Student Math441 Complex Analysis Lecture Note - Toc
Student Math441 Complex Analysis Lecture Note - Toc
LECTURE NOTE
(3 CREDIT UNITS)
DEPARTMENT OF MATHEMATICS
AHMADU BELLO UNIVERSITY, ZARIA,
NIGERIA
2
Course Outline
Functions of complex Variable, Elementary functions of complex variable,
Limits, Continuity and Derivative of functions of complex variable, Cauchy
-Riemann equations. Analytic and harmonic functions. integration of com-
plex variable. Cauchy’s theorems, Simple examples and its main consequences.
Power series Taylor and Laurent Series, Poles and residues (without integral
evaluation).
Contents
Chapter 1 Introduction 5
1.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.2 Elementary Complex Functions . . . . . . . . . . . . . . . . . 9
1.2.1 Complex polynomials functions . . . . . . . . . . . 9
1.2.2 Complex rational algebraic function: . . . . . . . 9
1.2.3 Exponential functions . . . . . . . . . . . . . . . . . 10
1.2.4 Trigonometric functions by Euler formula: . . . . 11
1.2.5 Logarithmic functions . . . . . . . . . . . . . . . . . 13
1.2.6 Hyperbolic Functions . . . . . . . . . . . . . . . . . 15
1.2.7 Inverse Trigonometry Function . . . . . . . . . . . 17
Chapter 2 Limit, Continuity and Derivative of Complex Function
21
2.1 Limit of a complex Function . . . . . . . . . . . . . . . . . . . 21
2.2 Continuity of a complex Function . . . . . . . . . . . . . . . . 22
2.3 Complex Derivative . . . . . . . . . . . . . . . . . . . . . . . . 22
2.3.1 Analytic Function . . . . . . . . . . . . . . . . . . . . . 23
2.3.2 Partial Derivative . . . . . . . . . . . . . . . . . . . . . 25
2.3.3 Harmonic Functions . . . . . . . . . . . . . . . . . . . 27
Chapter 3 Integration of complex variable and Power Series 29
3.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
3.2 Line Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
3.3 Taylor’s Series Representation . . . . . . . . . . . . . . . . . . 32
3.4 Laurent Series Representation . . . . . . . . . . . . . . . . . . 37
3.4.1 Laurent Series . . . . . . . . . . . . . . . . . . . . . . . 37
3.5 Singular Points . . . . . . . . . . . . . . . . . . . . . . . . . . 43
3.6 Calculus of Residue . . . . . . . . . . . . . . . . . . . . . . . . 47
3.7 Integrals Involving Circular Function . . . . . . . . . . . . . . 50
3
4 CONTENTS
Chapter 1
Introduction
1.1 Introduction
p
The complex number Z = x +iy with modulus r = |z| = x2 + y 2 and
argument θ = arg(z) = tan−1 xy
Now if z is in the first quadrant that is,
y
z = x + iy arg(z) = θ = tan−1
x
For second quadrant that is,
y
z = −x + iy θ = π − tan−1
x
For third quadrant that is,
−1 y
z = −x − iy θ = π + tan
x
For fourth quadrant that is,
y
z = x − iy θ = 2π − tan−1
x
Then z = r(cos θ + i sin θ) or z = reiθ
Example 1.1.1 Express the following complex number in polar form
a) 1 + i b) −1 + i c) −1 − i d) 1 − i
Solution √ √
a)Let z1 = 1 + i, |z1 | = 12 + 12 = 2
−1 1 π
arg(z1 ) = θ1 = tan =
1 4
5
6 CHAPTER 1. INTRODUCTION
√ π π √ πi
∴ z1 = 2 cos + i sin or z1 = 2e 4
4 4
p √
b)Let z2 = −1 + i, |z2 | = (−1)2 + 12 = 2
−1 1 π 3π
arg(z2 ) = θ2 = π − tan =π− =
1 4 4
√ √ 3πi
3π 3π
∴ z2 = 2 cos + i sin or z2 = 2e 4
4 4
p √
c)Let z3 = −1 − i, |z3 | = (−1)2 + (−1)2 = 2
−1 1 π 5π
arg(z3 ) = θ2 = π + tan =π+ =
1 4 4
√ √ 5πi
5π 5π
∴ z3 = 2 cos + i sin or z3 = 2e 4
4 4
p √
d)Let z4 = 1 − i, |z4 | = (1)2 + (−1)2 = 2
−1 1 π 7π
arg(z4 ) = θ4 = 2π − tan = 2π − =
1 4 4
√ √ 7πi
7π 7π
∴ z4 = 2 cos + i sin or z4 = 2e 4
4 4
Note: The arg(z) is not unique but the principal argument is unique, that is
those obtain above.
∴ if θ = arg(z) then
Now with the above generalization we can obtain powers and roots of a given
complex numbers.
Solution
√
−1 1 π πi
arg(z1 ) = θ1 = tan = ∴ z1 = 2e 4
1 4
√ πi 100
z = (z1 )100 = 2e 4 = 250 e25πi = 250 e(24π+π)i = 250 eπi
Solution
π
Let z 2 = i, r = |i| = 1 since i lies on the positive y − axis the arg(z) = 2
hence
π
z2 = e 2 i
π
z 2 = e 2 i=2kπ,k=0,1,2,···
(2kπ + π2 )
i
zk = e 2 , k = 0, 1
√ √ √
π
i π π 2 2 2
z0 = e = cos + i sin =
4 +i = (1 + i)
4 4 2 2 2
√ √ √
5π
i 5π 5π 2 2 2
z1 = e 4 = cos + i sin =− −i =− (1 + i)
4 4 2 2 2
OR
1 1 1 1
i = (2i) = (1 + 2i − 1) = (1 + 2i + i2 ) = (1 + i)2
2 2 2 2
√
√
r
1 ±1 2
i= (1 + i)2 = √ (1 + i) = ± (1 + i)
2 2 2
Solution
1
z = (−32) 5 but −32 lies on the negative x − axis which is in second quadrant
∴ θ = π, r = | − 32| = 32
Hence
−32 = 32eπi = 32eπi+2kπi , k = 0, 1, 2, · · ·
1 πi+2kπi
zk = 32 5 e 5 , k = 0, 1, 2.3.4
8 CHAPTER 1. INTRODUCTION
k=0
π
π π
z0 = e 5 i = 2 cos + i sin
5 5
k=1
3π
i 3π 3π
z1 = e 5 = 2 cos + i sin
5 5
k=2
z2 = eπi = 2 (cos π + i sin π) = −2
k=3
7π
i 7π 7π
z3 = e 5 = 2 cos + i sin
5 5
k=4
9π
i 9π 9π
z4 = e 5 = 2 cos + i sin
5 5
Exercises 1
1. Find the square root of −5 − 8i.
√ √ √ q
1
p √
2. Find (i) −i (ii) 4 −i (iii) 4 i (iv) 2
(1 + i) (v) 1 − i 3.
1
11. If z = cos θ + i sin θ = eiθ . Establish the result (a) z n + zn
= 2 cos nθ
(b) z n − z1n = 2i sin nθ.
√
13. Simplify√the following (i) (1 − i)99 (ii) (1 − i 3)999 (iii) (−i)1000
(iv) (− 3 + i)2000 .
w = a0 + a1 z + a2 z 2 + · · · + an z n , an 6= 0
Solution
(i) eiy = cos y + i sin y
p √
|eiy | = | cos y + i sin y| = cos2 y + sin2 y = 1 = 1
(iii) ez = 1 ⇐⇒ ez = e0
⇐⇒ ez = ei0
⇐⇒ ez = ei(0+2kπ) , k = 0, ±1, ±2, · · ·
⇐⇒ ez = e2kπi , k = 0, ±1, ±2, · · ·
⇐⇒, z = 2kπi k = 0, ±1, ±2, · · ·
(iv) ez = −1 ⇐⇒ ez = eiπ
⇐⇒ ez = ei(π+2kπ) , k = 0, ±1, ±2, · · ·
⇐⇒, z = (2k + 1)πi k = 0, ±1, ±2, · · ·
∴ In summary
ii |ez | = ex
Solution
LHS = ez = ex+iy = ex−iy = ex e−iy
π
Example 1.2.3 Evaluate e− 2 i and e−πi
Solution
π π π
e− 2 i = cos − i sin = 0 − i(i) = −i
2 2
e−π = cos π − i sin π = −1 − i(0) = −1
Exercise 2
1. Show that
(a) ez = i ⇐⇒ z = 21 + 2k)πi , k =0, ±1, ±2, · · ·
3. Show that
2
(a) |eλiz | = exp(−2λxy (b) |exp(−λiz + ki)| = exp(λy) for λ and k
real.
eiz + e−iz
cos z = (1.3)
2
Subtracting Eqn(1.2) from Eqn(1.1) we get
eiz − e−iz
sin z = (1.4)
2i
12 CHAPTER 1. INTRODUCTION
Definition 1.2.1 A point z for which f (z) = 0 is called the zeros of the
function.
Theorem 1.2.1 The zeros of sin z and cos z are given respectively by zn = nπ
and zn = 12 + n π, n = 0, ±1, ±2, · · ·
Proof.
Zeros of sin z are given by sin z = 0 that is,
eiz − e−iz
= 0 ⇒ eiz − e−iz = 0
2i
1 e2iz − 1
eiz − = 0 ⇒ =0
eiz eiz
⇒ e2iz = 1 ⇒ e2iz = ei0 = e2nπi , n = 0, ±1, ±2, · · ·
⇒ 2iz = 2nπi, 0, ±1, ±2, · · · ⇒ z = nπ, 0, ±1, ±2, · · ·
he zeros of cos z are given by cos z = 0
eiz + e−iz
= 0 ⇒ eiz + e−iz = 0
2
1 e2iz + 1
eiz + = 0 ⇒ =0
eiz eiz
⇒ e2iz = −1 ⇒ e2iz = eπi = e(π+2nπ)i , n = 0, ±1, ±2, · · ·
1
⇒ 2iz = (2n + 1)πi, 0, ±1, ±2, · · · ⇒ z = (n + )π, 0, ±1, ±2, · · ·
2
Exercise 3
1. Solve (i) sin πz = 0 (ii) cos πz = 0
= ln r + ln ei(θ+2kπ)
w = loga z ⇐⇒ aw = z
⇐⇒ ln aw = ln z
⇐⇒ w ln a = ln z
ln z
⇐⇒ w = ln a
ln z
∴ loga z = ln a
ln w = ln g(z)f (x)
ln w = f (x) ln g(z)
Example 1.2.5 Determine the value of ln(1 − i) and its principal branch.
14 CHAPTER 1. INTRODUCTION
Solution
The point 1 − i lies on the 4th quadrant √
∴ Arg(1 − i) = 2π − tan−1 11 = 2π − π4 = 7π 4
and r = |1 − i| = 2
√
1−i = 2(cos 7π 4
+ i sin 7π
4
)
7π
+ 2kπ) + i sin( 7π
= r(cos 4 4
+ 2kπ)
√ 7π
= 2ei( 4 +2kπ) , k = 0, ±1, ±2, · · ·
h√ 7π
i
∴ ln(1 − i) = 2ei( 4 +2kπ)
√ 7π
= ln 2 + ln ei( 4 +2kπ)
√ 7π
= ln 2 + i 4
+ 2kπ , k = 0, ±1, ±2, · · ·
= 12 ln 2 + i 7π
4
+ 2kπ , k = 0, ±1, ±2, · · ·
∴ The principal branch of
1 7π
ln(1 − i) = ln 2 + i
2 4
Example 1.2.6 Find the value of (−i)i
Solution
Exercise 4
2i 3
1. Compute (i) 2 3 and (ii) (2 − i) 5
2. Find all the values for which (i) e3z = 1 and (ii) e4z = i
√
3. Determine the value of (i) (1 + i)1+i (ii) 2i (iii) (1 + i)i
i) cosh2 z − sinh2 z = 1
v) sin(iz) = i sinh z
Solution
eiz − e−iz
sin z =
2i
ei(x+iy) − e−i(x+iy)
=
2i
eix−y − e−ix+y
=
2i
= 1
2i
[e−y cos x − ey cos x + i(e−y sin x + ey sin x]
e−y − ey e−y + ey
= cos x + sin x
2i 2
−i(e−y − ey ) e−y + ey
= cos x + sin x
2 2
−y
e − ey e−y + ey
= i cos x + sin x
2 2
Solution
ei(iz) − e−i(iz)
sin(iz) =
2i
e−z − ez
=
2i
−z
e − ez
= −i
2
ez − e−z
=i
2
= i sinh z
πi
Example 1.2.9 Find the value of 4 sinh 3
Solution
−πi
πi
πi e 3 −e 3
4 sinh 3
=4 2
π
+ i sin π3 − cos π3 + i sin π3
= 2 cos 3
= 2 2i sin π3
√
3
√
= 2(2i 2
) = 2i 3
eiw − e−iw
z=
2i
e2iw − 1 = 2ieiw
e2iw − 2ieiw − 1 = 0
Let t = eiw
⇒ t2 − 2izt − 1 = 0
p
2iz ± (2iz)2 + 4
⇒
2
p
2iz ± 2 1 − (z)2
⇒
2
√
= iz ± 1 − z 2
1
⇒ eiw = iz ± (1 − z 2 ) 2
h 1
i
iw = log iz + (1 − z 2 ) 2
h i
1 2 21
w = i log iz + (1 − z )
h 1
i
== −i log iz + (1 − z 2 ) 2 hence the result.
Solution
1.2. ELEMENTARY COMPLEX FUNCTIONS 19
eiw − e−iw
= i(1 − i) = i + 1
eiw + e−iw
e2iw − 1
=i+1
e2iw + 1
e2iw − 1 = (1 + i)(e2iw + 1)
= (1 + i)e2iw + 1 + i
e2iw − (1 + i)e2iw − 1 − 1 − i = 0
e2iw (1 − 1 − i) − 2 − i = 0
−ie2iw = 2 − i
−(2 − i)
e2iw = = (2i + 1)
i
log e2iw = log(1 + 2i)
2iw = log(1 + 2i) (∗)
The point 1 + 2i lies on the 1st quadrant √
arg(1 + 2i) = tan−1 (2) = θ and r = |1 + 2i| = 5 then (*) become
√
2iw = 5eiθ , θ = tan−1 (2)
√
= log 5 + log eiθ
= 12 log 5 + ei(θ+2kπ) , k = 0, 1, 2, · · ·
1 i
w = 4i
log 5 + 2i
(θ + 2kπ), k = 0, 1, 2, · · ·
−i
= 4
log 5 + 12 (θ + 2kπ), k = 0, 1, 2, · · ·
20 CHAPTER 1. INTRODUCTION
Exercise 5
1. Show that sin(x + iy) = sin x cosh y + i cos x sinh y
sin 2x sinh 2y
4. If tan z = u + iv, show that u = cos 2x+cosh 2y
, v= cos 2x+cosh 2y
Now let f (z) = u(x, y) + iv(x, y) where u(x, y) and v(x, y) are real-valued
function be defined on the domain D except possibly at z0 then
21
22CHAPTER 2. LIMIT, CONTINUITY AND DERIVATIVE OF COMPLEX FUNCTION
Solution
Solution
∴ f is not continuous at z = i
Example 2.2.1 Discuss the continuity of the function
2
z , for z ∈ [1 − n1 , n 6= 1]
f (z) = at z = 1
1, for z = 1
Solution
Solution
If the derivative f 0 (z) exist at all points z of the region R, then f (z) is said to
be analytic everywhere. The function f (z) is this case is said to be an entire
function.
1
i. The singularity of f (z) = is z = −2
z+2
1
ii. The singularities of f (z) = are given by z = ( 21 + n)π, n =
cos z
0, ±1, ±3, · · ·
Example 2.3.2 Show that the following are not analytic everywhere
Proof.
f (z0 + δz) − f (z0 )
f (z0 + δz) − f (z0 ) = δz
δz
f (z0 + δz) − f (z0 )
limδz→0 (f (z0 + δz) − f (z0 )) = limδz→0 · limδz→0 δz
δz
= f 0 (z0 ) · limδz→0 δz
= f 0 (z0 ) · 0 = 0
2
Now to show that f (z) = |z| is not analytic everywhere
Let
f (z) − f (z0 |z|2 − |z0 |2
g(z) = = , z 6= z0
z − z0 z − z0
zz − z0 z0 z0 (z − z0 )
g(z) = =z+ (2.2)
z − z0 z − z0
Let z − z0 = reiθ , 0 ≤ θ ≤ 2π be a circle with center at z0 and radius r.
Thus f 0 (z) = limz→0 g(z) exists. Hence the function f (z) = |z|2 has derivative
at z = 0 and no where else.
OR
ux = vy and vx = −uy
Proof.
Proof. Exercise
Example 2.3.4 Show that the function f (z) = u(x, y)+iv(x.y) where u(x, y) =
x2 y 2 and v(x, y) = 2x2 y 2 is analytic only along the lines x = 0 and y = 0.
Solution
Solution
Example 2.3.6
i. f (z) = y + ix
Solution
x − iy
Example 2.3.8 Show that f (x, y) = is not analytic any where.
x + iy
Solution
Exercise 6
Show that C − R equations are satisfied at the origin but the function is not
analytic at the origin of the following functions
5
z
, z 6= 0
|z|4
1. (i) f (z) =
0, z=0
2
ln(z )
, z 6= 0
|z|2
(ii) f (z) =
0, z=0
∂ 2u ∂ 2u
+ = 0 or uxx + uyy = 0
∂x2 ∂y 2
Example 2.3.9 Show that u(x, y) = 4xy − x3 + 3xy 2 is harmonic and find
the conjugate harmonic function v(x, y), such that f (z) = u(x, y) + iv(x, y) is
analytic.
Solution
Example 2.3.10 Show that u(x, y) = x2 − y 2 is harmonic and find the con-
jugate harmonic function v(x, y), such that f (z) = u(x, y)+iv(x, y) is analytic.
Solution
Exercise 7
1. Show that u(x, y) = xy 3 − x3 y is harmonic and find its conjugate v(x, y).
5. Show that each of the following is harmonic and find their harmonic
conjugate v(x, y).
2 −y 2
(a) u(x, y) = ex cos(2xy)
(b) u(x, y) = ln[(x − x0 )2 + (y − y0 )2
2x
(c) 2 in C − (0, 0).
x − y2
(d) x4 − 6x2 y 2 + y 4
Chapter 3
3.1 Introduction
In this chapter we will discuss integration of complex functions in x − yplane
Definition 3.1.1 If x = x(t) and y = y(t) are real functions of real variable t
assumed continuous in a bounded interval a ≤ t ≤ b, the parametric equation
z(t) = x(t) + iy(t) defined a continuous curve in the z−plane joining the two
points z(a) and z(b).
29
30CHAPTER 3. INTEGRATION OF COMPLEX VARIABLE AND POWER SERIES
dX(t)
Definition 3.1.2 If x(t) and y(t) have continuous derivative such that 6=
dt
dY (t)
0 or 6= 0 in a ≤ t ≤ b, the curve is often called a smooth curve. In
dt
dZ(t)
addition or in other word the curve C is smooth if 6= 0
dt
Example
When the points are continuous you take the integral. when the points are
discrete you take the summation.
Solution
R
Example 3.2.2 Evaluate C
z 2 dz, C : y = 0, 0 ≤ x ≤ 3.
Solution
R
Example 3.2.3 Evaluate C
z 2 dz, C : x = 1, 0 ≤ y ≤ 3.
Solution
R dz
Example 3.2.4 Evaluate C
, C : |z| = 1
z
Solution:
Solution:
is called the Taylor series expansion for f (z) centred at z = z0 . When the
centre is z0 = 0, the series is called the Maclaurin;s series for f (z) that is,
∞
X f n (z0 )z n f 0 (z0 )z) f 00 (z0 )z 2 f (n) (z0 )z n
= f (z0 ) + + + ··· + + ···
n=0
n! 1! 2! n!
Proof.
Diagram
f (w) · dw
I
1
f (z) = (3.1)
2πi C w−z
34CHAPTER 3. INTEGRATION OF COMPLEX VARIABLE AND POWER SERIES
Consider
1 1
=
w−z (w − z0 ) − (z − z0 )
1
=
z − z0
(w − z0 ) 1 −
w − z0
−1
1 z − z0
= 1−
w − z0 w − z0
( 2 n−1
(3.2)
1 z − z0 z − z0 z − z0
= 1+ + + ··· +
w − z0 w − z0 w − z0 w − z0
n
z − z0 1
+ ·
w − z0 z − z0
1−
w − z0
1 z − z0 (z − z0 )2 (z − z0 )n−1
= + + + ··· +
w − z0 (w − z0 )2 (w − z0 )3 (w − z0 )n
n
z − z0 1
+ ·
w − z0 w−z
lim |Rn | = 0
n→∞
z − z0
since w is on the C1 then = k < 1.
w − z0
Since f (w) is analytic, then |f (w)| ≤ M, where M is a constant.
|w − z| = |(w − z0 ) − (z − z0 )| ≥ |w − z0 | − |z − z0 | = r − |z − z0 |
Hence n
1 R z − z0 f (w)dw
|Rn | =
2πi C1 w − z0 w−z
n
1 R z − z0 |f (w)|
≤ C1
|dw|
2π w − z0 |w − z|
1 R knM
< |dw|
2π C1 r − |z − z0 |
1 knM R
< · |dw|
2π r − |z − z0 | C1
1 knM knM r
< · 2πr =
2π r − |z − z0 | r − |z − z0 |
knM r
lim |Rn | = lim =0
n→∞ n→∞ r − |z − z0 |
1
Example 3.3.1 Expand in the region |z − 2| < 2.
z2
Solution:
36CHAPTER 3. INTEGRATION OF COMPLEX VARIABLE AND POWER SERIES
1
Example 3.3.2 Expand in Taylor’s series about the point z = 3
5z + 1
Solution:
Solution:
π
Example 3.3.4 Expand sin 2z about the point z = .
2
Solution:
Exercise 8
1. Expand each given function in a Taylor series expansion about the indi-
cated points
1+z
a) ln about z = 0.
1−z
b) log z = log |z| + iarg(z) about z = 2.
1
c) about z = 2.
2z − 3
z+i
d) about z = 1 + 1
z−i
e) ez−1 about z = 2.
2z
f) about z = 1
z−2
2. In each of the following functions, expand them at the indicated points
and the region of convergence.
sin z
a) , z=0
z2 + 4
z+3
b) , z=2
(z − 1)(z − 4)
3.4. LAURENT SERIES REPRESENTATION 37
ez
c) , z = 4i
z(z − 1)
3. Show that
z2 z3 zn
a) ez = 1 + z + + + · · · + , |z| < ∞
2! 3! n!
3 5
z z (−1)n z 2n−1
b) sin z = z − + + ··· + , |z| < ∞
3! 5! (2n − 1)!
z2 z4 (−1)n−1 z 2n−2
c) cos z = 1 − + − ··· + , |z| < ∞.
2! 4! (2n − 2)!
z3 z5 (−1)n−1 z 2n−1
d) tan−1 z = z − + − ··· + , |z| < ∞
3! 5! (2n − 1)!
1 1 1 1 z
= 3
+ 2+ + + + ···
z z 2!z 3! 4!
1 −1 z
= z −3 + z −2 + z + + ···
2! 4!
which is valid for all z such that |z| > 0. we may then represent this type of
function with a series that involve positive and negative power of z.
∞
X ∞
X
f (z) = n
an (z − z0 ) + a−n (z − z0 )−n
n=0 n=1
where
Z
1 f (w)dw
an = , n = 0, 1, 2, · · ·
2π C2 (w − z0 )n+1
Z
1 f (w)dw
a−n = , n = 1, 2, 3, · · ·
2π C1 (w − z0 )−n+1
Diagram
The integral around C2 and C1 being taken in the positive and negative direc-
tions respectively. By Cauchy integral formula for multi[ply connected region
Z Z
1 f (w)dw 1 f (w)dw
f (z) = − (3.5)
2πi C2 (w − z) 2πi C1 (w − z)
3.4. LAURENT SERIES REPRESENTATION 39
1 R f (w)dw
Case 1: Consider the integral
2πi C2 w − z
1 1
=
w−z (w − z0 ) − (z − z0 )
1
=
z − z0
(w − z0 ) 1 −
w − z0
−1
1 z − z0
= 1−
w − z0 w − z0
( 2 n−1
1 z − z0 z − z0 z − z0
= 1+ + + ··· +
w − z0 w − z0 w − z0 w − z0
n
z − z0 1
+ ·
w − z0 z − z0
1−
w − z0
1 z − z0 (z − z0 )2 (z − z0 )n−1
= + + + · · · +
w − z0 (w − z0 )2 (w − z0 )3 (w − z0 )n
n
z − z0 1
+ ·
w − z0 w−z
= a0 + a1 (z − z0 ) + a2 (z − z0 )2 + · · · + Rn
(3.6)
n
z−z0
1
Z
w−z0
f (w)dw
where Rn =
2πi c2 w−z
40CHAPTER 3. INTEGRATION OF COMPLEX VARIABLE AND POWER SERIES
1 R f (w)dw
Consider the integral from (3.5);
2πi C1 w − z
1 1
=
w−z (w − z0 ) − (z − z0 )
1
=
z − z0
(w − z0 ) 1 −
w − z0
−1
1 z − z0
= 1−
w − z0 w − z0
( 2 n−1
1 z − z0 z − z0 z − z0
= 1+ + + ··· +
w − z0 w − z0 w − z0 w − z0
n
z − z0 1
+ ·
w − z0 z − z0
1−
w − z0
1 z − z0 (z − z0 )2 (z − z0 )n−1
= + + + · · · +
w − z0 (w − z0 )2 (w − z0 )3 (w − z0 )n
n
z − z0 1
+ ·
w − z0 w−z
(ii) |Tn | → 0 as n → ∞
z − z0
(i) Since w is on the C2 then = k < 1.
w − z0
Since f (w) is analytic, then |f (w)| ≤ M, where M is a constant.
|w − z| = |(w − z0 ) − (z − z0 )| ≥ |w − z0 | − |z − z0 | = r2 − |z − z0 |
Hence n
1 R z − z0 f (w)dw
|Rn | =
2πi C2 w − z0 w−z
n
1 R z − z0 |f (w)|
≤ C2
|dw|
2π w − z0 |w − z|
1 R knM
< |dw|
2π C2 r2 − |z − z0 |
1 knM R
< · |dw|
2π r2 − |z − z0 | C2
1 knM k n M r2
< · 2πr2 =
2π r2 − |z − z0 | r2 − |z − z0 |
k n M r2
lim |Rn | = lim =0
n→∞ n→∞ r2 − |z − z0 |
z − z0
(ii) Since w is on the C1 then = k < 1, k = constant
w − z0
Since f (w) is analytic, then |f (w)| ≤ M, where M is a constant, and
|z − w| = |(z − z0 ) − (w − z0 )| ≥ |z − z0 | − |w − z0 | ≥ |z − z0 | − r1
42CHAPTER 3. INTEGRATION OF COMPLEX VARIABLE AND POWER SERIES
Hence n
1 R w − z0 f (w)dw
|Tn | =
2πi C1 z − z0 z−w
n
1 R w − z0 |f (w)|
≤ |dw|
2π C1 z − z0 |z − w|
1 R knM
≤ |dw|
2π C1 |z − z0 | − r1
1 knM R
< · |dw|
2π |z − z0 | − r1 C2
1 knM k n M r1
< · 2πr1 =
2π |z − z0 | − r1 |z − z0 | − r1
n
k M r1
lim |Tn | = lim =0
n→∞ n→∞ |z − z0 | − r1
Example 3.4.1 1. Find the Laurent series about the indicated singularity
for each of the following functions and give the region of convergence of
each series:
e2z
(i) ; z = 1,
(z − 1)3
1
(ii) (z − 3) ; z = −2,
sin(z + 2)
z − sin z
(iii) ; z = 0,
z3
z
(iv) ; z = −2,
(z + 1)(z + 2)
1
(v) ; z=3
z (z − 3)2
2
Solution:
3.5. SINGULAR POINTS 43
Exercise 9
1. Show that Laurent series expansion in powers of z + 1, which represent
z2 + 1
the function f defined by f (z) = in the region |z + 1| > 3
z(z 2 + 3z + 2)
is given by
∞
1X
(1 − 2n+2 + 5 · 3n )(z + 1)−n+1 .
2 n=0
1
2. Expand f (z) = , in powers of z + i in the regions
z2 +1
(i) 0 < |z + 1| < 2
(ii) |z + 1| > 2
1
Example 3.5.1 1. The function f defined by f (z) = is analytic
z−i
∀z ∈ C except at the point z = i. Thus, z = i is an isolated singular
point of f (z).
1
2. f (z) = has an isolated singularity at z = 0, because the region |z| = r
z
contains no singular point , other than z = 0 within it.
44CHAPTER 3. INTEGRATION OF COMPLEX VARIABLE AND POWER SERIES
z−1
3. The function f (z) = has three isolated singularities,
z(z 2 + 1)
z = 0, −i, i.
where Z
1 f (w)dw
an = , n = 0, ±1, ±2, · · ·
2πi C (w − z0 )n+1
That is,
−∞
X ∞
X
n
f (z) = an (z − z0 ) + an (z − z0 )n (3.9)
n=−1 n=0
the part −∞
P n
P∞ n
n=−1 an (z − z0 ) is called the principal part while n=0 an (z − z0 )
is called the analytic part.
It is the principal part that reveals the character or nature of the singularity
of f at z0 .
Three types of singularity are distinguished according to the following:
Type I: Suppose all coefficients in the principal part are zero, that is, an = 0, n =
1, 2, 3, · · · , then we may write (3.9)as
∞
X
f (z) = an (z − z0 )n , z 6= z0 .
n=0
3.5. SINGULAR POINTS 45
If
f (z0 ) = a0 = lim f (z)
z→z0
z2 z4 z6
=1− + − + ···
3! 5! 7!
sin z
Thus f (0) = 1 and limz→0 f (z) = limz→0 = 1. Hence, f (z) has a
z
removable singularity at z = 0.
Type II: Suppose that the principal part has a finite number of terms that is,
+a−1 (z − z0 )−1 + a0 + a1 (z − z0 ) + a2 (z − z0 )2 + · · ·
P−m P∞
= n=−1 (z − z0 )n + n=0 , a−m 6= 0
1 1 z z3
= − + − + ···
z 3 3!z 5! 7!
Hence, z = 0 is a pole of order 3.
Type III: Suppose the principal part has an infinite number of terms, the point
z = z0 is said to be an essential singularity of f.
For example
1 1 1 1 1
ez = 1 + + + + · · · + + ···
1!z 2!z 2 3!z 3 n!z n
46CHAPTER 3. INTEGRATION OF COMPLEX VARIABLE AND POWER SERIES
Exercise 10
1. Find the Laurent series about the indicated singularity for each of the
following functions. Name the singularity in each case and give the region
of convergence of each series
ez
(i) f (z) = ; z = 1.
(z − 1)2
1
(ii) f (z) = z cos ; z = 0.
z
sin z
(iii) f (z) = ; z = π.
z−π
z
(iv) f (z) = ; z = −1.
(z + 1)(z + 2)
1
(v) f (z) = ; z = 0.
z(z + 2)3
1
(vi) f (z) = ; z = −2.
z(z + 3)3
2. find the Laurent series about the singular point of the given function and
name the singularity
1
(i) f (z) = z 3 e z .
z − sin z
(ii) f (z) = .
z3
1 − cos z
(iii) f (z) = .
z5
1
(iv) f (z) = e (z−1)2 .
1 − cos z
(v) f (z) = .
z
2 1
3. Expand ez + e z2 in Laurent series valid for |z| > 0
z2
(i) 4 .
z −1
ez
(ii) 4 for |z| > 0
z
3.6. CALCULUS OF RESIDUE 47
= 0 + 0 + · · · + a−1 (2πi) + 0 + 0 + · · · + 0
= 2πi(a−1 )
that is, Z
1
a−1 = f (z)dz
2πi c
(z−z0 )n f (z) = a−m +a−m+1 (z−z0 )+· · ·+a−1 (z−z0 )n−1 +a0 (z−z0 )n +a1 (z−z0 )n+1 +· · ·
48CHAPTER 3. INTEGRATION OF COMPLEX VARIABLE AND POWER SERIES
dn−1 dn−1
n−1
{(z − z0 ) f (z)} = n−1 {a−n + a−n+1 (z − z0 ) + · · · + a−1 (z − z0 )n−1
n
dz dz
+a0 (z − z0 )n + a1 (z − z0 )n+1 + · · · }
= 0 + 0 + (n − 1)!a−1
dn−1
+ {a0 (z − z0 )n + a1 (z − z0 )n+1 + · · · }
dz n−1
1 dn−1
a−1 = lim n−1 [(z − z0 )n f (z)]
(n − 1)! z→z0 dz
That is,
1 dn−1
Res(f (z), z0 ) = Res(z0 ) = lim n−1 [(z − z0 )n f (z)]
(n − 1)! z→z0 dz
Theorem 3.6.1 Suppose f (z) is analytic inside and on the simple closed
contour C except for isolated singularities at z1 , z2 , z3 , · · · , zn inside C with
residues Res(z1 , Res(z2 , Res(z3 , · · · , Res(zn ) respectively. Then
Z n
X
f (z)dz = 2πi Res(zk ).
C k=1
Example 3.6.2 Determine the order of each pole and the value of the residue
of the function defined by
ez
f (z) = 4 .
z + z2
Hence
ez
Z
3
4 2
dz, C : |z| = .
C z +z 2
Solution:
3π
Example 3.6.3 Find the residue of ezt tan z at a simple pole z = 2
.
Solution:
Solution:
Exercise 11
eaz
1. Evaluate the residue of , at each pole for a > 0.
sinh πz
50CHAPTER 3. INTEGRATION OF COMPLEX VARIABLE AND POWER SERIES
cot z coth z
3. Find the residue of f (z) = at z = 0.
z3
4. Show that
ez
Z
dz = 6πi, C : |z| = 4.
C sinh z
5. Show that
1 + z5
Z
11i
sinh zdz = .
C z6 60
6. Evaluate Z
1
e z dz
C
7. Evaluate
z2
Z
dz, C : |z| = 6.
C z4 + 1
8. Evaluate Z
z+4
dz,
C z2 − 3z − 10
along the circle (i) C : |z| = 4 (ii) C : |z| = 6.
z 2 − 2z
9. Find the residues of (a) f (z) = (b) f (z) = ez cos ecz,
(z + 1)2 (z 2 + 4)
all its poles inside finite plane.
10. Evaluate
ezt
I
1
dz, C : |z| = 3.
2πi C z 2 (z 2 + 2z + 2)
deduce that
R R 2π
|z|=1
f (z)dz = 0
f eiθ ieiθ dθ
R 2π
= 0
f (cos θ + i sin θ) ieiθ dθ
R 2π
= 0
f (cos θ, sin θ) ieiθ dθ
R 2π
= 0
f (cos θ, sin θ) izdθ
R 2π −i R
∴ f (cos θ, sin θ) dθ = f (z)dz
0
z |z|=1
It follows that if we are given an integral of the form
Z 2π
I= F (cos θ, sin θ) dθ (3.12)
0
Where F (cos θ, sin θ) is a rational function of sin θ and cos θ, which is finite over
the range of integration. Then we consider the substitution z = eiθ , cos θ =
z + z −1 z − z −1 dz
, sin θ = and dθ = so that (3.12) will be transformed into
2 2i iz
the integral Z
I= f (z)dz,
C
Exercise 12
1. Show that
2π
2π √
Z
1 + cos θ
dθ = √ ( 3 − 1)
0 2 + cos θ 3
2. Show that
Z 2π
dθ 2π
dθ = √ , {a > b, b 6= 0
0 a + b cos θ a2 − b 2
3. Show that Z 2π
2π
e− cos θ {cos(nθ + sin θ)}dθ = (−1)n
0 n!
4. Show that
2π
2πan
Z
cos nθ
dθ = , n = 0, 1, 2, · · ·
0 1 − 2a cos θ + a2 1 − a2
5. Show that
2π
−π
Z
cos θ
dθ =
0 5 + 4 cos θ 3
6. Show that
Z π
2 dθ π
2 = √
0 1 + sin θ 2 2
Or
I 2πi n = −1
(z − z0 )n dz =
C
0 n 6= −1
3.7. INTEGRALS INVOLVING CIRCULAR FUNCTION 53
Diagram here
that is, Z Z
f (z)dz + f (z)dz = 0
c1 −C2
that is, Z Z
f (z)dz − f (z)dz = 0
c1 C2
that is, Z Z Z z
f (z)dz = f (z)dz = f (z)dz
c1 C2 z0
Diagram here
With z0 in D, we define F by
Z z
F (z) = f (u)du, ∀u, z ∈ D
z0
R z+h Rz
F (z + h) − F (z) = z0
f (u)du − z0
f (u)du
Rz R z+h Rz
= z0
f (u)du + z
f (u)du − z0
f (u)du
R z+h
= z
f (u)du
and
z+h
F (z + h) − F (z)
Z
1
= f (u)du
h h z
F (z + h) − F (z) 1 z+h
Z
− f (z) = f (u)du − f (z)
h h z
F (z + h) − F (z) 1 z+h f (z) z+h
Z Z
− f (z) = f (u)du − du
h h z h z
F (z + h) − F (z) 1 z+h
Z
− f (z) = {f (u) − f (z)}du (3.13)
h h z
Since f is continuous in D, then for every > 0∃δ > 0 3 |f (u)−f (z)| <
whenever |z − u| < δ
3.7. INTEGRALS INVOLVING CIRCULAR FUNCTION 55
F (z + h) − F (z) 1 R z+h
− f (z) = {f (u) − f (z)}du
h h z
1 R z+h
≤ |f (u) − f (z)| z |du|
|h|
1 R z+h
< · z |du|
|h|
1
< · · |h|
|h|
<
that
F (z + h) − F (z)
− f (z) < providee |h| < δ.
h
That is,
F (z + h) − F (z)
− f (z) → 0 as |h| → 0.
h
That is
F (z + h) − F (z)
lim − f (z) = 0.
|h|→0 h
That is,
F (z + h) − F (z)
lim − lim f (z) = 0.
|h|→0 h |h|→0
That is,
F (z + h) − F (z)
lim − f (z) = 0.
|h|→0 h
That is,
F (z + h) − F (z)
lim = f (z).
|h|→0 h
that is,
F 0 (z) = f (z)
exists.
Hence, f being derivative of analytic function F (z), is also analytic.
2. Cauchy Inequality
56CHAPTER 3. INTEGRATION OF COMPLEX VARIABLE AND POWER SERIES
Proof. This theorem has all the properties of Cauchy integral formula
I
(n) n! f (z)
f (z0 ) = dz, n = 0, 1, 2, · · · (3.14)
2πi C (z − z0 )n+1
n! H f (z)
|f (n) (z0 )| = C
dz
2πi (z − z0 )n+1
n! H f (z)
≤ dz
2πi C (z − z0 )n+1
n! H |f (z)|
≤ C
|dz|
2π |z − z0 |n+1
n! H M
≤ |dz|
2π C rn+1
I
(n) M n!
|f (z0 )| ≤ |dz| (3.15)
2πrn+1 C
Theorem 3.7.3 If the function f (z) is analytic and bounded for all values of
z in the complex plane C, then f (z) is constant.
3.7. INTEGRALS INVOLVING CIRCULAR FUNCTION 57
Proof. given f (z) is bounded for all z ∈ C implies there exists a constant
number M > 0 such that |f (z)| ≤ M.
Diagram here
p(z) = a0 + a1 z + a2 z 2 + · · · + an z n = 0
Proof. Supposed that no value of z exists for which p(z) = 0. That is,
1
p(z) 6= 0∀z ∈ C. Thus f (z) = is analytic for all z ∈ C. As r = |z| → ∞
p(z)
then
1
|f (z)| = →0
|p(z)|
1 1
implying that f (z) = is bounded. and so p(z) = is also bounded.
p(z) f (z)
Hence, by Liouville’s theorem p(z) is constant. this contradicts the hypothesis
that p(z) is of degree n ≥ 1.
Therefore, our assumption that p(z) 6= 0 is not valid, hence the result.
p(z) = a0 + a1 z + a2 z 2 + · · · + an z n = 0
Proof. By the fundamental theorem of algebra, p(z) has atleast one root.
Denote this root by α1 . Then p(α1 ) = 0. Hence,
p(z) − P (α1 ) = (a0 + a1 z + · · · + an z n ) − (a0 + a1 α1 + · · · + an α1n )
= a1 (z − α1 ) + a2 (z 2 − α12 ) + · · · + an (z n − α1n )
= (z − α1 ){a1 + a2 (z − α1 ) + · · · }
= (z − α1 )Q1 (z)
That is,
p(z) − p(α1 ) = (z − α1 )Q1 (z) (3.16)
where Q1 (z) is a polynomial of degree (n − 1). Applying the fundamental
theorem of Algebra again on Q1 (z), Q1 (z) will have at least one root say
α2 (which may be equal to α1 ) and so (3.16) becomes
p(z) − P (α1 ) = (z − α1 )(z − α2 )Q2 (z)
..
.
= (z − α1 )(z − α2 ) · · · (z − αn )
That is
p(z) − 0 = (z − α1 )(z − α2 ) · · · (z − αn )
That is
p(z) = (z − α1 )(z − α2 ) · · · (z − αn )
Showing that p(z) has exactly n roots.
Theorem 3.7.6 Maximum Modulus Theorem
If f is a non-constant analytic function inside and on a simply closed contour
C, then the maximum and minimum value of |f (z)| occurs on C.
Proof. Assume the contrary and suppose that there exists a point z0 in C
then
|f (z)| ≤ |f (z0 | (3.17)
By Cauchy integral formula
Z
1 f (z)
f (z0 ) = dz
2πi C z − z0
3.7. INTEGRALS INVOLVING CIRCULAR FUNCTION 59
1 R 2π f (z0 + reiθ ) iθ
= ire dθ
2πi 0 reiθ
1 R 2π
= f (z0 + reiθ )dθ
2π 0
1 R 2π
|f (z0 )| = f (z0 + reiθ )dθ
2π 0
1 R 2π
≤ |f (z0 + reiθ )|dθ
2π 0
|f (z0 + reiθ )| R 2π
≤ 0
dθ
2π
|f (z0 )| ≤ |f (z0 + reiθ )| (3.18)
Since we suppose that |f (z)| ≤ |f (z0 )| that is,
|f (z0 + reiθ )| ≤ |f (z0 )| (3.19)
Combining (3.18) and (3.19 gives |f (z0 + reiθ )| = |f (z0 )| that is, |f (z)| =
|f (z0 )|.
This is valid only when f (z) is a constant function, which contradict, the
hypothesis of the theorem.
Proof(Minimum Modulus Theorem)
1
If f (z) is analytic within and on C and f (z) 6= 0 inside C. That is is
f (z)
1
analytic within and on C. By maximum Modulus theorem attains its
|f (z)|
maximum on C. Hence, |f (z)| attains its minimum on C.
Definition 3.7.1 If z = z0 is a zero of order k of an analytic function f (z)
inside and on a simple closed curve C, then f can be expressed as
f (z) = (z − z0 )k Q(z),
where Q(z) is analytic at z0 and Q(z0 ) 6= 0 ∀k ∈ N.
60CHAPTER 3. INTEGRATION OF COMPLEX VARIABLE AND POWER SERIES
Q(z)
f (z) = ,
(z − z0 )n
f 0 (z)
Z
1
dz = N − P
2πi C f (z)
f 0 (z) n1 n2 nk Q; (z)
= + + ··· + +
f (z) z − α1 z − α2 z − αk Q(z)
p1 p2 pm
− − − ··· −
z − β1 z − β2 z − βm
Pk ns Q0 (z) Pm pt
= s=1 + − t=1
z − αs Q(z) z − βt
Taking integral of both sides
Z 0 Z (X k m
)
f (z) ns Q0 (z) X pt
dz = + − dz
C f (z) C s=1
z − α s Q(z) t=1
z − βt
k m
f 0 (z) Q0 (z)
Z Z Z Z
X ns X pt
dz = dz − dz + dz
C f (z) s=1 C z − αs t=1 C z − βt C Q(z)
That is,
k m
f 0 (z) Q0 (z)
Z Z Z Z
1 1 X ns 1 X pt 1
dz = dz− dz+ dz
2πi C f (z) 2πi s=1 C z − αs 2πi t=1 C z − βt 2πi C Q(z)
k m
f 0 (z) Q0 (z)
Z Z
1 1 X 1 X 1
dz = ns (2πi) − pt (2πi) + dz
2πi C f (z) 2πi s=1 2πi t=1 2πi C Q(z)
That is,
k m
f 0 (z) Q0 (z)
Z Z
1 X X 1
dz = ns − pt + dz
2πi C f (z) s=1 t=1
2πi C Q(z)
Hence,
f 0 (z)
Z
1
dz = N − P + 0
2πi C f (z)
R Q (z) 0
Since C
dz = 0 by Cauchy integral theorem.
Q(z)
Where N =total number of zeros
P =total number of poles inside C.
62CHAPTER 3. INTEGRATION OF COMPLEX VARIABLE AND POWER SERIES
Exercise 13
1. Find
f 0 (z)
Z
1
I= dz, C : |z − 1 − i| = 2
2πi C f (z)
for which
z−2
(i) f (z) =
z(z − 1)
z2 − 9
(ii) f (z) =
z2 + 1
2. Evaluate
f 0 (z)
Z
dz if C : |z| = π
C f (z)
and
3. Evaluate Z
tan zdz
|z− π2 |
4. Evaluate
f 0 (z)
Z
1
dz
2πi C f (z)
z 2 − 16
where C : |z − 1| = 5 and f (z) =
z(z − 1)2 (z − 4)
3.7. INTEGRALS INVOLVING CIRCULAR FUNCTION 63
5. Evaluate
f 0 (z)
Z
1
dz
2πi C f (z)
z 2 + 16
where C : |z − 1| = 2 and f (z) =
z(z + 1)2 (z − 4)
6. Evaluate
f 0 (z)
Z
1
dz
2πi C f (z)
z 2 − 16
where C : |z + 1| = 3 and f (z) =
z(z − 1)2 (z + 4)