Past exam of the mathematics course of the University of Cambridge / 2004 / iii / Paper 9 (Conformal Mappings)

With determinant-one normalization, the necessary and sufficient condition for sphere rotations as special-unitary Möbius transformations isEquivalently, the matrix $M=\left(\begin{array}{cc}a& b\\ c& d\end{array}\right)$ belongs to the special unitary group $SU(2)$. The two determinant-one representatives $M$ and $-M$ induce the same Möbius transformation, and both satisfy this condition.

Use north-pole stereographic projection in the direction from the plane to the sphere:Its chord-distance identity is $|\phi (z)-\phi (w)|=2\chi (z,w)$, where $\chi$ is the chordal metric. Direct subtraction, using $ad-bc=1$, givesThis is first calculated away from poles and then extended continuously to the Riemann sphere. A sphere rotation preserves chord distances, so for distinct finite nonpole pointsUsing three distinct points shows all these positive ratios equal one. Hence $H(z)=1+|z{|}^2$ everywhere. Comparing its coefficients givesThus $M$ is a unitary matrix. Comparing $M^{-1}=M^{\ast }$ with $M^{-1}=\left(\begin{array}{cc}d& -b\\ -c& a\end{array}\right)$ proves the boxed relations.

Conversely, these relations give $H(z)=1+|z{|}^2$, so the induced sphere map $T=\phi g{\phi }^{-1}$ preserves all Euclidean chord distances. Such a bijection of the unit sphere is the restriction of an orthogonal matrix: let $v_j=T(e_j)$; preservation of distances makes these an orthonormal basis, and $T(p)\cdot v_j=p\cdot e_j$ forces $T(p)={\sum }_j{p}_j{v}_j$. Finally the Möbius transformation is holomorphic with positive real Jacobian at every ordinary coordinate point. Conjugating by stereographic projection preserves orientation, so this orthogonal matrix has determinant $+1$. It is therefore a genuine rotation in three dimensions, proving sufficiency rather than just spherical isometry.

For the circle assertion, a nondegenerate generalized circle has an equationFor $A\ne 0$ this is an ordinary circle, and for $A=0$ it is a line with infinity included. On the sphere write coordinates $(p_1,p_2,p_3)$, with $z=(p_1+i{p}_2)/(1-p_3)$ and $|z{|}^2=(1+p_3)/(1-p_3)$. Multiplication by $1-p_3$ gives the planeIf $n=(2\mathrm{Re}B,-2\mathrm{Im}B,A-C)$ and $h=-(A+C)$, then $|n{|}^2-h^2=4(|B{|}^2-AC)>0$. Thus the plane intersects the unit sphere in a proper circle. It contains the north pole exactly when $A=0$, accounting for the point at infinity on a line.

Conversely, a circle on the sphere is the intersection with a plane $n\cdot p=h$, $|h|<|n|$. Set $A=(n_3-h)/2$, $C=(-n_3-h)/2$ and $B=(n_1-i{n}_2)/2$. The preceding equation is recovered and has $|B{|}^2-AC=(|n{|}^2-h^2)/4>0$. Its inverse stereographic image is an ordinary circle or a line with infinity attached. This proves both directions of the circle-plane relation under stereographic projection.

Use the extended-value convention for a normal family, which is essential here: every sequence in the holomorphic family has a subsequence converging uniformly on compact subsets either to a finite holomorphic function or to infinity. Convergence to infinity means ${\inf }_K|f_n|\to \infty$ for every compact $K\subset D$. Equivalently one uses local uniform convergence in the chordal metric. For holomorphic functions a nonconstant meromorphic limit cannot acquire a pole: near a supposed pole, the reciprocals of sufficiently large-index functions are holomorphic and nowhere zero, and converge to a holomorphic function with a zero. Hurwitz's theorem would force that reciprocal limit to vanish identically, giving the constant infinite limit instead.

Restriction proves that global normality implies normality near each point. For the converse, choose a countable cover by connected discs $U_j$ on which the family is normal, with smaller discs covering $D$ and having compact closure inside the corresponding $U_j$. Such a cover exists from the countable rational-disc basis and local normality. Starting with any sequence, extract a subsequence converging on $U_1$, then a further subsequence converging on $U_2$, and so on. The diagonal sequence converges on each $U_j$. On an overlap the limits agree; a finite holomorphic limit and infinity cannot both occur there. The overlap graph of this cover is connected, since otherwise its components would partition the connected domain into disjoint open subsets. Therefore all local limits are of the same type and patch to one holomorphic function or to infinity throughout $D$. Every compact set has a finite cover by the smaller discs, so convergence on their compact closures gives uniform convergence on that compact set. This proves that normality is a local property.

For the counterexample take the unit disc and the family $f_n(z)=n(1+z^2/2)$. Since $|1+z^2/2|\ge 1-|z{|}^2/2>1/2$, $f_n$ tends uniformly to infinity. Any sequence from this family either has a constant subsequence or has indices tending to infinity, so the family is normal. Its derivatives are $nz$. No subsequence of these derivatives can have a finite locally uniform limit, because their values at any fixed nonzero point grow without bound; nor can they tend locally uniformly to infinity, since every derivative vanishes at zero. Thus a holomorphic normal family need not have a normal derivative family.

Now impose the point bound at $z_0$. For any sequence of derivatives choose corresponding functions from the original family. Normality supplies a locally uniformly convergent subsequence, and the point bound excludes the infinite limit. Let its finite holomorphic limit be $f$. The Cauchy integral formula gives convergence of derivatives uniformly on compact subsets. Explicitly, for compact $K\subset D$ choose $\rho >0$ so its closed $\rho$-neighborhood lies in a compact $L\subset D$; thenEvery sequence of derivatives therefore has a locally uniform subsequential limit. This pointwise anchoring of a holomorphic normal family proves the derivative family is normal under the stated bound.

For a plane domain, the following are equivalent descriptions of a simply connected domain: every based loop contracts in the domain with its basepoint fixed; any two paths with the same endpoints are homotopic while those endpoints stay fixed; its complement in the Riemann sphere is connected; every holomorphic function has a single-valued primitive; and every nowhere-zero holomorphic function has a holomorphic logarithm. The complement must be taken in the extended plane, including infinity. An equivalent winding number formulation is that every closed curve has index zero about every point outside the domain.

Here is a direct equivalence proof for the first two topological formulations. If all paths with given endpoints are homotopic relative to those endpoints, apply this to a loop based at $a$ and the constant path at $a$, obtaining a contraction. Conversely, let ${\gamma }_0,{\gamma }_1$ join $a$ to $b$. The loop ${\gamma }_0\ast {\gamma }_1^{-1}$ contracts with basepoint fixed. Concatenating this contraction with ${\gamma }_1$ produces a homotopy from ${\gamma }_0\ast {\gamma }_1^{-1}\ast {\gamma }_1$ to ${\gamma }_1$, relative to $a,b$. The middle retracing excursion contracts by shortening its traversal in both directions, giving a homotopy from that first path to ${\gamma }_0$. Hence ${\gamma }_0$ and ${\gamma }_1$ are homotopic relative to their endpoints. Planar domains are path-connected, so no extra path-component condition is needed.

The analytic descriptions follow from path independence of the holomorphic integral. Local primitives exist on discs by integrating power series; a homotopy can be subdivided into pieces lying in such discs, and local path integrals cancel along its common edges. Thus integrals over homotopic paths agree, giving a global primitive. Applied to $h^{\prime }/h$ for a nowhere-zero function, a primitive $H$ makes $h{e}^{-H}$ constant and hence supplies a holomorphic logarithm. These observations are also the tools used in the mapping proof below.

The Riemann mapping theorem states that every nonempty simply connected proper domain $D⊊\mathbb{C}$ admits a conformal bijection onto the unit disc. Given $z_0\in D$, there is exactly one such map with $f(z_0)=0$ and $f^{\prime }(z_0)>0$. The exclusion of the whole plane is necessary: an entire map into the disc would be constant by Liouville's theorem.

An extremal proof has the following concrete steps. First construct an injective bounded holomorphic map. Choose $a\notin D$ and a holomorphic square root $h$ of $z-a$. It is injective, since equality of its values implies equality of their squares. Its image is disjoint from its negative: $h(z)=-h(w)$ would imply $z=w$ and then $h(z)=0$, impossible. If $b=h(z_0)$, choose $r>0$ with $B(b,r)\subset h(D)$; the disc $B(-b,r)$ is omitted. Therefore $1/(h+b)$ is injective and bounded. Scaling it and applying an automorphism of the unit disk gives a map into the disc taking $z_0$ to zero; a rotation makes its derivative positive.

Let $\mathcal{U}$ consist of all injective maps $D\to \mathbb{D}$ with this normalization. It is nonempty. The derivative at $z_0$ is bounded above by the Cauchy integral formula on a small disc compactly contained in $D$. Choose $f_n\in \mathcal{U}$ with derivatives tending to their positive supremum $L$. Boundedness, the Cauchy estimates and a diagonal Arzelà-Ascoli theorem argument give a subsequence converging locally uniformly to $f$; this is the bounded-family form of the Montel theorem. Then $f(z_0)=0$, $f^{\prime }(z_0)=L>0$, and the maximum modulus principle puts its image in the open disc. The limit is injective: if distinct $z,w$ had $f(z)=f(w)$, apply Hurwitz's theorem near $w$ to $f_n(\cdot )-f_n(z)$, which has no zero there; the limit would vanish identically, contradicting $f^{\prime }(z_0)>0$.

Finally suppose $a\in \mathbb{D}$ is omitted by $f$. It is nonzero since $f(z_0)=0$. Let $T_a(w)=(w-a)/(1-\overline{a}w)$ and choose a holomorphic square root $h$ of $T_a\circ f$. It is injective and takes values in the disc. Put $b=h(z_0)$, so $|b|=\sqrt{|a|}$, and normalize $T_b\circ h$ by a rotation. The new map's derivative magnitude at $z_0$ isThis square-root improvement of a normalized conformal map contradicts extremality. Thus $f$ is onto. Two normalized bijections differ by a disc automorphism fixing zero; Schwarz lemma applied to it and its inverse makes it a rotation, and positivity of the normalized derivatives forces that rotation to be the identity. This completes the requested proof outline.

For a harmonic function $u$, put $g=u_x-i{u}_y$. Its Wirtinger derivative isso the Cauchy-Riemann equations make $g$ holomorphic. In the simply connected domain it has a single-valued primitiveThe integral is path independent: local holomorphic primitives make its value invariant under path homotopies, and being simply connected makes any two paths with the given endpoints homotopic, as in Question 3.

Since $F^{\prime }=g$, the real part satisfies $(\mathrm{Re}F{)}_x=u_x$ and $(\mathrm{Re}F{)}_y=\mathrm{Re}(ig)=u_y$. Hence $\mathrm{Re}F-u$ is constant on the connected domain. Adding a real constant corrects it, producing a single-valued holomorphic $f$ with $\mathrm{Re}f=u$. The imaginary part is a harmonic conjugate and is unique up to an additive real constant. This is the global harmonic conjugate criterion by vanishing periods in the simply connected case.

Take $u(z)=\log |z|$. In polar coordinates its Laplacian is $u_{rr}+r^{-1}{u}_r=-r^{-2}+r^{-2}=0$, so it is harmonic on the annulus. If $u=\mathrm{Re}f$ for a single-valued holomorphic function, the Cauchy-Riemann equations would give $f^{\prime }=u_x-i{u}_y=1/z$. But for $1<\rho <2$,The first equality follows by evaluating the primitive $f$ around a closed curve. This contradiction verifies the absence of a global harmonic conjugate.

For the final function, the quotient of squared distances is $|z+1{|}^2/|z-1{|}^2$. On $|z|>1$, both $1+1/z$ and $1-1/z$ lie in the open right half-plane, so their principal logarithms are single-valued and holomorphic. DefineThe series converges locally uniformly outside the unit circle, andThus this is the required single-valued holomorphic function, even on the larger domain $|z|>1$. Its derivative is $2/(z+1)-2/(z-1)$, whose two periods around the holes cancel. The logarithmic cancellation on an exterior annulus explains why this example succeeds while $\log |z|$ fails; using independent multivalued logarithms of $z+1$ and $z-1$ would conceal that cancellation.

An explicit disk map of a slit half disk makes the two boundary approaches visible without assuming an extension theorem for the boundary. We construct the map as a succession of bijections and then determine its limits.

First $w=z^2$ maps the upper half-disc of radius two bijectively onto $|w|<4$ slit along $[0,4)$. Indeed, its inverse chooses the square root whose argument lies in $(0,\pi )$. The removed segment on the imaginary axis becomes $[-1,0)$, so the image of $D$ is preciselyThe Möbius transformation $v=4(w+1)/(w+16)$ maps the radius-four disc bijectively onto the unit disc, taking $-1$ to zero and $4$ to one. This follows also by writing it as $(w/4+1/4)/(1+w/16)$, an automorphism of the unit disk after the scaling. It takes the removed real interval to $[0,1)$, so the image is the unit disc with this radial slit removed. Choosing $0<\arg v<2\pi$ defines a single-valued square root $u=\sqrt{v}$ and maps that slit disc bijectively ontoAll these maps have nonzero derivatives on their respective domains, since their potentially problematic zero or branch point is on the removed slit.

Next the Joukowski map $J(u)=u+1/u$ is a conformal bijection from $U$ onto the lower half-plane. For $u\in U$,If $J(u)=J(t)$, then $(u-t)(1-1/(ut))=0$, and $|ut|<1$ rules out the second factor vanishing. To prove surjectivity, take $q$ in the lower half-plane and consider $u^2-qu+1=0$. Neither root lies on the unit circle, where $u+1/u$ is real. Their product is one, so exactly one has modulus less than one. For that root the displayed imaginary-part identity forces $\mathrm{Im}u>0$. Thus it lies in $U$. Also $J^{\prime }(u)=1-u^{-2}$ cannot vanish there. Finally $C(q)=(q+i)/(q-i)$ maps the lower half-plane bijectively onto the unit disc: the inequality $|q+i|<|q-i|$ is exactly $\mathrm{Im}q<0$, and its inverse is $q=i(\zeta +1)/(\zeta -1)$. Consequentlyis a conformal bijection of $D$ onto the disc.

At the slit point $z_0=i/2$ the continuous rational expression for $v$ tends to $4/21$. In a sufficiently small neighborhood of $z_0$, points of $D$ have nonzero real part. Since $\mathrm{Im}(z^2)=2\mathrm{Re}z\mathrm{Im}z$ and the real-coefficient Möbius map $w\mapsto v$ preserves the sign of the imaginary part, right-side approach gives $\arg v\to 0$, while left-side approach gives $\arg v\to 2\pi$. HenceThe two limits of $F$ are thereforeThey have modulus one and are distinct, since $L>0$ and the Möbius map $C$ is injective on the extended real line. The two-sided cluster set at an interior slit point is a geometric consequence of opening the slit into two boundary intervals.

For the given map $f$, the composition $B=f\circ F^{-1}$ is an automorphism of the unit disk. To see its precise boundary behavior, let $a=B^{-1}(0)$ and compose $B$ with the inverse of $T_a(\zeta )=(\zeta -a)/(1-\overline{a}\zeta )$. This gives a disc automorphism fixing zero. Applying Schwarz lemma to it and its inverse shows it is a rotation. ThusIts denominator never vanishes on the closed disc, and its inverse has the same property; it therefore extends to a continuous bijection of the unit circle. Put $\alpha =B({\gamma }_{+})$ and $\beta =B({\gamma }_{-})$. These are distinct points of that circle, independent of the approaching sequence.

For any sequence approaching $z_0$, every infinite right-side subsequence has image tending to $\alpha$, and every infinite left-side subsequence has image tending to $\beta$. At least one side occurs infinitely often. Conversely, any convergent image subsequence has a further subsequence confined to one side, so its limit must be the corresponding one of these two points. The cluster set is therefore exactly $\{\alpha \}$, $\{\beta \}$ or $\{\alpha ,\beta \}$, according to which sides occur infinitely often. Both sides really occur in the domain, for example along $i/2\pm {\epsilon }_n$ with positive ${\epsilon }_n\downarrow 0$.

We first derive the exterior area theorem for univalent functions directly from Green's theorem, then obtain the coefficient bound needed for the Koebe quarter theorem.

Suppose $G$ is univalent on $|\zeta |>1$ and has a Laurent seriesFor $R>1$, the image of $R{e}^{it}$, $0\le t\le 2\pi$, is a regular simple closed curve. By the Jordan curve theorem the curve has one bounded and one unbounded complementary component. The image of $|\zeta |>R$ lies in the unbounded component, since it is connected, avoids the curve by injectivity and contains points near infinity. It fills that component: any finite boundary limit of the image has preimages bounded by $G(\zeta )/\zeta \to 1$, and a convergent preimage subsequence must land on $|\zeta |=R$ or else give an interior image point. Thus no boundary of the image lies inside that complementary component. The curve is positively oriented about its bounded interior, since the exterior is on the right of $R{e}^{it}$ and a holomorphic map with nonzero derivative preserves orientation. Green's formula gives its enclosed area asFor completeness, the positive Fourier mode is $R{e}^{it}$ and the negative modes are $b_n{R}^{-n}{e}^{-int}$. On multiplying by the conjugate series and integrating, all unequal-frequency products integrate to zero by Fourier orthogonality. The equal-frequency products give $i{R}^2$ and $-in|b_n{|}^2{R}^{-2n}$, respectively; the constant term gives zero. The Laurent series and its differentiated series converge uniformly on the circle, since $R>1$, so these operations are justified. Nonnegativity of $A_R$ yields $\sum n|b_n{|}^2{R}^{-2n}\le R^2$. Letting $R\downarrow 1$, or first doing so for every finite partial sum, givesNo regularity of the map on the unit circle has been assumed.

Now let $f(z)=z+a_2{z}^2+\cdots$ be a normalized univalent function. Its only zero is at zero, so $f(z)/z$, extended there by the value one, is holomorphic and nowhere zero. On the simply connected disc it has a holomorphic square root with value one at zero. Its odd square-root transform isThis is an odd function which is holomorphic and normalized. It is also univalent: $h(z)=h(w)$ gives $f(z^2)=f(w^2)$ and hence $z=\pm w$. If $z=-w$, oddness gives $h(z)=-h(z)$, so $h(z)=0$, forcing $z=w=0$. Thus $G(\zeta )=1/h(1/\zeta )$ is univalent on the exterior disc, with expansionApplying the area bound to its first negative coefficient proves the second coefficient bound for normalized univalent functions, $|a_2|\le 2$.

Let $w_0$ be any point omitted by $f$. It is nonzero. Postcomposition with a Möbius map gives another normalized univalent functionwhose denominator does not vanish. Applying the second coefficient bound both to $f$ and to $f_{w_0}$ givesEvery omitted point therefore has modulus at least $1/4$, provingThis establishes the Koebe quarter theorem from the allowed area formula.

Sharpness is witnessed by the Koebe function $k(z)=z/(1-z{)}^2$. It has the required value and derivative at zero. The equality $k(z)=k(w)$ simplifies to $(z-w)(1-zw)=0$, and $|zw|<1$ makes it injective. Moreover,Thus $-1/4$ is omitted, so no larger universal radius is possible. In fact $4k(z)+1=((1+z)/(1-z){)}^2$ shows its image is the plane slit along $(-\infty ,-1/4]$.

Without univalence take a real $\lambda >4$ andIt is entire, with $f_{\lambda }(0)=0$ and $f_{\lambda }^{\prime }(0)=1$, but it omits $-1/\lambda$, a point of modulus less than $1/4$, since the exponential never vanishes. It is genuinely not univalent on the disc: the distinct points $\pm \pi i/\lambda$ lie there and both give exponential value $-1$. Even its derivative never vanishes, illustrating why local conformality alone does not give the quarter-disc inclusion.