Complex Variables Notes. MUST
Complex Variables Notes. MUST
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 ).
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.
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 .
(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 .
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
(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
(ii) Show that Z1 Z2 = Z1 Z2 , for the complex numbers Z1 and Z2 in (i) above. Solution
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
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
| 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.
(b) Prove that if Z1 and Z2 are complex numbers then |Z1 | − |Z2 | ≤| Z1 − Z2 | .
3
(f) Find the solution set to the equation 5 − z
= z.
|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
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
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
10 Polynomials
. Let an , an−1 , ..., a1 , a0 be real numbers. If we have the polynomial equation
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
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
Z 4 − 5Z 3 + 3Z 2 + 19Z − 30 = 0
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)
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
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
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
lim f (z)
(iii) = f (z0 ) = `.
z → z0
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 ,
(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
(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.
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 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
Solution to question 8
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
(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 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
= 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
.
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
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).
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.
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.
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.
v = x2 + 3y − y 2 + c
v(x, y) = x2 + 3y − y 2 + c
Since f (z) = u(x, y) + iv(x, y) then
Solution.
In order for f (z) to be analytic then
f (z + 4z) − f (z)
f 0 (z) = lim
4z→0 4z
∂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
∂ 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
Solution
We are required to show that
∂ 2u ∂ 2u ∂ 2v ∂ 2v
+ = 0, and + =0
∂x2 ∂y 2 ∂x2 ∂y 2
∂ 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
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).
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
lim (z − z0 )n f (z) = A 6= 0.
z→z0
(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
Example 2
Find the singular points for the function
3z − 2
f (z) = ,
(z − 1)2 (z 2 + 1)2 (z + 4)3
⇒ 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).
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
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
2z
(ii) The function f (z) = √ e 2 , has singular points when
(z +1)
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.
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
⇒ w = 0, w = 0, w = 0, w = 0, w = 0.
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.
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=√
nπ
We test whether z = √1 are poles.
nπ
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
nπ
= h ³ ´i
d 1
limz→ √1 dz
sin z 2
nπ
limz→ √1 [1]
nπ
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.
nπ
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
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
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)
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
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
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.
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.
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
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 }
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
∂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
∂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
= 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)
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
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)
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
dθ
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)
= 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
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.
(i) |z − i| < 2.
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.
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
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 ,
= 4.5e3 .
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
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
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
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
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.
(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.
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
79