GTM298 - More Explorations in Complex Functions (2023)
GTM298 - More Explorations in Complex Functions (2023)
GTM298 - More Explorations in Complex Functions (2023)
Richard Beals
Roderick S. C. Wong
More Explorations
in Complex Functions
Graduate Texts in Mathematics 298
Graduate Texts in Mathematics
Series Editors:
Patricia Hersh, University of Oregon
Ravi Vakil, Stanford University
Jared Wunsch, Northwestern University
Advisory Board:
Alexei Borodin, Massachusetts Institute of Technology
Richard D. Canary, University of Michigan
David Eisenbud, University of California, Berkeley & SLMath
Brian C. Hall, University of Notre Dame
June Huh, Princeton University
Akhil Mathew, University of Chicago
Peter J. Olver, University of Minnesota
John Pardon, Princeton University
Jeremy Quastel, University of Toronto
Wilhelm Schlag, Yale University
Barry Simon, California Institute of Technology
Melanie Matchett Wood, Harvard University
Yufei Zhao, Massachusetts Institute of Technology
Graduate Texts in Mathematics bridge the gap between passive study and creative
understanding, offering graduate-level introductions to advanced topics in mathemat-
ics. The volumes are carefully written as teaching aids and highlight characteristic
features of the theory. Although these books are frequently used as textbooks in
graduate courses, they are also suitable for individual study.
Richard Beals • Roderick S. C. Wong
More Explorations
in Complex Functions
Richard Beals Roderick S. C. Wong
Department of Mathematics City University of Hong Kong
Yale University Kowloon Tong, Hong Kong
New Haven, CT, USA
© The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature
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Preface
In the preface to Explorations in Complex Functions, the authors noted that “A first
course in complex analysis introduces keys that open many doors. … The doors open
on many subjects of interest. Too many subjects, in fact, to cover in a single follow-
up course. … Our purpose is to provide brief, but self-contained introductions to
many of the subjects alluded to above.” We felt that such a book could be useful – for
independent reading, as a source of material for presentation in a seminar, or as a text
for a second course in the subject. The first author used the material of Explorations
in this way in a one-semester course for two successive years. The courses covered
two different (though overlapping) subsets of roughly half of the chapters past the
“basics.”
Anyone familiar with complex analysis could see that Explorations did not exhaust
the topics that such a book might cover. Eventually the authors decided that the book
did not completely exhaust themselves, either. We envision the same kind of uses
for the present book – independent reading, seminar topics, or for a semester or
year-long second course in complex analysis that gives a broad overview of some
important parts of the subject.
The present book is independent of, and has minimal overlap with, Explorations,
and is essentially self-contained. We begin with two chapters that are meant to be
used as a resource, rather than as regular reading – sections of these chapters can be
drawn on as needed as background for later chapters. Both the introductory chapters
contain proofs, or sketches of proofs, of all the material that they cover. The first
chapter is (almost) the same as in Explorations, reviewing material that is standard
in an introductory course. The second chapter covers, quickly, some topics from
that book and some additional topics that will be used in more than one chapter in
this book. These additions include Carathéodory’s theorem that a conformal map
between Jordan domains extends to the boundaries, and an introduction to weak
solutions and Weyl’s lemma.
The order of the remaining chapters is somewhat arbitrary. Chapter 3 and Chapter 4
are stand-alone introductions to complex dynamics and to univalent function theory,
respectively. Chapter 3 treats iteration of a rational function. It covers basic facts
about the Fatou and Julia sets and the roles played by different types of fixed points.
v
vi Preface
Chapter 4 begins with a capsule history of the Bieberbach conjecture, introduces the
basic results of Koebe and Bieberbach, and continues through Carathéodory conver-
gence and Loewner’s equation. After covering the Robertson and Milin conjec-
tures, the chapter ends with Weinstein’s short proof of de Branges’s theorem: the
verification of the Bieberbach conjecture.
The next three chapters can be treated as a unit leading to the uniformization
theorem: the characterization of simply connected Riemann surfaces. Chapter 5
follows Perron’s approach to the Dirichlet problem via subharmonic functions.
General Riemann surfaces, universal covers, cover transformations, and some conse-
quences of the uniformization theorem are covered in Chapter 6. Chapter 7 contains
the proof of the uniformization theorem itself.
Chapter 8 and Chapter 9 carry the theory of Riemann surfaces further. Chapter 8
is a stand-alone introduction to quasiconformal mapping through modules, extremal
ring domains, the Beurling–Ahlfors extension, Hölder continuity, and the Beltrami
equation. This chapter paves the way for the use of the uniformization theorem and
quasiconformal equivalence to attack the problem of moduli of Riemann surfaces in
Chapter 9 on Teichmüller theory.
The remaining five chapters are (largely) stand-alone introductions to topics of
both theoretical and applied interest. Chapter 10 treats the Bergman kernel and the
Bergman metric, with applications to conformal mapping for simply connected and
multiply connected plane domains and to the Dirichlet problem. Chapter 11 intro-
duces theta functions, particularly for hyperelliptic curves, and the approaches of
Riemann and Weierstrass to the Jacobi inversion problem.
The final three chapters have applications to approximation theory and to asymp-
totics. Chapter 12 deals with Padé approximants and the connections with continued
fractions, orthogonal polynomials, and the Stieltjes transform. Chapter 13 treats
the original Riemann–Hilbert problem and some of its generalizations and appli-
cations, such as integral transforms and integral equations. Chapter 14 covers
Darboux’s method for computing asymptotics of Maclaurin expansions, and some
recent generalizations.
Altogether, there is more material here than one could expect to cover in a year-
long course in complex analysis. How much can be covered in one or two semesters
will depend on the degree of preparation of the class. The authors hesitate, therefore,
to make specific suggestions – especially since the choice of topics will depend very
much on the interests of the instructor and/or the students. It has been pointed out to
the authors that material selected from Chapters 2, 4, 5, 7, and 8 contains the function
theory background for some stochastic equations of current interest, such as SLE.
For an overview of dependence relations of chapters, see Fig. 0.1.
The authors gratefully acknowledge the patience and support of their wives,
Nancy Beals and Edwina Wong, and the encouragement and helpfulness of their
Springer editors, Loretta Bartolini and Elizabeth Loew. The authors are also grateful
to Professor Wei-Yuan Qiu for many helpful comments on Chapter 3.
Preface vii
1 Basics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.1 Introduction; notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 The Cauchy–Riemann equations and Cauchy’s integral
theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.3 The Cauchy integral formula and applications . . . . . . . . . . . . . . . . 4
1.4 Change of contour, isolated singularities, residues . . . . . . . . . . . . . 7
1.5 The logarithm and powers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
1.6 Infinite products . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
1.7 Reflection principles . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
1.8 Analytic continuation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
1.9 Harmonic functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
Remarks and further reading . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
2 Further preliminaries . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
2.1 Linear fractional transformations . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
2.2 Geometries . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
2.3 Normal families . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
2.4 Conformal equivalence and the Riemann mapping theorem . . . . . 28
2.5 The triply-punctured sphere, Montel, and Picard . . . . . . . . . . . . . . 30
2.6 Jordan domains and Carathéodory’s extension theorem . . . . . . . . 33
2.7 Hilbert spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
2.8 L p spaces and measure . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
2.9 Convolution, approximation, and weak solutions . . . . . . . . . . . . . . 40
2.10 The gamma function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44
Remarks and further reading . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45
3 Complex dynamics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
3.1 Fatou sets and Julia sets; some examples . . . . . . . . . . . . . . . . . . . . . 49
3.2 Julia sets: invariance, density, and self-similarity . . . . . . . . . . . . . . 53
3.3 Fixed points and periodic points . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56
3.4 Attracting, super-attracting, and repelling fixed points . . . . . . . . . 57
3.5 Neutral fixed points . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62
ix
x Contents
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 391
Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 399
Chapter 1
Basics
This chapter begins with a brief summary of facts from a standard introductory com-
plex variables course: Cauchy’s formula and consequences, isolated singularities,
residues, and the complex logarithm. Also included are four topics that are not as
standard for an elementary course, but are used in the following chapters: reflection
properties, infinite products, analytic continuation, and harmonic functions. For all
this material we give brief discussions and sketches of proofs.
Note that this means that γ can be extended so as to be defined on an open neigh-
borhood of its (original) domain, defined by these same power series for complex
values of t.
A curve Γ : [a, b] → C is said to be closed if the endpoints coincide: γ (a) =
γ (b). A curve is said to be simple if its image has no self-intersections.
In this chapter it is assumed that any domain Ω that occurs is bounded and that the
boundary ∂Ω is the union of finitely many pairwise disjoint simple smooth closed
curves, oriented so that Ω lies to the left of each boundary curve.
If γ : [a.b] → Ω is a curve and f is a continuous function defined on the image
of γ , then the integral
f = f (z) dz
γ γ
is defined to be the limit as max{|z j+1 − z j |} tends to zero of the Riemann sums over
partitions a = x0 < x1 < · · · < xn+1 = b,
n
f (x j )[γ (x j+1 ) − γ (x j )].
j=0
In the case of double integrals it will often be convenient to write dm(z) for d x d y:
f (x + i y) d x d y = f (z) dm(z).
Ω Ω
(As usual, it is understood that x, y are real, and that a function of z = x + i y can
be considered as a function of x and y, and conversely.)
If z = x + i y, the complex conjugate z̄ is x − i y. Thus the real part Re z and
imaginary part Im z of z = x + i y are
1 1
x = Re z = (z + z̄); y = Im z = (z − z̄).
2 2i
The polar decomposition of z = x + i y is essentially the representation of z in polar
coordinates
z = r eiθ = r cos θ + i sin θ, (1.1.1)
so y
r = − x 2 + y2, θ = tan−1 .
x
Consider a function
u x = vy , u y = −vx , (1.2.1)
dz = d x + idy, d z̄ = d x − idy;
dz + d z̄ dz − d z̄
dx = , dy = .
2 2i
Thus
∂f ∂f 1 ∂f ∂f 1 ∂f ∂f
df = dx + dy = −i dz + +i d z̄.
∂x ∂y 2 ∂x ∂y 2 ∂x ∂y
where
∂ 1 ∂ ∂ ∂ 1 ∂ ∂
∂ = = −i ; ∂¯ = = +i . (1.2.3)
∂z 2 ∂x ∂y ∂ z̄ 2 ∂x ∂y
It is an exercise, using the identities above, to show that (1.2.6) is equivalent to the
equation
[ f dz + g d z̄] = 2i [∂¯ f − ∂g] d x d y. (1.2.7)
∂Ω Ω
Taking into account (1.2.5) we have two area formulas for injective holomorphic f :
2
Area{ f (Ω)} = | f | dx dy = ∂ f ∂ f d x dy. (1.2.9)
Ω Ω
¯ f = 0,
Since ∂∂
¯ f f¯).
∂ f ∂ f = ∂(
1 f (w)
g(w) = · , w ∈ Ω,
2πi w − z
|z − z 0 | < r = inf |ζ − z 0 |,
ζ ∈∂Ω
Other easy consequences of the Cauchy integral formula are various mean value
and maximum principles. For example, if f is holomorphic in a domain that includes
the closure of a disk Dr (z), then a change of variables
ζ = z + r eiθ
gives
1 f (ζ ) 1 2π
f (z) = dζ = f (z + r eiθ ) dθ. (1.3.4)
2πi |ζ −z|=r ζ −z 2π 0
One can also take the real or imaginary part of this formula.
It is an easy consequence of Theorem 1.3.3 that the maximum value of the modulus
| f (z)|, or of the real or imaginary part of f , occurs at the boundary of Ω. A closer
examination of (1.3.4), taking into account the Taylor expansion, shows that no such
maximum value can occur at an interior point of Ω, unless f is constant near the
point.
We note here another frequently used consequence of the Cauchy integral formula.
Since the circle of integration has length 2π R and the modulus of the denominator
is R n+1 , it is easy to see that constraints on the growth of f can imply vanishing of
high order derivatives.
Theorem 1.3.7. (Liouville’s theorem) If f is entire and bounded, then f is con-
stant.
Theorem 1.3.8. (Extended Liouville theorem) If f is entire and
| f (z)| ≤ C(|z|n + 1)
Γ Γ
Γ2
Γ1
in some punctured disk {0 < |z − z 0 | < r }, with a−n = 0. The expansion (1.4.2) is
called the Laurent expansion of f at z 0 . The order of the pole is n. A simple pole is
a pole of order 1.
Suppose that the function f is bounded and holomorphic in the punctured disk {z :
0 < |z − z 0 | < R}. Choosing a smaller radius, we may assume that f is continuous
up to the circle {z : |z − z 0 | = r }. Let g(z) = (z − z 0 ) f (z) and g(z 0 ) = 0, so g(z) is
continuous at z 0 . Using the Cauchy integral formula for {z : ε < |z − z 0 | < r } and
letting ε → 0, we find that g is given by the Cauchy integral formula and is therefore
holomorphic near 0. If follows that the same is true for f = g/(z − z 0 ). Thus
Theorem 1.4.4. (Residue theorem) If f has finitely many poles in Ω and is con-
tinuous on the closure, then
1
f (ζ ) dζ = res( f, z). (1.4.5)
2πi ∂Ω z∈Ω
The residue theorem can be used to count poles and zeros (taking into account
multiplicities). In fact, suppose that near z = z 0 , f (z) = (z − z 0 )n g(z), where n is
an integer, g is holomorphic and g(z 0 ) = 0. then
f (z) n g (z)
= +
f (z) z − z0 g(z)
Proof: If f does not take the value a on the boundary, then the integral
1 f (ζ )
N (a) = dζ
2πi ∂Ω f (ζ ) − a
counts the number of times f takes the value a minus the number of poles. The num-
ber of poles is constant, and N (a), being integer-valued and continuous with respect
to a, is also constant on the connected component of the complement that contains
a.
In fact it follows from the series expansion at z 0 that for small r > 0, f (z) = f (z 0 )
if z is inside or on the curve Γ = {z : |z − z 0 | = r }. Therefore if a is close enough
to f (z 0 ), the integral
1 ζ f (ζ )
dζ
2πi Γ f (ζ ) − a
is the unique value of z inside the curve such that f (z) = a. This expression is a
holomorphic function of a.
Here log |z| denotes the usual choice for positive argument; thus log |z| is real. Of
course arg z is defined only up to addition of an integer multiple of 2π . By a branch
of the logarithm in a domain Ω, we mean a choice that is holomorphic throughout
Ω. (Such a choice may not be possible, e.g. in a deleted neighborhood of the origin
{z : 0 < |z| < r }.) A branch is called the principal branch if Ω ∩ R is not empty and
log z is real on this intersection.
An important concept here is that of a simply connected domain,usually defined
to be one that is connected and in which each closed curve can be continuously
shrunk to a point. An equivalent definition is that Ω is connected and, given two
curves γ0 and γ1 in Ω that join points z and w, there is a family of curves γt :
[0, 1] → Ω, 0 < t < 1, such that γt (0) = z, γt (1) = w, and the map (s, t) → γt (s)
is continuous, 0 ≤ s, t ≤ 1. (Showing that the two definitions are equivalent is an
interesting exercise.)
Suppose that Ω is a simply connected domain. Suppose also that 0 is not in Ω.
Then a branch of the logarithm may be obtained by choosing z 0 ∈ Ω, choosing log z 0 ,
and setting z
dζ
log z = log z 0 + . (1.5.2)
z0 ζ
is an integer: the number of times that the curve f (Γ ) wraps around z 0 in the positive
direction.
Proof: Let g(ζ ) = f (ζ ) − z 0 . By assumption, g = 0 for ζ ∈ Γ , so we may choose
a branch of the logarithm at a point ζ0 ∈ Γ and follow the logarithm continuously
along the curve. When we return to the starting point ζ0 , the logarithm will have the
same real part as initially, but the imaginary part will differ by 2π n, where the integer
n can be interpreted as the number of times that g(Γ ) wraps around the origin in the
positive direction. Equivalently, n is the number of times that f (Γ ) wraps around z 0
in the positive direction. Thus
1 f (ζ ) dζ 1 g (ζ ) dζ 2nπi
= = = n.
2πi Γ f (ζ ) − z 0 2πi Γ g(ζ ) 2πi
12 1 Basics
where the an are complex numbers. The key tool to be used is the following estimate.
Lemma 1.6.1. Suppose |z| ≤ 1/2. Then the principal branch of log(1 − z) satisfies
|z|
| log(1 − z) + z| ≤ |z|2 ≤ . (1.6.2)
2
This implies that the partial products ∞ M (1 − an ) have a non-zero limit, as soon
as M is large enough that n ≥ M implies 1 − an = 0. In particular, a necessary
condition for convergence is that 1 − an → 1, i.e. an → 0. Suppose that |an | ≤ 1/2
for n ≥ M. Then, taking the principal branch of the logarithm
N
N
log (1 − an ) = | log(1 − an )|.
M n=M
|an | 3|an |
≤ | log(1 + |an |) ≤ ,
2 2
∞
Therefore the product converges absolutely if and only if n=1 |an | < ∞.
Theorem 1.7.1. Suppose that Ω is a domain that is symmetric under reflection about
the real axis: Ω = Ω. Suppose also that f is holomorphic on the intersection of Ω
with the upper half-plane H = {z : Im z > 0}, continuous up to I = Ω ∩ R, and
real on I . Then f has a holomorphic extension to the remainder of Ω, with
and
1 f (ζ ) dζ
g(z) = , |z − x0 | < r.
2πi |ζ −x0 |=r ζ −z
Theorem 1.7.2. Suppose that Ω and I are as in the previous theorem. Suppose that
f is holomorphic in Ω ∩ H, nowhere zero, and continuous up to I . Suppose also
that | f (x)| = 1 for x ∈ I . Then f has a holomorphic extension to the remainder of
Ω, with
f (z̄) = 1/ f (z). (1.7.3)
Proof: As in the previous proof, it is sufficient to work in a small disk Dr (x0 ). For
small r a branch g of log f can be chosen in + . By the assumption on | f |, the
limit of ig is real on Dr (x0 ) ∩ R. Therefore ig can be continued to all of Dr (x0 ).
The continuation of g, given by (1.7.1) for ig, exponentiates to the continuation of
f given by (1.7.3).
14 1 Basics
There are two situations that give rise to the consideration of analytic continuation.
An example of one such situation is the function f defined by the series
f (z) = 1 + z + z 2 + z 3 + · · · + z n + . . . . (1.8.1)
The series converges if and only if |z| < 1. On the other hand, the sum is 1/(1 − z),
which is holomorphic in the complement of the point z = 1. It is natural to consider
1/(1 − z) as a continuation of f : the extension of f to a function holomorphic on a
larger domain. A natural question: is such an extension unique?
An example of a second such situation is the logarithm. Starting with the usual
choice in a neighborhood of z = 2, and following along a curve that circles the origin
in the positive direction, one comes back not to log 2 but to log 2 + 2πi – but it is
natural to think of this “branch” as an analytic continuation of the original. For a
visualization, see Figure 1.2.
log 1 = 4πi
log(−1) = 3πi
log 1 = 2πi
log(−1) = πi
log 1 = 0
log(−1) = −πi
log 1 = −2πi
f ≡ f x x + f yy = 0. (1.9.1)
u x x + u yy = (v y )x − (vx ) y = 0; vx x + v yy = −(u x ) y + (u y )x = 0.
Thus the real and imaginary parts of a holomorphic function are holomorphic. This
proves the first half of the following proposition.
Proposition 1.9.1. Suppose that U is a simply connected domain in C. If f : U → C
is holomorphic, then its real part u is harmonic. Conversely, if U is simply connected
16 1 Basics
Proof: It is enough to prove the second statement for a disk D whose closure lies
in U ; then the result follows by analytic continuation. We may translate and take
D = Dr (0). If u is the real part of f , the Cauchy–Riemann equation tell us that
the gradient of the imaginary part v is given by vx = −u y , v y = u x . Therefore, for
z = x + i y ∈ D,
1
d
v(x, y) = v(0) + v(sx, sy) ds
0 ds
1
= v(0) + −xu y (sx, sy) + yu(sx, sy) ds. (1.9.2)
0
Conversely, choose v(0) arbitrarily and define v by (1.9.2). The assumption that u is
harmonic implies that u and v, so defined, satisfy the Cauchy–Riemann equations.
Therefore f = u + iv is holomorphic.
Most undergraduate texbooks on complex analysis cover the basic complex analysis
in this chapter. Three classic complex analysis texts—Ahlfors [6], Hille [107], and
Titchmarsh [206]—cover, in addition, several of the topics in later chapters: For a
discussion of the development of the subject through the work of Cauchy, Riemann,
Weierstrass, and others, see Neuenshwander [153].
The special issue of the Journal Primus, vol. 27, issue 8-9 (2017) on “Revitalizing
Complex Analysis” contains a number of papers that explore topics in this chapter
and their applications.
Chapter 2
Further preliminaries
This chapter covers additional material that is used in more than one subsequent
chapter. The various sections here are meant to be read or consulted as needed for later
chapters, so that those chapters or sequence of chapters can be read independently.
Four fundamental domains in complex function theory are: the complex plane C
itself; the unit disk D,
D = {z ∈ C : |z| = 1};
Sections 2.1 and 2.2 cover the automorphisms (bijective holomorphic self-maps)
of C, D, H, and S, and the geometries associated to these domains.
Section 2.3 introduces normal families and theorems of Ascoli–Arzelà and Mon-
tel. In Section 2.4 this material is applied to the proof of the Riemann mapping
theorem.
The triply-punctured sphere and theorems of Picard and of Montel are introduced
in Section 2.5. Carathédory’s extension theorem is proved in Section 2.6.
Sections 2.7 and 2.8 cover basic facts about Hilbert spaces and L p spaces and
measure. Convolution, approximation, and weak solutions are covered in Section
2.9. The gamma function and some of its properties are introduced in Section 2.10.
Computing the composition of two such functions shows that the group of such
transformations is a homomorphic image of the group G L(2, C) of invertible 2 × 2
complex matrices:
ab az + b
A = → f A, f A (z) = .
cd cz + d
Note that if α is a non-zero constant, then α A and A induce the same mapping. In
particular α can be chosen so that α A has determinant 1.
Proposition 2.1.1. (a) Each linear fractional transformation is a bijective map from
the Riemann sphere S to itself.
(b) Each linear fractional transformation f has either one or two fixed points, i.e.
solutions of f (z) = z, z ∈ S.
(c) Given any two ordered triples of distinct points (z 1 , z 2 , z 3 ) and (w1 , w2 , w3 ), there
is a unique linear fractional transformation f such that f (z j ) = w j , j = 1, 2, 3.
(d) Each linear fractional transformation is conformal: if two smooth curves in S
meet at an angle, then the images under f meet at the same angle.
(e) Each linear fractional transformation f has the property that if Γ is either a
straight line or a circle in C, then f (Γ ) ∩ C is either a straight line or a circle.
Proof: Parts (a) and (b) are easily checked. For (c), it is enough to show that given
(z 1 , z 2 , z 3 ), there is a unique linear fractional transformation f such that f (z 1 ) = 0,
f (z 2 ) = 1, and f (z 3 ) = ∞. (See below).
Part (d) is clear geometrically. Given z 0 in the domain of f , let us define g(w) =
f (z 0 + w) − f (z 0 ), so that g(0) = 0. In the limit as w → 0, g is multiplication by
f (z 0 ) = 0. So letting f (z 0 ) = r eiθ , in the limit g dilates by a factor r and rotates
by θ , both of which actions preserve angles. (If z 0 or f (z 0 ) equals ∞, this argument
can be modified accordingly.)
In part (e), note that the statement is not that lines are taken to lines and circles
are taken to circles. One way to verify the result is to note that any linear fractional
transformation is a product of linear fractional transformations of the form f (z) =
az + b and, if necessary, the inversion R(z) = 1/z. The first type maps lines to lines
2.1 Linear fractional transformations 19
and circles to circles, so the problem reduces to the study of R. Taking into account
rotations, it is enough to consider R(Γ ) when Γ is a vertical line or a circle with
center on the real axis. In each case, consideration of where R(Γ ) intersects R ∪ {∞}
will identify the nature of the image, and aid in verifying that it is indeed a straight
line or circle. Details are left to the reader.
Three distinct points in S determine a unique line or circle in the plane; if one
of the points is the point at ∞, then they determine a line. Suppose that the three
points are (z 1 , z 2 , z 3 ) ∈ C. The unique linear fractional transformation that takes
these points, in order, to (0, 1, ∞) is
z − z1 z2 − z3
f (z) = · .
z − z3 z2 − z1
The expression on the right is called the cross ratio of the quadruple (z, z 1 , z 2 , z 3 ). It
is commonly denoted [z, z 1 , z 2 , z 3 ]. The following is a consequence of Proposition
2.1.1.
Corollary 2.1.2. (a) The cross ratio is invariant under linear fractional transforma-
tions: given four distinct points z 0 ,z 1 ,z 2 ,z 3 in C and a linear fractional transformation
g,
[g(z 0 ), g(z 1 ), g(z 2 ), g(z 3 )] = [z 0 , z 1 , z 2 , z 3 ].
(b) A point z ∈ C lies on the line or circle determined by three distinct points z 1 , z 2 , z 3
in S if and only if the cross ratio [z, z 1 , z 2 , z 3 ] is real.
By an automorphism of a domain Ω with a complex structure, we mean a bijective
holomorphic map of the domain to itself. The set of such mappings is a group Aut(Ω)
under composition.
Proposition 2.1.4. The automorphism group of S is the set of all linear fractional
transformations.
Proposition 2.1.6. The automorphism group of the unit disk D consists of linear
fractional transformations of the form
z−a
f (z) = ω , a ∈ D, |ω| = 1. (2.1.2)
1 − āz
Proof: If f has the form (2.1.2), then |z| = 1 implies | f (z)| = 1, so f maps each
component of the complement of the unit circle onto such a component. Since f (a) =
0, it follows that f (D) = D.
Conversely, suppose that g is an automorphism of D. Let f be given by (2.1.2) with
a = g(0) and ω = 1. Then h = f ◦ g is an automorphism with h(0) = 0. By Lemma
2.1.5, h is constant, so g = f −1 ◦ h is a linear fractional transformation.
are the Cayley transform and its inverse. It is easily seen that C maps the real line to
the unit circle. Since C(i) = 0, C maps the upper half-plane to the unit disk and the
lower half-plane to {z : |z| > 1}.
2.2 Geometries
Each of the domains C, S, D, and H carries one or more natural metrics and geome-
tries.
A. Geometries on C
There are two commonly used geometries and three commonly used metrics on C.
The first is the euclidean geometry of C as identified with R2 , with metric |z − w|.
The second geometry and a related metric come from the identification of C as a
subset of the Riemann sphere via stereographic projection. This standard pictorial
representation is obtained by considering C as the x, y plane of the three-dimensional
space
R3 = C × R = {(w, t) : w ∈ C, t ∈ R},
ω1
π(ω2 )
π(ω1 )
ω2
Thus for t = 1,
w
π(w, t) = . (2.2.1)
1−t
It follows that
22 2 Further preliminaries
|w|2 1 − t2 1+t
|π(w, t)|2 = = = .
(1 − t)2 (1 − t)2 1−t
Therefore
|z|2 − 1 2
t = ; 1−t = ,
|z|2 + 1 |z|2 +1
and
−1 2z |z|2 − 1
π (z) = , . (2.2.2)
|z|2 + 1 |z|2 + 1
This choice also fits nicely with the Teichmüller metric in Section 9.4.
Since the diameter (−1, 1) is to be a geodesic, we want additivity:
ρD (r, t) = ρD (r, s) + ρD (s, t) if − 1 < r < s < t < 1. (2.2.8)
By a slight abuse of notation, write ρD (z, 0) = ρD (z). Note that invariance implies
that ρD (z) = ρD (|z|). The automorphism f (z) = (z − r )/1 − r z) and the invari-
2.2 Geometries 23
ance assumption reduce (2.2.8) to the case for the triple 0 < r < r + δ, thus to
( f (0), 0, f (r + δ)). Letting δ → 0 and taking into account (2.2.7), we find that
1 1 1 1
ρD (r ) = = + ,
1 − r2 2 1+r 1−r
so
1 1+r
ρD (r, 0) = ρD (r ) = log , −1 < r < 1. (2.2.9)
2 1−r
1 |1 − z̄ 1 z 2 | + |z 1 − z 2 | |z 1 − z 2 |
ρD (z 1 , z 2 ) = log = tanh−1 . (2.2.10)
2 |1 − z̄ 1 z 2 | − |z 1 − z 2 | |1 − z̄ 1 z 2 |
The set of geodesics is, by construction, invariant under Aut(D). We know that
the image of a diameter must be an arc of a circle, and since the automorphisms are
conformal, such an arc must meet the boundary T in two right angles. Conversely,
given such a circular arc, there is an element of Aut(D) that moves the endpoints to
−1, 1. Therefore
Proposition 2.2.1. The geodesics for the hyperbolic metric ρD in D are the diameters
of D and the circular arcs that meet the boundary in two right angles.
The Poincaré density ηD (z) is, by definition, the limiting ratio between the Poincaré
distance and the euclidean distance at zD:
|dz| 1
ηD (z) = = . (2.2.13)
ds 1 − r2
In particular
1 t
ρH (it, is) = log if 0 < s < t.
2 s
The infinitesimal version is
|dz| d x 2 + dy 2
(ds)H = ; ds 2 = . (2.2.15)
2 Im z 4y 2
(ds)H 1
ηH (z) = = . (2.2.16)
|dz| 2 Im z
ρΩ (z 1 , z 2 ) = ρD ( f (z 1 ), f (z 2 )) .
| f (z)|
ηΩ (z) = . (2.2.17)
1 − | f (z)|2
1 1
≤ ηΩ (z) ≤ , (2.2.19)
4 d(z, ∂Ω) d(z, ∂Ω)
Proof. Given z ∈ Ω, let φ be the conformal map of D onto Ω such that φ(0) = z,
φ (0) > 0. Let Ω1 be the disk of radius r = d(z, ∂Ω) centered at z. Then f (w) =
φ −1 (r w + z) maps D into D, so
d(z, ∂Ω)
1 ≥ | f (0)| = r [φ −1 ] (z) = = d(z, ∂Ω) · ηΩ ,
φ (0)
1 r d(z, ∂Ω)
≤ = ,
4 φ (0) ηΩ
F = { f : f ∈ F}
is bounded on compact sets. To see that this is true, given z 0 ∈ Ω, choose r > 0 such
that {z : |z − z 0 | ≤ r } is contained in Ω and use the estimate (1.3.2) to show that the
derivative is bounded on each disk Ds (z 0 ), 0 < s < r .
Anticipating a bit, we note here that analogous results are true for harmonic
functions.
Proof: The proof is essentially the same as for Corollary 2.3.2, with the (scaled) version
of the Poisson integral formula (5.1.6) in place of the Cauchy integral formula. .
Proof: Given z 0 ∈ Ω, choose r as in the proof of Corollary 2.3.3. The f n are eventually
defined on Dr (z 0 ). In the holomorphic case, the Cauchy integral formula for f n (z),
z ∈ Dr (z 0 ), gives a formula for f (z). The same argument, using the Poisson formula,
applies to the harmonic case.
Corollary 2.3.5. (Vitali’s theorem) If the sequence { f n } of holomorphic functions
on a domain Ω ⊂ C is uniformly bounded on compact subsets and converges at
each point of a set with an accumulation point in S, then it converges uniformly on
compact sets in Ω.
Proof. The sequence is a normal family. The limit of any convergent subsequence is
determined uniquely by its values {an } on a set with an accumulation point, since all
derivatives at that point are uniquely determined by the {an }. Therefore the sequence
itself converges.
Proposition 2.3.6. If { f m } is a uniformly convergent sequence of injective holomor-
phic functions on a domain Ω ⊂ C, then the limit f is either constant or injective.
Proof: Suppose that f is not constant. Given z 0 ∈ Ω, choose r as before, but in such
a way that | f (z) − f (z 0 )| ≥ δ > 0 for |z − z 0 | = r . By Rouché’s theorem, 1.4.7,
eventually f n has the same number of values f (z 0 ) in Dr (z 0 ) as f does. By assump-
tion each f n is injective, so f must also be injective.
Proof: Consider the holomorphic case. Let z 0 be any point of Ω and again let r > 0
be such that the closure of Dr (z 0 ) is contained in Ω. Given any f holomorphic on
Dr (z 0 ) and any z in D2r/3 (z 0 ), we can write a version of the Cauchy integral formally
by smearing the original formula over the circles of radius 2r/3 to r :
3 r
1 f (ζ ) dζ
f (z) = ds
r
2r/3 |ζ −z 0 |=s ζ − z
2πi
1 f (ζ ) d x d y
= .
2πi 2r/3<|z−z 0 |<r ζ −z
Differentiating with respect to z, and using the assumption (2.3.1) gives us uniform
estimates for f on Dr/3 (z 0 ), f ∈ F . The same idea, using the Poisson formula,
applies in the harmonic case.
28 2 Further preliminaries
For a pictorial proof of the Ascoli–Arzelà theorem, see [22], Section 5.3.
then −z is not, so Ω1 lies outside the disk {z : |z + b| < ε}. The map z → 1/(z + b)
takes Ω1 bijectively onto a bounded domain Ω2 . Thus we may replace Ω1 by Ω2 ,
and assume that Ω itself is bounded.
For the next step, choose a point z 0 ∈ Ω and let F be the family of bijective
holomorphic maps f from Ω into the unit disk D such that f (z 0 ) = 0 and f (z 0 ) > 0.
Note that this family is not empty: f (z) = ε(z − z 0 ) will belong to F if ε > 0 is
small enough. Note also that
1
sup f (z 0 ) ≤
f ∈F r
f (z 0 ) = sup g (z 0 ).
g∈F
z−a
g(z) =
az − 1
But
1 (az − 1) − a(z − a) 1 a2 − 1
g (z) = = ,
2g(z) (az − 1)2 2g(z) (az − 1)2
and √ √ √
( az − 1) − a(z − a) a−1
h (z) = √ = √ ,
( az − 1)2 ( az − 1)2
so
a2 − 1 √ 1
g (0) = √ , h ( a) =
2 a a−1
and
a+1
f 1 (z 0 ) = √ f (z 0 ).
2 a
30 2 Further preliminaries
√ √
But since 0 < a < 1 we have a + 1 − 2 a = (1 − a)2 > 0, so f 1 (z 0 ) > f (z 0 ),
contradicting the assumption that f (z 0 ) is maximal.
The preceding argument assumed that f (Ω) omitted a point a ∈ D and that a > 0.
Otherwise, we may assume that the omitted point has the form ωa, where |ω| = 1
and a > 0, and take
f 1 (z) = ω h(g(ω̄ f (z))
By the triply-punctured sphere we mean the Riemann sphere with the points 0, 1, ∞
removed. We will denote it by S \ 3:
Ω
Γ1 Γ3
Γ2
0 1
As we shall see, λ extends to a covering map of H onto S \ 3. This means that any
point z ∈ S \ 3 has a connected neighborhood U with the property that λ maps each
connected component of λ−1 (U ) conformally onto U .
Theorem 2.5.1. The function λ is the unique conformal map of the domain (2.5.2)
onto H whose extension to the boundary fixes 0, 1, and ∞. Moreover, λ extends to
H as a covering map of H onto S \ 3.
This can be extended again across each of its lower bounday arcs, and the process
continued; see Figure 2.3.
Ω
Γ1 Γ3
Γ2
0 1
Each of the bounded, three-sided subdomains in this figure, when reflected across
one of its lower boundary arcs, gives an extension that it defined on a similar domain
having half the diameter and maps to the opposite half-plane of C. Continuing indef-
initely results in a countably-many-to-one locally conformal map of the strip,
λ : H → C \ {0, 1} = S\3.
This is a covering map—tracing through the construction shows that each point of
S\3 has a neighborhood U whose inverse image is the disjoint union Uα such that
λ : Uα → U is conformal.
Proof. If f omits two points of C, choose the fractional transformation h such that
f ∗ = h ◦ f omits 0, 1, ∞. and consider f ∗ as a holomorphic function from C to S \ 3.
We know that there is a covering map from D to S \ 3, and the identity map C → C
is also a covering map. Both D and C are simply connected, so the monodromy
theorem, Theorem 1.8.2, implies that the map f ∗ can be lifted to a map f ∗ from one
covering space to another, in such a way that the diagram
f∗
C −−−−→ D
⏐ ⏐
⏐ ∗
⏐ (2.5.5)
1 λ
f∗
C −−−−→ S \ 3.
Exactly the same procedure reduces the following theorem of Montel to Montel’s
theorem, Corollary 2.3.2.
Theorem 2.5.3. Suppose that F is a family of rational functions on some domain,
and suppose that there are at least three points in S that are omitted by each f ∈ F .
Then F is a normal family.
A Jordan curve in C is a closed curve γ that is simple, i.e. does not intersect itself; see
Figure 2.4 According to the Jordan curve theorem, the complement of γ consists of
two simply connected components, one that is bounded and one that is unbounded.
We follow here the usual practice of remarking that this is intuitively obvious, and
referring elsewhere for a proof, e.g. Newman [155].
Proof: We may assume that one of the domains is the unit disk. Suppose that f is
a conformal map of D onto a Jordan domain Ω. Note that the images of the disks
D(r, 0), 0 > r < 1, fill out Ω and, therefore, eventually cover any given compact
subset of Ω. Therefore if a sequence {z n } in D converges to a point ζ ∈ ∂D, some
subsequence of { f (z n )} converges to a point of ∂Ω.
The diameter of a bounded set S ⊂ C is defined to be the supremum of the distance
between two points of S. By assumption the boundary Γ is homeomorphic to the
unit circle, from which it follows that, given ε > 0, if two points of Γ are sufficiently
close together, then exactly one of the two subarcs of Γ determined by them has
diameter ≤ ε.
Let us look closely at f near a point ζ of the boundary of D. For 0 < r < 1, let
γr = γr (ζ ) and Br = Br (ζ ) be the arc and domain that are the parts of the circle
{z : |z − ζ | = r } and of the disk Dd (ζ ) that are contained in D:
34 2 Further preliminaries
γr = {z : |z − ζ | = r } ∩ D, Br = {z : |z − ζ | < } ∩ D;
ζ
γr
Br
0 1
2
L(r ) =
2
| f (z)| |dz| < πr | f (z)|2 |dz|
γr γr
= πr | f (ζ + r eiθ )|2 r dθ.
γr
Therefore
δ δ
2 dr
L(r ) < π | f (ζ + r eiθ )|2 r dθ dr = Area(Bδ ) < ∞.
0 r 0 γr
The fact that the integral on the left is finite implies that there is a sequence rn → 0
such that L(rn ) → 0.
Now the closure of γrn meets ∂D in two points αn and βn . The finiteness of
L(rn ) implies that as one approaches αn and βn on γrn , the image points converge to
limits an and bn on ∂Ω. Clearly |an − bn | ≤ L(rn ) → 0. Passing to a subsequence,
if necessary, we may assume that an and bn converge to a point w ∈ ∂Ω.
By the remarks above, this means that, given ε > 0, for large n exactly one of
the two subarcs of ∂Ω determined by an , bn has diameter < ε. Denote this subarc
by ηn . Together f (γrn ) and ηn form a Jordan curve that encloses a domain Ωn ⊂ Ω.
We claim that Ωn = f (Brn ) In fact γrn divides D into two disjoint simply connected
subdomains and the images under f are two connected subdomains of Ω whose
complement in Ω is f (γrn ). Note also that since the diameter of the two parts of
the bounding curve approach 0, the diameter of Ωn → 0. In fact every point of the
2.7 Hilbert spaces 35
curve f (γn ) ∪ ηn is within the maximum M of diam f (γn ) and diam ηn of an , so the
complement of D M (am ). Therefore Ωn has diameter ≤ 2M.
To complete the proof, it is enough to show that f is uniformly continuous on D.
In fact this will imply that it extends to be continuous on the closure. A conformal
map allows us to interchange the roles of the two domains Ω and D and conclude
that f −1 also extends continuously to the boundary, from which it follows that f is
a homeomorphism from one boundary onto the other.
If f were not uniformly continuous, there would be two sequences {sm }, {tm } in
D and a constant ε > 0 such that |sm − tm | → 0 but | f (sm ) − f (tm )| ≥ ε. Passing
to subsequences, we may assume that both the original sequences converge to a
point ζ which is necessarily on the boundary ∂D. Then, given n, both sequences will
eventually belong to Brn , so their images will belong to Ωn . Since the diameter of Ωn is
eventually < ε, this is a contradiction.
For some applications we need the basics of Hilbert space theory. The starting point
is an inner product space. This is a complex vector space H , equipped with an inner
product (u, w), defined for each pair u, w in H and having the properties
Let
||u|| = (u, u).
The proof can be reduced to the case ||u|| = ||w|| = 1. Then for each a ∈ C with
|a| = 1,
We may choose a with |a| = 1 in such a way that Re {ā(u, w)} = |(u, w)|.
The Cauchy–Schwarz inequality implies the triangle inequality
This and the positivity property (2.7.3) imply that d(u, w) = ||u − w|| is a metric.
The space H is said to be a Hilbert space if H is complete with respect to this metric.
First example: the space l 2 (Z) of two-sided complex sequences x = (xn )∞ −∞ such
that
∞
|xn |2 < ∞,
n=−∞
The Cauchy–Schwarz inequality, applied to partial sums, implies that the inner prod-
uct is well defined. This space is easily shown to be complete.
Second example: the space of continuous functions u : R → C that are periodic,
with period 2π :
π
1
u(x + 2π ) = u(x), (u, w) = u(x)w(x) d x.
2π −π
The completion of this inner product space with respect to the associated metric is
L 2per (R); it can be identified with the corresponding space for the interval [0, 2π ],
L 2 ([0, 2π ]).
For our purposes the index set { j} here is finite or countable. Let us suppose that it
is the integers Z. If {ϕn } is an orthonormal set in H , let
un = (u, ϕ j ) ϕ j .
| j|≤n
is minimal when w = 0.
An element w of H induces a linear transformation
f w (u) = (u, w)
| f w (u)| ≤ C ||u||
where the constant C can be taken to be ||w||. It is an important fact about Hilbert
spaces that the converse is true. A helpful identity here is the parallelogram identity:
the sum of the squares of the diagonals of a parallelogram equals the sum of the
squares of the sides.
Proof: We may assume that f is not identically zero. Let H1 be the null space:
H1 = {u ∈ H : f (u) = 0}. Since f is bounded, H1 is closed. If w exists, it must be
orthogonal to H1 . Take any w0 that is not in H1 and look for an element u 0 of H1
that is closest to w0 . Then, as argued above, w1 = w0 − u 0 is orthogonal to H1 , so
w should be a multiple of w1 . To put this argument into effect, we need to show that
there is indeed a u 0 ∈ H1 closest to w0 . We choose a sequence {u n } in H1 such that
f w (u) = (u, w)
It is clear that (2.8.1) satisfies the first two of these properties, but (iii) is not obvious
except for p = 1 and p = ∞. To prove (iii) for 1 < p < ∞ we introduce the concept
of a dual index, and prove an important inequality. The dual index for p, 1 ≤ p ≤ ∞,
is the index q such that
1 1
+ = 1, (2.8.2)
p q
Thus 1 and ∞ are dual. Otherwise q = p/( p − 1). The key inequality (when gen-
eralized to the completions L p , L q ) is Hölder’s inequality.
2.8 L p spaces and measure 39
Proposition 2.8.1. If f and g belong to Cc (Ω) and p, q are dual indices, then
f (z) g(z) dm(z) ≤ || f || p ||g||q (2.8.3)
Ω
Proof: We may normalize and assume that || f || p = ||g||q = 1. We use the elemen-
tary inequality
ap bq 1 1
ab ≤ + if a, b > 0, p, q > 0, and + = 1.
p q p q
Proof: Assume 1 < p < ∞ and normalize again with || f || p = 1. It follows from
(2.8.3) that || f || p is at most equal to the right side of (2.8.4). To prove equality,
define g(z) = 0 if f (z) = 0, and otherwise let
f (z)
g(z) = | f (z)| p−1 .
| f (z)|
|| f + g|| p ≤ || f || p + ||g|| p .
For 1 ≤ p < ∞, the space L p (Ω) is defined to be the completion of Cc (Ω) with
respect to the norm (2.8.1). The elements of L p (Ω) can therefore be considered as
equivalence classes of Cauchy sequences of continuous functions. They can also
be considered equivalence classes of measurable functions. Let us briefly discuss
Lebesgue measure in C; the transfer to R will be clear.
The outer measure m ∗ (S) of a set S ⊂ C is the infimum of the sum of the areas
A(Rn ), where {Rn } is a sequence of open rectangles with sides parallel to the coor-
dinate axes that covers S: S ⊂ Rn . It is an exercise to show that the outer measure
of a countable set is zero, and the outer measure of a disk or a rectangle is its area.
The inner measure m ∗ (S) of a bounded set S is defined to be m ∗ (R) − m ∗ (R \ S) for
any rectangle R that contains S. This is independent of the choice of R. A bounded
set S is said to be measurable if m ∗ (S) = m ∗ (S), and the common value is the mea-
sure m(S). An unbounded set S is said to be measurable if its intersection with each
rectangle R is measurable; m(S) is the supremum of m(S ∩ R). Two things are espe-
cially worth noting here. One is that not every set is measurable. The other is that
non-measurable sets do not occur easily; it takes some ingenuity to prove that they
40 2 Further preliminaries
exist. Some facts: The complement of a measurable set is measurable. Open sets
and closed sets are measurable. The union or intersection of a countable collection
of measurable sets is measurable, If they are pairwise disjoint, the measure of the
union is the sum of the measures (countable additivity). The measure of a decreasing
sequence of measurable sets is the limit of their measures.
A statement about C is said to hold almost everywhere (abbreviated a.e.) if it is
true of every z ∈ C except (possibly) for a set having measure zero.
By definition, a function f : C → C is measurable if S ⊂ C open implies f −1 (S)
is measurable. The elements of each L p space, 1 ≤ p < ∞ are measurable functions;
two such functions represent the same element of L p if and only if they are equal
a.e. If { f n } is a Cauchy sequence in L p , then it may not converge a.e. but some
subsequence converges a.e.
We defined the L ∞ norm of a function belonging to Cc (Ω). The completion of
this space with respect to this norm is the space C0 of continuous functions with
limit 0 at ∂Ω. The space L ∞ (Ω) is defined to be the space of measurable functions
f with the property that for some M, | f (z)| ≤ M a.e.
Limits of nice functions (holomorphic, harmonic, …) may give rise to functions that
satisfy the same equations ( f z̄ = 0, u x x + u yy = 0, …) in a “weak” sense, or in “the
sense of distributions.” In this case and some other important cases, weak solutions
are necessarily “strong solutions”: solutions in the ordinary sense. A tool for proving
this—approximation by convolution—occurs in many other contexts as well.
The functions considered in this section map a domain Ω ⊂ C to C. Given an
integer n > 0, let Ccn (Ω) denote the space of such functions whose partial derivatives
of order up to n exist and belong to Cc (Ω). Similarly, Cc∞ (Ω) is the space of functions
that belong to Ccn (Ω) for every n. It is not obvious that C0∞ = Cc∞ (C) contains
any non-zero functions. However, as we shall see, it is dense in each of the spaces
L p = L p (C), 1 ≤ p < ∞. A starting point is the function
It is an exercise to show that, for any c > 0, this function belongs to Cc∞ . It is positive
for |z| < 1 and otherwise vanishes. We choose c so that
G(z) dm(z) = 1. (2.9.2)
C
Given 0 < ε ≤ 1, let G ε (z) = ε−2 G(z/ε) Then the support of G ε is {z : |z| ≤ ε}
and
G ε (z) dm(z) = 1.
C
2.9 Convolution, approximation, and weak solutions 41
Thus G ε has L 1 norm 1, but is more and more concentrated near 0. As we shall see,
convolution with G ε is a systematic way of taking smooth averages of translates of
a function, in such a way that the averages get close to the function itself.
The convolution of two functions f, g ∈ Cc is the function f ∗ g defined by
f ∗ g(z) = f (z − w)g(w) dm(w).
C
f ∗ g = g ∗ f.
Each translate g j (z) = g(z − x j ) has the same L p norm as g, so the L p norm of the
approximation (2.9.3) is at most
⎡ ⎤
⎣ | f (x j )|(x j+1 − x j )⎦ ||g|| p .
j
( f ∗ g)x = f x ∗ g, ( f ∗ g) y = f y ∗ g. (2.9.5)
Theorem 2.9.1. Let {G ε } ⊂ Cc∞ be the family of functions defined above. Then for
each f ∈ L p , 1 ≤ p < ∞, the functions f ε = G ε ∗ f belong to C ∞ and
lim || f ε − f || p = 0. (2.9.6)
ε→0
Proof: For p > 1, each G ε belongs to the dual space L q , 1/ p + 1/q = 1, so Hölder’s
inequality (2.8.3) gives a bound for G ε ∗ g, and translations of G ε ∗ g involve trans-
lations of G ε . For p = 1, the same argument works using boundedness of G ε . Com-
bining this argument with (2.9.5) and iterations, we see that each G ε is infinitely
differentiable.
It is enough to prove (2.9.6) on a dense subset. For f ∈ Cc , a change of variables
implies that
42 2 Further preliminaries
f ε (z) = G ε ∗ f (z) = G(w)[ f (z − εw) − f (z)] dm(w). (2.9.7)
C
This identity and (2.9.2) imply that gε converges uniformly to g. moreover, for 0 <
ε ≤ 1, gε vanishes outside a fixed bounded set (the set of points at distance ≤ 1 from
the support of f ). Therefore (2.9.6) holds.
Corollary 2.9.2. The space Cc∞ is dense in each L p , 1 ≤ p < ∞.
Now let us turn to weak solutions. The idea is that if, say, f is a C 1 function and
φ ∈ Cc1 , then
gφ = − f φx , g = fx . (2.9.8)
C C
for every test function φ, from which it follows that f − g = 0 a.e., so essentially f
is an ordinary (“strong”) solution of f x = g. Equations of higher order are treated in
the same way.
Without loss of generality, and to accommodate equations of any order, we may
take the set of test functions in any case to be Cc∞ .
The three cases to be considered here, for later use, are the weak solution of f z̄ = 0
in a domain Ω, characterized by
f φz̄ = 0, all φ ∈ Cc∞ (Ω), (2.9.9)
Ω
and the system f z̄ = p, f z = q, under the assumption that p and q are weak solutions
of pz̄ = qz . The results concerning (2.9.9) and (2.9.10) are both known as Weyl’s
lemma.
p
Theorem 2.9.3. Suppose f ∈ L loc (Ω) is a weak solution of f z̄ = 0 in Ω. Then f
is holomorphic in Ω.
It follows that for any given open disk D whose closure is in Ω, f ε is eventually holo-
morphic in D. The restrictions f ε | D converge to f | D in L 1 (D). By Proposition 2.3.7,
f is holomorphic in D. Thus f is holomorphic in Ω.
we may construct f ε by using the integral in (2.9.11) with p and q replaced by pε and
qε . Since p and q are assumed to be continuous, the formula (2.9.7), with f replaced
by p or q shows that pε and qε converge to p and q uniformly on bounded sets. There-
fore f ε converges to f in C 1 , with f z = p, f z̄ = q.
Γ (z + 1) = z Γ (z). (2.10.2)
and
∞ 2
e−s ds e−(x +y ) d x d y = e−r r dr dθ
2 2 2 2
=
−∞
∞ ∞
e−r r dr = π e−u du = π,
2
= 2π (2.10.3)
0 0
so √
Γ (1/2) = π. (2.10.4)
as x → +∞.
Proof. By (2.10.2),
2.10 The gamma function 45
∞
Γ (x + 1) 1
Γ (x) = = e−t t x dt.
x x 0
u e1−u = e−(u−1) /2
2
[1 + 13 (u − 1)3 + O((u − 1)4 )].
√
Therefore, setting (u − 1) = s/ x, we have
∞ ∞
1−u x ds
e−s /2
1 + x{ 13 s 3 x −3/2 + O(s 4 x −2 )} √ .
2
ue du =
0 −∞ x
Since e−s /2 3
2
s is an odd function, its integral vanishes and we obtain
∞ ∞
1−u x ds
e−s /2 1 + O(s 4 x −1 ) √ .
2
ue du =
0 −∞ x
−∞
The material in this chapter is covered in many standard texts on complex analy-
sis, functional analysis, or distribution theory, according to the topic. The topics in
Sections 2.1 and 2.2 are treated more leisurely in [22]. Normal families are covered
46 2 Further preliminaries
extensively in Schiff [184]. There are many texts on conformal mapping; two classics
are Cohn [46] and Nehari [152].
Riemann’s original argument for the Riemann mapping theorem came into much
criticism by Schwarz and others. Subsequent arguments were given, under vari-
ous assumptions on the boundary of the simply connected domain, before Koebe’s
definitive result; see Tazzioli [200] and Gray [92].
Boundary behavior of conformal maps is treated comprehensively in Pommerenke
[171]. For much more on the material in Sections 2.7 and 2.8 see, for example, Folland
[78], Rudin [182], or Stein and Shakarshi [195], [196]. For Section 2.9, see Georgiev
[90] or Duistermaat and Kolk [61]. The gamma function is treated in any book on
special functions, e.g. [21].
Chapter 3
Complex dynamics
f ◦(n+1) = f ◦ f ◦n , n = 1, 2, 3, . . . .
Two maps f and g from X to itself are said to be conjugate if there is an invertible
map φ : X → X such that
f ◦ φ = φ ◦ g.
Then
f ◦n = φ ◦ g ◦n ◦ φ −1 ,
so the dynamics of g can be read off from the dynamics of f and conversely.
Among the most-studied cases are those in which X is a space of one real or one
complex dimension and f is a rational function—even a polynomial. These cases
allow surprisingly intricate behavior, as anyone knows who has encountered the
© The Author(s), under exclusive license to Springer Nature Switzerland AG 2023 47
R. Beals and R. S. C. Wong, More Explorations in Complex Functions, Graduate Texts
in Mathematics 298, https://doi.org/10.1007/978-3-031-28288-1_3
48 3 Complex dynamics
Mandelbrot set. This study began in earnest in the 19th century, with the examination
of Newton’s method for approximating zeros. It flourished in the early 20th century
with work by Fatou, Julia, and others. It revived later in the 20th century, sparked
in part by connections with chaos theory and fractals and was given striking visual
form by the development of powerful computers and computational techniques.
In this chapter we introduce the subject, concentrating on the case X = S, the Rie-
mann sphere, and f a rational function: f = P/Q where P and Q are polynomials
with no common zero. The degree of f is
In particular,
deg f ◦n = (deg f )n . (3.0.3)
This fact suggests (or even insists) that the study of rational dynamics is much simpler
in the case of degree 1. We deal with this case immediately.
As noted above, the case deg f = 1 is the case f ∈ Aut(S). To normalize, we
note that f has exactly one or two fixed points. Consider first the case of a single
fixed point, which we may take to be z = ∞. Then
points. Section 3.5 introduces the basic theory of “neutral” fixed points. The special
case of “parabolic” fixed points is examined in more detail in Section 3.6.
Finally, in Section 3.7 we describe the classification theorem, which characterizes
the connected components of the Fatou set. We also give one more illustration of
dependence on parameters by a brief discussion of the Mandelbrot set.
see Exercise 2.
The Fatou set F = F( f ) of f is the set of points z ∈ S such that the family of
iterates { f ◦n }∞
n=1 , when restricted to some small enough neighborhood U of z, is
a normal family: for any subsequence { f ◦n k } some subsequence { f ◦n k j } converges
uniformly (in S) on compact subsets of U . The complement J = J( f ) is the Julia set
of f . Thus, by definition, F is open and J is closed.
Two maps f : Ω → Ω and g : Ω → Ω are said to be conformally conjugate if
there is a conformal map Φ : Ω → Ω such that
g = Φ −1 ◦ f ◦ Φ. (3.1.2)
Again this means that the dynamics are the same. In fact
g ◦n = Φ −1 ◦ f ◦n ◦ Φ. (3.1.3)
g : Ω → Ω, Ω = {z : z ∈
/ [−2, 2]}, g(z) = z 2 ;
f : Ω → Ω , Ω = {z : |z| > 1}, f (z) = z 2 − 2;
Φ : Ω → Ω , Φ(z) = z + z −1 . (3.1.4)
Then (3.1.2) is satisfied; see Exercise 3. The same is true if replace the domain Ω
by Ω = {z : |z| < 1}. Now it is easily checked that the Julia sets of g and f are
50 3 Complex dynamics
Exercise 4.
These very simple Julia sets are not representative of the general situation, even
for quadratic polynomials.
A more instructive example is
f (z) = z 2 − 6. (3.1.6)
It follows from (e) that if |z| < 3 and Im z = 0, then |Im f ◦n (z)| increases geometri-
cally so long as it remains in D3 (0). Because of this we can sharpen (3.1.7):
f ◦n → ∞ if z ∈
/ [−3.3]. (3.1.8)
√ √
nare subintervals of [−3, − 3] and [ 3, 3], respectively.
Note that these
Let Bn = j=0 A j .
By Lemma 3.1.2, to show that C is a Cantor set it is enough to show that the lengths
of the intervals in the complement of Bn in [−3, 3] shrink to zero. This follows
immediately from the fact that
1 1
|g (x)| = √ ≤ √ .
2 6+x 2 3
It follows that points whose orbits converge to 3 are dense in the complement of B∞
in [−3.3]. Therefore
We close this with three images that give some idea of the possible variations in
form of J ( f ), even for quadratic polynomials. The first is a Cantor set: the appearance
of some connectedness is deceiving and is violated on a small enough scale. The
second is a case of a figure known as a Douady rabbit. The third begins to show how
elaborate Julia sets of the second type can become (Figures 3.1, 3.2, and 3.3).
52 3 Complex dynamics
Fig. 3.1 Julia set for f (z) = z 2 + (−.766 + .083i): a Cantor set.
Fig. 3.2 Julia set for f (z) = z 2 + (−.122 + .745i): a Douady rabbit.
Fig. 3.3 Julia set for f (z) = z 2 + (.125 + .604i): an elaborated rabbit.
These three figures were obtained from the Java Script Julia set generator. https://
marksmath.org>visualization>julia_sets. The reader is invited to explore the site for
other examples with f (z) = z 2 + c, for one’s choice of c.
In subsequent sections we shall see how the general theory accounts for some of
the properties of these figures, such as self-similarity.
3.2 Julia sets: invariance, density, and self-similarity 53
k−1
{ f ◦n } = { f ◦ j ( f ◦nk )}.
j=0
Proof.
◦n Suppose that the open set U is contained in J. By invariance, the same is true of
f (U ). But this set is S \ E. Since J is closed, it must be all of S.
We supplement part (b) of Proposition 3.2.2 by considering forward orbits. Con-
sider J( f ) as a metric space relative to the spherical metric of S. It is closed in S,
and therefore complete. It is a general property of complete metric spaces that the
intersection of a countable family of dense open subsets is itself dense; see Exercise
9. We refer to such an intersection as a generic subset.
Proposition 3.2.4. There is a generic subset V ⊂ J such that for each z in V , the
forward orbit { f ◦n (z)} is dense in J.
1 1 z2
= = = z 2 + O(z 4 ).
f (1/z) 1 1 + O(z 2 )
+ O(1)
z2
3.2 Julia sets: invariance, density, and self-similarity 55
f ◦ j (z 0 ) = f ◦(m+ j) (z 0 ) = f ◦m (z 1 ) = z 0 ,
Proof. Let {z n }∞
n=1 be an enumeration of S. Given U ⊂ S open, with U ∩ J not empty,
we may find a sequence of open disks Dn such that D1 ⊃ D2 ⊃ . . . , the closure of
D1 is contained
in U , and the closure D n contains a point of J but does not contain z n .
Then D n ⊂ J is non-empty and does not contain any of the z n .
We are now in a position to address self-similarity, the “fractal” nature of Julia
sets. We say that two points z 1 , z 2 of J have conformally equivalent locations in J if
there are neighborhoods U j of x j , and a conformal map Φ of U2 onto U1 , such that
Φ(z 2 ) = z 1 and Φ(U2 ∩ J) = U1 ∩ J.
The critical points of a rational map f : S → S are those points where f is not
locally injective. At finite points of C where f is finite, these are the zeros of f .
At poles, they are the points where the pole has order ≥ 2. The number of critical
points, counting multiplicity, for f of degree d, is 2d − 2; see Exercise 8.
Let us say that a point z in J( f ) is atypical if every backward orbit contains a
critical point; otherwise we say that z is typical. Since there are finitely many critical
points, and each orbit is countable, there are only countably many atypical points. It
follows from Corollary 3.2.7 that typical points are dense in J.
Theorem 3.2.8. Suppose that z is a typical point of J( f ). Then the set of points z
that have a conformally equivalent location is dense in J( f ).
56 3 Complex dynamics
Proof. We know from Proposition 3.2.2 (b) that the backward orbit of z is dense in J.
Suppose f ◦n (z ) = z for some n ≥ 1. Because there are no critical points in the back-
ward orbit, the derivative [ f ◦n ] (z ) = 0. Therefore f ◦n restricted to some neighbor-
hood U of z serves as the desired conformal map.
It is clear from the examples in Section 3.1 that fixed points of f play a key role
in the dynamics. A first classification of a fixed point f (z 0 ) = z 0 is based on the
multiplier. For a finite fixed point z 0 ,
λ = f (z 0 ).
(b) If f ◦n (z) = z 0 is a repelling fixed point of f , then z belongs to the Julia set.
Periodic points play a similar role. A point z 1 ∈ S is said to be periodic with
period k > 1 if the partial orbit
{z 0 , z 1 , z 2 . . . , z k = z 0 }, z j = f ◦ j (z 0 ), (3.3.1)
contains k distinct points. Clearly each z j is also periodic with period k. Equivalently,
z 0 is periodic with period k if z 0 is a fixed point for f ◦k , but not for any f ◦ j , 0 < j < k.
The set (3.3.1) is called a periodic orbit, or a cycle. In the case (3.3.1), the derivative
[ f ◦k ] (z 0 ) = f (z 0 ) f (z 1 ) · · · f (z k−1 )
is independent of the choice of the point z j in the periodic orbit. We have the same
classification for periodic orbits as for fixed points: if z is periodic with period k and
multiplier λ = [ f ◦k ] (z), then, as in the case of a fixed point, the orbit is said to be
The analogue of Proposition 3.3.1 and its corollary are valid for periodic orbits.
Proposition 3.3.3. (a) Any attracting or super-attracting periodic orbit of f
belongs to F( f ).
(b) Any repelling periodic orbit of f belongs to J( f ).
Proof. Since elements of periodic orbits are fixed points for some iterate f ◦k of f , this
follows from Proposition 3.3.1 and the fact that F( f ◦k ) = F( f ).
Corollary 3.3.4. (a) If f ◦n (z) belongs to an attracting or super-attracting orbit of
f , then z belongs to F( f ).
(b) If f ◦n (z) belongs to a repelling orbit of f , then z belongs to J( f ).
We continue to assume that f is rational, deg f = d > 1. The next result goes back
to Kœnigs [123] in 1884.
Theorem 3.4.1. Suppose that z 0 is a geometrically attracting fixed point. Then there
is a conformal map φ defined on a neighborhood U of z 0 to a disk Dρ (0) such that
φ(z 0 ) = 0 and
φ( f (z)) = λφ(z), z ∈ U. (3.4.1)
58 3 Complex dynamics
Then
φn ◦ f = λ−n f ◦(n+1) = λφn+1 .
√
Thus, choosing ρ < |λ|, we get uniform convergence of φn on U . Since f is
injective in Dδ (0), the same is true of f ◦n and, therefore of φn . It follows from
Proposition 2.3.6 that φ is either conformal or constant. But
φ ◦ f = λφ, ψ ◦ f = λψ,
λφ ◦ ψ −1 (w) = φ ◦ ψ −1 (λw).
λ(a1 w + a2 w2 + . . . ) = a1 λw + a2 (λw)2 + . . .
Given z ∈ A(z 0 ), f ◦n (z) will eventually belong to the original domain of φ. Thus
(3.4.6) serves to define φ throughout A(z) and to extend the intertwining identity
(3.4.5) one step at a time.
Theorem 3.4.3. The immediate basin of attraction A0 of an attracting fixed point
z 0 of f contains a critical point of f .
Proof. If z 0 is super-attracting, then z 0 itself is a critical point. Suppose that z 0 is
geometrically attracting and let φ : A0 → C be the map in Proposition 3.4.2. Then
φ has a local inverse ψ0 defined in a disk Dρ = Dρ (0). There is some maximal disk
Dr such that ψ has a holomorphic extension ψr to Dr . Since φ −1 ◦ ψ and ψ −1 ◦ φ
are the identity map near 0 and z 0 respectively, they continue to be the identity up to
Dr and φ(Dr ), respectively. It follows from (3.4.5) that
we note that the right side is holomorphic in a neighborhood of the closure Dr . Near
any point w0 of ∂ Dr that is not a critical point of f , f has a local inverse g and we
get a holomorphic extension ψ(w) = g(λψ(w)) to a neighborhood of w0 . It follows
that there is a critical point of f on ∂ Dr . Otherwise ψ can be extended across ∂ Dr ,
contradicting the assumption of maximality. (We assumed here that the critical point
was not a pole of f . The case of a pole can be dealt with by passing from f to a
conformally equivalent function. The same remark applies to the rest of the proof.)
Now (3.4.8) extends by continuity to w ∈ Dr , so
Corollary 3.4.5. Suppose that f has a repelling fixed or periodic point z 0 with mul-
tiplier λ that is not real. Then J( f ) is not contained in a proper smooth submanifold
of S.
Let
φn (z) = [ f ◦n (z)]1/ p = [z p (1 + . . . )]1/ p = z (1 + . . . )1/ p .
n n n n
φn ◦ f = [ f ◦n ◦ f ]1/ p = φn+1 ,
n p
and
[ f ◦ f ◦n ]1/ p
n+1
φn+1
=
φn [ f ◦n ]1/ pn
{[ f ◦n ] p [1 + ( f ◦n )]}1/ p
n+1
=
[ f ◦n ]1/ pn
= [1 + ( f ◦n )]1/ p
n+1
.
Therefore
φn+1 (z)
1≤ ≤ 1 + | ( f ◦n (z))| = 1 + O(2|z| pn )
φn (z)
φ ◦ ψ −1 (z) = a1 z + a2 z 2 + . . . ,
we have
(a1 z + a2 z 2 + . . . ) p = a1 z p + a2 z 2 p + . . . ,
p
so a1 = a1 and it is easily seen by induction that an = 0 for n > 1.
Remark. Since log |φ( f (z))| = p log |φ(z)|, we may extend the harmonic function
G(z) = log |φ(z)| to the entire basin of attraction A(z 0 ) by
62 3 Complex dynamics
Then
g ◦n (ζ ) = ζ + nak ζ k + O(ζ nk+1 ),
Lemma 3.5.2. A solution to (3.5.1) in a disk Dr (0), r > 0, is injective in the disk.
Proof. Suppose that h(z 1 ) = h(z 2 ). Then
for all n. Since the λn are dense in the circle, h(eiψ z 1 ) = h(eiψ z 2 ) for all ψ. Therefore
the functions g j (w) = h(wz j ) agree in the interior of D as well: g1 (w) = g2 (w) if
|w| < 1. Then z 1 = g1 (0) = g2 (0) = z 2 .
3.5 Neutral fixed points 63
so the functions g ◦n are uniformly bounded in U , and the same is true for the iterates
f ◦n = h ◦ g ◦n ◦ h −1 .
Conversely, suppose boundedness. Then let
n−1
1
ϕn (z) = λ− j f ◦ j (z) = z, z ∈ U.
n j=0
Therefore a subsequence converges, and its limit ϕ can be taken as h −1 . In fact ϕ (0) =
1, so h (0) = 1.
It was shown by Pfeifer [165] in 1917 that there is a choice of θ such that no solution
of (3.5.1) exists. In fact it was shown in 1938 by Cremer [49] that no solution exists
if lim inf n→∞ |1 − λn |1/n = 0. The question whether there is a choice of θ such that
(3.5.1) does have a solution was finally settled by Siegel in 1952. (The question of
exactly which θ permit a solution was settled by Brjuno [34] (sufficiency) in 1965
and Yoccoz [222] (necessity in 1988.)
Theorem 3.5.4. There is a λ = e2πiθ such that the equation (3.5.1) has no solution
for any polynomial f .
∞
θ = 2−qk , (3.5.2)
k=1
But by choosing qk to grow rapidly enough, we may be sure that, for any given degree
d and any given δ > 0, (3.5.4) eventually fails.
Note that θ , as constructed here, is an irrational number that can be approximated
very efficiently by rationals. Siegel showed that when this condition fails badly, it
is possible to solve (3.5.1). A Diophantine number is a number θ ∈ R such that for
some positive constants c and m,
θ − p ≥ c , (3.5.5)
q qm
for all integers p, q with q > 0. In particular, Liouville showed that if θ is irrational
but algebraic, then θ is Diophantine; see Exercise 19.
Let us express (3.5.5) in terms of λ = e2πiθ . Given an integer n > 0, the distance
|λ − 1| is
n
ψ
|eiψ − 1| = 2 sin , |ψ| = inf |2nπ θ − 2kπ |.
2 k∈Z
For use in the proof to follow, it will be convenient to rewrite this in the form
1 nμ
≤ c0 , (3.5.6)
|λn − 1| μ!
The first step is to look for a conjugation ψ, ψ(z) = z + ψ̂(z), that gives an approx-
imate solution to (3.5.1) in some disk
Using this, we want to compare ĝ, as defined by (3.5.8), to fˆ in (3.5.9). For this
purpose we use (3.5.6) and the assumptions
1 nμ
| fˆ (z) ≤ δ, for z ∈ Dr (0); ≤ c0 .
|λn − 1| μ!
This estimate implies that ψ : D(1−3η)r (0) → D(1−4η)r (0). The argument principle
and the fact that
|ψ(z)| ≥ (1 − 2η)r, z ∈ ∂ D(1−η)r (0),
66 3 Complex dynamics
while ψ(z) = 0 in D(1−η)r (0) only for z = 0, implies that ψ takes every value in
D(1−2η)r (0) exactly once in D(1−η)r (0).
Now consider
g = ψ −1 ◦ f ◦ ψ, z ∈ D(1−4η)r (0).
which gives
c0 δ 2 r 1
C ≤ .
ημ+1 1 − η
μ+2
If c0 δn < ηn , then
g0 = f, gn = ψn−1 ◦ gn−1 ◦ ψn ,
3.5 Neutral fixed points 67
i.e.
gn = ψn−1 · · · ◦ ψ1−1 ◦ f ◦ ψ1 ◦ · · · ◦ ψn .
and
δn r n
|ĝn (z)| ≤ → 0
1 − ηn
ψ1 ◦ ψ2 ◦ · · · ◦ ψn → ψ
ψ −1 ◦ f ◦ ψ(z) = λz.
The connected component of the Fatou set that contains a neutral fixed point for
which (3.5.1) has a solution is called a Siegel disk..
A reward for all this effort is Figure 3.4; the larger region on the lower left is a
Siegel disk.
Fig. 3.4 Julia set for f (z) = z 2 + ei2π ξ z, ξ = (1/4)1/3 , with a Siegel disk. (Figure reproduced
from [141] with the permission of Princeton University Press.).
68 3 Complex dynamics
In this section we return for a closer look at how iterates of a rational function f
behave near a parabolic fixed point in the Julia set. We assume again that deg f ≥ 2.
We begin with the case when the multiplier λ = 1, and work in a local coordinate
with the fixed point at the origin. Then for some n,
We assume that the multiplicity n + 1 of the fixed point is ≥ 2. To get some perspec-
tive, suppose that some sequence {z k = f ◦k (z 0 )} converges to 0. Then
1/n
z k+1 = z k 1 + az kn + . . . ∼ z k 1 + naz kn + . . .
z n −1/n
k
= zk 1 + + ... , (3.6.1)
ω
for any choice of ω with ωn = −1/an. Set z k = (ck )−1/n . Then (3.6.1), if we ignore
the remainder term, leads to the functional equation
1
ck+1 = ck 1 + = ck + 1
ck
with the solution ck = k. Thus we might expect convergent sequences to look like
ω 1
zk ∼ , ωn = − . (3.6.2)
k 1/n na
for some choice of the branch. Under this coordinate change, the attraction and
repulsion directions become
φ(ω j ) = 1, φ(ωj ) = −1.
F(w) = φ ◦ f ◦ φ −1 (w)
c 1/n c
=φ 1 + a + O(w−1−1/n )
w w
c −n
= w 1 + a + O(w−1−1/n )
w
nac
= w 1− + O(w−1−1/n ) ..
w
Since c = −1/na,
F(w) = w + 1 + O(|w|−1/n ). (3.6.5)
Proof. If w = x √
+ i y then 2|w|2 − (x + |y|)2 ≥ (x − |y|)2 . Therefore w ∈ Ω R
implies |w| ≥ R/ 2. Setting F(w) = x + i y , we have
1 1
|x − (x + 1)| ≤ , |y − y| ≤ ,
2 2
so F ◦k (w) → ∞.
The various inverse maps ψ can be realized on the complement of the real interval
(−∞, 0] by taking
70 3 Complex dynamics
ψ(w) = ω w−1/n , w∈
/ (−∞, 0], (3.6.9)
−1/an, Then
z k = ωk −1/n (1 + o(1)). (3.6.10)
Proof. Note that for any fixed m, (k + m)1/n = k 1/n + O(m/k), so we may replace
z 0 by any later point in the orbit and number from there. In particular, we may assume
that we have reached the region where |F(w)| ≥ |w|. Moreover, given ε > 0, we may
assume that we have reached the region where
wk = w0 + k + ηk , |ηk | ≤ kε.
Therefore
w0 ηk −1/n
−1/n
z k = wk = k −1/n 1 + + = k −1/n [1 + O(ε)].
k k
Since ε is arbitrary, this proves (3.6.10).
Under various choices of the inverse map ψ given by (3.6.9), the petal P is mapped
by F to rotations of a scaled copy of P. The arrows on the right in Figure 3.5 indicate
the direction of travel under f . Similarly, the maps
1
w → ω w−1/n , (ω )n = (3.6.11)
2an
take P to rotations of a scaled copy of P. Reversing the arrows in Figure 3.5 shows
the direction of travel under G and g.
Putting all this together yields the Leau–Fatou flower, a covering of a neigh-
borhood of the parabolic fixed point by overlapping petals that alternate between
attraction and repulsion directions. The case n = 3 is indicated in Figure 3.5. The
arrows indicate the direction of travel of points under f .
It is clear from this that any z with the property that the orbit of z enters P j
approaches the fixed point 0, in the limit, from the direction ω j of the axis of symmetry
3.6 Parabolic fixed points 71
of P f . The set of such points is denoted A j . Clearly, each A j belongs to the Fatou
set, as does the entire basin of attraction of 0.
Proposition 3.6.3. The boundary ∂ A j (0) of each basin of attraction A j (0) belongs
to the Julia set.
Proof. Consider the orbit z 0 → z 1 → . . . of a point z 0 ∈ ∂ A j If the orbit reaches
0 in finitely many steps, then since 0 ∈ J it follows that z 0 ∈ J. Now z 0 is not in
any of the A j , so it does not converge to the fixed point 0. Therefore there is a
subsequence that is bounded away from 0. But f ◦k converges to 0 at each point
of A j , so { f ◦k } cannot be a normal family in any neighborhood of 0. Therefore
z 0 ∈ J.
It is easily seen, in light of this discussion, and taking account of Lemma 3.6.2,
that we have confirmed (3.6.2) and (3.6.3):
Proposition 3.6.4. (a) Suppose that a sequence {z k = f ◦k (z 0 )}∞
k=0 converges to 0
and no z k = 0. Then for some j,
lim k 1/n z k = ω j .
k→∞
One long-time goal of the theory is to understand the connected components of the
Fatou set of a rational f of degree ≥ 2. In principle there are three possibilities for
such a component U : it might be periodic: f ◦m (U ) = U for some minimal m ≥ 1, or
it might be pre-periodic: some f ◦k (U ), k ≥ 1 is periodic, or it might be wandering:
the images { f ◦n (U )} are all distinct. Much of the progress was made by Fatou and
Julia. The final pieces were supplied by Siegel, Sullivan, and Herman.
Sullivan [198] introduced methods of quasiconformal mapping to prove in 1985
that for rational f there are no wandering components. In 1984 Herman [105] pro-
duced a new type, now known as a Herman ring. By definition this is a periodic
component U of the Fatou set that is doubly connected and f ◦n |U is conjugate to
either a rotation on an annulus or a rotation followed by an inversion. Figure 3.6
shows the Julia set of a cubic rational map that contains a Herman ring.
Fig. 3.6 Julia set that contains a Herman ring. Figure reproduced from [141] with the permission
of Princeton University Press.
For the proofs of Sullivan’s non-wandering theorem and the existence of Herman
rings, and for a thorough discussion of components of the Fatou set, see Chapter IV
of Carleson and Gamelin [42].
Finally, we discuss dependence on parameters and the Mandelbrot set. We saw in
Section 3.1 that even for quadratics f (z) = z 2 + c, the Julia set varies considerably
with c. In this case the critical points are 0 and ∞, and the fixed points are the
solutions of z 2 − z + c = 0.
By the remark following Theorem 3.4.6, the harmonic function G(z) = log |φ(z)|
can be extended to A. We may define Ur = {z : G(z) > r }. Then f : Ur → U2r . For
sufficiently large r , φ is defined on Ur . We may extend φ further by
so long as Ur/2 does not contain the critical point 0 of f . This extension is injective
on Ur/2 . The process can be continued as long as we do not reach 0.
Therefore if { f ◦n (0)} is bounded, i.e. 0 ∈ / A(∞), it follows that φ extends to all
of A, A is simply connected, and its boundary ∂ A is connected. But by Proposition
3.4.4, ∂ A = J.
Suppose that f ◦n (0) → ∞. We shall show that J is totally disconnected. We know
that J is bounded. choose a disk U ⊃ J, and choose N so that f ◦n (0) is not in the
closure U for n ≥ N . Given z 0 ∈ J, there is an N such that for n ≥ N there is a branch
gn of ( f ◦n )−1 , holomorphic on U , with gn ( f ◦n (z 0 )) = z 0 . The functions {gn } are a
normal family. Any limit point of {gn (z)}, z ∈ A(∞) ∩ U belongs to J, so any limit
of a subsequence of the {gn } maps A(∞) ∩ U into J. Since J contains no open sets of
C, the limit is constant. Therefore the diameter of gn (U ) tends to 0. Since gn (∂U ) is
disjoint from J, it follows that {z 0 } is a connected component of J.
The set of c such that z 2 + c has a connected Julia set,
is called the Mandelbrot set, Figure 3.7. It was studied also by Brooks and Matelski
[33], but it was the computer images in Mandelbrot [139] that showed the complexity
of this set and made it famous as a “fractal.” The term “Mandelbrot set” is due to
Douady and Hubbard [59]. Douady and Hubbard [58] proved that M is connected.
74 3 Complex dynamics
Theorem 3.7.3. The Mandelbrot set is a closed, simply connected subset of the
closed disk D2 (0), consisting of those c such that
Moreover
M ∩ R = [−2, 1/4]. (3.7.2)
Proof. Suppose |c| > 2. Then | f c (0)| ≥ |c|2 − |c| = |c|(|c| − 1) and by induction
so M ⊂ D2 (0).
Suppose m ≥ 1 and f c◦m (0)| = 2 + δ > 2. If |c| > 2, then c ∈
/ M. If |c| ≤ 2, then
◦(m+1)
fc (0) ≥ 2 + 4δ, and inductively
| f c◦(m+k) (0)| ≥ 2 + 4k δ → ∞,
1 1√
a = + 1 − 4c.
2 2
3.7 Perspectives: classification and the Mandelbrot set 75
so c ∈ M.
The next result accounts for the large smooth blob that is the dominant part of M
and shows that the smaller pieces immediately next to the blob are tangent to it.
Moreover ∂C ⊂ ∂M.
√
Proof. . As noted before, a fixed point z c for f c is z c = 21 ± 21 1 − 4c. The mul-
√
tiplier is therefore λ = 2z c = 1 ± 1 − 4c, so the parameter associated to a given
multiplier λ is
2λ − λ2
c = c(λ) = .
4
Therefore f c has a (finite) attracting fixed point z c if and only if c ∈ C. If so, then by
Theorem 3.4.3, the immediate basin of attraction A0 (z c ) contains the unique finite
critical point 0. Thus f c◦n (0) → z c , so c ∈ M.
Let Ω be the component of the interior of M that contains C. Now f c◦n (0) is
a polynomial Pn (c), and {Pn } is a normal family on Ω. On the interior of C the
Pn converge to the fixed point z c , so by analyticity this is true on Ω. If ζ ∈ / C then
|λ| > 1, so Pn (c) cannot converge to z c unless Pn (c) = z c for sufficiently large z. But
for each n, Pn+1 (c) = Pn (c) has only finitely many solutions, so the set of such c is at
most countable. Therefore Ω = C.
It is not difficult to account for the next most obvious feature on M, the disk-like
piece to the left of the main cardioid; see Exercise 20. This suggests a way to account
for further features of M as well.
For much more information about quadratic polynomial dynamics and the struc-
ture of M to see Chapter VIII of Carleson and Gamelin [42] and the references
there.
Exercises
1. Determine the Julia set for each of the cases f ∈ Aut(S) discussed in the intro-
duction.
2. Verify that any quadratic can be put into a form (3.1.1).
76 3 Complex dynamics
Show that the fixed points of f are ∞, which is repelling, and the zeros of P,
which are attracting.
(c) Suppose that P is a quadratic with two distinct zeros. Show that J( f ) consists
of a straight line and ∞.
(d) Determine the Julia set of a quadratic with a double zero.
15. Given |a| < 0, the linear fractional transformation
z−a
ba (z) =
1 − āz
m
takes the unit disk D to itself. A Blaschke product is a product f = ω j=1 ba j ,
where |ω| = 1.
(a) Show that J( f ) is a subset of {z : |z| = 1}.
3.7 Perspectives: classification and the Mandelbrot set 77
(b) Suppose that one of the factors is b0 . Show that 0 and ∞ are attracting fixed
points and J( f ) is the entire unit circle.
16. Suppose that z lies in the closure of the basin of attraction A of an attracting fixed
point or attracting periodic orbit of a rational function f . Prove that if z ∈ F( f ),
then z ∈ A.
17. Suppose that θ ∈ R is irrational. A result of Kronecker says that the powers of
ω = e2πiθ are equidistributed in the unit circle ∂D. An equivalent formulation is
in terms of the fractional parts {2nπ θ }. Here {x} is defined to be x − m, where
m is the integer such that m ≤ x < m + 1. Then the theorem says that for any
subinterval [a, b) ⊂ [0, 1), as N → ∞, the average number of values {2nπ θ },
|n| ≤ N , (counting multiplicity) that lie in [a, b) approaches b − a. This asser-
tion has a number of equivalent formulations. First, let f be the characteristic
function of the interval [a, b): f (x) = 1 if x ∈ [a, b), otherwise f (x) = 0. Then
N b
1
lim f ({2nπ }) = f (x) d x. (3.7.4)
N →∞ 2N + 1 a
−N
Second, (3.7.4) is true for all such characteristic functions if and only if it is true
for all real linear combinations of such functions. Show that, in turn, (3.7.4) is true
for all such combinations if and only if (3.7.4) is true for all continuous functions
f : [0, 1) → R. Use the Weierstrass polynomial approximation theorem (see
the Remark after Corollary 5.1.8) to conclude that (3.7.4) is true for all such
continuous functions f if and only if it is true for each power function f m (x) =
x m , m = 0, 1, 2, . . . . Finally, prove Kronecker’s theorem by verifying that (3.7.4)
is indeed true for each power f m . (It is only at this last step that we use the
assumption that θ is irrational.)
18. Suppose that {qk } is an increasing sequence of positive integers. Prove that (3.5.4)
implies (3.5.2).
19. Suppose that θ is an algebraic irrational: i.e. θ is a zero of a polynomial P with
integer coefficients, and the minimum degree of such a polynomial of degree
m > 2. Prove Liouville’s result that there is a constant c > 0
θ − p ≥ c
q qm
for every pair of integers p, q, q > 0. (Suppose that P(θ ) = 0, where P has
integer coefficients and has minimal degree m. Then P (θ ) = 0 and
m
q P p − P(θ )
q
20. Let f c (z) = z 2 + c. Find the attracting fixed points of f c ◦ f c that are not fixed
points of f c . Hint: the solutions of f c (z) = z are solutions of f c ◦ f c (z) = z, so
f c (z) − z divides f c ◦ f c (z) − z:
The second flourishing of complex dynamics in the 20th century was celebrated in
a number of expositions, including books by Beardon [23] and Steinmetz [197] and
a review article by Lyubich [138]. Our presentation here relied mainly on the sys-
tematic and thorough treatment by Carleson and Gamelin [42], and the discursive
and profusely illustrated notes of Milnor [141]. The book by Carleson and Gamelin
contains proofs of all major results, that by Milnor is particularly complete on histor-
ical detail and anecdote. Both treat topics beyond rational dynamics, such as entire
functions and dynamics on Riemann surfaces, as well as a more thorough treatment
of polynomial dynamics. Sullivan’s work and subsequent developments have made
use of quasiconformal mapping and methods of Teichmüller theory; see the expo-
sition by Shishikura in one of the supplementary chapters in the second edition of
Ahlfors’s lectures [5].
Chapter 4
Univalent functions and de Branges’s
theorem
The Riemann mapping theorem says that any simply connected domain Ω ⊂ C that
is not all of C can be mapped conformally onto D. Moreover if we fix φ(0) ∈ Ω and
require φ (0) > 0, then the conformal map φ : D → Ω is unique.
The study of univalent (injective) functions turns this around, by looking at injec-
tive holomorphic functions f : D → C. Here the usual normalization is f (0) = 0,
f (0) = 1. This fixes the position, orientation, and scale of the image f (D). Then
the series expansion of f at 0 has the form
f (z) = z + a2 z 2 + a3 z 3 + · · · + . (4.0.1)
In principle, the coefficients {an } encode all the information about the conformal
image Ω = f (D). The set of such normalized conformal maps of D is denoted S.
(The S stands for the German schlicht, meaning “simple.” The functions in S are
often called “schlicht functions.”)
A particularly important example comes about as follows. The linear fractional
transformation 1+z
h(z) =
1−z
maps D to the right half-plane {z : Re z > 0}. Therefore h 2 maps D to the complement
of the half-line {x : x ≤ 0}. We can adjust this to get a function in S by a translation
and dilation. The result is the Koebe function
1 z
K (z) = [h(z)2 − h(0)2 ] =
4 (1 − z)2
= z + 2z + 3z + 4z + . . . .
2 3 4
(4.0.2)
Then |an | = n, and the complement of the image K θ (D) is a rotation around the
origin of the half-line {x : x ≤ −1/4}.
Koebe proved that there is a δ > 0 such that for each f ∈ S, the image f (D)
necessarily contains the disk Dδ (0). The example f = K shows that δ ≤ 1/4, and
Koebe conjectured that δ = 1/4 is sharp, i.e. f ∈ S implies f (D) ⊃ D1/4 (0). This
is correct. The result is referred to as “Koebe’s one-quarter theorem,” although it
was Bieberbach who proved it. Given that any such image must contain D1/4 (0) and
must be simply connected, we might consider the “largest” possible such domain to
be one whose complement is a ray running to ∞ from a point a with |a| = 1/4—in
other words, the image of a Koebe function. As a result, we might suspect that for
any univalent function with expansion (4.0.1), the coefficients must satisfy |an | ≤ n,
with equality only for the Koebe functions.
Bieberbach [27] proved in 1916 that this is true for n = 2, i.e. |a2 | ≤ 2, with equal-
ity only for the Koebe functions. He went on to pose the full Bieberbach conjecture:
each coefficient in the expansion (4.0.1) of a normalized conformal map f of D into
C satisfies
|an | ≤ n, (4.0.4)
the relation to the addition theorem and to its its interpretation in connection with
surface harmonics.
Some further history is outlined in the section on remarks and further reading.
As noted in the introduction to this chapter, the term univalent means injective, i.e.
not taking the same value twice. In complex function theory the term is primarily
used for holomorphic functions, also (especially in the older literature) called schlicht
functions.
If g : D → C is univalent, then there is a unique translation h(z) = az + b such
that f = h ◦ g satisfies the normalization conditions
As we noted in the introduction, the set of univalent maps f that are defined on D
and satisfy (4.1.1) is denoted S.
If f belongs to S, then the function
1 −1
g(z) = = z 1 + a2 z −1 + a3 z −2 + . . . , |z| > 1, (4.1.2)
f (1/z)
is univalent and has a simple pole at ∞. Let us consider functions of this type. By a
translation we may get rid of the constant term in the expansion and have
A key result due to Gronwall [93] is known as the Gronwall area theorem.
Proof: For r > 1, let Er be the complement of the image {h(z) : |z| ≥ r }, and let
Γr = {h(z) : |z| = r }.
∞
∞
1 −n −m−1
= z̄ + b̄n z̄ 1− mbm z dz.
2i Γr n=0 m=0
The series converge uniformly, so we may take the product and integrate term-by-
term. Since
1 2π i pθ π if p = 0,
e dθ = (4.1.5)
2 0 0 if p = ±1, ±2, . . . .
it follows that ∞
2 −2n
Ar = π r − 2
n|bn | r .
n=1
Letting r decrease to 1, the limit of the left side is the outer measure m ∗ (E) of the
complement E of the image of the map h. Therefore
∞
∗
0 ≤ m (E) = π 1 − n|bn | 2
.
n=1
In particular, equality holds in (4.1.4) if and only if the complement of the image
of h has measure zero. If h = g has the form (4.1.2), where f belongs to S, then this
is equivalent to saying that the complement of the image of f has measure zero.
Corollary 4.1.2. If h given by (4.1.3) is univalent then for each n, |bn |2 ≤ 1/n.
The remaining ingredient in Bieberbach’s proof of his conjecture in the case n = 2
is the square root transformation. Suppose f belongs to S. Then
∞
f (z ) = z
2 2
1+ an+1 z 2n
, |z| < 1.
n=1
Proof: Let
1 1 a2
g(z) = = = z − z −1 + . . . . (4.1.7)
f 2 (1/z) f (1/z )
2 1/2 2
By Corollary 4.1.2, |a2 | ≤ 2. Equality implies that the remaining coefficients are
zero, so
eiθ
g(z) = z − , (4.1.8)
z
f ◦ g − f (g(0))
h = (4.1.10)
f (g(0)) g (0)
belongs to S.
Then
g(0) = t, g (0) = 1 − |t|2 , g (0) = −2t¯(1 − |t|2 )
so
( f ◦ g) (0) f (g(0))g (0)2 + f (g(0))g (0)
h (0) = =
f (g(0)) g (0) f (g(0))g (0)
f (t) g (0) g (0) f (t)
= + = (1 − |t|2 ) − 2t¯.
f (t) g (0) f (t)
Thus
2ρ 2 − 4ρ z f (z) 2ρ 2 + 4ρ
≤ Re ≤ . (4.1.13)
1 − ρ2 f (z) 1 − ρ2
Since f is univalent and f (0) = 1, we may take the principal branch of log f .
Writing z = ρeiθ , we have
∂ z f (z)
log f (z) =
∂ρ |z| f (z)
2ρ − 4 ∂ 2ρ + 4
≤ log | f (ρeiθ )| ≤ .
1−ρ 2 ∂ρ 1 − ρ2
The attack on the Bieberbach conjecture is a case study in research work on a natural
and difficult problem.
One approach is to start with some subclass of S. The conjecture was proved in
1921, for f with range f (D) that is starlike with respect to 0, by Nevanlinna [154],
and in 1931-32, for f with real coefficients, independently by Rogosinski [180] and
Dieudonné [55].
Another approach is to look for the sharpest uniform upper bound that one can
find for all f in S. Successive results were
|an | ≤ e · n Littlewood [134], 1925
|an | ≤ 34 e · n Bazilevic [18], 1951
|an | ≤ ( 21 e + 1.51) · n Baernstein [14], 1974
|an | ≤ 21 e · n Milin [140], 1965
|an | ≤ 1.243 · n Fitzgerald [72], 1972
√
|an | ≤ 7/6 · n Horowitz [110], 1976
We mention also an asymptotic result of Hayman [97] in 1955:
|an |
lim = α( f ) ≤ 1,
n→∞ n
with equality if and only if f is a Koebe function.
Finally, one can attack one coefficient at a time
The Koebe functions are examples of slit mappings: functions f ∈ S with the
property that the complement of f (D) is a Jordan path from some finite point in C
to the point at ∞. Carathédory [38] introduced a notion of convergence of domains
that allowed him to show that slit mappings are dense in S, in the sense of uniform
convergence on compact subsets of D. Therefore attacks on the Bieberbach conjecture
can focus on slit mappings. Loewner used this fact, and a construction of a well-
chosen family of slit mappings, to prove his result for the third coefficient. Loewner’s
method came to play an important part in the proof of the full conjecture. (The
original paper [136] was written by Karl Löwner. After emigrating to the U.S, the
author became Charles Loewner.)
4.3 The Carathéodory convergence theorem 87
It is easily checked that the kernel is D and that Ωn converges to D; see Figure 4.1.
This example also hints at how to accomplish an approximation by slit mappings.
Schwarz’s lemma, |gn (0)| < 1/ρ. Therefore f n (0) > ρ, so the limit f is univalent.
We need to show that f (D) = Ω, and that {Ωn } converges to Ω in the sense of
Carathéodory.
We first show that f (D) ⊂ Ω. Let E be a compact subset of f (D), and let Γ
be a smooth Jordan curve that encloses E. Let δ > 0 be the distance from E to
Γ , and Γ1 = f −1 (Γ ). We will show that E ⊂ Ωn for all sufficiently large n. Fix
z 0 ∈ E. Then | f (z) − z 0 | ≥ δ for z ∈ Γ1 . By the uniform convergence of { f n } on Γ1 ,
| f n (z) − f (z)| < δ for all z ∈ Γ1 and sufficiently large n. In view of
Rouché’s theorem implies that f n (z) − z 0 = f (z) − z 0 + [ f n (z) − f (z)] has the
same number of zeros inside Γ1 as f (z) − z 0 , namely, one. This shows that z 0 is
in Ωn for all n > n 0 , where n 0 depends on E but not on z 0 . In other words, E ⊂ Ωn
for all n > n 0 . By the definition of the kernel Ω, this means that f (D) ⊂ Ω.
The inverse functions gn = f n−1 are defined on E for all n ≥ n 0 , and |gn (w)| ≤
1. Therefore the gn are a normal family. Renumbering a convergent subsequence,
we get {gn } that converges uniformly on compact subsets of f (D) to a function
g holomorphic on f (D) with g(0) = 0 and g (0) >. Indeed, restricting n to the
subsequence,
1 1
0 < = lim = lim gn (0) = g (0).
f (0) n→∞ f (0)
n
n→∞
Thus, g is univalent.
The next step is to show that g = f −1 . Fix z 0 ∈ D and let w0 = f (z 0 ). Choose
ε > 0 so that the circle Γ = {z : |z − z 0 | = ε} lies in D, and let Γ1 = f (Γ ). Let δ be
the distance of w0 from Γ1 . Then | f n (z) − w0 | ≥ δ for z ∈ Γ , while | f n (z) − f (z)| <
δ on Γ for all large n. As above, it follows by Rouché’s theorem that for large n
there is precisely one z n inside Γ such that f n (z n ) = w0 . Thus |z n − z 0 | < ε and
z n = gn (w0 ). Therefore, if n is so large that |gn (w0 ) − g(w0 )| < ε, then for gn in the
convergent subsequence
(renumbered) subsequence, the Koebe one-quarter theorem shows that f n (D) con-
tains D = Dn/4 (0), and it follows that the subsequence has kernel C. This contra-
diction shows that there exists c ∈ R such that f n (0) < c for all n. By Theorem
4.1.8
|z|
| f n (z)| ≤ f n (0) , z ∈ D,
(1 − |z|)2
which shows that the sequence { f n } is uniformly bounded on each compact subset,
hence is normal. Some subsequence converges to a holomorphic f , uniformly on
compact subsets of D. By the first part of this proof, f maps D onto Ω. Again it
follows that the whole sequence { f n } converges to f , uniformly on compact subsets
of D.
We now reach the punch line.
Proof: Suppose first that f extends holomorphically to a larger disk D1+δ (0). Then
f (∂D) is an analytic Jordan curve. Let
w0 = f (1), wn = f (e2πi(1−1/n) )
and let Γn be the path that consists of an arc in the complement of f (D) running
from from ∞ to w0 and the arc
1
w = f (eiθ ), 0 ≤ θ ≤ 2π 1 − ;
n
w0
wn
D. By Cauchy’s formula for the derivative, this implies that gn (0) → f (0) = 1.
Therefore the functions
gn (z)
h n (z) =
gn (0)
The importance of slit mappings for the main subject of this chapter is made clear
by the following.
Corollary 4.3.3. If Bieberbach’s conjecture is true for the subset Ss of S consisting
of slit mappings, then it is true for S.
The proof is left as Exercise 10.
In Section 4.3 we saw that slit mappings are dense in S. Given such a mapping f ∈ S,
the associated slit Γ is C \ f (D), the set of values that are not attained by f .
Loewner [136] attacked the converse problem of determining such a mapping f
from knowledge of the slit Γ . After a suitable parametrization of the equation of the
slit, he was able to determine the associated map f ∈ S from the limiting value of
the solution of a certain differential equation. In fact we shall see that
Let
Γt = {σ (s) : t ≤ s < b}, Ωt = C \ Γt .
Thus Ω0 = Ω, the domains Ωt increase with t, and Ωt = C. Let f t ,
4.4 Slit mappings and Loewner’s equation 91
be the conformal map from D onto Ωt with f t (0) = β(t) > 0. Then f 0 = f . Given
t ∈ [0, b), the Carathéodory convergence theorem says that f s → f t uniformly on
compact subsets of D. It follows that the coefficients bn (t) are continuous functions
of t.
Suppose that s < t. Then the function f t−1 ◦ f s maps D to a proper subset of
itself and fixes z = 0. By Schwarz’s lemma, its derivative at z = 0, which is positive,
is < 1. Therefore β(t) = f t (0) is strictly increasing with t. Since b(0) = 1, we
may choose the parametrization σ (t) so that β(t) = et . This is called the standard
parametrization of Γ .
We claim that in the standard parametrization, b = ∞. In fact
z |z| 1
≤ ≤
f t (z) r r
The function gt (z) = f t−1 ◦ f maps D conformally onto D minus the pre-image
of Γt , which is an arc that extends inward from the boundary. This function has an
expansion
gt (z) = e−t [z + a2 (t)z 2 + a3 (t)z 3 + . . . ], (4.4.1)
Theorem 4.4.1. Let f be a slit map, let σ (t) be the standard representation of the
omitted path Γ , and let the functions f t and gt be defined as above. Then
f t−1 (w)
[1 − | f t−1 (w)]2 ≤ et ≤ [1 + | f t−1 (w)]2 . (4.4.4)
w
This function maps D conformally onto D minus a Jordan arc Jst , that extends inward
from a point λ(t) = f t−1 (σ (t)) on ∂D. Let Bst be the portion of ∂D that maps to Jst .
By the Carathéodory extension theorem, Theorem 2.6.1, f t−1 maps ∂D onto the (two-
sided) slit Γt \ Γs , so λ(s) = f t−1 (σ (s)) is an interior point of the arc Bst . As s ↑ t
or t ↓ s, Bst shrinks to λ(s) or to λ(t), respectively.
We claim that λ is continuous. The function h can be continued by reflection
across the complement of Bst in ∂D. The continuation maps the (full) complement
of Bst onto the complement of the union of Jst and its reflection Jst∗ . By Koebe’s
one-quarter theorem, Jst lies outside the disk Dr (0), r = es−t /4. Therefore Jst∗ lies
in the disk
{z : |z| < 4et−s }.
This proves continuity from the right, and the same constructions prove continuity
from the left.
Finally, note that h st (z)/z has no zeros, and extends to have value et−s at z = 0.
Therefore we may choose a branch of the logarithm so that
h st (z)
Φ(z) = Φ(z, s, t) = log , Φ(0) = t − s.
z
/ Bst ;
Re Φ(z) = 0, for |z| = 1, z ∈ Re Φ(z) < 0, for z ∈ Bst . (4.4.6)
where eiα and eiβ are the endpoints of Bst with the positive orientation. Then
β
1
s − t = Φ(0) = Re Φ(eiθ ) dθ. (4.4.8)
2π α
As t ↓ s the interval shrinks. We may apply the mean value theorem to the real part
and the imaginary part of (4.4.9) separately in order to replace the variable eiθ by
some intermediate values, divide by t − s, and take advantage of (4.4.8) to conclude
that the derivative from the right is
94 4 Univalent functions and de Branges’s theorem
∂ λ(s) + gs (z)
log gs (z) = − , (4.4.10)
∂s λ(s) − gs (z)
recalling that Bst contracts to λ(s). The same argument applies to the derivative from
the left, taking s ↑ t. Setting k(t) = 1/λ(t), we have obtained (4.4.3).
Let us look more closely at the family of functions f t .
Then f 0 (z) = f (z), the normalized conformal map with f (D) = C \ Γ , and
f t (z)
lim = 1, z ∈ C, (4.4.12)
t→∞ et z
and
∂ f t (z)/∂t
Re > 0. (4.4.14)
z f t (z)
Proof: It is clear that f 0 (z, 0) = f (z), since Γ0 = Γ . The assertion (4.4.12) follows
from (4.4.5) by taking w = f (z).
By definition,
f t (gt (w)) = f (z).
Using (4.4.3), and replacing gt (w) by z, converts (4.4.15) to (4.4.13). Then (4.4.14)
follows, since |k| = 1, |z| < 1 implies
1 + kz
Re > 0.
1 − kz
(This is chordal SLE; there are other versions, including radial SLE.)
There are a number of deep mathematical and physical applications. See Lawler
and Limic [129] and Kemppainen [119].
f (z) = z + a2 z 2 + · · ·
a1 z + a2 z 2 + α3 z 3 + · · · = z(b0 + b2 z + b4 z 4 + · · · )2 , a1 = b0 = 1,
we find that
By Schwarz’s inequality,
The Robertson conjecture is that the Bieberbach conjecture is true because of this
inequality: i.e. that for n = 1, 2, 3, . . . ,
P = p1 x + p2 x 2 + · · ·
Q = E ◦ P = q0 + q1 x + q2 x 2 + · · · , (4.5.3)
∞
where E is the exponential series n=0 x n /n !. Then for n = 0, 1, 2, · · · ,
n−1
nqn = (n − k) pn−k qk , n = 1, 2 · · · .
k=0
n
n−1
n 2 |qn |2 ≤ k 2 | p k |2 |qk |2 . (4.5.5)
k=1 k=0
For n = 1, 2, · · · , let
n
n
πn = k 2 | p k |2 , γn = |qk |2 .
k=1 k=0
Since 1 1 1
= − ,
k+1 k k+1
Therefore
n
k
n+1
1
γn ≤ (n + 1) exp 1− k| pk |2 + 1 −
k=1
n + 1 k=1
k
1
n
1
= (n + 1) exp (n + 1 − k) k| pk |2 − ,
n + 1 k=1 k
Therefore ∞
1 k
1 + b2 z + b4 z + · · · = exp
2
ck z .
2 k=1
98 4 Univalent functions and de Branges’s theorem
If the exponent is negative, then the above exponential is ≤ 1. This, together with
Theorem 4.5.1 gives the following result.
Theorem 4.5.3. If, for each f in S, the coefficients cs defined by (4.5.6) satisfy
n
4
(n + 1 − k) k|ck | −
2
≤ 0, n = 1, 2, 3, . . . , (4.5.7)
k=1
k
In this section we adapt the constructions in Section 4.4 to obtain the specific results
that are the basis from which Weinstein’s proof of de Branges’s theorem proceeds.
Here we start with a function that is not a slit mapping and approximate it by slit
mappings. For convenience we repeat some steps of the arguments in Section 4.4.
Suppose that f : D → C belongs to S, and
f (z) = z + an z n . (4.6.1)
n=2
∞
f (r z)
fr (z) = = z+ (r n−1 an )z n ,
r n=2
restricted to D, belongs to S and has a holomorphic extension to D1/r (0). The coef-
ficients an (r ) = r n−1 an converge to an , so for our purposes we may replace f by fr
and assume that f extends smoothly to ∂D.
Theorem 4.6.1. Suppose that f ∈ S extends smoothly to the boundary ∂D. Then
there is a family { f t }t>0 ⊂ S with the properties
(a) f 0 (z) = f (z);
(b) f t (z) = et z + ∞ n=2 an (t)z ;
n
f t (z) ∞ 2
(c) log t = k=1 ck (t)z k , ck (∞) = ;
ez k
4.6 Preparation for the proof of de Branges’s theorem 99
∂ f t (z)/∂t
(d) Re > 0.
z f t (z)
Proof. Let Ω = f (D). The boundary curve ∂Ω = f (∂D) encloses D1/4 (0) and meets
the half-line (−∞, 1/4]. Let
Γ = ∂Ω ∪ [s0 , ∞] (4.6.2)
by
σ (τ ), 0 ≤ τ ≤ s0 ;
Γ (τ ) =
−τ, s0 < τ < ∞.
Ωs = C \ Γs , Γs = {Γ (τ ) : τ ≥ s};
see Figure 4.3. Then Ωs is simply connected, and the Ωs converge to Ω0 = Ω in the
sense of Carathéodory as s → 0. Note that
Ωt ⊂ Ωs if t < s,
and
Ωs = C \ (−∞, −s], if s ≥ s0 . (4.6.3)
−s0 − 14 0
Γ(s)
Let
f t be the conformal map of D onto Ωt that satisfies
f t (0) = 0,
f t (0) > 0. For
t < s,
f t (D) = Ωt ⊂ Ωs =
f s (D),
100 4 Univalent functions and de Branges’s theorem
so
f s−1 ◦
f t : D → D is well defined. By Schwarz’s lemma, it follows that
f s−1 ) (0))(
( f t ) (0) = (
f s−1 ) (
f t (0))
f t (0) < 1,
f t (0) <
so f s (0). Thus
f t (0) is strictly increasing. Moreover (4.6.3) implies that
4sz
f s (z) = , for s ≥ s0 ; (4.6.4)
(1 − z)2
ft =
fs , t = log
f s (0), 0 ≤ t ≤ ∞. (4.6.5)
Therefore
∞
f t (z) 2 k
log t
= −2 log(1 − z) = z , t ≥ t0 .
ez k=1
k
see Exercise 18. In other words, the Pn are eigenfunctions of the operator
4.6 Preparation for the proof of de Branges’s theorem 101
d d
L = (1 − x 2 )
dx dx
The functions Pnk that occur in (4.6.9) are known as the associated Legendre functions.
They are closely related to the derivatives of the Legendre polynomials:
Here we give a brief outline of the discussion in [21], which contains the details of
the proof of the addition formula (4.6.9).
In spherical coordinates
the Laplacian in R3 is
∂2 ∂2 ∂2
Δ = + +
∂x2 ∂ y2 ∂z 2
∂ 2
2 ∂ 1 ∂2 1 ∂ ∂
= + + + 2 sin θ .
∂r 2 r ∂r r sin θ ∂ϕ
2 2 2 r sin θ ∂θ ∂θ
With r = 1, the second and third terms constitute the Laplacian L S on the unit
sphere in R3 with respect to the coordinates ϕ, θ . Solutions of L S Y = 0 are known
as spherical harmonics. Separation of variables, i.e. looking for solutions having the
form Y (θ, ϕ) == Φ(ϕ)Θ(θ )), leads one to choose Φ(ϕ) = eimϕ , m ∈ Z. Then the
equation for Θ becomes
1 d dΘ m2
sin θ + (n + 1)n − Θ = 0, (4.6.11)
sin θ dθ dθ sin2 θ
are an orthonormal basis for the L 2 space of the sphere, consisting of eigenfunctions
of L S . In particular, the function on the left in (4.6.9) can be expanded with respect
to the {Ynm }, and the right side of (4.6.9) is the expansion.
In the preceding discussion we used the notation of [21]. The version used (implic-
itly) by Weinstein [213] and expounded in the next section uses the version with θ
and ϕ interchanged, and also sets two of the variables equal. The result is the identity
Let α0 = β0 = 0 and αk = 4
k
− k|ck (0)|2 , βk = k, k = 1, 2, . . . . The convolution
n
γn = αk βn−k
k=0
suggests that the finite sum in the Milin conjecture is just the coefficient of z n+1 in
the product of the two series
∞ ∞
4 z
− k|ck (0)|2 z k , k zk = .
k=1
k k=1
(1 − z)2
Indeed, we have
∞
n
4
( − k|ck (0)| )(n − k + 1) z n+1
2
n=1 k=1
k
∞
z 4
= − k|ck (0)|2 z k . (4.7.1)
(1 − z) k=1 k
2
This is the first step in Weinstein’s argument. Let us denote the left-hand side of
(4.7.1) by Φ(z):
4.7 Proof of de Branges’s Theorem 103
∞
n
4
Φ(z) = − k|ck (0)| (n − k + 1) z n+1 .
2
(4.7.2)
n=1 k=1
k
so that w0 (z) = z. Recall from Theorem 4.6.1 (c) that |ck (∞)| = 2/k. Hence
∞ ∞ ∞
d 4 4 ∞
− k|ck (t)| wt dt =
2 k
− k|ck (t)|2 wtk
0 dt k=1 k k=1
k 0
∞ ∞
4 4
= − k|ck (∞)|2 w∞
k
− − k|ck (0)|2 w0k .
k=1
k k=1
k
Since w∞ < ∞ and w0 = z, the identities (4.7.1) and (4.7.2) imply that
∞ ∞
z d 4
Φ(z) = − − k|ck (t)| w dt.
2 k
(4.7.5)
0 (1 − z)2 dt k=1 k
and
1 2π
∂ f t (z)/∂t
kck (t)ck (t) = lim k ck (t)z k dθ.
r →1 2π 0 f t (z)
Similarly, we have
1 2π
∂ f t (z)/∂t
kck (t)ck (t) = lim k ck (t)z k dθ.
r →1 2π 0 f t (z)
Similarly, we put
∞
1+w 2π
∂ f t (z)/∂t
B = 1+ ek w k
, ek = lim k ck (t)z k dθ,
1−w k=1
r →1 0 f t (z)
4.7 Proof of de Branges’s Theorem 105
and ∞
B =1+ [2(1 + e1 + · · · + ek ) − ek ]wk .
k=1
∞
−2 + −k 2 |ck (t)|2 wk dt (4.7.9)
k=1
To proceed further, we differentiate the equation in Theorem 4.6.1 (c) with respect
to z, and obtain ∞
∂ f t (z)/∂z
z =1+ k ck (t)z k ,
f t (z) k=1
∞
∂ f t (z)
= et z + ak (t)z k .
∂t k=2
Then
∞
et + ak (t)z k−1
k=2
F(z, t) = .
∂ f t (z)/∂z
Since ∂ f t (z, t)/∂z is holomorphic and nonvanishing in the unit disk, the function
F(z, t) is holomorphic. Furthermore, since ∂ f t (z)/∂z = et + · · · , we have F(0, t) =
1. (This fact will be used later.) The first inner integral in (4.7.10) is equal to
⎡ ⎤
2π ∞
1
F(z, t) ⎣1 + l cl (t)zl ⎦ [2(1 + · · · + kck (t)z k ) − kck (t)z k ] dθ
2π 0
l=1
⎡ ⎤
2π ∞
1 1 1
= F(z, t) ⎣1 + · · · + k ck (t)z − k ck (t)z + k ck (t)z +
k k k l cl (t)z ⎦
l
2π 0 2 2
l=k+1
since, as noted above, F(0, t) = 1. Taking the limit r → 1 in (4.7.10) shows that the
second term on the right-hand side of (4.7.11) is 21 k 2 |ck (t)|2 . Similarly the third term
in (4.7.11) is zero.
Summarizing, the first inner integral in (4.7.10) is equal to the sum of the first
term in (4.7.11) and the contribution 21 k 2 |ck (t)|2 from the second term. The second
inner integral in (4.7.10) is the complex conjugate of the first inner integral, so it
contributes 21 k 2 |ck (t)|2 to (4.7.11). Summing with respect to k cancels the last series
in (4.7.10). Thus (4.7.10) becomes
4.7 Proof of de Branges’s Theorem 107
∞ 2π '
∞
et w 1 ∂ f t (z) ∂ f t (z)
Φ(z) = lim Re z
0 1 − w2 k=1 r →1 2π 0 ∂t ∂z
×|2(1 + · · · + kck (t)z k ) − k ck (t)z k |2 dθ wk dt. (4.7.12)
Denote the term being summed in (4.7.12) by Ak (t). Then (4.7.12) becomes
∞ t ∞
ew
Φ(z) = Ak (t)w dt.
k
(4.7.13)
0 1 − w2 k=1
If we show that ∞
et wk+1
= Λnk (t)z n+1 (4.7.15)
1−w 2
n=0
with Λnk (t) ≥ 0 for t ≥ 0, then we have proved the Milin conjecture (4.5.7). Indeed,
from (4.7.13) and (4.7.15), we have
∞
∞
∞
Φ(z) = Ak (t)Λk (t)dt z n+1 .
n
(4.7.16)
n=0 0 k=1
where sin φ = e−t/2 and z/(1 − z)2 = et w/(1 − w)2 . Note that the right-hand side
of this equation is a Fourier cosine series. Thus, we may write it as
∞
z a0
= + ak cos kθ.
1 − 2z(cos φ + sin φ cos θ ) + z
2 2 2 2 k=1
From (4.1.5) again, we see that the coefficient ak has the integral representation
108 4 Univalent functions and de Branges’s theorem
π
2 z cos kθ
ak = dθ. (4.7.19)
π 0 1− 2z(cos2 φ + sin2 φ cos θ ) + z 2
We first consider the special case t = 0; i.e. when sin2 φ = 1, cos2 φ = 0 and w = z
(see (4.7.4)). In this case
2 π w cos kθ 2wk+1
dθ = ; (4.7.20)
π 0 1 − 2w cos θ + w 2 1 − w2
cos kθ et w cos kθ
= −t = .
e (1 − w)2 /w + 2e−t (1 − cos θ ) 1 − 2w cos θ + w2
proving (4.7.18).
Inserting (4.7.15) into (4.7.18) gives
z
1− φ + sin2 φ cos θ ) + z 2
2z(cos2
∞
∞
∞
= Λn0 (t)z n+1 + 2 Λnk (t)z n+1 cos kθ. (4.7.21)
n=0 k=1 n=0
Here we use the generating function for the Legendre polynomials (4.6.6):
∞
z
, = Pn (cos2 φ + sin2 φ cos θ )z n
1 − 2z(cos2 φ + sin2 φ cos θ ) + z 2 n=0
(4.7.22)
and the addition formula (4.6.12):
∞ ∞ n
(n − k)! k
= [Pn (cos2 θ )]2 z n + 2 ( [Pn (cos φ)]2 cos kθ )z n .
n=0 n=0 k=1
(n + k)!
Similarly,
n
(n − |k|)! |k|
[Pn (cos φ)]2 eikθ
k=−n
(n + |k|)!
n
(n − k)!
= [Pn (cos φ)]2 + 2 [Pnk (cos φ)]2 cos kθ,
k=1
(n + k)!
j| (m − | j|)!(n − m − |k − j|)!
n n−|k−
|k− j|
Λnk (t) = [Pm| j| (cos φ)]2 [Pn−m (cos φ)]2 ,
j=−n m=| j|
(m + | j|)!(n − m + |k − j|)!
Exercises
F(g(t)) = cet
18. Prove (4.6.8). Hint: use (4.6.8) to derive a partial differential equation for G(x, s),
and show that the right-hand side of (4.6.7) satisfies that equation.)
19. Prove (4.7.20). Hint: The integrand is even in θ , so convert the left side into
an integral from −π to π , use the identity 1 − 2w cos θ + w2 = (1 − weiθ )(1 −
we−iθ ) to write the integrand as the sum of two (two-sided) series in eiθ , integrate
term-by-term, and sum.)
Standard references for univalent functions, pre-de Branges, are Duren [64] and
Pommerenke [170]. De Brange’s original manuscript ran to 385 typed pages and
made much use of ideas from the theory of operators in Hilbert space. As recounted in
[52], de Brange’s participation in a seminar in Leningrad that included Milin led to the
simplified proof in [52]. Though much shorter, this proof still gives some indication
of the operator-theoretic considerations that led to deBranges’s new approach to the
problem. Another short version is due to Fitzgerald and Pommerenke [73], and has
even made its way into textbooks, e.g. [47] and [102].
Some of the history surrounding de Branges’s proof is recounted in the sympo-
sium volume [14]. For a comprehensive current account of the theory, see Thomas,
Tuneski, and Vasudevarao [205]. For a somewhat different approach, see Rosenblum
and Rovnyak [181].
Weinstein’s proof of de Brange’s theorem, presented here, depends on a positivity
result involving Legendre polynomials Pn . These are among the simplest cases of
(α,β)
Jacobi polynomials Pn . De Brange’s argument, and that of Fitzgerald and Pom-
112 4 Univalent functions and de Branges’s theorem
Wilf [216] has pointed out that Weinstein’s argument actually gives an independent
proof of the non-negativity of the Askey–Gasper polynomials.
Chapter 5
Harmonic and subharmonic functions;
the Dirichlet problem
As noted above, the Dirichlet problem is the problem of finding a function that is
harmonic in a given domain and that has prescribed values on the boundary of the
domain. As we shall see, if the domain is a disk, the problem has a very explicit
solution.
© The Author(s), under exclusive license to Springer Nature Switzerland AG 2023 113
R. Beals and R. S. C. Wong, More Explorations in Complex Functions, Graduate Texts
in Mathematics 298, https://doi.org/10.1007/978-3-031-28288-1_5
114 5 Harmonic and subharmonic functions; the Dirichlet problem
Proof: In view of Corollary 1.9.3, it is enough to consider D = D, the unit disk. The
strategy of the proof is to assume we have a solution, derive an explicit formula that
it must satisfy, and then show that the formula does indeed provide the solution.
Suppose that u is a solution. By Proposition 1.9.1, there is a function holomorphic
g : D → C having real part u. We may assume that g(0) = u(0). The function g has
an expansion
∞
g(z) = αn z n (5.1.1)
n=0
that converges uniformly on disks Dr (0), r < 1. The real part u has the expansion
∞
u(r eiθ ) = r n Re (αn einθ )
n=0
⎧
∞ ⎪
⎨αn /2, n > 0;
= an r |n| einθ , an = Re α0 , n = 0; (5.1.2)
⎪
⎩
n=−∞ ᾱn /2, n < 0.
Given ε > 0, the dilated function gε (z) = g(z/(1 + ε)) is holomorphic in D1+ε (0).
By assumption, the restriction of u ε = Re gε to ∂D converges uniformly to f as
ε → 0. Convergence of the sum shows that
iθ ∞
e
u ε (e ) = u
iθ
= an (1 + ε)−|n| einθ .
1+ε n=−∞
This gives π
an 1
= u ε (ϕ)e−inϕ dϕ.
(1 + ε)|n| 2π −π
Convergence of u ε to f on ∂D gives
π
1
an = f (eiθ )e−inϕ dϕ. (5.1.4)
2π −π
Note that 1 π
|an | ≤ | f (eiθ )| dθ.
2π −π
are real and harmonic, so (5.1.4) and (5.1.5) together define a function u that is real
and harmonic in D.
We have shown that if u is a solution to the Dirichlet problem with boundary value
f , then it is necessarily given on D by the formula
π
1
u(r eiθ ) = Pr (θ − ϕ) f (eiϕ ) dϕ, 0 ≤ r < 1, (5.1.6)
2π −π
This proves uniqueness. We have also shown that the function u defined by (5.1.6)
is harmonic in D.
To see that u is continuous up to the boundary ∂D and equal to f on ∂D, note that
Pr , 0 ≤ r < 1 has the properties
(i) Pr > 0;
π
1
(ii) Pr (θ ) dθ = 1;
2π −π
1
(iii) lim Pr (θ ) = 0
r →1 2π δ≤|θ|≤π
for each δ > 0; Exercise 6. Using these properties and the continuity of f , it is not
difficult to prove that u(r eiθ ) converges uniformly to f (θ ) as r → 1−. (See the proof
of Theorem 2.9.1.)
π ∞
1
u(r eiθ ) = Pr (θ − ϕ) f (ϕ) dϕ = an r |n| einθ ,
2π −π −∞
i.e. u(z) is the mean value of u over any sufficiently small circle centered at z.
Proof: After a translation and dilation, we may assume that z = 0 and r = 1. In this
case, the result follows from Theorem 5.1.1.
Proof: The mean value property and the assumption that u has a local maximum at z
imply that u has this same value on each sufficiently small circle centered at z. Thus u
is constant, hence holomorphic, near z. If w is any other point of U we may find a curve
that joins z to w and a simply connected neighborhood V of the curve with V ⊂ U .
By uniqueness of analytic continuation, u is constant in V , so u(w) = u(z).
Let us pass to consideration of the Dirichlet problem for a Jordan domain: a
domain in C whose boundary is a curve with no self-intersections.
Theorem 5.1.5. Suppose that ⊂ C is a Jordan domain with boundary . For any
continuous function f : → C, the Dirichlet problem has a unique solution.
Proof. By the Riemann mapping theorem, there is a conformal map that maps D
onto . By Theorem 2.6.1, extends to a bijective continuous map from the closure
to the closure. Therefore −1 and can be used to transfer the Dirichlet problem for
to the Dirichlet problem for D. The details are left as Exercise 4.
More general domains are considered in later sections.
5.2 Harnack’s principle; removable singularities 117
We know that a real function u that is harmonic in D is the real part of a function φ
that is holomorphic in D. Moreover, if we require that φ(0) be real, then φ is unique.
We may extend the Poisson integral formula to exhibit φ in the case when u = f on
∂D. In fact for z ∈ D,
eiθ + z 1 − |z|2
Re iθ = iθ .
e −z |e − z|2
If z = r eiϕ , then the last expression on the right is Pr (θ − ϕ). Since the quotient
on the left is holomorphic in z, z ∈ D, the proof of Theorem 5.1.1 also proves the
following extended Poisson formula:
is holomorphic in D and the real part is continuous and equal to f at the boundary.
1−r 1+r
· u(0) ≤ u(z) ≤ · u(0), r = |z|. (5.2.1)
1+r 1−r
Proof: Suppose first that u is continuous on the closure of D. The Poisson kernel
(5.1.7) satisfies
1−r 1 − r2 1 − r2 1 − r2 1+r
= ≤ ≤ = .
1+r (1 + r ) 2 1 − 2r cos θ + r 2 (1 − r )2 1−r
Then the Poisson formula (5.1.6) gives (5.2.1). If u is not continuous on the closure,
we approximate u as in the proof of Theorem 5.1.1.
The inequalities (5.2.1) are the simplest case of the Harnack inequalities for
solutions of elliptic equations.
Lemma 5.2.3. Suppose that u is real-valued and harmonic in the punctured disk
D \ {0} and is continuous at the boundary of D. If u is bounded above, then u ≤ v,
where v is the function harmonic on D, continuous on the closure, and equal to u on
the boundary.
Proof: We may subtract u from v and reduce to the case that u ≡ 0 on the boundary
of D. Then v ≡ 0, and we want to show that u ≤ 0. Let h > 0 be an upper bound for
u. For any 0 < r < 1, let
h log |z|
u r (z) = .
log r
Then u r is harmonic and u ≤ u r on the boundary of the annulus {z : r < |z| < 1}, so
by the maximum principle u ≤ u r on the annulus. As r → 0, u r → 0 pointwise on
the punctured disk, so u ≤ 0 on the punctured disk.
v u
u u
c d c d
Fig. 5.2 Two domains for which every boundary point is regular.
As we shall see, if u is the Perron function for the pair (U, g), then u → g at
each regular point of ∂U . This is not very useful unless we can identify at least some
class of regular points. How does one tell when a barrier, or local barrier, exists? The
perfect candidate for a local barrier would seem to be
1 log r
v( p0 + r eiθ ) = Re = . (5.4.1)
log(r eiθ ) (log r )2 + θ 2
This function is harmonic and negative for 0 < r < 1, but θ 2 is not single-valued.
However this suggests a way to remedy the situation.
Proposition 5.4.2. Suppose that p0 is a boundary point of a bounded domain U and
suppose that for some 0 < R < 1 and some real θ0 the line segment
5.4 Regular points and the solution of the Dirichlet problem 121
Proof: Let F (U, g) be the Perron family. Given ε > 0, there is a δ > 0 such that
|g( p) − g( p0 )| < ε if g( p) is defined and | p − p0 | < δ. Let v be a barrier at p0 . Let
||g|| = max |g|. For sufficiently large M,
Mv + 2||g|| < 0 on ∂U \ Dδ ( p0 ).
w = Mv + g( p0 ) − ε < g( p0 ) − ε ≤ g
Let us apply this argument in the case of −g to produce w∗ ∈ F (u, −g) such that
w ≥ −g − ε. Now let v be any element of F (U, g). Then v + w∗ is continuous on
∗
Since ε > 0 is arbitrary, (5.4.3) and (5.4.4) together show that u has limit g( p0 ) at
p0 .
122 5 Harmonic and subharmonic functions; the Dirichlet problem
Given a bounded domain , consider the space C 1 ( ) of real functions u such that
u and its first derivatives are continuous on the closure . The associated Dirichlet
integral is
D(u) = [u 2x + u 2y ] d x d y. (5.5.1)
In physical problems, integrals like this occur as energy integrals, e.g. as the kinetic
energy of a vibrating surface. A natural problem is to try to minimize D(u) among
those functions on that have a specified value f on the boundary . This is a
problem in the calculus of variations. Let F be the family of C 1 functions that have
finite Dirichlet integral and equal to f on the boundary. If this family is not empty,
then there is a sequence {u n } ⊂ F such that
lim D(u n ) = inf D(u).
n→∞ u∈F
The terms u n can be viewed as elements of the Hilbert space H that has inner product
u, v = [u x vx + u y v y ] d x d y.
Differentiating the last expression with respect to ε at ε = 0, we see that the necessary
condition is that u, v = 0. Therefore, formally,
0 = − u (wx x + w yy ), w ∈ C 2 ( ), w = 0 on ∂ .
Exercises
1. Prove that the harmonic function u and the function v of (1.9.2) satisfy the
Cauchy–Riemann equations.
2. Suppose that f : 1 → 2 is holomorphic and u : 2 → R is harmonic. Show
that u ◦ f is harmonic.
3. Prove that if u is harmonic on the half-disk D+ = {z : |z| < 1, Im z > 0}, con-
tinuous on the closure of D+ , and vanishes on [−1, 1], then u can be continued
as a harmonic function to all of D, with u(z̄) = −u(z).
4. Fill in the details in the proof of Theorem 5.1.5.
5. Prove that the assumption in Theorem 1.7.2 that f is continuous up to I and
| f (z)| = 1 on I can be replaced by the weaker assumption that | f (z)| → 1 as z
approaches I . This is the Schwarz reflection principle, which plays a major role
in the study of conformal mapping.
6. Complete the proof of Theorem 5.1.1 by using the properties (i), (ii), (iii) of the
Poisson kernel to prove that u n (r eiθ ) → f (eiθ ) as r → 1.
7. Use the Cayley transform and its inverse to find a solution to the problem: u
harmonic in H, u = f on the boundary R, where f is a bounded continuous
function on R. What is the value of u at z = i?
8. Show that the boundedness condition in Lemma 5.2.3 can be weakened to
max{u(z), 0} = o(− log |z|) as |z| → 0.
9. Show that the boundedness condition in Corollary 5.2.4 can be weakened to
|u(z)| = o(− log |z|) as |z| → 0.
10. Suppose K ⊂ C is the union of finitely many disks. Show that the Dirichlet
problem is solvable for K .
11. Use Corollary 5.2.4 to show that the Dirichlet problem on the punctured disk
U = D \ {0} may not have a solution.
12. Suppose that p0 is an isolated point of the boundary of a bounded domain. Show
that p0 is not a regular point.
13. (a) Suppose that ⊂ C is bounded and p0 ∈ . Show (without using conformal
mapping) that there is a function u, harmonic in \ { p0 }, such that
124 5 Harmonic and subharmonic functions; the Dirichlet problem
u + log |z − p0 |
is harmonic near p0 .
(b) Show that if = C, then there is no such harmonic function. Hint: let F
be the largest set of subharmonic functions in \ { p0 } that has the properties:
(i) if u, v ∈ F then u ∨ v ∈ F ; (ii) each harmonic regularization of an element
of F belongs to F ; (iii) if u ∈ F then
The Laplacian = ∂∂x 2 + ∂∂y 2 in R2 has an obvious analogue in Rn , and indeed in any
2 2
z 2 + w2 = 1. (6.0.1)
C ≡ {(z, w) ∈ C2 : z 2 + w2 = 1}.
Note that as z → ∞, the two choices for w are asymptotic to ±i z. This suggests
considering an appropriate extension of C to a subset C ⊂ S × S. It can be shown
that C can be considered as a Riemann surface; it is equivalent to S.
Remark. The terminology here unfortunately conflicts with the common usage of
“curve” to refer to a map from a real interval into C, or into a Riemann surface, or to
the image of such a map. We rely on the context to make clear which use is intended.
As conceived originally by Riemann and Weierstrass, a Riemann surface was the
appropriate domain of definition of a possibly multiple-valued function f , extended
as far as possible
√ by analytic continuation. This is connected to the third example,
with f (z) = z 2 − 1. The general intrinsic concept, due to Weyl [214], is treated
in Section 6.1.
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126 6 General Riemann surfaces
The remainder of the chapter leads part of the way to a general classification of
Riemann surfaces as quotients of S, C, or D by certain equivalence relations. The first
two steps are taken in Section 6.2. The first step is the construction of the universal
cover S u of a Riemann surface S. The second step is the identification of a group G
of automorphisms of S u that correspond to equivalence classes of curves in S that
have a fixed endpoint. Then S itself can be identified with the quotient \S u of S u
by the equivalence relation induced by G.
In Section 6.3, we assume the uniformization theorem. This theorem, which is
proved in Chapter 7, says that any simply connected Riemann surface is equivalent
to one of D, C, or S. The relevance to the preceding discussion is that any universal
cover S u is simply connected. Therefore the group G can be taken to be a (certain
type of) group of linear fractional transformations. The possibilities when S u is C or
S are determined explicitly, and the much more variegated case S u ≡ D is discussed.
U1 = C, U2 = (C \ {0}) ∪ {∞}.
see Exercise 1
The definitions, results, and proofs in Section 1.8 carry over immediately to Rie-
mann surfaces. In particular:
Remark. With suitable modifications, we can define analytic continuation for mero-
morphic functions, and obtain an analogue of Theorem 6.1.1 for a meromorphic
function defined on a coordinate neighborhood. Note that the Riemann sphere S car-
ries no holomorphic functions, but carries many meromorphic functions: the rational
functions.
We begin with some remarks about curves in a Riemann surface S. Again a curve
in S is a continuous map γ from a real interval I = [a, b] into S. The endpoints are
the ordered pair (γ (a), γ (b)). Two curves γ1 and γ2 are taken to be the same if they
differ only by parametrization: γ j : I j → S and γ2 = γ1 ◦ φ, where φ is an injective
increasing map from I2 onto I1 . Two curves γ0 and γ1 with the same domain I are
said to be homotopic if there is a continuous mapping γ : I × [0, 1] → S such that
More generally, two curves are said to be homotopic if they are equivalent to a pair
of curves that are homotopic in this sense. In other words, two curves are homotopic
if one can be continuously deformed into the other. Canonical examples are curves
in the punctured plane S = C \ {0}:
γ2 γ1 0 γ3
In particular, any two constant curves, curves whose range is a single point, are
equivalent; this is a consequence of pathwise connectedness.
The equivalence classes of curves in a Riemann surface S can be given a group
structure. If γ2 starts at the (second) endpoint of γ1 , then after a reparametrization, γ1
followed by γ2 is a curve γ1 · γ2 from the first endpoint of γ1 to the second endpoint
of γ2 . If γ is a curve, let γ −1 denote the curve obtained by reversing the direction of
travel. Then γ · γ −1 is homotopic to a constant curve; Exercise 4 It is easy to check
that (γ1 · γ2 ) · γ3 ∼ γ1 · (γ2 · γ3 ) and that if γ j ∼ γ̂ j , j = 1, 2, then γ1 · γ2 ∼ γ̂1 · γ̂2 .
The equivalence classes form a (non-commutative) group, the fundamental group
H1 (S); Exercise 5.
Suppose that S and S are Rieman surfaces. S is said to be a cover of S if there is
a mapping π : S → S with the property that π is holomorphic, and for each p ∈ S,
there is an open neighborhood U of p such that π −1 (U ) consists of disjoint open sets
each of which is mapped bijectively by π onto U . For example, Figure 1.2 shows a
portion of the domain of the logarithm as a cover of the punctured sphere C \ {0}.
By a lift of a curve γ in S to a curve in a cover S , we mean a curve γ such that
π ◦ γ = γ ◦ π , as in the commutative diagram
6.2 The universal cover 129
γ
S −−−−→ S
⏐ ⏐
⏐
π
⏐
π
γ
S −−−−→ S.
Proof: Suppose that γ is parametrized by the interval [0, 1]. It is easily seen that for t
close to zero there is a unique such lift of the restriction of γ to the interval [0, t]. It is
also easily seen that the set of t such that γ has a unique lift from [0, t] to S is both open
and closed in [0, 1].
Lemma 6.2.2. If curves γ0 and γ1 in S are homotopic, and γ0 , γ1 are lifts to a cover
S that have the same starting point, then γ0 and γ1 are homotopic.
S
p
S γ
p
γ
p
Let [ p, γ ] denote the equivalence class of the pair ( p, γ ). Let S u be the set of all
equivalence classes [ p, γ ]. If p lies in a coordinate neighborhood U of p, any curve
from p0 to p can be extended within U so as to reach p . Extensions of two such
curves will be homotopic if and only if the original curves are homotopic. Therefore
we may sort the coordinate neighborhoods U of p into equivalence classes [U, γ ].
Each equivalence class [U, γ ] can be considered as a coordinate neighborhood U
of p, and any coordinate φ on U induces a coordinate on each [U, γ ]. This gives us
a covering of S u and a corresponding set of mappings φ that satisfy the properties
(a),(b),(c) stated at the beginning of Section 6.1; see Exercise 7. Therefore their union
S u is a Riemann surface. The map
π : [ p, γ ] → p, p∈S (6.2.1)
is a covering map.
Finally, we need to show that S u is simply connected. Let p0 be the equivalence
class of ( p0 , γ0 ), where γ0 is the constant curve at p0 . If γ is a curve from p0 to p,
denote by γ the lift of γ to S u that begins at p0 . Then γ ends at [ p, γ ]; Exercise
11. Suppose that γ1 is a closed curve in S u that begins and ends at [ p, γ ]. It is the
lift to S u , starting at [ p, γ ] of the projection γ1 = π ◦ γ1 in S. Moreover, γ1 · γ is
the lift to S u of γ1 · γ . Since γ1 · γ and γ have the same endpoint, it follows that
γ1 · γ and γ are homotopic. Therefore, γ1 · γ · γ −1 and γ · γ −1 are homotopic. The
former of these last two curves is homotopic to γ1 and the latter is homotopic to a
constant. Therefore the lift γ1 is homotopic to a constant, and we have shown that
S u is simply connected.
[ p, γ p ] in S u , let
Aγ ([ p, γ p ]) = [ p, γ p · γ ]. (6.2.2)
Proof: (a), (c), and (f) are immediate from the definitions.
(b) It follows readily from the definition that Aγ maps a a coordinate neighborhood
of [ p, γ p ] holomorphically to the corresponding coordinate neighborhood of [ p, γ p ·
γ ].
(d) This follows from the fact that γ1 and γ2 are homotopic if and only if γ1 · γ
and γ2 · γ are homotopic.
(e) By (d) Aγ ([ p, γ p ]) = [ p, γ p ] if and only if γ p and γ p · γ are homotopic,
which is the case if and only if γ is homotopic to a constant, which implies that Aγ is
the identity map. Conversely, the identity map fixes every point of S u .
Proof: Suppose that p1 and p2 are distinct points of S. Choose distinct connected
neighborhoods U1 , U2 . Then U j = π −1 (U j ) are disjoint open sets in S u , each of
which is invariant under G. The sets U j themselves are unions of disjoint preimages
U jα of U j , and any element of G permutes these preimages. Therefore the intersection
under the action of an element of G on two such preimages is disjoint if they are
distinct, and is disjoint for all but the identity element if they coincide. The extension
to disjoint compact sets is immediate.
az + b
f (z) = , ad − bc = 1. (6.3.2)
cz + d
This representation is still not unique: we can multiply both numerator and denomina-
tor by −1. In group theoretic terms, this means we are looking at S L(2, C)/{±1}, the
quotient of the group of 2 × 2 complex matrices divided by the subgroup consisting
of ±1, where 1 is the identity matrix. This group is commonly written P S L(2, C).
It inherits a topology from C4 .
Specifically, the results from Chapter 2 are the following.
Proposition 6.3.1. (a) The automorphism group Aut(C) consists of the affine map-
pings f (z) = az + b, a = 0.
(b) The automorphism group Aut(S) consists of all linear fractional transformations
(6.3.1).
(c) The automorphism group Aut(H) consists of the transformations (6.3.2) with
real coefficients a, b, c, d and positive determinant.
In view of Theorem 6.2.4 and the remarks which precede it, we would like to
identify the candidates for cover transformations, as subgroups of the automorphism
group of D, C or S as the case may be.
Proof: Any linear fractional transformation has at least one fixed point in S. Therefore,
by Theorem 6.2.4, there are no non-identity cover transformations and therefore no
non-constant closed curves in S. Therefore the construction of S u simply gives a
bijection.
= {ra + sb : 0 ≤ r, s < 1}
c a+b
Π
−Π c 0
a
Suppose, finally, that the covering manifold for S is the upper half-plane H. If
T is a linear fractional transformation with real coefficients, then the fixed points
come in complex conjugate pairs. Therefore the only candidates for non-identity
cover transformations are those whose fixed points are in R ∪ {∞}. This is true of
the fixed points if and only if c = 0 or (a + d)2 ≥ 4; see Exercise 15. Beyond this, it
134 6 General Riemann surfaces
is not easy to give a simple description of a covering group. Proposition 6.2.5 gives
a necessary condition. A subgroup of Aut(H) is said to be Fuchsian if it is properly
discontinuous. Thus, any group of cover transformations is a Fuchsian group, with
the additional constraint that non-identity elements have no fixed points.
Conversely, it can be shown that any such group G is the group of covering
transformations of a Riemann surface S = G\H. The points of S are equivalence
classes of points of H, where two points z j ∈ H are equivalent if and only if z 2 =
g(z 1 ) for some g ∈ G, i.e. they belong to the same orbit of G. The proof is left as
Exercise 12.
Some standard examples of Fuchsian groups are G 0 = S L(2, Z), the group of
linear fractional transformations (2.1.1) having integer coefficients, and G p , the sub-
group of G 0 consisting of those transformations equal to the identity 1 modulo p, p
a prime, i.e.
There are non-identity elements of G 0 that have fixed points in H, but this is not the
case for the non-identity elements of G p ; see Exercise 17.
Exercises
1. Show that the curve (6.1.1) has a natural structure as a Riemann surface. Hint:
for each finite point (z 0 , w0 ), show that either φ(z, w) = ε(z − z 0 ) or φ(z, w) =
ε(w − w0 ) maps a neighborhood onto D; this leaves (∞, ∞) to be considered.
2. Show that D, C, and S are inequivalent Riemann surfaces.
3. If γ is a curve, show that γ · γ −1 is homotopic to a constant curve.
4. If γ1 , γ2 , γ3 are curves, show that γ1 · (γ2 · γ3 ) ∼ (γ1 · γ2 ) · γ3 .
5. Fill in the details to prove that the equivalence classes of curves in a Riemann
surface S form a group.
6. Show that If S u is a universal cover of S, then it is a cover for any cover S of S.
Show that S u is unique up to equivalence.
7. Show that the set of equivalence classes {[U, γ ]} introduced in the proof of
Theorem 6.2.3 has the properties (a), (b), (c) at the beginning of Section 6.1.
8. Show that the universal cover of the punctured plane C \ {0} can be taken to be
the upper half-plane H. Hint: start with the representation
9. The universal cover constructed in Section 6.2 involves the choice of a point p0 .
Show that the choice of any other point as starting point gives rise to the same
equivalence classes and the same conformal structure.
6.3 Automorphism groups and cover transformations 135
The definitive formulation of the general concept of a Riemann surface, and the basic
theory of such surfaces, go back to Weyl [214]. There are many modern treatments,
e.g. Donaldson [56], Schlag [185]. Farkas and Kra [79] is particularly comprehensive.
Siegel [191], [192] has an efficient treatment of covering spaces and the basics of
automorphic function theory.
Chapter 7
The uniformization theorem
This chapter is devoted to the proof of the uniformization theorem, and a discussion
of its consequences. The theorem says that a simply connected Riemann surface is
biholomorphically equivalent either to the unit disk D (or, equivalently, the upper
half-plane H), the complex plane C, or the Riemann sphere S. As shown in Chapter
6, every Riemann surface has a simply connected cover and is invariant under certain
automorphisms of the cover. Therefore the uniformization theorem opens the way to
a trove of information about general Riemann surfaces.
The first theorem of this type is the theorem known as the Riemann mapping
theorem: a simply connected domain U in C whose boundary consists of more than
one point is biholomorphically equivalent to the unit disk D. Riemann’s argument
assumed that U was a Jordan domain – a domain bounded by a simple closed curve
Γ = ∂ D. On physical grounds, given a point p0 ∈ U there should be a point poten-
tial g = g( p, p0 ): a function harmonic in U \ { p0 } that vanishes on Γ and has a
singularity like log r near p0 , where r ( p) = | p − p0 |. Then g is the real part of a
function f that is holomorphic on U , and the function F = exp(− f ) would map
U biholomorphically onto D. Riemann’s argument was not a proof; see Section 5.5.
However the idea can be made a proof by making more direct use of the solvability
of the Dirichlet problem: see Exercises 13 – 15.
The proof of the Riemann mapping theorem that is usually presented now looks for
F directly as the solution of a certain extremal problem. However one of the standard
approaches to the general problem goes directly back to constructing a harmonic
function u with a singularity – either like log r or like Re (1/z). The particular
version we follow in this chapter is known as the Perron method. In the case of a
singularity like log r , finding a harmonic conjugate v to u and exponentiating u + iv
leads to a conformal map onto D. In the case of a singularity like 1/z, u + iv itself
leads to a conformal map onto C or S.
Sections 7.1 and 7.2 treat the hyperbolic case: S u ∼ = H, singularity like log r .
Sections 7.3 and 7.4 treat the remaining cases: parabolic (S u ∼
= C) and elliptic (S u ∼
=
S).
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R. Beals and R. S. C. Wong, More Explorations in Complex Functions, Graduate Texts
in Mathematics 298, https://doi.org/10.1007/978-3-031-28288-1_7
138 7 The uniformization theorem
In this section we deal with a simply connected open Riemann surface S. It is conve-
nient to introduce some terminology. If p0 is a point of S, a coordinate map z defined
in a neighborhood U of p0 is said to be a standard coordinate at p0 if z( p0 ) = 0
and U contains the set { p : |z( p)| ≤ 1} as a compact subset.. With z understood, we
let Dr = Dr ( p0 ), 0 < r ≤ 1, be the disk { p : |z( p)| < r }. By a coordinate disk in S
we mean any such Dr ( p0 ) 0 < r < 1, always with the assumption that the closure
is compact in S.
A real-valued function u defined in an open subset U ⊂ S is said to be harmonic
if each point p ∈ S has a neighborhood in which u is the real part of a holomorphic
function. This is equivalent to saying that for any coordinate disk D ⊂ U , there is a
real-valued function v such that u + iv is holomorphic in D. Any such function v is
called a harmonic conjugate of u.
As in the case S = C of Chapter 5, a real-valued function v defined in an open
set U ⊂ S is said to be subharmonic if for each coordinate disk D whose closure D
is in U , if u is harmonic in D and continuous on the closure, and v ≤ u on ∂ D, then
v ≤ u in D.
We are now in a position to carry over from Section 5.3 the concept of a Perron
family: a non-empty family F of subharmonic functions such that
(a) if u and v belong to F then so does the maximum u ∨ v;
(b) if u belongs to F , so does each harmonic regularization of u.
The first example that is of interest here is the following. Given p0 ∈ S, let the
family F ( p0 ) consist of all non-negative functions u, subharmonic in the punctured
surface S = S \ { p0 }, such that
(a) u( p) = 0 if p is in the complement of some compact set K (that depends on
u);
(b) u( p) + log |z( p)| is bounded in a coordinate neighborhood centered at p0 .
It is easily seen that it if F ( p0 ) is non-empty, then it is a Perron family. But we have
Then u belongs to F ( p0 ).
Proof. Property (a) is Perron’s principle, and property (b) follows from the fact that
u ≡ 0 belongs to F ( p0 ), together with the strict maximum principle for −g(·, p0 ).
(c) Let h denote the maximum value of g( p, p0 ) for |z( p)| = 1. Given p
with z( p) < 1, choose a sequence {u n } in F ( p0 ) such that u n is nondecreasing
and u n ( p) → g( p, p0 ). Let vn be the harmonic function equal to u n + log |z| at
|z| = 1. By Lemma 5.2.3, u n + log |z| ≤ vn for 0 < |z| < 1. By Theorem 5.2.2,
the vn converge to a function v, harmonic for |z| < 1 and ≤ g for |z| = 1. There-
fore v ≤ v̄, where v̄ is the harmonic function equal to g for |z| = 1. Moreover
v( p) = g( p, p0 ) + log |z( p)|. Since p was arbitrary, g(·, p0 ) + log |z| ≤ v̄. But also
g(·, p0 ) ≥ v, so p0 is a removable singularity.
(d) Let c = inf p g( p, p0 ) and suppose u ∈ F ( p0 ). By assumption, u ≤ 0 ≤ g −
c outside some compact subset. Moreover u + log |z| is bounded in a neighborhood of
p0 . We know that g + log |z| is also bounded near p0 . Therefore, for each ε > 0, (1 −
ε)u ≤ g in a small enough neighborhood of p0 . Since g is harmonic and (1 − ε)u is
subharmonic, this implies that (1 − ε)u ≤ u − c everywhere. Therefore (1 − ε)g ≤
g − c everywhere, so c = 0.
If K is a non-empty subset of S having compact closure, let H (K ) denote the
family of subharmonic functions u defined on S \ K such that 0 ≤ u ≤ 1, and u
vanishes outside some compact set. Let u K = sup{u; u ∈ H (K )}. Then 0 ≤ u K ≤ 1
on the complement of K . If u K is not identically 0 or 1, then K is said to have harmonic
measure u K . Since u K cannot attain its supremum or infimum, it follows that in this
case 0 < u K < 1.
c + (1 + ε) log r ≤ cu r + (1 + ε) log s,
so
1+ε s
c ≤ log on ∂ Ds .
1 − ur r
Taking ε → 0 we get
−1
s
max[v + log |z|] ≤ 1 − max u r log
|z|≤s |z|=s r
on Ds . It follows that sup v, v ∈ {F ( p0 )} is finite for 0 < |z| < s, hence finite every-
where.
Theorem 7.1.8. Suppose that S has a Green’s function at a point p0 . Then S has a
Green’s function at every point of S.
Proof. It follows from Proposition 7.1.7 and Proposition 7.1.6 that every point in a
standard coordinate neighborhood of p0 is the pole of a Green’s function. Therefore
the set of points that can serve as poles of Green’s functions is both open and closed,
hence is all of the connected set S.
Remark. The reason for the terminology “Green’s function” here is that if L is a
linear differential operator, a Green’s function for L is a function G such that
Proof. Let g = g(·, p0 ) be the Green’s function with pole at p0 , and let z be a
standard coordinate at p0 . By Theorem 7.1.2 (c), g + log |z| is harmonic near z = 0.
Let h p0 be a harmonic conjugate defined in D1 , with h p0 (0) = 0. Define f p0 for
|z| < 1 by
f p0 = z exp(−g − log |z| − i h p0 ).
This function is bounded near p0 and the exponential factor has a non-zero limit at
p0 .
Given p = p0 , choose a standard coordinate at p, with p0 ∈
/ D1 ( p). Let h be a
harmonic conjugate for g in D1 . Note that h is unique up to an additive constant,
142 7 The uniformization theorem
Near p1 this is similar to ε log |z|, so it has limit −∞. But by assumption v vanishes
near ∞, so by the maximum principle
Exponentiating,
|F( p)| ≤ |g( p, p1 )| = | f ( p, p1 )|.
But F( p0 ) = − f ( p1 , p0 ), so
| f ( p1 , p0 )| ≤ | f ( p0 , p1 )|.
| f ( p0 , p1 )| = | f ( p1 , p0 )|.
Proof. Parts (a) and (b) follow from Proposition 7.1.6 and Proposition 7.2.2. For (c),
as before we let H (K ) be the Perron family consisting of subharmonic functions v on
S \ K , such that 0 ≤ v ≤ 1, v is not identically 0, and v vanishes outside some com-
pact set. Suppose that u is harmonic in S \ K , 0 ≤ u ≤ 1, and lim sup p→∂ K u( p) = 0.
Then
lim sup[u( p) + v( p)] ≤ 1, lim sup[u( p) + v( p)] ≤ 1.
p→∂ K p→∞
144 7 The uniformization theorem
In place of a Green’s function – a harmonic function with a pole like log (1/r ) in
some coordinate neighborhood of a point p0 – we look for a harmonic function on
S with a pole like Re (1/z).
We could take a corresponding Perron family to be the family of functions v
that are subharmonic on S \ { p0 }, vanish outside some compact set, and such that
v − Re (1/z) is bounded, where z is a standard coordinate at p0 . However it is far
from obvious that there are any such functions. Instead, the basic idea of the proof
is to construct a harmonic function with a singularity at a point p0 by working with
a family of functions defined outside successively smaller coordinate disks centered
at p0 .
Proof. In the compact case, u ρ is simply the solution of the corresponding Dirichlet
problem. If S is not compact, we let G be the family of subharmonic functions on
S \ Dρ that are continuous, bounded above by Re (1/z) at the boundary, and van-
ish outside some compact set. The supremum u ρ is harmonic and bounded above
by Re (1/z). On the other hand, G contains the function v obtained by solving the
Dirichlet problem with value Re (1/z) on ∂ Dρ and 0 on ∂ D1 , extended to be zero
outside ∂ D1 , so u ρ is continuous and has the correct boundary value on ∂ Dρ . Bound-
edness and uniqueness follow from the maximum principle for S \ Dρ , applied to u
and to −u.
Mr (u ρ ) = max u ρ − min u ρ
|z|=r |z|=r
Lemma 7.3.3. Let v be the solution to the Dirichlet problem on D with boundary
values
1, 0 < θ < π;
v(r eiθ ) =
−1, π < θ < 2π.
Then
Proof. Since v(−z) + v(z) = 0 and v is positive for Re z > 0, it is enough to bound
v(z) for Re z > 0. The Poisson integral formula 5.1.6 here becomes
7.3 An analogue of the Green’s function 145
π
1 1 − r2 1 − r2
v(r eiθ ) = − dϕ
2π 0 1 − 2r cos(θ − ϕ) + r 2 1 − 2r cos(θ + ϕ) + r 2
1 2π
(1 − r 2 ) 4r sin θ sin ϕ
= dϕ.
2π 0 (1 − 2r cos(θ − ϕ) + r 2 )(1 − 2r cos(θ + ϕ) + r 2
The integrand is bounded by 4(1 + r )r (1 − r )−3 sin θ sin ϕ. We also know from the
maximum principle that v(z) < 1 for Re z > 0, so integrating gives (7.3.1) with
4r (1 + r )| sin θ |
c0 (r ) = min 1, . (7.3.2)
(1 − r )3
Lemma 7.3.4. Suppose that u is harmonic for r0 < |z| < 1, continuous for r0 ≤
|z| ≤ 1, and constant for |z| = r0 . Let
Then
Mr (u) ≤ c(r ) M1 (u), (7.3.3)
U
z0
0 r 1
z̄0
The next several lemmas are aimed at estimating the mean value and the oscilla-
tion, and therefore the size, of u ρ − Re (1/z). The goal is to show convergence of
u ρ − Re (1/z), as ρ → 0, to a harmonic function with the desired singularity at p0 .
We begin with Green’s identity for functions u, v that are smooth on the closure
of bounded domain U ⊂ S having smooth boundary:
∂u ∂v
[vΔu − uΔv] dm = v −u ds, (7.3.4)
U ∂U ∂n ∂n
where dm is the area measure, ∂/∂n is the outer normal derivative, and ds is arc-
length measure on ∂U . If u and v are harmonic, this becomes
∂u ∂v
v −u ds = 0. (7.3.5)
∂U ∂n ∂n
Proof. Suppose that D1 ⊂ K , where K has compact closure and smooth boundary.
Then each point of ∂ K is regular, so Dr has harmonic measure v in K , namely
the solution of the Dirichlet problem that is 1 on ∂ Dr and 0 on ∂ K . Then (7.3.5)
specializes to
∂u ρ ∂v ∂u ρ ∂v
v − uρ ds = v − uρ ds. (7.3.8)
∂ Dρ ∂n ∂n ∂K ∂n ∂n
We know that ∂ Dr does not have harmonic measure, so as we take larger sets K ⊃ K
the harmonic measures v K for ∂ Dr on K increase to 1 uniformly on K . Replacing
v by v K we find that
∂u ρ
ds = 0.
∂ Dρ ∂n
For the standard coordinate z, this is (7.3.7) at r = ρ. By (7.3.6), the integral in (7.3.7)
is independent of r .
7.3 An analogue of the Green’s function 147
Lemma 7.3.6. The mean value of u ρ over any circle {z : |z| = r }, 0 < r < 1, is
zero.
Now Mr (Re (1/r )) = 2/r , and the maximum principle implies that M1 (u ρ ) ≤
Mr (u ρ ). Therefore
2 2
M1 (u ρ ) − ≤ Mr u ρ − Re
r z
2
≤ c(r ) M1 u ρ − Re
z
≤ c(r ) [M1 (u ρ ) + 2].
By Lemma 7.3.6, the mean value of u ρ − Re (1/z) over a circle is zero. It follows
that
1 1
min u ρ − Re ≤ 0 ≤ max u ρ − Re .
|z|=r z |z|=r z
148 7 The uniformization theorem
and so
max |u ρ − u ρ | ≤ C2 c1 (r ), ρ, ρ < r < r1 . (7.3.14)
|z|=r
By the maximum principle, (7.3.14) is also valid outside Dr1 . It follows that u ρ
has limit u as ρ → 0, uniformly on the complement of any neighborhood of p0 .
Moreover (7.3.13) and (7.3.14) imply that as r → 0,
1
max u − Re = o(r ), max u ρ − u = o(r ).
|z|=r z |z|=r
This function may be continued along any curve in S by adjusting the additive
constant along an overlapping chain of coordinate neighborhoods that cover the
curve. As in the hyperbolic case, simple connectedness tells us that, starting from
D1 ( p0 ), f has a unique analytic continuation to all of S.
In the previous standard neighborhood of p0 we can take z = −i z as our standard
coordinate and construct the analogous function f , with an expansion
i
f ( p) = + az + . . . . (7.4.2)
z
Proposition 7.4.1. Let f and f be the functions constructed above with expansions
(7.4.1) and (7.4.2). Then f − i f is constant.
Proof. Near p0 we work in a standard coordinate chart. Since f and f each have
a simple pole at 0, it follows that if ρ is small enough, and p1 ∈ Dρ , then f takes
the value f ( p1 ) exactly once in Dr , and the same is true for f . It will be useful to
choose p1 so that we also have f ( p) = f ( p1 ) for p in the complement of Dρ .
To accomplish this, choose M so that
1 1
F( p) = , F( p) = (7.4.3)
Re f ( p) − M Re f ( p) − M
are holomorphic except for simple poles at p1 , and vanish at 0. Therefore near p1
they have expansions
A A
F( p) = + B + O(z − z 1 ), F( p) =
+ B + O(z − z 1 ).
z − z1 z − z1
(7.4.4)
Then G = AF − A F is holomorphic on S. On the complement of Dρ ,
C C
|G( p)| ≤ C(|F( p)| + | F( p)|) ≤ + ,
Re F( p1 ) − M Re F( p1 ) − M
A[ f ( p) − f ( p1 )] − A[ f ( p) − f ( p1 ) = C1 [ f ( p) − f ( p1 )][ f ( p) − f ( p1 )].
Since the left-hand side has at most a simple pole at p0 , it follows that C1 = 0. The
expansions (7.4.1) and (7.4.2) show that A = −i A, so
f ( p) = i f ( p) + [ f ( p1 ) − i f ( p1 )].
But the expansions (7.4.1) and (7.4.2) show that the term in brackets is zero.
Proof. Let F be the function of (7.4.3). Then F and f ( p; p1 ) are both meromor-
phic in S with a simple pole at p1 and bounded outside any neighborhood of p1 .
Therefore F( p) = a f ( p; p1 ) + b, where a and b are constants. Since F is a linear
fractional transformation of f ( p; p0 ), it follows that f ( p; p1 ) is a linear fractional
transformation of f ( p; p0 ). This is true for any p1 in Dρ . Continuing this argument
along an overlapping chain of neighborhoods, we find that each f ( p; q) is a linear
fractional transformation T = Tq of f ( p; p0 ).
Suppose now that f ( p1 ; p0 ) = f ( p2 ; p0 ). Choose T so that f ( p; p2 ) =
T f ( p; p0 ). Then
f ( p1 ; p2 ) = T f ( p1 ; p0 ) = T f ( p2 ; p0 ) = f ( p2 , p2 ) = ∞.
Theorem 7.4.3. (Uniformization: the parabolic and elliptic cases) A simply con-
nected parabolic or elliptic Riemann surface is biholomorphically equivalent to C
or S, respectively.
Exercises
{u ◦ Φ −1 : u ∈ F }
{u ◦ Φ −1 : u ∈ F ( p0 )} = F (Φ( p0 )).
1
u + iu ∗ +
(z − z 0 )
m
λ j a jk = 0, k = 1, 2, . . . , m
j=1
has only the trivial solution all λ j = 0. Hint: consider the real and imaginary
parts separately.
(b) Show that there is a linear combination of u ∗ above and the u j such that
m
u∗ + λju j
j=1
The formulation and proof of the uniformization theorem involved many of the
leading analysts of the late 19th and early 20th centuries, including Schwarz, Klein,
Poincaré and Koebe. This history is summarized, and an alternative proof is sketched,
in Abikoff’s Monthly article [2]; see also the discussion in §20 of Weyl [214]. Gray
[92] has a detailed history of the proof, with discussion of the work of the previously
mentioned authors as well as Osgood, Carathéodory, Bieberbach, and others. The
theorem is covered in most texts on Riemann surfaces; see the references at the end
of Chapter 6. Our presentation here mainly follows Ahlfors [7].
Chapter 8
Quasiconformal mapping
© The Author(s), under exclusive license to Springer Nature Switzerland AG 2023 153
R. Beals and R. S. C. Wong, More Explorations in Complex Functions, Graduate Texts
in Mathematics 298, https://doi.org/10.1007/978-3-031-28288-1_8
154 8 Quasiconformal mapping
8.1 Quadrilaterals
see Exercise 3. In view of this, it is easily seen that any quadrilateral is conformally
equivalent to a rectangle, as illustrated in Figure 8.1.
Q R b
b
a a
Fig. 8.1 A quadrilateral and a conformally equivalent rectangle.
8.1 Quadrilaterals 155
We have shown, in effect, that any quadrilateral Q has a canonical image with
vertices 0, a, a + bi, bi for some choice of a, b. We will also refer to a canonical
image of Q as a model of Q With Proposition 8.1.1 in mind, and abusing notation a
bit, we note that for a rectangle whose a-sides have length a and whose b-sides have
length b, the similarity class is determined by the ratio a/b. In general, the module
m(Q) of a quadrilateral Q is defined to be a/b, where a and b are the appropriate
side lengths of a model of Q. The module is, by definition, a conformal invariant.
By changing the numbering of the vertices of Q, we can convert to a quadrilateral
Q ∗ whose a-sides are the b-sides of Q. Clearly,
1
m(Q ∗ ) = . (8.1.3)
m(Q)
L(ρ)2
m(Q) = sup , (8.1.4)
ρ A(ρ)
where ρ runs through the non-zero functions that are non-negative on Q and have
finite integral
A(ρ) = ρ(x + i y)2 d x d y,
Q
so
b L(ρ) ≤ ρ d x d y,
R
Thus, the expression on the right-hand side of (8.1.4) is ≤ a/b = m(Q). Conversely,
returning to R with ρ = 1, it is clear that we obtain equality in (8.1.4).
Equality holds if and only if the image of κ in any model R of Q is a vertical line
segment.
Proof: It is enough, once again, to work directly with a model with side lengths a, b.
By the remark, we may work with ρ = 1. Let l1 be the minimal distance from κ to
the left side of R and l2 the minimal distance to the right side of R. Then the area
A j = A(Q j ) is ≥ l j b, with equality if and only if κ is a vertical segment. Then
l12 l2 l2 l2 l1 + l2 a
m(Q 1 ) + m(Q 2 ) = + 2 ≤ 1 + 2 = ≤ ,
A1 A2 l1 b l2 b b b
The assumptions of the following useful lemma are illustrated in Figure 8.2.
8.2 Quasiconformal mappings 157
a
b
Q β
b
a
α
Fig. 8.2 Estimating the module of Q from below.
Proof: Define ρ on Q to be 1 between the vertical strips and zero elsewhere. Then
L(ρ) ≥ α and A(ρ) ≤ αβ, so m(Q) ≥ α 2 /αβ.
We say that a sequence of quadrilaterals {Q n } converges uniformly to a bounded
quadrilateral Q if for each ε > 0, n ≥ n(ε) implies that each a side of Q n lies in
an ε neighborhood of the corresponding a side of Q, and the same for the b sides.
Consequently, Q n lies in an ε neighborhood of Q and conversely.
Theorem 8.1.5. If the sequence of quadrilaterals Q n ⊂ Q converges uniformly to
the bounded quadrilateral Q, then
We can now define the subject of this chapter. A homeomorphism f from a domain
Ω ⊂ C to a domain Ω ⊂ C is K -quasiconformal, K < ∞, if for each quadrilateral
Q ⊂ Ω whose boundary in contained in Ω,
m( f (Q)) ≤ K m(Q).
1
m(Q) ≤ m( f (Q)) ≤ K m(Q). (8.2.1)
K
158 8 Quasiconformal mapping
Proof: (a) and (c) follow from (8.2.1), while (b) is obvious. The first part of (d) is
clear, since a conformal map preserves modules.
Conversely, suppose that f is 1-quasiconformal. It is enough to show that it is
conformal on each quadrilateral Q to f (Q), and by composing with conformal maps,
we may reduce to the case of a 1-quasiconformal map g that maps a model R to a
model R . Since R and R have the same module, we may take R = R and assume
that the lower side of R is the interval [0, a]. Given 0 < x < a, let γ be the vertical
segment from a to a + ib and let κ = g(γ ). An application of Proposition 8.1.3
shows that κ must also be a vertical segment – in fact the same vertical segment. Thus,
Re g(x + i y) = x. The same argument applied to horizontal segments implies that
Im g(x + i y) = y. Thus, f , composed with certain conformal maps, is the identity.
It follows that f is conformal.
We now pass to some consequences of the approximation in Lemma 8.1.4 and
Proposition 8.1.3.
a − ε ) ≤ K m(R).
≤ m( R
b
increases to R, this shows that a /b ≤ K · a/b.
As R
Proof: From conformal invariance and the proof of Theorem 8.2.2, we may replace
any quadrilateral in Ω by a smaller quadrilateral. The smaller quadrilateral intersects
γ in a finite set of disjoint analytic arcs. Thus, we may reduce the problem to two
rectangles R and R , and we may reverse the viewpoint and take γ in R to be analytic.
It is enough to remove subarcs of γ ∩ R one at a time. If such a subarc is contained
in a vertical line, then Proposition 8.1.3 allows us to remove that line and reduce
8.2 Quasiconformal mappings 159
the problem to consideration of each of the two resulting rectangles. Continuing this
process, we may remove all such arcs and assume that γ ∩ R can be decomposed
into arcs that intersect each vertical line at most once. Passing vertical lines through
each endpoint of such an arc allow us to invoke Proposition 8.1.3 again, and reduce
to the case that γ runs from one vertical side of R to the other.
Under this assumption, divide R into vertical strips R j , which are divided into
parts Q j1 , Q j2 by γ . These are the images of Q j1 , Q j2 in R, with moduli m j1 , m j2 .
From Proposition 8.1.2
1 b2j1 1 b2j2
≥ , ≥ , (8.2.2)
m j1 A j1 m j2 A j2
where A j1 , A j2 are the areas and b j1 , b j2 are the shortest distances from γ to the
horizontal sides of R. If the strips Q j are narrow enough, b2j1 + b2j2 ≥ (b − ε)2 ,
where a, b are the horizontal and vertical side lengths for R. Then (8.1.6) gives
1 1 b2j b2j
+ ≥ 1 + 2
m j1 m j2 A j1 A j2
b2j1 + b2j2 (b − ε)2
≥ ≥ .
A j1 + A j2 A j1 + A j2
But also
1 1 1 1 1 1
≥ + ≥ + ,
m j m j1 m j2 K m j1 m j2
so
A j1 + A j2
m j ≤ K .
(b − ε)2
Therefore
A j1 + A j2 ab
m = m j < K ≤ K ,
j j
(b − ε) 2 (b − ε)2
1
m( f n (Q n )) ≤ m(Q n ) ≤ K m( f n (Q n ))
K
carry over to f .
f (x + i y) = u(x, y) + iv(x, y)
where u and v are real-valued and have continuous first partial derivatives. Let
∂f 1 ∂f ∂f ∂f 1 ∂f ∂f
p = = −i , q = = +i .
∂z 2 ∂x ∂y ∂ z̄ 2 ∂x ∂y
u x = Re ( p + q), u y = Im (q − p),
vx = Im ( p + q), v y = Re ( p − q). (8.3.1)
Since we are assuming that f preserves orientation, we have that |q| < | p| at each
point of Ω. Let us consider a uniform condition
∂f ∂f
|q| = ≤ k | p| = k in Ω, (8.3.3)
∂ z̄ ∂z
Proof: We show first that K ≤ sup D(z). The dilatation quotient is a conformal
invariant, so we may consider a model rectangle R with side lengths m, 1 mapped by
g onto a model rectangle R with side lengths m , 1, where g has dilatation quotient
≤ K at each point. By (8.3.2),
162 8 Quasiconformal mapping
1 1
Jg = (| p| + |q|)(| p| − |q) ≥ (| p| + |q|)2 ≥ |gx |2 .
K K
A calculation shows that these directions are at right angles. As before, we may
reduce to the case z = 0, and g(0) = 0, where g is the transplanted map, and we may
take dα = dx , dβ = d y . Then for sufficiently small ε > 0, ε R will lie in the domain
of the transplanted map g. For any z = x + i y ∈ ε R,
By assumption, gx (0) and g y (0) are positive, so for some constant c the strip
c ε2 gx (0) ≤ x ≤ gx (0)ε − c ε2
−c ε2 ≤ Im g(ε R) ≤ g y (0)ε + c ε2 .
1+k f z̄ (z)
K (Ω) = , k = sup . (8.3.10)
1−k z∈Ω f z (z)
The following result could be deduced from Theorem 8.3.1 and earlier results,
but a direct proof is simpler.
Proposition 8.3.3. The dilatation quotient D f (z) of a regular map f is the same as
the dilatation quotient of the inverse map at f (z).
Proof: Denote f (z) by ζ . The identity dζ = pdz + qd z̄ and its complex conjugate
can be solved for dz to obtain
p̄dζ − qd ζ̄
dz = , (8.3.11)
| p|2 − |q|2
see Exercises 12 – 14. The annulus A is called a canonical image of B. The annulus
A itself is, up to the segment [r1 , r2 ], the bijective image under the exponential map
of the rectangle
R = R(r1 , r2 ) = {(x + iθ ) : 0 < θ < 2π, log r1 < x < log r2 }. (8.4.2)
Note that we are considering the segments with fixed r to be joining the a sides of
this rectangle, so the identity in Proposition 8.4.1 below takes the opposite form from
Proposition 8.1.2.
The rectangle has module m(R) = log(r2 /r1 )/2π . We follow custom and nor-
malize by setting
r2
m(B) = log . (8.4.3)
r1
where ρ runs through the non-zero functions that are non-negative on B and have
finite integral
A(ρ) = ρ(x + i y)2 d x d y,
B
over closed rectifiable curves γ in B that separate the two components of the com-
plement of B.
Proof: It follows from the remarks above that there is a conformal map g from a
rectangle (8.4.2) onto B, minus an analytic arc.
If γ is a curve as above, then γ = γ ◦ g is a curve that joins the b sides of
R, and conversely. With the convention that for ζ = u + iv ∈ R we have g(ζ ) =
z = x + i y ∈ B, then |dz| = |g (ζ )||dζ | and d x d y = |g (ζ )|2 du dv. Thus, if we set
(ζ ) = ρ( f (ζ ))|g (ζ )|, then
ρ
ρ
(ζ )|dζ | = ρ(z)|dz|; ρ
(ζ )2 du dv = ρ(z)2 d x d y.
g γ R B
The next result gives another upper bound for the module of a ring domain.
Proposition 8.4.2. If B is a ring domain that encloses the origin, then
1 dx dy
m(B) ≤ . (8.4.6)
B |z|
2π 2
Proof: We use the notation of the proof of Proposition 8.4.1. Thus, g : R → B and
dx dy 1 |g |2
= du dv. (8.4.7)
B |z|2 2π R |g|2
8.4 Ring domains 165
Now for fixed u, the integral of g /g is the change in the argument of g(u, ·), so
2π
g (u, v)
dv = 2π. (8.4.8)
0 g(u, v)
Therefore
g r2
du dv = 2π log = 2π m(B). (8.4.9)
R g r1
Moreover, if B is an annulus centered at the origin, then equality holds only if the
Bn are also annuli centered at the origin, and their union is dense in B.
In particular, the module of ring domains that enclose the origin is strictly increas-
ing with respect to set inclusion.
1
m(B) ≤ m(B ) ≤ K m(B), B = f (B). (8.4.11)
K
2π 2π
= m(B1 ) + m(B2 ) ≤ K [m(A1 ) + m(A2 )] = K
m(B ) m(B)
We consider now a question studied by Grötzsch [94]: what is the maximum module
of a ring domain that separates a Jordan curve γ from two distinct points that lie on
one component of the complement of γ . By a conformal map of the component that
contains the two points, we may assume that γ is the boundary of the unit disk D and
that the two points are 0, r , 0 < r < 1. Grötzsch showed that the maximal modulus
is attained by Grötzsch’s extremal domain: the complement in the unit disk of the
segment [0, r ].
As we shall see, questions of this type are important for the understanding of the
possible behaviour of a quasiconformal map. Questions about the extend to which a
K -quasiconformal map can change the distance between two points can be attacked
by looking at separation problems of this type, and using the maximum modulus of
a separating ring in order to calculate an upper bound to the distortion or to a Hölder
continuity norm.
0 r
In order to consider the domain in Figure 8.3 as a ring domain, we need to extend
the definition to allow the complement of the domain to consist of sets that may
have empty interior. Specifically, we allow any domain B∞ that is the union of an
increasing sequence of ring domains {Bn }, and take m(B∞ ) = limn→∞ m(Bn ).
8.5 Extremal ring domains 167
Theorem 8.5.1. The domain B indicated in Figure 8.3 has the greatest module of
any ring domain that separates the points 0 and r , 0 < r < 1, from the unit circle
∂D.
Proof: Consider Q, the upper half of B, as a quadrilateral with vertices (0, r, 1, −1).
Given R > 1, consider the upper half of the annulus A(1, R) to be a quadrilateral
Q R with vertices (1, R, −R, −1). There is a unique conformal map f of B onto
Q R that takes the ordered triple (0, r, 1) to (1, R, −R). If we choose R so that
m(Q R ) = m(Q), then the map takes −1 to itself, and thus is a conformal map from
Q to Q R as quadrilaterals. Extend f to D by reflection across the real axis. This
conformal image has the same modulus, so R = eμ , μ = μ(B). Now suppose that
γ is any curve that separate 0 and r from the unit circle. Then the portions of γ in
the upper and lower halves of the disk must meet both intervals (−1, 0) and (r, 1),
so the length of f (γ ) is at least 2π . The result follows from Proposition 8.4.1 and
the remark that follows it.
The module of Grötzsch’s domain B = B(r ) is commonly denoted by μ(r ).
We turn next to three similar problems, in the formulation given by Ahlfors [5].
Consider a ring domain A in the plane whose complement consists of a bounded
region C1 and an unbounded region C2 . What is the maximum modulus of A in the
three cases?
I. (Grötzsch) C1 = D, C2 = {R}, R > 1.
In this case inversion z → 1/z sends the problem into the one in Theorem 8.5.1 with
r = 1/R and extremal domain
B I = {z : |z| > 1, z ∈
/ [R, ∞)}.
BI BII BIII
w
λ
0 1 R −1 0 P 0
w̄
Proof: Consider the circle Γ with center −1 and radius ρ√> 1. Reflection through
this circle maps 0 to ρ 2 − 1. Therefore if we choose ρ = P + 1, Γ separates the
plane into two components, each of which is conformally equivalent to Grötzsch’s
domain in Figure 8.3, with r = 1/ρ. Map one of these components conformally
onto an annulus centered at the origin. Reflection maps the other component onto
an annulus centered at the origin, so altogether B I I is mapped conformally to the
union of these two annuli, together with the circle that separates them. By √Corollary
8.4.3, the module of the union is the sum of the moduli, which is 2μ(1/ P + 1).
This proves the statement about the module m I I (P).
To show that B I I is extremal, suppose that A is a ring domain that separates {0, 1}
from P > 0. Let f be the conformal map of B I I onto the annulus that was constructed
in the previous paragraph. As in the proof of Theorem 8.5.1, we conclude that the
module of A is at most m I I (P).
Teichmüller considered the general problem of a ring domain that separates two
distinct points of the sphere S from two other distinct points. We may normalize
and consider the case of separating {0, z 1 } from {z 2 , ∞}. The proof depends on two
results from Chapter 4.
Theorem 8.5.3. If the ring domain A separates 0 and z 1 from z 2 and ∞, then
|z 1 |
m(A) ≤ 2μ √ . (8.5.2)
|z 1 | + |z 2 |
Proof: Let C2 be the component of the complement of A that contains {z 2 , ∞} and let
ϕ be the conformal map from the complement Ω of C2 onto D, for which ϕ(0) = 0
and ϕ(z 1 ) = ζ1 > 0. Then the function
4|z 2 |ϕ(z)
g(z) = −
(1 − ϕ(z))2
maps Ω conformally onto the plane, slit along the real axis from |z 2 | to ∞. The
domain A is mapped onto a ring domain A that separates |z 2 | and ∞ from 0 and
g(z 1 ),
4|z 2 |ζ1
g(z 1 ) = − < 0.
(1 − ζ1 )2
8.5 Extremal ring domains 169
By Theorem 8.5.2,
−4g(z 1 )
m(A) = m(A ) = μ . (8.5.3)
−g(z 1 ) + |z 2 |
|(ϕ −1 ) (0)|ζ1
|z 1 | = |ϕ −1 (ζ1 )| ≤ . (8.5.4)
(1 − ζ1 )2
Theorem 8.5.4. (Mori) The extremal domain for Question III is B I I I in Figure 8.4.
The module is
√ √ √
1 (2 + 4 − λ2 )2 4 + 2λ + 4 − 2λ
m I I I (λ) = m I I = mI . (8.5.6)
2 λ2 λ
Proof: Let A be a ring domain that separates {z 1 , z 2 } from 0. The idea of the proof is
to convert this to case (II).
√
There are two single-valued branches of the square root, ± z, defined in the
complement of the unbounded component C2 . The pre-image in the ζ plane of
C2 separates the two components of the pre-image of C1 . We choose square roots
√ √
ζ1 = z 1 and ζ2 = z 2 . Let ϕ be the linear fractional transformation
ζ + ζ1 ζ1 + ζ2
ϕ(ζ ) = · ,
ζ − ζ1 ζ1 − ζ2
Since
|z 2 + z 1 |2 = 2(|z 2 |2 + |z 1 |2 ) − |z 2 − z 1 |2 ≤ 4 − λ2 , (8.5.8)
170 8 Quasiconformal mapping
√ 2
2+ 4 − λ2
P = −u ≤ 2
. (8.5.9)
λ2
Equality holds in (8.5.8) if and only if |z 1 | = |z 2 | = 1 and |z 2 − z 1 | = λ. Note
that in this case the ±ζ j all lie on the unit circle, so their images under ϕ lie on R.
Therefore ϕ maps the circle to R. For equality to hold in (8.5.9) we need
2 + |z 1 + z 2 | = 2 + 4 − λ2 = |(ζ1 + ζ2 )2 |
= |z 1 | + |z 2 | + ζ1 ζ2 + ζ 1 ζ2 .
This is only possible if z 1 + z 2 and the term ζ 1 ζ2 and its conjugate all lie on the same
line, which must be R. This, in turn, implies that z 1 = z̄ 2 and that each of the other
terms is ±1, according to the sign of z 1 + z 2 . If A = B I I I and we take ζ1 = −z̄ 2 ,
then all these conditions are fulfilled, equality holds in (8.5.9), and the image of A
is B I I . Therefore m I I I is extremal for Mori’s problem and
1
m I I I (λ) =
m I I (P);
2 √ √ √
(2 + 4 − λ2 )2 ( 4 + 2λ + 4 − 2λ)2
P= = − 1.
λ2 λ2
In view of (8.5.1), this proves (8.5.6).
One standard notation for the modules of these domains is used in Künzi [127].
With our normalization of ring modules, it is
The module calculations above can be translated into relations for these functions:
√
Ψ (P) = [Φ( P + 1)]2 ; [Φ(R)]2 = Ψ (R 2 − 1) (8.5.13)
and
√
2+ 4 − λ2 4P
X (λ) = Ψ ; Ψ (P) = X √ . (8.5.14)
λ P +1
8.5 Extremal ring domains 171
This last identity can be converted to a functional equation for Grötzsch’s module
function μ: √
2 r
μ(r ) = 2μ . (8.5.17)
1+r
√
This can be written in an equivalent form by solving r1 = 2 r /(1 + r ) for r :
√
1 (1 − 1 − r 2 )2
μ(r ) = μ . (8.5.18)
2 r2
The function χ (z) = (z + z −1 )/2 maps the annulus A = A(1, ρ) conformally onto
the ellipse E ρ with semi-axes (ρ ± ρ −1 )/2, slit along [−1, 1]; see Exercise 19. This
ellipse contains B if ρ − ρ −1 > 2R, which is true if ρ = 4/r . The ellipse is contained
in B if ρ + ρ −1 ≤ 2R, and since 1/(2R − r ) < r , this is true if
172 8 Quasiconformal mapping
√
(1 + 1 − r 2 )2
ρ = 2R − r = .
r
Then √
π K ( 1 − r 2)
μ(r ) = . (8.5.22)
2 K (r )
Proof: As in the proof of Theorem 8.5.1, we begin with the map f from Q, the
upper half of D, to the upper half of the annulus A(1, eμ ), where μ = μ(r ), that
takes (0, r, 1, −1) to (1, eμ , −e−μ ). Let g = e−μ f , so g maps Q to the annulus
A(e−μ , 1). Then g can be continued across the upper boundary of Q, giving a map
of H onto the annulus A = A(e−μ , eμ ); see Figure 8.5.
g
Q
0 r 1 e−µ 1 eµ
√ √
The change of variables x → 1 − k 2 x 2 / 1 − k 2 shows that
K (k) = K (k ), k = 1 − k2. (8.5.26)
Therefore
√ the rectangles (8.5.24) and (8.5.25) will coincide if we take k = r , so
k = 1 − r 2 . Then
√
K ( 1 − r 2)
m(Q 1 ) = m(Q 2 ) = m(Q 3 ) = ,
K (r )
The formula (8.5.22) gives an alternative way to derive the functional equation
(8.5.17) and asymptotics like (8.5.19). For the functional equation, see Exercise 20;
for asymptotics, see Exercises 21 – 23.
174 8 Quasiconformal mapping
supθ | f (r eiθ )|
≤ c(K ). (8.6.1)
inf θ | f (r eiθ )|
Proof: For a given r , let z 1 and z 2 be the points on the circle of radius r centered
at 0 at which f attains its minimum and maximum values, respectively. Let A be
the annulus A(|z 1 |, |z 2 |), and let A = f −1 (A ). Then the annulus A separates the
set {0, z 1 } from {z 2 , ∞}. Theorem 8.5.2, the monotonicity of the function μ, and
(8.5.27) imply
|z 1 − z 2 | 1
m(A) ≤ 2μ √ ≤ 2μ √ = π.
2(|z 1 | + |z 2 |) 2
Proof: Slit the disk along the segment from 0 to z. The slit disk has module μ(|z|),
and its image under f has module ≤ μ(| f (z)|). Therefore
which is (8.6.2).
It can be shown that equality in (8.6.2) can be attained if f (D) = D; see Exercise
24.
The next step is to estimate the distortion function ϕ K .
Proof: Suppose 0 < r < r < 1. The Grötzsch domain Br contains the annulus A =
A(r/r , 1) and the ring domain
But (8.5.19) shows that log(4/r ) − μ(r ) is positive for 0 < r < 1, so
1 4 4
log − μ(r ) ≤ log − μ(r ). (8.6.4)
K r r
Combining Propositions 8.6.3 and 8.6.4 with a local change of scale, we get an
important regularity result for quasiconformal maps.
Theorem 8.6.6. If f : Ω → Ω is K -quasiconformal, then f is locally Hölder con-
tinous with exponent 1/K , i.e. for each z 0 in Ω there are constants δ > 0 and C such
that if |z j − z 0 | < δ, j = 1, 2, then
| f (z 1 ) − f (z 2 )| ≤ C |z 1 − z 2 |1/K . (8.6.7)
The next step is a more precise but more specialized result on Hölder continuity.
Theorem 8.6.7. Suppose that f is a quasiconformal map of D onto itself with max-
imal dilatation K , and f (0) = 0. Then f satisfies a Hölder continuity condition: if
z 1 , z 2 ∈ D, then
| f (z 1 ) − f (z 2 )| ≤ 16 |z 1 − z 2 |1/K . (8.6.8)
Now suppose that |z 1 + z 2 | > 1, and, for the moment, assume that f extends to
the boundary of D. Then we may extend f to C by reflection across the unit circle.
The annulus
z1 − z2 z1 + z + z2 1
A = z : < z− <
2 2 2
has module m(A) = log(1/|z 1 − z 2 |). Since |z 1 + z 2 | > 1, both 0 and ∞ are in the
unbounded component of the complement of A. The points z j belong to the closure
A, so A = f (A) separates f (z 1 ) and f (z 2 ) from 0 = f (0) and ∞ = f (∞). Let
λ = | f (z 1 ) − f (z 2 )|. By Theorem 8.5.4, we have
√ √
≤ mI 4 + 2λ + 4 − 2λ 4
m( A) ≤ mI . (8.6.9)
λ λ
Now m I (R) = μ(1/R), so Proposition 8.5.5 implies that the estimate (8.6.9) gives
≤ log(16/| f (z 1 ) − f (z 2 )|). Thus,
m( A)
1 ≤ log 16
log ) = m(A) ≤ m( A) ,
|z 1 − z 2 | | f (z 1 ) − f (z 2 )|
8.7 Quasisymmetry and quasi-isometry 177
which is (8.6.8).
To complete the proof, we must drop the assumption that the map f continues
to the boundary. Let fr (z) = f (r z), 0 < r < 1. The image fr (D) may be mapped
conformally onto D by a unique map gr that satisfies gr (0) = 0, gr (0) > 0. The gr
are a family of holomorphic functions to D whose domains increase to fill D. Some
subsequence converges uniformly on compact subsets of D to an automorphism of
D. The conditions on gr imply that this automorphism is the identity. Therefore the
gr themselves converge to the identity.
It follows from Theorem 8.6.6 that the boundary of fr (D) is a Jordan curve, so gr
is continuous to the boundary by Theorem 2.6.1. Therefore each K -quasiconformal
map gr ◦ fr is continuous to the boundary and satisfies estimates (2.8.1). The fr
converges pointwise to f ; it follows from this and the convergence of gr that f itself
satisfies (2.8.1).
The Hölder exponent α = 1/K cannot be improved, in general; see Exercise 27.
Remark. The estimate (2.8.1) shows that f is uniformly continuous in D. It
follows that it extends continuously to the boundary. In other words, once we have
assumed that it extends, then we have the means to prove that it does. Note also that
f −1 is also K -quasiconformal and extends to the boundary, so the extensions are
bijective from D to itself.
Proof: Extend f by
1
f (z) = − = r ◦ f ◦ r (z), |z| > 1,
f (−1/z̄)
where r is the composition of the linear fractional transformation z → 1/z with the
orientation-reversing map z → z̄. Therefore f is K -quasiconformal on the exterior
region. It agrees with the original f on the unit circle. By Theorem 8.2.3, f is
K -quasiconformal on C.
1 h(x + t) − h(x)
≤ ≤ M. (8.7.1)
M h(x) − h(x − t)
We shall see that this condition characterizes the boundary values in question. The
first half of this characterization is:
Proof: Suppose that x1 < x2 < x3 are three points on R, with images
x j = h(x j ).
Consider the quadrilaterals
Q = H(∞, x1 , x2 , x3 ), = H(∞,
Q x1 ,
x2 ,
x3 ) = f (Q)
the estimate (8.7.2) implies an estimate of the form (8.7.1), where M depends only
on K .
We take H (M) to be the set of quasisymmetric functions h that satisfy the nor-
malization conditions
h(0) = 0, h(1) = 1.
Beurling and Ahlfors [26] showed that each h in H (M) is the boundary value of a
K -quasiconformal map of H onto H. We follow the (much simpler) argument given
in [132] and [131].
Lemma 8.7.2. The family H (M) is a complete normal family on R.
Lemma 8.7.3. For any bounded interval [a, b] ⊂ R and any ε > 0, there is a δ > 0
such that if h ∈ H (1 + δ), then x ∈ [a, b] implies |h(x) − x| < ε.
Proof: Suppose that for some ε > 0 there is a sequence of functions h n ∈ H (1 + 1/n)
and a sequence of points xn ∈ [a, b] such that |h n (xn ) − xn | ≥ ε. By Lemma 8.7.2,
H (2) is a normal family, so there is a subsequence of {h n } that converges uniformly
on [a, b]. The limit is in H (1), so it is the identity.
180 8 Quasiconformal mapping
Proof: Define
1 1 i 1
f (x + i y) = [h(x + t y) + h(x − t y)] dt + [h(x + t y) − h(x − t y)] dt.
2 0 2 0
(8.7.4)
Then f |R = h. Note that if h is the identity map on R, the extension is the identity
map on C.
For y = 0, let
1
1 x+y
α(x, y) = h(x + t y) dt = h(ξ ) dξ ;
0 y x
1 x
1
β(x, y) = h(x − t y) dt = h(ξ ) dξ.
0 y x−y
Then
f (x + i y) = u(x, y) + iv(x, y) = 1
2
(α + β) + 21 i(α − β), y = 0.
Clearly, α and β are C 1 on C \ R. Moreover, α(x, −y) = β(x, y), from which it
follows that
f (z̄) = f (z). (8.7.5)
Since h is strictly increasing, f maps the upper half plane H into itself, and the lower
half-plane into itself. We concentrate for now on H: y > 0.
Note that α and β represent the mean value of h over the intervals [x, x + y] and
[x − y, x], respectively. Since h is strictly increasing, this implies that
where J f is the Jacobian. Therefore the right side of (8.7.8) will follow from
Once again we assume that (8.7.9) is false, and choose a sequence of normalized
k-quasisymmetric functions h n that converge uniformly on compact sets to a k-
quasisymmetric function h, such that the Beurling–Ahlfors extensions f n satisfy
J fn (i)
→ ∞. (8.7.10)
(Im f n (i))2
f z̄ (z)
≤ k, (8.8.1)
f z (z)
where k < 1 is a constant. The argument in Section 8.1 shows that at any point where
the derivative of f exists and satisfies (8.8.1), the dilatation of f at that point is K (z) ≤
(1 + k)/(1 − k). Therefore, if f : Ω → Ω is a C 1 homeomorphism that satisfies
(8.8.1) at each point, then f is K -quasiconformal, with K ≤ (1 + k)/(1 − k).
Let us rewrite (8.8.1) in the form of a differential equation, of a type known as a
Beltrami equation:
∂f ∂f
= μ(z) , |μ(z)| ≤ k < 1. (8.8.2)
∂z ∂z
In this section, we discuss the existence of a solution to (8.8.2), given some conditions
on the function μ.
Remark. The function μ here is not to be confused with the Grötzsch module function
of Section 8.5 and Section 8.6. (In both cases we are following standard usage.)
f z̄ = g, f z = T g, (8.8.3)
f = Pg, g = μT g.
8.8 Complex dilatation; the Beltrami equation 183
The first step is then to solve f z̄ = g for some reasonably large class of functions g.
This is accomplished by the (two-dimensional) Cauchy transform P:
1 1 1
Pg(z) = − g(w) − dx dy
π C w−z z
1 1 1
= g(w) − dw ∧ d w̄ (8.8.4)
2πi C w − z z
1 1 1
= g(z + w) − dw ∧ d w̄. (8.8.5)
2πi C w z + w
1 g(w + z)
= lim dw = g(z).
2πi ε→0 |w|=ε w
184 8 Quasiconformal mapping
Proof: Following the procedure in the proof of Lemma 8.8.1, we may write
1 1 1
P(gz )(z) = gw (w) − dx dy
2πi C w−z w
1 1 1
= [gx (w) − ig y (w)] − d x d y.
4πi C w−z w
The last line gives two integrals. One can be integrated by parts in x so long as y = 0,
and the other can be integrated by parts in y if x = 0. Integration over C does not
see the exceptional lines, so integration by parts leads immediately to (8.8.8).
The assumption implies that gzz belongs to C01 . Therefore both T (g)z̄ and T (g)z
are continuous. Thus, T g is in C 1 . The assumption that g has compact support
implies that T g(z) = O(|z|−2 ) as z → ∞. Therefore both sides of (8.8.9) are finite.
Moreover, the following integrations-by-parts are justified:
Tg Tg = (Pg)z (Pg)z = − Pg (Pg)z z̄
C
C C
=− Pg ḡz̄ = g ḡ.
C C
Proof: Given z ∈ C, the function h z (w) = |(w − z)−1 − w−1 | = |z||(w − z)w|−1 is
O(|w|−1 + |w − z|−1 ) near the singularities and is O(|w|−2 ) as w → ∞. Therefore
it belongs to L q for 1 < q < 2. By Hölder’s inequality, the integral Pg(z) converges
so long as g ∈ L p (C), 2 < p < ∞. In fact
1 1
|Pg(z)| ≤ ||g|| p ||h z ||q , + = 1, p > 2,
p q
Then
1 1 1
Pg(z 2 ) − Pg(z 1 ) = − g(w) − dx dy
π C w − z2 w − z1
1 1 1
=− g(w + z 1 ) − dx dy
π C w − (z 2 − z 1 ) w
= Pg (z 2 − z 1 ), g (z) = g(z + z 1 ).
We know now that for g ∈ C03 , (Pg)z̄ = g, (Pg)z = T g, and Pg is Hölder con-
tinuous. These results can be carried over, in a certain sense, for g ∈ L p : the “weak”
sense, or the sense of distribution theory, as in Section 2.9.
Proof: We know that these equations are true in the usual (“strong”) sense if g is
in C01 . The space C01 is dense in L p ; Theorems 8.8.5 and 8.8.6 allow passage to the
limit.
We are now prepared to solve the Beltrami equation, in several steps. Throughout,
μ will be a measurable function with |μ(z)| ≤ k < 1, all z ∈ C. Since (8.8.2) can
only specify f up to an additive constant and a multiplicative constant, we shall
normalize by requiring f (0) = 0 and f (1) = 1.
Given k < 1, we fix p = p(k) > 2 with k C p < 1, where C p is the constant in
Theorem 8.8.5.
Theorem 8.8.8. If μ has compact support, then (8.8.2) has a unique normalized
solution f such that f z − 1 belongs to L p . Moreover f is Hölder continuous:
Kp
| f (z 1 ) − f (z 2 )| ≤ ||μ|| p |z 1 − z 2 |1−2/ p + |z 1 − z 2 |. (8.8.13)
1 − k Cp
f z̄ = μf z = μ( f z − 1) + μ
F − 1 = ( f z − 1) + T ( f z̄ ) ∈ L p ,
f z − 1 = T (μ( f z − 1)) + T μ.
The operator Sg = T (μg) has a norm less than 1 as an operator in L p . Therefore for
h ∈ L p , the series
T μ + S(T μ) + S 2 (T μ) + · · · + S n (T μ) + . . . (8.8.15)
Then
f z̄ = μ(h + 1), f z = T (μ(h + 1)) + 1 = h + 1. (8.8.18)
Proof: Consider the system f z = λ, f z̄ = λμ. By Theorem 2.9.5, this system has a
C 1 solution f if λ has a weak derivative λz̄ ∈ L p , λμ has a weak derivative (λμ)z
in L p , and
λz̄ = (μλ)z = λz μ + λμz . (8.8.19)
Dividing by λ, we want
(log λ)z̄ = μ(log λ)z + μz .
σ = P(μq + μz ) + c,
where the constant c is chosen so that lim z→∞ σ (z) = 0. Then σ is continuous and
σz̄ = μq + μz ; σz = q.
Lemma 8.8.10. Suppose that the normal solution f in Theorem 8.8.8 is a C 1 func-
tion. Then f is K -quasiconformal, K = (k + 1)/(k − 1).
Proof: We know from (8.3.11) that f is locally invertible and that the local inverse
satisfies
fz f z̄
( f −1 )ζ = , ( f −1 )ζ̄ = − ,
Jf Jf
f z̄ (z)
μ(ζ ) = − .
f z (z)
Therefore
μ|| p ≤ (1 − k C p )−2/ p ||μ|| p .
||
It follows that the normal solution to the Beltrami equation with coefficient
μ satisfies
||h n − h|| p ≤ ||T (μn − μ)|| p + k C p ||T (μn − μ)|| p + (k C p )2 ||T (μn − μ)|| p + . . .
Cp
≤ ||μn − μ|| p → 0.
1 − k Cp
Therefore (8.8.17) and Theorem 8.8.6 imply uniform convergence on bounded sets.
By Theorem 8.2.5, f is K -quasiconformal. .
We would like to drop the requirement that μ has compact support. Let us start
with an observation about composition of regular quasiconformal maps. Suppose
that f and g are such maps, with Beltrami coefficients μ f and μg . Write ζ for f (z).
Then
fz μg◦ f − μ f
μg ◦ f = · . (8.8.20)
fz 1 − μ̄ f μg◦ f
Theorem 8.8.12. For any measurable function μ with |μ(z)| ≤ k < 1 a.e., there is
a unique K -quasiconformal map f : C → C, K = (1 + k)/(1 − k) such that f is
a weak solution of the Beltrami equation (8.8.2), and μ(0) = 0, μ(1) = 1.
Proof: We assume here that various coefficients μ are sufficiently regular that the
solutions are C 1 . The general result follows by an approximation argument.
If μ has compact support, we need only divide the normal solution f by f (1).
Suppose that μ = μ1 + μ2 , where μ1 has compact support and μ2 is ≡ 0 in a neigh-
borhood of 0. Let 2
1 z
ν(z) = μ2 .
z z̄ 2
The next step is to assume that there is a solution f μ and see how it can be written
as a composition
f μ = f λ ◦ f μ2 .
The preceding computation for composite functions shows that the coefficient λ
should be
μ2 f zμ2 μ − μ2 f zμ2 μ1
λ◦ f = μ · = μ ·
f¯z̄ 2 1 − μμ̄2 f¯z̄ 2 1 − μμ̄2
190 8 Quasiconformal mapping
Proof: Extend μ to the lower half-plane by setting μ(z) = μ(z̄) if Im z < 0. Then,
by uniqueness, f μ (z̄) = f μ (z). Therefore f μ maps R onto R. Starting with μ ∈ C01 ,
so that f (z) ∼ z as z → ∞, and proceeding by approximations, we see that f μ must
map H onto itself.
The following result uses the same kind of construction to decompose a quasi-
conformal map.
Theorem 8.8.14. Given 0 < t < 1, the map f = f μ can be decomposed as
where T1 is bounded from L p to L p , 1 < p < ∞, and that this boundedness property
of T1 can be obtained easily from the corresponding boundedness in L p (R) of the
one-dimensional Hilbert transform H . Starting with f ∈ C01 (R),
1 f (x − y)
H f (x) = lim dy.
π ε→0 |y|>ε y
and conclude from the assumption on f that the limit exists, uniformly with respect
to x.
We claim that
Similarly, ∞
1 f (x − s)s ds
v(x, y) = Im F(x + i y) = ds,
π −∞ s2 + y2
so
lim v(x, y) = H f (x). (8.9.3)
y→0
Therefore
p
|F| p − |v| p = p 2 (|F| p−2 − |v| p−2 )(vx2 + v2y ), p ≥ 2. (8.9.4)
p−1
For R > 1, let γ R be the curve consisting of the horizontal diameter and upper
semicircle of the circle in the upper half-plane with center i y and radius R, with the
usual orientation. Let Ω R be the domain enclosed by γ R . Applying Green’s identity
∂h ∂g
(gh − hg) = g −h
ΩR γR ∂n ∂n
Now
∞ 2/ p
|F| p
= |||F|2 || p/2 = ||u 2 + v2 || p/2 ≤ ||u 2 || p/2 + ||v2 || p/2 .
−∞
Therefore
2/ p
p
||v2 || p/2 ≤ ||u 2 || p/2 + ||v2 || p/2 ;
p−1
2/ p −1
p
||v2 || p/2 ≤ −1 ||u 2 || p/2 .
p−1
In view of (8.9.2) and (8.9.3), raising this inequality to the p/2 power and taking the
limit as y → 0 gives (8.9.1) with
2/ p − p/2
p
Ap = −1 .
p−1
(Note that A2 = 1.) This proves (8.9.1) for p ≥ 2. A duality argument using Hölder’s
inequalityshowsthatitisalsotruefor1 < p ≤ 2with A p = Aq ,where1/ p + 1/q = 1.
In the following calculations, we write z = x + i y, ζ = ξ + iη. Then we define
T1 for f ∈ C02 :
1 f (ζ + z)
T1 f (z) = lim dm(ζ )
ε→0+ |ζ |>ε 2π ζ |ζ |
8.9 The Calderón–Zygmund inequality 193
π ∞
1 1 f (z + r eiθ ) − f (z − r eiθ )
= dr e−iθ dθ.
2 0 π 0 r
Therefore
π 1 ∞ f (z + r eiθ ) − f (z − r eiθ )
||T1 f || p ≤ sup
2 θ π 0 r p
π
= sup ||H f θ || p , f θ (x) = f (xeiθ )
2 θ
π
≤ A p || f || p .
2
The integral on the right converges for f ∈ L p , so (8.9.6) is true in the weak sense
for f ∈ L p . Then
∂ 1 1 1
T1 f (w) =
2
T1 f (z) − dx dy
∂w π |z − w| |z|
1 ∂ 1 1 fz d x d y
= 2 − dx dy
π ∂w |ζ − w| |ζ | |z − ζ |
1 ∂ 1 1 1
= 2 fz − dm(w) dm(z)
π ∂w |z − ζ | |ζ − w| |ζ |
1 ∂ ∂ 1 1 1
=− 2 f − dm(w) dm(z).
π ∂w ∂z |z − ζ | |ζ − w| |ζ |
The limit is clearly −π/(z − w) and similarly the limit of the second integral in
(8.9.7) is −π/z. Thus,
1 ∂ 1 1
T1 f (w) =
2
f (z) − d x d y = −T f (w).
π ∂w z−w z
The last step is to verify that the best constant C p of (8.8.10) has limit 1 as
p → 2. By Corollary 8.8.4, C2 = 1. The rest follows from a particular case of the
Riesz–Thorin convexity theorem.
Theorem 8.9.1. The constant C p in the estimate
||T f || p ≤ C p || f || p , 2≤ p<∞
1 1 1 1 1 1
1 = + = + = + .
2 2 p q p1 q1
It is enough to consider functions in C00 , since such functions are dense in each
L p . Given such functions f and g, define functions Fζ and G ζ for ζ in the strip
2 ≤ Re ζ ≤ p1 by Fζ (z) = 0 if f (z) = 0, G ζ (z) = 0 if g(z) = 0, and otherwise
f g
Fζ = | f |a(ζ ) , G ζ = |g|b(ζ ) ,
|f| |g|
where p p
a(ζ ) = (1 − ζ ) +ζ .
2 p1
We may also normalize so that || f || p = 1 = ||g||q . We want to show that under these
assumptions, necessarily
f g ≤ C21−t C tp1 . (8.9.9)
C
The function Φ(ζ ) = Fζ G ζ is holomorphic in the strip. For Re (ζ ) = 0,
Re a(ζ ) = p/2, Re b(ζ ) = q/2,
8.9 The Calderón–Zygmund inequality 195
Similarly,
Therefore
|Φ(ζ )| ≤ C2 = 1 if Re ζ = 0; |Φ(ζ )| ≤ C p1 , if Re ζ = 1.
2
Since Φ is bounded in the strip, Φε = e1−εz Φ → 0 as z → ∞ in the strip, for any
ε > 0, so |Φε | is bounded by max{C2 , C p1 }. Taking ε → 0, it follows that |Φ| has
ζ −1 −ζ
the same bounds. But then C2 C p1 Φ(z) is bounded by 1. Finally
f g = |Φ(t)| ≤ C21−t C tp1 .
Remarks. Ahlfors cites the first edition of Zygmund’s treatise on the Fourier Series
for the proof of the boundedness of the one-dimensional Hilbert transform H . In
fact, it was to get away from the very special complex-analytic arguments that are
used in this section, and to gain an understanding of the real-variable nature of these
integral transforms, that Zygmund and Calderón developed their far-reaching theory
of “singular integrals;”[37]. The Calderón–Zygmund arguments apply to much more
general integral transforms; see Stein [194], Christ [44], or Peyrière [167].
Exercises
1. Prove that given a triple ( p1 , p2 , p3 ) of points in the unit circle ∂D, ordered in the
positive direction, there is a unique f ∈ Aut(D) such that f takes ( p1 , p2 , p3 )
to (−1, −i, 1).
2. Show that a quadrilateral can be mapped conformally to some H(q1 , q2 , q3 , q4 ),
such the vertices can be taken to be −1/k, −1, 1, 1/k for some (unique) k > 1.
3. For Re z > 0 and 0 < k < 1, let
z
dx
f (z) = .
0 (1 − x 2 )(1 − k 2 x 2 )
(Note that the integral is independent of the path of integration in the upper
half-space H. Note also that f extends to be continuous on the closure of H.)
(a) Show that the image f (H) is bounded.
(b) Show that f maps the interval [0, 1] to an interval [O, K ], for some finite
K (k) > 0 and that f maps the interval [1, 1/k] to the vertical interval [0, i K ]
for some finite K (k) > 0. Show that the image of [1/k, ∞] is a finite horizontal
196 8 Quasiconformal mapping
5. Prove that two rectangles R and R are conformally equivalent if and only if
a/b = a /b . Hint: reduce to the case R = R = D.
6. Verify (8.3.2).
7. Let Ra be the rectangle Ra = z = x + i y : 0 < x < a, 0 < y < 1, and let Rb ,
b > a, be defined in the same way, so that m(Ra ) = a, m(Rb ) = b, b > a Let
f (x + i y) = ρx + i y with ρ = b/a, so that f (Q a ) = Q b . Verify that f is b/a-
quasiconformal.
8. (Grötzsch) Let Ra and Rb be as in Exercise 7 and let g be a K -quasiconformal.
Adapt the proof of Theorem 8.3.1 to show directly that K ≥ b/a. By considering
carefully the inequalities involved, show that if K = b/a, then g is the map f
of Exercise 7.
9. Verify (8.3.11).
10. Show that the maps f nm (z) = z n |z|m , n, m = 1, 2, 3, . . . are quasiconformal.
11. Let f (r eiθ ) = r a eiθ , with a ≥ 1.
(a) Show that f is a regular K -quasiconformal map, and compute K .
(b) Show that for a suitable value of a, f a maps the annulus A(1, r ) onto A(r, s),
where s ≥ r > 1 are specified.
(c) Show that f in part (b) has the smallest maximal dilatation of any quasicon-
formal map from A(1, r ) to A(1, s).
12. Suppose that Ω is a domain in C with the property that the complement in C
of the closure Ω consists of one bounded component Ω0 and one unbounded
component Ω∞ . Use the Riemann mapping theorem and inversion to prove:
(a) Up to conformal equivalence we may assume that Ω∞ is the complement of
D.
(b) Up to a further conformal equivalence we may assume that the inner boundary
Γ1 of Ω is the unit circle, and the outer boundary G 2 is an analytic curve.
13. Suppose that Ω is the domain in Exercise 12 (b). We want to construct a confor-
mal map F from Ω to some annulus Rr , taking inner boundary to inner boundary.
Since F has no zeros, it can be written as F = exp( f + ig), where f is a real
harmonic function such that f = 0 on Γ1 and f is a positive constant on Γ2 ,
while g is a harmonic conjugate of f that gains 2π around a curve in Ω that is
homotopic to the Γ j .
(a) Let f 1 be the harmonic function on Ω that vanishes on the inner boundary Γ1
and equals 1 on the outer boundary Γ2 . Locally, either boundary can be straight-
ened, so f can be extended across. Thus, f 1 is harmonic in a neighborhood of the
closure Ω. Show that the outer normal derivative ( f 1 )n = ∂ f 1 /∂n is nonnegative.
8.9 The Calderón–Zygmund inequality 197
where
1 F (ζ ) dζ
N j (z ) = , j = 1, 2.
2πi Γj F(ζ ) − z 0
Here, we take the positive (domain to the left) orientation for each of the curves
Γ j , so that, symbolically, ∂Ω = Γ2 − Γ1 .
(a) Apply the argument principle, Theorem 1.5.1, to conclude that N1 (z 0 ) is
constant for |z 0 | < 1 and for |z 0 | > 1 and that N2 (z 0 ) is constant for |z 0 | < r
and for |z 0 | > r .
(b) Show by direct computation that N j (0) = 1.
(c) Use (a) and (b) to complete the proof.
15. Suppose that S is any Riemann surface and Ω ⊂ S is a domain such that the
complement of Ω in S has two open components. Show that Ω is conformally
equivalent to an annulus A(r, 1).
16. (a) Show that the domains
(b) Use (8.5.22) and part (a) to prove the functional equation (8.5.17).
21. The aim of this and the two following exercises is to prove a version of the
estimate (8.5.19):
(c) Show that for√k ≥ 1/2 the last quotient in (b) is √ ≤ 4(1 − k) /(1 − x) , so
2 2
The indefinite integral of the integrand in the last line of Exercise 22 is log(t +
23.
t 2 − sh2 ).
8.9 The Calderón–Zygmund inequality 199
(a) Verify that the upper and lower limits of the integral satisfy
1+k
ch − k = sh = (1 − k) = (1 − k) + O((1 − k)2 )
2k
ch − kx 2 = ch − k(1 − )2 = 2[1 + 0()].
The study of quasiconformal mappings in the plane was begun by Grötzsch [94] and
continued by Morrey [143]. It was further developed by Teichmüller [201], [202],
[203] in his study of the moduli problem for Riemann surfaces. A related subject is
that of “generalized analytic functions,” where the Beltrami equation again plays a
leading role; see Vekua [210] and Rodin [179].
The presentation here relies largely on two standard references for quasiconformal
maps in the plane: the notes of Ahlfors [5], and the comprehensive and careful book of
Lehto and Virtanen [132]. The Ahlfors notes, and most of the subsequent literature on
200 8 Quasiconformal mapping
quasiconformal maps in one complex variable, are focused on its use in Teichmüller
theory. For this, we refer to Chapter 9 and the references at the end of that chapter.
The additional chapters in the second edition of [5] give some overview of further
development of the theory.
The theory has been generalized to higher dimensions, starting with the work
of Loewner [137] and Gehring and Väisälä; see [87]. One striking application is
the Mostow rigidity theorem [144] concerning the analogue of Teichmüller theory
in higher dimensions. Anticipating Chapter 9, the homotopy class of a compact
Riemann surface of genus g > 2 is characterized by 6g − 6 real parameters. Mostow
proved that, in the analogous case for higher dimension, the moduli space is a point: if
M and M are closed hyperbolic manifolds of (real) dimension ≥ 3 and f : M → M
is a homeomorphism, then f is homotopic to an isometry.
The multidimensional theory remains an active area of research. See, for example,
Iwaniec and Martin [116], Heinonen et al. [101], Gehring, Martin, and Palka [88].
Chapter 9
Introduction to Teichmüller theory
We consider here the problem of classifying Riemann surfaces. The most obvious
classification is topological. For example, a compact Riemann surface is character-
ized topologically by its genus: the number of holes in the doughnut. See Figure 9.1
for genus 0, genus 1, and genus 2.
© The Author(s), under exclusive license to Springer Nature Switzerland AG 2023 201
R. Beals and R. S. C. Wong, More Explorations in Complex Functions, Graduate Texts
in Mathematics 298, https://doi.org/10.1007/978-3-031-28288-1_9
202 9 Introduction to Teichmüller theory
above is that a topological open disk or plane carries exactly two distinct conformal
structures, while the sphere carries exactly one.
Restricting our attention to compact surfaces, we shall see that in the case of
genus 1, there is a natural parametrization of the inequivalent complex structures by
C. Riemann [175] argued that for genus g > 1, these structures can be parametrized
using 3g − 3 complex parameters. However Riemann’s argument does not provide
the kind of geometric insight that the parameter space C provides for g = 1, for
example—a measure of how close two structures are.
The problem of giving a good geometric description of Riemann’s moduli space
was revived in the 1940s by Teichmüller. Teichmüller’s ideas have since been
extended to the study of “bordered” Riemann surfaces, such as the closed disc D,
and to non-compact Riemann surfaces, such as those obtained by removing closed
sets (e.g. collections of isolated points and/or disjoint closed analytic disks) from a
compact Riemann surface.
Teichmüller’s fundamental idea was to start with maps from one Riemann surface
to another. For example, if S and S are compact Riemann surfaces that are homeo-
morphic, we shall see that there is a quasiconformal homeomorphism f : S → S .
The maximal dilatation K f is a measure of how far f deviates from a conformal
map (for which K f = 1). Therefore f provides an upper estimate log K f on how
far apart we should consider the conformal structures to be. We look for such f with
minimal K f , and consider log K f as the relevant distance. Carrying this program
through in a satisfactory way is not a simple matter. In particular, it relies heavily on
the theory of quasiconformal maps as developed in Chapter 8.
In Section 9.1, we recall from Chapters 6 and 7 the basic machinery used to con-
struct and classify Riemann surfaces: universal covers, the uniformization theorem,
and groups of covering transformations. Moduli spaces are computed for spaces
whose universal cover is conformally equivalent to C.
Section 9.2 begins the study of maps from one Riemann surface to another, and
their lifts to the universal cover. In Section 9.3, the developments in Section 9.2 are
used to initiate the study of the Teichmüller space T (S) of a Riemann surface S.
This is a space of quasiconformal maps from S to topologically equivalent surfaces
S . More precisely, it is a space of equivalence classes of such maps. Minimizing
the dilatation within the equivalence classes provides a natural metric. Section 4
examines T (S) more closely for compact S.
In section 9.4, we turn to T (H). Aside from the torus (genus 1), all the interesting
Riemann surfaces are (up to conformal equivalence) quotients of H by a subgroup
G ⊂ Aut(H). Quasiconformal maps of surfaces S, S of the same genus lift to quasi-
conformal maps of H to itself. Conversely, if a quasiconformal homeomorphism of
H to H is compatible with the action of the group of cover transformations G, then
it induces a map of G to a group G , and projects to a map S → S . Therefore T (H)
is known as the universal Teichmüller space.
There are several different natural parametrizations of T (H). One comes from
considering the normalized quasiconformal maps f μ . Another comes from consid-
9.1 Coverings, quotients, and moduli of compact Riemann surfaces 203
ering certain modifications f μ and their Schwarzian derivatives. This is the subject
of Section 9.5. In Section 9.6, we indicate briefly how the theory proceeds from this
point.
A very active area that has its roots in Teichmüller theory has come to be known
as “higher Teichmüller theory.” A brief description is given in Section 9.8.
Here, we summarize results from Chapter 6 and Chapter 7, and indicate the direction
of further developments. We then sketch proofs that the moduli space for compact
surfaces of genus 1 has complex dimension one, and that the moduli space for com-
pact surfaces of genus g ≥ 1 has real dimension 6g − 6.
• As noted before, up to conformal equivalence, the only simply connected Riemann
surfaces are the plane C, the Riemann sphere S, and the unit disk D. In place of D,
we will work with the conformally equivalent upper half-plane H.
• Any Riemann surface S has a simply connected universal covering surface: a
Riemann surface S u and a projection π of S u onto S with the properties that π
is holomorphic, and that each point p ∈ S has an open neighborhood U such that
π −1 (U ) consists of disjoint open sets, each of which is mapped conformally to U
by π . Moreover, any closed curve γ beginning and ending at p lifts to a curve γ in
S u that begins and ends in π −1 ( p). The lift is closed if and only if γ is homotopic
to a constant curve. A Riemann surface S is said to be elliptic if S u ∼ = S, parabolic
if S u ∼
= C, and hyperbolic if S u ∼
= H.
• Let Aut(S u ) be the group of conformal self-maps of S u . The group Aut(S u ) contains
a subgroup G, the group of cover transformations (often called deck transformations,
from decken, “to cover”). The automorphisms g belonging to G are characterized by
the property that
π ◦ g = π. (9.1.1)
Thus, a point p of S corresponds to the orbit under G of any point in π −1 ( p), or,
equivalently, to the quotient of S u by the equivalence relation induced by G. This
quotient is usually denoted G\Aut(S u ).
Since S u can be taken to be one of C, S, or H, the automorphism group Aut(S u ) is
isomorphic to a group of linear fractional transformations, and has a natural topology.
The group G is a properly discontinuous subgroup of Aut(S u ), and g ∈ G has no fixed
point unless g is the identity. Such a group is called a Fuchsian group. Conversely,
if G ⊂ Aut(S u ) is such a group, then G\S u is a Riemann surface.
• The cover transformations can be generated as follows. The covering surface itself
is constructed by choosing a point p0 in S. The elements of S u are equivalence
classes [γ p ] of curves γ p from p0 to p, two such curves being equivalent if they
204 9 Introduction to Teichmüller theory
are homotopic. Then each closed curve γ begining and ending at p generates a
cover transformation g[γ ] by g[γ ] ([γ p ]) = [γ p · γ ]. This is a homomorphism from
the fundamental group H1 (S) into the automorphism group Aut(S u ).
• In the elliptic case, S u ∼
= S, each element of Aut(S) has a fixed point. It follows
that G contains only the identity map, and S = S u . In the parabolic case, S u ∼ = C,
the fixed-point-free automorphisms are translations and the group of cover transfor-
mations is generated by either one or two translations: Proposition 6.3.3.
Proof: The proof of Theorem 6.2.4 can be adapted to prove (a). In fact, fix points
(z) to
z 0 in S1u and w0 in π2−1 ◦ φ ◦ π1 (z 0 ). If γ is a path in S1u from z 0 to z, take φ
be the endpoint of the path obtained by lifting φ ◦ π1 ◦ γ from w0 . Any other such
path γ is homotopic to γ , so φ ◦ π1 ◦ γ lifts to the same endpoint. The result can
be illustrated by the commutative diagram
φ
S1u −−−−→ S2u
⏐ ⏐
⏐
π1
⏐
π2 (9.1.2)
φ
S1 −−−−→ S2 .
More concisely,
.
φ ◦ π1 = π2 ◦ φ (9.1.3)
Then θ (g) is a conformal map of S2u onto S2u . We need to show that θ (g) belongs to
G 2 , i.e. that π2 ◦ θ (g) = π2 . But (9.1.3) and (9.1.1) imply that
◦ g ◦ φ
π2 ◦ θ (g) = π2 ◦ φ −1 = φ ◦ π1 ◦ g ◦ φ
−1
= π2 .
= φ ◦ π1 ◦ φ −1
−1 ◦ h ◦ φ
Conversely, for h ∈ G 2 , let g = φ . Then
−1 ◦ h ◦ φ
π1 ◦ g = π1 ◦ φ = φ −1 ◦ π2 ◦ h ◦ φ
= π1 .
= φ −1 ◦ π2 ◦ φ
−1 ◦ h = π2 ◦ φ
π2 ◦ h = φ ◦ π1 ◦ φ ◦ φ
−1 ◦ h = π2 ,
so h is in G 2 .
Note that one consequence is that conformally equivalent Riemann surfaces have
conformally equivalent universal covers.
g ∈ G 1 → h ◦ g ◦ h −1 (9.1.4)
◦ g ◦ φ
π2 ◦ φ −1 = φ ◦ π1 ◦ φ
−1 = φ ◦ φ −1 ◦ π2 = π2 ,
◦ g ◦ φ
so φ −1 belongs to G 2 . The mapping is clearly a homomorphism, and a similar
calculation shows that the inverse h → φ maps G 2 to G 1 .
−1 ◦ h ◦ φ
Conversely, suppose that S1 is defined by the automorphism group G 1 ⊂ Aut(S u ),
and suppose that f belongs to Aut(S u ). Let G 2 = h ◦ G 1 ◦ h −1 be the groups defined
by the map g → h ◦ g ◦ h −1 . This defines a Riemann surface S2 . The map φ = π2 ◦
h ◦ π2−1 is easily seen to be well defined and holomorphic, with inverse π2 ◦ h ◦ π2−1 .
Therefore it is conformal.
Let us return to the parabolic case. We may take S = G\C. We know that any
element of G is a translation Ta = z + a, a = 0. As noted above, by Proposition 6.3.3
G has either one or two generators. Suppose first that G has the single generator Ta .
It is easily verified that any other translation can be obtained as BT B −1 for some
choice of B ∈ Aut(C), so all such surfaces are conformally equivalent. Note that
they are not compact: topologically they are open cylinders obtained by identifying
z and z + a.
Suppose now that G is generated by two translations, Ta and Tb . In the proof of
Proposition 6.3.3, it was shown that b/a is not real. The resulting surface is a torus
that is obtained by identifying opposite sides of a period parallelogram of a lattice,
as in Figure 6.3.
The parameter space in this case can be taken to be the plane C. An analytic
proof of this fact takes some heavy machinery. Let us denote the generators of the
lattice by ω1 , ω2 rather than a, b, with the standard normalization Im (ω2 /ω1 ) > 0.
206 9 Introduction to Teichmüller theory
see Figure 2.2. A further argument shows that this choice of τ ∈ Δ is unique. There-
fore we may take Δ itself as the moduli space for conformal structures on a topological
torus. Finally, the J -function, a holomorphic function on H that is invariant under
the modular group (and is closely related to the elliptic modular function λ discussed
in Section 2.5) maps Δ conformally onto C. (For details, see Hille [107], Section
13.6, or [22], Chapter 17.)
To conclude this section, we sketch an argument concerning the moduli of a
compact surface S of genus g > 1. As discussed in Section 11.2, cycles (simple
closed curves) α j , β j , j = 1, 2, . . . g, can be chosen in such a way that the only
intersections are a single intersection of each pair α j , β j , and such that if S is cut
along these cycles, the result is topologically a 4g-sided polygon whose boundary
consists of the sides in the order
A1 B1 A−1 −1 −1 −1
1 B1 · · · A g Bg A g Bg = I, (9.1.5)
the identity transformation. The product on the left in (9.1.5) has determinant 1, so
(9.1.5) puts 3 constraints on the A j , B j . Moreover, if B is any element of Aut(H),
9.2 Homeomorphisms of Riemann surfaces 207
The case of annuli, considered in the light of Exercise 11 of Chapter 8, suggests that
one way to relate inequivalent Riemann surfaces, and measure the extent to which
they differ, is by the use of quasiconformal maps. In this section, we do not need to
make use of quasiconformality, so we deal with general homeomorphisms (always
assumed to be orientation-preserving).
The proof of Theorem 9.1.1 can be extended to give the following.
is an isomorphism of G 1 onto G 2 .
Any other lift of f has the form h ◦
f for some h ∈ Aut(S2u ).
f
S1u −−−−→ S2u
⏐ ⏐
⏐
π1
⏐π (9.2.1)
2
f
S1 −−−−→ S2 ,
so again
π2 ◦
f = f ◦ π1 . (9.2.2)
208 9 Introduction to Teichmüller theory
belongs to Aut(S2u ).
Given g ∈ G 1 , let g2 = θ f (g1 ). Then, referring to (9.2.2), we see that again
π2 ◦ g2 = π2 ◦
f ◦ g1 ◦
f −1 = f ◦ π1 ◦ g1 ◦
f −1
= f ◦ π1 ◦
f −1 = π2 .
Proof. Suppose that f 0 and f 1 induce the same isomorphism, and suppose that
S u = H. We define a homotopy { f t } from
f 0 to
f 1 by taking f t (z), z ∈ H, to be the
point on the (hyperbolic) line segment from f 0 (z) to
f 1 (z) such that
ρH (
f 0 (z),
f t (z)) = t ρH (
f 0 (z),
f 1 (z)),
f t = π2 ◦
f t ◦ π1−1
t→
f t ◦ g(z), t→
f0 ◦ g ◦
f 0−1 (
f t (z))
have the same starting point f 0 (g(z)) in H and the same projections π2 ◦
f t (z) on
S2 . Therefore they agree at t = 1, giving
f0 ◦ g ◦
f 0−1 =
f1 ◦ g ◦
f 1−1 , all g ∈ G.
9.3 Homeomorphisms of compact Riemann surfaces 209
The following is an equivalent way to state Theorem 9.2.2. We leave the proof as
Exercise 1.
f 1 ◦ f −1 = ( f 1 ◦ f 2−1 ) ◦ φ −1
In preparation for the proof of the last statement, we recall some facts about the
Beurling–Ahlfors extension in Theorem 8.7.4, transplanted, via the Cayley trans-
form, to an extension of an orientation-preserving homeomorphism h of ∂D (not
necessarily normalized). The homeomorphism f of D constructed from h is C 1 on
D, with positive Jacobian, so it is quasiconformal on each compact subset of D. (The
maximal dilatation will grow indefinitely as one approaches some boundary point
unless h satisfies a quasi-symmetry condition.)
Theorem 9.3.1. Suppose that the Riemann surfaces S and S are compact, and
f is a homeomorphism of S onto S . Then f is homotopic to a quasiconformal
homeomorphism of S onto S .
f t, j = (1 − t) f j−1 + t f j .
Thus,
f = f 0 is homotopic to each f k . By construction, f k is quasiconformal on
j≤k j , so f = f 0 is homotopic to the quasiconformal map f n : S → S .
V
We assume throughout this section that all surfaces are hyperbolic: they have H
as universal cover. One question is: how to recognize the compact case among all the
cases G\H? We start by looking for a fundamental domain for G: a domain Ω ⊂ H
that is minimal with respect to the condition that H is covered by the closures (in H)
of the images g(Ω), g ∈ G. Equivalently, the condition is that π(Ω) = S and Ω is
minimal among domains with this property.
Suppose that G ⊂ Aut(H) is a properly discontinuous group, whose non-identity
elements have no fixed points. A Dirichlet domain for G is defined by choosing a
point a ∈ H and defining Na to be set of points of H that are closer to a than to any
of its images g(a), for non-identity element g ∈ G:
where ρH is again the hyperbolic metric in H. The point a is called the center of Na .
Clearly, Na is open and non-empty. If b = g(a) for some g ∈ G, g = 1, then Na and
Nb are disjoint.
Lemma 9.3.2. The closure N of Na in H projects onto S.
Proof: Every point of H either lies in some N g(a) for some g ∈ G, or lies on the
boundary of (at least) two of these domains. Therefore the closures {N g(a) } cover H.
Any two such closures project to the same set, so π(N ) = S.
9.3 Homeomorphisms of compact Riemann surfaces 211
The elements of Aut(H) are isometries with respect to the hyperbolic metric, so
the Nb , for b = g(a), g ∈ G, are each congruent to N = Na . In particular, either no
Nb has finite diameter, or they all have the same finite diameter. This means that
each has a boundary point (with respect to C) on R, or none do. This dichotomy is
independent of the choice of starting point a, as shown by the following.
Theorem 9.3.3. The Dirichlet domains of a Riemann surface S = G\H are bounded
(with respect to the hyperbolic metric) if and only if S is compact.
Proof: Suppose that S is compact. Choose a ∈ H and let Dn be the hyperbolic disk
Dn = {z ∈ H : ρH (a, z) < n}.
The projections π(Dn ) are open sets that cover S, so there is some m such that Dm =
S. Thus, for every z ∈ H, there is a g ∈ G such that ρH (a, g(z)) < m. Equivalently,
Na has diameter < 2m. Conversely, if Na is bounded, then its closure N is compact.
Therefore S = π(N ) is also compact.
Proof: Any point on the boundary of N = Na is the midpoint of the line joining a
to a point b = g(a) some g ∈ G. Since there is a bound to the distance from a to
the boundary of N , there is a bound to the distance from a of the b that can occur
in this way. Therefore there are finitely many. The set of points equidistant from a
and b is a line; see Exercise 2. Therefore the boundary of N is a union of finitely
many segments E j . Wherever two such edges meet, N lies in the intersection of the
half-planes determined by the lines that contain these edges, so the interior angle is
< π.
Finally, if E j is associated to g j (a), g j ∈ G, then reflecting through a takes E j
to the side associated to g −1
j (a).
Proof: As noted in the preceding proof, each side E j of a Dirichlet region Na cor-
responds to a point b j = g j (a), g j ∈ G. We claim that these finitely many elements
{g j } generate G. In fact, g j maps Na to Nb j , b j = g j (a). This image is a reflection
through E j . It follows that gk ◦ g j maps the the g j (E j ) to the corresponding side of
Nb j . Clearly, any of the images under G of Na can be reached in this way, by means of
212 9 Introduction to Teichmüller theory
For an example of all this, set in the disk D rather than in H, see Figure 9.2.
The yellow region in the disk on the left is the Dirichlet region N0 with center 0 for
the Bolza curve, a compact genus 2 surface. The right side of the figure shows the
decomposition of D into Dirichlet regions congruent to the region on the left.
Lemma 9.3.6. Suppose that the Riemann surface S = G\H is compact. Then the
set of x ∈ R ∪ {∞} such that x is a fixed point of some g ∈ G, g = 1 contains at
least three points.
Proof: Suppose that there are at most two such points. Replacing G by hGh −1 for
some h ∈ Aut(G) yields an equivalent surface. Assuming that there is only one
such point, choose h so that the fixed point is the point at ∞. Then G consists of
translations gb (z) = z + b, b ∈ R. Since G is discrete, there is a minimal such b > 0.
Then S = G\H is homeomorphic to the vertical strip
{z ∈ H : −b/2 ≤ Re z ≤ b/2}
with the edges |Re z| = b/2 identified. Thus, S is an open cylinder, contradicting the
assumption that S is compact.
Assuming that there are exactly two fixed points, we may take them to be 0 and
∞.Then each element of G is a map z → az for some a > 0. Since G is discrete,
there is a smallest such a > 1. Then
The associated surface G\H can be taken to be the closure of the annulus A(1, a)
with the inner and outer boundaries identified. This is a torus, so the universal cover
would be conformal to C rather than to H.
9.3 Homeomorphisms of compact Riemann surfaces 213
Theorem 9.3.7. Suppose that S = G\H and S = G \H are compact. Two quasi-
conformal homeomorphism f 1 and f 2 from S to S induce the same isomorphism of
G and G if and only if there are lifts
f1 ,
f 2 that coincide on R.
Proof: Suppose first that such lifts induce the same homomorphism. The f j map
fixed points of G to fixed points of G . Therefore for any g ∈ G, the maps
f1 ◦ g ◦
f 1−1 ,
f2 ◦ g ◦
f 2−1
f1 ◦ g ◦
f 1−1 =
f2 ◦ g ◦
f 2−1 , all g ∈ G.
f 1−1 ◦
Let ψ = f 2 , so that
gn ◦ ψ = ψ ◦ gn , g ∈ G, n = 0, ±1, ±2, . . . .
Thus, each fixed point of G is a fixed point of ψ. Since there are at least three such
points, ψ = 1.
Remarks. Theorem 9.3.7 is true for a much wider class of hyperbolic Riemann
surfaces, classified according to the properties of the covering group G. To be specific
here, we need some definitions. The limit set of a Fuchsian group G is the set L of
points x ∈ {R ∪ {∞} with the property that there is a sequence of points {z n } ⊂ H
and a sequence of {gn } of distinct elements of G such that gn (z n ) → x. In particular,
any fixed point of an element g ∈ G belongs to L. The Fuchsian group G is said
to be of the first kind if the limit set L is all of R ∪ {∞}. Otherwise, G is said to be
of the second kind. Theorem 9.3.7 carries over to any G of the first kind. It is not
difficult to show that, in the compact case, G is of the first kind; see Exercise 5. For
any such group, the set of fixed points is dense in R.
For a full treatment of this topic, see Lehner [133].
214 9 Introduction to Teichmüller theory
to consider only the hyperbolic case: Riemann surfaces that can be taken to be of
the form G\H. Throughout this section, we also assume that the Riemann surfaces
under consideration are of the form G\H with covering group G that is of the first
kind. As noted in the previous section, this includes all compact hyperbolic surfaces.
The deformation space Def(S) of a Riemann surface S is defined to be the collec-
tion of pairs (S , f ), where S is a Riemann surface and f : S → S is a quasicon-
formal homeomorphism. The Teichmüller space T (S) is defined to be the quotient
of Def(S) by a certain equivalence relation ∼:
Def(S)
T (S) = (9.4.1)
∼
the relation ∼ is defined as follows:
f 1 ∼ f 2 if and only if f 2 ◦ f 1−1 : S1 → S2
is homotopic to a conformal map φ : S1 → S2 . (9.4.2)
In light of Proposition 9.2.5, this is the same as saying that the images S1 and S2 are
conformally equivalent.
Proposition 9.4.1. If f belongs to Def(S), then the equivalence class [ f ] contains
an extremal: a map f 0 whose maximal dilatation is minimal:
K f0 = inf K g .
g∼ f
It follows that, in the distance calculation, we may replace the maximal dilatation of
h = g ◦ f by that of h, giving
1 + |μh | |1 − μ f μg | + |μg − μ f |
=
1 − |μh | |1 − μ f μg | − |μg − μ f |
1 |1 − āb| + |a − b|
ρ(a, b) = log .
2 |1 − āb| − |a − b|
Taking the supremum of Dg◦ f −1 over D gives the maximal dilatation Kg◦ f −1 =
K g◦ f −1 :
DT ( f, g) = ρD (μ f , μg )). (9.4.6)
μ ◦ g = μ, all g ∈ G. (9.4.8)
Proof: It is sufficient to show that every f ∈ Def(S) is homotopic to the the identity
map. We may take f to be extremal in its equivalence class, and let μ = μ f . In view
of Theorem 9.4.3, it is natural to define μt , 0 ≤ t ≤ 1 to be the point
(1 + |μ|)t + (1 − |μ|)t μ
μt = · (9.4.9)
(1 + |μ|)t − (|1 − |μ|)t |μ|
K f = K tf K 1−t
f ≤ K g◦ f1−t ≤ K g K f1−t = K g K 1−t
f .
dT ( f, g) = dT (1, f ◦ g −1 ). (9.4.11)
Combining this with the additive property (9.4.10), we can show that for any partition
{t j } of the interval [0, 1], we have
dT (1, f ) = dT ( f t j , f t j+1 ).
j
We have noted that for all but some well-understood examples, the universal cover of
a Riemann surface can be taken to be H, and that any quasiconformal homomorphism
of Riemann surfaces can be lifted to a quasiconformal homeomorphism of the covers.
For this reason, T (H) is called the universal Teichmüller space. The question is: how
to define T (H)?
We need a stronger definition of equivalence of quasiconformal self-maps. In fact,
with the definition (9.4.2), T (H) would consist of a single point:
Proposition 9.5.1. Any two quasiconformal homeomorphisms of H to H are homo-
topic.
The proof is left as Exercise 8.
As noted above, each normalized K -quasiconformal homeomorphism of H to H
is f μ for a unique μ in the unit ball B of L ∞ (H). In view of Theorem 9.3.7, it is
218 9 Introduction to Teichmüller theory
F { f μ : μ ∈ B}
T (H) = = (9.5.2)
∼ ∼
The metric (9.4.7), as well as Theorems 9.4.5 and 9.4.6 carry over to T (H):
μ ◦ ν = μ f μ◦ f ν . (9.5.6)
After these general remarks, we pass to a construction that leads to a new and
very fruitful way to parametrize T (H). Given μ ∈ B, we can define a new Beltrami
coefficient on C by
0, z∈H
μ∗ (z) = (9.5.7)
μ(z̄), z ∈ H∗ .
∗
where H∗ is the lower half-plane {z ∈ C : Im z < 0}. Let f μ = f μ . Then f μ maps
H conformally onto a domain bounded by the curve L = f μ (R), and is a sense-
reversing quasiconformal map of H∗ onto the other component of the complement
of L, with
( f μ )z̄ (z)
= −μ(z), z ∈ H∗ . (9.5.8)
( f μ )z (z)
9.5 The universal Teichmüller space 219
are conformal and have the same image, so gμ ◦ gν−1 belongs to Aut(H). This map
fixes 0, 1, and ∞, so it is the identity. Therefore f μ = gμ−1 ◦ f μ and f ν = gν−1 ◦ f ν
agree on R.
Conversely, suppose that f μ ∼ f ν . Define a map g : C → C by
f μ ◦ f ν −1 (z), f ν (z) ∈ H ∪ R;
g(z) =
f μ ◦ ( f μ )−1 ◦ f ν ◦ f ν−1 (z), f ν (z) ∈ H∗ .
μ fμ |H∗ = μ−1
f μ | H∗ , μ fν |H∗ = μ−1
f ν | H∗ .
Theorem 9.5.3 gives us another way to characterize T (H). The map from equiv-
alence classes to functions
[ f μ ] → f μ |H
is well defined, so
T (H) ∼
= { f μ |H : μ ∈ B}. (9.5.10)
To simplify the following statements, we assume that the functions in question are
defined in a simply connected domain Ω in S, which we generally take to be H.
The formula (9.5.11) extends to meromorphic functions, and in any case defines
a meromorphic function. In particular, we may compute the Schwarzian of a linear
fractional transformation f ∈ Aut(S) and check that
{g ◦ f, z} = { f, z}. (9.5.14)
f2 = h ◦ f1 (9.5.15)
Sg◦ f = Sg ◦ f ( f )2 + S f ; (9.5.16)
Sg◦ f = S f , g ∈ Aut(S). (9.5.17)
Proof: We rely on some basic facts about linear differential equations. (Standard
proofs for functions of a real variable carry over to the complex case, working with
holomorphic coefficients and solutions.) Equation (9.5.18) has a two-dimensional
space of solutions. If ϕ1 and ϕ1 are two solutions, then a simple computation shows
that the Wronskian
ϕ1 ϕ2 − ϕ1 ϕ2 (9.5.19)
is constant. If the ϕ j are chosen to be independent, then (9.5.19) is not zero, and we
may normalize so that
ϕ1 ϕ2 − ϕ1 ϕ2 = 1. (9.5.20)
Then (9.5.20) implies that with f = ϕ1 /ϕ2 we have f = 1/ϕ2 2 . A further compu-
tation, again using (9.5.20), shows that the Schwarzian of f is g.
ω = S f (z) (dz)2
transforms as
This section uses some results from Sections 2.2 and 4.1.
We saw in Section 9.5 that T (H) can be identified with the family of holomorphic
maps { f μ |H }. Each such map is a homeomorphism onto some domain Ω ⊂ C. Theo-
rem 9.5.5 shows that f μ |H can be reconstructed uniquely from its Schwarzian (taking
into account the normalization of f μ ). Therefore we have one more identification:
Let
sμ = S f μ |H . (9.6.1)
T (H) ∼
= {sμ : μ ∈ B}. (9.6.2)
S f ◦h = S f ◦h (h )2 . (9.6.4)
In other words, the expression on the left in (9.6.5) is a conformal invariant in H. Set
It is convenient to define
We prove part (a) now. Part (b) is a consequence of Lemma 9.6.3 below. Suppose
that f is conformal and the maximum value of (1 − |z|2 )2 |S f (z)| is attained at z 0 .
We may take advantage of invariance under z → h(z), h ∈ Aut(S), to take z = 0
and assume also that f (0) = 1. Thus,
The function
∞
1
g(z) = = z+ bn z −n .
S f (1/z) n=1
satisfies the conditions of the Area Theorem, Theorem 4.1.1, so |b1 | ≤ 1. But a
calculation shows that b1 = a3 − a22 , so we have |S f (0)| ≤ 6.
Remark. Part (a) was proved by Kraus [126] and rediscovered by Nehari [152]. Part
(b) is deeper, and Nehari clearly considered it to be the principal result of his paper.
Theorem 9.6.1 (a) carries over to H, using
The rest of this section is devoted to the proof of the following result due to Ahlfors
[4].
Theorem 9.6.2. The image Δ of B under the map μ → sμ is open in Q(H).
We begin with the proof of Theorem 9.6.1 (b).
Lemma 9.6.3. If φ ∈ Q(H) and ||φ||H < 2, then φ ∈ Δ.
Proof: We know from Theorem 9.5.5 that φ = S f , where f = v1 /v2 and the v j are
solutions of
1
v + φv = 0 (9.6.9)
2
such that
v1 v2 − v2 v1 = 1. (9.6.10)
Therefore
1
|Fz /Fz̄ ||H ≤ ||φ||H = k < 1.
2
It follows that the extension f = F(z̄) is quasiconformal but sense reversing, with
φ
ζ 2 ψ + 2ζ ψ + ψ = ζ g(ζ ), g holomorphic at 0,
2ζ 4
ϕ j = a j z + b j + O(z −1 ), a1 b2 − a2 b1 = 1,
and a1
lim f (z) = = lim F(z).
z→∞ a2 z→∞
The fact that f is injective on C follows from the monodromy theorem. Composing
with a linear transformation will normalize f .
To this point, we have shown that if ||φ||H < 2 and φ is analytic on R and has a
zero of order ≥ 4 at ∞, then φ is in Δ. We pass to the general case by approximation,
using a sequence of linear fractional transformations gn with the property that the
gn (H) expand to exhaust H and fix ∞. Such transformations are easily obtained in
D, fixing 1, in the form h n (z) = ρn z where n ↑ 1, and then transplanted to H by
using the Cayley transform C. Let τn = C −1 ◦ h n ◦ C. If we set n = n − 1/2, the
result is 2nz + i
τn (z) =
2n − i z
Let
φn = φ ◦ τn · (gn )2 .
We turn now to the proof of Theorem 9.6.2. We begin with some remarks about
the quasi-isometry property of the Beurling–Ahlfors extension, Theorem 8.7.8. If
the K -quasiconformal map ϕ : H → H is such an extension, then
1 |dz| |dϕ(z)| |dz|
≤ ≤ c1 (K ) . (9.6.13)
c1 (K ) (Im z) 2 (Im ϕ(z)) 2 (Im z)2
This may be rewritten in a conformally invariant form by noting that the density for
the hyperbolic metric on H is ηH (z) = 1/(2Im z). Therefore (9.6.13) is
1
ηH (z) |dz| ≤ ηH (ϕ(z)) |dϕ(z)| ≤ c1 (K ) ηH (z) |dz|. (9.6.14)
c1 (K )
We need a general fact about the hyperbolic density of a general simply connected
domain Ω, from Proposition 2.2.3:
9.6 The Bers embedding 225
1 1
≤ ηΩ (z) ≤ , (9.6.15)
4 d(z, ∂Ω) d(z, ∂Ω)
ψ = j ◦ h2 ◦ g ◦ h1,
h −1
2 ◦ j ◦ ϕ ◦ h 1 on Ω1 ∪ L;
λ = (9.6.17)
h −1
1 ◦ ϕ ◦ j ◦ h 2 in Ω2 .
1
η1 (z)|dz| ≤ η2 (λ(z))|dλ(z)| ≤ c1 (K )η1 (z)|dz|, z ∈ Ω, (9.6.18)
c1 (K )
For the purpose of this proof, we shall abbreviate inequalities like (9.6.18), with
a constant that depends only on K , as η1 |dz| ∼ η2 |dλ(z)|. We want to show that
η1 (z) ∼ η2 (λ(z)). In view of (9.6.15), this amounts to showing that
For this purpose, we use the circular distortion theorem, Theorem 8.6.1. Let ψ = h 1
on H ∪ R and ψ = λ ◦ h 1 ◦ j in H∗ . Then ψ : C → C is K -quasiconformal. Given
226 9 Introduction to Teichmüller theory
C = {w ∈ C : |w − h −1 −1 −1
1 (z 0 )| = |h 1 (z) − h 1 (z 0 )|}.
Then λ(C) passes through λ(z) and λ(z 0 ) = z 0 . It follows from Theorem 8.6.1 that
|z − z 0 | ∼ |λ(z) − z 0 |.
φ − φ0 = Sg◦ f0 − S f0 = Sg ◦ f 0 ( f 0 )2 = S f ( f 0 )2 .
Therefore
1
(ζ − ζ ∗ )2 ψ(ζ ∗ )λz̄ (ζ )
μg (ζ ) = 2
, ζ ∈ Ω. (9.6.25)
1 + 21 (ζ − ζ ∗ )ψ(ζ ∗ )2 λζ (ζ )
ε c(K )
|μg | ≤ < 1 (9.6.26)
1 − εc(K )
for sufficiently small ε. We need to show that g is continuous and injective. Once
again this is true if L is an analytic curve and ψ is analytic on L with a zero of
order 4 at ∞. Therefore we proceed again by approximation. With τn as before, let
f n = f 0 ◦ τn and L n = f n (R). Then L n admits a quasiconformal reflection and ψ
is analytic on L n . Since τn (H∗ ) ⊃ H∗ , by Proposition 2.2.2 the hyperbolic density
ηn of f n (H∗ ) is ≥ η = ηH∗ , so |ψ| ≤ εη implies |ψ| ≤ εηn . The associated maps gn
with Sgn = ψ in Ωn satisfy (9.6.26) uniformly. Therefore a subsequence converges
to a quasiconformal g that equals g in H∗ .
Pushing these results much further requires many additional technical steps, and is
beyond the scope of this book. In this section, we give a very brief look at some more
of the theory.
Let us mention first what is referred to as Teichmüller’s theorem. Opinions seem
to differ about how close Teichmüller came to a rigorous proof of this, especially
the statement of existence. The theorem—and the theory—have been generalized to
many kinds of non-compact Riemann surfaces, and in other ways as well; see the
references in the last section.
The exact statement of the theorem varies somewhat from monograph to mono-
graph, but the following is the gist.
where
φ (dz)2 (9.7.2)
To put this subject in context, we follow [215] and begin with a bird’s eye view
of Teichmüller theory itself. Let S be a compact Riemann surface of genus g > 1.
The Teichmüller space T (S) consists of equivalence classes of pairs (S , f ), where
S is a Riemann surface and f : S → S is a quasiconformal orientation-preserving
homeomorphism. The equivalence relation is:
f ∗ : H1 (S) → H1 (S ) → Aut(H) ∼
= P S L(2, R).
This can be seen to induce an injective homomorphism, the holonomy, from T (S) to
the set of homomorphisms from
hol : T (S) → Hom (H1 (S), P S L(2, R)/P S L(2, R)) , (9.8.1)
9.8 Higher Teichmüller theory 229
where P S L(2, R)/P S L(2, R) denotes the space Aut(H) = P S L(2, R) up to inner
automorphisms.
The Teichmüller space T (S) is a connected component of the target space on the
right in (9.8.1). There is a second connected component, the image of T ( S̄), suitably
constructed, where S̄ is the topological surface S with the opposite orientation.
The idea behind higher Teichmüller theory is to replace P S L(2, R) in this pic-
ture by a Lie group G of higher rank, in such a way that the associated (higher)
Teuchmüller space of S is a union of connected components of
that consists of discrete faithful representations of π1 (S). This happens only for
special choices of G.
In retrospect, the theory seems to have begun in 1992 with results of Hitchin [108].
The fact that Hitchin’s construction fits into the theory as described here was proved
in 2006 by Fock and Goncharov [77] and by Labourie [128]. A second family of
higher Teichmüller spaces was defined in a different way, and was shown to fit the
definition above by Burger, Iozzi, Labourie, and Wienhard [36].
This history, various points of view, and further developments of the subject
are described in Wienhard’s survey article [215]. There are many interactions with
other research areas, such as Lie theory, representation theory, and ergodic theory.
However, as noted in [215],
In classical Teichmüller theory complex analytic methods and the theory of quasiconformal
mappings play a crucial role. These aspects are so far largely absent from higher Teichmüller
theory.
Exercises
8. Prove Proposition 9.5.1. Hint: suppose that f and g are normalized, and use
(9.4.9).
9. Verify Proposition 9.5.4.
10. Fill in the details in the proof of Theorem 9.5.5.
11. Prove that every element of Q(H) is the Schwarzian of some function that is
meromorphic in H.
12. The universal Teichmüller space T (U H ) is a group under the composition
[ f ][g] = [ f ◦ g]. The aim of this exercise is to show that the group compo-
sition is not continuous with respect to the Teichmüller metric, following the
proof in [84]. Normalize elements [ f ] ∈ T (H) by requiring that −1, 1, ∞ are
fixed by f R .
Show that there is a sequence { f n } ⊂ T (H) of normalized maps such that the
distance dT ( f n , 1) to the identity map 1 converges to zero and such that each f n
is asymptotically conformal, but dT (g ◦ f n , g) does not converge to zero, where
g(z) = z|z|. You may use the fact that to have dT ( f n , 1) → 0, it is enough to
have the restrictions to R satisfy
f n (x + t) − f n (x)
sup , f n (x) − f n (x − t) f n (x + t) − f n (x) → 0.
f n (x) − f n (x − t)
The history of this subject exhibits gaps and then bursts of activity. Moreover, the
subject seems to have inspired an unusual number of pithy comments. We cannot
resist the temptation to summarize through some quotations. According to Weyl
[214], footnote, p.176, Fricke [79], with the aid of his study of canonical polygons,
succeeded in formulating and proving rigorously the statement of Riemann: the Riemann
surfaces of genus p ( p > 1) form a 6 p − 6-dimensional manifold.
The subject seems to have rested there until revived by Teichmüller in the late 1930s
and the early 1940s. Ahlfors [3] attacked the problem a decade later and wrote
In a systematic way the problem of extremal quasiconformal mapping was taken up by
Teichmüller in a brilliant and unconventional paper ... . He formulates the general problem
and, although unable to give a binding proof, is led by heuristic arguments to a highly elegant
conjectured solution. Tbe paper contains numerous fundamental applications which clearly
show the importance of the problem. In a later publication [8] Teichmüller has offered a proof
of his main conjecture. In many respects this proof is an anticlimax when compared with
the original article. It is based on the method of continuity, which of all classical methods is
the least satisfactory, because of the nature of a posteriori verification.
9.8 Higher Teichmüller theory 231
Our exposition here is based mainly on the rather terse notes of Ahlfors [5] and the
expansive book of Lehto [131]. The state of the theory in the mid-1980s is described
well by the books of Abikoff, Gardiner, Lehto, and Nag mentioned above. Some of
the developments of the following two decades are contained in the books of Fletcher
and Markovic [76], Hubbard [111], [112], and Gardiner and Lakic [83].
Work in several directions is summarized in the chapters that have been added
in the second edition of [5]. Earle and Kra cover further work along the lines pio-
neered by Ahlfors and Bers. Shimakura describes the work of Sullivan, Thurston, and
others relating quasiconformal mapping and complex dynamics. Hubbard outlines
Thurston’s remarkable work on 3-manifolds. For more on this and related topics,
including higher Teichmüller theory, see the expository article of Wolpert [217].
For still more, see the Handbook of Teichmüller Theory [95]. (Volume V of the
Handbook includes translations of Teichmüller’s papers [202], [203].) For a glimpse
into the different state of affairs in higher dimensions, see the remarks concerning
the Mostow rigidity theorem at the end of Chapter 8.
Chapter 10
The Bergman kernel
is a Hilbert space. The Bergman kernel K has the property that for f in H (Ω) and
z in Ω,
f (z) = K (z, w) f (w) dm(w).
Ω
The kernel K itself is introduced in Section 10.1. Section 10.2 looks at its expan-
sion with respect to an orthonormal basis.
The Bergman kernel is a conformal invariant of the domain Ω. As such it can be
expected to be closely related to other such invariants. For simply connected Ω, one
such invariant is the inverse of the Riemann map from D to Ω. Section 10.3 exhibits
the relation of this inverse map to K .
The kernel function also has natural geometric significance. Section 10.4 covers
conformal invariance and the Bergman metric. Conformal invariance suggests that
the kernel K is closely related to other natural geometric features of a domain. We
have already seen this in Section 10.3 in connection with the Riemann map, and we
return to this theme in Section 10.5, in relation to conformal maps from domains that
are not simply connected, and in Section 10.6 in connection with natural boundary
problems for the Laplacian Δ in Ω.
© The Author(s), under exclusive license to Springer Nature Switzerland AG 2023 233
R. Beals and R. S. C. Wong, More Explorations in Complex Functions, Graduate Texts
in Mathematics 298, https://doi.org/10.1007/978-3-031-28288-1_10
234 10 The Bergman kernel
Suppose that Ω is a domain in C whose boundary contains more than one point. As
in the introduction, we denote by H (Ω) the space of functions f , holomorphic on
Ω, that are square-integrable on Ω. The corresponding inner product is
( f, g) = f (z)g(z) dm(z). (10.1.1)
Ω
We assume throughout that Ω is such that H (Ω) contains non-zero functions. Note
that this is not obvious if Ω is unbounded (and is not true if the boundary contains
only one point; see Exercise 1).
Our first step here is to show that H (Ω) is a Hilbert space, i.e. that it is complete
with respect to the metric induced by the norm
1/2
|| f || = ( f, f )1/2 = | f (z)|2 dm(z) .
Ω
1
| f (z)| ≤ √ || f || (10.1.2)
πR
since
1 2π
1, m = n;
e i(n−m)θ
dθ =
2π 0 0, m = n.
Proof: We must show that H (Ω) is complete. Suppose that { f n } is a Cauchy sequence
in H (Ω). It follows from Lemma 10.1.1 that the functions { f n } converge uniformly
on each compact subset of Ω. Therefore the limit function f is holomorphic.
Proof: The estimate (10.1.1) shows that the linear map f → f (z) is bounded with
respect to the Hilbert norm. Since H (Ω) is a Hilbert space, any such map can be
written uniquely as an inner product with an element of H (Ω); this is Proposition
2.7.1.
1
||k z || ≤ √ (10.1.4)
πR
||k z ||
||k z ||2 = (k z , k z ) = k z (z) ≤ √ .
πR
where k z is the element of H (Ω) that is defined by (10.1.3). By definition, the kernel
K has the reproducing property for H (Ω): for each f ∈ H (Ω), we have
K (z, w) f (w) dm(w) = f (z). (10.1.6)
Ω
1
|K (z, w)|2 ≤ |K (z, z)| |K (w, w)| ≤ , (10.1.8)
π R z Rw
K (z, z 0 )
f (z) = . (10.1.9)
K (z 0 , z 0 )
Proof: We note first that the assumption that H (Ω) = (0), together with (10.1.8),
implies that K (z 0 , z 0 ) > 0, so f in (10.1.9) is well defined and satisfies f (z 0 ) = 1.
Now f is a scalar multiple of k z0 , so any g ∈ H (Ω) can be written as
g = c f + h,
n !2n
| f (n) (z)| ≤ || f ||, (10.1.10)
R n+1
where R is the distance from z to ∂Ω.
Proof: Use the Cauchy integral formula to write f (n) (z) as an integral over the circle
{ζ : |ζ − z| = R/2}, and use (10.1.2) to estimate | f (ζ )|.
Proof: Given z, z in Ω,
Proof: This follows from Corollary 10.1.8 and the estimate (10.1.1).
Expanding the denominator of the integrand gives the power series expansion:
Corollary 10.1.11. For z 0 , w0 in Ω, and sufficiently small r > 0, s > 0, the kernel
function K has a series expansion for |z − z 0 | < r, |w − w0 | < s:
∞
K (z, w̄) = amn (z − z 0 )m (w − w0 )n . (10.1.12)
m,n=0
238 10 The Bergman kernel
Remark. The Bergman kernel is one example of what was later termed a reproducing
kernel; see the survey by Aronszajn [11]. An earlier example was examined by Szegő
[199] in connection with the Hardy space H 2 ; see Exercise 14.
and
∞
|| f ||2 = |( f, φn )|2 .
n=1
In particular,
∞
∞
k z (w) = (k z , φn )φn (w) = φn (z)φn (w).
n=1 n=1
where {φn }∞
1 is any orthonormal basis for H (Ω).
Let us consider two examples. The proofs are left as Exercise 4 and 5.
n 1/2 n−1
φn (z) = z , n = 1, 2, . . . (10.2.3)
π 1/2 R n
10.2 Orthonormal bases 239
∞
1 R2
K (z, w) = (zw)−1 + (zw)n−1 . (10.2.7)
2π log(R/ρ) n=0
π(R 2n − ρ 2n )
This series can be summed to give an explicit formula for the Bergman kernel for
A ,R in terms of the Weierstrass function ℘; see [24], Section 1.4.
We turn now to a result that will allow us to prove a monotonicity result for
kernels. Suppose that Ω1 ⊂ Ω. Let ( , )1 and || ||1 denote the inner product and norm
in H (Ω1 ). Given u ∈ H (Ω), the restriction (also denoted u) belongs to H (Ω1 ) and
||u||1 ≤ ||u||.
We claim that {ψn } is an orthogonal set in H (Ω). Suppose that we have shown that
{ψ1 , . . . , ψn−1 } is an orthogonal set in H (Ω). Suppose that ψn is not orthogonal in
H (Ω) to all the preceding ψk . Then we may choose some element g in the span of
these ψk , normalized with
240 10 The Bergman kernel
||ψn ||2 ≤ || f ε ||2 = (1 − ε2 )||ψn ||2 − 2aε 1 − ε2 + ε2 ||g||2
= ||ψn ||2 − 2aε + O(ε2 ).
For small ε, the right-hand side is less than ||ψn ||2 , a contradiction. Therefore the set
{ψ1 , . . . , ψn } is orthogonal in H (Ω). It follows that the set
{φn = kn−1 ψn }∞
n=1 , kn = ||ψn ||
Proof: Propositions 10.2.1 and 10.2.5 imply the inequality (10.2.9). Equality can
only hold if the orthogonal basis for H (Ω) that is constructed in Proposition 10.2.5
is not only orthogonal in H (Ω1 ) but also complete in H (Ω1 ).
For an example in which {ωm } is orthogonal but not complete in H (Ω1 ), see
Exercise 8.
f R = R f 1 : Ω → D R = D R (0) (10.3.1)
is the unique conformal map of Ω onto the disk D R (0) = {w : |w| < R} that satisfies
10.3 Conformal mapping, I 241
f R (z 0 ) = 0, f R (z 0 ) = 1. (10.3.2)
n 1/2
ωn (z) = ψn ( f R (z)) f R (z) = f R (z)n−1 f R (z), n = 1, 2, . . . ,
π 1/2 R n
and the formula for K is
∞
K (z, w) = ωn (z)ωn (w). (10.3.3)
n=1
1
ω1 (z 0 ) = f (z 0 ); ωn (z 0 ) = 0, n = 2, 3, . . . ,
π 1/2 R R
so, for z = z 0 , the sum (10.3.3) collapses to
1
K (w, z 0 ) = f (w). (10.3.4)
π R2 R
In view of this, we have
1
K (z 0 , z 0 ) =
π R2
and
1
f R (w) = K (w, z 0 ). (10.3.5)
K (z 0 , z 0 )
Φ(z 0 ) = 0, Φ (z 0 ) = 1. (10.3.8)
the limit
z
lim K (ζ, z 0 ) dζ = π −1/2 K (z 0 , z 0 )1/2 , (10.3.10)
z→∂Ω z0
For a simple, and much more direct, proof of this last result, see Exercise 3.
In light of Proposition 10.1.6 and the first area identity (1.2.9), we may look at
Theorem 10.3.1 in a different way.
Φ(z 0 ) = 0, Φ (z 0 ) = 1
R = π −1/2 K (z 0 , z 0 )−1/2 .
Suppose that Ω and Ω are domains that are conformally equivalent, i.e. there is a
bijective holomorphic map Φ : Ω → Ω.
10.4 Conformal invariance and the Bergman metric 243
f (z) = f (Φ(z))Φ (z), z∈Ω,
Proof: Note that the inverse map has the same form:
f (w) =
f (Φ −1 (w))[Φ −1 ] (w), w ∈ Ω.
Distinguishing the inner products by subscripts, we only need to show that for f , g
in H (Ω),
( g )Ω = ( f, g)Ω .
f ,
|Φ (z )|2 d x dy = d x d y (10.4.1)
f , k z )Ω =
( f (z) = f (Φ(z))Φ (z) = ( f, kw )Ω Φ (z) = ( f, Φ (z)kw )Ω .
Thus,
k z = kw if w = Φ(z). (10.4.3)
K (z, w) = (k z , kw )Ω = (kz , k
w )Ω = K (z , w )Φ (z)Φ (w).
The associated distance between two points z and w of Ω is the minimum length
among such curves that begin at one point and end at the other. (Conversely, one
can recover the metric from the distance function, using the observation that for
points very close to one another, the distance is approximately a constant times the
euclidean distance.)
By Proposition 10.4.2, the expression in braces is the square root of K (γ (t), γ (t)),
where K is the Bergman kernel for Ω . Therefore the right side of (10.4.5) is the
length of the induced curve γ .
A geodesic for the Bergman metric is a curve γ that is locally of shortest length,
meaning that for some δ > 0, if z and w are points on γ and |z − w| ≤ δ, then no
curve from z to w has length shorter than the portion of γ from z to w. It is convenient
to renormalize the parametrization of the curve so that |γ (t)| ≡ 1, so that (with some
new choice of a and b)
b
L(γ ) = K (z(t), z(t))1/2 dt, |γ (t)| ≡ 1. (10.4.6)
a
10.5 Conformal mapping, II 245
∂ ∂
x (t) = K (z(t), z(t))1/2 ) , y (t) = K (z(t), z(t))1/2 ) ,
∂x ∂y
(10.4.7)
see Exercise 15.
As an example, consider the unit disk D, for which the Bergman kernel is
1
K (z, w) = ;
π(1 − zw)2
d x 2 + dy 2
ds 2 = . (10.4.8)
π(1 − r 2 )2
Up to a multiplicative constant, this is the Poincaré metric for the unit disk as a model
of hyperbolic geometry; see Section 2.2.
The interval (−1, 1) is a geodesic for this metric; see Exercise 16. As in Section
2.2, the remaining facts about the geometry follow by conformal invariance: rotations
around the origin are conformal maps of D to itself, so each diameter of D is a
geodesic. More generally, the linear fractional transformations
z−a
Φ(z) = ω · , a ∈ D, |ω| = 1,
az − 1
are conformal maps of D to itself. Linear fractional transformations map any line
to either a line or a circle. It can be deduced from these remarks that the remaining
geodesics of D are precisely the circular arcs in D that meet the boundary at right
angles. These are the "lines" for the hyperbolic geometry.
Remark. It follows from (10.4.8) that√ the Bergman metric for D blows up, as one
approaches a boundary point z 0 , like 1/2 π ρ, where ρ is the distance to the bound-
ary. This is true, not only qualitatively (O(ρ −1 )) but also quantitatively, whenever
the boundary is smooth in a neighborhood of z 0 ; see Exercise 10,
We saw in Section 10.3 that the Bergman kernel can be used to give an explicit
formula for a conformal map of a simply connected domain onto a disk. A modified
version of this statement is also true for domains that are not simply connected. In this
case, the mapping takes such a domain to the plane minus a collection of horizontal
246 10 The Bergman kernel
S1
Γ3 Φ S2
Γ1
Γ2
S3
slits. (For a different proof of this mapping theorem, see Exercises 16–19 of Chapter
7.)
In this section, we take Ω to be a bounded domain whose boundary ∂Ω consists
of smooth simple closed curves Γ1 , Γ1 , … Γ p , where Ω lies in the bounded domain
enclosed by Γ1 ; see the left side of Figure 10.1.
As we shall show,
S j = {a j + is : 0 ≤ s ≤ s j }, j = 1, 2, . . . , p.
(z, w) =
K k z (w), (10.5.2)
f (z) = ( f,
k z ).
(z, w) = K
K (w, z); |K (z, z) K
(z, w)|2 ≤ K (w, w). (10.5.3)
where the function λ is holomorphic with respect to z ∈ Ω. In fact, for any choice
of z in Ω, the function
Φ(t) = M(t, z) + N (t, z) (10.5.6)
can be taken as the desired conformal map. The rest of this section is devoted to the
proof of this statement.
Lemma 10.5.4. There is a constant δ > 0 such that at each point z of the boundary
of Ω there is a disk of radius δ contained in Ω and tangent to ∂Ω at z, and also a
disk of radius δ contained in the complement of the closure of Ω and tangent to ∂Ω
at z.
Proof: At any point of the boundary, there are two such disks of maximal radius
r1 (z), r2 (z). Let (z) be the smaller of the r j (z). Then (z) is continuous on ∂Ω, so
it has a minimum δ > 0.
248 10 The Bergman kernel
Lemma 10.5.5. Given t ∈ Ω, there are constants C1 (t), C2 (t) such that, for each
z in Ω such that the distance ρ(z) from z to ∂Ω is ≤ 1, we have
δ2 δ2
K (τ, τ ) ≤ = , z ∈ D, |z| = t.
π(δ 2 −τ )
2 2 π(δ + τ )2 (δ − τ )2
It follows that
d (z, w)
K 1
dm(w) = .
dt Ω w−t (t − z)2
Therefore
10.5 Conformal mapping, II 249
(z, w)
K 1
I (t, z) ≡ dm(w) = + ck (z) (10.5.8)
Ω w−t z−t
where λ is holomorphic in t.
Since the integrand is integrable over Ω, the second integral on the right goes to zero
with ε. Now ∂w̄ {(w − t)−1 } = 0 and
(z, w) = ∂w K
∂w̄ K (w, z) = M(w, z).
Therefore
(z, w)
K K (z, w)
2i dm(w) − 2i dm(w)
Ω t −w Dε w − t
M(z, w)
= dz + o(1). (10.5.11)
∂Ω t −w
The second integral on the left is a holomorphic function of z, while the term on the
right has limit −π M(z, t).
Suppose now that {Ωn } is an increasing sequence of smoothly bounded domains,
such that ∂Ωn is in the 1/n neighborhood of ∂Ω. For each such n, the preceding
argument shows that
250 10 The Bergman kernel
(z, w) (z, w)
K 1 K
dm(w) = −π M(z, t) + |dw|.
Ωn w−t 2i ∂Ωn w − t
The left side converges to I (z, t), so the integrals on the right have a limit λ(z, t)
that is holomorphic in z.
For t1 , t2 ∈ D1 , the integral is bounded by integration over a larger set, the comple-
ment of D1 ∪ D2 .
Equation (10.5.8) implies that I (z, t) is uniformly continuous on the complement
of Ω. Therefore it is enough to consider I (z, t) − I (z, t0 ) as t → t0 along the radius
of D j that ends at t0 . We change coordinates and take δ = 1 and t0 = 0, with the
boundary of Ω vertical at 0; see Figure10.2.
Ω
w
D1 D2
t0 = 0
−1 t
Note that the integrand in (10.5.12) is O(|w|−4 ) as |w| → ∞. It follows from this
and symmetry that it is enough to consider the case Im w > 0 and to estimate the
integral over the region that is shaded gray in the figure.
With w = x + i y, we have
y2
1 ≤ |w + 1|2 = (x + 1)2 + y 2 , |x| ≤ 1 − 1 − y2 = + O(y 4 ).
2
At a given value of y, the range of x is contained in
y2 y2
− + O(y 4 ) < x < + O(y 4 ).
2 2
Therefore
y2t
|w − t|2 = (x − t)2 + y 2 = (x 2 − 2xt) + t 2 + y 2 ≥ + t 2 + y 2 + O(y 4 )
2
∼ y2 + t 2.
for 0 < t < 1. We want to invoke the Cauchy–Green formula (10.5.11), which takes
the form here
(z, w) 1 1
2i K − dm(w)
D w−t w − t −1
1 1
= M(w, z) − dw. (10.5.13)
|z|=1 w−t w − t −1
To justify this, we need to consider the singularity of M at the boundary point 1. The
formula is valid if we replace D by the portion of D that lies to the left of the arc of a
circle of radius ε centered at 1. Lemma 10.5.5 implies that the integral over the arc
is less than some constant times
ε
log s ds = ε log ε − ε
0
252 10 The Bergman kernel
As ε → 0, the last two integrals on the right converge to 0 and to −π M(t, z), respec-
tively.
On the unit circle z = z̄ −1 , so dz = −z −2 d z̄. Therefore, using the previous results
and taking the complex conjugate, we have
I2 (t, z) − I2 (t −1 , z)
1 1 1
=− M(w, z) − −1 dw − π M(t, z).
2i |w|=1 w−1 − t w − t −1
Since M(w, z) is holomorphic with respect to w ∈ D, and the residue at the pole
w = t −1 is −π M(w, z), we have I2 (t, z) = I2 (t −1 , z).
Let
1 1
N (t, z) = + λ(z, t) , (10.5.14)
π t−z
Proof: Since the function I (t, z) is continuous at Γk , the formulas (10.5.8) and
(10.5.10) must give the same value at any point of Γk . Thus,
1
lim + ck = lim −π M(t, z) + λ(z, t)
t→Γk z−t t→Γk
Theorem 10.5.9. For any choice of z ∈ Ω, let Φ(t) = M(t, z) + N (t, z), where M
is defined by (10.5.5) and N is defined by (10.5.14) and (10.5.10). Then Φ is a
conformal map onto the complement in C of the union of disjoint horizontal slits
S1 ,…,S p .
Remarks. 1. Theorem 10.5.9 contains the Riemann mapping theorem for domains
with smooth boundaries. In fact, suppose that Ω has a single boundary curve, so that
Φ(Ω) is the plane with a single slit. This domain can be mapped onto the unit disk
by an explicit conformal map; see Exercise 17.
2. The assumption that Ω has a smooth boundary in order for there to be a
conformal map as described in Theorem 10.5.1 can be very much weakened; see
Exercise 19.
Δu ≡ u x x + u yy = 0 in Ω, u = f on ∂Ω, (10.6.1)
and the Poisson problem with Dirichlet boundary condition: given a bounded function
g on Ω, find a function u, continuous on the closure, such that
Δu = f in Ω, u = 0 on ∂Ω. (10.6.2)
254 10 The Bergman kernel
where ∂/∂n denotes differentiate in the direction of the outward normal vector.
By definition, a Green’s function for Ω is a function G(z, ζ ), z, ζ ∈ Ω, with the
properties that as a function of z it is harmonic in Ω \ {ζ }, continuous and equal to
zero at the boundary ∂Ω, and has a logarithmic singularity at ζ :
1
G(z, ζ ) = log + h(z, ζ ), (10.6.4)
|z − ζ |
1
h(z, ζ ) = − log , z ∈ ∂Ω.
|z − ζ |
2 ∂2G
K (z, ζ ) = − . (10.6.6)
π ∂z∂ζ
The importance of G is that it provides the solution to both the Dirichlet problem
(10.6.1) and the Poisson problem (10.6.2).
Lemma 10.6.1. G extends to be harmonic in a neighborhood of the boundary ∂Ω.
Proof: The assumption that the boundary curves Γ are analytic (i.e. Γ (t) is an
analytic function of t and Γ = 0) implies that Γ extends to a coordinate chart in a
neighborhood of any given boundary point Γ (t0 ). In this chart, the intersection with
the nearby portion of ∂Ω becomes part of the real axis. Since the harmonic function
G is zero on the boundary, the reflection principle says that it extends across.
10.6 The kernel function and partial differential equations 255
Proposition 10.6.2. Given any continuous function f on ∂Ω, the unique solution
to the problem (10.6.1) is
1 ∂G
u(z) = (ζ ) f (ζ )|dζ |, z ∈ Ω. (10.6.7)
2π ∂Ω ∂n
Proof: Let u be the solution of (10.6.1). For small ε > 0, the closure Dε of the disk
Dε = Dε (z) is contained in Ω. Let Ωε = Ω \ Dε . Then G and u are both harmonic
in Ωε , so Green’s formula (10.6.3) gives
∂G ∂u
(z, ζ )) u(ζ )|dζ | = G(z, ζ ) (ζ )|dζ |
∂Ωε ∂n ∂Ωε ∂n
∂u
=− G(z, ζ ) (ζ )|dζ |. (10.6.8)
∂ Dε ∂n
Similarly, the right side of (10.6.7) is O(ε| log ε|). This proves (10.6.7).
Let
l(r ) = ϕ(r ) log r ; lε (r ) = ε2 l(r/ε).
For sufficiently small ε, the disk Dε is contained in Ω. Taking into account the
calculation of the integral of Δε and the continuity of f , we see that the limit as
ε → 0 of the right side of (10.6.10) is f (z). Since G ε decreases to G, we obtain
Δu(z) = f (z).
The principal step in getting to the identity (10.6.6) is to show that the function
−(2/π )∂ 2 G/∂z∂ζ has the reproducing property.
Proof: Since
1
G(z, ζ ) = log + h(z, ζ ),
|z − ζ |
it follows that
∂G 1 ∂h
(z, ζ ) = − + (z, ζ );
∂z z−ζ ∂z
∂2G ∂ 2h
(z, ζ ) = (z, ζ ).
∂z∂ ζ̄ ∂z∂ z̄
The integrand is meromorphic in Ω, so the value is π times the residue, i.e. − π2 f (z).
In fact, the kernel K extends analytically across the boundary. This uses again
the assumption that the boundary curves are analytic arcs. For the lengthy proof, we
refer to Bergman [24], Chapter 5, Section 3. This being the case, we can use K in
place of f in (10.6.11) to prove the identity (10.6.6):
2 ∂2G
K (z, η) = − (z, ζ )K (ζ, η) dm(ζ )
π Ω ∂z∂ζ
2 ∂2G
=− K (ζ, η) dm(ζ ).
π Ω ∂z∂η
Remark. The assumption that the domain Ω is bounded by analytic curves is not,
up to conformal equivalence, at all special; see Exercise 19.
Exercises
as the distance ρ from z to the boundary goes to zero. Note that this is independent
of the radius of the disc.
8. Let Ω be the unit disk D and Ω1 be D with the segment [0, 1) removed. Show
that each orthogonal basis for H (Ω) is an orthonormal set for H (Ω1 ), but is not
complete in H (Ω1 ).
9. Suppose K is the kernel function for a domain Ω in C. Show that for any set
{z 1 , z 2 , . . . , z n } of distinct points of Ω, and any set of constants {t1 , t2 , . . . tn } in
C,
K (z j , z k )t j t¯k ≥ 0.
1≤ j,k≤n
10. Suppose that the domain Ω has a smooth boundary. Use Corollary 10.2.6 and
Exercise 7 to show that the kernel function K (z, z) has the same boundary
behavior, pointwise, as a disk. Hint: if z 0 ∈ ∂Ω, then there are disks D1 and D2
such that D1 is contained in Ω, D2 is disjoint from Ω, and the boundaries meet
at z 0 . An inversion Φ(z) = 1/(z − z 1 ), where z 1 is not in the closure of Ω, is a
conformal map with the property that D3 = Φ(D2 ) is a disk that contains Φ(Ω)
and is tangent to Φ(Ω) at Φ(z 0 ).
11. A linear map U from a Hilbert space H to itself is said to be unitary if it is
surjective and satisfies
(U f, U g) = ( f, g), all f, g ∈ H.
(a) Suppose that H has an orthogonal basis ϕn . Show that a linear map U : H →
H is unitary if and only if {ψn } is an orthomormal basis, where ψn = U φn .
(b) Suppose that U : H (Ω) → H (Ω) is unitary. Prove that U has a kernel K U ,
i.e. a continuous function K U (z, w) such that for any f ∈ H (U ),
10.6 The kernel function and partial differential equations 259
U f (z) = K U (z, w) f (w) dm(w).
Ω
(a) Show that this is a Hilbert space, and the square of the norm, || f ||2H is
(10.6.12).
(b) Verify that if f (z) = ∞ n
n=0 an z , then
∞
|| f ||2H = |an |2 .
n=0
(c) Deduce that the inner product in H 2 of f = an z n and g = bn z n is
∞
( f, g) H = an b̄n .
n=0
∞
K H (z, w) = φn (w) φn (z).
n=0
15. (a) Given a positive smooth function F(x, y, ẋ, ẏ), consider the problem of
minimizing the integral
1
F(x(t), y(t), x (t), y (t)) dt
0
for curves γ (t) = (x(t), y(t)) in the plane that have fixed endpoints (x0 , y0 ) and
(x1 , y1 ). If such a curve is minimal, and ν(t) = (ξ(t), η(t)) is a smooth curve
that begins and ends at (0, 0), then the value of the integral is not decreased by
replacing (x, y) by (x + εξ, y + εη). Therefore a necessary condition on γ is
that b
d
F(x + εξ, y + εη) dt
dε ε=0 a
Deduce from this, integration by parts, and the boundary conditions, the Euler–
Lagrange equations
d d
{Fẋ } = Fx ; Fẏ = Fy .
dt dt
(b) Suppose that the function in part (a) has the form
For the minimization problem we may, and shall, choose the parametrization of
the curve (x(t), y(t)) to satisfy
[x (t)2 ] + [y (t)]2 = 1.
Find the form of the Euler–Lagrange equations for curves with this parametriza-
tion and verify (10.4.7).
16. Calculate the Euler–Lagrange equations (10.4.7) for Ω = D and verify that the
interval (−1, 1) is a geodesic.
17. Map the plane minus a single (straight) slit conformally onto the unit disk. (One
may as well take the slit to be the interval [-1,1].)
18. (a) Compute the Green’s function for the unit disk. Hint: what is G(z, 0) in this
case?
(b) Use the result in (a) to verify (10.6.6) for D.
19. Suppose that Ω is a bounded domain in the plane, and suppose that the com-
plement of Ω consists of an unbounded component Ω1 and p − 1 bounded
components Ω1 , …, Ω p . Show that Ω is conformally equivalent to a domain
whose boundary consists of disjoint closed analytic curves. Hint: in case p = 1
there are two ways to proceed: (i) use the Riemann mapping theorem; (ii) choose
a point z 1 ∈ Ω, invert the plane by z → (z − z 1 )−1 , map the image of Ω to D,
and follow this by the inversion w → w−1 .
10.6 The kernel function and partial differential equations 261
20. Prove, by applying the Riemann mapping theorem p times, the converse of
Theorem 10.5.1: If Ω is the complement in the plane of p disjoint finite vertical
closed slits, then there is a conformal map of Ω to a domain bounded by p
analytic Jordan curves.
The classic exposition of this material is in Bergman [24]. It covers the material in
this chapter much more completely. As we noted in the introduction, the Bergman
kernel has close connections to other natural conformal invariants associated to a
domain in C. These connections are exhaustively investigated in [24]. Other topics
there include further applications to partial differential equations, potential theory,
and functions of two complex variables. Krantz [125] contains some more recent
developments.
The Hilbert space H (D) of square-integrable holomorphic functions in the disk is
often denoted A2 . It has Banach space generalizations A p , the holomorphic functions
that are p-th power integrable, 1 ≤ p < ∞, as well as non-Banach space versions
with 0 < p < 1. These are known as Bergman spaces. There is now an extensive
body of knowledge concerning their structure and properties; see Duren and Schuster
[65].
Chapter 11
Theta functions
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264 11 Theta functions
2g+1
w = P2g+1 (z),
2
P2g+1 (z) = (z − r j ) (11.1.1)
j=1
or
2g+2
w = P2g+2 (z),
2
P2g+2 (z) = (z − r j ), (11.1.2)
j=1
where in either case the roots r j are assumed to be distinct. Here, g ≥ 2; the analogous
curve with g = 1 is termed an elliptic curve. It is easy to construct the Riemann
surface. The general process will be clear if we take the case g = 2 and specialize to
the case of real roots. In the degree six case, we have six real roots
Slit the plane from r2 j−1 to r2 j j = 1, 2, 3, and let C+ denote the plane with the slits
[r2 j−1 , r2 j ] removed. It is not difficult to see that a branch of the square root
P6 (z)
C+
w → +∞
C−
w → −∞
For a curve of genus 2, this is illustrated on the left in Figure 11.2. Such cycles are
basis for Γg , which means that every closed path in Γg is homologous to
a homology
a path [m j a j + n j b j ], where the integer coefficients indicate repeating the cycle
that number of times (in the opposite direction if the coefficient is negative), and the
addition refers to concatenating the paths— following one by another. Homologous
means homotopic, cycle by cycle, but in homology, the order does not matter since
we will be concerned only with integration of holomorphic functions along the path
(or, more generally, closed 1-forms). Then homotopic paths yield the same integral,
and addition is commutative.
Let us spell this out in the case illustrated in Figure 11.2. Cutting the curve Γ −
along the cycles a j , b j , i.e. going to the complement of the union of the (images
of) the a j , b j leads to a simply connected region Γg that is topologically a 4g-sided
polygon with boundary,
This is illustrated on the right in Figure 11.2, for the case g = 2. Points on a −1
j are
identified with points on a j , and so on, to form Γg topologically.
b−1
2
b1 a−1
1 a−1
2
b2
b−1
1 b2
a1 a2
a1 a2
b1
Suppose that γ is a closed path in the curve Γg on the left in figure 11.2. Let Ω
denote the interior of the octagon on the right. If the path γ stays in Ω, then it is
homotopic to a constant map, and counts as zero. Otherwise, each connected part of
the curve that lies in the interior is homotopic to a path that lies on the boundary.
Thus, γ is homotopic to a path that lies on the union of the cycles. Starting at the
intersection of two cycles, the path is homologous to a path that follows one of those
cycles, or its inverse, an integer number of times. Thus, eventually, we have a unique
homology representation of all of the path γ in the form m 1 a1 + m 2 a2 + n 1 b1 + n 2 b2
for some integers m j , n j , not necessarily positive.
A fundamental question concerning a curve Γg is to determine the field of functions
that are meromorphic on Γg . A general picture is given by the following result.
11.2 Cycles and differentials 267
Proof: Since Γg is compact, ϕ must have at least one pole. We may assume that
there are no zeros or poles on the cycles {a j } and {b j }. (Otherwise, simply move
the offending cycles slightly.) Integrate ϕ /ϕ over the boundary ∂ Γg . The integral
over a j and the integral over a −1
j cancel, and the same is true for the b j . Therefore
the number of zeros equals the number of poles. (In particular, there is at least one
zero.) Integrate ϕ itself over the boundary to see that the sum of the residues is zero.
Therefore the number of poles, counting multiplicity, must be greater than one.
Replacing ϕ in the previous argument by ϕ − c, any c ∈ C, we obtain
We are still some distance from showing that non-constant meromorphic functions
exist. For this, we need an excursion into differentials and theta functions.
In this context, the term used for a 1-form on Γg is a differential. In local coordi-
nates, a differential ω has the form
The differential ω is said to be holomorphic, or Abelian of the first kind if, in each
such local representation, f is holomorphic and g = 0. In particular, as we shall
see, the differentials
z j−1
η j = √ dz, j = 1, 2, . . . g, (11.2.3)
P
The roots are assumed to be distinct, so P (z) does not vanish near a root.
268 11 Theta functions
z j−1 ζ 1− j [ζ g+1 + . . . ]
ηj = dz = ± dζ = ±ζ g− j [1 + O(ζ )] dζ,
w ζ2
f (q j ) − f (q j ) = ω = Aj. (11.2.9)
aj
11.2 Cycles and differentials 269
Therefore (11.2.7) is
g
fω = −B j ω + Aj ω
∂ Γg j=1 aj bj
g
= [ A j B j − A j B j ].
j=1
We have proved
g
ω j = 2πi (A−1 )k j ηk . (11.2.13)
k=1
The {ω j } are canonically dual to the basis of cycles {a j } in the sense that
ω j = 2πi; ωk = 0 if j = k. (11.2.14)
aj aj
if z is not a zero of P, and is not ∞ if P has odd degree. In the excluded cases, the
expansion near p can be written in terms of w. Finally, there are Abelian differentials
of the third kind ω pq , where p and q are distinct points of Γg near which the coefficient
has a simple pole with residues 1 and −1, respectively. For the existence of the
differentials ω(n)
p and ω pq , see Exercises 3 and 4.
Each such differential is unique up to the addition of a holomorphic differential.
We have already chosen a basis of differentials of the first kind, normalized by
ωk = δ jk . (11.2.16)
aj
where
g g
B N , N = B jk Nk N j , N , z = Njz j.
j,k=1 j=1
Let −b < 0 be the largest (i.e. least negative) eigenvalue of the real symmetric matrix
Re B. Then
g
|B N , N | ≤ Re B N , N ≤ (−b)|N | = (−b) 2
N 2j ;
j=1
|N , z| ≤ |N ||z|.
The sum in the definition (11.3.1) converges uniformly on compact sets in Cg ; see
Exercise 6. Therefore θ is an entire function of z. Note that θ is an even function of
z. Change N to −N in (11.3.1):
1
1
2
B N , B N , N + N , z + Bek
N + N , z + f k =
2
= 21 B(N + 2ek ), N + N , z
= 1
B(N + ek ), N + ek − 21 Bek , ek + N + ek , z − ek , z
2 1
= 2 B(N + ek ), N + ek + N + ek , z − 21 Bkk − z k .
11.3 Theta functions and Abel’s theorem 273
Since summing a function of N over N and summing over N + ek give the same
result, this proves (11.3.4).
These equations show that the theta function has periods {2πiek } and quasiperiods
{ f k }. More generally, any element of the period lattice
Λ = Λ(B) = 2πi N + B M : M, N ∈ Zg (11.3.5)
The Jacobi variety, or Jacobian J (Γg ) of the curve G g is the 2g torus that is the
quotient of C g by the lattice (11.3.5):
J (Γg ) = C g /Λ.
Put differently, J (Γg ) is the set of equivalence classes of elements of C2g under the
equivalence relation
We take the path of integration to be the same for each index j = 1, 2, . . . , g. The
Abel map A : Γg → J (C g ) is the map
A( p) = A1 ( p), A2 ( p), . . . , A g ( p) . (11.3.12)
This is independent of the chosen path (so long as the path is independent of the
index j). In fact, any two paths differ by a path that is homologous to some path
g
c= [n j a j + m j b j ],
j=1
and g
ωk = 2n k πi + B jk m j ,
c j=1
Proof: Suppose that f is meromorphic on Γg with the prescribed zeros and poles.
Then Ω = d log f = d f / f is a meromorphic differential with simple poles and
zeros. It has residue 1 at each zero and residue −1 at each pole. Therefore it has
an expansion
g g
Ω = m j ωpjqj + cjωj. (11.3.14)
j=1 n=1
We are assuming that f is single-valued on Γg , so the integral over any closed cycle
is an integer multiple of 2πi:
Ω = 2n j πi, Ω = 2m j πi. (11.3.15)
aj bj
11.4 Jacobi inversion 275
Taking into account (11.3.14), (11.3.15), and the normalizations (11.2.17), (11.2.18),
it follows that
2πin k = Ω = 2πick ;
αk
n pj g
2πim k = Ω = ωk + n j B jk .
βk j=1 qj j=1
Therefore
n
n pj
A( p j ) − A(q j ) = − ωk
j=1 j=1 qj
n
= −2πim k + n j B jk . (11.3.16)
j=1
Let S g (Γg ) be the g-th symmetric product of the curve Γg . This means that its
elements are the unordered g-tuples ( p1 , . . . , pg ) of points of Γg . The Abel map
extends to a map
A : S g (Γg ) → J (Γg ) = Cg /Λ
defined by
A( p1 , . . . , pg ) = A( p1 ) + · · · + A( pq ). (11.4.1)
The problem of inverting the Abel map is known as the Jacobi inversion problem.
Thus, given
z = (z 1 , z 2 , . . . , z g ) ∈ J (Γg ) = C/Λ
276 11 Theta functions
g pj
ωk ≡ z k , k = 1, . . . , g
j=1 p0
where the ωk are the standard a-cycles of Γg , and the equivalence relation is (11.3.7):
b ≡ c means that b − c belongs to Λ.
Let −
→
e = (e1 , . . . , eg ) be a fixed element of Cg and set
F( p) = θ (A( p) − −
→
e ). (11.4.2)
This function is holomorphic on the cut surface Γg . Changing − →e slightly, if necessary,
we may assume that F is not identically zero. Recall that ∂ Γg is the union of cycles
ak , bk , ak−1 , bk−1 . Changing the cycles slightly, if necessary, we may assume that F
has no zeros on the boundary ∂ Γg .
Let F + denote F on the union of the ak and bk , and let F − denote F on the union of
the inverses ak−1 , bk−1 , and similarly for A± . Then (11.4.3) is
g
1
+ d log F + − d log F − . (11.4.4)
2πi k=1 ak bk
But d Ak ( p) = ωk , so
11.4 Jacobi inversion 277
Therefore (11.4.4) is
g
1 1
d log F = ωk = g.
2πi ∂ Γg 2πi k=1 ak
where
2πi + B j j 1 p
Kj = − ωk ( p) ωj . (11.4.12)
2 2πi k= j ak po
−
→
Proof: Let ζ be defined by
ζ j = A j ( p1 ) + · · · + A j ( pg ). (11.4.13)
Because of the way that the ak are chosen, F takes the same value at the ends, so
278 11 Theta functions
d log F + = 2πin k , n k ∈ Z. (11.4.15)
ak
Let q j and
q j be the initial and final points of b j . Then
d log F + = log F + (
q j ) − log F + (q j ) + 2πim j , m j ∈ Z
bj
g
1
ζj ≡ ej − 1
B
2 jj
− A j (q j ) + A j ωk
2πi k=1 ak
+2πim j + B jk (−n k + 1)
k
g
1
≡ e j − 21 B j j − A j (q j ) + A j ωk . (11.4.17)
2πi k=1 ak
and
g
1 1
− A j (q j ) + A j ωk = −πi + A j ωk . (11.4.18)
2πi k=1 ak 2πi k= j αj
−
→ −
→
e = A(q1 ) + . . . A(qg ) + K , (11.4.19)
where the points q j are the unique poles (counting multiplicity) of a meromorphic
function on Γg .
→ −
− →
Corollary 11.4.4. If ζ ∈ Cg has the property that F( p) = θ (A( p) − ζ − K ) does
not vanish identically on γ , then F has g zeros p j on Γg that are the solution of the
Jacobi inversion problem
−
→
A( p1 ) + · · · + A( pg ) ≡ ζ .
Proof: The first statement is just Theorem 11.4.2. Suppose that {q1 , . . . qg } is disjoint
from { p1 , . . . , pg } and
A(q1 ) + · · · + A(qn ) ≡ ζ.
−
→ −
→
e = A( p1 ) + · · · + A( pg−1 ) + K , (11.4.20)
−
→ −
→
e = A( p1 ) + · · · + A( pg ) + K . (11.4.21)
We know that one of these points, say pg is p0 , so that (11.4.21) reduces to (11.4.20).
If F( p) is identically zero, then by Theorem 11.4.3,
−
→ −
→
e = A(q1 ) + · · · + A(qg ) + K , (11.4.22)
−
→ −
→
e = A(q1 ) + · · · + A(qg ) + K = A( p1 ) + · · · + A( pg−1 ) + K ,
The approach to the Jacobi inversion problem that we have just described is due
to Riemann. A second approach is due to Weierstrass. We illustrate the Weierstrass
approach for genus g = 2, with defining equation
w2 = P5 (z).
dz z dz
η1 = , η2 = .
w w
The corresponding modified Abel map is
z z
A(z) = η1 , η2
z0 z0
so
A(z 1 , z 2 ) = A(z 1 ) + A(z 2 ) = (ζ1 , ζ2 )
with
z1 z2
ζ1 = η1 + η1 ; (11.4.23)
z z
0z1 0z2
ζ2 = η2 + η2 . (11.4.24)
z0 z0
Thus,
dζ1 1 dζ2 zj
(z j ) = , (z j ) = . (11.4.25)
dz w(z j ) dz w(z j )
dz 1 w(z 1 ) dz 2 w(z 2 )
= , = , (11.4.26)
ds z1 − z2 ds z2 − z1
dz 1 z 2 w(z 1 ) dz 2 z 1 w(z 2 )
= , = ,. (11.4.27)
dt z1 − z2 dt z2 − z1
Proposition 11.4.6. Under the Abel map A : S 2 Γ2 → J (Γ2 ), the systems (11.4.26),
(11.4.27) become
11.4 Jacobi inversion 281
dζ1 dζ2
= 0, = 1; (11.4.28)
ds ds
dζ1 dζ2
= −1, = 0; . (11.4.29)
dt dt
Proof: The equations (11.4.28) and (11.4.29) follow readily from the equations
(11.4.23)–(11.4.27); see Exercise 9.
We cannot resist closing this section with a remark of Weyl, [214], footnote, p.
144:
The principal significance of the inversion problem to us today lies primarily, not in its
intrinsic value, but in the splendid development created by Riemann and Weierstrass in their
efforts to solve the problem.
Exercises
1. (a), (b), (c), (d): section by section, work out the results in the case of a torus:
g = 1.
2. Show that j ≤ g is also the necessary and sufficient condition that η j be holo-
morphic at ∞ in the case when P has degree 2g + 1.
3. Prove the existence of the differentials of the second kind. Hint: look for
g(w) dz
ω(n) = .
p
(z − p)n+1
What conditions are needed on g(w) to guarantee that ω(n) p has the correct behav-
ior at the point p on each sheet C± ?
4. Prove the existence of the differentials of the third kind ω pq . Hint: look at Exer-
cise 3.)
5. Prove (11.2.19).
6. Prove that (11.3.1) converges uniformly on compact sets in C.
7. Prove the transformation law (11.3.10).
8. Show that θ has 2g−1 (2g+1 ) even periods and 2g−1 (2g − 1) odd periods.
9. Prove (11.4.28) and (11.4.29).
10. Use the Weierstrass system of differential equations to show that map to J (G 2 )
is surjective and can be inverted by following trajectories of two systems. (Start
from p0 .)
282 11 Theta functions
The theory of theta functions was initiated by Jacobi and advanced by Riemann and
Weierstrass. It is still a large and active area of research, with connections to alge-
braic geometry, analytic number theory, representation theory, algebraic topology,
nonlinear partial differential equations, and quantum physics.
The classical theory of theta functions is treated exhaustively by Baker in [17].
Baker’s monograph has been reissued, with a foreword by Krichever that outlines the
theory and delves into its application to the study of “completely integrable” nonlinear
partial differential equations, such as the Korteweg–deVries (KdV) equation for
waves in a channel. Our presentation is based on Dubrovin’s exposition [60], which
goes on to treat these applications in detail. These applications are also among the
(very many) topics treated in Mumford’s lectures [145], [146], [147].
Various versions of theta functions are associated with the names of Ramanujan
[48] and Siegel and Ruelle [35]. There are connections with modular forms [48],
[68], quantum field theory [208], moduli spaces [113], eta functions [124], all of the
above [148], and knot theory [89].
Chapter 12
Padé approximants and continued
fractions
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R. Beals and R. S. C. Wong, More Explorations in Complex Functions, Graduate Texts
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284 12 Padé approximants and continued fractions
Summing the series exactly is often not practical, but one can resort to the partial sums
as approximations to the value f (z). The partial sums are the Taylor polynomials
m
Tm (z) = ak z k ,
k=0
which are uniquely determined by the property that f (z) = TN (z) + O(|z| N +1 ) as
z → 0. One can obtain this same approximation property with rational functions.
For a pair of integers m ≥ 0, n ≥ 0, the [m, n] Padé approximant to f at 0 is the
quotient m
Pm (z) pk z k
= k=0
n
Q n (z) k=0 qk z
k
Proof. The idea is to use the extended Euclidean algorithm, starting with the polynomi-
als A(z) = z n+m+1 , B(z) = Tn+m (z). The algorithm constructs polynomials Rk , Sk :
R0 = A, R1 = B, Rk−1 = Sk Rk + Rk+1 , deg Rk+1 < deg Rk . (12.1.6)
U0 = 1, U1 = 0, Uk+1 = Uk−1 − Sk Uk ;
V0 = 0, V1 = 1, Vk+1 = Vk−1 − Sk Vk . (12.1.7)
Let us stop the process as soon as deg Vk+1 > n. Then deg Vk ≤ n and (12.1.9) implies
that deg Rk ≤ m. The Bezout identity (12.1.8) gives us
z m+n+1 Uk (z) + Tm+n (z)Vk (z) = Rk (z).
n
f (x) − ak z k = O(|z|n+1 ). (12.1.10)
k=0
2. We might also assume that (12.1.10) is valid only in some subset of a neighborhood
of 0, e.g. in the sector {z : arg z < α}.
3. A typical situation in which one might have an asymptotic expansion valid in some
sector concerns behavior as z → ∞:
b1 b2
g(z) ∼ b0 + + 2 + . . . as z → ∞ (12.1.11)
z z
in some sector.
4. If g satisfies (12.1.11) with b0 = 0, then f (z) = g(z −1 ) has an expansion (12.1.10).
More generally, if g has an expansion with b0 , . . . bk−1 = 0 and bk = 0, then f (z) =
z −k g(z −1 ) has an expansion (12.1.10).
Theorem 12.1.2. Suppose that g has an asymptotic expansion (12.1.10) in some
sector. Then for any non-negative integers m and n there is a [m, n]-Padé approximant
Pm /Q n such that
Pm (z)
g(z) − = O(z −m−n−1 ) as z → ∞ in the sector.
Q n (z)
Proof. We may assume that not every term in the expansion (12.1.11) is zero. Then for
some k, f (z) = z −k g(1/z) has an expansion (12.1.10) in a sector at 0. By Theorem
12.1.1 and the preceding remarks, f has a Padé approximant [n − k, m] f = R(z),
where R is a rational function with at most n − k zeros and at most m poles. Then
g(z) = z −k f (z −1 ) = z −k R(z −1 ) + O(z −k−(n−k+m)−1 ),
Often Padé approximations are made for functions whose asymptotic behavior at ∞
is known, say
c0 c1 cn
F(z) ∼ + 2 + · · · + n+1 + . . . (12.2.1)
z z z
as z → ∞ in some sector.
Suppose c0 = 0. Then we may write (12.2.1) as
c0 c1 c2
F(z) ∼ 1+ + + ... .
z c0 z c0 z z
1 z b1 F1 (z) c1
∼ − + , b1 = ,
F(z) c0 c0 c0 c0
If the leading coefficient in the expansion of F1 is not zero, this can be continued:
a1
F(z) ∼ ,
a2
z − b1 +
z − b2 + F2 (z)
a1
F(z) ∼ . (12.2.3)
a2
z − b1 +
a3
z − b2 +
z − b3 + . . .
We assume throughout this discussion that the coefficients {an }, {bn } are each non-
zero.
Let us look at the successive convergents: the successive truncations tn that end
at a denominator bn :
a1 a1 b2 a1
t1 = , t2 = = ,
b1 a2 b2 b1 + a2
b1 +
b2
a1 b3 b2 a1 + a3 a1
t3 = = .
a2 b3 b2 b1 + b3 a2 + b1 a3
b1 +
a3
b2 +
b3
p2 = b2 p1 , q2 = b2 q1 + a2 ;
p3 = b3 p2 + a3 p1 , q3 = b3 q2 + a3 q1 .
If we set p−1 = 1, p0 = 0, q−1 = 0, and q0 = 1, then these equations take the form
of three-term recursions:
pk = bk pk−1 + ak pk−2 , qk = bk qk−1 + ak qk−2 , (12.2.6)
Proposition 12.2.1. The equations (12.2.6), extended for all values of k, produce
the convergents rk = pk /qk of the continued fraction (12.2.4).
Proof. Multiplying the left side of (12.2.7) by qn qn−1 , and using the equations
(12.2.6), we obtain
pn qn−1 − pn−1 qn = (bn pn−1 + an pn−2 )qn−1 − pn−1 (bn qn−1 + an qn−2 )
= −an [ pn−1 qn−2 − pn−2 qn−1 ].
The term in square brackets is the numerator of pn−1 /qn−1 − pn−2 /qn−2 . Therefore
we may continue the calculation back to the numerator p0 q1 − p1 q0 = 1. Dividing
by qn qn−1 gives (12.2.7).
Now
pn pn pn−1 p1 p0 p0
= − + ··· + − + .
qn qn qn−1 q1 q0 q0
Corollary 12.2.3. The n-th convergent of the continued fraction (12.2.4) can be
written as a sum
pn a1 a2 · · · an a1 a2 · · · an−1 a1
= (−1)n−1 + (−1)n−2 + ··· + . (12.2.8)
qn qn qn−1 qn−1 qn−2 q1 q0
Returning now to the continued fraction (12.2.3), we will assume that the coeffi-
cients {ak } are non-zero.
Proposition 12.2.4. The [n, n] Padé approximant for the continued fraction (12.2.3)
is the rational function Rn obtained by truncating at denominator bn . It has the form
290 12 Padé approximants and continued fractions
Pn (z)
Rn (z) = , (12.2.9)
Q n (z)
where
a2 a4 · · · a2m−2 a1 a3 · · · a2m−1
b̂n = λn bn , λ2m−1 = , λ2m = .
a1 a3 · · · a2m−1 a2 a4 · · · a2m
The basic analytic question concerning continued fractions is: do the “conver-
gents” actually converge? One of the most elegant results is the following theorem
of Seidel [188].
Theorem 12.2.5. Suppose b̂n > 0 for n = 1, 2, · · · . The continued fraction (12.2.11)
converges if and only if the series b̂n diverges.
Proof. It follows from (12.2.8) that the convergents of (12.2.11) are the partial sums
of the series
1 1 1
− + · · · + (−1)n + ... (12.2.12)
q1 q1 q2 qn−1 qn
where the qn are the denominators of the convergents. They are all positive. By
definition q0 = 1, and clearly q1 = b̂1 . We claim that for all n,
n
qn < (1 + b̂k ).
k=1
12.2 Padé approximation and continued fractions 291
Suppose first that ∞ n=1 b̂k < ∞. Then the infinite product
∞
n=1 (1 + b̂n ) has a finite
limit. (See Section 1.6, or use the inequality 1 + b̂n < e ). This implies that the
b̂n
terms in the series (12.2.12) are bounded away from zero, so the convergents fail to
converge.
Suppose instead that ∞ n=1 b̂n diverges. We claim that for all n ≥ 1,
Now
qn qn−1 = (b̂n qn−1 + qn−2 )qn−1 ≥ b̂n ρ 2 + qn−1 qn−2 ,
so
qn qn−1 = (qn qn−1 − qn−1 qn−2 ) + · · · + (q2 q1 − q1 q0 ) + q1 q0
≥ b̂n ρ 2 + · · · + b̂2 ρ 2 + b̂1 ρ 2 .
Therefore qn qn−1 → ∞, so the terms of (12.2.12) decrease to zero, and the series
converges.
As an example, consider
1
, x > 0.
1
2x +
1
2x +
1
2x +
2x + . . .
By Theorem 12.2.5 the convergents converge to some limit L = L(x) > 0. Clearly
1
L = , (12.2.13)
2x + L
so √
L 2 + 2x L − 1 = 0, L = −x + x + 1. (12.2.14)
{b̂n } is eventually periodic, then the limit of the convergents of (12.2.11) is the solu-
tion of a quadratic with coefficients that are rational functions of the {b̂n }; see [120].
We conclude this section with another method for determining a partial fractions
expansion.
Theorem 12.2.6. For any n ≥ 1, we have
n
1 1
= . (12.2.15)
D k D12
k=1 D1 −
D22
D1 + D2 − 2
Dn−1
D2 + D3 − · · ·
Dn−1 + Dn
1 D1 + D2 D1 + D2 1 1
= = = + .
D12 (D1 + D2 )D1 − D1
2 D1 D2 D1 D2
D1 −
D1 + D2
Let us take another look at the Padé approximants of a function f with Taylor
expansion
f (z) = a0 + a1 z + a2 z 2 + a3 z 3 + . . . . (12.3.1)
If the constant term of f 1 , c1 = −a1 /a0 , is not zero, then this process can be contin-
ued: c1
f 1 (z) = .
1 + z f 2 (z)
leads to cn = f n (0) = 0 for all n, and thus to the continued fraction representation
c0
f (z) ∼ (12.3.3)
c1 z
1+
c2 z
1+
1+ .
..
c2n z
1 + ...
It follows inductively that for n ≥ 0, P2m+1 and Q 2m+1 have degrees n and n + 1,
respectively, while P2m+2 and Q 2m+2 have degrees n + 1 and n + 2, respectively.
Thus Q n Q n−1 has degree n, and the argument in Proposition 12.2.4 shows that the
n-th convergent agrees with f to O(z −2n ).
For convenience, we introduce the notation Rnm (z) for the [m, n] Padé approximant
to the function (12.3.1).
m
Pm (z) pk z k
Rnm (z) = = k=0
n . (12.3.6)
Q n (z) k=0 qk z
k
294 12 Padé approximants and continued fractions
sequence exists and no two members are identically equal. This sequence is normal
if and only if the function f is normal; see Exercise 8. The coefficients {ck } are the
same for every term of the Padé sequence. Thus, Rm+1 m
, m ≥ 1, is obtained from
Rmm by simply replacing cn z by cn z/(1 + cn+1 z) where n = 2m and Rm+1 m+1
, m ≥ 0,
is obtained from Rm+1 by replacing cn z by cn z/(1 + cn+1 z), where n = 2m + 1.
m
Note that when Padé approximants are written as ratios of polynomials, every
coefficient in the rational fraction must be recomputed as we go from one member
of the normal sequence to the next. However, the entire normal sequence may be
rewritten as a simple continued fraction and only one new coefficient needs to be
computed as we go from one member to the next. Moreover, as we mentioned above,
there is a simple algorithm for computing the cn . Then the iterations (12.3.4), (12.3.5)
yield the polynomials Pn , Q n .
The algorithm for computing the cn proceeds as follows. Let us write the functions
f n in the construction (12.3.2) as quotients:
∞ (k) n
a (k) an z
f k (z) = (k) = n=0 ∞ (k) n
.
b n=0 bn z
In particular we take
a (0) = f 0 , b(0) = 1. (12.3.7)
∞
Given any such power series d(z) = n=0 dn z with leading coefficient d(0) = d0 ,
n
let us write d(z) = d(z)/d(0) for the normalized series with leading term 1. Then
the algorithm (12.3.2) can be written as
(k)
a (k+1) b 1
(k+1)
= (k)
−1 ·
b a z
b(k) − a (k) 1
= · . (12.3.8)
a (k) z
Then b( k) = b(k) for all k. Since ck is the constant term of f k = a (k) /b(k) , we have
ck = a (k) (0). (12.3.9)
provided that the Padé sequence R0J , R1J , R1J +1 , R2J +1 , … is normal, i.e. no two
members of the sequence are identically equal, so that all the coefficients cn are
non-zero. Any convergent of the form (12.3.11) is the ratio of a polynomial of
degree J + m to a polynomial of degree J + m or J + m + 1. The coefficients
of z p in the expansion of the convergent whose last denominator is cn z are a p
for p = 0, 1, · · · , J − 1. The coefficients c p involve only the coefficients of z k for
k = J, J + 1, · · · , J + p. Thus, the coefficients c p can be determined by a slight
modification of the formulas in (12.3.9).
To represent the members of the Padé sequence R 0J , R 1J , R 1J +1 , R 2J +1 , R 2J +2 , · · ·
with J ≥ 0 as continued fractions, we only need to observe that the Rmn Padé approx-
imant to 1/ f (z) is identical to the Rnm Padé approximant to f , evaluated at 1/z; see
Exercise 7. Therefore, assuming normality, the desired sequence of Padé approxi-
mants can be represented as the inverse of the expressions (12.3.11) with the coeffi-
cients ak of f (z) replaced by the expansion coefficients of 1/ f (z).
Let us consider the question of convergence of the convergents of the continued
fraction (12.3.3) in the special case when the cn are equal:
c
f (z) ∼ (12.3.12)
cz
1+
cz
1+
1+ .
..
cz
1 + ...
This gives a quadratic equation in f (z), and considering z → 0 identifies the solution
as √
1 + 4cz − 1
f (z) = . (12.3.14)
2z
296 12 Padé approximants and continued fractions
Writing S for the shift operator on sequences x = {xn }, Sx = {xn+1 }, the sequences
{Pn } and {Q n } are solutions of (S 2 − S − cz)x = 0. Now
1 1√
S 2 − S − cz1 = (S − λ+ 1)(S − λ− 1), λ± = ± 1 + 4cz.
2 2
(Here we take the branch of the square root that is positive for cz > 0 and holomorphic
on the complement of {z : Re cz ≤ 0}.) Therefore the sequences {Pn } and {Q n } are
linear combinations of the sequences {λn+1+ }, {λ− }. Taking into account the initial
n+1
Now throughout the sector on which we have defined λ± , the principal branch of
log λ± is positive for λ+ and negative for λ− , so λn− is exponentially small as n → ∞.
Therefore, since λ+ λ− = −cz,
√
Pn (z) c λ− 1 + 4cz − 1
∼ = − = .
Q n (z) λ+ z 2z
b
and the set of moments of w. We assume that a x 2n w(x) d x, n = 0, 1, 2, . . . is
finite; then the moments are the constants
b
cn = x n w(x) d x. (12.4.2)
a
Let us look for the [n-1,n] Padé approximants P − n/Q n to the Stieltjes transform
F, where deg Pn = n − 1, deg Q n = n. Since we have assumed c0 = 1, we may take
Pn and Q n to be monic: having leading coefficients equal to 1. The Padé condition is
Q n (z)F(z) = Pn (z) + O(z −n−1 ). (12.4.4)
where b
Q(z) − Q(t)
P(z) = w(t) dt (12.4.5)
a z−t
k=0 a
It follows from (12.4.5) that Pn satisfies the same three-term recursion, with
P0 = 0, P1 = 1.
since z Q n−2 differs from Q n−1 by a polynomial of lower degree. Therefore an < 0.
Comparing this with the discussion at the beginning of Section 12.2, we see that if
we take a1 = 1, the [n − 1, n] Padé approximant of F is the n-th convergent of the
continued fraction
1
F(z) ∼ . (12.4.7)
a2
z − b1 +
a3
z 2 − b2 +
z − b3 + . . .
In this connection, we may use the following to make more explicit estimates.
Lemma 12.4.1. The monic orthogonal polynomial Q n has minimal L 2 norm || ||w
among all monic polynomials of degree n.
Using the monic polynomials x n in the general case, and the polynomials (x −
1
2
[b− a])n in the case of a finite interval, we see that (12.4.8), (12.4.9), and Lemma
12.4.1 imply the following estimates.
Theorem 12.4.2. Let d(z) be the distance from z ∈ C to the interval I = (a, b).
Then d(z) ≥ |Im z| and
b 1/2 √
F(z) − Pn (z) ≤ 1
t 2n
w(t) dt =
c2n
. (12.4.10)
Q n (z) d(z)n d(z) n
a
Remark. The discussion and the results of this section are unchanged if we consider
a general Borel measure μ in place of one determined by a weight function w, so
long as all the moments I t 2n dμ(t) are finite. The most general type, in the case of
R, is a Riemann–Stieltjes integral.
Such an integral is determined by a bounded, non-decreasing function ψ on R.
We may normalize it by assuming that lim x→−∞ ψ(x) = 0 and that ψ is continuous
from the left. The measure of an interval (a, b) is ψ(b) − ψ(a). The integral of a
continuous function that vanishes outside a bounded interval [a, b] is the limit of the
sums
n
f (xk )[ψ(xk ) − ψ(xk−1 )]
k=1
over partitions x0 < a < x1 < · · · < xn = b as sup{|xk − xk−1 |} → 0. The integral
is extended to more general functions f by taking appropriate limits.
As an example, consider the step function
The corresponding measure μ is often denoted δ(t)dt, where δ is the Dirac delta
“function”, which vanishes outside the origin and is thought of as being infinite at
the origin to just the correct amount so that R δ(t) dt = 1. (This is the reason for
taking partitions that start to the left of a, above, so that one can have a jump “at”
x = a even if the interval in question starts at a.)
300 12 Padé approximants and continued fractions
We make some changes from the discussion in Section 12.4. First, we assume that
the interval I = (a, b) is not all of R, so up to a translation and, if necessary, a change
of orientation, we assume I ⊂ (0, ∞). Second, we change some signs in the Stieltjes
transform, and characterize functions
∞
dμ(t)
f (z) = T (μ) = , z∈/ (−∞, 0], (12.5.2)
0 z+t
where μ is a measure all of whose moments are finite. Let us note the particular case:
μ supported at the origin, with μ({0}) = c > 0. Then c0 = c, cn = 0 for n > 0, and
c
f (z) = . (12.5.3)
z
Thus ∞
dψ(t)
f (z) = , z∈
/ (−∞, 0]. (12.5.4)
0 z+t
The function ψ can be recovered from f . We leave the following as Exercise 10.
Proposition 12.5.1. The function (12.5.4) is the limit
1
ψ(x) = lim [ f (−x − iε) − f (−x + iε)].
ε↓0 2πi
Theorem 12.5.3. Let f be a function defined on the complement of the real interval
(−∞, 0]. Then f (−z) has the form (12.5.2), where μ is a positive measure on [0, ∞),
all of whose moments are finite, if and only the following conditions hold:
(i) f is holomorphic;
(ii) f (x) > 0 for x > 0;
(iii) for any x ∈ R and y = 0, y Im f (x + i y) < 0;
sequence of constants c0 , c1 , c2 , … such that for each ε > 0, the
(iv) there is a
function f (z) ∼ ∞ n=0 cn z
−n−1
as z → ∞ in the sector | arg z| ≤ π − ε.
dψ(t)
dφ(θ ) = ,
1 + t2
so ∞
1 − t z dψ(t)
f (z) = a + . (12.5.9)
0 t + z 1 + t2
We have proved this for Im z > 0, but continuation across (−∞, 0) establishes it for
all z in the complement of (−∞, 0].
It remains to show that the moments of μ = dψ are finite. This is a consequence
of assumption (iii); see Exercise 11.
satisfy
Im z Im f (z) < 0, Im z Im F(z) < 0; (12.6.2)
Im z Im (z f (z)) > 0, Im z Im (z F(z)) > 0. (12.6.3)
and the analogous identities for the integrand of F, since these integrands are bounded
functions of t and therefore integrable with respect to μ.
Lemma 12.6.3. Suppose that the function F is a Stieltjes function. Then the same
is true of the functions G 1 and G 2 defined by
F(z) 1 c
= ; G 2 (z) = , c > 0. (12.6.4)
F(0) 1 + zG 1 (z) 1 + z F(z)
Proof. First
F(0)
G 1 (z) = − 1 z −1 . (12.6.5)
F(z)
It follows from (12.6.5) and from the second equation in (12.6.4) that, since F is
a Stieltjes function, G 1 and G 2 satisfy conditions (i) and (iv) of Theorem 12.6.1.
Condition (ii) is immediate for G 2 , and for G 1 it follows from the fact that for x > 0,
∞
xt
F(0) − F(x) = dμ(t) > 0.
0 1+xt
F(0) c
z G 1 (z) = − 1; z G 2 (z) = ,
F(z) z −1 + F(z)
and Lemma 12.6.2 shows that the imaginary part of zG k (z) has the same sign as
Im z.
of F are positive.
By Lemma 12.6.5, these functions are Stieltjes functions. Therefore (12.6.6) with
coefficients ∞
ck = G k (0) = dμk (t) > 0
0
Then Fn = G (n)
n is the n-th convergent of (12.6.6), and has a representation
∞
dμn (t)
Fn (z) = ,
0 1+zt
Now ∞ ∞
dμ2n k dμ(t)
lim F2n k (z) = lim = .
k→∞ k→∞ 0 1+zt 0 1 + zt
Thus the limiting function F is Stieltjes. It has the continued fraction expansion
whose 2n-th convergent is F2n . Now for each fixed x > 0, F2n (x) decreases, so
∞
dμ(t)
lim F2n (x) = lim F2n k (x) = .
n→∞ k→∞ 0 1 + xt
Corollary 12.6.5. For any Stieltjes function F, the Padé approximants satisfy
0 < [1, 0] F (x) < [3, 2] F (x) < [5, 4] F (x) < . . .
< . . . [4, 4] F (x) < [2, 2] F (x) < [0, 0] F (x) = F(0)
for x ≥ 0.
∞
∞
dμ(t)
F(z) ∼ (−1)n an z n , F(z) =
n=0 0 1+zt
∞
are the moments an = 0 t n dμ(t). These can be computed from the convergents Fn
of the continued fraction (12.6.6), and conversely. One question is: do the moments
determine μ uniquely? The answer is no, in general; see [9], [186]. For example, the
measures with density functions
all have the same moments an = 4 · (4n + 3) !. One positive result is due to Carleman
[40]
so that the transformed series converges more rapidly. However if something is known
about the (approximate) form of the remainder terms A − An , such a transformation
may be possible. Let us write An = A + εn . By assumption, εn → 0. The system
An+1 = A + εn+1 , An = A + εn , An−1 = A + εn−1
gives
This produces the limit A as an explicit function of any three successive An , provided
the denominator does not vanish and the εn = 0 satisfy εn2 − εn−1 εn+1 = 0, i.e.
εn+1 εn
= = λ = 0.
εn εn−1
308 12 Padé approximants and continued fractions
The Aitkens Δ2 process [8] converts the sequence {An } to the sequence {T (A)},
(Note that if the denominator is 0 for n ≥ 1, then {An } is constant.) Thus, if An = αλn
for some (possibly unknown) constants α, λ, with 0 < |λ| < 1, then the sequence
(12.7.2) converges and the transformed sequence is constant and immediately gives
the limit A. Conversely, if the transformed sequence is constant, then An = αλn for
some α and λ, 0 < |λ| < 1. More generally, if An = αλn + εn , where εn /λn is small,
then the sequence {T (A)n } can be expected to converge more rapidly than {An }; see
Exercise 15.
The Aitken’s process (12.7.2) is sometimes called the Shanks transformation,
because of Shanks’s generalization to the case of more than one “transient,” as in the
case of the series
∞
A = [α1 λn1 + α2 λn2 ]. (12.7.3)
n=0
k
An = A + α j λnj ,
j=1
then A can be determined by the (2k + 1) terms An−k , An−k+1 , · · · , An+k . The solu-
tion A of this system of 2k + 1 equations with 2k + 1 unknowns is the kth-order
Shanks transformation, given by a ratio of determinants
12.8 Examples 309
An−k · · · An−1 An
ΔAn−k · · · ΔAn−1 ΔAn
ΔAn−k+1 · · · ΔAn ΔAn+1
.. .. ..
. . .
ΔAn−1 · · · ΔAn+k−2 ΔAn+k−1
A = Sk (A)n = ,
1 ··· 1 1
ΔAn−k · · · ΔAn−1 ΔAn
ΔAn−k+1 · · · ΔAn ΔAn+1
.. .. ..
. . .
ΔAn−1 · · · ΔAn+k−2 ΔAn+k−1
k=0
2
1 (−z)n+1 (−z/2)n+1
= − − .
(z + 2)(z + 1) z+1 z+2
12.8 Examples
see Exercise 18. The series diverges for z = 0. The standard way to obtain approxi-
mate values is by truncating the series after the minimal term. Since
(n + 1)! z n+1
= (n + 1)z,
n! z n
The next example exhibits a two-point expansion. Consider the function f (z)
given by the integral
1 −z z et
f (z) = √ e √ dt, (12.8.2)
2 z 0 t
which is a solution to the differential equation 2z f (z) = −(1 + 2z) f (z) + 1. This
solution has power series expansions at both z = 0 and z = ∞. The differential
equation allows one to compute the coefficients recursively, by plugging a proposed
expansion into (12.8.2) and looking at the coefficient of z k or z −k . At z = 0 we obtain
the Taylor series
∞
(−4)n n!
f (z) = an z n , an = , (12.8.3)
n=1
(2n + 1)!
which converges for all finite z. At z = ∞, we obtain the divergent asymptotic
expansion
∞
bn 2(2n − 2)!
f (z) ∼ , bn = n , n ≥ 1. (12.8.4)
n=1
z n 4 (n − 1)!
Here we discuss only the diagonal Padé sequence Pn (z)/Q n (z), and use as input k =
n + 1 terms of the Taylor series (12.8.3) at z = 0 and l = n terms of the asymptotic
series (12.8.4) at z = ∞. Write
12.8 Examples 311
n
n
Pn (z) = Ak z k , Q n (z) = 1 + Bk z k .
k=0 k=1
In Table 12.2 we take z = x to be real. The values of the diagonal Padé Rn /Sn
are given for the two-point approximants about x = 0 and x = ∞, the one-point
approximant Pn /Q n about x = 0, and x −1 times the one-point approximant to x f (x)
at x = ∞. Note that for small x(< 5) the two-point Padé is significantly more accu-
rate than the one-point Padé at x = ∞, while it is only slightly less accurate than
the one-point Padé at x = 0. For large x (> 50), the two-point Padé is significantly
more accurate than the one-point Padé at x = 0, while it is only slightly less accurate
than the one-point Padé at ∞. In general, the two-point approximant gives a more
uniform approximation to f (x).
The next example is Stirling series. It is well known that the gamma function has
the Stirling series expansion
312 12 Padé approximants and continued fractions
1/2
−z z 2π 1 1
Γ (z) ∼ e z 1+ + + ··· (12.8.7)
z 12z 288z 2
Taking p0 = 1 and p1 = q1 , the left-hand side is O(x 2 ) for small x. Hence, the expo-
nent ρ on the right-hand side can be at most 2, and is one less than the expected value
n + m + 1 = 3. Furthermore, the Padé approximation in this case simply reduces to
J0 (2x) ≈ 1.
Let us write the quantity inside the absolute value sign on the left-hand side of
(12.8.9) as
∞
f (z)Q m (z) − Pn (z) = ck z k ,
k=0
12.8 Examples 313
which is possible as long as f (z) has a power series expansion. The inequality
in (12.8.9) requires c0 = c1 = · · · = cρ−1 = 0 with ρ as big as possible. This new
representation gives an indication
of the error in the Padé approximation. Once the
coefficients in the power series ck z k are known, we have
Pn (z) cρ z ρ + · · ·
f (z) − = . (12.8.10)
Q m (z) Q m (z)
In our case, f (z) = J0 (2z) and we take (n, m) = (2, 4). The last equation becomes
x4 x6 x8
1 − x2 + − + − · · · (1 + q1 x + q2 x 2 + q3 x 3 + q4 x 4 )
4 36 576
−( p0 + p1 x + p2 x 2 ) = c0 + c1 x + c2 x 2 + · · · + cρ−1 x ρ−1 + cρ x ρ + · · · .
1 q2 q4 79
c8 = − + = .
576 36 4 15, 552
In fact, we can compute as many ck as we wish. The Padé approximant P2 (x)/Q 4 (x)
of the function J0 (2x) is thus given by
1− 19 2
x
79
15,552
x8 + · · ·
J0 (2x) = 27
+ .
1+ 8 2
27
x + 5 4
108
x 1 + 27 x + 108
8 2 5 4
x
19 2
1− x = 0,
27
we obtain x = ±1.192, whereas the first positive zero obtained from the first three
terms of the power series in (12.8.8) gives 1.414.
314 12 Padé approximants and continued fractions
It can be used to compute a continued fraction expansion for any power series. As
an example, let us compute such an expansion of the exponential function:
∞
xn 1 1
ex = = 1 + −1 + −2 + . . . .
n=0
n! x 2x
1 1
c0 = −c1 = 1, c2n = , c2n+1 = − , n = 1, 2, 3 . . . .
4n − 2 4n + 2
The coefficients ak can be determined by a recurrence relation; see Exercise 21. One
can find a1 by asymptotic matching. Since
a1
Q 2m+2 − Q 2m ∼ − 2 + · · · ,
m
For any non-zero function C(z), the product C(z)Q 2m is also a solution of the dif-
ference equation (12.9.4). Therefore
z2 1
Q 2m (z) = C(z) 1 − +O , m → ∞. (12.9.5)
16m m2
From (12.9.5), (12.9.6), and the identity (12.2.7), and with the aid of Stirling’s approx-
imation (2.10.5) and the duplication formula for the gamma function:
316 12 Padé approximants and continued fractions
n n 2π 1/2 22n−1
(n − 1) ! = Γ (n) ∼ ; Γ (2n) = √ Γ (n + 21 ) Γ (n),
e n π
we obtain √
Pn Pn−1 σn z n n
− ∼ D(z) , n → ∞, (12.9.7)
Qn Q n−1 2n n!
There is an extra factor of 2−n in (12.9.7) relative to (12.9.8), so the Padé approxi-
mants Rn = Pn /Q n converge to their limit much faster than the Taylor series Tn (z).
However, we have not shown that the limit of Rn (z) is indeed e z ; this problem is left
as Exercise 22.
Exercises
1. Suppose f (z) = 1/(1 − z). (a) Prove that, for n ≥ 1, the [m, n] Padé approxi-
mant of f at 0 is f .
(b) Find all solutions of (12.1.4) in the case m = n = 2.
2. Suppose f is a rational function. Prove that for m and n sufficiently large, the
[m, n] Padé approximant of f at 0 is f .
3. Let f (z) ∼ ∞ n=0 an z as z → 0, with a0 = 0. Let Pm (z) be the Padé approxi-
n n
mant to f (z). Prove that 1/Pm (z) is the Padé approximant to 1/ f (z).
n
where L is any contour on which |z| < |t|. Then, use (12.9.6) to show that
Sn (z) → C(z) as n → ∞, where C(z) is a finite function. Use this result to
prove that Fn (z) → e z as n → ∞, provided that C(z) = 0.
(b) Show that C(z) = e z/2 in (12.9.5).
The standard treatise on Padé approximants is Baker and Graves-Morris [16]. For a
full, up-to-date account of the computational aspects of the subject, its history, and
related developments, see Brezinski and Redivo-Zaglia [31], [32]. A version of Padé
approximants was developed by Hermite to prove that e is transcendental, and further
adapted by Lindemann to prove that π is transcendental. See Van Assche [209] for
a discussion of Padé and Hermite–Padé approximation.
The topics in this chapter have many applications. For more on orthogonal poly-
nomials, see Khrushchev [121] and Ismail [114]. Khinchine [120] is the standard
introduction to continued fractions. A more contemporary reference is Hensley [103].
Sauer [183] treats continued fractions and signal processing. Cuyt et al. [50] contain
continued fraction expansions of many functions, and related information important
for applications.
The classic text on the moment problem and its ramifications is Akhiezer [9].
Schmüdchen [186] contains recent developments.
Chapter 13
Riemann–Hilbert problems
In his thesis, Riemann considered the following problem: given a Jordan curve Γ
in C that bounds a domain Ω, and given real-valued functions a, b, c on Γ , find a
function W = U + i V holomorphic in Ω and continuous to the boundary Γ , such
that
aU = bV + c (13.0.1)
and its limits F± (t) as z approaches the curve Γ from one side or the other. The for-
mulas of Sokhotski and Plemelj for these limits are proved in Section 13.1. Section
13.2 covers Carleman’s approach to the Riemann–Hilbert problem. The remain-
ing sections give some applications of the Riemann–Hilbert problem: to integral
transforms in Section 13.3, and to integral equations in Sections 13.4, 13.5, 13.6,
and 13.7.
This Chapter could as well have been titled “A Riemann–Hilbert problem.” A
rather different problem, which is also commonly referred to as “the Riemann–
© The Author(s), under exclusive license to Springer Nature Switzerland AG 2023 319
R. Beals and R. S. C. Wong, More Explorations in Complex Functions, Graduate Texts
in Mathematics 298, https://doi.org/10.1007/978-3-031-28288-1_13
320 13 Riemann–Hilbert problems
Proof. For convenience we translate and rotate the coordinate system so that t0 = 0
and Γ is tangent to the real axis in the positive direction. The unit normal is n = i.
It follows that
1 f (t)
F(t0 ± εn) = F(±εi) = dt.
2πi Γ t ∓ iε
as ε → 0. (Note that here we used only continuity at t0 , not the Hölder condition.)
Similarly
1 t f (t) dt
F(εi) + F(−εi) = .
iπ Γ t 2 + ε2
Now
t f (t) dt t[ f (t) − f (0)] dt t dt
= + f (0).
Γδ t 2 + ε2 Γδ t 2 + ε2 Γδ t + ε2
2
Because of the Hölder continuity assumption, the first integral on the right has a
limit l(δ) as ε → 0, and l(δ) → 0 as δ →√0. In the second integral on the right, we
note that integrand is the derivative of log t 2 + ε2 . For small δ the endpoints of the
path of integration are ±δ + r± , where r± = o(δ). Therefore as ε → 0 the second
integral is
δ + r+
log(δ + r+ ) − log(δ + r− ) = log = log(1 + o(δ)) = o(δ).
δ + r−
At this point we have proved that the difference and the sum of F(t0 ± ε) have
limits. Therefore the individual limits F± (t0 ) exist and satisfy
1 f (t) dt
F+ (t0 ) − F− (t0 ) = f (t0 ), F+ (t0 ) + F− (t0 ) = p.v. . (13.1.3)
πi Γ t − t0
where again C, α > 0, then the pointwise result above can be converted to a uniform
result.
322 13 Riemann–Hilbert problems
Theorem 13.1.2. Under the assumptions of Theorem 13.1.1 and the additional
assumption (13.1.4), if Γ is a closed curve then F is continuous from either side
of Γ up to Γ itself. If Γ is an arc, then F is continuous up to Γ minus the endpoints.
The formulas (13.1.3) hold at each point t0 ∈ Γ that is not an endpoint of Γ .
Proof. Suppose that t0 ∈ Γ is not an endpoint. For some sufficiently small disk
D2r (t0 ), and for ε < r , the sets
I± (ε) = {t ± εn(t) : t ∈ Γ, |t − t0 | < r }
are arcs that are approximately parallel to Γ at distance ε. The function F is uniformly
continuous along each such arc. The previous argument shows that F converges at
a uniform rate along each of the normal vectors ±n(t), so F is continuous up to
{t ∈ Γ : |t − t0 | < r }.
for any choice of the branch of the logarithm. To estimate the second integral, we ease
notation by assuming that the coordinates were chosen so that a = 0. The integral is
1 g(t)
dt, g(t) = f (t) − f (0).
2πi Γ t − z
Then g is also Hölder continuous, and g(0) = 0. Given z ∈ C, if |z − t| > |t|/3 for
all t ∈ Γ , then Hölder continuity implies that
g(t) dt C |t|α
< |dt| = C1 ,
Γ t −z Γ |t|/3
13.1 The Sokhotski–Plemelj formula 323
0
s t
|t/3|
a constant. Otherwise there is a z such that |z − t| ≤ |t|/3. Let s = s(z) be the point
of Γ that is closest to z. Then |s| ≥ |t| − |t|/3 and
|t| |s|
|z − s| ≤ |z − t| ≤ ≤ ; (13.1.6)
3 2
see Figure 13.1
Suppose for now that Γ is a straight line segment, which we may take to be
[0, c] ⊂ R. Then t ∈ Γ implies |z − t|2 = |t − s|2 + |z − s|2 , so |z − t| ≥ |t − s|
and
g(t) dt |g(t) − g(s)| g(s) dt
≤ |dt| + .
Γ t − z Γ |t − s| Γ t −z
Again, Hölder continuity of g yields a bound for the first integral that is independent
of s. The second integral is
c
log(t − z) g(s) = O(s α log(−z)) = O(|z|α log |z|),
0
With such a restriction, the previous results hold. In (13.1.4) we may allow the
constant C to grow as |t| → ∞.
Remark. As another generalization, we can permit the curve Γ to have a corner
at z 0 ; see Figure 13.2. If the angle is θ , then
θ 1 f (t)
F+ (t0 ) = 1 − f (t0 ) + p.v. dt;
2π 2πi Γ t − t0
θ 1 f (t)
F− (t0 ) = − f (t0 ) + p.v. dt. (13.1.8)
2π 2πi Γ t − t0
See Exercise 2.
t0
θ
and G is required to obey the same estimate then the singularities of G − F at a are
removable.
We have proved one version of the discontinuity theorem [43]:
any, both the Cauchy integral (13.1.1) and G satisfy estimates of the form (13.1.9).
Then G − F is an entire function.
with the branch cut (−1, 1) and the branch chosen to correspond to principal values
for t real and t > 1. For t0 ∈ (−1, 1), it follows from (13.1.11) that
(1 − t0 )α−1 i(α−1)π
G + (t0 ) = e
(1 + t0 )α
and
(1 − t0 )α−1 −i(α−1)π
G − (t0 ) = e .
(1 + t0 )α
We end this section with an extension of Theorem 13.1.3 to the case of singularities
at the endpoints.
Theorem 13.1.5. Suppose that Γ is a finite simple C 1 arc from a to b. Suppose that
f : Γ → C is continuous except possibly at the endpoints, and suppose that at the
endpoint c = a or c = b it has the form
f (t)
f (t) = , σ = α + iβ = 0. 0 ≤ α < 1. (13.1.13)
(t − c)σ
326 13 Riemann–Hilbert problems
Here α and β are real, and f (t) is continuous. Then the Cauchy integral 13.1.1
satisfies
(a) as z → c, with z not on the arc,
e±σ πi f (c)
F(z) = ± + δ(z); (13.1.14)
2i sin σ π (z − c)σ
cot σ π f (c)
F(t) = ± + ρ(t), (13.1.15)
2i (t − c)σ
where ρ(t) is continuous near c. The function (z − c)σ is any branch that is single-
valued near c with the branch cut taken along the arc with the value (t − c)σ on the
left side of the curve.
Proof. We only present a sketch of the proof by using the Sokhotski–Plemelj for-
mula, and refer the readers to [149] for details. Consider the case c = a. Take the
branch cut of (z − a)σ from the endpoint a to ∞ going through b; see Figure 13.3.
Select the branch that tends to (t − a)σ on the left side of the cut, i.e.
To find the value of (t − a)σ on the right of the cut, we follow the contour in Figure
13.3.
b
+
Thus
(t − a)σ− = e2πσ i (t − a)σ+ . (13.1.16b)
13.1 The Sokhotski–Plemelj formula 327
(t − a)−σ −σ
+ − (t − a)− = (1 − e
−2πσ i
)(t − a)−σ
or equivalently
eiπσ eiπσ
(t − a)−σ
+ − (t − a)−σ
− = (t − a)
−σ
. (13.1.17)
2i sin π σ 2i sin π σ
Equation (13.1.17) shows that the function (t − a)−σ can be written as a difference
function of a “+” and a “−” function. Since it is expected that the major contribution
to the Cauchy integral (13.1.1) will come from the locations where f (t) is singular
(i.e. the endpoints), it follows from (13.1.13) that as z → a,
f (a) b
(t − a)−σ
F(z) ∼ dt.
2πi a t −z
eiπσ
F(z) ∼ [F+ (z) − F− (z)].
2i sin σ π
By the Sokhotski–Plemelj formulas we have, for z not on the curve of integration,
eiπσ f (a)
F(z) ∼ .
2i sin σ π (z − a)σ
1
F(t) = [F+ (t) + F− (t)]
2
eiπσ f (a)
∼ [(t − a)−σ −σ
+ + (t − a)− ]
2i sin σ π 2
cot σ π f (a)
= .
2i (t − a)σ
328 13 Riemann–Hilbert problems
As we noted in the introduction, the problem originally posed by Riemann was to find
a function W = U + i V , holomorphic inside a bounded domain Ω and continuous
to the boundary, that satisfies a linear relation between the boundary values of its real
and imaginary parts. Up to conformal equivalence we may take Ω = D and look for
1
W− (z) = W + , |z| > 1, (13.2.2)
z
Note that the function W (z)/L(z) is holomorphic for z not on Γ , since L(z) = 0.
Hence the conditions in Theorem 13.1.4 are met, and the general function satisfying
13.2 Riemann–Hilbert Problems 329
(13.2.6) is given; see the remark following Theorem 13.1.4. Hence, if L(z) is known
then W (z) has been found.
Before proceeding to find L(z), we observe that solving equation (13.2.6) is
equivalent to solving
f (ζ )
= F+ (ζ ) − F− (ζ )
L + (ζ )
see (13.1.2.
Equation (13.2.6) can be written as
W+ (ζ ) W− (ζ )
− F+ (ζ ) = − F− (ζ ).
L + (ζ ) L − (ζ )
The function
W (z)
− F(z) (13.2.8)
L(z)
has the same boundary values on each side of Γ , so it is an entire function. The
function W (z) is thus determined, up to addition of an entire function. In the case
when Γ is an infinite straight line parallel to the real axis, this method is known as
the Wiener–Hopf technique; see [22].
We now return to the problem of finding a function L(z) that satisfies (13.2.5).
Assuming that g(ζ ) = 0 for ζ ∈ Γ , we take logarithms on both sides of (13.2.5).
This gives
log L + (ζ ) − log L − (ζ ) = log g(ζ ). (13.2.9)
For now we assume that Γ is an arc, and that g(ζ ) is continuous to the end points a,
b of the arc. By the discontinuity theorem, Theorem 13.1.4, a particular solution of
(13.2.9) is
1 log g(ζ )
G(z) = log L(z) = dζ. (13.2.10)
2πi Γ ζ − z
i.e. (13.2.5) is satisfied. Here, the second equality again follows from Theorem 13.1.4.
From (13.2.10), we have L(z) → 1 as z → ∞. The behavior of L(z) as z → a or b
may not be appropriate for the application of Theorem 13.1.4. Fortunately, we can
adjust the behavior of L(z) by incorporating an integral power of z − a or z − b into
L(z). For instance, we know from Theorem 13.1.5 that
330 13 Riemann–Hilbert problems
1
G(z) ∼ − log g(a) log (z − a)
2πi
as z → a; see (13.1.5). Hence
L(z) ∼ (z − a)− log g(a)/2πi
∼ (z − a)α+iβ ,
where α and β are real numbers. In this case, we can revise L(z) by multiplying it by
a factor (z − a) p1 , where p1 is an integer, with −1 < α + p1 < 0. A similar factor
can be incorporated to yield the desired behavior at the other endpoint.
If Γ is a closed curve, equation (13.2.9) is usually not useful, since log g(z) will not
in general return to its initial value after a complete circuit. Thus the function log g(ζ )
in the integral defining G(z) in (13.2.10) has a discontinuity, and the Sokhotski–
Plemelj formulas are not valid. Let log g(ζ ) increase by 2π ni, n an integer, during
a circuit of Γ . We can avoid this difficulty by defining
g0 (ζ ) = (ζ − z 0 )−n g(ζ ),
where g0 (ζ ) is single-valued, and the procedure for the arc can be used.
Example. Find a function W (z) satisfying
W+ (ζ ) + W− (ζ ) = f (ζ ) (13.2.12)
for ζ on an arc Γ , with W (z) being of finite degree at ∞ and having singularities
near endpoints a and b which are no worse than algebraic with degree > −1. The
function f (ζ ) may have integrable singularities at the endpoints a and b.
From (13.2.4) with g(ζ ) = −1, we obtain one solution, namely,
b
1 iπ
log L(z) = dζ,
2πi a ζ − z
i.e.
z−b
L(z) = . (13.2.13)
z−a
13.3 The Radon Transform and the Fourier transform 331
It is easily shown that equation (13.2.5) is satisfied. For W (z)/L(z) not to grow
too fast as z → a or b, we need to make L(z) grow algebraically (with exponent
> −1) as z → a, b. Therefore we use for L(z) a function obtained by multiplying
the right-hand side of (13.2.13) by 1/(z − b). That is, we choose
1
L(z) = √ (13.2.14)
(z − a)(z − b)
and the branch cut along the arc, with L(z) ∼ z −1 as z → ∞. For ζ ∈ Γ , L + (ζ ) and
L − (ζ ) can easily be calculated from (13.2.14). For instance, if Γ is the line segment
(−1, 1) of the real line, then
−i i
L + (ζ ) = and L − (ζ ) = . (13.2.15)
1− ζ2 1 − ζ2
where pn (z) is a polynomial of degree < n. The function given in (13.2.16) is the
most general solution for which W (z)/z n → 0 as z → ∞.
wherethe integral is taken along a line L with direction determined by the unit vector
k = √1+k 1
2
, √1+k
k
2
, at a distance p from the origin, and τ is a parameter on this
line; see Figure 13.4. This transform plays a fundamental role in the mathematical
formulation of computerized tomography (CT): the reconstruction of a function from
the knowledge of its line integrals, irrespective of the particular field of application.
The most prominent application of CT is in diagnostic radiology. Here a cross section
of the human body is scanned by a thin X-ray beam whose intensity loss is recorded
by a detector and processed by a computer to produce a two-dimensional image that
in turn is displayed on a screen.
A simple physical model is as follows; see Figure 13.5. Let f (x1 , x2 ) be the X-ray
attenuation coefficient of the tissue at the point x = (x1 , x2 ). This means that X-ray
traversing a small distance Δτ along the line L suffers the relative intensity loss
332 13 Riemann–Hilbert problems
x2
L
x1
ΔI
= − f (x1 , x2 )Δτ.
I
Let I0 and I1 be the initial and final intensities of the beam, before and after leaving
the body, respectively. In the limit Δτ → 0, it follows from the above equation that
I1
= e− L f (x1 ,x2 ) dτ
,
I0
that is, the scanning process determines an integral of the function f (x1 , x2 ) along
each line L. Given all these integrals, one wishes to reconstruct the function f .
Source
Detector
√ √ ⊥
Let k = (1/ 1 + k 2 , k/ 1 + k 2 ) be a unit
√ vector along
√ L and let k be the unit
⊥
vector orthogonal to k, that is, k = (−k/ 1 + k , 1/ 1 + k ). Then any point
2 2
τ − pk τk + p
x1 (τ ) = √ ; x2 (τ ) = √ .
1 + k2 1 + k2
Note that as τ varies, x = (x1 (τ ), x2 (τ )) moves along the line as depicted in Figure
13.5. Therefore the Radon transform can also be written as
∞
τ − pk τ k + p
q(k, p) = q √ ,√ dτ. (13.3.1)
−∞ 1 + k2 1 + k2
∂μ ∂μ
+k = q(x1 , x2 ). (13.3.2)
∂ x1 ∂ x2
Then ∞
q(k, p) = 1 + k 2 · μ(x1 (t), x2 (τ )) . (13.3.3)
−∞
dμ
(x) − ikμ = 1 + k 2 q(x), −∞ < x < ∞, k ∈ C. (13.3.4)
dx
μ+ (x, k), k I ≥ 0,
μ(x, k) = k = k R + ik I . (13.3.6)
μ− (x, k), k I ≤ 0,
Taking into account (13.3.5), it is readily seen that μ+ is holomorphic in the upper
half-plane (k I > 0) and μ− is holomorphic in the lower half-plane (k I < 0). Fur-
thermore, the large x behavior of both μ+ and μ− is uniquely determined by q (k),
which is defined by
334 13 Riemann–Hilbert problems
∞
q (k) = q(x)e−ikx d x, k ∈ R. (13.3.7)
−∞
Indeed,
−ikx −
lim e μ = −
q (k), lim e−ikx μ+ =
q (k). (13.3.8)
x→−∞ x→∞
1
μ = O as k → ∞.
k
Given q (l), equation (13.3.10) yields μ(x, k), which then gives q(x) through
equation (13.3.4). An elegant formula for q can be obtained by comparing the
large k asymptotics of equations (13.3.4) and (13.3.10). Equation (13.3.4) implies
q = −i lim (kμ), while (13.3.10) yields
k→∞
∞
1
lim kμ = − ei xl
q (l)dl.
k→∞ 2πi −∞
Hence ∞
1
q(x) = ei xk
q (k) dk. (13.3.11)
2π −∞
Equations (13.3.7) and (13.3.11) are the usual formulas for the direct and inverse
Fourier transform.
Let us now turn this argument around. To solve (13.3.4), write the proposed
solution μ and the right-hand side in terms of their Fourier transforms:
∞
1
μ(x) = eilx
μ(l) dl. (13.3.12)
2π −∞
Thus we expect μ(l) = q /(il − ik). With this choice, the inversion formula gives
(13.3.10).
Let us take a second look at this, writing the solution in terms of a Green’s function
G for the operator d/d x − ik, i.e. we want to obtain the solution μ as an integral
∞
μ(x) = G(x − y) q(y) dy.
−∞
(The form G(x, y) = G(x − y) reflects the fact that the operator is invariant under
translation.) A simple computation shows that taking the Fourier transform gives
·
μ = G q.
= 1/i(l − k), so
In view of this and (13.3.12), we want G(l)
∞
1 1
G(x, k) = ei xl dl, k∈
/ R.
2πi −∞ l −k
The limits as ±Im k ↓ 0 can be computed (see Exercise 3), and we recover (13.3.5).
Making use of the analogy with (13.3.4), let us return to equation (13.3.2), with
k allowed to be complex:
∂μ ∂μ
+k = q, −∞ < x1 , x2 < ∞, k ∈ C. (13.3.13)
∂ x1 ∂ x2
As in the case of (13.3.4), we make use of the Fourier transform, this time in two
dimensions. Treating one variable at a time, it is easy to see that under appropriate
assumptions on q(x) = q(x1 , x2 ) we have the relation between q and its Fourier
transform q:
∞ ∞
q (l) = e−i(l1 x1 +l2 x2 ) q(x) d x1 d x2 ;
−∞ −∞
∞ ∞
1
q(x) = ei(l1 x1 +l2 x2 )
q (l) dl1 dl2 .
(2π )2 −∞ −∞
In analogy with the argument given above with respect to (13.3.4), we look for a
Green’s function G for the equation (13.3.13):
∞ ∞
μ(x) = G(x − y)q(y)μ(y) dy1 dy2 , (13.3.14)
−∞ −∞
The above integral can be evaluated by using contour integration (Exercise 3), and
we have sgn(Im k)
G(x1 , x2 , k) = , Im k = 0. (13.3.16)
2πi(x1 − kx2 )
The right-hand side of this equation can be written in terms of the Radon transform
of the function q(x1 , x2 ) defined by
∞
τ − pk τ k + p
q(k, p) = q √ ,√ dτ. (13.3.18)
−∞ 1 + k2 1 + k2
τ −pk τk+p
y1 = √ , y2 = √
1 + k2 1 + k2
it follows that
μ+ (x1 , x2 , k) − μ− (x1 , x2 , k)
∞
1 q(k, p )
= p.v. √ dp , k ∈ R. (13.3.19)
iπ −∞ x 2 − kx 1 − p 1 + k2
13.4 Integral Equations with Cauchy Kernels 337
so equations (13.3.19) and (13.3.20) define a Riemann–Hilbert problem for the func-
tion μ(x1 , x2 , k). Its unique solution, for Im k = 0, is
∞ ∞
1 1 q(k, p )dp dk
μ(x1 , x2 , k) = p.v. √ ;
2πi −∞ πi −∞ x2 − kx1 − p 1 + k 2 k −k
∂
q = lim (kμ)
k→∞ ∂ x2
or
∞ ∞
1 ∂ q(k, p)
q(x1 , x2 ) = p.v. √ dp dk. (13.3.21)
2π 2 ∂ x2 −∞ −∞ x2 − kx1 − p 1 + k 2
Equations (13.3.18) and (13.3.21) are the usual formulas for the direct and inverse
Radon transform.
In this and subsequent sections we examine some cases where the problem can be
treated by Riemann–Hilbert methods.
In this section we consider the case
1
u(τ )
m(x)u(x) = λ p.v. dτ + k(x), |x| < 1, (13.4.1)
−1 τ − x
where λ is real and positive, and where m(x), k(x) are given real-valued functions.
Define
338 13 Riemann–Hilbert problems
1 1
u(τ )
U (z) = dτ. (13.4.2)
2πi −1 τ −z
(Here we allow U (z) to have an algebraic singularity of degree > −1 at the endpoints
−1 and 1.) From the Sokhotski–Plemelj formulas (13.1.2), we have
[m(x) − λπi]U+ (x) = [m(x) + λπi]U− (x) + k(x), (13.4.3)
where
1 1
1 m(τ ) + λπi
G(z) = log dτ ; (13.4.5)
2πi −1 τ −z m(τ ) − λπi
is purely real, and we take it to lie in the range (0, 1). The factor (z − 1)−1 in (13.4.4)
has been inserted to make sure that L(z) grows algebraically, with index between
−1 and 0, as z tends to either endpoint −1 or 1.
For x in (−1, 1], equation (13.4.3) gives
U+ (x) U− (x) k(x)
− = , (13.4.6)
L + (x) L − (x) L + (x)[m(x) − λπi]
where
1 m(x) + λπi w(x)
L + (x) = e , (13.4.7a)
x −1 m(x) − λπi
1 m(x) − λπi w(x)
L − (x) = e , (13.4.7b)
x −1 m(x) + λπi
and
1 1
1 m(τ ) + λπi
w(x) = p.v. log dτ. (13.4.8)
2πi −1 τ −x m(τ ) − λπi
13.5 Integral Equations with Algebraic Kernels 339
(To derive these formulas, first write (13.4.3) in the form of (13.2.4), and then follow
the steps leading to equation (13.2.4)–(13.2.8).) On account of the behavior of U (z)
and L(z) as z → ∞, and by Theorem 13.1.4, the most general solution of (13.4.6) is
1
m(x)k(x) λew(x) k(τ )e−w(τ )
u(x) = 2 + p.v. dτ
m (x) + λ π2 2
m 2 (x) + λ2 π 2 −1 (τ − x) m 2 (τ ) + λ2 π 2
Cew(x)
+ , (13.4.9)
(1 − x) m 2 (x) + λ2 π 2
where C is constant and w(x) is given in (13.4.8); see Exercise 4. The singularity at
x = 1 in the last term of (13.4.9) is offset by the factor ew(x) , so that the last term
is integrable. In the case when k(x) = 0 in (13.4.1), the resulting homogeneous
equation has a solution for all λ, i.e. the spectrum is continuous.
In the case when m(x) = 0 and k(x) = −λl(x), equation (13.4.1) reduces to
1
u(τ )
p.v. dτ = l(x), (13.4.10)
−1 τ − x
for x ∈ (0, 1), where 0 < α < 1. This equation is not of Cauchy type but Carleman
[41] showed that it is still useful to introduce a function
1
u(τ )
U (z) = α
dτ, (13.5.2)
0 (z − τ )
340 13 Riemann–Hilbert problems
analogous to that used for the Cauchy type in Section 13.4; cf. (13.4.1)-(13.4.2). This
function is defined for all z ∈
/ (−∞, 1); for z real and z > 1, we use principal values
in (13.5.2). For x ∈ (0, 1), it is easily seen that
x 1
u(τ ) −iαπ u(τ )
U+ (x) = α
dτ + e dτ, (13.5.3)
0 (x − τ ) x (τ − x)α
x 1
u(τ ) u(τ )
U− (x) = α
dτ + e iαπ
dτ. (13.5.4)
0 (x − τ ) x (τ − x)α
Here, as before, U+ (x) and U− (x) denote the limits of U (z) as z → x from above or
below, respectively. Equations (13.5.3) and (13.5.4) may be viewed as the appropriate
replacement for the Sokhotski–Plemelj formulas for Cauchy integrals. Since
x
−iαπ u(τ )
e U+ (x) − e
iαπ
U− (x) = 2i sin απ dτ, (13.5.5)
0 (x − τ )α
the function u(x) can be determined from the knowledge of U+ (x) and U− (x), by
using the solution of a conventional Abel equation; see [207].
Solving (13.5.3) and (13.5.4), we obtain
x
u(τ ) 1
u(τ )
dτ, dτ
0 (x − τ )α x (τ − x)α
This is again a Riemann–Hilbert problem, but it involves two arcs (−∞, 0) and (0, 1),
and the above-mentioned method no longer works. Fortunately, the coefficients in
(13.5.6) and (13.5.7) are constants. Trying a factor of the form z ν (z − 1)μ , we find
that the new function
reduces (13.5.7) to
V+ (x) = V− (x) (13.5.8)
where we have allowed U (z) to have algebraic singularities near the points 0, 1
of order not greater than − 21 (α + 1), which is equivalent to allowing u(τ ) to have
nothing worse than an integrable algebraic singularity at each point. Computing
V+ (x) and V− (x) and using equations (13.5.10), (13.5.5) and Exercise 7, we obtain
x
sin απ d k(t) cos2 απ/2
u(x) = dt − ·
2π d x 0 (x − t) 1−α π2
x 1
d [τ (1 − τ )](1−α)/2 k(t)[t (1 − t)](α−1)/2
p.v. dt dτ.
dx 0 (x − τ )1−α 0 t −τ
Exercise 8. To avoid the discontinuity, we can use U (z) instead of U (z). Indeed, for
x ∈ (−1, 1), we have
U+ (x) + U− (x) = 2k (x);
Note that the last term is a constant; cf. Theorem 13.1.4 and the following remark.
(In considering the behavior of V (z) near −1 and +1, we have allowed u(t) to have
an integrable singularity at each end point.) Since U+ (x) − U− (x) = −2πiu(x) by
(13.6.4), it follows that
√
1 1 1
1 − t 2 k (t) 1 1
u(x) = √ p.v. dt + u(t) dt . (13.6.5)
1 − x2 π2 −1 t−x π −1
To obtain an expression for the second integral in (13.6.5), we first note that if
k(x) ≡ 1, then (13.6.1) can be used to show that the integral
1
log |x − t|
√ dt
−1 1 − t2
is a constant. Setting x = 0 shows that the value of the integral is −π log 2; Exercise
10. Multiplying (13.6.1) by (1 − x 2 )−1/2 and integrating from −1 to 1, we obtain
1 1
1 k(t)
u(t) dt = − √ dt.
−1 π log 2 −1 1 − t 2
for x ∈ (−1, 1), where p(x) and q(x) are polynomials. As in the previous case, we
first define the function
1
1 z−t
U (z) = √ p(z − t) log + q(z − t) u(t) dt, (13.6.8)
z 2 − 1 −1 z+1
which is single-valued in the z-plane with a cut along the real axis from −1 to 1; see
(13.6.2). For x ∈ (−1, 1), we have
−i 1
U+ (x) = √ k(x) − log (x + 1) p(x − t)u(t) dt (13.6.9)
1 − x2 −1
1
+iπ p(x − t)u(t)dt ,
x
1
i
U− (x) = √ k(x) − log (x + 1) p(x − t)u(t) dt (13.6.10)
1 − x2 −1
1
−iπ p(x − t)u(t) dt ,
x
and hence
−2i 1
U+ (x) − U− (x) = √ k(x) − log (x + 1) p(x − t)u(t) dt .
1 − x2 −1
(13.6.11)
Examining the behavior of U (z) at ∞ as well as at the endpoints −1 and 1, we
conclude that
1
1 1 1 dt
U (z) = − √ k(t) − log (1 + t) p(t − r )u(r )dr
π −1 1 − t 2 −1 t −z
+R(z); (13.6.12)
cf. (13.1.1) and (13.6.12). Here, R(z) is that part of the Laurent series for U (z), in
the region outside the unit circle, which does not involve negative powers of z. From
(13.6.8), R(z) may be expressed in terms of a finite number of unknown constants
cn defined by 1
cn = t n u(t)dt, n ≥ 0. (13.6.13)
−1
344 13 Riemann–Hilbert problems
1
These same constants cn also occur in the term coming from −1 p(t − r )u(r )dr
in (13.6.12). Hence, except for a finite number of these cn , U (z) is known. From
(13.6.9) and (13.6.10), we also have
1
2π
U+ (x) + U− (x) = √ p(x − t)u(t) dt. (13.6.14)
1 − x2 x
where M(t) is the inverse transform of [s 2 P1 (s)]−1 , P1 (s) being the transform of
p(−t); Exercise 11. From (13.6.12), simple calculation shows that
1 #
2 1
U+ (x) + U− (x) = − p.v. √ k(t)
π −1 1 − t2
1 $ dt (13.6.16)
− log (1 + t) p(t − r )u(r )dr
−1 t−x
+ 2R(x).
Thus, the solution is complete, except for the evaluation of the constants cn . A set of
linear algebraic equations for the cn may also be obtained by multiplying equation
(13.6.15) by appropriate powers of t and integrating over (−1, 1).
For the special case p(t) = 1 and q(t) = 0, the result is
d 1 1
k(t) − c0 log (1 + t)
u(t) = 1 − x 2 p.v. √ dt , (13.6.17)
dx π2 −1 1 − t 2 (t − x)
where c0 is a constant. The value of the constant c0 can be determined from the
condition that U (z), as given in (13.6.12), has no terms of 1z as z → ∞ [cf. (13.6.8)
with p(t) = 1 and q(t) = 0]. This yields
1
1 g(t)
c0 = − √ dt (13.6.18)
π log 2 −1 1 − t 2
where
a(t) − b(t) c(t)
g(t) ≡ , f (t) ≡ . (13.7.4)
a(t) + b(t) a(t) + b(t)
To show that finding a solution to equation (13.7.1) reduces to solving the Riemann–
Hilbert problem (13.7.3), one can use the Sokhotski–Plemelj formulas for U (z), that
is,
1 u(τ )
U+ (t) − U− (t) = u(t), U+ (t) + U− (t) = p.v. dτ. (13.7.5)
πi L τ −t
Substituting these equations into (13.7.1), we obtain (13.7.3). The converse is also
true, that is, if the Cauchy integral U (z) in (13.7.2) is the solution of the Riemann–
Hilbert problem (13.7.3) with boundary condition U− (∞) = 0, then the function
u(t) in (13.7.5) is a solution of the integral equation (13.7.1); see Muskhelishivili
[149].
Singular integral equations of the form (13.7.1) play an important role in studying
the more general equation
1 K (t, τ )u(τ )
a(t)u(t) + p.v. dτ = c(t). (13.7.6)
πi L τ −t
Writing K (t, τ ) = K (t, t) + [K (t, τ ) − K (t, t)], and letting b(t) ≡ K (t, t) and
F(t, τ ) ≡ iπ1 [K (t, τ ) − K (t, t)]/(τ − t), we get
b(t) u(τ )
a(t)u(t) + p.v. dτ + F(t, τ )u(τ ) dτ = c(t). (13.7.7)
iπ L τ −t L
Equations of the type (13.7.7) are much more complicated to study than equa-
%n (13.7.1). Here we only note that if F(t, τ ) is degenerate, i.e. if F(t, τ ) =
tion
1 H j (t)H j (τ ), then equation (13.7.7) can also be solved in closed form.
1
f (ζ ) = ζ + (1 + ζ −2 )A. (13.7.12)
2
can be written as
f (ζ )
= F+ (ζ ) − F− (ζ ). (13.7.17)
L + (ζ )
where pn (ζ ) is a polynomial; see Theorem 13.1.4 and the following remark. Note that
in our case, the W in (13.7.11) is just the U in (13.7.9). Thus, the boundary condition
U− (∞) = 0 and the function L − (ζ ) = ζ 2 in (13.7.14) imply that the left-hand side
of (13.7.18) is of the order o(ζ −2 ). From (13.7.16), it is easily seen that the function
F(ζ ) on the right-hand side of (13.7.18) has the asymptotic expansion
i f (τ ) 1 τ τ2
F(ζ ) ∼ + 2 + 3 + · · · dτ
2π Γ L + (τ ) ζ ζ ζ
∞
& cs (13.7.19)
∼ , ζ → ∞.
s =0
ζ s+1
Balancing the terms on both sides, it follows readily that the polynomial pn−1 (ζ ) in
(13.7.18) is zero and the coefficients c0 and c1 in (13.7.19) must vanish, i.e.
A A
τ + (1 + τ −2 ) dτ = 0, τ + (1 + τ −2 ) τ dτ = 0;
C 2 Γ 2
see (13.7.12) and (13.7.14). The first equation automatically holds, but the sec-
ond equation requires that A = 0. Thus, from (13.7.12), we have f (ζ ) = ζ . With
pn−1 (ζ ) = 0, f (τ ) = τ and W (ζ ) = U (ζ ), we obtain from (13.7.18), (13.7.16),
and (13.7.14)
L(ζ ) τ ζ, ζ inside the circle,
U (ζ ) = dτ =
2πi Γ τ − ζ 0, ζ outside the circle.
There is another problem that was studied in various forms by Riemann and, later,
Hilbert. It is (at least) equally well known by the term Riemann–Hilbert problem.
Consider a linear differential equation
f ( p) (z) + q1 (z) f ( p−1 )(z) + · · · + q p (z) f (z) = 0, (13.8.1)
where the coefficients {qk } are rational functions. Let P be the set of poles of the
{qk } in S. Fix a coordinate disk D in Ω = S \ P, centered at a point z 0 . There is a
basis f 1 , f 2 , . . . f p of solutions of (13.8.1) defined in D. If γ is a closed curve in Ω
that begins and ends at z 0 , then each f j can be continued along γ to another solution
f j , giving a second basis of solutions defined in D, related to the original set by a
matrix Aγ in the group G L(n, C) of n × n invertible complex matrices. This gives
a homomorphism χ from the fundamental group to the n × n matrices:
χ : H1 (Ω) → G L(n). (13.8.2)
&
n
B jk = 0. (13.8.4)
k=1
Then Problem XXI in Hilbert’s famous list of problems [106] can be formulated as
follows:
Let the representation (13.8.2) be given. Prove that there is always a system (13.8.3), (13.8.4)
with the given monodromy (13.8.2).
As it turns out, this can be done for equations of degree ≤ 3 or with ≤ 3 sin-
gularities. Bolibrukh [29] showed that otherwise there are counter-examples, so the
problem, in Hilbert’s formulation, has a negative solution. For a full treatment, see
Anosov and Bolibrukh [10].
13.8 The other Riemann–Hilbert problem 349
Exercises
1. Prove that the Hölder continuity condition at t0 in Theorem 13.1.1 can be replaced
by the weaker condition
| f (t) − f (t0 )|
| dt| < ∞.
Γ |t − t0 |
2. Prove (13.1.8).
3. Let Γ y = {x + i y : −∞ < x < ∞}, Γ+ = lim y→0+ Γ y and Γ− = lim y→0− Γ y .
Consider the contour integrals
ei z
I± = dz.
Γ± z
thus proving that the contour integrals are convergent and well defined.
(b) Use Cauchy’s integral formula to show that
I+ − I− = 2πi,
and 0
ei R(cos θ+i sin θ)
I+ = lim dθ = 0,
R→∞ π Reiθ
hence I− = 2πi.
(c) For any ±Re w > 0, we have
!
ei x ei(z−iw) 0, Re w > 0,
dx = dz =
R x + iw R z 2πiew , Re w < 0.
is a constant.
(b) By setting x = 0 in (a), show that the value of the integral in (a) is −π log 2.
10. When the parameters are positive, the usual Laplace transform is defined by
∞
F(x) = L f (s) = f (t)e−st dt, s > 0. (1)
0
When the parameters are negative, one can use a different notation. For instance,
for θ < 0, we define
0
F(θ ) = L f (θ ) = f (x)e−θ x d x. (2)
−∞
Define
fˆ(y) = f (−y). (3)
Show that
13.8 The other Riemann–Hilbert problem 351
L f (θ ) = L fˆ (−θ ). (4)
√
11. Let g(x) = 1
2π
1 − x 2 [U+ (x) + U− (x)], so that equation (13.6.14) becomes
1
g(x) = p(x − t)u(t) dt. (5)
x
Define
ũ(t) = u(t + 1) and g̃(x − 1) = g(x). (6)
and
g̃(0) = g(1) = 0. (8)
(b) With the Laplace transforms defined in Exercise 10, show that
L g̃ (θ ) = L ũ (θ ) · L p (θ ); (9)
equivalently,
G̃(θ ) = Ũ (θ )P(θ ). (10)
then show
1
L I (θ ) = − L ũ (θ ). (13)
θ
(d) Use equation (9) to conclude that
1 L g̃ (θ )
L I (θ ) = − . (14)
θ 2 L p (θ )
12. Recall equation (13.6.15): M(t) is the inverse Laplace transform of [s 2 Pi (x)]−1 ,
where P1 (s) is the Laplace transform of p(−t), i.e.
(a) 1 (b)
L M (s) = , P1 (s) = L p(−t) (s). (15)
s 2 P1 (s)
352 13 Riemann–Hilbert problems
Suppose that f is holomorphic in a domain that includes the unit disk D. Then its
Maclaurin expansion
∞
f (z) = an z n (14.0.1)
n=0
A problem that arises frequently in number theory [96], combinatorics [75] and
orthogonal polynomials [114] is to determine the asymptotic behavior of the an .
One such problem that we treat in this chapter involves the Legendre polynomials
{Pn } that play a role in Chapter 4. The generating function for these polynomials can
be written as
∞
1
f θ (z) = Pn (cos θ )z n = iθ 1/2 (e−iθ − z)1/2
, (14.0.2)
n=0
(e − z)
where the branches are chosen such that (e±iθ − z)1/2 → e±πiθ/2 as z → 0. For fixed
θ , 0 < θ < π, f θ (z) is holomorphic in D and the restriction of f to Γ = ∂D has two
algebraic singularities that coalesce as θ → 0. Thus the asymptotics of the Maclaurin
coefficients of f θ are the asymptotics of Pn (θ ).
As this example suggests, we might want to extract information about the an from
f on Γ = ∂D, under the assumption that the singularities of f on Γ are somehow
manageable. Darboux [51] was the first to consider problems of this nature. Darboux
considered the case of finitely many distinct algebraic singularities. This work is
described in Section 14.1. Recent extensions of the Darboux method are the sub-
ject of remaining sections: logarithmic singularities in Section 14.2 and coalescing
singularities in Section 14.3. Section 14.4 is devoted to showing that the result on
© The Author(s), under exclusive license to Springer Nature Switzerland AG 2023 353
R. Beals and R. S. C. Wong, More Explorations in Complex Functions, Graduate Texts
in Mathematics 298, https://doi.org/10.1007/978-3-031-28288-1_14
354 14 Asymptotics and Darboux’s method
where Γ is any contour that contains the origin and lies in D. For convenience, we
let
εm (z) = f (z) − f m (z) (14.1.7)
and
1
δm (n) = εm (z)z −n−1 dz. (14.1.8)
2πi Γ
14.1 Algebraic singularities 355
equation
We claim that
δm (n) = o(n −α−m−1 ), as n → ∞. (14.1.11)
Since
εm (z) = cm+1 (a − z)m+α+1 + cm+2 (a − z)m+α+2 + · · ·
in a neighborhood of z = a, we have
εm(N ) (z) = O((a − z)m+α+1−N ) (14.1.13)
as z → 1. As long as N satisfies
m + Re α + 1 ≤ N < m + Re α + 2, (14.1.14)
then (a − z)m+α+1−N is integrable on Γ , so the the contour Γ can be expanded so
that (14.1.12) becomes
1 (n − N )! 2π (N ) iθ −i(n−N )θ
δm (n) = εm (e )e dθ. (14.1.15)
2π n! 0
Let us emphasize here that N = N (m) ∼ m. Since the last integral is absolutely
integrable, it follows from the Riemann–Lebesgue lemma (Exercise 2) that
(n − N )!
δm (n) = o = o(n −N ) as n → ∞, (14.1.16)
n!
which in view of (14.1.14) establishes our claim in (14.1.11). Thus, (14.1.9) gives
∞
Γ (n − α − r )
an ∼ cr a r +α−n , n → ∞. (14.1.17)
r =0
n! Γ (−α − r )
356 14 Asymptotics and Darboux’s method
Γ (n − α − r ) Γ (n − α − r )
= ∼ n −α−r −1 ; (14.1.18)
n! Γ (n + 1)
see Exercise 1.
Let us return to the case (14.1.1) with finitely many singularities {s j }. We can apply
the same derivation to each s j . The end result is a sum of asymptotic expansions.
Theorem 14.1.1. Suppose that f is holomorphic on D and has distinct singularities
s1 , s2 , · · · , sl , on ∂D , and that in a neighborhood of s j ,
∞
f (z) = c jr (s j − z)α j +r . (14.1.19)
r =0
∞
l
r + α j α j +r −n
an ∼ c jr (−1)n sj
r =0 j=1
n
∞
l
α +r −n Γ (n − α j − r )
∼ c jr s j j (14.1.20)
r =0 j=1
n ! Γ (−α j − r )
as n → ∞.
where the branches are chosen such that (e±iθ − z)− 2 → e∓ 2 iθ as z → 0. The alge-
1 1
for |e−iθ − z| < 2 sin θ , the constants c jk and α j in (14.1.19) are given by α1 = α2 =
− 21 and
14.1 Algebraic singularities 357
1
eiπ/4 −2 1
c1r = √ ;
2 sin θ r (−2i sin θ )r
e−iπ/4 − 21 1
c2r = √ .
2 sin θ r (2i sin θ )r
as n → ∞, where θn,r = (n − r + 21 )θ + (n − 21 r − 41 )π .
Olver [157] pointed out an interesting paradox associated to (14.1.23). It is easily
verified that the series on the right-hand side of (14.1.23) converges when 2 sin θ > 1;
that is, 16 π < θ < 56 π . Thus, it is natural to expect that the sum is Pn (cos θ ). But
from (14.1.22), we have
∞
e−iπ/4 − 21 (e−iθ − z)n− 2
1
1
√ = √ , (14.1.24)
1 − 2z cos θ + z 2 2 sin θ r =0 r (2i sin θ )r
which converges uniformly when |e−iθ − z| ≤ 2 sin θ − δ, δ > 0. If 2 sin θ > 1, then
z = 0 lies inside the region of uniform convergence. According to (14.0.2), Pn (cos θ )
is the nth Maclaurin coefficient of the function on the left-hand side of (14.1.24).
Hence, differentiating (14.1.24) n times, setting z = 0, and equating real parts, we
obtain
∞ 1
1 − 2 r − 21 cos θn,r
Pn (cos θ ) = √ . (14.1.25)
2 sin θ r =0 r n (2 sin θ )r
1 5
Pn (cos θ ) ∼ 2Pn (cos θ ), π < θ < π, n → ∞. (14.1.26)
6 6
gn
lim =B (14.1.28)
n→∞ n n e−n
exists, and conjectured that B might be a new geometric constant. Although several
solutions were given to show that the conjecture is false, none of these used the
method of Darboux; cf. an editorial note in [178].
If we multiply (14.1.27) by z n /n! and sum from n = 3 to ∞, we obtain
∞
∞ ∞
zn z n+1 1 z n+2
gn+1 = gn+1 + gn .
n=3
n! n=2
n! 2 n=3 n!
∞
Hence, if we define f (z) = n=3 gn z n /n!, we obtain
1 1
(1 − z) f (z) − z 2 f (z) = z 2 . (14.1.29)
2 2
The solution of this first-order equation is
2
c z z
f (z) = √ exp − + − 1.
1−z 4 2
∞
z zn
M(z) = = An , |z| < 1; (14.2.2)
log(1 + z) n=0
n!
14.2 Logarithmic singularities 359
in fact
z L(−z) = M(−z) + 1,
so An /n ! = (−1)n−1 ln−1 , n ≥ 1.
In 2004 Donald Knuth asked Frank Olver about the asymptotics of the
coefficients ln in (14.2.1). Polya [169], pp. 8-9 gives the first few coefficients A N in
(14.2.2):
A0 = 1, A1 = 1, A2 = 1, A3 = 2, A4 = 4,
A5 = 14, A6 = 38, A7 = 216, A8 = 600, A9 = 6240, (14.2.3)
and asks for a conjecture on An . In the solution section, after noting that (14.2.3)
makes it reasonable to conjecture that An is positive and increasing, Pólya points out
that asymptotically
An 1
∼ (−1)n−1 . (14.2.4)
n! n log2 n
The extension that we discuss now, taken from [220], is apparently considered
useful in combinatorics; see a remark in [75], p. 438, line 12.
Let f (z) be holomorphic, with Maclaurin expansion
∞
f (z) = an z n , |z| < 1. (14.2.5)
n=0
Assume that f (z) has a singularity at z = 1, and is holomorphic within and on the
contour Γ shown in Figure 14.1), for some δ > 0. In a neighborhood of z = 1, f (z)
is assumed to have the form
O 1
1+
for some fixed ε > 0. Since this integral is exponentially small, it is clear that the
asymptotic behavior of an will be determined by the asymptotic behavior of the
integral
i
In = f (z)z −n−1 dz, (14.2.10)
2π |z−1|=δn
where the loop contour of integration and the cuts in the z-plane are illustrated in
Figure 14.2. If μ = 0, then the integral in (14.2.11) can be expressed in terms of the
gamma function; see Section 2.10.
(0+ )
1 i
= (−u)λ−1 e−u du, | arg(−u)| ≤ π. (14.2.12)
Γ (1 − λ) 2π ∞
where D k = d k /dλk .
14.2 Logarithmic singularities 361
−1 O
as n → ∞.
Divide the loop path of integration into two parts A and B, where A is the portion
contained in |u| ≤ (n + 1)ρ for some fixed ρ in (0, 1), and B is the remaining por-
tion of the path (i.e. two half-lines extending to ∞). Since arg(−u) = ±π on B,
log(−u/n + 1) satisfies the inequalities
u u
π ≤ log −
≤ log + π. (14.2.16)
n + 1 n + 1
Hence, | log(−u/(n + 1))| is uniformly bounded away from zero. Although this
function becomes unbounded on B, it is bounded by the larger of log |u| and log(n +
1). An easy estimation shows that for |u| ≥ (n + 1)ρ , there must exist an ε > 0 such
that μ
λ−1 −u
(−u) log e−u du = O (exp(−εn ρ )) (14.2.17)
B n+1
The result in Lemma 14.2.1 will be used in a slightly different form. First, we
note that
E(w, u) = exp{−(n + 1)[log(1 + u) − u]}
1 2(log(1 + u) − u)
= exp − wu , (14.2.22)
2 u2
where
w = (n + 1)u. (14.2.23)
(The first equality will be used later in (14.2.35).) Now, let Pm (w) be the polynomials
defined by
∞
g(u + 1)E(w, u) = Pm (w)u m , (14.2.24)
m=0
where γn is the contour which traverses the circle |u| = δn in the positive direction,
and begins and ends on the positive half of the real axis. The polynomial Pm ((n + 1)u)
may be written as
m
Pm ((n + 1)u) = ps (n + 1)s u s , (14.2.27)
s=0
where
m
1
Ak (λ, m) = (−1)s ps D k . (14.2.31)
s=0
Γ (1 − λ − m − s)
Theorem 14.2.2. If the function in (14.2.5) is holomorphic within and on the con-
tour Γ shown in Figure 14.1, and if f (z) satisfies the conditions in (14.2.6) and
(14.2.9), then for any fixed integers N ≥ 0 the Maclaurin coefficients of f (z) have
the asymptotic expansion
N
(log n)μ
an = (−1) Jm (n) + O
m
(14.2.33)
m=0
n λ+N +1
using Taylor’s formula with remainder, where K is a positive constant and E(w, ζ )
is given in (14.2.22). A simple estimation gives
where
i
E N (n) = (−u)λ−1 (log(−u))μ R N (n, u)e−(n+1)u du. (14.2.38)
2π γn
Now, choose N large enough so that Re (λ + N − 1) > 0. The circular path of inte-
gration can then be replaced by two line segments joining u = 0 to u = δn , one on
the upper side of the cut in the u-plane, and the other on the lower side of this cut.
Hence,
E N (n) = O n (N +1)/2 (−u)λ+N (log(−u))μ e−(n+1)u du , (14.2.39)
L
where L is the integration path shown in Figure 14.3. By the argument given in
Lemma 14.2.1, it can be shown that the integral in (14.2.39) is O (log n)μ /n λ+N +1 .
Thus,
N
In = (−1)m Jm (n) + O (log n)μ /n λ+(N +1)/2 . (14.2.41)
m=0
This is short of the claim in (14.2.33). However, the order of the terms Jm (n), given
in (14.2.30), indicates that the result in (14.2.41) can be improved to read
N
In = (−1)m Jm (n) + O (log n)μ /n λ+N +1 (14.2.42)
m=0
and
∞
(− log(n + 1))μ μ 1
−k 1
J1 (n) ∼ (− log(n + 1)) p s D k
.
(n + 1)λ+1 k=0
k s=0
Γ (1 − λ − s)
a finite number of terms (e.g. when μ is a positive integer). The same will be true for
Jm (n) for m ≥ 1. Hence, the general situation is
∞
(− log(n + 1))μ μ 1
an ∼ g(1) D k
(− log(n + 1))−k (14.2.43)
(n + 1)λ k=0
k Γ (1 − λ)
as n → ∞.
Returning to (14.2.1), we note that
z L(z) − 1 = f (z),
Returning to (14.0.2), we note that the generating function for the Legendre poly-
nomial has two algebraic singularities, one at z = eiθ and the other at z = e−iθ . As
θ → 0+ , these two singularities coalesce at z = 1 and the asymptotic expansion
of the Legendre polynomials, given in (14.1.23), breaks down; that is, Darboux’s
method fails when two or more singularities coalesce.
Fields [71] in 1967 presented a uniform treatment of Darboux’s method when two
or three singularities coalesce. He considered the case
∞
f (z, θ ) = (1 − z)−λ [(eiθ − z)(e−iθ − z)]−α g(z; θ ) = an (θ )z n , (14.3.1)
n=0
where the Maclaurin expansion converges for |z| < 1 uniformly for θ ∈ [0, π ], the
branch of (1 − z)−λ and [(eiθ − z)(e−iθ − z)]−a are chosen such that each is holo-
morphic on D and equals 1 as z = 0, and g(z, θ ) is holomorphic in |z| ≤ eη (η > 0).
Fields derived an expansion which is uniform in certain θ -intervals depending
on n. However his result seems too complicated for practical applications; see, e.g.
Erdélyi [66], p.167, Olver [159], pp.112–113, and Wong [218], p.145. In response to
the comments by Erdélyi and Olver, Wong and Zhao [219] found a way to derive a
simpler form of uniform asymptotic expansion for the Maclaurin coefficients an (θ )
in (14.3.1) when two or three algebraic singularities on the circle of convergence
14.3 Two coalescing singularities 367
coalesce. (Neither the series in (14.1.17) given by Darboux nor Field’s result is an
asymptotic (power) expansion in the usual sense.)
To begin, we start with the simple case of two singularities, namely,
∞
f (z, θ ) = [(eiθ − z)(e−iθ − z)]−α g(z, θ ) = an (θ )z n , (14.3.2)
n=0
where Jν (x) is the Bessel function; see Exercise 3. Our ultimate goal here is to
establish that the Maclaurin coefficients in (14.3.2) have an asymptotic expansion of
the form
√ 1 ∞ ∞
π n α− 2 αk (θ ) βk (θ )
an (θ ) ∼ Jα− 21 (nθ ) + Jα− 23 (x) (14.3.5)
Γ (α) 2θ k=0
nk k=0
nk
where Γ is a simple closed contour which encloses z = 0 but not z = e±iθ and lies
in the domain of z-holomorphy of f (z; θ ). We may choose Γ so that it consists of
two portions Γ I and Γ E , where Γ I is a curve starting from z = e−0i eη , enclosing
z = e±iθ but not z = 0 in clockwise orientation, and ending at z = e0i eη , while Γ E
is the circle |z| = eη , oriented anticlockwise; see Figure 14.4.
We first show that the contribution from Γ E is exponentially small. Indeed, let us
define
1 dz
An (θ ) = g(z, θ )(1 − 2z cos θ + z 2 )−α n+1 (14.3.7)
2πi Γ I z
and
368 14 Asymptotics and Darboux’s method
CE
CI
−1 eiθ 1
−eη O e−iθ eη
1 dz
ε E (θ ) = g(z, θ )(1 − 2z cos θ + z 2 )−α . (14.3.8)
2πi ΓE z n+1
On Γ E , we have
(eη − 1)2 ≤ |1 − 2z cos θ + z 2 | ≤ (eη + 1)2 .
z = e−θs (14.3.11)
in (14.3.7) gives
θ 1−2α
An (θ ) = h 0 (s, θ )(s 2 + 1)−α enθs ds, (14.3.12)
2πi Γ
where
14.3 Two coalescing singularities 369
−α
−θs e−sθ − eiθ e−sθ − e−iθ
h 0 (s, θ ) = g(e , θ) (14.3.13)
(−s − i)θ (−s + i)θ
Note that g0 (s, θ ) in (14.3.14) has the same domain of s-holomorphy as h 0 (s, θ ).
Inserting (14.3.14) into (14.3.12) and integrating the last term by parts give
1
An (θ ) = θ 1−2α α0 (θ )[T1 (nθ ) − εT1 ] + θ 1−2α β0 (θ )[T2 (nθ ) − εT2 ] + ε1 ,
n
(14.3.16)
where T1 (x) and T2 (x) are given in (14.3.3),
e−iπ η/θ eiπ η/θ
εTl = s l−1 (s 2 + 1)−α enθs ds + s l−1 (s 2 + 1)−α enθs ds, (14.3.17)
eiπ ∞ eiπ η/θ
l = 1, 2, and
ε1 = Σ1 + ε1,E . (14.3.18)
In (14.3.18),
iθ
1 s=e η/θ
ε1,E = θ −2α · g0 (s, θ )(s 2 + 1)1−α enθs (14.3.19)
2πi s=e−iπ η/θ
where
1 d
h 1 (s, θ ) = − (s 2 + 1)α g0 (s, θ )(s 2 + 1)1−α
θ ds
1 d
= − (s + 1) + 2(1 − α)s g0 (s, θ ).
2
(14.3.21)
θ ds
370 14 Asymptotics and Darboux’s method
It can be seen from (14.3.21) that h 1 (s, θ ) has the same domain of s-holomorphy as
g0 (s, θ ), and hence as h 0 (s, θ ). It can also be seen that the integral representation for
Σ1 is of the same form as (14.3.12) for An (θ ). Thus, the procedure can be repeated.
Define inductively
h k (s, θ ) = αk + sβk + (s 2 + 1)gk (s, θ ), k = 0, 1, 2, · · · , (14.3.22)
and
1 d
h k+1 (s, θ ) = − (s 2 + 1) + 2(1 − α)s gk (s, θ ), k = 0, 1, 2, · · · (14.3.23)
θ ds
for m = 1, 2, · · · , where
m
εk,E
m−1
αk (θ )εT1 + βk (θ )εT2
ε(θ, m) = ε E + − θ 1−2α
k=1
nk k=0
nk
1
+ m Σm .) (14.3.25)
n
In (14.3.25), ε E is given in (14.3.8),
iπ
1 s=e η/θ
εk,E = θ −2α gk−1 (s, θ )(s 2 + 1)1−α ensθ , k = 1, 2, · · · (14.3.26)
2πi s=e−iπ η/θ
and
θ 1−2α
Σm = h m (s, θ )(s 2 + 1)−α enθs ds, m = 1, 2, · · · (14.3.27)
2πi Γ
One can see from (14.3.22) and (14.3.23) that h k (s, θ ) and gk (s, θ ) have the same
domain of s-holomorphy as h 0 (s, θ ).
To conclude this section, we show that εT1 and εT2 in (14.3.17) are exponentially
small. Set ∞
I = (s 2 + 1)−α e−ηθs ds, (14.3.28)
η/θ
and make the change of variables s = (t + 1)η/θ . The integral in (14.3.28) becomes
∞ −α
θ2
I = η1−2α θ 2α−1 e−ηn (t + 1)2 + 2 e−ηnt dt. (14.3.29)
0 η
14.4 Asymptotic nature of the expansion (14.3.24) 371
where we have used C(η) as a generic symbol to denote positive constants, indepen-
dent of θ and n, the value of which may differ in different places. From (14.3.17)
and (14.3.30), it follows that
1
θ 1−2α |εT1 | ≤ C(η) e−ηn (14.3.31)
n
and
θ 1−2α |εT2 | ≤ C(η)e−ηn (14.3.32)
for θ ∈ [0, π ]. The last inequality is obtained by combining (14.3.17) with (14.3.30)
and integrating by parts in both integrals in (14.3.17).
In the previous section we derived the expansion (14.3.24) for the Maclaurin coeffi-
cients an (θ ) in (14.3.2). To show that (14.3.24) is an asymptotic expansion, we must
estimate the remainder term ε(θ, m) and demonstrate that the coefficients αk (θ ) and
βk (θ ) are bounded. In this section we do this step by step.
where
|αk (θ )| ≤ Mk , |βk (θ )/θ | ≤ Mk (14.4.2)
for k = 0, 1, 2, · · · , and
θ 1−2α
|ε(θ, m)| ≤ Mm m
|T1 (nθ )| + |T2 (nθ )| (14.4.3)
n
372 14 Asymptotics and Darboux’s method
2π/θ
i 2π/θ
−η/θ
−i
C
and let Γ be a contour in D which encloses s = ±i in the positive sense; see Figure
14.5. Using Cauchy’s integral formula and the fact that h 0 (s, θ ) is s-holomorphic in
the region D, we have from (14.3.15)
1
α0 (θ ) = A0 (s, θ )h 0 (s, θ ) ds,
2πi Γ
1
β0 (θ ) = = B0 (s, θ )h 0 (s, θ ) ds, (14.4.5)
2πi Γ
where
s 1
A0 (s, θ ) = and B0 (s, θ ) = . (14.4.6)
s2 +1 s2 +1
Define inductively
14.4 Asymptotic nature of the expansion (14.3.24) 373
1 d
Ak (s, θ ) = (1 + s 2 )−1 (s 2 + 1) + 2αs Ak−1 (s, θ ) (14.4.7)
θ ds
and
1 d
Bk (s, θ ) = (1 + s 2 )−1 (s 2 + 1) + 2αs Bk−1 (s, θ ) (14.4.8)
θ ds
and
1
βk (θ) = Bk (s, θ)h 0 (s, θ) ds, (14.4.11)
2πi Γ
where Γ is the same contour given in (14.4.5) and for convenience, we have set
β−1 = 0.
and
1
θ s Ak (s, θ ) ds = 0, k = 2, 3, · · · ,
2πi Γ
for |s| ≤ M/θ , |s − i| ≥ L/θ and |s + c| ≥ L/θ , where L and M are positive
constants.
Proof. By induction, one can use (14.4.6) and (14.4.7) to write
1 pk+1 (s)
Ak (s, θ ) = (14.4.13)
θ k (1 + s 2 )k+1
1 qk (s)
Bk (s, θ ) = (14.4.14)
θ k (1 + s 2 )k+1
Next, since (e z − 1)/z has no zero and is bounded on the circle |z| = b for 0 < b <
2π , there exist positive constants m b and Mb such that
z
e − 1
mb
≤ ≤ Mb for |z| ≤ b.
z
−η/θ i
−i
Γ
and −sθ
e − e−iθ b
mb
≤ ≤ Mb for |s − i| ≤ . (14.4.16b)
(−s + i)θ θ
η b b
|h 0 (s, θ )| ≤ M D for Re s ≥ − , |s + i| ≤ and |s − i| ≤ . (14.4.17)
θ θ θ
Now, for θ ∈ [0, π − δ], one may specify b = √2π − δ in (14.4.17). Without loss
of generality, we may always assume that η < π(3π − 2δ). The contour Γ in
(14.4.5) may be deformed so that it consists of
(i) |s + i| = b/θ , Im s ≥ 0 and Re s ≥ −η/θ ;
(ii) |s − i| = b/θ , Im s ≤ 0 and Re s ≥ −η/θ ; and
(iii) the segment of Re s = −η/θ joining (i) and (ii); see Figure 14.6.
The constants M and L in Lemma 14.4.3) may be chosen to be M = max{η, 3π −
2δ} and L = min{η, δ}. A combination of Lemmas 14.4.2–14.4.4) gives the bound-
edness of the coefficients αk (θ ) and βk (θ )/θ , thus proving (14.4.2).
Step 2. Bounds for ε E and εk,E . To describe the behavior of T1 (nθ ) and T2 (nθ ),
we make use of (14.3.4). From the behavior of Jα− 21 (nθ ) and Jα− 23 (nθ ), when nθ is
small, we have
1
T1 (nθ ) ∼ (nθ )2α−1 as nθ → 0+ ,
Γ (2α)
and
1
T2 (nθ ) ∼ (nθ )2α−1 as nθ → 0+ ;
Γ (2α − 1)
for nθ ∈ [0, ε] and ε small, where C depends only on ε. The interval of validity for
(14.4.18) can of course be extended to nθ ∈ [0, B] for a finite B, since Jα− 21 (τ ) and
Jα− 23 (τ ) have no common zero. The constant C may then depend on B.
In view of the behavior of the Bessel function (see, e.g. [158], p.133), we again
have from (14.3.4)
α−1
1 nθ 1
T1 (nθ ) ∼ cos nθ − απ as nθ → ∞,
Γ (α) 2 2
and α−1
1 nθ 1 π
T2 (nθ ) ∼ cos nθ − απ + as nθ → ∞.
Γ (α) 2 2 2
Hence
|T1 (nθ )| + |T2 (nθ )| ≥ C(nθ )α−1 (14.4.19)
(nθ )2α−1
θ |εT2 | ≤ C
nm
also for nθ ∈ [0, B]. Here, C(η) is the generic symbol for positive constants, inde-
pendent of θ and n, used in (14.3.30), (14.3.31), and (14.3.32).
When nθ ∈ [B, ∞), and hence for θ ∈ [B/n, π ], it follows from (14.3.31)
θ α −ηn α−1 m+|α|−α −ηn (nθ )
α−1
(nθ )α−1
|εT1 | ≤ C e (nθ ) ≤ C{n e } ≤ C .
nα nm nm
(nθ )α−1
θ |εT2 | ≤ C .
nm
Summarizing the last four inequalities, we obtain, in view of (14.4.18) and
(14.4.19)
1
θ l−1 |εTl | ≤ Cm m {|T1 (θ )| + |T2 (θ )|}, l = 1, 2,
n
where Cm is a constant independent of n and θ . Accordingly,
14.4 Asymptotic nature of the expansion (14.3.24) 377
1−2α αk (θ )εT1 + βk (θ )εT2
m−1
θ 1−2α
θ ≤ C m {|T1 (θ )| + |T2 (θ )|} (14.4.20)
n k n
k=0
for all n and θ , where use has been made of the estimates in (14.4.2). Note that the
quantity on the left-hand side of this inequality is exactly the third member in the
remainder ε(θ, n) given in (14.3.25) and (14.4.1).
An estimate for ε E can be obtained by comparing (14.3.9) with (14.4.18) and
(14.4.19). Since
θ 1−2α (nθ )2α−1 θ 1−2α (nθ )2α−1
e−ηn = {n m−2α+1 e−ηn } ≤ C
nm nm
for nθ ∈ [0, B], and
θ 1−2α (nθ )α−1 θ 1−2α (nθ )α−1
e−ηn ≤ C{n m−α+|α|+1 e−ηn } m
≤ C
n nm
Note that ε E is the first member in the remainder term ε(θ, m) given in (14.3.25).
To investigate εk,E , we first analyze h k (s, θ ) and gk (s, θ ). Analogous to the
sequences {Ak (s, θ )} and {Bk (s, θ )} defined inductively in (14.4.7) and (14.4.8),
we now introduce another sequence of rational functions associated with (14.3.22)
and (14.3.23). By Cauchy’s theorem,
1 h 0 (u, θ )
h 0 (s, θ ) = du,
2πi Cu u − s
where the integration path Cu is a contour that lies in the domain D of the u-
holomorphy (see Figure 14.5)), and encloses u = s and u = ±i in the anticlockwise
direction. Set
1
Q 0 (u, s, θ ) = . (14.4.22)
u−s
Then
1
h 0 (s, θ ) = Q 0 (u, s, θ )h 0 (u, θ ) du. (14.4.23)
2πi Cu
We further define
1 d u
Q k (u, s, θ ) = + 2α 2 Q k−1 (u, s, θ ), k = 1, 2, 3, · · · ;
θ du u +1
(14.4.24)
see the comment following (14.4.8).
In view of (14.4.22) and (14.4.24), it can be shown by induction that
378 14 Asymptotics and Darboux’s method
1
k
Pl (u)
Q k (u, s, θ ) = , (14.4.25)
θ k l=0 (u − s)k−l+1 (1 + u 2 )l
(These are similar to the last three equations in the proof of Lemma 14.4.2; see also
the proof of Lemma 14.4.3.)
Similar to the derivation of (14.4.10) and (14.4.11), we have
Lemma 14.4.5. For θ ∈ [0, π ] and k = 0, 1, 2, · · · , we have
βk−1 (θ ) 1
h k (s, θ ) = (1 − 2α) + Q k (u, s, θ )h 0 (u, θ ) du, (14.4.26)
θ 2πi Cu
b/θ
i (b + ε)/θ
−η/θ −(η − ε)/θ
−i
Γu
Γs
We notice that in the previous derivation leading to (14.3.24) and the estimation
leading to (14.4.2), (14.4.20), and (14.4.21), we only require that η be a fixed positive
number. Hence, in these cases we can replace η by a smaller number, say η = η − ε,
and the validity of these previous results will remain. For convenience, we continue
to denote the small η by η. With this understanding, one obtains the following result
by combining Lemmas 14.4.4–14.4.6 and using the fact that Γu |du| = O(1/θ ).
|h k (s, θ )| ≤ Mk , s ∈ Ds , (14.4.28)
We are now ready to consider the term εk,E given in (14.3.26). By (14.3.22),
βk−1 (θ )
gk−1 (s, θ )(s 2 + 1)1−α ensθ = h k−1 (s, θ ) − αk−1 (θ ) − s θ
θ
×(s 2 + 1)−α ensθ .
Since
η2 /θ 2 < η2 /θ 2 + 1 < (η2 + π 2 )/θ 2 ,
380 14 Asymptotics and Darboux’s method
it follows that (s 2 + 1)−α is bounded by C(η)θ 2α . In view of the bounded-
s=e±iπ η/θ
ness of h k−1 , αk−1 (θ ), and βk−1 (θ )/θ , it follows that
Using the inequalities preceding (14.4.21), one can show that the estimate for ε E in
(14.4.21) also holds for εk,E , k = 1, 2, · · · . Hence, we have
m
ε θ 1−2α
k,E
≤ Mm m [|T1 (nθ )| + |T2 (nθ )|]. (14.4.30)
n
k n
k=1
Note that this is an estimate for the second member in the error term ε(θ, m) given
in (14.3.24) and (14.4.1).
Step 3. An Estimate for Σm (θ ). The only remaining task in this section is to
estimate Σm given in (14.3.27). For nθ ∈ [0, B], we deform the integration path Γ
so that it starts from e−iπ η/θ and ends at eiπ η/θ , and that there are positive constants
L and M such that |s ± i| ≥ L/θ and |s| ≤ M/θ along Γ ; for an example of such
a path, see the paragraph following Lemma 14.4.4. Now make the change of variable
nθ s = t, and denote the image of s-curve Γ by Γ˜t . It is readily seen that Γ˜t is a
curve which starts at e−iπ ηn and ends at eiπ ηn; along Γ˜t , we have |t ± inθ | ≥ n L,
|t| ≤ n M, and
θ 1−2α
Σm = (nθ ) 2α−1
h m (s, θ )(t 2 + (nθ )2 )−α et dt. (14.4.31)
2πi ˜
Γt
We further deform Γ˜t so that it traverses from e−iπ ηn to e−iπ (2B) along the lower
edge of the negative real line, moves to eiπ (2B) on the circle |t| = 2B in the
anticlockwise direction, and then along the upper edge of the negative real line
to eiπ ηn. The deformed curve will still be denoted by Γ˜t . Along this new curve,
|(t 2 + (nθ )2 )−α | ≤ C(B)t −2α and |h m (s, θ )| ≤ Mm ; see (14.4.28). Thus
|Σm | ≤ θ 1−2α C(Mm , B)(nθ )2α−1 |t −2α et || dt|
Γ˜t
≤ C(Mm , B)θ 1−2α
(nθ ) 2α−1
(14.4.32)
i Γi
eiπ η/θ
e−iπ η/θ
-i Γ−i
the negative real line. We now deform the path of integration in (14.3.27), and split
it into three parts: Γi = Γc + i, Γ−i = Γc − i, and Γr , where Γr consists of three
segments on Re s = −η/θ connecting:
(i) eiπ η/θ − i and e−iπ η/θ + i;
(ii) eiπ η/θ + i and eiπ η/θ ;
(iii) e−iπ η/θ − i and e−iπ η/θ ; see Figure 14.8.
We know from Lemma 14.4.7 that h m (s, θ ) is bounded on Γ = Γi ∪ Γ−i ∪ Γr ,
and that the bound is uniform in θ ∈ [0, π − δ]. Consider
1
Ii ≡ h m (s, θ )(s 2 + 1)−α enθs ds
2πi Γi
einθ
= {h m (s + i, θ )(s + 2i)−α }s −α enθs ds.
2πi Γc
In the last integral we put v(s) ≡ h m (s + i, θ )(s + 2i)−α and make the change of
variable t = nθ s. Since v(s) is uniformly bounded on {Γc : Re s ≥ −3}, we have
inθ
e
v(s)s −α nθs
e ds
2πi
{Γc : Re s ≥ −3}
inθ (0+ )
α−1 e −α t
= (nθ ) v(s(t))t e dt
2πi −3nθ
+
(0 )
≤ C |t|−α eRe t | dt| (nθ )α−1 .
−∞
≤ Ce−3nθ ,
which is in turn bounded by (nθ )α−1 for nθ ≥ B. The second to last inequality
follows from the fact that w(s) ≡ h m (s + i, θ )(s + 2i)−α s −α is uniformly bounded
by C|s|−2α on that part of Γc . Hence
|Ii | ≤ C(nθ )α−1 . (14.4.34)
Similarly, we have
|I−i | ≤ C(nθ )α−1 . (14.4.35)
The estimate of the integral Ir over Γr can be obtained by taking the absolute value
of the integrand. Indeed, we have
|Ir | ≤ Ce−ηn θ −2α ≤ C(nθ )α−1 . (14.4.36)
To obtain the last inequality, we have used the fact that θ ∈ [B/n, π ] for nθ ∈
[B, ∞). A combination of (14.4.34), (14.4.35), (14.4.36), and the fact that Σm =
θ 1−2α (Ii + I−i + Ir ) gives
|Σm (θ )| ≤ Cθ 1−2α (nθ )α−1 ≤ Cθ 1−2α {|T1 (nθ )| + |T2 (nθ )|} (14.4.37)
for all n and θ . The desired result (14.4.3) now follows from (14.4.20), (14.4.21),
(14.4.30), (14.4.38), and (14.3.25).
Remark. To conclude this section, we note that in addition to the expression in
(14.3.4), the approximant T2 (x) in (14.4.1) can also be expressed as
√ 3 √ α− 21
(α − 21 ) π nθ α− 2 π nθ
T2 (nθ ) = Jα− 21 (nθ ) − Jα+ 21 (nθ ).
Γ (α) 2 Γ (α) 2
(14.4.39)
As a consequence, we have the following useful corollary.
Corollary 14.4.8. Under the same assumption as Theorem 14.4.1, the following
holds:
n α− 21 α̃k (θ )
m−1
an (θ ) = Jα− 2 (nθ )
1
2θ k=0
nk
n α− 21 β̃k (θ )
m−1
+ Jα+ 21 (nθ ) + ε̃(θ, m). (14.4.40)
2θ k=0
nk
14.4 Asymptotic nature of the expansion (14.3.24) 383
With αk , βk , and ε(θ, m) replaced by α̃k , β̃k , and ε̃(θ, m), respectively, the estimates
in (14.4.2 and (14.4.3) remain valid.
and
√
(2α − 1) π n α− 21 βm−1 (θ ) 1
ε̃(θ, m) = ε(θ, m) + J 1 (nθ ). (14.4.42)
Γ (α) 2θ θ n m α− 2
∞
[(eiθ − z)(e−iθ − z)]−λ = Pn(λ) (cos θ )z n . (14.4.43)
n=0
With α = λ and an (θ ) = Pn (cos θ ), one can immediately write down the asymp-
totic expansion
n λ− 21 ∞
α̃k (θ )
Pn(λ) (cos θ ) ∼ Jλ− 21 (nθ )
2θ k=0
nk
n λ− 21 ∞
β̃k (θ )
+ Jλ+ 2 (nθ )
1 (14.4.44)
2θ k=0
nk
√
π sin θ −λ λ − 1 θ cos θ − sin θ
α̃1 (θ ) = λ − sin λθ
Γ (λ) θ 2 θ sin θ
sin λθ
+2 cos λθ + ,
θ
and
384 14 Asymptotics and Darboux’s method
√
π 1 sin θ −λ θ cos θ − sin θ
β̃1 (θ ) = − λ(λ − 1) cos λθ + 2 sin λθ .
Γ (λ) 2 θ θ sin θ
Setting λ = 21 , the above result reduces to a uniform asymptotic expansion for the
Legendre polynomials defined in (14.0.2).
where α and β are real numbers, and (γ )k is the Pochhammer symbol defined by
(γ )0 = 1 and (γ )k = γ (γ + 1) · · · (γ + k − 1). This representation can be derived
from the generating function
∞
(1 − w z̄)−α (1 − wz)−β = Cn(α,β) (z)w n , |wz| < 1. (14.5.2)
n=0
(α,β)
The notation Cn (z) was used by Gasper [86] in the sense of (14.5.1) and (14.5.2),
but the term Heisenberg polynomials was first used by Dunkl [63].
From (14.5.2), it is readily seen that the Heisenberg polynomials have the property
(α,β) (α,β)
Cn (ρeiθ ) = ρ n Cn (eiθ ). Hence, to study the behavior of these polynomials as
n → ∞, it suffices to consider the polynomials on the unit circle. The generating
function in (14.5.2) now takes the form
∞
(eiθ − z)−α (e−iθ − z)−β eiθ(α−β) = Cn(α,β) (eiθ )z n . (14.5.3)
n=0
Note that the exponents of the two factors on the left-hand side of the above equation
are different; hence, the result of Theorem 14.4.1 is not directly applicable to Heisen-
berg polynomials. However, the arguments in the last two sections can be modified
to deal with the current situation. To this end, we define
1
Tl (x) = s l−1 (s − i)−β (s + i)−α e xs ds, l = 1, 2, (14.5.4)
2πi Γ0
−α −β
eiθ − e−θs e−iθ − e−θs
h 0 (s, θ ) = e iθ(α−β)
(14.5.5)
(s + i)θ (s − i)θ
where x α+β−1 is positive for real positive x. It is easily seen that x −α−β+1 T1 (x) is
an entire function. From (14.5.4), it is also readily verified that T2 (x) = T1 (x) in
the cut plane C \ (−∞, 0]. Moreover, with a = 2 − α − β and b = β − α, T1 (x)
satisfies the differential equation
x T1 + aT1 + (x − bi)T1 = 0. (14.5.10)
386 14 Asymptotics and Darboux’s method
Taking into account the first two terms of the infinite series in (14.5.9), one obtains
1
T1 (x) = x α+β−1 ei x M(α, α + β, −2i x), (14.5.13)
Γ (α + β)
where M is the Kummer function [22], p.201. Since T2 (x) = T1 (x), it also follows
(α + β − 1 + i x)x α+β−2 ei x
T2 (x) = M(α, α + β, −2i x)
Γ (α + β)
2i x α+β−1 ei x
− M (α, α + β, −2i x),
Γ (α + β)
(14.5.14)
where M (γ , δ, z) = dz
d
M(γ , δ, z). Substituting (14.5.13) and (14.5.14) into (14.5.7),
we obtain an asymptotic expansion of the Heisenberg polynomials in terms of the
Kummer function.
Theorem 14.5.2. Assume that α and β are real and fixed and that z = ρeiθ with
ρ > 0 and θ real. Then we have the compound asymptotic expansion [158], p.118:
∞
ck (θ )
Cn(α,β) (z) ∼ n α+β−1 z n M(α, α + β, −2inθ )
k=0
nk
∞
dk (θ )
+M (α, α + β, −2inθ ) (14.5.15)
k=0
nk
When the parameters α and β in the above theorem are non-positive integers, the
coefficients ck and dk in (14.5.15) all vanish; see (14.5.16). However the asymptotic
relation remains valid, since the polynomials also vanish for large value of n, i.e. it
is a trivial result.
The results in this section are taken from [135]. For a proof of Theorem 14.5.1,
we refer to [135].
Exercises
lim einθ f (θ ) dθ = 0.
n→∞
Find the generating function of the sequence {ak } and show that an → 0 as
n → ∞.
5. Let qn denote the probability that in n tosses of an ideal coin, no run of three
consecutive heads appears. Clearly q0 = q1 = q2 = 1, and in probability the-
ory it is established that qn = 21 qn−1 + 14 qn−2 + 18 qn−3 . Show that the {qn } have
generating function
∞
2t 2 + 4t + 8
qn t n =
n=0
8 − 4t − 2t 2 − t 3
∞
ωn
e−aw (1 + ω)x = Cn(a) (x) .
n=0
n!
For fixed x > 0, find an asymptotic expansion for Cn(a) (x) as n → ∞. Write out
the first two terms of the expansion. (See [20], equations (5.3.6) and (5.3.12).)
7. The Meixner polynomials Mn (x; β, c) have generating function
ω x ∞
ωn
1− (1 − ω)−x−β = m n (x; β, c) .
c n=0
n!
Use the results in Section 14.2 to write out an asymptotic expansion for Snm as
n → ∞. (This formula was first given in Jordan [117].)
(α,β)
9. The Jacobi polynomials Pn have the generating function
∞
Pn(α,β) t n = 2α+β R −1 (1 − t + R|−α (1 + t + R)−β ,
n=0
where
k(θ ) = π −1/2 (sin 21 )−α− 2 (cos 21 θ )−β− 2
1 1
N = n + 21 (α + β + 1), γ = − 21 π(α + 21 ),
and the O(n −3/2 ) term is uniform on the interval [−ε, θ − ε]. (See [20], equations
(4.6.7) and (4.6.11).)
(b) For fixed x > 1 we have
√ √
Pn(α,β) (x) ∼ (x − 1)−α/2 (x + 1)−β/2 [ x − 1 + x + 1]α+β
1
+(x 2 − 1)−1/4 (2π n)−1/2 [x + x 2 − 1]n+ 2 .
(α,β)
10. The Heisenberg polynomials Cn have the generating function given in
(14.5.2):
14.5 Heisenberg polynomials 389
∞
(1 − ω z̄)−α (1 − ω z)−β = Cn(α,β) (z) ωn , |ωz| < 1.
n=0
By modifying the arguments given in this chapter, prove the result stated in
Theorem 14.5.1.
The original presentation of Darboux’s method was in Darboux [51]. The discussion
at the start of this chapter is mainly based on Carrier, Krook, and Pearson [43].
Since its inception, Darboux’s method has been used extensively to compute
asymptotics of orthogonal polynomials. An excellent source for results of this type
is Ismail [114].
For some recent applications, see Bai and Zhao [15] and Wang and Zhao [212].
For other recent developments, in addition to the work described in this chapter, see
Flagolet et al. [74], Temme [204], Boyd [30].
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Index
A Blaschke product, 76
Abel map, 274 boundary condition, Dirichlet, 253
Abelian differential, 267 branch
first kind, 267 of logarithm, 11
second kind, 267 of power, 11
third kind, 267
absolute convergence of product, 12
Aitken’s process, 308 C
almost everywhere, 40 Calderón–Zygmund inequality, 185
analytic continuation, 14–15 canonical image, of a quadrilateral, 155
uniqueness, 14 canonical image, of a ring domain, 163
arc, 1 Casorati–Weierstrass theorem, 8
area theorem, 81 Cauchy integral formula, 4, 5
argument principle, 11 Cauchy integral theorem, 3
Ascoli–Arzelá theorem, 26 Cauchy transform
attracting fixed point, 56 one-dimensional, 319, 320
attracting periodic orbit, 57 two-dimensional, 183
automorphism, 19 Cauchy–Green formula, 4
Cauchy–Riemann equations, 3
Cauchy–Schwarz inequality, 35
B Cayley transform, 20
backward orbit, 47 change of contour, 7
basin of attraction, 59, 60 Charlier polynomials, 387, 388
immediate, 59 circular distortion, 174
Beltrami coefficient, 189 complete orthonormal set, 37
Beltrami equation, 182 complex curve, 125
normal solution, 187 complex logarithm, 10
Bergman kernel, 235 conformal equivalence
Bergman metric, 244 of domains, 28
Bergman spaces, 261 conformal mapping, 28
Bessel equality, 37 conformal structure, 126
Bessel inequality, 36 conformally conjugate maps, 49
Beurling–Ahlfors extension, 180, 181 conjugate maps, 47
Bieberbach conjecture, 80 conjugation of maps, 67, 69
Bieberbach’s theorem, 82 continuation along a curve, 14
© The Editor(s) (if applicable) and The Author(s), under exclusive license to 399
Springer Nature Switzerland AG 2023
R. Beals and R. S. C. Wong, More Explorations in Complex Functions, Graduate Texts
in Mathematics 298, https://doi.org/10.1007/978-3-031-28288-1
400 Index
K N
K-quasiconformal map, 157 neutral fixed point, 56
Koebe function, 79 neutral periodic orbit, 57
Newton’s method, 76
normal family, 25
L complete, 25
Laplace equation, 253 normal function (for Padé approximation),
Laplace transform, 350 293
Laurent expansion, 8 normal Padé sequence, 294
Leau–Fatou flower, 70 normal solution, of Beltrami equation, 187
Legendre polynomials, 100
lift, 128
limit set, of Fuchsian group, 213 O
linear fractional transformation, 18 orbit, 47
Liouville theorem, 7 backward, 47
402 Index