MTH 381 MODULE 2

MODULE 2

Unit 1 Functions of Complex Variables

Unit 2 Integration of Complex Plane

UNIT 1 FUNCTIONS OF COMPLEX VARIABLES

CONTENTS

1.0 Introduction
2.0 Objectives
3.0 Main Content
3.1 Complex Numbers
3.1.1 Representation in the Form z  x  iy
3.1.2 Complex plane
3.1.3 Arithmetic Operations
3.1.4 Properties of Arithmetic Operations
3.1.5 Complex Conjugate Number
3.2 Polar form of complex numbers (Power and Roots)
3.2.1 Multiplication and Division in Polar Forms
3.2.2 Roots
3.3 Curves and Regions in the Complex Plane
3.3.1 Some Concept Related to Sets in the Complex
Plane
3.4 Limit Derivative. Analytic functions
3.4.1 Complex Functions
3.4.2 Limit Continuity
3.4.3 Derivatives
3.4.4 Analytic Functions
3.5 Cauchy-Riemann Equation
3.5.1 Theorem 1 (Cauchy-Riemann Equation)
3.5.2 Theorem 2 (Cauchy-Riemann Equation)
3.5.3 Laplace’s Equation. Harmonic Function
3.6 Exponential Functions
3.7 Trigonometric Functions
3.7.1 Hyperbolic Functions
4.0 Conclusion
5.0 Summary
6.0 Tutor-Marked Assignment
7.0 References/Further Reading

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MTH 381 MATHEMATICAL III

1.0 INTRODUCTION

CONCEPTS OF SETS IN THE COMPLEX PLANE

Definition: The term set of points in the complex plane is the collection
of finite or infinite points. Examples: the points on a line, the solution of
quadratic equation and the points in the interior of a circle made up of
sets respectively.

A set is called open if every point of S has a neighbourhood consisting

entirely of points that belongs to S. that is the points in the interior of a
circle or a square from an open set, and so do the points of the ―right
half – plane‖ Re z  0  0 .

An open set S is to be connected if any two of its points can be joined

by a broken line of finitely many straight line segments all of where
points belong to S.

Likewise, an open connected set is called a domain. Thus, an open disk

annulus is domain. An open square with a diagonal removed is not a
domain since this set is not connected.

The complement of a set S in the complex plane is defined to be the set

of all points of the complex plane that do not belong to S. A set is said to
be closed if its complements is open. Example: the point on and inside
the unit circle form a closed set.

A boundary point of a set S is a point every neighbourhood of which

contains both points that belong to S and points that do not belong to S.

Example: if a set S is open, then no boundary point belongs to S, if S is

closed, then every boundary point belongs to S.

A region is a set consisting of a domain plus, perhaps, some or all of its

boundary points.

Next we shall consider functions of complex variables but before this we

introduce complex functions first.

Complex functions

Definition: A real function F defined on a set S of real numbers is a

rule that assigns to every X in S a real number f(x), called the value of
f at x. Now in complex, S is a set of complex numbers and a function f
defined on S is a rule that assigns to every Z in  a complex number
w, called the value of f at z. we write w f (z)
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MTH 381 MODULE 2

Here z varies in S and is called a Complex Variable. The set S is called

the domain of definition of f.

Example 1

w  f ( z)  z 2  3z is a complex function defined for all z; that is, its

domain S is the whole complex plane.

The set of all values of a function f is called the range of f. w is a

complex, and we write w  u  iv, where u and v are the real and the
imaginary parts, respectively. Now w is depends on z  x  iy. Hence, u
becomes a real function of x and y. and so does v. we may thus write:

w  f ( z )  ux, y   iv ( x, y).

This shows that a complex function f(z) is equivalent to a pair of real

functions u(x, y) and v(x, y), each depending on the two real variables x
and y.

Example 2

Function of a complex variable.

Let w  z  3z. Find u and v and calculate the values of f at z = 1 + 3i

2

and
z = 2 – i.

Let the real part of w be defined thus u  x  y  3x and the imaginary

2 2

part of w i.e. v  2 xy  3 y.
 f (1 3i)  (1 3i) 2  3(1 3i)   5 15i

Recall that i2 = -1.

Let w  z  3z. Find u and v and calculate the values of f at z = 2 – i.

2

Let the real part of w be defined thus u  x  y  3x and the imaginary

2 2

part of w i.e. v  2 xy  3 y.
 f (2 - i)  (2 - i) 2  3(2 - i)  9  5i

Recall that i2 = -1.

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MTH 381 MATHEMATICAL III

Example 3

Function of a complex variable.

Let w  z  5z. Find u and v and calculate the values of f at z = 2 – i.

2

Let the real part of w be defined thus u  x  y  3x and the imaginary

2 2

part of w i.e. v  2 xy  3 y.
 f (2 - i)  (2 - i) 2  5(2 - i) 13  7i

Recall that i2 = -1.

2.0 OBJECTIVES

At the end of this unit, you should be able to:

 complex numbers;
 complex analytical function;
 Cauchy – Riemann equation;
 Cauchy’s theorem and inequality;
 integral transforms vis a vis: Fourier and Laplace transforms; and
 convolution theory and their applications.

3.0 MAIN CONTENT

3.1 Complex Numbers

It was observed early in history that there are equations which are not
satisfied by any real number. Examples are:

x2   3 or x 2 10 x  40  0

This led to the invention of complex numbers.

Definition

A complex number z is an ordered pair (x, y) of real numbers x, y and

we write
z  ( x, y).

We call x the real part of z and y the imaginary part of z and write
Re z  x, lm z  y

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MTH 381 MODULE 2

Example 4

Re (4, -3) = 4 and lm (4, -3) = -3,

Example 5
Identify the real part and the imaginary part in the equation
a. z  4  3i ; b. z   5  3i

a. Re (z) = 4 and lm (z) = -3,

b. Re (z) = - 5 and lm (z) = 3,

Furthermore, we defined two complex numbers z1 = (x1, y1) and z2 = (x2,

y2) to be equal if and only if their real parts are equal and their
imaginary parts are equal.

z1= z2 if and only if x1 = x2 and y1 = y2.

Addition of complex numbers z1 = (x1, y1) and z2 = (x2, y2) is defined by

1. z1  z 2  ( x1 , y1 )  x2 , y 2   x1  x2 , y1  y 2 

Multiplication of complex numbers z1 = (x1, y1) and z2 = (x2, y2) is

defined by

2. z1 z 2  ( x1 , y1 )x2 , y 2   x1 x2  y1 y 2 , x1 y 2  x2 y1 

We shall say more about these arithmetic operations and discuss

examples below, but we first want to introduce a much more convenient
form of writing them as points in the plane.

3.1.1 Representation in the Form z = x + iy

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

x1 , 0  x2 , 0  x1  x2 , 0

and
x1 , 0x2 , 0  x1 x2 ,0

as for the real numbers. This suggests that we identify (x, 0) with the
real number x. hence the complex number system is an extension of the
real number system.

The complex number (0,1) is denoted by i.

i  (o,1)
and is called the imaginary unit. We show that it has the property.
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MTH 381 MATHEMATICAL III

3. i2  1

Indeed, from (2) we have

i 2  (0.1)(0.1)  (1,0)   1 futheremore, for every real y we obtain from (2)

iy  0,1 y,0  0, y 

Combining this with the above x = (x, 0) and using (1), that is,

x, y   x, 0  0, y ,

We see that we can write every complex number z = (x, y) in the form

z  x  iy
or z = x + yi. This is done in practice almost exclusively.

Example 6

Complex Numbers, their Real and Imaginary Parts

z  4,  3  4  3i, Re 4  3i   4, lim 4  3i    3

 1   1   1 1  1
z   , 0     0i , Re    , lim    0
 2   2   2  2  2 
z  0,    0  i, Re i   0, lim i   

3.1.2 Complex Plane

This is a geometric representation of complex numbers as points in the

plane. It is of great importance in applications. This idea is quite simple
and natural. We choose two perpendicular coordinate axes, the
horizontal x – axis, called the real axis, and the vertical y – axis called
the imaginary axis. On both axes we choose the same unit of length (Fig.
4). This is called a Cartesian coordinate system. We now plot z = (x,
y) = x + iy as the point P with coordinates x, y. The xy – plane in
which the complex numbers are represented in this way is called the
complex plane or Argand diagram. Figure 5 shows an example.

Instead of staying “the point represented by z in the complex plane” we

say briefly and simply ―the point z in the complex plane‖ this will cause
no misunderstandings.

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 MTH 381 MODULE 2

Imaginary y
axis
y 1
P z = x + iy 5 x
-1

-1 -2

Real - 3
axis 4 – 3i
1 x
Fig.4: The Complex Plane Fig. 5: The number 4 – 3i in the
Complex Plane

3.1.3 Arithmetic Operations

We can make use of the notations z = x + iy and of the complex plane.

Addition of the sum of z1  x1  iy1 and z 2  x2  iy 2 can now be written

4. z1  z 2  x1  iy1   x2  iy 2  .

z1  z 2  x1  x2   iy1  iy 2   x1  x2   i  y1  y 2 

Example 7

a. 5  i   1 3i   (5  1)  (i  3i)  6  4i .
b.  3  i   3  2i   (3  3)  (i  2i)  0  3i .
c. 4  i    6  3i   (4  6)  (i  3i)  2  4i .

We see that addition of complex numbers is in accordance with the

―parallelogram law‖ by which forces are added in mechanics.

Subtraction is defined to be the inverse operation of addition. That is the

difference z  z1  z 2 .

5. z1  z 2  x1  x2   i  y1  y 2  .

Example 8

a. 5  i   1 3i   (5  1)  (i  3i)  4  2i
b.  3  i   3  2i   (3  3)  (i  2i)   6  i
c. 4  i    6  3i   (4  6)  (i  3i)  10  2i

Multiplication: The Product z1z2 in (2) can now be written

6. z1 z 2  x1  iy1 x2  iy 2   x1 x2  iy 2   iy1 x2  iy 2 

 x1 x2  y1 y2   ix1 y2  x2 y1 
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MTH 381 MATHEMATICAL III

This is easy to remember since it is obtained formally by the rules of

arithmetic for real numbers and using (3), that is i   1
2

Example 9

a. 5  i 1 3i   5 15i  i  3i 2  2 16i

b. 3  i 2  3i   6  9i  2i  3i 2  9  7i
c.  2  i 1 5i   2 10i  i  5i 2   7  9i
Division is defined to be the inverse operation of multiplication. That is,
the quotient z = z1 / z2 is the complex number z = x + iy for which

7. z1  zz2  x  iy x2  iy 2  z 2  0.

We show that for z 2  0 the qutotient z  x  iy  z1 / z 2 is given by

z1 x  iy1 x  iy x  iy 2 
8. z   1  1 1 2
z 2 x 2  iy 2 x1  iy 2 x 2  iy 2 
where x2  iy 2  is the conjugate of
x2  iy 2 
x1 x2  y1 y2 x y  x1 y2
  i 2 12
x2  y2
2 2
x2  y22

Example 10

a. If z1 = 9 – 8i and z2 = 5 + 2i, then

z1 9  8i1 9  8i 5  2i 
z   
z2 5  2i 5 2 i 5  2i 

45  18i  40i  16 29  58i

   1  2i. = z
25  4 29
The reader may check this result by showing that

zz2  1  2i 5  2i   9  8i  z1 .

b. If z1 = 3 – 2i and z2 = 5 + 2i, then

z 
z1

3 - 2i

3 - 2i 5  2i 
z2 5  2i 5 2 i 5  2i 

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MTH 381 MODULE 2

15  6i  10i  4 19  16i 19 16i

    =z
25  4 29 29 29
The reader may check this result by showing that

 19 16i 
zz2    5  2i   3  2i  z1 .
 29 29 

3.1.4 Properties of the Arithmetic Operations

From the familiar laws for real numbers we obtain for any complex
numbers z1, z2, z3, z the following laws (where z = x +iy):

z1  z 2  z 2  z1 ………..commutative law of addition

z1 z2  z2 z1 ……………… commutative law of multiplication

z1  z2   z3  z1  z2  z3  ...associative law of addition

z1z2 z3  z1 z2 z3 ……………………associative law of multiplication

9. z1 z2  z3   z1 z2  z1 z3 ……distributive law

0 z  z  0z
z   z    z   z   z  z  0
z .1  z

3.1.5 Complex Conjugate Numbers

Let z = x + iy be any complex number. Then x – iy is called the
conjugate of z and is denoted by z , thus,
z  x  iy , z  x  iy.
Example 11
The conjugate of z  5  2 i is z  5  2i .

x
5
-2

Fig. 6: Complex Conjugate Numbers

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MTH 381 MATHEMATICAL III

Conjugates are useful since z z  x 2  y 2 is real, a property we have

used in the above division. Moreover, addition and subtraction yields
z  z  2 x, z  z  2iy , so that we can express the real part and the
imaginary part of z by the important formulas.

10. Re z  x 
1
2

z z ,  lm z  y 
1
2i
zz 
Example 12

If z = 6 – 5i, then we have z = 6 + 5i and from (10) we obtain

x
1
6  5i  6  5i   6 and
2
1 1
y  (6  5i  6  5i)  (0  10i)
2i 2i
 10i
=  5
2i
z is real if and only if y = 0, hence z = z by (10).
z is said to be pure imaginary if and only if x = 0, hence z = -z. Then
working with conjugates is easy, since we have

z1  z 2   z1  z 2 , z1  z 2   z1  z 2
11. z  z
z1 z 2   z1 z 2 ,  1   1
 z2  z2

In this section we were mainly concerned with complex numbers, their

arithmetic operations and their representation as points in the complex
plane. The next section we shall discuss the use of polar coordinates in
the complex plane and situations in which polar coordinates are
advantageous.

3.2 Polar Form of Complex Number Powers and Roots

It is often practical to express complex numbers z = x + iy in terms of

polar coordinates r, θ, these are defined by:

1. x  r cos  , y  r sin 
By substituting this we obtain the polar form of z,
2. z  r cos   ir sin   r cos   i sin  
r is called the absolute value or modulus of z and is denoted by z .
Hence
3. z  r  x2  y2  zz

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MTH 381 MODULE 2

Geometrically, z is the distance of the point z from the origin (Fig. 7).

Similarly, z1  z 2 is the distance between z1 and z2 (Fig. 301).

θ is called the argument of z and is denoted by arg z. thus (Fig. 7).

y
4.   arg z  arc tan ( z  0).
x
Geometrically, θ is the directed angle from the positive x – axis to OP in
fig. 7. Here, as in calculus, all angles are measured in radians and
positive in the counterclockwise series.

z r

Imaginary axis z2
y y 1+i

y P 1
z = x + iy
θ
θ x
θ x
1
x Real axis

Fig. 7: Complex Fig. 8: Distance between

Plane, Polar Form of a two points Complex Fig. 9: Example 1
Complex Number Number

For z = 0 this angle θ is undefined. (Why?) For given 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 θ = Arg z satisfies by definition.

  < Arg z ≤ π.

Polar Form of Complex Numbers Principal Value

Example 11

Let z = 1 + I (cf. Fig. 9). Then

   
z  2  cos  i sin , z  2 , arg z   2n (n  0,1, ........0. )
 4 4 4

The principal value of the argument is arg z = π/4, other values are -
7π/4, 9π/4, etc.

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MTH 381 MATHEMATICAL III

Example 12

 
Let z = 3  3 i , then z  6 cos
 i sin , the absolute value of z is z = 6,
 3 3
and the principal value of arg z is Arg z = π/3.

Caution! In using (4), we must pay attention to the quadrant in which z

lies, since tan θ has period π, so that the arguments of z and –z have
the same tangent. Example: for θ1 = arg (1+i) and θ2 = arg (-1 – i)
we have tan θ1 = tan θ2 = 1.

Triangle Inequality

For any complex numbers we have the importance triangle inequality

5. z1  z 2  z1  z 2 ( Fig . 303)

Which we shall use quite frequently, this inequality follows by nothing

that
y
z1 + z2

z2

z1
x

Fig 10: Triangle Inequality

The three points 0, z1 and z1 + z2 are the vertices of a triangle (fig. 10)
with sides z1 , z 2 and z1  z 2 , and the side cannot exceed the sum of the
other two sides. A formal proof is left to the reader (Prob.45).

Example 13

If z1 = 1 + i and z2 = -2 + 3i, then

z1  z 2   1 4i  17  4.123  2  13  5.020.

By induction the triangle inequality can be extended to arbitrary sums:

Example 14

If z1 = 5 + 3i and z2 = -2 + 3i, then

z1  z 2  3  6i  27  5.196  4  4  5.020.
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MTH 381 MODULE 2

By induction the triangle inequality can be extended to arbitrary sums:

6. z1  z 2  .....  z n  z1  z 2  ...  z n ;

That is, the absolute value of a sum cannot exceed the sum of the
absolute values of the terms.

3.2.1 Multiplication and Division in Polar Form

This will give us a better understanding of multiplication and division.

Let:
z1  r1 cos 1  i sin 1  and z 2  r2 cos  2  i sin  2 .

Then, by (6), sec. 12.1, the product is at first

z1 z 2  r1r2 cos 1 cos  2  sin 1 sin  2   isin 1 cos  2  cos 1 sin  2.

The addition rules for the sine and cosine (6) in appendix 3.1) now yield

7. z1 z 2  r1r2 cos 1   2   i sin 1   2 

Taking absolute values and arguments on both sides, we thus obtain the
important rules

8. z1 z 2  z1 z 2

and

9. arg z1 z 2   arg z1  arg z 2 (up to multiples of 2 ).

z1
We now turn to division. The quotient z  is the number z satisfying
z2
zz2 = z1. Hence zz2  z z 2  z1 , arg zz2   arg z  arg z 2  arg z1 .

This yield

z1 z1
10.  z 2  0
z2 z2
and

z1
11. arg  arg z1  arg z 2 up to multiples of 2 .
z2

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MTH 381 MATHEMATICAL III

By combining these two formulas (10) and (11) we also have

 1 cos 1   2   i sin 1   2 .

z1 r
12.
z2 r2

Example 15

Illustration of Formulas (8) – (11)

Let z1   2  2i and z 2  3i. Then z1 z 2

  6  6i, z1 / z 2  2 / 3  (2i / 3)
and for the arguments we obtain Arg z1 = 3π/4, Arg z2 = π/2.
 3
Arg z1 z 2   Arg z1  Arg z 2  2
4

Arg z1 / z 2    Arg z1  Arg z 2
4

Integer power of z

From (7) and (12) we have

z 2  r 2 cos 2  i sin 2 ,
z 2  r 2 cos  2   i sin  2 

and more generally, for any integer n,

13. z n  r n cos n  i sin n .

Example 16

Formula of De Moivre

For z = r = 1, formula (3) yields the so – called formula of De Moivre

(13*) cos   i sin  n  cos n  i sin n .

This formula is useful for expressing cos nθ in terms of cos θ and sin θ.
For instance when n = 2 and we take the real and imaginary parts on
both sides of (13*), we get the familiar formulas.

cos 2  cos 2   sin 2 , sin 2  2 cos  sin  .

3.2.2 Roots

If z  wn n  1, 2, ..., then to each value of w there corresponds one value

of z, we shall immediately see that to a given z ≠ 0 there correspond
48
MTH 381 MODULE 2

precisely n distinct values of w. each of these values is called an nth root

of z, and we write:

14. w n z.

Hence this symbol is multivalued, namely, n – valued, in contrast to the

usual conventions made in real calculus. The n value of n z can easily be
determined as follows. In terms of polar forms for z and
w  Rcos   i sin  ,
The equation wn = z becomes
wn  R n cos n  i sin n   z  r cos   i sin  
By equating the absolute values on both sides we have
R n  r , thus R  n r
Where the root is real positive and thus uniquely determined. By
equating the arguments we obtain
 2k
n    2k , thus   
n n
Where k is an integer. For k = 0,1, …, n – 1 we get n distinct values of
w. further integers of k would give values already obtained. For
instance, k = n gives 2kπ/n = 2π, hence the w corresponding to k =
0, etc. consequently, n z , for z ≠ 0, has the n distinct values

   2k   2k 
15. n
z  n r  cos  i sin  k  0,1, ... n 1.
 n n 

These n values lie on a circle of radius n r with center at the origin and
constitute the vertices of a regular polygon of n sides.

The value of n z obtained by taking the principal value of arg z and

k = 0 in (15) is called the principal value of w  n z

Example 17

Square Root

From (15) it follows that w  z has the two values

  
16a w1  r  cos  i sin 
 2 2

and
    
16b. w2  r cos      i sin       w1
 2  2 

49
MTH 381 MATHEMATICAL III

Which lie symmetric with respect to the origin. For instance, the square
 
root of 4i has the values 4i  2  cos  i sin    2  i 2 .  
 4 4
From (16) we can obtain the much more practical formula

 1  
17. z     z   x   sign y i 1  z  x 
 2  2 
Where sign y = 1 if y ≥0, sign y = - 1 if y < 0, and all square toots of
positive numbers are taken with the positive sign. This follows from
(16) if we use the trigonometric identities.

1
cos  
1
1 cos  n 1
sin  
1
1 cos  .
2 2 2 2

Multiply them by r.

1
r cos  
1
r r cos  , 1
r sin  
1
r  r cos  ,
2 2 2 2

Use r cos θ = x, and finally choose the sign of 1m z so that sign

Re z 1m z   = sign y (why?).

Example 18

Complex Quadratic Equation

Solve z 2  5  i z  8  i  0
Solution

z
1
5  i   1 5  i 2  8  i  1 5  i    2  3 i
2 4 2 2

15  15 

1
5  i      2)   i    2
2 22  22 


1
5  i    1  3 i 
2 2 2 
3  2i

2  i

50
MTH 381 MODULE 2

Example 19

Cube Root of a Positive Real Number

If z is positive real, then w  3 z has the real value 3

r and the complex
values

 2 2  3  1 3 
3
r  cos  i sin   r   i 
 3 3   2 2 
 4 4  3  1 3 
and r  cos
3
 i sin   r   i .
 3 3   2 2 
1 1
For instance 3 1 1,  3i ( fig . 304). These are the roots of the
2 2
equation w3 = 1.

Example 20

nth Root of Unity

Solve the equation zn = 1.

Solution

From (15) we obtain

2k 2k
18. n
1  cos  i sin  e 2 ki / n k  0,1, .... , n  1.
n n

If w denotes the value corresponding to k = 1, then the n values of n 1

can be written as 1, w, w2, …, wn – 1. These values are the vertices of a
regular polygon of n sides inscribed in the unit circle, with one vertex at
the point 1. Each of these n values is called an nth root of unity. For
instance, 4 1 has the values 1, i, -1 and –i (Fig. 12 shows 5 1 ). If w1 is
any nth root of an arbitrary complex number z, then the n values of
n
z are w1, w1w, w1w2, …. w1wn-1

Multiplying w1 by wk corresponds to increasing the argument of w1 by

2kπ/n.

51
MTH 381 MATHEMATICAL III

y
y y

x x x
1 1 1

Fig 11. Fig 12. Fig 13.

The student should be familiar with the problems related to the polar
representation with particular care, since we shall need this
representation quite often in our work. In the next section, we discuss
some curves and regions in the complex plane which we shall also need
in the chapters on complex analysis.

3.3 Curves on Regions in the Complex Plane

In this section we consider some important curves and regions and some
related concepts we shall frequently need. This will also help us to
become more familiar with the complex plane.

The distance between two points z and a is z  a . Hence a circle C of

radius ρ and center at a (fig. 14) can be represented by;

1. z  a = ρ.
In particular, the so-called unit, that is the circle of radius 1 and center at
the origin a = 0 (fig. 308), is given by;

z = 1.

Furthermore, the inequality

2. z a < ρ

holds for every point z inside C: that is, (2) represents the interior of C.
Such a region is called a circular disk or, more precisely, an open
circular disk, in contrast to the closed circular disk.

z  a ≤ ρ.

This consists of the interior of C and C itself. The open disk (2) is also
called a neighborhood of the point a. Obviously, a has infinitely many
such neighborhoods, each of which corresponds to a certain value of p
52
MTH 381 MODULE 2

(> 0); and a belong to each of these neighborhoods, that is a, is a point

of each of them.
y
y

ρ
x
1

x Fig 15. Unit Circle

Fig 14. Circle in the Complex Plane

Similarly, the inequality

z  a ρ.
represents the exterior of the circle C. Furthermore, the region between
two concentric circles of radii ρ1 and ρ2 (> ρ1) can be represented in the
form

3. ρ1 < z  a < ρ.

Where a is the center of the circles. Such a region is called an open

circular ring or open annulus (Fig. 16).

y ρ2

ρ1

Fig 16. Annulus in the Complex Plane

Example 20

Circular Disk

Determine the region in the complex plane given by z  3  i  4.

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MTH 381 MATHEMATICAL III

Solution: the inequality is valid precisely for all z whose distance from a
= 3 – i does not exceed 4. Hence this is a closed circular disk of radius 4
with center at 3 – i.

Example 21

Unit Circle and Unit Disk

Determine each of the regions

(a) z 1 (b) z 1 (c) z  1.

Solution

(a) The interior of the unit circle. This called the open unit disk.
(b) The unit circle and its interior. This is called the closed ad disk.
(c) The exterior of the unit circle.

By the (open) upper half we mean the set of all points z = x + iy such
that y  0 . Similarly, the condition y < 0 defines the lower half – plane,
x  0 the right half – plane and x < 0 the left half – plane.

3.3.1 Some Concepts Related to Sets in the Complex Plane

We finally list a few concepts that are of general interest and will be
used in our further work.

The term set of points in the complex plane means any sort of collection
of a quadratic equation. The points on a line and the points in the interior
of a circle are sets.

A set S is called open, if every point of S has a neighborhood consisting

entirely of points that belong to S. for example, the neighborhood
consisting entirely of points that belong to S. For example, the points in
the interior of a circle or a square form an open set, and so do the points
of the ―right half – plane‖ Re z = x > 0.

An open set S is said to be connected if any two of its points can be

joined by a broken line of finitely many straight line segments all of
whose points belong to S. an open connected set is called a domain.
Thus an open disk (2) and an open annulus (3) are domains. An open
square with a diagonal removed is not a domain since this set is not
connected. (Why?).

The complement of a set S in the complex plane is defined to be the set

of all points of the complex plane that do not belong to S. A set is called
54
MTH 381 MODULE 2

closed if its complement is open. For example, the points on and inside
the unit circle form a closed set (―closed unit disk‖ cf. example 2) since
its complement z > is open.

A boundary point of a set S is points every neighbourhood of which

contains both points that belong to S and points that do not belong to S.
For example; the boundary points of an annulus are the points on the
two bounding circles.

Clearly, if a set S is open, then no boundary point belongs to S; is

closed, and then every boundary point belongs to S.

A region is a set of a domain plus, perhaps, some or all of its boundary

points. (The reader is warned that some authors use the term ―region‖
for what we call a domain (following the modern standard terminology)
and others make no distinction between the two terms.)

So far, we have been concerned with complex numbers and the complex
plane (just as at the beginning of calculus, one talks about real numbers
and the real line). In the next section, we start doing complex calculus:
we introduce complex functions and derivatives. This will generalise
familiar concepts of calculus.

SELF ASSESSMENT EXERCISE 1

Determine and sketch the sets represented by

1. z  2i  2 2. 1  z  1  i 3

3.  
Re z 2  1 4. arg z 
4
1
5.   1m z   6. 1
z
z 1 z  3i
7. 1 8. 1
z 1 z i
2z  1
9. lm 1 10. z z  1  2i z  1  2i z  1  0.
4z  4

3.4 Limit, Derivative and Analytic Functions

The functions with which complex is concerned are complex functions

that are differentiable. Hence, we should first say what we mean by a
complex function and then define the concepts of limit and derivative in
complex. This discussion will be quite similar to that in calculus.

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MTH 381 MATHEMATICAL III

3.4.1 Complex Function

Recall from the calculus that a real function f defined on a set S of real
numbers (usually an interval) is a rule that assigns to every x in S a real
number f(x) called the value of f at x.

Now in complex, S is a set of complex numbers. And a function f

defined on S is a rule that assigns to every z in S a complex number w,
called the value of f at z. write

w  f (z )

Here z varies in S and is called a complex variable. The set S is called

the domain of definition of f.

Example 21
2
w  f (z ) = z + 3z is a complex function defined for all z; that is, its
domain S is the whole complex plane.

The set of all values of a function f is called the range of f.

W is complex, and we write w = u + iv, where u and v are the real and
imaginary parts, respectively. Now w depends on z = x + iy. Hence u
becomes a real function; of x and y, and so does v. We may thus write:

w  f z   ux, y   iv x, y .
This shows that a complex function f(z) is equivalent to a pair of real
functions u(x,y) and depending on the two real variables x and y.

Example 22

Function of a Complex Variable

Let w = f(z) = z2 +3z. Find u and v and z = 2 –i.

Solution

u  Re f ( z)  x 2  y 2  3x and v  2 xy  3 y , also,
f 1  3i   1  3i   31  3i   1  9  6i  3  9i   5  15i
2

This shows that u(1,3) = -5 and v (1,3) = 15, similarly.

f 2  i   2  i   32  i   4i  6  3i  9  7i.
2

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MTH 381 MODULE 2

Example 23

Function of a Complex Variable

Let w  f z   2iz  6 z. . Find u and v and the value for f at z 

1
 4i
2
Solution f ( z)  2i( x  iy )  6( x  iy )
gives
u( x, y)  6 x  2 y and v( x, y)  2 x  6 y.
Also
1  1  1 
f   4i   2i  4i   6  4i   i  8  3  24i   5  23i.
2  2  2 

Limit, Continuity

A function f(z) is said to be limit l as z approaches a point z0, written

1. lim ( f ( z)  l
z  z0

y v
z0
∂
z0
f(z)
θ
l

x u
Fig 17: Limit

If f is defined in a neighborhood of z 0 (except itself) and if the values of

f are ―close‖ to l for all z ―close‖ to z 0 ; that is, in precise terms, for every
positive real  we can find a positive real ∂ such that for z  z 0 in the
disk z  z 0   ( Fig . 310) we have

2. f ( z )  l  ;

That is, for every z  z 0 in that the value of f lies in the disk (2).
Formally, this definition is similar to that in calculus, but there is a big
difference. Whereas in the real line, here, by definition, z may approach
z0 from any direction in the complex plane. This will be quite essential
in what follows.

If a limit exists, it is unique. (Cf. Prob. 30)

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MTH 381 MATHEMATICAL III

A function f(z) is said to be continuous at z = z0 if f(z0) is defined and

3. lim f ( z )  f ( z 0 ).
z  z0

Note that by the definition of a limit this implies that f(z) is defined in
some neighbourhood of z0.

f(z) is said to be continuous in a domain if it is continuous at each point

of this domain.

3.4.3 Derivative

The derivative of a complex function f at a point z0 is written f ' ( z 0 )

and is defined by

f z 0  z   f ( z 0 )
4. f ' ( z 0 )  lim
z  0 z

provided this limit exists. Then f is said to be differentiable at z0. if we

write z  z  z 0 we also have

f ( z)  f ( z0 )
(4’) f ' ( z )  lim
z  z0 z  z0

Remember that this definition of a limit implies that f(z) is defined (at
least) in a neighborhood of z0. Also by that definition, z may approach z0
from any direction. Hence differentially at z0 means that, along whatever
path z approaches z0, the quotient in (4’) always approaches a certain
value and all these values are equal. This is important and should be
kept in mind.

Example 24

Differentiability Derivatives

The function f(z) = z 2 is differentiate for all z and has the derivative
f ( z )  2 z because

f ' ( z )  lim
z  z 2  z2
 2 z.
z  0 z

The differentiation rules are the same as in real calculus, since their
proofs are literally the same. Thus,

58
MTH 381 MODULE 2

'
f f ' g  fg '
' ' ' '
'

cf  cf ( f  g )  f  g , ( fg )  f g  fg ,   
' ' '

g g2

As well as the chain rule and power rule (zn)’ = nz n1 (n integer) hold.
Also, if f (z) is differentiable at z0. It is continues s at z0. (Cf. Prob. 34).

Example 25

z not differentiable

It is important to note that there are many simple functions that do not
have a derivative at any point. For instance, f ( z)  z  x  iy is such a
function? Indeed, we write z  x  iy, we have

5.
f z  z   f ( z )

 
z  z  z z x  iy
 
z z z x  iy.

but -1 along path II. Hence, by equation of (5) at z  0 does not exit at
any z.

This example may be surprising, but it merely illustrates that

differentiability of a complex function is a rather serve requirement.
The idea of proof approach form different directions is based and will be
discussed again in the next section.

y
II z +∆z

z I

x
Fig. 18: Paths in (5)

3.4.1 Analytic Functions

These are the functions that are differentiable in some domain, so that
we can do ―calculus in complex.‖ They are the main concern of complex
analysis. Their introduction is our main goal in this section;

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MTH 381 MATHEMATICAL III

Definition (Analyticity)

A function f(z) is said to be analytical in a domain D if f(z) is defined

and differentiable at all points of D. The function f(z) is said to be
analytic at a point z  z 0 in D if f(z) is analytic in a neighbourhood (cf.
sec. 12.3) of z0.

Also, by analytical function we mean a function that is analytical in

some domain.
Hence, analytical of f(z) at z 0 means that f (z) has a derivative at every
point in some neighbourhood of z0 (including z0 itself since, by
definition, z0 is a point of all its neighbourhood). This concept is
motivated by the fact that it is of no practical interest when a function is
differentiable merely at a single point z0 but not throughout some
neighbourhood of z0. Problem 28 gives an example.
An older term for analytical in D is regular in D, and a more modern
term is holomorphic in D.

Example 26

Polynomids Rational Functions

The integer power 1, z, z2, … and more generally, polynomials, that is

function of the form

f ( z)  c0  c1 z  c2 z 2  ... cn z n
Where ci, and i=1,2,3…. are complex constants, are analytical in the
entire complex plane. The quotient of two polynomials g(z) and h(z).
g ( z)
f ( z)  .
h ( z)
is called a rational function. This f is analytic except at the points where
h(z)= 0 here we assume that common factors of g and h have been
cancelled partial fractions

c
(c  0)
( z  z0 ) m
(c and z0 complex, m is a positive integer) are special rational functions,
they are analytic except at z0. It is in algebra that every rational function
can be written as a sum of a polynomial (which may be 0) and finitely
partial fractions.

The concepts discussed in this section extend familiar concepts of

calculus. Most important is the concept of an analytic function. Indeed,
complex analysis is concerned exclusively with analytic functions and
although many will yield a branch of mathematics, that is most beautiful
60
MTH 381 MODULE 2

from the theoretical point of view and most useful for practical
purposes.

Before we consider special analytic functions (exponential functions,

cosine, sine etc.) let us give equations by means of which we can readily
decide whether a function is analytic or not. These are the famous
Cauchy–Riemann equation, which we shall discuss in the next section.

3.5 Cauchy – Riemann Equations

We shall now derive a very important criterion (a test) for the analyticity
of a complex function.

w  f ( z)  u( x, y)  i( x, y).

Roughly, f is analytic in a domain D if and only if the first partial

derivatives of u and v satisfy the two equations

1. u2  u y, u y   v2 .
Everywhere in D, here u x  u x , u y  u y and similarly for u x and
u y which are the usual notations for partial derivatives. The precise
formulation of this statement is given in Theorem 1 and 2 below. The
equation (1) is called the Cauchy – Riemann equations. They
are the most important equations in the whole unit.

Example 27
f ( z )  z 2  x 2  y 2  2ixy is analytic for all z, and
u  x 2  y 2 and v  2 xy

Satisfy (1), namely, u x  2 x  v y and u y   2 y   v x more examples will

follow.

3.5.1 Theorem 1 (Cauchy Riemann Equations)

Let f(z) = u(x,y) + iv(x,y) be defined and continuous in some

neighbourhood of a point z = x + iy and differentiable at z itself. Then at
the point, the first – order partial derivatives of u and v exist and satisfy
the Cauchy Riemann equations (1).

Hence if f(z) is analytic in a domain f’ (z) at z exists. It is given by (1) at

all points of D.

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MTH 381 MATHEMATICAL III

Proof
By assumption, the derivative f’ (z) at z exists. It given by

f z  z   f ( z )
2. f ' ( z ) = lim
 z 0 z
The idea of the proof is very simple, by the definition of a limit in
complex (cf. sec. 12.4) we can let ∆z approaches zero along any path in
a neighbourhood of z. Thus, we may choose the two paths I and II in fig.
312 and equate the results. By comparing the real parts we shall obtain
the first Cauchy Riemann equation and by comparing the imaginary
parts we shall obtain the other equation in (1). The technical details are
as follows.

We write ∆z = ∆x +i∆y. In terms of u and v, the derivative in (2)

becomes

3. f ' z   lim
u x  x, y  y   iv x  x, y  y   u x, y   iv x, y 
z 0 x  iy

We first choose path I in fig. 312. Thus we let

y  0 first and then x  0.

y
II z +∆z

z I

x
Fig. 19: Paths in (2)

After ∆y becomes zero, ∆z = ∆x. then (3) becomes, if we first write the
two u – terms and then two v-terms.

u x  x, y   u x, y  vx  x, y   vx, y 

f ' ( z )  lim  i lim
x  0 x x  0 x

Since f’(z) exists, the two real limits on the right exist. By definition,
they are the partial derivatives of u and v with respect to x. hence the
derivative f’ (z) of f(z) can be written

4. f ' ( z )  u x  iv x
Similarly, if we choose path II in fig 312, we let x  0 first and then
y  0 . After ∆x becomes zero, ∆z = i∆y, so that from (3) we now
obtain

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MTH 381 MODULE 2

u x , y  y   ux, y  vx, y   y   vx, y 

f ' ( z )  lim  i lim
y  0 iy y  0 iy

Since f’(z) exists, the limits on the right exist and yield partial
derivatives with respect to y; noting that 1/i = -i, we obtain:

5. f ' ( z )   iu y  v y

The existence of the derivatives f ' (z) thus implies the existence of the
four partial derivatives in (4) and (5). By equating the real parts u x and
vy in (4) and (5) we obtain the first Cauchy – Riemann equation (1).
Equating the imaginary part yields the other. This proves the first
statements of the theorem and implies the second because of the
definition of analyticity.

Formulas (4) and (5) are also quite practical for calculating derivatives
f ' (z), as we shall see.

Examples 28

Cauchy – Riemann Equations

f ( z )  z 2 is analytic for all z. it follows that the Cauchy – Riemann

equations must be satisfied (as we have verified above).

For f ( z )  z  x  iy we have u = x, v = -y and see that the second

Cauchy-Riemann equation is satisfied, uy= - vx = 0, but the first is not:
u x 1 v y   1. We conclude that f ( z )  z is not analytic, confirming
example 4 of sec. 12.4. Note the savings in calculation!

The Cauchy – Riemann equations are fundamental because they are not
only necessary but also sufficient for a function to be analytic. More
precisely, the following holds.

Theorem 2 (Cauchy – Riemann Equations)

If two real – valued continuous functions u(x,y) and v(x,y) of two real
variables x and y have continuous first partial derivatives that satisfy the
Cauchy – Riemann equations in some domain D, then the complex
function f ( z)  u( x, y)  iv( x, y) is analytic in D.

The proof of this theorem is more involved than the previous proof;
Theorems 1 and 2 are of great practical importance, since by using the
Cauchy – Riemann equations we can now easily find out whether or not
a given complex function is analytic.
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MTH 381 MATHEMATICAL III

Example 29

Cauchy – Riemann Equations

Is f(z) = z3 analytic?

Solution

We find u = x3 – 3xy and v = 3x2y – y3. next we calculate

ux = 3x2 – 3y2, vy = 3x2 – 3y2
uy = -6xy, vx = 6xy

We see that the Cauchy – Riemann equations are satisfied for every z,
hence f (z) = z3 is analytic for every z, by theorem 2.

Example 30

Determination of an Analytic Function with given Real Part

We illustrate another class of practical; that can be solved by the Cauchy

– Riemann equations.

Find the most general analytic function f(z) whose real part is
u = x3 – y2 – x.

Solution

We have uz = 2x – 1 = vy by the first Cauchy – Riemann equation. This

we integrate with respect to y;

v  2 xy  y  k ( x).

As an important point, since we integrated a partial derivative with

respect to y, the ―constant‖ of integration k may depend on the other
variable, x. (To understand this, calculate vy from the v.) and the second
Cauchy – Riemann equation.

dk
u y   vx   2 y 
dx

On the other hand, from the given u = x2 – y2 – x we have uy = -2y. By

comparison, dk/dx = 0. Hence k = constant, which must be real. (Why?).

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MTH 381 MODULE 2

The result is

f ( z)  u  iv  x 2  y 2  x  i(2 xy  y  k ).

We can express in terms of z, namely, f(z) = z2 – z + ik.

Example 31

An Analytic Function of Constant Absolute Value is Constant

The Cauchy – Riemann equations also help to establish general

properties of analytic functions.

For example, show that if f (z) is analytic in a domain D and f ( z )  k =

constant in D, then f(z) = constant in D.

Solution

By assumption, u 2  v 2  k 2 by differentiation.
uu x  vux  0. uu y  vvy  0.

From this and the Cauchy – Riemann equations.

6. (a) uu x  uu y  0. (b) uu y  uu x  0

To get rid of uy multiply (6a) by u and (6b) by v and add. Similarly to

eliminate ux, multiply (6a) by – v and (6b) by u and add. This yield.

u 2

 v 2 u x  0. u 2

 v 2 u y  0.

If k2 = u2 + v2 = 0, then u = v, hence f = 0. if k  0, then u x  u y  0,

hence by the Cauchy – Riemann equations, also v x  v y  0. together,
u = constant and v = constant, hence f = constant.

If we use polar form z = r(cos θ + isin θ) and set

f(z) = u(r, θ), then the Cauchy – Riemann equations are

1 1
7. ur  v and vr  u
r r
The derivative can then be calculated from

8a. f ' ( z )  u r  iv r cos   i sin  

or from

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MTH 381 MATHEMATICAL III

8b. f ' ( z)  v  iu cos   i sin   / r .

Example 32 Cauchy – Riemann equations in polar form

let f ( z)  z 3  r 3 cos 3  i sin 3 .

Then u  r 3 cos 3 , v  r 3 sin 3

By definition,

u r  3r 2 cos 3 , v  3r 3 cos 3 ,
vr 3r 2 sin 3 , u  3r 3 sin 3

We see that (7) holds for all z  0. this confirms that z3 is analytic for all
z  0. (and we know that it is also analytic at (z = 0). From (8b) we
obtain the derivative as expected.
f ' ( z)  3r 2 (cos 3  i sin 3 )(cos   i sin  )  3z 2 .

Laplace’s Equation: Harmonic functions

One of the main reasons for the great practical importance of complex
analysis in engineering mathematics results form the fact that the real
part of an analytic function f = u + iv satisfies the so – called
Laplace’s equation.

9.  2 u  u x x  u y y  0.

(  2 read ―nabla squared‖) and the same holds fort the imaginary part

10.  2 v  v x x  v y y  0.

Laplace’s equation is one of the most equations in physics, occurring in

gravitation, electrostatics, fluid flow, etc. (cf. chaps. 11, 17) let us
discover why this equation arises in complex analysis.

Theorem 3 (Laplace’s Equation)

If f(z) = u(x,y) + iv(x,y) is analytic in a domain d, then u and v satisfy

Laplace’s equation (9) and (10) in d and have continuous second partial
derivatives in D.

Proof:

Differentiating ux = vy with respect to x and uy = vx with respect to y,

we obtain
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MTH 381 MODULE 2

11. ux x  vy x u y y   vx y .

Now the derivative of an analytic function is itself analytic, as we shall

prove later (in sec. 13.6). This implies that u and v have continuous
partial derivatives of all orders; in particular, the mixed second
derivatives are equal; vyx = vxy. By adding (11) we thus obtain (9).
Similarly, (10), is obtained by differentiating ux = vy with respect to y
and uy = -vx with respect to x and subtracting, using uxy = uyx.

Solutions of Laplace’s equation having continuous second – order

partial derivatives are called harmonic functions and their theory is
called potential theory (cf. also sec. 11.11). Hence the real and
imaginary parts of an analytic function are harmonic functions.

If two harmonic functions u and v satisfy the Cauchy – Riemann

equations in a domain d, they are the real and imaginary parts of an
analytic function f in d. Then v is said to be a conjugate harmonic
function of u in d. (of course this use of the word ―conjugate‖ has
nothing to do with that employed in defining z , the conjugate of a
complex number z).

A conjugate of a given harmonic function can be obtained from the

Cauchy – Riemann equations, as may be illustrated by the following
example.

Example 33

Conjugate Harmonic Function

Verify that u  x 2  y 2  y is harmonic in the complex plane and find a

conjugate harmonic function of v of u.

Solution

 2 u  0 by direct calculation. Now u x  2 x and u y   2 y 1. hence a

conjugate v of u must satisfy

v  u x  2 x, v x   u y  2 y 1.

Integrating the first equation with respect to y and differentiating the

result with respect to x, we obtain.
dh
v  2 xy  h( x), vx  2 y 
dx

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MTH 381 MATHEMATICAL III

A comparison with the second shows that dh/dx = 1. This gives h(x) = x
+ c. hence v  2 xy  x  c (c any real cons tan t ) is the most general conjugate
harmonic of the given u.

The corresponding analytic function is

f ( z)  u  iv  x 2  y 2  y  i(2 xy  x  c)  z 2  iz  ic.

The Cauchy – Riemann equations are the most important equations in

this chapter. Their relation to Laplace’s equation opens wide ranges
of engineering and physical applications, as we shown in chapter 17. In
the remainder of this chapter we discuss elementary functions, one after
the other, beginning with e z in the next section. Without knowing these
functions and their properties we would not be able to do any useful
practical work. This is just as in calculus.

3.6 Exponential Function

The remaining sections of this chapter will be devoted to the most

important elementary complex function, logarithm, trigonometric
functions, etc we shall see that these complex functions can easily be
defined in such a way that, for real values of the independent variable,
the functions become identical with the familiar real functions. Some of
the complex functions have interesting properties. Which do not show
when the independent variable is restricted to real values. The student
should follow the consideration with great care, because these
elementary functions will be frequently needed in applications.

We begin with the complex exponential function also written as one of

most important analytic functions. The definition of ez in terms of the
real functions ex cos y and sin y is ez = ex(cos y + sin y). This definition
is motivated by requirement that make ez a natural extension of the real
exponential function ex, namely.

(a) ez should reduce to the latter when z = x is real;

z
(b) e should be an entire function, that is analytic for all z, and
resembling calculus, its derivative should be

2. (ez)1 = ez

from (1) we see that (a) holds, since cos 0 = 1 and sin 0 = 0. that ez is
easily verified by the Cauchy-Riemann equations. Formula (2) then
follows from (4) that

(ez)1 = (ez cos y)z + i(ex sin y)x = ez cos y + iez sin y = ez.

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MTH 381 MODULE 2

ez. has further interesting properties. Let us first show that, as in real, we
have the functional relations

3. e z  z  e z z
1 2 1 2

For any
z1  x1  iy1 and z  x  iy , indeed, by (1).
2 2 2

 e x1 cos y1  i sin y1 ) e x2 (cos y 2  i sin y 2 .

Since e x e x  e x  e x for these real functions, by an application of the

1 2 1 2

addition formulas for the cosine and sine functions (similar to that in
sec. 12.2) we find that this equals

e z1z2  e x1 cos  y1  y 2   i sin ( y1  y 2 )  e z1  z2

As asserted. An

4. e iy  cos y  i sin y  cos 2 y  sin 2 y  1.

That is, for pure imaginary exponents the exponential function has
absolute value one, a result the student should remember. From (7) and
(1),

5. e z  e x . Hence arg e z  y  2n (n  0,1,2,  )

since e z  e x . shows that (1) is actually e x in polar form.

Example 34

Illustration of Some Properties of the Exponential Function

Computation of values from (1) provides no problem. For instance,

verify that

e1.40.6i  e1.4 (cos 0.6  i sin 0.6)  4.055(0.825  0.565i)  3.347  2.290i,
e1.40.6i  e1.4  4.055, Arge1.40.6i  0.6.

Since cos 2  1 and sin 2  0 , we have from (5)

6. e 2i  1

Furthermore use (1), (5) or (6) to verify these important special values:

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MTH 381 MATHEMATICAL III

7. e i 2  i , ei  1 , e i 2  i , e i  1.

To illustrate (3), take the product of

e 2i  e 2 (cos i  i sin 1)  e 4i e 4 (cos 1  i sin 1)

and verify that equals

e 2 e 4 (cos 2 1  sin 2 1)  e 6  e ( 2i ) ( 4i ) .

Finally, conclude from e z  e x  0 in (8)that

8. e x  0 for all z

So here we have an entire function that never vanishes, in contrast to

(non-constant) polynomials, which are also entire (Example 5 in
Sec.2.4) but always have zero, as is proved in algebra. [Can you obtain
(11) from (3) ?]

Periodicity of e x with period 2i ,

9. e z  2i  e z all z

is a basic property that follows from (1) and the periodicity of cosy and
siny. It also follows from (3) and (9).] Hence all the values that w  e z
can assume are already assumed in the horizontal strip of width 2 .

10.   y  

This infinite strip is called a fundamental region of e x .

Example 35

Solution of an Equation

Find all solution of e x  3  4i

Solution

e x  e x  5, x  In 5  1.609 is a real part of all solutions. Furthermore,

since e x  5 ,

e x cos y  3, e x sin y  4, cosy  0.6, siny  0.8, y  0.927 .

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MTH 381 MODULE 2

x
-
Fig. 20: Fundamental Region of the Exponential Function ez I
in the z-plane

Ans. z  1.609  0.927i  2ni (n  0,1,2,    ) . These are infinitely many

solutions (due to the periodicity of e z ). They lie on the vertical line
x=1.609 at a distance 2 from their neighbours.

To summarise: many properties of e z  exp z parallel to those of e x ; an

exception is the periodicity of e x with 2i , which suggested the concept
of a fundamental region and causes the periodicity of cosz and sinz with
the real period 2 , as we shall see in the next section. Keep in mind that
e z is an entire function. (Do you still remember what that means?)
3.7 Trigonometric Functions, Hyperbolic Functions

Just as e z extends e x to complex, we want the complex trigonometric

functions to extend the familiar real trigonometric functions. The idea of
making the connection is the use of the Euler formulae.

e ix  cos x  i sin x, e ix  cos x  i sin x.

By addition and subtraction we obtain

1 iz 1 iz
cos x  (e  e iz ), sinx  (e  e iz ) x real
2 2i

This suggests the following definitions for complex values z  x  iy

1 iz 1 iz
1. cos z  (e  e iz ), sinz  (e  e iz ).
2 2i

Furthermore, in agreement with the definition from the real calculus we

define
sin z cos z
2. tan z  , cotz 
cos z sin z
and

1 1
3. sec z  , cosecz  .
cos z sin z

Since e z is entire, cosz and sinz are entire functions. Tanz and secz are
not entire; they are analytic except at the point where cosz is zero; and
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MTH 381 MATHEMATICAL III

cot z and csc z are analytic except, where sin z  0 . Formulas for the
derivatives follows readily from (e z )  e z and (1)-(3); as in calculus,

4. (cos z)   sin z, (sin z)  cos z, (tan z)  sec 2 z,

etc. Equation (1) also shows that Euler’s formula is valid in complex:

5. eiz  cos z  i sin z for all z.

Real and imaginary parts of cosz and sinz are needed in computing
values, and they also help in displaying properties of our functions. We
illustrate this by typical example.

Example 36

Real and Imaginary Parts. Absolute Value. Periodicity

Show that

(a) cos z  cos x cosh y  i sin x sinh y

6. (b) sin z  sin x cosh y  i cos x sinh y

and

cosh z  cos 2 x  sinh 2 y

2
7. (a)
sinh z  sin 2 x  sinh 2 y
2
(b)

And give some application of these formulas.

Solution

From (1)
1 i () x iy
cos z  (e  e i ( x iy ) )
2
1 1
 e  y (cos x  i sin y)  e y (cos x  i sin y)
2 2
1 1
 (e y  e  y ) cos x  i(e y  e  y ) sin x.
2 2

This yields (6a) since, as is known from calculus,

1 y 1 y
8. cosh y  (e  e  y ), sinhy  (e  e  y );
2 2

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MTH 381 MODULE 2

(6b) is obtained similarly. From and cosh 2 y  1  sinh 2 y we obtain

cos  cos 2 x(1  sinh 2 y)  sin 2 x  sinh 2 y.
2

Since sin 2 x  cos 2 x  1 , this gives (7a), and (7b) is obtained similarly.

For instance, cos(2  3i cos 2 cosh 3  i sin 2 sinh 3  4.190  9.109i .

From (6) we see that cosz and sinz are periodic with period 2 , just as
in real. Periodicity of tan z and cot z with period  now follows.

Formula (7) points to an essential difference between the real and the
complex cosine and sine: whereas cos x  1 and sin x  1, the complex
cosine and sine functions are no longer bounded but approach infinity in
absolute value as y  , since sinh y  .

Example 37

Solution of Equations. Zeros

Solve

(a) cos z  5 (which has no real solution),

(b) cos z  0
(c) sin z  0

Solution

(a) e 2iz  10e iz  1  0 from (1) by multiplication by e iz . This is a

quadratic equation in e iz , with solution (3D-values)

e iz  e  y ix 5  25  1  9.899 and 0.101.

Thus e  y  9.899 or 0.101, e ix  1, y  2.292, x  2n

Ans. z  2n  2.292 i(n  0,1,2,  ), can you obtain this by
using (6a)?

(b) cos x  0, sinh y  0, by (7a), y  0.

Ans. z   12 (2n  1) (n  0,1,2,  ).

(c) sin sx  0, sinh y  0, by (7b), y  0.

Ans. z  2n (n  0,1,2,  ).

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MTH 381 MATHEMATICAL III

Hence the only zeros of cosz and sinz are those of the real cosine and
sine functions.

From the definition it follows immediately that all the familiar formulas
for the real trigonometric functions continue to hold for complex values.

We mention in particular the addition rules

cos( z1  z 2 )  cos z1 cos z 2  sin z1 sin z 2

9.
sin( z1  z 2 )  sin z1 cos z 2  sin z 2 cos z1
and the formula
10. cos 2 z  sin 2 z  1.

Some further useful formulas are inclined in the problem set.

HYPERBOLIC FUNCTIONS

The complex hyperbolic cosine and sine are defined by the formulas

11. cosh z  12 (e z  e  z ), sinh z  12 (e z  e z ).

This suggested by the familiar definition for the real variable. These
functions are shown below, with derivatives

12. (cosh z)  sinh z, (sinh z)  cosh z,

as in calculus. The other hyperbolic functions are defined by
sinh z cosh z
tan z  , coth z  ,
cosh z sinh z

1 1
13. sec hz  , csc hz  ,
cosh z sin zh

Complex trigonometric and hyperbolic functions are related

If in (11), we replace z by iz and use (1), we obtain

14. cosh iz  cos z, sinh iz  i sin z,

From this, since cosh is even and sinh is odd, conversely

15. cos iz  cosh z, sin iz  i sinh z,

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MTH 381 MODULE 2

Apart from their practical importance, these formulas are remarkable in

principle. Whereas in real calculus, the trigonometric and hyperbolic
functions are of a different character, in complex these functions are
intimately related. Moreover the Euler formula relates them to the
exponential function. This situation illustrates that by working in
complex, rather than in real, one can often gain a deeper understanding
of special functions. This is one of the three main reasons of the
practical importance of complex analysis, mentioned at the beginning of
this chapter.

In the next section we discus the complex logarithms, which differ

substantially from the real logarithm (which is simpler), and the student
should work the next section with particular care.

4.0 CONCLUSION

To this end, we conclude by giving a summary of what we have

covered.

5.0 SUMMARY

For arithmetic operations with complex number

1. z  x  iy  rei  r (cos   i sin  ),
r  z  x 2  y 2 ,   arctan( y / x), and for their representation in
the complex plane, see Sec 2.1 and 2.2
A complex function f ( z)  u( x, y)  iv( x, y) is analytic in domain
D if it has a derivative.

f ( z  z )  f ( z )
2. f ( z )  lim
z 0 z
Everywhere in D. Also, f (z ) is analytic at a point z  z 0 if it has a
derivative in a neighbourhood of z0 (not merely at z0 itself).
If f (z ) is analytic in D, then u(x, y)and v( x, y) satisfy the (very
important!) Cauchy-Riemann equations (Sec. 2.5).

u v u v
3.  , 
x y y x
everywhere in D. Then u and v also satisfy Laplace’s equation

4. u xx  u yy  0, vxx  v yy  0
everywhere in D . If u(x, y) and v( x, y) are continuous and have
continuous partial derivatives in D that satisfy (3) in D, then

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MTH 381 MATHEMATICAL III

f ( z)  u( x, y)  iv( x, y) is
analytic in domain D .Sec. 2.5 the
complex exponential function (Sec. 2.6)

5. e z  exp z  e z (cos y  i sin y)

is periodic with 2i , reduces to e z when z  x( y  0) and has the
derivative e z . The trigonometric functions are (Sec.2.7)
1
cos z  (e iz  e iz )  cos x cosh y  i sin x sinh y
2
1
cos z  (e iz  e iz )  sin x cosh y  i cos x sinh y
2
tan z  (sin z) / cos z, cot z  1 / tan z, etc.

6.0 TUTOR-MARKED ASSIGNMENT

i. Let z1  3  4i and z2  5  2i
Find in the form x  iy
z2
(a) ( z1  z 2 ) 2 (b) 2z
ii. Show that z is pure imaginary if and only if z   z.

(3  4i ) 4
1 i
2
iii. Find; (a) (b)
(3  4i )3
iv. Represent in polar form
(a) i 2 (b) 4i
3  3i
v. Determine the principal value of the arguments of
(a)  2  2i (b) 1 i 3
vi. Represent in form x  iy
    3 3 
(a) 4 cos  i sin  50  cos  i sin 
 2 2  4 4 
vii. Determine and sketch the sets represented by
(a) z  2i  2 (b) zz  (1  2i) z  (1  2i)  1  0

viii. Find f (2  i), f (4  i) where f (z ) equals

( z  1)
(a) 3z 2  z (b)
( z  1)
ix. If f (z ) is differentiable at z 0 , show that f (z ) is continuous at z 0 .
x. Prove the product rule  f ( z) g ( z)  f ( z ) g ( z)  f ( z) g ( z)
xi. Are the following functions analytic?
(a) f ( z) z 4 (b) f ( z )e x (cos y  i sin y) .
xii. Let v be a conjugate harmonic of u in some domain D. Show that
then h  u 2  v 2 is harmonic in D.

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MTH 381 MODULE 2

xiii. Derive the Cauchy-Riemann equations in polar form equation

from equation 1.
xiv. Using the Cauchy-Riemann equations, show that e x is analytic for
all z.

xv. Compute e z (in the form ( u  iv ) and e z ) when z equals

7i
(a)  i/2 (b) 1 
4
x 2
y 
2
xvi. Show that u  e xy cos   is harmonic and find a conjugate.
 2 2 
xvii. Prove that cos z, sin z, cosh z, and sinh z are entire functions.
xviii. What is the idea that led to the Cauchy-Riemann equations?
xix. State the Cauchy-Riemann equations from memory.
xx. What is an analytic function? Can a function be differentiable at a
point z 0 without being analytic at z 0 .

7.0 REFERENCES/FURTHER READING

Hildraban, F. B. Advanced Calculus for Application.

Murray, R. Spieg (1974). Schaums Outline Series or Theory and

Problem of Advanced Calculus. Great Britain: McGraw–Hill Inc.

Stephenor, G. (1977). Mathematical Methods for Science Students.

London: Longman, Group Limited.

Stroud, K. A. (1995).. Engineering Maths. 5th Edition Palgraw.

Verma, P. D. S. (1995). Engineering Mathematics. New Delhi: Vikas

Publishing House PVT Ltd.

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MTH 381 MATHEMATICAL III

UNIT 2 INTEGRATION OF COMPLEX PLANE

CONTENTS

1.0 Introduction
2.0 Objectives
3.0 Main Content
3.1 Line Integral in the Complex Plane
3.1.1 Definition of the Complex Line Integral
3.1.2 Existence of the Complex Line Integral
3.1.3 Three Basic Properties of Complex Line Integral
3.2 Two Integration Methods
3.2.1 Use of the Representation of the Path
3.2.2 Indefinite Integration
3.2.3 Bound for the Absolute Value of Integrals
3.3 Cauchy’s Integral Theorem
3.3.1 Cauchy’s Integral Theorem
3.3.2 Independence of Path, Deformation of Path
3.3.3 Cauchy Theorem for Multiple Connected Domains
3.4 Existence of Indefinite Integral
3.5 Cauchy’s Integral Formula
3.6 Derivative of Analytic Functions
3.6.1 Moreras’s Theorem
3.6.2 Liouville’s Theorem
4.0 Conclusion
5.0 Summary
6.0 Tutor-Marked Assignment
7.0 References/Further Reading

1.0 INTRODUCTION

In this unit we defined and explained complex integrals. The most

fundamental result in the whole unit is Cauchy’s integral theorem. It
implies, the importance of Cauchy integral formula.

We prove that if a function is analytic, it has derivatives of all orders.

Hence, in this respect, complex analytic functions behave much more
simply than real-valued functions of real variables. Interpretation by
means of residues and applications to real integrals will be considered in
Module 3.

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MTH 381 MODULE 2

2.0 OBJECTIVES

At the end of the unit, you should be able to:

 in applications there occur real integrals that can be evaluated by

complex integration, whereas the usual methods of real integral
calculus are not successful; and
 some basic properties of analytic function can be established by
integration, but would be difficult to prove by other methods. The
existence of higher derivatives of analytic functions is a striking
property of this type.

3.0 MAIN CONTENT

3.1 Line Integral in the Complex Plane

As in real calculus, we distinguish between definite integrals, and

indefinite integrals or ant derivatives. An indefinite integral is a
function whose derivative equals a given analytic function in a region.
By inverting known differentiation formulas we may find many types of
indefinite integrals.

We shall now define definite integrals, or line integrals, of complex

function f (z ), where z  x  iy as follows;.

Path of Integration

In real calculus, a definite integral is taken over an interval (a segment)

of the real line. In the case of a complex definite integral we integrate
along a curve C in the complex plane, which will be called the path of
integration.

Now a curve C in the complex plane can be represented in the form

z(t )  x(t )  iy (t ) (a  t  b) (1)

where t is a real parameter. For example,

z(t )  t  3it (0  t  2)

represent a portion of the line y  3x (sketch it!),

z(t )  4 cos t  4i sin t (-  t   )

represent the circle z  4 , etc. (More example below)

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MTH 381 MATHEMATICAL III

C is called a smooth curve if C has a derivative

dz
z(t )   x (t )  iy (t )
dt
at each of its points which is continuous and nowhere zero.
Geometrically this means that C has a continuous turning tangent. This
follow directly from the definition

z (t  t )  z (t )
z(t )  lim
t 0 t

Fig. 21: Tangent vector z(t) of a curve C in the complex plane

given by z(t). The arrow on the curve indicates the
positive sense (sense of increasing t).

3.1.1 Definition of the Complex Line Integral

This will be similar to the method used in calculus. Let C be a smooth

curve in the z -plane represented in the form (1). Let f (z ) be a
continuous function defined (least) at each point of C . We subdivided
(―partition‖) the interval (a  t  b) in (1) by points of

Fig. 22: Complex Line Integral

t 0 ( a), t1 ,    .t n1 , t n ( b)

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MTH 381 MODULE 2

Where t0  t1    tn . To do this subdivision there corresponds a

subdivision of C by points

z 0 , z1 ,    .z n1 , z n ( z ),
where z j  z (t j ) . On each portion of subdivision of C we choose an
arbitrary point, say, a point  1 between z 0 and z1 (that is, 1  z (t ) ) where
t satisfies t 0  t  t1 , a point  1 between z 0 and z1 (that is, 1  z (t ) ) where
t satisfies t 0  t  t1 , a point  2 between z1 and z 2 etc. Then we form the
sum
n
S n   f ( m ) (2)
m 1

where
zm  zm  zm  1.
This we do for each n  1,2,3,    in a completely independent manner,
but in such a way that the greatest zm approaches zero as n approaches
infinity. This gives a sequence of complex numbers S 2 , S 3 ,    . The limit
of these sequence is called the line integral (or simply the integral) of
f (z ), along the oriented curve C and is denoted by

C
f ( z )dz (3)
The curve C is called the path of integration. C is called a closed path if
z  z 0 , that is, if its terminal point coincides with its initial point.

(Example: a circle, a curve shaped like an 8, etc.) Then also writes

C
instead of C

Examples follow in the next section.

General Assumption

All path of integration for complex line integral will be assumed to be

piecewise smooth, that is, to consist of finitely many smooth curves
joined end to end.

3.1.2 Existence of the Line Integral

From our assumption that f (z ) is continuous and C is piecewise smooth,

the existence of the line integral (3) follows, as in the previous chapter
let us write f ( z)  u( x, y)  iv ( x, y) . We also set

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MTH 381 MATHEMATICAL III

 m   m  i m and z m  xm  iy m

then (2) may be written

S n   (u  iv )(xm  iy m ) (4)

Where u  u( m , m ) and v  v( m , m ) we sum over m from1 to n. We

may now split up S n into four sums:


S n   uxm   vy m  i  uy m   vxm 
These sums are real. Since f is continuous, u and v are continuous.
Hence, if we let n approach infinity in the aforementioned way, then the
greatest x m and ym will approach zero and each sum on the right
becomes a real line integral:

C C C

lim S n   f ( z )dz   udx   vdy  i  udy   vdx
n C C
 (5)

This shows that under our assumption ( f continuous on C1 and C 2

piecewise smooth) the line integral (3) exist and its value is independent
of the choice of subdivisions and intermediate points  m .

3.1.3 Three Basic Properties of Complex Line Integrals

We list three properties of complex line integrals that are quite similar to
those of real definite integrals (and real line integrals) and follow
immediately from the definition.

Integration is a linear operation, that is, a sum of two (or more) functions
can be integrated term by term, and constant factors can be taken out
from under the integral sign:

 k
C
f ( z )  k 2 f 2 ( z )dz  k1  f1 ( z )dz  k 2  f 2 ( z )dz
1 1
C C
(6)

Fig. 23: Subdivision of Path (Formula (7)

Decomposing C into two portions C1 and C2 (Fig), we get

C
f ( z )dz   f ( z )dz   f ( z )dz
C1 C2
(7)

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MTH 381 MODULE 2

3. Reversing the sense of integration, we get the negative of the

original value:
z z0
z0
f ( z )dz    f ( z )dz
z
(8)

here the path C with endpoint z0 and Z is the same; on the left we
integrate from z0 to Z , on the right from z0 to Z .

Applications follow in the next section and problems at the end of it.

3.2 Two Integration Methods

Complex integration is rich in methods for evaluating integrals. We

discuss first two of them, and others will follow later in this chapter.

3.2.1 First Method: Use of Representation of the Path

This method applies to any continuous complex function.

Theorem 1 (Integration by the use of the path)

Let C be a piecewise smooth path, represented by z = z(t), where

a  t  b Let f(z) be a continuous function on C. Then

 dz 
f ( z )   f z (t )z(t )dt
b
C a
i  
 dt 
(1)

Proof

The left-hand side of (1) is given by (5), Sec, 13.1, in terms of real
integrals, and we show that the right-hand side of (1) also equals (5).

We have z  x  iy , hence z  x  iy . We simply write u for ux(t ), y(t )

and v for vx(t ), y(t ) .We also have dx  xdt and dy  ydt . Consequently, in
(1),

 f z(t )z(t )dt   (u  iv)( x  iy )dt

b b

a a

  udx  vdy  i(udy  vdx),

C

Which is the right-hand side of (5), as claimed.

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MTH 381 MATHEMATICAL III

Steps in applying Theorem 1

Represent the path C in the form z (t ) a  t  b

Calculate the derivative z(t )  dz dt
Substitute z (t ) for every z in f (z ) (hence x(t ) for x and y (t ) for y)
Integrate f z(t )z(t ) over t from a to b

Example 1

A Basic Result: Integral of 1 z around the unit circle

Show that

( C the unit circle, clockwise) (2)

The important result will be frequently needed.

Solution

We may represent the unit circle C in the form

z (t )  cos t  i sin t z (0  t  2 ).

So that the counterclockwise integration correspond to an increase of t

from 0 to 2 . By differentiation,

z(t )   sin t  i cos t

Also f z (t ) 
1
. Formula (1) now yields the desired result
z (t )

dz 2 1
C z

0 cos t  i sin t
( sin t  i cos t )dt
2
 i  dt
0

 2i

The Euler formula helps us to save work by representing the unit circle
simply in the form

z (t )  e it

Then
1 it
e , dz  ie it dt.
z (t )
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MTH 381 MODULE 2

As before, we now get more quickly

dz 2 2
C z 0 0 dt
it
 e ie it
 i

 2i .

Example 2

Integral of Integer Powers

Let f ( z)  ( z  z 0 ) m where m is an integer and z0 is a constant.

Integrate in the clockwise sense around the circle C of radius  with
centre at z0

Solution

We may represent the unit circle C in the form

z(t )  z 0   (cos t  i sin t )  z 0  e it z (0  t  2 ).

Then we have
( z  z 0 ) m   m e imt , dz  ie it dt ,
and we obtain

2
 ( z  z 0 ) dz    e dt
m m imt
0
C
2
  ei ( m1)t dt.
0

By the Euler formula (5), the right-hand side equals

2 2
i m1  cos(m  1)t  i  sin(m  1)t .
 0 0 
When m  1, we have   1, cos 0  1, sin 0  0 and thus obtain 2i . For
m 1

integer m  1 each of the two integer is zero because we integrate over an

interval of length 2i , equal to a period of sine and cosine. Hence the
result is

(3)

Let us now illustrate the following important fact. If we integrate a

function f (z ), from a point z0 to a point z1 along different path, we
generally get the values of the integral. In other words, a complex line
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MTH 381 MATHEMATICAL III

integral generally depends not only on the end point of the path but also
on the geometric shape of the path.

Example 3

Integral of Non-analytic Function

Integrate f ( z )  x from 0 to 1.
along C * in fig. 325 below.
along C consisting of C1 and C2 .

Solution

a. C * can be represented by z(t )  t  it (0  t  1) . Hence

z(t )  i and f z(t )  x(t )  1 (on C * ).

We now calculate

1
 Re zdz   t (1  i)dt
C 0
1
 (1  i).
2

b. C1 can be represented by z(t )  t (0  t  1) . Hence

z(t )  1 and f z(t )  x(t )  1 (on C1 ).
C2 can be represented by z(t )  t  it (0  t  1) . Hence
z(t )  1 and f z(t )  x(t )  1 (on C2 ).
Using (7) , we calculate

y
1
z=1+i

z0 C*
C2

C1
1
Fig. 24 Path in Example 2 Fig. 25. Path in Example 3

1 1
 Re zdz  Re zdz   Re zdz  tdt  1  tdt
C C1 C2 0 0

1
 i
2
Note that this result is differ from the result in (a).

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MTH 381 MODULE 2

3.2.2 Second Method: Indefinite Integration

In real calculus, if for given f (x) we know an F (x) such that

F ( x)  f ( x),
then we can apply the formula
b

a
f ( x)dx  F (b)  F (a)
This method extends to complex functions. We shall see that it is
simpler than the previous method, but, of course, we have to find an
F (z ) whose derivative F (z ) equals the given function f (z ) that we want
to integrate. Clearly, differentiation formulas will often helps us in
finding such an F (z ) , so that this method becomes of great practical
importance.

Theorem 2 (Indefinite Integration of Analytic Functions)

Let f (z ) be analytic in a simply connected domain D . Then there exists

an indefinite integral of f (z ) in the domain D , that is, an analytic
function F (z ) such that F ( z)  f ( z) in D , and for all path in D joining
two point z 0 and z1 in D we have

4. F ( z)  f ( z).

(Note that we can write z 0 and z1 instead of C , since we get the same
value for all those C from z 0 and z1 ).

This theorem will be proved by using Cauchy’s integral theorem which

we discuss in the next section…

Example 4

1 i 1 3 1 i
0 
3
z dz z
3 0
1 2 2
 (1  i )3    i
3 3 3

Example 5

i i
i cos zdz  sin z
 i
 2 sin i  2i sinh   23.097i

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MTH 381 MATHEMATICAL III

Example 6

83i 8  3
8 3i
e z 2 dz 2e z 2
8  3
 2(e43i 2  e43i 2 )
0
Since e z is periodic with period 2i.

3.2.3 Bound for Absolute Value of Integrals

There will be a frequent need for estimating the absolute value of

complex line integrals. The basic formula is

6. C
f ( z )dz  ML ( ML -inequality);
here L is the length of C and M a constant such that f ( z )  M
everywhere on C.

Proof:

We consider S n as given by (2). By the generalized triangle inequality

(6), we obtain

n m
Sn   f (
m 1
m )z m   f ( m ) z m
m 1
n
 M  z m .
m 1

Now zm is the length of the chord whose end points are z m1 and z m .
Hence the sum on the right represents the length L* of the broken line of
the chord whose endpoints are z0 , z1 ,    , zn (n  Z ). If n approaches
infinity in such a way that the greatest zm approaches zero, then L*
approaches the length L of the curve C , by the definition of the
length of a curve. From this the inequality (6) follows.

We cannot see for (6) how close to the bound ML the actual absolute
value of the integral is, but this will be no hardship in applying (6). For
the time being we explain the practical use of (6) by a simple example.

Example 8

Find a upper bound for the absolute value of the integral

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MTH 381 MODULE 2

C
z 2 dz, C the straight-line segment from 0 to 1+i

Solution

L  2 and f ( z )  z 2  2 on C gives by (6)

z dz  2 2  2.8284
2
C

The absolute value of the integral is

2 2 2
  i 2  0.9428
3 3 3

In the next section we discuss the most important theorem of the whole
chapter, Cauchy’s integral theorem, which is the basic in itself and has
far reaching consequences which we shall explore, above all the
existence of all higher derivatives of an analytic function, which are
themselves analytic functions.

3.3 Cauchy’s Integral Theorem

Cauchy’s integral theorem is very important in complex analysis and has

various theoretical and practical consequences. To state this theorem, we
shall need the following concepts.

A closed path C is called a simple close path if C does not intersect or

touch itself (see diagram below). For example a circle is simple, an
eight- shaped curve is not.

A domain D in the complex plane is called a simply connected domain

if every closed path in D encloses only points of D. A domain that is not
simply connected is called multiply connected.

For instance, the interior of a circle (―circular disk‖), ellipse or square is

simply connected. More generally, the interior of a simple closed curve

is simply connected. A circular ring or annulus is multiply connected
(more precisely: doubly connected). The figure below shows further
examples.
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MTH 381 MATHEMATICAL III

Fig. 27: Simply and Multiply Connected Domain

Recalling that, by definition, a function is a single-valued relation, we

can now state Cauchy’s integral theorem as follows. This theorem is
sometimes also called the Cauchy-Gaursat theorem.

3.3.1 Cauchy’s Integral Theorem

If f (z ) be analytic in a simply connected domain D , then for every

simple close path C in D,

1.

Proof

If we make assumption –as Cauchy did- that the derivative f (z ) of f (z )

is continuous in D (existence of f (z ) in D being a consequences of
analyticity), then Cauchy’s theorem follows from a basic theorem on
real

Fig. 28: Cauchy’s Integral Theorem

line integrals (proof below). Goursat finally proved Cauchy’s theorem

without the assumption that f (z ) is continuous (optional proof at the end
of this chapter). Before we go into details, let us consider some example
in order to really understand what is going on.
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MTH 381 MODULE 2

We mention that a closed path is sometimes called a contour and an

integral over such a path a contour integral.

Example 9

 e dz  0 ,  cos zdz  0 z dz  0 (n  0,1,  )

z n
C C C

For any closed path, since these functions are (analytic for all z).

Example 10

dz
 sec zdz  0 ,
C 
C z 4
2
0
1
where C is the unit circle. sec z  is not analytic at
cos z
z    2 , 3 2 ,  , but all these points lie outside C ; none lie on C.
Similarly for the second integral, whose integrand is not analytic at
z  2i outside C.

Example 11

 zdz  2i
C

(C the unit circle, counterclockwise) does not contradict Cauchy’s

theorem, since f ( z )  z is not analytic, so that the theorem does not
apply. (Verify this result!)

Example 12

dz
C z2
 0,
where C is the unit circle. This result does not follow from the Cauchy’s
1
theorem, because f ( z )  is not analytic at z  0 . Hence the condition
z2
that f be analytic in D is sufficient rather than necessary for (1) to be
true.

Example 13

dz
C z2
 2i,

The integration being taken around the unit circle in the clockwise
1 3 1
sense. C lies in the annulus  z  where is analytic, but this
2 2 z
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MTH 381 MATHEMATICAL III

domain is not simply connected, so that Cauchy’s theorem cannot be

applied. Hence the condition that the domain D be simply connected is
quite essential.

Example 14

7z  6 7z  6 3 4
C z  2z
2
dz  
C z ( z  2)
dz   dz  
C z C z2
dz  3  2i  0

 6i
(C the unit circle, counterclockwise) by partial fraction reduction.

Cauchy’s proof under the condition that f (z ) I continuous

From (5) we have

C
f ( z )dz  (udx  vdy)   (udy  vdx).
C C

Since f (z ) is analytic in D, its derivative F (z ) exists in D. Since F (z ) is

assume to be continuous, (4) and (5) in previous section imply that u
and v have continuous partial derivatives in D. Hence Green’s theorem
with u and –v instead of F1 and F2 is applicable and gives

 v u 
 (udx  vdy)     x  y dxdy
C
R

where R is the region bounded by C. The second Cauchy-Rieman

integration shows that the integrand on the right is identically zero.

Hence, the integral on the left is zero. In the same fashion it follows by
the use of the first Cauchy-Rieman equation that the last integral in
the above formula is zero. This complete Cauchy’s proof.

3.3.2 Independence of Path, Deformation of Path

We shall now discuss an important consequence of Cauchy’s integral

theorem that has great practical interest, proceedings as follows. If we
subdivided the path, C in Cauchy’s theorem into two arcs C1* and C2 ,
then (1) takes the form

(2) C1
fdz   fdz  0 .
C2

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MTH 381 MODULE 2

Fig. 29: Formula (2’) Fig. 30: Formula (2)

If we now reverse the sense of integration along C1* , then the integral
over C1* is multiplied by -1. Denoting C1* with its new orientation by C 2 ,
we thus obtain from (6) .

2.

Hence, if f it is analytic in D, C1* and C2 are any path in D joining two

points in D and having no further points in common, then (2) holds.

If those paths C1* and C2 have finitely many points in common, then (2)
continues to hold. This follow by apply previous result to the portion of
C1 and C2 between each pair of consecutives point of intersection.

If it is even true that (2) holds for any paths that join ant points z1 and z 2
and lie entirely in the simply connected domain D in which f (z ) is
analytic.

To express this we may say that the integral of f (z ) is independent of

path in D. (Of course the value of the integral depends on the choice of
z1 and z 2 .)

The proof may require additional consideration of the case in which C1

and C2 have infinitely many points of intersection, and is not presented
here.

We may imagine that the path C2 in (2) was obtained from C1 by a

continuous deformation. It follows that in a given integral we may
impose a continuous deformation on the path of integration (keeping the
endpoint fixed); as long as we do not pass through a point where f (z ) is
not analytic, the value of the integral will not change under such
deformation. This is often called the principle of deformation of
path.

93
MTH 381 MATHEMATICAL III

Fig. 31: Paths having finitely Fig. 32: Continuous

Many Intersections Deformation of Path

Fig. 33: Unit Circle and Path C

Example 15

dz
C z
 2i, (Counterclockwise integration) now follow from example
(1), for any simple closed path C whose interior contains 0.The figure
above gives the idea: first deform ABE continuously into the path
AABE E . The heavy curve in the figure shows the resulting deformed
path. Then deform E EGAA and EGA .

There is more general systemic approach to problem of this kind, as we

shall now see.

3.3.3 Cauchy Theorem for Multiple Connected Domains

A multiplys connected domain D* can be cut so that the resulting

domain (that is, D* without the point of the cut or cuts) become simply
connected.
~
For doubly connected domain D* we need one cut C (figure below).If
f (z ) is analytic in D* and at each point of C1 and C2 then, since C1 , C2 and
C bound a simply connected domain, it follows from Cauchy’s theorem
~
that the integral of f taken over C1 , C , C2 in the sense indicated by the
94
MTH 381 MODULE 2

~
arrows in the figure has the value zero. Since we integrate along C in
both directions, the corresponding integrals cancel out, and we obtain

(3*)  C1
f ( z )dz   f ( z )dz  0
C2

where one of the curve is traversed in the counterclockwise sense and

the other in the opposite sense. Reversing the sense of integration on one
of the curves, we may write this

Fig 34: Doubly Connected Domain Fig. 35: Paths in (3)

3.  C1
f ( z )dz   f ( z )dz
C2

where curve now traversed in the same sense (the figure above). We
remember that (3) holds under the assumption that f (z ) is analytic in the
domain bounded by C1 and C2 and at each point of C1 and C2 .

Can you see how the result in Example (7) now follows immediately
from our present consideration?

For more complicated domains we may need more than one cuts, but the
basic idea remains the same as before. For instance, for the triply
connected domain in figure below,

 C1
f ( z )dz   f ( z )dz   f ( z )dz  0
C2 C3

where C2 and C3 are traversed in the same sense and C1 is traversed in the
opposite sense.

Fig. 36: Triply Connected Domain

95
MTH 381 MATHEMATICAL III

Example 16

From (3), Example 2, it now follows that

2i(m  1)
 (z  z
C
0 ) m dz  
0(m  1and int eger )

For counterclockwise integration around any simple closed path

containing z 0 in its interior.

In the next section, using Cauchy integral theorem, we prove the

existence of indefinite integrals of analytic functions. This will also
justify our earlier method of indefinite integration.

Fig. 39: Problem 29

3.4 Existence of Indefinite Integral

This section includes an application of Cauchy’s integral theorem. It

relates to Theorem 2 in section 3.2 on the evaluation of line integrals by
indefinite integration and substitution of the limits of integration:

F ( z)  f ( z ),
z1
1.  z0
f ( z )dz  F ( z1 )  F ( z 0 )
Where F (z ) is an indefinite integral of f(z), that is F ( z)  f ( z) , as
indicated.
In most applications, such a F (z ) can be found from differentiation
formulas.
Theorem 1 (Existence of an Indefinite Integral)

If f (z ) is analytic in a simply connected domain D, then there exists an

indefinite integral F (z ) of f(z)in D, which is analytic in D joining two
points z 0 and z1 in D, the integral of f(z) from z 0 and z1 can be evaluated by
formula (1).

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MTH 381 MODULE 2

Proof

The conditions of Cauchy’s integral theorem are satisfied. Hence the

line integral of f (z ) from z 0 in D to any z in D is independent of path in
D. We keep z 0 fixed. Then this integral becomes a function of z, which
we denote by F (z ) :

z1
2. F ( z )   f ( z * )dz * .
z0

We show that this F (z ) is analytic in D and that F ( z)  f ( z) . The idea of

doing this is as follows. We form the differential quotient

F ( z  z )  F ( z ) 1  z  z
f ( z * )dz * 
z  z

z
 
z  z0
f ( z * )dz *  
z0 
1 z  z
 
z 0z
f ( z * )dz * ,

Subtract f (z ) from it and show that expression obtained approaches zero

as z  0; this is done by using the continuity of f (z ) . We now give the
details.

Fig. 38: Path of Integration

We keep z fixed. Then we choose z  z in D. This is possible since D is

a domain; hence D contains a neighbourhood of z. See figure above.
The segment we use as the path of integration in the previous formula.
We now subtract f (z ) . This is a constant, since z is kept fixed. Hence

z  z z  z
 z
f ( z )dz *  f ( z ) 
z
dz *  f ( z )z.

Thus
1 z  z
z z
f ( z)  f ( z )dz *

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MTH 381 MATHEMATICAL III

This trick permits us to write a single integral:

F ( z  z )  F ( z )
z
 f ( z) 
1 z  z

z 0
z
 
f ( z * )  f ( z ) dz *

f (z ) is analytic, hence continuous. An є>0 being given, we can thus find

a   0 such that
f ( z * )  f ( z)  є when z *  z  

Consequently, letting z   , we see that the ML-inequality yields

  f (z 
F ( z  z )  F ( z ) 1 z  z 1
 f ( z)  *
)  f ( z ) dz *  є z = є;
z z z0 z

that is, by the definition of a limit and of the derivative,

F ( z  z )  F ( z )
F ( z )  lim  f ( z ).
z z

Since z is any point in D, this proves that F (z ) is analytic in D and is an

indefinite integral or antiderivative of f (z ) in D, written

F ( z )   f ( z )dz.

Also, if G( z)  f ( z), then F ( z)  G( z)  0 in D; hence F ( z)  G( z) is

constant in D. That is, two indefinite integrals of f (z ) . This proves the
theorem.

See section 3.2 for examples and problems on indefinite integration.

The theorem in this section followed from Cauchy’s integral theorem. A

much more fundamental consequence is Cauchy’s integral formula for
evaluating integrals over close curves, which we discuss in the next
section.

3.5 Cauchy’s Integral Formula

The most important consequences of Cauchy’s integral theorem is

Cauchy’s integral formula. This formula is useful for evaluating
integrals (see example below). More importantly, it plays a key role in
providing the surprising fact that analytic function have derivative of all
orders (see section 3.6), In establishing Taylor series representations and
so on. Cauchy’s integral formula and its conditions of validity may be
stated as follows.

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MTH 381 MODULE 2

Theorem 1 (Cauchy’s Integral Formula)

Let f (z ) is analytic in a simply connected domain D. Then for any point

z 0 in D and any simple closed path C in D which encloses z 0 (fig.
below),

1.

(Cauchy’s integral formula)

The integration being taken in the counterclockwise sense.

Proof

By addition and subtraction, f ( z)  f ( z 0 )   f ( z)  f ( z 0 ). . We insert this

into (1) on the left and can take constant factor f ( z0 ) out from under the
integral sign. Then

f ( z) dz f ( z)  f ( z0 )
2.  C z  z0
dz  f ( z 0 ) 
C z  z0

C z  z0
dz.

The first on the right hand equals f ( z0 )  2i (see Example 8 in sec. 3.3,
with m=-1). This proves this theorem, provided the second integral on
the right is zero. This is what we are now going to show. It’s integrand
is analytic, except at z 0 . Hence by the principle of deformation of path
(sec. 3.3) we replace C by a small circle K of radius  and centre z 0
(figure below), without altering the value of the integral. Since f (z ) is
analytic, it is continuous. Hence, an є>0 being given, we can find a
  0 such that

f ( z)  f ( z0 )  є for all z in the disk z  z0  

Fig. 39: Cauchy’s Integral Fig. 40: Proof of Formula

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MTH 381 MATHEMATICAL III

Cauchy’s Integral Formula

Choosing the radius  of k smaller than  , we thus have the inequality

f ( z)  f ( z0 ) 
dz 
z  z0 

At each point of k. The length of k is 2 .Hence by ML-inequality in

sec. 3.2,

f ( z)  f ( z0 ) 
K z  z0
dz  2  2 .

Since є(>0) can be choosing arbitrarily small, it follows that the last
integral on the right-hand side of (2) has the value zero, and the theorem
is proved.

Example 17

Cauchy’s Integral Formula

ez

C z2
dz  2e z
z2
 2e 2

For any contour enclosing z 0  2 (since e z is entire), and zero for any
contour for which z 0  2 lies outside (by Cauchy’s integral theorem).

Example 18

Cauchy’s Integral Formula

C
z3  6
2z  i
dz  
C
z3  3
2z  2 i
1

dz  2 12 z 3  3  z i 2

  6i ( z 0  12 i inside C) .
8
Example 19

Integration Around Different Contour

z2 1
g ( z) 
z 2 1
in the counterclockwise sense around a circle of radius 1 with centre at
the point
a. z 1 (b) z  12 (c) z  1  21i , (d) z  i .

100
MTH 381 MODULE 2

Solution

To see what is going on, locate the point where g(z) is not analytic and
sketch them along with the contours (figure below) . These points are -1
and1. We see that (b) will give the same result as (a), by the principle of
deformation of path. And (d) gives zero, By Cauchy’s integral theorem.
We consider (a) and afterward (c).

Here z 0  1 , so that z  z0  z  1in (1). Hence we must write

z2 1 z2 1 1 z2 1
g ( z)   ( )( ); thus f ( z)  ,
z 2 1 z 1 z 1 z 2 1

Fig. 41: Example 3

Looking back, we point to a chain of basic results. The beginning was

Cauchy’s integral theorem in sec. 3.3. From it followed Cauchy’s
integral formula (1) in this section. From it follows the existence of all
higher derivatives of an analytic function, in the next section. This is the
probably the most exciting link of our chain. From it follows in the
Taylor series for analytic functions.

3.6 Derivative of Analytic Functions

From the assumption that a real function of a real variable is once

differentiable, nothing follows about the existence of derivatives of
higher order. We shall now see that from the assumption that a complex
function has a first derivative in a domain D, there follows the existence
of derivative of all orders in D. This means that in this respect complex
analytic functions behave much more simply than real functions that are
once differentiable.

Theorem 1 (Derivative of Analytic Function)

If f (z ) is analytic in a domain D, then it has derivatives of all orders in

D, which are then also analytic function in D. The value of these
derivatives at a point z 0 in D are given by the formulas

101
MTH 381 MATHEMATICAL III

1 f ( z)
(1) f ( z 0 )  
2i C ( z  z 0 ) 2
dz

2! f ( z)
(1) f ( z 0 )  
2i ( z  z 0 ) 3
C
dz

and in general

n! f ( z)
(1) f n ( z0 )  
2i C ( z  z 0 ) n1
dz (n  1,2,  );

here C is any simple closed path in D that encloses z 0 and whose full
interior belongs to D; And we integrate counterclockwise around
C(figure below).

Comment

For memorizing (1), it is useful to observe that these formulas are

obtained formally by differentiating the Cauchy formula (1), Sec. 3.5,
under the integral sign with respect to z 0 .

Proof of Theorem

We prove (1) .
We start from the definition

f ( z 0  z )  f ( z 0 )
f ( z 0 )  lim
z 0 z

On the right we represent f ( z 0  z ) and f ( z0 ) by Cauchy’s integral

formula (1), sec. 3.5; we can combine the two integrals into a single
integral by taking the common denominator and simplifying the
numerator (where z  z 0 drops out and only f ( z )z remains):

f ( z 0  z )  f ( z 0 ) 1  f ( z) f ( z) 
  C dz   dz 
z 2iz  z  ( z 0  z ) C z z
0 
1 f ( z)
2iz C ( z  z0  z )( z  z0 )
 dz 

102
MTH 381 MODULE 2

Fig. 42: Theorem 1 and its Proof

Clearly, we can now establish (1) by showing that, as z  0, the

integral on the right approaches the integral in (1) . To do this, we
consider the difference between these two integrals. We can write this
difference as a single integral by taking the common denominator and
simplifying. This gives

f ( z) f ( z)
( z  z 0  z )( z  z 0 )
C
dz  
C ( z  z0 ) 2
dz

f ( z)
 dz
C ( z  z  z )( z  z )
0 0

We show by ML-inequality (Sec. 3.2) that this difference approaches

zero as z  0, .

Being analytic, the function f (z ) is continuous on C , hence bounded in

absolute value, say, f ( z )  K . Let d be the smallest distance from z 0 to
the points of C(see fig. below). Then for all z on C,

z  z0  d 2,
2

hence
1 1
 
z  z0
2
d2

Furthermore, if z  d 2, then for all z on C we also have

d 1 2
z  z 0  z  , hence  
2 z  z 0  z d

Let L be the length of C. Then by ML-inequality, if z  d 2,

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MTH 381 MATHEMATICAL III

f ( z) 2 1
 C ( z  z  z )( z  z )
0 0
2
dz  K z  2 
d d

This approaches zero as z  0, Formula (1) is proved.

Note that we used Cauchy’s integral formula (1), Sec. 3.5, but if all we
had known about f ( z0 ) is the fact that it can be represented by (1),
Sec. 3.5, our argument would have established the existence of the
derivative f ( z 0 ) of f (z ) . This is essential to continuation and
completion of this proof, because it implies that (1) can be proved by
similar argument, with f replaced by f  , and that the general formula (1)
then follows by induction.

Example 20

Evaluation of Line Integrals

From (1) , for any contour enclosing the point i (counterclockwise)

cos z
C( z  i) 2
dz  2i(cos z )
z  i
 2i sin i  2 sinh 

Example 21

From (1) , for any contour enclosing the point -1(counterclockwise)

z 4  3z 2  6
C ( z  i) 3
dz  i( z 4  3z 2  6)
z  i
 
 i 12 z 2  6 z i  18i

Example 22

By (1) , for any contour for which 1 lies inside and  2i lie outside
(counterclockwise),


ez  ez 
C ( z  1) 2 ( z 2  4)dz  2i z 2  4  z  1
e z ( z 2  4)  e z 2 z
 2i
( z 2  4) 2 z 1

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MTH 381 MODULE 2

6e
 i  2.050i.
25

3.6.1 Moreras’s Theorem

If f (z ) is continuous in a simply connected domain D and if

2. C
f ( z )dz  0
for every closed path in D, then f (z ) is analytic in D.

Proof

In sec.3.4 it was shown that if f (z )

z
F ( z )   f ( z * )dz *
z0

is analytic in D and F ( z)  f ( z) . In the proof we use only the continuity

of f (z ) and the property that its integral around every close path in D is
zero; from the assumptions we concluded that F (z ) is analytic. By
theorem 1, the derivative of F (z ) is analytic, that is f (z ) is analytic in D,
and Morera’s theorem is proved.

Theorem 1 also yields a basic inequality that has many applications. To

get it, all we have to do is to choose for C in (1) a circle of radius r and
centre z0 and apply ML-inequality (Sec. 3.2); with f ( z )  M on C we
obtain from (1)

n! f ( z) n! 1
z0   dz  M n 1 2r.
(n)
f
2 C )z  z )
0
n 1
2 r

This yields Cauchy’s inequality

n! M
3. f (n)
z0  .
rn

To gain first impression of the importance of this inequality, let us prove

a famous theorem on entire functions (functions that are analytic for all
z; cf.Sec. 2.6)

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MTH 381 MATHEMATICAL III

3.6.2 Liouville’s Theorem

If an entire function f (z ) is bounded in absolute value for all z, then f (z )

must be a constant.

Proof

By assumption, f (z ) is bounded, say, f ( z )  K for all z. Using (3), we

see that f ( z0 )  K / r .Since this is true for every r, we can take r as
large as we please and conclude that f ( z 0 )  0 . Since z 0 is arbitrary,
f ( z )  0 for all z, and f (z ) is a constant.

This completes the proof.

This is the end of section on complex integration, which gave us a first

impression of the methods that have no counterpart in real integral
calculus. We have seen that these methods result directly or indirectly
from Cauchy’s integral theorem (Sec.3..3) More on integration follows
in the next section.

In the next section, we consider power series, which play a great role in
complex analysis, and we shall see that the Taylor series of calculus
have a complex counterpart, so that e z , cos z, sin z etc. have Maclaurin
series that are quite similar to those in calculus.

4.0 CONCLUSION

In conclusion, we state that if a function is analytic, it has derivative of

all orders.

5.0 SUMMARY

The complex line integral of a function f (z ) taken over a path C is

donated by (sec. 3.1)

 C
f ( z )dz or, if C is closed, also by  C
f ( z )dz .

Such an integral can be evaluated by using the equation z=z(t) of C,

where a  t  b (se. 3.2):

b  dt 
1.  C
f ( z )dz   f ( z (t )) z(t )
a
i  
 dt 
As another method, if f (z ) is analytic (sec.2.4) in a simply
connected domain D, then there exists an F (z ) in D such that
106
MTH 381 MODULE 2

F ( z )  f ( z ) and for every path C in D from a point z 0 to a point z1

we have
2.  C
f ( z )dz  F ( z1 )  F ( z 0 ) [ F ( z)  f ( z) ].
Cauchy integral theorem states that if f (z ) is analytic in as
simply connected domain D, then for every closed path C in D

3.  C
f ( z )dz  0 .
If f (z ) is as in Cauchy’s integral theorem, then for any z 0 in its
interior we have Cauchy integral formula

1 f ( z)
4. 
f (z0 ) 
2i C z  z 0
dz.

Furthermore, then f (z ) has derivative of all orders in D that are

themselves analytic functions in D and (sec. 3.6)
n! f ( z)
(z0 )   (n  1,2,  ).
( n)
5. f dz.
2i C ( z  z 0 ) n 1

6.0 TUTOR-MARKED ASSIGNMENT

dz
i. Show that C z
 2i (C the unit circle clockwise)

e
z
ii. Evaluate dz by the method in theorem 1 and compare the
C

result by method in theorem 2.

i
(C is the line segment from 0 to 1  )
2
iii. For what contour C will it follow from Cauchy’s theorem that
dz ez
(a) C z  0, (b)  ( z 5  z) dz  0 ?
iv. Evaluate the following integrals
2i i
(a) i
( z 2  1) 3 dz (b) 0
z cos zdz
v. State and prove Morera’s theorem
vi. State and prove Liouville’s theorem

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MTH 381 MATHEMATICAL III

7.0 REFERENCES/FURTHER READING

Hernandez, V., J. E. Roman, and V. Vidal. "SLEPC: A Scalable and Flexible
Toolkit for the Solution of Eigenvalue Problems." ACM Trans. Math.
Soft. 31, no. 3 (2005).

McLachlan, R. I. "Families of High-Order Composition Methods." Numerical

Algorithms 31 (2002).

McLachlan, R. I. and G. R. W. Quispel. "Splitting Methods." Acta Numerica

11 (2002).

Mazzia. F. and C. Magherini, "Test Set for Initial Value Problem Solvers-
Release 2.4." Dept. of Mathematics, University of Vari and INdAM,
Research Unit of Bari. 2008.

Moler, C. B. Numerical Computing with MATLAB. SIAM, (2004).

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