Chapter 1
Chapter 1
Chapter 1
Complex Variable
1.1 Introduction
The theory of functions of a complex variable, also called for brevity com-
plex variables or complex analysis, is one of the beautiful as well as useful
branches of mathematics that investigates functions of complex numbers.
Re z ≡ x, Im z ≡ y (1.2)
1
Class Notes on ECEG-6201
1.2. COMPLEX NUMBERS Analytical & Comp. Methods
as for real numbers. We identify (x, 0) with the real number x and hence
the complex number system is an extension of the real number system.
i ≡ (0, 1) (1.6)
i2 = −1 (1.7)
z = x + iy (1.10)
Let z = x+iy, then x−iy is called the complex conjugate of z and is denoted
by z̄ or z ∗ .
From Figure 1.1, x = r cos θ, y = r sin θ so that we have the polar form of
the complex number as
θ is the argument of z
y
θ = arg z = tan−1 (1.13)
x
For z = 0, arg z is not defined. For z ̸= 0 it is determined only up to integer
multiples of 2π. The value of θ that lies in the interval −π < θ ≤ π is called
the principal value of the argument of z(̸= 0) and is denoted by Arg z. Thus
by definition,
θ = Arg z, −π < Arg z ≤ π (1.14)
Example 1.1 Express 1 + i in polar form and determine the principal value of the
argument. ◀
Making use of
w2 w3
ew = 1 + w + + + ··· (1.15)
2! 3!
and putting w = iθ, we have
θ2 iθ3
eiθ = 1 + iθ − − + ···
2! 3!
θ2 θ4 θ3 θ5
= 1− + − − ··· + i θ − + − ···
2! 4! 3! 5!
= cos θ + i sin θ
z = x + iy = reiθ (1.16)
a0 + a1 z + a2 z 2 + · · · + an z n = a0 + a1 z̄ + a2 z̄ 2 + · · · + an z̄ n
(c) sin6 θ = 1
32 (10 − 15 cos 2θ + 6 cos 4θ − cos 6θ) ◀
Example 1.2 Prove the above statement and show that the q roots of z = x + iy
are
√
q
1
z = [r(cos θ + i sin θ)] q
1 2nπ + θ 2nπ + θ
= r cos
q + i sin , n = 0, 1, . . . , q − 1.
q q
1
Example 1.3 Find (1) 3 .
Exercise 1.3
1. Find all the roots of
1
(a) (1 + i) 3
√
3 34
(b) ( 12 + i 2 )
1
(c) i 3
1
(d) (−i) 6
1
(e) 32 5
2. Solve the equations
(a) x7 + x4 + x3 + 1 = 0
(b) (x − 1)4 + x4 = 0
(c) (1 + x)3 = i(1 − x)3
(d) (1 + x)n = (1 − x)n , n- integer. ◀
1.3.2 Derivatives
Let f (z) be a single-valued function of the variable z, the derivative of f (z)
is defined as
d f (z + ∆z) − f (z)
f ′ (z) ≡ f (z) = lim (1.21)
dz ∆z→0 ∆z
provided the limit exits independent of the manner in which ∆z → 0.
If the limit (1.21) exits for z = z0 , then f (z) is called analytic at z0 . If the
limit exits for all z in a region R, then f (z) is called analytic in R. In order
to be analytic, f (z) must be single-valued and continuous. The converse,
however, is not necessarily true.
Example 1.8
1. Show that the real and imaginary parts u and v of an analytic function satisfy
the Laplace’s equation, viz.,
∂2ψ ∂2ψ
+ =0
∂x2 ∂y 2
Note that when the function f (z) is known to be analytic, it can be differ-
entiated in the ordinary way as if it is a real variable. Thus
f (z) = z 2 ⇒ f ′ (z) = 2z
f (z) = sin z ⇒ f ′ (z) = cos z, etc.
Exercise 1.5
1. Show that the following functions are non-analytic
(a) |z|2
(b) z − z̄
(c) 2x + ixy 2
(d) ex e−iy
(e) z|z|
2. Show that f ′ (z) exits everywhere
(a) f (z) = iz + 2
(b) f (z) = e−x e−iy
(c) f (z) = z 3
(d) f (z) = cos x cosh y − i sin x sinh y
3. Are the following functions analytic?
(a) f (z) = z 4
(b) f (z) = i|z|4
(c) f (z) = i/z
1
(d) f (z) = , z ̸= 2
z−2
(e) f (z) = arg z
(f) f (z) = (1 + i)z 2
(g) f (z) = Re z/Im z
(h) f (z) = (1 + i)(x + y)2
(i) f (z) = ln |z| + iArg z
Exercise 1.6
(a) Determine an analytic function whose imaginary part is 2x(1 − y).
(b) Determine an analytic function whose real part is e2x (x cos 2y−y sin 2y).
(c) Find p such that the function f (z) = r2 cos 2θ + ir2 sin pθ is analytic.
(d) Prove that there is no analytic function whose imaginary part is x2 −2y.
(e) Show that the function u = e−2xy sin(x2 − y 2 ) is harmonic.
p
(f) Show that the function f (z) = |xy| is not regular at the origin, al-
though all the R-C relations are satisfied. ◀
The ratio test for real series can be employed to investigate the absolute
convergence of complex power series.
1 |an+1 |
= lim (1.26)
R n→∞ |an |
Alternatively, the series (1.24) is absolutely convergent if |z| < R and diver-
gent if |z| > R.
Example 1.9 Find the part of the z-plane for which the following series are con-
vergent
∞
X zn
1.
n=0
n!
∞
X
2. n!z n
n=0
∞
X zn
3. ◀
n=0
n
Exercise 1.8 Find the part of the z-plane for which the following series are con-
vergent
∞
X n!
1. n
zn
n=0
(n + 1)
∞
X n
2. zn
n=0
n2 +1
∞
X n2 n
3. z ◀
n=0
3n
az 2 + bz + c = 0, (a ̸= 0)
−b + (b2 − 4ac)1/2
z=
2a
where the two roots are to be considered when b2 − 4ac ̸= 0.
2. Use the above result to show the roots of
z 2 + 2z + (1 − i) = 0
1 i 1 i
are −1 + √ + √ , and −1 − √ −√ ◀
2 2 2 2
1.5.1 Logarithms
The natural logarithm of z = x + iy denoted by ln z is defined as the inverse
of the exponential function; i.e., w = ln z is defined for z ̸= 0 by the relation
ew = z
If z = reiθ , then
ln z = Ln z ± 2nπi, (n = 0, 1, 2, 3, . . .) (1.36)
z c = ec ln z (c complex, z ̸= 0) (1.37)
Exercise 1.20 The inverse of sine w = sin−1 z is defined such that sin w = z and
1
so on. Using sin w = 2i (eiw − e−iw ) and similar relations show that
√
1. sin−1 z = −i ln(iz + 1 − z 2 )
√
2. cos−1 z = −i ln(z + z 2 − 1)
√
3. cosh−1 z = ln(z + z 2 − 1)
√
4. sinh−1 z = ln(z + z 2 + 1)
i i+z
5. tan−1 z = ln
2 i−z
1 1+z
6. tanh−1 z = ln ◀
2 1−z
Example 1.11 Given w = f (z) = z +(1−i) determine the region D′ of the w-plane
corresponding to the rectangular region D in the z-plane bounded by x = 0, y =
0, x = 1, y = 2. ◀
Suppose two curves C1 , C2 in the z-plane intersect at the point P and the
corresponding curves C1′ , C2′ in the w-plane intersect at P ′ under the trans-
formation w = f (z) (see Fig. 1.2). If the angle of intersection of the curves
at P is the same as the angle of intersection of the curves at P ′ , both in
magnitude and sense, then the transformation is said to be conformal at P .
Figure 1.2: Two curves C1 and C2 in the z-plane, which are mapped onto
C1′ and C2′ in the w-plane.
Exercise 1.22 Show that under the conformal transformation w = f (z), the
lengths of the arcs through P are magnified in the ratio ρ : 1, where ρ = |f ′ (z)|.
Thus an infinitesimal length in the z-plane is magnified by a factor |f ′ (z)| in the
w-plane and consequently infinitesimal ares in the z-plane are magnified by the
factor |f ′ (z)|2 in the w-plane. Also the tangent to the curve C at P is rotated
through an angle ϕ = Arg [f ′ (z)] under the given transformation.
Reiϕ = ρrei(θ+α)
⇒ R = ρr and ϕ = θ + α
3. Inversion: w = 1/z
Let z = reiθ and w = Reiϕ . Then
1 1
Reiϕ = e−iθ ⇒ R = , ϕ = −θ
r r
Thus the transformation maps the point P (r, θ) in the z-plane into the
point P ( 1r , −θ) in the w-plane.
az + b
4. Bilinear or Mobius transformation: w =
cz + d
For ad − bc ̸= 0, the bilinear transformation is a combination of i )
translation, ii ) rotation and magnification, and iii ) inversion. This
can be seen by rewriting w as
a bc − ad 1
w= +
c c2 d
z+
c
Exercise 1.23
1. Under w = eiπ/4 z, determine the image of the region bounded by the lines
x = 0, y = 0 and x + y = 1.
2. Find the image of the circle |z| = 2 under the transformation w = z + 3 + 2i.
3. Find the image of the following curves under the mapping w = 1/z
(a) the line y − x + 1 = 0
(b) the circle |z − 3| = 5.
4. Show that the map of the real axis of the z-plane on the w-plane by the
1
transformation w = z+i is a circle and find its center and radius.
5. Find and sketch the image of the following regions under the mapping w = ez ,
(a) |x| < 1, |y| < π/2
(b) x < 1, |y| ≤ π
(c) 0 ≤ y ≤ π/2.
2 2
−b
6. Show that the transformation w = z + a 4z transforms the circle |z| =
1
2 (a + b) in the z-plane into an ellipse of semi-axes a, b in the w-plane.
7. Find the electrostatic potential V (r, θ) in the space 0 < r < 1, 0 < θ < π/4,
bounded by the half planes θ = 0 and θ = π/4 and portion 0 ≤ θ ≤ π/4 of the
cylindrical surface r = 1, when V = 1 on the planar surfaces and V = 0 on
the cylindrical one. Verify that the solution obtained satisfies the boundary
conditions. ◀
ϕ(z)
If f (z) = , ϕ(a) ̸= 0, where ϕ(z) is analytic everywhere in a region
(z − a)n
including z = a, and if n is a positive integer, then f (z) has an isolated
singularity at z = a which is called a pole of order n. If n = 1, the pole is
often called a single pole; if n = 2, it is called a double pole, and so on.
z
For example, f (z) = has two singularities; a pole of or-
(z − 3)2 (z + 1)
3z − 1
der 2 at z = 3 and a single pole at z = −1. Similarly f (z) = 2 =
z +4
3z − 1
has two poles at z = ±2i.
(z + 2i)(z − 2i)
An alternative definition is that
For instance,
z3 z5
sin z 1
f (z) = = z− + − ···
z z 3! 5!
z2 z4
= 1− + − ···
3! 5!
therefore limz→0 f (z) = 1, and so f (z) has a removable singularity at z = 0.
Exercise 1.24 Find the singularities, if any, and describe their type (use power
series if needed)
z2
1.
(z + 1)3
sin mz
2. , m ̸= 0
z 2 + 2z + 1
1 − cos z
3.
z
1
−
4. e (z−1)2
sin z
5. ◀
z−π
R 1+i
Example 1.13 Evaluate 0
(x2 − iy)dz along paths a) y = x, b) y = x2 .
The Cauchy’s integral formulas show that if the function f (z) is known on
the closed curve C then it is also known within C, and the various deriva-
tives at points within C can be calculated. Thus if a function of complex
variable has a first derivative, it has all higher derivatives as well. This, of
course, is not necessarily true for functions of real variables.
3z 2 + z
I
2. 2
dz, C is the circle |z − 1| = 1
C z −1
e2z
I
3. 4
dz, C is the circle |z| = 2.
C (z + 1)
Exercise 1.28
3z 2 + 7z + 1
I
1. Evaluate dz, where C is (a) |z| = 1.5 (b) |z + i| = 1.
C z+1
I
cos πz
2. Evaluate 2−1
dz, around the rectangle with vertices (a) 2 ± i, −2 ± i (b)
C z
−i, 2 − i, 2 + i, i.
sin2 z
I
3. Evaluate 3
dz, where C is |z| = 1.
C (z − π/6)
4. Let C be the unit circle z = eiθ (−π ≤ θ ≤ π). First show that for any real
constant a, Z az
e
dz = 2πi
C z
Then write the integral in terms of θ to derive the integral formula
Z π
ea cos θ cos(a sin θ)dθ = π
0
4z 2 + z + 5
I
x2 y2
5. If f (ξ) = dz, where C is the ellipse 4 + 9 = 1, find
z−ξ
′ ′′
f (1), f (i), f (−1), f (−i). ◀
Exercise 1.30 Find the Taylor series of the following functions with the given
points as centers and determine the radius of convergence.
1. ez , πi
z
2. e , 1
3. e−2z , 0
1
4. , 1
z2
1
5. , 1+i
z+2
6. ln z, 1
7. sinh(z − 4i), 4i
z
8. , 2
(z + 1)(z + 2)
9. ln(1 + z), 0.
Exercise 1.31 Find the Maclaurin series by integrating that of the integrand term
by term
Z z t
e −1
1. dt
0 t
Z z
1 − cos t
2. dt
0 t2
Z z
2 2
3. erf(z) = √ e−t dt (the error function)
π 0
Z z
sin t
4. Si(z) = dt (the Sine integral)
0 t
Z z
5. S(z) = sin t2 dt (Fresnel integrals)
0
Z z
6. C(z) = cos t2 dt (Fresnel integrals.) ◀
0
Figure 1.3: The region of convergence R for a Laurent series of f (z) about
a point z = z0 where f (z) has a singularity.
where
I I
1 f (ξ) 1
an = dξ, bn = (ξ − z0 )n−1 f (ξ)dξ
2πi C (ξ − z0 )n+1 2πi C
1
4. , z = 0, −2
z(z + 2)3
Exercise 1.33 Expand the following functions in Laurent’s series
1
1. , |z| > 2
z−2
1
2. 2 , 1 < |z| < 3
z − 4z + 3
1
3. , |z| > 2
z(z − 1)(z − 2)
1 − cos z
4. , z=0
z3
ez
5. , z=1
(z − 1)2
4z 2 + 2z − 4
6. , 2 < |z − 2| < 3
z 3 − 4z
7. z 2 sinh( z1 ), z = 0. ◀
I
sin z
Example 1.20 Evaluate dz, around the unit circle C. ◀
C z4
1 dm−1
Res f (z) = lim [(z − z0 )m f (z)] (1.54)
z=z0 (m − 1)! z→z0 dz m−1
Example 1.21
z2
1. Determine the poles of the function f (z) = and the residue
(z − 1)2 (z + 2)
at each pole.
sin z
2. Find the sum of the residues of the function f (z) = at its poles inside
z cos z
the circle |z| = 2.
ez
I
Example 1.22 Evaluate dz, where C is the circle |z − 1| = 3.
(z + 1)2
IC
2z − 1
Example 1.23 Evaluate dz, where C is the circle |z| = 2.
C z(z + 1)(z − 3)
Exercise 1.36 Determine the poles and the residues at each pole.
2z + 1
1.
z2 −z−2
1 − e2z
2.
z4
z
3.
cos z
4. tan z.
Exercise 1.37 Find the residues at z = 0
1. z cos( z1 )
2. csc2 z
1 + ez
3. .
sin z + z cos z
Exercise 1.38 Evaluate the following integrals
I
sin πz
1. dz, C : |z − i| = 2
C z4
I
z
2. dz, C : |z − 2| = 1.5
C (z − 1)(z − 2)2
sin πz 2 + cos πz 2
I
3. 2 2
dz, C : |z| = 3
C (z − 1) (z − 2)
ez
I
4. dz, C : |z − i| = 1.5
C cos πz
I
dz
5. , C : |z| = 4
C sinh z
I
tan πz
6. dz, C : |z + 1.5i| = 1. ◀
C z3
Z 2π
F (cos θ, sin θ)dθ
0
Z 2π
Integrals of the type F (cos θ, sin θ)dθ, where F (cos θ, sin θ) is a rational
0
function of cos θ and sin θ:
z + z −1 z − z −1 dz
Z 2π I
F (cos θ, sin θ)dθ = F , (1.55)
0 C 2 2i iz
Z 2π
dθ
Exercise 1.39 Evaluate . ◀
0 2 + cos θ
Z ∞
f (x)
dx
−∞ F (x)
Z ∞
f (x)
Integrals of the type dx, where f (x) and F (x) are polynomials in
−∞ F (x)
x such that xf (x)
F (x) → 0 as x → ∞ (degree of F is at least two units higher
than f ) and F (x) has no zeros on the real axis:
I
f (z)
Consider dz over the closed contour C consisting of the real axis
C F (z)
from −R to R and the semi-circle C1 of radius R in the upper half plane
(Fig. 1.4).
I
f (z) f (z)
dz = 2πi(sum of residues of in the upper half plane)
C F (z) F (z)
or Z Z R
f (z) f (x) X f (z)
dz + dx = 2πi Res
C1 F (z) −R F (x) F (z)
∞
x2
Z
Exercise 1.40 Evaluate dx, (a > 0, b > 0) ◀
−∞ (x2 + a2 )(x2 + b2 )
Z ∞
f (x)
dx, F (x) has zeros on the real axis
−∞ F (x)
In such case we proceed in a manner similar as in the above case except that
the singularities on the real axis are encircled in a small semi-circle to avoid
their inclusion in C, i.e., the contour C is indented at these singularities
(Fig. 1.5).
Figure 1.5: An indented contour used when the integrand has a simple pole
on the real axis.
Exercise 1.41 Show that if f (z) has a simple pole at z = a on the real axis (Fig.
1.6), then Z
lim f (z)dz = πiRes f (z)
r→0 C2 z=a
Z ∞
dx
Example 1.24 Evaluate ◀
−∞ (x2 − 3x + 2)(x2 + 1)
Figure 1.6:
Fourier Integrals
Z ∞ Z ∞
f (x) f (x)
cos sx dx and sin sx dx, where f (x) and F (x) are de-
−∞ F (x) −∞ F (x)
fined as above.
I
f (z) isz
Consider e dz, then
C F (z)
Z ∞
f (x) X f (z) isz
cos sx dx = −2π Im Res [ e ]
−∞ F (x) F (z)
Z ∞
f (x) X f (z) isz
sin sx dx = 2π Re Res [ e ]
−∞ F (x) F (z)
∞
x2
Z
10. dx
−∞ x4 −1
Z ∞
sin mx
11. dx, m > 0, a > 0
0 x(x2 + a2 )
Z ∞
dθ
12.
0 (5 − 3 cos θ)2
Z ∞
sin x
13. dx
−∞ x4 + 4x + 5
Z ∞
(2n)!
14. sin2n θ dθ ans. π (n = 1, 2, . . .)
0 22n (n!)2
Z ∞
ln x
15. dx ans. −π/4 ◀
0 (x2 + 1)2