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Chapter 1

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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.

Although originating in an atmosphere of mystery, suspicion and distrust,


as evidenced by the terms imaginary and complex present in the literature,
it was finally placed on a sound foundation in the 19th century through the
efforts of Cauchy, Riemann, Weierstrass, Gauss, and other great mathemati-
cians. It is useful in many branches of mathematics, including number theory
and applied mathematics; as well as in physics, hydrodynamics, thermody-
namics, and electrical engineering. In modern times, it has become very
popular through a new boost from complex dynamics and the pictures of
fractals produced by iterating holomorphic functions.

1.2 Complex Numbers


A complex number z can be defines as an ordered pair (x, y) of real numbers
x, y
z ≡ (x, y) (1.1)
we call x the real part of z and y the imaginary part of z and write

Re z ≡ x, Im z ≡ y (1.2)

Equality, addition and multiplication on complex numbers z1 = (x1 , y1 ) and

1
Class Notes on ECEG-6201
1.2. COMPLEX NUMBERS Analytical & Comp. Methods

z2 = (x2 , y2 ) can be defined as

z1 = z1 iff x1 = x2 and y1 = y2 (1.3)


z1 + z2 = (x1 + x2 , y1 + y2 ) (1.4)
z1 z2 = (x1 x2 − y1 y2 , x1 y2 + x2 y1 ) (1.5)

1.2.1 Representation in the Form z = x + iy


A complex number whose imaginary part is zero is of the form (x, 0). For
such numbers:

(x1 , 0) + (x2 , 0) = (x1 + x2 , 0)


(x1 , 0)(x2 , 0) = (x1 x2 , 0)

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.

We denote the complex number (0, 1) by i or j

i ≡ (0, 1) (1.6)

We observe that i2 = (0, 1)(0, 1) = (−1, 0) = −1. Hence

i2 = −1 (1.7)

Furthermore, for every real y, we have

iy = (0, 1)(y, 0) = (0, y) (1.8)

Combining with x = (x, 0), we obtain

(x, y) = (x, 0) + (0, y) (1.9)

we can therefore write every complex number z = (x, y) as

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 ∗ .

1.2.2 Complex Plane and Polar Form


Since a complex number x + iy can be considered as an ordered pair (x, y),
we can represent such number by points in an xy plane called the complex
plane or Argand diagram.

Murad Ridwan, PhD 2 of 30


School of of Electrical & Computer Engineering
AAiT, Addis Ababa University.
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1.2. COMPLEX NUMBERS Analytical & Comp. Methods

Figure 1.1: Complex plane.

From Figure 1.1, x = r cos θ, y = r sin θ so that we have the polar form of
the complex number as

z = x + iy = r(cos θ + i sin θ) (1.11)

r is the amplitude, absolute value or modulus of z


p
|z| = r = x2 + y 2 (1.12)

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

Murad Ridwan, PhD 3 of 30


School of of Electrical & Computer Engineering
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1.2. COMPLEX NUMBERS Analytical & Comp. Methods

hence a complex number z = x + iy can be represented exponentially as

z = x + iy = reiθ (1.16)

Exercise 1.1 Verify the following identities


z + z̄ z − z̄
1. Re z = , Im z =
2 2i
2. z1 ± z2 = z̄1 ± z̄2
 
z1 z̄1
3. z1 z2 = z̄1 z̄2 , =
z2 z̄2
4. z1 + z2 + · · · + zn = z̄1 + z̄2 + · · · + z̄n (use mathematical induction)
5. z1 z2 · · · zn = z̄1 z̄2 · · · z̄n
6. z z̄ = |z|2
7. |z1 + z2 | ≤ |z1 | + |z2 | (triangle inequality)
8. |z1 + z2 + · · · + zn | ≤ |z1 | + |z2 | + · · · + |zn | (use mathematical induction)
z1 + z2 |z1 | + |z2 |
9. ≤ (for |z3 | =
̸ |z4 |)
z3 + z4 ||z3 | − |z4 ||
10. Let a0 , a1 , . . . , an (n ≥ 1) denote real numbers, show that

a0 + a1 z + a2 z 2 + · · · + an z n = a0 + a1 z̄ + a2 z̄ 2 + · · · + an z̄ n

Exercise 1.2 Using the polar or complex form, show that


1. z1 z2 = r1 r2 [cos(θ1 + θ2 ) + i sin(θ1 + θ2 )] and hence

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


z1 r1
2. = [cos(θ1 − θ2 ) + i sin(θ1 − θ2 )] and hence
z2 r2
 
z1 |z1 | z1
= , arg = arg(z1 ) − arg(z2 )
z2 |z2 | z2
3. z n = rn (cos nθ + i sin nθ) for any integer n.
Setting |z| = r = 1, yields de Moivre’s relation z n = cos nθ + i sin nθ
4. Use de Moivre’s relation to show that
(a) cos 2θ = 2 cos2 θ − 1, sin 2θ = 2 sin θ cos θ
(b) cos 6θ = 32 cos θ − 48 cos4 θ + 18 cos2 θ − 1
6

(c) sin6 θ = 1
32 (10 − 15 cos 2θ + 6 cos 4θ − cos 6θ) ◀

Murad Ridwan, PhD 4 of 30


School of of Electrical & Computer Engineering
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1.3. FUNCTIONS OF A COMPLEX VARIABLE Analytical & Comp. Methods

1.2.3 Roots of a Complex Number


It can be shown that there are q and only q distinct values (roots) of
1
(cos θ + i sin θ) q , q being positive integer.

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 .

Example 1.4 Solve z 6 = −1.

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 Functions of a Complex Variable


If to each of a set of complex numbers z there corresponds one or more
values of a variable w, then w is called a function of the complex variable z,
written w = f (z).

A function is single-valued if for each value of z there corresponds only one


value of w; otherwise it is multiple-valued or many-valued. In general we can
write
w = f (z) = u(x, y) + iv(x, y) (1.17)

Murad Ridwan, PhD 5 of 30


School of of Electrical & Computer Engineering
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1.3. FUNCTIONS OF A COMPLEX VARIABLE Analytical & Comp. Methods

where u(x, y) and v(x, y) are real-valued functions. A function which is


multiple-valued can be considered as a collection of single-valued functions.

Exercise 1.4 Express each function in the form u(x, y) + iv(x, y)


1. z 3
1
2.
1−z
3. e3z
4. ln z ◀

1.3.1 Limits and Continuity


Definitions of limit and continuity for functions of a complex variable are
analogous to those of a real variable. Thus

lim f (z) = w0 (1.18)


z→z0

if given any ϵ > 0, there exists a δ > 0 such that

|f (z) − w0 | < ϵ whenever 0 < |z − z0 | < δ. (1.19)

Similarly f (z) is continuous at z0 if

lim f (z) = f (z0 ) (1.20)


z→z0

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.

Differentiation rules of a real-valued functions can be similarly carried to


complex functions.

Murad Ridwan, PhD 6 of 30


School of of Electrical & Computer Engineering
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1.3. FUNCTIONS OF A COMPLEX VARIABLE Analytical & Comp. Methods

Example 1.5 Show that f (z) = z 2 is analytic.

Example 1.6 Show that f (z) = z̄ is not analytic anywhere. ◀

1.3.3 The Cauchy-Riemann Relations


The necessary and sufficient conditions for the function f (z)

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

to be analytic in a region R, are


∂u ∂u ∂v ∂v
, , , are continuous functions af x and y in R (1.22)
∂x ∂y ∂x ∂y
∂u ∂v ∂u ∂v
= , =− (1.23)
∂x ∂y ∂y ∂x
The conditions in (1.23) are known as the Cauchy-Riemann (C-R) relations.

Example 1.7 Prove the above statement.

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

(Hence u and v are known as harmonic functions.)


2. Prove that the function sinh z is analytic and find its derivative. ◀

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

Murad Ridwan, PhD 7 of 30


School of of Electrical & Computer Engineering
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(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. ◀

1.4 Power Series


Power series in complex variable is a natural extension to that of real-
variables

X
f (z) = an z n (1.24)
n=0

Murad Ridwan, PhD 8 of 30


School of of Electrical & Computer Engineering
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1.4. POWER SERIES Analytical & Comp. Methods

where the an are in general complex numbers.

The ratio test for real series can be employed to investigate the absolute
convergence of complex power series.

The series (1.24) is absolutely convergent if

|an+1 ||z|n+1 |an+1 ||z|


lim n
= lim <1 (1.25)
n→∞ |an ||z| n→∞ |an |

and the radius of convergence of the series is given by

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.

The cases R = 0 and R = ∞ correspond respectively to convergence at the


origin only and convergence everywhere. For R finite the convergence occurs
in a restricted part of the z-plane. For a power series about a general point
z0 , the circle of convergence is of course on that point.

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

It can be shown that the power series ∞ n


P
n=0 an z has a sum that is an ana-
lytic function of z inside its circle of convergence.

Exercise 1.7 Prove the above statement.

Exercise 1.8 Find the part of the z-plane for which the following series are con-
vergent

Murad Ridwan, PhD 9 of 30


School of of Electrical & Computer Engineering
AAiT, Addis Ababa University.
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1.5. SOME ELEMENTARY FUNCTIONS Analytical & Comp. Methods


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

1.5 Some Elementary Functions


Elementary functions can be defined through power series.

X zn
ez = , (z = x + iy) (1.27)
n!
n=0

X z 2n+1
sin z = (−1)n (1.28)
(2n + 1)!
n=0

X z 2n
cos z = (−1)n (1.29)
(2n)!
n=0
sin z
tan z = (1.30)
cos z

X z 2n+1
sinh z = (1.31)
(2n + 1)!
n=0

X z 2n
cosh z = (1.32)
(2n)!
n=0
sinh z
tanh z = (1.33)
cosh z

Exercise 1.9 Verify the following identities


1 iz 1
cos z = (e + e−iz ), sin z = (eiz − e−iz ),
2 2i
1 z 1
cosh z = (e + e−z ), sinh z = (ez − e−z )
2 2
Exercise 1.10 Find the part of the z-plane for which the above functions are
convergent.

Exercise 1.11 Show that Euler’s formula is valid in complex:

eiz = cos z + i sin z

Murad Ridwan, PhD 10 of 30


School of of Electrical & Computer Engineering
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1.5. SOME ELEMENTARY FUNCTIONS Analytical & Comp. Methods

Exercise 1.12 Verify the following identities


1. cos z = cos x cosh y − i sin x sinh y
2. sin z = sin x cosh y + i cos x sinh y
3. | cos z|2 = cos2 x + sinh2 y
4. | sin z|2 = sin2 x + sinh2 y
5. cos2 z + sin2 z = 1
6. cosh iz = cos z, sinh iz = i sin z
7. cos iz = cosh z, sin iz = i sinh z
8. cosh(z1 + z2 ) = cosh z1 cosh z2 + sinh z1 sinh z2
9. sinh(z1 + z2 ) = sinh z1 cosh z2 + cosh z1 sinh z2
10. cosh2 z − sinh2 z = 1
11. cosh2 z + sinh2 z = cosh 2z
12. cosh z = cosh x cos y + i sinh x sin y
13. sinh z = sinh x cos y + i cosh x sin y
14. cos z̄ = cos z, sin z̄ = sin z
 ib
ia − 1
15. = exp(−2b cot−1 a) where a and b are real
ia + 1
N −1
X sin(N x/2) x
16. (a) cos nx = cos(N − 1) ,
n=0
sin x/2 2
N −1
X sin(N x/2) x
(b) sin nx = sin(N − 1)
n=0
sin x/2 2
17. For −1 < p < 1 show that

X 1 − p cos x
(a) pn cos nx =
n=0
1 − 2p cos x + p2

X p sin x
(b) pn sin nx =
n=0
1 − 2p cos x + p2

Exercise 1.13 Show that


1. | sinh y| ≤ | sin z| ≤ cosh y
2. | sinh y| ≤ | cos z| ≤ cosh y
3. | cosh z| ≤ cosh x
4. | sin x| ≤ | sin z|, | cos x| ≤ | cos z|

5. |z − 1| < | z 2 − 1| < |z + 1|, for Re (z) > 0
6. sin z̄ and cos z̄ are non-analytic functions of z.

Murad Ridwan, PhD 11 of 30


School of of Electrical & Computer Engineering
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1.5. SOME ELEMENTARY FUNCTIONS Analytical & Comp. Methods

7. (sech z)′ = −sech z tanh z, (csch z)′ = −csch z coth z


Exercise 1.14 Find all the roots of
1
1. cosh z = 2 ans. (2n ± 13 )πi (n = 0, ±1, ±2, . . .)
2. sinh z = i ans. (2n + 12 )πi (n = 0, ±1, ±2, . . .)
3. cos z = 2 ans. 2nπ + i cosh−1 2 (n = 0, ±1, ±2, . . .)
Exercise 1.15
1. Prove that the usual quadratic formula solves the quadratic equation

az 2 + bz + c = 0, (a ̸= 0)

where a, b and c are complex numbers. Specifically, by completing the square


on the left-hand side, prove that the roots of the equation are

−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 r + iθ , (r = |z|, θ = arg z) (1.34)

Since arg z is determined only up to integer multiples of 2π, the complex


natural logarithm ln z (z ̸= 0) is infinitely many-valued.

The principal value of ln z is defined by

Ln z = ln |z| + iArg z (1.35)

This logarithmic function is a single-valued function. So,

ln z = Ln z ± 2nπi, (n = 0, 1, 2, 3, . . .) (1.36)

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School of of Electrical & Computer Engineering
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Exercise 1.16 Show that (for n = 0, 1, 2, 3, . . .)


1. ln 1 = 0, ±2πi, ±4πi, . . . ; Ln 1 = 0
2. ln(−1) = ±πi, ±3πi, . . . ; Ln (−1) = πi
3. ln(3 − 4i) = 1.609 − 0.927i ± 2nπi; Ln (3 − 4i) = 1.609 − 0.927i
4. ln i = πi/2, −3πi/2, 5πi/2, . . . ; Ln i = πi/2
Exercise 1.17 Show that
1. Ln (−ei) = 1 − 12 πi
2. Ln (1 − i) = 12 Ln 2 − 14 πi
3. Ln [(1 + i)2 ] = 2Ln (1 + i) but Ln [(−1 + i)2 ] ̸= 2Ln (−1 + i)
4. ln(z1 z2 ) = ln z1 + ln z2 , ln(z1 /z2 ) = ln z1 − ln z2 ◀

1.5.2 General Power


General power of a complex number z is defined by

z c = ec ln z (c complex, z ̸= 0) (1.37)

Since ln z is infinitely many-valued, z c will, in general, be multi-valued. The


particular value
z c = ecLn z (1.38)
is called the principal value of z c .

Example 1.10 Evaluate: ii ; (1 + i)2−i

Exercise 1.18 Evaluate


1. i1/2
2. (2i)2i
3. 34−i
4. (5 − 2i)3+πi
5. (−5)2−4i
Exercise 1.19 Solve for z
1. ln z = − 12 πi
2. ln z = e − πi
3. ln z = −2 − 32 i

Murad Ridwan, PhD 13 of 30


School of of Electrical & Computer Engineering
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1.6. CONFORMAL TRANSFORMATIONS Analytical & Comp. Methods

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

1.6 Conformal Transformations


We know that the real function y = f (x) can be represented graphically
by a curve in the xy-plane. Similarly the real function z = f (x, y) by a
surface in the three dimensional space. However, this method of graphical
representation fails in the case of complex function because w = f (z), i.e.,
u + iv = f (x + iy) involves four real variables, two independent x, y and two
dependent variables u, v. Thus a four dimensional region is required to rep-
resent it graphically in the cartesian fashion. As it is not possible, we choose,
two complex planes and call them z-plane and w-plane. In the z-plane, we
plot the point z = x + iy and in the w-plane, we plot the corresponding
points w = u + iv. Thus the function w = f (z) defines a correspondence
between the points of two plane. If the point z describes some curve C in
the z-plane, the point w will move along a corresponding curve C ′ in the
w-plane. The function w = f (z) thus defines a mapping or transformation
of the z-plane into the w-plane.

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 .

Murad Ridwan, PhD 14 of 30


School of of Electrical & Computer Engineering
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1.6. CONFORMAL TRANSFORMATIONS Analytical & Comp. Methods

The conditions under which the transformation w = f (z) is conformal are


given by the following theorem:

If f (z) is analytic and f ′ (z) ̸= 0 in a region R of the z-plane, then the


mapping w = f (z) is conformal at all points of R.

Figure 1.2: Two curves C1 and C2 in the z-plane, which are mapped onto
C1′ and C2′ in the w-plane.

Exercise 1.21 Prove the above theorem.

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.

Example 1.12 Given w = z 2 , show that



1. the coefficient of magnification at z = 1 + i is 2 2.
2. the angle of rotation at z = 1 + i is π/4. ◀

1.6.1 Some Standard Transformations


1. Translation: w = z + c
Let c = a + ib, then u = x + a, v = y + b. Thus the transformation is

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mere translation of the axes and preserves shape and size.

2. Rotation and Magnification: w = cz


Let c = ρeiα , z = reiθ and w = Reiϕ . Then

Reiϕ = ρrei(θ+α)
⇒ R = ρr and ϕ = θ + α

Thus the transformation maps a point P (r, θ) in the z-plane into a


point P (ρr, θ + α) in the w-plane.

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.

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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. ◀

1.7 Singularities and Zeros of Complex Functions


A singular point of a function f (z) is a value of z at which f (z) fails to be
analytic. If f (z) is analytic everywhere in some region except at an interior
point z = a, we call z = a an isolated singularity of f (z).
1
For example in f (z) = , the point z = 3 is an isolated singularity of
(z − 3)3
f (z).

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

lim [(z − a)n f (z)] = z0 (1.39)


z→a

If z0 exists and finite, we call such singularity a removable singularity. If z0


is not finite, we have an essential singularity.

If f (a) = 0, then z = a is called a zero of the function f (z).

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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

1.8 Complex Integrals


If f (z) is defined, single-valued and continuous in a region R, we define the
integral of f (z) along some path C in R from point z1 = x1 + iy1 to point
z2 = x2 + iy2 as
Z Z (x2 ,y2 ) Z (x2 ,y2 ) Z (x2 ,y2 )
f (z)dz = (u+iv)(dx+idy) = (udx−vdy)+i (vdx+udy)
C (x1 ,y1 ) (x1 ,y1 ) (x1 ,y1 )
(1.40)
which shows that the evaluation of the line integral of a complex function
can be reduced to the evaluation of two line integrals in real functions.

R 1+i
Example 1.13 Evaluate 0
(x2 − iy)dz along paths a) y = x, b) y = x2 .

Exercise 1.25 Evaluate


Z 2+i
1. (z)2 dz
0

(a) along the real axis to 2 and then vertically to 2 + i

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(b) along the line 2y = x


I
2. |z|2 dz, around the square with vertices at (0, 0), (1, 0), (1, 1), (0, 1).
C
I
3. Show that (z + 1)dz = 0, where C is the boundary of the square whose
C
vertices are at the points z = 0, z = 1, z = 1 + i, z = i.
I
4. ln z dz, where C is the unit circle |z| = 1.
C
I I
dz
5. Prove that = 2πi, (z − a)n dz = 0 where n is an integer ̸= −1
C z − a C
and C is the circle |z − a| = r. ◀

1.9 Cauchy’s Theorem


Let C be a simple closed curve. If f (z) is analytic within the region bounded
by C as well as on C, then we have Cauchy’s theorem
I
f (z) dz = 0 (1.41)
C
R z2
Expressed in another way, (1.41) is equivalent to the statement that z1 f (z) dz
has a value independent of the the path joining z1 and z2 .

Exercise 1.26 Prove Cauchy’s theorem (1.41).

Example 1.14 Evaluate


I
1. (x2 − y 2 + 2ixy)dz, where C is the contour |z| = 1.
C
Z
2. (3z 2 + 4z + 1)dz, where C is the arc of the cycloid x = a(θ − sin θ), y =
C
a(1 − cos θ) between (0, 0) and (2πa, 0). ◀

1.10 Cauchy’s Integral Formulas


If f (z) is analytic within and on a simple curve C and a is any point interior
to C, then I
1 f (z)
f (a) = dz (1.42)
2πi C z − a

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where C is traversed in the positive (counterclockwise) sense. Also the nth


derivative of f (z) at z = a is given by
I
(n) n! f (z)
f (a) = dz (1.43)
2πi C (z − a)n+1

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.

Exercise 1.27 Prove Cauchy’s integral formulas (1.42-1.43).

Example 1.15 Evaluate


e−z
I
1. dz, where C is the circle (a) |z| = 2 (b) |z| = 1/2.
C z+1

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). ◀

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1.11. TAYLOR AND LAURENT SERIES Analytical & Comp. Methods

1.11 Taylor and Laurent Series


1.11.1 Taylor Series
If f (z) is analytic inside a circle C with center z0 , then for all z we have the
Taylor series, the complex analogue of the real Taylor series, as

X 1 (n)
f (z) = an (z − z0 )n where an = f (z0 ) (1.44)
n!
n=0

or using the Cauchy’s integral formula (1.43),


I
1 f (ξ)
an = dξ (1.45)
2πi C (ξ − z0 )n+1

Exercise 1.29 Verify Taylors series (1.44). ◀

A Maclaurin series is a Taylor series with z0 = 0, i.e.,


∞ I
X 1 (n) 1 f (ξ)
f (z) = an z n where an = f (0) = dξ (1.46)
n! 2πi C ξ n+1
n=0

Putting z = z0 + h in (1.44), we get


∞ ∞
X
n
X hn
f (z0 + h) = an h = f (n) (z0 )
n!
n=0 n=0
h2 ′′
= f (z0 ) + hf ′ (z0 ) + f (z0 ) + . . .
2!

Example 1.16 Find the Maclaurin series of


1
1.
1−z
1
2.
1 + z2
3. tan−1 z.
Example 1.17 Expand cos z in Taylor series about z = π/4.

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

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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

1.11.2 Laurent Series


In various applications it is necessary to expand a function f (z) around
points where f (z) is singular. Taylor’s series can not be applied in such
cases. A new type of series, known as Laurent series is necessary. This will
be a representation that is valid in an annulus bounded by two concentric
circles C1 and C2 such that f (z) is analytic in the annulus region R and at
each points of C1 and C2 (Fig. 1.3). The Laurent representation of f (z) is
given by
∞ ∞
X
n
X bn
f (z) = an (z − z0 ) + (1.47)
(z − z0 )n
n=0 n=1
= a0 + a1 (z − z0 ) + a2 (z − z0 )2 + . . .
b1 b2
... + + + ...
z − z0 (z − z0 )2

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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

Alternatively, the series can be written (denoting bn by a−n ) as


∞ I
X
n 1 f (ξ)
f (z) = an (z − z0 ) , an = dξ (1.48)
n=−∞
2πi C (ξ − z0 )n+1

Note that the process of finding the coefficients an by complex integration


is complicated. In practice, we expand the function f (z) by binomial or by
some other method to obtain Taylor’s or Laurent’s series.

Exercise 1.32 Verify Laurent’s series.


1
Example 1.18 Expand in the region
z2 − 3z + 2
(a) |z| < 1 (b) 1 < |z| < 2 (c) |z| > 2 (d ) 0 < |z − 1| < 1.

Example 1.19 Expand the following functions at the indicated points


z
1. , z = −2
(z + 1)(z + 2)
ez
2. , z=1
(z − 1)2
3. z cos( z1 ), z=0

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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. ◀

1.12 Residue Theorem


We have seen that if f (z) has a singularity at a point z = z0 inside C, but is
otherwise analytic on C and inside C, then f (z) has a Laurent series given
by

X b1 b2
f (z) = an (z − z0 )n + + + ...
z − z0 (z − z0 )2
n=0
but I
1
b1 =
f (z)dz
2πi C
Now, since we can obtain Laurent series by various methods, without using
the integral formulas for the coefficients, we can find b1 by one of those
methods and then use the formula for b1 for evaluating the integral, i.e.,
I
f (z)dz = 2πib1 (1.49)
C

The coefficient b1 is called the residue of f (z) at z = z0

b1 = Res f (z) (1.50)


z=z0

I
sin z
Example 1.20 Evaluate dz, around the unit circle C. ◀
C z4

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The residue theorem is states as:


If f (z) is analytic at all points inside and on a simple closed curve C, except
at a finite number of isolated singular points z1 , z2 , . . . , zk within C, then
I k
X
f (z)dz = 2πi Res f (z) (1.51)
C z=zj
j=1

Exercise 1.34 Prove the residue theorem (1.51). ◀

If f (z) has a simple pole (i.e., pole of order 1) at z = z0 , then

Res f (z) = b1 = lim (z − z0 )f (z) (1.52)


z=z0 z→z0

Alternatively, assuming that f (z) = p(z)/q(z), p(z0 ) ̸= 0, and q(z) has a


simple pole at z0 ,
p(z0 )
Res f (z) = ′ (1.53)
z=z0 q (z0 )
If f (z) has a pole of order m at z = z0 , then

1 dm−1
Res f (z) = lim [(z − z0 )m f (z)] (1.54)
z=z0 (m − 1)! z→z0 dz m−1

Exercise 1.35 Verify (1.52), (1.53) and (1.54).

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

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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

1.13 Residue Integration of Real Integrals


The residue theorem provides a simple and elegant method for evaluating
many important definite integrals of real variables. Some of these are illus-
trated below.

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:

Let z = eiθ , then


1 1 1
cos θ = (eiθ + e−iθ ) = (z + z −1 ), sin θ = (z − z −1 ), dθ = dz/iz
2 2 2i
As θ varies from 0 to 2π, we move once around the unit circle in the anti-

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clockwise direction. Therefore,

z + z −1 z − z −1 dz
Z 2π I  
F (cos θ, sin θ)dθ = F , (1.55)
0 C 2 2i iz

where C is the unit circle |z| = 1.

Z 2π

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).

Figure 1.4: A semicircular contour in the upper half-plane.

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)

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Let z = Reiθ in the first integrand,


Z π
f (Reiθ ) iθ
Z
f (z)
dz = iθ
Re idθ → 0 as R → ∞
C1 F (z) 0 F (Re )

Remember limx→∞ xf (x)


F (x) → 0 in our assumption. Therefore, the required
integral becomes
Z ∞
f (x) f (z)
dx = 2πi(sum of residues of in the upper half plane)
−∞ 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)

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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)

Exercise 1.42 Evaluate the following integrals


Z 2π

1.
0 5 − 3 cos θ
Z 2π
cos 2θ
2. dθ Hint: cos 2θ = 21 (z 2 + z −2 )
0 5 + 4 cos θ
Z 2π

3. , 0<p<1
0 1 − 2p cos θ + p2
Z 2π
sin2 θ
4. dθ
0 5 − 4 cos θ
Z ∞
dx
5. 4
−∞ x + 1
Z ∞
dx
6. 6+1
0 x
Z ∞
sin x
7. 4
dx
−∞ x + 1
Z ∞
x2 − x + 2
8. 4 2
dx
−∞ x + 10x + 9
Z ∞
x2 dx
9.
0 (x2 + 9)(x2 + 4)2

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x2
Z
10. dx
−∞ x4 −1
Z ∞
sin mx
11. dx, m > 0, a > 0
0 x(x2 + a2 )
Z ∞

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

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