UMD 463: Complex Analysis

2.1 Maximum modulus principle

Proposition 2.1

Suppose \(D\subseteq \mathbb {C}\) is a nonempty domain. and \(u:D\to \mathbb {R}\) is continuous function taking only finitely many values. Then \(u\) is constant.

Proof

Since \(D\) is nonempty, we can pick \(z_0\in D\). Suppose there exists \(z_1\in D\) with \(u(z_1)\neq u(z_0)\). Since \(D\) is a domain, we can find a continuous (in fact, piecewise linear) arc \(\gamma :[0,1]\to D\) such that \(\gamma (0) = z_0\) and \(\gamma (1) = z_1\). Set \(h(t) = u(\gamma (t))\) for \(t\in [0,1]\). Then \(h:[0,1]\to \mathbf{R}\) is continuous, so, by the Intermediate Value Theorem, \(h\) takes each of the infinitely many values lying between \(u(z_0)\) and \(u(z_1)\) on the real line. But this contradicts the assumption that \(u\) takes only finitely many values.

Lemma 2.2

Suppose \(\Omega \subseteq \mathbb {C}\) is an open subset and \(f\in A(\Omega )\) is an analytic function. Suppose further that \(|f(z_0)|\) is the maximum of the function \(|f|\) on \(\Omega \). Suppose \(a\) is a positive real number such that the open disk \(\Delta (z_0,a) = \{ z\in \mathbb {C}: |z-z_0|{\lt}a\) is contained in \(\Omega \). Then \(f\) is constant on \(\Delta (z_0,a)\).

Proof

Suppose \(0{\lt}r{\lt}a\). Then we have \(f(z_0) = (1/2\pi )\int _0^{2\pi } f(z_0 + re^{i\theta })\, d\theta \). Therefore, since \(|f(z_0)|\) is the maximum value of \(|f|\) on \(\Omega \),

\begin{align*} |f(z_0)| & \leq (1/2\pi )\int _0^{2\pi } |f(z_0 + r e^{i\theta })|\, d\theta \\ & \leq (1/2\pi )\int _0^{2\pi } |f(z_0)|\, d\theta \\ & = |f(z_0)|. \end{align*}

It follows then that \(|f(z_0)| = (1/2\pi ) \int _0^{2\pi } |f(z_0 + r e^{i\theta })|\, d\theta \). So,

\begin{equation} \int _0^{2\pi } (|f(z_0)| - |f(z_0 + re^{i\theta }|)\, d\theta = 0. \end{equation}
2.3

But then, since \(|f(z_0)| \geq |f(z_0 + re^{i\theta })|\) for all \(\theta \), it follows that \(|f(z_0)| = |f(z_0 + re^{i\theta })|\) for all \(\theta \). So, we get that \(|f(z_0)| = |f(z)|\) for all \(z\in \Delta (z_0,a)\). In other words, the function \(|f|\) is constant on \(\Delta (z_0, a)\). But then this implies that \(f\) is constant on \(\Delta (z_0,a)\).

Definition 2.4

Suppose \(\Omega \subseteq \mathbb {C}\) is an open set, \(z_0\in \Omega \) and \(u:\Omega \to \mathbb {R}\) is a function. We say that \(u\) is locally constant at \(z_0\) if there exists a positive real number \(\delta \) such that \(u\) is constant on \(\Delta (z_0,\delta )\). We say that \(u\) is locally constant if it is locally constant at every point \(z\in \Omega \).

Proposition 2.5

Suppose \(u:\Omega \to \mathbb {R}\) is locally constant at \(z_0\in \Omega \). Then \(u\) is continuous at \(z_0\). Consequently, if \(u\) is locally constant, it is continuous.

Proof

Suppose \(u\) is locally constant at \(z_0\in \Omega \). To show that \(u\) is continuous at \(z_0\), we need to show that, for every \(\epsilon {\gt} 0\), there exists a \(\delta {\gt} 0\), such that \(|z - z_0| {\lt} \delta \Rightarrow |u(z) - u(z_0)| {\lt} \epsilon \). But, since \(u\) is locally constant, we can find a \(\delta {\gt} 0\) such that \(|z - z_0| {\lt}\delta \Rightarrow u(z) = u(z_0)\). So the required inequality is obvious no matter what positive real number \(\epsilon \) we pick.

The last statement of the proposition follows directly from the first.

Theorem 2.6 Maximum modulus principle

Suppose \(D\) is a domain, \(f\in A(D)\), and \(|f(z_0)|\) is the maximum value of \(|f(z)|\) for \(z\in D\). Then \(f(z) = f(z_0)\) for all \(z\in D\).

Proof

Define a function \(u:D\to \mathbb {R}\) by setting

\[ u(z) = \begin{cases} 0, & f(z) = f(z_0);\\ 1, & f(z) \neq f(z_0). \end{cases} \]

I claim that \(u\) is locally constant.

To see this, pick \(z\in D\). If \(u(z) = 0\), then \(|f(z)|\) is the maximum value of \(|f|\) on \(D\). And, since \(D\) is open, we can find \(\delta {\gt} 0\) such that \(\Delta (z, \delta )\subseteq D\). But then, by Lemma 2.2, \(f(w) = f(z)\) for all \(w\in \Delta (z,\delta )\). So \(u(w) = u(z)\) for all \(w\in \Delta (z,\delta )\).

On the other hand, if \(u(z) = 1\), then, since \(f\) is continuous at \(z\), we can find \(\delta {\gt}0\) such that \(|w-z|{\lt}\delta \Rightarrow |f(w) - f(z)| {\lt} |f(z) - f(z_0)|\). Then \(|w-z|{\lt}\delta \Rightarrow f(w)\neq f(z_0)\Rightarrow u(w) = 1 - u(z)\).

Now, since \(u\) is locally constant on \(D\), it is continuous. And, since \(D\) is a domain and \(u\) is continuous, \(u\) must be constant by Proposition 2.1. So, as \(u(z_0) = 0\), \(u(z) = 0\) for all \(z\in D\). Thus \(f(z)\) is constant on \(D\).

Corollary 2.9

Suppose \(D\subseteq \mathbb {C}\) is a domain and \(f = u + iv\in A(D)\) with \(u\) and \(v\) real. Suppose further that \(u\) takes a maximum value on \(D\). Then \(f\) is constant on \(D\).

Proof

Suppose \(u(z_0)\) is the maximum value of \(u\) on \(D\). Then, since \(e^{f(z)} = e^{u(z)}(\cos v(z) + i\sin v(z))\), \(e^{u(z_0)}\) is the maximum value of \(|e^{f(z)}\) on \(D\). Since \(f\in A(D)\), \(e^f\in A(D)\) as well. So, by the Maximum Modulus Principle applied to \(e^f\), \(e^f\) is constant on \(D\). Therefore, the function \(g(z) = f(z) - f(z_0)\) is an analytic function on \(D\) taking values in the set \(2\pi i\mathbb {Z}\). So \(h(z) = g(z)/2\pi i\), is an analytic function on \(D\) taking values in \(\mathbb {Z}\). In particular, \(h(z)\in \mathbb {R}\) for all \(z\in D\). So it follows that \(h\) is constant.