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Math 382-0: Kursobjekt

Section 1.19 Analytic continuation

Subsection Order of a zero

Our first result represents yet another example of the strong connection between polynomials and analytic functions: if \(z_0\) is a zero of the analytic function \(f\text{,}\) then we can factor \(f\) as \(f(z)=(z-z_0)g(z)\text{,}\) where \(g\) is analytic.

Proof.

It suffices to show that the power series
\begin{equation*} g(z)=a_m+a_{m-1}(z-z_0)+\cdots =\sum_{n=0}^\infty a_{m+n}(z-z_0)^n \end{equation*}
converges for all \(z\in B_R(z_0)\text{,}\) since then \(g\) is analytic on \(B_R(z_0)\) and we have
\begin{equation*} (z-z_0)^mg(z)=\sum{n=0}^\infty a_{m+n}(z-z_0)^{m+n}=\sum_{n=m}^\infty a_n(z-z_0)^n=f(z)\text{.} \end{equation*}
Clearly \(g(z)\) converges for \(z=z_0\text{.}\) Assume now that \(z\in B_R(z_0)-\{z_0\}\text{.}\) Let \(g_k\) and \(f_k\) be the \(k\)-th partial sums of \(f(z)\) and \(g(z)\text{,}\) respectively. We will show that \(g_k(z)\to f(z)/(z-z_0)^m\) and thus that \(g(z)=f(z)/(z-z_0)^m\) converges. First observe that
\begin{align*} \abs{g_k(z)-\frac{f(z)}{(z-z_0)^m}} \amp = \abs{\frac{g_k(z)(z-z_0)^m-f(z)}{(z-z_0)^m}}\\ \amp = \abs{\frac{g_k(z)(z-z_0)^m-f_k(z)+(f_k(z)-f(z))}{(z-z_0)^m}} \\ \amp = \abs{\frac{f_k(z)-f(z)}{(z-z_0)^m}} \amp (g_k(z)(z-z_0)^m=f_k(z))\text{.} \end{align*}
Let \(r=\abs{z-z_0}\text{.}\) Given any \(\epsilon > 0\text{,}\) since \(f_k\to f\text{,}\) we can find an integer \(N\geq 0\) such that \(\abs{f_k(z)-f(z)}< \epsilon r^n\text{.}\) It follows that
\begin{equation*} \abs{g_k(z)-\frac{f(z)}{(z-z_0)^m}}=\abs{\frac{f_k(z)-f(z)}{(z-z_0)^m}}< \frac{\epsilon r^n}{r^n}=\epsilon\text{.} \end{equation*}
This proves \(g(z)=\lim_{k\to \infty}g_k(z)=f(z)/(z-z_0)^m\text{,}\) as claimed.

Definition 1.19.2. Order of a zero.

Assume \(f\) is analytic at \(z_0\text{,}\) and that \(f(z_0)=0\text{.}\) The order of \(f\) at \(z_0\text{,}\) denoted \(\ord_f(z_0)\text{,}\) is defined as the smallest positive integer \(m\) such that \(f^{(m)}(z_0)\ne 0\text{,}\) if such an \(m\) exists, and \(\infty\) otherwise.

Example 1.19.3. Order of a zero.

Compute \(\ord_f(z_0)\) for the given \(f\) and \(z_0\text{.}\)
  1. \(f(z)=\Log z\text{,}\) \(z=1\text{.}\)
  2. \(f(z)=\frac{1}{1-z^4}-1\text{,}\) \(z=0\text{.}\)
Solution.
  1. Let \(f(z)=\Log z\text{.}\) Using formula (1.72) we see that
    \begin{align*} \Log z \amp = f(1)+f'(1)(z-1)+\frac{f''(1)}{2}(z-1)^2+\cdots \\ \amp = 0+1(z-1)-\frac{1}{2}(z-1)^2+\cdots \text{.} \end{align*}
    Since \(f(1)=0\) and \(f'(1)\ne 0\text{,}\) we see that \(\ord_f(1)=1\text{.}\)
  2. The function \(f(z)=1/(1-z^4)-1\) has power series representation
    \begin{equation*} f(z)=(1+z^4+z^8+\cdots)-1=z^4+z^8+\cdots\text{.} \end{equation*}
    It follows from (1.72) that \(f^{(k)}(0)=0\) for \(0\leq k\leq 3\) and \(f^{(4)}(0)=1\text{.}\) We conclude that \(\ord_f(0)=4\text{.}\)
The corollary below is a direct consequence of Lemma 1.19.1 and strengthens our factorization observation made above. Namely, it tells us that if \(\ord_f(z_0)=m\text{,}\) then factoring \((z-z_0)^m\) out from \(f(z)\) leaves an analytic function \(g\) that is nonzero at \(z_0\text{.}\)

Example 1.19.5. Order of \(f\) at \(z_0\).

Let \(f(z)=\sin z^3-z^3\text{.}\)
  1. Compute \(m=\ord_f(0)\text{.}\)
  2. Find an analytic function \(g\) such that \(f(z)=z^mg(z)\text{.}\)
Solution.
  1. We have
    \begin{align*} \sin z^3-z^3 \amp =(z^3-\frac{1}{3!}z^9+\frac{1}{5!}z^{15}+\cdots)-z^3\\ \amp = -\frac{1}{6}z^9+\frac{1}{120}z^{15}+\cdots\\ \amp = \sum_{n=1}^\infty (-1)^{n+1}\frac{1}{(2n+1)!}z^{2n+1}\text{.} \end{align*}
  2. We see from the power series expansion that \(\ord_f(0)=9\text{.}\)

Subsection Analytic functions on connected open sets

Proof.

We prove both implications separately.
Implication: (1)\(\implies\)(2).
Assume \(U\) is connected. Given a \(V\) as in (2), we have
\begin{align*} V\cup (U-V) \amp = U\\ U\cap V\cap (U-V) \amp \subseteq V\cap (U-V)=\emptyset\text{.} \end{align*}
It follows that \(U\subseteq V\) or \(U\subseteq U-V\text{.}\) Since \(V\ne \emptyset\) and \(V\subseteq U\text{,}\) we clearly cannot have \(U\subseteq U-V\text{.}\) It follows that we must have \(U\subseteq V\text{.}\) We conclude that \(U=V\text{.}\)
Implication: (2)\(\implies\)(1).
Assume condition (2) holds. We show directly that \(U\) is connected. Suppose we have open sets \(U_1, U_2\) satisfying
\begin{align*} U \amp \subseteq U_1\cup U_2\\ U\cap U_1\cap U_2 \amp = \emptyset\text{.} \end{align*}
We will show that if \(U\not\subseteq U_1\text{,}\) then \(U\subseteq U_2\text{,}\) proving that \(U\) is connected. If \(U\not\subseteq U_1\text{,}\) then since \(U\subseteq U_1\cup U_2\text{,}\) we must have \(U\cap U_2\ne \emptyset\text{.}\) The set \(V=U\cap U_2\) is thus nonempty and open (since \(U\) and \(U_2\) are open). A straightforward argument shows that \(U-V=U\cap U_1\text{,}\) which is also open. By condition (2), we conclude that \(V=U\text{,}\) and thus that \(U\subseteq U_2\text{,}\) as desired.

Proof.

A limit point of \(Z\) is a zero of infinite order.
We first show that if \(z_0\) is a limit point of \(Z\text{,}\) then \(z_0\) is itself a zero of \(f\text{,}\) and in fact \(\ord_f(z_0)=\infty\text{:}\) i.e., we have \(f^{(n)}(z_0)=0\) for all \(n\geq 0\text{.}\) Since \(z_0\) is a limit point of \(Z\text{,}\) we can find a sequence \((z_n)_{n=1}^\infty\) of elements of \(Z-\{z_0\}\) such that \(\abs{z-z_n}< 1/n\text{.}\) It follows that \(z_n\to z_0\text{.}\) Since \(f\) is continuous on \(U\text{,}\) it follows that \(f(z_0)=\lim\limits_{n\to \infty}f(z_n)=0\text{.}\) Thus \(z_0\) is itself a zero of \(f\text{.}\) To show \(\ord_f(z_0)=\infty\text{,}\) we use Corollary 1.19.4 and show that for any positive integer \(m\) and function \(g\) analytic at \(z_0\text{,}\) if \(f(z)=(z-z_0)^mg(z)\text{,}\) then \(g(z_0)=0\text{.}\) Indeed, for any such \(m\) and \(g\) we have \(g(z)=f(z)/(z-z_0)^m\) for all \(z\ne z_0\text{.}\) Taking our same sequence \((z_n)\) of elements of \(Z-\{z_0\}\) from above, we have \(g(z_n)=f(z_n)/(z_n-z_0)^n=0\text{,}\) which implies (again using continuity) that \(g(z_0)=0\text{.}\)
Set \(L\) of limit points of \(Z\) is open.
Let \(L\) be the set of all limit points of \(Z\) lying in \(U\text{.}\) From the previous argument, we know that for each \(z_0\in L\text{,}\) \(f^{(n)}(z_0)=0\) for all integers \(n\geq 0\text{.}\) Since \(f\) is analytic at \(z_0\text{,}\) it has a power series expansion centered at \(z_0\) that converges on some open ball \(B_R(z_0)\text{.}\) Since \(f^{(n)}(z_0)=0\) for all integers \(n\geq 0\text{,}\) this power series is the zero function. It follows that \(f=0\) for all \(z\in B_R(z_0)\text{.}\) Thus \(B_R(z_0)\subseteq Z\text{,}\) and it then follows that additionally each element of \(B_R(z_0)\) is a limit point of \(Z\text{:}\) i.e., \(B_R(z_0)\subseteq L\text{.}\) We have shown for all \(z_0\in L\) there is an open ball \(B_R(z_0)\subseteq L\text{.}\) This proves \(L\) is open.
\(U-L\) is open.
Given \(z_0\in U-L\text{,}\) we must have \(B_R(z_0)\subseteq U-L\text{.}\) If not, every open ball containing \(z_0\) would contain an element of \(L\text{,}\) and since \(z_0\notin L\text{,}\) this would imply \(z_0\) is a limit point of \(L\text{.}\) But we saw above that \(L\subseteq Z\text{,}\) so this would mean \(z_0\) is a limit point of \(Z\text{.}\) This is a contradiction, since then we would have \(z_0\in L\text{.}\) We conclude that for all \(z_0\in U-L\) there is an open ball \(B_R(z_0)\subseteq U-L\text{.}\) Thus \(U-L\) is open.
Since the \(L\) is nonempty and open, and since \(U-L\) is open, we conclude that \(L=U\text{,}\) using Theorem 1.19.6. Since furthermore \(L\subseteq Z\text{,}\) we see that \(U=Z\text{:}\) i.e., \(f(z)=0\) for all \(z\in U\text{.}\)

Proof.

The result follows from Theorem 1.19.7 applied to the analytic function \(h(z)=f(z)-g(z)\text{.}\)

Remark 1.19.9. Rigidity of analytic functions.

It is worthwhile enumerating some examples of sets that include limit points:
  • Every element of an open ball \(B_R(z_0)\) is a limit point of the open ball.
  • Any nontrivial interval of the real line contains (lots) of limit points.
  • More generally, if \(C\) is a curve parametrized by the path \(\phi\) and if \(z_0=\phi(t_0)\) and \(z_1=\phi(t_1)\) are distinct points on \(C\text{,}\) with \(t_0< t_1\text{,}\) then \(\phi([t_0,t_1])\) contains limit points. In other words the segment of a curve lying between two distinct points contains limit points.
  • The point \(0\) is a limit point of the set \(\{0\}\cup \{1/n\colon n \text{ a positive integer}\}\text{.}\) More generally, if \(z_n\to w\text{,}\) then \(w\) is a limit point of the set \(\{w\}\cup \{z_n\colon n \text{ a positive integer}\}\text{.}\)

Definition 1.19.10. Analytic continuation.

Let \(f\colon D\rightarrow \C\) be a complex function. An analytic extension of \(f\) is a pair \((U,g)\) consisting of an open connected set \(U\) that contains \(D\text{,}\) and an analytic function \(g\colon U\rightarrow \C\) satisfying \(g(z)=f(z)\) for all \(z\in D\text{.}\)

Definition 1.19.12. Real analytic.

Let \(I\) be an open interval of \(\R\text{.}\) An infinitely differentiable function \(f\colon I\rightarrow \R\) is (real) analytic if for all \(x_0\in I\) there exists an open interval \(J=(x_0-\epsilon, x_0+\epsilon)\subseteq I\) such that
\begin{equation*} f(x)=\sum_{n=0}^\infty a_n(x-x_0)^n\text{,} \end{equation*}
where \(a_n=f^{(n)}(x_0)/n!\)

Proof.

Example 1.19.14. Real analytic functions.

It can be shown that the function \(f\colon \R\rightarrow \R\) defined as
\begin{equation*} f(x)=\begin{cases} e^{-1/x^2} \amp x> 0\\ 0 \amp x\leq 0 \end{cases} \end{equation*}
is infinitely differentiable on \(\R\text{.}\) It is not real analytic on any open interval \(I\) containing \(0\text{,}\) however. Indeed, if \(f\) had an analytic continuation \((U,g)\) to a connected open subset of \(\C\) containing \(I\text{,}\) then since \(g(z)=f(z)=0\) for all \(z\in (-\infty,0]\cap I\text{,}\) and since this set clearly has a limit point, we would have \(g(z)=0\) for all \(z\in U\text{.}\) A contradiction, since \(g(z)=f(z)=e^{-1/z^2}\) for all \(z\in (0,\infty)\cap I\text{.}\)