s.t $|x_1-x_2| < \delta$ we have $|f(x_1) - f(x_2)| < \epsilon$
Theorem 2.54. Arzelà-Ascoli
Assume $\mathcal{C}$ collection of continuous functions $f:[a,b] \to \mathbb{R}$ if $\mathcal{C}$ uniformly bounded and uniformly equi-continuous $\implies$ every sequence in $\mathcal{C}$ has convergent subsequence in $(C([a,b],d_{\infty})$
2.5.3 Fixed point theorem
Definition 2.37. Contracting
$(X_{1},d_{1})$ and $(X_{2},d_{2})$, with $f: X_1 \to X_2$
Say $f$ contracting if $\exists K \in (0,1)$ s.t $\forall a,b \in X$ we have
Every contracting map is continuous.
Definition 2.37. Fixed point
$f:X\to X$ say $x \in X$ a fixed point of $f$ if $f(x) = x$
Theorem 2.55. Banach fixed point theorem
$(X,d)$ a non-empty complete metric space.
$f: X \to X$ a contracting map $\implies f$ has unique fixed point in $X$
Term II
Holomorphic Functions
Complex Numbers
Definition 1. $i$
\[i = \sqrt{-1},\quad i^2 = -1\]Root of $x^{2} + 1 = 0$
Basic properties
\[z = x + iy, \quad Re(z) = x,\ Im(z) = y\]The complex conjugate:
\[\bar{z} = x - iy\]Polar Coordinates
$z = x+iy$
De-Moivre’s Formula
\[z^{n} = r^{n}(\cos(n\theta) + i\sin(n\theta)),\ n \in \mathbb{Z}^{+}\]Eulers’s Formula \(e^{i\theta} = (\cos\theta + i\sin\theta)\)
Sets in Complex Plane
Definition 2. Discs in $\mathbb{C}$
Open Disc : $D_{r}(z_{0})$ $= { z \in \mathbb{C}: z-z_{0} < r}$ Boundary of Disc : $C_{r}(z_{0})$ $= { z \in \mathbb{C}: z-z_{0} = r}$ Unit Disc : $\mathbb{D}$ $= { z \in \mathbb{C}: z < 1}$
Definition 3. Interior Point
$\Omega \in \mathbb{C}, z_{0}$ an interior point of $\Omega$ if $\exists r > 0$ s.t $D_{r}(z_0) \subset \Omega$
Definition 4.
Set $\Omega$ open if $\forall \omega \in \Omega$, $\omega$ an interior point
Definition 5.
Set $\Omega$ closed if $\Omega^{C} = \mathbb{C}\backslash\Omega$ open
Closed $\iff$ contains all its limit points.
Definition 6. Closure
Closure of $\Omega$ = $\bar{\Omega} = { \Omega \cup \text{ limit points of } \Omega}$
Definition 7. Boundary
Boundary of $\Omega = \underbrace{\bar{\Omega}}{\text{Closure}}\backslash\underbrace{\partial\Omega}{\text{interior}}$
Definition 8. Bounded
$\Omega$ bounded if $\exists M > 0$ s.t $|\omega| < M\ \forall \omega\in \Omega$
Definition 9. Diameter
\[diam(\Omega) = \sup_{z,w \in \Omega}|z-w|\]Definition 10. Compact
$\Omega$ compact if closed and bounded
Theorem 1.
\[\begin{aligned} \Omega \text{ compact} & \iff \text{every sequence} \{z_{n}\} \subset \Omega \text{ has a subsequence convergent in } \Omega \\ & \iff \text{every open covering of } \Omega \text{ has a finite subcover}\end{aligned}\]Theorem 2.
if $\Omega_1 \supset \Omega_2 \supset \dots \Omega_n \supset \dots$ a sequence of non-empty compact sets
s.t $\lim_{n\to \infty}diam(\Omega_n) \to 0$ \(\implies \exists ! w \in \mathbb{C},\ w \in \Omega_n\ \forall n\)
Definition 11. Connected
Open set $\Omega$ connected $\iff$ any 2 points in $\Omega$ joined by curve $\gamma$ entirely contained in $\Omega$
Complex Functions
Definition 12.
$\Omega_1, \Omega_2 \subset \mathbb{C}$ \(f: \Omega_1 \to \Omega_2\) a mapping $\Omega_1 \to \Omega_2$ if
\[\forall z = x + iy \in \Omega_1\]\(\exists ! w = u + iv \in \Omega_2,\ s.t\ w = f(z)\) We have $w = f(z) = u(x,y) + iv(x,y)$
$u,v : \mathbb{R}^{2} \to \mathbb{R}$
Definition 13.
$f$ defined on $\Omega_1 \subset \mathbb{C}$ $f$ continuous at $z_0 \in \Omega$ if \(\forall \epsilon > 0 \exists \delta > 0\ s.t\ |z-z_{0}| < \delta \implies |f(z) - f(z_{0})| < \epsilon\) $f$ continuous if continuous $\forall z \in \Omega$
Complex Derivative
Definition 14. Holomorphic
$\Omega_1, \Omega_2 \subset \mathbb{C}$ open sets
$f: \Omega_1 \to \Omega_2$
Say $f$ differentiable/holomorphic at $z_{0}$ if
$f$ holomorphic on open set $\Omega$ if holomorphic at every point of $\Omega$
Lemma
$f$ holomorphic at $z_0 \in \Omega \iff \exists\ a \in \mathbb{C}$ s.t
For $\Psi$ a function defined for all small $h$ with $\lim_{h\to 0}\Psi(h) = 0$, $a = f’(z_0)$
Corollary
$f$ holomorphic $\implies$ $f$ continuous
Proposition
$f,g$ holomorphic in $\Omega$ $\implies$
$(f+g)’ = f’ + g’$
$(fg)’ = f’g + fg’$
$g(z_0) \neq 0 \implies (\frac{f}{g})’ = \frac{f’g - fg’}{g^2}$
$f:\Omega \to V,\ g:V \to \mathbb{C}$ holomorphic
$\implies [g \circ f(z)]’ = g’(f(z))f’(z)\ \forall z \in \Omega$
Cauchy-Riemann equations
tcolorbox \(\frac{\partial u}{\partial x} = \frac{\partial v}{\partial y}\qquad \frac{\partial u}{\partial y} = -\frac{\partial v}{\partial x}\) \(u'_x = v'_y \qquad u'_y = -v'_x\)
Definition 15.
\[\frac{\partial}{\partial z} = \frac{1}{2}\left( \frac{\partial}{\partial x} + \frac{1}{i}\frac{\partial}{\partial y}\right)\qquad \frac{\partial}{\partial \bar{z}} = \frac{1}{2}\left( \frac{\partial}{\partial x} - \frac{1}{i}\frac{\partial}{\partial y}\right)\]Theorem 3.
$f(z) = u(x,y) + iv(x,y)\quad z = x+iy$
$f$ holomorphic at $z_0$ $\implies$
Theorem 4.
$f = u+ iv$ complex-valued function on open set $\Omega$
$u,v$ continuously differentiable, satisfying Cauchy-Riemann equations $\implies f$ holomorphic on $\Omega$ with $f’(z) = \frac{\partial f}{\partial z}(z)$
Cauchy-Riemann equations in polar
For $f = u + iv$ we have
\[u'_r = \frac{1}{r}v'_\theta \qquad v'_r = -\frac{1}{r}u'_\theta\]Power Series
Definition 16. Power Series
Of the form
\[\sum_{n = 0}^{\infty}a_n z^{n} \quad a_n \in \mathbb{C}\]Series converge at $z$ if $S_N(z) = \sum_{n=0}^{N}a_n z^{n}$ has limit $S(z) = \lim_{n\to \infty}S_{N}(z)$
Theorem 5.
Given power series $\sum_{n=0}^{\infty}a_{n}z^{n}$, $\exists 0 \leq R \leq \infty$ s.t
if $\lvert z\rvert < R \implies$ series converges absolutely
$\lvert z\rvert > R \implies$ series diverges
Theorem 6.
\[f(z) = \sum_{n = 0}^{\infty}a_n z^{n}\]Defines holomorphic function on its disc of convergence. With,
\[f'(z) = \sum_{n = 1}^{\infty}na_nz^{n-1}\]with same radius of convergence as $f$.
Power series infinitely differentiable in the disc of convergence, achieved through term-wise differentiation.
Definition 17. Entire
A function said to be entire if holomorphic $\forall z \in \mathbb{C}$
Elementary functions
Exponential function
\[e^z = e^x\cos y + ie^x \sin y \qquad z = x + iy \in \mathbb{C}\]Properties
$y = 0 \implies e^z = e^x$
$e^z$ is entire
$g(z)$ holomorphic
$\implies \frac{\partial}{\partial z}e^{g(z)} = e^{g(z)}g’(z)$$z_1,z_2 \in \mathbb{C}\quad e^{z_1 + z_2} = e^{z_1}e^{z_2}$
$\lvert e^z\rvert = \lvert e^x\rvert \lvert e^{iy} = e^x\sqrt{\cos^{2}x + \sin^{2}(x)} = e^x$ $(e^{iy})^{n} = e^{iny}$
- $arg(z) = \arctan(y/x)$
$arg(e^z) = y + 2\pi k,\quad k \in \mathbb{Z}$
Trigonometric functions
Definition 18. - Trig functions
\[\cos z = \frac{1}{2}\left( e^{iz} + e^{-iz}\right) \qquad \sin z = \frac{1}{2i}\left( e^{iz} - e^{-iz}\right)\]Properties
$\sin z, \cos z$ are entire
$\frac{\partial}{\partial z}\sin z = \cos z \quad \frac{\partial}{\partial z}\cos z = -\sin z$
$\sin^{2}z + \cos^{2}z = 1$
$\sin(z_{1} \pm z_{2}) = \sin z_1 \cos z_2 \pm \cos z_1 \sin z_2$
$\cos(z_1 \pm z_2) = \cos z_1 \cos z_2 \mp \sin z_1 \sin z_2$
Logarithmic Functions
Definition 19. - Log Functions
\[log(z) = ln|z| + i\arg(z) = log(r) + i(\theta + 2\pi k) \quad z \neq 0,\ k \in \mathbb{Z}\]$\log(z)$ a multi-valued function
Definition 20.
$\mathop{\mathrm{Log}}(z) = \ln|z| + i\mathop{\mathrm{Arg}}(z)\ $ for $\mathop{\mathrm{Arg}}(z)$ principal value $\in [-\pi,\pi]$
Properties
$\log(z_1 z_2) = \log(z_1) + \log(z_2)$
$\mathop{\mathrm{Log}}(z)$ holomorphic in $\mathbb{C}\backslash {(\infty,0]}$
Powers
Definition 21.
$\alpha \in \mathbb{C}$ define $z^{\alpha} := e^{\alpha\log(z)}$ as a multi-valued function
Definition 22.
Principal value of $z^{\alpha},\ \alpha \in \mathbb{C}$ as $z^{\alpha} = e^{\alpha\mathop{\mathrm{Log}}(z)}$ Properties
- $z^{a_{1}}z^{a_{2}} = z^{a_{1} + a_{2}}$
Cauchy’s Integral Formula
Parametrised Curve
Definition 23.
Parametrised curve a function $z(t): [a,b] \to \mathbb{C}$
Smooth if $z’(t)$ exists and is continuous on $[a,b]$ with $z’(t) \neq 0 \forall t \in [a,b]$
Taking one-sided limits for $z’(a), z’(b)$.
Piecewise-smooth if $z$ continuous on $[a,b]$ and if $\exists$ finitely many points $a = a_{0} < a_1 < \dots < a_n = b$ s.t $z(t)$ smooth on $[a_{k},a_{k+1}]$
\[z:[a,b] \to \mathbb{C}\quad \tilde{z}:[c,d] \to \mathbb{C}\]equivalent if $\exists$ continuously differentiable bijection $s \to t(s)$ from $[c,d]$ to $[a,b]$ s.t $t’(s) > 0$ and $\tilde{z}(s) = z(t(s))=$
Definition 24. Path integral
Path integral given smooth $\gamma \subset \mathbb{C}$ parametrised by $z:[a,b] \to \mathbb{C}$.
$f$ continuous function on $\gamma$
independent of choice of parametrization.
If $\gamma$ piece-wise smooth \(\int_{\gamma}f(z)dz = \sum_{k=0}^{n-1}\int_{a_{k}}^{a_{k+1}} f(z(t))z'(t)dt\)
Definition 25.
Define curve $\gamma^{-}$ obtained by reversing orientation of $\gamma$
Can take $z^{-}:[a,b]\to \mathbb{C}$ s.t $z^{-}(t) = z(b + a -t)$
Definition 26. Closed Curve
Smooth/piece-wise smooth curve closed if $z(a) = z(b)$ for any parametrisation.
Definition 27. Simple Curve
Smooth/piece-wise smooth curve simple if not self-intersecting
\[z(t) \neq z(s) \text{ unless } s = t \in [a,b]\]Integration along Curves
Definition 28. Length of smooth curve
\[\text{Length}(\gamma) = \int_{a}^{b}|z'(t)|dt = \int_{a}^{b}\sqrt{x'(t)^{2} + y'(t)^{2}}dt\]Theorem 7. Properties of Integration
$\int_{\gamma}af(z) + bg(z) dz = a\int_{\gamma}f(z)dz + b\int_{\gamma}g(z)dz$
$\gamma^{-}$ reverse orientation of $\gamma$ \(\implies \int_{\gamma}f(z)dz = -\int_{\gamma^-}f(z)dz\)
M-L inequality \(\left|\int_{\gamma}f(z)dz\right| \leq \sup_{z\in\gamma}|f(z)|\cdot\mathop{\mathrm{length}}(\gamma) = \int_{a}^{b}\sqrt{x'(t)^{2} + y'(t)^{2}}dt\)
Primitive Functions
Definition 29. Primitive
A Primitive for $f$ on $\Omega \subset \mathbb{C}$ a function $F$ holomorphic on $\Omega$ s.t $F’(z) = f(z)\ \forall z \in \Omega$
Theorem 8.
Continuous function $f$ with primitive $F$ in open set $\Omega$ and curve $\gamma$ in $\Omega$ from $w_1 \to w_2$
\[\int_{\gamma}f(z)dz = F(w_2) - F(w_1)\]Corollary
$\gamma$ closed curve in open set $\Omega$ $f$ continuous and has primitive in $\Omega \implies$
\[\int_{\gamma}f(z)dz = 0\]Corollary
$\Omega$ with $f’ = 0 \implies f$ constant
Properties of Holomorphic functions
Theorem 9.
Let $\Omega \subset \mathbb{C}$ open set
$T \subset \Omega$ a triangle whose interior contained in $\Omega$
for $f$ holomorphic in $\Omega$
Corollary
$f$ holomorphic on open set $\Omega$ containing rectangle $R$ in its interior \(\implies \int_{R}f(z)dz = 0\)
Local existence of primitives and Cauchy-Goursat theorem in a disc
Theorem 10.
Holomorphic functions in open disc have a primitive in that disc
Corollary - (Cauchy-Goursat Theorem for a disc)
$f$ holomorphic in disc $\implies \int_{\gamma}f(z)dz = 0$ for any closed curve $\gamma$ in that disc
Corollary
Suppose $f$ holomorphic in open set containing circle $C$ and its interior
\[\implies \int_{C}f(z)dz = 0\]Homotopies and simply connected domains
Definition 30. Homotopic
$\gamma_{0},\gamma_{1}$ homotopic in $\Omega$ if $\forall s \in [0,1], \exists$ curve $\gamma \subset \Omega$ with $\gamma_{s}(t)$ s.t
\[\gamma_{s}(a) = \alpha \qquad \gamma_{s}(b) = \beta\]$\forall t \in [a,b]: \gamma_{s}(t)\vert_{s = 0} = \gamma_{0}(t) \quad \gamma_{s}(t)\vert_{s = 1} = \gamma_{1}(t)$
With $\gamma_{s}(t)$ jointly continuous in $s \in [0,1]$ and $t \in [a,b]$
Theorem 11.
$\gamma_{0},\gamma_{1}$ homotopic, $f$ holomorphic
\[\int_{\gamma_{0}}f(z)dz = \int_{\gamma_{1}}f(z)dz\]Definition 31.
Open set $\Omega \subset \mathbb{C}$ simply connected if any 2 pair of curves in $\Omega$ with shared end-points homotopic.
Theorem 12.
Any holomorphic function in simply connected domain has a primitive.
Corollary - (Cauchy-Goursat Theorem)
$f$ holomorphic in simply connected open set $\Omega$
\[\implies \int_{\gamma}f(z)dz = 0\]for any closed piecewise-smooth curve $\gamma \subset \Omega$
Theorem 13. (Deformation Theorem)
$\gamma_{1}$ and $\gamma_2$, 2 simple closed piecewise-smooth curves with $\gamma_2$ lying wholly inside $\gamma_1$
$f$ holomorphic in domain containing region between $\gamma_1,\gamma_2$
\[\implies \int_{\gamma_1}f(z)dz = \int_{\gamma_2}f(z)dz\]Cauchy’s Integral Formulae
Theorem 14. (Cauchy’s Integral Formula)
$f$ holomorphic inside and on simple closed piecewise-smooth curve $\gamma$
$\forall z_0 \text{ interior } to \gamma$
\[f(z_0) = \frac{1}{2\pi i}\int_{\gamma}\frac{f(z)}{z-z_0}dz\]Theorem 15. (Generalised cauchy’s integral formula)
$f$ holomorphic in open set $\Omega$.
$\gamma$ simple,closed piecewise-smooth $\subset \Omega$
$\forall z$ interior to $\gamma$
\[\implies \frac{d^n f(z)}{dz^n} = \frac{n!}{2\pi i}\int_{\gamma}\frac{f(t)}{(t-z)^{n+1}}dt\]Corollary
$f$ holomorphic $\implies$ all its derivatives are too.
Applications of Cauchy’s integral formula
Corollary - (Liouville’s theorem)
if an entire function bounded $\implies$ $f$ constant
Theorem 16. (Fundamental theorem of algebra)
Every polynomial of degree $> 0$ with complex coefficients has at least one zero.
Corollary Every polynomial $P(z) = a_n z^n + \dots + a_0$ of degree $n \geq 1$ has precisely $n$ roots in $C$
Theorem 17. (Morera’s theorem)
Suppose $f$ continuous in open disc $D$ s.t $\forall$ triangle $T \subset D$ \(\int_{T}f(z)dz = 0 \implies f \text{ holomorphic }\)
Taylor + Maclaurin Series
Theorem 18. (Taylor’s expansion theorem
$f$ holomorphic in $\Omega$, $z_0 \in \Omega$
\[\implies f(z) = f(z_0) = f'(z_0)(z-z_0) + \frac{f''(z_0)}{2!}(z-z_0)^{2} + \dots\]Valid in all circles ${ z: \lvert z - z_0 \rvert < r} \subset \Omega$
Definition 32. (Taylor Series)
\[f(z) = f(z_0) + f'(z_0)(z-z_0) + \frac{f''(z_0)}{2!}(z-z_0)^{2} + \dots = \sum_{i=0}^{\infty}\frac{f^{(n)}(z_0)}{n!}(z-z_0)^{n}\]Definition 33. (Maclaurin Series)
Taylor series for $z_0 = 0$
\[f(z) = \sum_{n=0}^{\infty}\frac{f^{n}(0)}{n!}z^n\]Sequences of holomorphic functions
Theorem 19.
if ${f_n}_{n = 1}^{\infty}$ a sequence of holomorphic functions converging uniformly to $f$ in every compact subset of $\Omega \implies f$ holomorphic in $\Omega$
Corollary
\[F(z) = \sum_{n=1}^{\infty}f_{n}(z)\]$f_n$ holomorphic in $\Omega \subset \mathbb{C}$
Given series converges uniformmly in compact subsets of $\Omega$ $\implies F(z)$ holomorphic
Theorem 20.
Sequence ${f_{n}}_{n=1}^{\infty} \xrightarrow[unif]{} f$ in every compact subset of $\Omega$
$\implies$ sequence ${f’n}{n=1}^{\infty} \xrightarrow[unif]{} f’$ in every compact subset of $\Omega$
Holomorphic functions defined in terms of integrals
Theorem 21.
Let $F(z,s)$ defined for $(z,s) \in \Omega \times [0,1]$
$\Omega \subset \mathbb{C}$ open set. Given $F$ satisfies
$F(z,s)$ holomorphic in $\Omega \forall s$
$F$ continuous on $\Omega\times[0,1]$
$\implies f(z) := \int_{0}^{1}F(z,s)ds$ holomorphic
Schwarz reflection principle
Definition 34.
$\Omega \subset \mathbb{C}$ open and symmetric w.r.t real line \(z \in \Omega \iff \bar{z} \in \Omega\)
Definition 35.
\[\textcolor{green}{\Omega^{+}} = \{ z\in \Omega: Im(z) > 0\} \quad \textcolor{green}{\Omega^{-}} = \{ z\in \Omega: Im(z) < 0\} \quad \textcolor{green}{I} = \{ z\in \Omega: Im(z) = 0\}\]Theorem 22. (Symmetry Principle)
$f^+,f^-$ holomorphic in $\Omega^+,\Omega^-$ respectively.
Extend continuously to $I$ s.t $f^+(x) = f^-(x) \quad \forall x \in I$
Theorem 23. (Schwarz relfection principle)
$f$ holomorphic in $\Omega^{+}$ extend continuously to $I$ s.t $f$ real-valued on $I$
$\implies \exists F$ holomorphic in $\Omega$ s.t $F\rvert_{\Omega^{+}} = f$
Meromorphic Functions
Complex Logarithm
Theorem 24.
$\Omega$ simply connected, $1\in \Omega, 0 \not\in \Omega$
$\implies$ in $\Omega$ there is a branch of logarithm
Satisfying
$F$ holomorphic in $\Omega$
$e^{F(z)} =z \ \forall z \in \Omega$
$F(r) = \log(r),\ r\in \mathbb{R}$ close to $1$
Theorem 25.
Holomorphic $f$ has $0$ of order $m$ at $z_0$
$\iff$ can be written in form \(f(z) = (z-z_0)^m g(z)\) $g$ holomorphic at $z_0$, $g(z_0) \neq 0$
Corollary
$0$ s of non-constant holomorphic function are isolated.
Every zero has neighbourhood, inside of which it is the only $0$
Laurent Series
Definition 36.
Laurent Series for $f$ at $z_0$, where series converge \(\begin{align*} f(z) &= \sum_{-\infty}^{\infty} a_{n}(z-z_{0})^{n}\\ &= \dots + a_{-2}(z-z_{0})^{-2} + a_{-1}(z-z_{0})^{-1} + a_{0} + a_{1}(z-z_{0})^{1} + a_{2}(z-z_{0})^{2} + \dots \end{align*}\)
Theorem 26. (Laurent Expansion theorem)
$f$ holomorphic in anunulus $D = { z: r < |z-z_{0}| < R }$
$\implies f(z)$ expressed in form $f(z) = \sum_{-\infty}^{\infty} a_{n}(z-z_{0})^{n}$
$\gamma$ simple,closed piecewise smooth curve in $D$ with $z_0$ in its interior.
Poles of holomorphic functions
Definition 37.
$z_0$ a singularity of complex function $f$
if $f$ not holomorphic at $z_0$, but every neighbourhood of $z_0$ has at least 1 holomorphic point.
Definition 38.
Singulartiy $z_0$ is isolated if $\exists$ neighbourhood of $z_0$, where it is the only singularity.
Definition 39.
$f$ holomorphic with isolated singularity $z_0$
Considering Laurent expansion valid in some annulus
$\implies$
$a_n = 0 \ \forall n < 0 \implies z_0$ a [removable singularity]
$a_n = 0 \forall n < -m, m \in \mathbb{Z}^{+}, a_{-m} \neq 0 \implies z_0$ pole of order $m$
$a_{n} \neq 0$ for infinitely many negative $n$ $\implies$ $z_0$ a [essential singularity]
Theorem 27.
$f$ has pole of order $m$ at $z_0$ $\iff$ written in form
\[f(z) = \frac{g(z)}{(z - z_0)^m}\]$g$ holomorphic at $z_0$, $g(z_0) \neq 0$
Residue Theory
Definition 40.
Let $f(z) = \sum_{-\infty}^{\infty} a_{n}(z-z_{0})^{n}$ for $0 < |z-z_0| < R$ the Laurent series for $f$ at $z_0$
Residue of $f$ at $z_0$ is
Theorem 28.
$\gamma \subset { z : 0< |z-z_0| <R}$ simple closed piecewise-smooth curve containing $z_0$ \(\implies Res[f,z_0] = \frac{1}{2\pi i}\int_{\gamma}f(z) dz\)
Lemma
$f$ holomorphic inside and on
$\gamma$ a simple closed piecewise-smooth curve with $z_i$ the singularities in its interior.
Theorem 29.
$f$ holomorphic function inside and on simple closed piecewise-smooth curve $\gamma$ except at the singularities
$z_1,\dots,z_n$ in its interior
The argument principle
Theorem 30. (Princple of argument)
$f$ holomorphic in open $\Omega$, except for finitely many poles.
$\gamma$ simple closed piecewise-smooth curve in $\Omega$ not passing through poles or zeroes of $f$
$N = \sum order(zeroes)$ $P = \sum order(poles)$ ————————– ————————-
Theorem 31. (Rouche’s Theorem)
$f,g$ holomorphic in open $\Omega$
$\gamma \subset \Omega$ simple closed piecewise-smooth curve with interior containing only points of $\Omega$
if $|g(z)| < |f(z)|, z\in \gamma$
Definition 41.
Mapping open if maps open sets $\mapsto$ open sets
Theorem 32. (Open mapping theorem)
if $f$ holomorphic and non-constant in open $\Omega \subset \mathbb{C}$ \(\implies f \text{ open }\)
Remark
$f$ open $\implies |f|$ open
Theorem 33. (Max modulus principle)
$f$ non-constant holomorphic in open $\Omega \subset \mathbb{C}$
$\implies f$ cannot attain maximum in $\Omega$
Corollary
$\Omega$ open with closure $\bar{\Omega}$ compact
$f$ holomorphic on $\Omega$ and continuous on $\bar{\Omega}$ \(\sup_{z\in \Omega}|f(z)| \leq \sup_{z\in \bar{Omega}\backslash \Omega}|f(z)|\)
Evaluation of definite integrals
This subsection is to be filled in.
Harmonic Functions
Harmonic functions
Definition 42.
$\varphi = \varphi(x,y): \mathbb{R}^2 \to \mathbb{R},\ x,y \in \mathbb{R}$
$\varphi$ harmonic in open $\Omega \subset \mathbb{R}^2$ if
Theorem 34.
$f(z) = u(x,y) + iv(x,y)$ holomorphic in open $\Omega\subset \mathbb{C}$
$\implies u,v$ harmonic
Theorem 35. (Harmonic conjugate)
$u$ harmonic in open disc $D \subset \mathbb{C}$
$\implies \exists$ harmonic $v$ s.t $f = u+ iv$ holomorphic in $D$
$v$ the harmonic conjugate to $u$
Remark
In simply connected domain $\Omega \subset \mathbb{R}^2$ every harmonic function $u$ has harmonic conjugate $v$ s.t
Integral independent of path, by Green’s theorem as $u$ harmonic and $\Omega$ simply connected.
Properties of real + imaginary parts of holomorphic function
Theorem 36.
Assume $f = u + iv$ holomorphic on open connected $\Omega \subset \mathbb{C}$
\[\begin{aligned} u(x,y) &= C\\ v(x,y) &= K\\ C,K &\in \mathbb{R} \end{aligned}\]If $(1)$ and $(2)$ have same solution $(x_0,y_0)$ and $f’(x_0 + iy_0) \neq 0$
$\implies$ curve defined by $(1)$ orthogonal to curve defined by $(2)$
Preservation of angles
Definition 43.
Consider smooth curve $\gamma \subset \mathbb{C}$
$z(t) = x(t) + iy(t) \quad t \in [a,b]$
$\forall t_0 \in [a,b]$ we have direction vector
For $\gamma_1, \gamma_2$ curves parameterised by functions $z_1(t),z_2(t)$, $t\in[0,1]$ s.t $z_1 (0) = z_2 (0)$
Define angle between $\gamma_1, \gamma_2$ as angle between tangents
Theorem 37. (Angle preservation theorem)
$f$ holomorphic in open $\Omega \subset \mathbb{C}$
Given $\gamma_1,\gamma_2$ inside $\Omega$, parameterised by $z_1 (t), z_2 (t)$
Take $z_0 = z_1 (0) = z_2 (0)$ with $z_1 ‘(0), z_2 ‘(0), f’(z_0) \neq 0$
Definition 44.
$\Omega$ open $\subset \mathbb{C}$
$f:\Omega \to \mathbb{C}$ conformal if holomorphic in $\Omega$ and if $f’(z) \neq 0 \forall z \in \Omega$
Conformal mappings preserve angles.
Definition 45.
Holomorphic function a local injection on open $\Omega \subset \mathbb{C}$
if \(\forall z_0 \in \Omega, \exists D = \{ z: |z-z_0| < r \} \subset \Omega \text{ s.t } f: D\to f(D) \text{ an injection}\)
Theorem 38.
$f:\Omega \to \mathbb{C}$ local injection and holomorphic
\[\implies f'(z) \neq 0 \quad \forall z \in \Omega\]Inverse of $f$ defined on its range holomorphic
$\implies$ inverse of conformal mapping also holomorphic
Möbius Transformations
Definition 46.
Mobius Transformation / Bilinear transformation a map
\[f(z) = \frac{az + b}{cz + d} \quad a,b,c,d \in \mathbb{C}, ad -bc \neq 0\]Remark
Mobius Transformations holomorphic except for simple pole $z = -\frac{d}{c}$ with derivative
$\implies$ mapping conformal for $\mathbb{C}\backslash {-\frac{d}{c}}$
Theorem 39.
Inverse of mobius transformation a mobius transformation
Composition of mobius transformations a mobius transformations
Corresponding to matrix multiplication and inverses
Definition 47. (Special/Simple mobius tranformations)
(M1). $f(z) = az$ Scaling and rotation by $a$
(M2).. $f(z) = z+ b$ Translation by $b$
(M3).. $f(z) = \frac{1}{z}$ Inverse and reflection w.r.t real axis
Theorem 40.
Every mobius transformations a composition of (M1),(M2),(M3).
Corollary
Mobius transformations:
- circles $\mapsto$ circles
- interior points $\mapsto$ interior points
Straight lines, considered to be circles of infinite radius
Cross-ratios Mobius Transformations
Theorem 41.
$w = f(z)$ a Mobius Transformation
s.t distinct $(z_1,z_2,z_3) \mapsto (w_1,w_2,w_3)$
Conformal mapping of half-plane to unit disc
Theorem 42.
\[\mathbb{D} = \{z: |z| <1\}\] \[\mathbb{H} = \{z = x +iy : Im(z) = y > 0\}\]- $w = f(z) = \frac{i-z}{i+z}$
- $g(w) = \frac{1-w}{1+w}$
Riemann mapping theorem
Definition 48.
$\Omega \subset \mathbb{C}$ proper if non-empty and $\Omega\neq \mathbb{C}$
Theorem 43.
$\Omega$ proper and simply connected
if $z_0 \in \Omega \implies \exists !$ conformal $f: \Omega \to \mathbb{D}$ s.t $f(z_0) = 0$ and $f’(z_0) > 0$
Corollary
Any $2$ simply connected open subsets in $\mathbb{C}$ conformally equivalent.