← 2016 Paper 2

UPSC 2016 Maths Optional Paper 2 Q4c — Step-by-Step Solution

20 marks · Section A

Power Series of Analytic Functions; Radius of Convergence · Complex Analysis · Read the full method →

Question

Prove that every power series represents an analytic function inside its circle of convergence.

Technique

Cauchy–Hadamard (n1/n1n^{1/n}\to1 keeps RR fixed) + Weierstrass MM-test (geometric majorant on compact subdiscs) + uniform-limit-of-holomorphic theorem (Morera/Cauchy) to justify term-by-term differentiation.

Solution

Let f(z)=n=0an(zz0)nf(z)=\sum_{n=0}^\infty a_n(z-z_0)^n with radius of convergence R>0R>0. We must show ff is analytic (complex-differentiable) at every point of the open disc zz0<R|z-z_0|<R. The plan: (i) the formally differentiated series has the same radius RR; (ii) the series converges uniformly on compact subdiscs (Weierstrass MM-test); (iii) term-by-term differentiation is valid, so ff' exists and equals the differentiated series. WLOG z0=0z_0=0.

Step 1 — The differentiated series has the same radius of convergence

The radius is given by Cauchy–Hadamard: 1R=lim supnan1/n\dfrac1R=\limsup_{n\to\infty}|a_n|^{1/n}. The termwise derivative is g(z)=n=1nanzn1g(z)=\sum_{n=1}^\infty n a_n z^{n-1}. Its radius RR' satisfies

1R=lim supnnan1/n=(lim supnan1/n)limnn1/n=1R1=1R,\frac1{R'}=\limsup_{n\to\infty}|n a_n|^{1/n}=\Big(\limsup_{n}|a_n|^{1/n}\Big)\cdot\lim_{n}n^{1/n}=\frac1R\cdot1=\frac1R,

using n1/n1n^{1/n}\to1. Hence R=RR'=R: the differentiated series converges on the same open disc z<R|z|<R.

Step 2 — Absolute & uniform convergence on compact subdiscs (Weierstrass MM-test)

Fix rr with 0<r<R0<r<R and consider the closed disc Dr={zr}\overline D_r=\{|z|\le r\}. Pick ρ\rho with r<ρ<Rr<\rho<R. Since anρn\sum a_n\rho^n converges, anρn0a_n\rho^n\to0, so anρnC|a_n\rho^n|\le C for some constant CC and all nn. Then for zr|z|\le r,

anznanrn=anρn(rρ)nCθn,θ:=rρ<1.|a_n z^n|\le|a_n|r^n=|a_n|\rho^n\Big(\frac r\rho\Big)^n\le C\,\theta^n,\qquad \theta:=\frac r\rho<1.

The bound Mn=CθnM_n=C\theta^n is summable (θn=11θ<\sum\theta^n=\frac1{1-\theta}<\infty). By the Weierstrass MM-test, anzn\sum a_nz^n converges uniformly (and absolutely) on Dr\overline D_r. The same estimate (with nanrn1Crnθnn|a_n|r^{n-1}\le \frac Cr\, n\theta^n and nθn<\sum n\theta^n<\infty) shows nanzn1\sum n a_n z^{n-1} converges uniformly on Dr\overline D_r.

Step 3 — Term-by-term differentiation gives f=gf'=g

Each partial sum SN(z)=n=0NanznS_N(z)=\sum_{n=0}^N a_nz^n is a polynomial, hence holomorphic, with SN(z)=n=1Nnanzn1S_N'(z)=\sum_{n=1}^N na_nz^{n-1}. On Dr\overline D_r we have shown:

Theorem (uniform limit of holomorphic functions; Weierstrass). If holomorphic SNS_N converge uniformly on compact subsets of an open set to ff, then ff is holomorphic and SNfS_N'\to f'.

Proof via Morera + Cauchy. For any triangle (or closed contour) ΓDr\Gamma\subset\overline D_r, ΓSNdz=0\oint_\Gamma S_N\,dz=0 (each SNS_N holomorphic, by Cauchy/Goursat). Uniform convergence lets us pass the limit through the integral: Γfdz=limNΓSNdz=0\oint_\Gamma f\,dz=\lim_N\oint_\Gamma S_N\,dz=0. Since ff is continuous (uniform limit of continuous functions) and integrates to 00 around every triangle, Morera’s theorem gives ff holomorphic on z<R|z|<R. Moreover, for zz in the interior, Cauchy’s integral formula for the derivative,

SN(z)=12πiCSN(ζ)(ζz)2dζ,f(z)=12πiCf(ζ)(ζz)2dζ,S_N'(z)=\frac1{2\pi i}\oint_{C}\frac{S_N(\zeta)}{(\zeta-z)^2}\,d\zeta,\qquad f'(z)=\frac1{2\pi i}\oint_{C}\frac{f(\zeta)}{(\zeta-z)^2}\,d\zeta,

with CC a small circle about zz inside Dr\overline D_r, and uniform convergence SNfS_N\to f on CC gives SN(z)f(z)S_N'(z)\to f'(z). Hence f(z)=g(z)=n1nanzn1f'(z)=g(z)=\sum_{n\ge1}na_nz^{n-1}. \square

Step 4 — Conclusion

r<Rr<R was arbitrary, so ff is complex-differentiable at every point of the open disc z<R|z|<R; i.e. ff is analytic (holomorphic) there, with

f(z)=n=1nan(zz0)n1(zz0<R).f'(z)=\sum_{n=1}^\infty n a_n(z-z_0)^{n-1}\qquad(|z-z_0|<R).

Answer

  A power series is analytic inside its circle of convergence, and may be differentiated term by term.  \boxed{\;\text{A power series is analytic inside its circle of convergence, and may be differentiated term by term.}\;}
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