MTE201 Notescomplex
MTE201 Notescomplex
MTE201 Notescomplex
September 9, 2023
Abstract
Complex analysis has many applications in heat conduction, fluid flow, electrostatic and in other
areas. Extends the familiar real calculus to complex calculus by introducing complex numbers and
functions.
Chapter 1
Complex Numbers
Complex numbers are of the form z = x + iy where x, y ∈ R and i2 = −1, is a complex number
defined as z ∈ C. We call the x the real part of z denoted by Re(z) and y the imaginary part of
z denoted by Im(z), i.e., Re(z) = x and Im(z) = y. For example, if z = 4 − 9i, then Re(z) = 4 and
Im(z) = −9. A real constant multiple of the imaginary unit is called a pure imaginary number.
For example, z = 6i is a pure imaginary number.
Suppose we have two complex numbers z1 = x1 + iy1 and z2 = x2 + iy2 where x1 , x2 , y1 , y2 ∈ R then
z1 = z2 ⇔ x1 = x2 and y1 = y2 .
Complex numbers can be added, subtracted, multiplied and divided. If z1 = a + bi and z2 = c + di,
these properties are defined as follows.
(i) Addition
(ii) Subtraction
1
(iii) Multiplication
Solution: (a) By adding the real and imaginary parts, the sum of the two complex numbers z1
and z2 is
z1 + z2 = (2 + 4i) + (−3 + 8i) = (2 − 3) + (4 + 8)i = −1 + 12i.
The zero in the complex number system is the number 0 + 0i and the unity is 1 + 0i. The zero and
unity are denoted by 0 and 1, respectively.
If z is a complex number, the number obtained by changing the sign of its imaginary part is called
the complex conjugate or simply conjugate. Given z ∈ C, z = x + iy, the complex conjugate
of z, denoted z̄ is given by z̄ = x − iy. For example, if z = 6 + 3i, then z̄ = 6 − 3i, if z = −5 − i,
then z̄ = −5 + i. If z is a real number, say z = 7, then z̄ = 7.
Properties
(i) z + z̄ = 2Re(z).
2
(ii) z − z̄ = 2iIm(z).
(iii) z̄¯ = z.
If z1 , z2 , · · · , zn ∈ C, then
−1
Example: Upper Bound. Find an upper bound for if |z| = 2.
z4 − 5z + 1
But to make the difference as small as possible, we want to make |5z − 1| as large as possible. Then
3
Using |z| = 2, we have
p
Given z = x + iy, then x = r cos θ and y = r sin θ, where r = x2 + y 2 = |x + iy| = |z| is called
modulus or absolute value of z and θ is called the amplitude or argument of z. It follows that the
complex number z = x + iy can be written as
z = x + iy = (r cos θ + ir sin θ)
= r(cos θ + i sin θ),
which is called the polar form of the complex number and r and θ are called polar coordinates.
π √ √
Solution: θ = tan−1 3
= 45◦ =
3
and the modulus = r = 32 + 32 = 3 2. Then
4
3 + 3i = r(cos θ + i sin θ)
√ π π
= 3 2 cos + i sin .
4 4
1
Fench mathematician, Jean Robert Argand (1768-1822).
4
y
3
√ 6
3 2
3
π
i θ=
4 - x
3
√
Example: Express − 3 − i in polar form.
√ q √
y
Solution: With x = − 3 and y = −1, we obtain r = |z| = (− 3)2 + (−1)2 = 2. Now =
x
−1 1 1 π
√ = √ and so tan−1 √ = , which is an angle whose terminal side is in the first quadrant.
− 3 3 3 6
√ π 7π
But since the point (− 3, −1) lies in the third quadrant, so we take θ = arg(z) = + π = .
6 6
The polar form becomes
7π 7π
z = 2 cos + i sin .
6 6
If z1 = x1 + iy1 = r1 (cos θ1 + i sin θ1 ) and z2 = x2 + iy2 = r2 (cos θ2 + i sin θ2 ), then the product of
two complex numbers is
5
with arg(z1 z2 ) = arg(z1 ) + arg(z2 ). The quotient of two complex numbers is given by
z1 r1
= [cos(θ1 − θ2 ) + i(sin(θ1 − θ2 ))] .
z2 r2
2
Solution: By De Moivre’s formula,
= cos5 θ − 10 cos3 θ sin2 θ + 5 cos θ sin4 θ + i(5 cos4 θ sin θ) − 10 cos2 θ sin3 θ + sin5 θ)
1
A number is called the nth root of a complex number z if ω n = z and we write ω = z n . There are
just n distinct solutions of the equation ω n = z, namely
1 1
ω = z n = [r(cos θ + i sin θ)] n
1 θ + 2kπ θ + 2kπ
= r n cos + i sin ,
n n
1
where k = 0, 1, 2, . . . , n − 1. these are the n values of z n .
2
Abraham De Moivre (1667-1754), French mathematician, who pioneered the use of complex numbers in trigonom-
etry and also contributed to probability theory.
6
z2 z1
z3
1
Example: Find the indicated roots and represent them on an Argand diagram (−1 + i) 3 .
and therefore 3π 3π
1 1
4
+ 2kπ 4
+ 2kπ
(−1 + i) = 2
3 6 cos + i sin .
3 3
The roots are
1 π π
If k = 0, z1 = 2 cos + i sin
6
4 4
1 11π 11π
If k = 1, z2 = 2 6 cos + i sin
12 12
1 19π 19π
If k = 2, z3 = 2 6 cos + i sin
12 12
The solutions of the equation z n = 1, where n is a positive integer are called the nth roots of unity,
since 1 = cos 0 + i sin 0 and may be expressed as
2kπ 2kπ
z = cos + i sin , k = 0, 1, 2, . . . , n − 1.
n n
7
2π 2π
Let ω denote the particular root corresponding to k = 1, ω = cos + i sin , then according to
n n
2kπ 2kπ
De Moivre’s formula, the n roots of z = cos + i sin can be written as 1, ω, ω 2 , . . . , ω n−1 .
n n
If k = 0, z1 = 1
2π 2π
If k = 1, z2 = cos + i sin
5 5
4π 4π
If k = 2, z3 = cos + i sin
5 5
6π 6π
If k = 3, z4 = cos + i sin
5 5
8π 8π
If k = 4, z5 = cos + i sin .
5 5
2π 2π
If we call ω = cos + i sin , these can be denoted by 1, ω, ω 2 , ω 3 , ω 4 .
5 5
Solution: Keep in mind we are basically solving the equation ω 3 = i. Now with r = 1,
π
θ = arg(i) = , a polar form of the given number is given by
2
π π
z = cos + i sin .
2 2
With n = 3, we then obtain
√
π π
3 + 2kπ + 2kπ
ωk = 1 cos 2 + i sin 2 , k = 0, 1, 2.
3 3
8
1.7 Euler’s Formula
which is called Euler’s formula. Hence eix = cos x + i sin x and e−ix = cos x − i sin x and therefore
eix + e−ix eix − e−ix
cos x = and sin x = .
2 2i
9
Chapter 2
Analytic Functions
A symbol, such as z, which can stand for any one of a set of complex numbers is called a complex
variable. Suppose, to each value that a complex variable z can assume, there corresponds one or
more values of a complex variable w. We then say that w is a function of z and write w = f (z)
or w = G(z), etc. The variable z is sometimes called an independent variable, while w is called a
dependent variable. The value of a function at z = a is often written f (a). Thus, if f (z) = z 2 , then
f (2i) = (2i)2 = −4.
1
Examples: f (z) = z 2 , f (z) = |z|, f (z) = + z.
z
2.1.1 Differentiation
Definition 2.1.1 If f (z) is a single-valued function defined on a domain D, then f (z) is differen-
tiable at a point z ∈ D, if
f (z + ∆z) − f (z)
f 0 (z) = lim exists.
∆z→0 ∆z
In this case f 0 (z) is called the derivative of f (z) at z and that f (z) is differentiable at z. Equivalent
expressions for f 0 (z) are
10
f (z + h) − f (z)
(a) f 0 (z) = lim .
h→0 h
f (z) − f (z0 )
(b) f 0 (z0 ) = lim .
z→z0 z − z0
If the derivative f 0 (z) exists at all points z of a region D, then f (z) is said to be analytic in D
and is referred to as an analytic function in D or a function analytic in D. A function f that
is analytic throughout a domain D is called holomorphic or regular. A function f (z) which is
analytic at each point of the complex plane is called an entire function.
We are going to see that if a function f (z) = u(x, y) + iv(x, y) is differentiable at a point z, then the
functions u and v must satisfy a pair of equations that relate their first-order partial derivatives.
Theorem 2.2.1 For the function w = f (z) = u(x, y) + iv(x, y) to be analytic in a domain D, it
is necessary and sufficient that there exist in this domain continuous partial derivatives of the
functions u(x, y) and v(x, y) satisfying the Cauchy-Riemann equations
∂u ∂v ∂u ∂v
= , =− .
∂x ∂y ∂y ∂x
Example: The polynomial function f (z) = z 2 + z is analytic for all z and can be written as
f (z) = x2 − y 2 + x + i(2xy + y). Thus u(x, y) = x2 − y 2 + x and v(x, y) = 2xy + y. So the
Cauchy-Riemann equations are satisfied.
∂u ∂v ∂u ∂v
= 2x + 1 = and = −2y = − .
∂x ∂y ∂y ∂x
11
Proposition 2.2.1 If the second partial derivatives of u and v with respect to x and y exist and
∂ 2u ∂ 2u ∂ 2v ∂ 2v
are continuous in a domain D, then + = 0 and + = 0.
∂x2 ∂y 2 ∂x2 ∂y 2
It follows that the real and imaginary parts of an analytic function satisfy Laplace’s equation
∂ 2ψ ∂ 2ψ 2 2 ∂2 ∂2
denoted by + = 0 or 5 ψ = 0, where 5 = + . The operator 52 is often called
∂x2 ∂y 2 ∂x2 ∂y 2
the Laplacian.
Functions such as u(x, y) and v(x, y) which satisfy Laplace’s equation in a domain D are called
harmonic functions and are said to be harmonic in D. Harmonic functions are encountered in
the study of temperatures and potentials.
∂ 2u ∂ 2u
52 u = +
∂x2 ∂y 2
∂ ∂u ∂ ∂u
= +
∂x ∂x ∂y ∂y
∂ ∂v ∂ −∂v
= +
∂x ∂y ∂y ∂x
2 2
∂ v ∂ v
= − = 0.
∂x∂y ∂y∂x
Theorem 2.2.2 If a function is analytic in a domain D, its real and imaginary parts are harmonic
in D.
Example: The function f (z) = z 2 = x2 − y 2 + 2xyi is entire. The functions u(x, y) = x2 − y 2 and
v(x, y) = 2xy are necessarily harmonic in any domain D of the complex plane.
Theorem 2.2.3 Given a real function u(x, y), which is harmonic in a domain D, then there exists
in D an analytic function whose real part equals u(x, y).
Given a harmonic function u(x, y), we may wish to find the corresponding harmonic function v(x, y)
such that u(x, y) + iv(x, y) is analytic. We may determine the unknown function up to an additive
constant.
Example: Show that u = x3 − 3xy 2 + 2y can be the real part of an analytic function. Find the
imaginary part of the analytic function.
∂ 2u ∂ 2u
Solution: We have = 6x and = −6x which sums to zero throughout the z plane. Thus
∂x2 ∂y 2
12
u is harmonic. To find v(x, y) we use the Cauchy-Riemann equations
∂u ∂v
= 3x2 − 3y 2 = (2.1)
∂x ∂y
∂u ∂v
− = 6xy − 2 = (2.2)
∂y ∂x
dc
6xy − 2 = 6xy + .
dx
dc
Obviously , = −2. We integrate and obtain c = −2x + d where d is a true constant, independent
dx
of x and y. Putting this into (??) we finally have
v = 3x2 y − y 3 − 2x + d.
Definition 2.2.1 Given a harmonic function u(x, y), we call v(x, y) the harmonic conjugate of
u(x, y) if u(x, y) + iv(x, y) is analytic.
2.3 Contours
Integrals of complex-valued functions of complex variables are defined on curves in the complex
plane.
Definition 2.3.1 A set of points z = (x, y) in the complex plane is called an arc
if x = x(t), y = y(t), a ≤ t ≤ b where x(t) and y(t) are continuous real-valued functions of a real
parameter t.
Definition 2.3.3 If an arc is simple except for the end of the parameter on [a, b], i.e., z(a) = z(b),
then the arc is called a simple closed curve or Jordan closed curve.
13
y
6
b
a
- x
Definition 2.3.4 An arc z = x(t) + iy(t), a ≤ t ≤ b, is called a differentiable arc if x0 (t) and
y 0 (t) exist and are continuous on the parameter interval [a, b].
p
Now z 0 (t) = x0 (t) + iy 0 (t) and |z 0 (t)| = x0 (t)2 + y 0 (t)2 is integrable over [a, b] and the length of the
arc is given by Z b
L= |z 0 (t)| dt.
a
Definition 2.3.5 An arc is said to be smooth if z 0 (t) = x0 (t) + iy(t) is continuous on [a, b] and
z 0 (t) is non-zero on (a, b).
Definition 2.3.6 A contour is an arc consisting of a finite number of smooth arcs joined end to
end.
14
Chapter 3
Contour Integrals
Z
Definition 3.0.1 The integral of a complex-valued function f (z) along a contour C denoted f (z) dz
C
is the line integral along C.
15
Z Z b
f (z) dz = f (z(t)) · z 0 (t) dt
C a
Z b
≤ |f (z(t)) · z 0 (t) dt|
a
Z b
≤ |f (z(t))| |z 0 (t)| dt
a
Z b
≤ M |z 0 (t)| dt where |f (z)| ≤ M on C
a
Z b
≤ M |z 0 (t)| dt = M L.
a
Z
Example: Evaluate z̄ dz from z = 0 to z = 4 + 2i along the curve C given by z = t2 + it.
C
Example: A Bound for a Contour Integral. Find an upper bound for the absolute value of
I z
e dz
C z +1
Solution: First, the length L (circumference) of the circle of radius 4 is 8π. Next, it follows for all
points z on the circle that |z + 1| ≥ |z| − 1 = 4 − 1 = 3. Thus
ez |ez | |ez |
≤ ≤ .
z+1 |z| − 1 3
In addition, |ez | = |ex (cos y + i sin y)| = ex . For points on the circle |z| = 4, the maximum that
x = Re(z) can be is 4, and so
ez e4
≤ .
z+1 3
From the M L−inequality, we have
ez dz 8πe4
I
≤ .
C z+1 3
16
3.2 Simply and Multiply-Connected Regions
A region R is simply-connected if any simple closed curve in R can be shrunk to a point without
leaving R. A region R is multiply-connected if R is not simply-connected. For example, |z| = 2
is simply-connected whilst 1 < |z| < 2 is multiply-connected.
Intuitively, a simply-connected region is one which does not have any holes in it, while a multiply-
connected region is one which does.
If f (z) is analytic and if f 0 (z) is continuous at each point within and on a closed contour C, then
Z
f (z) dz = 0.
C
If z0 is any constant complex number interior to any simple closed contour C, then for any integer
n, we have I
dz 2πi, n=1
=
C (z − z0 )n 0, n 6= 1.
I
5z + 7 dz
Example: Evaluate , where C is the circle |z − 2| = 2.
C z 2 + 2z − 3
Solution: Since the denominator factors as z 2 + 2z − 3 = (z − 1)(z + 3), the integrand fails to be
analytic at z = 1 and z = 3. Of these two points, only z = 1 lies within the contour C, which is a
circle centred at z = 2 and radius r = 2. By partial fractions
5z + 7 3 3
= +
z 2 + 2z − 3 z−1 z+3
and so I I I
5z + 7 dz dz dz
=3 +2 .
C z 2 + 2z − 3 C z−1 C z+3
17
The first integral has value 2πi and the second integral is 0 by the Cauchy-Goursat Theorem, hence
I
5z + 7 dz
2
= 3(2πi) + 2(0) = 6πi.
C z + 2z − 3
First Formula. If f (z) is analytic inside and on a simple closed curve C and a is any point inside
C, then Z
1 f (z)
f (a) = dz,
2πi C z − a
where C is traversed in the positive (counter-clockwise) sense.
Second Formula. If f (z) is analytic inside and on the boundary of C of a simply-connected region
D, then Z
0 1 f (z) dz
f (a) = ,
2πi C (z − a)2
then the nth derivative of f (z) at z = a is given by
Z
(n) n! f (z) dz
f (a) = , n = 1, 2, 3, . . . .
2πi C (z − a)n+1
The Cauchy Integral formulae are remarkable because they show that if a function f (z) is known
on the simple closed curve C, then the values of the function and its derivatives can be found at all
points inside C Thus, if a function of a complex variable has a first derivative, i.e., is analytic, in a
simply-connected region D, all its higher derivatives exists in D.
1 1 1
Solution: (a) Since = − , we have
(z − 1)(z − 2) z−2 z−1
sin πz 2 + cos πz 2 dz
Z
= 2πi{sin π(2)2 + cos π(2)2 } = 2πi
z − 2
ZC
sin πz 2 + cos πz 2 dz
= 2πi{sin π(1)2 + cos π(1)2 } = −2πi,
C z − 1
18
since z = 1 and z = 2 are inside C and sin πz 2 + cos πz 2 is analytic inside C. Then the required
integral has the value 2πi − (−2πi) = 4πi.
The theorem serves as a converse of the Cauchy-Goursat theorem. In view of this we can now state
that a necessary and sufficient condition for a continuous function to be analytic in a region, is
that, every integral of the function, taken around the entire boundary of each part of the region,
must be zero.
Suppose f is an entire function and is bounded, that is, |f (z)| ≤ M for all z. Then for any
M
point z0 , by the Cauchy’s inequality, we have |f 0 (z0 )| ≤ . By making r arbitrarily large
0
r0
as we can makes |f (z0 )| as small as we wish. This means f (z0 ) = 0 for all points z0 in the
complex plane. Hence f must be a constant.
20
Chapter 4
Series
Let u1 (z), u2 (z), . . . , un (z) denoted {un (z)} be a sequence of functions of z defined and single-
valued in some region of the z plane. We call U (z) the limit of un (z) as n → ∞, and write
lim un (z) = U (z), if given any positive number ε, we can find a number N , such that
n→∞
From the sequence of functions {un (z)} let us form a new sequence {Sn (z)} defined by
S1 (z) = u1 (z)
S2 (z) = u1 (z) + u2 (z)
.. .. ..
. . .
Sn (z) = u1 (z) + u2 (z) + · · · + un (z),
where Sn (z) is called the nth partial sum, is the sum of the first n terms of the sequence {un (z)}.
The series ∞
X
u1 (z) + u2 (z) + · · · + un (z) + · · · = un (z),
n=1
is called an infinite series. If lim Sn (z) = S(z), the series is called convergent and S(z) is its
n→∞
sum, otherwise, the series is called divergent. If a series converges for all values of z in a region
R, we call R the region of convergence of the series.
21
4.3 Geometric Series
1
= 1 + z + z2 + z3 + · · ·
1−z
1
= 1 − z + z2 − z3 + · · ·
1+z
and are valid for |z| < 1.
∞
X ∞
X
A series un (z) is called absolutely convergent, if the series of absolute values, i.e., |un (z)|
n=1 n=1
converges. An absolute convergent series is convergent.
∞
X ∞
X ∞
X
If un (z) converges but |un (z)| does not converge, we call un (z) conditionally conver-
n=1 n=1 n=1
gent.
Convergence tests are important as they are applied before use of the series to make sure that the
series converges.
un+1 X
If lim = L, then un converges (absolutely) if L < 1 and diverges if L > 1 and if
n→∞ un
L = 1, test fails.
22
∞
X (100 + 75i)n
Example: Apply the Ratio Test to determine whether is convergent or divergent.
n=0
n!
Example: Apply the root test to test for convergence of the following series
∞
X (−1)n (4 − i)n
.
n=0
22n + 3
23
Chapter 5
∞
X
2
A series having the form a0 + a1 (z − a) + a2 (z − a) + · · · = an (z − a)n is called a power series
n=0
in z − a. The power series converges for z = a. The power series represent analytic functions and
conversely every analytic function can be represented by a power series.
∞
X
Examples: (i) n2 z n , where an = n2 and a = 0 for n = 1, 2, 3, . . . .
n−1
∞
X
(ii) (−1)n z n , where an = (−1)n and a = 0 for n = 1, 2, 3, . . . .
n=1
∞
X
Consider S(z) = an (z − a)n , then to every power series is associated a circle C called the circle
n=0
of convergence. S(z) would converge if z is interior to C and diverge if z is exterior to C.
∞
X z n+1
Example: Circle of Convergence. Consider the power series . By the Ratio Test
n=1
n
z n+2
n + 1 n
lim = lim |z|.
n→∞ z n+1 n→∞ n+1
n
Series converges absolutely for |z| < 1. The circle of convergence is |z| = 1.
24
5.1 Taylor Series
Let f (z) be analytic inside and on a simple closed curve C. Let a and a + h be two points inside
C. Then
h2 hn
f (a + h) = f (a) + hf 0 (a) + f 00 (a) + · · · + f (n) (a) + · · ·
2 n!
or writing z = a + h, h = z − a, we have
z2 z3 zn
Example: (a) ez = 1 + z + + + ··· + + ···.
2! 3! n!
z3 z5 z 2n−1
(b) sin z = z − + + · · · + (−1)n−1 + ···.
3! 5! (2n − 1)!
X zn ∞
z z
1. e = 1 + z + + · · · = .
2! n=0
n!
∞
z3 z5 X z 2n+1
2. sin z = z − + − ··· = (−1)n .
3! 5! n=0
(2n + 1)!
∞
z2 z4 X z 2n
3. cos z = 1 − + − ··· = (−1)n .
2! 4! n=0
(2n)!
Example:
Let f (z) = ln(1 + z). (a) Expand f (z) in a Taylor series about z = 0. (b) Expand
1+z
ln in a Taylor series about z = 0.
1−z
25
then
f 00 (0) 2 f 000 (0) 3
f (z) = ln(1 + z) = f (0) + f 0 (0)z = z + z + ···
2! 3!
z2 z3 z4
= z− + − + ··· .
2 3 4
π
Example: Expand f (z) = sin z in a Taylor series about z = .
4
Solution:
π √
2
f (z) = sin z f =
π4 √2
0 2
f (z) = cos z f =
π4 2
√
2
f 00 (z) = − sin z f =−
π4 √2
2
f 000 (z) = − cos z f =−
4π √22
f ()iv = sin z f =
4 2
π
Then since a = , we have
4
√
√ √ √
2 2 π 2 π 2 2 π 3
f (z) = sin z = + z− − z− − z− + ···
√2 2 4 2 · 2! 4 2 · 3! 4
π (z − π4 )2 (z − π4 )3
2
= 1+ z− − − + ··· .
2 4 2! 3!
A “Laurent series” for a function is a generalization of the Taylor series, and like a Taylor series,
it is essentially a power series. With a Laurent series, however, the powers can be negative. A
26
major advantage of the Laurent series over the Taylor series is that Laurent series can be expanded
around singular points for a given function, and can then be used to analyze the function in the
neighbourhoods of its singularities. By the way, a singular point for a function f is a point on the
complex plane where f might not be analytic.
Let C1 and C2 be concentric circles of radii R1 and R2 respectively and centre at a. Suppose that
f (z) is single-valued and analytic on C1 and C2 and in the ring-shaped region R (annulus or annular
region) between C1 and C2 . Let a + h be any point in R. then we have
b1 b2 b3
f (a + h) = a0 + a1 h + a2 h2 + · · · + + 2 + 3 + ··· , (5.1)
h h h
where
Z
1 f (z) dz
an = , n = 0, 1, 2, . . . (5.2)
2πi C1 (z − a)n+1
Z
1
bn = (z − a)n−1 f (z) dz, n = 1, 2, . . . .
2πi C2
C1 and C2 being traversed in the positive direction with respect to their interiors. Can write as
b1 b2
f (z) = a0 + a1 (z − a) + a2 (z − a)2 + · · · + + + ··· ,
z − a (z − a)2
where
Z
1 f (ξ)
an = dξ, n = 0, 1, 2, 3, . . . ,
2πi C1 (ξ − a)n+1
Z
1
bn = f (ξ)(ξ − a)n−1 dξ, n = 1, 2, 3, . . . .
2πi C2
This is called Laurent’s Theorem. the part a0 + a1 (z − a) + a2 (z − a)2 + · · · is called the analytic part
of the Laurent series, while the remainder of the series which consists of inverse powers of z − a is
called the principal part. If the principal part is zero, the Laurent series reduces to a Taylor series.
sin z
Example: The function f (z) = 4 is not analytic at z = 0 and hence cannot be expanded in a
z
Maclaurin series. However,
z3 z5 z7 z9
sin z = z − + − + − ···
3! 5! 7! 9!
converges for |z| < ∞. By dividing this power series by z 4 we obtain a series for f with negative
and positive integer powers of z,
principal part analytic part
z }| { z }| {
sin z 1 1 z z3 z5
f (z) = 4 = 3 − + − + − ···.
z z 3!z 5! 7! 9!
Example: Find the Laurent series about the indicated singularity for each of the following func-
tions.
27
1
(a) (z − 3) sin , z = −2. Let z + 2 = u or z = u − 2. Then
z+2
1 1
(z − 3) sin = (u − 5) sin
z+2 u
1 1 1
= (u − 5) − + − ···
u 3!u3 5!u5
5 1 5 1
= 1− − 2
+ 3
+ − ···
u 3!u 3!u 5!u4
5 1 5 1
= 1− − 2
+ 3
+ − ··· .
z + 2 6(z + 2) 6(z + 2) 120(z + 2)4
z − sin z
(b) , z = 0. Then
z3
z3 z5 z7
z − sin z 1
= 3 z− z− + − + ···
z3 z 3! 5! 7!
1 z3 z5 z7
= 3 − + − ···
z 3! 5! 7!
1 z2 z4
= − + − ··· .
3! 5! 7!
z
(c) , z = −2. Let z + 2 = u. Then z = u − 2 and
(z + 1)(z + 2)
z u−2 2−u 1
= = ·
(z + 1)(z + 2) (u − 1)u u 1−u
2−u
1 + u + u2 + u3 + · · ·
=
u
2
= + 1 + u + u2 + · · ·
u
2
= + 1 + (z + 2) + (z + 2)2 + · · · .
z+2
1
Example: Expand f (z) = in a Laurent series valid for the following annular domains.
z(z − 1)
(a) 0 < |z| < 1 (b) 1 < |z| (c) 0 < |z − 1| < 1 (d) 1 < |z − 1|.
28
In parts (a) and (b) we want to represent f in a series involving only negative and non-negative
powers of z, whereas in parts (c) and (d) we want to represent f in a series involving negative and
non-negative powers of z − 1.
(a) By writing
1 1
f (z) = − ,
z1−z
then
1
f (z) = − 1 + z + z 2 + z 3 + z 4 + · · · .
z
1
The infinite series in the brackets converges for |z| < 1, but after multiplying this expression by ,
z
the resulting series
1
f (z) = − − 1 − z − z 2 − z 3 − · · ·
z
converges for 0 < |z| < 1.
(b) To obtain a series that converges for 1 < |z|, we start by constructing a series that converges
1
for < 1. To this end write the given function f as
z
1 1
f (z) = 1
z2 1 − z
and therefore
1 1 1 1
f (z) = 2 1 + = 2 + 3 + ··· .
z z z z
1
The series in the brackets converges for < 1 or equivalently for 1 < |z|. Thus the required
z
Laurent series is
1 1 1 1
f (z) = 4
+ 3 + 4 + 5 + ··· .
z z z z
29
(c) We want all powers of z − 1. We add and subtract 1 in the denominator to get
1
f (z) =
(1 − 1 + z)(z − 1)
1 1
= +
z − 1 1 + (z − 1)
1
1 − (z − 1) + (z − 1)2 − (z − 2)3 + · · ·
=
z−1
1
= − 1 + (z − 1) − (z − 1)2 + · · · .
z−1
The requirement that z 6= 1 is equivalent to 0 < |z−1| and the geometric series in brackets converges
for |z − 1| < 1. Thus the last series converges for z satisfying 0 < |z − 1| and |z − 1| < 1, i.e., for
0 < |z − 1| < 1.
1
Because the series within the brackets converges for < 1, the final series converges for
z−1
1 < |z − 1|.
8z + 1
Example: Expand f (z) = in a Laurent series valid for 0 < |z| < 1.
z(1 − z)
then
9
= 9 + 9z + 9z 2 + · · · .
1−z
1
The foregoing geometric series converges for |z| < 1, but after we add the term to it, the resulting
z
Laurent series
1
f (z) = + 9 + 9z + 9z 2 + · · ·
z
is valid for 0 < |z| < 1.
30
Chapter 6
Residue Theorem
1
Singularities are points z = a where the function fails to be analytic. For example, (a) f (z) =
z
1
has a singularity at z = 0, (b) f (z) = has isolated singularities at z = 0, z = ±i.
z(z 2 + 1)
It is possible to classify the singularities of a function f (z) by examination of its Laurent series.
ez
Example: Show that f (z) = has a pole of order 3 at z = 2.
(z − 2)3
31
Solution: f (z) has a singularity at z = 2. Therefore, we need a Laurent series of f (z) in powers
of z − 2. We know that
z2 z3
ez = 1 + z + + + ··· .
2! 3!
So
z−2 (z − 2)2 (z − 2)3
e = 1 + (z − 2) + + + ··· .
2! 3!
Therefore,
ez ez−2 · e2
f (z) = =
(z − 2)3 (z − 2)3
e2 (z − 2)2 (z − 2)3
= 1 + (z − 2) + + + ···
(z − 2)3 2! 3!
e2 e2 e2 e2
= + + + + ··· .
(z − 3)3 (z − 2)2 2(z − 2) 3!
e2 e2 e2
+ + .
(z − 3)3 (z − 2)2 2(z − 2)
z 2 − 3z + 2
Example: Show that f (z) = has a simple pole at z = 3.
z−3
z 2 − 3z + 2 z(z − 3) + 2
f (z) = =
z−3 z−3
2
= z+ .
z−3
2
The principal part of f (z) at z = 3 is . We see that z = 3 is a simple pole.
z−3
Definition 6.2.2 If a single-valued function f (z) is not defined at z = a but lim f (z) exist, then
n→∞
z = a is called a removable singularity.
OR
∞
X
Suppose that in bn (z − a)−n , bn = 0 for all n = 1, 2, . . . . Then z = a is called a removable
n=1
singularity.
32
sin z
Example: Show that f (z) = has a removable singularity at z = 0.
z
Definition 6.2.3 If f (z) is single-valued, then any singularity which is not a pole or a removable
singularity is called an essential singularity. If z = a is an essential singularity of f (z), the
principal part of the Laurent expansion has infinitely many terms.
1
Example: Show that f (z) = e 2z has an essential singularity at z = 0.
Solution: We must find the Laurent series of f (z) at z = 0, i.e., in powers of z. we have
2 3
1 1 1 1 1 1
e 2z = 1 + + + + ···
2z 2 2z 3! 2z
∞
X 1 1
= 1+ .
n=1
n!2n z n
∞
X 1 1
So the principal part of f (z) at z = 0 is , which has infinitely many terms, consequently
n=1
n!2n z n
z = 0 is an essential singularity of f (z).
6.3 Residues
Let f (z) be single-valued and analytic inside and on a circle C except at the point z = a chosen as
the centre of C. Then f (z) has a Laurent series about z = a given by
∞
X
f (z) = an (z − a)n
n=−∞
a−1 a−2
= a0 + a1 (z − 1) + a2 (z − a)2 + · · · + + + ··· ,
z − a (z − a)2
where Z
1 f (z) dz
an = , n = 0, ±1, ±2, . . . .
2πi C (z − a)n+1
33
In the special case n = −1, we have
Z
f (z) dz = 2πia−1 .
C
To obtain the residue of a function f (z) at z = a we might need the Laurent expansion of f (z)
about z = a. However, in the case where z = a is a pole of order k, there is a simple formula for
a−1 , given by
1 dk−1 k
a−1 = lim (z − a) f (z) .
z→a (k − 1)! dz k−1
z
Example: If f (z) = , then z = 1 and z = −1 are poles of order one and two
(z − 1)(z + 1)2
respectively. Residue at z = 1 is
z 1
lim (z − 1) 2
= .
z→1 (z − 1)(z + 1) 4
Residue at z = −1 is
1 d 2 z 1
lim (z + 1) 2
=− .
z→−1 1! dz (z − 1)(z + 1) 4
Let f (z) be single-valued and analytic inside and on a simple closed curve C except at the singular-
ities a, b, c . . . , inside C with residues given by a−1 , b−1 , c−1 , . . . . Then the residue theorem states
that Z
f (z) dz = 2πi(a−1 + b−1 + c−1 + · · · ).
C
i.e., the integral of f (z) around C is 2πi times the sum of the residues of f (z) at the singularities
enclosed by C.
e−z
Z
Example: Evaluate dz, where C is the positive circle |z| = 3.
C (z − 1)3
34
e−z
Solution: The integrand has a triple pole at z = 1, therefore, residue at z = 1 is given by
(z − 1)3
1 d2 e−z 1 d2 −z
3
lim (z − 1) = lim e
z→1 2! dz 2 (z − 1)3 z→1 2 dz 2
e−z
= lim
z→1 2
e−1
= .
2
Then by the Residue Theorem,
e−z
Z
dz = 2πi{sum of residues}
C (z − 1)3
1 −1
= 2πi e
2
= πie−1 .
One of the important applications of the theory of residues consists in the evaluation of certain
types of real definite integrals. Here we use the Residue Theorem together with a suitable function
Z ∞
f (z) and a suitable closed path or contour C. If F (x) dx, F (x) is a rational function. Consider
Z −∞
F (z) dz along a contour C consisting of the line along the x−axis from −R to R and the semi-
C
circle Γ above the x−axis having this line as diameter.
∞
2x2 − 1
Z
Example: Evaluate dx.
−∞ x4 + 5x2 + 4
2z 2 − 1 2z 2 − 1
Solution: The auxillary function is f (z) = = and has singularities
z 4 + 5z 2 + 4 (z 2 + 1)(z 2 + 4)
at ±i and ±2i. The singularities z = i and z = 2i are lying in the upper half plane. The residue at
z = i is
2z 2 − 1 2z 2 − 1 −3 1
lim(z − i) = lim = = − .
z→i (z − i)(z + i)(z 2 + 4) z→i (z + i)(z 2 + 4) (2i)(3) 2i
The residue at z = 2i is
2z 2 − 1 2z 2 − 1 −9 3
lim (z − 2i) 2
= lim 2
= = .
z→2i (z + 1)(z − 2i)(z + 2i) z→2i (z + 1)(z + 2i) (−3)(4i) 4i
Hence ∞
2x2 − 1
Z
3 1 π
dx = 2πi − = .
−∞ x4 + 5z 2 + 4 4i 2i 2
35
∞
x2 dx
Z
Example: Find the value of the integral .
0 (x2 + 9)(x2 + 4)2
z2
f (z) = 2 ,
(z + 9)(z 2 + 4)2
consists of simple poles at the points z = ±3i and poles of the second order at z = ±2i. The residue
at the pole is,
z2 z2 3
lim (z − 3i) = lim = − .
z→3i (z + 3i)(z − 3i)(z 2 + 4)2 z→3i (z + 3i)(z 2 + 4)2 50i
z2 z2
d 2 d 13i
lim (z − 2i) 2 2 2
= lim 2 2
=− .
z→2i dz (z + 9)(z − 2i) (z + 2i) z→2i dz (z + 9)(z + 2i) 200
Therefore ∞
x2 dx
Z
1 1 3 13i π
2 2 2
= 2πi − − = .
2 −∞ (x + 9)(x + 4) 2 50i 200 200
Hence ∞
x2 dx
Z
π
2 2 2
= .
0 (x + 9)(x + 4) 200
Z ∞
6.6 Definite Integrals of the Type F (x) sin mx dx or
Z ∞ −∞
F (x) cos mx dx
−∞
Z ∞
cos mx π −m
Example: Show that dx = e , m > 0.
0 x2 + 1 2
eimz
Z
Solution: Consider 2
dz. The integrand has simple poles at z = ±i, but only z = i lies in
C z +1
the upper half plane. Residue at z = i is
eimz e−m
lim(z − i) = .
z→i (z − i)(z + i) 2i
36
Then by the Residue Theorem
eimz e−m
Z
dz = 2πi = πe−m .
C z2 + 1 2i
Then ∞
eimz
Z
2
dx = πe−m ,
−∞ x +1
that is to say, Z ∞ Z ∞
cos mx sin mx
dx + i dx = πe−m
−∞ x2 + 1 −∞ x2 + 1
and so Z ∞
cos mx 1
2 2
dx = πe−m = e−m .
−∞ x +1 2
37