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AN INTRODUCTION TO THE
THEORY OF FUNCTIONS
OF A
COMPLEX VARIABLE
AN
INTRODUCTION TO THE
THEORY OF FUNCTIONS
OF A
COMPLEX VARIABLE
BY
COPSON
E. T.
Andrews
OXFORD
AT THE CLARENDON PRESS
1935
OXFORD
UNIVERSITY PRESS
AMEN HOUSE, E.C. 4
London Edinburgh Glasgow
New York Toronto Melbourne
Capetown Bombay Calcutta
Madras Shanghai
HUMPHREY MIIPORD
PUBLISHER TO THE
UNIVERSITY
PREFACE
This book
is
in the Universities of
Edinburgh and St. Andrews, and is intended to provide an easy introduction to the methods of the
theory of functions of a complex variable. The reader is assumed
to have a knowledge of the elements of the theory of functions
of a real variable, such as is contained, for example, in Hardy's
Course of Pure Mathematics an acquaintance with the easier
parts of Bromwich's Infinite Series would prove advantageous,
but is not essential.
;
Theorem.
No attempt has been made to give the book an encyclopaedic character. My object has been to interest the reader
and to encourage him to study further some of the more
advanced parts of the subject suggestions for further reading
have been made at the end of each chapter.
I am especially indebted to Mr. W. L. Ferrar, who read the
manuscript of the whole book in its original and revised forms,
and suggested many improvements. My grateful thanks are
also due to Professor E. T. Whittaker, F.R.S., for his kindly
;
work
valuable suggestions.
E. T. C.
GREENWICH,
July 1935
CONTENTS
I.
COMPLEX NUMBERS
....
III.
IV.
CAUCHY'S THEOREM
II.
V.
VI.
VII.
VIII.
IX.
X.
XI.
XII.
XIII.
13
32
....
....
....
....
....
52
UNIFORM CONVERGENCE
THE CALCULUS OF RESIDUES
117
INTEGRAL FUNCTIONS
158
CONFORMAL REPRESENTATION
THE GAMMA FUNCTION
92
180
205
233
BESSEL FUNCTIONS
313
......
......
MODULAR
THEOREM
INDEX
XV. ELLIPTIC
FUNCTIONS
AND
272
345
380
PICARD'S
421
444
CHAPTER
COMPLEX NUMBERS
The introduction
it is
difficulty,
tions.
If a,
ax2 +2bx-{-c
roots
which
when
=
b2
however, soon arises in the theory of equac are real numbers, the quadratic equation
has two distinct roots if b 2
ca and two equal
and
6,
= ca.
>
But
if b 2
< ca,
there
is
no
real
number x
ax
when
b2
< ca.
-bJ(ac-b2 )*J(-l),
When this new symbol has been added to the algebra of real
numbers, every quadratic equation is formally satisfied by two
expressions of the form a+^( 1), where a and are real
numbers. Such expressions are called complex numbers.
If we suppose that the symbol
<J( 1) obeys all the laws of
is 1, we can develop a consistent
algebra of complex numbers which includes the algebra of real
numbers as a particular case and which also possesses a character of completeness which is lacking in the simpler theory. This
_.
COMPLEX NUMBERS
An algebra of ordered
1.2.
Before
we proceed
pairs of real
numbers
num-
bers, it is
Such a
algebra.
definition is suggested
by the
following geo-
metrical considerations.
In the analytical geometry of the Euclidean plane, the equaay define a transformation of any conax, y'
tionsf x'
new
configuration which
is
obtained
1,
the ratio
a:
we
(x',y')
bined by writingj
(*,*)
t
J
(*,v)(_l
*);
("'
is
is
|_'
warned
J.
COMPLEX NUMBERS
here the multipliers for x' occur in the first column of the
tworowed symbol, those for y' in the second. We shall now construct an algebra of these two-rowed symbols and
shall show
that this provides the desired definition of a complex
number.
In the first place, we say that two symbols are equal if the
corresponding transformations are the same; thus
b\/
a,
\b,
a)
a',
b'\
\b',
aj
From
b\
a',
aj^\-b',
\-b,
b'\(
aj
\-b',
we
accordingly
\-b,
b-b'\ __
a',
\-b',
a,
a-a'j~[-b,
b\
a)'
by
define subtraction
aj
a+a'f
follows that
it
a-a',
define
b+b'\
\-b~b',
a')^\~b+b',
b\l
a,
b'\
a+a',
we
b'\(
aj
a-a',
\-b+b',
b-b'\
a-aj'
Symb0lS
I
a,
\-b,
b\
a',
b'\
\-b',
aj
a)'
<*-,,-)
by applying
<*,-,)(_
).
'
It follows thatf
/
a,
\-b,
b\l
a',
a]\-b',
b'\l
aj
aa'bb',
\-ab'-a'b,
ab'+a'b\
aa'-bbj'
t It should be observed that the rule for multiplication is the same as that
for multiplying two determinants ; elements of a row of the first
multiplied
of
a column
symbol are
in the second symbol.
COMPLEX NUMBERS
L'
The symbol
Qj
in this
called the zero symbol, for it plays the part of zero
product
algebra, since the difference of two equal symbols or the
is
of
Similarly
we
call
/j
q\
ij'
is
(x,y),
3-
a/ (a2 +ft 2 );
\6/(a
+6
2
),
_&/( a2 +6 2)\
a/(a2 +& 2 )/'
whose product with the given symbol is the unit symbol. The
second symbol is said to be the reciprocal of the first. We now
by
define division by a non-zero symbol to be multiplication
its reciprocal.
A+B = B+A,
/
AB = BA,
=
A+(B+C),
(A+B)+C
(AB)C = A(BC),
A(B+C) = AB+AC.
Moreover,
if
^^s.
**
so also
is
at
COMPLEX NUMBERS
least
one of
and B.
this algebra of
'
is
\0, a)
a,
b\
\~b,
a)
a-\-ib,
where
We
easily see,
by means of the
-j-ty
o,
jr.*
of the form
'
It follows that
we can perform
all the
its
square by
whenever
of a
it
occurs.
complex number
(x
4-1:
number
)
a-\-ib
magnifies
-\-*J{a?-\-b
%
)
1,
a.
all dis-
and rotates
The magni-
COMPLEX NUMBERS
+b 2
is
called the
a=
\a-\-ib\
b=
cos a,
|a+i6|sina,
is
arg(a+i&), so also
is
_w <
inequality
aig{a+ib)
ff .
If, however, |a+i6| is zero, then a and b are both zero, and
the equations to determine a are satisfied identically; the argument of the complex number is thus indeterminate.
Let us now suppose that the complex number A-\-iB is the
product of a -\- ib and a'-j-ib'. Since the geometrical transforma-
tion corresponding to
A+iB
is
and
a'-\-ib',
\A+iB\
and
\a+ib\.\a'+ib'\,
is
the
sum
of the principal
a'-\-ib'.
The
real
is
= Imz.
From
1.2, it
if
= Rlz,
\z\
\z\,
\z\
\z\.
and only
if
for addition,
Rl(z+z')
Rlz
we
see that
= Rlz + Rlz',
Im(z+z')
= Imz + Imz'.
COMPLEX NUMBERS
Conjugate complex numbers
1.32.
If z
to be conjugate to z
conjugate to z
z1
+z 2 and
and
is
is z itself.
z x z 2 are
= zz,
First of all,
= z+z,
2ilmz
= z
z.
Pl Z 2l
and
2Rlz
=Z
so
= ^l^l Z
=
Z 2 Z1 Z2
\zi z v\
|z x |. |z 2
Z 2 == Pi
z 2\
>
|,
the positive square root being taken since the modulus of a complex number is never negative. Therefore the modulus of the
product of two complex numbers (and hence, by induction, of any
number of complex numbers) is equal to the product of their
moduli, f
Again,
we have
+ 2 =
=
=
<
2
|Zl
=
and sot
Hence
z
l
the
modulus of
by
induction, of any
the
sum
On
(Zl+Z 2 )(Zi
+Z
2)
P
2
l2 1
+ 2Rl(z
+21z 1 z 2
(P1I+P2I)
z 2 )+|z 2 |2
|z
2
,
< Kl+tali+
sum of two complex numbers
z 2l
the
(and
so,
of their moduli.
we
Pi-z 2
2
l
=
>
=
also
|z 1
| 1
have
2
-2Rl(z 1 z 2 )+|z 2 |2
|-2|z 1 g a |+|
(pll-p 2
2
l)
argument.
COMPLEX NUMBEKS
so that
\z
2 >
2
Kl^xl
|z 2 |)|,
or
zero.
1 .4.
is
we
shall represent
Example
show that
If P, Q,
are the points of affix z,z',z+z' respectively,
is a parallelogram.
OPRQ
3. Prove that
\a b\ 2 + \a+b\ 2
2|a| 2 +2|6| 2 .
Interpret
1.41.
The point
at infinity
when the
the case
It
however, usual to
is,
an
infinite
number
of points at infinity, each being defined as the point of intersection of a pencil of parallel lines.
Now,
c in the
if
we take a
Argand
z'
1/z turns
that c
is
them
1/c, provided
not zero. To avoid the difficulty of this exceptional
COMPLEX NUMBEBS
case,
we now
is
plane,
its
we
P+^
2
project the points on the sphere
1 stereo+C 2
graphically on the plane
0, taking the point (0, 0, 1) as
vertex of projection, we find that the point (x, y, 0) of the plane
If
corresponds to
on the sphere
(, tj, )
= f/(l-),
if
= VU-a
Conversely,
affix z in
(,
t\,
the plane
j.
tf+i?)/(i-a
to the point of
if
2z
22+1
221
22-j-l
These equations provide a continuous one-to-one correspondence between the complex numbers and points on a spherical
surface.
Now
if (,
7],
corresponds to
z',
where
.
since
\z\
\z'\
2
2
+r)
1,
i+iv
W_
z, (,
77,
-^Q
1 2
so that z
0.
COMPLEX NUMBERS
In particular, when z = 0, z' is, by definition, the point at
infinity, and so the point (0, 0, 1) of the Riemann sphere corre10
sphere.
Any geo-
Argand
REFERENCESf
G. H. Habdy, Pure Mathematics^ (Cambridge, 1921), Chap. III.
B. A. W. Russell, Introduction to Mathematical Philosophy (London,
1919), Chap. VII.
MISCELLANEOUS EXAMPLES
,
1.
Show
where
and
c are constants, c
+ bz
being
is
c,
real.
for the
Prove
'--
2.
+ bz' =
c.
Find the area of the triangle whose vertices are the points of affix
z \> z 2> 2 3*
3.
Show
are similar
4.
z2
z%
23
J-
z'z
0.
circle in
azz-\-bz-\-bz-\-c
where a (^
Show
z[, z'
if
is
0,
0), 6
that z
az'z-\-bz-\-bz' -\-c
this circle if
0.
COMPLEX NUMBERS
5.
Show
11
A,
circles.
where
a, , y, are
circles in
7. Prove that a homographic transformation is a one-to-one transformation of the complete z-plane into the complete Z-plane, which
leaves the angle between any two intersecting curves unaltered. Show
also that the cross -ratio of the affixes of four points
(2 1
(z 1
is
-g 2 )(z 3 -z4
-z3 )(z a 4
)
)
Z ~ Zl
Z z
where k
is
the transformation
if
10.
6 is
,
1
a constant.
1az
where a
11.
~ Zl
zz 2
is
Zzx
where
is
<
=1,
1,
a constant of modulus
less
or
>
1,
than unity.
z+a <
where the
real part of
is
1,
or
1,
>
1,
positive.
12.
Show
13.
an
ellipse
c is real,
COMPLEX NUMBERS
12
lies is
(l+r )(l-e
2
2
)
2r(l-e
cos0)
is
0,
where
e is
of projection.
Show also that the great circles through the ends of a fixed diameter
of a sphere project into a family of coaxal circles with real common
points, and that the small circles whose planes are perpendicular to this
diameter project into the orthogonal system of coaxal circles.
15.
|2_|_,j2_^2
jection
on the plane
0,
prove that
da
Z
Z
^=
1
Z 2
(cos6+iamd)
Z=^.
Z
Zz
cz+a
where the constants
a, c are
1.
cotp
*.
_
-
cot
+)
Determine the relation between the angle of rotation and the parameter a.
CHAPTER
II
As we saw
in the last
properties of
<
1/e.
infinity to
by the plane
A point z
is
is
{B1)/(R*~+1).
S in
(- 1 )" + ^XT
whilst the point at infinity
of -affix
n2 +2in
is
(=
1.2.3,...),
1, 2, 3,...).
distinct
from
contains a point z 2 of
2.11. Closed
The
the
<
distinct
and open
from
and
so
on
<
\z x
indefinitely.
sets of points
set.
l+i
of the set
14
of points of affix
(- 1 )" +
^1
= !> 2,
3,...)
of all points for which \z\ < 1, points on the circle \z\ = 1 are
boundary points, whilst each point of the set is an interior point.
A set which consists entirely of interior points is said to be
open. It should be observed that sets exist which are neither
open nor closed; a simple set of this type consists of the point
z = 1 and all points for which \z\ < 1.
Example. Show that, if a set <S" consists of all the limiting points
of a given set S, then a limiting point of S' necessarily belongs to S'.
2.12.
Jordan curves
The equation
x(t) and
where
variable
t,
z
y(t)
x(t)-\-iy(t),
points in the
= x(t)-\-iy(t)
zx
where
^ ^
t
point J being z
cost+isint,
2-n, is
1,
2.13.
15
\z\
^K
2.14.
The
definition of a
every pair of
its
is
exists
domain
Argand plane
is
said to be connex if
by a polygonal
arc
point in
common
are said
2.15.
<
>
)"
If a
property.
returns to
scribes
are distinguished
is divided by a simple
by a simple analytical
its original
other hand,
increases
is
by
C in
if
277.
If the increase
is -\-2tt,
we say
arg(z b)
that z de-
Although the
results
we have
just stated
(Paris,
16
and
here.f For the most part, we shall only use simple closed Jordan
curves composed of straight lines and circular arcs, and we shall
rely upon geometrical intuition, which does not, in fact, lead us
astray. Actually the proofs of the theorem in these elementary
cases are generally quite straightforward.
2.2.
is
represented
line.
< <
<
<
<
<
>
finite
value of n.
since b n
The simplest proof which has so far been published seems to be that of
f
Winternitz, Math. Zeitschrift, 1 (1918), 329-40, who gives full references to
previously published work. See also P. Dienes, The Taylor Series (Oxford,
1931), 177-97; G. N. Watson, Complex Integration and Cauchy's Theorem
(Cambridge, 1914), 3-16.
throughout this book, a set of infinitely many
J By a sequence we mean,
objects which can be put into one-to-one correspondence with the set of
positive integers.
This term is suggested in R. C. Young's translation
and Application of Infinite Series (London, 1928).
of
Knopp, Theory
17
A similar theorem
a geometrical form.
lies
we state it in
of closed rectangles Sv i? ,...,
2
n ,..., whose sides are parallel to the real and imaginary axes,
is called a nest if each rectangle
n+1 consists only of points of
n and if also the lengths of the sides of
n tend to zero as
n -> oo. Then, as we shall now show, there is one and only one
point which lies in all the rectangles of the nest.
Let us suppose that the rectangle
n consists of all points of
affix z such that
is
A sequence
an
a'n
an
form a
nest.
< x < bn
Hence there
is
1, 2, 3,...)
(n
< <
< <
triangles
J>
4111
Jfif
18
as
points, then
it
By
R
S
with vertices
belongs.
The
Again, the real axis divides the selected rectangle into two congruent squares. One of these squares, regarded as a closed set,
contains an infinite number of points of 8; if both do, we take
the upper square.
obtain a closed square R v of side K, which
an infinite number of
is contained in B and which contains
way. We divide B x
same
in
the
B
points of 8. We now treat
x
parallel
to the imaginary
line
a
by
into two congruent rectangles
set, contains
closed
a
as
regarded
axis. One of these rectangles,
the righttake
we
both
do,
if
an infinite number of points of 8;
equal
two
into
divided
then
hand one. The selected rectangle is
In
this
squares
way we
by a
number
We
thus
in
obtain a closed square B 2 of side K/2, which is contained
B x and which contains an infinite number of points of S. The
insquare B 2 is then treated in the same manner, and so on
reach
never
since
we
terminates
never
process
The
definitely.
square which contains only a finite number of points of S.
,
Now
theorem.
t
Two proofs of this theorem for the case when all the points lie on a straight
given
The proof
be found in Hardy, Pure Mathematics (1921), 30, 134.
second proof.
here in the two-dimensional case is similar to Hardy's
line will
2.3.
19
when
sequence.
n -> oo',
We
or lim z n
z.
xn
= Rlz,
yn
= lmzn
yx
are convergent,
y2
and
yn
so theorems con-
much more
convenient to
make
principle of convergence,
which runs as
follows.
ever, usually
use of Cauchy's
and
zx ,
The necessary
M
t e
is
a+ i sin a.
20
an
exist
\z
N, depending on
integer
N+p zN
e,
integer,
we have
<
\Zn+p~Zn\
The condition is
|ZiV+;p-z|+l%- Z
also sufficient.
For
<
"
if it is satisfied,
the given
Accordingly,
at least two finite limiting points, z' and z", say.
number <=,
there exist integers q and r, depending on the given
such that
z '-z N+a
With
these values of N,
=
<
z '-z'\
\
<
\z"-zN+r
e,
q, r,
<
e.
we have
\z'-zN+q
N+a -zN
\z
N ^-zN
\z
+ \z"-zN \
<4e.
however, impossible, since z' and z" were supposed to
is quite
be distinct limiting points of the sequence, whilst e
than one
arbitrary. Hence the sequence does not possess more
sufficiency of the
the
proof
of
the
completes
this
point;
limiting
This
is,
condition.
Example
plex numbers
where a
lx
n7T
and rational,
and irrational.
If zn ->z,z'n -> z', prove that
is (i)
real
(ii)
real
Example
and
n7T\
2.
also that, if
z' is
zn +z'n
-> z+z',
zn z'n
-> zz',
zjz'.
2.32.
cases
xn ,... possesses a greatest and a least limiting point. In the
one
but
has
sequence
->
the
-oo,
->
x
+oo, n
when xn ->x, xn
and there
is
21
we may
above, that
is,
inequality xn
number
Now
a
finite
x,
xn ->
greater than
K belongs to
exists, since
every
it.
L class also
exists.
satisfies
the
such that all numbers less than it belong to L and all numbers
greater than it to R.
Now
if e is
are, therefore,
any
positive
only a
finite
number,
+^ e
belongs to R; there
than
On
f e
= lima;
ra
unbounded above,
imix = +00.
write
is
r-
t See
(1921), 29.
it is
usual to
22
lim xn
is
defined
by the equation
lim: n
= lim( xn
is
oo,
).
is
unbounded
below.
Finally,
it is
= lim:r
]iva.x n
TC
or x n ->
oo.
The symbol
+a 1 +a
+...+aK +...,
sn
= a + a + a + -+ anl
its
sum
an
=s
s,
we say
is s; in this case,
00
But
if
vergence.
tend to
finite
23
CO
00
JRIoB>
Xlma
are convergent.
An
2 an
infinite series
f complex terms
said to be abso-
is
o
00
convergent.
is
We now
show that
versely.
00
and
sn
let
series
2o an
*s
absolutely convergent,
us write
= a + ai +a
+...+an
an
|ol+lil+lH--+KI-
aN+p~ ivl
<e
Now
= aN+l-h aN+2 JT
N+p sn\
<
But, since oN+p crN
is
la^+1
-i-
aN+p\
+ lJV+2 + +
1
liV-hjp
<
aN+p "jvl
e
Hence, by Cauchy's principle of convergence, the absolutely
\
SN+p sn\
GO
convergent series ]T an
*s
convergent,
.,
.,
1^2 T 3 T ^ n
is
a f
24
absolutely convergent series. This follows from the corresponding well-known theorem concerning real series.
We
now prove
shall
convergent
absolutely
\a \^ n
>
if
<
2 .
f complex terms is
but is divergent if
1,
fim
For
if
equality
1.
values of n.
\an
<
= 1 2c,
1 c
There
(1 c) n when
where
< c < |,
exists, therefore,
an
integer
of great
then the
is
in-
number of
M such that
n^M.
If,
we
<
\a n lln
is
nth. partial
sum
of the series
an \>
^ M,
K +*-tfJ < (l-c)*+n +(l-c)-*+,..+(l-c)
(1 c) n+1
(lc) + (lc) n +P+
^
c
c
have,
when n
an arbitrary
positive
(> M) such
number
inequality |aj
1 're rjs
<
e is true for
\aN+p
N
Hence, by Cauchy's principle of con-
On
an\
if
1+d
is
convergent.
Hm \an \^ n =
is
l+2d, where d
> 0,
the
number J of
(l+d) n for an
values of n. This, however, implies that \a n
infinite number of values of n, and so a n does not tend to zero
\
>
series 2 an * s divergent.
which is somewhat easier to apply, is d'Alembert's ratio-test, which states that the series 2 a n f complex
as
->- co.
Another
terms
if
lim
Hence the
test,
is absolutely
\an+1 /a n
>
convergent if ]im
1.
The proof of
<
1, but is divergent
Jan
this is left to the reader. It
\a n+
than Cauchy's
nth.
root test.
Sm \an+1 /an > hm" |on |" > lim |an |" > hm \an+1/an
\
is
3?or, since
\,
loc.
<
>
l+a+b*+a3 +b i +...,
<
where
<
<
\a\
\b\
1, is a case in point.
applies to the ratio-test for divergence.
If,
however,
fails.
similar
if
remark
For
\a n+1 /an
which states
2 an is absolutely convergent if
maximum
limit is
1 2c, where c is
n[*-i)<-i.
holds for
all
tainly true
save a
when
finite
n^N,
If
we
the form
c| m
<
and add, we
(m-l)\am \-m\am+1
find that,
when n
(m
= N,N+l,...,n)
> N,
(N-l)\aN \-n\an+1
< {N-l)\aN
\.
The three
2.43.
Of the various
^a
(i)
the series
(ii)
the series
(iii)
vn ->
as
n -*- oo.
and
26
This test
is
and its
real series, f
of partial summation.
Let us write
=a
sn
Then
\s n
+a1 v
+...+an vn
by hypothesis, a constant
there exists,
such that
Now
if
is
any
positive integer,
we obtain by
partial
sum-
mation
"n+p
"n
s n+p-l) vn+p
i" \ s n+p
n+pl
l^-m-^nl
<K
n+pl
K+ll+
I*!- r+ll
< K lK+i\+K+p\+
But
is
any given
if e is
convergent,
we can
that
r=n+l
is
I, ,+il).
\v,vr+1
and
2 an vn
that, if n
>
*s
we can also
>N
2.
r=m+l
so,
by Cauchy's
principle of
(r~ sm)(vr
loc. cit.
if
convergent.
t Bromwich,
find
Hence,
m,
Sn+p Sn = (* *m)^n+i+ 2
(ii)
r +\\
such
<e
2
the series 2 (vn
e,
sn+p8n\
Example. Show
<
\vr
e
< ^=
oA.
depending on
lt
>N
an integer
an integer
2,
when n
f.
+ Knl
58-60 Knopp,
;
27
Double sequences
2.5.
is
to the value s
if,
is said to converge
given any positive number e, we can find an
integer N, depending on e, such that the inequality \s m>n s\
e
holds whenever
and n exceed N. The finite number s is then
<
and is denoted by
double sequence which does not converge is said
lim sm>n
m,n>go
to be divergent.
principle of convergence,
is Stolz's
which
be stated as
fol-
M depending on
may
sx>,o~ sm,n\
<
holds whenever
The condition
is
e,
obviously necessary.
sufficient,
we
*i,i> "*2,2>-->
observe that
it
also
it is
say. Accordingly,
an integer
|s snn < \e when
x such that
n > Nv But, by hypothesis, there also exists an integer N2
such that \sn>n
< |e when p > n > 2 q > n > 2V2
Hence, if
is the greater of
<e
2 we have \s pq
x and
when p > N, q > N, and so sp converges to the limit s.
It follows immediately from the definition that if s mn be a
there
exists
lim (lim s m
exist,
sm,n~ s
But
since
Mm sm>n exists,
\
when
m > M.
certain integer
M.
this gives
]imsm,n s \<
lim/limsm J =3.
similar
equal to
s.
limit, is
also
28
The
instance, if
mn
~ (m+nf
Sm n
'
n,n
is
"v.n .
2n,n
4'
(- l m W-+-)
v =
\m
may
n)
2.5 1.
By
Double series
a double
series,
we understand an
_
_
a o,o ~r u,i ~r w o,2 ~r
,
+ Ol,0 +
O l,l
array of complex
num-
a l,2+-
+ ,o+a i+ a 2,2+2
2(
infinite
Sp,q
Z.
2,
m=
7i
am,m
= 2 am,nm,n=0
divergent.
M)= f
Km(lim
exists, its value is called
Similarly, if
lim
(f
am
sum by rows
the
of the double
,,,,
limO= nJ= m=0
2 .)
q->co ^p><x>
'
series.
if
columns,
series is convergent
all three
sums are
Example. Prove
and
that the
sum
(Pringsheim's theorem.)
equal.
is
29
that
by summing by rows
double series
,n
lutely convergent if
p>m>N, q>n>N.
this gives
\s
<
m>n
series converges.
\
We
be
a^a^,
> n > N;
series
may
oo
2 KJ < r,s=0
2 K
s=0
s \,
00
may
sum by
r.
2a
rs
converges abso-
Then
oo
go
oo
m may
But
be.
2.51).
series
^a
^n 2
then Sn > S
as
n ->
oo.
r.s i s
ar.s>
30
CO
00
Example
Show
2.
that, if
2K
and
B respectively,
are
then
00
2,
is
absolutely convergent
REFERENCES
Theory of sets of points:
P. Dienes, The Taylor Series (Oxford, 1931), Chap. VI.
E. W. Hobsost, Functions of a Real Variable, 1 (Cambridge, 1921),
Chap. II.
Convergence of infinite series of complex terms:
T. J. I'aBbomwich, Infinite Series (London, 1926), Chap. X.
E. C. Fbancis and J. E. Littlewood, Examples in Infinite Series,
with Solutions (Cambridge, 1928).
Theory and Application of Infinite Series (Glasgow, 1928),
K.
Kistopp,
Chap. XII.
Double Series:
T.'J. I'a
Beomwioh,
Chap. V.
loc. cit.,
MISCELLANEOUS EXAMPLES
1.
also
Show that the series 2 ^/n converges absolutely when \z\ < 1 and
when \z\ = 1 and Rl/x. > 1, but that it diverges when \z\ > 1.
11
Prove
also
absolutely,
Finally
when
2.
it is
that
show
if
<
when
that,
\z\
Rl;/,
<
when
1,
1,
absolutely convergent.
Prove that,
if
an
is
an
where w n is bounded, p
(=7^
0) as
1,
and that
n->
>
1,
nP'
oo.
if
and only
convergent
if
1,
...
converges absolutely
on
>
series
l+vz+v(v-l)J + v(v-l)(v-2)^
also that,
if Rl/ti
\z\
\z\
4.
31
/
ft
where
<
\z\
Show
6.
that, if
f(z,n)
= z(z-l)(z-2)-(s-n+l)
and z is not zero or a positive integer, the series ^.an f(z,n) and
2 an( l)"/nl+* are either both convergent or both divergent.
Prove
7.
that, if
'
and
z(z+l)(z+2)...(z+n)
'
Show
8.
that, if
A n > A
as
w ->
oo,
J an F(z, n)
and
then
(4 1 +4,+...+4)/n->4.
More
(A 1
00
The
9.
series
00
2 m> 2 &
l
spectively.
Show
sums
and
2? re-
that, if
cn
and
= Cl +c
+...+cn
then
= ^B.
n->oo
00
Deduce
that, if
2 c is convergent,
its
sum
is
AB.
(Abel's theorem.)
Show
Ex.
9,
Compare the
result of 2.52,
Ex.
2.
CHAPTER
III
3.1.
definition of a function
When we
however, far too wide for our present purx-\-iy, then w is of the form
u(x, y)-\- iv(x,y), where u and v are real functions of the real
variables x and y of the most general possible type. In the
present chapter we consider how this definition may be modified
so that the methods of the differential calculus of functions of
a single real variable may also be applicable, as far as possible,
poses.
For
is,
implies that, if z
it
Continuous functions
3.2.
A function f(z),
Argand
plane,
is
defined in a
D of the
as z tends to a point
\M-l\
holds for
all
region \z
<
<
When
lim/(z)
we
write
I.
inequality
\f(z)-f(z
holds at all points z of
)\
<e
D in the neighbourhood
\z
< 8 of z
33
f(z)
which
= xy/(x*+y*)
=
(Z
^
= 0),
),
f(z)
is
= m/(l+m
Example
1.
Show
/(z)
= jq^-
is
^0),
/(0)
Example
2.
Show
f(z)
is
by the equations
^ 0),
by the equations
/(0)
E
iPle 3 " Thefunctions /(2)and^) are
continuous at z
Show
,
that/( 2 )+gr( 2 ) and /(z) gr( 2 ) are also continuous
there. Prove also that
J(z)l9(.z) is continuous at z if g(z
) i s not zero.
wT
3.21.
Uniform continuity
!/(*')-/(*)
holds whenever
<*
D
a point of
in the neighbourhood
\z'-z\
8( e ,z) of the point z. In point of fact,
there are an
infinite number of such numbers
S(e, z); for if the property holds
with S(e, z)
8', say, it also holds when
8'. Let us now
8(e, z)
denote by A(e, z) the largestf of the numbers 8(e,
z); it is a positive
function of the complex variable z defined at
each point of D.
z'
is
<
<
the
4111
of the numbers S( e z)
of the real numbers.
lal es *
rnl^
f section
means
of ^rf^T
a Dedekind
is
readily proved
by
34
of A(e,z)
There are two possibilities regarding the behaviour
positive number ij(e),
in the domain D. Either there exists a
A(e,z) 5? 17(e)
depending only on e, such that the inequality
at
points of
holds at every point of D, or else there exist
please.
as
we
small
as
values
which A(e, z) takes
find a sequence of
If the second alternative is true, we can
is
which
A(e,zJ
(i)._ Since
points z v *,,..., z n! ... of D, for
point
limiting
one
,
least
at
bounded, this sequence possesses
is
since
moreover,
the Bolzano-Weierstrass theorem;
<
by
closed, ^ is
a point of D.
number
\M-ffl\
<h
28. Now
in the region \z-t,\
holds whenever z is a point of
points
all
for
8. Then,
for which |z-
let z be any point of
<
z'
of
D such that
|z'-z|
W)-f(z)\
From
<
<
< 8, we have
!/(*')-/()
>
|z'-|
<
28,
+ 1/(0-/(2)1 <
8,
whenever z
is
and
so
a point of
<
untenable.
//(z)
closed
\f(z')f(z)
<
z, z'
of
D for which
<
'
there.f
3.22.
Bounded functions
II).
/(
.
i8
2K and this
/("JI
se <* uence Woul possess^
-^
'
*
at
.
lift one limiting
r
least
poznt { belonging to D. This
is, however
ssr*
r?/p
f* to athat
"* }} ^ould
be observed
finite iimit as
true if the
domain
tmuous when \z\ <
* ^
con
1,
The symbols
3.23.
<
*
this result is not necessarily
is not closed; for
example, l/(l- 2 is
.
but
is
and
^ 7^
fj= nii%T
0(1^(2)1).
(1)
}{Z)
2_>a
write
m)
as 2-^oo.
We
'
Sha11
retimes
to zero as z -> a it
(, z)) as z
, but
,
is
S
write
usual to
lp)
w
'
'
3.3. Differentiability
derivative
f(z) is differentiate at
a point z of
one-valued func-
D if the increment-ratio
z
tends to a finite limit as 2 tends
to z in any manner, provided
tnat 2 always remains a point
of D.
7: We require that there should e
a number
7 with the
I
following property: given any
positive number e no
matter how small, there must exist a
positive
^f?
pending on
^t
and possibly on
number
z-Zo
8 ' de-
36
z^z
and
we have
= >
Z |2_ Zo |2
|
= zz-z^ = g + g
=
!=!o
o
not tend to a
axg(z-z ), and this expression does
where a
when z is zero, the
Z , in any manner; but
unique limit
to zero with z.
increment ratio is z, which tends
not differentiable anywhere.
Example. Show that \z\ and argz are
as^
3.31.
The
definition of
an analytic function
point
one-valued and differentiable at every
finite
a
for
possibly
of the Argand plane, save
of a domain
the
in
analytic
that it is
number of exceptional points, we say
points
singular
exceptional points are called the
If a function
is
domain D. The
analytic
is a singularity of the
however, no point of
regular in D.
function, we then say that it is
which are analytic or
functions
When we are dealing with
If,
regular in a domain,
we
more convement to
dm
dz
instead of f'{z).
for the derivative of f(z),
Example
in
1.
Show that,
if/()
^^^
'
that their
mm
**"
*D
>
provided that
9{z)
does not
Example
a regular function of
itself
then
z,
is
dw
dw
dz
d dz'
37
,
which
a regular function of
is
and
dt,
3.3i2.
positive integer.
This function
2
as z - z
= z-
+2-%+...+zz-2-f 2-i
-> na-i
2,
Similarly,
is
is
nz - " -1
<Uz-Zi)(z-z 2 )-(z-zJ,
where the numbers zv z2 ,..., zn are certain constants, depending
only on the coefficients ar Since the polynomial vanishes when
.
=z
r,
we
of the polynomial.
Power
An infinite
z,
series
series,
of the form
+a1 z+a
z2
+ ...+an z n +...,
form
2 an z ~
(
<*)">
power
series of the
38
converges absolutely
lim
\a n z n \^ n
>
when lim
Hence,
1.
<
\a n z n \^ n
if
Km |J-iM =
S>
when
< B and divergent
R is called the radius of convergence
of the power series; the circle
= R is its circle of convergence.
There are three cases to be considered, viz.
R = 0,
R
finite,
R infinite. The first case is quite trivial, since the
the series
when
is
absolutely convergent
> R.
\z\
\z\
The number
\z\
(i)
(ii)
(iii)
sum
its
is
an
its
of convergence.
CO
Let
f(z)
series
^an zn
which has
<
when
<
any
f(z+h)-f(z)
<R <
2
R2
R.
and so
an{(z+h)^+(z+h)^z+...+
+ {z+h)zn - +zn ~
2
From
this, it follows
1
}.
that
\f(z+h)-f(z)\
<
\h\2n\aJB? i
i
But
terms
is
]i^{n\an \R$-iym
Hence
where
\f {z +h)-f{z)\
tinuous
is
independent of z and
when
\z\
<R
convergent, since J
= ^<1.
Ii
< A\h\,
h,
and therefore
f(z) is
con-
39
Now
zfflwhere
and A
,^.
same conditions as
satisfy the
and
^(feW
we
before.
By
the
see that
zn
so
n z n
{z+h)
v
'
,W-1
nz"
<\M^ nG
r \z\
n -r
\hn
n 2
\MZnCs + 2\z\ n
-S -2
\h\
n-2
<**(- 1)|*| I
n - 2Cs \z\"--*\h\
= Wfl-l)\h\{\z\ + \h\}-*
< ra(rc 1)|A|^< i|A| |(n-l)|aJ2$- = |A|,
2
Hence
|Z|
where
say,
series
/'(z)
= |>
<R
z-i,
re
Now,
since
the series
the series
2
J "
lim |aj~
1/m
,
whose sum
is f(z).
Hence,
<
R, and that
if
is itself
its
we apply
as
the
an analytic
derivative
is
d"
40
Example. Show that, if \ajan+1 -> R as n -s. oo, then R is the radius
of convergence of the power series
an zn (This result often provides
a simple method of calculating the radius of convergence of a power
1
series.)
3.4.
with a non-
can be ex-
f (-o) n
o
u(x+h ,y)u(x,y)
_
tends to f'(z) as A
must
-*- 0.
.v(x+h,y)v(x,y)
_
+t
,
= ux (x,y)+ivx (x,y).
we
Similarly
uy
/'(z)
= vy (x,y)-iuy (x,y).
for f'(z) so obtained, must, however,
be
identical.
UX
= Vy,
equations.
ux , vx uy , vy should exist
differential equations.
derivatives
Biemann
and
by
This function
Cauchy-
satisfy the
sufficient is
shown
by the equations
is
ux
satisfying the
uy =-~l,
l,
vx
=l,
Cauchy-Riemann equations;
not
exist.
We
f{z)
now show
shall
= u+iv
an
is
domain D,
if the
continuous,
and
=l,
vy
be regular
analytic function of z
= x+iy,
satisfy the
uy
regular in a
,
vv
exist,
Cauchy-Biemann equations
are
at each
point of D.
Let
since
points of D.
have,
Then,
by the mean-
is
Pollard, Proc.
London Math.
is,
by
28
definition, equal to
= Km (x/x) =
aj-0
Soc. (2)
1.
(1928),
'
A COMPLEX VARIABLE
FUNCTIONS OF
42
where
and
77
tend to zero as
(s',y')-(*,y)
and
z'
->
Similarly,
z.
tend to zero.
Riemann equations, we obtain
where
e'
1/ also
/(')-/()
where
= K(*,y)+*vx {x,y)}&-z)+to,
m-m _
and so
z'-z
U<x+ ivx-
Now
\y'-y\
\x'x\
z
z <{\A+W\)
(fol+IVI)
< H + le'l+M + IV
Hence
z
as z ->
z.
Thus
/(z) is differentiable at
Example. The
derivative
is
function /(z)
identically zero.
is
Show
regular in a
that/(s)
is
domain D, where
its
constant in D.
3.5.
expz
is
logarithmic,
defined
by the power
series
^zn
=1+2,^-
By
e?
when
for expz,
43
z is
multiplication law
= exp(z+z'),
expz expz'
which
is
finite constant,
/(z)
is
identically zero,
is
found by putting
and
= expz exp(a z)
so/(z)
is
az, that
expz expz'
exp(z+z').
This result is usually called the addition theorem
of the exponential
function, f
An important consequence of the addition theorem is that
expz never vanishes. For if expz vanished when z
z v the
equation
expz 1 exp(
would give an
3.51.
infinite
value for
The trigonometrical
x)
exp(- Zl ), which
impossible.
is
functions
It follows
from the geometrical definition of the trigonometrical functions of an angle of circular measure
x thatj
sin^=
V( 1)"
x2U+1
catT
"
'
,w
*n
n x
We now define
the trigono-
by the equations
z 2n+l
infinite,
we
see
1911), 131-4.
44
at once
of sin z
derivatives
by the
tanz
sinz
cotz
= cosz
secz
cosecz
cosz
sinz
cosz
smz
and
any domain
cosec 2 z and
which sinz never vanishes and have derivatives
coseczcotz respectively
If we denote exp(iz) by eiz in accordance with the convention
of 3.5, the equations defining the sine and cosine become
in
sinz
From
fe
(e
e~
iz
cosz
)/2i,
iz
(e
+e- iz )/2.
these formulae
for expz, it
fundamental identity
sin2 z+cos 2 z
= sinzcosz' + coszsinz',
cos(z+z') = cosz cosz' sinz sinz',
sin(z-)-z')
Example. Prove
that, if z
e"
3.52.
are defined
by the
equations
e~
cosech z = 1/sinh
sinhz
We now
i(e
),
coshz
z,
sech z
l(e
= sinhz/coshz,
coth z = 1/tanh
+e~z ), tanhz
1/cosh z,
z.
complex
values of z
preted as
45
inter-
analytic functions,
= sinhz,
sinh iz = sinz,
siniz
cos iz
= coshz,
coshiz=cosz,
3.53.
If z
The zeros
of sinz
and cosz
and
so sinz vanishes if
and only
sin x cosh y
if
cos x sinh y
0,
0.
is
sinz
z~=^-^
iN
V) re
sin(z-m7r)
z=^
which tends to ( l) n as
1V
'
,^,_ iy(?i:H^l
Z}
(2r+l)l
z -> mr.
at the points
z = mr.
a singularity
is
(z nir)cotz ->
Similarly
{z (m+J)7r}tanz
as z ->
1,
->
{z (w+i)77}secz
( l)"+i
-^
(n+ 1)tt.
Example
1.
Show
niri,
(zmri)coaechz->( l)\
1.
Example
{z-(n + J) 7n}sechz->i(-l)'+i )
The
3.54.
1.
periodicity of expz
The
expz
so that
expy
e a (cos^+isinj8)
= exp(z+y) = expzexpy,
1.
But
1,
this equation,
when
e<sin 8
1,
ecos=l,
If
<*
cos
Hence
3.55.
implies that
2mr, where
1,
sin
0.
and
so a
0.
The
0.
of z.
To
and so u
thus of the form
e"
\z\
= log
write
47
= u-\-iv,
that
real, so
e u (cosv-\-ism.v)
From
we
|z[.
w=
z.
is
log|z]+iargz.
We shall write
Logz
tion argz, is called a branch of the logarithm. The most important branch is the principal value of the logarithm of z, which
is obtained by giving to argz its principal value.
We shall
denote this principal value by logz, since it is identical with the
ordinary logarithm when z is real and positive.
Now
but as z ->
->
is
oo.
log
|z|
hmarg(x+i?/)
tti,
limarg(a; iy)
ni.
if z
and z' -*-z along any path which does not cross
the negative half of the real axis, then log z' ->- log z. But if the
Hence,
path from
z'
48
w w
z z
as
z'
->
w w
Thus log z
z.
is
/exp w
expw;
-> l/expw> = 1/z
expw>
exp w
w w
is
in
D, which
log z
+ log z',
Example 2. Show that log(l z 2 ) is a regular analytic function provided that the z-plane is cut along the real axis from oo to 1 and
from +1 to +oo. Discuss how the function behaves when circuits are
made about the points 1 and 1.
3.56.
The power
is
oo
<
series
1 z-fz2
-,
But, by
3.33, the
sum
+...
is
the derivative of
the function
/(z)
'
'
2+l
n+1
'"
whenever the
Now
/(z) is unity.
Hence
F(z)=f(z)-log(l+z)
when
\z\
<
1.
is
regular
Z
,. Z n+1
= is-_z + _...
+ (_i):
S
log(l+z)
convergent when
\z\
<
1.
'
'
n+1
The function
3.57.
49
za
any other
w=
exp/^Logz]
vfl
= zP,
We
a*
The other
so that
shall,
we
however,
namely
= exp/l'logz).
w=
zPlge ik n ilQ
'
"
We now define z
any
for
equation
this definition the
zzP
= exp(alogz).
,
z<*
With
real or
,
law of indices
still
holds; for
We
we
> 0,
then
Hence,
if
<
and
(x iy)<*
as
y->0; thus
z<*
is
when
when a is an integer.
also discontinuous
z is real
and
however,
one-valued and continuous in every bounded domain
of the
z-plane, supposed cut along the real axis from 00 to
0. Moreover, if we write the equation defining z<* in the form z<*
e<*
It
is,
4111
dz a
dei dt
az
a dz
_,
2,
that
z<* is
regular in
50
Example
1.
Example
Z?2
tion
(1-z2
1 /2
)
(!)"
REFERENCES
Power
series:
The
exponential, logarithmic
and
trigonometrical functions:
Appendix.
MISCELLANEOUS EXAMPLES
i.
m=
if
afly(y
ix)
7Z*
<**>.
x a +2/ 2
^)
>
If z
along
re9*, f(z)
analytic function,
tions are
Su_\Sv
8v
8r~r86'
8r
~~
8u
r 8$'
3. Verify that the real and imaginary parts of log z satisfy the CauchyRiemann equations when z is not zero.
4.
/(z^l+J^-Hp^zregular when |z| < 1 and that its derivative is a/(z)/(l+z). Hence
show that the derivative of (l+z)~/(z) is zero, and deduce that
is
/(z)
5.
If
is
any
(l+z).
and if
<
<
\tt,
prove that
|e*/z"|
6.
Prove that,
if
is
where
\z\
3 = z+/(z)
\fn (z)\
<
i|-\
<
\n,
51
Deduce that
as
7.
is
1+&
%z
z5
8.
are sinz
and cosz
Isinzp
9.
respectively.
(cosh22/-cos2a;),
|cosz| 8
(cosh22/+cos2a;).
Prove that
sinh|Imz|
'
'
sin
cosh(Imz).
Deduce that
|sinz|
and
<
<
|cosz|
<
7T.
10. If f(z)
= u+iv
is
an
is
the case
when
(i)/(z)
z \ (ii)/(z)
domain
constant,
sinz.
CHAPTER IV
CAUCHY'S THEOREM
4.1. Rectifiable arcs
discussing Cauchy's theorem on the integration of
of a complex variable, it is desirable to confunctions
analytic
the
length of a Jordan arc, whose equation is
how
sider briefly
Befobb
= x(t)+iy{t),
< <
t
T, may be defined. Let z z 1;
t
which correspond to the values
of
this
arc
z 2 ,...,z n be the points
t
t
v t 2 ,...,tn of the parameter t, where
where
The polygonal
from
to z 1;
arc which
from
is
z x to z 2 ,
<
...
tn _ r
<tn =T.
and
2=2
Iv- V-ll-
{x 2
+y
2 112
dt.
The
first
is
to
show that
can be made to
t Proofs of this are given, for example, by P. Dienes, The Taylor Series
(Oxford, 1931), 199-201; E. W. Hobson, Functions of a Real Variable (Cambridge, 1921), 1, 318-20; E. G. Phillips, Course of Analysis (Cambridge, 1930),
208-10.
CAUCHY'S THEOREM
differ
by
as
little
as
we
53
sum
1^2Wr)+iy{tr)\(t-tr-x),
r=l
We
sufficiently small.
r_x
|{|Z|-|Z'|}|< \Z-Z'\
of
1.32,
<
\{\Z\-\Z'\}\
\m(Z-Z')\ + \Im(Z-Z')\.
Hence we have
Ir=\{
<
\z-Zr-l\
\*(tr )
+ iy(tr)\(t -tr-l)
r
\(Xr-%r-l)-x(tr)(tr-tr-l)\+\(yr-yr-l)-y(Wr-tr-l)l
where rT and
Ir
= x{r
r )(tr
<
t^j),
he between
r'r
tr _ x
differential calculus,
yr yr -i = y{r'r){tT -tr - x ),
and tr and so
,
(t-tr-i){\A{rr )-x{tr )\
+ \y{r' )-y{t
r )\}.
<
\m-y{t')\<e
e,
Ir
<
tT _ x
is
Htr-tr-l),
1 ~ 2x < 1 ^ <
2e
2 {t-t^) =
2e(T-t
).
Finally,
tion, the
T
j
as
n tends
\x(t)+iy(t)\ dt
to infinity
JV + ^i,2
dfy
*>e
tr
tr _ 1
ma de as small
CAUCHY'S THEOREM
We have thus shown that a regular arc
54
and that
rectifiable
its
length
is
is
T
2
2 112
j {x +y }
dt.
to
4.11. Contours
If
AB
and
respectively,
BG
are
two
in
and V
common, the
arc
AG
is
a contour.
By a closed contour we mean a simple closed Jordan curve
which consists of a finite number of regular arcs. Obviously
a closed contour is rectifiable.
indefinite integral
may
that of differentiation.
tions of a
But
complex variable we
start
integral as the limit of a sum, and, later on, deduce the connexion between the operations of differentiation and integration.
in the
We
shall
in the nineteenth century at the hands of Biemann.f
now explain Riemann's definition of an integral, not, indeed, in
its original
^ <
We
is
reprinted
CAUCHY'S THEOREM
arc into
smaller arcs
by the points
55
z v z 2 ,..., zn _1 , z n
(=
Z),
of the parameter
"^
t,
*1 *~-
*n-l "^ *n
2 /(W(V-ar-i).
2 = r=l
where
r is
a point of
between
and
zr _ x
zr
sum
= jf(z) dz.
L
The
direction of integration
is
from
the arc
increases.
Thus the numbers Z, z play in this theory much the same parts
as the upper and lower limits in the definite integral of a function of a real variable. Nevertheless, we do not write
z
= jf(z)dz;
for, as
Example
1.
If
j"
dz
is
any
the points
and Z,
prove that
= Z-z
jzdz =
%{Z*-zl).
CAUCHY'S THEOREM
56
Both
on L.
In the
first case,
is,
we have
a,
This
is
Zi
and
so
zr-l)-
r=l
necessarily the same as the limits of
is
also the
2. zA zr
r=i
same
*(2x
zr-l)>
Zr
~ 2 zr-l\ zr zrl)>
r=l
+2
as the limit of ( 2,
2.)
= ii
(4-4-i) =
=
r
Hence
izdz
)*
But
2
i(^ -^).
"
i(Z 2 zl).
L
be observed that in both these examples the value of the
independent of the path from z to Z.
It should
integral
is
Example
and
BC
2. If f(z)
is
in
jf(z)dz= Jf(z)dz
AB
AB
f(z) is
jf(z)dz.
BC
Jf(z)dz=L'
rectifiable arcs
AC and that
AC
Example 4. If /(z)
constants, prove that
two
and
W( z + bg( z
)
jf(z)
L
and
)}
dz
a J7(z) dz
L
L'
is
dz.
if
+b j g(z) dz.
L
a regular arc
is
integrable along
j f(z)
dz
L and that
T
j F(t){x(t)+iy(t)} dt,
CAUCHY'S THEOREM
57
2/0^-^-1),
2 = r=X
where r is a point of the arc between zr _ x and zr If rr is the
parameter of ,., tt obviously lies between tr _ x and tr Writing
are real, we find that
F(t) = <f>(t)-\-itp(t), where j> and
.
tfi
2 = r=l
2 ^(T )(av av_i)+r=l
2 0(T )(av av_i) +
r
We
By
separately.
term
first
sums
is
2i
r)
r=l
ft- <*-l).
where r'r lies between r _ x and tr The first step is to show that
2 X can be made to differ by as little as we please from
.
j,=i^)i((H-i)
r=l
by making the greatest of the numbers tr tr _x sufficiently small.
Now, by hypothesis, the functions (f>{t) and x(t) are continuous.
As continuous functions are necessarily bounded, there exists
a positive number K such that the inequalities \<f>{t)\ < K,
\x(t) < K, hold when t < t < T. Moreover, the functions are
|
a positive number
positive
number
e,
8,
\tt'\
is less
than
<
8,
we
Hence,
we have
8.
<
if
please,
depending only on
\<f>(t)-<}>(t')\
when
we
as small as
e,
\x{t)-X{t')\
6,
<
t
T
tT _ x
\<j>(Tr )x(r'
r )-<f,(tr )x(tr )\
=
<
\</>(rr
\<f,(rr )
\x(r'r )-x(tr )
+ |x(
r)
|#Tr )-#g
< 2#e
CAUCHY'S THEOREM
58
and
-2
therefore
\I1
By
\<2Ke(T-t
).
a real variable,
T
j.
<f>{t)x{t)
dt
limits.
Combining these
we
results
that
find
tends to the
limit
T
j
T
(<f>-<f>y)
dt
+i j
to
and
T
(tpx+<f,y) dt
F(t){x(t)+iy{t)}
dt,
J*
t%
to
This result
is
existence theorem. It
More
f(z) is
Example
27T
Rd cos + iRD sm
.
( Msint + iBcost)dt
'
o
.TT
dt
2m.
Example
from
2.
1 to +1
CAUCHY'S THEOREM
4.14.
of a
59
complex integral
C of length
I,
where
it
satisfies
<
jf(z)dz sCMl.
In proving
this
when C
case
Now
if
variable
t,
is
<f>(t)
is
tmitr-tr-lti
and
so,
real
we have
on proceeding to the
T
<I
mtr)\(t-tr-l),
limit,
<
j<j>(t)dt
to
f \<f>(t)\dt.
to
F(t)
on G, and so
\F(t)
\
<M
Hence
JF(t)(+iy)dt
jf(z)dz
<
<M
4.2.
T
f (x2
2 1 '2
2/
dt
il^?.
Cauchy's theorem
two given
An
points.
is
CAUCHY'S THEOREM
60
the arc
along
Lr
L and L
jf(z) dz
jf(z) dz
]*/(*)
dz
("/()
dz
(f(z) dz
= 0.
In the sequel we
rectifiable
It
is
curve
very
is
difficult to
general form.
4.21.
may
be carried out.
of Cauchy's
theorem
We now
jf(z) dz
0.
and on
are real,
we
have,
j f(z) dz
a
4.13,
= j (u dx v dy)+i j (v dx +u dy),
'
where, by J
the form
by
(Pdx+Qdy), we mean
c
the
sum
of the integrals of
(Px+Qy)
We now
y),
y),
THEOREM
CATTCHY'S
61
then
By
hypothesis
f'(z) exists
ever,
/ (z)
we
and
is
= ux +tvx = vy iuv
,
assuming that u and v and their partial derivatives ux vx u v are continuous functions of both variables
y
x
y
and y in D. The conditions of Green's theorem are thus
are, in fact,
,
satisfied.
Hence we
see that
o,
by the Cauchy-Riemann
of Cauchy's
theorem
More generally
still, it
iff(z) is
its
an analyW}^l ^0
ff(z)dz
a
= 0.
We
will also
be
CAUCHY'S THEOREM
62
The
first
step
is
to
show
that, if f(z)
is
an analytic function
whose derivative f'(z) exists at each point within and on a triangular contour C, the integral of f(z) round C vanishes. Let
us write
f(z) dz
= h,
o
so that h
> 0.
The proof
we
are led
>
0.
to a contradiction if we assume that h
0. If we join the middle points
Let us suppose, then, that h
>
of the sides of
Then
jf(z)dz=2
since,
on the right-hand
side,
we
j f(z)dz,
are integrating twice in oppo-
we have
A<2
r=l
J>)
dz
y.
jf(z)dz
>lh
V,
must hold
for at least
one value of
r,
we take
jf(z)dz
>&
We now treat Cx in
jf(z)dz >A/4
By
CAUCHY'S THEOKEM
63
radius depends on
e,
<
!/(*)/() ( Xr()
e\z-a\
holds. This neighbourhood of a contains all the triangles
of the
sequence for which n
N, where
is an integer depending
J
>
It follows that, if l
n
inequality
e.
/(z)
|
by the
is satisfied
is
We know,
(2
affix z of
it
jf(z) dz
0,
zdz
provided that
= 0,
{{M-f(oc)-(z-)f'(oc)}dz
1
,
the perimeter of C.
have thus shown that, when
is
< h < 4
This
jf(z)dz
We
Gn
every point on
Hence, when n
the
follows that
where
however, thatf
j dz
from which
> N.
on
> N,
dz
<el2
that h
>
is
regular.
any
We
shall
make
The proof
499-506.
is
up
into a finite
number of
1.
X (1900).
CATJCHY'S
64
triangles.
For,
if
the polygon
THEOREM
is
not convex,
it
can be divided
jf(z)dz
=f
jf(z)dz,
side, we are integrating twice in oppoover each side of a triangle Cr which is not also
part of a side of C, and the corresponding integrals cancel. But
we have shown that the integral of f(z) round each triangular
contour Cr vanishes, and so
since,
on the right-hand
site directions
jf(z)dz=0.
o
We have now reached the really difficult stage in the proof
of Cauchy's theorem in the general form enunciated at the
beginning of this section. We are given that f(z) is regular
within the simple closed rectifiable curve C and continuous
within and on C. These conditions imply that J/(z) dz exists;
c
we have
to
show that
it is zero.
lim
The
/()&=
\f{z)dz.
gested
by geometrical
intuition.
is
Nevertheless,
CATJCHY'S
tent^ourselves
THEOREM
65
The deformation
7"
of contours
^g *
n fthe
1
an analytic function round
a !5f
a
closed contour, within which
the function is not necessarily
Can
n be -^PH&d by noticing that
Fig. 1
For simplicity we
d f Prf iS
T^
C are
Tow Vw"-^
show
that jf Ox and
pletely inside C then
v
ff(z)dz
quite
""all
8eneral
two closed contours, C lying
com .
2
ff(z)dz,
^ Watson, Co^,^^^^
4111
CAUCHY'S THEOREM
66
integral
round
L x is
J7(z)
Hence
0.
But
Lx
jf(z)dz- jf(z)dz
when we take
0,
C2
formula
'
2iri
if
is
za
c
Since f(z)
is
regular at a,
f{)
we have
=/(o)+(-o)f(o)+(2-o)l.
<
za
J
7
za
27rt/(a)+
r]
dz.
CATJCHY'S
From
THEOKEM
fi7
we deduce that
this
since
this
<
- '* - -tte
s^vir^'
quite independ
2tuJ
'
s integral
formula
withm a
C^t sC ZT
The
If it were
tMS frmUla iS
JI7 ^
to^iTsH^f
** - the
derivatives of an analytic
function
known that the process of differentiating
Sh W
lies
6 8hOTteSt diBtenoe fr
Cauchv's
m to
^ m-
wfthin O
withm
'*'
'
less
-^pM = {
we have
2J
f(z)
)*
(- a -A)(g_) az
'
CAUCHY'S THEOBEM
68
and so
l_
/<+*)-/()
h
f.A'Lfc
2id) {z-af
tort
Hence
_ um /(+*)-/<"> = J_
f(a)
dz.
(zah){za)*
J>
a
/()
provided that
J
is
is
dz
-h)(z-af
(a
when
z is
J
<c
Z
is
48 3
on C, and so
Ml
/(g)
where
<M
M_
<
(a a h)(z a) 2
\f(z)\
(2 a A)(z af
dz
48 3
The
result
proved has the very remarkable conitself regular within C. To prove this, we
we have
just
Accordingly
we
'
tti
(zaf
consider
f(a+h)-f(a) .1
f
TrtJ
/<*)
fJ
tori J
dz
(z a)
1
\{z-a-hf
{z-af
2iri
JK) (z-a-KY(z-af
\dz
(z-arj h
2h
But
it is easily
69
CAUCHY'S THEOREM
by using the same type of argument as
expression tends to zero with h. Hence
seen
f(a)
= hm-
exists
and
is
hr->o
given by
2ni] {zaf
c
In a similar manner we can show that
by
r{a)
*L (
f"(z) is regular
within
the formula
JVL*,
when a
is
orders which are regular within C, the nth derivative being given by
/<*)()
f{z
-^L
dz.
Laplace's equation
dW SW _
+ 8y
dx*
a
(g-2 + ^)
|/|
4|/?.
an
-m
circle
<M
of
holds
Hi. f
2m
{za) n+lx
dz.
< MjBn +
On
C, \f(z)l(za) n ^\
The
Example. Prove
have a true
1
,
is
2nR.
CAUCHY'S THEOREM
70
4.34. Liouville's
An
of the z-plane
!f f(z)
l/()l
is
^M
constant.
This theoremf follows at once from Cauchy's inequality concerning the derivative of an analytic function. For, if
a is
any point of the z-plane, f{z) is regular when \za\
R, no
matter how large
may be, and satisfies there the inequality
<
\f(z)\
< M.
Hence we have
L/l<.
R
Making
however, a
tend to
is
infinity,
arbitrary,
The converse
4.4.
Hence /(z)
of Cauchy's
is
a constant.
theorem
contour,
it is
both necessary
and
an
analytic
The condition is evidently sufficient. For the difference between the integrals of f(z) along two different contours,
which
lie within C and have the same end-points,
is equal to the
integral of/(z) round a closed contour within C, and
so vanishes.
To show that the condition is also necessary, we consider
the
function
of z;
let
us denote
it
by
F{z)
= jf{z)dz.
a
We
shall
is
in C.
t x * was given
to Cauehy.
by
due
CAUCHY'S THEOREM
71
<
<
b+h
F(b+h)-F(b)
f(z)dz,
From
is
now taken
to be a straight line.
b+h
F(b+h)-F(b)
-f(b)
= lj{m-f(b)}dz.
6
We
Now, by
when
<
\zb\
-q.
<
Hence we have, by
4.14,
F(b+h)-F{b)
-f(b)
<e,
<
shown that
F(z)
is
regular inside
within C.
by
and that
its
derivative
is
condition.
If f{z)
and
is
if
jf(z)dz
r
for every closed contour
tion, regular
is
an
analytic func-
within G.
\f(z)dz,
a
f Rendiconti del
It. 1st.
72
CAUCHY'S THEOREM
contour C.
ff(z)9'(z) dz
= f(z)g(z)-f(a)g(a)-
\ f(z)g(z) dz,
when
integration
4.5. Taylor's
is
theorem
We saw in 3.33 that the sum of a power series with nonzero radius of convergence is an analytic function,
regular within
the circle of convergence.
now prove the converse theorem,
that iff(z) is an analytic function regular in a
neighbourhood of
We
a,
it is
By
on the
number
with the
x be any
< R. Let R
R = HR+RJ,
2
ft.
Then
is not zero.
property that/(z)
Y an (za) n
so that,
within
and
circle
as
Now let
a+h is within the circle
formula
C,
<R
x.
Then,
4.31), that
f(a+h)
2m Jf-^-dz
zah
-a/Hi
hn
A2
+
(z-af {z-af + '" +
A+i
+ z - a )n+i-r (z_o)+i(z_o-A)/
7
(
If
we now
analytic function,
f(a+h) =/()+
2/w ()^+^>
an
CAUCHY'S THEOREM
An
where
=,
*^
73
/(*)
dz
f
2*1 J (z-o)+i(z-a-A)
'
<7
But
there.
|/(2)|
|/(2)| is
and
so
^M
=R
Since, however,
An
is
bounded
such that
2,
\z-a-h\
that
Hence
\h\
|{|-o|-|A|}|
4.14,
<
we
^<
tends to zero as
> J?,-^.
find that
i? a , it follows
n tends
from
to infinity
this
and
inequahty
therefore that
<R
x,
\*n\<
R^-R^rJ
have
'
respect to
h when
<
\h\
>
^ Rv
<
the form
f(z)=f(a)+ffnKa) t=^.
*i
n=l
This expansion
n\
<R
R1 <
is
CAUCHY'S THEOREM
74
Example
is
1.
equal to
\z[
<
1,
Example
Show
2.
V "(g-lMcx-w+l) ^
that,
when
|z|
<
1,
z2
lOg(l+Z)
= Z--+ zg -....
4.51. Zeros
M=l
neighbourhood of a and has no
given
which converges in the
non-zero coefficient in this
first
constant term. If am is the
expansion, we say that a is a zero of order m.
Let us suppose, then, that f{z) has a zero of order m at a.
f(z)
where
is
<j>(z)
{z-ar
regular
am+n {z-ay
when \za\
<B
(s-a)W),
a neighbourhood
of the point a which contains no other zero of f(z).
that
2c, it follows from the continuity of <}>{z)
For if <f>(a)
when
< 8 in which
|fla)-fla)| <
\c\.
>
{ |^(0)
|^(*) ^()
>M
<
there.
8, and so <f>(z) certainly does not vanish
(za) m(f>(z), we have thus shown that the only
Since f(z)
8 is the given
point at which f(z) vanishes in the region \z a\
when \za\
<
zero z = a.
From
having
an
in a domain D, and
identically in
D.
CAUCHY'S THEOREM
For
75
is
/(*)
=i
(*-)*,
Hence f(z)
is
identically zero.
4.52. Laurent's
theorem
R<
<
<
/(*)
= 2 (-)"+ S b n (z-a)-,
o
R<R
<R' <R'
and
let i? 2
\(R+RJ, R'2
such
that
= i(iJ'+JK{).
respectively.
<
2rn J
zah
2tti
f
J
zah
2tti
ni
<
f( z ^
zah
dz
we
= fan hn
o
easily
show that
CAUCHY'S THEOBEM
76
where
= -
an
2iri
(za)^1
dz.
<
Similarly
we have
ah
J z
277^
a
"'
Zhr
where
br
-x
f(z)(za) r
2m
dz
27riJ h n (zah)
But
MR
Thus n tends to
respect to h when
MR
>
(?*Y <
^
\h\-R^
Aim)
zero as n tends to
\BJ<
\h\
2iti
r
J
/(*)
zah
<
R'x
infinity,
,-y hnn
uniformly with
'
Z-i
n=1
c-
Rx ^
|/(z)|
and so
1}
provided that
of
b.-rM*Y
^R
_j_
finite,
when
\h\
^ R v We have
which
is
known
If f(z)
is
an
THEOREM
CATJCHY'S
R<
<
\za\
77
JR', it
of the form
series
CO
<
<
<
2iti
2,-TTl
<
dz,
n+ 1
} {za)
J
where
Y denotes C when n
<
we may take T
to be
any
^ 0.
\za\
r,
R<
where
Since,
how-
<
R',
R<r<
i?',
\za\
cosh(z
where
an
+ -) =
+ 2 (z" + ^s)>
the series being uniformly convergent in any closed annulus with centre
at the origin.
We have to expand the function coshw where w s-f-z-1 Now
eoshw is an integral function of w, whereas w is an analytic function
of z whose only singular point is the origin. Hence cosh(z+z~ 1 ) is an
analytic function of z regular in the annulus R < |z| < R', no matter
how small the positive number may be or how large R' may be.
We can, therefore, apply Laurent's theorem to obtain
oo
cosh(z+z- 1 }
= 2zn
78
THEOBEM
CATJCHY'S
an
1,
then
Y
o
2ir
|-
2ir
cosh(2eos0)cosn0d$
+~
cosh(2cos0)sinn#d0.
If
we put 6
2ir <,
we
and so
S7J
But evidently an
a_ M and therefore
,
coshfc+z- 1 )
00
+ 2 an (zn +z~ n
).
Example
function
(iii)
when
2.
l/{(z a +l)(z+2)},
\z\
>
(i)
when
<
\z\
series
1,
at
when
(ii)
<
\z\
<
2,
2.
an analytic function
no other singularity of
/(z),
the point a
is
an
isolated
\za\
< R in
called
If this
which
is
<
f(z) is regular
by the Laurent
series
o
Since, however,
we can make
r as small as
<
we
please, this
\za\
< B.
The
is
= a.
may
CAUCHY'S THEOREM
happen that
all
79
We
then
call z =
a.
f(z) regular
<
<
2 aAz a Y
if
we
the
an <l so
is
regular
when \za\
<
importance.
Secondly, the principal part of /(z) at the isolated singularity
may be a terminating series of powers of l/(z a). The singularity is then called a pole. If b m is the last non-zero coefficient
in the principal part, the pole is said to be of order m. Poles
of orders
poles.
1, 2, 3,...
The
triple,...
m at z =
a,
the form
f(z)
+ ...+
=
where
bm
is
\za\
(z-a)-m^(z),
<
(f>{z)
<
1/(2)1
> \\bj.\z-a\-.
TO = {z-ar/ftz),
where
</>(z)
Similarly
is
regular
we can show
is
<
8.
is
called
an
infinite
is
zero coefficients,
this case, a is evidently also a singularity of
t See
number of non-
4.51.
l//(z).
In
80
Example
CATJCHY'S THEOKEM
The function/(z) has a simple pole at
a simple
is
is
pole,
Example
2.
if/(z)
(z
- a)f(z) =
is
bounded near
Show
= a.
Show that
a and
b^ is
the residue
we have
lim{(z a)f(z)}.
b x +{z- a)$(z)
-> b t
a.
If
we
write
_ COS7TZ
~ (zaf&mTTz'
COt TTZ
(z-) a
we
pole.
lim
(z-n)coWz
^ cos
= Km
= ]im gcot77(g+n)
C-*o(+n a)*smnC
ir(n~ a) 2
'
When we
cot ttz
(za) i
_
~
cot ttL
is
cot7r(a+)
3.
tt
7*
Example
is
now
Determine the
77-
,2
7racot77a+...,
cosecVa.
singularities of zcosecz,
and
find the
Example
Example
5.
6.
Show
4.
the origin.
Example
is also
CAUCHY'S THEOREM
Example
at z
a.
7. f( z ) is
Show
that,
81
n.
<
larities in
point.
We
<
an essential singularity.
Example. Show that sec(l/z) has simple poles
_ l/{(n+)7r}, where n is an integer or zero, and an
call it
4.55.
tial
singularity
We
have seen
at the points
essential singu-
that, if
is
isolated essen-
is
to Weierstrass.J
which has an
any number,
if/
t Abh. der Preusa. Akod. Wiss. zu Berlin (Math. Klasse) 1876, 11
reprinted in Weierstrasa's TFer&e, 2, 77.
l>
This
is
CAUCHY'S THEOREM
82
real or complex;
numbers
and
r,
we have
show
to
no matter how
< r at which
that, given
two
positive
<
\f(z)c\
z1
e.
is
<
<
\z a\
r. We have to show that there
when
a point z x in this region at which \g(z) > 1/e.
Let us suppose that, on the contrary, |gr(z)| < 1/e there.
regular
exists
00
Then,
if
K = hi
is
2 K( z ~ a )~ n
fl'C'K*-")""
>
we have
'^
H=P
<p<
where
r,
and hence
This
impossible; for
is
regular at a.
is
\g(z)\
<
1/e
when
is
<
\za\
<r
is,
it
therefore, untenable.
We have thus shown that the inequality \g(z) > 1/e must be
satisfied at one point at least in the given neighbourhood of a;
\
a point at which
an
any given
1/z and ellz
<
be,
whereas
e llz attains
t Comptes Rendus,
(1879), 1024-7;
89
(1879), 745-7,
The
CAUCHY'S THEOREM
proof of Picard's theorem
present stage.
4.56.
The point
is
83
at infinity
The equation
z'
l/z sets up a continuous one-to-one correspondence between the points of the complete z-piane and
the
points of the complete z'-plane. If z is at the point at infinity,
z' is at the origin. Accordingly we shall say
that a function /(z)
has a zero, a pole, or an essential singularity at infinity
if the
function /(z- 1 ) has a zero, a pole, or an essential singularity
at
the origin. For example, the functions sin l/z, (z+1) 2
and ez
have respectively a simple zero, a double pole, and an essential
,
singularity at infinity.
It is important to notice that
if the only singularities of an
analytic function, including possibly the point
at infinity, are
poles, the function is
a rational function.
F(z) be such a function. It can have only a
finite
number of poles since a limiting point of poles is an essential
singularity; let its poles be at a ,,..., a oo,
of orders n n ,...,
x
k
For
let
nk
is
m respectively.
G{z) =
regular in every
tion.
We
x,
It follows that
can, therefore,
G(z)
= fb n z",
o
But
value of z.
finite
{z-a^iz-a^.^z-a^ has
a pole of order
N = n +n +...+nk
1
at infinity.
N+m.
terminates and
is
of the form
N+m
This gives
F(z)
and
so F(z)
is
a rational function.
CAUCHY'S THEOREM
84
possible to find
domainf
the function
x -{-D 2 ;
D
D
D D
true.
that fx (z)
,
which belong to 1 or to
f By
x +2) 2 we mean the set of points
is also a domain.
both. Since
l and
a are domains, -Dj+Da
or to
CAUCHY'S THEOEEM
< p,
= e '
85
where
and $V3
respectively;
4.61.
The general
Let
we
ulti-
by power
series
an (z
n whose circle
of convergence
)
sum of a power
has a
finite
non-zero radius.
CAUCHY'S THEOBEM
86
is
Taylor
series
>
,,
,i,
whose
Let
circle of
convergence
is
Gx
say.
rx
denote the
circle
three possibilities:
(i)
CQ was chosen.
when CQ is not a natural
(hi) Cx may touch C internally even
is a singuboundary of /(). The point of contact of C and Gx
internally,
point z x within
no matter what
on
Cx and
this
cannot be withm
We
see, then,
that
=2
if
is
TC
>
lytically.!
CAUCHY'S THEOREM
the function
problem
87
is,
Example
initially.
Show
the point z
I,
analytical continuation
of/(z).
is,
power
series. If
(za) n
(I o)+i"
\za\
|1 o|.
at z
1, which is, therefore, a
singularity of the complete analytic function denned initially by the
given power series. If, however, a is not real and positive, we have
The
of convergence
circle
Now
<
if
<
1,
Cy touches
<7
new power
series
Example
Show
2.
/(Z)
= l ++2 +2 +2 +
2
...
a natural boundary.
The circle of convergence C of the power series is \z\ = 1. If the point
e" 4 on C is not a singularity of /(z), then /(re" 4 ) must tend to a finite
is
number
r increases
and tends
to unity. J
f{z)
say.
Since
a unique
/1 (re
limit
23wi / a *)
asr->
y2
is
1.
re 2D/29)
a polynomial in r of degree
2, it
tends to
But
= 2
=8+l
r ae 2i+-j)irf
_ y
r a f
=a+l
An
Hadamard and
<
1.
Yet
is
CAUCHY'S THEOREM
88
crosses
Ca
its circle
, so that it is impossible to
continue f(z) analytically outside
of convergence.
REFERENCES
Complex
E. Goubsat, Cours
S.
(1928),
145-60.
E. Goubsat,
Chap. XVT.
loc. cit.,
Hadamabd and
J.
S.
Mandelbbojt, La
MISCELLANEOUS EXAMPLES
1. The function /(z) is regular when
\z a\ < R. Show
< r < R, then
that,
if
2ff
2.
/'()
real part
is
regular
|a|
then
fla)
JK
'
2ni
F(6)e-"de,
of/fa+re8*).
when
< R<
\z\
<
R'.
Prove that,
if
R',
B2 ~ aa
f{) d
J(
>
(z-a)(R*-za)
J
f
'
where
is
the circle
\z\
0<r<R,
R.
that, if
o
3.
|/(z)|
\z\
<
When
<
l/WI
<
I/WI^*.
4.
The function
CAUCHY'S THEOREM
when \z\ < E and has
89
/(z) is regular
the Taylor
QO
expansion
o an zn
Show
that, if r
<
R,
= JK|V.
|/(w*)|cW
2^J
o
Hence prove
that, if |/(z)|
M when
<
fo
5.
Deduce Cauchy's
notation of
|a|
iJ 2
|/{M)(a))
<
<
R,
ilf 2
from Ex.
inequalities
4.33,
\z\
4,
and show
that, in the
n MjRn
,
that the branch of the function (1 2/^z+z )+ 1 when z = 0, is regular when is less than the
|^\W~ 1)| anc so can be represented by a Taylor series
07. Show
equal to
1 /2
\z\
which
is
smaller of
i+f -P.0*)*".
Prove that the
coefficients in this
*- J^ -2/4Z+Z
2 )- 1 / 2
efe
where
00
2jt
where
JJu)
( 1)V_()
= J-
cos(0-wsin0)
d#.
9.
|z|
|/(z)| is
bounded as
the form
series of
CO
\z\
>
R.
The function /(z) is regular in the strip a < Imz < <x, where a
Prove by using Laurent's theorem that, if f(z) is periodic,
positive.
of period
2tt, it
CAUCHY'S THEOREM
90
where
C)}
/(z)er* dz,
o
Deduce thatf
00
/(z)
+ 2 (aoosnz + 6sinwz),
2v
where
aB
27T
6 = -
/(z)coswz dz,
o
11.
Each of the
12.
functions
Show
z),
cosec 2 zlog(l
(ii)
origin.
Find
its
\z\
Show
that the
>?* M
sum
acz
T^ +
a when
14.
is
z/(sinz tanz)
1 is
^
<i
is
(iii)
functions
13.
/(z)sinraz dz.
cotz,
(i)
\z\
<
1,
but
(a
- c)
is
\z\
<
1,
z2
z*
(z^ri+z^i + z^i + -)
when
z/(l z 2 ) when
2 ;=?**
<*>
of the series
|z|
>
1.
Why is this?
series
(1+Z)(1+Z M + 1 )
but
is l/(z 2
1) when
\z\
>
1.
The function
equation
is
\z\
*>-"> filial ft
8=1
is
regular
(!e9
6=1
|/(z)j
on O.
t This result is Fourier's theorem for analytic functions of a complex
variable.
detailed account of the conditions under which Fourier's theorem
for functions of a real variable is valid will be found in Hobson's Functions
of
a Real Variable, 2 (1926).
CAUCHY'S THEOREM
<
log F(z),
show
91
that, if z
= rew where
R, then
iogi/<*)i
log
8=1
2 log li^=^l +
l^=^r S=l
2ir
+ 2^
JJ2
lo
j.2
gl^^>l .ffl-2JfrcoB(g-^)+^
Deduce that
2ff
log
|/(^)| d*
= ftr^
J5^gp
-flog
|/(0,|.
How
would these
t J. L.
is
results
W.
CHAPTER V
UNIFORM CONVERGENCE
5.1.
Let
of a sequence of functions
be a sequence of one-valued functions,
each defined in a bounded closed domain D.
At present we do
not assume that these functions are differentiable
or even continuous in D; they are merely functions of the
complex variable
z in the most general sense.
(z),
s x {z), s 2 (z),...
We
D
s(z) = lim sjz).
made
definite
< e Wh en
N such
> N.
The
N, which
integer
is
by being taken
In
this
N=
way we have
).
M=
on
),
e alone,'
<
n^M.
<
analysis; for, as
UNIFORM CONVERGENCE
we shall see, it often enables
93
The
The definition which we have just given of the uniform convergence of a sequence presupposes that the limiting function
of the sequence is known. Before we proceed to discuss the
properties of uniformly convergent sequences, it is desirable to
express the condition for uniform convergence in a form which
does not involve the actual determination of the limiting function. This is provided by the following principle of uniform
convergence, analogous to the principle of convergence for
sequences of numbers. The necessary and sufficient condition for
the
s 2 (z)... in the
<
P ^)sJz)\
s m+
we
For if the
have, in the notation
\s
(z)\
(z)\
Hence,
if
(z)}\
(z)\
at each point z of D.
we
sm+p\ z )
find that
But
since
\s
sm\ z )\
\s(z)s m (z)\
n (z)
m (z)\
<e
<
<
e>
e.
at each point of
provided that
UNIFORM CONVERGENCE
94
=
<
<2e,
when n >,m. Hence the sequence converges uniformly
5.12.
to s(z).
functions
s(z)
positive
number
e,
we can
find
an integer M, depending on
n^z M. Hence,
if z x
\s{z x )-s{z
2)
=
<
lisiz^-s^z^+is^z^-s^z^+ls^z^-siz^}
l*(i) *jf(i)|+
\s(z 2
(z) is
continuous.
<e
of D for
M)w(z')l
holds for each pair of points
Hence,
if
\z 1
z 2
<
8,
z, z'
we have
Kzi) s(z 2 )|
this proves the theorem.
<
3e;
which \zz'\
< 8.
UNIFORM CONVERGENCE
From
we
95
shall
lim
n>co
s n (z) dz
The function
s(z) dz.
5:
Li
Jj
<
j"
s(z)
dz
s n (z) dz
| {s(z)-sn {z)} dz
<d.
Since, however, e
s n (z) dz
Lt
5.13.
f s(z) dz.
L*
tions
Let us suppose that the sequence of functions s
(z),
s^z), s 2 (z),...
end-points of L.
The value of
f s(z)
s n {z) dz
s(z) dz.
UNIFORM CONVERGENCE
96
by Morera's theorem,
s{z) is
regular
within C.
any
closed
function,
27rt
()
\z~af
J
r
tc
> M,
|'(a)-;(o)|
where
is
the length of V.
el1
<
2ttS 2
'
converges uniformly in
to
s"(z),
and so on
indefinitely.
5.2.
infinite series
^ un z
(
De a one-valued
We
with this
6re
()
If this sequence
s{z),
we say
is s(z).
If,
= o(*)+i()+a() + -+().
D
convergent in
and has the limiting function
that the series converges in
and that its sum
is
is
2 un {z)
is
continuous in a
UNIFORM CONVERGENCE
in D, then the sum of the series s(z)
Moreover, if L is any contour in D,
\ s{z)
dz
= f
is also
un (z)
97
continuous in
dz.
series.
Similarly,
series
we deduce from
tour G,
domain
*'(*)
= 2<(z),
D. This result is
sometimes called Weierstrass'sf double-series theorem,
since his
proof of it depended on expressing each term as
a power series
theorem to the
series
so
on
formed.
we can apply
Weierstrass's
u^(z), to obtain
*"(*)
and
series so
observed that
= !<(*),
indefinitely.
by term
we
as often as
5.21. Weierstrass's
please.
M -test
One of the
simplest sufficient conditions for the uniform convergence of a series is Weierstrass's ilf-test, which
runs as
follows.
The
lutely in
a bounded
an
infinite series
closed
2M
<M
n is convergent.
no^oif
UNIFORM CONVERGENCE
98
The
that
convergent in D. To prove
uniformly convergent in D, we observe that, if
the nth. partial sum of the series, then
it is also
s n (z) is
m+p
m+p
\s
m+%
m+p
i
|
)l
m+p
<*>
2 Mn
< m+1
2 Mn < m+1
Now 2 Jfn is
number
we can choose
e,
2Mn<e
convergent;
m so that
m+1
With
this value of
K+*(2 )- s(z )l
where
The required
result
now
e,
we have
<e
follows
convergence.
00
Example
1.
series
2o an zn
\z\
00
Example
Show
2.
2 n~
>
1.
uniform convergence of an
infinite seriesf
The
closed
(i)
series ]T
domain
D,
z
** uniformly and absolutely convergent
{v n( z )~ vn+i( )}
in D,
(iii)
D if
the partial
in
(ii)
an(z ) vn(z )
and
v n (z) tends
to zero
uniformly in D.
The tests of this section are similar to those of Abel and Dirichlet for
f
the ordinary convergence of real series. They were first published by Hardy,
Proo. London Math. Soc. (2), 4 (1907), 247-65.
UNIFORM CONVERGENCE
99
Let us write
= ao(z)+a (z)+...+an
$.() = ao(z)v (z)+a (z)v (z)+...+a (z)v
n
n
*()
(z),
(z).
=
and
n+pl
-*.(*K + l(*)+
therefore
1^(2!)-^)!
< ^{K +1
(z)l
n+
<^{K +
1
\
+l
Vr (z)- Vr+l(z)
+lVn+pm
converges uniformly in
i(z)l
|r
)l
\v
(z)\
n+l
\vr (z)-v
when
r+1 (z)\
>
< e/K
z is any point of
and n
iV3
Moreover, since n () tends to zero uniformly in
Z>, we can
find another integer
depending only on e such that
2
\e\K when n
K(z)\
2 and z is any point of D.
.
N
^N
,
<
and
N,
2
we
Com-
find that, if
l^.-f(a)-^(2)|
,
<
is
the greater of N.
e,
Dif
(i)
the series
UNIFORM CONVERGENCE
100
(ii)
the series
which
(iii)
is
K(z) v+i(z )l
*s
convergent
bounded in D, and
bounded in D.
00
Example
series ~2,an z n ,
The power
1.
as z -> 1 along any path within the circle of convergence which does
not touch that circle.
We apply the second test of 5.22, with an (z) = an vn (z) = zn Since
a n is convergent and an does not depend on z, the first condition is
.
satisfied.
When
The
\z\
third condition
<
1,
is
{z)
1.
we have
2 k(z)-^+1 2 =
(
)|
ri-*l
s
l
l"
=iE$y
<
S,
is
<j>
|z|
and
1-2/jcos^+p 2
<
l-2pcosS+/3 2
so
cos 2 8,
1,
2M*)-W*>l<i^=2Bec8.
=
also satisfied at z
1, since each term of the series
vanishes there. The second condition of the test is
thus also satisfied, and the proof of the first part of the problem is
completed.
By 5.12, the sum of the series ^,an zn is continuous in the sector
This inequality
Ki( z )
^th-i^ 2
is
)!
UNIFORM CONVERGENCE
circle
101
of convergence, then
at the point z
power
converges
This result
1.
AbeVs theorem on
is
the continuity of
series.
Example
2.
if
that
2 a z
on the
of convergence along
not necessarily the case
circle
circle, it is
converges.f
Example
3.
Riemann's Zeta-function
is
CO
(z)
= 2n
~">
wh en Rlz >
1.
where Rlz
(l-2i-*)(z)
Show
>
is
given
by
l-*_2-*+3-*-4-*+....
is
Hence, by
1.
>
5.13, (z) is
1,
...,
the reordering of the terms of the series being valid by absolute convergence.
now show that the latter series converges uniformly in
any bounded closed domain
in which Rlz > S, provided that S is
positive. We use the first test of 5.22, with
We
a(z)
The
(i) is
partial
satisfied.
sums of
(-l) n
2 an
Condition
vn (z)
(n+l)-.
are alternately 1
(iii) is
and
0,
so that condition
UNIFORM CONVERGENCE
102
This gives
+2
<
to.(*)-vn(*)|
+2
/ l
1*1
M*<
m+l
<
2
l
t-*- ldt
+l
lal-fn+l)-
8- 1
.
rj(z)
Hence
Biz >
-q(z) is
1,
0.
>
0.
But when
(1-2
r)(z)
>
)(z).
(1 z)Iog2 = 2pm,
where p is any integer or zero. The equation (z) = q(z)j( 1 2 1 - 2 ) shows
that a point of this set is a simple pole of (z), provided that tj(z) does
not vanish there, and also shows that (z) has no other singularities in
the right-hand half of the z-plane.
The point z
1 is a simple pole of (z), since
residue there is
.,.
,,
But no other
zero of
equation
where
^(z)
1_z is
l- z +2~
sl
-q(l)
log 2.
The
log2
a pole of
(z).
= i_ 8 i-
(
To show
this,
we use the
)(lg)f
1-2 1-*
-i
1
evidently an
of (z) in the
(1 z)log3
where q
2qm,
any
log 3
log2
which
is
impossible.
5.3. Infinite
Hence
(z)
= pq'
>
0.
products
The symbol
UNIFORM CONVERGENCE
a meaning to the value of such an
103
infinite product,
we form the
p v p 2 p 3 ,..., where
,
n
1 + ar)JP=IT(
r=l
If
pn
tends to a
we say
finite
non-zero limit
is
as
n tends
convergent, and
to infinity,
we
write
p=f[(l+a
r ).
If,
limit,
We
shall
Pn = Pn-l+ anPn-V
now show that the necessary and
sufficient condition
for the convergence of the infinite product JJ (l-\-an ) is the convergence of the series 21og(l~t~am ), where each logarithm has its
principal value.
n
Let us write
sn
We then have pn =
= 2 log(l+o
r ).
exp(s m ).
But
pn -> es
Now
sn
= logp n +2qn
Tri,
its factors,
qn
is
We
show that qn is, however, constant for all sufficiently large values
of n; from this the necessity of the given condition will follow
immediately.
Let us write <xn and /3n for the principal values of the arguments of l+an and p n respectively. If the infinite product is
convergent,
is
<x
and j3m
n -*
->
/?,
say, as
integer qn
then given by
al
+ ++
<*2
<*n
= Pn + tyn"-
(n+1),
UNIFORM CONVERGENCE
104
Hence we have
as n -> co. But since q is an integer, this implies that
n
qn
for all sufficiently large values of n.
follows that
and
sn
so the condition
is
as
=q
- co,
-^logp+2qm,
,
also necessary.
that
\an
N
n^ N,
_log(l+am )
a
and so
3^4
J|o B
<
|log(l+J|
'"
< ||aB
|.
If the
/Js)=TT{i+^(s)}
converges uniformly in D,
verges uniformly in D.
The simplest
we say
uniform convergence of an
infinite
UNIFORM CONVERGENCE
product
105
<M
^Mn
vergent.
Pn = JJ (1+M
Then since
r ).
a consequence
*
is
convergent,
r is
But
if
we multiply out
l/m (*)|.
{1
+u
fl{l+ur (z)}-l\.
m+1
(z)}- 1,
we obtain an expression
of the form
(z),
= fl(l+M )-l.
r
m+l
Hence we have
\L(z)-fm (z)\
< r=l
ft (i+mm n (l+jr,) 1} = pn ~pm
m+1
K
But
since
positive
when
n>m.
when n
e,
Pn
number
tends to a hmit,
e,
we can
assign arbitrarily a
This gives
l/(z)-/m(z)l <e
> m and z is any point of D. Since m depends only on
/,(),...
converges uni-
formly.
product
Jl{l+un (z)}
from
UNIFORM CONVERGENCE
106
Example.
(-)('-*)('-<">
('-9('+i)('-l)('+l)--
{(-M('+iH{(-iM((+iHD
1.
\z
< R when z lies in D. Since
convergent, the product (i) converges
uniformly and absolutely in D, by the M-test. If F(z) is the value of
the product, it is an analytic function, t regular in D.
On the other hand, the product (ii) does not converge absolutely in
D, since the series B(l l + i+i+i+i + . ) is divergent. Let us write
\z
/n 2
< R 2jn s
and
R such that
R /n
2
2 is
+
Fn (z),fn (z) for the nth partial products of
(i)
we have
and
(ii)
respectively.
Then
and so the sequences f^z), f3 (z), /6 (z),... and f^z), /4 (z), /6 (z), both
converge uniformly to F(z). Hence the infinite product (ii) converges
uniformly in
to F(z).
To discuss the third product we write
(l_)e/n=
n/
un (z)
where
l-un (z),
)'
=2
when n > R.
Similarly
we have
(i+)r4=
<
when
where
|tf(z)|
ilf-test
e(R/n) 2
is
(iii)
-(),
ini).
Finally, since the partial product of (iii) of order 2n
the third product also converges to F(z).
5.4.
is
equal to
Fn(z),
and
f It is well
a,
defined
known
when
that F(z)
z lies in a
sin nz/{nz).
See
bounded closed
6.83,
Ex.
UNIFORM CONVERGENCE
domain
and a
107
<
number
e
<
Then
<
a one-valued
8(e, z) is
> A(<=)
D to
By
domain
<
f(z, a) ->
lim
if,
f(z,*)dz=
F(z)dz.
<
F(z)
is
regular within
C and
dz
uniformly in D.
5.5. Analytic functions
denned by
definite integrals
Let F(z, t) be a one-valued function of the complex variable
= x+iy
and the
a closed contour
real variable
C and a
F(z,t)
where
<f>
and
tfi
^ <
t
b.
defined
when
z lies within
Let us write
= <f>(x,y,t)+ii/,(x,y,t),
is
readily proved
by means
of Dedekind's
UNIFORM CONVERGENCE
108
x, y,
If
t.
and
<f>
ift
We
shall
now show
both variables
when z
that
lies
if F(z,
t)
is
a continuous function of
C and a ^t ^ b,
and
t,
f(z)
F(z,
t)
is
an
analytic function,
F(z,t) dt
J*
is also regular
within
G and
its
may
be
by
points
tn _ x
<tn =
fn(z)
= ZF(z,Wr-t -l)
r
r=l
as
t)
is
a continuous function of
t,
fn (z)^JF(z,t)dt=f(z)
a
as
=5* t
positive
on
e,
number
e,
holds
t)-F{z, t')\< e
But, since
\t't\
/.(*)-/()
=2
'- 1
tL
{F(z,tr )-F(z,t)}dt,
<
(b~a)/m.
UNIFORM CONVERGENCE
109
we have
l/(*0-/()l<i
> m,
provided that n
\F(z,tr )-F(z,t)\dt<(b~a) e
uniformly con-
is
vergent.
By
the theorem of
in D.
But
5.13, it
and
an analytic
AM-T^fc-t-J.
r=l
b
/' (2)
8F
f
J
Z
'
dt.
8z
2v
dt
J- 1+zsini
V(i z ")
holds everywhere in the z -plane, supposed cut along the real axis from
-co to 1 and from +1 to +00, provided that the branch of >J(l z 2 )
which reduces to
1 at the origin is taken.
The integrand is a continuous function of both variables, save when
= cosec*. Now as
real axis
from 00 to
varies from
1 and
to
this point
77,
then back to
00;
as
277, it
+ co.
cuts.
Hence, by
5.5,
1 < z <
is
1,
the value of the integral is 2tt/J(1z*), the positive square root being
taken. But the branch of 27r/V(lz 2 ) which is positive when
1 < z < 1
is an analytic function, regular in the cut plane.
We have thus shown that the expressions on each side of the equation
2tt
dt
/1+zsini
277
^/(l
2
)
are regular in the same cut plane and are equal when
1 < z < 1. By
analytical continuation, this equation holds everywhere in the cut plane.
UNIFORM CONVERGENCE
by infinite integralsf
110
t)
it is
< <
(ii)
(iii)
an
it is
t,
analytic function of
z,
= JF(z,t)dt
f(z)
z lies within C and uniformly conwhen z lies in any closed domain D within C.
Thenf(z) is an analytic function of z, regular within C, whose
derivatives of all orders may be found by differentiating under the
is
convergent
when
vergent
sign of integration.
The
third condition
means
T tends to infinity,
number
T
j F(z,t)dt
a
C and
n (z)
= j F(z,t) dt
a
as the integer
n tends to infinity. By
5.5,
fjz)
is
regular within
in/).
5.13.
Hence
f'(z)
But
a
00
and so
/'(*)= [
J
8F{z
'
t]
dt.
8z
UNIFORM CONVERGENCE
uniform convergence
111
of infinite in-
tegrals
The simplest
uniform convergence of an
runs as follows.
-test
infinite
5.21),
and
Let F(z,
t)
< M(t),
\F(z,t)\
where M(t)
is
CO
J"
Then,
z.
if
oo
is
lutely convergent in
D.
T
Since F(z,
t) is
a continuous function of
t,
J"
F(z,
t)
dt exists
T (> a)
and
D.
By
hypothesis, J
(t) dt converges; we can, therefore, assign arbitrarily a positive number e, and then choose T, independently
of
so that
z,
j M(t)
T
But
if
T'
<
dt
e.
> T, we have
2"
j
T
2"
F{z, t)dt
<j
co
\F{z,
<tt
CO
Hence
lies
J F{z,
a
t)
dt converges absolutely
in D.
To
continuous functions of
when
z lies in
a bounded
closed
domain
CO
I.
(i)
u(z,t) dt
^ K, where K is
t)
independent of z and T,
TINIFOKM CONVEKGENCE
112
QO
~-^ dt
(ii)
is
St
and
(iii)
v(z,
->
t)
as
z.
CO
II.
u(z,t) dt is
(i)
uniformly convergent in D,
CO
\8v(z,t)
dt converges
and
is
dt
a bounded function of
z,
and
(iii)
For
v(z,
a) is
a bounded function of z in D.
we shall only prove this theorem under conThe proof under conditions I follows very similar
brevity,
ditions II.
lines.
integration
parts.
Let us write
t
V{z,
Then,
if
>
T'
u(z,
t)
T,
v(z,
t)
t)
f u(z,
t) dt.
we have
dt
T
T'
j{U(z,t)-U(z,T)}
^dt.
3"
u(z,
2"
t) v(z,
t)dt
<
J \v(z, T')
\dv(z,t)\
dt
dt
2"
6v(z,
v(z,a)+
t)
dt
j
8v(z,t)
dt
dt
UNIFORM CONVERGENCE
113
2"
<.{|tfc,)|
+ 2j|*j^
dt\
where, by II
(ii)
independent of
and
z,
u(z, t)v{z,
t)
is
dt
converges uniformly in D.
Example
1.
Show
that
J-*/
when Rlz >
0,
is
positive
on the
Let
and
axis
lies entirely
inequality
Rlz
>
8,
where 8
00
and Se-M'dt
is
convergent.
Hence, by the
Jtf-test,
When z is real
substitution zt 2
its
value
is
an analytic
integral
by the
/^*=ij^*=iy(i).
the square root being positive. Hence the expressions on each side
of
the equation
/-*~i/(i)
are analytic functions of z, regular in D, which are equal on the
positive
part of the real axis, provided that we take that branch of the square
root which is positive when z > 0. It follows, by the principle
of
analytical continuation, that the equation still subsists
everywhere
ini).
4111
UNIFORM CONVERGENCE
114
Example
2.
Show
holds
when Rlz
>
0,
GO
provided that z
0.
J"
cos<
dt.
o
00
We
prove,
of
first
that, if
all,
>
0,
when r
number
|e-*|
<
r
Now
when Rlz
if
is
any
0.
positive
e-xfe-W at,
where z
Now, when
<
<
Ur
<
S,
iytf
v{z,t)
<
\y\
test of 5.52,
with
e-^Jt.
we have
R,
= ^(e-^'-e-^^) < 1,
12*2/
f u(z,t) dt
J
'I
Again
is satisfied.
Bv(z,t)
j _e-*T"
e-
of
er^
as
T -> oo,
Finally, since
z.
\v(z, t)
|
<
1/t,
00
condition I
satisfied,
(iii) is
and
so
e~*
dt
converges uniformly.
a
00
We
J"
e_J*' dt
converges uniformly^
when
<
< R and
<
\z\
function.
But
|argz|
\n,
oo
exp( e^a )
dt
i-Vjre-* 84 .
UNIFORM CONVERGENCE
115
CO
In particular,
dt
e-**'
JV^e"-"*/ 4,
o
00
and so
CO
cost* dt
jsin a
d<=
/^.
REFERENCE
Bbomwich,
Appendix III.
T. J. I'a
Infinite Series
X and
MISCELLANEOUS EXAMPLES
CO
Show
1.
2.
z
is
<
J7r.
Is the
seriesf
\zn
jL-i
n!
points
oo
Show
3.
^an n~ converges
but is not necessarily convergent when Rl z = 0. Prove
that, if ~2,an
is
when Rl z
>
0,
which Rlz
4.
The
>
series
where 8
2 am (z
a
a non-integral value of
bounded closed domain.
is
>
0.
)(z 2
Show
z.
)...(z
that
it
2
) is known to converge for
converges uniformly in any
5.
wftfiSH
<i>f[(*3.
1
Show
also that,
when
\z\
<
1,
If J
6.
<j>(t)
dt converges,
gent
t
(iv) is
1/(1 z).
CO
CO
when
dt is
uniformly conver-
o
\z\
The accent
<
B, |argz|
<
8, if
<
<
\n.
term corresponding to n
is
omitted.
UNIFORM CONVERGENCE
H6
00
7.
-' 8 + 2rf
Show that
dt is
j e
00
its
value
is Vire*
Deduce that
00
f e~p
cos 2tydt
Vwe-"'.
00
8.
The function
not tend to a
F(z,
t)
satisfies
finite limit as
->
it
does
but
a,
6
f F(z, t) dt
a
lim
.F(z,
*)
(S
>
0)
a+o
z lies in
/()
= j F(z,t)dt
a
may be
an
00
OO
it - 1 cost
1
Showthatt
9.
\tz- 1 sintdt
dt,
and
1 <
10.
Biz
<
when
<
Rl z
<
respectively.
when Rl >
oo
t Consider
and
separately.
0,
which
satisfies
CHAPTER VI
f(z)
dz
and
its
Fio. 2
If we denote
evidently
fore,
deform
f(z) until it
figure.
ff(z)dz= \f{z)dz
We then have
(f(z)dz
=f
ff(z)dz,
f(z)
= <f,(z)+y 7^-
is
regular
118
where
<f>(z)
regular within
is
1X
S~
nT
C
Now
on
Cr
= z +ee
we
jf{z) dz
Then
(i.
Cr
to
2tt.
Making
find that
= 2=
1_s
s
Cr
=
From
6i
this substitution
and on Cr
2iri
eP--#Hd6
J
X (residue
2ma x
of /(z) at zr ).
(f(z)de
= i
=
f/(z )efe
2 (residue of/(z) at z
2vix
r ).
The number
of zeros of
an analytic function
An
_L [11
M
M'^dz
J
f(z)
where
<f>(z)
is
regular
of a. This gives
since
(j>'(z)/</>(z)
{z-aYftz)
and non-zero in a
(z)
f(z)
But
is
certain neighbourhood
^
z-a+W
(z)
= a.
Simi-
=6
119
is
=
=
convention,
_L
2tt
O
,,.
*<*>
dz
J f(z)
c
equal to the excess of the number of zeros of /(z) within
over the number of poles there.
is
If
we
excess
is
we
equal to
^Pg/(z)]c
since log /(z)
|
= ^[arg/(z)]c
2^[logl/(Z )l+iarg/(z)] c
round C. Hence
when we go once
the
number
J
c
Example
f'(z)
2. If f(z)
g{z)dz=
is
9(a" }
-^
the
8" 9{b
regular within
affixes
_1 [ ZI(
iidj
2TriJ
o
dZ '
f(z
f(z)'
6.21. RouchS's
satisfies
its order.
theorem
39
(1862), 217.
120
,.
By
zero on C.
m{F(z)}
^ l
m >0.
Hence
In particular,
f(z)
we take
m
a z
g(z)
if
g()
we have
=a
,
zm
-1
+a 2 z-*+...+am
*m 1
\a z\
which can be made as small as we please by taking \z\ sufficiently large. Hence there exists a circle \z\ E on which /(z)
does not vanish and also \g(z)\ < \f(z)\. But f(z) has one zero of
order
within this circle; therefore, by Rouche's theorem, the
polynomial a zm +a1 zm -1 +...+a has precisely
zeros within
m
the circle \z\
R for all sufficiently large values of R. If these
a zm +a lZm -i+...+am
an
integral function
all
aQ z'+a 1 z^+...+am
).
Example
121
m has m zeros
factors.
1.
p tunes where p is the number of its poles, including the point at infinity,
a pole of order
Example
in a neighbourhood of w
*"K)
much more
due to Landau.J We shall suppose that z and m> are both zero; for, if they were not, we could
make the transformation z'
zz w'
ww By hypothesis, f(z) is regular when \z\
R, and so can be expressed
there as a convergent Taylor series
difficult;
is
<
= a z+a z +...,
= a > 0.
|/'(0)| = \a
3
f(z)
where
Now
if z x
where A
<
and
1,
z 2 are
\z\
we have
< XE
30
(1929), 616-17.
Zeitschriff.
J
'
122
Hence
small that
if A is so
f |aJAi-R"- < a,
1
the equation
Moreover,
if
\f'(z)\
But, by hypothesis,
f(z) is regular in
^ M,
and
|/(z)|
< M/R,
\an
<
i?
is
\z\
where
Hence, by Cauchy's inequalities, we have
there an inequality
0.
< M/Rn
and
so satisfies
finite constant.
therefore
^ 2, ^
if
\z\
<
when
We
|/( 2 )|
>\a1 z\-f\an *\
2
oo
^a\z\-M 2\ Z/R\ n
2
4M
4M
Z,
2
UM
'
4JH-Raj
fact that
Ra
^ 4M
*'
6M
has just as
many
zeros as/(z)
ww
other words,
< iR
\z\
\w\
123
< R a?/M.
2
it
by
6.2,
Ex.
2,
In
us denote
explicit
formula
namely
= 2 f g- dz,
J f(z)w
c
C denotes the circle
= \R alM. On the contour
z = \Waeu\M,
*<)
where
we can obtain an
let
\z\
C,
M<
z-z
= 1 bn(w-w
l
)lr,
at
6.23. Lagrange's
is
regular near z
there
is
(%
...
# 0)
a unique function
tion
== f(z).
ww 2 an z z n *ne power
equating coefficients. A more elegant
method
ww
we
o)
and
theorem, as
by
shall
now
show.
by means of Cauchy's
124
In the notation of
where
by
the circle \z
is
integration
by
^ J f(z)w
c
= lB?a/M.
From
this it follows,
parts, that
dz
27rtj f(z)-w'
,
and so
We have,
when
where
z lies
if
< <
A
1, the infinite series under the sign of integration in the formula for F'(w) converges uniformly with respect
to z and so can be integrated term by term. This gives
F'(w)
where
nb
= f n6 n (w-w )-i,
n=l
1
dz
2w
2?rt J {/(*)->}*'
else within or
{f(
is
o}~
to proceed as follows. If
<f>(z)
is
regular within
we
write
finding b n
125
we
f'(z
=w
where
ftz)w
This
is
(zz
of the form
)/<f>(z).
more general
series.
expansion
which
is
also
reader.
6.3.
The evaluation
The
of definite integrals
devoted to one of the first applications which Cauchy made of his residue theorem the evaluation of definite integrals. The method to be adopted in any
particular case should be clear after a consideration of the
typical examples discussed below.
It should, however, be observed that a definite integral which
can be evaluated by Cauchy's method of residues can always
be evaluated by other means, though generally not so simply.
On the other hand, quite simple definite integrals exist which
rest of this chapter is
00
x*
J e~
dx being a case
in point.
We discuss
here three
2ff
main types of
definite integral,
namely
oo
oo
f(x) dx,
a;"-
/^)
dx.
-co
We also show how the values of certain integrals, usually determined by a complex change of variable, can be
means of Cauchy's theorem.
t Mimoirea de VAcod. Roy. des. Sci. (Berlin)
24
easily
found by
(1768), 251.
126
The evaluation
6.4.
of
/(cos0, sin0) dd
f
o
If /(cos 0, sin 0)
and
sin 6
which
is
is finite
the transformation z
=e
9i
The
becomes
integral
g(z) dz,
z.
Example
1.
Evaluate
J^ 2aJL
<'
z 22J_ sin
where a
is positive.
If
we denote the
by
I,
we know
that
saw
_1
~
acUf)
I"
2 J o a +sir
-sin 2 ^'
o
is
periodic, of period
-n.
We may now
evaluate the
by the method of contour integration by making the substitution z = e**. This, however, leads to an integrand containing a polynomial of degree 4 in the denominator, so that the work would be rather
integral
laborious.
_
=
27T
Tt
a ^4>
2
2
J a + sin <
_
~
2ad^>
+ 2a cos2^
2
add
+ 2ra cos0'
2
and then
to put z
em .
22
22(l + 2a
rdz,
)+l
where
From
this
it
follows,
2V(l+2 )'
by Cauchy's theorem
= 7r/V(l+a
2
).
of residues, that
2.
Evaluate J
127
where n
is
a positive
integer.
Consider
2ir
o
2jr
-.
e cos8+islnfl-ei tfQ
e^-"- 1
dz.
The
origin
there
is
-1
z
1 of the function e z~"
, and the residue
277/n!.
Since the integrand has no other singularity, J
a pole of order
is 1/ra!.
n+
d0
= 2~,
til
2w
I
6.5.
e>80sin(0 sin0) ^0
The evaluation
of
f
f(x)
0.
dx
save
If the function /(z) is regular in the half-plane Imz
possibly for certain poles which do not he on the real axis, we
can evaluate
00
by considering the
integral of f(z)
R to R and
a semicircle in the
from
upper half of the z-plane on this segment as diameter, provided
that the integral round the semicircle tends to a limit as R -> co.
sisting of the real axis
is
0(\z\~ k )
\z\.
is
>
>
circle.
128
method
gives
R
lim
f(x) dx.
00
If
Jti
j f(x)dx
f
is
It
limit exists,
In this case we
call
00
and write
lim
dx
f f(x)
=P
~R
f f(x) dx.
oo
venient.
Example
1.
Evaluate
x+2
/
We
consider
a;
+10a; 2 + 9
dx.
-J^g*-*,,
/=
r
the contour consisting of the real axis from
to
and
the semicircle in the upper half-plane on this segment as diameter. The
integrand has simple poles at the points *> 3t; when R > 3, the poles
i and Zi, which have residues
(l+i)/16 and (3 7t)/48 respectively,
lie within T. Hence, by Cauchy 's theorem of residues,
where
is
I
t
The
5tt/12.
when
oo
J f(x) dx
f(x) dx,
oo
converge separately
that
is,
when
s
f
f[x)
dx
B
tends to a limit as It and
jS
129
large,
x*-x+2
J*4 +
-R
BV"-BV"+2B&
J=
where
ah,^
we
\a\-\b\-
R3 +R* + 2R
(i? 2 -l)(i? 2
when
R>
3.
1
'
so that
We have
=>-
-9)
Hence
as 12 -
oo.
-*+2
+ 10a; + 9 ax
2
5v
12
~R
1/a;
x 2 x+2
zdx
i
i
x
I- +X0x +9
>
and
00
efo,
where a
>
0.
16
00
is
z 2 -\-a%
dz
taken round the contour of Ex. 1. When R > a, there is only one pole
of the integrand within T, namely a simple pole at ai of residue
e-/(2ai); hence
2 =
^^
t See
4111
1.23.
*t-8
130
fa
should, therefore,
Y would be 0(ljR),
R -> oo. To prove this,
when R is
we write z
large,
to zero as
semicircle to obtain
R
~~
J=
where
,dx+J,
+a2
a;
'
ti5cos8 Usinfl
^Be8<
e
- <#
p2 aW +a*
,
JB*e
2fli _i
From
7|
-^
e -SaiaBM
<
so that
as
R -> oo.
the integral
0C
x z +a'
which obviously
we now
+,
Ja.
If
>
C cosx j
ire~
Example
r
siax j
-co
_oo
>
-rre
equate real
as
dx,
3. Evaluate
iK sin. oc
-=-;
ir^
s
a'*
dx,
when a
is positive.
-iU,
within r.
By
follows that
it
= me~a
We
form
R
dx +J,
where
zei*z
z*+a~2'
deIicate
of argumentTsIeeded
^
oTllttto^
*
S *hlS
* keeP the semicircular contour a and
l Jordan's
T1 inequality; this explained in
apply
mOTe
1S
fl
is
trtzsT
use a rectanguiar
CaSS
C nSiStS f thr6e
*
th
ifwtfaiyU^
A
w ^**.
tx
^
6.52,
s to
below
more
f this
-ie
is
*
R+iy)e- x-v
{
"(-iJ+M/T+^r*^
say.
We then have
R
2
2
fV(-B +2/ )e-",
U\<
.RV2
f
J
R*J2
so that
^ -^
J3
|Jil<
-is
Adding th6Se
^ * "*
tTt J t
R is increasedfindefinitely.
to zero as
results >
we *"* t^t J
tends
13 2
ze
use<M*
f(a
We
-s 2 )^
"
1^+oY
tend
R -> co.
B
lim
-j-
J x +a
2
= me
da;
the existence of this infinite integral in the ordinary sense being an easy
consequence of Dirichlet's test. J Equating real and imaginary parts,
we obtain
K
OT
f a;cosa;
,
2
2
J x +a
I
,
dx
fxsinx
..
-j-^x dx
0,
2
2
J K +a
CO
From
= ire
a.
00
I
when a
is
sin a;
+ a?
x*
da;
positive.
Example
4.
Prove that
a;
J
provided that Bla
HI a is negative ?
Example
5.
is
Jx
Show
da;
+a?f
What
positive.
=
is
it
8a"3
'
when
that
dx
(a;
when the
\trer a ,
real parts of
+ aa
2
)
(x 2
+6
a and b are
2
)
TT(2a+b)
2a 3 6(a+6) 2
positive.
133
Example
the upper
singularity
R -> oo,
if
Rf(Reei ) tends
<
<
-n,
to zero as
CO
value of J f(x) dx
at
its
is
equal to
2iri
times the
sum
an improper integral
< <
we take two
and
and con-
-q
ce
f(x)
dx
J"
f(x) dx.
j
c+t]
f(x) dx
lim
e
f
f(x)
dx
lim
-j-
'
f(x) dx.
7)
r)
!c-e
j
f(x)
dx
When
and
>
j f(x) dx\
-j-
c+e
a
exists.
we
Cauchy
by
it
P j f(x) dx.
a
Finally, if f(x)
becomes
infinite at
an end-point, a
say, of
134
< x < b if
integrable over
lim
e-^ +
f(x)
dx
exists.
contour.
Trsma
We consider
r
where the closed contour T consists of the real axis from
-R to
a semicircle in the upper half of the z-plane on this segment
R and
as diameter.
Smce the integrand has poles at z
a, which lie on this contour, we
modify T by making an indentation of radius e at a and
another of
radius r) at -a. The integrand is now regular within
and on T, and so
is
zero.
/"
in9
ecosfl-B
B
-r,
iM*de+j1+ jt+
a .- geW
J,
-O-Tj
/
+
J
we
obtain
o-e
B
/
+
J
a+n
_JL_2(fe)
a+e
135
first
,-,
exp(ta+iee w
eiePdO
2a+eeei
o
Trie*"
2a
as e tends to zero.f
R - oo, -> 0,
Making
J2 tends
Similarly,
ri
-- 0,
we
to
fynitr^ja as
t]
tends to zero.
find that
TO
J
where, so
limits
far,
and
the integral
2a
is
a. But
infinite
since the
integrand behaves like 1/a; 2 for large real values of x, the integral is an
ordinary infinite integral as regards the limits. If, however, we write
x
a+, we find that the integrand behaves like a constant multiple
of l/ when is small. Thus the integral exists only as a Cauchy principal
value with respect to the pole a; a similar remark applies to
a.
Finally, equating real and imaginary parts, we obtain
QO
cosa?
f -g
(fe
2
J a?x
00
00
it
= -sma,
a
.
f -jsina: -dx=0.
2
a; 2
J a
00
at
/
Example
4.
ax
with vertices
jfit.
,
circular contour.
See Ex.
ni times the
136
< <
cosxdx
e
CJ
sine
-
We
no
that
is,
s^ sin# <
that
0.
tr
This
00
Example
1. Evaluate
<
f *~^4x,
where a
>
0.
~~\~Ctr
00
We have
7T
-R
Now the absolute value of the second integral on the left-hand side does
not exceed
>P2
/*
'--
<i^
e-2R6/v
d#
by Jordan's
inequality,
R ->
137
oo.
lim
-y-
dx
= w-",
CO
Example
2. Evaluate
f sin a;
I
ax,
dx,
by the
CO
Example
\z
= B in
lim f
J
emizf(z)
dz
0,
B--co
provided that, as
<
<
Bi
)
->
when
ir.
00
6.6.
xp-^x)
dx,
only simple poles on the positive part of the real axis. Then
00
if
xaf(x) ->
as x
and
->-
x ->
also as
oo, J
a;
a_1/(a;)
dx converges
range of integration.
CO
ex ,
we find that
QO
tP-yit) dt
= j eaxf(ex
dx.
-co
The
latter integral
may
be evaluated by considering
f e
az
f(e
z
)
dz,
f Indented
if
necessary.
138
point z
integral
is
is
is,
We
consider, therefore,
| **/(*)
dz,
evaluate
j zP-yiz) dz
r
by Cauchy's theorem of
residues.
of the
j x^fix) dx
+ j {re
a -1
7,i
f(re" i )&' i dr
xa ~ 1f(x) dx
tt
ea
r"- 1/^) dr
of the conventional
methods
of
139
we may
evaluate
J
2 a -V(-z) dz,
e 'r-i/(r) dr
J
since arg z
-^r a -^(r) dr =
J*
-2isina7r j ra ~ lf(r)
dr,
first
is
now
by the
ez
substitution
f.
Example
1.
Evaluate
where
jj~dt,
<
<
1.
First method. If we
put
ex,
we have
CO
CO
J e*+l
J 1+*
co
We
consider therefore
<*"
'
..
dz,
r
where
where
lixn
^=pl =
and so I = 2irie'ri
But we may write
eai
lhn ^2li
= _**
-B
2ot
2jt
so
t Cf. Fig. 4
on
p. 141.
140
q<iR
Now
+ iy
2ire aR
< e*-l'
idy
-=
/
o
R > oo,
<
since a
2ff
moreover
e-oS +
27re_aS
ridy\<
/ rw, + r"'pil?j'
o
S >
oo,
>
since a
Hence we have
0.
CO
r
)
00
J e^+l
CO
'
so that
ax
dec,
00
at
J 1+*
dx
J *"+!
sin ffl7T
be observed that, by the principle of analytical continuawhen < Rl a < 1, since the expressions on
each side of the equation are analytic functions of a, regular in this strip.
It should
Second method.
We
IS-
where
2 a_1
has
its
principal value
~ x dx +J+
~ x dx +
ij
-^ do
Ref*
J
where
l+r
^JR
dr
+
T
Jl-ee
I
iRa eaBi
l-Rem
1
if?
;p
do,
1.
Now
Ra
<
Hi?-1'
do\
oo,
since a
<
1.
Again, since a
>
0,
we have
Also,
0.
limit of
Hence,
as
if
tj
by applying the
->
result of 6.51,
Ex.
141
2,
we
is ni.
we make
i?
s-
oo, e
0,
1-*
77
>
J 1+a:
we
0,
dx
obtain
-\-iri
0,
Fig. 4
the
first integral
singularity
we
1.
find that
sinCMT
IE
0-1
!+*
dx
7T
CO
!-*
dX
C0SO7T
1+*
dx
7TCOta77.
142
method
Third method. If
is
z0-1
when
has
its
we have
2iri
1 dz =
4,
we
obtain
Be
1+r
Bi
8*
1+r
we
Complex transformations
6.7.
When a given
of definite integrals
been evaluated,
it is
often
!
In the
e~ x' dx
Vtt.
us consider
= Je-*'dz,
b is real.
Hence we have
zero.
e~x* dx
e-^+^'i dy
e-^+w dx
e^-^'i dy.
-B
But
since
b
f e -<RiV?i
dy <-
161
J
o
-R
'+y'dy<
|&|e-*
+*'
->-
oo, this
143
equation gives
00
2
e -x +b'( cos
2bx isia.2bx) dx
f e-*'
dx
Vtt.
00
we
obtain
00
("
dx
Jn e
xS
e- sin 26a; dx
0.
-6 ',
oo
oo
I"
OO
Secondly, let us take the same integrand in the case when
R, bounded by radii argz
T is the sector of the circle \z\
As before, / vanishes,
a
Jtt.
a, where
and argz
Jw
and
=
< <
so
B
f
e~ x ' dx
B
g ! cos2a ir ! sin2agoa ^y_
("
Now
f
e -ficos20-iiJ
sin2e^e9t
rf#
-l?coB2B
.R f e
gQ
<
Hence, making
by Jordan's
R -> oo, we
and
deduce that
oo
inequality.
!
!
sln2a
c -r oos2a-ir
^r
_e
-cci
e -x'
gx
_ e _ai
so
e
I"
-'',oos2o:
cos(r2 sin2a) dr
jVn-cosa,
fVirsina,
00
provided that
e-r
'
Jw.
2a)
rfr
Vn-,
144
6.8.
rational functions
of residues
(i)
is
any
finite
there exists
an
the
any value of n;
upper bound of
\f(z)
on
iv )
9i
!/(-# e )
Then,
if is not
= Rn
Rn
Cn
exceptional values of
6.
Sn () is the
of f(z) within Gn
where
sum
= lim#J),
f(z)
the
sum 8n (0
is
Ji b (za.)r
r
,
the contribution of
a.
to
2 b (C-cc)-':
r
RN >
n^
55 J
iS* = *>-*
145
>
provided that n
N. It remains to show that the integral on
the left-hand side of this equation tends
to zero as n -> oo.
For simplicity, we shall suppose that there is only
one exceptional value of 6, a say; the method
of proof is, however,
applicable in the general case. By hypothesis
(iii), there exists
a positive number M, independent of n, such
that \f(z)\
when z lies on Cn moreover, by (iv), if 8 is any positive
number,
the upper bound e of \f{R e9i
n
)\ when a+S
n
2,7+a-S
tends to zero as n -> oo. It follows that,
when
<M
< <
n^N,
dz
<
AgJ*|/(.Be*)|d0
i
< nfj
+S
/*" +
a
<
and
27r+a-8
/ ,.*
/v_lS
fi
B,
^-S-(2Jf8+27wJ,
R.-.R
so
k-ko J
But
as 8
is
lim
/ i-z
It should be observed that
dz
0.
we have shown
incidentally that
00
si(0+
the
n
residues of /()/( z ) at the poles of
f(z) between Cn and Cn+1
have, therefore, expressed /() as a series of partial
fractions
which converges uniformly, provided that the terms are suitably
bracketed.
We
4111
146
6.81.
The expansion of
tions
application of the theorem of the previous section, we
consider the expansion of cosecz as a series of partial fractions.
This function has simple poles at the points 0, ir, 2tt,,.., so
As an
in the region
In the
Cn
T exterior to
Icoseczl
all
these circles.
= x-\-iy, we have
first place, if z
2
:
<
2
.
t-t
= cosech|2/|
<
we
for
find that
any small
positive
number.
It follows that, as
n ->
00,
is
cosec z|
< <
if is
147
cosec
~n
= log^+logi+ f (_ 1) m log /
m=l
logtanK
tan
K = MC f[ I-
Hence,
unity.
if
as ->
we
write
fM
m
WV(W )_)
7r
0,
2z,
is
we have
tan z
1
Hi mvj/ni
(2^1)^)'
An
Cauchy
infinite products,
when
may
(ii),
and
be used
(iii) but
= fQ
z
is
on
considered;
Cn
it
Bn e
hence, as
to 9 in
obviously
ei
-> ao,
<6<
satisfies
conditions
(i)
and
(ii).
But
and so
F(Rn e ei )
2tt.
end of
this chapter.
148
the conditions of
= lim (sum
m-oo
of residues of
t{Z
t)
poles.
Cn
\.
)
when f(z) is
we suppose
If
<
that
|z
<
\a 2
at ar oif(t)/(ztP)
<
\a 3
<
...,
= bJ
1\
\z ar
aj'
The
is /(0)/z.
partial fraction
now becomes
/(s)
= /(Q)
K
^ a (za
Z-,
and
is
ar (zar )
we
)'
so, finally,!
/w-zro+^kL.+i).
More generally, if the condition (iii) of 6.8 is replaced by the
boundedness, as n -> oo, of the upper bound on Gn of \z~pf(z)\,
where p is a positive integer, the function f(z)/zp+1 satisfies all
the conditions of 6.8, and the representation of f(z) as an
infinite series of partial fractions follows immediately.
6.83.
The representation
infinite
of
an integral function as an
product
As these
oo as n ->
increasing modulus.
of finite affix,
If
we
\z n
->
\
write F(z)
(z zr )0(z), then
J\z7
no limiting point
oo.
<J>(z) is
~ z-z + (zj'
r
t This series converges uniformly in any bounded closed domain which contains none of the poles of /(z), provided that the terms are arranged in groups
corresponding to poles of equal modulus.
149
and
satisfies
the conditions of
It follows that
= 2
CO
-*"()
F(z)
^-i z
n=l
the series being uniformly convergent in any bounded closed
domain which contains none of the zeros of F(z), provided that
the terms are suitably bracketed. If we now integrate term by
term, we find that
log.F( Z )
Hence
= log *-(<>)+
=
F(z)
F(0)
J~J
^V
log^l
(1-1
follows
by
6.82,
that
r(z)_F'(0)
F(z)
and
F(0)
^/
+ Z\z-z
+ zJ'
n
1\
so
F(0)e**"l F
FT
[(l
-]e*4.
nl
n = 1 \\
CO
Example. Prove
that sin7rz
T (l
ttz 1
^J.
V
'
.Z/
'
(2w+l)!
150
which
is equal to
simple zeros at z
(s,imrz)j(TTz)
when
and
to
Moreover,
its
z =
= 1, 2, 3
F'(z)
the conditions of
when
0.
It
has
F(Z)
satisfies all
logarithmic derivative
Hence
6.8.
F'(z)
F(z)
BM-oo
-^
U n
z+nj
Integrating,
we
Z-, z 2 n*
4.
obtain immediately
w-n(.-5>.
i
We cannot,
however, writef
=n'
('-.-)
CO
Again, by
6.82, "we
havej
00
00
V/
+ iWV(J
\zn
n)
Zii
IV
n)'
/_, \z-\-n
l
zeros of F(z).
From
i
00
and
sm ttz
so
= ttzTT' N1 -WM,
00
REFERENCES
E. Lindelof, Le Calcul des Risidus (Borel tract Paris, 1905).
G. N. Watson, Complex Integration and Cauchy's Theorem (Cambridge,
;
1914).
The accent
% F'(0)/F(0)
lim jwcotwz
term corresponding to n
1
0.
is
omitted.
101
MISCELLANEOUS EXAMPLES
If the function /(z)
1.
|/(z)|
it is
= M,
show that
is
is
a zero of/'(z).
which is
2. If C is a simple closed level curve of the function /(z)
regular within and on C, show that/(z) has at least one zero within C.
1. (Maczeros within C, f'(z) has
Prove also that, if /(a) has
DONAlD.t)
3.
Show
that, if k
>
1,
the equation
2 n 6fc-
has n roots in
4.
\z\
<
whose modulus
1.
..
is
regular in
than
is less
1 az
I",
<
|z|
Show
1.
where
that, if
,,
has exactly one zero in \z\ < 1, provided that the constant be
ciently small. (Cambridge, 1932.)
5.
Express as a
2 ( g -/x >
Z2
y.
when w
D,
-PW
6.
Show
0.
(1-2/xw+w2 )-1
where
suffi-
series of
which reduces to
a,
1,
,.,}
it
<
|6|
'2
= ^7
= 2wMP(ja),
dy-1)"
^S
w=
= a+we
is
2
'w;
when
\w\
f Proc. London
(1916), 227-42.
Mi
= a+weP+^2e+...+ ^ n^ea +...,
Math. Soc.
(1),
<
29
e- 1
- 1110
Watson,
ibid. (2),
15
152
Show
7.
that, if
\a\
<
1,
dO
2tt
2
J l+z 2acos0
'
Show
8.
>
when Rl a
that,
integral
when
|o|
m.
>
1.
0,
taxi(d+ai) d0
Show
9.
that, if
<
1,
2w
J^m
+
cob 9
2o sin
+ 0)} d6 =
2ttcosio,
o
2jt
+ a - 2a sin
2
^W
sm g
dfl
27rsinma.
(Edinburgh, 1931.)
10.
By
{cos
sin(a
cos(<x
=
11.
277 cos a.
(Edinburgh, 1930.)
Prove that
CO
/cos x dx
(x 2
+a
)(
+6
-6
e~ a \
77
/e
= ^Zfei\"6
^1
CO
when the
real parts of
also that
f cosjcefo
( 2
CO
when the
12.
is
not equal to
b.
Show
OT
real part of
Show
is
+a2
= 7r(l+o)
a
2a 3 e
positive.
dx
00
where
f,
v and
,
are real,
is
Xm^i-e^Hiq),
or-1
0,
according as
is
153
greater than, equal to, or less than
unity.
Deduce that
OC
sin m(x-)
smn(x-r))
(x-i)
(x-r,)
/
when n >
m>
ax
_
-T-sinm^-i;)
{
_ v)
'
0.
CO
13.
Prove that
14.
Showthat
J^L dx =
cos^-cos 9.
n.
= 7T(p _ g)
<fe
00
when p and
q are positive.
(n.
>
0,
4sin 3 a
x(x*
/
d
16.
+ l)sinnxdz
4 cos a
(Edinburgh, 1930.)
Jdx
Prove that
"
00
evrinlmnx)
= frr(e-
(Catchy.)
1).
17.
where
By integrating round
c,
R, and
<S
SiR,
+ coi
f
dz
c coi
the path of integration being a straight line parallel
to the imaginary
Show
18.
Show
that, if
Bla
>
0,
is
zero
\1ma\
when a <
<
0.
n,
c+ooi
*"-&=
SU177Z
2*
l
e-<"
c ooi
the path of integration being the straight line Rlz
c,
where
<
<
I.
cos(aa: a )
dx
a#
ismja.
with vertices
00
coshoo:
sinlaa^)
COSh7TX
Show
1 <
that, if
<
<
and
x"dx
f-l
I
21.
Prove that,
if
{
J
<
3, b
>
xa- l ain(inabx)
f
J
it,
7rsinoa
<
<
xP- 1 sin(iTTabx)-i
C
sina7rsina;
>
0, c
0,
dx
~^-^ =
in<p-*e-<>,
-\-c
- =
Xx=
n-c6c).
oc).
fncr-*2 cos(|iTa
cos(-fcna
(Cattchy.)
22.
Prove that,
<
if
<
u a/
j8
<
and
<
sino7r|
2,
la/
ex
23.
By making
the transformation
eM ,
show that
24. /(z) is a rational function with no poles on the real axis and is
such that zf(z) tends to zero as z > 00 and also as z >- 0. By integrating
logz/( z) round an appropriate contour, prove that
00
QO
equal to
z) at
value when/(z)
is
j"/(a;)
method of
poles
00
us to evaluate
its
when there
8.5 fails.
25.
155
that
dx
J
(1
+*)*"
2 2
J (1+* )
*"'
24, obtained
by
27.
7r,
IT
aXSmX
2acosa:+a ,dx
2
= TTlog(l+a-
).
What
is
<
when
<
(Catjchy.)
1 ?
0,
it,
tt+iR,
if
logsinaicfa;
29.
By
H:
30.
Prove that,
if
n <
= 7rlog2.
dy
<
v,
sinhax
/!sinh7W
00
31.
The
Gamma function is
da;
tan \
denned by
00
T(a)
when a
and
>
0.
Integrate z0-
so prove that, if
^-
>
("
afl- 1 er
round a
and
\tt <
dx
<
\tt,
00
xar 1 e- xmBa
(xsina) dx
f
J
Show
still
holds
T(a)
(aa).
sin
sin
when
a=47rif0<a<l.
156
and
<
so prove that, if
<
and
>
CO
f eiv (c
+ iyf-
dy
00
-RtiR
ic+FR
c-iR
-R-iR.
Fig. 5
Deduce that
iff
("
co8{te,ne-(l-a)6}seo 1 +a $de
e^sincwrlXa).
(Catjchy.)
33.
<
By
>
00
00
dy
(c+iyY(a-iy)
34.
4tt-2
35.
Show
that, if
is
sin7r( Z +)
>
2o l/{(2n+l)
8z
7r
157
-4z 2 }.
00
Deduce that
cosz
(1
...
37.
Show
<
that, if
e"
l1
f-
~~
ez
38.
<
1,
00
+ Z,
2*
+ 4nV
aa
Prove that
00
cosh z cosz
39.
Prove that,
if
x"*
^
+ OTZ 2'
l) nncosechn7T
(W7r) + |z
4
^_<
n=l
<
.
2
<
tt
tt,
CO
sin az
sin77Z
-sr*
^_/
it
sin Ma
rs=l
00
cosaz_
sin7rz
40.
Prove
~ ttz
that, if b is not
an
2j
v"
cosna
it
Z-i
zz
'
integer,
CO
sin7r6sin7r(z 6)
suittz
=
41.
lzbn)(b+n)'
oo
A function /(z) is regular for all finite values of z and satisfies the
= n + , where n is an
M
m _ -s [m+
ffi>
-,-(/
i^(z) is
an
series of the
above form
that, if \F(n)\
then F(z)
is
<
be expanded in a
K when n = 0,
1,
2,...,
K being
a constant.
Show
independent of n,
(Cambridge, 1933.)
a periodic analytic function of period tt whose only singu< Rlz < tt are simple poles %, a 2 ,..., an of residue
c 1; c 2 ,..., c n respectively. Show that, if f(x+iy) > as 2/ -> +oo and > i'
as y -> oo, uniformly with respect to x, then
42. /(z) is
larities in
the strip
l'l= 2i%cr
h(l
).
is
not
CHAPTER
VII
INTEGRAL FUNCTIONS
The factorization of integral functions
The most important property of a polynomial is
7.1.
that it can be
expressed uniquely as a product of linear factors of the form
-HJHJ-K)
"where
than the
origin, at
and z v z 2 ,...,
which the polynomial
certain circumstances.
There
sidered.
are,
The
first is
number of zeros
that
if
difficulties to
be con-
infinite
less
that
2,
is
3,...;
but the
infinite
GO
defined as the limit of
-M
-M
'
'
and JV tend to infinity independently, diverges. This product can, however, be made to converge by grouping its factors
as
t Here and in the sequel, the accent indicates that the infinite term, given
0, is to be omitted.
by n
INTEGRAL FUNCTIONS
suitably, but,
even
so,
159
frK'-SH-
no zeros
is
of the
form
an
f(z) is
m=miM
is
also
side
log f(z)
= log/(z
F(z) dz.
)+
J*
*.
But
is
" *
-('+9(>+JK'-9(>+i)('+3(>-5)
We have
K'+3("+3('-i)-v+En)('+s)M
2n
i
-
INTEGRAL FUNCTIONS
160
n
oo
-co
as
n >
oo.
The required
now
result
follows
by
Weierstrass's formula
Example
2. Prove that
-('+f)('+l)('+l)('-f)('+I)('+I)('+l)('-D
7.2.
The construction
of
zeros
If f(z)
is
finite
number of
where
^(z) is
an
zeros; hence
integral function.
Each primary
factor
is
1.
< we have
E{z,p) = exp{log(l- Z )+2 + +
|
Now when
\z\
1,
...
+ Jj
f Abh. der Preuss. Akad. Wiss. zu Berlin (Math. Klasse) (1876), 11-60;
reprinted in Weierstrass's Werke, 2, 77124.
INTEGBAL FUNCTIONS
and so
log E{z,p)
_^H_^1 _
p+2
p+1
From
161
when
\z\
"'
<i
2]e]p+K
w~
converges for
pn
= n,
all positive
since for
holds for
We
>N
and so
It follows,
<
<
logWl,^_ij
by
2/^".
os
ii-
when
Mi-"-ttU
<
lu-
ll
\z\
<
R. This implies
INTEGRAL FUNCTIONS
B, no
converges uniformly and absolutely in the circle \z\ <
integral
an
represents
so
and
matter how large B may be,
162
function G{z).
With the same value of B,
that rM
Then
we choose another
all
y\ E (-, Vn -\\
L\
integer
M such
(m
= M+l,M+2,...),
\*
<
B.
\z\
vanish at the points z 1; z 2 ,..., zM and nowhere else in
zeros of
Hence, by Hurwitz's theorem ( 6.21, Ex. 2), the only
0(z) in
means
< B are z
z v z a> ...
is
been
zeros
7.3.
fixed,
is
G(z) e H(z\
-
The
where
(z) is
principle of the
an
integral function.
maximum modulus
and on a
Let f(z) be an analytic function, continuous within
bound
upper
the
be
Let
G.
within
regular
and
closed contour
everywhere
holds
|/(z)|
inequality
of |/(z)| on C. Then the
at a point within C if and only
within C. Moreover, |/(z)|
proof of this result, which
following
iff{z) is a constant. The
modulus, is due to
maximum
is known as the principle of the
<M
=M
Landau.
If n
is
any
positive integer
by
where
is
is
at a distance 8 from C,
it/
Vln
side of this inequality is
independent of
INTEGRAL FUNCTIONS
making tend
163
so that,
n,
to infinity,
J
obtain
the
first
Again
=~f
nf'(a){f(a)}n-i
dz
{/(*)}*
and
so
Now
we
n \f( a )
if there exists
\f(a) |*-i
<
a point a within
{z-af
2jtS 2
such that
\f(a)\ ==
'
|/(o)|
= M,
all
maximum
7.31.
If f(z)
is
the circle
on that
For,
an
circle.
(r) is
<r
an integral function
modulus
steadily increasing
principle of the
is
continuous on
unbounded function.
modulus, we have
maximum
Ifir^Ji
where rx
of
\z\
by the
M being now
2.
< M(r
2)
and hence
M(rx )
< M(r
2 ),
INTEGRAL FUNCTIONS
164
Thus M(r)
Liouville's theorem.
r.
<
<
fixed later.
The function
one-valued.
But
if
we
cut the annulus along the negative part of the real axis, we
obtain a domain in which the principal branch of this function
is regular. The maximum modulus of this branch in the cut
annulus
Now
is
since
modulus.
<
<
argz
\tt,
regular in the part of the annulus for which \it
attain
its
maxivalue
cannot
principal
that
the
we see at once
modulus on the cut, and so must attain it on one of the
mum
boundary
when
rx
<
the annulus.
circles of
\z\
<r
We
2,
a
|z /(z)|
8 )}.
when
< r <C r
< m.ax{r%Mv rM
2.
We now choose
a.
so that
r\Mx
= r%M
2;
2}
thus
logjMJMJ
We
then have
or, finally,
The
r a M(r)
< r M
{M (x)Y*rtoi
x,
and so
< JfJwhWjiftogCrW.
known
as Hadamard's
three-circles theorem.^
t Bulletin de la Soc. math, de France, 24 (1896), 186. The result obviously
holds not only for integral functions, but also for any function -which is regular
in an annulus.
Since
<M
from which
and
INTEGRAL FUNCTIONS
we may write this inequality
it
we may show
rx
(r),
->M1
that Jf(r)->Jf2 as
as r ->
^+0.
r->r 2 0.
function of
165
in the
form
Similarly
Since, however,
M(r)
is
a continuous
r.
Finally, if
we
write
(&-ih(0
>?()
= log M(e%),
we
when
find that,
17
by saying that
log M(r)
is
a convex func-
tionf of log r.
Example.
on
\z\
(r) is
and A
r,
is
the
a constant between
1.
Show
that M(\r)jM(r)
and that
limM(A-)/Jlf(r)
0,
r><x>
save
when /(z)
this case
is
a polynomial.
What
is
7.4.
circle
\z\
number
If f(z)
k,
the function
is
inequality
of
finite
is
r.
log Jf(r)< r*
(r)
would
Liouville's
k,
it
INTEGRAL FUNCTIONS
166
log
holds for
when k
(r)
rk
large values of r
all sufficiently
< p.
M <
This number p
is
>p
when k
is
loglogM{r)
r->-oo
logr
of infinite order,
indefinitely.
we have
logr
^-*<c
Many
Example,
/(z) is
maximum modulus
is
an
that/'(z)
is
cos Vz
1;
is
of/'(z)
shall
of order
.
On
>
M^r)
is
the
r,
also of order p.
We
is
of order
of infinite order.
^W- l/l
Deduce
The
when
When /(z)
but not
now show
that
e H(0> is
an
no zeros
e ff^>
and only
if H(z) is
a polynomial of degree k, e H& is obviously of finite order k.
To complete the proof of the theorem, it only remains to show
that if the real part of an integral function H(z) satisfies the
inequality
mH{z)
< rP+*
theorem
is
due to Hadamard.f
t Journal de
Math.
(4)
(1893), 186-7.
INTEGRAL FUNCTIONS
By
Taylor's theorem,
167
we have
where
being the
circle
\z\
r.
Now, when n
> 0,
*W >-/<-
2w
co
V
=
am rm n e-(m+n)l)ii d6
0,
Hence we have
K|r"<i
\mH(re6i )\d6.
f
o
On
O
2ff
and
Rl
so
i-
Rl #(re<)
d0.
J
o
Hence we
see that
2rr
2Rla
+KK <
{|Ri#l+Rl#}d0.
<
0.
Since
is
Rl# <
B1H >
2Rla +K|r
<
4r>>+
Kl <
2Rla
168
INTEGRAL FUNCTIONS
we see that an = when n
r -> oo,
p.
> p,
and
so
This completes
Example. Prove
>
|%|
RN
we have
\f(0)\
\,
...
\.
R*-zz
= f(z)f\ =^_
F{Z)
is
modulus,
< M(R)
\F(z)\
where M(R)
Putting z ==
is
0,
the
we
maximum modulus
of f(z) on
\z\
J?.
find that
is
known
as Jensen's inequality.
<
log-^L_
f f^_ f^dx
W_1
The
example
made
in
is
4.55.
t The inequality evidently also holds if f(z) is not an integral function, but
regular when |z| < B. See also p. 90, Ex. 15, for a
more general result
Acta Math. 22 (1899), 359-64.
INTEGRAL FUNCTIONS
169
For
if
we put
B=
of
2r,
we have
2r
and
n(r)\og2
But
values of r,
since n(x) is
2r
<f
r.
dx^j^ldx< Ar^,
and
so n(r)
0(rP+*).
loan
^.
-*<*,
log r
where rn
\z n \.
This number p x is called the exponent of convergence of the zeros of f(z), since it has the following important
property.
and
// Pl
diverges
when t
< Pl
For
if Pl is finite
and t
> Rl
log n
holds for
the inequality
,
rl
values of n, and so
> n1+P,
170
where p
On
INTEGRAL FUNCTIONS
T
(t- Pi )/(t+ Pi ) > 0. Hence 2 * converges when
< n.
which r
if Pl is finite
and t
<p
1;
or if Pl
is infinite
we have
N
A^m
rN
JS
But
that
2 fn
we
diverges.
pl
may
be either convergent or
we have p x =
nQogrif, we again have
= n,
diverges; but
if r n
and
Pl =
2 TO_1
but
1,
Pl is
p,
tt loen
lim=
J
n*ooAogr
n
^loa(ArP+
w < hms^
= P +e,
= hm logrc(r)
logr
logr
t-+
,
)
-'
j-^oo
Example. Show
,-t
e,
and
so Pl
^ p.
00
2V
and tne
integral J w(a;)a;- 1
-T
da;
7.5.
Canonical products
If f(z)
is
infinite
p such that
1 ~ p is convergent. If
integer,
an
is
not
p is the
series
the
2 *"n
px
either
be
may
an
integer,
is
than
if
less
greatest integer
p
Pl
Pl
number of zeros
z lt z 2 ,...,
Pl or
By
Pi 1. But,
7.2,
in
any
the infinite
case, Pl
1 <
< Pi < p-
i?
product
CO
0(z)
is
INTEGRAL FUNCTIONS
7.51. Borel's theorems on canonical products
171
and
if
where I
is
\z
<
2|z|
|% +1
|,
then
-7<log|(?(z)|< J
equal to
zn
(P
(P
> 0),
0),
2ii
+t
being independent of
N+l
ftl
z.
is
We
say.
In
shall denote
n 2 we
,
|io g
have un
|n 2 iK
|io g
\z\,
<
n2
\zn
\ and
<
\,
\z/z n
by
r,
rn
un
respectively.
so
and
<
(l
consider
>
and
|*),
so
log \E(z,p)\
<log(l+\z\)+\z\ + i\z\*+...+-\z\*>^A\z\P
INTEGRAL FUNCTIONS
172
where
is
independent of z; similarly
\og\E{z,p)\
\z\p
p
^log\l~z\-A\z\p.
Since
un
> \ in
IIj,
we deduce from
N
z
2 ^g
> 0.
when #
If
we combine
-2
2k
this
JV+1
log
|G(()|
= log n
|
na
[-|-iog
i
N
C
log
+ 2 5>
+
iV
and
I,
also
log\G(z)\>"^log
-2
iV + l
iV
= 2 log
+ Zlog(l+un )-I
> 2 logl -
-/.
its zeros.
oo
= A2 -^+2 2
+
2V
<
2^-M
fi
<+2^
1
|+
2V
+1 ""
<,
1
since un
INTEGRAL FUNCTIONS
\ when n ^ N, and un < f when n
(iV
00
iV
173
> N.
This gives
+l
'
result.
It follows
<ef
10(3)1
holds for all sufficiently large values of r, and so the order p of G(z)
is
this
We
im-
^p
= p.
number
e,
there exists
an
infinite
>e-l*i p+e
on
\z\
we cannot expect
To overcome
M(r).
minimum
value, m(r)
r.
the inequality
is
difficulty,
we
describe a
circle
>
of
fl
1-- -/
As we have shown,
r.
INTEGRAL FUNCTIONS
174
inequality
z/z n
|1
rN
>
<
2r
< rN+1
provided that r
iog
Now when
> 2,
n 1-1
and so
>0.
*n s;i
But when
we have
< rn ^
and
2r
i-l
Hence
log
x
Tr i+n
(2r) x + h
> iV(l+A)log2r.
2J
Krn <2r
N < ArP+**.
r,
Combining these
results,
we
N
logfj
It follows that,
r
find that
>
when
A(l+h)log(2r)rP+* e
and
sufficiently large,
is
log \0{z)\
This result
7.6.
is
-rP+*.
due to Borel.
Hadamard's
factorization
theorem
If f(z)
Zy, z 2 ,...
the
form
f(z)
G(z)e*n,
where 6(z) is the canonical product formed with the zeros of f(z)
and H(z) is a polynomial of degree not exceeding p.
It has already been proved that such a factorization is possible, H(z) being an integral function. It remains to show that
H{z) is a polynomial.
Let
/>!
as
we have
INTEGRAL FUNCTIONS
seen, an infinite number of
just
But
circles
\z\
=r
of
is satisfied.
175
>e~rH+e
\m\<erP+e
holds for all sufficiently large values of r.
From these two inequalities it follows that
<e
|e
l
\G(z)\
principle of
maximum
r.
Hence, by the
modulus,
<
e H(*)|
|
e2r>>
+<
r,
theorem.
H{z) of degree q, the greater of the
of f(z). Since^
genus
p,
p and q
integers # and q is called the
It
order.
its
exceed
not
does
the genus of an integral function
can be shown that, when p is not an integer, the genus is the
integer less than p. But when p is an integer, the genus
If 0{z)
is
p and
of genus
<
<
greatest
is
either p or
p 1,
Example. Prove
z |-i-j>log \G(z)\
->
that, if 0(z) is
as
\z\
->
oo.
(Poinoabei.)
7.7.
The Taylor
finite
coefficients of
order
to be
an
an integral function
lim
m-co
log(i/Kl)
nlogn
>0j
of
INTEGRAL FUNCTIONS
The condition is necessary. For suppose
order p. Then, when 1c > p, the inequality
!76
M(r)
that/(z)
of finite
is
< e^
is satisfied
large
maximum
when
KK(-j
From
= njh, and so
rk
i^iog(i/Kl)
nlogn
so that the condition
It remains to
show
is
>0
necessary.
that, if
n log n
is positive, f(z) is
an
We
two
cases,
(i)
finite,
(ii)
con-
infinite.
lo g(VKI)
holds whenever
> N.
>
(p-e)nlogn
This inequality
\an
<
may
be written
%-(/*-*).
to zero
as
l/(*)l
< I KK+ f
|an |r
< Ar+
f (JLY
N+X
where
is
Mv- e
If r
2V+1
is
< 2r <
sufficiently large,
< < if
to
'
(Jf+l)F-e.
will
be greater than N.
we have
r
M such that
When
INTEGRAL FUNCTIONS
177
and so
^ exp{(2r)>JIogr}j|
2, \^i)
-<^)
where
B is independent
Z,
M+l \iJFv
x
""^
'
of
r.
Also
"^Zl^
M+
2, Iu(jif+i )/-)'
+1
ikf
'
'
1,
|/(2)|
from which
it
follows that
M(r)
of f(z) by
p
lo E lo 8
lim
r)
so
Again,
an
order
M ^ j^ log 2 + log(2r)iV-'>+loglog
^
logr
logr
r-*oo
and
Then we have
p.
r
'
infinite
also follows
number of positive
log(l/KI)
or
\an
integers
<
exists
n such that
(p,+e)nlogn,
>K,-(f+e)m_
\
M(r)
we take
If
2nJl + e ,
M(r)
>
lojf
>
{^f.
we now have
We
__ <p <
p+e
pe
T
we
4111
is
p..
Making
tend to zero,
INTEGKAL FUNCTIONS
178
To
inequality
when
log( !/ 0n
|
/x is
)
|
infinite,
we observe
that the
> Xn log
must be
zero.
y.
nlogn
log(l/KD
is
REFERENCES
E.
R.
E.
G.
See also G. Polya and G. Szego, Aufgaben und Lehrsatze aus der
Analysis (Berlin, 1925), 2, IV. Abschn., Kap. 1.
1.
Prove that,
MISCELLANEOUS EXAMPLES
> 1, the integral function
if ||
CO
is
of order zero.
2.
Show
that, if a
>
1,
is
of order 1/a.
3.
Prove that.f
KK
if
io g
Iim
+1 j
logi
= K>0)
oo
the function 2) an 2
ig
an
l//c.
Show
Iim
io g
KK
+1 j
logn
and
positive,
See
8.5.
T{\+x)
= K>0
Gamma function,
e-*x*<J(2TTx){l+o(l)}.
that
when x is large
INTEGRAL FUNCTIONS
4.
179
cos Vz;
00
7rrr
(iv)
2-*J(Vz)
>
0);
l2 "+2n!r(v+n+l)
o
5. /(z) is
an
Show
that, corre-
\f(z)\ satisfies
the inequality
m(r)
>
e-'"^.
Prove that,
7.
if
prove that,
Bmir(z+h)
sin7r/iTT
CO
{(
+ ^T^) 6^ /<n+W
00
and
also that
simrz
ttz
j|l
+ -)e~* n
;
j.
)'
if
is
CHAPTER
VIII
CONFORMAL REPRESENTATION
8.1.
Isogonal mapping
that the functions u(x,y) and v(x,y) are continuous and possess continuous partial derivatives of the first
order at each point of a domain 8 in a plane in which x and y are
Let us suppose
u(x, y),
rectangular Cartesian coordinates. The equations u
v(x, y) set up a correspondence between the points of 8 and
v
the points of a set 2 in the (u, v)-plane. The set 2 is evidently
one correspondence.
2
v = y2
is given by taking u = x
mapped on the triangle bounded by
The domain x
u = 0, v = 0,
+y <
1 is
u-\-v
1,
circle
is
the
(x, 2/)-plane is
{dxf+{dyf
{duf +{dvf
Hence
0.
= h {{dxf + {dyf}
2
is
not zero.
= ux dx +uy dy,
dv
= vx dx +vy dy,
CONFORMAL REPRESENTATION
where
181
If
ux
= vy
uy
= vx
(b)
ux
= vy
uy
= vx
u+iv
where f{x-\-iy)
since
is
\f(x+iy)\ 2
= f(x+iy),
(V)
uiv=f(x+iy),
it suffices
equivalent to
= f(z)
followed
by a
= f(z)
is
of the w-plane.
up a one-to-one correspondence between a certain neighbourhood of z in which /'(z) does not vanish and the region within
a certain closed contour within which the point w = f(z ) lies.
Thus the neighbourhood of z is mapped isogonally on the region
sets
if f'(z) is finite
and
CONFORMAL REPRESENTATION
182
/(z) necessarily
non-zero at each point of a domain S, then w
maps S isogonally on a domain of the w-plane. For, although
a neighbourhood of each point of S is mapped isogonally, it is
not necessarily the case that the mapping of the whole of S
2
is a one-to-one correspondence. For example, the function z has
<
<
\z\
2,
a derivative 2z which is finite and non-zero when 1
2
on
an
overdomain
this
maps
z
argz
fw; yet w
fw
\-n, and so the
argu>
|tt
\w\
4,
lapping region 1
transformation is not one-to-one.
<
<
Example. Show
that
<
<
w=
z/(l
<
z)
8.11.
\z\
real axis
<
from
isogonally on the
oo to J.
Conformal mapping
maps
<
maps a domain S of
of the w-plane. If C
in 8, the equation of its map is
domain
= f{x(t)+iy(t)},
ifi
<f>
= tan-
^
x
= &Tg{x(t)+iy(t)}
and
arg
f{x(t)+iy(t)}\
= arg[/'(z){^)+^(<)}]
= <Harg/'(z).
i/j
is equal to arg/'(z) and so depends only on the affix
point
the
z and not on the particular curve through that
of
point. This, however, implies that the transformation conserves
not only the magnitude of the angle of intersection of two curves
Thus
c/>
But
intersection of
two
conformal transformation
is
CONFORMAL REPRESENTATION
183
~
= V(* +2/ = \m+im\
dt
2
=
dt
da
j
and
jMt)+iy(t)} = \m{m+m}\;
hence we see that
= z n **.
t
dt
Jf'(
dt
We
order,
is
|/'(z
)l
Example
11
1,
the area of
is
\f(z)\*dxdy.
<R
conformally on a
Example
4.
\z\
<
1,
<
argz
<
4/(z
Jw
is
+ l)
4/(*+l)
then either z
Zj
= z
z 1 or z
2 certainly is not.
formally on a domain
4/(zx
+ l)
2
,
in the w-plane.
CONFORMAL REPRESENTATION
184
When
real axis
of
is
lt
/4
when
2i
to 4.
from
If
we
=
=
JM*=J
Combining these
8 cos t dt
4V2.
w/4
-it/*
results,
we
is
+ 5V2+log(l + V2).
Simple functions
liw = f(z ) maps a domain S conformally on a certain domain
2 of the w-plane, we say that/(z) is simple^ in 8. The charac-
8.12.
teristic
in 8.
too difficult to be included in the present book.J It is, howshow that if f(z) is regular within and on
a closed contour C and takes no value more than once on C, then
is
f(z) is
The
For an account
CONFORMAL, REPRESENTATION
185
w is any point of the w-plane which does
on T, the number of zeros of f(z)w within C is
closed contour I\ If
not
lie
f(*)
^_
dw
>
(7
m=
m=
=
8.2.
<
<
<
<
f This implies that the sense of description o'f T is the positive one.
a is the boundary point, it can be transformed into the point at
J If z
infinity by z x
l/{za).
CONFORMAL REPRESENTATION
186
may
be mapped conformally on a
than one boundary point.
circle, it
formally on
<
\w\
Whilst
its
f{z)
Moreover, since
\f{z)\
the condition
Now
on
B1 ,,
log|z a\-\-tS\<p(z)
,
>
0.
equation
d2y
dx*
where
{z-a)e^z\
= x-\-iy.
If,
e2
+ ~8yJ=0
'
therefore, it could be
vanishes on
and
is finite
within
V say, which
js
= a, in
= log \z-a\+m<f>(z).
CONFORMAL REPRESENTATION
187
accessible works. J
Homographic transformations
We shall now consider whether it is
8.3.
possible to
by a relation w
is
map
con-
number of
is
possible,
an analytic
Chap. III.
CONFORMAL REPRESENTATION
188
finite distance,
the transformation
w
where
and d
a, b, c,
the singularity
if
A (^
formation
8.31.
is
ad be
= 0;
but
at infinity, then
is
and
0)
of the form
(az-\-b)J(cz+d),
w
where
is
= Az+B,
are constants.
homographic.
unit
circle invariant
tions.
type
Jr
The transformation
if
w=
az+b
cz+d
,
whenever
\z\
1;
(az+b)(dz+b)
The constants a,
b, c,
(cz+d)(cz+d).
and d must,
= cc+dd,
as well as the inequality ad ^ be.
aa+bb
Now,
if
we
cd~,
is
find that
and so
ab
= cd/a.
hence b
\a\
When
...
7T
\aacc)(aadd)
,
=
=
\c\
or
\a\
|c|,
0,
\d\.
we can
write c
stituting this in the equation ab
\a\
we require
is real.
For an account of the elementary properties of homographic transformaG. H. Hardy, Pure Mathematics (Cambridge, 1921), 94-6. Some of
these properties are given in examples 6, 7, 8, 9 at the end of Chapter I of the
t
tions, see
present book.
CONFORMAL REPRESENTATION
tion
189
of the form
is
.az-\-b
As
a-\-bz
where
\a\
|6|.
when a
also holds
0,
w=
eai /z,
where a
is real.
(^l), it
(1 ww)\a+bz\*
Hence when
>
\a\
(^1)
In
<
<
\z\
1,
we have
difficulty that
(1 zz){aa 66).
\w\
<
or \w\
>
according as
or
\a\
|6|.
this property.
8.32. Schwarz's
lemma
section depends
regular in
satisfies the inequality
< R, where
< M, and iff(0) = 0, then the inequality \f(z)\ < M\z\/R
holds whenever
< B. Moreover, equality can occur only when
is a real constant.
f(z) = Mze /E, where
f(z)
is
it
\z\
|/(z)|
\z\
ai
a.
when
\z\
<
R.
< <
we have
\<t>{a)\
and so
< max
M = -max
|^(a)|
|/(2)|
< M/r.
<
t
H. A. Schwarz
(1869), Ges.
Math. Abhandlungen,
2, 109-10.
CONFORMAL REPRESENTATION
190
= M/B,
\<j>(a)\
stant.
8.33.
circle
graphic.
We know
on
z,
\w\
we obtain a transformation w
\w\
all
=sC
origin.
This function
||
on
<() satisfies
when || < 1.
But we can
that
(z c)/(l cz) maps \z\
1 conformally
and transforms z
c into the origin. Eliminating
also write
this
when
\w\
<
when || <
lemma now
the
1.
1,
and
so \w\
||.
If,
inequalities,
we
find that
where a
gives
w
is
w = e a%
transformation w = f(z)
and so
<
is
of the form
1 cz
homographic.
in addition,
we
c) =
/?
at
<
CONFORMAL REPRESENTATION
forms an interior point
191
For the
1,
(za)/B maps \za\ < B on \z'\
c into an interior point z' d and leaves the
transforms z
prescribed direction unaltered. We have only to apply a
homographic transformation to get the result stated. This completes the proof of Biemann's theorem for a circle.
Example. Show that the region |z a| < jR is mapped conformally
on |w| < 1 by
Rlz-c)
transformation
z'
<
JR 2 -(z-a)(5-a)
c is the point
'
8.34.
of a half-plane
on
a circle
<
>
Now the
up the whole
fills
half-plane.
transformation
in
Be ai (z c)
-(z-iB){c+iB)
1
(1 icjB)z c
find that
w=
where
\w
<
|A|
1,
maps the
and turns
zc
half-plane
= c into w =
make any
= c into
by
Imz
>
conformally on
0.
suitably choosing
prescribed direction at z
A,
we can
= c correspond to the
= 0. Making the appro-
8.33,
we
easily
show that
COKFOBMAL REPRESENTATION
192
is
a half-plane.
Finally, by making a preliminary translation and rotation,
any half-plane can be mapped conformally on the interior of
circle.
Example
by
\z\
|z|
and to argz
a.
8.4.
Let
AB
continue
on AB.
We
/( z )=/(z)-
This result
known
is
shall
now show
AB by means
that
we can
of the equation
as Schwarz's principle of
symmetry.f
If
Tt
we
reflect
We
plane.
when
on
within
within
on T,
By hypothesis,
Ii; for
r and
when
<f>(z)
is
regular within T. It
and z+h
lie
within
rx
we denote by C
is
also regular
and z+R he
=m-
r and L),
Hence, by
so
If
lower half-
<f>(z)
= lim M+R)-m
parts of
closed contour
z is within or
T\.
we obtain a
-f tz
2tti
a
t Journal fur
CONFORMAL REPRESENTATION
when z lies within F, we have
193
is
2m
2m
r
the value of the
first
Hence we
vanishes.
J
ii
integral
is <f>(z)
<j)(z)
when
integral
z lies within T,
Finally,
by continuity,
when z is an interior
point of the segment AB, but not necessarily when z is an endfollows that this equation holds also
it
We have
C.
Since
it is
Example
AB.
\z\
relation /(z)
1.
= /(l/z).
Example
3.
Show
<
that, if
air <
is
<
argz
8.5.
AB is given by/(z) =
1,
<
l//(l/z).
half-plane
by
w=
z 1 /! 2 "'.
plane
when
Imw >
0.
From
d
_,,.
F"(w)
CONFORMAL REPRESENTATION
194
is
also true at
line
We next
Imw =
show that
this is
correspond to a vertex of V.
Let L be a side of Y making an angle 8 with the real axis.
Then if b is any point of L which is not a vertex of Y, (zb)e~ 0i
b,
is real on L. Hence if w
/} is the point corresponding to z
6i
segment
the function {F(w)b}e~ is real and continuous on the
in a neighbourhood of j8
r=l
where the
coefficients
coefficient in this
When
finity,t
where the
in this case
dlogF'(w)/dw
and
is
L
z'
w~r
cx
is
^ 0.
tt
real
us suppose that
let
and
F'(w)
Next,
= fc
F"{w)
is
similarly
{F(w)b}e- 6i
Hence
=b
we have
This gives
vf
regular in a neighbourhood
when
w is real.
and
are consecutive sides of
where Y has an angle cm. The
and
cm-
f In this case
length.
consists of
two segments
function
CONFORMAL REPRESENTATION
regular when lmw>0, since F(w)z'
is
we
there.
195
is
regular
see that
[{z'-F(w)}e- 8iYI
regular in a neighbourhood of w' and can be expressed as
a Taylor series of the form
is
[{z'-F(w)}e- Bi]U<
where the
= f b (w-w'Y,
r=l
gives
= z'+e
F{w)
ei
and
(ww')<*
2 b' (w-w')
r=0
where
b' is
r
,
where O(w)
b x is
is
regular
(W M?') a -1 <I>(w;),
in a
neighbourhood
of w', and so
t logi^(w)
&
v
dw
=
5_^.
w w '^<b{w)
Hence
a 1.
In a similar manner the reader will readily show that, if the
point at infinity corresponds to a vertex of T of angle oar, then
iogF'(u,)
aw
= -?+y*L.
w
'
/L,vf
2
Now suppose
dlogF'(w)/dw
must
(i)
It is regular
residue oc1,
c,..., I
(ii)
respectively.
It is real
when w
is real.
at the points a,
b,
CONFORMAL REPRESENTATION
196
It possesses
(iii)
dw
w^ Z*vf
=
>
Imj
Uo
F'{w)
dw g
where
= ^1+^i
wo
+...+
4.56,
wl
the function
+(w)
<&(w) is a polynomial.
Now when
\w\ is large,
we have
d\ogF'(w)=<!>(w)+y^r
dw
-<
a -l)+(jS-l)
where
c(
But
since
polygon,
vf
+ (y-l)+... + (A-l).
2tt
dw
r,,,
F(w)
A
B 1
a h~
w bi + H w Ir
1
= a
we deduce
= A\ (wa) a -
that
(w-b)P- 1 ...(wl) x - 1 dw
+B,
where
CONFORMAL REPRESENTATION
197
determined. Now, with any set of real numbers a, b,
the correct order, the relation z = F(w) maps the line
on a closed polygon V, not necessarily simple, whose
suitably
in
c,..., I
Im w
make
position of
tively.
We
and
to
make
V coincide
with r.
Let us denote by C the closed contour in the w-plane which
consists of the segment of the real axis from
R to R, indented
at the points a, b, c,..., I, and the semicircle in the upper halfplane on this segment as diameter. The function
= i| {wa) a -
(wb)P- 1 ...(wl) x - 1 dw
+B
regular within
is
z describes the
Imic
>
polygon
is
F
z
mapped conformally on
of angles
= A j (wa)<*-
by the relation
(wb)P- 1 ...(wl) x - 1 dw
+B,
In
(iii)
+V^
^ Z, vf
#-logJ'=Aw &
w
v
'
CONFORMAL REPRESENTATION
198
should hold near the point at infinity. Making this change, the
reader will readily prove that
F(w)
=A
Examples
8.51.
+ B.
formula
The region within a
a+fi+y
1, is
by taking
ABC,
triangle
mapped conformally on
=D
(wa^Hwb)*- 1 ^ c)t-i dw + E.
= D f (w ay-^w c)''-1 dw + E.
AB
=
z
The reader
will' easily
Fw +E&
map
the
<
angle
arg{(z E)/F}
<
nj,(wa)'- (wcy- 1 dw
1
where oL+y
+18,
1.
The simplest case occurs when the transversal cuts the parallel lines
l,we then have
at right angles, so that a
1, a
y
J. Taking
c=
dw
+E
a
-i)
-/:V(^
To
w=
is
the case,
x+iy,
w=
coshacosj/,
Dcozhri-w+E.
we take D =
u+iv, we find
v
1,
E=
0,
that
sinhxsiny.
so that
CONFORMAL REPRESENTATION
Keeping the positive number x fixed, let y vary from
evidently moves round the upper half of the ellipse
+ sinh
;
cosh 2a;
199
to
it.
Then
a;
AB
(wa)
dw +E.
= 1,22 = 0, a = 0,
us consider the case when
to tt,
is kept fixed and Imz increases from
w moves round the upper half of the circle \w\ = e^1 ". Moreover, as
Rlz increases from oo to oo, this circular arc sweeps out the upper
< Imz < w conhalf of the w-plane. Thus w = ez maps the strip
formally on Imw > 0.
As a
verification, let
so that
w=
8.52.
ez .
Rlz
If
of a rectangle
on a
half-plane
Christoffel shows that it is possible to
the interior of a rectangle conformally on the upper half of the
w-plane by a transformation of the form.
map
=D
z=
< k < 1.
This integral is an elliptic integral and its value cannot be expressed
in terms of the elementary functions of analysis. At the present stage
we cannot discuss the transformation by expressing w explicitly in terms
of z, as this involves a knowledge of the theory of elliptic functions.
Let us suppose that the integrand is positive on the real axis when
1 < w < 1, and that it is defined elsewhere on the real axis by continuation along a path in the upper half-plane. It is easily seen that the
where
2
1 2
integrand is equal to i[(w 2 1)(1 khv )']- ! when 1 < w < ljk, and is
-1 / 2 when w
1/k. We now consider how z
>
l)(A 2w 2
[(w 2
equal to
l)]
CONFORMAL REPRESENTATION
200
K=
<Z
[(l-^jfl-W)]- 1 /! dw +i
dw.
The
first integral is
from
to
K'
as
K,
equal to
increases
is
real
and
increases
from
Ilk
K'
f [(w> 2
-l)(l-JW)]-1 /2
is
from
to l/k, z
When w >
evidently
finite.
the path of z
1/k,
dw.
axis
line
is
w
s
= K+iK'-
[(^-lXiV-I)]-'/' dw.
J"
Ilk
But
if
we
write
kw
f [(w 2 -l)(^ 2
\/t
in this integral,
w2 -l)]- 1 2 dw =
1/*
find that
[(l-^Xl-W)]-1 2 (ft
we
l/ftw
= K-
2
2 )]~i/ 2
j [(l- )(l-tt
<ft,
llkw
and so
Hence as
line
Imz
w moves
#'+
[(l-PXl-kH*)]- 1!*
dt.
(A)
llkB
iK'+
By
and
>
integrate term
by term, we obtain
(1+P)
kw
6k aw 3
CONFORMAL, REPRESENTATION
ziK'
201
= ^- (l + ofr^))
when \w\ is large, and so the path of z, as w moves from R to iR, lies
within a circle of centre iK' whose radius tends to zero as R-> oo.
Moreover, the argument oiziK' decreases by %w in moving along this
path.
Finally
when w
iv
where v
is
we have
positive,
i f
[(l+v 2 )(l+fcV)]- 1 / 2
dv.
shown
We
w moves round the complete boundary of the positive
\w\ < R, z moves round the rectangle with vertices 0, K,
that, as
quadrant of
K+iK',
w
z
[(
-w
2
)(
- kho
)]- 1 ! 2
dw
enables us to
K+iK',
The
C.
XIX,
XX.
G. Julia, Lecons sur la representation conforme (Paris, 1931).
G. Julia, Principes giometriques d 'analyse, 1 (Paris, 1930), 2 (Paris,
1932).
CONFORMAL REPRESENTATION
202
MISCELLANEOUS EXAMPLES
1. Show that stereographic projection
conformally on a plane.
maps the
surface of a sphere
X=
where
<
provided by
3.
Y=
i?sin#cos<,
<
<^<
w=
RcosO,
mapping of
2n, a conformal
Mercator's projection x
y
<f>,
-n-,
Z=
Rsm<?sin<,
this
type
is
logtan J0.
of coaxal circles.
Show that this relation maps the strip
the upper half of the to-plane.
< Im z <
\tt
conformally on
4. Prove that w
cosz maps the strip
< Rlz < ir conformally on
the whole w-plane, supposed cut along the real axis from
oo to 1
and from
1 to
oo.
Find a function
w = f(z)
which maps
|z
<
conformally on the
w=
Prove that,
if
>
>
0,
the equation
(a+b)z*2wz+(ab)
provides a conformal map of the annulus *J{(a b)/(a + b)} < |z| < 1
on the interior of the ellipse x2/a2 +2/ 2 /6 2
1, cut along the real axis
between
its foci.
argz
8.
Prove that
w=
(1+z 3 2 j(l z3
(l+z 3 ) 2 +i(l-z 3
)
2
)
2
)
maps
(Edinburgh, 1932.)
ww
CONFORMAL REPRESENTATION
203
Show
is
[i+bi{zT( 2 )//'(z)};k|/'(z)|.
w
10.
Show
that
2 )]" 1 / 2
[w(l
dw
on the
interior of
in
11.
Prove that
=
f
maps
<
\w\
(1
dw
4 )- 1 / 2
2 $ (lw*)- 1 !* dw.
o
13.
The function
inequality
/(z) is regular in
< M; moreover,/(0) =
|/(z)j
to the function
prove that
14.
\z\
<
Show
plane Rlz
<
B.
,jy
15.
|z|
<
"
>
satisfies
the
';
',
,
conformally on
maps the
ft.
half-
Deduce that
1+z
01.1log
= 2ft
__
h.
The function /(z) is regular in \z\ < B, where its real part
an inequality |Rl/(z)| < ft; moreover, /(0) = 0. Show that the
satisfies
inequality
^
llm/WK-log^
2ft
|z
holds
it
(CabatheodOey.)
TTIW
maps
B, where
M*-cf(z)'
that, if
>
<
|z|
c.
jtf{/(z)-c}
(Z)
when
dw.
when
\z\
<
B. (Cabathodoby.)
CONFORMAL REPRESENTATION
204
16.
is
regular in
1.
By
1-/(8)
inequalities
hold when
\z\
<
tl
R. (Lindelof.)
2R
Z
\
is
never
CHAPTER IX
9.1.
when x
continuous
was
a positive integer,
x n)
>
first
and reduces
solved by Eulerf
positive
is
in 1729,
H(x,n)
is
when he
lZ
(W
/ Ti w
i
-l.
x
(*+l)(a;+2)...(a;+TO)
*'
2 *>"*
'
is
n\x\
>
~n =
when
x\nx
(+l)(n+2)...(n+a;)
(+*)!
-/IHFS-H)
as
-> oo.
(lr) n - 1 rc
dr,
II {x,
n)/nx+i
U{x,ii)= f
(l
-J""
1
t
x dt,
from which
it
follows
(cf.
9.21) that
OO
U{x)=
e-H x
dt.
206
= J e~U*-i dt
r(z)
whenever
has
its
principal value),
and
(it
defined
by
analytical continuation
elsewhere.
Example. Show
The
9.11.
To
that T(n)
(w 1)! when n
is
a positive integer.
= <D(z)+T(z),
where
<S>{z)
oo
= f c^-
dt,
T(z)
e-~ x
dt.
We
when
1.
But
since e
^A_1 tends to
exists a constant C,
t
1.
when
e -^-i|
<
Ce when
<je -u
so
is
an integral
function.
f The notation T(z) is due to Legendre. For some purposes it is still found
more convenient to use the older notation of Gauss and write 11(2 1) for the
by
T(z),
\ju,
*(*)
207
simplest to
<J>(z), it is
make
the
which gives
= j e-
u-z ~x du.
xlu
<
0. It is,
This integral obviously does not converge when Rl z
in
any
bounded
convergent
however, uniformly and absolutely
closed domain which lies definitely to the right of the imaginary
axis.
8,
where S
>
0,
is satisfied,
e -lluu -S-l
<^
I
M -S-l
If in the formula
<D(z)
e-'F- 1 dt
,
j
o
we
replace er*
by
its
>
o>( Z )
But
(-1)"
n\ (z-\-n)
closed
in
any
2,...,
where Y(z)
is
an
integral function.
'
'
1,
9.2.
Tannery's theorem
208
Km /(*,) =
Jf
Km
then
n><x>
provided that
f(t,
f
J
f(t,n)dt=
n) tends to
its
such that
\f(t,n)\
due to
HmAw =+oo,
9(t),
interval,
series,
f g(t) dt,
J
any fixed
there exists
00
Then
a.
if
is
chosen
large
An
GO
jf(t,n)dt-jg(t)dt
+ ffdt-
j(f-9)dt
jgdt
A,
<
But
j U(t,n)-g(t)} dt
since \f(t,n)\
< M(t).
\g(t)\
< M{t)
+j
\f(t,n)\ dt
+j
\g(t)\ dt.
we
also
have
This gives
00
jf(t,n)dt-jg(t)dt
T
<
00
{/(*,
n)-g(t)}
dt\
J"
Now f(t, n)
a
< <
t
t,
2J
M(t)
dt.
and
lim
nj-oo
t See
Hence we have
oo
f(t,
n)dt
J*
Bromwich,
g(t) dt
<
j M(t)>dt.
209
00
we can make
the expres-
sion
please
t,
this
implies that
00
\l
lim
m>oo
and
so the
lemma
f(t,n) dt
- j g(t) dt
is
proved.
= 2 v (n),
where
r=0
with
n.
lim.F(n)
M,.,
where
= fw
r=0
r,
r is
formula for
now show that, if
We
0,
independent of n and
~Mr
V{z)
then F(z, n) tends to P(z) as n -> oo, the convergence being uniform in any bounded closed domain D which contains none of
the singularities of Y(z). The proof falls into two parts.
In the first place, we have
But
since
i+
K)'('+rwhen
,+o
product
T>
V
THE GAMMA FUNCTION
210
r(z); moreover,
>
suffices to
Now
by
>
by parts that
integration
V{z,n)
=n
(1r)"^-1 dr
(l--Yt^ 1 dt.
f
o
T(z, n) -
eHf- 1
dt
T(z),
theorem are
From
satisfied.
the equation
ww-r**follows that,
it
^ ^ n,
when
2n
o
Hence,
if
x denotes the
real part of z,
ix+l
and so
as
(l
- -]
-+
first
e-*-1
t
Again,
we
also
in
is
any fixed
thus
interval.
The
satisfied.
have
00
But
since
>
1, J e
-^* -1
dt converges
We
take Rl z
>
limit of integration.
1 instead of
Rl z
>
211
incidentally that
This formula
6.21,
Ex,
2),
that
9.22.
Two
We
shall
important identities
= z r(z)
= Trcosec
r{z+i)
and
r(z)r(l-z)
To prove
the
T(z+1)
ttz.
we observe that
identity,
first
^^
= lim
+ 2)...(z++l)
-,(z+l)(z
n\ns
= zlim
nr-MoZ(3+l)(z+2)...(z
+ ) z+n+1
= zT(z).
From
this it follows
integer,
Again,
p(n)
we
also
_ 1}| p(l) =
"lUL
->ooZ(z+l)...(z
TC
^_^
mlml ~z
lim
72,)
nlnln
= lim
-*=oZ(l 2
1.
2.
Show
= TrcosecTTZ.
Vtt.
that
(2n)!
6.83,
T(z)r(l z)
Example
Example
a positive
have
= hm -
r(z)r(l-z)
(n
is
2 inrHT(n
+ i)/^TT.
)(rc+l_ Z )
212
Example
3.
Show
that, if
a; is
r ^i
real,
JLm^Y
C Example
5. If
De-
<Jj{z)
tjj(lz)
l]j(z)
7T
COt 773.
formula
r(2z, 2)
=
If
~1
n2zn\ T(n+%)
\/nz{z+l)(z+2)...{z+n)(z+^)(z+l)...(z+n-^)
22Z_1
nz n)T(z+
find that
^V^z)
n)
r n + X^ z +i+ n
(
2 *- i
9.22,
Ex.
4,
we
r(z)r(z+i).
This
is
9.3.
The Eulerian
B(p,q)
1
j tP-^l-t)^-
dt
whenever
_e
(i_)g-i
(p-i)\ogi
}
understood that
=e
(a-i)iog(i-0
is
now
213
first
q'
F(p+q)
T{p)T(q)
j"
00
e- xaP~ l dx
e-^- 1 dy
= hm
R^J
= lim
dx
e-x-vxP-hfl- 1 dxdy,
f f
R-hx>JJ
Sb
T(p)T(q)
lim
f f
erx-vxv-ryi-\ dxdy,
Tr
For,
if
we
call the
/(*, V)
dxdy
J" J"
we have
jj f{x, y) dxdy
tr
Sb
jj fix,y)dxdy
1x-Ts
<
<
jj \f{x,y)\dxdy
jj
Sb
But
dxdy- jj
\f\
\f
dxdy
= jj
sK
dxdy
SrI%
jj
Sji
\f\
e --va>Rij>-iyHi-i
B -* oo,
since
214
Hence
T(p)r(q)
lim
f f e -*--J'a;-
-q,
R
T(p)Y{q)
= Km
**%
the substitution
^-i(l q)-i
<Zq
e-^+a-1 d X
e-ff-w- 1 df
CO
V"
**-T,
equation we now make
we obtain
If in this last
x+y
V(p+q)B(p,q).
when
w*
Bip
'
\
q)
- TMEM
~ W+rt
other values
definition of
kind
is
this
zP-^l zY~x dz
4:e^+^i smTrpsimTqB(p,q),
where
memoir.
9.4. Euler's constant
1,2,3,...)
f Math. Annalen, 35 (1890), 495. See also Whittaker and Watson, Modern
Analysis (1920), 256-7.
215
usually
is
*+i-
u.
On
= r-j-log(n+l)+log% = _L+Iog/l
n+1
n-f-i
1/t
decreases as
+J->
1+1 + 1+
dt
>
4.
L\ < 0.
n+1)
increases,
l
+1
1
.
>
from which
it
follows that
1
< un <
1.
decreasing,
inequality,
for 1/T(z)
TO-^n(HM'
is an integral function of order
due to Schlomilchf and F. W. Newman. J
To prove this, we start with the equation
so that l/r(z)
is
This formula
_ z(z+l)(z+2)...(z+n)
r(z,ra)
t Archiv der Math,
t
1.
n\nz
216
in the notation of
r(^j =
2 1
(
+l)( +l)-(
+$ e
-2log "
Asymptotic expansions
A series
+^+^ + ...+^ +
which
may
zn
z2
all
9.3.
...,
values of z,
is
z4F{ Z )-A
When
\z
or diverge for
if,
-^l-^-...-M
n
z2
tends to zero as
|z|
called
we denote the
by writing
relationship
between the
F(z)~A +^+^+....
This definition, which
difference
F(z)~A +^l+^+...,
2
z
t Acta
Math. 8
(1886), 295-344.
lim F(z)
=A
217
by the equations
]imz{F(z)-A
=A
1,
\z\>-QO
lim
#{f(z)-Ai-M = A 2
isl-
z.l!
9.51.
<
\it.
sion
It
may happen
possess
such that
VM
G(z)
z2
The term A
we
shall write
representation of F(z).
Example
1.
Show
that, if /(z)
~ 2 Am z~m and
9( z )
~ 2 Bm z~m
***
Cm = A Bm +A x B^+Az Bm_^+...+A m B
where
Example
2.
Prove that,
if
f{x)
<~2-^m a;
a
positive,
then
Z* mxm
i
~OT
when x
is
large
and
218
9.52. Watson's
lemma
when
< a+8,
\t\
= 2 am ^)-x
/(*)
where
that,
when
< K4*
where
t.
Then
GO
F(z)
f e-*f(t)
o
am V{mlr)z-m
dt~f
m=1
'r
when
\z\
integer
is large
M, we can
find a constant
M-l
f(t)
is
true
am #mM-A
<
CHfmsi-ijt
M-l "
F(z)
=2
< a or not.
er*am &&-i dt
+BM
Hence,
if
M-l
= 1 am T(mlr)z-l*+RM
m=l
we have
to
show that
M BM is bounded as
>r
(2),
17 (1918), 133.
\z\
-> oo.
Writing z
\Rm\
=
<
219
j e-*[f(t)-2a*fi*-*}
dt
e-xi ClfM^- 1 e bt dt
_
~
CT(M/r)
{xb) M r
'
provided that
|argz|
if
Z
|
\z\
|Z
**'
<
CT{MJr)\z\^
(| Z
|sinA-6)^
9.53.
We
now
(1)
'
lemma.
_
~
of T(z)
\z\
first Stirling's!
logr(z)
In
asymptotic series
Z _i)l 0gz
_ z+i
0g (2.)+
defined
|^-Jtg^-.
are Bernoulli's
numbers
by the expansion
izcothiz
= 1+2 (- 1 r_ljB'-(^)!)
T S= X
that of
220
Ramanujan.
When
and
z is real
T(z)
and
= - r(l+z) = -
f e-'t* dt
z~zez V(z)
so
and
= z er
z
f (ne 1 -")*
du
by supposing that z is
by the theory of analytical
this formula
continuation, in
zu gives
00
00
in
is
regular
and the integral is uniformly convergent. The formula is, therefore, true when Rlz > 0.
Let us suppose, then, that Rlz > and that \z\ is large. We
from
from
to
1
to
1,
u increases steadily
from
and then decreases steadily from
observe that
ue>-~
as
to
u increases
u increases
We now write
oo.
oo
-T()
(we 1 -")*
du
+ j (Ue - V y dU,
x
it
to 1 as
1
from
Ue1 - 17
1
to oo
increases steadily
from
if
to oo as
we put
er
first integral, t
from
this
to
1.
In
way we
substitution
increases
= ue ~ u in
x
as
the
increases
to which
Now U and u
are the
t
two
= u 1 logtt.
(2),
29
(1929), 293-308.
221
& = w-logQ+w),
the equation
denning
Now
<
= w(l |w-f-|w;
2
is
1,
.)i/a.
w=
follows,
0, it
= w{\ %w+lw
2
...)
by
6.22, 6.23,
1/2
regular in a neighbourhood
||
<p
of the origin.
As we saw
a2
3>
ai
86'
270'
is
the
4320-
= w (l fw+1102
where w
< p, is w = w
...)l/2,
= w i( )
||
2 ()>
2 ()
have thus shown that the function w{t) defined by the
regular in
We
ah
na n
equation
= w log(l+w)
has two branches w = w (0> w = w
each regular in a neigh,
.,.
2
2 (),
bourhood of the
larities
origin.
Since
dw
1.
zero or infinite.
_ Ul+w)
w
d
these are
is
Of these,
is
w=
w (),
not a branch-point of
and
and
where n
is
w> 2 ().
If
U=
;i
when
is
real
and
positive.
Lastly, since
dt
lemma
son's
> e > 0.
expansion of
is
Ul + l-u'
dt~U-l~i~l-u
and u
their expansions in
~ V( 2 r (4)+ 3r (f)3(2/2)+5r(l)a
~ V(2W2)[l+3 /z+lW3 +-]-
6 (2/
/2)[
Z )2
...],
The range
9.54.
of
*>~-r/(7)[
is
+i5+se +
--]-
expansion of T(z)
is
valid
>
applying Watson's
lemma
to the formula
CO
z~zeV{z)
where
e-<*F(t) dt
= j exp(zte
223
and argt
|*|
ai
<x,
we
easily
)F{te ai )e ai dt
when
>
that
oo
z-se*r(z)
exp( zteai)F(te ai )e ai dt
when m(ze ai )
Writing temporarily
ai
for ze ,
far.
a<
i
af
j exp(-z*e )-f(te )e
o
dt
e -^F(te ai )e ai dt
J*
\z/
From
12
i"288^"7
T 12z T 288zaT
V\/\
when
|arg(ze a *)|
12z^288z2^-
<
<
9.55.
of \Y(x+iy)\
when y
is
large
Since T(z) takes conjugate complex values at points which
are symmetrical with respect to the real axis,f we have
|iW =
t This
it is
real
r(z)r(z-),
when
is
z is real.
224
and
when
so,
<
|argz|
it,
|r(z)l
Writing
= x+iy,
\T{x+iy)\
~27re-*-V25/|z|
this gives
= 2ire-2x (x +y
2
Then
~
?/
is
large
l\z\
2ire-2
"Oyix-^-ny+ix
r(x+iy)
results,
\T(x+iy)\
is finite
e-^+2 arctan
27rt/2*-i e -7'.
~ 2tt( yf*-H
\T(x+iy)\ =
when x
2
|
we remember
follows immediately if
+tl
formula
9.56.
e- 2vaT8z
(~2\a;-l/2
1
When
x - iv
Now
finite.
x - ll2
and
\y\
Another proof
that
\T(x-iy)\.
we
~ V(2^)
have, finally,
\y\*-V*er*yU*
large.
of Legendre's duplication
formula
We now
= 2 *r(z)r(z+i)/r(22
2
<f>(z)
).
numerator and
Hence
<(z)
affix
and
so
is
an
integral
function.
Again
<j>(z)
is
flz+1)
fa)
2 s(s+i)
(2z+l)2z
1,
since
<f>(z)
1/2
(l
2(j)
+ ^( +
1
y=
225
z-plane.
r( Z )r( z
2^-ir(z)r(Z +|).
n is a posiv
(2w )*<"~*-r(n*).
much
Gamma
dt-z dt.
-co
to
0.
real axis
= e'-s
from
10 !?',
7.
226
until
from
p to 8,
edge of
upper
and then the
it
where
to
\t\
8,
alter the
Similarly
grand
is
now
e~ w u~ z eZ7ri
Hence we have
p
f e't~z
dt
(e* e-zni )
e- uu~ z
du +1,
where
77
But
if z
= x-\-iy,
IT
\I\
<
&--xe* oose+y6 dd
<
2TT^-- x e
h +^y\
7T
8,
provided that x
<
1.
We
have
p
z
f eft~
dt
2ismrrz
e~ u u~ z dz,
>
0.
provided that Rl(l-z)
obtained from
contour
the
denote
Now let C
p tend
to infinity.
We
by making
then have
00
[4t-z
dt
= 2isin7TZ
&
Since r(z)r(l z)
e~ uu-z
du
2&'sin7rzr(l z).
^J_ = JL
1
^(Z)
f <}t- z dt.
2771 J
-o
>
0,
Although we have only proved this formula when Rl(l z)
analytical
theory
of
the
of
z,
by
values
aU
for
it does, in fact, hold
continuation, since the expressions on each side of the equation
227
o
for all values of
z,
save
0,
we have shown
o^
2^ sin 772 J\
J*-1
oo
positive sense,
incidentally that
dt
z,
1,
2,...
REFERENCES
N. Nielsen, Handbuch der Theorie der Gamma-funktion
(Leinzis
8
1906).
'
MISCELLANEOUS EXAMPLES
By
OO
^e-* dt =
e-"zi / 2 r(z)
provided that
<
<
Rlz
1.
00
00
tf^cos t
f t'-tsin t dt.
dt,
o
2.
By
integrating
~H~ round a
l
show that
CO
f e -stt*-i dt
s~T(z)
provided that the real parts of s and z are positive. Deduce the
values of
00
j*
^ie-coscos (A<silla)
df
and
%tt.
2.
(0
+
f
oo
for
minimum
value
228
CO
Show
4.
B(p,q)
that
Prove that
5.
jf^^+i'
p and
Deduce that
q are positive.
, ,.
/ 2
provided
that,
Show
6.
that,
when the
real parts of p
and q are
positive,
(o+6)W
(a+&*)"+
J
o
by
Prove,
7.
uvw
z,
is
and
1.
y + z,
using the transformation u = x+y+z, uv
if /(*) is continuous and a, /3, y are positive,
or otherwise, that,
where the triple integral is over the volume bounded by the coordinate
planes and the plane x+y + z = 1. (Dibicbxet.)
f dx f
9.
ww-xrvii-^
Show
is
ff+ffl
J/w(
-*)* fP ~ 1 *
given by
*--s[/{-(-^?-J(-3"?
L
10. If
tji(z)
*>=-y-jJ+2-sii)-
229
Deduce that
0(1)
= -y+ ^f-
0(n+l)
-y,
7-=l
00
Show
also that
il>'(z)
rs
A* (n+zf
>
-;
n=
11.
Show
that
0(4)
12.
-y-21og2,
*'>
>
fcr.
0,
= J(t-iS*)*-
Deduce that
oo
0(z+l)
13.
0'(|)
Prove that,
if
= +k>gz
Rlz
>
(jcoth^ -je^cft.
0,
221
i+'
J
d<
Deduce that
- dt
(l
+ |)-A0(z).
i0(z
+ )log
T(x+i)T(y)
log
&
r(y+4)r(a;)
Show
are positive.
2/
and
6 are positive,
1-a;
o
Deduce that
l
(a^-a^Xl-as")
_,
(l-x)loga;
T(a + c)r(6)
B r(6 c)r(a)'
+
c+o,
a, b,
li(z)
is
+c
loi
OC
Prove that
li(e_z )
all positive.
denned by
dt
are
du,
230
and deduce
that,
(1
16.
Show
when
that,
\tt A
<
|arg2|
2<
1!
<
3'
\tt,
CO
f _.
.,
J\
a-1
(a-l)(a-2)
(Leqendbb.)
17.
The
error function
defined
is
by
00
Erfcz
|argz|
<
<
77 A
f ert'dt.
tt
/i_j_+i^_i^_5 +...).
41-J-+
2 z
18.
Show
2V
3 6
2 2z 3
l2s
that, if
1
+ V. + 2l + - + (n-l)l + n\n
*6
'
co
Deduce
that, as
n ->
(Ue l~ u ) n dV\.
'
'
00,
f'~
1,_*
-r
135n
_ "*"""'
2835w 2
(Ramanttjan, Watson.)
19.
Prove that,
if
1- + -... + <-<>--,
<*=!_
then
e -
1_-1
dw,
H'-3'-
increases
from
to
00,
<f>
n decreases steadily
from
12 that,
if \z\ is
large
and
|argz|
<
\tt,
then
J^T^i-
t Use 9.51, Ex. 2. The constant \ log 2tt is determined by using the
dominant term of the asymptotic expansion of F(2+ 1).
21.
Rl z
231
>
0,
is
\z\
and
large
of the function
V(i+*)'
2L* dt
Vz
V*
Z
00
= -V(Xsinz+Fcosz),
^dt
Vz
Vi
where,
when
\z
is
>
and Rl z
large
0,
1.3.5.7.9
1.3.5
X ~2z~lW +
v
X
22.
Show
that,
when
13
l-3-g-7
2_t"
i
(2z)
is
\z\
large
cos(t-z)
(2z) 5
(2z) 4
and
,,
|argz|
<
Jot A
<
Jot,
5!
3!
*2
z4
z6
2!
4!
z3
z5
Z
OC
sin(i-z)
,,
23.
By
integrating
ttz-*
coaeCTTSJT(\s), where z
2m
Prove that
S
>
this
is positive,
is
positive,
round
show
(7+ooi
z~ s T(s) ds
e- z
J
a ooi
<
J77 8, where
0.
24.
= 2m
_L
T(z)
where a
>
0,
25. /() is
where c
is
>
integral that
a+coi
Jtr*dt,
J
0.
(Laplace.)
positive;
232
Show
the origin.
(0+)
\mzf-
a- 1
dz
2isina w
f>- 1
[f(-t)-a
+a t1
^+
...
+ (-l)*+^t*}dt
o
is
true,
lies
26.
<
0,
00
where k
is
lies
(Saalschutz.)
27.
Show
- =
l(z
(logB)
as
n ->
oo,
28.
where
integer n.
+ l)
c,
^ 0,
has three
like
+ o(l)},
,i'T^i,;Tj^;
one root of each set being associated with each large positive
(Habdy.)
Show
z(3+l).. .(z+n)
CHAPTER
Homogeneous
Before we
dnw
.& n
-x
.dw
+p(z)w
presents
solution
On
little difficulty.
is
= exp
i
and the
p(z) dz\.
^+p(Z
Tz
+q(z)w=0
point z
second-order equations.
is
said to be
an ordinary point of
this differential
the functions p(z) and q(z) are regular in a neighbourhood of z all other points are called singular points of the
equation
if
differential equation.
10.11.
The
dii)
in)
+piz)
Tz
+q{z)w==0
234
and
function defined
by the
series of the
form
CO
00
We now try to
=a
r a 1 z-\-a 2 z
-J
-\-...
in the equation
d2 w
\p
dw
-st
2a = a p +a q
2.3a = 2a # +a +a
x
1 ;p 1
1 g'
+a
g1
and, generally,
(nl)nan
+ an-2Qo + an-3.Ql+- + a
a n-3+ a On-2-
f Journal fiir Math. 66 (1866), 121. See also Forsyth, Theory of Differential
Equations, 4 (1902), Chap. I, and Bromwich, Infinite Series (1926), 162.
} This involves no loss of generality. For, if z a is not zero, we make the
transformation z'
zzn
of
\p(z)\
and
on the
\q(z)\
circle
\z\
235
where
r,
<
R.
and so
\p n
< Mir",
\qn
< K/r",
\qn
< N/r\
< K\r^\
M and Nr.
2K|
and
so
and
x
we have
respectively,
where
\a x
K\r
<
K+b
2b 1
KJr,
K/r.
Similarly,
< 2|o
|+6
H-6 1 |+6
< 2b K+2b Kr- +b Kr~
< 3b K+2b Kr- +b Kr\a
and so
^6
2.36 = 36 Z+26 ^r- +6 ^r"
where
Proceeding in this way we find that \an < b n where
(n-l)nb n = nb n _ K+(n-l)b n _ Kr-i+...+b Kr- n +K
2.3|o,|
2 ||i>
>
|j 1
1 |g
From
this equation
we
{n-l)nb n -{n-2){n-\)b n _ 1 r^
But
as
n-2
K-x
nr
this gives
->-
2 b n zn
oo,
is
= wh n _
K.
n-
<
2 an zn cannot be
less
less
than R, this
The function
w(z)
=^?an z n
o
is,
therefore, regular
when
236
solution
The function
(z)
=a w
(z)-\-a 1
w1 (z).
is
the continuation
complete solution.
A(/,|/)
two
g(z)\
/(*)
(This determinant
is
called the
Wronskian of the
functions.)
Example
2.
Show
w"-\-p(z)w'+q(z)w
0,
that, if
^A(w
so that
Deduce
&.(w
that, if
(z)
(z)
solutions of
then
,w 1 )+p(z)Mw ,w 1 )
,w x
and
= CexpJ
w>i(z)
become
0,
p(z) dz
Q (z)
and
x (z)
after analytical
237
A(
where
10.12.
is
the
sum
W W
t)
A(w wjer***,
,
The nature
its
poles within T.
larity
The point
is
is
<R
00
WW = J,Pr
ZT
Z2 2(Z)
>
= 2 ?r *>
CO
w(z)
= z a '2,a
zr ,
where a
is
substitute these
conditions
ev a
a
o* ( )
>
n
>
238
re-i
and
an F(ac+n)
= - a {(<x+s)Pn _ +qn _
s=o
s
s}
>
1),
where
multiples of a
two formal
gives
solutions,
differ
10.13.
The convergence
regular singularity
We
differential equation
w"-{-p(z)w'+q(z)w
=
00
= z a 2
when the
To prove
and that
it
an integer or
that this formal series does represent a solution
of the equation, we have to show either that the series }T an z n
terminates or else that it has a non-zero radius of convergence.
Let us suppose that the series does not terminate. We show
that if zp(z) and z2 q(z) are regular when \z\
B, the radius of
tions
zero.
<
Let us write bn
\an
=J
s=o
when < n < 8, where S =
|a a' and
J
239
Then
|a|.
if
ot.')a
ImX
2 {(a+s)# m -s +gw
s
'
<2
But
of
r
if
\zp(z)\
<
and
\z
q(z)\
on the
respectively
circle
\z\
r,
finite,
where
and
so
where
[p n
< Jf/i*
< Kir*,
\q n
\q n
< N/r*
< tf/r,
for \p n
|g
|,
m(w-S)6m
(s+r+l)bs/rm -*.
=^ 2
=
s
Similarly
From
this equation,
\a n
-K
f (s+r+l)b
8=0
we
/r
where
n ~\
recurrence formula
But
= K(n+r)b n _
x lr.
this gives
bn
n{n8)r
Mm (6 n /6 m _1 =
and so
\a n
K(n+r)
n{n 8)r'
(n-l)(-l-8)
b n -i
<
series
6 m it follows
,
1/r.
2 b n zn
is,
therefore,
by the comparison
r.
test
when
\z\
<. B.
^an zn
za
The formal processes which made w
justified
since
completely
are now seen to be
all
& solution
240
To
we make
The
\z\
the transformation z
Ijt.
differential equation
d2w
.dw
M +p{z)
dz-
+ q{z)w
then becomes
d*w
(2
/1\]
dw
/1\
[j-kijjYi+T^
The behaviour of the solution for large values of \z\ is now
determined by solving the transformed equation in the neighbourhood of the
origin.
/1\
i- p [l)'
are regular at the origin, that
an ordinary
q \t
is, if
2zz2p(z),
are regular at infinity.
is
z 4 q(z)
The complete
is
in this case
of the form
where a
formed equation
if
-tWt)'
-^1\~f\
we
say,
and
In
and
q(z)
are
241
by
(Jg )
= 2 + a + ft+...,
23
a2
M = +++
>
= z- a ^an z~ n
w
where a and
a!
= z~ a 2 K z~ n
'
The
solution
integer or zero
10.15.
When a a'
when
is
an
8,
fails.
immediately.
To
we make,
according to the
=w
(z)v,
whose solution
v{z)
\w
a.
The function
dz
is
= A+B
242
where
and
iv(z)
Now
=w
is
z
so that
w^
exv
l-}-s
2a.
Hence we have
{~i p{z)dz)
+a lZ +...)2
z*(a
exPi
"
J
-Px-V^--\
dz\
regular there
g(z)
Hence
= 2 gn zn
second solution
w=w
we
g(z),
g(z) is also
series
is
(z)
\
J
z 1 -*
y gn zn dz
o
= w (z)[y^^ + g
\/i ns
g
y ^l
ns
logz+
Z-i
m=0
n.=8+l
).
j
s is zero, this
=gw
w
As g
CO
{z)\ogz+zi + 1
2 b n zn
not zero, this solution possesses a logarithmic branchWhen the exponent-difference s is a positive
integer, the second solution takes the form
is
w
If
it
happens, as
=gw
may
{z)\ogz+z a
'
2 cn z n
is
zero, the
second
An
alternative
when the
243
exponent-difference
Frobenius.f
Example
1.
equation
valid
(i)
near z
(ii)
0,
near
1.
(Fobsyth.)
zw" + w' + zw
Example
3.
+ (z+l)w'+w =
has an irregular singularity at the origin, and show that the method of
solution by series gives only one integral of the equation valid near
the origin.
Example
4.
Show
+ z w'-\-w =
2
10.2.
it is
impossible to
regular singularities
If the only singularities of the differential equation
=
=
f,
tj,
and
, the functions
-)(zn )(z-t,)<p{z),
(z-^z-rjfiz-lMz)
is 2.
= A
z-C zn
C
z-tJ
244
where
A+B+C =
2,
and
= D
(z-i)(z- v )(z-Og(z)
F
zV
z7]
The
the form
A=
y
17
and
Moreover,
0.
this gives
(_,)(_)'.
are
ft,
and those at
ft'
are
E = {-n-Oiv-iW,
i-ft-ft',
C=l-y-/,
since .4 + jB+C ==
J>
2,
by the
(J-^-^Jyy'.
+ a'+ft+ft'+y+y' =
1.
d2 w
dz*
takes
we have
B=
The
<x' ,
D=
1-a-oc',
]c(k-l)+Ak+D/{(Z- v )(Z-Q}
now
a<xoc'
[
z-i
1 ft
ft'
z~^T^
'
form
lyy'\dw
"i=jfe"~
yy
(z-$){-q-t.)
'
x
*
(z-QGn)
(t-y)(v-ZM-J) w
{z-v)(-)
(z-i)(z-rj)( Z
-0
that
Pla.
W
Example
ft
z\.
ft'
Example
2.
origin.
Show
has
that the
but two
singularities.
a' at
3.
Show
245
function
by the
w=
co
Plcc
W p
y'
is
dtw
(
1 g '
y y'\ dw
+1
Example
4.
Prove,
by transforming the
oo
z*(l-z)ep a
)3
0'
y'
=p
a+p
j3-p- 9
la'+p P'p q
-I
y+<?
y'+q
also that
oo
'
[0
Plcc
U'
Example
(-co
=P
U'
,8
JS'
y'
1/(1-2).
J
Prove that
5.
l^JU^KK
U
1
and
+^+-i=r")(i=ij(i=) =
_^
(0
U'
and
z\
y'
= P\a+p
p- p - q
y+q
[a'+p
P'~p-q
y'
+q
also that
Plot.
P'
y'
=P
z
J
z,
p
p>
yy
10.21.
If
results of
Exx.
4,
we
find that
(
P\<*
y'
(0
[=P
J
[a'
oo
t)
y>
= t%l~t)yp\
[tx'
oo
ct+ji+y
A.
ot+fi'+y
y'y
"J
246
Hence,
w=
Pl
[lc
which
satisfies
a
b
t\,
cab
the equation
t(l-t)w"+{c-{a+b+l)t}w'-abw
This
is
it
0.
more
function, or,
differences
briefly,
c 1, ab, a+bc
is
an integer or zero.f
10.22.
If
the
hypergeometric equation
z{
l- z) *E+{c-(a+b+l)z}^-ab,
= z(&+a)(&+b)w,
&(&+cl)w
a fact which
equation by
is
series.
geometric type if
it
= z{&+oc
the order of this equation
10.3.
To
is
equation
&{&+c-l)w
= z(&+a){&+b)w
= z 2 a 2
o
and equate
We
coefficients.
oc
satisfies
a(a+C 1)
and that the
an
coefficients
(<x+n){cx+cl+n)an
From
where
formula
= a + a +nl)(ot+b+nl)an _ v
(
an
we deduce
that
r(oc+a+n)r(oc+b+n)
r(a +l-\-n)r(a+c+n)
'
is
solutions
y r(a+n)T(b+n)
r(c+n)n\
z
Z-,
gl _ c
'
^ r(a-c+l+)r(6-c+l-fn)
Z
r(2-c+n)n\
Zn
'
But
since the two power series converge absolutely and uniformly with respect to z in every closed domain within the unit
circle,
when
\z\
<
follows im-
mediately.
We now
equation
T(a)V(b)
r{a+n)V{b + n)
V(c+n)
71=0
F{a,b;c;z) = y
FW~^^'
^'~Z
V
when
<
'
l
z
n\
1,
analytic function of
F{a,
Example
b; c; z),
1.
Show
that
(l-z)-
\o
-~ =
gT
6
=
=
.F( a ,j8;jS;z),
zF(l,l;2;z),
limWa,fi;S;-).
and
oo.
248
Example
2. Prove that
^-F(a,b;c;z)=
dz
Example
3.
Show
that,
c F(a+l,b + l;c+l;z).
when
two independent
1,
when
\z\
<
1,
solutions of
00
T(a)T(b)F(a,b;Uz)logz+
*'
^T
J^'r
l
where
sT
^ (j+Z=I + b+^1 ~ n}
1
10.31.
The
An
series
defining
Effl
;e;z)
r^=
5j^r(a+JB(6+,c-6)5.
when Rlc
first
kind,
we deduce
that,
r(c)
i
it
made
arg
many -valued
definite
= arg(l =
t)
by taking
0.
Now when
\z\
<
1,
to obtain
!W)j(a,M;,) =
V
c)
Jf
*-i(l-r
<& *
f ^%
T(c
J<
6)
n\
T(a)
<ft,
r(c-6)
249
T^E^^l a,b;c;z)
F{
r (c)
We
= h- H l-tr-^(l-zt)-dt.
o
The
integral
the analytical
integral representation of F(a,b;c;z) provides
case when
the
in
function
hypergeometric
continuation of the
Rlc
If
0.
we
Beta function (see 9.3) instead of the Eulerian integral,
F(a,b;c;z),
for
integral
double-circuit
should have obtained a
on the paravalid in the cut plane, without any restrictions
reader to
the
refer
we
this,
meters b and c. For the details of
Pochhammer's memoir already
10.32.
The value
of F(a,b;c;
Since T(a+n)ir(n)
nave
na
cited.
1)
when Rl(c-a-6)
when n
r(a+n)V(b+n)
r(c+) n\
is
large
> 0.
and positive^ we
1__
~ nc-o-b+r
F{a,b;c;l)
lim F{a,b;c;x).
s-*l-0
If,
deduce from
Rlc
is satisfied,
r(c)
K
r(b)r(c--b)J
6
~
t See
r(c)r(c-o-6)
T{ca)r(c-b)'
9.22,
Ex.
4.
t 5- 22 >
Ex
we
250
The
and c are
and only
result,
If
we
it is
appeal to the
simpler to give a direct
write
F(a,b;c;z)
= A n z",
F(a,b;c+l;z)
= f Bn z n
it is
c{c~a-b)A n
from which
it
e(e-a-b)
But
since
follows that
I^ n =
(c-a)(c-b)
| Bn -c(N+l)A N+1
c(cab)
provided that Rl(c o 6)
Y{c~a)Y{c~b)
_,
>
'
0.
V(c+ma)V(c+mb)
L
r(c)rc-- F)
Let us now write
F{a b;C
'
'
F(fl,b;c+m;z)
Then, since
integer
Cn
1}
<
'
=l+fcn zn
= Rl(c a b).
1).
larg6j
we can
when n
> N,
is
that,
Ttf+1
'
m, and hence
~ l/e-a-++i when n
1
where k
= ]F(a,b;c+ m
N, independent of m, such
\Cn
_,
(c-\-m)r(c+m a b)
find
an
251
Cn
is
of n,
independent of m. Since, for every fixed value
asm-co,
tends to zero
Cn
1.
m> ro
This completes the proof that the equation
F ^ b
,,
is
true
when
'
c'
1)=
r(c)r(c o 6)
r(c-a)rJ^b)'
cab
is
positive.
The
10.33.
t(l-t)~+{(l+a+b-c)-(a+b+l)t}^-abw
which
is
From
0,
F(a,b;l+a+bc;lz),
(lz)
c -a - b
area in
was
common
defined. In this
common area,
\z\
<
1 in
which F{a,b;c;z)
= AF{a,b;l+a+bc;lz)+
To determine
Rl(a+6)
+B(lz)c - a - b F(ca,c~b;l+cab;lz).
the constants A and B, we suppose that
1,
F(a,b;l+a+b-c;l),
F(a,b;c;l),
F(ca,cb; 1+cab;
are convergent.
If we make z tend to
1)
F(a,b;c;l)
= A.
we
find that
252
Similarly,
1
By
1).
r(c)r(c-o-6)
T(c a)T{c by
r(c)r(i-c)r(c-a-6)r(i+o+6- C
r(c-o)r(i+o-a)Tv=6jF(i+6-c) +
)
+5 r(i- C )r(i+c-o-6)
F(I-6)r(i-o"j
from which
it is
not
difficult to
deducef that
r( C )r(a+6- C )
ir(6)
+
,
V(c)T{a+b-c)
'
r(o)r(6)
when
holds
|z|
<
1,
^-^-"-"^-^-M+c-a-M-z)
|l-z|
<
El(o+6)
1,
provided that
<
Rlc
<
1.
<
=
1
1.
By
||
% Proc.
Gamma
253
A particular case
functions,
is
CT+001
ztti
sin tts
ct cot
<
<
when \z\
|arg( z)|
ir, the path of integration
1,
being the straight line Bis
a, where
1
a
0; this has
already been given as an exercise for the reader.f
Now if & denotes the operator z d/dz, we have formally
valid
JWff)
r(c)
^a
'' c ' z)
< <
r(+*)r(6+0)
-r^+#)nT+^)
+ + +
''
-)
j_ r>+#)r(6+fl)
r(c+0)r(l+p)
2w
--
conns
a cot
a+xi
r(a+ s )r(b+s)
r(c+ 5 )r(i+s)
sin?
( z) s ds
(7 OOl
2?r*
r(c+)
'
This
277*
in the case
r( a+S )r(6+,)r(-,)
r(c-f-s)
<
< tt e, where e is an
The path of integration is the
modified, if necessary, by loops to make the
lie to the right of the path and those of
when
\z\
1,
|arg( z)|
imaginary
poles of
axis,
r( s)
r(a+s)r(b+s)
neither a nor 6
is
x
z, z by
s, in Ex. 18 on page 153.
t Replace e~ by
t The case when a or 6 is a negative integer is unimportant, since F(a, b;c;z)
then a polynomial.
Barnes's formula does, in fact, provide a solution of the hypergeometric
equation when this condition is not satisfied.
is
254
We
take
to be an integer, greater than |Ima| and |Im6|, so
that no poles of the integrand lie on C. We then have
j_ rr(o+)r(H*)r(-)'-(z)*ds
(
2tt
r(c+s)
(z)
= sum of residues of r(a+s)T{b+s)T{-s)
r{c+s)
at the
poles within
N
2, r(c+n)r(l+n)*
'
and so
iN
r(a+s)r(b+s)r(-s)
T(c+s)
i_
2ni J
-iN
N r(a+n)T(b+n)
zn
T{c+n)
n=
:J,
2,-Tri
We find it
convenient to write
-iN + N + i N + h + iN
iN + N + i
+ N + i-iN
S
-iN
= J -\-J2J3,
1
iN
say,
r(a+s)r(b+s)
<
77,
+tf[l+o(l)],
r(c+ S )r(i+s)
where
= a+bcl,
and
r(o+a)r(6+)
r(c+s)r(i+s)
<x-\-if3
Hence, in
Jx
</2 ,
so
|s|
J3 we have
,
T(a+s)r(b+ S )
r(c+s)r(i+s)
where
is
a constant, independent of N.
shall
But
Jlt
in
255
ir( *)r(l+)|
Z) =
s
|(
<
z \ e Nem-z)
<
4^e- nN
Iz^ir-ON^
<
IJJ
<
2{2N+l)nAN<*e-*N
since
In
and
<
|z|
infinity.
Ja
1; this
Jx
implies that
< <
so
ir(-)r(i+)i
"
lain
and
|(_ z ) s
ff (JV
+*.+*)
\z\
i
|co S h7r|
<
2tte-^
n&
'
N+ie-tax&.-$.
It follows that
\J2
<
e -nlU-ta.Tg(-z) dt
-JV
< 2TrAN a
\z\
N+i
N
j e-^dt
-JV
<
But
since
|z|
<
1,
J2
to infinity.
We have
JVi
n+)r(6+)r(-)
JL
2ni
r(c+s)
-Ni
z)
as
JV
Z
as JV->
r(c)
oo,
so that,f
when
\z\
<
27ri
J
ooi
r(c+n)
r(c+)
n!
<
tt,
z)
as
is
not
256
Finally,
we show
ooi
r(a+s)V(b+s)r(-s)
r(c+ 5 )
ds
represents
an
continuation of
r(a)T(b)
plane.
r(a+s)r(b+s)V(-s)
K is independent of z and
where
t.
Km-m
<
The behaviour
10.41.
infinity
similar to that of 10.4, it can be
is a positive integer,
difficulty that, if
By an argument
without
much
shown
ooi
2iri
T(a+s)T{b+s\r{-: s)
J_
T(c+s)
_ z)8ds
coi
m+ ooi
j_
2ni
c
J
r(a+8)r(b+a)r(-s)
T(c+s)
yt , a
m oi
bn),
to
where p and q are integers, not exceeding m, which tend
integral
second
the
infinity with m. The path of integration in
is
is
257
lie
on
Now
v
= a n is
the residue at s
r{a+n)V{b-a-n)
r{l+n)r(c-a-n)
'
'
r(l+n)r(l+a-6+) simr(a+n-b)
sin7r(a-c) _
r(o+)r(l+a c+n) _ n
Z
sin7r(a by
r(l+n)r(l+ab+n)
'
|arg( z)\
where, as usual,
s
it, lies
left.
= b n.
'
<
77.
Hence we have
ir(&)
-F(a,b;c;z)I
Y(c)
sinTr(q-c)
y a \p
r(a+n)r(l+ac+n) z^
^ r(6+n)r(l+6-c+^) z-
sin7r(6-c)
r sin77(6-a)^
Z^
r(l+b a+n)
'
n\
where
-m+ct>i
J=
na+sWib+sWi-s)
2t
T(c+5)
2 OOZ
001
= -J- 2 2ni
r(a-m+ a )r(6-m+ S
f
ooi
z~ m J,
r(c-m+s)r(l-m+s)
simrs
'
say.
But when |arg( z)\ < tt e where e > 0, J is a bounded function of m and z; hence J ->
as m -> 00 provided that |z| > 1.
We have thus shown that, when z lies in the part of the cut
plane for which
\z\
>
1,
r(a)T(b)
F(a,b;c;z)
r(c)
r(a)F(b-a)
(-z)~ aF(a,
r(ca)
.
'
4111
r(6)r(o-6)
(-z)-"F{b,
r(c-6)
1+6 c; 1+b-aiz-1
).
258
by the power
series
T(a+n)T{b+n)
T(c+n)
V{a)V{b) 4,
n=0
<*
V(c)
zn
n\
<
when
\z\
\z\
1, is
The
10.5.
relations
functions
jjl
ju.
function P{z) and any two functions contiguous to it are connected by a linear relation whose coefficients are polynomials
in 2. The recurrence formulae satisfied by the Legendre functions are particular cases of this general theorem.
Now if we transform
P(z) and
its
hypergeometric form
1
00
1 c
cab
denoted by
F{a,b;c;z),
contiguous to
Fa+ Fa _, Fb+
,
(Math. Klasse),
t Abh. d. Ges. d. Wiss. zu Gottmgen
(1857), 1-24.
259
Gaussf showed that, between F(a,b;c;z) and any two hypergeometric functions contiguous to it, there exists a linear relation
with polynomial coefficients. There will then be fifteen such linear
relations.
<
For example,
,,rr(&)_.
~T7c)
r(c+n)
4*
y
Z
r(c+n)
{ aa
r(c)
when
10.6.
The
If
n\
r a + n + 1 W(b+n) z_
\z\
<
1,
n\
y r(a+n)r(b+n+l)
Z
r(c+n)
zn
n\
+~ bJ>b+},
XT
(a-b)F
,
,
= aFa+ -bF
b+
we attempt
tion
00
w=
yV
Z
n\
series terminates and so represents a polynomial multiplied by zv, this formal series solution
will be valid only within its circle of convergence. Now the
t Ges. Werke, 3, 130.
260
is 0,
1,
or oo according as
p1
>, =,
If
or
<
where
r(pi)r(p,)...r(p)
2=
In
notation,
this
is
2 Ji(a,6;c;z).
In dealing with asymptotic expansions we shall find it conq, even though the
venient to use this notation when p 1
>
series diverges.
10.61.
The
function ^(ajpjz)
The function
F {ol;p\z)
satisfies
&[&+piyw
If
we
= {&+a)w.
we
- z)
w
Tz-
l* +{p
an
>
and 1p
at the origin.
and a
When
solutions of this
p is not an integer, two linearly independent
equation are ^(a-.pjz) and z^^F^a p+l;2 p\z)\ these are
valid
all
It is
!*!(; p;z)
FX is
an integral function.
= VmF{*,P;p;zlP),
J3-J-CO
so that the irregular singularity at infinity arises from the 'confluence' of the singularities at j3 and infinity of the equation
satisfied
by
F(cc,l3;p;z/fS).
261
of ^(a;^;^),
which is usually
Example
1.
>
and Bi(p-a)
>
0,
TMTip-ot^F^ocp-.z)
T(p) (
e^-^l-t)"-"- 1
dt,
where
*" _1
Example 2. Prove,
or otherwise, that
by a transformation
x Ji(a;p;2)
provided that p
is
first
transformation.
Example
Show that
3.
the function
dw
W
dz-*+Pdz-
d?w
Z
w=
^(piz)
satisfies
the equa-
provided that
2ot is
2<x;
2z)
transformation.)
when
|arg( z)\
<
wi
ooi
where the path of integration
sary,
by loops
ones to
to
make
its right.
Example
5.
the imaginary axis, modified, if necesthe negative poles lie to its left and the positive
(Baknes.)
Show
that,
^
Deduce Kummer's
is
first
when
- Si
|argz|
In proving
T(n s)z s
transformation.
9.55.
4.42.
this result, it is
77,
ds.
<
(Babnes.)
262
Example
6.
<
|args|
fn-
and p
is
not an integer,
Wfr
T(- S )T(l-p-s)T{*+s)z ds
J
its right
and
10.62.
An
asymptotic expansion
It is possible to obtain
when
\z\
is
large
and Rlz
by
<
to the integral
r() rw ...,,_
;2
>
r(p)
J^
f
r(+).
r (-^- z
when
|argz|
77 e
<
fw,
cot
2ttI
TTl
r(-s)r(i- P -s)r(oc+s)zs ds
coi
)"
in
where
is
its left.
Secondly,
lie
to
we take
K Rla
263
= m,
sum
^ r(+)r(i +-/>+) /_
= z_ a
If
a n within C
we can show
i\"
follow that
.
2m
T(-s)r{lps)r(<x+s)zs ds
001
= z_ x
y r(+)r(i+-/+) /_i\
+
-K+cci
r(-a)r{l-p-a)r(+a)* da.
K<ni
where
^ a ^ 0.
formula of 9.55 that,
then
K
if
is
and
large
it
s lies
follows
on
o-\-iM
from the
this side of C,
\r(- S)r(i-p-s)r(+8)z\
(2 7r )
<
since ]argz|
3/2
JfE1(a -P- 1
' 2)
'2
'|z/if I"
< fw e <
fir.
AM m(cc-p-ime -m
f Z/M\d<r,
\
-K
where
M
M -=
independent of
and
As
this expression
does the integral
along the upper side of C. In a similar way it can be shown
that the integral along the lower side of C tends to zero as
2V->oo.
is
z.
oo, so also
264
We have
i,
<
\tt,
r(-8)r(i-p-8)r(*+a)* ds
2m J
-coi
a -p+n)
V n+n)r(l+
+
Z
nl(z)
n\(-z)
n=0
where
'
'
'
a m+coii
J=*2m
r(-s)r(i- P -s)r(<x+s)z*ds
ocmcci
r(oc+ms)r(l+ocp+ms)r(sm)za ds
ooi
when
0(1)
\z\
is large.
Hence we
see that
^ m*+m]r(\+c
(
L- p+m)
m
m!
l)
which
is
10.63.
If
we
error caused
''
term omitted.
first
of jF^aipiz)
write
= P,
r(l +*-p)T(p- 1)^(1 + a -p; 2-p; z) =
r( a )r(l+a- P ^
1+oc-p; -Z' =
r(<x)r(l- P ) 1F1 (oc;p;z)
)2
(a,
P+z>-pQ
for large values of
\z\.
is
when
|argz|
this holds
when
that,
~ z-i?
In particular,
J7T
Q,
JR,
< argz ^
77.
<
tt,
since P, Q,
B are unaltered.
Psin7rp
In a similar manner
ia
R,
it
77
\it,
~ e-ntiz-tEsmirip a)
Psimrp
for large values of
~ z- e^
\z\.
Psinvp
valid whenRlz
<
0,
(p a)
0,
1+oc-p; -z-i).
10.61,
Ex.
xJi(;
provided that
P ;s)
zfi-*
~ J^-^ip-oc, l-;-i),
has
its
principal value.
REFERENCES
Linear differential equations:
A. R. Forsyth, Theory of Differential Equations, 4 (Cambridge, 1902).
E. L. Ince, Ordinary Differential Equations (London, 1927).
E. T. Whittakeh and G. N. Watson, Modern Analysis (Cambridge,
1920), Chap. X.
die hypergeometrische
Funktion (Berlin,
1933).
E. T.
loc. cit.
Chap. XIV.
266
2.
z is
Denoting by
>
Rl(z+A+1)
Clt C8
4.
convergent
(2n)!
=o
that,
if
0,
[z+hY
where C
powers of
is
Z*2*nn,\n\z+n
the ratio
[]
b;c; 1)
nz)T(j)
T(z+i)
3.
series F(a,
,...
h.
Show
>
when Rl z
that,
0,
r(z)Vz
T(z+i)
*'
=
~ V/fi + 4(z+l) + 4
I
5.
If the two
12,32
.
(z+ l)(z + 2)
where
infinity
(z+ l)(z+2)(z+3)
+ "T
\
way
that
< x|i+!+-+,|,
6i
+ 6 + -+6 =
2
Deduce
8 12
|ai|+K| + -+K|
|,
with n in such a
KI+KI+-+KI
is
1.3.5
.
sums
K+o,+...+on
both tend to
+4
exists.
satisfies
sum
lin,
(Jensen.)
the conditions of Ex. 5 only
of the
first
n terms of the
series
F(a,b;c;l), then
r(e)n"+
*n
0,
ft
-'!
~ T(a)T(b)(a+b-c)
and
T(a+b)
~WjW) losn
when
a+b.
(M. J. M. Hin.f)
t Proc. London Math. Soc. (2), 5 (1907), 335; 6 (1908), 339. The proof
indicated in this exercise is a modification of one due to Bromwich, ibid.
(1909), 101.
7.
If the series ^l
z<i
2 W^ <
2 Om
-K
I
<
when
31 "!
<
(i)
|%l
the constant
1,
is
267
if,
more-
divergent,
X being in-
km ~
<--i o
z<
"
a a;w
= hm
*
CT
Show
Rl(c a 6)
that, if
<
0,
F(a,b;c;x)
T(c)T(a+b-c)
Jt (l-xf-"-<>.
Prove also .,
that
t.
9.
Show
lim
T(a)T(b)
F(a,b;a+b;x)
,hm / rl /M V,
a^-i-o lg[l/(l x )\
when Rl(c a b)
that,
<
T(a+b)
r
,\rih\
T(a)r(6)
Gauss.)
0,
\F(a, b;c;x)
V,
Z/
T(a+b-c-n)T(o-a+n)F(c-b+n)T(c)
'
___
K+c_ a
_J
n<ric-a)r(c-b)T(a)T(b)
'
T(c-a-b)T(c)
T(c-a)T(c-b)'
ifc+1.
(Hardy.)
Show
equation
,.
z(l_z)_ + i( a+J8+l)(l-2Z
when \z |
<
i,
of the
-0^ =
is
12.
Show
that, if
Rl(o b)
r (e +A)
when
|A| is
large
and
00
JT
8=0
fc
Ts + 6
>
0,
6' c
+A
|argA|
<
-1
e- T
(1
2
) },
)-ZTp^
77,
'- 1
e- T
-w
(l z+ze-7 )-".
a well-known theorem
268
Show
where 8
>
0,
provided that |1 zr l
13.
12,
<
when
<
|argA|
it S,
(Watson.-)-)
1.
F(a+\,b+\;c+\;z).
14.{
Show
when
that,
<
\z\
1,
00 00
T(a)T(b)F(a,b;i;z)
|"
I"
15.
T{b)
r(c)
Show
-n 8, where 8
>
0,
F a,b;c;z- h)
{
T(-s)T(a+s)T(b+s)
"'W-IIV'"
F(a+s,b+s;c+s;z)h
~
T(c+s)
"'
that,
'
2m
<
when
<
8.
ds,
(Whittakeb.)
R16,
T(s)T(a-s)T(b-s)
F(a s, b s;c s;z)
T(c-s)
T(a)T(b)
F(a,b;
T{c)
Show
17.
c;izt)?- 1 dt.
that, if
(l-z) a + b - c F(2a,2b;2c;z)
then
= f>n ,
o
=I^2
00
I6 ;c
+ i; ^W c-a,c-6;c + i; ^)
18.
of v
is
(Whittakeb.)
denned,
is
I|TST)
when the
S,,
real part
f e-ty-i-dt.
o
Show
that
V y{y, z)
= F (v; v + 1 z).
1
269
Erfz
fexp( t*)dt
o
is
a 2
).
n being a
i'(z)
is
defined
by the
__
z
= e z~
!>(*)
(i)
rJ n
(er^f),
(0+)
"
(n)
(2)=
mahri
-*)'
00
21.
Show
that,
when
];|
<
1,
00
22.
converges when Rla > 1 and that it has the value r(ct+n+l)/n! or
and n are equal or unequal.
zero according as the integers
00
is
valid,
2o cn ?'(*)
then
00
23.
Show
Deduce that
= > zO^s)
(Dbbuyts.)
r=
The polynomial discussed by Laguerre (Bull. Soc. math, de France, 7
by putting a = 0. The generalized Laguerre polynomial was introduced by Sonine, Math. Annalen, 16 (1880), 1-80 (41-2).
X The question of the convergence of such a series may often be settled by
f
the use of Fejer's asymptotic formula (Comptes Rendus, 147 (1908), 1040),
L^\z)
y(^^')coB{2V()-(2+lW4}+0(n/->/),
/
valid
when n
is
large
and
z finite.
270
24.
Prove that
IV+n+lXs-ir
dt =
le-^mt)
"
nlz"+ n+1
J
o
a+ 1
Prove that
provided that the real parts of p and cx+1 are positive. (Koshliakov.)
26.
Show
L^(2z)
that
r(+l+)|i^^j^).
M. Wnarar.)
(B.
r=0
27.
Show
that
*--()
=^
e-H+lJa {2j(zt)}dt,
J
is
positive.
{-wr
**>"2*i\T(ix+n+iy
o
28.
Prove that
(i)
(ii)
(iii)
Deduce
LW-IgLjz) = L^\z),
^S?
>
(*)= -i&tj'fc),
nL\z)
that, if
is
iw^W) mx)my)
(n+1)!
T(n+oc+l)(x-y)
29.
Show
that
f
30.
tL^(z)/T(a+n+l)
4 (zt)-iJ{2<J(zt)}.
Prove thatf
m=
where
{L%\x)L%Uy )-L%Ux)L%\y)}.
/.()
= (M *
J ^rfSfl)
(1932), 138;
Watson,
ibid.
are defined
exp(2te-* 2 )
= 1 Hn (z)tn/nl
Prove that
,
(i)
(ii)
(Hi)
Show
32.
Hn = (-l)exp ^exp(- Z
HM = (-ir2n'.L<-*\z
Hin+1 = (-l)"2WnUiLj*>(*)2
(z)
(ii)
),
is
2 n n!
34.
Vw
),
(z)
w=
ffn (z)
is
0.
a solution of
dz a
Show
(z)
d*>
-^-
33.
that
(i)
Deduce that
271
by the expansion
_ dw
2z-z+ 2nw =
dz
0.
or zero
||
<
1,
eit.
CHAPTER XI
LEGENDRE FUNCTIONS
11.1. Legendre's differential equation
last chapter we discussed the solution of the hypergeometric equation under the assumption that none of the
exponent-differences was an integer or zero. We shall now consider in detail an equation of hypergeometric type in which this
condition is not satisfied, namely Legendre's differential equation
In the
=
(l-z*)^-2z^+n(n+l)w
1
0,
dz
dz
where n
is an integer or zero.
This equation, which is of importance in mathematical
physics, arises when one tries to find a solution of Laplace's
equation
o 2 t/
8W
2217
dX 2 ^8Y2 ^dZ 2
a polynomial of degree n in X, Y, and Z. Such a soluharmonic of degree n. If we transform this
partial differential equation to spherical polar coordinates
(r, d, (f>) defined by the equations
which
is
tion
called a solid
is
X = rsin0cos<,
it
Y=
Z=
rsin0sin<,
rcosfl,
becomes
8r 2
+r
8r
+r
d 02
r2
+ r gm
2
^~
cosec0^sm0^)+cosec 20^+rc(w+l)#n
Sn (8,
<f>)
is
0.
In particular,
if
Sn (e,<f>)=f(0)coBm^+ e ),
where
tion of
that
= f(d)
is
a solu-
LEGENDKE FUNCTIONS
cosecd^(sm9-j?\+{n(n+l)
or,
putting z
273
cosec 2 d}w
0,
= cos 8,
2\d
n
{1 - Z)
2
d^-
o
2z
dw
+
di
n{n+1)
-l^] W =
\
when m
w= P
Riemann's notation ( 10.2).
In the problem of determining solid harmonics of degree n,
the parameter m can take only the values 0, 1, 2,..., n, and this
in
is
P^(cose)cosw4,
P^(cos0)sinm<,
we
(m
1,2,.. .,n).
a linear combination
m and
11.11.
w=
41U
z-c{a
+...},
LEGENDRE FUNCTIONS
274
we
n is
where
say,
^4
and
JB
(n+l)(+2)(+3)(n+4)
2.4(2n+3)(2w+5)
"
two arbitrary
are
constants.
"
r "7|
The second
w = Cw
C is an arbitrary constant. We have thus found formally
2,
where
two
w = Awv
Aw x
Cw2
The
first
solution
is
>
unit circle
is
moment.
(-l)r(2n-2r)l
#.
Z, 2"r!(n r)!(n 2r)l
z
'
2r
We call Pn (z)
cular,
P {z)=l, P1 (z) =
From
z,
this definition
p f\
*n\*>
P(*0
2
i(3 -l),
we deduce
>T
x^
P,()
that
r_
Z,2"r!(n-r)I<fe
(
v
z2n-2r)'
i(&?-3).
LEGENDRE FUNCTIONS
dn
l) n\
cfe^
r!(n r)\
=
"%!
275
2 n n\ dz n
1
Pn (z) =
and so
-=-
dn
-f-
2*r\(nr)\
(z 2 -l).
This
p(z)-
- ^
1
dt
where
C is
Example
= ^Sf^-^'i-i^i-^"
Show
3.
Pn
Example
4.
according as n
Example
5.
is
__^__ ^ _i n+i(in+1
s
f;z2)
even or odd.
j z*Pn (z) dz
0, 1, 2,...,
n 1.
Deduce that
l
Pm{*)Pn(z)
dz=0
-l
when
)-
Pn (z) is equal to
-i
F(n+\,~n;l;l(l-z)).
parts, that
when k
z.
that
(.z)
Prove that
(_l)(-i)/ 2
or
2. Prove that
Pn{z)
Example
1.
the integers
LEGENDRE FUNCTIONS
276
Example
6.
Prove that
1
fz
2^!)*
Pn('
(2w+l)
-i
c
Deduce that
{-P(z)} 2
dz
2n + l
form
of degree
n can be expressed
f(z)
= 2a P (z),
T
r=0
1
where
2r4- 1
-
=
or
f(z)PT (z)
dz.
-l
More
expanded as a
is
series
r=0
1 <
<
1,
Legendre polynomials
formula for
the circle \t z\
= <J\z 1|.
2
Then on C we have
= z+(z 1)W,
2
=
1
2(z 2
l)h^{z+(z l)*cos<} =
2
J ( z )
2{tz){z+(flfco&4>}
^J{
z +( z2
-1
icos
^M ^-
IT
is
an even function of
<f>,
it
follows that
TT
pn {z) = -I
f {z+(z 2
- l)*cos# <ty.
This formula is known as Laplace 's first integral for the Legendre
polynomial Pn {z).
LEGENDRE FUNCTIONS
Example. By making the transformation
{z + (z 2 -l) 1 2 COS^}{z-(2 2 lJ^cOSl/.}
when z is real and greater than unity, show that
'
pn (z) =when
>
1.
By
{2
+ (2
277
daj
4(z)
M {z+(z*-l)
1 li
cosw}- n - 1 dw,
Show
positive or negative.
when
z is
purely imaginary.
|>
nP(z)
-^
= ~2
i
yhn{z+{z ~l)icoa<t>}n
2
d<f>,
where
<e<
1.
We
then have
\h{z+(z*-l)icos<f>}\
<
\h\{\z\
00
and
so the series
2 hn
{z-\- (z 2
+ -l j*}<
|z
l-,
1 )*cos </>}"
LEGENDRE FUNCTIONS
The inversion of order is thus
278
variable
<j>.
valid.
It follows
that
00
2 hnPn {z) =
n=
TT
{l-hz-hizz-l^coscf,}-1
d<j>
equal to
it is
'
at h
z(z2 1)*.
Hence, by Taylor's theorem, this function is expansible as a
series of powers of h whose radius of convergence is the smaller
f z i(2 2 !)*[ But we have seen that, for sufficiently small
values of h, the function is expansible in the form
hnPn ( z )As the Taylor expansion of an analytic function is unique, we
have thus shown that
singularities,
00
(l-2hz+h 2 )-^
<
Example
P(l)
2.
to prove that
series is
{*)
1)*|.
1 ^ z ^
unity when
1.
Prove that
P.(-l)
l,
Example
\z(z 2
= 2 hnPn
P2W (0) =
(-l),
P (cos 6)
is
TC
(1
"^y
2hcos6+h =
2
*Vi(0)
1.3(2n)(2n-2)
...
Example
|P(cos0)|
3.
Show
<
when
that, if
(1+ft
2
)
(l-2hz+h*)
Deduce that
2"(w!) a
is real.
h+ 1/h =
2/k,
then
(1-zk)'
a" is equal to
t
(2n+I)!(
,,,
ln
, - ,.2n+l
(2n+1)P
3) (z)+(2n
2
-'
0.
equal to
LEGENDRE FUNCTIONS
The recurrence formulae
We shall now find the recurrence formulae
279
11.21.
y^ h) =
function
i_2hz+ hi)-il>.
easily seen to satisfy the partial
is
(l-2hz+h?) I-
Hence we have
(z-h)V.
(1-Zhz+V)
| nh^PJz) =
(z-h)
where the
<
\(z a -l) i \.
hn ~ x we find that
coefficients of
is
the
first
we now
^)_^M = ^
,
that
Z
If
differentiate
(dPn (z)
dPB _ x (z)l
dz
dz
JTt
(i)
(Z ).
with respect to
z,
dPn _Jz)
dPn ^(z)\
dz
dz
it
follows
by formula
dPJz)
From
dPn
Jz)
it is
g Pn+i(g) _ggt=i(g)
(Z
(ii)
(with
,...,
(2n+l)Pn (g),
2_ 1} d
(2n-l)Pn _ 1 (),
n 1
.
ii)
we obtain
=
from which
(i)
0,
Similarly,
we deduce
(z),
infinite series
1*1
Equating
f h"Pn
o
(iv)
(v)
LEGENDRE FUNCTIONS
280
2_i)^) =
(3
(vi)
10.5).
^{(l-* 2 )P;j+m(m+l)Pm
0,
{(l-z*)P'n} +n {n+l)Pn
0,
we obtain
tract,
(m-n)(m+n+l)Pm Pn
= Pm ^{(l-*)P;}-Pn ^{(l-*)P;J
(m-n)(m+n+l) j Pm Pn dz
(l-^)(Pm P;_p;pj
so that,
when
(v),
m ^ n,
fpm Pn dz =
I
K
L
f-i-<-i Pn + (m-n)zPm Pn
(m )(m+n+l)
-\
J Si
(1),
29
(1898), 115-23.
LEGENDRE FUNCTIONS
recurrence formulae
and
(ii)
(iii),
2Pn -l\"n
*"n-l"n\>
so
we now put n
1, 2,...,
= [zP|+zP|- -2PK _
1
1 Pj;.
fpi dz - fpi dz =
(2m+l)
<fe
a,
a,
If
281
z p2 +2z (Pf+P|+...+p2 l _ 1 )+
a,
ai
+ z p^-2(p p +p p +...+pm _
P =
1
or, since
P (z) =
1,
x (z)
(2m+l) jPldz
pj]*;,
z,
[2 Z (P|+Pl+...+PJl _ 1 )+
ai
In particular, since
PK (1) =
1,
JPM z )PB z
(
fe
Pn ( 1) =
= 1 _2j:i
( 1), we
see that
orO
result
Example
Show
that, if
;>
n and
m n is even,
j Pm (z)Pn (z)
is
equal to
or l/(2n+l) according as
Example
2. Prove that
dz
m>
or
n.
(-l)r++i(2r)!(2a+l)!
4f+(2r 2s l){2r+2s+2)(r!)*(s\)''
(Rayleigh.)
LEGENDRE FUNCTIONS
282
Example
J
3.
Show
that
[ (1
-z 2 )P^(z)P;(z) dz.
(Habgbeaves.)
-l
Example
4.
P'n (z)
Show
that
is
n(n+ 1)
or
-l
according as
11.3.
m n is even or odd.
y,an Pn (z), and therefore to know how Pn (z) behaves when its
degree is large. We shall now give an account of Darboux'sf
method of deducing the asymptotic expansion of the Legendre
polynomials of large degree from their generating function.
Let us consider, in the first place, the case when the point z
does not lie on the real axis between 1, so that z
cosh,
where Rl
0. We then have
>
_
provided that \h\
|e f|. The generating function of the polynomials PM (cosh) is, therefore, of the form (e~ A)-*F(fe),
where F(h) is regular when \h\
|e$|.
We can, however, write
<
<
F(h)
is
= (2sinhS+e-?-A)= f (-i,r)(e-f-A)'/(2sinh0'+,
1 '2
f Journal de Math. (3), 4 (1878), 5 and 377. It will be seen that the method
applicable to many of the functions defined by a generating function.
LEGENDKE FUNCTIONS
where
(a, r)
283
r(a+l)/{'!r(+l-r)}.
This power series converges
this it follows that, for
any
when
|e
h\
<
2|sinh|.
From
<
|e^[.
(e-~h)v+iG(h)
=
say.
By
yA_}
!.**
Taylor's theorem, this expansion
\h\
The
coefficients
an
<
is
when
valid
|e-|.
am are given by
= J_.
e -C_fc)i>+*Q!(A)-**
c
denotes a circle concentric with and interior to the
circle of convergence. We can, however, deform the contour,
where
an
= e n-p-M
(
ATT
f
J
The
first
0i )*>+lG{e-+8i
dd
2w
eJn--C
= _L
Z7T
J
say.
6-^(1
e- n8if(6)
derivative of order
p+1,
LEGENDRE FUNCTIONS
284
g{6) is
continuous,
fore integrate
p+1
and
discontinuous at
is
by
times
e(n-p-i)Q
2w
{ni)P+ 1
We can
2tt.
there-
parts to obtain
r e - ei (l eei )-ig(6) d6.
o
But
this integral
remains
finite as
so
np+1 e~ n ^an
is
We
>
> 0,
when Rl
PJcosh)
2 ( hr)(r
_
},)-
f r(j+f)r(i+r)
9X
since the
is large,
this equation
(-i)V*+x
!V(27rsinh)45
/ee\
,
(2 sinh ) r+ *
'
term corresponding to r = p is
PB (0OBh)
'
e<+^>e
V7rZ.TC!r!r(|-TO+r) k
But
(2 sinh )-+*
\^+V'
) when
can be written
r(i+r)r(j+r) /
r! T(^ n+r) \
e-e
y+
2sinh/
^\
-
^t+*/
In other words,
^ CS
4;
~ ! V(277sinh
2,
rl
r(J-n-fr)
2 sinh J
'
>
'<- t
0~^^'(=-^*'-SEEW
p (c h
-;pSW){ 1+0
when
z is
a real
o.
This
is,
however, of no im-
LEGENDRE FUNCTIONS
number
lying between
285
1,
< < n,
case we write z = cos0, where
\h\
==
1.
In
this
fact that
Z/
'
'
(2sin0) r +*
;
'
(-2isin^r+i
when
\e
Bi
h\ <
in powers of h
find that, if e
2sin0,
and
similarly at e~ 8i
If we
now expand
we
as before,
PM (cos0)
\7rsm0J
/2
(-1)"
{r(r+|)y
cos{(tt-r+i)fl+i(2r--l) ff}
2vr!r(r+J-)
%!
^sin-fl
^
This approximation
any
is
oos{{n+\)e-in}+0{n-W).
valid only
when
^ 6 < 7r
'
p (cos&)
e,
where
e is
shown that
l<V(^)
under the less restrictive condition < 8 < -n. A proof of this
will be found in Hobson's book, Spherical and Ellipsoidal
Harmonics.
11.4.
is
of Legendre's differential
equation at the points
1 are both zero, the complete solution
has a logarithmic singularity at these points. To discuss the
nature of the complete solution near these singular points we
apply the usual rule for solving a linear differential equation
when one solution is known, that is, we make the substitution
w=
PJz)u.
LEGENDRE FUNCTIONS
286
We
find that
satisfies
the equation
from which
it
0,
follows that
z
where
and
= A + Bj.
dz
(z*-l){Pn {z)Y'
Now Pn (z)
is
is
z v z 2 ,..., z n , say,
have,
(z 2 -l){P(z)} 2
Here ar
Pn (z) =
is
2(z-l)
the residue of
fractions,
2( Z +1)
+ Z\z-z + {z-z
f\r
=z
at z
r.
If we write
2{zr
F(zr )-(l-z*)F'(zr )}
{l-zl){F{zr )f
But
if
we
ferential equation,
we
Pn (z)
in Legendre's dif-
obtain
+{(l-z*)F'(z)-zF(z)}
putting z
l/[(z 2
0;
r,
(z)
J zz,
r=l
'
= AP^-B^P^log^-W^z)},
where A and B are arbitrary constants and W^^z)
nomial of degree n 1.
is
a poly-
LEGENDRE FUNCTIONS
The second
287
to
1.
We now
define
n (z)
by
assigning to
When n
= iP.^W^Tiril-WUG*)
Qn ^ei)
and so
is
< 1,
rriPJfi,).
as the arithmetic
we have
when
1 < <
/x
1.
1 1 .41
Qn)
\Pn {z)\0g
-^-W
n _^z)
Z
z
= PJ 2 )(i + ^ + i + -}-^-^)
= z"-i{a +a z- +a z-*+...}
3
ar being constants. If am is the first nonvanishing coefficient, this solution has the exponent
n-\-\
say, the coefficients
at infinity.
We saw, however, in
LEGENDRE FUNCTIONS
288
and
solution of exponent
n.
(n+l)(n+2)(n+3)(n+4)
"^
where
(7 is
4"
2.4(2ra+3)(2w+5)
+ ""'/'
a constant.
= a 2n
(2n)\
_
~~
2(w!)2(2w+l
n{n 1)
"J
We
*W -
2+ir( W +|)
\z\
1+
Z
\
>
1,
2(2^+3)
2.4(2n+3)(2+5)
Example
Show
that
.(*)
= ilog^y,
Z I
Q,(*)
= *P (ss)log?i-f*,
.(*)
= i-PaWloggy-^+f
-1,
Q t (z) = izlogp^
Z 1
LEGENDRE FUNCTIONS
Example
2.
Show
^=
)
289
that
(Siy.
(z
- 1)
li?,
n + 1 n + 1;2w + 2:
'
1|
>
2.
ii)'
What
is
the corre-
Example 3. Prove
by
of Ex. 2
Gamma
11.42.
An
respectively.]
Qn (z)
when \z\
we have
>
1.
2z )
(
we
4j
2s )
an(i so
If
V{S+i)
V {n+2S)l r(w+s+f)
s-
= _L^
M+1
oo
first
kind,
form
(n+2s+l)\
n\ (2s+
$!*-ir*
-l
we
find that
\z\
I
4111
>
1,
the series
(n+r)\(t\ r
n\r\
\z
LEGENDRE FUNCTIONS
when 1 ^ t ^ 1. It
290
converges uniformly
Q n (z)
or, finally,
?>
_^+i
^3^
-1
This formula, which
follows that
is
\z\
>
1.
The
is,
Example. Prove
type as those
that
satisfied
by
Qn (z)
satisfies
We
shall
Pn{z).
Q n (z)
the formula
1
two
^- P ^
2^1 J (zt)^1
-1
Qui*)
integral representations of
Qn (z) which
a real one. If
as
varies from
= z l)h
(z
we take the
to
1,
6 varies from a to
iUog
2
& 2
QJ?)
z is real
and greater
we
find that,
a, where
= arccothz,
by
are analogous to
Pn (z).
is
dt
when
>
1,
{-(- l)*oosh0}
de,
LEGENDRE FUNCTIONS
and
so, since
the integrand
291
an even function of 0,
is
QnW =
2
/ {z-(z -l)*cosh0}
dd.
(z)
=*=
ilog^+J,
z
Qt (z)
= za-(z
-l)hmhac
frlogt+1-l,
z
and
so on.
when 2 is complex, we
If we now make the
{z+(z
we
difficult discussion
of this formula
substitution
l)*cosh}{z-( z2 l)icosh0} =
and hence,
from
to a,
<f>
varies
1,
from
when
to
z
-f-oo,
>
1,
00
QnW =
{2
+ (z
-l)*COSh <}--!
d<f>.
is
we wish to extend this formula to the case when z is comwe must first ensure that the integral is one-valued and
convergent. This is the case if we take the branch of (z 2 1)*
which is positive when z > 1, and make a cut in the z-plane
If
plex,
in a
bounded closed
00
(z-f- ( 2
2_ l)icosh J--l
converges uniformly with respect to z, and so represents a reguwhich is equal to Qn (z) when z
1. From
>
t See, for example, Hobson's memoir published in Phil. Trans. (A) 187
(1896), 443-531, or his Spherical and Ellipsoidal Harmonics (Cambridge,
1931),
Chap. V.
t Journal fur Math. 42 (1851), 73-5.
LEGBNDRE FUNCTIONS
292
this it follows,
by
holds everywhere in the z-plane, supposed cut along the real axis
2
1)* has its principal
1, it being understood that (z
rom oo to
QJ _ z) =
when z
11.5.
F.
<
1,
when
1.4
<z<
1
1.
supposed cut along the real axis from 1 to +1, QJz) can be
expressed in terms of Legendre's polynomial by the relation
i
QJZ) =
We
du
J1
PnW zu
4.31,
Ex.).
Let z be any fixed point of the w-plane which does not lie
on the real axis between 1 and +1. We choose a closed
contour Cx which surrounds the points 1 but not the point z,
and which does not cross the cut; we also take the circle Ca
whose equation is \w\ = R, where R > \z\. Since QJw) is
regular in the annulus bounded by Cx and C2 Cauchy's formula
,
gives
1
dio
c,
r.
<
dw
We now
of
H'
\QJw)\^A/\w\"+\
A=
.
where
n\
Vw
2 r(n+f)
LEGENDRE FUNCTIONS
293
Hence we have
2ttA
Qn( w );
J
and
R n (B-\z\Y
wz
round
C2
tends to zero as
R tends to infinity.
We have thus shown that
QnW =
dw
^J
.()
But
Qn (w)
since
contour
1;
W
the integrals round these small circles tend to zero as
and
ij
QnW =
du
{Qn (u-0i)-Qn (u+0i)}^u
Finally, since
Qn (u-0i)-Q n (u+0i)
when 1
<u<
1,
this
= *iPn (u)
-1
which
is
Neumann's
result.
gendre polynomials
Let us suppose that it is possible to expand
of Legendre polynomials of the form
1
m=0
am Pm {u).
l/(z
u) as a series
LEGENDRE FUNCTIONS
294
Then, by
11.11,
Ex.
7,
by
dw
du
D/
j Pn (u)^- = (2m+l)Qm (z).
2m-\-\
I"
-i
is
concerning
m^
=
(2m+l)uPm (u) =
(2m+l)zQJz)
that
From
(z)P (u)
m=
is
= {dCOPoM-GoOOAMRi.
we
have,
by
addition,
m=0
= %Z^
+ l^)Pn (u)-Q n (z)Pn+1 (u)}.
u +P^{Qn
%%
l
therefore to
show that
infinity.
-f-
J(cosh
^ ^/{cosh2a+sinh2acosh^} ^ ea
t
% Ibid -
55
(1858), 61-82.
LEGENDRE FUNCTIONS
from Heine's integral
It follows
!(*)
{z+(z2
295
11.43) that
l^cosh^}-"-
&j>
J"
>'
2
d<f>
J*
o
00
e -(-i)a f { C osh
2a+sinh 2a cosh ^} _1
d<
Similarly,
> 0,
and
if
is real,
we
have
+ (M -l)icOS0|
= |cosh(y+tS)+sinh(y+iS)cos0|
= V{K cosn 2y+cos 28)+sinh 2y cos0+ J(cosh 2y cos 2S)cos 0}
< ^{cosl^+sinh^} = ev,
2
|*t
and
by Laplace's
so,
1^)1
=-
(+ 1)
less
<
=
<
first
than
a.
integral
11.12),
{u+(u2 I)*cos0}d0
< en
v.
a.
is
fixed
affix
+1
and major
The condition
LEGENDRE FUNCTIONS
u = cosh(y+i8) lies
296
^y<
a. e means that
within or on the
smaller confocal ellipse of major axis 2cosh(a e). The result
we have
domain
definitely within C.
11.52.
If f( z )
is
an
The sum of
and on an ellipse
can be expanded as a series
1,
it
M = fa P
n (z)
For
Cv
if
lies
within or on a smaller
confocal with G.
is
Cv we
have
-u
=
=
2^- JV(s)
o
2~-
2 cj m(2n+l)Q
From
convergent series
f(u)
= J,an Pn {u),
o
where
=
2
'
JJMQ
c
n (z)dz.
by the
LEGENDRE FUNCTIONS
of the cut from 1+e to 1 ij,
|z+l|
circles
e,
\zl\
rj.
297
joined together
= ^^
f f(x){Q(x-Oi)-Q(x+Oi)} dx
-l
2ra+l
f(x)Pn (x) dx.
we can
Alternatively
J*
integrate
f(x)Pn (x) dx
(*
_i r=0
_i
ar Pr (x)Pn (x)dx
Example. The
function f(z)
is
where
= f an Pn (z)+f bn Qn (z),
2n+l
2~=
f(z)Q(z) dz,
J
c,
2n+l
K= 2
Prove also that the
series
jf(z)Pn (z)dz.
11.6.
The
We saw in
w
dw
- z).d^2z
2
(1
^+r
" +1)
2
)
"i=^r =0.
LEGENDRE FUNCTIONS
298
where n and
(^
This
dif-
(1
If
we make
fyn
\m
n-\-\
the substitution
are changed to
mn and m+-f
1.
n
w
\m
\m
(z2
z\.
)
l) imu,
the exponents at
equation
(in
(1 z 2 ) 2(m+l)z
az-
and
this,
by
-f-(M m)(n-\-m-\-l)u =
dz
fitj
0,
dm
,d v
dv
(,,
^-)-.|+-(-+i).}-.
a
dl?
= dmvjdzm
where u
Hence,
if
is
w=
satisfies
2 -l)*
(z
v
'
^
dz m
Accordingly
P(z)
= Z *_l)**g^,
(
QZ(z)
it
is
its
2_i)**^l),
These
When m
We
1.
< <
P(x)
it is
lim
+
c--
el m7ri P%(x+ie)
= Km er^
e-*+0
mr,i
F^{x ie).
LEGENDRE FUNCTIONS
When
is
even, P%(z)
is
when
1 < x <
1,
all
Similarly
is
(-l)(l-a*)*?Lg^
values of ra.f
convenient to define <2(x),
it is
by the equation
( l) m Q%(%)
is
it is
the equation
PZ(x)
holds for
299
= i hm {e-i
m7ri
when
<x<
1
1,
e->-+0
Q n (x) when
m=
The
0.
functions P%{x), Q(x) so defined evidently satisfy the differential equation for real values of x.
Example
is
is
even
or odd.
Example
Prove that
2.
J \TO/2
z2
(pl+m
Deduce that
^" (8,-
2.n!(+)!
2.(2n-l)
'
(n-wt)(w-m-l)(n-w-2)(n-OT-3)
_4
"*"
2.4.(2n 1)(2 3)
Example
Show
3.
Show
4.
that
"
-l
according as
Example
n
5.
is
or
is
^-^^
2n+l
not equal to
orO
(ra m)!
r.
Prove that
\^
-l
J
according as
/z4-l\/ 2 dn
fi-( Z )IT( 2 ) dz
J
_ '"/'
that
Example
n x)Pl(x)
*
J^
= L^^l
m(nm)\
a;
or0
m is or is not equal to h.
is
300
Example
Show
6.
LEGENDRE FUNCTIONS
< n,
that, if r
xP%(x)P?(x) dx
-l
when
vanishes, save
= n 1,
when
value
its
4w 2 1 (n m
Example
Show
7.
that, if
(-ir!?(*0i)
11.61.
is
(n+m)l
2tt
1)!'
1 < x < 1,
= e m" {(x)Ti7nf?(a;)}.
2
A lemma of Jacobi
Before
we
integrals, it is convenient to
prove that,
r = (_
Jm-lgfapm-lJ,
rffi-
if
fj.
l)m-l (2m)!
l.
2 m m!
to
by
definite
cos <j>,
sin ra<A,
r
this case, it
is
easily
d8in3<f>
We
shall
is
true generally
by the method
of induction.
lemma
true for
some
particular
(-l)-i(2m)l
2 mTO!
TO
we deduce
is
>
'
that
dmsin2m_1 <
d sin m<f>
dp
^tocosto^
__
sin <f>
dfj,
and
dm+1 sin2m -i<
d/i"+
<
'
sin3 <
dm+1 sm2m +1
dfxm + 1
m+
2m _
d {(l j?)sin
m+
1
(f>
dfj,
1
<f>}
= K{ sinm<f> TOcosTO^cot^+
+ 2to(to+ l)cos m<f> cot 0~to(to+ l)sinTO^}
2
is
that of Ferrar,
LEGENDBE FUNCTIONS
301
= Km(2m+l)cos(m+l)(f>lsin<f>
m+1
d(j.{
If
we now
dm
2m+1
fi,
we
find that
J2m+2)!
= (=1
m+1 2+ (m+l)!
<f>
d/*
true for to =
it is
But
since it is
true generally.
2, it is
The simplest
Pn {z >
is
the analogue of
- ^2^r (z
1}
zri J (*-)-h-+i
'
pm(~\
by using Cauchy's
L>
Vs
2_ \\n
(n+m)th
derivative.
where
It
(z
now
can take
= z+(z l)*e<^,
2
<f>
varies from
P( Z )
(W+
)!
n\
I
it
n
2
f {z+(z -lfcOScf>} COSmcf,
J
o
Now by
the
lemma
cos mi
r
we have
rf^sin 2 " 1 y
^ da
^
,w 2 mm!
l)"-i(
-,
v
m
d^
rf/x
(2m)!
of 11.61
d*f>.
to 2n.
LEGENDRE FUNCTIONS
302
where
denotes
fx
We
coscf>.
(2m)\nl
by parts
Integrating
Finally, putting
fx.
rr
we deduce
that
we
cos (/>,
dp
m times,
(n m)\
{2m)\
form
(2m)l(nm)\
it
J
o
vahd when the z-plane is cut along the real axis from 1 to 1
and (z2 1)* has its principal value.
It should be observed that the two integrals of this paragraph
reduce to Laplace's
Example
(z 2
first
m is zero.
when
l)
1 /2
has
Show
that,
when
the z-plane
is
cut from
to
and
principal value,
its
P.(a)
+2
y -^
+ r
.PS{z)oosmd,.
T
Z-, 7(n
m)l
m=l
Example
By
2.
{z
when
>
+ (z
1 to
11.62,
show that
IT
PS(Z)
2 m m' (n-\-m)*
(2^!
(r^\
(zi
- l)m
'\)
{*+(**-
ll2 osco}---i
S ma>da>.
Deduce
Z)
that,
when the
^|~^(
z-plane
22
-1
m
)
is
is
cut from
'2
ij{
to
1,
-1
taken according as Rl z
when Rl z
0.
>
or
^ ^^,
<
0.
Show
LEGENDRE FUNCTIONS
Example
By
3.
303
-FT(z)
1)*"
,
n
n!
(nm)\
77
'~
f
{z
+ (z l)
2
1/2
- 1 cosmtodto,
ooso)}- n
J
o
Example
4.
Show
is
taken according as Rl z
<
<
that, if
>
or
<
0.
n,
(coadisin9coB<l>) n
-Pn (cos0)
+ 2 2 (l)me~ml
m=i
-^PJ^cosflJcosm^.
2-
(n-\-m)\
We have
seen in
axis between
11.42 that,
and
when
does not
lie
on the
real
1,
i
-i
From
by
differentiation
Oft)
mV
Jl=gT
(-l)m(+")'
(g ._l)i.
v
f
n+m+1
J (zt)
2 n+1 n\
'
'
i
holds everywhere in the cut z-plane. This
definite-integral
representation
of Q%(z),
where a
(-irfo+m)!
it
the
z is real
^_ (z2 _ 1)
i/2
cosh ^ coshm0d ^
2.
Show
that, if
.
coshmfl
Hence prove
that,
when
W)!W
= ~!r
?.t
(2m)! (n my.
(
the fundamental
and from
arccothz.
Example
Q%(z)
is
ft
!l
/u
coth0,
= r-sinh0.d
2""m!
(2m)!
>
msinhsm- 1
-j-
m
dfx,
1,
2m
(z
-l) m;2
{z-iz^-l^coshe^-^smh^ede.
LEGENDRE FUNCTIONS
304
Example
_
3.
<
CO
f {z
+ (2 - 1
s
l
)
d<f>,
CO
Q"(z)
t\\mn
*
,,"
{z
+ (
-l) 1 2 cosh^}--icoshm^d^
/
1 1 .7.
If
(r,d,<f>), the
a spherical harmonic of degree n. Accordingly we can express this harmonic as a series of the form
function.
Pm (cos0)
Pm (cos0) =
where the
is
a o PK (cos0)-f
2 {am C0Bm(
m=l
f>
Jr
m sinm(f>)P%-(cos9),
coefficients
particular, if
(f>.
becomes
=a
<f>)
n
o
P(cos0)-f-
a result which
m=l
is
Legendre
polynomials.
If
we
and
write z
z x for
Pn (0 =
where
Pn {z)+ J
= zz
(zi l) i (z\~l)icos<j>.
<f>
CO
2 ^pm (0 =
m=0
(1-2^+^-1,2
LEGENDRE FUNCTIONS
305
(l-2h+h2 )-W
= [(z-hz
1)
IT
[( z
-^i)+{( 22 - 1 )- 2^22 - l
i
)
!- l
icos<
A+
tana
da>
we take
ft(s|-l)W
=
(z
we
-l)*-A(zf-l)*cos<'
obtain
(1 2AC+&
=^
)- 1 ' 2
[{z-hz 1 )
+ {(z
-l)i~h(zl~l)icOS<j>}cOSOJ
IT
-\-h(z\ l)*sin0 sin co]- 1 dco
tt
==
kn\
z +( z2
1 ) icosw
- h z i+( zi{
1 ) icos
("-i>)}]~ ld "-
IT
This formula also holds, by the theory of analytical continuation, for all sufficiently small complex values of h.
For any fixed value of h which satisfies the inequality
<
77
a)
of the last integral as a powerh which converges uniformly with respect to a> when
Accordingly we can integrate term by term to
it.
obtain
iAPB ()=(l-2MH-tf)-i'
=o
4111
re
LEGENDRE FUNCTIONS
Equating coefficients, we deduce that
306
J_ f
n ^'
27T
{ Zl
ir
If
we
+ (zl-l)icO S (<Q-4>)y j^
{+(*- 1)*COSO>}+1
given in
PJ z i)
11.62,
Ex.
we
Pn (t) is equal to
find that
*"
f
2
J {z+(z
2t7
1,
l) cosw}"+
i
'
7T
TT
^(ra+m)!
(rc+m)!
^l
77
{z+(z 2
- l^costo}^
But
cosm(ft)-^)dw
77
{(!
cos mo>
(;* l^COSft)}"* 1
~ COSm ^
c?a>
"
{z+^-lJicog^+l"
7T
7T
+ Smm ^
,
TT
== 2Tr(-l) m
by
11.62,
Ex.
3,
f
{2
+ (22-l)*cosa,r +
^^P(z)cosm^,
its
co.
and
z x are real
and greater
than unity,
P{ii-(s?- !)*(!- 1)*oob^}
= Pn (z)Pn Zl )+2
(
J ^^(-l)
m=l
i
m P^(z)P^(^)cosm<l>.
'"
To complete
<j>
to
LEGENDRE FUNCTIONS
z is real
By
unity.
307
of
zx
z,
that
<f>
is real,
z x are
Pn (0 = Pn (z)Pn
( Zl
)+2
g=^(_i r p-( z )p
(zi )cosm0,
=i
where
and
(z
that (z 2
1)*
(z\
Example. Prove
P(cos 6 cos d x
+ sin
that,
when
6X
6,
and
<j>
are real,
= Pw (cose)P(cos6' + 2
1)
S p^^ PS(
l
CoS
n=l
11.8.
solution
- z)o\d w 2z dw n{n+i) m
d*- Tz+{
-i=*r=
case when m ^ n and m and n are positive integers
,,
(1
in the
or
REFERENCES
H. Bateman, Partial
LEGENDRE FUNCTIONS
MISCELLANEOUS EXAMPLES
308
1.
of the integral
dz
-l
is
zero unless
m = n^
1.
tional cases.
2.
Prove that,
if
m>
n,
= i^^l_{3m(m+l)-n(n+l) + 6}
j P'^z)P'n (z)dz
or
-l
according as
3.
m n
even or odd.
is
Prove that
Pl
nKZ)
dh
~~2-rd) hn + 1 (l-2hz+h 2 ) 1
'
where
is
4.
'
0.
3 that
hndh
rt^-A.
nK
~ 2mi
f
(l-2hz+h2 ) 1 2
J
r
where Y is a simple closed contour enclosing both the points
the branch of (1 2hz + h i fl i is specified by the condition
'
'
z (z 2 l)1
'
2
;
(l-2hz+h*) 1 2 /h->l
l
> oo.
Hence prove
as h
<
when
that,
v.,
o\
R.(COS0)
BV
'
<
V2 f
77
it,
+ 37775 "4>,
,,
r
COS0)
ooa(n
;
(COS0j
j)<f>
1'2
Show
where R
and Z.
is
that
if
R = X + Y* + Z
2
2
,
To
t This is the Diriohlet-Mehler integral for the Legendre polynomials. 9
prove it, deform, the contour Y until it consists of two small circles about e ',
joined by an arc of \h\ = 1, covered twice.
LEGENDBE FUNCTIONS
Prove that the polynomial
6.
W_
n
l (z)
309
satisfies
(l-z*)^-2z^ + n(n+l)w =
2P'n (z).
Deduce that
2n 1
2w
2ra 5
(Chbistoffel.)
Show
7.
that
P (*_
1
8.
= - 1 r +1 2"n
Qn(z)
where
Z>
_1
D-^-^z 2 - 1 J-"" 1
z.
Show that
9.
P{*)Qr^MPn-i(*)Qn(z) =
Deduce that
.w =
tp.(. )
iog!
-pllW 2
r^km-
Prove that
10.
00
00
(2n+l){Qn (z)Y dz
(8-lKfl-i(s)} ,
fe
= -^.
(2n
+ l){Qn Z )}Mz (
J"
(2n-l){(2_ 1 ( Z )} 2 dz
=1.
CO
j (2n+l){Qn (z)}*dz=^?,
+i
i
1
CO
fe
= _
J I.
(Habgbeaves.)
Prove that
11.
p.(*)q;(8)-p;(*)q,()
Show
12.
i/(i-z 2 )-
that
(l-^MPia-P^Q^.!) =
Deduce
that,
when
j
i
(2n
+ 3)Pn+1
does not
lie
- j (2n+ 1)P Q dz
= z ("+l Vjh-1+P 0)~(P Cn+i+Pn+
dz
$)
LEGENDRE FUNCTIONS
310
Show
also that
i
(2n+l) j
o
1
Hence evaluate
PK (a:)C n
(Habgbeaves.)
d*.
(a;)
13.
Prove that
(2t&4- \)z
= ^piy-
pw(*)Q-i(*)--P-i(*)0h()
14.
Show
that
-l
15.
Show
(TlTCHMABSH.)
that
1
dx
l_(-l)+.
-l
Deduce
that, if m-\-n
odd,
is
{m-n)(m+n+ 1)
Pm (x)Q n (x) dx =
1.
(Nicholson.)
16.
Prove that
l
(2m-2n)(2m+2n+l)
(2n)! [2 mm\
l_(_l\m+^
,
17.
d_
(2m)!l2n!
(Nicholson.)
v
{x)
dx
Vd--a;r
2
^{Pn (0)}K
-l
br
'
""O
18.
Prove that,
if
2 .4.
! r )
,{P
(a!)
~ P'*- l(a!)}
(Nicholson.)
n > m,
P(cos0)cosm0<H?
=7,
-^
,
,--,,
n-r
or
LEGENDRE FUNCTIONS
according as
n-m is
311
n=m
and
sin{(2m+ l)cos -1 z}
=
19.
Show
,.,V
(r,
{P
(m+i)
r(n+m+2)r(n-m+l)
K_m
T(n+m+i)T(n-m+l)
(z)
- Pa" (Z)}
(Nicholson.)
that
r(|m+in+i)r(lm-n)
P(cos0)si
sinm0 dd
o
when
m>
n and
a{l
if e 3
be neglected,
is
its
21.
Show
that
if
m>
n and
>
f.()P,(*)V*(*)<fc
J
m\A m =
where
0,
= (2^+2^-25+1)^^/
.3 .5...
(2m 1).
00
22.
where
Prove that
(Febbebs.)
27T
2)1/2
J(lE^}-
23.
Show
that, if
^f
sufficiently small,
\h\ is
hn *w
Q n {z)
=
-
(1
v-
--!-
2fts+A
24.
{z
! )- 1 / a
i
/l
~S
arccosh
" 7(^-l)i/2-
Prove that
+ (z
-l) 1 /2}--i
00
= -(+D 2,
f
See
The complete
14.42.
elliptic
2 7r.m!(m++l)!
integral of
modulus k
1
is f <ft/\/{(l
^^^
2
)(l W)}.
LEGENDRE FUNCTIONS
312
25. If
>
and y
*J(x
j Pn (l+2y*am.
!i
d<j>
<f>)
(Nicholson.)
TT{Pn (x)}".
26.
Prove that,
if
1 <
xt
<
and
dj,
j dx p.&jp.tf.)
-1
where
^=
&=
1 <
2ff
aa . i
+ (1 _ a
S) i/2(
x2
<
1,
~- p
x
n d),
i)>
CHAPTER XII
BESSEL FUNCTIONS
12.1. Bessel's differential
equation
d2w
dz
dw
v2 \
^zdz^\
z2 )
where v is a constant. It is an equation of the confluent hypergeometric type considered in 10.61, and has a regular singularity of exponents y at the origin and an irregular singularity
at infinity.
and so its solutions are sometimes called cylinder funcFor suppose we transform Laplace's equation
cylinder,
tions.
8W
82 V
+ + _
8X* 8Y* 8Z*
82
to cylindrical coordinates
(p,
<f>,
= psin<f>;
1 8W
8W n
8W -1 _
+ 8V + - + W2 = 0.
X = pcos<l>,
41
this gives
V
where
Jc,
v,
and
= ekZw{p)coa(v(j>-\-e),
are constants,
is
w satisfies Bessel's
1 dw
dw
equation
;+r+(*-)=o
+ pdp~
lf?
'
314
BESSEL FUNCTIONS
between formulae which hold for general values of v and those
which are valid only when v is an integer. We do this by-
adopting the convention, usual in this subject, that the parameter occurring in BesseVs equation will be denoted by a Roman
letter instead of a Greek one in any formula which holds only
for
integral values of that parameter.
12.11.
If
we
write z 2
Bessel's equation
becomes
(&
This equation
\v
)w-{-xw
satisfied formally
is
0.
by the
series
CO
X<x
2 cr&>
r=0
provided that a
{(a+ff-i^K+Cr-i
Now
if
we take
\v,
is satisfied
is
0,
M-n
r!r>+H-l)'
independent of
Hence
r.
w
is
+cr _ 1
by taking
cr
where
0.
(v+r)7-cr
which
0,
Z,r!r(v+r+l)
=6
infinite series
\x\
<
all
^i
and, similarly,
where
z2
1xY
r\ T{v+r+l)
w
Ax, are
Bx-^
two
y
Z^rWi-v+r+l)'
(
x)r
v.
BESSEL FUNCTIONS
We now
v to
315
be the function
first
kind of order
Jv (z)-( 2 z)
Zr\r(v+r+l)'
r=
where
value.
{\z) v
exp(vlog^z),
The function
(\z)~ v Jv (z) is
its
principal
w
is
= AJ (z)+BJ_
v
v (z)
arbitrary constants;
we have
,.,,.
{\)
^
2< rlFl n+r+1)
,
J-n( z )
(fc)~
{\zf
r=0
= (W-2h r(-+r+l)
solution
J- V (z)
is finite
independent solutions
Example. Prove
J {z) and
v
J_(z) is
ttz
By 10.11,
Now when
Ex.
\z\ is
2,
we have
small,
A(^,,
J_ v )
C/z,
where
C is
a constant.
BESSEL FUNCTIONS
316
Hence
A(j j_>
r(i-v)r(v)JU
[r(i+v)r(-i.)
A,J_ r =
we
+ 0(z) J
find that
2sinv7T
12.12.
Jv (z) and
77Z
<7_,,(z)
As Jv (z)
is
for
if v is
Jv (z)
we should naturally expect that Gauss's formulae connecting contiguous hypergeometric functions would provide, in
tion,
The
first
Jv (z).
Jv -1 (z)+Jv+1 (z)
= ~JM-
For
(i)
^-i(2)+^+i(2)
(wiV
(2Z)
r!r(v+r) +
Z
(~^
2 r
)
(-i*
2 r
)
L^^r^+r)
{iz)
lW)
r_
+2
Zr!i>4-r4-2)J
(Hf>+^)-(r-l)!r(v4-r+l)|
(_ ^2)
J
.'ir(v+r+l)
justifiable
BESSEL FUNCTIONS
we
Similarly
~
= ^ Y [W) +
1
and
* }
317
see that
\r\
T(v+r)
2jrir(v+r+l)l
+ (r-l)! r>+r+l)J(~l)
4J.'
^-i( 2 ) Jv+i( z )
so
2JV
'
Z ),
From
(i)
and
u)
z.
(ii),
Jv _ x {z),
(iii)
Jv+1 (z),
(iv)
and
may
be easily obtained.
Example
(T =
Example
2.
m is an integer,
(m+2n)(m+n 1)!
.(*)
Show
(d
that, if
\
~''
izizY
4.
Show
Example
5.
Prove that
J* (Z)
that
CI)
ShlZ
J- i(Z) =
'
(S
C aZ
Example
6.
<-j3)
Show
that, if a
f3
and
> 1,
ftJAotVm dt = iBJ^oa)*^-^^)*^),
a:
2a 2
t{J(ocb)Y dt
2
(
a -^){J,((tf)}H{^)
(LOMMEL.)
BESSEL FUNCTIONS
318
Example 7. Prove
of Jy (x), then
> 1
that, if v
and a and
f3
dt
0,
o
l
^ t{JMW dt
l{Jv+1 (a)}K
Hence show that, when v > 1, the zeros of Jv (x), apart from x
all real and distinct. (Lommei.)
12.13. Schlafli's contour integral for
If
we
0,
are
Jv (z)
00
where
|arg<|
77
'V
We
00
By
integral function
is
2 <-*r-^
***
BESSEL FUNCTIONS
where
|arg|
319
This result
is
due
to Sehlafli.t
12.2.
integral
Schlafli's
(0+)
exp/i
Ju*>-<*fpH3*-*
we
= \\z\R,
\zu,
t
Jn( z
2^1}
o
where
holds also
when C
is
\u\
_R.
encircling the
origin.
In particular,
Bi
where
if
we take
<
Jn
=e
<
jt
77,
for
we
the
circle \u\
1,
on which
IT
(Z )
2-rr
-in0+izBine JQ
f e
J
IT
TT
and hence
This
is
Jn (z)
Example
Show
Jn( z )
t Ann. di Mat.
(2),
Jn (z).
that
= 77~
cos(zcosd%mr)cosn0d9.
J
5 (1873), 204.
BESSEL FUNCTIONS
320
where n
>
0.
Example
Show from
2.
T^wm j -(--^-^
Example
3.
>
0.
Prove that,
if z
and
x-\-iy
than \,
if
is
real
and not
less
lizl-e"
Example
4.
Show
that
cos(v# zsin#) dd
satisfies Bessel's
Example
5.
Show
L\
12.21.
We
when
v is
an
integer.
that
is
e zsinh(-n( rf^
-^-ni.
Jn {z)
for
Jv
= iif e*
du
U n +V
-!/)_
oo
e hz(u-llu)
= 2 UnJn
(z),
GO
lies in
any annulus
<R ^
1
\u\
^ R2
and
u and
when
z lies in
coefficients in the
any
expan-
BESSEL FUNCTIONS
321
also that
Example
efesine
J_ n (z)
= Jn - z) = - 1
(
nJ
n (z).
2. Prove that
rn 4QAG
Example
3.
and
sin(zsin0).
m
(Jacobi.)
Prove that
= 2| (2n+ 1)^(2),
izcosz = J (z)-9J3 (z) + 25J(z)-...,
izsiaz = 4J (z)-16J4 (z) + 36J,(z)-....
z
(Lommel.)
Example
4.
Show
that
00
Jn (z + z')
= 2 Jm z )Jn-m(.z')
(
(K.
NEUMANN.)
00
12.3.
The
by complex
in-
tegrals
12.2,
Ex.
,,
rri
is satisfied
by
ezslnht
- vt
dt
iri
when
v is
an
integer.
We now
sainht - vt
f e
dt
v.
und Phys. 2
(1857), 137-65.
BESSEL FUNCTIONS
322
round closed
d2 w
dw
>.
dz
dz*
ZSmh V2 )dt
This result also holds when one or both of the limits are infinite
provided that the integral for w converges uniformly. If we can
choose a and b so that this last expression vanishes, w is a solution of Bessel's equation.
When the
wi, we have
limits are
[e
7ri
2i{zv)sinvTT.
ni
w=
Hence
e**^-" dt
J"
iri
is
if
and only
if v is
an integer
or zero.
When
v is
Im =
+oo+
pi in the
The limits of integration are then ao+oci and
usual notation. We suppose, moreover, that z = re lies in a
bounded closed domain D for which ^7r+a+S < 8 < \tt-\-ol S,
from
oci
to
/3t,
and the
ei
where
8 is
When R
Rl{zsinh( R+ai)}
^re- Rcos(d+a.)
\rer R
Jre^sinS.
fi.
BESSEL FUNCTIONS
If v
[gs Blah
<-W(2 cogh
<
<+ v )
[e*
R -> co,
when
<= _ B+af
Since by hypothesis r
as
323
bounded
is
8inlu - w
in
D, we deduce that
(zcosbJ+v)]<= _
R+a
-*
2 lies in
[e* slnh
'- w
(zcosh*+v)]
<=B+iJ
oo+ai
is
so
+ (w- a )t
fy
-=o + ai
a solution
ee S inhl-vl^ t
-oo + ai
it
oo-(7r+a)i
gzainh l-vl
make
It
v,
valid
when
z lies
is
an
12.31.
is
In particular, we
find,
by taking a
Trt
0,
that
BESSEL FUNCTIONS
32 4
iri
oo
-X
Hf\z)=--
e*^-"
dt,
valid when
are solutions of Bessel's equation of order v,
functions of
Bessel
\-n. These functions are called the
|argz|
of order v.
the third hind, or, more briefly, the Hankel functions^
ranges
other
for
The analytical continuation of these functions
<
of values of arg z
is
+ (7r a)i
J
co + ai
00 (7T + 0j)t
TTl
ao + ai
<
argz
proved
177+a-S and
may be
|argz|
co
> 0.
\tt,
whilst
+ iiri
f
TTl
<
illustrated
e*
einht - vl dt
0O + J7U
<
<
ir. We have
argz
a solution of Bessel's equation when
in the first
identical
are
functions
two
these
that
show
to
definition.
of
region
common
their
quadrant,
\rt 8. If we apply
argz
8
Let us suppose that
is
0< <
<
zetnh.t-vt
fa
iwi
BESSEL FUNCTIONS
Similarly
we can show
I"
ez sinh '-"' dt
00
Hence, when
the
first
+ Tri
(*
ez sinh
'~
CO + $TTi
z lies in
co
325
that
ezsinhl
- vl
dt
co
quadrant,
co + $ttI
e s:s,nh
'- w
df,
co \iri
Example 1. Show that H^l(z), fll2 >(z) are also solutions of Bessel's
equation of order v by proving that
H%(z)
eH{z),
H1\(z)
erHf\z).
3.
Show
that $
H(ze?*)
Hf^ze)
=
=
-e-miH?>(z),
2cosvrrH^(z) + e' 7'iH^(z).
Hf\ze*)
=
=
-i?< 1, (z)-2cosv7re-'"rffff(z),
(4cos 2 v7r-l)H(z)
+ 2cosnre""' Hi
i
1)
(z).
(Wbbeb; Gbaj\)
12.32.
functions
We
shall
now show
= H?>(z)+H?\z),
= e^ HW(z)+e-^ Hi \z),
<
2Jv (z)
2J_ v (z)
provided that |argz|
it.
t See Ex. 3.
Jw
j It is simplest to prove these formulae in the first instance when arg z
arg(ze"*)
in this case \n
fir. The formulae for general values of z follow
by analytical continuation.
This restriction is needed since the Bessel functions are not defined outside
this range of values of arg z. The formulae we are about to prove may be used
|
<
<
<
BESSEL FUNCTIONS
326
If z
re
8i
,
where
w < <
section give
w, the
.+<*-*
H<?\z)
dt,
J
-co
#<,2) (z)
exp(re 04 sinh-v<)
771
+ Oi
TTl
-x + Oi
^-h+ih
Hence we have
\{H\z)+H<?\z)}
exV (reeisinht-vt)
[
co
dt,
di ni
turn, the
two substitutions
00
$[H( Z )+H(z)}
= -L
= u0i,
ew
we obtain
2v/r,
+ TTl
e^{reei sinh(u-ei)-vu+vei} du
2tti
00
7TI
oo + jrt
If ^
=
2-rn
29i
exp{Are lre
e- u }
2
_
_
7TI
(0+ >
C
2ni
(0
But
Jv (z)
From
this
J_(a)
is
r v e v6i
e vu
dv
2 v v v ~v
4i;
exp{t>
vBi
ev6i
-rr(izr
fore
_r e
2 20i
Pj
00
'
CO
du
-.
7(z),
and there-
{J?<( z )+#t>(*)}.
we deduce that
4{H i>F (z)+fi<!),()}
(
( l)V(z) when n
is
an
integer.
12.33.
The complete
BESSEL FUNCTIONS
327
remarkable property of
they possess, as we
being linearly independent solutions of Bessel's equation for all
values of the parameter v, so that the complete solution is
shall prove, the
= AH<?\z)+BH<?\z),
= J (z)JL (z)-J'v(z)J-M
i4 {H^z)+H^(z)}^{e^HW(z)+e-^H^(z)}
v
-{e^m^\z)+e-^m^\z)}^H^\z)+H^\z)}\^
and
by the example of
so,
12.11,
But, for any fixed value of z, the Hankel functions are integral
functions of v, and so, by continuity, the Wronskian of H(z)
and v2) (z) is 4/(7nz) for all values of v. Since the Wronskian
never vanishes, H'^ {z) and H^{z) are linearly independent solu-
12.4.
is
The Bessel
In view of the fact that the behaviour of Jv {z) near the origin
much simpler than that of the Hankel functions, it is very
equation.
defined
As a second
solution
by the equation
Yy (z)
= {H (z)-H (z)},
v
Jv (z)
we
v.
Remembering that
h{Hl(z)+Hi(z)},
t See
10.11,
Exx. 1, 2.
Math. 76
follows
Journal
fiir
BESSEL FUNCTIONS
from that of the Hankel functions. Yv (z)
328
When
v is
not an integer,
12.32 that
it
coaJTlz
Y (~)
v(
T
)J-v(z)
sinvrr
When
equation
_
T
= ]im COSV7rJ - J^ zl
If
we
The
Sin VTT
v-vn
12.41.
" {z)
Yn (z)
Yn (z)
series for
Y(z)
*
= COSV7tJ
v( z
) j-v(z)
sin vtt
sion
V -r }7f>
TM = cot (W Z^r\T(v+r+l)
vtt
r=0
cosec
vtt
(^-"2,r \r(-v+r+l)
r
vahd when
_,
v is
fails
when
v is
an
integer.
Now by
we have
v
Yn (z)
,
J_(z)
= hm cos vttJJz)
ti-i
?P-,.
SU1V7T
v-*n
= hm
cos vtt
v
-
= Ilim (^_
TT
v-n
dv
when n
is
._
(
sin vtt Jv
-=?
dv )l
{tt
cos vtt}'
)^
dv
l) n
(
n (z),
positive or zero.
tt
ov
v-*n\
it suffices
to consider only
BESSEL FUNCTIONS
Denoting the derivative of log
{iz)V
dv
T(t)
by
329
<p(t),
we
find that
>
r=0
* Z)W
{l0g{ 2)
r=0
as v -> n.
( l) r (Jz)-"+2
(%z)- v+2r
'--
r!T( v+r+l)J
p( v
_^
8v
r v - r
(
Ttr\
( l)(i-z)-"+
\l z) - V+ 2r sin
( r 1)!
2,-5
r!
as v ->
7i.
Treating the terms for which r
forward way, we see that
_i).^^"ffcr=l)l( W
ov
^-^
rl
2=
- 1)s
ti-
in the straight-
^+
iily!^ +1)
- log( *s)}
as v -> n. Hence,
when n
can be expanded as a
Yn
Z)
is
series of the
^ 2 ^feS^
2io
form
g^)-^+ )-^+ r +
i
m-1
1 )}-
(nriy.
r=0
by
writing
#1)
=-y,
...
BESSEL FUNCTIONS
330
12.5.
Bessel's equation
some
in
cases
by
the convergence
by
is,
series of
logz),
unfortunately, so slow
when
\z\
is
large that
when
the form
e?fWF{w)dw
is
(h)
To
is
face defined
off'(w);
we
by the equations
w=
in a space in
which
(u, v,
u-\-iv,
t)
R1/(m>)
For an account of other methods of determining these asymptotic expanWatson, Bessel Functions, Chap. VII. The only application of the
method of steepest descents to the present problem seems to be that of Meijer
(Proc. Kon. Akad. Wet. Amsterdam, 35 (1932), 657-67, 852-66), although
Sommerfeld and Hopf (loc. cit., p. 324) used it to find the dominant term.
} Sometimes called the saddle-point method.
Math. Ann. 67 (1909), 535-58; Miinchener Sitzungsberichte (5), 40 (1910).
|
sions, see
BESSEL FUNCTIONS
331
The height of a point on this surface above the plane t = can
never be a true maximum or minimum, since t satisfies the
partial differential equation
dH
8u2
The
dH
+ 8v* _
~
'
plane
is
parallel to
there.
If
we
construct a
means of contour
map
lines,
(u,
v)-plane
map on which
by
the
on the
surface.
00
when
\z\
is large.
be
Hankel func-
BESSEL FUNCTIONS
332
jjW{z)
v
e zalnht
iri
~ vt
dt
co+ai
where
|arg(ze _ai
<
)!
\n.
From this
so are
where n
(n-{-\)Tri,
lies
the substitution
an
is
integer.
Of
these,
If
\-rri
we make
|(ir cc)i
co + J(w a)i
co
2
J
To
previous section,
gives
<
co+( W -/3)i
v ni
'
Trie^
H^
l
xi
{le'
exp^e^'coshw^coshi/wdw;,
ol-\-\tt.
where /?
We have now to see whether there exists
a path of steepest descent which starts at the origin and goes
to infinity in the required direction.
2tt. The steepest paths through
Let us suppose that
/3
the origin are given by the equation
< <
e^coshw
where r
is real.
If
we
e w __
efi
t,
we find that
i_ Te -#_( T2 e -2#_2Te-#)i/2,
solve for w,
eM
by
^ 0.
Moreover,
^ + a^^^i
j
and
tion
&rgw
2(77 /J)
and tends
333
BESSEL FUNCTIONS
oo-f-(TT /3)i; we can take this as path of integration without
altering the value of the integral. Hence we have
irie*
H y{te
vvi
ai
)
dw
e-^coshvw -^
2exp(e^)
"T
d-
o
00
= -exp(eP
e~^ T
J
)
show that
first
-=-
this integral,
dsmhvw
(ii)
satisfies all
the
F(t)
is
\F(t)
I
<
< KebT holds when t > a, K and b being positive
numbers independent of
(hi)
we must
= -ST-'
E{r)
(i)
dr
.F(t)
can be expanded as a
F(r)
valid
when
|t|
r;
series of the
form
= f am T<-*
m=l
we
eP l
= ew -^V(|-r).
positive on the path
as t ^ +0, V(+t)
sinh \w
find that
is
when
From
|sinh;|
<
1.
=!
r=l
sinhvw
is
an analytic function of
t,
BESSEL FUNCTIONS
334
regular, apart
from a branch-point at
0,
when
|t|
<
2.
Also,
y (4v2-rw-
X
is
-I
valid.
<
bv the
3 2),.,(4,*-(2,-i)2)
series
F(r)
V(2t)
Hence conditions
when r
Finally,
2-(2r)!
(i)
is
and
of Watson's
(iii)
and
large
^ l-\-2rd
ew
lemma
are satisfied.
positive,
7r
-P> i
*?~.
and
dr
number
perty that
\e
when
>t
<
3t,
But
x.
<
|e-|
1/r,
|dto/cTr|
<
2/r
since
= vcoshvw
F(t)
ar
this implies that there exists
\F(r)\
when t
dition
^ Tl
(ii)
lemma
is
constant
such that
Since \F(t)\
of the
a-
is
bounded when
<r<r
x,
con-
also satisfied.
is
large
and
7ri&
|arg|
v"i
<
\tt,
H<?-\t,e ai )
2
--=
-exp(e#)
e-^F(r) dr
BESSEL FUNCTIONS
335
~ /?V' exp{e^+^-m[r() +
(4^-P)(4^-3^)...(4^-(2r--l)^) /e<^)Y
^tv.,
(+i)
1 ,
{2rJ\
r=l
V
JU
x
Z,
"^
(4v 2
,
*
-l 2 )(4v2 -3
)...(4v 2
2r
r! (2e
r=l
-(2r-l) 2 )
ai r
)
we
(O
we
find that
\l/2
\
X
is
z,
exip{i(z-ivTT-iTr)}x
2,
2^r\V2izf
and
|arg(ze _orf )|
<
when
\z\
is
large
\n.
<
ai
\tt,
In proving this formula we assumed that !arg(ze- )|
a+%n must he
where the only restriction upon a. is that (3
and 2n. If we allow /? to vary over this range, we
between
asymptotic expansion is valid when \z\ is large,
the
find that
2tt.
argz
that
tt
only
provided
argz
2tt and \z\ is
that,
when
w
shown
We have now
asymptotically
by
represented
is
H^\z)
large, the Hankel function
<
<
<
the series
H<(z)
where
~ (A)
M=
<
^
^-1')^-^^-^-!^
1/2
expz-W-^)}[l+
,(V,r)
(2iz) r
= e^H^ze^),
Ann.
1 (1869), 491-5.
336
that,
BESSEL FUNCTIONS
when 2tt< argz < it and \z\ is
large,
H (z)
(
has the
asymptotic expansion
12.31,
first
Example
by Meijer already
cited.
r=0
Example
\z\
<
-n.
JM =
"v
'
2.
(iy
\ttz)
/2
[ sm(z
v
_ 2imr)
'
(-P'("+2r)i
jLt (2r)i(n-2r)l(2z) 2r
(n-l)/2
+ cos( Z -in,T
(-iy(n+ar+l)l
(2r+l !(ro-2r-l)!(2;
2r l)!(22) 2r+ 1
Z, (2r+l)!(n
<m/2
\m!
^*
v
I
'
i
-sMz+inrr)
,
Z,
V
^
(2r)!(n-2r)!(2z)
-l'n+2r+l)!
(2r+l)l(n-2r-l)!(2,)n
J-
BESSEL FUNCTIONS
12.6.
337
We now propose to investigate the properties of certain polynomials associated with the Bessel coefficients which are of
importance in the theory of the expansion of an arbitrary
analytic function /(z) as a series of the form
= 2 aA(z
/(z)
the
J (z)O
2 Jn {z)On
(t)+2
We
)-
{t).
71=1
start
00
(t z)-1
f e-<l
- sinhw
coshw
!l
'>
dw
which
valid
is
when
~R\(t z)
> 0,
= jo(z)+ ^
n=l
e*sinh,
{ e'+(-l)e-'}Jre (z).
This gives
00
(tz)- 1
f e~' Bi* hw
coshw\j {z)+
n=1
00
=J
Q {z)
e- tBtahwcosh
w dw
+ 2 Jni z
provided that it
and summation.
is
?
)
convergence of the
series
+{l) ne-nw}JJz)\dw.
terminology
4111
is
misleading as
On (t)
is
BESSEL FUNCTIONS
and Im z = y, we have
338
But
if
Rl t
=t>
00
nw}J
dw
n (z)\
o
00
o
00
<
4|J (z)|e* T
dw
00
by
12.2,
\Z\
< T.
Ex.
The interchange
3.
is
when Hit
= J (z)O
>
when
\z\,
where
OJt)
n
i*
e-' 8lnhwcosh;
J
o
cosil
cosh
.
smh
nw dw,
even
is
or odd.
The functions
Rl
> 0. We
now extend
<
\z\
Now, when n
cos
^nw
sinh
is
when
show
\t\..
+
+ 2(2n
T
ff*~ *\ sinh"- w ^
2)
a
n(n-l)(n-2)(n-3)
2.4(2 2)(2 4)
^J
J
BESSEL FUNCTIONS
>
when n
339
> 0,
and Bit
00
n(n-l)(n-2)(-3)
and
'
so
/0
2 "- lw!
m-
*
f!
*+*
2
*
~'~2(2n-2)
+ 2.4.(2n-2)(2n-4J~ K
(t)
8lnhw cosh
f c-'
w dw
-.
'
We now
mean
define OJt) to
these polynomials in
l/t,
for all
values of arg t.
From
we
this definition
\n(t)\
so that,
by
12.2,
Ex.
see that,
when n
>
0,
< ~W|*|2),
3,
Z n
< -^^e^dW+Imz).
I
Hence, when |z| < j? and t lies in a bounded closed domain for
which |*| > R+e, where e is positive, the series
4>(*)0 o (<)+2
| 4(z)O(0
>
Since
We have
>
Example
1.
\z\
(t),
\t\.
0^(0-0,^(0 =
-OiW =
20'n (t)
= |n8inlfMr
(
>
1),
OJ(0.
t.
>
1),
BESSEL FUNCTIONS
O n (t) satisfies the differential
3dw /, na -l\
340
Example
2.
Show
d?w
equation
that
\jt
...
or n/fi according as
even or odd.
is
Om (z)O n (z)
dz
Jm(z)O n(z)
dz
0,
J*
(m
^ n),
(m
>
c
j"
Jm (z)Om{z) dz =
tri
1).
12.61.
when
\z\
<
B,
it
can be expanded as a
f(z)
=a
series of the
form
J (z)+2fan Jn (z),
i
which
The
coefficients
an are given by
an==
domain within
\z\
B.
\z\
B,
the relation
iL /
n{t)
dL
\t\~R
For
we have
if z lies
in a closed
circle
K1-.R
= 2^
\t\
J
=R
f^[Jo( Z
o(
t)
+ 2 I Jn(^n(t)}dt.
Since the series occurring under the sign of integration converges uniformly with respect to z and t, we can integrate it
result.
REFERENCES
H. Bateman,
Treatise
on
BESSEL FUNCTIONS
G. N. Watson,
on
Treatise
the
341
bridge, 1922).
E. T.
1920), Chap.
XVII.
MISCELLANEOUS EXAMPLES
hm (_
Prove that
1.
n>oo ^
provided that x
Show
2.
is
is
an
integer,
= J(?EyJn+i{z)
'ePn (t)dt
Prove that
j
CO
equal to 2/(2n+l) or
or unequal.
is
Show
4.
that,
00
Vfi)
3.
positive.
when n
that,
I)"W CO s-) = Jm x
nf
ni
when
2 {2n+
1)iMJ
(z)PW+i
(Baubb.)
J^^J^x) dx
X
cosfl is positive,
oo
= AL~
I
P(cos0)
\m
e-zvxej^xsinejx" dx.
(Hobson.)
5.
W** y
n-0
Show
6.
is
equal to
r^+ v +2n+l)(-zy4r
rtja+v+n+ljrdu+n+ljr^+n + l)'
(ScHxJunx)
that
00
7T
Jv {z)
=-
- ^^
=-
d<,
oo
jr
^(z)
f e-*^*-"*
sin(zsin0-v0)d0--
is
e-^^VHe-^cosra-) d#
positive.
(Schlafli.)
7.
e
J
4<*)f-
d*
2v
^r( v +l)^l~2~'
2' v+1
'
-*)
BESSEL FUNCTIONS
> 0, Rla > and |6| < \a\. Apply
342
>
Show
8.
the principle
true under the
and 111(0^*6) > 0. (Hankei,.)
is
that
<
\tt
and
9.
>
Rl(/i+i-)
0.
(Hankel.)
> 1,
c
+ ooi
ooi
R1j>
= c>
> 1, u >
0, c
>
9,
0.
(Sontne.)
0,
e+ooi
oo
c ooi
e
Deduce that
+1 (m) t&
J,,(f )^,
where
e is
equal to
0, $,
or
according as
is less
F(x)
+1
=
j
(jJ
Jv+1 (xtW(t) dt
oo
implies that
0(t)
(?X
+1
Jv+1 {tu)F'(u) du
provided that
integration
we can
[This is
the Hankel Transform Theorem. Sufficient conditions for its validity are
given by Burkill, Proc. London Math. Soc. (2), 25 (1926), 513-24. See
also Titchmarsh, Proc. Camb. Phil. Soc. 21 (1922-3), 463-73.
The more usual form of the theorem is obtained by writing
F'(x)
stf+yix),
*'(*)
00
it
f(x) ==
t</>(t)Jv (xt)
dt
t"+^(t);
BESSEL FUNCTIONS
343
00
implies that
</>(t)
uf(u)Jv (tu)
du."\
12.
real parts of
2
= ^-
z i+r)/2JAi+|,(2Vz)
((
Hence show
that,
when n
is
an
integer,
z
z z
z (M+n)/V
M+ (2Vz)
Show
z W^(2Vs) dz,
Jj"...j*
times. (Sonine.)
that
(z+h)~"H{2^z+h)}
^ ^r^m=
<,'
+m)/2
<W2Vz),
00
*<-/ V,,(2V*),
m=0
when
Show
that,
\h\
<
\z\.
> 1,
RI/a
00
= Jtf+g J^_
(t+z)-"l*Jv{2j(t+z)}t dt
(2^ 5 ).
(Sonine.)
15.
Show
that,
0,
l
[ eia lfi
\y- x l 2
dt
licosirrr f
Deduce that
Jv (z)
r(
g)
)(
|T^
<
77, is
once negatively.
"
<(*
j
16.
- l)-
of Ex.
5,
dt,
(Hankel.)
1'2
'
prove that
IT
J (2zsmijt)cos2niJ> difi
and
also that
J2n (2zsini/t)
dip
7r{J(z)} 2 ,
tt{JJz)}
2
.
BESSEL FUNCTIONS
344
1 7.
Show
that, if Z =
z2
+ z\ - %zz
J (Z) =
18.
By
that, if
cos B,
>
a,
a,
"
_
~ m.a?
H
(au)li
x*'
/
HPjxu) du
(
this being
C JJau)YJxu) JJxu)YJau) du
-r* j
mi
D6dUCe
that
j.
J
19.
Show
irav
" 5?
v,
,,
(T-OHMABSH.)
>ldw
dw
+
d 2w
dz*
v2 \
'
zHz-\ l + zj) W =
w=--AUz)+BKv(z),
is
where
'
m=
KM =
m!\T(v+m+\)'
.
Jirie'"
20.
|argz|
21.
Show
|argz|
<
rf
a
i2F>(e"*/ z).
2
/
\n and
\z\
is large,
V(2t7Z)'
that,
when
<
jt,
oo
4( z )
00
K(z)
+ wi
==
~*
2w
J
e^coshic-raidw,
7li
the path of integration in the former integral being along straight lines
from oo 7ri to
iri, from
-ni to iri, and from
to oo+wi.
CHAPTER
XIII
function
/(z) is said to
be periodic
if
f(z+2a>)
holds for
all
values of
z.
= f(z)
The number 2w
is
called a period of
We
of
a period.
it is
is
said to be simply-periodic.
functions exist
fol-
lowing questions:
(i)
real?
(ii)
Example. The
that, if
2ma) 1 + 2nco 2
is also
and
2co 2 .
Show
a period.
which
2coi
(1835), 55-78,
346
13.11.
function
As a preliminary step
we show that a
Jacobi,
by
points z +2j.
But
bound of
This
is
is
|a>|
is zero,
there
neighbourhood of
identically zero.
Hence
the result.
question
by showing that
constant, has
if
an
of periods
a multiple of
set
2Aco,
single
of
A,
< <
< <
f In framing the general argument of 13.H-13.13 I am materially indebted to Mr. W. L. Ferrar and Mr. J. Hodgkinson, and I wish to take this
opportunity of thanking them.
% See 4.51.
347
2cu
theorem.
It should be observed that we have shown incidentally that
an
analytic function, other than a constant, has distinct periods
if
simply-periodic.
sarily 2co 1
and 2w 2
Since ct^/a^
is
not
real,
fx
are real,
2a>
by
uniquely
solving the
simultaneous equations!
If
Rico
=ARla) 1 -(-jU.Rlaj 2
Ima>
= Almwx+juJmajg.
it
and
2co 2
If,
2Zco 1
is
a sum
is
fj.
is
and
this,
by
hypothesis,
is
not zero.
/t,
348
here
a and
and
1,
/?
2ao> 1 +2co 2
is itself
a period.
We now see
that neither
<x
nor
f$
can be zero;
possible.
We
1,
1.
2 a 'a> 1 +2 8'a4
i
But
since
periodic.
The periods
2<o 1
and
2o> 2
13.12.
349
O =
x
where
Coj x -\-dco 2 ,
a, b, c,
ad be =
1,
ui^
= dQ-i bQ
= cQ
w2
2>
Q =
fltoj-t-feajg,
as a
x -|-aQ 2 .
Example. Show
by a
where
13.2.
I,
m, and n are
The
2w 3
of a multiply-
relation
0,
integers.
an
definition of
An elliptic function is
elliptic function
functions,
it
is
and
pose, as
With
2a> 2
we may without
co 2 /to 1 is
taken
We
call it
a primitive period-parallelogram of
number of
we have proved,
period-parallelograms.
Since, as
primitive
the only
and n are
periods of/(z) are of the form 2mcj 1 -\-2nco i where
integers, the vertices are the only points within or on a primitive
,
Now mark
in the
^ m,n =
2ma> 1 +2na) 2
affix
t Evidently the integers a and 6 must be prime to each other. When a and
and d can be found by the process of repeated division used in
determining the G.C.M. of two numbers. See Chrystal, Algebra, 1 (1910), 45;
2 (1919), 436.
primitive
J For if lTa(uiJai 1 ) is negative, we consider instead the pair of
periods 1w x and
2tu 2
b are fixed, c
350
where
points
Qpq
0,
>8+1
parallelogram.
an
if f(z) is
elliptic
period-parallelogram,
where
a finite constant.
is
function which
it satisfies
it
But
\f(z)\
< K;
regular in a primitive
\f(z)\
< K,
equality
is
there an inequality
hence,
by
satisfies
Liouville's theorem, it is
stant.
An
elliptic
mesh. For
if it
a limiting-point of poles
we
see that
an
elliptic
an
and
essential singularity.
Similarly
function has only a finite number of zeros
is
in any mesh.
When we
an
elliptic
an irreducible set.
Example 1. Show
f(z).
that, if f(z)
is
an
2.
with a given
elliptic
The
13.21.
351
and zeros
irreducible poles
of
an
elliptic
function
and
The order of an
of the function.
an
elliptic function is at
function of order one would have one
elliptic
We
in each
cell,
multiplicity.
zeros in a
which
is
impossible.
has
function of order
zeros
multiple zeros being counted according to their
For
if
the
nm
cell,
elliptic
elliptic
is
equal to the
f'( z )/f( z )
nm =
hence
0, which proves the theorem.
we prove that the sum of the affixes of the zeros of an
Finally
elliptic
function in any
poles in that
cell
there bytt
tl
Cz
,
1
2m J
2?nJ
z)
dz.
f(z)
should be observed that the word order has different meanings in the
theory of elliptic functions and the theory of integral functions.
t See 6.2.
More generally, a being any constant, the elliptic function /(z) of order
takes the value a
times in each cell.
Multiple zeros (or poles) are repeated in these sums according to their
t It
||
multiplicity.
-ft
See
6.2,
Ex.
1.
352
If the vertices of
difference
L
2i
are
t-\-2ui 1 ,
t,
this
is
f >/'(*)
(z+2a> 2 )f (z+2co 2 ) \
\M
ds
f(z+2co 2 )
(z+2co 1 )f'(z+2co 1 ) }
fs/'fr)
to*
\M
/(+2i)
2^1
=
since f(z)
f
J
^z-2
M
2^{2co 1 [log/( Z )|
+2
f&
/(*)
Now f(z)
the
the
sum
sum
2mo> 1
2na>
cell
C.
Hence
exceeds
2,
Itl
where
and n
required result
are integers.
is
now
13.3. Weierstrass's
As 2mco 1 2na> 2
is
a period, the
established.
Sigma
function
<
m
II sin(z z,)
/(z)
= g{z)e**> -I
IJ sin(z
-,
r)
or 1
where g(z) is an integral function of period it and k
according as
n is even or odd.
If we wish to exhibit in a similar manner the way in which
an elliptic function with primitive periods 2u> 1 and 2a> 2 depends
on its zeros and poles, we must first construct an integral function with simple zeros at the points l mn which is to play a
part similar to that of sinz in the theory of simply -periodic
353
must
deter-
= arg(o> /w
2
1 ),
we have
Imwj+wwsjl 2
=m
\cj 1
+n
\o)
+2mncoae\co 1 (u 2
\.
But
since
77,
/j,
ii|a) 1 co
j
2
From
|)
),
the smaller of
loijl
iTO^+wwal
where 6
fj,)a
is
|c
where a
1.
<
and
|co 2
|.
we
Similarly
see that
(l+ /i )6 2 (m 2 +r2,2 ),
is
2*
where summation
\^m,n\~
'
= =
But it
is
shown by the
easily
>
<
convergent when a
2 and divergent when a
the exponent of convergence of the zeros Q m m is 2.
is
2.
Hence
where multiplication
integral
Bromwich,
t 7.2.
4111
Aa
by
briefly
a{z).
if it
were,
it
~er-)
Mcr~ + 25r)'
1+ i~) exp _
if~ + 2i5"4
o
(
tion of
z.
Before
we show how
elliptic functions
can be constructed as
which
is
it is
elliptic
convenient to
function @{z),
The function
series
-^oga(z);
i+2'{di-+a
L +ff-
is
its
general term
is
0(|Q mn
-3
).
|
which
is
= f n-,
1
(z) is
we
355
replace
becomes
Q m .
and n by
and n, the
at
l,_z_\
,_
J[
Hence
C{
z)
so that (z)
is
+ Z \~z+Q
am<n o*J
m:n
an odd function.
(z) is
residues of
an
elliptic
-m,
1,
is
zero.
Weierstrass's'f elliptic function p(z) is
equation
*<*>
now denned by
the
^w-
by a double
series
To show that
p(z)
is
an
mn
we consider the
increased by 2a> x or 2a> 2
0.
elliptic function,
integral
this,
we
see that
,
ey
2
but since the set of points
this equation becomes
0, m _ ln is
p'(z+2w 1 )
$>'(*).
(1895), 245-55.
l m>n ,
356
Thus
p'(z)
The function
is
2^
and
p'(z)
is,
an
therefore,
elliptic
2o> 2
By
p'(z+2a> 1 )
we obtain
The value
of the constant
Since p(z)
is
p(z-\-2u> x )
= p'(z),
= p(z)+C.
so that
2w 1
p(z\o) v
w 2 ).
13.32.
If
we
is
(z)
^+2^) =
relation
where
have
of
2r) x is
t{z)
p(z),
we
+ 2^
obtain the
a> lt
we
= ( Wl )-(-c^) = 2K),
Hence 1 = (a>
Similarly
Uz+2w = (a) + 2^
is
odd.
x ).
7j
2)
then,
a{z)
2 Vx
since (z)
where
and
ij
= ^(to
2)-
Neither
by symmetry,
since (z)
is
not an
t/
rj
would
2,
elliptic function.
The
rj
were zero,
impossible
function (z) has,
is
a period of
p(z).
when
z is
increased
by
^ and
t]
7]i (v
by the
are connected
357
relation
= i -
2 rl2 0} i
vertices
(z)
hence
dz
J"
=
=
j {Uz)-t(z-2u> 1 )}dz+
2t]x
toi
dz
2t} 2
a>2
{t(z)-t(z+2co 2 )} dz
cfe
a>i a>2
4^6024^2 0!,
result.
It is frequently convenient to
make
C{z+2w a
where 7^+772+773
0.
= (z) +
= ^4e
Putting z =
,
(7(3+20)!)
is
a constant.
Similarly
a(z+2cu 1 )
we can show
>,>
2l
,
e
2t7 1;
we deduce by
a(z),
co lt we have
fa^)
that
ct(z+2co 2 )
(j(z+2co 3 )
= e >^+^a{z),
= e ^(s+<"
2r
3 )cT(z).
when
Example. Show
772603
that
77360,5
in-
= e^fc+Mrfc).
Ct(
so that
2tu 3 ,
with
= i(z) + 27,
From
where
(z)
77360!
Tj 1
OJ 3
77 1
60 2
772 00! =
%ni.
a(z)
358
13.4.
tions
be two
g(z)
elliptic
is
not real,
functions having in
common
property
that
every
common
of periods 2co 1 and 2oj 2 with the
period of f(z) and g(z) is of the form 2ma> 1 2ncu 2 where m and
n are integers. We are not necessarily supposing that 2a 1 and
2a> 2 form a pair of primitive periods for both functions; the
theorem will still be true, for example, if <a x and 2oj 2 are a
primitive pair of periods of /(z), and 2to x and w 2 are a primitive
2Q 2 whose
ratio
is
pair of periods of
g(z).
order.
ij),
of degree
in
and
ij,
<b(z)
therefore,
is,
2oj 2 ,
an
elliptic
The function
F{f{z),g(z)}
2oj x
and
Since the order of the pole ar cannot exceed n/u.r we can make
the principal part of O(z) at each pole identically zero by
,
um )
homogeneous
n+3 >
linear equations.
If
2( /x 1 +/x 2 +...+jO>
and
if
f In
some
cases
it is
n+3 =
An
example
of this is provided
2(ii 1 +ii t
by the
+ ...+pm
differential
by taking
).
equation of
13.41.
and
is
359
therefore a constant.
In
such that
rj)
F{f(*),g(*)}
is
a constant, which
13.41.
The
is
by
p(z)
It follows
an algebraic
p'(z), since
CO
>(z)-Z-2
= 2X Z"
and
so on.
0,
fl
= 3r^,
hood of the
coefficients
z"+0(z),
regular in a neighbour-
is
origin
origin.
We now
is
= 2z-
).
(z)
p' 2 (z)
To do
this,
),
= -20a
= 20a
its
2
),
z- 2 -28a 4 +O(z 2 )
= p'2(z)-4p*(z)+20a
derivative
we observe
whence
We
odd
4=5I'^
= 2- +a 2Z +a
which
the
Thus
p(z)
From
all
p(z)+28ai
that
360
Now
Hence
mn
0.
<D(z) is
it is
But
Qffln
points
and so
@'\z)
where
a2
' Q^*
20a 2
4p(2)-20a a p(z)-28o4
T O^V
more convenient
it is
60 ' &%,
93
to write
28a4
Example
d 2 w/dz*
6tt>
Show
that
w=
g 2 w-
-Jft.
The function p(z)z~ % possesses a Taylor expansion of the form
p(z)-z-*
Show
{n-2){2n + 3)c n
for
whose
a
3,4,5,....
coefficients
Example
2.
c1 z 2
+c 2 zH.-+cM s 2
',
+...
+c
3(c 1 cm _ 2
c n_ 3
+ + cM_
...
c1 )
a polynomial in ft and g s
are positive rational numbers.
cn is
Prove that
<t(z)
W=
Example
3.
Show
62
-ft/240,
-ft/840.
that
(T(A2|AaJ 1 ,Ac0 2 )
(Az|Aco 1 ,Aaj a )
^(Az|Acu 1 ,Aco 2 )
= A(7(z|o) ,CU
= A-^zlco^eo,),
= A- p(z|cu a)
1
2 ),
1(
2 ).
Prove also that the invariants of p(Az|Aa) 1 ,Ao) 2 ) are A~ 4ft, A_6 ft.
f
The reason
for the
name
will
13.7.
361
ciated with
4,tv
$){z),
g 2 wg 3
To prove
and
an
since p'(z)
an odd
is
wv
<xi
we have
elliptic function,
vanishes at
it
oj 2 .
But
elliptic
TO
sum
consequently the
points
asso-
of the equation
p'(z) is
e3
this
Now
vanishes.
and
we make use
taken by p(z) at
the values
e2
a period.
and w 3 form a
Since
of the affixes of
+to 2 + ttl 3
aj 1
0,
the
It follows that
ei
e2
@if\>,
= p(a>
= p(w
e3
2 ),
3)
Now
p(z)e 1 being an
,
double zero at z
primitive
ex
^e
cu 1;
period-parallelogram;
Similarly
constants
13.43.
ev e2
The
in
and
particular,
e2
=fi
e3
e1
^e
and
_=
(4:w 3
g 2 wgs
defined
1l2
)
where g 2 and g3 are given constants. This problem can be presented in a somewhat different form;
of w by the equation
z-\-a.
where a
is
f (4w>
g wg
2
z is
given as a function
)~ 112
dw,
integration
mined.
If the discriminant g\Z7g\ of the cubic
4uP
w g3
362
becomes
dw
in-
w by means
numbers
io x
We
and w 2 whose
,
g2
shall
ratio
is
is
60 2' O^t,
show
g3
not
real,
such thatf
z+
and
so
= j {^(Q-g
p{\u) lt
oj 2 )
w 2 have been
2
found,
we have
(p{z-\-a.\<a x ,
w2
).
00
In particular,
(4ws g 2 wg3 )
~ 1/2
dw
w
equal to z+Q mn where
is
es
of the integrand.
13.5.
The
p{z)
To determine
this relation
f{z) =
where
order
A
3,
we
p'{z)+Ap{z)+B,
and
are constants.
363
THE ELLIPTIC FUNCTIONS OF WE1ERSTRASS
is
affixes
whose
therefore, three irreducible zeros, the sum of
a period.
Now
is
if
u and
a period of p(z),
we can choose
=
p'(v)+Ap(v) + B =
that
p'(u)+Ap(u)+B
0,
0.
When this is done, the function f(z) has simple zeros at the
points congruent to u and v; the third irreducible zero is therefore congruent to
p'{ u v)+Ap( u v) + B = 0.
Eliminating A and B from these equations, we obtain
p{u)
p'(u)
p{v)
P'(v)
p{u+v)
p'(u+v)
=0.
An
theorem
if
to express
is
p(u+v)
and
F(v).
F{u+v)
Although we only
alge-
set
out
we have
an algebraic function of
)(z\cj v co 2 ), oj 1
and
cu 2
being
suitably chosen.
An
elliptic
function
= p'\z)-{Ap{z)+Bf
= p3(z)-A*p*(z)-(2AB+g
2 )p(z)-(g 3
+B*),
An
364
From
this
we
But
if
we
and B, we obtain
P'M-P'W
A=
'
p(u)-p{v)
Hence we have
and
p(u+v)
p(v).
Example
/()=
(i)
P(z)
p'(z)
p(a)
p(z + a)
p'(a)
II
1
-p'(z + <x)
l|.
are elliptic functions with no singularities. Deduce the two forms of the
addition-theorem.
Example
(This result
Example
2.
is
Show
3.
Prove
p(u)
where
that
u+v+w =
that, if
=p
0,
p(v)
lt
The formula
2,
p(w)
=p
3,
then
(Pi+P2+P 3 )(PiP 2 p 3 -g z
13.51.
=p
(PiPa+PiPs+PaPi + ig^.
for piz+cvj in
terms
of p(z)
\m^\-^-^
5
'
[p(z)- ei}*
-p(z)-e 1
we have
365
{p(z)-e2}{p(z)-e3}
= ei+e e g)(z)(e
3
+e3
p(z)-e 1
But since
e 1 -\-e 2 -{-e 3
piz+otj)
Similarly
0, this
we can show
e1 -
p{z+oj 3 )
e3 -
of
an
The expression
Sigma functions
e2 )(e 1 e3
p(z)-e 1
that
p(z+a> 2 )
13.6.
(e 1
form
e2 -
(e 2
1 )(e 2
P(z)-e 2
(e 3
3)
'
e^fa
2)
elliptic function in
terms
of
r=l
'
r=l
elliptic
2w 1; 2w 2> of which
and
poles.
function of order
n and
a set of irreducible zeros, a multiple zero being repeated in the set according
to its order. If p x Pi,---, p n -\, p'n i s a se ^ f irreducible poles,
a multiple pole being repeated according to its order, we know
primitive periods
z x ,z 2 ,...,z n is
Zl
+Z2 +...+Zn
= p +P +-+Pn-l+Pk+^>
1
where Q
We now
1_1 o(zpr )
366
which has the same poles and zeros as f(z). Hence f(z)jF(z) is
an integral function. But, by the pseudo-periodicity of a(z),
we have
1_1 exp{2^ 1 (z-^ r
F(z)
+ Wl
)}
is of period 2w x
similarly 2oj 2 is also a period.
Hence .F(z) is an elliptic function. This implies that f(z)/F(z)
is an elliptic function with no singularities and so is a constant,
A say. We have thus proved that
so that F(z)
a(z-pr )
1 1
Example,
/(z) is
zeros z v z 2 ,..., z n ,
an
and
z i+ z 2+
zu
p lt p 2 ,..., p n Show
.
= Pi+Pt + +p
re
then
where
f(z)
= AeWviWJ* TT
that, if
,
o(z-z T )
a constant.
p(z) p(a)
+2ico 1 + 2ma) 2
'=1
is
A formula for
13.61.
func-
elliptic function,
irreducible poles
elliptic
F (z) =
function
where a
is
13.6,
we
p{z)-p{a),
functions.
We
Then
suppose, in the
first
instance, that 2a
is
not a period.
F(z)
is
congruent points,
it
){z)-p{<x)
=A
J\^
'
where A is a constant.
To determine the value of A, we consider how the expressions
on each side of this equation behave near the origin. For
sufficiently small values of
P{z)-p{a)
\z\,
367
= <t(oc)+Zo'(oc) + 0{z*)
= o-(a)+z<r'(a)+0(z
a(z+ot)
and
a(z oc)
Ex.
13.41,
cr(zoc)a(z+a.)
2
o-
Equating
coefficients of
A = l/o-
find that
Z2
in the equation
-z~ %
= A-
(a).
g (g
is
'
We have
&(z)-&(ol)
P(Z)
P(a)_
provided that 2a
follows that
^Wiqh)
(z)
p(z)-p(a)
we
2, it
mn
- a g s +)
)
-'
o(s)o*(eO
>
z)
not a period.
).
when a
is
how-
a point
of p(z).
Example
(!)
Prove that
= -JTIT'
(2)
(")
z)
37~T~?
ww
Deduce that
<r(2z)
Example
2.
Show
(r(2z)
that
'
2 CT 3 (z)-3CT(z)CT'(z)a"(z)+CT 2 (z)cr"'(2).
*(*)
13.61 1
The functions
We now
define
{p{z)er}^
{p(z) ej1
'
as
is
2/z
+1
implies that
p'(z)
functions,
368
and obtain
a"(z)a-2 (a) r )
by the pseudo-periodicity of
{fP(z)-er yi*
Hence we have
cr(z).
0*^)0* (co r )
e-Vr'Z&+pl
o(z)o(a> r )
= e-*^^
(r
1, 2, 3).
a(z)(j(<v r )
We
see
from
the points
this
formula that
{p{z)e^2 has
l m>n
simple poles at
oi r -\-Q.
(er
mn
s)
^ the
'
(er
Example
-es
112
)
= e-v<r
"
'
'
Example
3. Prove,
pilai-L+aiz)
in terms of
4.
5.
=
=
e1
e1
= _
The functions
1 /2
-63 )}i/ 2
1 2
2 )(e 1 -e 3 )}
2 )(e 1
13.51
by
expressing
^(i<ui)-g>("'i) |'
-
g3(z)-p(aJl )
ar (z)
ar (z)
functions, that
+ {(6 -e
-{(e
that
p'{z)
By
-e 2
functions.
Show
*a'(z+">i)
13.612.
t(e 3
Sigma
Example
-es )V* =
= t(e1 -e3 )V 2
(e 2
by using Sigma
P(hi)
Example
1'2
= e-^^+f^
(r-
1,2,8),
369
= <$,
ft*,)-*)*
(er
-e
P = a-p,
a{w
r)
which
will
an
at the points
is
co r -\-l
ar {z+2os )
where r
2l
is left
to the reader.
is
its
Taylor
is
aT (z)
Example
2.
(i)
(ii)
Show
l_ie,a+Js (
fl 11
_6e?)2
..
v.
that
o*00-o =
(e a -e,)of( Z )
(es
-er )<j%z),
+ (e -e
s
1 )oi(z)
The expression of an
Zeta functions
13.62.
It
z+ai
s.
Example
expansion
= e ^ '\{z),
= e ^+<'>ov(z),
2
oy(z+2v)
+ (e1 -e
8 )of(z)
0.
elliptic function in
terms
of
<
period
f(z)
= g(z)+ J c
r=l
cot(z~pr ),
where g(z) is a simply-periodic integral function. We now propose to determine the analogous formula in the theory of elliptic
functions, where Weierstrass's pseudo-periodic function (z)
plays a part similar to that of cotz in the simpler theory J.
Now although (z) is not an elliptic function, we can easily
Ex. 42 on p. 157.
J (z) is the logarithmic derivative of o(z), just as eotz is the logarithmic
derivative of sin z.
t See
4111
bb
370
r=l
is
doubly-periodic. For
n
= ^a {i{z+2co -p )-^z-p
<f>(z+2a> 1 )-<l>(z)
r=l
2l?i
2a =
r
r )}
0,
n
if
2 r
zero; similarly
is
<t,(z+2a> 2 )-<f>(z)
Thus
<(z) is
of the set
pr
an
elliptic
+Q min
0.
**
1a
s=l
ktS
{z-p k Ys
T ak 1 =
we must have
sum
since the
0,
It follows, as
is zero.
2 ak,i(z-Pk)
k=l
is
an
elliptic function.
where
that
<s)
(z)
(1) (z)
m*
is
we remember
an
elliptic
func-
It
is,
'
371
zero.
= i+jy
Az)
fc=l
This result
integrate
an
f /(z)
is
=fa
dz
fc(1
5 is the
1
when we wish
i )s i
= l S=2
7~fii^'"
2)
^-^)+^^+^
constant of integration.
P(z)-M*)
if
u+v+w =
= ^+)-2C()-2).
0,
() +(;()+(;()}+{'()+{'() +'()
Example
to
immediately
Prove that
Deduce thatf,
fc ).
loga(z- pr )+
22 (fc
Example
of particular importance
It gives
say.
'*
elliptic function.
+
where
(-i)*-i^i^-i>(3 -,p
s=l
0.
2. Prove that
g>(z-ac)p(z-P)
p(a)p(iS)
+ p(Q;- 8){^(z-a)+p(z-P)-p(a)-p(^)} +
J
is
Example
3.
an
elliptic
Show
that
C(*-)-J(-j8)-{(-)8)+{(2-^8)
Prove that
.
it is
equal to
g(g-2a+j8)g(z--2j8+oi)
ct(
13.63.
The expression
of
an
elliptic function in
terms of
necessarily
an even
integer, 2k say.
a zero of /(z) in a certain cell, the point in the
cell congruent to
zr is also a zero of the same order as zr We
can, therefore, choose k zeros z 1; z 2 ,..., z in this cell, each
k
Now
if z r is
is
372
z z
1}
2 ,...,
z k form an
,
irreducible set.
Similarly
we can
choose k poles p 1} p 2 ,..., Pk> so that they, together with the points
of the cell congruent to
p v p 2 ,..., p k form an irreducible
set of poles.
When
the function
{)
l\ W-PiPrY
f(z)
-All
We
next remove the restriction that f(z) is regular and nonQ m>n If f(z) has a pole (or zero) at
such a pole (or zero) must be
points,
congruent
the origin and
positive
or negative integer s be
if
the
of even order. Hence,
zero at each of the points
elliptic
We
sible in
From
this it
is
elliptic
function of
and
f(z)
M=
l{/(^)+/(-2)}+i{/(2)-/(-2)}.
The
first
elliptic function,
The
result stated
373
is,
as
we have
form
F{p{z),g>'(z)},
where
writing
we have
=
/() =
/(+) =
f(u)
= p'
p'(v)
2,
F(Pl ,p{),
(i)
F{p 2 ,p'2 ),
(ii)
F{p(u+v),p'(u+v)}.
f(u+v)
where
C?
Pi
GipvPvpipz),
*^e equations
4pt9aPi9
P'i
If
(i),
(hi)
we now
(ii),
and
eliminate
(hi),
by the
4pl9iPag
we
>'(z)/(a){p(2)-p(a)}- 2 .
13.7.
J"
u2
is
=a
tl
is
called
a
which
is
{\-hH2 )dt
2
J V{(i- )(i-^
)}'
cited
on
p. 362.
374
The
tions of analysis.
of this type;
is
first
to transform the
is
form
G(w, v) dw,
where
v2
w and
4w3 g 2 wg3
v,
and
=a
= l'X-\-m'Y,
lX+mY,y
behaves under the transformation x
where A
lm' I'm is not zero. The quantities
g2
=a
ai 4 a 1 a3 +Bal,
ax
2
a3
a2
are
a2
a3
a4
/
and
if
=A X
if
G 2 and G3
are the
A s as g 2 and g3 are in a
same expressions
Y*,
in the coefficients
then G 2
A*g 2 and G3
A 6 <73 Mores
over, since / has no repeated factors, gl27gl is not zero. We
now show that the transformation can be chosen so that A
and
It
A 2 vanish
is
vanishes
if
l't
where
is
a root
of the equation
4>{t)
When
of
=a
A2
0.
vanishes
if
the ratio
m to m' is given by
^m^+(6^-2t
<f,;)mm'+(tUo-Qt
KW
0,
for
<j)g.
m't
value of
first
which makes
second value
<f>Q
non-trivial
= (X+XY)- Y,
Since
write x
y^(t)
where
Finally, if
values of
we
= X+XY,
\<j>'
we now
trivial transformation
not zero by hypothesis, the
is
is
If
m' provides a
Since
4i 1 I3 7+4i 3
Ax
m$|
or
zero.
= $5/0o-
where 6A
where
ty,
=/ee
IP+4
-^4
Qz\A\.
"
where
Y*,
1,
A y and A, we
A 3 = \g 2\A x
Y
= A^
-(w-^XAj),
"
w+XA 1
of Y and
replace the
obtain
w Mo)
= *o+-^-
where
similarly
Hence
m=
The
375
elliptic integral is
G(w, v) dw,
w and v, and
4^g^wg^
60 2'
Q -*,
g3
A proof
140 '
Q -,
assumption
is
given in Chapter
XV.
376
As the
2^
and
Example. Prove
that, in the
i
implies that
= + ^'(t
ta
REFERENCES
H. A. Schwabz, Formeln und Lehrsatze zum Oebrauche
der elliptisehen
Tannery and
1.
Prove,
J.
Molk, Fonctions
MISCELLANEOUS EXAMPLES
p(z)
or otherwise, that
+ {p(2z)-e }^{p{2z)-e3}^+
+ {p(2z) - e }W{p(2z) - ejVH {p(2z) - e }^{p{2z) - e
p(2z)
yl*.
Deduce that
p'dcoj
2.
Show
-2(e1 -ea
that, if 3a be
1/ 2
(ei-e 3 ) 1
a period of
{(e 1
-e 2
1/ 2
+(61 -e3
Prove that.f
(-)
if z 1
+z 2 -f83 +4
A {^(Zr)-e
1}
1' 2
}.
p{z),
{P(z)-p(oc)}Mz+a)-p(oc)}{p(z + 2oi)-p(oc)}
3.
1/2
)
= -p'2
(oc).
0,
+(e3 -e1
n {pM-*J^+
+ (ei-e )n{P(Zr)-e
r
4
3}
1' 2
&(P)-&(y)
P(y)~P(oc)
p(a)-p(P)
= P'() +
P'iy - ${P(ot) +P(P)+ My)}
= {ip(cc)p(p)p(y)-g ylK
a'(i8)
)}
3' 2
5.
Show
that
&'{e)&'(fi+aii)&'(z+a t )p'(z+a> t )
g\-21g%,
p(z).
a +/?+7
THE
6.
377
Prove that,
rational
where
tji
7.
If
.F(z)
(i)
p(2u)
(ii)
p(3u)
p' (u)[p(u)
2
4p 3 -ff2p-g a
p(u)
p(2u)].
+ a{z + c)cr(z
by
prove,
c)cr(a+ b)a(ab),
is
identically zero.
8.
Prove that
1
P(z)
P'(z)
p(a)
p(b)
p'(a)
9.
Show
~2 o(z+a + b)<j(za)o(zb)o(ab)
3
3
a (z)a s (a)o
p'(b)
'
(b)
that
p'{u
P(u
^'"-"(Wo)
p(Mi)
p'iuj
pln-Vfa)
P(^i)
#>'()
P{un )
p'{un )
j\re(-l)/2
P ^(un
{
1!2!.. .n\o(u
ct"+ 1 (m
+u
)ct
+...+un II g(^A~ mm )
n+1 (u
(mi) -. a
n
)
m+1
/j.
from
Deduce that
p(u)-p(v)
p\u)
p'(u)-p'{v)
p"(u)
p"(u)-p"(v)
p'(v)
p"(v)
p'"(v)
p"'(u)
A (u
- - 12 o(2u+2v)o
v)
(Oxford, 1925.)
10.
Prove that
P'{u)
P"W
P'>)
p'"(u)
p(n-l)( M
pW(u)
p<*\u)
a2
iy.y
_cr(nu)
{<j{u)}'-
(KXETEBX.
378
11.
Prove that
Oi(2w)
CTj(2u)
o- 2 (2m)
<t 2 (2v)
ct 3 (2m)
<j 3 (2v)
=
12.
otX2w)
(2w)
a 3 (2w)
ct 2
i 1y.1 -,4-, :
Prove that,
(i)
(ii)
(iii)
^
if
n ,,i 'r(
M -''Wi+' W''+'W-)<r(K+MM'-)
)
the numbers
y denote
<x, jS,
1, 2,
3 in
some
order,
= a (u)crl(a) oKu)a\a),
aj,u+a)aj.u a) = CT|(w)<7i(a) (e e^)(e y (M)t7 (a),
oa (u+a)oa (u a) = CTj(w)<7|(a) (e a
(a)<T (M).
o(u+a)o(u a)
Deduce the
)CT
ef,)t7
result of
Ex.
from equation
(iii).
is
equal to
m.n
where multiplication
is
extended over
= exp(-Kz TT ((l-o- 5
14.
is
an
that, if q
e"i<u K so
and negative
integral
that
|g|
p(o
<
1,
+\
"'
)}
the function
By
showing that
deduce that
S(s)/cr(z) is
- *-*<W)
15.
) ex
Show
positive
all
exception.
n-
29
;i-^-
singularities,
+ |
Prove that
/'?i a2 \
/1T3
6XP
teJ
2
,()
/*?iZ \
= expg-)
1 1
"TT
(l
[ }
T^T" fl
1 1
1:
(
+g
<l-g 1)
+ 2qin-
cosTTz/w l +q i
(1+g2 -V
)'
i
\
16.
= n(l+2 ").
2
2i
).
= n(i-9 2n-
?3
then 2ig 2 ?3
Prove that,
1
-e,)V
= ri(i+28n=
n
1
).
e"W"\
(es-^'^-^V'W.
= ^-g8flS.
16ggf
Prove that,
>
if
>
'*-^^-
q%q\-
wjm^
e3
(ei-*) 1
Sigma
Prove that
19.
.
2coj
/i7iz \
TT
ttz
71
( 2 )
p(s)
= JI_ +
w2
20.
=1
ot-+3 >
2^ 2o)! Zw
CO
= s?r 3+
Prove that
V
2
cosec
o^zljtu^aii)
Deduce that
21.
where
p(z|ico 1 ,co 2 )
Prove that
G2 =
Show
w=
60e?-4gr 2,
that
if
CO
2a) x
coi
sin 2 ( 7rz/2a. 1 )
COt
2<u!
,7r(z 2no> 2 )
2^
=
=
+ COt
CO
!73
e2 , e3
i\,
>!
2l
^r
CO
p(z)+^(z+co!)
x.
<?3
4w
then
x,
e2.
22.
).
if
Deduce that
17.
s-2
r=l
m=l
(fl
CO
CO
CO
?o=Il(l-22n
379
gr
4(6 a) and
CHAPTER XIV
JACOBI'S ELLIPTIC FUNCTIONS
We
elliptic
slightly
see,
distinct
S(z)
(et-ejM
= *@,
C{z)
<7
2 (Z
)'
we
S(z), C{z),
D(z)
= SM,
0-2(2)
(*r
find that,
for
2w 2
2m 3
-1
C(z)
-1
-1
D(z)
S(z)
-1
-1
+1
-1
though
each has a different primitive period-parallelogram.
The only singularities of 8{z) are the points at which a 2 (z)
vanishes,
co 2
+Qmm
functions.
381
-[m=j
C(z)
'
We find,
D{z)
-(pm=^I
2)
'
~ W)-ej
in fact, that
= {l-S^z)}
C(z)
1 '2
D()
1 '2
fl_^Z3
fif8(
z ))
the square roots being chosen so that C(z) and D(z) have the
value
+1
The
D(z)
where
&
= {l-&
S2 (z)} 1/2
= L "
K-e
form
1/2
2)
&
called the
is
values
or
Similarly,
^1.
it must
is finite
1c
and
so,
by
From
this
2{p(z)-e 2fl*
>
'
13.611,
*>M
which gives
Now
(e 1
'()
we deduce
(e 1
-e 2
1 /2
)
C(z)Z>( Z ).
that
=
D'(z) =
C'(z)
-(e 1 -e 2 )^D(z)S(z),
-(e1 -e 2 ) 1 2 A;2 5(2)C(z),
/
C(z)
and D(z)
in terms of
S(z).
and
382
odd function;
K-e^^L^
=
8{-z)
CT
since a(z)
is,
moreover, an
for
(ei
Z)
2(
-e 2 )i/^
CT
-8(z),
(Z)
is
when <r(z)
0; thus the only zeros of S(z)
are simple ones at the points of the set Q. m>n As two of these
zeros occur in every cell, 8{z) is an elliptic function of order
two. Similarly the only singularities of 8(z) are the points at
8(z) vanishes only
which
o-
2 (z)
gruent to
vanishes,
a> 2
and
or t Sa^-f w 2
The residue of
8(z) at
lim Ue 1 -e i )^o{z)
z-+uj,
But
and
If
a2 {z)
so
o'z (o) 2 )
we remember
(mod 4^, 2w 2 ).
co 2 is
equal to
Z
^l)
= (e.-e^^A
a2 \Z)
= e^
=
(co 2 )
z
(j(a) 2 z)/a(co ),
2
r? 2a,2
/ (T ( a>2)-
that
(ei
_e 2 )i/2
= _ e -^ K)
ff(co )a(cu )
1
2
we
is
its
'
f The reader is advised to draw a diagram of the lattice of period-parallelograms associated with each of the functions S{z), C(z), and D(z). He will see
that the three lattices considered here are not the only possible ones for
example, we might have taken the points 0, iw^ iui^ 2a> 3 ,
2 co 3 as the vertices
of a primitive period-parallelogram of C{z).
The three lattices of period-parallelograms considered here are probably the
simplest, since each is derived from the preceding one by a cyclic permutation
;
of
to lt
w z and
,
to R ,
+Omn
as there are
383
C(z) is of
cell,
order two.
The
two
cu 2
<r
(z)
2
^KW^3.)
)2
a(o) 2 +cu 3 )
a^(co 2 )
From
set
i(e3 e 2 )~112
is
The
is
^ g iK) = _ e^o
Urn (g->i(g) ]
*~<4
sets;
or 3co 2 (mod4a> 2 2w 3 ).
a> 2
i(e 3
_e y
1/2
taken in order, being the vertices of a primitive periodparallelogram. It has a simple zero at each point of the set
a>3+Q mn as two zeros he in every cell, D(z) is of order two.
Moreover, its only singularities are simple poles at points congruent to co 2 or to o> 2 +2w 3 (mod4oj 3 20^), the residue at each
-1 2
pole of the first set being i(e 1
and at each pole of the
2)
second set i(e x e 2 )- 1 2
2co 1;
'
14.12.
'
_
and so
is
8(z), C(z),
fa-e,)*/*
Moreover,
k' is finite
Example. Prove
and
is
1.
not equal to
or
1.
that
K) = 1,
S(co 3 = 1/k,
C(coj)
C(o) 3 )
=
=
0,
Z(coj)
ik'/k,
D(o 3
=
=
k',
0.
factor
{e x
112
2)
it
would be
z to u,
384
we
Accordingly,
by the
equations
sn
dnu
and the
d
-=-sn
du
(1 an2 **) 1
we add 4w 1 (e1
numbers
dntt
1/2
2)
(1 ^sn3 ^) 1 2
d
cnw
du
= dnMsnK,
dnu
or 4a> 2 (e 1
1/2
2)
^^^
R=
14.1
-k 2 sia.ucnu.
iK
from
C{(e l e 2 )- 1 l 2 u},
Dlfae^-Wu},
A
cnuanu,
du
tions snu, cn,
identities
cna=
If
cna
<S{(ei e^-Wu},
when u
that,
is
>
the
= vfa-ejM
elliptic functions.
increased
call
by a
It follows
or
SI1M
CUM
dntt
2K
-1
2iK'
2K+2W
+1
-1
1
+1
-1
+1
-1
-1
sniKz/ajj)
0>!
Example
snO
cnO
dnO
a{z)
2 (Z)'
Show
=
=
=
cn(Kz/coj)
(7
elliptic
functions
d^Kz/u^
<j
2 (z)'
now
,(*)
.(*)
that
1,
snK =
cnK =
0,
1,
dnK =
k',
0,
sn(K+iK')
ca(K+iK')
dn(K+iK')
1,
=
=
=
1/k,
-ik'/k,
0.
amw
by the equation J (1 ifc'sin'fl)- 1 2 dB
/
% It should
>
u.
Cf. 14.41.
since Txaiwjwj)
>
0.
Example
2.
385
elliptic
expansions
cnw
Example
k
Example
3.
Show
that
e^-iaKo^coJ/o-Vj,),
4.
Show
^
that.f if t
4a
k'
cua/a^
e<"t-fl.K t r(a)/ff(<D
and g
2B )/(l+3 are- 1
2B 1
frrrf[
{(l
4
)}
)}
frr
iK'
e,
n {(l+2
1 ),
)*},
g^jsji+gM-i)^
m=l
Example
5.
k->0,
14.21.
K, K'
k'-^l,
K->%rr,
K'-log(i/k) ->
0.
and dau
It is convenient at this stage to translate into the new notation the properties of S(z), C(z), and D{z) discussed in 14.11.
The only
We have
Use the
We
i-<p
--
implies that
CC
386
where
<D
is
regular at 2
o> 2 .
It
follows that
-
where
<1>
(ei-e 2) lf2
+<]>,
+<d
*(-*')
(c-e,) ^-^')^
Thus snw. has a simple pole
is regular atw =
ni
sntt
,
1'2
i-K"'.
of
or 2K.
A slight
difficulty occurs
when we come
new notation the properties of en u and dn u. It will be remembered that the lattices of period-parallelograms of C(z) and D(z)
were obtained from that of S(z) by cyclic permutations of the
parameters
there
is
<o l5 co 2 ,
no special
We
we wished, take the parallelovertices 0, UK', 2K+2iK', 2K2iK' as fundamental for cnu. But since every period of cnu is of the form
4mK+2n(K+iK'), it is usually found more convenient to take
the points 0, 4K, 4K+2{K+iK'), 2K+2iK' as the vertices of
symmetry
gram with
results.
could, if
to
K or 3K
Finally,
dnu
is
an even
K+iK'
or
K+BiK'.
387
is
sn/cn
cnu/snu
1/cnu
= sew,
= csu,
This notation
= ndtt,
cnit/dnw = cdw,
dnu/cnu = dcu.
= new,
sntt/dnw = sd,
dnu/snu = dsu,
1/snu ='nsu,
l/dn
due to Glaisher.f
is
14.3.
now
determine.:]:
where
= en ucn(u + A snusn(u
and a are
ex)
constants.
It is
2K and
2iK'.
an
elliptic
at),
function whose
not congruent to
K, iK' or K+iK' (mod2K,2iK'), each term in F(u) has two
simple poles in each cell at points congruent to iK' and u+iK'.
We can, however, choose the constant A so that the principal
part of F(u) at iK' and congruent points is identically zero;
thus F(u) is an elliptic function with only one pole in each cell
and so is a constant, by Liouville's theorem. Putting u
0, we
see that F{u)
en a.
The appropriate value of the constant A is determined by
observing that, when \u\ is small,
If
a.
is
F(u)
Hence
A=
cna+ttdnasna uA
dn a and
so.
<x+0(u2 ).
so
= cnac.
(i)
&&
388
(ii)
we now put
(i)
a,
and
not congruent
= dna.
is
(ii),
where, for
{u+v) =
Finally, writing a
s1
from which
= v in equation
d sa(u-\-v) = c c
2
(i),
we
'
i-vbk
obtain
cn(u-\-v),
follows that
it
sniu+v)
Now
{u+v)
l-wr'
sn(u+v)=
8l (l-a
i-VAi
j-^
-,
snttcnwdn^+sni'ciiadnM
sa(u-\-v)
sn2 ttsn2 v
ca{u-\-v)
cnucnv dnwdnflsnwsnw
1 2 sn2 sn2
dn(w+v)
Aa.uAa.v- Wsnusn.vcin.ucnv
1
Example
ea(u-\-K)
fc
sn2 sn2
Prove that
cdw,
sn(u+K+iK')
on(u-\-K)
k'&du,
dn(u-\-K)
k-idcu,
cn(u+K+iK')
dn(u+K+iK') = ik'scu.
k'ndu,
ih'k^ncu,
Example
2.
sn(u+iK')
Hence show
that,
when
sn(
_1 nsM,
cn(u+iK')
dn(u-{-iK')
= icsu.
fc
\u\ is
,.
dsu,
1.2
= --t< + os *+
3. Prove that
cn(M + a)cn(w a)
=
=
dn(u+<x)dn(u a)
sn(w + a)sn(M a)
Example
2F-1.
dn 2m
i^+...,
dn(+iK')
Example
= ik~
small,
MW = ^ +
389
that
4. Writing
(sn 2
(cn
sn a)/(l &
2
a dn asn
2
sn 2 Msn 2 a),
M)/(l
&
sn 2 wsn 2 a:),
s, c, d,
S, C,
_ 1 2s + k s
2
_2scd_
"l-W
_l 2k s + k s
1 AV
l-fc 2s*
2 2
'
i
"
Deduce that
Example
sn iK
Example
Show
5.
1/V( 1
6.
* = ?? *>
" = ?
'"ItS'
thatf
en pC
fc'),
VA'/V( 1
+ &'),
dn Jit
V/b'.
Prove that
sn(w+K:)
u + en u dn w
cn 2 M + fc'sn 2 w
fc'sn
(l+&')~ 1/22 ~
modulus
is
and
homogeneous functions of
Hence the function
are
aj x
and
8{z)
co 2
1/2
= -^-^
by
<
<
is
is
snu
^(ej-ea)-1 2}
/
of the
Flt^e^-^/a^T}.
1 2
a) 1 (e 1 eg)
is a function of t alone, it follows that snu depends only on the independent variable u and the parameter t;
similarly for cnu and dn.
This means that, when t is assigned, we obtain the same
Jacobian elliptic functions, no matter what pair of parameters
As
and w 2 we employ in
cu 1
equal to r.
Similarly the quantities
u) 2 /coi is
(e3
-e 2 )W
K = co^-ea)
1' 2
,
iK'
(%-e,)*"
= tofa-ejW
14.2,
Ex.
4,
Conversely,
1,
functions, regular
> 0.
when Imr
c different
from
or
fact
is
often emphasized
so on.f)
(e 3
To prove
2 )/(e 1
is positive,
2)
and
this,
by denoting them by
we need to show that
sn(w, k),
and
the equation
XV.
We
show
The notation
is
rather unfortunate, as k 3
is
given, not k.
391
to +00.
Finally, sincef
*K' = tK,
K = \* ft {(l-g (l+2 where q = e" these results imply that K is an analytic function of
regular in the cut c-plane, and that K is also regular
2rl
27l 2
1 4
)
},
iT
c,
'
from oo to
14.41.
When
Jc
is
an
of
not equal to
f
is
real axis
0.
The evaluation
2
is
an
or
elliptic integral
1,
the expression
elliptic integral.
We now
show
d,Z
that,
when
the path of
integration does not pass through a branch-point of the integrand, we can evaluate this integral by means of the substitution
z
= sn(w,
Jc).
= m(w, k) defines w as a many-valued funcFor if w f{z) is any solution of this equation, then
w = f{z)+4mK+2niK'
w = 2Kf(z)+4mK+2niK'
The equation
tion of
z.
and
values of
m and n.
and negative
= (l- 2)-i/2(i_F2
dz
z
and zero
integral
Since
2 )- 1 / 2
are branch-points at z
and
l/lc.
There
is,
is
c= ltoc=
+oois unnecessary
392
analytically along
S
j*
Example
1)
(l-S)-l/(l-jy2*)-V dz
= j dtU = V.
Prove that
i
(i)
dt,
cnu
1
(ii)
(iii)
00
CSM
sdw
(iv)
J"
- &'*)-!/*( 1 +
2 2 )- 1 / 2
A; *
dt.
Example
2.
Show
that, if
k2
is
not equal to
or
1,
(l
WsmHyWdt =
v,
The expression
14.42.
We
saw
in 14.4 that
of
K in terms of k
K is an analytic function of c
(= k2 ),
regular in the c-plane supposed cut along the real axis from
shall now show that the equation
to +00-
We
j (1
o
^^(l ta)-y* dx = K,
By
14.41,
where
1
393
is u-\-4mK-\-2niK'
a zero of 1 snu. But as
function of order two with a double zero
sn is an elliptic
u = K, we have
at
(1 a*)-V*(l ce)-i/ dx
(4m+l)K+2niK',
J"
<
In
principal value of t
K' are
is
and
also real
real
is
and
positive.
0.
2)-i/2(l- Ca; 2 )- 1 2 dx
j (l_ x
/
K and
m^
positive.
so that the
1,
and
a number x
exist
= K;
m=
=x <
1,
0.
We have
=K
< c < 1. The truth of this formula when c lies anywhere in the cut plane immediately follows by the principle of
when
analytical continuation.
14.43.
that
we
find
j,
K = j (l-csinW)-
1'2
dd,
<
By Weierstrass's
ilf-test,
since
<
sin2
<
1.
394
where
k2
14.44.
of
k'
as
K is of
we
= o^,
toi+coj+cog
^> * ne se^ ^
points 2m'a>[-\-2n'<o'2 where m' and n' take all positive and
negative integral and zero values, is identical with the set of
periods 2mco 1 -\-2nu> 2 of Weierstrass's function p(z|to 1 ,a) 2 ). It
If
write
co^
o> 2 ,
o> 2
follows that
p{z\u[,a> 2 )
= p(z\w v
and
a(z\co[, oj'2 )
l(z\w[,oi'2 )
a) 2 ),
a(z\w 1
(z|aj 1; a> 2 ),
cu 2 ).
a(z\io[,o)2)
= 2r][+Z(z\co[,a>
= (
w =
% = +7j
Z,{z+2a>[\u}'1 ,<jj'2 )
then
and
7]'
(coi|co{,to
v
2)
similarly
r}'
Hence we obtain a
if
we
r]
2 ),
co 2 |aj 15
2rj 2
2)
rj 2 ,
Next we
of
elliptic functions.
k(a>[, co 2 )
3-ea ) 1/2
(ei-e^l*
{pM-e&l* =
{pCoD-W
{pfa-W!)-^!*
{P(-^2)-%}
is
1/a
'
an odd elliptic
since
V
(e 3
2)
- ei
)i' 2
1'2
1'2
'
It
k'ico^
395
w 2 ), and
similarly that
K(a>[,a>'2 )
= uttei-etfl* = -oApi-uJ-eJ* =
vfa-ejV*.
= K(a>i,
similarly
Hence, when k
K'(a> r
o) 2 )
(coi,a> 2 ) is
= K(w{,
co 2 ).
ojg)
= f (l-a*)-*l{l-&(a>i,to3a?}-i
l*
dx
o
i
= {l-x^-^l-k'^co^^x }2
1'2
dx,
K'
that
is,
save
when
k' 2
= j (l-x )- /2(i_fc'2
2
1.
a;
2)-i/2
dX}
Further,
analytic
is
an
c-plane supposed
14.45. Jacobi's
c is
imaginary transformation
We
7(z\co[,w'2 )
'
K[
_ K' o(z\w[,
z (z\coi,co 2 )
co{
cr(z)aK)
_ Z'
(i)'
e-^V(z+U2|a)i,co2)
g(g)
396
But iK'JK
K'/w 2
= iK/w^
Hence
snl
\ 0>!
Putting ifz
CO!
oi 1 u,
or
2 (z)/
is
\o>!
2 (z)
isc(, &),
From
= nc(u, h),
cn(iu, k')
we obtain
sn(ra, k')
which
ff
da{iu,k')
this it follows
dc(u,k).
These three equations constitute Jacobi's imaginary transformationf of his elliptic functions.
Example
equation
1.
(l-z a )-*l*(l-k'*zi )- 1 2 dz
iu,
by the
substitution z
Example
i/(l
2 1/ 2
)
2. Prove
*/V*.
en \iK'
that
sn %iK'
Example
V( 1
when
dn fyK'
k)Wk,
<
<
V( 1
+ *),
1.
3. Prove that
The theory of the transformations of elliptic functions is concerned with the expression of the Jacobian functions of parameter t' in terms of those of parameter r, where
T
'
(aT+b)/(CT+d),
195-232.
elliptiques,
(Paris, 1896),
= 2t.
transformation, defined by r
This
397
of historical interest,
is
and
ff(z|a> 1 ,a) 2 )
o-(z|coi,a> 2 ),
where
these give
fl
It
= ^w
and
<o 2
= a>
2,
since
= 2^? = 2t.
shown that
easily
is
co{
a|coi,oi)
e li
8-, 1 +()+S(z+co 1
)>
and
= eiCOg
172
i7 1
= Cj 0)2+2^.
Let us now suppose that the Jacobian elliptic functions con(j(z\a)[, w 2 ) have quarter-periods L, iL' and modu-
structed from
lus
I.
Then
m-m
sn
(2zL
_ _L
a{z \o}[,
wi
= 2_L
q)a)g(tt)a |a>i, ta 2 )
e-^^crCz+coaloji.wa)
y+
= 2iy e
2r7, 8
&>!
>(*,>(, +,
'h z+ie
Z+
Z
exp{(2
^ +eia>a)2+Kz2 _
"I h ^2 ici(2+a) 2 )
+ ^(z-f w
2 )}
<T
a> l) Cr a> 2) g
l+ a, 2)
a^z+^aiz+^+ai^ia)])
(7 (
PM.
tt)
elliptic integrals,
398
2L
a{z)a1 (z)
ai t
a 2 {z)a 3 {z)
= K?4 d (?4
s
Kz
Writing
cojtt,
we have
Ksn(2Lu/K, I)
(i)
two
sets
of Jacobian functions.
The
= \K
Ksn(L,l)
and hence, by
14.3,
Ex.
found by
2sn(pr,&)cd(pr,fc),
5,
L=
l{l+k')K.
sn{(l+>,Z}
(i)
becomes
(l+ft')sn(,*)od(,ife).
Moreover, since
2L/L'
we
also
have
Again,
if
L'
we
2ico[/a>^
write equation
v-\-iK'
we
L'dc(v,k)
kHn(v,k)
= K/K',
(l+k')K'.
(i)
ia>Jco 2
in the
form
= K' sn(L'u/K',
I)
obtain
K'
_
~ lBa.(L'v/K',iy
^l
K
B~
L'V
and so
=
i' 2
{l+k'f
1+*'
where
(l+k')sn(u,k)cd(u,k)
(lk')J(l+k'). This
transformation.
I
is
the result
known as Landen's
Example
cn{(l+k')u,l}
dn{(l+fc>.0
Example
f
2.
399
Show
=
=
{l-(l+k')sa%u,k)}nd(u,k),
{l-(l-k')sD?(u,k)}nd(u,k).
(l-PsinV)-1 8
'
^=
is
equivalent to
(l-^sin^)"1 2 ^,
(1+fc')
'
J
o
sin&
where
(14-fc )sinfl1
'i>.
14.5.
integrals.
elliptic integral
J F{t, u) dt,
and v?
where
function of
and
u,
F(t,u)
where iV and
is
= N(t,u)/D(t,u),
denote polynomials in
and
u.
Now
where
uN(t,u)D(t,
where
<I>
and
t.
u)
'
for
u%
in
) = {t)+uY(t),
\F denote polynomials in
F(t u)
and substitute
t.
Hence
^uW) + WY
As the second term in this expression for F(t,u) can be integrated by means of elementary functions, the problem of
evaluating the general elliptic integral has been reduced to the
discussion of the simpler integral
T $() dt
J G(t)u
400
where
<x,
/?,
and
y,
first instance,
that
(t-ac)(t-l3)(t-y)(t-Z),
8 are,
by
Making the
hypothesis, distinct.
transformation!
z2
we
= {08-8)(<-)}/{(a-8)(<-)8)},
V{(a-y)(/2-S)}^
where
A;
cubic in
say
,,.
,.
v( a
where k2
^(lrj ff_^
==
7) dt
is z 2
If,
however, 2
where
H f = / ^Ha-^a-*
.R(z 2 ) is
*)}- 1 *
or
2 be a
&>
is
finite
con-
1.
in z2
is
2dz
,,,
as a
is
/2
dz,
J*
where r and
and v
is
a con-
stant.
it is
&
401
/2
dz,
2 )- 1
{(l-z2 )(l-Pz2 )}-1
j (l+vz
The
elliptic integral of
we make
dz.
first,
14.51.
If
of the
elliptic integrals
'
and
14.41.
the substitution z
-1
2
2
2 2
z )} ' 2 dz,
J z {(l )(l
2
J sn (, k) du. But since
= u
we
tegral
dn2 (u, k) du
second,
integral of the
2
(
find
that
it
becomes
sn?(u, k) du,
is
usual to write
u
E(u, k)
dn2 (, k)
du,
briefly
We
by
E(u).
shall
now show
that E(u)
is
2mK+(2n+l)iK'.
To prove this, we observe that dn2 u
is
+1
an even
at the points
elliptic
any
funccell is
ofdn2 w,
4111
6xx 2
u=
-(u-a)-2 +<f>(u),
Dd.
402
where
<f>(u) is
where O(m)
residue
regular at
is
hence
a.;
E(u)
(ucx^+Qiu),
regular at
a.
Thus a
is
+1.
of its residues at
u
since
2K is
E{u+2K)-E(u)
Putting u
Similarly
E(2K)
E(2K).
2E{K).
E(2iK'),
The complete
second kind
K
f
dn2
du,
o
ot/2
we
E=
find that
1 2
j (l-csin^)
'
dd,
is an analytic
k2 From this it can be shownf that
c
function of c, regular in the c-plane supposed cut along the real
1 to +oo, and that
axis from
where
We
k'
as
is
of
k, it is
t Cf.
14.43.
Example
oo to 0,
Show
Example
->
that, as h
dc
ks
Example
9
= E ~ Kc
dc~
c'
= k'
c'
'
cc'
'
2 = K'~ W
c
form
2. Prove that
~
2~
=E K
dc
where
in the
0,
E'->1,
E-^i-rr,
403
'
dK _ K'c-E'
'
<>
dc
'
cc'
'
2.
3. Show,
by using the
EK'+E'K KK'
is
independent of
c,
and
by making
-v
0.
E(iu, k)
= J dn
u
2
(,
k)dt
and so
ij dn 2 (iu, k) du
2
j dc (, k')
du,
E{iu, k)+iE(u,
k')
[dc 2 (,
k')+dn^u, k')] du
-ij\l+^{sn(u,k')do(u,k')}
From
du.
= iu+isn(u,k')dc(u,k')iE(u,k').
particular, by putting u = 2^', we obtain the formula
E(2iK',k) = 2iK'-iE(2K',k') = 2i(K'-E').
E(iu,k)
In
Hence, by
14.51,
E(u+2iK',k)
E(u,k)+2i(K'E').
+1
E(u) du
2m,
404
when C
is
with vertices K,
the parallelogram
K+2iK',
{E(u)E(u+2iK')} du
{E(u+K)E(uK)}du.
-K
When we make
this
becomes
2wt
= -UK{K'-E')+UK'E,
EK'+E'K-KK' =
\tt.
or
i\
is
r^wx
x w2
14.514.
for E(u)
E(u)+E(v)-E(u+v),
periods
2K and
snusn(u+v)
u{l-S'()}+0(w2 )
f(S)
and
usnv+Q(u2
snt;
1-oW ^ Q
f
.,
"'
therefore
snusn{u-\-v)
l'(it)
sni;
1 dn2
t>
k2 snv'
We
E{u)+E(v) E(u+v)
k 2 anu$nvsn(u+v),
which
is
405
is
tlon
Z()
by the equa-
E(u)-uEIK.
Z(u+2K)
Z(ic+2iK')
Z(),
Z(u)iri/K,
relation.
Thus Z(u)
is
Example. Show
that
Z(u)+Z(v) Z(u+v)
14.52. Jacobi's
k 2 Bnuanvsn(u-{- v).
We
is
defined
by the equation
S{u)
where 0(0)
is
where
is
<f>(u)
regular at
<x,
and
so
two determinations of
u
/
&(u)
(u)
itself is
is
is
an odd function,
log(M)
= log(w a)+
0>{u) is regular at a,
()
t In fact,
factor.
by a
even.
The only
where
is
differ
f <j>(u)
du
= \og{u a)+$,
and so
( )e>.
differ
only in an exponential
Z(u+2K)
Finally, since
= Z(u), we have
(u+2K) = A&{u),
where A is a constant. If we put u = K and remember that
@(u) is an even function, we find, that A = 1; thus {u) is
simply-periodic J with period 2K. This completes the proof of
14.521.
The Fourier
Since 0(w)
represented
Q(u)
= |oe'"
ri l
it
can be
z
,
00
@{u+2iK')
where q
er7,K^
To prove
= g-ie-'^*^),
this identity
we
= Z(u)7ri/K.
Q(u+2iK') = Ae-iu K
Z(u+2iK')
This gives
where
is
<s>{u),
a constant of integration.
To
find
A, we put
\v\
and
&(iK') does not vanish, since Q(u) has only a simple zero at
iK'. Hence, when v -> 0, we obtain Aq
1, and so
&(u+2iK')
t Since Z(m)
'()/().
% If it were doubly -periodic, it
the case.
See Ex. 10
= q-H-vlK {u).
on
p. 89.
is
certainly not
407
@(u)
= f an en u K
Q(u+2iK')
CO
From
CO
coefficients of e{n
and equating
= 2 an q2ne nviu K
~ 1)7ri utK
,
an
we
'
find that
rft.n-1
(l) na qn\
and
= a 2 (l) nqn
Q(u)
*e
n" iu K
'
CO
The constant a
is
We now
CO
CO
= 2 ( i)grV
Q(u)
Mri '*
=1+22 ( W'cosimru/K).
1
CO
The
14.53.
elliptic integral of
(1+ks
2 )- 1
2
2 2
1
J {(l-2; )(l-)k 2 )}
If v
= 1
of the
of
v,
Z
'
z =
we obtain
_ C
~J
du
l+rsn2
_M _
sn%
U
2
l+vsn
"J
r
'
elliptic integral
we
+&2 sn2 a
C
J
ST1 It
of the third
elliptic integral
snacnadnasn
lk sn asn u
f &2
,
II(,o)=
du.
k l snto sn%
du,
and
this
408
snu and
Z(u),
we have
U(u,a)
ij {Z{u-a)-Z{u+a)+2Z(a)} du.
o
Hence
II(,a)
= Jlog^^-J + Z(a).
14.6.
is
an
elliptic
IK and
function of periods
2iK', with one double pole per cell at the point congruent to
iK', the principal part at iK' being
= Kz\u>
{uiK')~ % If we substitute
x,
13.62,
where
that
a constant.
we integrate the expressions on each side of this equa-
J. is
When
tion,
K2
^dn = C'(a+,)+4,
we
find thai;
El^)=Uz+w )+Az-r,
a
a,
EK/wx
t,{ai
1 -\-oi 2 )
J Au)
r
1
and so
We
= Au>
EK
rj
x -ri 2 ri z
= A(a
+7j v
rj.
w IKz\
EK
Vl
wl
wl
w l Wl/
which expresses the
elliptic integral
From
this equation,
w1
14.61.
o> x
\oi x }
a(z)
To show
log
dz
and
\cjoJ
j-logc
= dz
a ()
and
we
a{z),
write the
z.
^-,
wi
This gives
= 0(O)exp( foxsV^iW 2
(Kz/toj)
If
409
it
of Ex. 15 on p. 378,
)-
we deduce from
()
= G ft {l-292m - cos(7m/X)+g4m 1
2
},
= e~vK IK and O
where q
14.62.
If
\q\
The
<
1,
infinite
n
1
n
fl{(l-q* -H)(l-q* -H- )}
l
< <
= 2"Jn
/(*)
= IT
*)
14.521,
410
is
f(t)
= fb n
t-,
1
where b
1.
Since F(t)
/(fifty- ), we can express a n in
terms of the coefficients br by multiplying together the series
for/(<) and/( _1 ) and then equating powers of t n this gives
;
an
= K + hK+l + b
2 b n+2+-
k=
from which
it
-&n-i<r-7(i-<72w ),
follows that
*.= (-WA>,
where
cn
Hence
(-l)"ga
and so
(1 q2 )(l
= =
o
4
tf
)...(l q 2n ).
(-1)"
f-
cn.
~{
+ V ^
3
cr c n+r
M,
Since
and so
\q\
<
l/c TC is
oo,
q2(nr+r')
cr cn+r
where
is
<^i<?i
independent of n. Since
2n
2i<?r>
2r
l<zl
is
convergent, this
Km
n-*
and so
y1
^i
= 0j
Cr C n+r
m--oo
We have thus
shown that
).
"- 1 * -1
)}
= 00
2 ( lJV"*".
411
= exp{TriujK), we obtain
2n - co&('7Tu/K)+q in 2n
(*) = f[{{l-q )(l~2q
Putting
2
)},
his
Eta
denned by
function,
H()
The
is
relation
-^WexptJwwt/Z) (+')
is
iqW&cpQriuWKlu+iK'),
for
(u+2iK').
H() is an odd integral function which possesses simple zeros
at the points of the set 2mK-\-2niK' The effect of increasing
.
is
Example. Show
that
(i)
H()
= 22 iy*q'*a+1)
n=0
(ii)
H(w)
14.64.
'l
am{(n + i)iru/K},
The expression
terms
4K
of 0(it)
and H(w)
It follows at once
elliptic
function of periods
K and 2iK'.
In any
cell it
has two
and
2K, and two simple poles (the zeros of ()) at points congruent
to iK' and 2K-\-iK'. Hence snuQ(u)j'H.(u) is an elliptic function with no singularities, and so is a constant whose value
0(^)/H() is found by putting u
K. We have thus shown
that
8WU
(K)H.lu)
'.
B.{K)(u)
412
Similarly
it
CILU
H(Z)0
Example. Prove
v&
dnU
'
n(K)/@(K),
dnw
14.7.
(K)@(u)
that
Vfc'
Show
also that
cn
(o)/0(js:),
V(*7*)H(+JC)/0(t),
VA'0(m+U:)/0(m).
*J(2K/tt)
(K).
of elliptic functions
H functions.
Z-,
Vfcsnw
= -2=2
l
+2
2K
J Woos^
(~
<
we have \q\
1 so that the initial terms of these rapidly
convergent series give very accurate approximations to the
values of snu, cnu, and dnw.
Usually, however, it is the modulus k, and not q, which is
given. When this is the case we have to determine the values
of
and q before we can calculate the values of the elliptic
etc.,
functions.
Now
possible to calculate
it is
K and K'
in terms
when
V*'
= - 2g+2g-2g+...
M
l+2q+2q*+2q
Q{K)
1
+...
andso
we
If
write
methods
2g+2g'+y+...
4
l
+2g16 +...
= jfr
+
+ 2g
2e = (1 VF)/(1 +
1
Vfc'
Vfc')
413
= e+2e
+15e
we
-f-150e
13
-f-...,
first
and
finally
nK'
= Klogq-
1
.
functions
strass's lectures,
<
||
<
414
beautiful theory,
we must, with
where.!
REFERENCES
C. G. J. Jacobi,
XXI-XXII.
MISCELLANEOUS EXAMPLES
1
as k ->
2.
0,
respectively
sechw. respectively as k
->
1.
Prove that
/
&' 2
cn 3 w
sn "3u
M\ 2
cnwdni
elm/
\snMdn
K,
'
3
da3u
dn
M
2
sn 3 w\ 2
k2k
k
k' 22BD3u
-4.
enwdnu/
IsnucnM
'
iK'.
z =
=
=
cn(2M,&),
1.
V&
to
and from
VA; to
1.
Show that the part of the w -plane within the ellipse ui lai +vijbi = 1,
where w = u+iv, is mapped conformally on the interior of the circle
|z| = 1 by the relation
5.
^V^sn^arcsin-^-^],
where Jacobi's parameter q is given by q = (a 6) /(a+6)
2
6.
2
.
(Schwabz.})
Prove that
(cnv+snudnv) 2/D,
(cnM+cnv) 2/>,
(dnu+dnv) 3 /D,
Show
7.
415
that
sn(u+v)cn( uv)+sn(uv)on(u+v)
L
2snenwdnt;/(l
2
jfc
sn 2 M srA>),
en(u+v)cxi(uv)+sa(u+v)3n(uv)
Show
8.
that,
Deduce that
sn{v+w)m(vw)+sn(w+u)sn(wu)+sn(u+v)sn(uv) +
+k
sn(v+w)sn(tv+u)sn(u+v)sa(vw)sii(wu)sn(u~v)
0.
(Glaisher.)
9.
circle
PQ
envelopes a
circle.
(jACOBi.f)
11.
Prove
that
snpC+cnp:=
is
12.
Show
an
elliptic
sum
/a 2
^aa'a+^m^K-a) =
1.
snfX
K = k' sd $K.
cdJX, en
Deduce that
1.
Deduce
that
that, if
m1 +m 2 +m3 +m4
0,
*!
0,
dt
where sT
c t <22
dr
c 3 rf4
c t d3
(Cayley.)
0.
"*4
13.
elliptic
function
snusn(u+K)+cxsn(u+K)+l3sn.u+y,
t This result is of importance in Jaeobi's discussion of Poncelet's poristio
polygons {Journal filr Math. 3 (1828), 376). See also Forsyth, Messenger of
Math. 12 (1882), 100.
c d
416
where
a,
/J,
y are
constants.
*i^i
2 1*2
14.
Ml
Prove,
2K,
<*i
^a
**2 "'a
$3 C 3
^3^*3
C3
^3
S4 C4
4 rf4
C4
d4
by using
0.
(Oxford, 1923.)
Liouville's
+ Ma + M + M4 = 0,
k' kV^s^s^ Si+h ^ c^c^^d^ d
if
d4
0.
(GUDEBMANN.)
15.
k^s^CgC^
(i)
(ii)
eZ1
(iii)
kc c s s
= c^^d^k^s^s^,
= d d 3 s4 c4
2
d2
ci
d 2 c.,c 4 4-&' 2s 1 a 2
s1 s 2 d3 di
= 0,
d d
m1 +m2 +m 3 +m4
that, if
i,
(H. J.
16.
Show
S.
s,
Smith.)
c,
and d
respectively,
l-cn3w
_ 1-
I k'
'
+ 2A:' c + 2fc c + k c*
2
+k c
l-dn3u _ l-d / /2 + 2A;' 2rf-2d3 -dn 2
~ \ + d\k' -2k'H+2d 3 -d l
l + dn3w
l+cn3w~
i)
2
'
fc
'
3k* fl
a,
<V+ifc'
18.
T'
By
considering
= 1/(1+t),
(iii)
the
t'
2 <V
four
transformations
= (1+t)/t,
snl&w, tJ
snii&'w,
0.
(ii)
regarded as an equation in en u,
=
I
(iv) t'
&sn(,
(i)
t'
fc),
t&'sc(M,&),
e,miku,-j--\
= ifcsd(M,
snl&'w.-rr;)
t/(1+t),
fc),
k'sd(u,k).
= j
dz.
20.
sn{(l+&) M ,A}
Show also
A=
A' = i(l+k)K'.
o and 6 are two real positive numbers. Two
sequences of
numbers, a 1( a 2 a a ,... and b lt b b
are defined by the equations
2
3
(l+k)K,
21.
= i(<*+t>),
= i(a +b
ar+i
Show
say.
22.
that, as
real
n ->
(This limit
bt
6r+1
r ),
= J(ab),
= J(a b
r
r ).
is
00,
Deduce
that, if
<
<
f
a
J (a?cos
df
+ 6fsinV)
1 / 2-
1,
K = frr/M(l,k'),
K' = iTrJM{l,k).
Show that the arc s of the lemniscate r 2 = a2 cos 20, measured
from
the point of polar coordinates (a, 0), is given by r =
a cn(W2/a, 1/V2).
23.
=K =
'
A rigid
body is performing finite oscillations about a fixed horizontal axis, under the action of gravity. Show that, if
its angle of swing
is 2a, its period of oscillation is 4Kj(l/g),
where k
sin<x and I is the
length of the equivalent simple pendulum.
If gravity is suddenly reversed when the pendulum is
at the end of
a swing, show that the new period is 4JC'*](ljg).
24.
25.
Show
that
2k
^dau+kcnu'
cnudu
arctan(&sdw),
dn u du
= am w.
Ee
26.
cd
w,
in-
2
2
2
2
2
Prove that the integrals of ns 2 w, nc 2 w, nd w, sc w, cs w, sd w, ds w,
func2
elliptic
Jacobi's
E{u),
terms
of
expressed
in
dc M can all be
and
tions,
u.
Show
27.
-r- (A;
du
that
sn m en u dn"-1 ^)
dnmit
for
dnmM du.
du,
J
Find
n
also similar formulae for sn u,
cnnw.
Prove that
28.
2X
2K
und?u du
= ?^*L,
| und'u du
J*
= ^p(l +fc'
)X,
2K
j undhidu
Show
w =
2
{A(x-<xy + B(x-pY}{C(x-af+D(x-fiY},
where A, B, C, D,
a,
and
are real
/2
if
are real.
(as-a)/(-j8),
evaluated in terms of
J B{x, w) dx can be
Legendre's three kinds of elliptic integral, together with the elementary
functions of analysis.^
that an
30.
elliptic integral
2 -2*)- 1/ 2 dt.
[ (1-f t
31.
Prove that
U(u,v) THv,u)
32.
Show
,_,.
uZ(v)vZ(u).
that
The advantage
of this
method
coefficients in
w1
k 2 snasnusnvsii(u-\-v a)
ilog
,_
r.
Prove that
34.
Show
II(w,ia+K,k)
419
Xl(u,a+K',k').
that
Il(u,a)+Il(u,b)~U(u,a+b)
_
~
35.
,.
* lo S
By
k saasa.bsnu8n{a+b u)
r-JT,r+t
M _, _
i+rsnasnosnMsn(a-f-A-fM)
2
1
i
snasn6sn(a+6).
l
'
'
2n
g"+i/2
\-
o
<
TZl(K'/K).
cnu
2n
a* 1 / 2
"ST*
|Im(/iir)|
37.
38.
Show
<
m(K'/K).
35,
that
ns M
cosec
+ - ^j^^^n+^nu/K,
o
the Fourier series on the right-hand side being convergent in the strip
\Ixa(u/K)\
39.
< 2m{K'/K).
611
= E + 2tt
K K?
<
wo"
"V
r^iS
Z
C08W /#
B,1(K'/K).
^
00
Z(u)
2t7
=
j>
l
is
valid in the
same
strip.
n
-
sin totw/JC
420
= 0,
"O c. d
, 8, So s,
zk)+zk)+zk)+zk) = - 1+
Z-7T
d d d s d 4 V*r c
E^CgC,^ ^d s ^
~ Wc^CzCi k' 2 o
V +d d dl di jL, d
Prove that,
40.
if
t^+Mj+Ma+M*
fc
^Wi
fc
r
'
II H(w
K) + r=l
r=l
transformation 2u' = u^+u^u^u^ 2u
II
is
Prove that
41.
r)
r.
Deduce that
= 0K+jr)0K+x)0W)0W)+HW+x)HW+x)H(J)H(i).
(1 fcsnM snM )(l fcsnM snM
43.
is
ksn(t x)en(y-z)
+ ksn(t-x)sn{y-z)
equal to unity.
4)
ksnUiSnU2){ i +ksnU3SIlUi )
is
Prove that
Deduce that
CHAPTER XV
15.1.
of elliptic functions
given
of
It was seen in the previous chapter that the problem of evaluating an elliptic integral is solved if we can construct Jacobian
elliptic functions when c, the square of the modulus, is given.
By the first formula of Ex. 4 on p. 385, we have to show
that, when c has any given value different from
or 1, we can
find a number t whose imaginary part is positive, which satisfies
<
the equation
/ ,
, x R
,
where q
An
wx
^
~
when we
by means of
form, as in
= P(i),
and Im(a)Ju} > 0.
ei
1)
e 2 = p(w 2 ),
But when we take
e3
of
an
= pi^+ws)
homosame
precisely the
elliptic
function
In
13.2,
THEOREM
if every other period of the function is of the form 2mw 1 +2ww 2
where m and n are positive or negative integers or zero. When
MODULAR FUNCTIONS AND
ELLIPTIC
422
PICARD'S
2w 1; 2w 1 +2w 2
2o>i
form another
and only
if
<a 1
if
= 2bw +2aw
> and
= rco^+sui^,
2w 2
2doj 1 +2cco 2 ,
Im(w 2 /oui)
= pco[+qco
a> 2
2,
(ad bc)a) 1
and
= aaj{cco'
a
-
so
(adbc)o) 2
2,
=
=
q
r
b
d
-
ba>{+dw 2
= (ad be),
.
From
2coi
if
2dco 1 +2cco 2 ,
2a> 2
26a> 1 +2ao) 2
<
hold whenever 2Q
|2Q|,
ELLIPTIC
THEOREM
423
The unique
pair
PICARD'S
way is
>
<
<
Obviously |t|
argr
1, and, if \r\
1, then
%tt.
Moreover, as 2a> and 2co+2cot also form a pair of primitive
periods of the function, we have jl+r|
|r|;
but since
arg(l+r)
argT when Intr
0, the sign of equality is not
<
|t 1|
|t|,
>
we can show
that
now
and so |1+t|
permissible,
>
>
<
Similarly
|t|.
occur.
Therefore if 2co and 2cot form the fundamental pair of primitive periods of an elliptic function, t lies in the region defined
by the
inequalities
|t|
>
1,
>
|t+1|
|t|,
|t 1|
>
|t|.
This
is
is
not negative.
15.21.
of transformations
If 2oo, 2ojt and 2a/, 2a>V are two pairs of primitive periods
of an elliptic function, there exist, as we have just seen, integers
a, b, c,
and
d,
When,
therefore,
= aoyr-\-bw,
cm'
ad be
1,
such that
= Carr-\-dco.
formation
ar+b
CT+d
,
where
ad be
a, b, c,
1, is
and d
are integers
formation.
The
it
(i)
set of all
possesses the
If t'
is
= (a,T-\-b)l(cT-\-d)
is
ELLIPTIC
424
(ii)
If t x
(^iC 2 +c 1 d2 )T+(b 1 c 2
+d1 d2 )'
which
group.
>
moreover,
if
a point
is
We
if
Imr'
is
>
If c = 0,
and
c2
1.
m=
line
Rl
= J
ELLIPTIC
PICARD'S
THEOREM
425
m and n
where
>
<
1.
< <
m =
when ra =
and 6 = \n, or when m = 1 and
= i^; in both cases, t is identical with t. Again, when =
k > 1 save when t = e ' this gives r m = e ^
so that t lies in the fundamental region only when m = 0, in
region only
1,
1|
77
when
c2
>
identical.
1,
the form
But
so that
hence tx
We
Ti
is
d
+ >
V3c2
<*W
V3
2V3
'
modular transformation
t'
Z7(t), being homographic,
region conformally on a region of the
upper half-plane bounded by three circular arcs (or straight
lines) intersecting at angles \tt, Jtt, 0. It is convenient to denote
this region by U, which is also the symbol of the transformation
Tl
U-\r'x )
U-WirJ,
426
ELLIPTIC
so that t x
is
a point of I which
transformation
t'
?7
_1
is
PICARD'S
THEOREM
F(t).
We
has
/+
\+
\
~+~-\\
/+
I//''""
number
15.22.
The
elliptic
modular functions
is
ELLIPTIC
= /(t')
PICARD'S
THEOREM
427
group.
If /(t)
for all
g z (w,
cor)
g3 (co, cor)
= co~ g
6
3 (l, r),
follows gl/gl is a function of t which is invariant when r undergoes a modular transformation. As g\]g\ can be shown to be
regular in the fundamental region, save for one simple pole, it
it
is
On
^=^t\m^
=
where q
eniT is an elliptic modular function, but not an automorphic function of the modular group. To prove this, we
,
observe that, as
we saw
in
15.1,
A(t)
(e 3
2 )/(e 1
2 ),
e v e2 ,
co, tor,
functions
Mr),
l-A(r),
W)
^-^ w^-
i>
l~
wy
<
is
an
>
elliptic
15.23.
modular function.
TheA-group
428
ELLIPTIC
We now
PICARD'S
THEOREM
elliptic
group.
We have seen that A(co 2 /to 1 ) A(a> 2 /a>i) if 2co[, 2a> 2 form a pair
of primitive periods of p(z \a) v a) 2 ), such that p{<*>[)
e lt
This
case
e
and
p(a>'
e
is
the
if
P(oj 2 )
2
s)
3
co[
= dco
1 -\-2cu>2,
u>2
We
',
shall call a
ad4bc
1.
modular transformation of
15.24.
Two
of the A-group
transformation.
on the
As two congruent
real axis or
by a
A-
axis, it suffices
by
2Q 2 and 2Q2 of
=e
p(z\oj x ,
cu 2 )
we
call it
oj.
ev
>(:Q 2 )
dition
We
In
|o>|
way, co
|w+2mre
this
is
|,
where
0.
mn
is
any period of
p{z).
next consider the points co' of the set Q 2 such that 2co
and 2a/ form a pair of primitive periods of p(z). These points
u>' he on a straight line parallel to the line through a>, and at
f It will be seen that the condition
are odd.
ad 46c =
1 itself implies
that o and d
only one,
we
call it cot.
we take
as cot the
<
|WT+Qm>n
|,
the inequalities
1
<
|2m+l+2*r|,
|r|
<
|2p+(2g+l)r|,
Each of these
q.
and
inequalities is satisfied if
1
<
|2t+1|,
1<|2t-11,
|t|
<
|t+2|,
|t|<|t-2|.
>
which
is
Each A-transformation maps the fundamental region conformally on a region in the upper half-plane, bounded by four
semicircles (or straight lines) all orthogonal to the real axis. It
By
finding t
when
t'
2t'
= l+eM
The proof
is
+
l'+.
-t
to
!+s
-<
--<--
ELLIPTIC
PICARD'S
THEOREM
431
quadrilaterals can
it
A-group.
Now
X(t)
where q
=&
rtT
Hence,
16q
if
= u-\-iv,
t
co
where
|A(r)
|
is
where v
Now as
-*-
independent of u and
we have
Therefore \{u-\-iv)
v.
In particular,
->0as
A(t) ->
and so
1,
-\lp-2nir \8
point
so
'
= e- < e-w
\q\
and
[l+q^-ij
same
region.
But, by
we have
l-A(-l/r),
(i)
Again, sincef
A(T)
A(r+l)-l
= A(r-l)-l
'
in the
(U)
fundamental
region.
But X(iv)
t The proofs
by the reader.
{ See
is
Ex. 18 on p. 416.
ELLIPTIC
432
THEOREM
PICARD'S
and 1 on the
values between
v; therefore A(t) assumes
that
deduce
A(t) is also
imaginary axis. Using formulae (ii), we
on each of the lines
real and takes all values between
oo and
all real
RIt
1.
takes all
|2rl|
Finally,
real
and
l.
The zerosf
15.31.
is
semicircles
of A(t) c
is
gVf'
Imr
where
")
The
<
> 0.
l/2e,
|t ie\
This contour
is
>
\r\ ie\
e,
shown
>
e,
is essentially
by
ELLIPTIC
PICARD'S
THEOREM
433
creases;
we
by
->
0.
Now when t moves along the arc F'E', its affix is \-\-\e n -a)i
(~'
increases.
parts separately.
it
as a
A(t)
regular since
1, A(t) is
power
\q\
^e
_,r
.
can
We
series
Imr
>
1.
__
A(t)-c ~
-c+16q(l+aiq +a 2 q2+...)
tends to zero as Idit-> oo, uniformly with respect to Rlr, provided that c is not zero. From this it follows that the integral
along HH' tends to zero with e, since Imr
l/(2e) on HH'.
When
^W ar
J -
\{T)-c~a^
E'E
<SA(t)
aw^^T
BB'
so
J
E'E
(t)
AW=-C
= 1 A(t
1 ),
^J
A(Tl)
_ (1 _ c) *-i-
BB'
lm
and
= 1/t de-
yf
e,
since
434
ELLIPTIC
Again,
dX{r)
THEOREM
PICABD'S
= 1/(t 1)
the point r x
line
HH
c*A(t)
so that
',
A(t)
AK)'
which gives
A'(t)
f
J
1
A'fa)
f
)-l
(l-c)A(r
A( Tl )
J
1
A(t)-c
by
HK
FG
Similarly,
= 1/(t+1),
we
AW=c
Combining these
that
9^-iAT
27ri^
dT
results,
lim
= lim
__J__A'(t
__
{l-c)\{rx )-l
we
1)
A( Tl )
^
,
we have shown
jL^-^^th
(l-c)A(r)-l
A(t)
HH'
The integrand
and
form
this tends to
iri
as
Imr-^ +oo,
1.
2m, and so
have thus proved that, when c is not real, the function
A(t) c has one zero in the fundamental region of the A-group.
It remains to consider the case when c is a real number not
equal to or 1. In this case, A(t) c will have a finitef number
of zeros on the sides EF, E'F', GH, and G'H' of Y, and none
in the part of the fundamental region outside T, provided that
e be sufficiently small. Now F'E' does not belong to the fundamental region, but is congruent to FE with respect to the
A-group; a similar remark applies to the sides G'H' and GH.
to R1t.
From this
it
We
onI\
is
regular within
and
We now
cut out each zero on E'F' and O'H' by an indentawhose radius is so small that it cuts out no other zerof of
X(t)c. The zeros on EF and OH are then brought within V
tion
by
the figure.
We
region, this
shown in
that region.
Hence
it
follows that, if c
is
or
to
1,
and
1.
15.32.
where
(ar+2b)/(2cr+d),
But
two
a, b, c,
we
since the
sets of
when k2
identical, the
functions are also identical. Thus,
given, sn(u,k), cn(u,k), and dn(w,&) are uniquely
Jacobian
is
elliptic
determined.
t This
is possible,
are isolated.
ELLIPTIC
436
15.4.
PICARD'S
THEOREM
A(r)
made
f(q) can be
sufficiently large, and so
where
if t
lftrfl +/(?)},
= u-\-iv,
Imq
= Im(e
7riu -'"')
OA C.
sin ttu e~
Thus
the
m
,
vanishes on
is positive within the curvilinear 'triangle' OAG, and
of A(t)
part
imaginary
that
the
we
see
its boundary. Similarly
vanishes
and
OA'G
'triangle'
curvilinear
is negative within the
on
its
boundary; in
fact,
by Schwarz's
principle of
symmetry, J
A(t) takes conjugate complex values at points which are symmetrical with respect to the imaginary axis.
Since A(t) is regular and simple within the fundamental region
and takes there every value save real values between oo and
and between 1 and -foo, the transformation z = A(t) maps
the interior of this region conformally on the whole z-plane,
and from 1 to
supposed cut along the real axis from -co to
+oo. The upper sides of the two cuts correspond to A C and OA
respectively, the lower sides to A'G and OA'. There exists,
therefore, a unique inverse function t
The
it
inverse function
v{z)
The equation
z.
We
call
function
v{z)
certain results in
Chapter
We do this by using
15.24.
% See 8.4.
ELLIPTIC
PICARD'S
THEOREM
437
'
branch-points at z
and
and z
K
= oo;
Hence
v(z)
V{Z)
dz\K]
4iK*z(l-z)'
2.
When
v'(z)
-j-a
TtVZ
\z\
+a 1 z+a 2 z
1
+...,
as circle of convergence.
Hence
= log z+$(z),
TTl
where
<j>(z)
is
regular
The function
when
\z\
<
1.
a logarithmic branch-point
once round
z =
in the positive sense, we obtain a new branch t = v(z)+2
of the inverse function J; this branch maps the cut z-plane conformally on the interior of the 'quadrilateral' CA0 1 A x of the
at the origin.
When we
continue
v(z) analytically
figure of 15.24.
On
d(
we have
v'{z)
deduce from
this, in
_L
V(Z)
where
i/i(z)
is
regular
is
AiK'H{\-z)
v (z)
dz\v{z)J
We
TT
= !.iog(i-z)+^z),
TTl
<
when |1 zj
regular
when
\z\
<
1.
1
origin.
t It
of
z,
ELLIPTIC
438
The
at z
singularity of v(z)
PICABD'S
1 is therefore
THEOREM
most simply
function, given
by the equation
*t
so that
+2
2i>(z)+l
circuit
any
about
and
1,
there
is
no need to consider
this
further.
by the equation
by repeated circuits about
appropriate orders. Each such branch maps
=z
and z
in
theorem
It is well known that a polynomial
value n times, where n is the degree
15.5. Picard's
As a
polynomial is an integral function with a pole at infinity, we
naturally ask whether every integral function actually attains
any given value.
The theorem of Weierstrass, proved in 4.55, does not really
answer this question. It merely shows that we can find a
sequence of points at which the integral function approaches as
near as we please to the given value.
The answer to this question was first given by Pieard,f who
of the polynomial.
ELLIPTIC
proved that an
439
This result
is
known
as
Picard's theorem.
ez
On
value of
of
this.
v(z)
introduced in
15.41.
The function
= l&t^.
Hz)
JK
'
ba
or
is
now
is
C, the point
We
=
= f(z) describes
1.
initially in
cannot
(or 1) by
(or 1), we could make F pass through t
deforming C, and this is impossible by hypothesis. Thus v(t)
returns to its original value when t describes JT, and so v{f(z)}
is a one-valued function of z.
The point t
v{f(z)} lies, therefore, in the fundamental
region for all values of z, and t is always finite, since /(z) is never
zero. Hence v{f(z)} is an integral function whose imaginary part
t
is positive.
is also
an
integral function.
= *
But
= e- ^"^ <
1
|^(2)|
we
see,
Hence
since
1,
by applying
f(z) is also
a constant.
Picard's theorem.
<j>(z) is a constant.
This completes the proof of
440
ELLIPTIC
15.51.
Borel collection.
15.52. Landau's
theorem
when
B, no matter how
or
\z\
<
large, f(z)
would be an integral
finite
The
upper bound L;
if
is
is
impossible
B'
\z\
<
> L,
by
B possesses,
B' or
50
(1924), vi.
series,
Memorial des
sciences mathe-
ELLIPTIC
it
PICARD'S
THEOREM
441
v(z).
is
The function
where a x
is
/(z)
not zero,
in the region
\z\
<
is
jR.
= ao+c^z-t-fi^-f
regular
As
...,
or
we
mean
where v{a
v{f(z)},
] is
understood to
<
>
<
>
= a into w = 0.
AMt^
v
where v(a )
a, vanishes at z
and
where it takes only values for which \w\
As w(z)
satisfies all
\z\
v{/(z)}-
regular in
<
1.
the inequality
holds
is
<
\z\
<B,
8.32),
1*1
B'
If we divide through
by
\z\
-> 0,
-i^lim
It
v{/(g)}-v{/(0)}
"{/(*)}-
n->0
l*
s=o
2Imv(a
l"'(o)/'(0)l
)
lilKK)l
2 Im v(a
B<
and so
2 Im v(a
KI|v'(o)l
then
B<
and never
or 1 in the region
L, where
2Imv(o
Kllv'K)!"
\z\
<
B,
ELLIPTIC
442
we
If
replace
theorem
is
L by
false.
PICARD'S
THEOREM
/( * )
where a
15.22.
= v(a
The
=A
,
Izoc
La]
(-=irJ'
elliptic
modular function of
of Landau's theorem
is
REFERENCES
Modular Functions:
A. R. Fobsyth, Theory of Functions
Elliptic
of
XXI, XXII.
F.
(Paris, 1929).
MISCELLANEOUS EXAMPLES
Show
1.
is
JM = ^rr^-^h^-.
J(t)
(l,-r)-27gf(l,T)
that
finite
o
2.
Prove ,
that*
t>
Show
generated
and
4.
t'
elliptic
by
= 1/t.
any angle
5. Show that the only points on the real axis which are congruent,
with respect to the A-group, to points of the fundamental region, are
those of rational
affix.
6.
is
ELLIPTIC
PICARD'S
THEOREM
443
the quadrilateral'
'
COC^A.
8. The function F(z) is regular save for poles in any finite region of
the z-plane. Show that there exist at most two values of c such that
the equation F(z)
c has no roots.
9.
The function
/(*)
is
regular
R<
or
when
L, where
2Imv(a
|i/
)
''(o)U
10.
The function
/(z)
+a l z+a 3 z*+...
and never takes the values or 1 when \z\ < R. 8 is a constant between
and 1. Show that there exists a function S(a ,9),
depending on a and alone, such that, when \z < BR,
is
regular
ljS(ao\d)
l/S{(l-a )-\e}
11.
|/(z)|
<
L(k,B) holds
<
|l-/(z)|
<
<
S(a o ,0),
< S{l-a
\z\
<
(Schottky.)
when
,6).
OR. (Landau.)
;;
INDEX
The numbers
refer to pages
Bounded
series,
sets of points, 15
Addition formula
elliptic functions,
for
formula
70-2
110-15
Argand diagram, 8-10
Argument, of a complex number,
5-6; principle of the, 119
infinite integrals,
Barnes's integrals
equation,
differential
313-14; complete solution of, 315,
326-7; solution by complex inte-
Bessel 's
321-3
Bessel functions of first kind, 31421 ; of second kind, 327-9 ; of third
See also
kind, 323-7, 331-6;
Asymptotic expansions, Expansions, Neumann's polynomials
grals,
geometrical representation
of,
8-10
tion, 260-5
436
theorem
Debye's method of
steepest
de-
scents, 330-1
445
INDEX
Differential equations. See Linear
Bessel's
equations,
equation, Hypergeometric equation, Legendre's equation
Differentiation of a function of a
complex variable, 35-6; of a definite integral, 108-9 ; of an infinite
integral, 110; of an infinite series,
37-40, 96-7
Domain, 15
Double sequences and series,
differential
27-30
Duplication formula for the Gamma
function, 212, 224-5; for Jacobi's
elliptic functions, 389 (Ex. 4); for
Weierstrass's elliptic function, 364
(Ex. 2)
Elliptic functions, defined, 349;
algebraic relation between two
elliptic functions, 358-9 ; expressed
in terms of p(z), 371-3; expressed
in terms of Sigma functions, 365-7
expressed in terms of Zeta functions, 369-71 ; number of zeros and
poles, 350-1 ; numerical evaluation
of, 412-13 ; order of, 351 ; periodparallelograms of, 349-50 ; relation
between zeros and poles of, 351-2;
residues of, 351. See also Jacobi's
functions,
Weierstrass's
elliptic
elliptic functions
Elliptic integrals, 361-2, 373-6,
theorem
for
analytic
Fundamental
periodprimitive
parallelogram, 423
Fundamental region of the modular
group, 424-6; of the A-group,
428-32
Gamma function,
205-32
^(a;
Generating function
p; z), 260-5
for the Bessel
Hankel's
contour
integral
for
l/r(z), 225-7
Hankel's functions,
H$>{z), H<?>(z),
323-7, 331-6
Heine's integrals
for the
Legendre
303-4
Homographlc
transformations,
187-92
295-6; of the
elliptic
Improper
133-4
Indentation of contours, 134, 135
finition of,
(Ex. 2)
Inequalities satisfied by derivatives
of an analytic function, 69
Infinite integrals, 110-15
Infinite products, 102-6. See also
canonical products
;;;
INDEX
446
Infinite
series,
convergence of,
23-6; double series, 28-30
Infinity, point at, 8-10, 83
Integral functions denned, 70;
expressed as infinite product, 14850; general theory of, 158-79;
Liouville's theorem on, 70 ; Picard's
theorem on, 438-40
Integration, Riemann's definition
of, 54-5
Inverse functions, 121-5
Irreducible set of zeros or poles, 350
Isogonal mapping, 180-2
theorem
Limiting point,
minimum
Liouville's theorem, 70
Logarithms, 46-9
Maximum
Rummer's formulae
Nests of
concerning
2,
3)
intervals
or
rectangles,
16-17
Neumann's
integral
for
Qn (z),
292-3
Neumann's polynomials,
O,
o,
meaning of, 35
of an elliptic function, 351 of
Order
an
337-40
INDEX
Trigonometric
349-50
421-3; funda-
190-3
Period-parallelogram,
primitive,
349,
mental, 423
tion, 193-201
Neumann
Power series,
233-43
Principal value of argz, 6; of a
definite integral, 133 of an infinite
;
z,
47
29
Quarter-periods
Series.
Asymptotic
447
Weier-
functions,
iK' of Jacobi's
392-5
37, 83;
expan-
Schlicht
functions.
See
functions
Simple
Transformations of
395-9,
tions,
403,
elliptic
416-17
func-
(Exx.
18-20)
of functions, 90-6; of infinite integrals, 110-15; of infinite products, 1046; of infinite series,
96-102 ; of functions depending on
a parameter, 106-7
-tests,
97-8,
104-5,
111;
satisfied by,
359-60; expression of
448
INDEX
Weierstrass's
pseudo-periodic
functions a(z), 352-4, 356-7;
ar (z), 368-9; (z), 354-7; their
connexion with Jacobi's pseudoperiodic functions, 408-9