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Engineering Math

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Some of the key takeaways from the document are that it introduces definitions and properties related to complex numbers such as addition, multiplication, division of complex numbers as well as definitions of modulus, real and imaginary parts. It also discusses point and vector representations of complex numbers and introduces polar forms.

The main definitions related to complex numbers introduced in the document are: definition of a complex number as an expression of the form a + ib, definition of equality of two complex numbers, definitions of algebraic operations on complex numbers such as addition, subtraction, multiplication and division.

The document discusses that each complex number z = a + ib can be represented as a point in the xy-plane with coordinates (a,b). This xy-plane where complex numbers are represented geometrically is called the complex plane with the x-axis being the real axis and y-axis being the imaginary axis.

Engineering Mathematics II

Lecture Notes
Maksat Ashyraliyev
Associate Professor, Dr.
MAT2069
Bahcesehir University

1
1 Algebra of Complex Numbers, Point
and Vector Representation of Complex
Numbers, Polar Forms
1.1 Algebra of Complex Numbers
Definition 1.1. A complex number is an expression
√ of the form
a + ib, where a and b are real numbers and i = −1.

Definition 1.2. Two complex numbers a + ib and c + id are said to


be equal if and only if a = c and b = d.

Definition 1.3. (Algebraic Operations)


If z1 = a + ib and z2 = c + id are two complex numbers then:
• Addition of complex numbers is defined by

z1 + z2 = (a + c) + i(b + d)

• Subtraction of complex numbers is defined by

z1 − z2 = (a − c) + i(b − d)

• Multiplication of complex numbers is defined by

z1 z2 = (ac − bd) + i(bc + ad)

• Division of complex numbers is defined by


z1 ac + bd bc − ad
= 2 + i if c2 + d2 6= 0
z2 c + d2 c2 + d2

Remark 1.1. Like real numbers, the set of complex numbers also
satisfies the commutative, associative and distributive laws.

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Lecture Notes - Engineering Math II M.Ashyraliyev

Remark 1.2. The set of all complex numbers is denoted by C. Unlike


the real number system, there is no natural ordering for the elements
of C. Note that the set of all real numbers is the subset of the set of
all complex numbers, so R ⊂ C.

Definition 1.4. If z = a + ib is a complex number then a is called the


real part of z denoted by Rez and b is called the imaginary part of
z denoted by Imz. So, z = Rez + iImz.

Definition 1.5. If Rez = 0 and Imz 6= 0 then z is called a pure


imaginary number. For instance, z = 2i is a pure imaginary number.

Example 1.1. Prove that if z1 z2 = 0, then z1 = 0 or z2 = 0.


Solution: Let z1 = a + ib and z2 = c + id. Then
(
ac − bd = 0
z1 z2 = 0 =⇒ (ac − bd) + i(bc + ad) = 0 =⇒ =⇒
bc + ad = 0

=⇒ (ac − bd)2 + (bc + ad)2 = 0 =⇒ (a2 + b2 )(c2 + d2 ) = 0 =⇒


=⇒ a2 + b2 = 0 or c2 + d2 = 0 =⇒ z1 = 0 or z2 = 0.

Example 1.2. Prove that for any integer k we have


a) i4k = 1 b) i4k+1 = i c) i4k+2 = −1 d) i4k+3 = −i

Solution: We have
a) i4 = 1 =⇒ i4k = 1k = 1
b) i4k+1 = i4k · i1 = 1 · i = i
c) i4k+2 = i4k · i2 = 1 · i2 = 1 · (−1) = −1
d) i4k+3 = i4k · i3 = 1 · i3 = 1 · (−i) = −i

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Lecture Notes - Engineering Math II M.Ashyraliyev

1.2 Point Representation of Complex Numbers


Each complex number z = a + ib can be represented in the xy-plane as
the point with the coordinates (a, b). In this way, xy-plane is used for
the purpose of describing complex numbers and therefore it is called a
complex plane. x-axis is called a real axis and y-axis is called an
imaginary axis. Hereafter, we shall refer to the point that represents
the complex number z as simply the point z. So, the point z = a + ib
is the point with coordinates (a, b).
For example, the points that represent the complex numbers 3 + 2i,
−3 + 5i and 1 − 3i are shown in the figure below.

Definition 1.6. The absolute value or modulus of the complex


number z = a + ib is denoted by |z| and is given by
p
|z| = a2 + b2 . (1.1)
√ √

i 1
For instance, = and |2 − 3i| = 4 + 9 = 13.
3 3

Remark 1.3. Note that geometrically |z| represents the distance be-
tween the point z and the origin.

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Remark 1.4. |z| = 0 if and only if z = 0.

Remark 1.5. Let z1 = a1 + ib1 and z2 = a2 + ib2 . Then


p
|z1 − z2 | = |(a1 − a2 ) + i(b1 − b2 )| = (a1 − a2 )2 + (b1 − b2 )2 .

So, |z1 − z2 | is the distance between the points z1 and z2 .

Example 1.3. Describe the set of points z in the complex plane that
satisfy the equation |z − z0 | = r, where z0 is a fixed complex number
and r is a fixed positive real number.
Solution: Let z = x + iy and z0 = x0 + iy0 . Then we have

|z − z0 | = r ⇐⇒ (x − x0 )2 + (y − y0 )2 = r2 .

So, the set of points z that satisfy the equation |z − z0 | = r defines a


circle with radius r and the center at point z0 .

Example 1.4. Describe the set of points z in the complex plane that
satisfy the equation |z + 2| = |z − 1|.
Solution: Let z = x + iy. Then we have
1
|z +2| = |z −1| ⇐⇒ (x+2)2 +y 2 = (x−1)2 +y 2 ⇐⇒ x=− .
2
So, the set of points z that satisfy the equation |z + 2| = |z − 1| defines
1
a vertical line x = − .
2

Definition 1.7. The complex conjugate of the complex number


z = a + ib is denoted by z and is given by

z = a − ib. (1.2)

For instance, 2 − 3i = 2 + 3i and 2i = −2i.

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Lecture Notes - Engineering Math II M.Ashyraliyev

Remark 1.6. The points z and z are symmetric about the real axis.

Remark 1.7. z = z if and only if z is a real number.

Theorem 1.1. For any complex numbers z1 and z2 we have


a) z1 + z2 = z1 + z2 b) z1 − z2 = z1 − z2
 
z1 z1
c) (z1 z2 ) = z1 z2 d) = if z2 6= 0
z2 z2

Theorem 1.2. For any complex number z we have

a) (z) = z b) |z| = |z| c) zz = |z|2


z+z z−z
d) Rez = e) Imz = e) z n = (z)n for any n ∈ N
2 2i

1.3 Vector Representation of Complex Numbers


With each point z in the complex plane we can associate a vector,
namely, the directed line segment from the origin to the point z. The
length of this vector is |z|.

Definition 1.8. The vector determined by point z will be simply called


the vector z.

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Lecture Notes - Engineering Math II M.Ashyraliyev

Theorem 1.3. (Triangle Inequality)


For any two complex numbers z1 and z2 , we have

|z1 + z2 | ≤ |z1 | + |z2 |. (1.3)

Example 1.5. Prove that for any two complex numbers z1 and z2 we
have
|z1 | − |z2 | ≤ |z1 − z2 |. (1.4)
Solution: Using the triangle inequality, we have

|z1 | = |z1 − z2 + z2 | ≤ |z1 − z2 | + |z2 | =⇒ |z1 | − |z2 | ≤ |z1 − z2 |

and

|z2 | = |z2 − z1 + z1 | ≤ |z2 − z1 | + |z1 | =⇒ |z1 | − |z2 | ≥ −|z1 − z2 |.

So,

−|z1 − z2 | ≤ |z1 | − |z2 | ≤ |z1 − z2 | =⇒ |z1 | − |z2 | ≤ |z1 − z2 |.

1.4 Polar Form


As we have seen already, each complex number z = x + iy can be
represented as the point with Cartesian coordinates (x, y). We also
know that Cartesian coordinates (x, y) can be expressed in terms of
polar coordinates (r, θ) as following:

x = r cos θ,
(1.5)
y = r sin θ.

Remark 1.8. A polar coordinate r is the distance from the origin to


point z and therefore r is modulus of z. Indeed, from (1.5) we have
p
r = x2 + y 2 = |z|. (1.6)

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Lecture Notes - Engineering Math II M.Ashyraliyev

Remark 1.9. A coordinate θ is the angle between the vector z and the
positive real axis. It is called an argument (or angle) of a non-zero
complex number z. We denote the argument of z by arg z and measure
it in radians. So, arg z = θ if and only if
x y
cos θ = p and sin θ = p . (1.7)
x2 + y 2 x2 + y 2
Since the Sine and the Cosine are periodic functions with period
2π, arg z is not defined uniquely. However, if we take −π < θ ≤ π,
from (1.7) we can identify a unique θ which is called the principal value
of the argument, denoted by Argz. Then

arg z = Argz + 2kπ = θ + 2kπ, k ∈ Z.

Remark 1.10. Using (1.5), we can write the complex number z in the
so-called polar form

z = x + iy = r cos θ + i sin θ = rcisθ. (1.8)


Example 1.6. Write z = −1 + i 3 in the polar form.
√ √
Solution: First, we have r =√| − 1 + i 3| = 1 + 3 = 2. Next, the
1 3 2π
equations cos θ = − , sin θ = are satisfied by θ = . Hence
2 2 3

 
2π 2π 2π
z = −1 + i 3 = 2 cos + i sin = 2cis .
3 3 3

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Lecture Notes - Engineering Math II M.Ashyraliyev

 
Theorem 1.4. If z1 = r1 cos θ1 +i sin θ1 and z2 = r2 cos θ2 +i sin θ2 ,
then  
z1 z2 = r1 r2 cos (θ1 + θ2 ) + i sin (θ1 + θ2 )
and therefore,

|z1 z2 | = |z1 | · |z2 |, arg (z1 z2 ) = arg z1 + arg z2 .

 
Theorem 1.5. If z1 = r1 cos θ1 +i sin θ1 and z2 = r2 cos θ2 +i sin θ2 ,
then
z1 r1  
= cos (θ1 − θ2 ) + i sin (θ1 − θ2 )
z2 r2
and therefore,
 
z1 |z1 | z1
=
z2 |z2 | , arg = arg z1 − arg z2 .
z2

Remark 1.11. From Theorem 1.4 and Theorem 1.5 for any integer k,
we have |z k | = |z|k (provided z 6= 0 when k is negative).

1+i
Example 1.7. Write z = √ in the polar form.
3−i √
Solution: The polar forms for (1 + i) and ( 3 − i) are
√ h π   π i √ π 
1 + i = 2 cos + i sin = 2cis ,
4 4 4
√ h  π  π i  π
3 − i = 2 cos − + i sin − = 2cis − .
6 6 6
Then, using Theorem 1.5 we have
√  
1+i 2 5π
z=√ = cis .
3−i 2 12

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Lecture Notes - Engineering Math II M.Ashyraliyev

1.5 Self-study Problems


Problem 1.1. Find the real part Rez and the imaginary part Imz of
the following complex numbers
5i − 1 3 i
a) z = b) z = +
2 + 3i i 3
(8 + 2i) − (1 − i) 2 + 3i 8 + i
c) z = d) z = −
(2 + i)2 1 + 2i 6 − i

Problem 1.2. Find all solutions of the following equations


z
a) = 1 − 5i b) (2 − i)z + 8z 2 = 0 c) z 4 − 16 = 0
1−z

Problem 1.3. Find complex numbers z1 and z2 satisfy the system of


equations (
(1 − i)z1 + 3z2 = 2 − 3i,
iz1 + (1 + 2i)z2 = 1.

Problem 1.4. By using the induction method prove the binomial for-
mula for complex numbers:
     
n n n
(z1 +z2 )n = z1n + z1n−1 z2 + z1n−2 z22 +. . .+ z1 z2n−1 +z2n
1 2 n−1

where n is a positive integer.

 
1 1
Problem 1.5. Prove that if |z| = 1 and z =
6 1, then Re = .
1−z 2

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Lecture Notes - Engineering Math II M.Ashyraliyev

Problem 1.6. Describe the set of points z in the complex plane that
satisfy each of the following
a) |2z − i| = 4 b) |z − 1| = |z + i| c) |z − 1| = Rez + 1
d) |z| = 3|z − 1| e) |z − 1| + |z + 1| = 7 f) Rez ≥ 4
g) |z − i| < 2 h) |z| > 6 i) 1 < |z| < 2

Problem 1.7. Let a1 , a2 , . . . , an be real numbers. Show that if z0 is a


root of the equation z n + a1 z n−1 + a2 z n−2 + . . . + an−1 z + an = 0, then
so is z0 .

Problem 1.8. Find the following



1 + 2i
a) b) (1 + i)(2 − 3i)(4i − 3)

−2 − i
i(2 + i)3 (π + i)100

c) 2
d)
(π − i)100
(1 − i)

Problem 1.9. Find the following



a) Arg(−6 − 6i) b) Arg(−π) c) Arg(10i) d) Arg( 3 − i)

Problem 1.10. Find the following


√ !

 
1   − 7(1 + i)
a) arg − b) arg (1 − i)(− 3 + i) c) arg √
2 3+i

Problem 1.11. Write each of the following complex numbers in the


polar form

a) z = −3 + 3i b) z = −πi c) z = −2 3 − 2i

√ −1 + i 3 1
d) z = ( 3 − i)2 e) z = f) z = −
2 + 2i 2

11
2 The Complex Exponential, Powers and
Roots
2.1 The Complex Exponential
Definition 2.1. If z = x + iy, then the complex exponential ez is
defined to be the complex number
ez = ex (cos y + i sin y). (2.1)
In particular, if z = iy, then we have
eiy = cos y + i sin y. (2.2)
Formula (2.2) is known as Euler’s equation.

Remark 2.1. It is not difficult to verify that the complex exponen-


tial ez , defined in (2.1), satisfies the usual algebraic properties of the
exponential function. So that,
ez1
z1 z2
e e =e z1 +z2
and z
= ez1 −z2
e 2

hold for any complex numbers z1 and z2 .

Remark 2.2. Euler’s formula (2.2) enables us to write the polar form
of a complex number as
z = r(cos θ + i sin θ) = reiθ = |z|ei arg z . (2.3)

Example 2.1. From Euler’s formula (2.2) we have


e2πki = cos 2πk + i sin 2πk = 1, for any k ∈ Z,
π π
e(π/2)i = cos + i sin = i,
2 2
π π
e(−π/2)i = cos − i sin = −i,
2 2
πi
e = cos π + i sin π = −1.
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Lecture Notes - Engineering Math II M.Ashyraliyev

Remark 2.3. Using Euler’s formula (2.2), one can easily verify that

e = 1, eiθ + e−iθ eiθ − e−iθ
cos θ = , sin θ = .
2 2i

Theorem 2.1. If z1 = r1 eiθ1 and z2 = r2 eiθ2 , then


 
z1 r1 i(θ1 −θ2 )
z1 z2 = (r1 r2 )ei(θ1 +θ2 ) and = e .
z2 r2

Example 2.2. Show that if z = reiθ then z = re−iθ .


Solution: We have
z = reiθ = r(cos θ + i sin θ) =⇒
z = r(cos θ − i sin θ) = r cos(−θ) + i sin(−θ) = re−iθ .

=⇒

Example 2.3. Prove that for any z we have ez+2πi = ez .


Solution: Indeed,

ez+2πi = ez e2πi = ez · (cos 2π + i sin 2π) = ez · 1 = ez .

Theorem 2.2. (De Moivre’s formula)


For any θ and n ∈ N, we have

(cos θ + i sin θ)n = cos (nθ) + i sin (nθ). (2.4)

Z2π
Example 2.4. Compute the integral cos4 θdθ.
0

13
Lecture Notes - Engineering Math II M.Ashyraliyev

Solution: We have
−iθ 4 −iθ 4
 iθ  iθ

e + e e + e
cos4 θ = = =
2 16
e4iθ + 4e3iθ e−iθ + 6e2iθ e−2iθ + 4eiθ e−3iθ + e−4iθ
= =
16
e4iθ + 4e2iθ + 6 + 4e−2iθ + e−4iθ
= =
16
2 cos 4θ + 8 cos 2θ + 6 cos 4θ + 4 cos 2θ + 3
= = .
16 8
Then
Z2π Z2π
1
cos4 θdθ = (cos 4θ + 4 cos 2θ + 3) dθ =
8
0 0
  2π
1 1 3π
= sin 4θ + 2 sin 2θ + 3θ = .

8 4 4
0

2.2 Powers and Roots


Theorem 2.3. If z = reiθ = r(cos θ + i sin θ), then for any n ∈ Z we
have
z n = rn (cos nθ + i sin nθ). (2.5)

Example 2.5. Compute (1 + i)24 .


Solution: We first find the polar form of complex number 1 + i. We
have √  π π
1 + i = 2 cos + i sin .
4 4
Then, using (2.5), we obtain

24
√ 24 h  π  π i
(1+i) = ( 2) cos 24 · + i sin 24 · = 212 (cos 6π + i sin 6π) = 212 .
4 4
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Lecture Notes - Engineering Math II M.Ashyraliyev

Definition 2.2. Let n ∈ N and z be a complex number. The n-th


root of z, denoted by z 1/n is the complex number ξ satisfying ξ n = z.

Theorem 2.4. If z = reiθ = r(cos θ + i sin θ), then for any n ∈ N we


have

 
θ + 2πk θ + 2πk
z 1/n = n r cos + i sin , (2.6)
n n
where k = 0, 1, 2, . . . , n − 1. So, z 1/n has n distinct values.

√ √
Example 2.6. Find all the cube roots of complex number 2 + i 2.
√ √
Solution: We first find the polar form of complex number 2 + i 2.
We have √ √  π π
2 + i 2 = 2 cos + i sin .
4 4
Then, using (2.6), we obtain
√ √ 1/3 √
 π π 
3 4 + 2πk 4 + 2πk
2+i 2 = 2 cos + i sin , k = 0, 1, 2.
3 3
√ √
Therefore, the cube root of 2 + i 2 has three different values
√  π π 
3
 2 cos + i sin ,
12 12




√ 1/3  √
  
√  
3 3π 3π
2+i 2 = 2 cos + i sin ,

 4 4

  
17π 17π

 3
 2 cos + i sin .


12 12

Example 2.7. Find all values of 11/4 .


Solution: We first note that 1 = 1 · ei·0 = 1 · (cos 0 + i sin 0). Then

 
1/4 4 0 + 2πk 0 + 2πk πk πk
1 = 1 cos + i sin = cos +i sin , k = 0, 1, 2, 3.
4 4 2 2
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Lecture Notes - Engineering Math II M.Ashyraliyev

Therefore, 11/4 has four different values




 cos 0 + i sin 0 = 1,

 π π
 cos + i sin = i,


1/4 2 2
1 =

 cos π + i sin π = − 1,

 cos 3π + i sin 3π = − i.



2 2

2.3 Self-study Problems


Problem 2.1. Write each of the following numbers in the form a + ib.

−iπ/4 e1+3iπ
a) e b) −1+iπ/2 c) 2e3+iπ/6
e

Problem 2.2. Write the following numbers in the polar form reiθ .
1−i √
a) b) − 8π(1 + i 3) c) (1 + i)6
3
 3
2π 2π 2 + 2i 2i
d) cos + i sin e) √ f)
9 9 − 3+i 3e4+i

Problem 2.3. Show that for all z

a) ez+iπ = −ez b) ez = ez c) (ez )n = enz , n ∈ Z

Problem 2.4. Write each of the following numbers in the form a + ib.

a) ( 3 − i)7 b) (1 + i)95

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Problem 2.5. Find all the values of the following:

a) (−16)1/4 b) 11/5 c) i1/4


1/6
√ 1/3

2i
d) (1 − i 3) e) (i − 1)1/2 f)
1+i

Problem 2.6. Find all the values of (1 − i)3/2 .

Problem 2.7. Solve each of the following equations:

a) 2z 2 + z + 3 = 0 b) z 2 − (3 − 2i)z + 1 − 3i = 0
c) z 2 − 2z + i = 0 d) z 4 + 1 = 0
e) z 3 − 3z 2 + 6z − 4 = 0 f) (z + 1)5 = z 5

17
3 Functions of a Complex Variable,
Limits and Continuity.
In the calculus of functions of a real variable, the main theorems are
typically stated for functions defined on an interval (open or closed).
For functions of a complex variable the basic results are formulated for
functions defined on sets that are 2-dimensional regions. Let us first
give the precise definition of these point sets.

Definition 3.1. The set of all z points that satisfy the inequality
|z − z0 | < ρ,
where ρ is a positive real number, is called an open disk or circular
neighborhood of z0 . This set consists of all points that lie inside the
circle of radius ρ and center at point z0 .

Definition 3.2. A point z0 which lies in a set S is called an inte-


rior point of S is there is some circular neighborhood of z0 that is
completely contained in S.

Definition 3.3. If every point of a set S is an interior point of S, then


we say that S is an open set.

Example 3.1. The following sets are open sets:


 
1 n o
a) S1 = z ∈ C |z + i| < b) S2 = z ∈ C |z − i| > 2

2
n o n o
c) S3 = z ∈ C 1 < |z − i| < 2 d) S4 = z ∈ C 1 < Rez < 2

Definition 3.4. A point z0 is said to be a boundary point of set S if


every neighborhood of z0 contains at least one point of S and at least
one point not in S. The set of all boundary points of S is called the
boundary of S.

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Lecture Notes - Engineering Math II M.Ashyraliyev

Definition 3.5. A set S is said to be closed if it contains all of its


boundary points.

Example 3.2. The following sets are closed sets:


 
1 n o
a) S1 = z ∈ C |z + i| ≤ b) S2 = z ∈ C |z − i| ≥ 2

2
n o n o
c) S3 = z ∈ C 1 ≤ |z − i| ≤ 2 d) S4 = z ∈ C 1 ≤ Rez ≤ 2

1
The boundary of S1 is the circle |z + i| = . The boundary of S2 is
2
the circle |z − i| = 2. The boundary of S3 are two circles |z − i| = 1
and |z − i| = 2. Finally, the boundary of S4 are two lines Rez = 1 and
Rez = 2.

3.1 Functions of a Complex Variable


Definition 3.6. Let A and B be subsets of the set of complex numbers.
Complex-valued function f of a complex variable z is a rule that assigns
to each element z ∈ A a unique element f (z) ∈ B. If w denotes the
value of f at the point z, we then write w = f (z). Set A is called a
domain of function f . The set of all possible values of w is called a
range of f .

z2 − 1
Example 3.3. Function f (z) = 2 is defined for all z ∈ C except
z +1
z = ±i. So, the domain of given function f is the set C \ {±i}.

Remark 3.1. If z = x + iy, then the real and imaginary parts of


w = f (z) are real-valued functions of x and y, and we can write

w = f (z) = u(x, y) + iv(x, y). (3.1)

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Example 3.4. Write the function f (z) = z 2 + 2z in the form (3.1).


Solution: Setting z = x + iy we obtain
w = f (z) = z 2 + 2z = (x + iy)2 + 2(x + iy) = x2 + 2ixy − y 2 + 2x + 2iy =
= (x2 − y 2 + 2x) + i(2xy + 2y).

3.2 Limits
3.2.1 Limit of Sequence
Definition 3.7. A sequence of complex numbers {zn }∞ n=1 is said to

have a limit z if for any  > 0 there exists a positive integer N such
that
|zn − z ∗ | <  for all n > N.
If sequence {zn }∞ ∗ ∗
n=1 has a limit z , then we write lim zn = z .
n→∞
Geometrically, this means that for n > N each term zn lies in the open
disk of radius  about z ∗ .

Remark 3.2. By definition it follows that lim zn = 0 if and only if


n→∞
lim |zn | = 0.
n→∞

Remark 3.3. If |z0 | < 1, then lim (z0 )n = 0.


n→∞

Example 3.5. Find the limit (if exists) of the following sequences:
 n
i 2 + in
a) zn = b) zn = c) zn = in
3 1 + 3n
Solution:   n  n
i 1 i
a) Since = → 0, we have lim = 0.
3 3n n→∞ 3
2
2 + in n +i 0+i i
b) We have lim = lim 1 = = .
n→∞ 1 + 3n 0+3 3
n +3
n→∞

c) The sequence zn = in consists of infinitely many repetitions of i, −1,


−i and 1. Thus this sequence does not have a limit.

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Lecture Notes - Engineering Math II M.Ashyraliyev

Definition 3.8. We say that sequence {zn }∞ n=1 diverges to ∞ if for each
positive number M (no matter how large) there is a positive integer N
such that |zn | > M for all n > N . In this case, we write lim zn = ∞.
n→∞

Remark 3.4. If |z0 | > 1, then lim (z0 )n = ∞.


n→∞

Example 3.6. Since |2i| = 2 > 1, we have lim (2i)n = ∞.


n→∞

3.2.2 Limit of Function


Definition 3.9. Let f be a function defined in some neighborhood of
z0 , with the possible exception of the point z0 itself. We say that the
limit of f (z) as z approaches z0 is the number w0 if for any  > 0 there
exists a positive number δ such that
|f (z) − w0 | <  whenever 0 < |z − z0 | < δ.
If f (z) has a limit w0 as z approaches z0 , then we write lim f (z) = w0 .
z→z0
Geometrically, this means that any neighborhood of w0 contains all the
values assumed by f in some full neighborhood of z0 , except possibly
the value f (z0 ).

Example 3.7. By using the definition, prove that lim z 2 = −1.


z→i
Solution: We must show that for given  > 0 there is a positive δ
such that |z 2 − (−1)| <  whenever 0 < |z − i| < δ. Since
z 2 − (−1) = z 2 + 1 = (z − i)(z + i) = (z − i)(z − i + 2i),
using triangle inequality we get
|z 2 −(−1)| = |(z −i)(z −i+2i)| = |z −i|·|z −i+2i| ≤ |z −i| |z −i|+2 .



Now, if we choose δ to be smaller than 1 and smaller than , then we
3
have:

|z 2 − (−1)| ≤ |z − i| |z − i| + 2 < δ(δ + 2) < (1 + 2) = .

3
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Lecture Notes - Engineering Math II M.Ashyraliyev

Theorem 3.1. If lim f (z) = A and lim g(z) = B, then


z→z0 z→z0

a) lim kf (z) = kA, where k is constant
z→z0

b) lim f (z) + g(z) = A + B
z→z0

c) lim f (z) − g(z) = A − B
z→z0

d) lim f (z)g(z) = AB
z→z0
 
f (z) A
e) lim = if B 6= 0
z→z0 g(z) B

Example 3.8. Find the limits

2 z + 2i z2 + 4
a) lim (z − 2z + 1) b) lim c) lim
z→2i z→2i z z→2i z − 2i

Solution: We have
a) lim (z 2 − 2z + 1) = (2i)2 − 2(2i) + 1 = −3 − 4i
z→2i
z + 2i 2i + 2i
b) lim = =2
z→2i z 2i
z2 + 4 (z − 2i)(z + 2i)
c) lim = lim = lim (z + 2i) = 2i + 2i = 4i
z→2i z − 2i z→2i z − 2i z→2i

Theorem 3.2. Let f (z) = u(x, y) + iv(x, y), z0 = x0 + iy0


and w0 = u0 + iv0 . Then

 lim
 (x,y)→(x u(x, y) = u0
0 ,y0 )
lim f (z) = w0 if and only if
z→z0  lim v(x, y) = v0

(x,y)→(x0 ,y0 )

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Lecture Notes - Engineering Math II M.Ashyraliyev
 
x
Example 3.9. Find lim + ixy .
z→1−i x2 + 3y
Solution: Since
 
x 1
lim 2
=− and lim (xy) = −1,
(x,y)→(1,−1) x + 3y 2 (x,y)→(1,−1)
 
x 1 1
we get lim + ixy = − + i(−1) = − − i.
z→1−i x2 + 3y 2 2

Definition 3.10. We say that f (z) diverges to ∞ as z approaches z0


if for each positive number M (no matter how large) there is a positive
constant δ such that |f (z)| > M whenever 0 < |z − z0 | < δ. In this
case, we write lim f (z) = ∞.
z→z0

z
Example 3.10. For instance, lim = ∞.
z→3i z 2 +9

3.3 Continuity
Definition 3.11. Let f be a function defined in a neighborhood of z0 .
then f is called continuous at point z0 if lim f (z) = f (z0 ).
z→z0

Definition 3.12. Function f is said to be continuous on a set S if it


is continuous at each point of S.

Theorem 3.3. If functions f (z) and g(z) are continuous at z0 , then


f (z)
so are f (z) + g(z), f (z) − g(z) and f (z)g(z). The quotient is also
g(z)
continuous at z0 provided g(z0 ) 6= 0.

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Remark 3.5. Polynomial functions in z, i.e. functions of the form

f (z) = an z n + an−1 z n−1 + . . . + a2 z 2 + a1 z + a0 ,

where the ai are constants, are continuous on the whole plane C.

Remark 3.6. Rational functions in z, which are defined as quotients


of polynomials, i.e. functions of the form

an z n + . . . + a2 z 2 + a1 z + a0
f (z) =
bm z m + . . . + b2 z 2 + b1 z + b0
are continuous at each point where the denominator does not vanish.
z2 + 4
Example 3.11. Function f (z) = is continuous everywhere
z(z − 2i)
except the points z = 0 and z = 2i.

Theorem 3.4. Let f (z) = u(x, y) + iv(x, y) and z0 = x0 + iy0 . Then


f (z) is continuous at z0 if and only if u(x, y) and v(x, y) are continuous
at (x0 , y0 ).

Example 3.12. Show that the function f (z) = ez is continuous on


the whole plane.
Solution: Let z = x + iy. Then

f (z) = ez = ex (cos y + i sin y).

Since functions u(x, y) = ex cos y and v(x, y) = ex sin y are continuous


on the whole xy-plane, the function f (z) = ez is also continuous on
the whole plane.

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Lecture Notes - Engineering Math II M.Ashyraliyev

3.4 Self-study Problems


Problem 3.1. Consider the following sets
n o n πo
a) S1 = z ∈ C |z − 1 + i| ≤ 3 b) S2 = z ∈ C |Argz| <

4
n o n o
c) S3 = z ∈ C 0 < |z − 2| < 3 d) S4 = z ∈ C − 1 < Imz ≤ 1

n o n o
2
e) S5 = z ∈ C |z| ≥ 2 f) S6 = z ∈ C (Rez) > 1

Which of the given sets are open? Describe the boundary of each of
the given sets. Which of the given sets are closed?

Problem 3.2. Write each of the following functions in the form


w = u(x, y) + iv(x, y).
1 z+i
a) f (z) = 3z 2 + 5z + i + 1 b) f (z) = c) f (z) =
z z2 + 1
2z 2 + 3
d) f (z) = e) f (z) = e3z f) f (z) = ez + e−z
|z − 1|

Problem 3.3. Find the domain of each of the following functions.


1 z+i
a) f (z) = 3z 2 + 5z + i + 1 b) f (z) = c) f (z) =
z z2 + 1
2z 2 + 3
d) f (z) = e) f (z) = e3z f) f (z) = ez + e−z
|z − 1|

Problem 3.4. Find the limits of each of the following sequences (if
exists)
 
i n i
a) zn = b) zn = i(−1) c) zn = Arg −1 +
n n
 n
n(2 + i) 1−i
d) zn = e) zn = f) zn = e2nπi/5
n+1 4
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Problem 3.5. Find each of the following limits

2 z2 + 3 z2 + 9
a) lim (z − 5i) b) lim c) lim
z→2+3i z→2 iz z→3i z − 3i
2
z +i
d) lim e) lim |z 2 − 1| f) lim ez
z→i z 4 − 1 z→1+2i z→0

z −z z z2 + 9
g) lim (e − e ) h) lim (z + 1)e i) lim 2
z→2πi z→πi/2 z→2i 2z + 8

2z

 if z 6= 0
Problem 3.6. At which points is the function f (z) = z+1
1 if z = 0

continuous?

Problem 3.7. Prove that the function f (z) = z is continuous on the


whole plane.

Problem 3.8. Prove that if f (z) is continuous at z0 , then so are the


functions f (z), Ref (z), Imf (z) and |f (z)|.

26
4 Derivative of Complex-Valued Functions.
Analytic Functions. Cauchy-Riemann
Equations. Harmonic Functions.
4.1 Derivative of Complex-Valued Function
Definition 4.1. Let f be a complex-valued function defined in a neigh-
borhood of z0 . Then the derivative of f at z0 is given by
df f (z0 + 4z) − f (z0 )
(z0 ) = f 0 (z0 ) = lim ,
dz 4z→0 4z
provided this limit exists. Such an f is said to be differentiable at
point z0 .

Example 4.1. By using the definition of the derivative, prove that


d 2
z = 2z for any z ∈ C.
dz
Solution: Let f (z) = z 2 . Then by definition we have

0 f (z + 4z) − f (z) (z + 4z)2 − z 2


f (z) = lim = lim =
4z→0 4z 4z→0 4z
z 2 + 2z4z + (4z)2 − z 2
= lim = lim (2z + 4z) = 2z.
4z→0 4z 4z→0

Example 4.2. Prove that function f (z) = z is nowhere differentiable.


Solution: We have
f (z + 4z) − f (z) z + 4z − z 4z
= = .
4z 4z 4z
4z 4x
Now if 4z = 4x, then = = 1. On the other hand, if
4z 4x
4z −i4y 4z
4z = i4y, then = = −1. Therefore, lim does not
4z i4y 4z→0 4z
exist. Hence f (z) = z is not differentiable.

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Example 4.3. Prove that function f (z) = |z|2 is differentiable only at


one point z = 0.
Solution: We have
f (z + 4z) − f (z) |z + 4z|2 − |z|2
= =
4z 4z
(z + 4z)(z + 4z) − zz (z + 4z)(z + 4z) − zz
= = =
4z 4z
z4z + z4z + 4z4z 4z
= =z + z + 4z.
4z 4z
f (z + 4z) − f (z)
So, lim exists only when z = 0. Therefore, the
4z→0 4z
function f (z) = |z|2 is differentiable only at the point z = 0 and
f 0 (0) = 0.

Remark 4.1. Functions f (z) = z, f (z) = Rez, f (z) = Imz, f (z) = |z|
are nowhere differentiable.

Theorem 4.1. (Differentiation Rules) If f and g are differentiable


at z, then
0
a) cf (z) = cf 0 (z), for any constant c
0
b) f (z) + g(z) = f 0 (z) + g 0 (z)
0
c) f (z) − g(z) = f 0 (z) − g 0 (z)
0
d) f (z)g(z) = f 0 (z)g(z) + f (z)g 0 (z)
0
f 0 (z)g(z) − f (z)g 0 (z)

f (z)
e) = 2 , if g(z) 6= 0
g(z) g(z)

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Theorem 4.2. (Chain Rule) If g is differentiable at z and f is dif-


ferentiable at g(z), then
d
f (g(z)) = f 0 (g(z))g 0 (z).
dz

Theorem 4.3. (Power Rule) For any integer n, we have


d n
z = nz n−1 .
dz

Remark 4.2. Any polynomial function of z is differentiable on the


whole plane.

Remark 4.3. Any rational function of z is differentiable at every point


where the denominator does not vanish.

Example 4.4. Compute the derivative of following functions


 2 100
3 2 z −1
a) f (z) = 2z − z + iz + 1 − i b) g(z) =
z2 + 1

Solution: We have

a) f 0 (z) = 6z 2 − 2z + i
 2 99
z − 1 2z(z 2 + 1) − 2z(z 2 − 1) 400z(z 2 − 1)99
b) g 0 (z) = 100 2 =
z +1 (z 2 + 1)2 (z 2 + 1)101

Note that f is differentiable everywhere and g is differentiable at every


z except points z = ±i.

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Lecture Notes - Engineering Math II M.Ashyraliyev

Theorem 4.4. (L’Hopital’s Rule) If f and g are differentiable in


some neighborhood of z0 and f (z0 ) = g(z0 ) = 0, but g(z0 ) 6= 0, then
f (z) f 0 (z0 )
lim = 0 .
z→z0 g(z) g (z0 )

Example 4.5. Using L’Hopital’s rule we have


1 + z6 6z 5
 
0 3 1 3
lim = = lim = lim = .
z→i 1 + z 10 0 z→i 10z 9 5 z→i z 4 5

4.2 Analytic Functions


Definition 4.2. A complex-valued function f (z) is said to be analytic
on an open set G if it has a derivative at every point of G.

Remark 4.4. Analyticity is a property defined over open sets while


differentiation could conceivably hold at one point only. For instance,
as we have seen in Example 4.3, the function f (z) = |z|2 is differen-
tiable only at one point z = 0 and it is not differentiable at any other
point. Therefore, f (z) = |z|2 is not analytic function.

Definition 4.3. We shall say that f is analytic at point z0 when f


is analytic in some neighborhood of z0 . A point where f is not ana-
lytic but which is the limit of points of where f is analytic is called a
singular point or singularity of f .

Remark 4.5. Any rational function of z is analytic at every point for


which its denominator is nonzero and the zeros of the denominator are
singularities.

Definition 4.4. If f (z) is analytic on the whole complex plane, then


it is said to be entire.

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Remark 4.6. Any polynomial function of z is entire.

Remark 4.7. All analytic functions can be written in terms of z alone


(no x, y or z).

4.3 The Cauchy-Riemann Equations


Theorem 4.5. A necessary condition for a function

f (z) = u(x, y) + iv(x, y)

to be differentiable at a point z0 = x0 + iy0 is that the equations


∂u ∂v

 ∂x = ∂y ,


(4.1)
 ∂u ∂v

 =−
∂y ∂x
hold at z0 . Equations (4.1) are called the Cauchy-Riemann equa-
tions. Consequently, if f is analytic in an open set S, then the Cauchy-
Riemann equations (4.1) must hold at every point of S.

Example 4.6. Show that the function f (z) = (x2 + y) + i(y 2 − x) is


not analytic at any point.
Solution: Since u(x, y) = x2 + y and v(x, y) = y 2 − x, we have
∂u ∂v
= 2x, = 2y,
∂x ∂y
∂u ∂v
= 1, = −1.
∂y ∂x
Hence the Cauchy-Riemann equations are simultaneously satisfied only
on the line y = x and therefore in no open disk. Thus the given function
f (z) is nowhere analytic.

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Theorem 4.6. Let f (z) = u(x, y)+iv(x, y) be defined in some open set
S containing the point z0 = x0 + iy0 . If the first partial derivatives of u
and v exist in S, are continuous at z0 and satisfy the Cauchy-Riemann
equations (4.1) at z0 , then f is differentiable at z0 . Consequently, if
the first partial derivatives of u and v are continuous and satisfy the
Cauchy-Riemann equations (4.1) at all points of S, then f is analytic
in S and we have
∂u ∂v ∂v ∂u
f 0 (z) = +i = − i , z ∈ S. (4.2)
∂x ∂x ∂y ∂y

Example 4.7. Prove that the function


f (z) = ez = ex cos y + iex sin y
is entire and find its derivative.
Solution: Since u(x, y) = ex cos y and v(x, y) = ex sin y, we have
∂u ∂v
= ex cos y, = ex cos y,
∂x ∂y
∂u ∂v
= −ex sin y, = ex sin y.
∂y ∂x
Hence the first partial derivatives of u and v are continuous and satisfy
Cauchy-Riemann equations at every point in the plane. Therefore,
f (z) = ez is entire. Moreover, for any z we have
∂u ∂v
f 0 (z) = +i = ex cos y + iex sin y = ez .
∂x ∂x

4.4 Harmonic Functions


Definition 4.5. A real-valued function φ(x, y) is said to be harmonic
in an open connected set D if all its second order partial derivatives
are continuous in D and at each point of D it satisfies the equation
∂ 2φ ∂ 2φ
+ = 0. (4.3)
∂x2 ∂y 2
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Equation (4.3) is called two-dimensional Laplace equation.

Theorem 4.7. If f (z) = u(x, y) + iv(x, y) is analytic in an open con-


nected set D, then functions u(x, y) and v(x, y) are harmonic in D.

Theorem 4.8. If u(x, y) is harmonic in some open disk, then we can


find another harmonic function v(x, y) so that u(x, y) + iv(x, y) is ana-
lytic function of z in the disk. Such a function v is called a harmonic
conjugate of u.

Example 4.8. Construct an analytic function whose real part is

u(x, y) = x3 − 3xy 2 + y.

Solution: Since
∂ 2u ∂ 2u
+ = 6x − 6x = 0,
∂x2 ∂y 2
given function u(x, y) is harmonic in the whole plane. Now we have to
find the harmonic conjugate v(x, y) of u(x, y), such that the Cauchy-
Riemann equations are satisfied. Thus we must have
∂v ∂u



 ∂y = = 3x2 − 3y 2 ,
∂x
 ∂v ∂u

 =− = 6xy − 1.
∂x ∂y
From the first equation we obtain

v(x, y) = 3x2 y − y 3 + a(x),

where a(x) is an arbitrary function of x. Using the second equation,


we get
∂v
= 6xy+a0 (x) = 6xy−1 =⇒ a0 (x) = −1 =⇒ a(x) = −x+C,
∂x
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Lecture Notes - Engineering Math II M.Ashyraliyev

where C is an arbitrary constant. It follows that a harmonic conjugate


of u(x, y) is given by

v(x, y) = 3x2 y − y 3 − x + C

and the analytic function

f (z) = x3 − 3xy 2 + y + i 3x2 y − y 3 − x + C .


 

4.5 Self-study Problems


Problem 4.1. Use the definition of the derivative to show that each
of the following functions is nowhere differentiable

a) f (z) = Rez b) f (z) = Imz c) f (z) = |z|

Problem 4.2. Find the derivatives of the following functions


−6
a) f (z) = 6z 3 + 8z 2 + iz + 10 b) f (z) = z 2 − 3i
z2 − 9 (z + 2)3
c) f (z) = 3 d) f (z) =
iz + 2z + 1 (z 2 + iz + 1)4
4 100 −2
e) f (z) = 6i z 3 − 1 z 2 + iz f) f (z) = z 2 2z 2 − 3z + 1

Problem 4.3. For each of the following functions, determine the points
at which the function is not analytic.

1 iz 3 + 2z
a) f (z) = b) f (z) = 2
z − 2 + 3i z +1
3z − 1 −2
c) f (z) = d) f (z) = z 2 2z 2 − 3z + 1
z2 + z + 4

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Problem 4.4. For each of the following functions, determine where


the function is analytic.
z
a) f (z) = 8z + i b) f (z) =
z+2
z 3 + 2z + i
c) f (z) = d) f (z) = x2 − y 2 + 2xyi
z−5

e) f (z) = x2 + y 2 + y − 2 + ix f) f (z) = |z|2 + 2z


   
x y |z| + z
g) f (z) = x + 2 +i y− 2 h) f (z) =
x + y2 x + y2 2

Problem 4.5. Show that the function


f (z) = x3 + 3xy 2 − 3x + i(y 3 + 3x2 y − 3y)
is differentiable on the coordinate axes but is nowhere analytic.

Problem 4.6. Show that the function


f (z) = 3x2 + 2x − 3y 2 − 1 + i(6xy + 2y)
is entire and find its derivative.

Problem 4.7. Show that the function


2
−y 2
f (z) = ex

cos (2xy) + i sin (2xy)
is entire and find its derivative.

Problem 4.8. Let



4/3 5/3 5/3 4/3
 x y + ix y

6 0,
if z =
f (z) = x2 + y 2

0 if z = 0.

Show that the Cauchy-Riemann equations hold at z = 0 but that f is


not differentiable at this point.

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Lecture Notes - Engineering Math II M.Ashyraliyev

Problem 4.9. Find the most general harmonic polynomial of the form
ax2 + bxy + cy 2 .

Problem 4.10. Verify that each given function u is harmonic (in the
region where it is defined) and then find a harmonic conjugate of u.

a) u(x, y) = y b) u(x, y) = ex sin y


1
sin x ey + e−y

c) u(x, y) = xy − x + y d) u(x, y) =
2
 2
e) u(x, y) = ln |z| for Rez > 0 f) u(x, y) = Im ez

36
5 Elementary Functions
5.1 Polynomials
Definition 5.1. The n-th order polynomial function of z is the func-
tion of the form

Pn (z) = a0 + a1 z + a2 z 2 + . . . + an z n , (5.1)

where a0 , a1 , a2 , . . . , an are constants with an 6= 0.

• Any polynomial function is continuous on the whole plane.


• Any polynomial function is entire and

Pn0 (z) = a1 + 2a2 z + 3a3 z 2 + . . . + nan z n−1 for any z ∈ C.

Remark 5.1. A polynomial of degree n has n zeros and

Pn (z) = an (z − z1 )(z − z2 ) · · · (z − zn ).

5.2 Rational Functions


Definition 5.2. The rational function of z is the ratio of polynomials,
so that it has the form
a0 + a1 z + a2 z 2 + . . . + am z m
Rm,n (z) = , (5.2)
b0 + b1 z + b2 z 2 + . . . + bn z n
where all ai and bj are constants with am 6= 0 and bn 6= 0.

• Any rational function is continuous at every point of plane where


the denominator does not vanish.
• Any rational function is analytic at every point of plane where
the denominator does not vanish.

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Lecture Notes - Engineering Math II M.Ashyraliyev

Remark 5.2. Since rational function (5.2) is a ratio of polynomials,


it can be expressed as
am (z − z1 )(z − z2 ) · · · (z − zm )
Rm,n (z) = . (5.3)
bn (z − ξ1 )(z − ξ2 ) · · · (z − ξn )
Assume that the common zeros in numerator and denominator have
been canceled and (5.3) is the most simplified form. Then, z1 , z2 , . . . , zm
are zeros of rational function Rm,n (z). Zeros of denominator in (5.3)
are called poles of rational function Rm,n (z). Zeros and poles can be
multiple.

Example 5.1. Find all the poles and their multiplicities for

(3z + 3i)(z 2 − 4)
R(z) = .
(z − 2)(z 2 + 1)2

Solution: We first factor both numerator and denominator and cancel


common terms:
(3z + 3i)(z 2 − 4) 3(z + i)(z − 2)(z + 2) 3(z + 2)
= = .
(z − 2)(z 2 + 1)2 (z − 2)(z − i)2 (z + i)2 (z − i)2 (z + i)

Thus R(z) has the pole of multiplicity 2 at z = i and the pole of


multiplicity 1 at z = −i.

Theorem 5.1. Let


a0 + a1 z + a2 z 2 + . . . + am z m
Rm,n (z) = (5.4)
bn (z − ξ1 )d1 (z − ξ2 )d2 · · · (z − ξr )dr
be a rational function with n = d1 + d2 + . . . + dr and n > m. Assume
that ξ1 , ξ2 , . . . , ξr are all distinct. Then, Rm,n (z) has a partial fraction
decomposition of the form:

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(1) (1) (1)


A0 A1 Ad1 −1
Rm,n (z) = + + . . . + +
(z − ξ1 )d1 (z − ξ1 )d1 −1 (z − ξ1 )
(2) (2) (2)
A0 A1 Ad2 −1
+ + + . . . + +
(z − ξ2 )d2 (z − ξ2 )d2 −1 (z − ξ2 )
..........................................
(r) (r) (r)
A0 A1 Adr −1
+ + + ... +
(z − ξr )dr (z − ξr )dr −1 (z − ξr )
(j)
where all Ak are constants and

(j) 1 dk  dj

Ak = lim (z − ξj ) Rm,n (z) .
z→ξj k! dz k

Pm (z)
Definition 5.3. Let R(z) = be a rational function, where Pm (z)
Qn (z)
and Qn (z) are polynomials with n > m. If ξ is a pole of rational func-
1
tion R(z), then the coefficient of in the partial fraction expansion
z−ξ
of R(z) is called the residue of R(z) at ξ and is denoted by Res(ξ).

Example 5.2. Find the partial fraction decomposition of the rational


function
4z + 4
R(z) = .
z(z − 1)(z − 2)2
Solution: We have
4z + 4 A B C D
R(z) = = + + + .
z(z − 1)(z − 2)2 z z − 1 (z − 2)2 z − 2

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Then
4z + 4
A = lim zR(z) = lim = −1,
z→0 z→0 (z − 1)(z − 2)2

4z + 4
B = lim(z − 1)R(z) = lim = 8,
z→1 z→1 z(z − 2)2

4z + 4
C = lim(z − 2)2 R(z) = lim = 6,
z→2 z→2 z(z − 1)

−4z 2 − 8z + 4
 
d d 4z + 4
(z − 2)2 R(z) = lim

D = lim = lim = −7.
z→2 dz z→2 dz z2 − z z→2 (z 2 − z)2
So,
4z + 4 1 8 6 7
R(z) = = − + + − .
z(z − 1)(z − 2)2 z z − 1 (z − 2)2 z − 2

Finally, we note that for R(z) we have

Res(0) = −1, Res(1) = 8, Res(2) = −7.

5.3 Exponential Function


Definition 5.4. If z = x + iy, then the complex exponential function
of z is defined as
ez = ex (cos y + i sin y).

• Complex exponential function is continuous on the whole plane.


d z
• Complex exponential function is entire and (e ) = ez for any
dz
z ∈ C.

• |ez | = ex .

• arg(ez ) = y + 2πk, k ∈ Z.

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• ez is never zero.
• ez is not one-to-one function.
• ez is periodic function with period 2πi, so that ez+2πi = ez .

Theorem 5.2.
(i) ez = 1 holds if and only if z = 2πki, where k ∈ Z.
(ii) ez1 = ez2 holds if and only if z1 = z2 + 2πki, where k ∈ Z.

Remark 5.3. If we divide z-plane into the infinite horizontal strips



Sn = z = x + iy − ∞ < x < ∞, (2n − 1)π < y ≤ (2n + 1)π , n ∈ Z

then ez is one-to-one on each strip Sn . Any one of these strips is called


a fundamental region for ez .

5.4 Trigonometric Functions


Definition 5.5. Given any complex number z, we define trigonometric
functions:
eiz + e−iz eiz − e−iz
cos z = and sin z = .
2 2i
• Functions cos z and sin z are continuous on the whole plane.
• Functions cos z and sin z are entire and
d d
(cos z) = − sin z, (sin z) = cos z for any z ∈ C.
dz dz

• Functions cos z and sin z are periodic with period 2π, so

cos (z + 2π) = cos z, sin (z + 2π) = sin z for any z ∈ C.

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• cos z is even function and sin z is odd function, so


cos (−z) = cos z, sin (−z) = − sin z for any z ∈ C.

• cos2 z + sin2 z = 1 holds for any z ∈ C.


• sin (z1 ± z2 ) = sin z1 cos z2 ± cos z1 sin z2 hold for any complex
numbers z1 and z2 .
• cos (z1 ± z2 ) = cos z1 cos z2 ∓ sin z1 sin z2 hold for any complex
numbers z1 and z2 .
• sin 2z = 2 sin z cos z, cos 2z = cos2 z −sin2 z hold for any z ∈ C.

Example 5.3. Find all z for which sin z = 0.


Solution: We have
sin z = 0 =⇒ eiz = e−iz =⇒ iz = −iz + 2πki =⇒ z = πk
where k is any integer.

Example 5.4. Find all z for which cos z = 0.


Solution: We have
π
cos z = 0 =⇒ eiz = −e−iz =⇒ e2iz = −1 =⇒ z= + πk
2
where k is any integer.

Remark 5.4. Functions sin z and cos z are not bounded in general.
ey + e−y
For example, | cos (iy)| = is unbounded.
2

Definition 5.6. We define other four trigonometric functions of z as


following:
sin z cos z 1 1
tan z = , cot z = , sec z = , csc z = .
cos z sin z cos z sin z
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• Functions tan z and sec z are continuous everywhere except the


π
points z = + πk, k ∈ Z.
2
• Functions cot z and csc z are continuous everywhere except the
points z = πk, k ∈ Z.

• Functions tan z and sec z are analytic everywhere except the


π
points z = + πk, k ∈ Z and
2
d d
(tan z) = sec2 z, (sec z) = sec z tan z.
dz dz

• Functions cot z and csc z are analytic everywhere except the


points z = πk, k ∈ Z and
d d
(cot z) = − csc2 z, (csc z) = − csc z cot z.
dz dz

• Functions tan z and cot z are periodic with period π, so

tan (z + π) = tan z, cot (z + π) = cot z.

• Functions sec z and csc z are periodic with period 2π, so

sec (z + 2π) = sec z, csc (z + 2π) = csc z.

• sec z is even function; tan z, cot z and csc z are odd function, so

tan (−z) = − tan z, cot (−z) = − cot z,


sec (−z) = sec z, csc (−z) = − csc z.

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5.5 Logarithmic Function


Definition 5.7. If z 6= 0, then we define log z to be the set of infinitely
many values

log z = ln |z| + i arg z = ln |z| + iArgz + i2kπ, k∈Z (5.5)

where ln |z| is the natural logarithm of positive real number |z|.

Example 5.5. For example,

log (−1) = ln 1 + i arg (−1) = i(2k + 1)π, k ∈ Z


 
1 1
log (1 + i) = ln |1 + i| + i arg (1 + i) = ln 2 + i 2k + π, k∈Z
2 4

Remark 5.5. From definition it follows that for any z 6= 0, we have

(i) z = elog z (ii) log ez = z + 2kπi, k ∈ Z

Remark 5.6. From definition it follows that for any nonzero z1 and
z2 , we have
 
z1
(i) log (z1 z2 ) = log z1 + log z2 (ii) log = log z1 − log z2
z2

Note that log z defined by (5.5) takes multiple values and therefore
we cannot use (5.5) to define a single-valued function. However, by
using the principal value of argument we can generate single-valued
branch of log z.

Definition 5.8. The principal value of logarithm, denoted by


Logz, is the value of log z inherited from the principal value of ar-
gument. So,
Logz = ln |z| + iArgz. (5.6)

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Example 5.6. For example,


1 π
Log(−1) = iπ and Log(1 + i) = ln 2 + i .
2 4

Remark 5.7. The function f (z) = Logz is continuous in the set


D∗ = C \ (−∞, 0] consisting of all point of the z-plane except those
lying on the nonpositive real axis.

Theorem 5.3. The function f (z) = Logz is analytic in the set


D∗ = C \ (−∞, 0] and
d 1
(Logz) = , for all z ∈ D∗ .
dz z

Example 5.7. Determine where the function f (z) = Log(3z − i) is


analytic. Compute f 0 (z) for all z where the given function is analytic.
Solution: Given function f is the composition of Log with the func-
tion g(z) = 3z − i. Then by chain rule f will be differentiable at
each point z for which 3z − i lies in the set D∗ = C \ (−∞, 0].
Therefore, f (z) = Log(3z − i) is analytic at every point z of set
D = C \ {z = x + iy | y = 13 , − ∞ < x ≤ 0} and by chain rule
3
f 0 (z) = for every z ∈ D.
3z − i

5.6 Complex Powers


Definition 5.9. If α and z are complex numbers with z 6= 0, the we
define z α as following
z α = eα log z .
This means that each value of log z leads to a particular value of z α .

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Example 5.8. Find all the values of (−2)i .

Solution: Since log (−2) = ln 2 + i(2k + 1)π, we have

(−2)i = ei log (−2) = ei ln 2 e−(2k+1)π , k ∈ Z.

Thus (−2)i has infinitely many different values.

Remark 5.8. Using the definition of log z, we have

z α = eα(ln |z|+iArgz+i2kπ) = eα(ln |z|+iArgz) eα2kπi , k ∈ Z.

Remark 5.9.

• z α is single-valued if α is a real integer

• z α takes finitely many different values when α is a real rational


number

• z α takes infinitely many different values in all other cases

Definition 5.10. Function eαLogz = eα(ln |z|+iArgz) is called the princi-


pal branch of z α . It is continuous in the set D∗ .

Theorem 5.4. The principal branch of z α is analytic function in the


set D∗ and
d αLogz  α αLogz
e = e , for all z ∈ D∗ .
dz z

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5.7 Self-study Problems


Problem 5.1. A polynomial P (z) of order 4 has zeros −1, 3i and −3i
with multiplicities 2, 1 and 1, respectively. If P (1) = 80, find P (z).

Problem 5.2. Find zeros and their multiplicities for polynomials


a) P (z) = z 5 + (2 + 2i)z 4 + 2iz 3 b) P (z) = z 4 − 16

c) P (z) = 1 + z + z 2 + z 3 + z 4 + z 5 + z 6

Problem 5.3. Prove that if the polynomial P (z) has a zero z0 with
multiplicity m, then P 0 (z) has a zero z0 with multiplicity m − 1.

Problem 5.4. For each of the following rational functions find all its
poles and their multiplicities
3z 2 + 1 z2 + 4
a) f (z) = 3 2 b) f (z) =
z (z + 2iz + 1) (z − 2)(z − 3)2
 3
2z + 3 2z 2
c) f (z) = d) f (z) = +
z 2 + 4z + 4 z 2 + 3z + 2 z + 1

Problem 5.5. For each of the following rational functions find the
partial fraction decomposition
3+i 2z + i
a) f (z) = b) f (z) =
z(z + 1)(z + 2) z3 + z
z 5z 4 + 3z 2 + 1
c) f (z) = d) f (z) =
(z 2 + z + 1)2 2z 2 + 3z + 1

Problem 5.6. Prove that if the rational function R(z) has a pole at
z0 with multiplicity m, then R0 (z) has a pole at z0 with multiplicity
m + 1.

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Problem 5.7.
2z + 3
a) Find Res(i) for R(z) =
(z − i)(z 2 + 1)
z 3 + 4z + 9
b) Find Res(−1) for R(z) =
(2z + 2)(z − 3)5
2z 2 + 3
c) Find Res(0) for R(z) =
z 2 (z 2 + 2z + i)
z2 − 9
d) Find Res(3i) for R(z) = 2
(z + 9)2
2z 3 + 3
e) Find Res(0) for R(z) = 3
z (z + 1)

1+i
Problem 5.8. Find all z for which ez = √ .
2

Problem 5.9. Write each of the following numbers in the form a + ib.

2+iπ/4 e1+3iπ
a) e b) −1+iπ/2 c) sin (2i) d) cos (1 − i)
e

df
Problem 5.10. Find for each of the following
dz
 
2 1
a) f (z) = eπz b) f (z) = cos (2z) + i sin
z
c) f (z) = esin (2z) d) f (z) = tan3 z
cos z
e) f (z) = sin (z 2 ) + e−z + iz f) f (z) =
ez

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Problem 5.11. Find all numbers z (if any) such that

a) e4z = 1 b) eiz = 3 c) cos z = i sin z

Problem 5.12. Evaluate each of the following



a) log i b) log (1 − i) c) Log(−i) d) Log( 3 + i)

Problem 5.13. Show that if z1 = i and z2 = i − 1, then

Log(z1 z2 ) 6= Logz1 + Logz2 .

Problem 5.14. Solve the following equations



a) ez = 2i b) Log(z 2 − 1) = c) e2z + ez + 1 = 0
2

Problem 5.15. Determine where the function f (z) = Log(4 + i − z) is


analytic. Compute f 0 (z) for all z where the given function is analytic.

Problem 5.16. Find all the values of the following

a) ii b) (−1)2/3 c) 2πi
d) (1 + i)1−i e) (1 + i)3

Problem 5.17. Find the principal value (i.e. the value given by the
principal branch) of each of the following

a) 41/2 b) i2i c) (1 + i)1+i

Problem 5.18. Find the derivative of the principal branch of z 1+i at


z = i.

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6 Contour Integrals
6.1 Contours
Definition 6.1. Consider a complex-valued function z(t), a ≤ t ≤ b.
The range of function z(t) defines some curve γ in complex plane. In
such a case z(t) is called a parametrization of curve γ.

Example 6.1. z(t) = eit , 0 ≤ t ≤ 2π is the parametrization of unit


circle |z| = 1.

Definition 6.2. A point set γ in the complex plane is said to be a


smooth curve if it is the range of some continuous complex-valued
function
z(t) = x(t) + iy(t), a ≤ t ≤ b
that satisfies the following conditions:

(i) z(t) has a continuous derivative on [a, b] and z 0 (t) = x0 (t) + iy 0 (t)

(ii) z 0 (t) 6= 0 on [a, b]

(iii) z(t) is one-to-one on [a, b]

Definition 6.3. A point set γ in the complex plane is said to be a


smooth closed curve if it is the range of some continuous complex-
valued function z(t), a ≤ t ≤ b that satisfies the following conditions:

(i) z(t) has a continuous derivative on [a, b]

(ii) z 0 (t) 6= 0 on [a, b]

(iii) z(t) is one-to-one on [a, b) and z(a) = z(b), z 0 (a) = z 0 (b)

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Figure 1: Examples of smooth and nonsmooth curves

Remark 6.1. To show that a set of points γ in the complex plane is a


smooth curve, we have to find a parametrization function z(t) whose
range is γ and it satisfies the criteria of Definition 6.2. Note that for
the smooth curve the parametrization is not unique. For instance,
z1 (t) = eit , 0 ≤ t ≤ 2π and z2 (t) = e2it , 0 ≤ t ≤ π are two different
parametrizations of the same unit circle |z| = 1.

Remark 6.2. The line segment from point z1 to point z2 in the com-
plex plane can be parametrized by function
z(t) = z1 + t(z2 − z1 ), 0 ≤ t ≤ 1.
For instance, the line segment joining the points z1 = −2 − 3i and
z2 = 5 + 6i can be parametrized by the following function
z(t) = −2 − 3i + t(7 + 9i), 0 ≤ t ≤ 1.

Remark 6.3. The circle with radius r and center at point z0 in the
complex plane can be parametrized by function
z(t) = z0 + reit , 0 ≤ t ≤ 2π.
For instance, the circle of radius 2 centered at z0 = 1 − i can be
parametrized by function z(t) = 1 − i + reit , 0 ≤ t ≤ 2π.

Example 6.2. Find a parametrization for the graph of function y = x3


for 0 ≤ x ≤ 1.
Solution: By letting x = t and y = x3 = t3 , we obtain the parametriza-
tion z(t) = t + it3 , 0 ≤ t ≤ 1.

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Definition 6.4. A smooth curve together with a specific ordering of its


points is called a directed smooth curve. Similarly, a smooth closed
curve whose points have been ordered is called a directed smooth
closed curve.

Definition 6.5. If z = z(t), a ≤ t ≤ b is the parametrization of


directed smooth curve γ, then α = z(a) is called the initial point of
directed smooth γ and β = z(b) is called the terminal point of γ.
Moreover, for any t1 and t2 satisfying a ≤ t1 < t2 ≤ b, the point z(t1 )
on γ precedes the point z(t2 ). We indicate the direction (ordering of
points) by an arrow.

Remark 6.4. Let γ be a directed smooth curve. We denote by −γ


the curve directed opposite to γ. Note that if z = z(t), a ≤ t ≤ b is a
parametrization of γ, then z = z(−t), −b ≤ t ≤ −a is a parametriza-
tion of −γ.

Figure 2: Oppositely directed curves

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Definition 6.6. A contour Γ is either a single point z0 or a finite


sequence of directed smooth (closed) curves (γ1 , γ2 , . . . , γn ) such that
the terminal point of γk coincides with the initial point of γk+1 for each
k = 1, 2, . . . , n − 1. In this case we write Γ = γ1 + γ2 + · · · + γn .

Remark 6.5. A single directed smooth (closed) curve is a contour


with n = 1.

Remark 6.6. Definition of contour allows it to have self-intersections,


corners, cusps, etc.

Figure 3: Examples of contours

Example 6.3. Parametrize the contour Γ = γ1 + γ2 + γ3 shown in


figure below

Solution: Given contour Γ consists of three line segments. The fol-


lowing functions are parametrizations for γ1 , γ2 and γ3 , consistent with

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their directions:
γ1 : z1 (t) = t, 0≤t≤1
γ2 : z2 (t) = 1 + t(i − 1), 0 ≤ t ≤ 1
γ3 : z3 (t) = i − ti, 0≤t≤1
Then we can parametrize Γ = γ1 + γ2 + γ3 as following:

 t,
 0≤t≤1
z(t) = 1 + (t − 1)(i − 1), 1 ≤ t ≤ 2

i − (t − 2)i, 2≤t≤3

Definition 6.7. Let Γ be a contour. If the directions of all the compo-


nents of Γ are reversed and the components are taken in the opposite
order, the resulting contour is called the opposite contour and is
denoted by −Γ.

Definition 6.8. Contour Γ is said to be a closed contour or a loop


if its initial and terminal points coincide.

Definition 6.9. A simple closed contour is a closed contour with


no multiple points other than its initial-terminal points.

6.1.1 Length of a Contour


Consider a smooth curve γ with parametrization
z(t) = x(t) + iy(t), a ≤ t ≤ b.
The length of γ, denoted by l(γ), is given by
Zb Z b  2  2
s
dz dx dy
l(γ) = dt = + dt.
dt dt dt
a a

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Remark 6.7. The length of the smooth curve γ is independent of the


particular choice of parametrization.

Definition 6.10. The length of the contour Γ = γ1 + γ2 + · · · + γn is


defined to be the sum of the lengths of its component curves, i.e.

l(Γ) = l(γ1 ) + l(γ2 ) + · · · + l(γn ).

Example 6.4. The length of the contour in Example 6.3 is


√ √
l(Γ) = l(γ1 ) + l(γ2 ) + l(γ3 ) = 1 + 2 + 1 = 2 + 2.

Example 6.5. The length of the contour Γ that consists of two coun-
terclockwise laps around the circle |z − i| = 3 is l(Γ) = 6π + 6π = 12π.

6.2 Contour Integrals


Consider a complex-valued function f (z) defined over a directed smooth
curve γ with initial point α and terminal point β. For any positive in-
teger n, we define a partition ρn of curve γ to be a finite number of
points z0 , z1 , . . . , zn on γ such that z0 = α, zn = β and zk−1 precedes
zk on γ for k = 1, 2, . . . , n.
If we compute the arc length along γ between every consecutive
pair of points (zk−1 , zk ), the largest of these lengths defines the norm
of the partition ρn . We denote it by µ(ρn ).

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Now, let c1 , c2 , . . . , cn be any points on γ such that ck lies on the


arc from zk−1 to zk for all k = 1, 2, . . . , n. Then the sum

S(ρn ) = f (c1 )(z1 − z0 ) + f (c2 )(z2 − z1 ) + . . . + f (cn )(zn − zn−1 )

is called the Riemann Sum for the function f corresponding to the


partition ρn of smooth curve γ. By denoting 4zk = zk − zk−1 , we can
rewrite the Riemann Sum as following
n
X n
X
S(ρn ) = f (ck )(zk − zk−1 ) = f (ck )4zk .
k=1 k=1

Definition 6.11. Let f (z) be a complex-valued function defined on


the directed smooth curve γ. We say that f is integrable along γ if
there exists a complex number L such that

lim S(ρn ) = L whenever lim µ(ρn ) = 0.


n→∞ n→∞

The constant L is called the integral of f along γ and we write


Xn Z
L = lim f (ck )4zk = f (z)dz.
n→∞
k=1 γ

Theorem 6.1. If f is continuous on the directed smooth curve γ, then


f is integrable along γ.

Theorem 6.2. If f and g are integrable along smooth curve γ, then


Z Z

(i) cf (z) dz = c f (z)dz for any complex constant c
γ γ
Z Z Z

(ii) f (z) + g(z) dz = f (z)dz + g(z)dz
γ γ γ

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Z Z
(iii) f (z)dz = − f (z)dz where −γ denotes the curve directed
−γ γ
opposite to γ

Remark 6.8. If γ consists


Z of a single point (when α = β), then for
any function f we have f (z)dz = 0.
γ

Theorem 6.3. If the complex-valued function f is continuous on [a, b]


and F 0 (t) = f (t) for all t in [a, b], then
Zb
f (t)dt = F (b) − F (a).
a


Example 6.6. Compute the integral eit dt.
0
it
e
Solution: Since F (t) = is an antiderivative of function f (t) = eit ,
i
we get
Zπ it π
eiπ e0

it e 1 1 2
e dt = = − = − − = − = 2i.
i 0 i i i i i
0

Theorem 6.4. Let f be a complex-valued function continuous on


the directed smooth curve γ. Then if z = z(t), a ≤ t ≤ b is any
parametrization of γ consistent with its direction, then
Z Zb
f z(t) z 0 (t)dt.

f (z)dz = (6.1)
γ a

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Remark 6.9. The integral of f along the directed smooth curve γ


does not dependent on the choice of parametrization. So, if z = z1 (t),
a ≤ t ≤ b and z = z2 (t), c ≤ t ≤ d are two parametrizations of γ, then
Z Zb Zd
f z1 (t) z10 (t)dt = f z2 (t) z20 (t)dt.
 
f (z)dz =
γ a c

Z
Example 6.7. Compute the integral (z − z0 )n dz, where n is integer
Cr
and Cr is the circle |z − z0 | = r traversed once in the counterclockwise
direction.
Solution: We can parametrize Cr with z(t) = z0 + reit , 0 ≤ t ≤ 2π.
Then using (6.1) we have
Z Z2π Z2π Z2π
n it n
(z−z0 )n dz = z(t)−z0 z 0 (t)dt = ireit dt = irn+1 ei(n+1)t dt.

re
Cr 0 0 0

Therefore, when n = −1 we have


Z Z2π
dz
=i dt = 2πi.
z − z0
Cr 0

When n 6= −1 we get
Z2π 2π
ei(n+1)t
Z
n n+1 i(n+1)t n+1
(z − z0 ) dz = ir e dt = ir = 0.
i(n + 1) 0
Cr 0

So, (
0, if n 6= −1
Z
(z − z0 )n dz = (6.2)
2πi, if n = −1
Cr

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Theorem 6.5. If f is continuous on the directed smooth curve γ and


|f (z)| ≤ M for all z on γ, then

Z

f (z)dz ≤ M · l(γ),


γ

where l(γ) is the length of γ.



z
Z
e
Example 6.8. Find an upper bound for 2
dz , where γ is the
z +1

γ
circle |z| = 2 traversed once in counterclockwise direction.
Solution: First, we note that l(γ) = 4π. Now, let z = x + iy be any
point on γ, so that |z|2 = x2 + y 2 = 4. Then
|ez | = ex+iy = ex eiy = ex ≤ e2

and
z + 1 ≥ |z|2 − 1 = 4 − 1 = 3.
2

Therefore, for any z on circle |z| = 2 we have


z z 2
= |e | ≤ e .
e

z 2 + 1 |z 2 + 1| 3
Then by using Theorem 6.5 we obtain

z e2
Z
e
z 2 + 1 dz ≤ 3 · 4π.


γ

Definition 6.12. Let f be a complex-valued function continuous on


contour Γ = γ1 + γ2 + · · · + γn . The contour integral of f along Γ is
defined by
Z Z Z Z
f (z)dz = f (z)dz + f (z)dz + . . . + f (z)dz.
Γ γ1 γ2 γn

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Z
dz
Example 6.9. Compute the integral , where Γ is the circle
z − z0
Γ
|z − z0 | = r traversed twice in the counterclockwise direction.
Solution: Letting Cr denote the circle |z − z0 | = r traversed once in
the counterclockwise direction, we have Γ = Cr + Cr . Then using the
result (6.2) we have
Z Z Z
dz dz dz
= + = 2πi + 2πi = 4πi.
z − z0 z − z0 z − z0
Γ Cr Cr

Z
2
Example 6.10. Compute the integral z dz, where Γ = γ1 +γ2 +γ3
Γ
is the contour shown in figure below

Solution: Contour Γ consists of three line segments. The following


functions are parametrizations for γ1 , γ2 and γ3 , consistent with their
directions:
γ1 : z1 (t) = 2t, 0≤t≤1
γ2 : z2 (t) = 2 + 2ti, 0≤t≤1
γ3 : z3 (t) = (1 − t)(2 + 2i), 0 ≤ t ≤ 1

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Then
Z Z Z Z
2 2 2 2
z dz = z dz + z dz + z dz =
Γ γ1 γ2 γ3
Z1  2 Z1  2 Z1  2
= z1 (t) z10 (t)dt + 0
z2 (t) z2 (t)dt + z3 (t) z30 (t)dt =
0 0 0
Z1 Z1 Z1  2
2 2
= (2t) 2dt + (2 − 2ti) 2idt + (1 − t)(2 − 2i) (−2 − 2i)dt =
0 0 0
1 1 1
8t3 (2ti − 2)3 2 (1 − t)3
=
3 0
+
3 + (2 − 2i) (2 + 2i) 3 =
0 0

8 (2i − 2)3 8 (2 − 2i)2 (2 + 2i) 16 + 32i


= + + − =
3 3 3 3 3

Theorem 6.6. If functions f and g are continuous on contour Γ, then


Z Z

(i) cf (z) dz = c f (z)dz for any complex constant c
Γ Γ
Z Z Z

(ii) f (z) + g(z) dz = f (z)dz + g(z)dz
Γ Γ Γ
Z Z
(iii) f (z)dz = − f (z)dz where −Γ denotes the opposite contour
−Γ Γ

Theorem 6.7. If f is continuous on the contour Γ and |f (z)| ≤ M for


all z on Γ, then
Z

f (z)dz ≤ M · l(Γ),


Γ
where l(Γ) is the length of contour Γ.

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6.3 Independence of Path


Theorem 6.8. Suppose that function f (z) is continuous in an open
connected set D and has an analytic antiderivative F (z) throughout
dF
D, i.e. = f (z) for each z in D. Then for any contour Γ lying in D
dz
with initial point α and terminal point β we have
Z
f (z)dz = F (β) − F (α). (6.3)
Γ

Remark 6.10. Theorem 6.8 implies that integral of a function is in-


dependent of particular path joining the initial and terminal points.

Remark 6.11. Theorem 6.8 implies that if f (z) is continuous in an


open connected set D and has an analytic antiderivative F (z) through-
out D, then for any loop Γ lying in D we have
Z
f (z)dz = 0. (6.4)
Γ

Z
Example 6.11. Compute the integral cos zdz, where Γ = γ1 + γ2 is
Γ
the contour shown in figure below

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Solution: Since cos z has an antiderivative sin z which is analytic on


the whole plane, using (6.3) we obtain
Z 2+i

cos zdz = sin z = sin (2 + i) − sin (−1).
−1
Γ

Z
dz
Example 6.12. Compute the integral , where Γ = γ1 + γ2 is the
z
Γ
contour shown in figure below

1
Solution: Since function has an antiderivative Logz which is an-
z
alytic in the set D∗ = C \ (−∞, 0] and Γ lies in D∗ , using (6.3) we
obtain
Z i
dz π  π 
= Logz = Log(i) − Log(−i) = i − − i = πi.

z −i 2 2
Γ

Z
Example 6.13. Let us consider again the integral (z −z0 )n dz, where
Cr
n is an integer with n 6= −1 and Cr is the circle |z − z0 | = r traversed
once in the counterclockwise direction.

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(z − z0 )n+1
When n 6= −1, the function (z − z0 )n has an antiderivative
n+1
which is analytic in the set D = C \ {z0 }. Since Cr is a closed contour
which lies entirely in D, using (6.4) we obtain
Z
(z − z0 )n dz = 0.
Cr

Note that this result is consistent with (6.2).

6.4 Self-study Problems


Problem 6.1. For each of the following smooth curves find a parametriza-
tion that is consistent with the indicated direction
a) the line segment from z = 1 + i to z = −2 − 3i
b) the circle |z − 2i| = 4 traversed once in the clockwise direction
starting from the point z = 4 + 2i
c) the arc of the circle |z| = 3 lying in the second quadrant, from
z = 3i to z = −3
d) the segment of the parabola y = x2 from the point (1, 1) to the
point (3, 9)
x2 y2
d) the ellipse 2 + 2 = 1 traversed once in the counterclockwise
a b
direction starting from the point (a, 0)

Problem 6.2. Parametrize the contour consisting of the perimeter of


the square with vertices −1 − i, 1 − i, 1 + i, −1 + i traversed once in
that order.

Problem 6.3. Find the length of the contour Γ parametrized by


z = z(t) = 5e3it , 0 ≤ t ≤ π.

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Problem 6.4. Consider the contour Γ = γ1 + γ2 shown in the figure


below

a) Parametrize the contour Γ


b) Parametrize the opposite contour −Γ
c) Find the length of contour Γ

Problem 6.5. Parametrize the barbell-shaped contour shown in the


figure below; it has initial point −1 and terminal point 1

Problem 6.6. Evaluate each of the following integrals


Z1 Z0
2

a) 2t + it dt b) (1 + i) cos (it)dt
0 −2
Z1 Z2
t
c) (1 + 2it)5 dt d) dt
(t2 + i)2
0 0

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Problem 6.7. Evaluate the integral


Z  
6 2 2
+ + 1 − 3(z − i) dz,
(z − i)2 z − i
C

where C is the circle |z − i| = 4 traversed once counterclockwise.


Z
Problem 6.8. Compute the integral zdz, where
Γ

a) Γ is the circle |z| = 2 traversed once counterclockwise


b) Γ is the circle |z| = 2 traversed once clockwise
c) Γ is the circle |z| = 2 traversed three times clockwise
Z
Problem 6.9. Compute the integral (Rez)dz, where Γ is the line
Γ
segment from z = 0 to z = 1 + 2i.
Z
Problem 6.10. Evaluate the integral (Rez)(1 − 2iImz)dz, where
Γ
Γ : z = t + it2 , 0 ≤ t ≤ 1.
Z
2
Problem 6.11. Evaluate the integral z dz, where Γ is the contour
Γ
consisting of the perimeter of the square with vertices 0, 1, 1 + i, i
traversed once in that order.
Z
Problem 6.12. Evaluate the integral (2z + 1)dz, where Γ is the
Γ
following contour from z = −i to z = 1:

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a) the simple line segment


b) two line segments, the first from z = −i to z = 0 and the second
from z = 0 to z = 1
c) the circular arc z = eit , − π2 ≤ t ≤ 0
Z
|z − 1 + i|2 − z dz, where Γ

Problem 6.13. Evaluate the integral
Γ
it
is the semicircle z = 1 − i + e , 0 ≤ t ≤ π.

Z
sin z

Problem 6.14. Find an upper bound for e dz , where γ is the

γ
line segment from z = 0 to z = i.

Problem 6.15. Calculate each of the following integrals along the


indicated contours
Z
3z 2 − 5z + i dz, where Γ is the line segment from the point

a)
Γ
z = i to the point z = 1
Z
b) ez dz, where Γ is the upper half of circle |z| = 1 from the point
Γ
z = 1 to the point z = −1
Z
dz
c) , where Γ is any contour in the right half-plane from the
z
Γ
point z = −3i to the point z = 3i
Z
d) sin2 z cos zdz, where Γ is any contour from the point z = π to
Γ
the point z = i

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Lecture Notes - Engineering Math II M.Ashyraliyev
Z
e) ez cos zdz, where Γ is any contour from the point z = π to the
Γ
point z = i
Z
2
f) Logz dz, where Γ is the line segment from the point z = 1
Γ
to the point z = i

68
7 Cauchy’s Integral Theorem, Cauchy’s
Integral Formula
7.1 Deformation of Contours
Definition 7.1. The loop Γ0 is said to be continuously deformable
to the loop Γ1 in the domain D if there exists a function z(s, t) con-
tinuous on the unit square 0 ≤ s ≤ 1, 0 ≤ t ≤ 1, that satisfies the
following conditions

(i) For each fixed s in [0, 1] the function z(s, t) parametrizes a loop
lying in D

(ii) Function z(0, t) parametrizes the loop Γ0

(iii) Function z(1, t) parametrizes the loop Γ1

Example 7.1. Prove that the loop Γ0 : z = e2πit , 0 ≤ t ≤ 1 can be


continuously deformed to the loop Γ1 : z = 2e2πit , 0 ≤ t ≤ 1 in the
domain D consisting of the annulus 21 < |z| < 3.
Solution: Continuous deformation of the loop Γ0 to the loop Γ1 is
generated with function

z(s, t) = (1 + s)e2πit , 0 ≤ s ≤ 1, 0 ≤ t ≤ 1

and illustrated in the figure below

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Example 7.2. Prove that in the domain consisting of the whole plane
any loop Γ0 can be shrunk to the point contour Γ1 : z = 0.
Solution: Assume Γ0 : z = z0 (t), 0 ≤ t ≤ 1. Then continuous
deformation of the loop Γ0 to the point contour Γ1 : z = 0 is generated
with function
z(s, t) = (1 − s)z0 (t), 0 ≤ s ≤ 1, 0 ≤ t ≤ 1
and illustrated in the figure below

Remark 7.1. If z(s, t) generates a deformation of loop Γ0 into Γ1 ,


then z(1 − s, t) deforms Γ1 into Γ0 .

Remark 7.2. In a given domain, if Γ0 can be deformed into a sin-


gle point and Γ1 can also be deformed into a point, then Γ0 can be
deformed into Γ1 .

Remark 7.3. In the domain consisting of the entire complex plane,


(i) any loop can be deformed into the single point
(ii) any two loops can be deformed one into the other

Definition 7.2. Any domain D possessing the property that every


loop in D can be continuously deformed in D to a point is called a
simply connected domain. With other words, in simply connected
domain there are no ”holes”.

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7.2 Deformation Invariance Theorem


Theorem 7.1. (Deformation Invariance Theorem)
Let f be a function analytic in a domain D containing loops Γ0 and
Γ1 . If these loops can be continuously deformed into one another in
D, then Z Z
f (z)dz = f (z)dz.
Γ0 Γ1

Theorem 7.2. (Cauchy’s Integral Theorem)


If f is analytic in a simply connected domain D and Γ is any loop in
D, then Z
f (z)dz = 0.
Γ

Remark 7.4. Cauchy’s Integral Theorem implies that integral of f


along any loop Γ must be 0 whenever f is analytic ”inside and on Γ”.

Z
dz
Example 7.3. Evaluate the integral , where Γ is ellipse defined
z
Γ
2 2
by x + 4y = 1, traversed once in the counterclockwise direction.
1
Solution: Function f (z) = is analytic in the domain D∗ = C \ {0}
z
(D∗ is whole plane with origin removed; it is called punctured plane).
In this domain D∗ , Γ can be deformed into circle Γ0 : |z| = 1.

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Then by using the Deformation Invariance Theorem and (6.2), we get


Z Z
dz dz
= = 2πi.
z z
Γ Γ0

Z
dz
Example 7.4. Determine the possible values for , where Γ is
z−a
Γ
any circle not passing through z = a, traversed once in the counter-
clockwise direction.
1
Solution: Function f (z) = is analytic in the domain D =
z−a
C \ {a}. If the point a lies outside of Γ, then Γ can be continuously
deformed to a point in D, and thus the integral is 0. If a lies inside Γ,
then Γ can be continuously deformed in D to a circle centered at z = a
traversed once in counterclockwise direction, and thus the integral is
2πi. So, (
0, if a lies outside Γ
Z
dz
= (7.1)
z−a 2πi, if a lies inside Γ
Γ

3z − 2
Z
Example 7.5. Evaluate the integral dz, where Γ is the
z(z − 1)
Γ
simple closed contour indicated in the figure below

3z − 2
Solution: Function f (z) = is analytic everywhere except at
z(z − 1)
z = 0 and z = 1. Then Γ can be continuously deformed to the barbell-
shaped contour, which consists of: circle C0 centered at z = 0 traversed

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once in counterclockwise direction, circle C1 centered at z = 1 traversed


once in counterclockwise direction, line segment γ and its opposite −γ.

Then by Deformation Invariance Theorem we have


Z Z Z Z Z
f (z)dz = f (z)dz + f (z)dz + f (z)dz + f (z)dz =
−γ
Γ C0
Z Zγ C1

= f (z)dz + f (z)dz
C0 C1

Using partial fraction decomposition we get


3z − 2 2 1
f (z) = = + .
z(z − 1) z z − 1
Then using (7.1) we obtain
Z   Z  
3z − 2
Z
2 1 2 1
dz = + dz + + dz =
z(z − 1) z z−1 z z−1
Γ C0 C1

= 2(2πi) + 0 + 2 · 0 + 2πi = 6πi.


Z
dz
Example 7.6. Evaluate the integral , where Γ is the simple
z2 − 1
Γ
closed contour indicated in the figure below

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Lecture Notes - Engineering Math II M.Ashyraliyev

1
Solution: Function f (z) = is analytic everywhere except at
z2 − 1
z = 1 and z = −1. Then Γ can be continuously deformed to a small
circle C centered at z = −1 traversed once in counterclockwise direc-
tion. Then by Deformation Invariance Theorem and (7.1) we have
Z Z Z  
1 1 1/2 1/2 1 1
dz = dz = − dz = ·0− (2πi) = −πi.
z2 − 1 z2 − 1 z−1 z+1 2 2
Γ C C

7.3 Cauchy’s Integral Formula


Theorem 7.3. (Cauchy’s Integral Formula)
Let Γ be a simple closed positively oriented contour. If f is analytic
in some simply connected domain D containing Γ and z0 is any point
inside Γ, then Z
1 f (z)
f (z0 ) = dz. (7.2)
2πi z − z0
Γ

ez + sin z
Z
Example 7.7. Evaluate the integral dz, where Γ is the
z
Γ
circle |z − 2| = 3, traversed once in the counterclockwise direction.
Solution: Function f (z) = ez + sin z is analytic on the whole plane
and therefore it is analytic inside and on Γ. Additionally, the point
z0 = 0 lies inside Γ. Then using (7.2), we obtain
Z z
e + sin z
dz = 2πi(e0 + sin 0) = 2πi.
z
Γ

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Lecture Notes - Engineering Math II M.Ashyraliyev
Z
cos z
Example 7.8. Evaluate the integral dz, where Γ is the simple
z2 − 4
Γ
closed contour indicated in the figure below

cos z
Solution: Function f (z) = is analytic inside and on Γ and the
z+2
point z0 = 2 lies inside Γ. Then using (7.2), we obtain
Z Z cos z
cos z z+2 cos 2 πi cos 2
dz = dz = 2πi = .
(z − 2)(z + 2) z−2 2+2 2
Γ Γ

z 2 ez
Z
Example 7.9. Evaluate the integral dz, where Γ is the circle
2z + i
Γ
|z| = 1, traversed once in the clockwise direction.
Solution: We first notice that given Γ is negatively oriented contour
and therefore to use the Cauchy’s Integral formula we need to change
the direction by using opposite contour −Γ. Function f (z) = z 2 ez is
analytic on the whole plane and therefore it is analytic inside and on
Γ. Additionally, the point z0 = − 2i lies inside Γ. Then using (7.2), we
obtain
z 2 ez
Z Z 2 z Z 2 z
1 z e 1 z e
dz = i
dz = − dz =
2z + i 2 z+2 2 z + 2i
Γ Γ −Γ
 2
1 i πi
= − (2πi) − e−i/2 = e−i/2 .
2 2 4

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Theorem 7.4. (Generalized Cauchy’s Integral Formula)


If f is analytic inside and on the simple closed positively oriented
contour Γ and z0 is any point inside Γ, then
Z
n! f (z)
f (n) (z0 ) = dz (n = 0, 1, 2, 3, . . .) (7.3)
2πi (z − z0 )n+1
Γ

Remark 7.5. For practical reasons it is convenient to write (7.3) in


the equivalent form
Z
f (z) 2πi
m
dz = f (m−1) (z0 ) (m = 1, 2, 3, . . .) (7.4)
(z − z0 ) (m − 1)!
Γ

e5z
Z
Example 7.10. Evaluate the integral dz, where Γ is the circle
z3
Γ
|z| = 1, traversed once in the counterclockwise direction.
Solution: Function f (z) = e5z is analytic on the whole plane and
therefore it is analytic inside and on Γ. Additionally, the point z0 = 0
lies inside Γ. Then using (7.4) with m = 3, we obtain
Z 5z
e 2πi 00
dz = f (0) = 25πi.
z3 2!
Γ

Z
2z + 1
Example 7.11. Evaluate the integral dz, where C is the
z(z − 1)2
C
figure-eight shaped contour sketched in Figure 4.
Solution: We first notice that contour C consists of two parts, posi-
tively oriented right lobe Γ1 and negatively oriented left lobe Γ2 . Then
Z Z Z
2z + 1 2z + 1 2z + 1
2
dz = 2
dz + dz
z(z − 1) z(z − 1) z(z − 1)2
C Γ1 Γ2

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Figure 4: Contour for Example 7.11.

2z + 1
Since function f (z) = is analytic inside and on Γ1 and the point
z
z0 = 1 lies inside Γ1 , we have
Z Z 2z+1
2z + 1 z 2πi 0
dz = dz = f (1) = −2πi.
z(z − 1)2 (z − 1)2 1!
Γ1 Γ1

2z + 1
Since function g(z) = is analytic inside and on Γ2 and the
(z − 1)2
point z̃0 = 0 lies inside Γ2 , we have
Z Z 2z+1 Z 2z+1
2z + 1 (z−1)2 (z−1)2
dz = dz = − dz = −2πig(0) = −2πi.
z(z − 1)2 z z
Γ2 Γ2 −Γ2

So, Z
2z + 1
dz = −2πi − 2πi = −4πi.
z(z − 1)2
C

7.4 Self-study Problems


Problem 7.1. Let D be the domain consisting of the complex plane
with three points 0, 2i, 4 deleted and let Γ be the (solid line) con-
tour shown in Figure 5. Decide which of the following contours are
continuously deformable to Γ in D.

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a) the dashed line contour Γ0 in Figure 5


b) the circle |z| = 3 traversed once in counterclockwise direction
starting from the point z = 3
c) the circle |z| = 10 traversed once in counterclockwise direction
starting from the point z = 10
d) the circle |z − 2| = 1 traversed once in counterclockwise direction
starting from the point z = 3

Figure 5: Contour for Problem 7.1.

Problem 7.2. Let D be the annulus 1 < |z| < 5, and let Γ be the
circle |z − 3| = 1 traversed once in counterclockwise direction starting
from the point z = 4. Decide which of the following contours are
continuously deformable to Γ in D.
a) the circle |z − 3| = 1 traversed once in counterclockwise direction
starting from the point z = 2
b) the point z = 3i
c) the circle |z| = 2 traversed once in counterclockwise direction
starting from the point z = 2

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d) the circle |z + 3| = 1 traversed once in counterclockwise direction


starting from the point z = −2
e) the circle |z−3| = 1 traversed twice in clockwise direction starting
from the point z = 4
Z
dz
Problem 7.3. Evaluate the integral along three closed con-
z2
+1
tours (a) Γ1 (b) Γ2 (c) Γ3 sketched in Figure 6.

Figure 6: Contours for Problem 7.3.

2z 2 − z + 1
Z
Problem 7.4. Evaluate the integral dz, where Γ is
(z − 1)2 (z + 1)
Γ
the figure-eight shaped contour traversed once as shown in Figure 7.

Figure 7: Contour for Problem 7.4.

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Lecture Notes - Engineering Math II M.Ashyraliyev
Z
z
Problem 7.5. Evaluate the integral dz, where Γ is
(z + 2)(z − 1)
Γ
the circle |z| = 4 traversed twice in the clockwise direction.

Problem 7.6. Let Γ be the circle |z| = 2 traversed once in counter-


clockwise direction. Compute each of the following integrals
zez
Z Z Z
sin 3z cos z
a) π dz b) dz c) 3
dz
z−2 2z − 3 z + 9z
Γ Γ Γ

5z 2 + 2z + 1 e−z
Z Z Z
sin z
d) dz e) dz f) dz
(z − i)3 (z + 1)2 z 2 (z− 4)
Γ Γ Γ

Z
z+i
Problem 7.7. Evaluate the integral dz, where C is
z 3 + 2z 2
C

a) the circle |z| = 1 traversed once in counterclockwise direction

b) the circle |z + 2 − i| = 2 traversed once in counterclockwise di-


rection

c) the circle |z −2i| = 1 traversed once in counterclockwise direction

80
8 Infinite Series, Taylor Series, Power
Series, Laurent Series
8.1 Series
Definition 8.1. A series is a formal expression of the form

X
cn = c0 + c1 + c2 + · · · (8.1)
n=0

where c0 , c1 , c2 , . . . are complex numbers.


Let us denote by Sn the sum of the first n + 1 terms of the series
(8.1), so that

Sn = c0 + c1 + c2 + · · · + cn , n = 0, 1, 2, . . .

We call Sn an n-th partial sum of the series.


Definition 8.2. If the sequence {Sn }∞n=0 has a limit S, then we say
that the series (8.1) converges to S and we write

X
S= cn = c0 + c1 + c2 + · · ·
n=0

If the sequence {Sn }∞


n=0 does not have a limit, then we say that the
series (8.1) diverges.

Example 8.1. Let c be a complex number with |c| < 1. Show that

X 1
the series cn converges to .
n=0
1 − c
Solution: We have
Sn = 1 + c + c2 + . . . + cn−1 + cn
cSn = c + c2 + c3 + . . . + cn + cn+1
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Subtracting these two equalities side by side we get:

n+1 n+1 1 − cn+1


Sn − cSn = 1 − c =⇒ (1 − c)Sn = 1 − c =⇒ Sn = .
1−c
Then
1 − cn+1 1
lim Sn = lim = , when |c| < 1.
n→∞ n→∞ 1 − c 1−c

∞  n
X 1
Example 8.2. Find the sum of the infinite series .
n=0
2i

1 1
Solution: Since = < 1, we have
2i 2
∞  n
X 1 1 2i 4 − 2i
= 1 = = .
n=0
2i 1− 2i
2i − 1 5

Theorem 8.1. (n-th term test)



X
If the series cn converges, then lim cn = 0. As a conclusion, if
n→∞
n=0

X
lim cn 6= 0, then the series cn diverges.
n→∞
n=0

Example 8.3. Let c be a complex number with |c| ≥ 1. Show that



X
the series cn diverges.
n=0
Solution: If |c| ≥ 1, then lim cn 6= 0 and therefore by n-th term test
n→∞

X
the series cn diverges.
n=0

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∞  n
X 1 + 2i
Example 8.4. Determine whether the series converges
n=0
1−i
or diverges.

1 + 2i
Solution: Since = √5 > 1, given series diverges.
1−i 2

Theorem 8.2. (Comparison test)



X
Suppose that the terms cn of the series cn satisfy the inequality
n=0

X
|cn | ≤ an for all n > N . Then if the series an converges, so does
n=0

X
cn .
n=0


X 3 + 2i
Example 8.5. Determine whether the series converges or
n=1
n2 + i
diverges.
√ √ ∞ √
3 + 2i 13 13 X 13
Solution: Since 2 = √ < and the series
n + i n4 + 1 n2 n=1
n2

X 3 + 2i
converges, by Comparison test the given series 2+i
converges as
n=1
n
well.

Theorem 8.3. (Ratio test)



X
Suppose that the terms cn of the series cn have the property that
n=0

cn+1 X
lim = L. Then the series cn converges if L < 1 and it
n→∞ cn
n=0
diverges if L > 1.

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X (3 + i)n
Example 8.6. Determine whether the series converges or
n=0
n!
diverges.

cn+1 (3 + i)n+1

n! 3+i
= 10 .
Solution: We have = · =
(n + 1)! (3 + i)n n + 1 n + 1
cn √
cn+1 10
Then lim = lim = 0 < 1 and therefore by Ratio test the
n→∞ cn n→∞ n + 1

X (3 + i)n
given series converges.
n=0
n!

Example 8.7. Let z0 6= 0 be a fixed complex number. Show that the


∞  n
X z
series converges for all values of z satisfying |z| < |z0 |.
n=0
z0

z
Solution: If |z| < |z0 |, then < 1. So the convergence of the series
z0
∞  n
X z
follows from the result of Example 8.1.
n=0
z0

8.2 Taylor Series


Definition 8.3. If f (z) is analytic at z0 , then the series

X f (n) (z0 ) n f 0 (z0 ) f 00 (z0 )
(z − z0 ) = f (z0 ) + (z − z0 ) + (z − z0 )2 + · · ·
n=0
n! 1! 2!
(8.2)
(n)
f (z0 )
is called a Taylor series for f (z) around z0 . Here an = are
n!
called Taylor coefficients. When z0 = 0, we have

X f (n) (0) n f 0 (0) f 00 (0) 2
z = f (0) + z+ z + ···
n=0
n! 1! 2!

which is called a Maclaurin series for f (z).

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Theorem 8.4. If f (z) is analytic in disk |z − z0 | < R, then the Taylor


series (8.2) converges to f (z) for all z in this disk. So we have

X f (n) (z0 )
f (z) = (z − z0 )n , when |z − z0 | < R.
n=0
n!

Example 8.8. Find the Taylor series for f (z) = Log(z) around z0 = 1.
Solution: We have
f (z) = Log(z) ⇒ a0 = f (1) = Log(1) = 0

0 1 f 0 (1)
f (z) = ⇒ a1 = =1
z 1!
1 f 00 (1) 1
f 00 (z) = − ⇒ a2 = =−
z2 2! 2
2 f 000 (1) 1
f 000 (z) = 3 ⇒ a3 = =
z 3! 3
3! f (4) (1) 1
f (4) (z) = − 4 ⇒ a4 = =
z 4! 4
······
Then we get

(z − 1)2 (z − 1)3 (z − 1)4 X (−1)n+1
Log(z) = (z−1)− + − +· · · = (z−1)n
2 3 4 n=1
n

1
Example 8.9. Find the Maclaurin series for f (z) = .
1−z
Solution: Using the result of Example 8.1 we have

1 X
= 1 + z + z2 + z3 + z4 + · · · = zn
1−z n=0

1
Note that this Maclaurin series converges to in unit disk |z| < 1.
1−z
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Example 8.10. Find the Maclaurin series for f (z) = ez .


Solution: We have
f (z) = ez ⇒ a0 = f (0) = 1
f 0 (0)
f 0 (z) = ez ⇒ a1 = =1
1!
f 00 (0) 1
f 00 (z) = ez ⇒ a2 = =
2! 2!
000
f (0) 1
f 000 (z) = ez ⇒ a3 = =
3! 3!
(4)
f (0) 1
f (4) (z) = ez ⇒ a4 = =
4! 4!
······
Then we get

z z2 z3 z4 X zn
e = 1 + z + + + + ··· =
2! 3! 4! n=0
n!

Example 8.11. Find the Maclaurin series for f (z) = sin z.


Solution: We have
f (z) = sin z ⇒ a0 = f (0) = 0
f 0 (0)
f 0 (z) = cos z ⇒ a1 = =1
1!
f 00 (0)
f 00 (z) = − sin z ⇒ a2 = =0
2!
f 000 (0) 1
f 000 (z) = − cos z ⇒ a3 = =−
3! 3!
(4)
f (0)
f (4) (z) = sin z ⇒ a4 = =0
4!
f (5) (0) 1
f (5) (z) = cos z ⇒ a5 = =
5! 5!
······
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Then we get
z3 z5 z7
sin z = z − + − + · · ·
3! 5! 7!
Note that this Maclaurin series converges to sin z on the whole plane.

8.3 Power Series


Definition 8.4. A series of the form

X
an (z − z0 )n = a0 + a1 (z − z0 ) + a2 (z − z0 )2 + · · · (8.3)
n=0

is called a power series.


X
Theorem 8.5. For any power series an (z − z0 )n there is a real
n=0
number R between 0 and ∞, inclusive, such that the power series
converges for |z − z0 | < R and it diverges for |z − z0 | > R. The number
R is called a radius of convergence of the power series. The disk
|z − z0 | < R is called a convergence disk of the power series.

Remark 8.1. When R = 0 the power series converges only at one


point z = z0 . When R = ∞ the power series converges for all z.


X
Theorem 8.6. If power series an (z − z0 )n converges to function
n=0
f (n) (z0 )
f (z) in some circular neighborhood of z0 , then an = and there-
n!
fore the power series is a Taylor series of f (z) around z0 .

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X
Theorem 8.7. Assume that for the power series an (z − z0 )n we
n=0
an+1
have lim = L. Then the radius of convergence is R = 1 .
n→∞ an L

Example 8.12. In Example 8.8 we obtained



(z − 1)2 (z − 1)3 (z − 1)4 X (−1)n+1
Log(z) = (z−1)− + − +· · · = (z−1)n
2 3 4 n=1
n

(−1)n+1

an+1
With an = we have lim = lim n = 1 and there-
n n→∞ an n→∞ n + 1
1
fore the radius of convergence is R = = 1. So, this Taylor series for
1
Log(z) around z0 = 1 converges in disk |z − 1| < 1.

Example 8.13. In Example 8.10 we obtained



z z2 z3 z4 X zn
e = 1 + z + + + + ··· =
2! 3! 4! n=0
n!

1 an+1
= lim 1 = 0 and therefore the
With an = we have lim
n! n→∞ an n→∞ n + 1
1
radius of convergence is R = = ∞. So, the Maclaurin series for ez
0
converges on the whole plane.


X
Example 8.14. Find the convergence disk of power series n3 z n .
n=0
(n + 1)3

3
an+1
Solution: With an = n we have lim = lim = 1 and
n→∞ an n→∞ n3
1
therefore the radius of convergence is R = = 1. So, the given power
1
series converges for |z| < 1.

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Example 8.15. Find the convergence disk of power series



X (3 − i)n
2
(z + 2)n .
n=1
n
(3 − i)n
Solution: With an = , we have
n2

(3 − i)n+1 2 2 √

an+1 n n 10
lim = lim · = lim = 10
n→∞ an n→∞ (n + 1)2 (3 − i)n n→∞ (n + 1)2
1
and therefore the radius of convergence is R = √ . So, the given
10
1
power series converges for |z + 2| < √ .
10


X n3
Example 8.16. Let f (z) = z n . Compute f (6) (0).
n=0
3n
n3 63 f (6) (0)
Solution: Denote an = . Then a 6 = = and therefore
3n 36 6!
63 · 6! 640
f (6) (0) = = .
36 3


n3
Z
X
n f (z)
Example 8.17. Let f (z) = z . Compute dz, where Γ is
n=0
3n z4
Γ
the circle |z| = 1 traversed once in the counterclockwise direction.
n3 33 f 000 (0)
Solution: Denote an = n . Then a3 = 3 = 1 = and therefore
3 3 3!
f 000 (0) = 3! Then, using Cauchy’s Integral formula we have

f 000 (0)
Z
f (z) 3!
4
dz = 2πi = 2πi = 2πi.
z 3! 3!
Γ

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8.4 Laurent Series


Theorem 8.8. Let f (z) be analytic in the annulus r < |z − z0 | < R.
Then f (z) can be expressed as the sum of two series

X −1
X
n
f (z) = an (z − z0 ) + an (z − z0 )n , (8.4)
n=0 n=−∞

with both series being convergent in the annulus. The coefficients an


are given by
Z
1 f (z)
an = dz, n = 0, ±1, ±2, . . .
2πi (z − z0 )n+1
Γ

where Γ is any positively oriented simple closed contour lying in the


annulus and containing z0 in its interior.

Remark 8.2. Usually we write (8.4) as



X
f (z) = an (z − z0 )n (8.5)
n=−∞

and call it a Laurent series for f (z) in the annulus r < |z − z0 | < R.

Remark 8.3. If f (z) is analytic in the disk |z − z0 | < R, then an = 0


for all n < 0 and the Laurent series (8.5) becomes a Taylor series.

z 2 − 2z + 3
Example 8.18. Find the Laurent series for the function f (z) =
z−2
in the region |z − 1| > 1.
1
Solution: If |z − 1| > 1, then < 1. For |z − 1| > 1 we have
z − 1
then
∞  n
1 1 1 1 1 X 1
= = · 1 = =
z − 2 z − 1 − 1 z − 1 1 − z−1 z − 1 n=0 z − 1
1 1 1
= + + + ···
z − 1 (z − 1)2 (z − 1)3
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At the same time we have

z 2 − 2z + 3 = (z − 1)2 + 2.

Then
z 2 − 2z + 3 1
f (z) = = (z 2 − 2z + 3) · =
z−2 z−2
 
1 1 1
= (z − 1)2 + 2 ·
 
+ + + ··· =
z − 1 (z − 1)2 (z − 1)3
3 3 3
= (z − 1) + 1 + + 2
+ + ···
z − 1 (z − 1) (z − 1)3

1
Example 8.19. Find the Laurent series for the function f (z) =
z 2 − 3z + 2
in the region |z| < 1.
Solution: First of all, we have
1 1 1 1
f (z) = = = − .
z2 − 3z + 2 (z − 1)(z − 2) z − 2 z − 1
For |z| < 1 we have
∞ ∞
1 1 1 1 X  z n X zn
=− · z =− =−
z−2 2 1− 2 2 n=0 2 n=0
2n+1

and ∞
1 1 X
=− =− zn.
z−1 1−z n=0
Then
∞ ∞ ∞ 
zn

1 1 X X X 1
f (z) = − =− n+1
+ zn = 1 − n+1 z n =
z−2 z−1 n=0
2 n=0 n=0
2
1 3 7 15
= + z + z2 + z3 + · · ·
2 4 8 16
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1
Example 8.20. Find the Laurent series for the function f (z) =
z 2 − 3z + 2
in the region 1 < |z| < 2.
Solution: From the previous example we have
1 1 1 1
f (z) = = = − .
z 2 − 3z + 2 (z − 1)(z − 2) z − 2 z − 1
For 1 < |z| < 2 we have
∞ ∞
1 1 1 1 X  z n X zn
=− · z =− =−
z−2 2 1− 2 2 n=0 2 n=0
2n+1

and ∞  n ∞
1 1 1 1X 1 X 1
= · 1 = = n+1
.
z−1 z 1− z
z n=0 z n=0
z
Then
∞ ∞
1 1 X zn X 1
f (z) = − =− n+1
− n+1
=
z−2 z−1 n=0
2 n=0
z
1 1 1 1 1 1 2 1 3
= ··· − − − − − z − z − z − ···
z3 z2 z 2 4 8 16

1
Example 8.21. Find the Laurent series for the function f (z) =
z 2 − 3z + 2
in the region |z| > 2.
Solution: From the previous example we have
1 1 1 1
f (z) = = = − .
z 2 − 3z + 2 (z − 1)(z − 2) z − 2 z − 1
For |z| > 2 we have
∞  n ∞
1 1 1 1X 2 X 2n
= · 2 = =
z−2 z 1− z
z n=0 z n=0
z n+1

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and ∞  n ∞
1 1 1 1X 1 X 1
= · 1 = = n+1
.
z−1 z 1− z
z n=0 z n=0
z
Then
X 2n ∞ ∞ X 2n − 1∞
1 1 X 1
f (z) = − = − = =
z − 2 z − 1 n=0 z n+1 n=0 z n+1 n=0
z n+1

1 3 7 15
= + + + + ···
z2 z3 z4 z5

Example 8.22. Find the Laurent series for the function f (z) = e1/z
in the region |z| > 0.
Solution: As we already know, the Maclaurin series for exponential
function is
w2 w3 w4
ew = 1 + w + + + + ···
2! 3! 4!
1
for all w. Thus if z 6= 0, we set w = and obtain
z
1 1 1 1
e1/z = 1 + + + + + ···
z 2!z 2 3!z 3 4!z 4

8.5 Classification of Singularities


Definition 8.5. Let f (z) have an isolated singularity at z0 and let
X∞
f (z) = an (z − z0 )n be a Laurent series of function f (z) in the
n=−∞
region 0 < |z − z0 | < R.
• If an = 0 for all n < 0, then we say that z0 is a removable
singularity of function f (z)
• If a−m 6= 0 for some positive integer m and an = 0 for all n < −m,
then we say that z0 is a pole of order m for function f (z)

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• If an 6= 0 for an infinite number of negative values of n, then we


say that z0 is an essential singularity of function f (z)

Example 8.23. Since

z3 z5 z7 z2 z4 z6
 
sin z 1
f (z) = = z − + − + ··· = 1− + − +··· ,
z z 3! 5! 7! 3! 5! 7!
sin z
z = 0 is a removable singularity of function f (z) = .
z

Example 8.24. Since


1 1 1 1
f (z) = e1/z = 1 + + + + + ··· ,
z 2!z 2 3!z 3 4!z 4
z = 0 is an essential singularity of function f (z) = e1/z .

Example 8.25. Since

z3 + 1 z2 − z + 1 1 1
f (z) = 2 = = 1 − + ,
z (z + 1) z2 z z2

z3 + 1
z = 0 is a pole of order 2 of function f (z) = 2 .
z (z + 1)

8.6 Self-study Problems


Problem 8.1. Find the sum of the following series
∞  n ∞
X i X 3
a) b) n
n=0
3 n=1
(1 + i)

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Problem 8.2. Determine if each of the following series converges or


diverges
∞  ∞ ∞
(−1)n n3

X
n 1 X 1 X
a) i + 2 b) c)
n=1
n n=1
n(n + i) n=1
(3 + i)n
∞ ∞ ∞
X n · in X n! X n2
d) e) f)
n=1
2n + 1 n=1
(1 + i)n n=1
(2i)n

Problem 8.3. Find


1
a) Taylor series for f (z) = around z0 = i
1−z
1+z
b) Taylor series for f (z) = around z0 = i
1−z

c) Maclaurin series for f (z) = cos z

d) Maclaurin series for f (z) = e−z


2
e) Maclaurin series for f (z) = e−z

f) Maclaurin series for f (z) = z 3 sin (3z)

Problem 8.4. Find first three nonzero terms in the Maclaurin series
for f (z) = tan z.

Problem 8.5. Find the convergence disk for each of the following

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power series

X ∞
X
n n
a) 2 (z − 1) b) n! · z n
n=0 n=0
∞ ∞
X (−1)n · n X z 2n
c) n
(z − i)n d)
n=0
3 n=0
4n


X n3
Problem 8.6. Let f (z) = z n and Γ be the circle |z| = 1 tra-
n=0
3n
versed once in the counterclockwise direction. Compute
Z Z
f (z) sin z
a) ez f (z)dz b) dz
z2
Γ Γ


X
Problem 8.7. Does there exist a power series an z n that converges
n=0
at z = 2 + 3i and diverges at z = 3 − i?

1
Problem 8.8. Find the Laurent series for the function f (z) =
z + z2
in each of the following regions

a) 0 < |z| < 1 b) |z| > 1


c) 0 < |z + 1| < 1 d) |z + 1| > 1

z
Problem 8.9. Find the Laurent series for the function f (z) =
z2 − z − 2
in each of the following regions

a) |z| < 1 b) 1 < |z| < 2 c) |z| > 2

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sin 2z
Problem 8.10. Find the Laurent series for the function f (z) =
z3
in the region |z| > 0.

z+1
Problem 8.11. Find the Laurent series for the function f (z) =
z(z − 4)3
in the region 0 < |z − 4| < 4.

 
1
Problem 8.12. Find the Laurent series for the function f (z) = z 2 sin
3z
in the region |z| > 0.

Problem 8.13. Find and classify the isolated singularities of each of


the following functions
cos z − 1
a) f (z) = z 3 e1/z b) f (z) =
z

97
9 Residue Theorem
Definition 9.1. If f (z) has an isolated singularity at z0 , then the
1
coefficient a−1 of term in the Laurent series for f (z) around z0
z − z0
is called the residue of f (z) at z0 , denoted by Res(f ; z0 ) or simply
Res(z0 ).

Example 9.1. Find Res(0) for the function f (z) = ze3/z .


Solution: We have
 2  3 !
3 1 3 1 3 9 9
ze3/z = z 1 + + + + · · · = z +3+ + 2 +· · ·
z 2! z 3! z 2z 2z

1 9
So the coefficient of term in the Laurent series is . Therefore,
z 2
9
Res(0) = .
2

Remark 9.1. If f (z) has a removable singularity at z0 , then

Res(f ; z0 ) = 0.

sin z
Example 9.2. Find Res(0) for the function f (z) = .
z
Solution: We have
z3 z5 z7 z2 z4 z6
 
sin z 1
= z − + − + ··· = 1 − + − + ··· ,
z z 3! 5! 7! 3! 5! 7!
1
There is no term in the Laurent series and therefore its coefficient is
z
0. Therefore, Res(0) = 0.

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Remark 9.2. If f (z) has a simple pole (pole of order 1) at z0 , then

Res(f ; z0 ) = lim (z − z0 )f (z).


z→z0

ez
Example 9.3. Function f (z) = has simple poles at z = 0
z(z + 1)
and z = −1. Then
ez
Res(0) = lim zf (z) = lim = 1,
z→0 z→0 z + 1
ez
Res(−1) = lim (z + 1)f (z) = lim = −e−1 .
z→−1 z→−1 z

Theorem 9.1. If f (z) has a pole of order m at z0 , then

1 dm−1 h m
i
Res(f ; z0 ) = lim (z − z0 ) f (z) .
z→z0 (m − 1)! dz m−1

cos z
Example 9.4. Function f (z) = has a pole of order 2 at
z 2 (z − π)3
z = 0 and a pole of order 3 at z = π. Then
 
1 d 2  d cos z
Res(0) = lim z f (z) = lim =
z→0 1! dz z→0 dz (z − π)3
−(z − π)3 sin z − 3(z − π)2 cos z 3
= lim = − ,
z→0 (z − π)6 π4
1 d2 3
 1 d2  cos z 
Res(π) = lim (z − π) f (z) = lim 2 =
z→π 2! dz 2 2 z→π dz z2
1 4z sin z + 6 cos z − z 2 cos z π2 − 6
= lim = .
2 z→π z4 2π 4

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Theorem 9.2. (Residue Theorem)


If Γ is a simple closed positively oriented contour and f (z) is analytic
inside and on Γ except at the points z1 , z2 , . . . , zk inside Γ, then
Z  
f (z)dz = 2πi Res(z1 ) + Res(z2 ) + · · · + Res(zk )
Γ

Z
Example 9.5. Compute ze3/z dz, where Γ is the circle |z| = 4 tra-
Γ
versed once in the counterclockwise direction.
Solution: Function f (z) = ze3/z has only one singularity z = 0 inside
9
Γ. In Example 9.1 we found that Res(0) = . Then by Residue
2
theorem we have
Z
9
ze3/z dz = 2πi · Res(0) = 2πi · = 9πi.
2
Γ

Z
cos z
Example 9.6. Compute dz, where Γ is the circle |z| = 5
z 2 (z − π)3
Γ
traversed once in the counterclockwise direction.
cos z
Solution: Function f (z) = 2 has two singularities z = 0 and
z (z − π)3
3
z = π inside Γ. In Example 9.4 we found that Res(0) = − 4 and
π
π2 − 6
Res(π) = . Then by Residue theorem we have
2π 4
Z    π 2 − 6 3  i π 2 − 12
ze3/z dz = 2πi· Res(π)+Res(0) = 2πi· − 4 =
2π 4 π π3
Γ

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1 − 2z
Z
Example 9.7. Compute dz, where Γ is the circle
z(z − 1)(z − 3)
Γ
|z| = 2 traversed once in the counterclockwise direction.
1 − 2z
Solution: Function f (z) = has two singularities z = 0
z(z − 1)(z − 3)
and z = 1 inside Γ. Note that the singularity z = 3 lies outside of Γ.
We first calculate the residues at singularities z = 0 and z = 1. Since
z = 0 and z = 1 are simple poles, we have
1 − 2z 1
Res(0) = lim zf (z) = lim = ,
z→0 z→0 (z − 1)(z − 3) 3
1 − 2z 1
Res(1) = lim(z − 1)f (z) = lim = .
z→1 z→1 z(z − 3) 2
Then by Residue theorem we have
1 − 2z
Z    1 1  5πi
dz = 2πi · Res(0) + Res(1) = 2πi · + =
z(z − 1)(z − 3) 3 2 3
Γ

9.1 Self-study Problems


Problem 9.1. By using the Residue theorem, compute the integral
Z
sin z
dz, where Γ is the circle |z| = 5 traversed once in the coun-
z2 − 4
Γ
terclockwise direction.

Problem 9.2. By using the Residue theorem, compute the integral


ez
Z
dz, where Γ is the circle |z| = 3 traversed once in the
z(z − 2)3
Γ
counterclockwise direction.

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Problem 9.3. By using the Residue theorem, compute the integral


eiz
Z
dz, where Γ is the circle |z| = 3 traversed once in
z 2 (z − 2)(z + 5i)
Γ
the counterclockwise direction.

Problem 9.4. By using the Residue theorem, compute the integral


Z
3z + 2
dz, where Γ is the circle |z| = 3 traversed once in the coun-
z4 + 1
Γ
terclockwise direction.

Problem 9.5. By using the Residue theorem, compute the integral


Z
dz
, where Γ is the circle |z| = 8 traversed once in the coun-
z2 + z + 1
Γ
terclockwise direction.

Problem
Z 9.6. By using the Residue theorem, compute the integral
e1/z sin (1/z)dz, where Γ is the circle |z| = 1 traversed once in the
Γ
counterclockwise direction.

102

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