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Complex Variables Notes. MUST

The document contains lecture notes on complex analysis, outlining topics such as the complex plane, limits, analytic functions, and the residue theorem. It includes definitions, properties, and examples related to complex numbers, their operations, and representations. Additionally, it discusses theorems and exercises to reinforce understanding of complex analysis concepts.

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0% found this document useful (0 votes)
8 views79 pages

Complex Variables Notes. MUST

The document contains lecture notes on complex analysis, outlining topics such as the complex plane, limits, analytic functions, and the residue theorem. It includes definitions, properties, and examples related to complex numbers, their operations, and representations. Additionally, it discusses theorems and exercises to reinforce understanding of complex analysis concepts.

Uploaded by

dannywalz12
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

COMPLEX ANALYSIS LECTURE NOTES.

Mary Nanfuka ,Mathematics Department, MUST.


January 25, 2017

1 COURSE OUTLINE
[Link] Complex plane
[Link], continuity and differentiability of complex functions.
[Link] Functions.
[Link] Line integrals.
[Link]’s theorem and Cauchy’s integral formula.
[Link]’s Theorem.
[Link].
[Link] residue theorem.
[Link] mapping.

1
2 CHAPTER 1
THE COMPLEX PLANE
2.1 Algebra and geometry of complex numbers.
A complex number is always represented as Z = x + iy where Re Z = x and Im Z = [Link]
the complex conjugate of Z is represented as Z = x − iy.
(a) Addition of complex numbers
For two complex numbers Z1 = x1 + iy1 and Z2 = x2 + iy2 . Their sum is given as

Z1 + Z2 = x1 + iy1 + x2 + iy2
= (x1 + x2 ) + i(y1 + y2 ).

(b) Subtraction of complex numbers.


The difference between two complex numbers Z1 and Z2 is given as

Z1 − Z2 = (x1 + iy1 ) − (x2 + iy2 )


= (x1 − x2 ) + i(y1 − y2 ).

(c) Multiplication of complex numbers.


The product between two complex numbers Z1 and Z2 is given as Z1 Z2 , where

Z1 Z2 = (x1 + iy1 )(x2 + iy2 )


= (x1 x2 − y1 y2 ) + i(x1 y2 + x2 y1 ).

A special case arises when a complex number is multiplied by its conjugate which gives

ZZ = (x + iy)(x − iy)
= x2 + y 2 .

Since |Z| = (x2 + y 2 ) thenZZ = |Z| 2 .
(d) Division of complex numbers.
Z1 x1 +iy1
Z2
= x2 +iy2
(x1 +iy1 )(x2 −iy2 )
= (x2 +iy2 )(x2 −iy2 )
x1 x2 −ix1 y2 +iy1 x2 +y1 y2
=
¡ x1 x2 +y1 y2 ¢x22 +y22¡ y1 x2 −y2 x1 ¢
= x2 +y 2
+ i x2 +y2
2 2 2 2

Example 1.1
Simplify Z = 2+4i
3−2i
. Solution.
2+4i
3−2i
= (2+4i)(3+2i)
(3−2i)(3+2i)
6+16i−8
= 9+3
2
= − 13 + 16
13
i
2
3 Representation of a complex number on a complex
plane, (ARGAND DIAGRAM)
For any complex number Z = x + iy, we can form a cordinate point out of its real and
imaginary parts as (x, y), so that when we plot that point on the x − y plane, it would
represent the complex number.

Question
Represent the complex numbers Z1 = 5 − 6i, Z2 = −2 − 4i, Z3 = i + 5, Z4 = 7, Z5 = 3i on
an argand diagram.

4 Commutativity, associativity and distributivity of com-


plex numbers.
(a) Addition and multiplication of complex numbers are commutative.
If you have two complex numbers Z1 and Z2 then
Z1 + Z2 = Z2 + Z1
Z1 Z2 = Z2 Z1
(i) Prove that multiplication of two complex numbers is commutative.
Let Z1 = x1 + iy1 and Z2 = x2 + iy2 then
Z1 Z2 = (x1 + iy1 )(x2 + iy2 )
= x1 x2 + ix1 y2 + iy1 x2 − y1 y2
= x2 (x1 + iy1 ) + iy2 (x1 + iy1 )
= (x2 + iy2 )(x1 + iy1 )
= Z2 Z1 ]

(ii) Prove that addition of two complex numbers is commutative


Z1 + Z2 = (x1 + iy1 ) + (x2 + iy2 )
= (x1 + x2 ) + i(y1 + y2 )
= (x2 + iy2 ) + (x1 + iy1 )
= Z2 + Z1 ]

(b) Addition and multiplication of any complex numbers is associative.


Let the complex numbers be Z1 , Z2 and Z3 , then
(Z1 + Z2 ) + Z3 = Z1 + (Z2 + Z3 )
(Z1 Z2 )Z3 = Z1 (Z2 Z3 )
3
Example 1.2
Prove that multiplication of complex numbers is associative
Solution.
Let Z1 = x1 + iy1 , Z2 = x2 + iy2 and Z3 = x3 + iy3 then

(Z1 Z2 )Z3 = [(x1 + iy1 )(x2 + iy2 )](x3 + iy3 )


= (x1 x2 + ix1 y2 + ix2 y1 − y1 y2 )(x3 + iy3 )
= x1 x2 x3 + ix1 x3 y2 + ix2 x3 y1 − x3 y1 y2 + ix1 x2 y3 − x1 y2 y3 − x2 y1 y3 − iy1 y2 y3 − y2 y3
= x1 (x2 x3 + ix3 y2 + ix2 y3 ) + iy1 (x2 x3 + ix3 y2 + ix2 y3 − y2 y3 )
= (x1 + iy1 )(x2 x3 − y2 y3 + ix2 y3 + ix3 y2 )
= (x1 + iy1 )[(x2 + iy2 )(x3 + iy3 )]
= Z1 (Z2 Z3 ) ]

Exercise 1.

(a) Prove that multiplication of complex numbers is distributive with respect to addition,
for the complex numbers Z1 = x1 + iy1 , Z2 = x2 + iy2 and Z3 = x3 + iy3 .

(b) Prove that addition of complex numbers is associative.

(c) Reduce the complex numbers below to the form of z = a + bi.

(i) Z = (5 − 3i)(4 + 2i) + (3 + 2i)(6 − 4i).


7+4i
(ii) Z = 3−5i

(d) Prove that, given Z1 = x1 + iy1 and Z2 = x2 + iy2 , Z2 6= 0, then there exists a unique
complex number Z such that ZZ2 = Z1 .

5 The absolute value of a complex number


The absolute value of a complex number is the same as the modulus of a complex number,
where for Z = x + iy, then

absolute Z = abs Z
= modulus of Z
= √ | 2Z | 2
= (x + y )

Theorem 1.1
If Z1 , Z2 , ..., Zn are complex numbers then the following properties are true

(i) |Z1 Z2 | = |Z1 ||Z2 |.

(ii) | Z1 Z2 ...Zn |= |Z1 | |Z2 |...|Zn |.


4
¯ ¯
¯ ¯ |Z1 |
(iii) ¯ ZZ12 ¯ = |Z2 |
, provided |Z2 | 6= 0.

(iv) | Z1 + Z2 |≤ |Z1 | + |Z2 | item[(v)] | Z1 + Z2 + ... + Zn |≤ |Z1 | + |Z2 | + ... + |Zn | ,Triangular
inequality.

(vi) |Z1 |2 = Z1 Z1 .

6 Complex Conjugates
If Z = x + iy, then the complex conjugate of Z is given as Z = x − iy.
Theorem 1.2
The following properties hold for complex conjugates of two complex numbers Z1 and Z2 .

(i) Z1 Z2 = Z1 Z2 .

(ii) Z1 + Z2 = Z1 + Z2 .

(iii) Z1 = Z1 .

(iv) Z1 − Z2 = Z1 − Z2 .

Example 1.3

(i) Show that Z1 + Z2 = Z1 +Z2 , for two complex numbers Z1 = x1 +iy1 and Z2 = x2 +iy2 .
Solution

Z1 + Z2 = (x1 + iy1 ) + (x2 + iy2 )


= (x1 + x2 ) + i(y1 + y2 )
Z1 + Z2 = (x1 + x2 ) − i(y1 + y2 )
= (x1 − iy1 ) + (x2 − iy2 )
= Z1 + Z2 ]

(ii) Show that Z1 Z2 = Z1 Z2 , for the complex numbers Z1 and Z2 in (i) above. Solution

Z1 Z2 = (x1 + iy1 )(x2 + iy2 )


= (x1 x2 − y1 y2 ) + i(x1 y2 + x2 y1 )
Z1 Z2 = (x1 x2 − y1 y2 ) − i(x1 y2 + x2 y1 )
= x1 x2 − ix1 y2 − y1 y2 − ix2 y1
= x1 (x2 − iy2 ) − iy1 (x2 − iy2 )
= (x1 − iy1 )(x2 − iy2 )
= Z1 Z2 ]

5
Polar form representation of complex numbers
A complex number z = x + iy can be written
¡ ¢ in polar form as Z = r(cos θ + i sin θ), where
r = |Z| and θ = argument of Z = tan−1 xy . It can also be written in exponential form as
Z = reiθ .
Sketching the complex number on the x − y plane.

Example 1.4
Using the polar form representation of a complex number show that

(i) |Z1 Z2 | = |Z1 ||Z2 |.


¯ ¯
¯ ¯
(ii) ¯ ZZ12 ¯ = |Z 1|
|Z2 |
.

Solution (i) Method 1


For Z1 = x1 + iy1 and Z2 = x2 + iy2 their polar form representations are respectively
Z1 = r1 (cos θ1 + sin θ1 ) and Z2 = r2 (cos θ2 + sin θ2 ), where θ1 = arg(Z1 ) = tan−1 xy11 and
θ2 = arg(Z2 ) = tan−1 xy22 . |Z1 | = r1 and |Z2 = r2 , we have

Z1 Z2 = r1 (cos θ1 + sin θ1 ) · r2 (cos θ2 + sin θ2 )


= r1 r2 [cos θ1 cos θ2 + icos θ1 sin θ2 + isin θ1 cos θ2 − sin θ1 sin θ2 ]
= r1 r2 [(cos θ1 cos θ2 − isin θ1 sin θ2 ) + i(cos θ1 sin θ2 + sin θ1 cos θ2 )]
= r1 r2 [(cos( θ1 + θ2 ) + isin (θ1 + θ2 )]

Hence
|Z1 Z2 | = r1 r2 =⇒ |Z1 Z2 | = |Z1 ||Z2 |
and
arg Z1 Z2 = θ1 + θ2
= arg Z1 + arg Z2
Solution (i) Method 2
From the fact that |Z1 |2 = Z1 Z1 , it implies that

|Z1 Z2 |2 = (Z1 Z2 )(Z1 Z2 )


= (Z1 Z2 )(Z1 · Z2 )
= (Z1 Z1 )(Z2 Z2 ) (T aking the squareroot on both sides)
= |Z1 |2 |Z2 |2
|Z1 Z2 | = |Z1 ||Z2 | ]
6
Prove the Triangular Inequality | Z1 + Z2 |≤ |Z1 | + |Z2 |.
Solution From |Z1 |2 = Z1 Z1

| Z 1 + Z 2 |2 = (Z1 + Z2 )(Z1 + Z2 )
= (Z1 + Z2 )(Z1 + Z2 )
= Z1 Z1 + (Z1 Z2 + Z2 Z1 ) + Z2 Z2
= |Z1 |2 + 2Re Z1 Z2 + |Z2 |2
≤ |Z1 |2 + 2|Z1 ||Z2 | + |Z2 |2
since 2ReZ1 Z2 ≤ 2|Z1 ||Z2 |
≤ (|Z1 | + |Z2 |)2 (T aking the squareroot on both sides)
| Z1 + Z2 | ≤ |Z1 | + |Z2 | ]

Assignment 1.

(a) Verify that Z1 Z2 + Z2 Z1 = 2 Re Z1 Z2 .

(b) Prove that if Z1 and Z2 are complex numbers then |Z1 | − |Z2 | ≤| Z1 − Z2 | .

(c) Show that if Z = a + ib then


√ √
|a| + |b| ≤ 2|a + ib| ≤ 2[|a| + |b|].

(d) Show that if |Z| ≤ 1, then |Z − 1| + |Z + 1| ≤ 2 2.

(e) Show that

| Z1 + Z2 |2 + | Z1 + Z2 |2 = 2(|Z1 |2 + |Z2 |2 ) + 4Re Z1 Re Z2 .

3
(f) Find the solution set to the equation 5 − z
= z.

(g) Let Z1 , Z2 and Z3 be the vertices of an equilateral triangle. Prove that

|Z1 |2 + Z1 Z3 + Z3 Z1 = |Z3 | 2 + Z1 Z2 + Z2 Z1 .

7 De’moivre’s Theorem.
It states that for a complex number Z = (cos θ + isin θ) then

Z n = (cos θ + isin θ)n


= (cos nθ + isin nθ).

Prove De’moivre’s Theorem.


For n = 1 then (cos θ + i sin θ)1 = cos θ + isin θ.
For n = m, ⇒ (cos θ + i sin θ)m = cos mθ + isin mθ.
7
For n = m + 1

⇒ (cos θ + i sin θ)m+1 = (cos θ + isin θ)1 (cos θ + i sin θ)m


= (cos θ + isin θ)(cos mθ + i sin mθ)
= cos θcos mθ + icos θsin mθ + isin θcos mθ − sin θsin mθ
= (cos θcos mθ − sin θsin mθ) + i(cos θsin mθ + sin θcos mθ)
= cos (θ + mθ) + isin (θ + mθ)
= cos (m + 1)θ + isin (m + 1)θ
Since it is true for n = 1, n = m and n = m + 1 which are positive integers then it is true
for any other positive value of n. Hence the proof.
Examples involving De’moivre’s Theorem
1. Prove the following identities
(i) cos 5θ = 16cos5 θ − 20cos3 θ + 5cos θ.
sin 5θ
(ii) sin θ
= 16cos4 θ − 12cos2 θ + 1, f or θ 6= 0, ±π, ± 2π...

8 Exponential form representation of a complex num-


ber.
A complex number written in polar form as Z = cos θ + isin θ can be written in exponential
form as Z = eiθ where eiθ = cos θ + isin θ is called the Euler formula, derived from

x x2 x3
e =1+x+ + ...
2! 3!
For Z = r(cos θ + isin θ) then Z = reiθ , and for Z = r(cos θ − isin θ), then Z = e−iθ .
Question 1
Show that
eiθ +e−iθ
(i) cos θ = 2
.
eiθ −e−iθ
(ii) sin θ = 2i
.
[e−iθ −e−iθ ]i
(iii) tan θ = eiθ +e−iθ
.
Question 2
Prove that the general value of θ which satisfies the equation

(cos θ + isin θ)(cos 2θ + isin 2θ)...(cos nθ + isin nθ) = 1


4mπ
is n(n+1) where m is any integer.
Question 3
Use Euler’s Formula to prove the following identities.
(i) cos4 θ = 18 cos 4θ + 12 cos 2θ + 38 .
8
(ii) sin3 θ = 34 sin θ − 41 sin 3θ.

(iii) sin (θ1 + θ2 ) = sin θ1 cos θ2 + cos θ1 sin θ2 .

(iv) sin2 θ + cos2 θ = 1.

(v) cos (θ1 + θ2 ) = cos θ1 cos θ2 − sin θ1 sin θ2 .

Solution for Question 3(i)


£ eiθ +e−iθ ¤4
cos4 θ = 2
(eiθ )4 +4(eiθ )3 e−iθ +6(eiθ e−iθ )2 +4eiθ (e−iθ )3 +(e−iθ )4
= 16
e4iθ +4e2iθ +6e0 +4e−2iθ +e−4iθ
= 16
e4iθ +e−4iθ +4e2iθ +4e−2iθ +6
= 16
e4iθ +e−4iθ 4(e2iθ +e−2iθ ) 6
= + + 16
£ 4iθ
1 e +e
16
−4iθ ¤ £ 16
2iθ −2iθ ¤
= 8 2
+ 12 e +e 2
+ 38
1 1 3
= 8
cos 4θ + 2 cos 2θ + 8 ]

9 Roots of Complex numbers.


Roots of complex numbers can be obtained easily by using the polar form representation of
a complex number.
De’moivre’s theorem has it in general that for any complex number written in polar form as
Z = r(cos θ + isin θ), then
p p£ p p ¤
Z q = r q cos (θ + 2πk) + isin (θ + 2πk) .
q q

where k = 0, 1, 2, ...(q − 1).


Example 1.5
Find the 6th roots of the complex number Z = 4 + 5i.
Solution √
1 1
Z 6 = (4 + 5i) 6 in polar form |Z| = 41, arg Z = tan−1 54 = 51.3 = 0.285π.

Z = 41(cos 51.3o + isin 51.3o )
1 √ 1 1
Z6 = ( 41) 6 (cos 51.3o + isin 51.3o ) 6
1 £ o o ¤
= 41 12 cos (51.3 6+2πk) + isin (51.3 +2π k)
1 £ (0.285π+2π k) ¤
6
= 41 12 cos (0.285π+2πk)
6
+ isin 6
.

For k = 0, 1, 2, 3, 4, 5, the following roots are obtained


The 1st root occurs at k = 0, which is
1 1 £ ¤
Z 6 = 41 12 cos (0.285π)
6
+ isin (0.285π)
6
1
= 41 12 (cos 8.6o + isin 8.6o )
9
Root 2, occurs at k = 1, which is
1 1 £ ¤
Z 6 = 41 12 cos (0.285π+2π)
6
+ isin (0.285π+2π)
6
1
= 41 12 (cos 68.6o + isin 68.6o )
Root 3, occurs at k = 2, which is
1 1 £ ¤
Z 6 = 41 12 cos (0.285π+4π)
6
+ isin (0.285π+4π)
6
1
= 41 12 (cos 128.6o + isin 128.6o )
Root 4, occurs at k = 3, which is
1 1 £ ¤
Z 6 = 41 12 cos (0.285π+6π)
6
+ isin (0.285π+6π)
6
1
= 41 12 (cos 188.6o + isin 188.6o )

The 5th root occurs at k = 4, which is


1 1 £ (0.285π+8π) ¤
Z 6 = 41 12 cos (0.285π+8π)
6
+ isin 6
1
= 41 12 (cos 248.6o + isin 248.6o )

The 6th root occurs at k = 5 wich is


1 1 £ ¤
Z 6 = 41 12 cos (0.285π+10π)
6
+ isin (0.285π+10π)
6
1
= 41 12 (cos 308.6o + isin 308.6o )
The roots can be plotted on an argand diagram as shown below,

The root nearest to the x-axis is called the principal root, in this case they are two Z =
1 1
41 12 (cos 68.6o + isin 68.6o ) and Z = 41 12 (cos 188.6o + isin 188.6o ).

Example 1.6
Solve the equation Z 5 + 32 = 0.
Solution
1
Z 5 = −32, therefore Z = (−32) 5 , and we are required to obtain the 5th roots of the complex
number Z = −32. The |Z| = 32 and arg Z = π, hence in polar form Z = 32(cos π + isin π).
1 1 1
Z 5 = (32)
£ (cos
5 (π + 2π k) + isin (π + 2π k) 5
= 2 cos 5 (π + 2π k) + isin 15 (π + 2π k)
1
10
At k = 0, the 1st root is Z = 2[cos π5 + isin π5 ] = 2[cos 36o + isin 36o ].
k = 1, the 2nd root is Z = 2[cos 3π
5
+ isin 3π5
] = 2[cos 288o + isin 288o ].
k = 2, the 3 root is Z = 2[cos π + isin π] = 2[cos 180o + isin 180o ].
rd

k = 3, the 4th root is Z = 2[cos 7π


5
+ isin 7π5
] = 2[cos 252o + isin 252o ].
9π 9π
th
k = 4, the 5 root is Z = 2[cos 5 + isin 5 ] = 2[cos 324o + isin 324o ]..
Question
Plot the roots of the equation in example 1.6 on an argand diagram and hence determine
the principal root.
Question
For Z = 12(cos 300o + isin 300o , determine the 5th roots of Z and plot them out on an
argand diagram.

10 Polynomials
. Let an , an−1 , ..., a1 , a0 be real numbers. If we have the polynomial equation

an Z n + an−1 Z n−1 + ... + a1 Z + a0 = 0

and we need to find the roots of the equation then we say that if Z = α is a root of the
equation then Z = α is also a root.
We are required to show that if Z = α is a root to the given polynomial equation then its
conjugate Z = α is also a root.
solution
Since Z = α is a root then

an αn + an−1 αn−1 + ... + a1 α + a0 = 0 − − − − − − − − − − − − − −(i)

Taking the conjugate on both sides of (i) we have

an αn + an−1 αn−1 + ... + a1 α + a0 = 0 − − − − − − − − − − − − − −(ii)

Since an , an−1 , ..., a1 , a0 are real numbers their conjugates remain as reals.
therefore then it is true that α is a root to the given polynomial equation.
Example 1.6
Verify that Z = 2 + i is a root of the equation Z 4 − 5Z 3 + 3Z 2 + 19Z − 30 = 0 and hence
find the other roots of the equation.
Solution

(i) To verify, we substitute the given root into the equation as

Z 4 − 5Z 3 + 3Z 2 + 19Z − 30 = 0

(2 + i)4 − 5(2 + i)3 + 3(2 + i)2 + 19(2 + i) − 30 = 0


.
11
(ii) To find the other roots, we say since Z = 2 + i is a root then Z = 2 − i is also a root
and (Z − (2 + i))(Z − (2 − i)) = Z 2 − 4Z + 5 is a factor to the given polynomial. Using
synthetic division we compute
Z 4 −5Z 3 +3Z 2 +19Z−30
f (Z) = Z 2 −4Z+5
2
= Z −Z −6

⇒ f (Z) = Z 4 − 5Z 3 + 3Z 2 + 19Z − 30 = (Z 2 − 4Z + 5)(Z 2 − Z − 6) = 0


The other roots are
Z2 − Z − 6 = 0
(Z − 3)(Z + 2) = 0
Z=3 , Z = −2
Hence the roots of the given polynomial are Z = 2 + i, Z = 2 − i, Z = 3, Z = −2.

Assignment II

(a) Find the roots of the equation 6Z 4 − 25Z 3 + 32Z 2 + 3Z − 10 = 0, given that
Z = 2 + i is one of the roots.
(b) Solve the following equations for all the roots.
(i)5Z 2 + 2Z + 10 = 0, Answer (−1±7i)
5
.
2
(ii)Z + (i − 2)Z + (3 − i) = 0, Answer Z1 = 1 + i, Z2 = 1 − 2i.
(iii)Z 5 − 2Z 4 − Z 3 + 6Z − 4 = 0.
(iv) 6Z 4 − 47Z 3 + 148Z 2 − 167Z + 52 = 0, Answer Z = 12 , Z = 43 , Z = 3 + 2i, Z =
3 − 2i.
√ √
(v) Z 4 + Z 2 + 1 = 0, Answer Z1 = 12 (1 ± i 3), Z2 = 21 (−1 ± i 3).

(c) Solve the equations Z 6 + 1 = i 3 and Z 4 + 81 = 0.

12
11 CHAPTER 2
LIMITS, CONTINUITY, AND DIFFERENTIABIL-
ITY OF COMPLEX FUNCTIONS
11.1 LIMITS
Let f (z) be a single valued complex function, the limit of a function f (z) as z → z0 is said to
be equal to ` if given ² > 0 there exists a number N > 0 such that | f (z) − ` |< ² whenever
0 < |z − z0 | < N.
lim
Mathematically the limit is defined as = `.
z → z0
THEOREMS ON LIMITS
lim g(z) = H lim f (z) = M
If and , then the following theorems are true.
z → z0 z → z0

lim (f (z) + g(z)) = lim f (z) + lim g(z)


(i) z → z0 z → z0 z → z0
= M +H

lim (f (z) − g(z)) = lim f (z) − lim g(z)


(ii) z → z0 z → z0 z → z0
= M −H
¡ ¢¡ ¢
lim (f (z)g(z)) = lim f (z) lim g(z)
(iii) z → z0 z → z0 z → z0
= MH

lim
f (z)
lim f (z) z → z0 M
(iv) = = , provided that H 6= 0.
z → z0 g(z) lim H
g(z)
z → z0

Question
lim (f (z) + g(z)) = lim f (z) + lim g(z)
Prove that z → z0 z → z0 z → z0
= M +H
Proof
We are required to prove that given ² > 0, we can find a number N > 0 such that

|f (z) + g(z) − (M + H)| < ² ; whenever 0 < |z − z0 | < N .......(1)

⇒ |f (z) + g(z) − (M + H)| = |(f (z) − M ) + (g(z) − H)| < ².

|(f (z) − M ) + (g(z) − H)| ≤ |(f (z) − M )| + |(g(z) − H)|,


13
from the triangular inequality.
lim f (z) = M
Since , then given ² > 0, we can find N1 > 0, such that
z → z0
²
|f (z) − M | < , whenever 0 < |z − z0 | < N1 .............(2)
2
lim g(z) = H
Again since , then given ² > 0, we can find N2 > 0, such that
z → z0
²
|g(z) − H| < , whenever 0 < |z − z0 | < N2 .............(3)
2
From equations 1, 2 and 3 we can say

|f (z) + g(z) − (M + H)| ≤ |(f (z) − M )| + |(g(z) − H)|


² ²

+ = ²,
2 2
whenever 0 < |z − z0 | < [Link] N is chosen as the smallest of N1 and N2 ,
i.e N = min (N1 , N2 ).
Since we have found N > 0 such that |f (z) + g(z) − (M + H)| < ², then it is true that

lim (f (z) + g(z)) = lim f (z) + lim g(z)


z → z0 z → z0 z → z0
= M +H

Example 2.1
Evaluate the following limits using the laws of limits.

lim [z 2 + 4z + 3]
(i)
z →2+i
Answer: 14 + 8i.
(3z+4)(z−3)
lim
(ii) z 2 −5z+6
z → 3i
Answer: 19
13
− i 3013
.
L’HOPITAL’S RULE IN EVALUATING LIMITS.
Let f (z) and g(z) be analytic ina region containing point z0 and suppose that f (z0 ) =
g(z0 ) = 0, but g 0 (z0 ) 6= 0, then L’hopital’s rule states that
0
lim fg(z)
(z)
= lim fg0 (z
(z0 )
0)
z → z0 z → z0

Example 2.2
Find the limits of the following functions using L’Hopital’s rule.
14
1−cos z
lim sin z 2
(i)
z→0
sin z 2
lim
(ii) z2
z→0
Solution to 2.2(i)
1−cos z
lim sin z 2
= 1−1
0
= 00
z→0
Applying L’Hopital’s rule.
d
(1−cos z) sin z 0
= lim dz
d
(sin z 2 )
= lim 2z cos z 2
= 0
dz
z→0 z→0
d
limz→0 (sin z)
= d
dz
limz→0 dz (2zcos z 2 )
limz→0 cos z
= limz→0 (−4z 2 sin z 2 +2cos z2 )
1
= 2

Solution to 2.2(ii)
sin z 2
lim z2
= 00
z→0
Applying L’Hopital’s rule.
d
(sin z 2 ) 2z cos z 2
= lim dz
d
(z 2 )
= lim 2z
dz
z→0 z→0
= limz→0 z 2 = 1
= 1

Example 2.3 ³ 2 ´
lim 2 z +iz+2 = 6i.
Using the definition of the limit, show that the z−i
z→0
Solution
We are required to show that given ² > 0 we can find a number N > 0, such that
¯ ³ z 2 + iz + 2 ´ ¯
¯ ¯
¯2 − 6i¯ < ² whenever 0 < |z − i| < N .......(i)
z−i
¯ 2 ¯
¯ 2(z +iz+2)−6i(z−i) ¯
¯ ¯ < ²
¯ z−i ¯
¯ 2z2 −4iz−2 ¯
¯ ¯ < ²
¯ 2 z−i ¯
¯ 2(z −2iz−1) ¯
¯ z−i ¯ < ²
| 2(z−i)(z−i)
z−i
| < ²
|2(z − i)| < ²
2|z − i| < ²
²
|z − i| < ........(ii)
15 2
Comparing (i) and (ii), ³ 2 it means
´ that we have found a number N = 2² > 0. Therefore it is
lim 2 z +iz+2 = 6i.
true that z−i
z→0
Example 2.4
lim f (z) = z02 .
If f (z) = z 2 , prove that
z → z0
Solution
We are required to show that given ² > 0 we can find a number N > 0, such that

|f (z0 ) − z02 | < ²; whenever 0 < |z − z0 | < N .......(i)

⇒ |f (z) − z02 | < ²


|z 2 − z02 | < ²
|(z + z0 )(z − z0 )| < ²
|(z + z0 )||z − z0 | < ²
²
|z − z0 | < |z+z0 |
²
< |z|+|z0 |
...........(ii)
²
Comparing (i) and (ii), then it is true that we have found N = |z|+|z 0|
> 0 such that
0 < |z − z0 | < N .
Hence the proof.
Assignment 3
2
lim zz2−z+1−i
−2z+2 = 1 − 1 i.
Prove that 2
z →1+i
LIMITS AT INFINITY
Definition
lim f (z)
The = ` if given ² > 0 we can find a number N > 0 such that |f (z) − `| < ²
z→∞
whenever |z| > N.
lim f (z)
Also = ∞ if for any M > 0, we can find a δ > 0 such that |f (z)| > M whenever
z → z0
0 < |z − z0 | < δ.
Example 2.5
Find the h i h i
z 3 +4z 2 −2 z 3 +4z 2 −2
limz→∞ (z−3)(2z 2 −3z+5) = limz→∞ 2z3 −9z 2 +14z−15
£ 3 2 ¤
limz→∞ z +4z3 −2
= £ 3 z2 ¤
lim z→∞ 2z −9z +14z−15
z3
limz→∞ [1+ z4 − 23 ]
= z
limz→∞ [2− z9 + 142 − 153 ]
z z
1
= 2

CONTINUITY
Definition 1
lim f (z)
A function f (z) is said to be continuous at a point z = z0 if = f (z0 ).
z → z0
16
However in order for f (z) to be continuous at z = z0 , the following conditions must be
satisfied
lim f (z)
(i) = `, must exist.
z → z0

(ii) f (z) must be defined at z0 , i.e f (z0 ) must exist.

lim f (z)
(iii) = f (z0 ) = `.
z → z0

(a) However a function f (z) is said to be discontinuous at z = z0 if f (z) fails to be continuous


lim f (z)
at z0 , i.e does not exist.
z → z0
lim f (z)
(b) If exists but is not equal to f (z0 ), then the point z0 is called a removable
z → z0
discontinuity. It is called a removable discontinuity because after redefining the function
lim f (z)
such that = f (z0 ) then the function becomes continuous.
z → z0
Definition 2
A function f (z) is said to be continuous in a region if it is continuous at all points in that
region.

THEOREMS ON CONTINUITY.
Theorem I If f (z) and h(z) are continuous at z = z0 , then the following functions are also
continuous st z = z0 ,

(i) f (z) + h(z).

(ii) f (z) − h(z).

(iii) [f (z)][g(z)].
f (z)
(iv) g(z)
for h(z) 6= 0.

Theorem II The following functions are continuous on every finite region: Polynomials,sin z,
cos z, for (0 ≤ z ≤ 2π).
Theorem III Suppose that f (z) and h(z) are all continuous functions at z = z0 then the
composite function m(z) = f (z) ◦ h(z) is also continuous.
Example Let f (z) = cos z and h(z) = z 2 , then f (z) ◦ h(z) = f [h(z)] = cos z 2 is also
17
continuous.
Theorem IV If f (z) is continuous in a closed region, it is bounded in the region in that,
there exists a constant N such that |f (z)| < N for all points z of the region.
Theorem V If f (z) is continuous in the region then the real and imaginary parts of f (z)
are also continuous in the region.
Uniform Continuity:
A function f (z) is said to be uniformly continuous in a region if for every ² > 0, we can find
a δ > 0 such that |f (z1 ) − f (z2 )| < δ whenever |z1 − z2 | < δ where z1 and z2 are any two
points in the region.
Example 2.6 Prove that the function f (z) = 2z 2 + 3z + 4 is contious at z = z0 .
lim f (z)
Solution We are required to show that exists and it is equal to f (z0 ).
z → z0

lim (2z 2 + 3z + 4) = 2z02 + 3z0 + 4


z → z0
f (z0 ) = 2z02 + 3z0 + 4

lim f (z) = f (z0 ) = 2z02 + 3z0 + 4


Therefore since then the function is continuous at
z → z0
z = z0 .
Example 2.7

3z 4 −2z 3 +8z 2 −2z+5


(i) Find the points at which the function f (z) = z−i
is discontinuous.

(ii) Redefine the function at the points where the function is discontinuous to remove the
discontinuity and find the limit of the function at that point.
Solution

(i) The function is discontinuous at a given point z = z0 whenever the function is not
defined at that [Link] function is not defined when z − i = 0 and z = i. Therefore
the function is continuous at all points on the complex plane except at z = i.

(ii) Redefining the function.


Since z−i is a factor of 3z 4 −2z 3 +8z 2 −2z+5, then z+i is also a factor and (z+i)(z−i) = z 2 +1
is also a factor. Using synthetic division, we have
3z 4 − 2z 3 + 8z 2 − 2z + 5
= 3z 2 − 2z + 5, hence
z∗2+1
3z 4 − 2z 3 + 8z 2 − 2z + 5 (z 2 + 1)(3z 2 − 2z + 5)
f (z) = =
z−i (z − i)
(z − i)(z + i)(3z 2 − 2z + 3)
= = (z + i)(3z 2 − 2z + 5).
(z − i) 18
lim f (z) = lim (z + i)(3z 2 − 2z + 5)
z→i z→i
= 2i(−3 − 2i + 5)
= 4i + 4
Assignment 3
Question 1.
Determine the values of z for which the following functions are continuous.
3z
(i) f (z) = z 2 +4
.
1
(ii) f (z) = cos z
= sec z Answer: For all values except when

π 3π
z = ± , ± , ±5π2...
2 2

2z−3
(iii) f (z) = z 2 +2z+2
.

3z 2 +4
(iv) f (z) = z 4 −16
. Answer: All values of z except z = ±2 ± 2i.

(v) f (z) = cot z. Answer: All values of z except z = kπ, k = 0, ±1, ±2, ±3, .....

lim f (z) = i − 3.
Question 2. If f (z) = 3z 2 + z prove that
z→i
Question 3. Evaluate the following using theorems on limits

lim (2z − 3)(4z + i) −4


(a) , Answer : − 4j.
z→i (iz − 1) 2 3

lim z2 2(1 + i)
(b) πi , Answer : .
z → e 4 z4 + z + 1 2

lim h z−1−i i −1
(c) , Answer : .
z → 1 + i z − 2z + 2
2 4

lim z 2 + 1 1
(d) , Answer : .
z → i z6 + 1 3
lim f (z) = A lim g(z) = B,
Question 4. If and prove that
z → z0 z → z0

lim [2f (z) − 3ig(z)] = 2A − 3iB.


(a)
z → z0

lim [pf (z) + qg(z)] = pA + qB,


(b) where p and q are any constants.
z → z0
19
lim lim
Question 5. If f (z) = A, prove that [f (z)]2 = A2 .
z → z0 z → z0
Question 6. Determine the points at which the following functions are discontinuous.
2z−3
(a) f (z) = z 2 +2z+2
Answer: All values except z = −1 ± i.
3z 2 +4
(b) f (z) = z 4 −16
, Answer:z = ±2; z = ±2i.

Question 7. Prove that f (z) = z 2 is continuous at z = z0 .


2z−1 lim f (z0 +h)−f (z0 ) 7
Question 8. If f (z) = 3z+2 , prove that = (3z0 +2)2
.
h→0 h

Solution to question 8

lim h f (z0 + h) − f (z0 ) i


h→0 h

= lim h 3(z0 +h)+2 −


2(z0 +h)−1 (2z0 −1) i
3z0 +2
h→0 h
= lim h (2z0 + 2h − 1)(3z0 + 2) − (2z0 − 1)(3z0 + 3h + 2) i
h→0 h(3z0 + 3h + 2)(3z0 + 2)
= lim h 6z02 + 4z0 + 6hz0 + 4h − 3z0 − 2 − 6z02 − 6hz0 − 4z0 + 3z0 + 3h + 2 i
h→0 h(3z0 + 3h + 2)(3z0 + 2)
= lim h 7h i
h→0 h(3z0 + 3h + 2)(3z0 + 2)
= lim h 7 i
.
h → 0 (3z0 + 2)2

20
DIFFERENTIABILITY.

(1) If f (z) is a single valued function in some region < in the Z−plane then the derivative
of f (z) at a point z0 is defined as

lim f (z0 + 4z) − f (z0 )


f 0 (z0 ) =
4z → 0 4z

provided that the limit exists, we say that f (z) is differentiable at z0 .

(2) If a function f (z) is differentiable at a point z0 , then its derivative at z0 can be defined
as
lim f (z) − f (z0 )
f 0 (z0 ) =
z → z0 z − z0

Example.2.8
Applying the definition of the derivative of a function, compute f 0 (z) where f (z) = 3z 2 +
2z + 1.
Solution

lim f (z) − f (z0 )


f 0 (z0 ) =
z → z0 z − z0
lim 3z 2 + 2z + 1 − 3z02 − 2z0 − 1
=
z → z0 z − z0
lim 3(z + z0 )(z − z0 ) + 2(z − z0 )
=
z → z0 z − z0

= lim 3(z + z0 ) + 2
= 6z0 + 2
z → z0
Therefore substituting z = z0 , then f 0 (z0 ) = 6z0 + 2, hence f 0 (z) = 6z + 2.
Method II

lim f (z0 + 4z) − f (z0 )


f 0 (z0 ) =
4z → 0 4z
lim 3(z0 + 4z)2 + 2(z0 + 4z) + 1 − (3z02 + 2z0 + 1)
=
4z → 0 4z
lim 3z02 + 6z0 4z + 3(4z)2 + 2z0 + 24z + 1 − 3z02 − 2z0 − 1
=
4z → 0 4z
lim 6z0 4z + 3(4z)2 + 24z
=
4z → 0 4z
lim
= 6z + 34z + 2 = 6z0 + 2
4z → 0 0
21
For z = z0 , then f 0 (z) = 6z + 2.
Example 2.9 Using the definition of the derivative of a function find f 0 (z) for f (z) = cos z.
From
lim f (z0 + 4z) − f (z0 )
f 0 (z0 ) =
4z → 0 4z
lim cos (z0 + 4z) − cos z0
=
4z → 0 4z
lim sin (z0 + 4z
2
)sin 4z
2
= 2
4z → 0 4z
lim cos z0 cos 4z − sin z0 sin 4z − cos z0
=
4z → 0 4z
lim cos z0 cos 4z lim sin z0 sin 4z lim cos z0
= − −
4z → 0 4z 4z → 0 4z 4z → 0 4z
lim cos 4z lim sin 4z lim 1
= cos z0 −sin z0 −cos z0
4z → 0 4z 4z → 0 4z 4z → 0 4z
lim (cos 4z)
lim cos 4z 4z → 0 lim 1
= cos z0 −sin z0 −cos z0
4z → 0 4z lim 1 4z → 0 4z
4z → 0
lim cos 4z−1
= cos z0 −sin z0
4z → 0 4z

Applying L’Hopital’s rule


lim −sin 4z
−cos z0
4z → 0 1

= 0 − sin z0
= −sin z0 .
Hence for z = z0 , f 0 (z) = −sin z.
z2
Example 2.10 Using the definition of the derivative of a function find f 0 (z) for f (z) = sin z
.

lim f (z0 + 4z) − f (z0 )


f 0 (z0 ) =
4z → 0 4z
2 2

lim h sin (z+4z) − sin z i


z +2z4z+(4z) z2
=
4z → 0 4z
lim h (z + 2z4z + (4z) )sin z − z 2 sin (4z + z) i
2 2
=
4z → 0 4zsin(4z + z)sin z
lim h z sin z + 2z4zsin z + (4z)2 )sin z − z 2 sin z cos 4z − z 2 cos zsin 4z i
2
=
4z → 0 4zsin(4z + z)sin z
Dividing by 4z both up and down,
z 2 sin z z 2 sin z cos 4z z 2 cos zsin 4z
lim 4z
+ 2z sin z + 4zsin z − 4z
− 4z
= .
4z → 0 sin(4z + z)sin z
22
lim h z2 sin z i £ ¤ h lim i
2
h lim
cos 4z
i h
+ 2z sin z + sin z 4z − z sin z − z 2 cos z
4z → 0 4z 4z → 0 4z → 0 4z 4
=
lim
sin (z + 4z)sin z
4z → 0

lim h 1 i £ ¤ £ 2 ¤ h lim i h lim


1
i
z 2 sin z + 2z sin z + 0 − z sin z cos 4z − − z 2 cos
4z → 0 4z 4z → 0 4z → 0 4z
= 2
sin z

2 lim h 1 i £ ¤ £ 2 ¤ h lim 1
i h
2
i
z sin z + 2z sin z + 0 − z sin z − z cos z
4z → 0 4z 4z → 0 4z
=
sin2 z
2zsin z − z 2 cos z
f 0 (z) = .
sin2 z
LAWS OF DIFFERENTIATION
Let f (z) and g(z) be two complex functions defined on the domain D, then the following
laws apply

(i) [f (z) + g(z)]0 = f 0 (z) + g 0 (z).

(ii) [f (z)g(z)]0 = g(z)f 0 (z) + g 0 (z)f (z).


h i 0 0 (z)f (z)
(iii) fg(z)
(z) 0
= g(z)f (z)−g
[g(z)]2
, g(z) 6= 0.

Prove the laws of differentiation using the definition of the derivative of a func-
tion.
(a) To prove that [f (z) + g(z)]0 = f 0 (z) + g 0 (z).

lim [f (z) + g(z)] − [f (z0 ) + g(z0 )]


[f (z) + g(z)]0 =
z → z0 z − z0
lim [f (z) − f (z0 )] + [g(z) − g(z0 )]
=
z → z0 z − z0
lim h f (z) − f (z0 ) i lim h g(z) − g(z0 ) i
= +
z → z0 z − z0 z → z0 z − z0
= f 0 (z) + g 0 (z). ]
(b) To prove that [f (z)g(z)]0 = g(z)f 0 (z) + g 0 (z)f (z).

lim [f (z)g(z)] − [f (z0 )g(z0 )]


[f (z)g(z)] 0 =
z → z0 z − z0
23
lim f (z)g(z) − f (z)g(z0 ) + f (z)g(z0 ) − f (z0 )g(z0 )
=
z → z0 z − z0

lim h [g(z) − g(z ) i lim h f (z) − f (z ) i


0 0
= f (z) + g(z0 )
z → z0 z − z0 z → z0 z − z0

lim h [g(z) − g(z0 ) i lim h f (z) − f (z0 ) i


= f (z0 ) + g(z0 )
z → z0 z − z0 z → z0 z − z0
= f (z0 )g 0 (z) + g(z0 )f 0 (z).
Substituting for z = z0 .

[f (z)g(z)] 0 = g(z)f 0 (z) + g 0 (z)f (z).


h i 0 0 (z)f (z)
(c) To prove that fg(z)
(z) 0
= g(z)f (z)−g
[g(z)]2
The proof is for the reader

Example 2.11 Show that

da
(i) dz
= 0; f or a a constant.
d n
(ii) dz
z = nz n−1 .
dz
(iii) dz
= 1.
d z
(iv) dz
, does not exist.

Proof for (i)


Let f (a) = a.

lim f (z) − f (z0 )


f 0 (z) =
z → z0 z − z0

lim a − a
=
z → z0 z − z0

lim 1
= (a − a)
z → z0 z − z0

lim 1
=0· =0]
z → z0 z − z0
Proof for (ii)
Let z n = z · z n−1 ,
24
d
dz
(z n ) = z(n − 1)z n−2 + z n−1
= (n − 1)z · z n · z −2 + z n z −1
= (n − 1)z n · z −1 + z n · z −1
= (z n z −1 )(n − 1 − 1)
= nz n z −1
= nz n−1 ]

25
12 CHAPTER 3
ANALYTIC FUNCTIONS

Definition 3.1
If the derivative f 0 (z) exists at all points z0 over a region R then f (z) is said to be analytic
in R and it is referred to as an analytic function in R.
Definition 3.2
A function f (z) is said to be analytic at a point z0 if there exists a circle |z − z0 | < δ at all
points of which f 0 (z) exists.
Cauchy Riemann equations
A necessary condition for the function w = f (z) = u(x, y) + iv(x, y)to be analytic in the
region R is that u(x, y) and v(x, y) should satisfy the Cauchy Riemann equations.
∂u ∂v
=
∂x ∂y
and
∂u ∂v
=−
∂y ∂x
where Re f (z) = u(x, y) and Im f (z) = v(x, y)
Example 1
Determine whether the following functions are analytic or not.
(i) f (z) = z 2 + 2i.

(ii) f (z) = (z̄ + i)2 + z.


z−2
(iii) f (z) = z+1
.

(iv) f (z) = sin z.


(v) f (z) = cos 2z.

(vi) f (z) = ln(z 2 ).


Solutions
(i) f (z) = z 2 + 2i, let z = x + iy ⇒ z 2 = (x + iy)2 = (x2 − y 2 ) + 2iyx.

f (z) = (x + iy)2 + 2i = (x2 − y 2 ) + 2iyx + 2i

⇒ u(x, y) = x2 − y 2 , v(x, y) = 2(1 + xy).


Thus
∂u ∂v ∂u ∂v
= 2x , = 2y , = −2y , = 2x
∂x ∂x ∂y ∂y
Since
∂u ∂v ∂u ∂v
= = 2x and =− = −2y
∂x ∂y 26∂y ∂x
then the function f (z) = z 2 + 2i is analytic.

(ii) f (z) = (z̄ + i)2 + z, let z = x + iy ⇒ z̄ = x − iy,

f (z) = (x − iy + i)2 + x + iy

= [x + i(1 − y)]2 + x + iy
= x2 + 2ix(1 − y) + i2 (1 − y)2 + x + iy
= [x2 + x − (1 − y)2 ] + i[2x(1 − y) + y]
Thus
u(x, y) = x2 + x − (1 − y)2 and v(x, y) = 2x(1 − y) + y
∂u ∂v ∂u ∂v
= 2x + 1 , =2, = 2 − 2y , = −2x + 1
∂x ∂x ∂y ∂y
Since
∂u ∂v ∂u ∂v
6= and 6= − ,
∂x ∂y ∂y ∂x
then the function f (z) = (z̄ + i)2 + z is not analytic.

(iv) f (z) = sin z


Since
eiz − e−iz ei(x+iy) − e−i(x+iy) eix · e−y − e−ix · ey
sin z = = =
2i 2i 2i
−y y
e [cos x + i sin x] − e [cos x − i sin x]
=
2i
[e cos x + ie sin x − ey cos x + iey sin x]2i
−y −y
=
2i · 2i
[(2i)e cos x − 2e sin x − 2iey cos x − 2ey sin x]
−y −y
=
−4
1
⇒ u(x, y) = [−2e−y sin x − 2ey sin x]
4
1 1
= sin x[e−y + ey] and v(x, y) = cos x[ey − e−y ]
2 2
Thus
∂u 1 ∂v 1
= cos x(e−y + ey ) , = − sin x(ey − e−y )
∂x 2 ∂x 2
∂u 1 ∂v 1
= sin x(−e−y + ey ) , = cos x(ey + e−y )
∂y 2 ∂y 2
Since
∂u ∂v ∂u ∂v
= and =− ,
∂x ∂y 27 ∂y ∂x
then the function f (z) = sin z is analytic.

How to determine the conjugate function of an analytic function


Given f (z) = u(x, y)+iv(x, y) and u(x, y) is known we can determine v(x, y) as its conjugate
function using the following method.
Method
Since f (z) is analytic, then ∂u
∂x
= ∂y∂v
and ∂u
∂y
∂v
= − ∂x
But
∂v ∂v
dv = · dx + · dy − − − − − − − −(1)
∂x ∂y
∂u ∂u
dv = − · dx + · dy − − − − − − − −(2)
∂y ∂x
Integrating both sides of (2) gives
Z Z Z
∂u ∂u
dv = − dx + dy
∂y ∂x
Z Z
∂u ∂u
v(x, y) = − dx + dy ]
∂y ∂x
Example 3.2
Let f (z) = u(x, y) + iv(x, y) be an analytic function. If u(x, y) = 3x − 2xy, then find v(x, y)
and express f (z) in terms of z for z = x + iy.
Solution
Since f (z) is analytic, then ∂u
∂x
= ∂y∂v
, and ∂u
∂y
∂v
= − ∂x
But u(x, y) = 3x − 2y then
∂u
= 3 − 2y
∂x
∂u
= −2x
∂y
From
∂u ∂u
dv = − dx + dy
∂y ∂x
⇒ dv = 2x dx + (3 − 2y) dy
Z Z Z
dv = 2 x dx + (3 − 2y) dy

v = x2 + 3y − y 2 + c
v(x, y) = x2 + 3y − y 2 + c
Since f (z) = u(x, y) + iv(x, y) then

f (z) = (3x − 2y) + i(x2 + 3y − y 2 + c)

= 3x − 2xy + ix2 + 3yi − iy 2 + ci


28
= (ix2 − iy 2 − 2xy) + (3x + 3yi) + ci
f (z) = iz 2 + 3z + ic.
Question
Prove that the necessary condition for w = f (z) = u(x, y) + iv(x, y) to be analytic in the
region R is that the Cauchy Riemann equations ∂u ∂x
∂v
= ∂y , and ∂u
∂y
∂v
= − ∂x are satisfied in R
where it is supposed that these partial derivatives are continuous on R.

Solution.
In order for f (z) to be analytic then

f (z + 4z) − f (z)
f 0 (z) = lim
4z→0 4z

For z = x + iy, then

u(x + 4x, y + 4y) + iv(x + 4x, y + 4y) − u(x, y) − iv(x, y)


f 0 (z) = lim −−−−−(1)
4x → 0 4x + i4y
4y → 0

We are to consider two cases for equation (1)


Case 1
We let 4y = 0 and 4x → 0 then we rewrite equation (1) as

u(x + 4x, y) + iv(x + 4x, y) − u(x, y) − iv(x, y)


f 0 (z) = lim
4x → 0 4x
4y = 0
n u(x + 4x, y) − u(x, y)
i[v(x + 4x, y) − v(x, y)] o
f 0 (z) = lim +
4x→0 4x 4x
h u(x + 4x, y) − u(x, y) i h v(x + 4x, y) − v(x, y) i
= lim + i lim
4x→0 4x 4x→0 4x
∂u ∂v
f 0 (z) = +i − − − − − − − − − − − (2)
∂x ∂x
Case 2
We let 4x = 0 and 4y → 0 then we rewrite equation (1) as

u(x, y + 4y) + iv(x, y + 4y) − u(x, y) − iv(x, y)


f 0 (z) = lim
4y → 0 i4y
4x = 0
n u(x, y + 4y) − u(x, y) i[v(x, y + 4y) − v(x, y)] o
f 0 (z) = lim +
4y→0 i4y 29 i4y
h u(x, y + 4y) − u(x, y) i h v(x, y + 4y) − v(x, y) i
= lim + i lim
4y→0 i4y 4y→0 i4y
1 ∂u ∂v
f 0 (z) = +
i ∂y ∂y
∂u ∂v
f 0 (z) = −i + − − − − − − − − − − − (3)
∂y ∂y
Comparing equations (2) and (3) gives

∂u ∂v
Real parts : =
∂x ∂y

∂v ∂u
Imaginary parts : =− ]
∂x ∂y
Question 2
Show that if f (z) = u(x, y) + v(x, y) is an analytic function in a domain D and u and v have
continuous partial derivatives in D, then
³ ∂2 ∂ 2 ´¯¯ ¯2 ¯ df ¯2
¯ ¯ ¯
+ ¯f (z)¯ = 4 ¯ ¯ , where
∂x2 ∂y 2 dz

df ∂u ∂v
= +i
dz ∂x ∂x
Solution
¯ df ¯ rh³ ∂u ´2 ³ ∂v ´2 i
¯ ¯
¯ ¯= +
dz ∂x ∂x
¯ df ¯2 ∂u 2´ ³ ´
∂v 2
¯ ¯
¯ ¯ = Big( + − − − − − − − − − −(1)
dz ∂x ∂x
p
from f (z) = u + iv, |f (z)| = (u2 + v 2 ,

|f (z)|2 = u2 + v 2 .
Now ³ ∂2 ∂2 ´ 2 2 ∂2 2 ∂2 2 ∂2 2 ∂2 2
+ (u + v ) = (u ) + (v ) + (u ) + (v )
∂x2 ∂y 2 ∂x2 ∂x2 ∂y 2 ∂y 2
∂ ³ ∂u ´ ³ ∂ ∂v ´ ∂ ³ ∂u ´ ∂ ³ ∂v ´
= 2u + 2v + 2u + 2v
∂x ∂x ∂x ∂x ∂y ∂y ∂y ∂y
³ ∂u ´2 ³ ∂v ´´2 ³ ∂u ´2 ³ ∂v ´2
2 +2 +2 +2 − − − − − − − (2)
∂x ∂x ∂y ∂y
Since f (z) is analytic we have it that

∂u ∂v ∂u ∂v
= and =− − − − − − − − −(3)
∂x ∂y ∂y ∂x
30
Substituting (3) into (2) we get
³ ∂2 ∂2 ´ 2 ³ ∂u ´2 ³ ∂v ´2 ³ ∂v ´2 ³ ∂u ´2
2
+ (u + v ) = 2 + 2 + 2 − + 2
∂x2 ∂y 2 ∂x ∂x ∂x ∂x
³ ∂u ´2 ³ ∂v ´2
=4 +4
∂x ∂x
h³ ∂u ´2 ³ ∂v ´2 i
=4 +
∂x ∂x
³ ∂2 ∂ 2 ´ ³ ∂ 2
∂2 ´ ¯ df ¯2
2 2 2 ¯ ¯
2
+ 2 (u + v ) = 2
+ 2 |f (z)| = 4¯ ¯ . ]
∂x ∂y ∂x ∂y dz

12.1 HARMONIC FUNCTIONS


If the 2nd partial derivatives of u(x, y) and v(x, y) with respect to x and y exist and they are
continuous in the region R, then we find from the Cauchy Riemann equations
∂u ∂v ∂u ∂v
= , =− − − − − − −(i)
∂x ∂y ∂y ∂x
that we can show that
∂ 2u ∂2u ∂ 2v ∂ 2v
+ , and + = 0 − − − − − −(ii)
∂x2 ∂y 2 ∂x2 ∂y 2
It is true that under conditions (i) and (ii) the real and imaginary parts of an analytic
function satisfy Laplace’s equation denoted as
∂ 2φ ∂ 2φ 2 2 ∂2 ∂2
+ = 0, or ∇ φ = 0, where ∇ = +
∂x2 ∂y 2 ∂x2 ∂y 2
The operator ∇2 is often called the Laplacian.
2 2
A function u(x, y) is said to be harmonic if ∂∂xu2 + ∂∂yu2 = 0.
Functions such as u(x, y) and v(x, y) which satisfy the Laplace’s equation in a given region
R are called Harmonic functions.
Example
Prove that the function u = e−x (x sin y − y cos y) is harmonic.
Solution
∂u
= −e−x (x sin y − y cos y) + e−x sin y
∂x
∂2u
= e−x sin y − e−x sin y − e−x y cos y − e−x sin y
∂x2
= e−x (x sin y − y cos y) − 2e−x sin y − − − − − − − − − (1)
31
∂u
= e−x (x cos y − cos y + y sin y)
∂y
∂ 2u ∂ ³ ∂u ´
= = e−x x sin y − e−x sin y + e−x sin y + e−x y cos y
∂y 2 ∂y ∂y
= e−x (−x sin y + y cos y) + 2e−x sin y − − − − − − − − − (2)
Adding (1) and (2)

∂ 2u ∂ 2u
+ = e−x (x sin y − y cos y) − 2e−x sin y + e−x (−x sin y + y cos y) + 2e−x sin y = 0
∂x2 ∂y 2

Hence u = e−x (x sin y − y cos y) is harmonic.


Example
Prove that if f (z) = u(x, y) + iv(x, y) is analytic in the domain D, then u(x, y) and v(x, y)
are harmonic in D.

Solution
We are required to show that

∂ 2u ∂ 2u ∂ 2v ∂ 2v
+ = 0, and + =0
∂x2 ∂y 2 ∂x2 ∂y 2

Since f (x, y) is analytic then


∂u ∂v
∂x
= ∂y
− − − − − −(i)
∂u ∂v
∂y
= − ∂x − − − − − −(ii)

Differentiating (i) partially with respect to x on both sides we have

∂ ³ ∂u ´ ∂ ³ ∂v ´
=
∂x ∂x ∂x ∂y

∂ 2u ∂ 2v
= − − − − − −(iii)
∂x2 ∂x∂y
Differentiating (ii) partially with respect to y on both sides we have

∂ ³ ∂u ´ ∂ ³ ∂v ´
=−
∂y ∂y ∂y ∂x

∂ 2u ∂ 2v
= − − − − − − −(iv)
∂y 2 ∂y∂x
Adding (iii) and (iv)
∂ 2u ∂ 2u ∂ 2v ∂ 2v
+ = − =0
∂x2 ∂y 2 ∂x∂y
32 ∂y∂x
Hence u(x, y) is Harmonic.
Differentiating (i) partially with respect to x on both sides we have

∂ ³ ∂u ´ ∂ ³ ∂v ´
=
∂y ∂x ∂y ∂y

∂ 2u ∂ 2v
= 2 − − − − − −(∗)
∂x∂y ∂y
Differentiating (ii) partially with respect to x on both sides we have

∂ ³ ∂u ´ ∂ ³ ∂v ´
=−
∂x ∂y ∂x ∂x

∂ 2u ∂ 2v
= − 2 − − − − − −(∗∗)
∂x∂y ∂x
Subtracting (∗∗) from (∗)

∂ 2v ∂ 2v ∂ 2u ∂ 2u
+ = − =0
∂y 2 ∂x2 ∂x∂y ∂y∂x

Hence v(x, y) is Harmonic.

33
13 CHAPTER 4
SINGULARITIES OR SINGULAR POINTS.
A point at which a function f (z) fails to be analytic is called a singular point or a
Singularity of f (z).

13.1 Types of singularities


(1) An Isolated singularity

A point z = z0 is called an isolated singular point of f (z) if we can find a δ > 0 such
that the circle |z − z0 | = δ encloses no any other singular point other than z0 . If no such δ
can be found, then we call z0 a non isolated singular point.
Example
The function
1
f (z) = 2 ,
z +1
has singular points at z = i and z = −i. The singular points are isolated singular points for
the function.

(2) Poles

A point z = z0 is called a pole of order n to a function f (z) if we can find a number


n a positive integer such that the

lim (z − z0 )n f (z) = A 6= 0.
z→z0

If n = 1, then z = z0 is called a Simple pole.


see pages 512-519 0f Complex variables problem solver
Example
Find the singular points for the function
1
f (z) = ,
(z − 1)(z − 2)2
determine whether they are poles of the function.
Solution
The singular points of the function occur when

(z − 1)(z − 2)2 = 0.

⇒ z = 1, z = 2 of multiplicity 2
To determine whether z = 1 is a pole.
We find
1
lim (z − 1)
z→1 (z34− 1)(z − 2)2
1
lim = −1 6= 0
z→1 (z − 2)2

Therefore the point z = 1 is a singularity which is a pole of order 1, (a simple pole) of


the function
1
f (z) = .
(z − 1)(z − 2)2
To determine whether z = 2 is a pole.
We find
1
lim(z − 2)2
z→2 (z − 1)(z − 2)2
1
lim = 1 6= 0
z→2 (z − 1)

Therefore the point z = 2 is a singularity which is a pole of order 2, of the function


1
f (z) = .
(z − 1)(z − 2)2

Example 2
Find the singular points for the function
3z − 2
f (z) = ,
(z − 1)2 (z 2 + 1)2 (z + 4)3

determine whether they are poles of the function.


Solution
The singular points of the function occur when

(z − 1)2 (z 2 + 1)2 (z + 4)3 = 0.

⇒ z = 1 : of multplicity 2
z = ±i of multiplicity 2
z = −4, of multiplicity 3
To determine whether z = 1 is a pole.
We find
3z − 2
lim(z − 1)2
z→1 (z − 1)2 (z 2
+ 1)2 (z + 4)3
3z − 2 1
lim = 6= 0
z→1 (z 2 2
+ 1) (z + 4) 3 500
Therefore the point z = 1 is a singularity which is a pole of order 2, to the function f (z).
To determine whether z = i is a pole.
We find
3z − 2
lim(z − i)2
z→i (z − 1) (z35+ i)2 (z − i)2 (z + 4)3
2
3z − 2
lim
z→i (z − 1)2 (z + i)2 (z + 4)3
3i − 2 2000 − 296i
= = 6= 0
(i − 1)2 (2i)2 (i + 4)3 314432
Therefore the points z = ±i are singularities which are poles of order 2, of the function
f (z).
Note: For a singular point which is a complex number, even its complex conjugate is to a
pole of similar order, in that for the example in question the
3z − 2 2000 + 296i
lim (z + i)2 = 6= 0
z→−i (z − 1)2 (z 2 2
+ i) (z − i) (z + 4) 3 314432
The limit is the conjugate of that obtained from its corresponding complex conjugate.
To determine whether z = −4 is a pole.
We find
3z − 2
lim (z + 4)3
z→−4 (z − 1) (z 2 + 1)2 (z + 4)3
2

3z − 2
lim
z→−4 (z − 1)2 (z 2 + 1)2

(3 · −4) − 2 14
= 2 2 2
=− 6= 0
(−4 − 1) (−4 + 1) 7225
Therefore the point z = −4 is a singularity which is a pole of order 3, to the function f (z).

(3) Removable Singularity

The singular point z = z0 is called a removable singularity of f (z) if the limz→z0 f (z) exists.
Example
If
sin z
f (z) = ,
z
investigate for the nature and type of singularities of f (z).
Solution
The function
sin z
f (z) = ,
z
has got only one singular point at z = 0.
sin z 0
lim f (z) = lim = , applying L0 Hopital0 s rule
z→0 z→0 z 0
lim d lim
(sin z) cos z
z→0 dz z→0
= = =1
lim d lim
(z) 1
z → 0 dz z→0
36
Hence the point z = 0, is a removable singularity of the function
sin z
f (z) = .
z

(4) Branch points

It is defined as the point at which the values of a multiple valued function change from
one to the other and the line at which this happens is called a branch line.
Singularities which are branch points to a function f (z) occur only for natural logarithm
functions and nth root functions, where n is a positive integer.
Example
Determine the branch points for the following functions.
1
z− 2
(i) f (z) = z+2
.
2z
(ii) f (z) = √ e 2
(z +1)

(iii) f (z) = z.
ln(z−5)
(iv) f (z) = 1 .
(z 2 +1)(z−4) 2

(v) f (z) = ln(z 2 + z − 2).


Solution

(i) The function


1
z− 2
f (z) = ,
z+2
has 2 singular points at z = −2 and z = 0.
The point z = −2 is a simple pole of the function f (z).
The point z = 0 is a branch point of the function f (z).

2z
(ii) The function f (z) = √ e 2 , has singular points when
(z +1)

z 2 + 1 = 0, i.e the expression under the square rootsign.

The singular points z = ±i are branch points of the function f (z).



(iii) The function f (z) = z, has got only one singular point at z = 0 and it is a branch
1
point.f (z) = z 2 , has got two solutions for the values of z.
In polar form z = re−iθ , for −π < θ < π.
1 √
z 2 = reiθ
37
1 1
= r 2 · e 2 i(θ+2πk) , where k = 0, 1, ...
1 √
For k = 0, z 2 = reiθ , is the principal root of z.

θ = argz = −π < θ < π.


Hence the line θ = π is the branch line.

ln(z−5)
(iv) The singular points for the function f (z) = 1 occur at z = 5, z = ±i, z = 4.
(z 2 +1)(z−4) 2
z = 5, is a branch point, because it originates from a natural logarithm function.
z = ±i are simple poles of f (z).
z = 4, is a branch point, because it originates from a square root function.

(v) The function f (z) = ln(z 2 + z − 2), has branch points when z 2 + z − 2 = 0, which are
z = 1 and z = −2.

(5) Essential Singularity

A singularity which is not a pole, a branch point, or a removable singularity is called an


essential singularity.
Example
Let 1
f (z) = e z−3
, find the singularity of f (z) at z = 3.
Solution
When z − 3 = 0 the point z = 3, is a singular point to the given function.
Is z = 3 a pole?
Determine 1
lim(z − 3)1 · f (z) = lim (z − 3)e z−3 = 0
z→3 z→3

Hence z = 3 is not a pole.


z = 3, is not a branch point because it does not originate from a square root function or a
natural logarithm function.
To investigate whether z = 3 is a removable singularity we find
1
lim f (z) = lim e z−3 ,
z→3 z→3

the limit does not exist, hence it is not a removable singularity. Therefore z = 3 is an
essential singularity.
1
Thus the function f (z) = e z−3 has an essential singularity at z = 3.

38
(6) Singularity at Infinity

The type of singularity of f (z) at z = ∞ is called singularity at infinity. We investigate


for singularity of f (z) at a point z = ∞.
Example
Determine the singularity of the function f (z) = z 5 at ∞.
Solution
We use the transformation w = z1 , ⇒ z = w1 .
³ ´5
Therefore f (z) = f ( w ) = w1 = w15
1

The singular points of f (z) at infinity would occur when w5 = 0.

⇒ w = 0, w = 0, w = 0, w = 0, w = 0.

To determine whether w = 0 is a pole.


1
lim (w − 0)5 f (w) = lim w5 · = 1 6= 0.
w→0 w→0 w5
Hence w = 0 is a pole of order 5. Therefore the function f (z) = z 5 has a pole of order 5 at
z = ∞.
OR
The singularity at infinity(z = ∞) of f (z) = z 5 , is a pole of order 5.

Various Examples
Question 1
Locate and name all the singularities of the following functions
z+4
(i) f (z) = (z2 −4)(z 2 −5z+6) .

solution
The function has singular points at z = ±2, z = 3.
The point z = 2 is a pole of order 2.
The point z = 3 is a simple pole .

(ii)
ln(z − 4)
f (z) = .
(z 2+ 4z + 5)2
Solution
z = 4, is a branch point and it is an isolated singularity.
z = −2 ± i, are poles of order 2, and they are isolated singularities.

(iii)
z2)
f (z) = 2 2
.
39 (z + 9)
Solution
The function has singular points at z = ±3i.
z = 3i, is a pole of order 2.
z = −3i, is a poles of order 2.
Both z = ±3i are isolated singularities.

(iv)
1
f (z) = (z − 3) sin .
(z + 3)
Solution
The function has one singular point at z = −3.
z = 3, is not a pole, not a branch point nor a removable singularity, therefore it is an
essential singularity.

Question 2
Investigate for the type of singularity at infinity i.e z = ∞ of the following functions.

(i) f (z) = zz+4


3 ez

Solution
Let w = z1 , ⇒ z = 1
w

³1´ 1
+4
³ w ´
f (z) = f =
w 1 1
ew
w3

w2 + 4w3
= 1
ew
At w = 0, z = ∞, and the singularity then of f (z) at z = ∞, i.e w = 0 is an essential
singularity.
Therefore f (z) has an essential singularity at z = ∞.
8
z +5
(ii) f (z) = (z2 −4)(z 2 −5z+6)

Solution
Let w = z1 , ⇒ z = w1
³1´ 1
+5
w 8
f (z) = f =³ ´³ ´
w 1
−4 1
− 5
+6
w2 w2 w

(1 + 5w8 )
= .
w4 (1 − 5w + 2w2 + 20w3 − 24w4 )
At w = 0, z = ∞, and the singularity then of f (z) at z = ∞, i.e w = 0 is a pole of
order 4.
Therefore f (z) has a pole of order 4 at z = ∞.
40
Question 3
Locate and name all the singular points for the function
³1´
f (z) = cosec 2 .
z
Solution
³1´
f (z) = cosec 2 .
z
1
f (z) = ³ ´
1
sin z2
³ ´
1
The singular points of f (z) occur when sin z2
= 0.

1
= sin−1 0 = nπ, n = ±1, ± 2, ...
z2
1
= nπ
z2
1
z=√

We test whether z = √1 are poles.

h 1 i 1 0
lim z−√ ³ ´ = applying L0 Hopital0 s rule.
z→ √1nπ nπ sin 1 0
z2
h ³ ´i
d √1
limz→ √1 dz
z− nπ

= h ³ ´i
d 1
limz→ √1 dz
sin z 2

limz→ √1 [1]

limz→ √1 [−2z −3 cos z −2 ]


1
= 3
−2(nπ) · cos nπ2

1
= √ 6= 0
2(−1)(n+1) 3 nπ
Therefore the points z = √1 ; n = ±1, ±2, ... are poles of f (z) and they are simple poles.

The function ³1´
f (z) = cosec 2 ,
41 z
has got another singular point at z = 0.
To test whether z = 0, is a pole.
1
lim z → 0(z − 0)1 · ³ ´ = 0.
1
sin z2

Therefore z = 0 is not a pole of the function f (z).


It is also not a branch point.
It is not a removable singularity because
1 1
lim f (z) = lim ³ ´= ³ ´
z→0 z→0 1 1
sin z2
sin 0

The limit does not exist hence it is not a removable singularity.


Hence z = 0 is an essential singularity to the function f (z).

We then investigate for the singularity of


³1´ 1
f (z) = cosec 2 = ³ ´,
z sin z12

at z = ∞.
Let w = z1 , z = 1
w
.
³1´ 1
f (z) = f = ³ ´
w sin 1
1
3

1
=
sin w2
The singular points then occur when w = 0 of multiplicity 2.
We test whether w = 0 is a pole.
³1´ 1 0
2
lim (w − 0) · f = lim w2 · 2
=
w→0 w w→0 sin w 0
d
limw→0 dw (w2 )
= d
limw→0 dw (sin w2 )
limw→0 (2w) 0
= = Apply L0 Hopital0 s rule again
limw→0 (2w cos w2 ) 0
d
limw→0 dw (2w)
= d
limw→0 dw (2w cos w2 )
2
=
w2 − 4w2 sin w2 ]
limw→0 [2 cos42
= 1 6= 0
At w = 0, z = ∞, and the singularity then of f (z) at z = ∞, i.e w = 0 is a pole of order 2.
Therefore ³1´
f (z) = cosec 2
z
has a pole of order 2 at z = ∞.

Further Questions
Locate and name all the singularities of the following functions, including their singularities
at infinity, (z = ∞).
2
(i) f (z) = ln(zz3 +iz−30)
(z+2)
Answer

z = −6i, and z = 5i are branch points.


z = 0, is a pole of order 3
z = −2, is a simple pole of order 2
N o singularity at z = ∞.
1
(ii) f (z) = [z(z 2 + 4)] 2
Answer

z = 0, z = ±2i, are singular points which are branch points.


no singularity at z = ∞.
7
(iii) f (z) = (z2(z+2i)
−2z+10)2
Answer

z = 1 ± 3i, are poles of order 2


z = ∞, is a pole of order 3
3
(iv) f (z) = (z +3)
5
z2
Answer
z = 0, is a branch point.
z = ∞, is a branch point.
³ ´
1
(v) f (z) = cosec z
Answer
1
z= , n = ±1, ± 2, ... : are simple poles

z = ∞, is a removable singularity.
43
³ ´
1
(v) f (z) = sec z
Answer
2
z= , n = 0, ± 1, ± 2, ... : are simple poles
π(2n + 1)
2
z= , n = 0, ± 1, ± 2, ... : are isolated singular points
π(2n + 1)
z = 0, is an essential singularity
no singularity at z = ∞.

44
14 CHAPTER 5
14.1 COMPLEX LINE INTEGRALS
The
R complex line integral of f (z) along a curve C joining two points a and b is defined as
C
f (z) dz,for f (z) = u(x, y) + iv(x, y),
Z Z
f (z) dz = (u + iv)(dx + idy)
C C
Z Z
= udx − vdy + i vdx + udy.
C C
R R
C
f (z)R dz = C (u + iv)(dx
R + idy)
= C udx − vdy + i C vdx + udy.
Example 1
Evaluate Z (8,20)
(3x2 + y)dx + (4y 2 − 3x)dy,
(0,4)

along the parabola x = 2t, y = t2 + 4.


Solution
Lower limit (0, 6) ⇒ x = 0, ⇒ x = 2t, ⇒ t = 0.

dx
= 2, ⇒ dx = 2dt
dt
y = t2 + 4, ⇒ 4 = t2 + 4, t = 0
dy
= 2t, ⇒ dy = 2tdt
dt
Upper limit (8, 20) ⇒ x = 8, ⇒ x = 2t, ⇒ t = 4.

t2 + 4 = 20, ⇒ t = ±4.
Z (8,20) Z 4
2 2
(3x + y)dx + (4y − 3x)dy = [3(2t)2 + (t2 + 4)]2dt + [4(t2 + 4)2 − 3(2t)]2t dt
(0,4) 0
Z 4
= 8t5 + 64t3 + 14t2 + 128t + 8
0
h4 14 3 i4
= t6 + 16t4 + t + 64t2 + 8t
3 3 0
= 10912.
Example 2
Find the value of the same integral above
(a) along the straight line joining (0, 4) to (8, 4).
45
(b) along the straight line joining (3, 6) to (3, 10).
(c) along the straight line joining (2, 4) to (4, 6).
Solution

R (8,4)
(a) (3x2 + y)dx + (4y 2 − 3x)dy
(0,4)
dy
The points are joining the line y = 4, dx
= 0; dy = 0.
Z 8
⇒ (3x2 + 4)dx + (4 · 42 − 3x) · 0
0
Z 8
(3x2 + 4)dx
0
h i8
= x3 + 4x = 544
0

R (3,10)
(b) (3x2 + y)dx + (4y 2 − 3x)dy
(3,6)
The points are joining the line x = 3, dx = 0.
Z 10
⇒ (3 × 32 + y) · 0 + (4y 2 − 9)dy
6
Z 10
(4y 2 − 9)dy
6
h4 i10
= y 3 − 9y = 1009.3
3 6

R (4,6)
(c) (3x2 + y)dx + (4y 2 − 3x)dy
(2,4)
The points are joining the line y = x + 2, dy = dx.
Z 4
⇒ [3x2 + (x + 2)]dx + [4(x + 2)2 − 3x]dx
2
Z 4
(7x2 + 14x + 18)dx
2
h7 i4
= x3 + 7x2 + 18x = 250.7
3 2

Example 3

R
(a) Find C (3z̄ +2z) dz from z = 1−2i to z = 16−8i, along the curve given by z = t2 −2it.
solution
At the lower limit z = 1 − 2i, t2 = 1, ⇒ t = ±1.
46
For the upper limit z = 16 − 8i, t2 = 16, ⇒ t = ±4

dz
z = t2 − 2it, ⇒ = 2t − 2i, hence dz = (2t − 2i)dt
dt
Z Z 4
(3z̄ + 2z) dz = [3(t2 + 2it) + 2(t2 − 2it)](2t − 2i)dt
C 1
Z 4
= (5t2 + 2it)(2t − 2i)dt
1
Z 4
= (10t3 − 6it2 + 4t)dt
1
h5 i4
4 3 2
= t − 2it + 2t
2 1

= 667.5 − 126i. ]

(b) Find the value of the same integral in (a) above along the line joining z = 1 + i to
z = 6i.
Solution
The line joins the points (1, 1) to (0, 6). The equation of this line is

y = −5x + 5, ⇒ dy = −5dx.
Z Z 0
(3z̄ + 2z) dz = [3(x − iy) + 2(x + iy)][dx + idy]
C 1
Z 0
= (5x − iy)(dx + idy)
1
Z 0
= (5x − iy)dx + (y + 5xi)dy
1
Z 0
= [5x − i(−5x + 5)]dx + (−5x + 5 + 5xi) · (−5dx)
1
Z 0
= (30x − 20xi − 25 − 5i)dx
1
h i0
2 2
= 15x − 10x i − 25x + 5ix
1

= −(40 + 15i). ]

Further Questions
47
(a) Evaluate
Z (2,8)
(4x + 2y)dx + (3x − 4y 2 )dy,
(1,1)
3
along the curve y = x .
Answer: -634.1

(b) Find the value of the same integral in (a) along the straight line joining (5, 6) to (5, 10).
answer:-985.33

(c) Evaluate the same integral along the straight line joining the points (1, 6) to (3, 6).
answer:40

(d) Find the value of the same integral in (a) along the straight line joining (1, 3) to (4, 9).
answer:-717

14.2 Properties of integrals


If f (z) and h(z) are integrable along C, then the following properties hold
R R R
(1) C [f (z) + h(z)]dz = C f (z)dz + C h(z)dz.

R R
(2) C
Bf (z)dz = B C
f (z)dz, where B is any constant.
Rb Ra
(3) a
f (z)dz = − b
f (z)dz
Rb Rn Rb
(4) a
f (z)dz = a
f (z)dz + n
f (z)dz, where points a, b, n are on C.

(5)
¯Z ¯
¯ ¯
¯ f (z)dz ¯ ≤ N L,
C

where |f (z)| ≤ N , i.e N is an upper bound of |f (z)| on C and L is the length of C.


Note: If C, C1 and C2 represent curves from a to b, a to n and n to b respectively
then we can have Z Z Z b n b
= +
a a n

⇒ C = C1 + C2 , hence property 4 can be written as


Z Z Z
f (z)dz = f (z)dz + f (z)dz.
C1 +C2 C1 C2

Exercise
Prove properties 2 and 5 above.
Change of Variables
48
This is a method used in integration whenever the variables within the function being inte-
grated do not give an integrable expression.
Example
Let z = h(β) be a continuous function of a complex function β = u(x, y) + iv(x, y). Suppose
that the curve C in the Z− plane is transformed into a curve C 0 in the β− plane and that
the derivative h0 (β) is continuous on C 0 then
Z Z 0
f (z)dz = f [h(β)]h0 (β)dβ.
C C

The conditions above are satisfied if h(β) is analytic in a region containing curve C 0 .
Example 1
Determine Z
sin 5z cos 5z dz

Solution
dm dm
Let m = sin 5z, dz
= 5 cos 5z, hence dz = 5 cos 5z
Z Z
dm
⇒ sin 5z cos 5z dz = m · cos 5z ·
5 cos 5z
Z
1
= mdm
5
h 1 m2 i
= +C
5 2
1
= sin2 5z + C
10
Example 2
Determine Z
3 cos(5x + y)
dy,
sin(5x + y)
Solution
Let sin(5x + y) = m and let u = 5x + y
du
=1
dy
and
dm dm
m = sin u, = cos u, ⇒ = cos u
du dy
dm
⇒ dy =
cos u
Hence Z Z
3 cos(5x + y) cos(5x + y) dm
dy = 5 ·
sin(5x + y) 49 m cos u
Z
cos u dm
=5 ·
m cos u
= 5 ln m + C
= 5 ln[sin(5x + y)] + C.

14.3 SIMPLY AND MULTIPLY CONNECTED REGIONS


Simply connected region
A region D is said to be simply connected if it contains a simple closed curve c, such that
when that curve is shrank to a point, the point lies in the region D. Example
The region D below defined as |Z| ≤ 9.
Representing Z on a complex plane we have

It is evident that when the simple closed curve c in D is made as small as possible(shrank)to
a point, the point remains in D. Hence the region D is simply connected.
Note: A simply connected region contains no holes.
Multiply connected region
A region D is said to be multiply connected if it contains a simple closed curve c and when
the curve is shrank to a point, the point lies outside the region.
Example: Suppose D is the region defined as D : 1 ≤ |Z| ≤ 4.

simple closed curve c, when the curve is shrank to a point,


the point would f all outside the region D.
Thus the region D is multiply connected. Note: A multiply connected region contains
holes.
The figure below shows a multiply connected region with 4 holes.

simple closed curve c in D


50
14.4 GREEN’S THEOREM
Let M (x, y) and N (x, y) be continuous and have continuous partial derivatives in a region
D, and along its boundary C, then Green’s theorem states that
I Z Z ³
∂N ∂M ´
M dx + N dy = − dxdy.
C D ∂x ∂y
Proof of Green’s Theorem
Let A be the region defined as A = {(x, y) : a ≤ x ≤ b, f1 (x) ≤ y ≤ f2 (x)}

Let B be the region defined as B = {(x, y) : g1 (y) ≤ x ≤ g2 (y), c ≤ y ≤ d}

For the smooth functions f1 (x), f2 (x), g1 (y), g2 (y) and for the curves c1 and c2 within the
regions A and B, we are required to show that each of the following is true
I Z Z
∂M
M dx = − dA − − − − − −(1)
c D ∂y
I Z Z
∂N
N dy = dA − − − − − −(2)
c D ∂x
where dA = dxdy
To prove (1) we refer to the region A
I Z Z
M dx = M (x, y)dx + M (x, y)dx
c c1 c2
Z b Z a
= M (x, f1 (x))dx + M (x, f2 (x))dx
a b
I Z b Z b
M dx = M (x, f1 (x))dx − M (x, f2 (x))dx − − − − − (∗)
c a a
Using the evaluation theorem of double integrals
Z Z Z b Z y=f2 (x)
∂M ∂M
− dA = − dydx
D ∂y ∂y
51a y=f1 (x)
Z bh if2 (x)
=− M (x, y) dx
a f1 (x)
Z b
=− [M (x, f2 (x)) − M (x, f1 (x))]dx − − − − − (∗∗)
a
It is evident that equation (∗) = (∗∗), therefore equation (1) is verified that
I Z Z
∂M
M dx = − dA
c D ∂y
Also from region B. I Z Z
N dy = N (x, y)dy + N (x, y)dy
c c1 c2
Z d Z c
= N (g2 (y), y)dy + N (g1 (y), y)dy
c d
I Z d Z d
N dy = N (g2 (y), y)dy − N (g1 (y), y)dy − − − − − (∗ ∗ ∗)
c c c
Using the evaluation theorem of double integrals
Z Z Z d Z x=g2 (y)
∂N ∂N
dA = − dxdy
D ∂x c x=g1 (y) ∂x
Z dh ig2 (y)
= N (x, y) dy
c g1 (y)
Z d
= [N (g2 (y), y) − N (g1 (y), y)]dy
c
Z d Z d
= N (g2 (y), y)dy − N (g1 (y), y)dy − − − − − (∗ ∗ ∗∗)
c c
It is evident that equation (∗ ∗ ∗) = (∗ ∗ ∗∗), therefore equation (2) is verified that
I Z Z
∂N
N dy = dA
c D ∂x
Adding equations (1) and (2) proves Greens theorem
I I Z Z Z Z
∂N ∂M
M dx + N dy = dA − dA
c c D ∂x D ∂y
I Z Z ³
∂N ∂M ´
(M dx + N dy) = − dxdy. ]
c D ∂x ∂y

Example
Verify Green’s Theorem in the plane for
I
(4xy + y 2 )dx + (x2 + 2y 2 )dy,
C 52
where Cis the closed curve containing y = x3 and y = x2 .
Solution

The two curves meet when

y = y ⇒ x2 = x3 , and x = 1, x = 0

The co-ordinates for the meeting points are (0, 0) and (1, 1).
Considering the left hand side of Green’s theorem, we have
I Z 1 Z 0
2 2 2
(4xy + y )dx + (x + 2y )dy = +
C 0 {along y=x2 } 1 {along y=x3 }

Along y = x2 , dy = 2xdx, and along y = x3 , dy = 3x2 dx


Z 1 Z 0
2 4 2 4
= (4x · x + x )dx + (x + 2x ) · 2xdx + (4x · x3 + 6x6 )dx + (x2 + 2x6 ) · 3x2 dx
0 1

Z 1 Z 0
5 3 4
= (4x + 6x + x )dx + (6x8 + x6 + 7x4 )dx
0 1
h2 3 1 1 i1
7 i0 h2
= x6 + x4 + x5 + x9 + x7 + x5
3 2 5 0 3 7 5 1

= 2.36667 − 2.2095 = 0.157


Taking the right hand side of Green’s Theorem, we have

∂M
M = 4xy + y 2 , such that = 4x + 2y
∂y
∂N
N = x2 + 2y 2 , such that = 2x
∂x
Hence Z Z ³ Z Z
∂N ∂M ´
− dxdy = (2x − 4x − 2y)dxdy
D ∂x ∂y D
Z Z
= −(2x + 2y)dxdy
D
Z 1 Z y=x3
=− (2x + 2y)dydx
0 y=x253
Z 1 h ix3
2
=− 2xy + y dx
0 x2
Z 1
=− (x6 + x4 − 2x3 )dx
0
h1 1 1 i1
=− x7 + x5 − x4
7 5 2 0
h1 1 1i
=− + − = 0.157
7 5 2
Therefore since R.H.S = L.H.S = 0.157, then Green’s theorem has been verified.

54
15 CHAPTER 6
CAUCHY’S THEOREM
Cauchy’s Theorem: If a function f (z) is analytic in the region D and on its boundary
C, then I
f (z)dz = 0
C

Note The function f (z) should be differentiable in D and along the curve C.
The theorem is valid for both simply and multiply connected regions.
Proof of Cauchy’s Theorem
Required to show that I
f (z)dz = 0
C

for f (z) an analytic function.


Let f (z) = u(x, y) + iv(x, y) since it is analytic then

∂u ∂v ∂u ∂v
= and =− − − − − − − − − − (i)
∂x ∂y ∂y ∂x
I I
f (z)dz = [u(x, y) + iv(x, y)][dx + idy]
C C
I I
= (udx − vdy) + i (udy + vdx)
C C

Using Green’s theorem for M = u, andN = −v in the real part and M = v and N = u for
the imaginary part, we have
I Z Z ³ Z Z ³
∂v ∂u ´ ∂u ∂v ´
f (z)dz = − − dxdy + i − dxdy − − − − − − − − − (ii)
C R ∂x ∂y R ∂x ∂y

Substituting (i) in (ii) then


I Z Z ³ Z Z ³
∂v ∂v ´ ∂u ∂u ´
f (z)dz = − + dxdy + i − dxdy
C R ∂x ∂x R ∂x ∂x
Z Z Z Z
= 0dxdy + i 0dxdy

= 0 + i0
55
I
f (z)dz = 0. ]
C
Example 1
Prove that I
ZdZ = 0,
C
for C, any simple closed curve.
Let Z = x + iy and dZ = dx + idy.
I I I I
ZdZ = (x + iy)(dx + idy) = (xdx − ydy) + i (ydx + xdy)
C C C C
By Green’s theorem let
∂N1 ∂M1
N1 = y, then = 0 and M1 = x, then =0
∂x ∂y
∂N2 ∂M2
N2 = x, then = 1 and M2 = y, then =1
∂x ∂y
Z Z ³ Z Z ³
∂N1 ∂M1 ´ ∂N2 ∂M2 ´
= − dxdy + i − dxdy
C ∂x ∂y C ∂x ∂y
Z Z Z Z
= (0 − 0)dxdy + i (1 − 1)dxdy

= 0 + i0
I
f (z)dz = 0. ]
C
Questions H
Question 1. Prove that c (z − S)dz = 0 where c is any simple closed curve and S is a
constant. H
Question 2. Evaluate c (z + 3)e2iz dz along the parabola c defined by π 2 y = x, from
(0, 0) to (π, 1). H
Question 3. Verify Green’s theorem for c (x2 − 3xy)dx + (x2 − y 3 x)dy where c is the region
bounded by the square A(0, 0), B(2, 0), C(2, 2), D(0, 2)

15.1 Consequences of Cauchy’s theorem.


Let f (z) be analytic in a simply connected region R, then the following theorems hold
Rz
Theorem 1 : If a and z are any two points in R then a f (z)dz is independent of the path in R
joining a to z.

56
Rz
Theorem 2: If a and z are any two points in R and H(z) = a
f (z) dz, then H(z) is analytic in R
and H 0 (z) = f (z).

Theorem 3: If a and z are any two points in R and F 0 (z) = f (z) then
Z b ¯b
¯
f (z) dz = F (z)¯ = F (b) − F (a).
a a

Theorem 4: As shown in the diagram, let f (z) be analytic in the region bounded by two simple
closed curves C1 and C2 and on the boundary of these curves then,
I I
f (z) dz = f (z) dz.
C1 C2

Theorem 5: Let f (z) be analytic in the region bounded by the non overlapping simple closed curves
c1 , c2 , c3 ...cn and C where c1 , c2 , c3 ...cn are inside C, and on the boundary of these curves
then
I I I I I
f (z) dz = f (z) dz + f (z) dz + f (z) dz + ... + f (z)dz.
C c1 c2 c3 cn

15.2 CAUCHY’S INTEGRAL FORMULAE


Cauchy Integral Formula I
Using the diagram below

57
It states that If f (z) is analytic inside and on a simple closed curve C and a is in C,
then I
1 f (z)
f (a) = dz.
2πi C (z − a)

Proof of Cauchy’s integral formula 1


Let f (z) be analytic inside the curve C and on the boundary of the curve C, and let α be a
simple closed curve (circle) of radius β and center a, as shown in the diagram below

Then the function


f (z)
(z − a)
is analytic inside and on C except at a point z = a, where z = a is a singular point of f (z).
By theorem 4, under the consequences of Cauchy’s theorem,
I I
f (z) f (z)
dz = dz − − − − − − − − − −(i).
C (z − a) α (z − a)

α is a circle of radius β and center a. Therefore the equation of the circle α is given by
|z − a| = β.
From the exponential form representation of a complex number z = reiθ it means that since
z − a is a complex number with r = β = |z − a| and θ is its argument.

⇒ z − a = βeiθ , where 0 ≤ θ ≤ 2π

z = a + βeiθ
dz
= iβeiθ

dz = iβeiθ dθ − − − − − − − − − (ii)
Substituting (ii) in (i)
I I
f (z) f (z)
dz = iθ − a)
· iβeiθ dθ
C (z − a) α (a + βe
I
f (a + βeiθ )
= · iβeiθ dθ
α βeiθ
I Z 2π
f (z)
dz = i f (a + βeiθ ) dθ − − − − − − − (iii)
C (z − a) 0
Taking limits on the R.H.S of (iii) as β → 0.
I Z 2π
f (z)
dz = lim i f (a + βeiθ ) dθ
C (z − a) β→0
58 0
Z 2π
=i lim f (a + βeiθ ) dθ
0 β→0
Z 2π
=i f (a) dθ
0
¯2π
¯
= iθf (a)¯
0

= 2πif (a)
Therefore I
1 f (z)
f (a) = dz − − − −]
2πi C (z − a)
Cauchy’s Integral Formula II
It states that if f (z) is analytic inside and on a simple closed curve C and a is a point in C,
the nth derivative of f (z) at z = a is given by

n!
H f (z)
f (n) (a) = 2πi C (z−a)n+1
dz , n = 1, 2, ..., n
Proof of Cauchy’s Integral Formula II
From cauchy’s integral formula I
I
1 f (z)
f (a) = dz − − − − − − − (1)
2πi C (z − a)

Differentiating (1) w.r.t ”a” we have


I
0 1 ∂ ³ 1 ´
f (a) = f (z) dz
2πi C ∂a (z − a)
I
0 1 f (z)
f (a) = dz − − − − − −(2)
2πi C (z − a)2
Differentiating (2) w.r.t ”a”, we get
I
1 ∂ ³ 1 ´
f ”(a) = f (z) dz
2πi C ∂a (z − a)2
I
2 f (z)
= dz − − − − − −(3)
2πi C (z − a)3
Differentiating (3) w.r.t ”a”, we get
I
2·1 ∂ ³ 1 ´
f ”(a) = f (z) dz
2πi C ∂a (z − a)3
I
1·2·3 f (z)
= 4
dz − − − − − −(4)
2πi C (z − a)59
Since the formula is true for n = 1, 2, 3, as shown above, then it is true for any n a positive
integer.
Hence H
n! f (z)
f (n) (a) = 2πi C (z−a)n+1
dz ]
Examples under Cauchy’s integral formula’s
ExampleH 1
(2z+1)
Evaluate c e z−2 dz, where c is the curve |z| < 3.
Solution Using Cauchy’s integral formula I
I
1 f (z)
f (a) = dz.
2πi c (z − a)
I
f (z)
dz = 2πif (a)
c (z − a)
H (2z+1)
From c e z−2 dz, f (z) = e(2z+1) , and the singular point is at z = 2, hence a = 2.

f (a) = f (2) = e(2∗2+1) = e5


I (2z+1)
e
⇒ dz = 2πif (2)
c z −2

= 2πi ∗ e5
= 2e5 πi.
ExampleH 2
z 2 e2
Evaluate c 2z+i dz, where c is the curve |z| < i.
Solution Using Cauchy’s integral formula I
I
1 f (z)
f (a) = dz.
2πi c (z − a)
I
f (z)
dz = 2πif (a)
c (z − a)
From I I I
z 2 e2 z 2 e2 1 z 2 ez
dz = i dz =
c 2z + i c 2(z + 2 2 c z + 2i
2 z
⇒ f (z) = z e ,
and the singular point is at z = a = − 2i , hence
³ ´
³ i ´ ³ i ´2 2i
f (a) = f − = − e
2 2
i
e− 2 1
=− =− i
4 60 4e 2
I
z 2 e2 1
⇒ dz = · 2πif (a)
c 2z + i 2
1³ ³ 1 ´´
= 2πi · − i
2 4e 2
πi
=− i
4e 2
ExampleH 3
z +3z
Evaluate c 3zze2 +5z+2 dz, where c is the curve

(i) |z| < 1.5.

(ii) |z| < 0.9.

Solution (i) Using Partial fractions

zez + 3z A B A(z + 1) + B(3z + 2)


2
= + =
3z + 5z + 2 3z + 2 z + 1 (3z + 2)(z + 1)

A + 3B = 3 + ez , A + 2B = 0
A = −2(3 + ez ), B = (3 + ez ).
Therefore I I I
zez + 3z −2(3 + ez ) (3 + ez )
dz = dz + dz
c 3z 2 + 5z + 2 c 3z + 2 c z+1
I I
2 (3 + ez ) (3 + ez )
= − ³ ´ dz + dz
c 3 z+2 c z+1
3

2
= − (2πi · f (a1 )) + 2πif (a2 ) − − − − − (a)
3
where
2
a1 = − , a2 = −1, f (z) = 3 + ez
3
³ 2´ 2
⇒ f (a1 ) = f − = 3 + e− 3 − − − − − (1)
3
f (a2 ) = f (−1) = 3 + e−1 − − − − − (2)
Substituting (1) and (2) in (a), we have
I
zez + 3z 2 2

2
dz = − · 2πi3 + e− 3 + 2πi(3 + e−1 )
c 3z + 5z + 2 3

2 2
= 2πi[1 − e− 3 + e−1 .]
3
=
61
Solution (ii)
When c is the circle |z| = 0.9, the function f (z) would only be defined at the singular point
a1 = − 32 and a2 = −1 falls outside the circle c.
I I
zez + 3z 2 (3 + ez ) 2 2
dz = − ³ ´ dz = − · (2πi)(3 + e− 3 )
c 3z 2 + 5z + 2 c 3 z+2 3
3

2 2
= − (2πi)(3 + e− 3 )
3
=
ExampleH 4
e2z
Evaluate c (z+1) 4 dz, where c is the curve |z| < 2.

Solution Using Cauchy’s integral formula II


I
n n! f (z)
f (z) = dz.
2πi c (z − a)n+1
I
f (z) 2πif n (a)
n+1
dz =
c (z − a) n!
From I
e2z
dz, f (z) = e2z , a = −1, n = 3
c (z + 1)4
f (z) = e2z , f 000 (z) = 8e2z ⇒ f 000 (a) = f 000 (−1) = 8e−2
I
e2z 2πif 000 (a) 2πif 000 (−1) 2πi(8e−2 ) 8
4
dz = = = = πie−2 .
c (z + 1) n! 3! 3·2·1 3
Question Show that
I 2
eiz +2 π 9
3
dz = − e 4 i+2 [2 + 9i].
c (2z + 3) 8
Example 5
Evaluate I
z−1
dz,
c (z + 1)2 (z − 2)
where c is the curve

(i) |z − i| < 2.

(ii) |z| < 3.

Solution (i) Using Partial fractions

z−1 A B C
2
= + + .
(z + 1) (z − 2) z −622 z + 1 (z + 1)2
z − 1 = A(z + 1)2 + B(z − 2)(z + 1) + C(z − 2)
Hence A = 19 , B = − 19 , C = 32 . Thus
z−1 1³ 1 ´ 1³ 1 ´ 2³ 1 ´
= + − + .
(z + 1)2 (z − 2) 9 z−2 9 z+1 3 (z + 1)2
The circle |z − i| < 2 has center at (0, 1) and radius is 2 so it encloses the singular point
z = −1 but it does not enclose the one at z = 2, the reader can sketch this curve to show.
Hence I I I
z−1 1 1 2 1
2
dz = − dz + dz.
c (z + 1) (z − 2) 9 c z+1 3 c (z + 1)2
I
1 2 1
= − 2πif (a1 ) + dz.
9 3 c (z + 1)2
where a1 = −1, f (z) = 1, and f (a1 ) = f (−1) = 1
I I
z−1 1 2 1
2
dz = − 2πif (−1) + dz
c (z + 1) (z − 2) 9 3 c (z + 1)2
1 2 2πif n (a)
= − (2πi) · (1) + ·
9 3 n!
0 0 0
where n = 1, f (z) = 1, f (z) = 0, f (a) = f (−1) = 0
1 2 2πif 0 (−1)
= − (2πi) · (1) + ·
9 3 1!
1 2 2πi · 0
= − (2πi) · (1) + ·
9 3 1!
I
z−1 1 2
2
dz = − (2πi) · (1) = − πi
c (z + 1) (z − 2) 9 9
Solution (ii)
When c is the circle |z| < 3, the integral would be computed for all the singular points
z = −1 and z = 2, because the curve c would enclose both singular points.
I I I I
z−1 1 1 2 1 1 1
2
dz = − dz + 2
dz + dz.
c (z + 1) (z − 2) 9 c z+1 3 c (z + 1) 9 c z−2
2 1
= − πi + · (2πi)f (2)
9 9
Since f (z) = 1, then f (2) = 1.
I
z−1 2 1
2
dz = − πi + · (2πi) · (1)
c (z + 1) (z − 2) 9 9
=0 ]
Questions
63
Question 1 Show that I
2z − 7
dz,
c (z − 1)2 (2z + 3)

where c is the circle |z + i| = 3 is 4πi.

Question 2 EvaluateH the following integrals using Cauchy’s integral formulas


1 ez
(a) 2πi dz, where c is the circle |z| = 3. Ans:e2 .
H sinc 3z
z−2
(b) c z+ π dz, where c is the circle |z| = 5. Ans:2πi.
H sin 26z 21
(c) c (z+ π 3 dz, where c is the circle |z| = 1. Ans:
) 16
πi.
H sin πz2 +cos πz2
6

(d) c (z−1)(z−2) dz, where c is the circle |z| = 3. Ans:4πi.

64
16 CHAPTER 7
LAURENT’S THEOREM
Let c1 and c2 be concentric circles of radii R1 and R2 respectively with center ”a”. Suppose
that f (z) is single valued and analytic function on c1 and c2 and in the region between c1
and c2 .
Let h be any point in the region R, then we have
Diagram

a−1 a−2 a−3


f (a + h) = a0 + a1 h + a2 h2 + ... + + 2 + 3 + ... − − − − − − − − − −(1)
h h h
where I
1 f (z)
an = dz ; n = 1, 2, 3, ...
2πi c1 (z − a)n+1
I
1
a−n = (z − a)n+1 f (z) dz ; n = 1, 2, 3, ...
2πi c2
c1 and c2 are being traversed in the clockwise direction. equation (1) is known as the
Laurent’s series and the whole theorem is known as the Laurent’s Theorem.

16.1 Laurent’s Theorem; version II


If the circles c1 and c2 are replaced with one concentric circle C between c1 and c2 , then the
coefficients an and a−n can be replaced with a single formula as
I
1 f (z)
an = dz, n = 0, ±1, ±2, ±3, .... − − − − − − − − − (2)
2πi c (z − a)n+1

Thus equation (1) can be written with z = a + h, i.e h = z − a as


a−1 a−2
f (a + h) = f (z) = a0 + a1 (z − a) + a2 (z − a)2 + ... + + + ... − − − −(3)
z − a (z − a)2

Equation (3) gives the 2nd version of Laurent’s series with an defined as in equation (2).
Note about the Laurents series
The part a0 + a1 (z − a) + a2 (z − a)2 + ... is called the analytic part of the Laurent’s series,
while the remaining part which consists of the inverse of (z − a) is called the Principal
65
part. If the principal part is zero, then the Laurent’s series becomes the Taylor’s series.
Example 1
Find the Laurent’s series about the indicated singularity for the function
e3z
f (z) = ,
(z − 1)4
about the singular point z = 1.
Solution
Let (z − 1) = m, ⇒ z = m + 1
e3z e3(m+1) 1 3m 3 e3
f (z) = = = e · e = · e3m
(z − 1)4 m4 m4 m4
Using the series expansion of ez where
z2 z3 zn
ez = 1 + z + + + ... +
2! 3! n!
(3m)2 (3m)3 (3m)4
⇒ e3m = 1 + (3m) + + + + ...
2 6 24
e3 · e3m e3 h (3m)2 (3m)3 (3m)4 (3m)5 (3m)6 i
f (z) = = 4 1 + (3m) + + + + + ...
m4 m 2 6 24 120 720
e3 h 9m2 27m3 81m4 243m5 729m6 i
= 4 1 + (3m) + + + + + + ...
m 2 6 24 120 720
h 81 243m 729m2 i
3 1 3 9 27
=e + + + + + + + ...
m4 m3 2m2 6m 24 120 720
h 1 3 9 27 81 243(z − 1) 729(z − 1)2 i
3
f (z) = e + + + + + + + ...
(z − 1)4 (z − 1)3 2(z − 1)2 6(z − 1) 24 120 720
which is the Laurent’s series expansion of the function.
Note: The coefficient of (z − 1)−1 is the
27e3
a−1 = = 4.5e3
6
e3z
is called the residue of the function f (z) = (z−1)4
.
Example 2
Find the Laurent’s series expansion of
1
f (z) = (z − 3) cos
(z + 2)
about z = −2.
Solution
Let m = z + 2, ⇒ m − 2 = z.
1 ³1´
⇒ f (z) = f (m − 2) = (m − 2 − 3) cos = (m − 5) cos
66 (m − 2 + 2) m
Using the series expansion of cos z

z2 z4 z6 (−1)n−1 z n−2
cos z = 1 − + − + ... + + ....
2! 4! 6! (2n − 2)!
³1´
1 1 1 1
cos 2
+ =1− 4
− 6
+ + ...
m 2m 24m 720m 8!m8
h 1 1 1 1 i
f (z) = f (m − 2) = (m − 5) 1 − + − + + ...
2m2 24m4 720m6 8!m8
1 1 1 1 −5 5 5
=m− + 3
− 5
+ 7
+ ... − 5 − 4
+ 6
− + ..
2m 24m 720m 8!m 24m 720m 5!m8
1 5 1 5 1 5 1 5
=m−5− + 2
+ 3
− 4
− 5
+ 6
+ 7
− + ...
2m 2m 24m 24m 720m 720m 8!m 5!m8
substituting for m = z + 2 gives
1 5 1 5 1
f (z) = (z + 2) − 5 − + 2
+ 3
− 4
− +
2(z + 2) 2(z + 2) 24(z + 2) 24(z + 2) 720(z + 2)5
5 1
6
+ + ..
720(z + 2) 8!(z + 2)7
Note: The following expansions are used so often in developing the Laurent’s series expan-
sions of various functions
z3 z5 z7 z9 (−1)n−1 z (2n−1)
(i) sin z = z − 3!
+ 5!
− 7!
+ 9!
+ ... + (2n−1)!
.

z2 z3 z4 (−1)n−1 z n
(ii) ln(1 + z) = z − 2
+ 3
− 4
+ ... + n
.
2 p(p−1)(p−n+1)z n
(iii) (1 + z)p = 1 + pz + p(p−1)z
2!
+ ... + n!
+ ... , |z| < 1.
P
(iv) (1 − z)−1 = − −∞ n
n=−1 z .

Questions
Show that the Laurent’s series expansion of the following functions along the indicated
singularities are as shown below.
z−sin z 1 z2 z4
(1) f (z) = z3
, along z = 0. Ans f (z) = 3!
− 5!
+ 7!
− ...
z 1
(2) f (z) = (z+1)(z+2)
, along z = −2. Ans f (z) = z+2
+ 1 + (z + 2)2 + ....

1 1 2 1 4(z−3)
(3) f (z) = z2 (z−3)2 , along z = 3. Ans f (z) = 9(z−3)2
− 27(z−3)
+ 27
− 243
Note that the
2
residue of this f (z) = − 27 .

67
17 CHAPTER 8
RESIDUES
Let f (z) be single valued analytic function inside and along the circle C except at the point
z = a, (singular point) at the center of C. Then the function has a Laurent’s series expansion
about z = a given as
X∞
a−1 a−2
f (z) = a0 + a1 (z − a) + a2 (z − a)2 + ... + + 2
+ ... = an (z − a)n
(z − a) (z − a) n=∞

where I
1 f (z)
an = dz; n = 0, ±1, ±2, ....
2πi C (z − a)n+1
In the special case where n = −1, we have
I I
1 f (z) 1
a−1 = dz = f (z) dz
2πi C (z − a)0 2πi C
I
⇒ f (z)dz = 2πia−1
C

a−1 is called the residue of f (z) at z = a which is the coefficient of (z − a)−1 in the Laurent’s
series expansion of f (z).
Example: Refering to the Laurent’s series expansion of
e3z
f (z) =
(z − 1)4
at z = 1, the residue of f (z) was equal to the coefficient of (z − a)−1 ,

= coef f icient of (z − 1)−1

= 4.5e3 .

17.1 Calculation of residues


Residues of functions can be calculated using the formulas below
Formula I
I
1
a−1 = f (z)dz.
2πi c
However in the case where z = a is a singular point which is a pole of order k, there exists
another formula for calculation of residues given as
Formula II

1 dk−1
a−1 = lim [(z − a)k f (z)].
z→a (k − 1)! dz k−1
68
For a simple pole which occurs at k = 1, then the residue is computed as

1 d0
a−1 = lim [(z − a)1 f (z)]
z→a (1 − 1)! dz 0

a−1 = lim [(z − a)f (z)].


z→a

Example 2
e3z
Calculate the residue of f (z) = (z−1)4
at the singular point z = 1 using both formulas above.
solution
Using Formula I, I
1
a−1 = f (z)dz.
2πi c
I
1 e3z
a−1 = dz.
2πi C (z − 1)4
We need to evaluate I
e3z
dz
C (z − 1)4
, using Cauchy’s integral formula 2, where
I
f n (a) · 2πi f (z)
= dz
n! C (z − a)n+1

n = 3, a = 1, f (z) = e3z ,
we need to compute f 000 (z), where

f 0 (z) = 3e3z , f 00 (z) = 9e3z , f 000 (z) = 27e3z , hence f 000 (1) = 27e3 .
I
e3z f 000 (1) · 2πi 27e3 · 2πi
dz = =
C (z − 1)4 3! 3!
= 4.5e3 · 2πi
Thus the residue I
1
a−1 = f (z) dz
2π1 C

1
= · 4.5e3 · 2πi
2πi
= 4.5e3 .

Using Formula II
1 dk−1
a−1 = lim [(z − a)k f (z)].
z→a (k − 1)! dz k−1
69
The singular point z = 1 is a pole of order 4 and hence then

k = 4.

The residue
1 d3 4 e3z
a−1 = lim [(z − 1) ]
z→1 (4 − 1)! dz 3 (z − 1)4
1 d3 3z
= lim [e ]
z→1 3! dz 3
1
= lim (27e3z )
z→1 3!
27
= e3
6
= 4.5e3 .

Example 3
Calculate the residues of the function
z
f (z) =
(z − 1)(z + 1)2
at the singular points z = 1, and z = −1.
Solution (i)
At the singular point z = 1, because it is a simple pole, of order 1, then k = 1. Then using
the formula

a−1 = lim [(z − a)f (z)].


z→a

= lim [(z − 1)1 f (z)].


z→1
z
= lim (z − 1)1
z→1 (z − 1)(z + 1)2
1
=
4
Solution (ii)
At the singular point z = −1, the point z = −1 is a pole of order 2, implying that k = 2.
The residue at z = −1 is therefore
1 dk−1
a−1 = lim [(z − a)k f (z)].
z→a (k − 1)! dz k−1

1 d z
a−1 = lim [(z + 1)2 ]
z→−1 (2 − 1)! dz (z − 1)(z + 1)2
dh z i
= lim
z→−1 dz70 z − 1
h −1 i
= lim
z→−1 (z − 1)2
1
=− .
4
Note: If z = a is an essential singularity, then the residue can be determined by using a
known series expansion of the function.
Example
If
1
f (z) = e− z ,
find the residue of f (z) at z = 0.
Solution.
z = 0 is an essential singularity and from the series expansion of

x2 x3
ex = 1 + x + + + ....
2! 3!
1 1 1 1
f (z) = e− z = 1 − + 2 − 3 + ...
z 2z 6z
Which is the Laurent’s series expansion at the singular point z = 0.
The coefficient of (z − a)−1 = coefficient of z −1 = residue.
Therefore the residue of f (z) at z = 0 is a−1 = −1.
Questions
Find the residues of the following functions at all their poles in the finite plane.

(i)
z+3
f (z) =
(z 2 + 1)(z 2 + 3z − 4)
3+i
Ans: At z = i the residue a−1 = −6−10i .
At z = −i the residue is the conjugate of the one at z = i
At z = 1 the residue is 21 .
1
At z = 4 the residue is − 17 .

71
17.2 THE RESIDUE THEOREM
Let f (z) be single valued function which is analytic inside and on a simple closed curve C, ex-
cept at the singular points m, n, p, ..., r inside C with residues given as m−1 , n−1 , p−1 , ..., r−1 .
Then the residue theorem states that

I
f (z) dz = 2πi[m−1 + n−1 + p−1 + ... + r−1 ]
C
That is the closed curve integral of f (z) around C is equal to 2πi times the sum of the
residues.
Proof of the Residue theorem

Let f (z) be analytic on C and inside C except at the singular points m, n, p, ..., r inside
C. If small circles C1 , C2 , C3 , ..., Cn are drawn inside C with their centers at the singular
points m−1 , n−1 , p−1 , ..., r−1 respectively, then from theorem 5 under the consequences of
Cauchy’s theorem we have
I I I I I
f (z) dz = f (z) dz + f (z) dz + f (z) dz + ... + f (z) dz − − − − − −(1)
C C1 C2 C3 Cn

For the specialH case when n = −1 (i.e from the formula for calculation of residues),
it is true that C f (z)dz = 2πia−1 ,
H
HC1 f (z) dz = 2πim−1
HC2 f (z) dz = 2πin−1
C3
f (z) dz = 2πip−1 o
⇒ · − − − − − − − (2)
·
H ·
Cn
f (z) dz = 2πir−1

Substituting (2) in (1)


H
C
f (z) dz = 2πi[m−1 + n−1 + p−1 + ... + r−1 ] ]
72
Question
Find the residues of the function
z 2 − 2z
f (z) =
(z + 1)2 (z 2 + 4)

at all its poles in the finite plane and hence evaluate


I
z 2 − 2z
2 2
dz
C (z + 1) (z + 4)

where C is the circle |z| = 3, using the residue theorem.


Solution
The function has singular points at z = −1, z = 2i, z = −2i.
Residue at z = −1

1 d h (z + 1)2 (z 2 − 2z) i
a−1 = lim
z→−1 (1 − 1)! dz (z + 1)2 (z 2 + 4)

d h (z 2 − 2z) i
= lim
z→−1 dz (z 2 + 4)

h (z 2 + 4)(2z − 2) − (z 2 − 2z)(2z) i
= lim
z→−1 (z 2 + 4)2
14
=−
25
Residue at z = 2i
Since z = 2i is a simple pole, we have

a−1 = lim (z − a)f (z)


z→a

z 2 − 2z
= lim (z − 2i)1
z→2i (z + 1)2 (z 2 + 4)
z 2 − 2z
= lim (z − 2i)1
z→2i (z + 1)2 (z + 2i)(z − 2i)
z 2 − 2z
= lim
z→2i (z + 1)2 (z + 2i)

7+i
= .
25
Residue at z = -2i
It is the conjugate of the one at z = 2i, which is 7−i
25
.
Hence I
z 2 − 2z
2 2
dz = 2πi[sum of the residues]
C (z + 1) (z + 4) 73
h 14 7 i 7 i i
= 2πi − + + + −
25 25 25 25 25
= 2πi · 0 = 0
Questions: For each of the Hfollowing functions, determine the residues at the poles of the
functions and hence evaluate C f (z) dz using the Residue theorem.

(i) f (z) = z22z+1


−z−2
, where C is the circle |z| = 3.
Ans: 4πi.

(ii)
(z + 1)2
f (z) = . Ans : 8πi
(z − 1)2
2z 2 +5
(iii) f (z) = (z+2)(z 2 +4)(z 2 ) where C is the circle |z − 2i| = 6.
h i
5 32 6
Ans:2πi − 16
+ 12
− 32 .
2
z +4
(iv) f (z) = z3 +2z 2 +2z

Ans: 2πi.

74
18 CHAPTER 9
CONFORMAL MAPPINGS
18.1 TRANSFORMATIONS
For every point (x, y) in the z− plane, the relation w = f (z) = u(x, y) + iv(x, y) defines
a corresponding point (u, v) in the w−plane. This is referred to as a ” transformation or
mapping of the z− plane into the w− plane.” For a point z0 mapped into a point w0 , then
w0 is known as the image of z0 .
If a point P (x, y) moves along a curve C in the z− plane, the point P 0 (u, v) will move along
a corresponding curve c1 , in the w− plane. we then say that a curve C in the z− plane is
mapped into the corresponding curve c1 in the w− plane by the relation w = f (z).
Example: Transform the curve x2 − y 2 = 4, under the mapping w = z 2 .
Solution

w = f (z) = z 2 , f or z = x + iy.
w = (x + iy)2 = (x2 − y 2 ) + 2ixy
= u(x, y) + iv(x, y)
2 2
For u(x, y) = x − y and v(x, y) = 2xy.
Then from the given equation of the curve x2 − y 2 = 4, then u = 4.
Hence the original curve x2 − y 2 = 4 in the (x, y) plane is to be transformed into the line
u = 4 in the (u, v) plane, i.e w− plane.

CONFORMAL TRANSFORMATIONS.
For two curves C and C1 in the z− plane that intersect at a point P , with their correspond-
ing curves C 0 and C 0 1 in the w− plane intersecting at P 0 . If the angle of intersection of the
curves at P in the z− plane is the same as the angle of intersection of the curves in the in the
w− plane at P 0 in magnitude and sense, then the transformation is said to be conformal.
Two conditions have to be satisfied for a conformal mapping to occur
(i) f (z) should be analytic.
75
(ii) f (z) 6= 0.

Example
In the case of a rotation transformation: If the angle of rotation (magnitude) and direction
of rotation are preserved then the transformation is said to be conformal.
If only the magnitude of the angle is preserved then the transformation is said to be Isog-
onal.
Diagram to illustrate a conformal transformation : z-plane

Let the curves C1 and C2 intersect at P1 and the tangents drawn at P, to both curves
C1 and C2 .
When the curves are transformed to two curves C10 and C20 . in the w− plane, We have
Diagram for the w-plane.

If γ is the angle between the two tangents in the z− plane then

γ + α2 = α1

γ = α1 − α2 .
For the transformation to be conformal then the angle between the two tangents in the z−
plane should be equal to γ.
i.e γ + β2 = β1
γ = β1 − β2 = α1 − α2 .
76
18.2 Coefficient of Magnification
In formal transformations the element of the arc passing through P is magnified by the
factor |f 0 (z)|. The area element is also magnified by the factor |f 0 (z)| or J = ∂(u,v)
∂(x,y)
which is
a conformal transformation.
∂(u, v) ¯¯ ∂u ∂u ¯
¯
J= = ¯ ∂v ∂y
∂x
∂v ¯
∂(x, y) ∂x ∂y
¯ ∂u ∂v ¯
¯ − ∂x ¯
= ¯ ∂x
∂v ∂u ¯
∂x ∂x
³ ∂u ´2 ³ ∂v ´2 ¯ ∂u ∂v ¯¯2
¯
= + =¯ + i ¯ = |f 0 (z)|2
∂x ∂x ∂x ∂x
0
f (z) is called the Coefficient of magnification.
Example II
Find the image of |z − 3i| = 3, under the mapping w = z1 .
Solution
w = z1 , is the same as z = w1 . But z = x + iy and w = u + iv, therefore

1
x + iy =
u + iv
u − iv
=
(u + iv)(u − iv)
u − iv
=
u2 + v 2
u v
= −i 2 .
u2 +v 2 u + v2
Comparing coefficients then
u −v
x= , y= 2 − − − − − − − −(i)
u2 +v 2 u + v2
The image of
|z − 3i| = 3
⇒ |x + iy − 3i| = 3
|x + i(y − 3)| = 3
p
x2 + (y − 3)2 = 3
x2 + (y − 3)2 = 9, − − − − − − − − − (ii)
Substituting for x and y from (i) into (ii)

u2 ³ −v ´2
+ − 3 =9
(u2 + v 2 )2 2 + v2
u77
u2 (−v − 3u2 − 3v 2 )2
+ =9
(u2 + v 2 )2 (u2 + v 2 )2
u2 + (−v − 3u2 − 3v 2 )2 = 9(u2 + v 2 )2
u2 + v 2 + 6u2 v + 6v 3 = 0
(u2 + v 2 )(6v + 1) = 0
Hence either u2 + v 2 = 0(which is not right) or 6v + 1 = 0. Hence the equation of the
image is
6v + 1 = 0.
Example III
Find the image of the circle |z − 1| = 1 in the complex plane under the mapping w = z1 .
Solution
For w = z1 = f (z) = u = iv.
1 1 x − iy
⇒ = =
z x + iy (x + iy)(x − iy)
x − iy
= = u + iv
x2 + y 2
x −y
u(x, y) = 2 2
, v(x, y) = 2 − − − − − − − −(1)
x +y x + y2
⇒ To obtain the image of
|z − 1| = 1
|x + iy − 1| = 1
|(x − 1) + y| = 1
p
(x − 1)2 + y 2 = 1
x2 − 2x + 1 + y 2 = 1
x2 + y 2 = 2x. − − − − − − − − − (2)
Substituting (2) in (1)
x 1
u= =
2x 2
Hence 2u − 1 = 0 is the image. Example (iv)
i−z
Find the mapping of the x− axis under the transformation w = i+z
onto the w− plane.
Solution
Since w = i−z
i+z
then
i − x − iy
u + iv =
i + x + iy
[−x − i(y − 1)][x − i(y + 1)]
=
[x + i(y + 1)][x
78 − i(y + 1)]
−x + 2ix − y 2 + 1
=
x2 + (y + 1)2
−x2 − y 2 + 1 2ix
= +
x2 + (y + 1)2 x2 + (y + 1)2
−x2 − y 2 + 1 2x
T heref ore u = 2 2
and v = 2 − − − − − −(1)
x + (y + 1) x + (y + 1)2
Since the mapping is of the x− axis. The x− is the line y = 0. Substituting y = 0, in (1)

1 − x2 2x
u= 2
− − − − − (2), v = 2 − − − −(3)
x +1 x +1
Eliminating x from (2)
u(x2 + 1) = 1 − x2
x2 (u + 1) = 1 − u
³ 1 − u ´ 12
x= − − − − − −(4)
1+u
substituting x in (3)
³ ´ 12 ³ ´1
1−u 2
2 1−u
1+u
2 1+u
v=³ ´ 12 ·2 = 1−u
1−u 1+u
+1
1+u
+1
1
2(1 − u) 2 2
= 1 ÷
(1 + u) 2 1+u
1 1
= [(1 − u)(1 + u)] 2 = (1 − u2 ) 2
v 2 = 1 − u2
v 2 + u2 = 1, which equation represents a circle center (0, 0) and radius 1, on the w− plane.
References x

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