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Student Math441 Complex Analysis Lecture Note - Toc

The document is a set of lecture notes for a course on Complex Analysis (MATH441) at Ahmadu Bello University, covering topics such as functions of complex variables, limits, continuity, derivatives, integration, and series. It includes detailed chapters on elementary complex functions, analytic and harmonic functions, as well as examples and exercises for practical understanding. The course is structured to provide foundational knowledge in complex analysis, essential for advanced studies in mathematics.

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Abdulmuiz Kasim
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0% found this document useful (0 votes)
3 views63 pages

Student Math441 Complex Analysis Lecture Note - Toc

The document is a set of lecture notes for a course on Complex Analysis (MATH441) at Ahmadu Bello University, covering topics such as functions of complex variables, limits, continuity, derivatives, integration, and series. It includes detailed chapters on elementary complex functions, analytic and harmonic functions, as well as examples and exercises for practical understanding. The course is structured to provide foundational knowledge in complex analysis, essential for advanced studies in mathematics.

Uploaded by

Abdulmuiz Kasim
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

1

MATH441 COMPLEX ANALYSIS

LECTURE NOTE
(3 CREDIT UNITS)

ALHAJI JIBRIL ALKALI(Ph.D)

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

θ + 2kπ, k = 0, 1, 2, · · · are also argument of z.

Now with the above generalization we can obtain powers and roots of a given
complex numbers.

Example 1.1.2 Evaluate (1 + i)100

Solution

Let z = (1 + i)100 and z1 = 1 + i,


√ √
r = |z1 | = 12 + 12 = 2
1.1. INTRODUCTION 7


 
−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

⇒ z = 250 (cos π + i sin π) = −250

Example 1.1.3 Find the square root of i

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
√ √ √

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

Example 1.1.4 Solve z 5 = −32

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  

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  

i 7π 7π
z3 = e 5 = 2 cos + i sin
5 5
k=4  

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.

3. Solve the following equations (i) z 5 = 32 (ii) z 4 + z 2 + 1 = 0


(iii) z 4 + 81 = 0.
√ 1
4. Find all the roots of (−2 3 − 2i) 4 .

5. Find the cube roots of i.

6. Find the fourth root of −16.


−3
7. Find the value of 1 2 .
√ √
8. Find the real root of −1 + i + −1 − i.

9. Let xn + iyn = (1 + i)n where n is a positive integer prove that


(a) x22n + y2n
2
= 4n (b) xn−1 yn − xn yn−1 = 2n .
1 1
10. Prove that the real value of z n + (z) n where z = reiθ , are given by
  
1 θ 2π
2r n cos +k , k = 0, 1, 2, · · · , n − 1.
n n
1.2. ELEMENTARY COMPLEX FUNCTIONS 9

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.

12. Prove that for any real x and natural number n


 n
ix + 1 −1
e2in cot (x) = 1.
ix − 1


13. Simplify√the following (i) (1 − i)99 (ii) (1 − i 3)999 (iii) (−i)1000
(iv) (− 3 + i)2000 .

1.2 Elementary Complex Functions


Let u and v be real and imaginary parts of w = f (z). Then since w = u + iv
depends on z = x+iy, it is clear that in general u depends on x and y and so is
v. Elementary functions are polynomials functions , Rational functions, Alge-
braic functions, Exponential functions, Trigonometric functions, Logarithmic
functions, Hyperbolic functions and Inverse hyperbolic functions.

1.2.1 Complex polynomials functions


Are defined by

w = a0 + a1 z + a2 z 2 + · · · + an z n , an 6= 0

are complex constant and n is a positive integer.

The function z = az + b is called a linear function (transformation).

1.2.2 Complex rational algebraic function:


These functions are defined as
P (z)
w=
Q(z)

where P (z) and Q(z) are polynomials.


The special case of w = az+b
cz+d
where ad − bc = 0 is often called a bilinear
transformation or linear fraction transformation.
10 CHAPTER 1. INTRODUCTION

1.2.3 Exponential functions


Complex exponential function ez

Example 1.2.1 Solve the following: (i) Show that |eiy | = 1


(ii) |ez | = ex (iii) Solve ez = 1 (iv) Solve ez = −1

Solution
(i) eiy = cos y + i sin y
p √
|eiy | = | cos y + i sin y| = cos2 y + sin2 y = 1 = 1

(ii) |ez | = |ex+iy | = |ex × eiy | = ex |eiy | = ex × 1 = ex

(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

iii ez = 1 iff z = 2kπi, k = 0, ±1, ±2, · · ·

iv ez = −1 iff z = (2k + 1)πi, k = 0, ±1, ±2, · · ·

Example 1.2.2 Show that ez = ez .

Solution
LHS = ez = ex+iy = ex−iy = ex e−iy

= ex (cos y − i sin y) = ex (cos y + i sin y)

= ex (cos y + i sin y) = ex eiy = ex+iy = ez = RHS


1.2. ELEMENTARY COMPLEX FUNCTIONS 11

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, · · ·


(b) ez = −i ⇐⇒ z = 12 + (2k + 1)πi , k = 0, ±1, ±2, · · ·

2. Find all values for which


(a) e4z = 1 (b) e3z = −1 (c) e2z = i (d) e5z = −i

3. Show that
2
(a) |eλiz | = exp(−2λxy (b) |exp(−λiz + ki)| = exp(λy) for λ and k
real.

1.2.4 Trigonometric functions by Euler formula:


We know that
eiz = cos z + i sin z (1.1)
and
e−iz = cos z − i sin z (1.2)
Adding Eqn (1.1) and Eqn (1.2) we get

eiz + e−iz = 2 cos z

eiz + e−iz
cos z = (1.3)
2
Subtracting Eqn(1.2) from Eqn(1.1) we get

eiz − e−iz = 2i sin z

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

2. Find the roots of the equations (i) cos z = 2 (ii) cos 2z = −i


1.2. ELEMENTARY COMPLEX FUNCTIONS 13

1.2.5 Logarithmic functions


We have
z = r(cos θ + i sin θ)

= r(cos(θ + 2kπ) + i sin(θ + 2kπ))

= rei(θ+2kπ) , k = 0, ±1, ±2, · · ·


 
∴ ln z = rei(θ+2kπ)

= ln r + ln ei(θ+2kπ)

= ln r + i(θ + 2kπ), k = 0, ±1, ±2, · · ·

= ln |z| + i(θ + 2kπ), k = 0, ±1, ±2, · · ·


We see that ln z is a multiple valued function when k = 0, then ln z becomes a
single-valued function and in this case it is called principal or principal branch.
The Logarithmic function can be defined for real base other than the base e.
Thus, w = loga z is defined for a > 0

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

Example 1.2.4 Let w = g(z)f (x) then

ln w = ln g(z)f (x)

ln w = f (x) ln g(z)

⇒ g(z)f (x) = ef (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
)


+ 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

(−i)i = ei ln(−i) (1.5)


The point −i lies on the negative part of imaginary axis,
so, arg(−i) = 3π
2
and r = |i| = 1
3π 3π
−i = e 2 i = e( 2 +2kπ)i , k = 0, ±1, ±2, · · ·
putting the value of −i in Eqn. (3.1)we have
( 3π
2 +2kπ)i
(−i)i = ei ln e , k = 0, ±1, ±2, · · ·

= ei×i( 2 +2kπ) , k = 0, ±1, ±2, · · ·

= e−( 2 +2kπ) , k = 0, ±1, ±2, · · ·

The principal value is when k = 0 ⇒ (−i)i = e− 2 .
1.2. ELEMENTARY COMPLEX FUNCTIONS 15

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

4. Find (i) Re{(1 − i)1+i } (ii) |(−i)−i |

5. Find the real and imaginary parts of z z where z = x + iy


 √ 
6. Show that ln −1 3
= 4π

2
− i 2 3
+ 2kπ i

1.2.6 Hyperbolic Functions


The following give the expressions of hyperbolic functions interns of exponen-
tial functions.
ez − e−z 1
sinh z = , cos echz =
2 sinh z
ez + e−z 1
cosh z = , sec hz =
2 cosh z
sinh z cosh z
tanh z = , coth z =
cosh z sinh z
The following properties also holds

i) cosh2 z − sinh2 z = 1

ii) coth2 z − 1 = cos eh2 z

iii) 1 − tanh2 z = sec h2 z

iv) cos(iz) = i cosh z

v) sin(iz) = i sinh z

vi) sinh(−z) = − sinh z

vii) tanh iz = − cot z

viii) cosh(−z) = cosh z

ix) tanh(−z) = − tanh z


16 CHAPTER 1. INTRODUCTION

x) sinh(z1 ± z2 ) = sinh z1 cosh z2 ± cosh z1 sinh z2


tanh z1 ± tanh z2
xi) tanh(z1 ± z2 ) =
1 ± tanh z1 tanh z2
Example 1.2.7 Show that sin z = sin x cosh y + i cos x sinh y

Solution

eiz − e−iz
sin z =
2i

ei(x+iy) − e−i(x+iy)
=
2i

eix−y − e−ix+y
=
2i

eix e−y − e−ix ey


=
2i
e−y (cos x + i sin x) − ey (cos x − i sin x)
sin z =
2i

= 1
2i
[e−y cos x − ey cos x + i(e−y sin x + ey sin x]

= cos x 2i1 [(e−y − ey ) + i sin x(e−y + ey )]

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

= i cos x sinh y + sin x cosh y

= sin x cosh y + i cos x sinh y

Example 1.2.8 Show that sin(iz) = i sinh z


1.2. ELEMENTARY COMPLEX FUNCTIONS 17

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

1.2.7 Inverse Trigonometry Function


The following are inverse trigonometry in terms of logarithmic functions
h 1
i
sin−1 z = −i log iz + (1 − z 2 ) 2
h 1
i
cos−1 z = −i log z + (z 2 − 1) 2
 
−1 i i+z
tan z = log
2
i−z
Proof. h i
1
sin−1 z = −i log iz + (1 − z 2 ) 2
18 CHAPTER 1. INTRODUCTION

Let w = sin−1 z ⇒ z = sin w

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. 

Example 1.2.10 Find the value tan−1 (1 − i)

Solution
1.2. ELEMENTARY COMPLEX FUNCTIONS 19

Let w = tan−1 (1 − i) then tan w = 1 − i


sin w
=1−i
cos w

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, · · ·

= 12 log 5 + i(θ + 2kπ), k = 0, 1, 2, · · ·

= 21 log 5 + i(tan−1 (2) + 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

2. Find all the value for √


(a) log(−4) (b) log( 3 − i) (c) cosh ix (d) sinh−1 (log(−1))

3. Show that tanh π(1+i)


4
=1

sin 2x sinh 2y
4. If tan z = u + iv, show that u = cos 2x+cosh 2y
, v= cos 2x+cosh 2y

5. Evaluate to 3 decimal places (i) e3−2i (ii) sin(5 − 4i)

6. Find the values (a) tan−1 (−i) (b) tan−1 (1 + i)


1
7. (a) Evaluate log i 2 (b) Solve for z, log z = π2 .
Chapter 2

Limit, Continuity and


Derivative of Complex Function

2.1 Limit of a complex Function


If f is a function f : D → C then f is said to have a limit as z → z0 if and only
if  > 0 ∃ a number δ() such that |f (z) − L| <  whenever 0 < |z − z0 | < δ
and z0 ∈ D.
lim f (z) = L
z→z0

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

lim f (z) = L1 + iL2


z→z0

if and only if L1 = lim u(x, y) and L2 = lim v(x, y)


x → x0 x → x0
y → y0 y → y0
z
Example 2.1.1 Evaluate limz→z0 f (z), where f (z) = z

21
22CHAPTER 2. LIMIT, CONTINUITY AND DERIVATIVE OF COMPLEX FUNCTION

Solution

Example 2.1.2 Find limz→i f (z), where


 2
 z , z 6= i
f (z) =
0, z = i

Solution

lim f (z) = lim z 2 = i2 = −1


z→i z→i

2.2 Continuity of a complex Function


Definition 2.2.1 A function f : D → C is continuous at z0 ∈ D if and only
if
lim f (z) = f (z0 ).
z→z0

Now for the example 3.3 above

limz→i f (z) = −1 and f (i) = 0 given

⇒ limz→i f (z) = −1 6= 0 = f (i)

∴ 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

2.3 Complex Derivative


Definition 2.3.1 Let f (z) be defined in some region R of the z-plane. Then
the function f (z) is said to be differentiable at a point z0 if the limit
f (z) − f (z0 )
lim (2.1)
z→z0 z − z0
2.3. COMPLEX DERIVATIVE 23

Let δz = z − z0 ⇒ z = z0 + δz and f (z) = f (z0 + δz)

f (z0 + δz) − f (z0 )


f 0 (z0 ) = lim
δz→0 δz

Example 2.3.1 Show that f (z) = z is not differentiable everywhere.

Solution

2.3.1 Analytic Function


Definition 2.3.2 If a function has derivative at a point z = z0 then f (z) is
said to be analytic at z = z0 .

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.

A point at which f (z) fails to be analytic is called a singular point or sin-


gularity of f (z). For example

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

i. f (z) = z is not analytic everywhere as we have seen earlier in Example


( 3.9).

ii. f (z) = |z|2 is not analytic everywhere, Since it is differentiable only at


the origin.

Theorem 2.3.1 If f (z) is analytic at z0 then it is continuous at z0


24CHAPTER 2. LIMIT, CONTINUITY AND DERIVATIVE OF COMPLEX FUNCTION

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

⇒ lim(f (z0 + δz) − f (z0 ) = 0


δ→0

lim f (z0 + δz) − lim f (z0 ) = 0


δz→o δz→0

⇒ lim f (z0 + δz) = f (z0 ),


δz→0

but z0 + δz = z and δz = z − z0 hence

lim f (z) = f (z0 )


z→z0


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.

∴ Eqn. (3.9) reduce to


 −iθ 
re
g(z) = z + z0 = z + z0 e−2iθ = z + z0 (cos 2θ − i sin 2θ), z 6= 0 (2.3)
reiθ

lim g(z) = lim [z + z0 (cos 2θ − i sin 2θ)]


z→z0 z→z0

If z0 6= 0, it is evident that g(z) in Eqn. (3.10) does not tend to a unique


limit for instance if θ = 0 then g(z) → z0 + z0 as z → z0 while if θ = π4 , then
g(z) → z0 − iz0 as z → z0 , since the two limits z0 + z0 and z0 − iz0 are not
equal then f 0 (z) does not exits.
2.3. COMPLEX DERIVATIVE 25

If z0 = 0, then g(z) → z0 as z → 0 in any manner.

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.

2.3.2 Partial Derivative


Definition 2.3.3 The partial derivative of real function u(x, y) with respect
to x at (x0 , y0 ) if exist if defined by
 
u(x0 + δx, y0 ) − u(x0 , y0 )
lim
δx→0 δx
and is denoted by
∂u(x0 , y0 )
or Ux (x0 , y0 )
∂x
The partial derivative of real function u(x, y) with respect to y at (x0 , y0 ) if
exist is defined by  
u(x0 , y0 + δy) − u(x0 , y0 )
lim
δy→0 δy
and is denoted by
∂u(x0 , y0 )
or Uy (x0 , y0 )
∂y
Given that f (z) = U (x, y) + iV (x, y). Then the partial derivative of f w.r.t x
and y are respectively at the point (x0 , y0 ).
fx (z0 ) = Ux (x0 , y0 ) + iV (x0 , y0 )
fy (z0 ) = Uy (x0 , y0 ) + iV (x0 , y0 )
Example 2.3.3 Let f (z) = z + i Then
F (z) = x + iy + i = x + i(y + 1)
where
U (x, y) = x and V (x, y) = y + 1

Ux (x, y) = 1 and Uy (x, y) = 0

Vx (x, y) = 0 and Vy (x, y) = 1


fx (z0 ) = Ux (x0 , y0 ) + iV (x0 , y0 ) = 1 + i(0) = 1
fy (z0 ) = Uy (x0 , y0 ) + iV (y0 , y0 ) = 0 + i(1) = i
26CHAPTER 2. LIMIT, CONTINUITY AND DERIVATIVE OF COMPLEX FUNCTION

Necessary condition for differentiability ( analytic of a


complex function )
Theorem 2.3.2 If f (z) = u(x, y) + iv(x, y). is analytic at z0 = x0 + iy0 , then
U and V satisfies Cauchy-Riemann (C-R) differential equations
∂u ∂v ∂v
∂x
= ∂y
and ∂x
= − ∂u
∂y

OR

ux = vy and vx = −uy

Proof. 

The sufficient condition for analyticity of a complex func-


tion is as follow
Theorem 2.3.3 Suppose f (z) = u(x, y) + iv(x, y) is defined in some neigh-
bourhood D of z and u, v, ux , uy , vx , and vy are continuous functions of z and
that u and v satisfies C − R equations at z then f (z) is analytic at z.

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

Example 2.3.5 Show that f (z) = x2 + y 2 + ixy is only analytic at z = 0

Solution

Example 2.3.6

Example 2.3.7 Determine the analyticity of the following functions

i. f (z) = y + ix

ii. f (z) = x2 − y 2 − 2ixy


2.3. COMPLEX DERIVATIVE 27

iii. f (z) = ex cos y − iex sin y

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

2. Use sufficient condition to show that f (z) = ez is analytic every where.

3. Determine the point(s) if any at which the functions


(a) f (x, y) = x2 − iy 2 is analytic
(b) f (x, y) = ey cos x + iey sin x

2.3.3 Harmonic Functions


Laplace theorem for any function u(x, y)

∂ 2u ∂ 2u
+ = 0 or uxx + uyy = 0
∂x2 ∂y 2

Definition 2.3.4 A function f (z) = u(x, y)+iv(x, y) is said to be harmonic if


u(x, y) satisfies the Laplace equation. v(x, y) is called the harmonic conjugate
for which f (z) is analytic.
28CHAPTER 2. LIMIT, CONTINUITY AND DERIVATIVE OF COMPLEX FUNCTION

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).

2. Show that the harmonic conjugate of u(x, y) = x(1 − y) in C is


2 2 2
v(x, y) = y − y2 + x2 + k and f (z) = U (x, y) + iv(x, y) = i z2 + z + ik.

3. Show that (i) U (x, y) = x (ii) U (x, y) = x2 − y 2 are harmonic and


find harmonic conjugate v such that f (z) = u(x, y) + iv(x.y) is analytic.

4. Prove that U (x, y) = ex [x sin y − y cos y] is harmonic. Find v(x, y) such


that f = u(x, y) + iv(x, y) is analytic.

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

Integration of complex variable


and Power Series

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

C : X = x(t) and Y = y(t) C : Z(t) = x(t) + iy(t), t − parameter If


x(t) = t and y(t) = t2 , 0 ≤ t ≤ 1 is the equation of the curve C is given by
z(t) = t + it2 , 0 ≤ t ≤ 1.

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

The length of a smooth curve C is given by


s 2  2
Z b 
dx(t) dy(t)
l= + dt, a ≤ t ≤ b.
a dt dt

When the points are continuous you take the integral. when the points are
discrete you take the summation.

Definition 3.1.3 A curve which is composed of a finite number of smooth


curve is called a piecewise or a conditionally smooth curve or Contour. e.g
(i) a square is a contour, (ii) a triangle is a contour, etc.

Definition 3.1.4 Simple Contour; Curve or Contour which is not intersecting


a point z(t1 ) 6= z(t2 ) ⇒ t1 6= t2 . that is, a Contour C is said to be simple if
for any two points t1 and t2 (where t1 6= t2 ) in a ≤ t ≤ b and z(t1 ) 6= z(t2 ).
However, if z(t1 ) = z(t2 ) and t1 6= t2 then z(t) is a simple closed contour. E.g
Consider a simple contour given by x(t) = a cos t and y(t) = a sin t, 0 ≤ t ≤ 2π.
Then z(t) = x(t) + iy(t) = a cos t + a sin t.
3.2. LINE INTEGRALS 31

When t = 0 : z(0) = a cos 0 + ia sin 0 = a


and when t = 2π : z(2π) = a cos 2π + ia sin 2π = a this implies z(t) is a simple
closed curve or contour.

3.2 Line Integrals


Definition 3.2.1 In general any integral which is to be evaluated along a
curve is called a line integral.

In the case of real definite integrals, the path of integration is an interval


on real axis, while in the case of complex definite integrals, the path of inte-
gration is a curve along (in the ) complex plane.

This leads to the integral along C


That is,
Z Z z(b)
f (z)dz = f (z)dz
C z(a)

Definition 3.2.2 Oriented Curves


A closed contour is said to be positively oriented if it is transverse in an
anticlockwise and is said to be negatively oriented if, it is transverse in the
clockwise direction(sense)

An open contour is said to be positively oriented if it is transverse from its


initial to its terminal points and negatively oriented if it is transverse from its
terminal to its initial points.
32CHAPTER 3. INTEGRATION OF COMPLEX VARIABLE AND POWER SERIES

Example 3.2.1 Evaluate the line integral


Z
z 2 dz, C : x = 2y, 0 ≤ y ≤ 1
C

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:

Example 3.2.5 Integrate f (z) = Im(z) = y, along the segment from z = 0


to z = 1 + i. Using
(a) path C1 (b) Path C2 in the diagram below.

Solution:

3.3 Taylor’s Series Representation


Definition 3.3.1 If f (z) is analytic at z = z0 then the series

X f n (z0 )(z − z0 )n f 0 (z0 )(z − z0 ) f 00 (z0 )(z − z0 )2 f (n) (z0 )(z − z0 )n
= f (z0 )+ + +· · ·+ +· · ·
n=0
n! 1! 2! n!
3.3. TAYLOR’S SERIES REPRESENTATION 33

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!

Theorem 3.3.1 (Taylor’s Theorem)


Suppose that f (z) is analytic in the interior of a circle C with centre at Z0
and radius R. Then the Taylor series for f converges to f (z) for all z inside
C. That is,

P∞ f (n) (z0 )(z − z0 )n


f (z) = n=0
n!
P∞ n f (n) (z0 )
= n=0 an (z − z0 ) where an =
n!

Proof.

Diagram

Let z be any point inside C. Construct a circle C1 with centre at z0 and


radius r and enclosing z.
Let w be any point on C1 : |w − z0 | = r.

Thus by Cauchy integral formula

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

1 R f (w)dw 1 R f (w)dw z − z0 R f (w)dw


c1
= + + ···
2πi w−z 2πi c1 w − z0 2πi c1 (w − z0 )2
 n
z − z0
f (w)dw
(z − z0 )n−1 R f (w)dw 1 R w − z0
+ c1
+
2πi (w − z0 )n 2πi c1 w−z
(3.3)
Using Cauchy integral formula on (3.3) we have

(z − z0 )f 0 (z0 ) (z − z0 )2 f 00 (z0 ) (z − z0 )n−1 (n−1)


f (z) = f (z0 ) + + + ··· + f (z0 ) + Rn
1! 2! (n − 1)!
 n
z − z0
f (w)dw
1 H w − z0
where Rn =
2πi c1 w−z
(3.4)
3.3. TAYLOR’S SERIES REPRESENTATION 35

To prove the required result, we need to show that

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 |

That is, limn→∞ |Rn | = 0 hence, the result.



Note: If a function f is analytic at a point z0 , then it can be expanded in
a convergent power series about that point. If z − z0 = h, then z = z0 + h and

h h2 hn X hn f (n) (z0 )
f (z0 + h) = f (z0 + f 0 (z0 ) + f (2) (z0 ) + · · · + f (n) (z0 ) =
1! 2! n! n=0
n!

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:

Example 3.3.3 Expand f (z) = ln(1 + z) about the point z = 0

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)!

3.4 Laurent Series Representation


Suppose that f (z) is not analytic in a circle C with centre at z = z0 and radius
R, but is analytic in the punctured region D = {z : 0 < |z − z0 | < R}. For
ez
example, the function f (z) = 3 , is not analytic at z = 0 but is analytic for
z
|z| > 0. Clearly, the function does not have Maclaurin Series representation.
However,
ez z2 z3 z4
 
1
f (z) = 3 = 3 1 + z + + + + ···
z z 2! 3! 4!

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.

3.4.1 Laurent Series


Let
P∞an be a complex number for n = 0, ±1, ±2, · · · The infinite series
n
n=−∞ an (z − z0 ) , is called a Laurent series, is expanded as
P∞ n
P−1 n
P∞
−∞ an (z − z0 ) = n=−∞ an (z − z0 ) + n=0 an (z − z0 )n
P∞ P∞
= n=1 a−n (z − z0 )−n + n=0 an (z − z0 )n
38CHAPTER 3. INTEGRATION OF COMPLEX VARIABLE AND POWER SERIES

Provided the series in the R.H.S of this equation converges.

Theorem 3.4.1 Laurent Theorem


If f (z) is analytic in the annulus (ring shaped region) between two concentric
circles C1 and C2 with centre at z = z0 and radii r1 and r2 (r2 > r1 ), then at
any point z within the annulus


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

Proof. Construct two concentric circles C1 and C2 as seen in the diagram


below

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

1 R f (w)dw 1 R f (w)dw z − z0 R f (w)dw


= + + ···
2πi c2 w − z 2πi c2 w − z0 2πi c2 (w − z0 )2
 n
z − z0
f (w)dw
(z − z0 )n−1 R f (w)dw 1 R w − z0
+ c2
+
2πi (w − z0 )n 2πi c2 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

1 R f (w)dw 1 R f (w)dw z − z0 R f (w)dw


= + + ···
2πi c1 w − z 2πi c1 w − z0 2πi c1 (w − z0 )2
 n
z − z0
f (w)dw
(z − z0 )n−1 R f (w)dw 1 R w − z0
+ c1
+
2πi (w − z0 )n 2πi c1 w−z
a−1 a−2 a−3 a−n
= + 2
+ 3
+ ··· + + Tn
z − z0 (z − z0 ) (z − z0 ) (z − z0 )n
(3.7)
 n
z−z0
1
Z
w−z0
f (w)dw
where Tn =
2πi c1 w−z
3.4. LAURENT SERIES REPRESENTATION 41

Combing (3.5), (3.6), and (3.7) yield:

f (z) = {a0 + a1 (z − z0 ) + a2 (z − z0 )2 + · · · + an−1 (z − z0 )n−1 }


a−1 a−2 a−n (3.8)
+ + 2
+ ··· + + Rn + Tn
z − z0 (z − z0 ) (z − z0 )n
To finally prove the theorem, we need to show that
(i) |Rn | → 0 as n → ∞

(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 |

That is, limn→∞ |Rn | = 0

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

That is, limn→∞ |Tn | = 0



X ∞
X
∴ f (z) = n
an (z − z0 ) + a−n (z − z0 )−n
n=0 n=1


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

3. Expand in Laurent series in powers of z −1 which represents the function


z
f (z) = in the regions
(z − 1)(z + 1)(z + 2)

(i) 0 < |z − 1| < 2


(ii) 2 < |z − 1| < 3
(iii) |z − 1| > 3

3.5 Singular Points


Definition 3.5.1 A point at which the function f (z) fails to be analytic is
called a singular point or singularity of f (z).

Definition 3.5.2 The point z0 is called an isolated singularity of f (z) if we


can find some neighbourhood of z0 that encloses no any other singular point
other than z0 .

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.

4. Branch point of multivalued functions are singular point such as


1 1
(i) f (z) = (z − 5) 2 has branch point(s) where (z − 5) 2 = 0, that is,
z = 5.
(ii) f (z) = ln(z 2 + z − 2) has branch points where z 2 + z − 2 = 0, that
is, z = −2, 1.

Definition 3.5.3 A singularity which is not isolated is called non-isolated


1
singularity. For example f (z) = e z−2 has non-isolated (or essential) singularity
at z = 2.

Suppose that z0 is an isolated singular point of a function f and f is analytic


in the annulus D : 0 < |z − z0 | < r, where r is the distance from z0 to the
nearest singular point of f other than z0 itself.
The utilising Laurent series we have ∀z ∈ D,

X
f (z) = an (z − z0 )n
n=0

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

then a singularity of this type is said to be a removable singularity.


sin z
For example f (z) = has singularity at z = 0.
z
z3 z5 z7
 
sin z 1
∴ f (z) = = z− + − + ···
z z 3! 5! 7!

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,

f (z) = a−m (z − z0 )−m + a−m+1 (z − z0 )−m+1 + · · · + a−2 (z − z0 )2

+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

In this case, z = z0 is said to be a Pole of order (or multiplicity)m. In


particular, when m = 1, z = z0 is said to be a simple pole.
sin z
For example f (z) = 4 has singularity at z = 0.
z
z3 z5 z7
 
sin z 1
∴ f (z) = 4 = 4 z − + − + ···
z z 3! 5! 7!

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

4. Find the principal parts of the following Laurent series

z2
(i) 4 .
z −1
ez
(ii) 4 for |z| > 0
z
3.6. CALCULUS OF RESIDUE 47

3.6 Calculus of Residue


Let f (z) be analytic everywhere inside and on a simple closed contour C except
at the point z = z0 which is a pole of order m. Then f (z) can be expanded as
a Laurent series at z = z0 as
a−m a−m+1 a−1
f (z) = m
+ m−1
+ ··· + + a0
(z − z0 ) (z − z0 ) (z − z0 )
(3.10)
a2 (z − z0 )2 an (z − z0 )n
+a1 (z − z0 ) + + ··· + + · · · an 6= 0
2! n!
Integrating (3.10) along C positively, we have
R R a−m R a−m+1
c
f (z)dz = C m
dz + C
dz + · · · +
(z − z0 ) (z − z0 )m−1
a−1
dz + c ∞
R R P n
C n=0 an (z − z0 ) dz
(z − z0 )

= 0 + 0 + · · · + a−1 (2πi) + 0 + 0 + · · · + 0

= 2πi(a−1 )

that is, Z
1
a−1 = f (z)dz
2πi c

a−1 is called the residue of f (z) at the point z = z0 .


We may also denote the residue of f (z) at the pole z = z0 by Res(f (z), z0 ) or
Res(z0 ).
1 2 2 22 24 25 26 z
Example 3.6.1 If f (z) = + + + + + + + ···
z 5 z 4 z 3 3z 2 4!z 5! 6!
24 2 2
then a−1 = = that is Res(f (z), z0 ) = Res(0) = .
4! 3 3
We can also use formula to find the residue of a function at a given pole.
a−m a−m+1 a−1
f (z) = m
+ m−1
+···+ + a0 + a1 (z − z0 ) + · · · (3.11)
(z − z0 ) (z − z0 ) (z − z0 )

then by multiplying (3.11) by (z − z0 )n gives Taylor’s series

(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

Proof. About each singularity zi , construct a circle Ci in C and such that


Ci ∩ Cj = φ for i 6= j.
3.6. CALCULUS OF RESIDUE 49

Then by Cauchy integral theorem for multiply connected region


R R R R
C
f (z)dz = C1
f (z)dz + C2
f (z)dz + · · · = Cn
f (z)dz

= 2πiRes(z1 ) + 2πiRes(z2 ) + · · · + 2πiRes(zn )

= 2πi{Res(z1 ) + Res(z2 ) + · · · + Res(zn )}


Pn
= 2πi k=1 Res(zk ).


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:


Example 3.6.3 Find the residue of ezt tan z at a simple pole z = 2
.

Solution:

Example 3.6.4 Show that


Z
sin z πi
4
dz = − ,
C z 3
where C is the circle described in the positive direction.

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

2. Find the residue of f (z) = tan z.

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)

3.7 Integrals Involving Circular Function


We are familiar with the idea that the unit circle C : |z| = 1 has the equation
z = eiθ , 0 ≤ θ ≤ 2π that is, z = cos θ + i sin θ and z −1 = cos θ − i sin θ. So that
z + z −1 z − z −1 dz
cos θ = , sin θ = and dz = ieiθ dθ = izdθ or dθ = we then
2 2i iz
3.7. INTEGRALS INVOLVING CIRCULAR FUNCTION 51

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

where f (z) is finite over the path of integration C : |z| = 1.


Example 3.7.1 Evaluate
Z 2π

0 1 + 3 cos2 θ
Solution:

Example 3.7.2 Prove that


Z 2π

ecos θ cos(sin θ − nθ)dθ = , n = 0, 1, 2, · · ·
0 n!
Solution:
52CHAPTER 3. INTEGRATION OF COMPLEX VARIABLE AND POWER SERIES

Exercise 12
1. Show that

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

e− cos θ {cos(nθ + sin θ)}dθ = (−1)n
0 n!

4. Show that

2πan
Z
cos nθ
dθ = , n = 0, 1, 2, · · ·
0 1 − 2a cos θ + a2 1 − a2

5. Show that

−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

Review of Some Complex Concepts


1. Recall that for any integer n = 0, ±1, ±2, ±3, · · · and a circle C with
centre at z0 and radius r positively oriented, then

I
dz  2πi n = 1
n
=
C (z − z0 ) 
0 n 6= 1

Or 
I  2πi n = −1
(z − z0 )n dz =
C 
0 n 6= −1
3.7. INTEGRALS INVOLVING CIRCULAR FUNCTION 53

2. Cauchy Integral Theorem :


Let a complex function f (z) be analytic in a simply connected region D
and C be a simple closed contour that lies in D. then
I
f (z)dz = 0
C

3. Cauchy Integral Formula:


Let a complex function say f (z) be analytic inside and on a simple closed
curve C and z0 is any point in C. Then f (n) (z0 ) exists for n = 0, 1, 2, 3, · · ·
and is given by
(i) I
(n) n! f (z)dz
f (z0 ) =
2πi C (z − z0 )n+1
and in particular when n = 0
(ii) I
1 f (z)dz
f (z0 ) =
2πi C (z − z0 )

Some Consequences of Cauchy Integral Formula


1. Morera’s Theorem

Theorem 3.7.1 Morera’s Theorem


RLet f be a continuous function in a simply connected domain D and
C
f (z)dz = 0 for every closed contour C in D, then f is analytic in D.
R
Proof. We first prove that C f (z)dz is independent of the path joining
any two points z0 and z in D

Diagram here

We let C1 and C2 be two contour in D, both with initial point z0 and


terminal point z, as shown in the diagram above.
∴ C = c1 ∪ C2 is now a simple closed contour and so
Z Z
f (z)dz = f (z)dz = 0 (hypothesis)
C c1 ∪C2
54CHAPTER 3. INTEGRATION OF COMPLEX VARIABLE AND POWER SERIES

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

We now show that f (z) is analytic.


Let z0 be held fixed and let |h| be chosen small enough so that the point
z + h lies in the domain D.

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

Theorem 3.7.2 Cauchy Inequality


If f (z) is analytic inside and on a circle C of radius r and centre at
z = z0 , then
M n!
f (n) (z0 ) ≤ n , n = 0, 1, 2, · · ·
r
where M is a constant 3 |f (z)| ≤ M

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

the equation of C is C : z − z0 = reiθ , 0 ≤ θ ≤ 2π


that is, z = z0 + reiθ and dz = ireiθ dθ
so that |dz| = |ireiθ dθ| = rdθ
thus, (3.15) reduce to
I 2π
(n) M n! M n!
|f (z0 )| ≤ rdθ = , n = 0, 1, 2, 3, · · ·
2πrn+1 0 rn

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

Let z0 be any point in C and let C be a circle centre at z0 and radius r.


Since f (z) is analytic for all z ∈ C, then by Cauchy inequality with n = 1, we
have
M
|f 0 (z0 )| ≤ .
r
Letting r → ∞, we deduce that |f 0 (z0 )| = 0 ⇐⇒ f 0 (z0 ) = 0. Since z0 is any
point in C, z0 can be replaced by z so that f 0 (z) = 0 ⇐⇒ f (z) =constant. 

Theorem 3.7.4 (Fundamental Theorem of Algebra)


Every polynomial equation

p(z) = a0 + a1 z + a2 z 2 + · · · + an z n = 0

of degree n ≥ 1 and an 6= 0 has atleast one root.

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. 

Corollary 3.7.5 Every polynomial equation

p(z) = a0 + a1 z + a2 z 2 + · · · + an z n = 0

where the degree n ≥ 1 and an 6= 0 has n roots.


58CHAPTER 3. INTEGRATION OF COMPLEX VARIABLE AND POWER SERIES

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 − α3 )Q3 (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

If C is a circle with centre at z0 and radius r,


then C : |z − z0 | = r ⇐⇒ z − z0 = reiθ , 0 ≤ θ ≤ 2π so that dz = ireiθ dθ and
|dz| = rdθ
Thus
1 R f (z)
f (z0 ) = dz
2πi C z − z0

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


|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

Definition 3.7.2 If z = z0 is a pole of order n of an analytic function f (z)


inside and on a simple closed curve C, then

Q(z)
f (z) = ,
(z − z0 )n

where Q(z) is an analytic at z = z0 and Q(z0 ) 6= 0.

Theorem 3.7.7 (The Argument Principle)


Let f (z) be analytic inside and on a simple closed curve C except for a finite
number of poles inside and suppose that f (z) 6= 0 on C. If N and P are
respectively, the number of the zero’s and poles inside C, then

f 0 (z)
Z
1
dz = N − P
2πi C f (z)

Proof. Let the zeros’ of f (z) be α1 , α2 , · · · , αk with respective orders n1 , n2 , · · · , nk


and that of poles of f (z) are β1 , β2 , · · · , βm with orders p1 , p2 , · · · , pn . Enclose
each zero and pole by non overlapping circles C1 , C2 , · · · , Ck and Γ1 , Γ2 , · · · , Γm
respectively.

(z − α1 )n1 (z − α2 )n2 · · · (z − αk )nk


f (z) = Q(z),
(z − β1 )p1 (z − β2 )p2 · · · (z − βm )pm

where Q(z) is analytic inside and on C such that f (z) 6= 0.


Forming logarithmic derivative, we have

ln F (z) = n1 ln(z − α1 ) + n2 ln(z − α2 ) + · · · + nk ln(z − αk )

−p1 ln(z − β1 ) − p2 ln(z − β2 ) − · · · − pm ln(z − βm )


3.7. INTEGRALS INVOLVING CIRCULAR FUNCTION 61

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

Term by term integration yields


k m
f 0 (z) Q0 (z)
Z Z X Z Z X
ns pt
dz = dz + dz − dz
C f (z) C s=1 z − αs C Q(z) C 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

Example 3.7.3 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)
Solution:

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

(a) f (z) = sin πz


(b) f (z) = cos πz
(c) f (z) = tan πz.

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)

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