Engineering Math
Engineering Math
Engineering Math
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.
z1 + z2 = (a + c) + i(b + d)
z1 − z2 = (a − c) + i(b − d)
Remark 1.1. Like real numbers, the set of complex numbers also
satisfies the commutative, associative and distributive laws.
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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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Remark 1.3. Note that geometrically |z| represents the distance be-
tween the point z and the origin.
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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 .
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
z = a − ib. (1.2)
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Remark 1.6. The points z and z are symmetric about the real axis.
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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
and
So,
−|z1 − z2 | ≤ |z1 | − |z2 | ≤ |z1 − z2 | =⇒ |z1 | − |z2 | ≤ |z1 − z2 |.
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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
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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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,
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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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
1 1
Problem 1.5. Prove that if |z| = 1 and z =
6 1, then Re = .
1−z 2
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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
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 2.2. 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)
Remark 2.3. Using Euler’s formula (2.2), one can easily verify that
iθ
e = 1, eiθ + e−iθ eiθ − e−iθ
cos θ = , sin θ = .
2 2i
Z2π
Example 2.4. Compute the integral cos4 θdθ.
0
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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
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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√ √
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
−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 2.4. Write each of the following numbers in the form a + ib.
√
a) ( 3 − i)7 b) (1 + i)95
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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
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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 .
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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.
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}.
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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 ∗ .
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→∞
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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→∞
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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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
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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
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
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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.
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Which of the given sets are open? Describe the boundary of each of
the given sets. Which of the given sets are closed?
Problem 3.4. 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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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?
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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 .
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Remark 4.1. Functions f (z) = z, f (z) = Rez, f (z) = Imz, f (z) = |z|
are nowhere differentiable.
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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
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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
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 − x + C
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 4.9. 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.
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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)
Pn (z) = an (z − z1 )(z − z2 ) · · · (z − zn ).
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Example 5.1. Find all the poles and their multiplicities for
(3z + 3i)(z 2 − 4)
R(z) = .
(z − 2)(z 2 + 1)2
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(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).
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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
• |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.
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Remark 5.4. Functions sin z and cos z are not bounded in general.
ey + e−y
For example, | cos (iy)| = is unbounded.
2
• sec z is even function; tan z, cot z and csc z are odd function, so
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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.
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Remark 5.9.
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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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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
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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.
(i) z(t) has a continuous derivative on [a, b] and z 0 (t) = x0 (t) + iy 0 (t)
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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.
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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
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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.
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Z Z
(iii) f (z)dz = − f (z)dz where −γ denotes the curve directed
−γ γ
opposite to γ
Zπ
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
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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
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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and
z + 1 ≥ |z|2 − 1 = 4 − 1 = 3.
2
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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
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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
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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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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
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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
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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
z(s, t) = (1 + s)e2πit , 0 ≤ s ≤ 1, 0 ≤ t ≤ 1
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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
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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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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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= f (z)dz + f (z)dz
C0 C1
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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
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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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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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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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
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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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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.
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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.
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
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
Sn = c0 + c1 + c2 + · · · + cn , n = 0, 1, 2, . . .
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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∞ 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
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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
∞
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.
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Lecture Notes - Engineering Math II M.Ashyraliyev
∞
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!
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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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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.
∞
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.
∞
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
(−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.
∞
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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∞
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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and call it a Laurent series for f (z) in the annulus r < |z − z0 | < R.
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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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
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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
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)
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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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Lecture Notes - Engineering Math II M.Ashyraliyev
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
z
Problem 8.9. Find the Laurent series for the function f (z) =
z2 − z − 2
in each of the following regions
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Lecture Notes - Engineering Math II M.Ashyraliyev
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.
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 ).
1 9
So the coefficient of term in the Laurent series is . Therefore,
z 2
9
Res(0) = .
2
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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Lecture Notes - Engineering Math II M.Ashyraliyev
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
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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Lecture Notes - Engineering Math II M.Ashyraliyev
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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Lecture Notes - Engineering Math II M.Ashyraliyev
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
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Lecture Notes - Engineering Math II M.Ashyraliyev
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