Complex Integration
Complex Integration
UNIT 11
COMPLEX
INTEGRATION
Structure
11.1 Introduction 11.4 Cauchy’s Integral Formula
Expected Learning Outcomes Derivatives of an Analytic Function
11.2 Integration of a Function of a 11.5 Series Representation of a
Complex Variable Complex Function
Arcs and Contours Sequence and Series
Contour Integrals in the Complex Plane Taylor Series
Upper Bound for the Absolute Value of Laurent Series
Complex Integral: Darboux Inequality 11.6 Summary
11.3 Cauchy’s Integral Theory 11.7 Terminal Questions
Some Consequences of Cauchy’s 11.8 Solutions and Answers
Integral Theorem Appendix A: Taylor Series
Appendix B: Laurent Series
11.1 INTRODUCTION
In earlier Unit 10 you learned about functions of a complex variable. You now
know how to calculate the derivative of a function of a complex variable and to
identify whether or not a function is analytic. In this unit we have extended the
study of analytic functions to integration in complex plane. By mastering the
theory of complex integration, as a physics student you will be equipped to
handle many difficult real integrals encountered in advanced topics.
In Sec.11.2 we will introduce you to the meaning of a contour in the complex
plane and the idea of contour integration involving complex functions. In
Sec. 11.3 and 11.4 you will learn two fundamental integral theorems in relation to
analytic functions the Cauchy’s integral theorem and the Cauchy’s integral
formula. You will note that the Cauchy’s integral formula enables us to show that
an analytic function possesses derivatives of all orders, a remarkable result!
Further, it enables us to develop power series representation Taylor series and
Laurent series for functions of a complex variable. The Laurent series is around a
singular point of the analytic function. Its utility stems from the fact that it is
particularly useful to study the nature of the related singularity. These are
discussed in Sec. 11.5.
The proofs of Taylor series and Laurent series are given in the appendices A
and B, respectively.
Expected Learning Outcomes
After completing this unit, you should be able to:
evaluate contour integrals involving complex functions;
37
Block 3 Complex Analysis
apply integral theorems to evaluate integrals and derivatives of an analytic
function;
write an analytic function near a non-singular point as an infinite Taylor
series; and
express an analytic function near a singular point as an infinite Laurent
series.
If it happens that (a) = (b) and (a) = (b), but no other two values of t
correspond to the same point (x, y), then the continuous arc is called a simple
closed curve or a Jordan curve.
An arc or curve is smooth if the derivatives '(t) and '(t) are continuous in
[a, b] and do not vanish simultaneously. The length of a smooth arc or curve is
given by
b
L (t ) 2 (t ) 2 dt (a b) (11.1)
a
In (Fig. 11.1a-d) we have shown a few typical arcs and closed contours.
Arrows indicate the sense of describing a curve.
38
Unit 11 Complex Integration
(a) (b)
(c) (d)
Fig. 11.1: a) Jordan arc; b) A closed contour with four pieces of smooth arcs;
c) A smooth closed curve; d) Large semi-circle with a small semi-
circle. It is an example of a closed contour with piece-wise smooth
arcs.
Example 11.1
Refer to Fig. 11.2. It shows a circle of radius R, centred at z0 ( x0 , y 0 ). Let
z ( x, y ) be a point on the circle.
Solution :
z z0 R(cos i sin ) R e i
z R e i and z R
You should note that in the complex plane, a circle has a simple parametric
representation.
SAQ 1
Obtain parametric representation of an ellipse defined by
x2 y 2
1
a2 b2
If limn Sn exists and is independent of the manner in which the curve has
been sub-divided or the intermediate points j chosen, then this limiting value
is called the contour integral of f (z) along the curve C from point a to point b:
n
f (z) dz lim f
n j 1
( j ) (z j z j 1)
C
max zj zj 1 0 (11.3)
Fig. 11.3: C is a smooth curve. The curve is divided into n parts by the points
z1, z2,...,zn 1.z j z j z j 1 is the chord between the points z j and
z j 1.
f ( j ) u(j , j ) i v (j , j )
where j j i j and z j z j 1 x j x j 1 i ( y j y j 1 ) x j i y j .
On substituting this in Eq. (11.3) we obtain
n
f ( z ) dz lim
n
u( j , j ) iv ( j , j )(x j iy j )
C j 1
max x j x j 1 0
max y j y j 1 0
n
lim u ( j , j ) x j v ( j , j ) y j
n
j 1
n
i u( j , j )y j v ( j , j ) x j
j 1
f (z) dz (u dx v dy ) i (u dy v dx ) (11.4)
C C C
This suggests that the value of the line integral is independent of the choice of
sub-divisions and intermediate points. 41
Block 3 Complex Analysis
Let us pause for a while and think as to what have we achieved. You will note
that we have essentially reduced a complex integral to a complex sum of two
real integrals. But this may not be possible always, say if f ( z ) log z. We may
consider such cases separately.
tb
f ( z )dz u [(t ), (t )] dt v [(t ), (t )]dt
C ta
tb
i u[(t )(t )]dt v [(t ), (t )]dt (11.5)
ta
You will note that the contour integral is expressed as a definite integral
between the limits t a and t b . We illustrate this through a simple example.
Example 11.2
Evaluate the integral z dz along the straight line from 0 to 1 + i.
C
Solution : For any path C between the two points in the z-plane, we can
write
= ( xdx ydy ) i ( ydx xdy )
C C
1 1
z dz (tdt tdt ) i (tdt tdt )
C 0 0
Since the first integral on the right hand side vanishes, we obtain
1
z dz 2i tdt i
C 0
In defining the contour integral with respect to a closed contour, we say that
the contour should be described in the positive sense, i.e., anticlockwise
42
Unit 11 Complex Integration
direction. For this the region enclosed by the closed contour should always lie
to the left as we move along the contour. A circle described in the anti-
clockwise sense is a familiar example. This is illustrated in the following
example.
Example 11.3
dz dz
Evaluate the integrals (i) z
and (ii) zn
(n 2, 3,... ) around a unit circle
2 i 2
dz e id
i) z
ei
i d 2i
0 0
The symbol has been used to emphasize that the path of integration is a
simple closed contour traversed positively.
2 i 2
dz e id
ii) i e i n 1d
zn e in
0 0
e i (n 1) 2
i
i (n 1) 0
1
(n 1)
e i (n 1)2 e0
1
1 1 0
(n 1)
Some properties of contour integrals which follow naturally from Eq. (11.3) and
(11.4) are as follows:
A f (z)dz A f (z)dz
C C
b a
f ( z )dz f ( z )dz
a b 43
Block 3 Complex Analysis
If m is an intermediate point between a and b, then
b m b
f ( z )dz f ( z )dz f (z)dz
a a m
n
I lim
n
f ( k )(zk zk 1)
k 1
max zk zk 1 0
n
I f ( z ) dz lim f (k ) (zk zk 1)
n k 1
C
Since the modulus of the sum of complex numbers is less than the sum of
their moduli, we find that
n
f (z)dz nlim
f ( k ) zk zk 1
C k 1
n
M lim
n
zk zk 1
(11.6)
k 1
as f (z) M.
n
Since lim zk zk 1
n k 1
defines the length, L, of the contour, Eq. (11.6) can
be rewritten as
Example 11.4
2 i
Show that z 2dz 10, where the integration path is a straight line joining
i
z = i to z = 2+ i.
Solution : Length of the integration path L 2 i i 2 . Maximum value of
the modulus of z 2 , M (2 i ) 2 = 5. By Eq. (11.3)
2 i
z 2dz ML 5 2 10
i
Having discussed line integrals in the complex plane, we will now introduce
you to two basic theorems Cauchy's theorem and Cauchy's integral formula.
To this end, you need to know some basic concepts regarding simply
connected and multiply connected regions in a complex plane.
Fig. 11.4: a) The shaded area is a simply connected region. The closed contour
C can be shrunk to a point without going out of the region; b) The
shaded area is a multiply connected region because of the presence
of holes which lie outside the region. A closed contour C enclosing a
hole cannot be shrunk to a point without leaving the region; c)The
shaded area which is the annular region between two concentric
circles is a doubly connected region; d) A general multiply-connected
region. 45
Block 3 Complex Analysis
A region which is not simply connected is said to be multiply connected
(Figs. 11.4b, c and d).
You should note the basic difference between the aforementioned two types of
regions. In Fig. 11.4b, if you try to shrink C to a point, you cannot do it without
leaving the region and entering the hole. The annular region between two
concentric circles is also an example of a multiply-connected region
(Fig. 11.4c). A more general multiply-connected region containing more than
two non-overlapping holes, which lie outside the region, is shown in
Fig. 11.4d.
SAQ 2
State whether the following regions are simply connected or multiply
connected:
a) Re z 0 b) 0 < z 1
c) 0 arg z /4 and z > 1
(Pdx Qdy ) Since f (z ) is analytic, it is real and imaginary parts u and v satisfy the Cauchy-
C Riemann conditions (Eq. 10.13). Moreover, continuity of f (z ) assures that
Q P
dxdy
x y
partial derivatives of u and v are also continuous in the region bounded by C.
R We can apply Green's theorem in a plane to both the integrals on the right
where C is a simple hand side of Eq. (11.9) to obtain
closed curve oriented
v u
in the positive
direction and enclosing
udx vdy x y dx dy (11.10a)
C R
the region R. P and Q
are continuous
and
u v
functions with
continuous first partial
vdx udy x y dx dy (11.10b)
C R
derivatives in R. This
is referred to as where R is the region bounded by the curve C.
Green's Theorem. From Cauchy-Riemann conditions, you will recall that
u v u v
and
46 x y y x
Unit 11 Complex Integration
On using these conditions, we observe that both the surface integrals vanish.
This completes the proof of Cauchy's integral theorem. You will realise that it
uses the condition that f (z ) is continuous. Actually, as shown by Goursat, this
condition is not necessary. The proof is rather elaborate and we shall not
discuss it here. In case you are interested in details, see Arfken (the
reference is given at the end of the block). The revised version of Cauchy's
theorem, sometimes referred to as Cauchy-Goursat theorem, is stated in the
following way:
f (z)dz 0
C
SAQ 3
Determine the domain over which the functions given below are analytic:
z2
a) f ( z ) , b) f (z) = sech z and c) f (z) = tan z
z2 2
f (z)dz (anti
f ( z ) dz
-clockwise)
f ( z )dz f( z )dz f ( z )dz 0
(clockwise)
B C1 MN C2 NM
But
f (z) dz = f (z) dz
NM MN 47
Block 3 Complex Analysis
and
(clockw
f ( z ) dz
ise)
f ( z ) dz
(anticlock w ise)
C2 C2
f (z )dz f (z )dz 0
C1 C2
or
With regard to the value of the integral f ( z ) dz, the closed contours C1 and C2
are equivalent, because the contour integrals over C1 and C2 are the same.
This is called the principle of deformation of contours. It may be stated as
Fig. 11.6: The region R is bounded by the closed contour C externally and
internally by a series of non-overlapping closed contours
C1,C2 ,C3 ,C 4 . This multiply-connected region is converted into a
simply-connected region by introducing cross-cuts like
L1N1, L2N2 , L3N3 and L4N 4 . A single closed contour B can be imagined
consisting of C described in the anti-clockwise sense, C1,...,C 4
described in the clockwise sense and the cuts L1N1, L2N2 , L3N3 , L4N4
each described twice in opposite directions. Such a closed contour B
then encloses the whole region.
48
Unit 11 Complex Integration
From Cauchy's integral theorem we recall that the integral of f (z) over the
closed contour B is zero:
4
f ( z ) dz (anticlockwise)
f ( z ) dz
i 1
(clockw
+
f ( z ) dz +
ise)
B C Ci
4 4
i 1
f (z) dz i1 f (z) dz 0
Li Ni Ni Li
But
f (z) dz f (z) dz
Li Ni Ni Li
Therefore, the sum of the third and fourth terms vanishes and we finally obtain
4
f ( z ) dz f ( z ) dz (11.12)
C (anticlockw ise) i 1 C1 ( anticlockw ise)
SAQ 4
dz
Show that z z0
2i
C
dz
and ( z z0 ) n
0; n 2, 3,...
C
b a
f ( z ) dz = f ( z ) dz + f (z) dz = 0 (11.13)
C a b
along C1 along C2
a b
But f ( z ) dz f (z) dz
b a
along C2 along C2
49
Block 3 Complex Analysis
Using this result in the above expression, we obtain
b b
f ( z ) dz f (z ) dz 0
a a
along C1 along C 2
or
b b
f ( z ) dz f (z ) dz (11.14)
a a
along C1 along C 2
This shows that the value of a line integral between two points is
independent of the path if f(z) is analytic throughout a simply-connected
region containing the paths.
SAQ 5
Show that z2dz is independent of the path C connecting two points (0,0) and
C
(2,2).
ii) Take C to be the path (0,0) to (2,0) along the real axis and then from (2,0) to
(2,2) along the imaginary axis.
b) From the result contained in Eq. (11.14) we may say that the integral
z
f (z) dz depends only on the initial and final values of the variable of
z0
integration and hence is independent of any path lying entirely in R. That
is, it defines a function of z excepting a constant. So we may write
z
F (z) z 0
f ( z) dz A (11.15)
z
F ( z ) F ( z0 ) z 0
f ( z) dz (11.16)
Example 11.5
z 3z2 1dz.
z2
Evaluate the integral
1
z2 z2
z1
(3z 2 1) dz ( z3 z )
z1
You should note that Cauchy’s theorem enables us to evaluate the line
integral of an analytic function around a closed contour in a simply connected
or multiply connected region. You may now ask: What if the integrand were
not analytic and the value of the function is required at an interior point?
Obviously, Cauchy’s theorem will not apply. In such a situation, we resort to
Cauchy’s integral formula, which we discuss in the following section.
f (z) dz f (z) dz
C z z0
C z z0
0
z0
Because of the circular path around z0 , we can use polar representation and
write z z0 rei so that dz ireid where r is radius of the circle.
f ( z ) dz f ( z0 r ei )i r eid
C z z0
C
r ei
2
i f ( z0 r ei ) d
0
f ( z )dz 2
z z0
i f ( z0 ) d
C 0
2i f ( z0 )
or
1 f ( z ) dz
f ( z0 )
2i z z0
(11.18)
C
This is known as Cauchy’s integral formula. It allows us to calculate the value
of the function at any interior point z0 from its specified boundary values on
the contour C. This is illustrated in the following example.
52
Unit 11 Complex Integration
Example 11.6
(3z 2 6)
g ( z0 ) z z0
dz
C
calculate g (2).
1 f (z)
f ( z0 )
2i z z0
dz
C
1 2i (3z 2 6)
g ( z0 )
2i z z0
dz
C
C is the circle z .
On comparing this expression with that given in Eq. (11.18) you will readily
note that
g ( z) 2i (3z2 6)
= 12i.
SAQ 6
cos z
Calculate the value of the integral z
dz when C is the circle z 2.
C
and
1 f ( z ) dz
f ( z0 )
2i z z0
C
f ( z0 h ) f ( z0 ) 1 1 1 1
h
2i f ( z ) dz
h z ( z0 h) z z0
C
On simplifying,
1 f ( z ) dz
2i ( z z0 h) ( z z0 )
C
1 z z0 h h
( z z0 h) ( z z0 ) ( z z0 h) ( z z0 )2
1 h
( z z0 )2 ( z z0 h) ( z z0 )2
That is, we have written the given expression in partial fractions. Using this
expression in the above integral, we obtain
f ( z0 h) f ( z0 ) 1 f ( z ) dz h f ( z ) dz
h
2i ( z z0 ) 2
2i ( z z0 h)(z z0 )2
C C
We now show that the second term on the right hand side approaches zero as
h0. Let the maximum value of f (z) on C be M. If the length of C is denoted
by L and the shortest distance from z0 to C is d, then
h f ( z ) dz h ML
lim
h 0 2i ( z z0 h )(z z0 )2
lim
h 0 2 ( d h ) d 2
C
=0
f ( z0 h ) f ( z0 )
f ( z0 ) lim
h 0 h
1 f ( z ) dz
2 i ( z z0 )2
(11.19)
54 C
Unit 11 Complex Integration
That is, the value of the first derivative of an analytic function at an interior
1
point is given by an integral of the product of the given function with z z0
taken along a contour enclosing that point.
You can prove that f (z ) is also an analytic function within C by showing that
f (z ) exists at each point within C. To do so, you should repeat the technique
used in arriving at Eq. (11.19). That is, we write f ( z0 h ) and f ( z0 ), subtract
and divide the resultant expression by h :
f ( z0 h) f ( z0 ) 1 f ( z ) dz 1 1
h
2 i
h ( z z0 h)2 ( z z0 )2
C
1
f ( z ) dz. 2( z z0 h)
1
2 i 2
( z z0 )2 ( z z0 h )2
C
2 f ( z ) dz
f ( z0 )
2i ( z z0 )3
(11.20)
C
Continuing in this way, you can show that, in general, the nth derivative of
f (z ) at z0 is given by
n! f ( z ) dz
f (n ) ( z0 )
2i ( z z0 )n 1
(n 1, 2, 3, ...) (11.21)
C
Since n is not restricted to any finite value, we note that an analytic function of
a complex variable has derivatives of all orders. The existence of the (n+1)th
derivative of f (z ) at a point means the nth derivative of f (z ) is an analytic
function at that point. From the above discussion we may conclude that
If a function f is analytic at a point, its derivatives of all orders f , f , f ,... are
guaranteed. Moreover, the derivatives of f are analytic at that point.
lim zn l
n
Such sequences whose limit exists are called convergent. Otherwise, it is called
a divergent sequence. It is important to note that a given sequence possess a
unique limit.
where Sn is the sum of the first n terms of the sequence { zn } and is called the
nth partial sum. The sequence { Sn } can be represented as
z1 z2 ... zn ... zi
i 1
which is called an infinite series. The infinite series is a convergent series if the
limit of nth partial sum exists i.e.
lim Sn S
n
where S is the sum of the infinite series. A necessary but not sufficient condition
for a given infinite series to be convergent is given by
lim zn 0
n
a0 a1 ( z a ) a2 ( z a )2 ... an ( z a )n ... an (z a)n
n 1
is called a power series in (z – a). Clearly the power series converges for
z = a. If we draw a circle C of radius R with centre at z = a, such that the series
converges at all points inside C and diverges at all points outside C, while it
may or may not converge on the circle C, the corresponding circle is called the
circle of convergence of the power series. The radius R called its radius of
56 convergence.
Unit 11 Complex Integration
Example 11.7
Show that the geometric series azn converges for z 1 , where a is a real
n 0
number.
Solution : The nth partial sum of the geometric series can be written as
a (1 z n )
Sn a az az 2 ... az n
1 z
This is convergent if the limit of the sequence Sn exists. Thus
lim z n
a (1 z n ) a
lim Sn lim
n
n n 1 z 1 z 1 z
For the limit lim zn to be finite, z 1 lest the limit tends to . Hence for
n
a
z 1 lim Sn . Thus, the geometric series converges for z 1 with the
n 1 z
a
sum as .
1 z
Example 11.8
Show that the series Z n (1 z) converges for z 1 and find its sum.
n 1
an 1
Solution : Let an zn (z 1). It can be shown that z which when
an
applied to ratio test converges for z 1.
Sn z z 2 z 2 z 3 z 3 ... z n 1 z z n 1
It is observed that all the terms in the series except the first and last term are
cancelled out. Hence the required sum is S lim Sn z lim zn 1. For
n n
z 1, lim zn 1 0. Hence the sum is
n
S lim Sn z
n
For an infinite sequence zn , if for any number > 0, there exist a positive
number N which is function of but independent of z, such that zn l for 57
Block 3 Complex Analysis
all n > N, then it is said to converge uniformly to l. Similarly, for an infinite series
zn , if the sequence of partial sums Sn (z ) converges uniformly to S(z) in a
region, we say that the infinite series is uniformly convergent to S(z) in the
region.
zn 1
If lim l then for
n zn
a) l 1, zn converges
b) l 1, zn diverges
If for n =1, 2, 3, ….
a) zn 0
b) zn 1 zn
Example 11.9
z n 1
Prove that the series n
converges for z 2 and find its sum.
n 1 2
z n 1
Solution : Let zn . Applying the ratio test
2n
z n 1 z
lim
n z n 2
z
For the series to converge 1. Hence the series converges for z 2 .
2
n
z i 1 1 z z 2 z n 1
The nth partial sum Sn 2i
2 4 8
...
2n
is a geometric series
i 1
1 z n z
n
1 1 lim
2 2 n 2 1
with sum as S lim Sn lim
n n
1
z 2z 2z
2
n
z
as lim 0 for z 2 .
n 2
58
Unit 11 Complex Integration
You are familiar with the power series representation of a real function the
1
Taylor series. For example f ( x ) 1 x x 2 x 3 ... is a power series
1 x
1
representation of valid for x 1. For an analytic function of a complex
1 x
variable, the Cauchy’s integral formula opens the channel for derivation of
Taylor series for an analytic function f (z ) about a point z0 .
Taylor series
In other words, the infinite power series converges to f (z ) for every z for
which z z0 r0, where r0 is the radius of the circle C0 (Fig. 11.9).
Geometrically speaking, z should lie within the circle of radius R which
signifies the distance of the nearest singular point of f (z ) from z0 . Then R is
the radius of convergence of f (z ) about z0 .
Example 11.10
f (a)
f ( z ) f (a) ( z a)f (a) ( z a)2 ...
2! 59
Block 3 Complex Analysis
Here
f ( z ) sin z, a / 4
Therefore,
1
f ( / 4) sin ( / 4)
2
1 1
f ( / 4) cos ( / 4) , f ( / 4) sin ( / 4)
2 2
1
f ( / 4) cos ( / 4)
2
1 1 1 1 2 1 1 3
sin z z z z ...
2 2 4 2! 2 4 3 2 4
2 3
z z
1
1 z
4
4
...
2 4 2! 3!
SAQ 7
Obtain the Taylor series representation of log (1+ z) about z = 0.
(z zn0 )n
b
f (z) an ( z z0 )n (11.24)
n 0 n 1
where
1 f ( z ) dz
an
2i ( z z0 )n 1
, n 0,1, 2,... (11.24a)
C1
and
1 f ( z ) dz
bn
2 i ( z z0 ) n 1
, n 1, 2, 3,... (11.24b)
C2
60
Unit 11 Complex Integration
Each integral is taken in the anticlockwise sense. Eq. (11.24) is the Laurent
expansion of f (z ). The proof of Laurent series expansion is given in
Appendix B.
Fig. 11.10: a) The annular region between the two concentric circles C1 and C2
centred at z0 ; b) The doubly-connected region is converted into a
simply connected region by means of the closed contour B which is
the sum of C1 (anti-clockwise), C2 (clockwise) and line segments MN
and N M of the cross-cut.
where
1 f ( z) dz
Aj
2i ( z z0 ) j 1
( j 0, 1, 2,...) (11.25a)
C
A1 A 2
.
... (11.26)
( z z0 ) ( z z0 )2
You should note that Laurent series has two parts. The first part consists of
the infinite series with positive powers of ( z z0 ); A0 A1( z z0 )
A2 ( z z0 )2 ... This is called the analytic part of Laurent series. The second
part consisting of the inverse powers of ( z z0 ); A1( z z0 )1
A2 (z z0 )2 A3 (z z0 )3 is called the principal part of f (z ) .
i) If the principal part contains a finite number of terms such that all A j 0
for j > m, then the singularity of the function f (z ) at z0 is called a pole of
order m. Expressing f (z ) in a Laurent series about z0 , we have
An (z z0 )n z z10 (z z20 )2 ... (z zm0 )m
A A A
f (z)
n 0
( z z0 )m An ( z z0 )n m A1( z z0 )m 1
n 0
where g ( z ) An (z z0 )n m A1(z z0 )m 1 ... Am is an analytic
n 0
function at z z0 and g(z) 0.
ii) If the principal part of f (z ) contains an infinite number of terms, the function
f (z ) is said to have an isolated essential singularity at z z0 . To
understand this, consider the function e1/ z . It has a singularity at z = 0.
Writing u = 1/z, we find that e1/ z eu . Further
u 2 u3
eu 1 u ... for u
2! 3!
1 1 1
1 ... for z 0
z 2! z 2 3! z 3
SAQ 8
ez
Write the Laurent series expansion of about z = 1. Determine the type
( z 1)2
of singularity and the region of convergence.
11.6 SUMMARY
The integration of a function of a complex variable in the z-plane is
the generalization of the Riemann integration for a real variable.
n
f ( z ) dz lim
n
f ( j ) z j
C j 1
This line integral can also be written as a sum of two real integrals:
f (z) dz (u dx dy ) i (u dy v dx )
C C C
where f ( z ) u iv .
The upper bound for the absolute value of a complex integral is given
by Darboux inequality:
f (z ) dz max f L
C
f (z) dz 0
The principle of deformation of contours states that the integral of
an analytic function f (z ) of a complex variable over a closed curve
C1 has the same value over any other closed curve C2 into which C1
can be continuously deformed so that the curve C1 does not pass over
any singular point of f (z ) .
1 f ( z ) dz
f ( z0 )
2 i C z z0
where
1 f ( z ) dz
an
2 i C1 ( z z0 ) n 1
n 0,1, 2,...
and
1 f ( z) dz
bn
2 i C2 ( z z0) 1n
n 1, 2, 3,...
i) z* d z where the path C1 is the upper half of the unit circle from z =1
C1
to z = 1.
ii) z* d z where the path C2 is the lower half of the unit circle from z =1
C2
to z = 1.
2. a) Use the indefinite integral to show that for every contour C extending
from a point z1 to a point z2 .
1
zndz n 1(z2n 1 z1n 1) n 0,1, 2,...
C
b) Evaluate the integral e z dz over some path C joining z = 0 and z = i.
C
3. Evaluate the following integrals over the closed contour C formed by the
lines x = 1, y = 1.
sin z
a) z2
dz
C
tan z dz
b) 2
C
z
64 4
Unit 11 Complex Integration
e zdz
c) z3
C
dz
4. Evaluate the integral 1 z2 , where C is the circle z 3.
C
1
7. Determine the Laurent series for f ( z ) 2 valid in each shaded
z 4z 3
region shown in (Fig. 11.11a, b, c).
1
Fig. 11.11: Region of validity of Laurent series for f ( z ) .
z2 4z 3
8. Prove that the series nz n converges for z 1 and find its sum.
n 1
The nearest singular points are at a distance away from the origin.
2
These lie outside the unit circle. So f ( z ) dz 0.
C
sin z i
c) tan z . As in (b) above, cos z = 0 for z ni .
cos z 2
So f ( z ) dz 0 .
C
dz dz
z z0 z z0
C C
2
dz i r e id
z z0
r e i
2 i
C 0
dz
C z z0
2i
2
dz dz d
C z z0 n
C z z0 n i r n 1e( n 1)i
= 0; n = 2,3,…
0
5. i)
I z 2dz
C
( 2,2)
i 2xy dx x 2 y 2 dy
( 0,0 )
Take C to be the straight line connecting (0,0) and (2,2). Then along C,
x = y and the line integral simplifies to
2 2
z 2dz 2 y 2dy 2i x 2dx
C 0 0
8 8 16
2 i 2 ( 1 i )
3 3 3
The same result could have been obtained easily by the method of
indefinite integrals.
z2 z 2 2i
z3 2 z3 (2 2i )3
z 2dz z 2dz 3 z
3
3
C z1 1 0
16
( 1 i )
3
ii) Here the path C consists of two line segments: (0,0) to (2,0) along the
real axis (call it AP) and then from (2,0) to (2,2) along the imaginary
axis (call it PB). Along AP, y = 0 along PB, x = 2. Moreover, dz = idy
along PB.
2 2
z 2 dz z 2 dz
z 2 dz x 2 dx i 2 iy 2 dy
C AP PB 0 0
2 2 2
x 2dx 2 2 y dy i (4 y 2 ) dy
0 0 0
8 44 i 8 16
i ( 4 2) ( 1 i )
3 2 3 3
1 f ( z ) dz
f ( z0 )
2i z z0 67
C
Block 3 Complex Analysis
To be able to use this result, we rewrite the given integral as
cos z 1 2i cos z
z
dz
2i z
dz
C C
cos z
z
dz 2 i cos 0 2i
C
1
f ( z ) , f (0) 1
1 z
1
f ( z ) , f (0) 1
1 z 2
( 1)(2)
f ( z ) , f (0) 2!
1 z 3
n!
f ( n 1) ( z ) ( 1)n , f ( n 1) (0) ( 1)n n!
1 z n 1
We know that Taylor series representation of a function f (z) is given by
z2
f (z) f (0) f (0)z f (0) ...
2!
z 2 z3 z 4
f (z) z ...
2 3 4
ez
8. We have to obtain Laurent series expansion of f ( z ) about z = 1.
( z 1)2
Here z = 1 is the singular point. Let us put z – 1 = u so that z = u + 1.
ez eu 1 eu e u2 u3
e 1 u ...
( z 1)2 u 2 2
u u 2 2! 3!
e e e e.u
...
u 2 u 2! 3!
e e e e( z 1)
...
( z 1)2 ( z 1) 2! 3!
This is the required Laurent series expansion about z = 1. The principal part
e
contains terms upto . So z = 1 is a pole of order two.
( z 1)2
Terminal Questions
ii) For the lower-half of the unit circle, lies between and 2.
z *dz 2 e iie id i 2 id i ( 2)
C2
i
You should note that the integral of z* depends upon the path. This is
because z* is not an analytic function of z.
2. a) From Eq. (11.15), we know that the indefinite integral of an analytic
z
function f ( z ), F ( z ) f (z) dz, satisfies the relation F (z) f(z) . Here
z0
f( z) z n (n 0,1, 2,...) is an analytic function and it is possible to
zn 1
identify F (z) , because F (z) z n .
n 1
z2
z n 1 z2 z2n 1 z1n 1
z ndz
n 1 z1
n 1
z1
b) As e z is an analytic function, e zdz is independent of the path C
C
joining z = 0 and z = i. So we can write
e x (cosy i siny ) (dx i dy )
C
(e x cosy dx e x siny dy ) i (e x siny dx e x cosy dy )
C C
sin z d
z2
dz 2i sin z
dz z z0 0
C
sin z
z2
dz 2i cos z z z0 0 2i
C
tan z dz d
b) z ( / 4) 2
2i
dz
tan z z z / 4
0
C
2 i sec 2 z z z0 / 4
= 4i
ez 2i d 2e z
c) z3
dz
2! dz 2 z z 0
0
= i e z z z 0 i
0
1
4. The given integral is f ( z ) dz with f ( z )
1 z2
and C is the circle z 3.
C
We rewrite f (z ) as
1 1
f (z)
1 z 2 ( z i )(z i )
1 1 1
2i z i z i
From this we note that the given function has two singular points, z = i and
z = i. Both of these lie within the given circle z 3. If we exclude these
points from the circular region bounded by C by drawing sufficiently small
circles C1 and C2 around z = i and z = i respectively, then f (z ) will be
analytic in the triply connected region exterior to C1 and C2 and interior to
C. We can use Cauchy theorem for multiply connected region and using
Eq. (11.12) write
f ( z ) dz f ( z ) dz f ( z ) dz
70 C C1 C2
Unit 11 Complex Integration
Now we substitute the value of f (z ) to obtain
1 dz 1 dz
f ( z ) dz
2i
z i 2i zi
C1 C1 C1
1 dz 1
Since C1 encloses only z = i, we note that
2i
z i 2i
( 2i ) . But
C1
1
the second integral on the RHS of above expression vanishes as
zi
has no singularity within C1 . You can similarly show that
1 dz 1 dz
f ( z ) dz
2i
z i 2i zi
C2 C2 C2
1
0 2i
2i
dz
1 z2 0
C
1
5. i) f ( z ) cos2 z (1 cos 2z )
2
We have
2 2 23 4
1 z z ...
2! 4!
1
ii) f (z)
z 1
1 1 1 1
f (z)
z 1 1 z 2 (z 1) 2u
1 1 u 1 1 u u 2 u 3
1 1 ...
21
u 2 2 2 2 2 3
2
71
Block 3 Complex Analysis
u
for 1 or z 1 2
2
where u = z + 1.
1 1 1 z 12 z 13
f (z) 1 ( z 1) ...
z 1 2 2 4 8
1 z i z i 2
f (z) 1 ...
1 i 1 i 1 i
with z i 2.
6. The Taylor series expansion is given about z0 1. We have to verify this
expansion. We write
1 1 1 1
z 2 (z 1 1)2 (1 (z 1))2 (1 u )2
where u = z + 1.
A binomial expansion in terms of the powers of u is possible if u 1.
Therefore,
1 1
(1 u )2 u 1
z 2 (1 u )2
23 2 23 4 3
1 2u u u
2! 3!
1 2( z 1) 3(z 1)2 4( z 1)3
(n 1)(z 1)n , z 1 1
n 0
1 1 1 1 1
z2 4z 3 (z 3) (z 1) 2 z 3 z 1
72
Unit 11 Complex Integration
1 1 1
.
z 2 (1 z )
61
3
1 1 1
.
z 2z 1
61 1
3 z
The first term has a singularity at z = 3. The Taylor series is valid for
z 3 . The second term has a singularity at z = 1. The appropriate
1 1
Taylor series is valid for 1 or 1. So the series valid for
z z
z 3 is
1 z 2 z 3
1
1 1 z
.
6 1 z 6 3 3 3
3
1 z z 2 z3
6 18 54 162
1 1 1 1
2z 2z 2 2z 3 2z 4
1 1 z z2 z3
z 2 4z 3 6 18 54 162
1 1 1 1
2z 2z 2 2z 3 2z 4
1 z 1 z 1 2 z 1 3
1
2( z - 1) 2 2 2
1 1 ( z 1) ( z 1)2
2( z 1) 4 8 16
73
Block 3 Complex Analysis
This is the Laurent series valid for 0 z 1 2.
1 1 1 1
z2 4z 3 2 z 3 z 1
1 1 1 3 3 2
1
z3 3 z z z
z 1
z
1 3 32
z z 2 z3
1 1 1 1 1 1
1
z 1 z1 1 z z z 2 z3
z
1 1 1 1
z z 2 z 3 z4
1 1 3 1 1 3 2 1 1 33 1
...
z 2 4z 3 2 z 2 2 z 3 2 z 4
1 4 13
...
z 2 z3 z 4
lim 1 z z .
zn 1 1
8. Taking zn nzn and applying the ratio test, lim
n zn n n
Hence the series converges in the region z 1. Computing the nth partial
sum
n
Sn izi z 2z2 3z2 4z4 ... (n 1) zn 1 nzn
i 1
z(1 zn )
(1 z) Sn (z z2 z3 z4 z5 ... zn ) nzn 1 nzn 1
1 z
z(1 z n ) nzn 1 z 1 1
Sn z n 1
(1 z )2 1 z (1 z )2 (1 z )2 1 z
74
Unit 11 Complex Integration
z 1 1
Therefore, the sum S lim Sn lim zn 1 .
n (1 z )2 n (1 z )2 1 z
z
For z 1 lim zn 1 0. Hence S .
n (1 z )2
9. The series is (1)n z2n. Taking zn (1)n z 2n , let us compute
n 0
zn 1
lim lim z 2 z 2
n z n n
(1 z 2 )Sn 1 z 2 z 2 z 4 z 4 z 6 z 6 ...
Except the first and last terms, rest of them cancel out in pairs.
1 ( 1)n z 2n 2
Hence Sn . Putting in the expression of the sum
(1 z 2 )
1 z 2n 2
S lim Sn lim ( 1)n and applying the result
n (1 z )2 n (1 z )2
lim z2n 2 0 for z 1, the sum of the series returns the value
n
1
S lim Sn
n (1 z )2
75
Block 3 Complex Analysis
APPENDIX 11A TAYLOR SERIES
1 f ( z)
f (z)
2i z z
dz (11A.1)
C
1 1 1
z z z z0 ( z z0 ) z z0
( z z0 )1
z z0
1 1
. ,
( z z0 ) 1
z z0 z z0 r
where and 1.
z z0 z z0 r
You may note that is a complex number other than 1. Using the algebraic
identity
1 n
1 2 n 1 ( 1)
1 1
we can write
2 n 1
1 1 z z0 z z0 z z0
1 ... Tn
z z z z0 z z0 z z0 z z0
where
n
z z0 1 ( z z0 )n 1
Tn . .
z z0 1 z z0 ( z z0 )
n 1 z z
z z 0
1
Substituting the expansion of in (11A.1), we get
z z
f ( z)dz
2
1 z z0 z z0
f (z)
2i
1
z z0 z z0 z z0
C
n 1
z z0
Tn
z z0
76
Unit 11 Complex Integration
1 f ( z) dz z z0 f ( z) dz
2i z z
2i ( z z)2
C C
( z z0 )2 f ( z ) d z
2i ( z z)3
C
( z z0 )n 1 f ( z) dz ( z z0 )n f ( z ) dz
2i ( z z )n
2i ( z z )(z z0 )n
C
f ( z0 )
f ( z ) f ( z0 ) ( z z0 )f ( z0 ) ( z z0 )2
2!
f ( n 1) ( z0 ) ( z z0 )n f ( z ) dz
(n 1)!
( z z0 )n 1
2i ( z z )(z z0 )n
(11A.2)
In arriving at this expression, we have used Eq. (11.20). The integral term
represents the remainder term Rn (z ) after n terms:
( z z0 )n f ( z ) dz
Rn ( z )
2i ( z z )(z z0 )n
C
z z0 n f ( z) dz
Rn ( z )
2 z z z z0 n
C
z z0 n f ( z) dz
2 z z 0 z z0 z z0 n
C
r n 1 M.2r
.
r 2 r r
r n
1, the right hand side consisting of multiplied by a finite constant
r
As
r r
Mr
term tends to zero as n implying that lim Rn ( z ) 0.
r r n
f (n ) ( z0 )
( z z0 )n
n!
f n ( z0 )
= (z z0 )n n!
(11A.3)
n 0
78
Unit 11 Complex Integration
1 f ( z)
f (z)
2i z z
dz (11B.1)
B
f ( z)dz
Since the integral z z
vanishes over the cut, the contour integral over B
The negative sign signifies that the contour C2 (like C1 ) is traversed in the
anticlockwise sense. Now we wish to express the denominator in the
integrand of Eq. (11B.2) in a form that results in positive powers of ( z z0 )
when integration is carried out along C1 and in negative powers in the C2
integration. When z is a point on C1, z z0 z z0 . Therefore, we write
1 1 1
z z z z0 ( z z0 ) z z0
( z z0 )1
z z0
n 1 n
1 z z0 ( z z0 ) z z0 1
.
z z0 ( z z0 )2 ( z z0 )n z z0 ( z z )
1 f ( z) 1 1 z z0
2i z z
dz
2i f ( z) dz
z z0 ( z z0 )2
C1 C1
1
n
( z z0 )n 1 z z0
( z z0 )n z z0 ( z z )
n 1
a j (z z0 ) j Rn
j 0
where
1 f ( z )
aj
2 i ( z z0 ) j 1
dz
C1
and
( z z0 )n f ( z )
Rn
2i ( z z0 )n ( z z )
dz
C1 79
Block 3 Complex Analysis
As in the proof of Taylor series, we can readily show that here also Rn
as n .
f ( z)
1
2i z z
dz a j ( z z0 ) j (11B.3)
B j 0
1 1 1
z z z z z z0 (z z0 )
1
z z0
( z z0 )1
z z0
1 z z0 ( z z0 )n 1 ( z z0 )n
z z0 ( z z0 )2 ( z z0 )n ( z z0 )n ( z z)
f ( z) n bj
1
2i z z
dz
( z z0 ) j
Qn
C2 j 1
where
1 f ( z )
bj
2i ( z z0 ) j 1
d z
C2
and
1 1 ( z z0 )n
Qn
2i ( z z0 )n ( z z)
dz.
C2
On combining Eqs. (11B.2), (11B.3) and (11B.4), we obtain the Laurent series
expansion of f (z ) as given in Eq. (11.24).
80