BSC Mathematics Complex Analysis
BSC Mathematics Complex Analysis
B. Sc. MATHEMATICS
MM6B010:COMPLEXANALYSIS
(Core Course)
SIXTH SEMESTER
STUDY NOTES
Prepared by:
Vinod Kumar P.
Assistant Professor
P. G.Department of Mathematics
T. M. Government College, Tirur
UNIVERSITY OF CALICUT
B.Sc. MATHEMATICS
Study Notes
Prepared by:
Vinod Kumar P.
Assistant Professor
P. G.Department of Mathematics
T. M. Government College, Tirur
Email: [email protected]
Published by:
February, 2014
Copy Right Reserved
This study notes are only an abridged version of the topics given in the
syllabus. For further details like proofs of theorems, illustrations etc., students
are advised to go through the prescribed Text Books .
Contents
Module-I
1 Analytic Functions 4
1.1 Regions in the Complex Plane . . . . . . . . . . . . . . . . . . . . 5
1.2 Functions of a Complex Variable . . . . . . . . . . . . . . . . . . 6
1.2.1 Limit of a Function of a Complex Variable . . . . . . . . . 7
1.2.2 Limits involving the Point at Infinity . . . . . . . . . . . . 9
1.2.3 Continuity . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
1.2.4 Derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . 11
1.3 Cauchy - Riemann Equations . . . . . . . . . . . . . . . . . . . . 14
1.4 Analytic Functions . . . . . . . . . . . . . . . . . . . . . . . . . . 20
1.5 Elementary Functions . . . . . . . . . . . . . . . . . . . . . . . . . 25
Module-II
2 Complex Integration 33
2.1 Definite Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . 34
2.1.1 Contours . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
2.1.2 Contour Integrals . . . . . . . . . . . . . . . . . . . . . . . 38
2.1.3 Upper Bounds for Absolute Value of Contour Integrals . . 40
2.2 Theorems on Complex Integration . . . . . . . . . . . . . . . . . 43
2.2.1 Cauchy - Goursat Theorem . . . . . . . . . . . . . . . . . 44
2.2.2 Cauchys Integral Formula . . . . . . . . . . . . . . . . . . 46
2.2.3 Cauchys integral formula for Derivatives . . . . . . . . . . 48
2.2.4 Consequences of Cauchys Integral Formula . . . . . . . . 51
Module-III
Module-IV
4 Residue Integration 69
4.1 Singular Points and Residues . . . . . . . . . . . . . . . . . . . . 69
4.2 Types of Isolated Singular Points . . . . . . . . . . . . . . . . . . 76
4.3 Computation of Residues at Poles . . . . . . . . . . . . . . . . . . 81
4.4 Zeros of Analytic Functions . . . . . . . . . . . . . . . . . . . . . 83
4.5 Evaluation of Improper Integrals . . . . . . . . . . . . . . . . . . 86
4.6 Definite Integrals involving Sines and Cosines . . . . . . . . . . . 91
4
1.1. Regions in the Complex Plane 5
proved the fundamental theorem of algebra, which states that every polynomial
with complex coefficients has a complex root. The study of complex functions
was continued by French mathematician Augustin Louis Cauchy, who in 1825
generalized the real definite integral of calculus to functions of a complex variable.
We first discuss about complex functions and then define the concepts limit,
continuity, differentiability of complex functions. We will study in detail about
analytic functions, an important class of complex functions, which plays a
central role in complex analysis.
In this section, we recollect some facts concerned with sets of complex numbers,
or points in the z plane, and their closeness to one another.
A set is called open if it contains none of its boundary points. Clearly, a set
is open if and only if each of its points is an interior point. A set is closed if it
contains all of its boundary points, and the closure of a set S is the closed set
consisting of all points in S together with the boundary of S.
Example 1.
Problem 1.
Express the function f (z) = z 3 + z + 1 in the form f (z) = u(x, y) + iv(x, y).
Solution.
close to w0 if we choose the point z close enough to z0 but distinct from it.)
Geometrically, this means that for each -neighborhood |w w0 | < of w0 , there
exists a deleted neighborhood 0 < |z z0 | < of z0 such that every point z in
it has an image w lying in the -neighborhood.
Theorem 1.2.1.
Similar rules as in the case of the limits of real functions, will hold in the
complex case. For instance, if limzz0 f (z) = w0 and if limzz0 F (z) = W0 , then
and, if W0 6= 0 ,
f (z) w0
limzz0 = .
F (z) W0
The complex plane together with the point at infinity is called the extended
complex plane. To visualize the point at infinity, denoted by one can think of
the complex plane as passing through the equator of a unit sphere centered at the
origin. To each point z in the plane there corresponds exactly one point P on the
surface of the sphere. The point P is the point where the line through z and the
north pole N intersects the sphere. In like manner, to each point P on the surface
of the sphere, other than the north pole N , there corresponds exactly one point
z in the plane. By letting the point N of the sphere correspond to the point at
infinity, we obtain a one to one correspondence between the points of the sphere
and the points of the extended complex plane. The sphere is known as the Rie-
mann sphere, and the correspondence is called a stereographic projection.
z
O
Note that in the above identification, the exterior of the unit circle centered
at the origin in the complex plane corresponds to the upper hemisphere with
the equator and the point N deleted. Moreover, for each small positive number
1
> 0, those points in the complex plane exterior to the circle |z| = correspond
1
to points on the sphere close to N . Therefore, the set |z| = is called an -
neighborhood of . With this definition of -neighborhood of , we can define
1.2.3 Continuity
Note that if two functions are continuous at a point, then their sum and
product are also continuous at that point and their quotient is continuous at
any such point if the denominator is not zero there. Also, a composition of
continuous functions is itself continuous. If f (z) = u(x, y) + iv(x, y), then the
function f (z) is continuous at a point z0 = (x0 , y0 ) if and only if its component
functions u(x, y) and v(x, y) are continuous at (x0 , y0 ).
Theorem 1.2.2.
Proof.
|f (z0 )|
Assume that f (z) is continuous and nonzero at z0 . Let = . Then
2
corresponding to this > 0, there is a positive number such that |f (z)f (z0 )| <
|f (z0 )|
whenever |z z0 | < . Now, if there is a point z in the neighborhood
2
|f (z0 )|
|z z0 | < at which f (z) = 0, then we have |f (z0 )| < , which is a
2
contradiction. This shows that f (z) 6= 0 throughout the neighborhood |zz0 | <
of z0 .
Theorem 1.2.3.
1.2.4 Derivatives
f (z) f (z0 )
f 0 (z0 ) = limzz0 ,
z z0
Remark.
Note that the existence of the derivative of a function at a point implies the
continuity of the function at that point. To see this, assume that f 0 (z0 ) exists.
Then,
f (z) f (z0 )
limzz0 [f (z) f (z0 )] = limzz0 limzz0 (z z0 ) = f 0 (z0 ).0 = 0.
z z0
The following example shows that the continuity of a function at a point does
not imply the existence of a derivative there.
Example 2.
Consider the real-valued function f (z) = |z|2 = u(x, y) + i v(x, y). Then,
p
u(x, y) = x2 + y 2 and v(x, y) = 0. Note that f (z) = |z|2 is continuous at each
point in the complex plane since its components are continuous at each point.
Here,
If 4z = (4x, 4y) (0, 0) horizontally through the points (4x, 0) on the real
4z
axis, then 1 and if 4z = (4x, 4y) (0, 0) vertically through the points
4z
4z 4w
(0, 4y) on the imaginary axis, then 1, so that we have z+z
4z 4z
4w
and z z in these cases. By the uniqueness of limits, this implies
4z
dw
z + z = z z z = 0. Therefore, cannot exist when z 6= 0. Also, when
dz
4w dw
z = 0, = 4z. Therefore, exists only at z = 0 and its value is 0. Thus, a
4z dz
function is continuous at a point does not imply that the function is differentiable
at that point.
This example also shows that a function f (z) = u(x, y) + i v(x, y) can be
Suppose that f has a derivative at z0 and that g has a derivative at the point
f (z0 ). Then the composite function F (z) = g[f (z)] has a derivative at z0 , and
F 0 (z0 ) = g 0 [f (z0 )]f 0 (z0 ).
As in the real case, the following formulas also holds for complex differentia-
tion, and we ask the reader to prove these rules using the definition of derivatives.
d
(i) c = 0, for any complex constant c,
dz
d
(ii) z=1
dz
d
(iii) cf (z) = cf 0 (z),
dz
d n
(iv) z = nz n1 where n is a positive integer(valid for negative integers if
dz
z 6= 0),
d
(v) [f (z) + g(z)] = f 0 (z) + g 0 (z),
dz
d
(vi) [f (z)g(z)] = f (z)g 0 (z) + f 0 (z)g(z), and when g(z) 6= 0,
dz
d f (z) g(z)f 0 (z) f (z)g 0 (z)
(vi) [ ]= .
dz g(z) [g(z)]2
Exercises.
(b) limzz0 z = z0 ,
z2
(c) limzz0 = 0.
z
(d) limz1i [x + i(2x + y)] = 1 + i, where (z = x + iy).
2. Show that
iz 3 1
(a) limzi = 0.
z+i
(b) limzz0 z n = z0n (n = 1, 2, 3, ...)(Hint: Use mathematical induction.)
4z 2
(c) limz = 4.
(z 1)2
z2 + 1
(d) limz = .
z1
z
3. Show that the limit of the function f (z) = ( )2 as z tends to 0 does not
z
exist.
z+1
6. Find f 0 (z), where (a). f (z) = 3z 2 2z + 4 (b). f (z) = (z 6= 12 )
2z 1
7. Show that f 0 (z) does not exist at any point z when (a). f (z) = Rez, (b).
f (z) = Imz.
In this section, we obtain a pair of equations that the first-order partial deriva-
tives of the component functions u and v of a function f (z) = u(x, y) + i v(x, y)
must satisfy at a point z0 = (x0 , y0 ) when the derivative of f exists there. We
also derive an expression for f 0 (z0 ) in terms of partial derivatives of u and v.
Theorem 1.3.1.
Suppose that f (z) = u(x, y) + i v(x, y) and that f 0 (z) exists at a point z0 =
x0 +i y0 . Then the first-order partial derivatives of u and v must exist at (x0 , y0 ),
and they must satisfy the Cauchy - Riemann equations ux = vy , uy = vx
there. Also, f 0 (z0 ) can be written f 0 (z0 ) = ux +i vx , where these partial derivatives
are to be evaluated at (x0 , y0 ).
Proof.
Example 3.
Let f (z) = |z|2 = u(x, y) + i v(x, y). Then, we have u(x, y) = x2 + y 2 and
v(x, y) = 0.
For proving this theorem we make use of the following result from your Vector
Calculus ( V- Semester) Course.
The increment Theorem for Functions of Two Variables:
Suppose that the first order partial derivatives of f (x, y) are defined throughout
an open region R containing the point (x0 , y0 ) and that fx and fy are continuous
at (x0 , y0 ) . Then the change, 4z = f (x0 +4x, y0 +4y)f (x0 , y0 ) in the value of
f that results from moving from (x0 , y0 ) to another point x0 + 4x, y0 + 4y) in R
satisfies an equation of the form 4z = fx (x0 , y0 )4x+fy (x0 , y0 )4y+1 4x+2 4y
in which 1 , 2 0 as 4x, 4y 0.
Theorem 1.3.2.
Proof.
and
4v = vx (x0 , y0 )4x + vy (x0 , y0 )4y + 3 4x + 4 4y,
4w 4x 4y
= ux (x0 , y0 ) + i vx (x0 , y0 ) + (1 + i 3 ) + (2 + i 4 ) .
4z 4z 4z
4x 4y
But, |4x| |4z| and |4y| |4z|, we have | | 1 and | | 1, so that
4z 4z
4x
|(1 + i 3 ) | |1 + i 3 | |1 | + |3 |
4z
and
4y
|(2 + i 4 ) | |2 + i 4 | |2 | + |4 |.
4z
4w
Thus, as 4z 0, we get f 0 (z0 ) = lim4z0 = ux (x0 , y0 ) + i vx (x0 , y0 ).
4z
Problem 2.
Solution.
The following theorem gives the polar form of Cauchy Riemann equations.
Theorem 1.3.3.
Problem 3.
1
Show that f (z) = is differentiable at all z 6= 0 and find its derivative.
z
Solution.
1 1 1
Writing in the polar form, we have for z 6= 0, f (z) = = i = ei =
z re r
1 cos sin
(cos i sin ) = u + i v. Thus, u(r, ) = and v(r, ) = .
r r r
cos sin
Therefore,rur = = v and u = = rvr . The partial
r r
derivatives are continuous and the Cauchy Riemann equations are satisfied
at all z 6= 0. Therefore the derivative of f exists at all z 6= 0 and f 0 (z) =
cos sin 1 1
ei ( 2 + i ) = = when z 6= 0.
r r2 (rei )2 z2
Exercises.
1. Let u and v denote the real and imaginary components of the function f
z2
defined by means of the equations f (z) = when z 6= 0, and f (0) = 0.
z
Verify that the Cauchy-Riemann equations are satisfied at the origin. Show
that f 0 (0) does not exists.
f
2. If f (z) is analytic, use chain rule to show that = 0.
z
1
6. Show that f (z) = is differentiable at all z 6= 0 and find its derivative.
z4
functions are analytic in a domain D, their sum and their product are both
analytic in D. Similarly, their quotient is analytic in D provided the function
in the denominator does not vanish at any point in D. In particular, the quo-
tient P (z)/Q(z) of two polynomials is analytic in any domain throughout which
Q(z) 6= 0. From the chain rule for the derivative of a composite function, we see
that a composition of two analytic functions is analytic.
Problem 4.
Solution.
Problem 5.
Solution.
Problem 6.
If both f (z) and f (z) are analytic functions in a domain D, then show that
f (z) must be constant in D.
Solution.
Definition 1.4.1.
If two given functions u and v are harmonic in a domain D and their first
For example, since u = x2 y 2 and v = 2xy are the real and imaginary parts
of the entire function f (z) = z 2 , v is a harmonic conjugate of u throughout the
plane. But u cannot be a harmonic conjugate of v since, the function 2xy +
i (x2 y 2 ) is not analytic anywhere (Verify this!).
Problem 7.
Show that u(x, y) = y 3 3x2 y is harmonic throughout the plane and find a
harmonic conjugate v(x, y).
Solution.
u u 2u 2u
We have = 6xy and = 3y 2 3x2 . = 6y, and = 6y. Thus,
x y x2 y 2
2u 2u
+ = 0. u is harmonic.
x2 y 2
Let v(x, y) be the harmonic conjugate of u so that f (z) = u + i v is analytic.
By CauchyRiemann equations, ux = vy and uy = vx . But vy = ux = 6xy
Integrating this equation w.r.t y, we get v(x, y) = 3xy 2 + k(x). Differentiating
this w.r.t x, we get vx = 3y 2 +k 0 (x). But vx = uy = 3y 2 +3x2 k 0 (x) = 3x2 .
Integrating, we get k(x) = x3 + C where C is an arbitrary real number, so that
v(x, y) = 3xy 2 + x3 + C.
Exercises.
2z + 1
(a) f (z) =
z(z 2 + 1)
(b) f (z) = tan z
z3 + i
(c) f (z) = .
z 2 3z + 2
y
9. Show that u(x, y) = is harmonic throughout the plane and find a
x2
+ y2
harmonic conjugate v(x, y).
where c1 and c2 are arbitrary real constants. Prove that these families are
orthogonal.
13. Show that u(x, y) = 2x x3 + 3xy 2 is harmonic throughout the plane and
find a harmonic conjugate v(x, y).
14. Let the function f (z) = u(r, ) + i v(r, ) be analytic in a domain D that
does not include the origin. Using the polar form of Cauchy-Riemann equa-
tions and assuming continuity of partial derivatives, show that throughout
D the function u(r, ) satisfies the partial differential equation r2 urr (r, ) +
rur (r, ) + u (r, ) = 0, which is the polar form of Laplaces equation.
Show that the same is true for the function v(r, ).
Then u and v have continuous first order partial derivatives that satisfy the
CauchyRiemann equations, showing that ez is an entire function and (ez )0 = ez .
Also, note that ez is periodic with pure imaginary period 2i. We have,
|ez | = ex 6= 0, so that ez 6= 0 for any complex number z. Also, arg ez = y + 2n
(n = 0, 1, 2, ...).
Writing z = rei
with < and w = u + i v, we obtain: eu+i v
=
rei
eu ei v
= rei
so that eu = r and v = + 2n (since ei2n = 1 for any
integer n.)
Since arg z is infinitely many valued, the complex logarithmic function is also
a multiplevalued function.
If we let denote any real number and restrict the value of = arg z in the
above definition of log z so that < < + 2, the function log z = ln r + i,
(r > 0, < < + 2), with components u(r, ) = ln r and v(r, ) = , is
singlevalued and continuous in the stated domain.
to the principal value of arg z. i.e., Log z = ln |z| + i (Arg z), where Arg z is
that value of arg z lies between < arg z .
Note that the function Log z = ln r +i(r > 0, < < ) is the principal
branch of log z.
Points on the branch cut for F are singular points of F , and any point that
is common to all branch cuts of f is called a branch point.
The origin and the ray = make up the branch cut for the branch log z =
ln r + i, (r > 0, < < + 2) of the logarithmic function. The branch cut
for the principal branch of log z consists of the origin and the ray = . The
origin is evidently a branch point for branches of the multiple-valued logarithmic
function.
Problem 8.
Solution.
In polar form, we have 1 + i = 2ei 4 . Let z = x + i y.
Therefore, ez = ex ei y = 2ei ( 4 +2n) (n = 0, 1, 2, ...).
ex = 2 and y = + 2n, (n = 0, 1, 2, ...).
4
1 1
x = ln 2 = ln 2 and y = (2n + ) (n = 0, 1, 2, ...).
2 4
1 1
Hence z = x + i y = ln 2 + i (2n + ) (n = 0, 1, 2, ...).
2 4
Problem 9.
Solution.
Problem 10.
Find the value of log (1 3 i).
Solution.
2
Writing in polar form, 1 3 i = 2ei( 3 ) . Therefore, log (1 3 i) =
ln 2 + i ( 2
3
+ 2n), (n = 0, 1, 2, ...). log (1 3 i) = ln 2 + 2 (n 13 ) i,
(n = 0, 1, 2, ...).
Problem 11.
Show that Log(e i) = 1 2
i.
Solution.
Problem 12.
Solution.
These functions are entire since they are linear combinations of the entire func-
tions eiz and eiz .
d d
From the definitions, it follows that sin z = cos z and cos z = sin z.
dz dz
The other four trigonometric functions are defined in terms of the sine and
cosine functions as in the real case.
The hyperbolic sine and the hyperbolic cosine of a complex variable z are
defined as :
ez ez ez + ez
sinh z = and cosh z = .
2 2
Since ez and ez are entire, sinh z and cosh z are entire functions. Furthermore,
d d
sinh z = cosh z, cosh z = sinh z.
dz dz
The hyperbolic tangent of z is defined by means of the equation tanh z =
sinh z
and is analytic in every domain in which cosh z 6= 0.
cosh z
The functions coth z, sech z, and csch z are the reciprocals of tanh z, cosh z,
and sinh z, respectively.
The hyperbolic sine and cosine functions are closely related to the trigono-
metric functions as follows:
i sinh (iz) = sin z, cosh (iz) = cos z,
isin (iz) = sinh z, cos (iz) = cosh z.
In order to define the inverse sine function sin1 z, we write w = sin1 z when
z = sin w.
eiw eiw
i.e., w = sin1 z when z = .
2i
(eiw )2 2 i z(eiw ) 1 = 0,
which is quadratic equation in eiw , and solving for eiw , we get
eiw = i z + (1 z 2 )1/2 where (1 z 2 )1/2 is a doublevalued function of z.
Taking logarithms on both sides we get w = sin1 z = i log[i z + (1 z 2 )1/2 ].
Since the logarithmic function is multiple-valued, we see that sin1 z is a multiple-
valued function, with infinitely many values at each point z.
Similarly, one can find that cos1 z = i log [z + i (1 z 2 )1/2 ] and that
i i+z
tan1 z = log . The functions cos1 z and tan1 z are also multiple-valued.
2 iz
In a similar way, inverse hyperbolic functions can be found in a corresponding
manner.
Exercises.
3. Show that
r
2 + i e
(a) exp( ) == (1 + i).
4 2
1
(b) Log(1 i) = ln2 i.
2 4
(c) log e = 1 + 2ni (n = 0, 1, 2, ...)
1
(d) log i = (2n + )i (n = 0, 1, 2, ...)
2
1
(e) log (1 + 3i) = ln 2 + 2(n + )i (n = 0, 1, 2, ...).
3
(f) (1)1/ = e(2n+1)i (n = 0, 1, 2, ...)
5. Show that |sin z|2 = sin2 x + sinh2 y and |cos z|2 = cos2 x + sinh2 y.
6. Show that sin1 (i) = n + i(1)n+1 ln(1 + 2) (n = 0, 1, 2, ...)
7. Find all the values of (a) tan1 (2 i), (b) i2i , (c) (1 + i)i .
8. Solve the equation cos z = 2 for z.
10. Show that neither sin z nor cos z is an analytic function of z anywhere.
11. Show that the function f (z) = Log (z i) is analytic everywhere except
on the portion x 0 of the line y = 1.
12. Show that the function ln (x2 + y 2 ) is harmonic in every domain that does
not contain the origin.
We will find that integrals of analytic functions are well behaved and that
many properties from calculus carry over to the complex case. We introduce
the integral of a complex function by defining the integral of a complex-valued
function of a real variable.
33
2.1. Definite Integrals 34
Remark.
Rb Rb
(i) a
kw(t)dt = k w(t)dt, for any complex constant k,
a
Rb Rb Rb
(ii) a [w1 (t) + w2 (t)]dt = a w1 (t)dt + a w2 (t)dt, for any complex functions
w1 and w2 ,
Rb Ra
(iii) a w(t)dt = b w(t)dt,
Rb Rc Rb
(iv) a w(t)dt = a w(t)dt + c w(t)dt, where a < c < b, and
(v) if w(t) = u(t) + i v(t) and W (t) = U (t) + i V (t) are continuous on the
interval a t b, and if W 0 (t) = w(t) on a t b, then U 0 (t) = u(t) and
Rb
V 0 (t) = v(t) and hence a w(t)dt = W (b) W (a). ( Fundamental Theorem of
Calculus) .
Problem 13.
Solution.
4
R it eit i 4
1 1
(a). We have 4
0
e dt = i
= i e 1 = + i (1 ).
0 2 2
R1 2
R1 2
R1 2
(b). 0
(1 + i t) dt = 0
(1 t )dt + i 0
2 t dt = + i.
3
Problem 14.
when m 6= n 0
R 2 im in
If m and n are integers, show that 0 e e d = .
2 when m = n
Solution.
2.1.1 Contours
Definition 2.1.1.
the complex plane and we describe C by the equation z = z(t) = x(t) + i y(t),
(a t b). The sense of increasing values of t induces an orientation to C.
The arc C is said to be a simple arc, or a Jordan arc, if it does not cross
itself. Thus, C is simple if z(t1 ) 6= z(t2 ) when t1 6= t2 . When the arc C is simple
except for the fact that z(b) = z(a), we say that C is a simple closed curve,
or a Jordan curve. For example, a circle is a simple closed curve, whereas
an 8- shaped curve is not. A curve is positively oriented when it is in the
counterclockwise direction.
Example 4.
Definition 2.1.2.
interval [a, b] and nonzero throughout the open interval (a, b). An arc consisting
of a finite number of smooth arcs joined end to end is called a contour , or a
piecewise smooth arc. Hence, if z = z(t) represents a contour, then z(t) is
continuous, and its derivative z 0 (t) is piecewise continuous.
When only the initial and final values of z(t) are the same, a contour C
is called a simple closed contour . Circles, the boundary of a triangle or a
rectangle taken in a specific direction are examples of simple closed contours.
The length of a contour or a simple closed contour is the sum of the lengths of
the smooth arcs that make up the contour.
The points on any simple closed curve or simple closed contour C are bound-
ary points of two distinct domains, one of which is the interior of C and is
bounded. The other, which is the exterior of C, is unbounded. This is known as
the Jordan curve theorem.
Problem 15.
Solution.
1
to (4, ).
4
(c). The equation z() = (3 + i) + 5ei , 0 represents the upper half
of the circle |z + 3 i| = 5 in the counterclockwise direction.
. Since C is a contour, z 0 (t) is also piecewise continuous on [a, b]; and so the
existence of the above integral is ensured.
Z Z Z
[f1 (z) + f2 (z)]dz = f1 (z)dz + f2 (z)dz,
C C C
Also, if C denotes the same set of points of C, but traversed in the reverse
direction, then
Z Z
f (z)dz = f (z)dz.
C C
Here, the contour C is called the sum of its legs C1 and C2 and is denoted by
C1 + C2 .
Problem 16.
R
Evaluate the integral C
zdz, where C is the right hand half of the circle |z| = 2,
from 2i to 2i.
Solution.
Z Z
2
zdz = 2ei (2ei )0 d
C 2
Z
2
=4 i ei ei d
2
Z
2
=4 i d = 4i
2
Remark.
1
R
In the above problem, note that z z = |z|2 = 4 on C, so that C z
dz =
1
R
4 C
zdz = i.
Problem 17.
Solution.
Z Z 2
1 1 i 0
dz = (e ) d
C z 0 ei
Z 2
=i ei ei d
Z0 2
=i d = 2i
0
grals
We now discuss a theorem which helps us to obtain an upper bound for the
R
modulus of a contour integral C f (z)dz, without evaluating the interval.
Lemma 2.1.3.
Theorem 2.1.4.
Let C denotes a contour of length L, and suppose that a function f (z) is piece
wise continuous on C. If M is a nonnegative constant such that |f (z)| M for
R
all points z on C, then | C
f (z)dz| M L.
Problem 18.
z+4 R
Find an upper bound | dz|, where C is the arc of the circle |z| = 2 from
C
z3 1
z = 2 to z = 2i, without evaluating the integral.
Solution.
Problem 19.
Solution.
Here, the length L of C is the sum of the lengths of the sides of the triangle,
and therefore L = 3 + 4 + 5 = 12. We have, |ez z| |ez | + |
z |. Along C,
|ez | = ex 1 and | z | 4. Therefore, |ez z| 1 + 4 = 5. Thus, by theorem
R
2.1.4, | C (ez z)dz| 5.12 = 60.
Exercises.
R
(c) 0
ezt dt, (Re z > 0)
(d) The lower half of the circle with center at z = 1 and radius 1 in the
clockwise direction.
R
3. Evaluate the contour integral C
f (z)dz, where,
z+2
(a) f (z) = z
and C is the semi circle z = 2ei , (0 ).
(e) f (z) = Rez 2 and C is the boundary of the square with vertices 0, i, 1+
i, 1, oriented in the clockwise direction.
dzR
4. Find an upper bound | |, where C is the arc of the circle |z| = 2
C
1 z2
from z = 2 to z = 2i, without evaluating the integral.
5. Let C denote the line segment joining the points z = i to z = 1. Show that
R dz
| C 4 | 4 2, without evaluating the integral.
z
Theorem 2.2.1.
Remark.
Note that the theorem 2.2.1 does not claim that any of these statements is
true for a given function f (z). It says only that all of them are true or that none
of them is true.
Problem 20.
1
R
By finding an antiderivative, find the value of z2
dz, where C is the circle |z| = 2
oriented in counterclockwise sense.
Solution.
1
The function f (z) = z2
, which is continuous everywhere except at the origin,
1
has an antiderivative F (z) = in the domain |z| > 0, consisting of the entire
z
Definition 2.2.3.
Example 5.
Theorem 2.2.4.
Corollary 2.2.5.
Remark.
Note that the finite complex plane is simply connected. Therefore, by the
above corollary, we see that entire functions always possess antiderivatives.
Theorem 2.2.6.
Suppose that
(a) C is a simple closed contour, described in the counterclockwise direction,
(b) Ck (k = 1, 2, ..., n) are simple closed contours interior to C, all described in
the clockwise direction, that are disjoint and whose interiors have no points in
common.
C2
C1
O x
Example 6.
Let C be any positively oriented simple closed contour surrounding the origin.
Also, let C0 be a positively oriented circle with center at the origin and radius so
small that C0 lies entirely inside C. Since, C0 dz = 2i and since 1z is analytic
R
z
Now we state the Cauchys Integral Formula, which asserts that if a function
f is analytic within and on a simple closed contour C, then the values of f interior
to C are completely determined by the values of f on C.
Theorem 2.2.8.
Proof.
z0
O x
f (z) f (z0 )
Z Z Z
f (z) 1
dz f (z0 ) dz. = dz.
C (z z0 ) Cr (z z0 ) Cr (z z0 )
R 1
As in Problem 17, we obtain Cr
dz = 2i, so that
(z z0 )
f (z) f (z0 )
Z Z
f (z)
dz 2i f (z0 ) = dz.
C (z z0 ) Cr (z z0 )
f (z) f (z0 )
Z
dz < 2r = 2.
C z z0 r
Thus,
Z
f (z)
| dz 2if (z0 )| < 2.
C (z z0 )
Z
1 f (z)dz
f (z0 ) = .
2i C z z0
Z
(n) n! f (z)dz
f (z0 ) = .
2i C (z z0 )n+1
Remark.
Problem 21.
R z2 z + 1
Evaluate c
dz, where C is (a). |z| = 21 , and (b). |z| = 2, oriented
z1
in the positive sense.
Solution.
z2 z + 1
(a). Here, f (z) = is analytic at all points except the point z = 1 and
z1
z = 1 lies outside C.
R z2 z + 1
Therefore by Cauchy Goursat theorem, C dz = 0.
z1
(b). Here f (z) = z 2 z + 1 is analytic everywhere and C encloses the point
z = 1. Therefore, by Cauchys integral formula, we get
z2 z + 1
Z
dz = 2if (1) = 2i.
C z1
R z
Problem 22. Evaluate c
dz, where C is the positively oriented
(9 z 2 )(z + i)
circle |z| = 2.
Solution.
z
Here, f (z) = is analytic within and on C, and z0 = i lies inside C.
(9 z 2 )
Therefore by Cauchys integral formula, we get
z
i
Z Z
z (9z 2 )
2
dz = dz = 2if (i) = 2i( )= .
c (9 z )(z + i) c (z (i)) 10 5
R e2z
Problem 23. Evaluate c 4
dz, where C is the positively oriented unit circle.
z
Solution.
e2z e2z
Z Z
2i (3) 8i
dz = dz = f (0) = .
c z4 c (z 0) 3+1 3! 3
R e2z
Problem 24. Evaluate c
dz, where C is the positively oriented
(z 1)(z 2)
circle |z| = 3.
Solution.
e2z
Here, is analytic everywhere, except the points z = 1 and
(z 1)(z 2)
z = 2, and both of these points lies inside C. Using partial fractions, we have
1 1 1
= .
(z 1)(z 2) z2 z1
R z 4 3z 2 + 6
Problem 25. Evaluatec
dz, where C is any positively oriented
(z + i)3
contour enclosing the point z0 = i.
Solution.
Theorem 2.2.9.
R
Let f be continuous on a domain D. If C
f (z)dz = 0 for every closed contour
C in D, then f is analytic throughout D.
Proof.
Proof.
n! MR 2R
|f (n) (z0 )| (n = 1, 2, ...).
2 Rn+1
School of Distance Education,University of Calicut
2.2. Theorems on Complex Integration 52
Therefore,
n!MR
|f (n) (z0 )| , (n = 1, 2, ...).
Rn
Theorem 2.2.11.
Proof.
Therefore, since f is entire, for any choice of z0 and R, for the value n = 1,
M
the Cauchys inequality implies that, |f 0 (z0 )| .
R
Letting R , we get f 0 (z0 ) = 0. Since the choice of z0 was arbitrary, this
means that f 0 (z) = 0 everywhere in the complex plane. This shows that f is a
constant function.
By using Liouvilles theorem, we now give a simple proof for the fundamen-
tal theorem of algebra.
Theorem 2.2.12.
Proof.
Suppose that P (z) is not zero for any value of z. Then the reciprocal
1
f (z) = is an entire function, and it is also bounded in the complex plane.
P (z)
Therefore, by Liouvilles theorem f (z), and hence P (z) is a constant. But P (z)
is not a constant. This contradiction shows that there exists at least one point
z0 such that P (z0 ) = 0.
Lemma 2.2.13.
Corollary 2.2.15.
Exercises.
R
2. Apply the Cauchy - Goursat theorem to show that C
f (z)dz = 0, when
the contour C is the unit circle |z| = 1, in either direction, and when
z2 1
(a) f (z) = , (b) f (z) = zez , (c) f (z) = 2 , (d) f (z) = tanz.
z3 z + 2z + 2
R dz
3. Evaluate c
, where C is the positively oriented unit circle.
z2+2
R dz
4. Evaluate c
, where C is the positively oriented unit circle.
z
R e2z
6. Evaluate c
dz, where C is the positively oriented circle |z| = 2.
(z + 1)4
2
R ez
7. Evaluate c dz, where C is the boundary of the square with ver-
z(z 2i)2
tices 3 3i, oriented in the counterclockwise direction.
8. Suppose that f (z) is entire and that the harmonic function u(x, y) =
Re[f (z)] has an upper bound u0 i.e., u(x, y) u0 for all points (x, y)
in the xy-plane. Show that u(x, y) must be constant throughout the plane.
In this chapter we study about the convergence and divergence of complex se-
quences and complex infinite series. The basic definitions for complex sequences
and series are essentially the same as for the real case.
plex Numbers
The quantity |zn z| measures the difference between zn and its intended limit
z. The definition thus says that this difference can be made as small as we like,
provided that n is large enough. It follows that the convergence is not affected by
the initial terms. Observe that the inequality |zn z| < is equivalent to saying
55
3.1. Convergence of Sequences and Series of Complex Numbers 56
that the point zn lies inside a circle of radius and centered at z. In the case
when zn = xn and z = x are real, the inequality |xn x| < is equivalent to the
inequalities x < xn < x + , so that xn lies in the open interval (x , x + ).
The limit of the above sequence is unique if it exists. If that limit exists, the
sequence is said to converge to z, and we write limn zn = z. If the sequence
has no limit, we say that it diverges. The proof of the following theorem is left
as an exercise.
Theorem 3.1.1.
An infinite series
n=1 zn = z1 + z2 + .... + zn + .... of complex numbers
sequence can have at most one limit, a series can have at most one sum. When
a series does not converge, we say that it diverges.
Theorem 3.1.2.
if and only if
n=1 xn = X and n=1 yn = Y .
Proof.
only if
n=1 xn = X and n=1 yn = Y .
Corollary 3.1.3.
This corollary shows that the terms of convergent series are bounded. That
is, when series
n=1 zn converges, there exists a positive constant M such that
Corollary 3.1.4.
that for any complex number z, this infinite series is a series of complex numbers,
which either converges or diverges.
Theorem 3.2.1.
Suppose that a function f is analytic throughout a disk |z z0 | < R0 , centered
at z0 and with radius R0 . Then f (z) has the power series representation
f (n) (z0 )
f (z) =
n=1 an (z z0 )
n
(|z z0 | < R0 ), where an = (n = 0, 1, 2, ...).
n!
y
z
R0
z0
O x
i.e., n
n=1 an (z z0 ) converges to f (z) when z lies in the open disk |z z0 | < R0 .
(This expansion of f (z) is called the Taylor series of f (z) about the point z0 .)
Since f (0) (z0 ) = f (z0 ) and 0! = 1, the Taylor series of f (z) about the point z0 can
f 0 (z0 ) f 00 (z0 )
be written as f (z) = f (z0 ) + (z z0 ) + (z z0 )2 + ...., (|z z0 | < R0 ).
1! 2!
Remark.
f (n) (0) n
A Taylors series about the point z0 = 0, f (z) =
n=0 z (|z| < R0 )
n!
is called a Maclaurin series.
Any function which is analytic at a point z0 must have a Taylor series about
z0 . For, if f is analytic at z0 , it is analytic throughout some neighborhood
|z z0 | < of z0 . Therefore by Taylors theorem, f (z) have a Taylor series about
z0 valid in |z z0 | < . Also, if f is entire, R0 can be chosen arbitrarily large,
and the condition of validity becomes |z z0 | < and the Taylor series then
converges to f (z) at each point z in the finite plane. If f is analytic everywhere
inside a circle centered at z0 , then the Taylor series of f (z) about z0 converges
to f (z) for each point z within that circle and in fact, according to Taylors
theorem, the series converges to f (z) within the circle about z0 whose radius is
Example 7.
Example 8.
1 1
Let f (z) = . Then, the derivatives of the function f (z) = ,
1z 1z
n!
which fails to be analytic at z = 1, are f (n) (z) = (n = 0, 1, 2, ...).
(1 z)n+1
1
f (n) (0) = n! (n = 0, 1, 2, ...).. Therefore, f (z) = = 1 + z + z2 + z3 +
1z
... (|z| < 1).
1
Problem 26. Determine the Taylors series for f (z) = valid for |z| < 1.
z + z4
Solution.
1 1 1 1 1 1
We have, 4
= 3
= 3
= n=0 (z 3 )n
z+z z1+z z 1 (z ) z
1
= (1)n (z)3n = n 3n1
n=0 (1) z .
z n=0
Exercises.
2. Obtain the Taylor series for the function f (z) = ez in powers of (z 1).
z
3. Find the Maclaurin series expansion of the function f (z) = .
z4 +9
1
4. Derive the Taylor series representation for valid in |z i| < 2 in
1z
powers of (z i).
1 + 2z 2
6. Expand the function f (z) = into a series involving powers of z.
z3 + z5
Theorem 3.3.1.
Remark.
where
Z
1 f (z)dz
bn = (n = 1, 2, ...).
2i C (z z0 )n+1
Thus, we have
f (z) = 1 n
n= bn (z z0 ) + n=1 an (z z0 )
n
(R1 < |z z0 | < R2 ).
f (z) =
n= cn (z z0 )
n
(R1 < |z z0 | < R2 ),
where
Z
1 f (z)dz
cn = (n = 0, 1, 2, ...).
2i C (z z0 )n+1
Example 9.
zn z z2 z3
ez =
n=0 =1+ + + + .... (|z| < ).
n! 1! 2! 3!
1 1
Replacing z by , in this series representation, we get the Laurents series for e z
z
as:
1 1 1 1 1
e z =
n=0 n
=1+ + 2
+ + .... (0 < |z| < ).
n! z 1! z 2! z 3! z 3
Note that no positive powers of z appear in this Laurents series, the coefficients
of the positive powers being zero.
Example 10.
1
Consider f (z) = . We now find the Laurents series expansions of
(z + 5)
f (z) that are valid in the regions (i) |z| < 5, and (ii) |z| > 5. Here, the region
in (i) is an open disk inside a circle of radius 5, centered on z = 0. We write
1 1 1
f (z) = = z = z .
(z + 5) 5(1 + ) 5(1 ( ))
5 5
1 z n
Therefore, by using geometric series expansion, we get f (z) = n=0 ( ) =
n n
5 5
(1) z
n=0 , valid in the region |z| < 5, which involves only non negative
5n+1
powers of z.
Now, the region in (ii) is an open annulus outside a circle of radius 5, centered
on z = 0. Here, |z| > 5 | z5 | < 1.
1 1 1
So, we have f (z) = = = . By using geometric
(z + 5) 5 5
z(1 + ) z(1 ( ))
z z n n
1 5 n (1) 5
series expansion, we get f (z) = n=0 ( ) = n=0 , valid in the
z z z n+1
region |z| > 5, which involves only negative powers of z.
1
Problem 27. Determine the Laurents series for f (z) = valid in the
z(z + 5)
region |z| < 5.
Solution.
1 (1)n z n
We know from the above example that =
n=0 , valid in the
z+5 5n+1
1 1 1 1 (1)n z n n n1
(1) z
= =
n=0 = n=0 (|z| < 5).
z(z + 5) z z+5 z 5n+1 5n+1
Exercises.
1
1. Obtain the Laurents series expansion for f (z) = valid in the region
z2 +4
|z 2i| > 4.
1
2. For the function f (z) = , determine the Laurents series that is
z(z + 2)
valid within the region 1 < |z 1| < 3.
1 1
3. Expand f (z) = in the following regions (a) |z| < 1 (b)
z1 z2
1 < |z| < 2 (c) |z| > 2.
1
4. Find the Laurent series that represents the function f (z) = z 2 sin in the
z2
domain 0 < |z| < .
ez
5. Derive the Laurent series representation for valid for 0 < |z + 1| <
(z + 1)2
.
6. Give two Laurents series expansions in powers of z for the function f (z) =
1
2
, and specify the regions in which those expansions are valid.
z (1 z)
z
7. Find the Laurent series expansion of f (z) = valid in the
(z 1)(z 3)
region 0 < |z 1| < 2.
Series
We will now discuss basic properties of power series.
Theorem 3.4.1.
If a power series n
n=0 an (z z0 ) converges when z = z1 (z1 6= z0 ), then it
O x
|z z0 | = R for some R 0.
The above theorem implies that the set of all points inside some circle centered
at z0 is a region of convergence for the above power series n
n=0 an (z z0 ) ,
The series cannot converge at any point z2 outside that circle, according to
the theorem ; for if it did, it would converge everywhere inside the circle centered
at z0 and passing through z2 . The first circle could not, then, be the circle of
convergence.
The power series converges absolutely for all z satisfying |z z0 | < R and
diverges for |z z0 | > R. Here R is called the radius of convergence of the power
series. The radius R of convergence can be (a) zero (in which case
n=0 an (zz0 )
n
converges only at z = z0 ), (b) a finite number (in which case the given power
series converges at all interior points of the circle |z z0 | = R), (c) (in which
case the given power series converges for all z).
A power series may converge at some, all, or none of the points on the actual
circle of convergence.
z0 | = R, and let S(z) and SN (z) represent the sum and partial sums, respectively,
of that series:
S(z) = n N 1 n
n=0 an (z z0 ) , SN (z) = n=0 an (z z0 ) (|z z0 | < R).
circle of convergence.
Theorem 3.4.2.
Let C denote any contour interior to the circle of convergence of the power
series n
n=0 an (z z0 ) , and let g(z) be any function that is continuous on C.
The series formed by multiplying each term of the power series by g(z) can be
integrated term by term over C; i.e., C g(z)S(z)dz =
R R n
n=0 an C g(z)(z z0 ) dz.
If a series n
n=0 an (z z0 ) converges to f (z) at all points interior to some
An important result in real calculus states that, within a power seriess radius
of convergence, a power series is differentiable, and its derivative can be obtained
by differentiating the individual terms of the power series termbyterm. The
same holds true for complex power series:
Theorem 3.4.3.
i.e., at each point z interior to the circle of convergence of that series, S 0 (z) =
n=1 nan (z z0 )
n1
. Also, S 0 (z) has the same radius of convergence as S(z).
converges within some circle |z z0 | = R. Their sums f (z) and g(z), respectively,
are then analytic functions in the disk |zz0 | < R, and the product of those sums
The series n n
n=0 cn (zz0 ) with cn = k=0 ak bnk is the same as the series obtained
Problem 28.
1
Determine the power series for f (z) = valid in the region |z 1| < 1, by
z2
1
differentiating the power series representation of in the region |z 1| < 1.
z
Solution.
1 1 1
By geometric series expansion, we have = = =
z 1 + (z 1) 1 ((z 1))
n n
n=0 (1) (z 1) , |z 1| < 1.
1
Differentiating each sides of this equation gives, 2 = n
n=1 (1) n(z 1)
n1
z
1
2 = n n
n=0 (1) (n + 1)(z 1) , |z 1| < 1.
z
Problem 29.
1
Use the power series expansions for ez and , to obtain the power series
1+z
ez
representation of in the region |z| < 1.
1+z
Solution.
1
By geometric series expansion, we have = 1 z + z 2 z 3 + ...., |z| < 1.
1 + z
zn
Also, ez = n=0 , (|z| < ).
n!
ez 1 1
Therefore, = (1 + z + z 2 + z 3 + ....)(1 z + z 2 z 3 + ....).
1+z 2 6
ez 1 1
Multiplying these two series term by term, we get = 1 + z 2 z 3 + ....
1+z 2 3
(|z| < ).
Exercises.
1
1. By differentiating the Maclaurin series representation =
n=0 z
n
1z
1 2
(|z| < 1), obtain the expansions for 2
and
(1 z) (1 z)3
1
2. Find the Taylor series for the function about the point z0 = 2. By
z
differentiating that series term by term, obtain the Taylor series for the
1
function 2 valid in the region |z 2| < 2.
z
ez 1 1 5
3. Use multiplication of series to show that 2
= + 1 z z 2 + ....
z(z + 1) z 2 6
(0 < |z| < 1).
In this chapter, we will discuss the Cauchys residue theorem, which is a powerful
tool to evaluate line integrals of analytic functions over closed curves; it can
often be used to compute real integrals as well. It generalizes the Cauchy -
Goursat theorem and Cauchys integral formula. We begin with a detailed study
of isolated singular points.
If there is a positive number R1 such that f is analytic for R1 < |z| < ,
then f is said to have an isolated singular point at z0 = .
z+1
For example, the function f (z) = has the three isolated singular
z 3 (z 2
+ 1)
69
4.1. Singular Points and Residues 70
points z = 0 and z = i.
1
The function f (z) = has the singular points z = 0 and z = 1/n,
sin(/z)
(n = 1, 2, ...), all lying on the segment of the real axis from z = 1 to
z = 1. Each singular point except z = 0 is isolated. The singular point z = 0
is not isolated because every deleted -neighborhood of the origin contains other
singular points of the function (since 1/n 0 as n ).
Let C is any positively oriented simple closed contour around z0 that lies in the
punctured disk 0 < |z z0 | < .
y
C
z0
O x
R 1 R
Since C
(zz0 )n dz = 0 when z 6= 1, and dz = 2i, by integrating
C
(z z0 )
the above Laurent series, term by term around C, we obtain:
Z
f (z)dz = 2i b1 .
C
The complex number b1 , which is the coefficient of 1/(zz0 ) in the above Laurent
series expansion of f (z), is called the residue of f at the isolated singular point
z0 , and we denote it as Resz=z0 f (z).
R
Therefore, we have C f (z)dz = 2i Resz=z0 f (z).
This provides a powerful method for evaluating certain integrals around simple
closed contours.
Example 11.
R 1
Consider the integral C
z 2 sin
dz where C is the positively oriented unit
z
circle |z| = 1. Since the integrand is analytic everywhere in the finite complex
plane except at z = 0, it has a Laurent series representation that is valid in the
R
region 0 < |z| < . Therefore by the equation C f (z)dz = 2i Resz=z0 f (z),
R 1
the value of integral C z 2 sin dz is 2 i times the residue of its integrand at
z
z = 0.
Note that
1 1 1 1 1 1 1 1 1 1
z 2 sin = z 2 ( 3 + 5 ....) = z + 3 .... 0 < |z| < .
z z 3! z 5! z 3! z 5! z
1 1 1 1
Here, the coefficient of is . Resz=z0 z 2 sin = . Therefore,
z 3! z 3!
1 i
Z
1
z 2 sin dz = 2i = .
C z 3! 3
Proof.
common. The circles Ck , together with the simple closed contour C, form the
boundary of a closed region throughout which f is analytic and whose interior
is a multiply connected domain consisting of the points inside C and exterior to
each Ck . y
Cn
C1
C2
z1 zn
z2
C
O x
R
. But, Ck
f (z)dz = 2i Resz=zk f (z) (k = 1, 2, ..., n).
R
Therefore, C
f (z)dz = 2i nk=1 Resz=zk f (z).
Residue at Infinity
Suppose that a function f is analytic throughout the finite plane except for
a finite number of singular points interior to a positively oriented simple closed
contour C. Let R1 denote a positive number which is large enough that C lies
inside the circle |z| = R1 . Then, the function f is clearly analytic throughout
the domain R1 < |z| < and in this case, the point at infinity is said to be an
isolated singular point of f . Now, let C0 denote a circle |z| = R0 , oriented in the
clockwise direction, where R0 > R1 .
y
C0
O R1 R0 x
Z
f (z)dz = 2 i Resz= f (z) (1)
C0
Z Z Z
f (z)dz = f (z)dz = f (z)dz.
C C0 C0
R
Therefore, C
f (z)dz = 2 i Resz= f (z) (2).
Now to find this residue,we write the Laurent series
f (z) =
n= cn z
n
(R1 < |z| < ),
where
Z
1 f (z)dz
cn = (n = 0, 1, 2, ...).
2i C0 z n+1
Replacing z by 1/z in the above Laurent series and then multiplying by 1/z 2 , we
see that
1 1 1
2
f ( ) =
n= cn z
n+2
=
n= cn2 z
n
(0 < |z| < ).
z z R1
1 1
Therefore, by definition of residues, c1 = Resz=0 [ f ( )]. But, by the above
z2 z
formula to compute the coefficients of Laurent series,
Z
1
c1 = f (z)dz
2i C0
R 1 1
C0
f (z)dz = 2 i Resz=0 [ f ( )] (3).
z2 z
1 1
Resz= f (z) = Resz=0 [ f ( )] (4)
z2 z
From equations (2) and (4), we obtain the following theorem, which is sometimes
more efficient to use than Cauchys residue theorem since it involves only one
residue.
Theorem 4.1.2.
Problem 30.
R 5z 2
Evaluate the integral C
dz, where C is the positively oriented circle
z(z 1)
|z| = 2.
Solution.
5z 2
Here, the integrand f (z) = has the two isolated singularities z = 0
z(z 1)
5z 2
and z = 1, both of which are interior to C. We first expand f (z) = as
z(z 1)
a Laurent series about z = 0 as follows:
5z 2 5z 2 1 2
= = (5 )(1 z z 2 ....) (0 < |z| < 1).
z(z 1) z 1z z
Therefore, the Resz=0 f (z) is the coefficient of 1/z in this Laurent series expan-
sion, i.e., Resz=0 f (z) = 2.
5z 2
Now we expand f (z) = as a Laurent series about z = 1 as follows:
z(z 1)
5z 2 5(z 1) + 3 1 3
= = (5 + )[1 (z 1) + (z 1)2 ....],
z(z 1) (z 1) 1 + (z 1) (z 1)
when 0 < |z1| < 1. From this expansion, we get Resz=1 f (z) = 3, the coefficient
of i/(z 1). Therefore, by Cauchys residue theorem,
5z 2
Z
dz = 2i [Resz=0 f (z) + Resz=1 f (z)] = 2i [2 + 3] = 10 i.
C z(z 1)
Remark.
The above problem can also be solved by using Theorem 4.1.2. Here,
1 1 5 2z 5 2z 1 5
2
f( ) = = = ( 2) (1 + z + z 2 + ....) (0 < |z| < 1).
z z z(1 z) z 1z z
1 1
Therefore, Resz=0 [ f ( )] is the coefficient of 1/z in the above Laurent series
z2 z
1 1
expansion. i.e., Resz=0 [ 2 f ( )] = 5. Therefore,
z z
Z
1 1
f (z)dz = 2 i Resz=0 [ f ( )] = 2 i 5 = 10 i .
C z2 z
Exercises.
R 1
3. Evaluate the integral C
z 2 exp( )dz, where C is the positively oriented
z
unit circle.
R z+1
5. Use Cauchys residue theorem, to compute C
dz, where C is the
z 2 2z
positively oriented circle |z| = 3.
R z+1
6. Use Theorem 4.1.2, to compute C
dz, where C is the positively
z 2 2z
oriented circle |z| = 3.
bn
f (z) = n
n=0 an (z z0 ) + n=1 (0 < |z z0 | < ).
(z z0 )n
Here, the portion of the Laurent series of f (z) about the isolated singular point
bn
z = z0 consisting of negative powers of z z0 , i.e, n=1 is called the
(z z0 )n
principal part of f at z0 . We now use the principal part to identify the isolated
singular point z0 as one of three special types.
If the principal part of f at z0 contains at least one nonzero term but the
number of such terms is only finite, then there exists a positive integerm (m 1)
such that bm 6= 0 and bm+1 = bm+2 = .... = 0. Then the Laurent series expansion
of f (z) becomes
b1 b2 bm
f (z) = n
n=0 an (z z0 ) + + 2
+ ... + (0 < |z z0 | < ),
z z0 (z z0 ) (z z0 )m
If every bn in the Laurent series expansion of f (z) about the isolated singular
point z = z0 is zero, so that
f (z) =
n=0 an (z z0 )
n
(0 < |z z0 | < ).
In this case, the isolated singular point z0 is called a removable singular point.
Note that the residue at a removable singular point is always zero. If we rede-
fine, f at z0 so that f (z0 ) = a0 , the Laurent expansion becomes valid throughout
the entire disk |z z0 | < . Since a power series always represents an analytic
function interior to its circle of convergence, it follows that f is now analytic at
z0 . The singularity z0 of f is, therefore, removed.
5z 2 5(z 1) + 3 3
Note that f (z) = = = 5+ , which is the Laurent
z1 (z 1) (z 1)
5z 2
series expansion of f (z) = about the isolated singular point z = 1. Here,
z1
3
the principal part contains only one nonzero term namely , and hence
(z 1)
5z 2
z = 1 is a simple pole of f (z) and Resz=1 = 3.
z1
We have
1 1 1 1 1
e z =
n=0 n
=1+ + 2
+ + .... (0 < |z| < ).
n! z 1! z 2! z 3! z 3
1
Thus, the principal part of the Laurent series expansion of f (z) = e z con-
tains infinitely many terms. z = 0 is an essential singular point of f (z)
1
and Resz=0 e z = 1.
Problem 31.
1 cos z
Show that z = 0 is a removable singularity of the function f (z) = .
z2
Solution.
z2 z4 z6
cos z = 1 + + .... (|z| < ).
2! 4! 6!
1 cos z 1 1 1 1 1 z2 z4
f (z) = = [1 (1 + + + + ....)] = + + .....
z2 z2 1! z 2! z 2 3! z 3 2! 4! 6!
Problem 32.
Solution.
1 1 1 1 1
e1/z = 1 + 2 3 + .... (0 < |z| < )
z 2! z 3! z
and
1 1 1 1 1 1
sin ( ) = 3 + 5 .... (0 < |z| < )
z z 3! z 5! z
1 1 1
e1/z sin ( ) = 2 + ....
z z z
The principal part of the Laurent series expansion of e1/z sin ( z1 ) has infinitely
many terms. z = 0 is an essential singular point with residue 1. Hence
R 1/z
C
e sin ( z1 ) dz = 2 i 1 = 2 i.
Exercises.
1. Write the principal part of the following functions at the isolated singular
points and determine whether that point is a pole, a removable singular
point, or an essential singular point. Also, find the corresponding residue
in each case.
1
(a) z exp( )
z
cos z
(b)
z
z2
(c)
1+z
1
(d)
(2 z)3
sinh z
(e)
z4
2
z 2z + 3
(f)
z2
1 exp(2z)
(g)
z4
exp(2z)
(h) .
(z 1)2
f (z)
2. Suppose that a function f is analytic at z0 , and write g(z) = .
(z z0 )
Show that
If a function f (z) has an isolated singularity at a point z0 , then, the basic method
for identifying z0 as a pole and finding the residue there is to write the appropriate
Laurent series and to note the coefficient of 1/(z z0 ). But, the computation
of a Laurent series expansion is tedious in most circumstances. The following
theorem provides an alternative characterization of poles and a way of finding
residues at poles.
Problem 33.
z+1
Find the residues of f (z) = at singular points.
z2 + 9
Solution.
z+1
Here, f (z) = is analytic at all points except z = 3 i. We can write
z2 + 9
(z) z+1
f (z) = where (z) = . Since (z) is analytic at 3 i and (3 i) 6= 0,
z 3 z+3 i
3i
z = 3 i is a simple pole of f , and Resz=3 i f (z) = (3 i) = .
6
3+i
Similarly, z = 3 i is also a simple pole of f , and Resz=3 i f (z) = .
6
Problem 34.
R 3z 3 + 2
Find the value of the integral C
dz, taken counterclockwise
(z 1)(z 2 + 9)
around the circle |z 2| = 2.
Solution.
3z 3 + 2
Here, f (z) = has the singular points z = 1 and z = 3 i and
(z 1)(z 2 + 9)
all these are simple poles.
Here, C is |z 2| = 2. The simple poles z = 1 lies inside C , whereas z = 3
and z = 3 i lies out side C.
Problem 35.
R ez
Evaluate C
dz, along the circle |z 1| = 3 taken in counterclockwise
(z + 1)2
direction.
Solution.
ez
Note that f (z) = is analytic at all points except z = 1.
(z + 1)2
Here, C is |z 1| = 3. The singular point z = 1 lies inside C .
(z)
Also, we can write f (z) = where (z) = ez .
(z + 1)2
Since (z) is analytic and non zero at z = 1, it is a double pole of f , and
0 (1)
Resz=1 f (z) = = e1 .
1!
ez 2 i
dz = 2i Resz=1 f (z) = 2 i e1 =
R
Hence, C 2
.
(z + 1) e
Exercises.
sinh z
1. Find the residues of f (z) = at z = 0.
z4
(log z)3
2. Find the residues of f (z) = at singular points.
z2 + 1
z 3 + 2z
3. Show that z = i is a pole of order 3 of the function f (z) = and
(z i)3
find the residue at z = i.
R 3z 3 + 2
4. Find the value of the integral C
dz, taken counterclockwise
(z 1)(z 2 + 9)
around the circle |z| = 4.
R dz
5. Find the value of the integral C
dz, taken counterclock-
(z 1)(z 3 (z + 4))
wise around the circle |z| = 2.
6. Evaluate the integral of f (z) around the positively oriented circle |z| = 3
1
z3e z (3z + 2)2
where (a) f (z) = (b) f (z) = .
1 + z3 z(z 1)(2z + 5)
Theorem 4.4.1.
Example 16.
Consider the polynomial f (z) = z 3 8. Note that f is entire and that f (2) = 0
and f 0 (2) = 12 6= 0. z0 = 2 is a zero of order 1.
This can also be seen by using the above theorem. We can write z 3 8 =
(z2)(z 2 +2z+4). f (z) has a zero of order 1 at z0 = 2, since f (z) = (z2)g(z),
where g(z) = z 2 + 2z + 4, and because f and g are entire and g(2) 6= 0.
The next theorem shows that the zeros of an analytic function are isolated
when the function is not identically equal to zero.
Theorem 4.4.2.
Theorem 4.4.3.
Theorem 4.4.4.
Suppose that
(a) two functions p and q are analytic at a point z0 ;
(b) p(z0 ) 6= 0 and q has a zero of order m at z0 . Then the quotient p(z)/q(z)
has a pole of order m at z0 .
Theorem 4.4.5.
p(z) p(z0 )
Resz=z0 = 0
q(z) q (z0 )
Example 17.
cos z
Consider the function f (z) = cotz = , which is a quotient of the entire
sin z
functions p(z) = cos z and q(z) = sin z. Its singularities occur at the zeros of
q. i.e., at the points z = n (n = 0, 1, 2, ...). Since p(n) = (1)n 6= 0,
q(n) = 0, and q 0 (n) = (1)n 6= 0, each singular point z = n of f is a simple
p(n) (1)n
pole, with residue = 0 = = 1.
q (n) (1)n
Problem 36.
R 9z + i
Find the value of the integral C
dz, taken counterclockwise around
z(z 2 + 1)
the circle |z| = 2.
Solution.
9z + i p(z)
Here, f (z) = 2
= has the singular points z = 0 and z = i and
z(z + 1) q(z)
all these lies inside C.
Exercises.
1. Let C denote the positively oriented circle |z| = 2 and evaluate the integral
R R dz
(a) C tan zdz; (b) C .
sinh 2z
R dz
2. Show that C 2 2
= , where C is the positively oriented
(z 1) + 3 2 2
boundary of the rectangle whose sides lie along the lines x = 2, y = 0,
and y = 1.
3. Let p and q denote functions that are analytic at a point z0 , where p(z0 ) 6= 0
and q(z0 ) = 0. Show that if the quotient p(z)/q(z) has a pole of order m
at z0 , then z0 is a zero of order m of q.
z sinh z i
4. Show that Resz=i 2
= .
z sinh z
6. Show that the point z = 0 is a simple pole of the function f (z) = csc z
and that the residue of f at z = 0 is 1.
We have seen that the Cauchys residue theorem allows us to evaluate integrals
without actually physically integrating i.e., it allows us to evaluate an integral
just by knowing the residues contained inside a closed contour. In this section
we shall see how to use the residue theorem to to evaluate certain real integrals
which were not possible (or difficult) using real integration techniques from single
variable calculus.
Z Z R
f (x)dx = limR f (x)dx.
0 0
When the limit on the right exists, the improper integral is said to converge to
that limit.
If f (x) is continuous for all x, its improper integral over the infinite interval
< x < is defined by writing
Z Z 0 Z R2
f (x)dx = limR1 f (x)dx + limR2 f (x)dx (1)
R1 0
R
and when both of the limits on right side exist, we say that the integral
f (x)dx
converges to their sum.
R
Another value that is assigned to the integral
f (x)dx is the Cauchy
principal value (P.V.) . The Cauchy principal value (P.V.) of integral
R
f (x) dx is defined as:
R RR
P.V. f (x) dx = limR R f (x) dx (2)
provided this single limit exists.
If integral (1) converges its Cauchy principal value (2) exists. But it is not
always true that integral (1) converges when its Cauchy P.V. exists.
For example, consider the function f (x) = x. Here, both of the limits
R0 RR
limR1 R1 x dx and limR2 0 2 x dx does not exists.
R RR 2
But, P.V. f (x) dx = limR R x dx = limR [ x2 ]R R = 0.
If f (x) ( < x < ) is an even function and if the Cauchy principal value
(2) exists, then
Z Z
1
f (x) dx = [P.V. f (x) dx].
0 2
The method begins with the identification of all the distinct zeros of the
polynomial q(z) that lie above the real axis. They are, of course, finite in number
and may be labelled as z1 , z2 , ..., zn , where n is less than or equal to the degree
of q(z).
p(z)
We then integrate the quotient f (z) = around the positively oriented
q(z)
boundary of the semicircular region consisting of the portion CR in the upper
half plane, of the circle with center at z = 0 and radius R, and the line segment
from R to R on the real axis.
y
CR
z2
zn
z1
R O R x
We take the positive number R as so large such that all the points z1 , z2 , ..., zn
lie inside of the above described simple closed path.
If
Z
limR f (z) dz = 0,
CR
it follows that
Z
P.V. f (x) dx = 2 i nk=0 Resz=zk f (z).
Z
f (x) dx = i nk=0 Resz=zk f (z).
0
Problem 37.
R x2 + x
Find the Cauchy principal value of
dx
(x2 + 1)(x2 + 4)
Solution.
z2 + z
Consider f (z) = . Then f (z) is not analytic at z = i and
(z 2 + 1)(z 2 + 4)
z = 2i and the singular points of f (z) that lie in the upper half plane are z = i
and z = 2i.
Consider the simple closed contour enclosing the semicircular region bounded
by the segment z = x (R x R) of the real axis and the upper half CR of
the circle |z| = R. (Here R is large enough such that both the singular points
z = i and z = 2i of f that lie in the upper half plane belongs to the interior of
the simple closed contour mentioned ). Integrating f (z) counterclockwise around
the boundary of this semicircular region, we see that
R
x2 + x
Z Z
dx + f (z) dz = 2 i [Resz=i f (z) + Resz=2i f (z)].
R (x2 + 1)(x2 + 4) CR
i1 2i
On computation, we get Resz=i f (z) = and Resz=2i f (z) = .
6i 6i
Therefore,
R
x2 + x i1 2i
Z Z Z
2 2
dx = 2 i[ + ] f (z) dz = f (z) dz.
R (x + 1)(x + 4) 6i 6i CR 3 CR
x2 + x
Z
P.V. 2 2
dx = .
(x + 1)(x + 4) 3
Exercises.
R x2
1. Use residues to evaluate 0
dx
x6 + 1
R dx
2. Use residues to find the Cauchy principal value of
.
x2 + 2x + 2
R dx
3. Use residues to evaluate 0
x2+1
R dx
4. Find the value of 0
x4 + 1
R dx
5. Use residues to show that 0
dx =
(x2 + 1)2 4
R x dx
6. Use residues to find the Cauchy principal value of
.
(x2 + 1)(x2 + 2x + 2)
Given the form of an integrand in (1) one can reasonably hope that the integral
results from the usual parametrization of the unit circle z = ei (0 2).
z z 1 z + z 1 dz
Let z = ei , so that sin = , cos = , and d = .
2i 2 iz
Putting all of this into (1) yields
2
z z 1 z + z 1 dz
Z Z
F (sin , cos ) d = F( , ) (2)
0 C 2i 2 iz
where C is the unit circle. When the integrand in integral (2) reduces to a
rational function of z , we can evaluate that integral by means of Cauchys residue
theorem once the zeros in the denominator have been located and provided that
none of them lie on C.
Problem 38.
R2 d 2
Use residues to show that if 1 < a < 1, 0
= .
1 + a sin 1 a2
Solution.
2/a
f (z) denotes the integrand in the above integral, then f (z) = .
(z z1 )(z z2 )
1 + 1 a2
Since |a| < 1 , |z2 | = > 1. Also, since |z1 z2 | = 1, it follows that
|a|
|z1 | < 1. Hence there are no singular points on C, and the only singular point
interior to C is the point z1 . The corresponding residue can be found by writing
(z) 2/a
f (z) = where (z) = . z1 is a simple pole and Resz=z1 f (z) =
z z1 z z2
2/a 1 R2 d 2
= . Thus, 0 = 2 iResz=z1 f (z) = .
z1 z2 i 1a 2 1 + a sin 1 a2
Exercises.
R 2 cos 3t
1. Use residues to show that 0
dt = .
5 4 cos t 12
R 2 d
2. Find the value of 0
.
5 + 4 sin
R d
3. Show that
= 2.
1 + sin2
R2 d 2
4. Use residues to show that if 1 < a < 1, 0
= .
1 + a cos 1 a2
R d
5. Use residues to find the value of 0
, if a > 1.
(a + cos )2
Further Reading