Complex Variables and Functions Analysis
Complex Variables and Functions Analysis
Complex Variable
1.1 Introduction
The theory of functions of a complex variable, also called for brevity com-
plex variables or complex analysis, is one of the beautiful as well as useful
branches of mathematics that investigates functions of complex numbers.
Re z ≡ x, Im z ≡ y (1.2)
1
Class Notes on ECEG-6201
1.2. COMPLEX NUMBERS Analytical & Comp. Methods
as for real numbers. We identify (x, 0) with the real number x and hence
the complex number system is an extension of the real number system.
i ≡ (0, 1) (1.6)
i2 = −1 (1.7)
z = x + iy (1.10)
Let z = x+iy, then x−iy is called the complex conjugate of z and is denoted
by z̄ or z ∗ .
From Figure 1.1, x = r cos θ, y = r sin θ so that we have the polar form of
the complex number as
θ is the argument of z
y
θ = arg z = tan−1 (1.13)
x
For z = 0, arg z is not defined. For z ̸= 0 it is determined only up to integer
multiples of 2π. The value of θ that lies in the interval −π < θ ≤ π is called
the principal value of the argument of z(̸= 0) and is denoted by Arg z. Thus
by definition,
θ = Arg z, −π < Arg z ≤ π (1.14)
Example 1.1 Express 1 + i in polar form and determine the principal value of the
argument. ◀
Making use of
w2 w3
ew = 1 + w + + + ··· (1.15)
2! 3!
and putting w = iθ, we have
θ2 iθ3
eiθ = 1 + iθ − − + ···
2! 3!
θ2 θ4 θ3 θ5
= 1− + − − ··· + i θ − + − ···
2! 4! 3! 5!
= cos θ + i sin θ
z = x + iy = reiθ (1.16)
a0 + a1 z + a2 z 2 + · · · + an z n = a0 + a1 z̄ + a2 z̄ 2 + · · · + an z̄ n
(c) sin6 θ = 1
32 (10 − 15 cos 2θ + 6 cos 4θ − cos 6θ) ◀
Example 1.2 Prove the above statement and show that the q roots of z = x + iy
are
√
q
1
z = [r(cos θ + i sin θ)] q
1 2nπ + θ 2nπ + θ
= r cos
q + i sin , n = 0, 1, . . . , q − 1.
q q
1
Example 1.3 Find (1) 3 .
Exercise 1.3
1. Find all the roots of
1
(a) (1 + i) 3
√
3 34
(b) ( 12 + i 2 )
1
(c) i 3
1
(d) (−i) 6
1
(e) 32 5
2. Solve the equations
(a) x7 + x4 + x3 + 1 = 0
(b) (x − 1)4 + x4 = 0
(c) (1 + x)3 = i(1 − x)3
(d) (1 + x)n = (1 − x)n , n- integer. ◀
1.3.2 Derivatives
Let f (z) be a single-valued function of the variable z, the derivative of f (z)
is defined as
d f (z + ∆z) − f (z)
f ′ (z) ≡ f (z) = lim (1.21)
dz ∆z→0 ∆z
provided the limit exits independent of the manner in which ∆z → 0.
If the limit (1.21) exits for z = z0 , then f (z) is called analytic at z0 . If the
limit exits for all z in a region R, then f (z) is called analytic in R. In order
to be analytic, f (z) must be single-valued and continuous. The converse,
however, is not necessarily true.
Example 1.8
1. Show that the real and imaginary parts u and v of an analytic function satisfy
the Laplace’s equation, viz.,
∂2ψ ∂2ψ
+ =0
∂x2 ∂y 2
Note that when the function f (z) is known to be analytic, it can be differ-
entiated in the ordinary way as if it is a real variable. Thus
f (z) = z 2 ⇒ f ′ (z) = 2z
f (z) = sin z ⇒ f ′ (z) = cos z, etc.
Exercise 1.5
1. Show that the following functions are non-analytic
(a) |z|2
(b) z − z̄
(c) 2x + ixy 2
(d) ex e−iy
(e) z|z|
2. Show that f ′ (z) exits everywhere
(a) f (z) = iz + 2
(b) f (z) = e−x e−iy
(c) f (z) = z 3
(d) f (z) = cos x cosh y − i sin x sinh y
3. Are the following functions analytic?
(a) f (z) = z 4
(b) f (z) = i|z|4
(c) f (z) = i/z
1
(d) f (z) = , z ̸= 2
z−2
(e) f (z) = arg z
(f) f (z) = (1 + i)z 2
(g) f (z) = Re z/Im z
(h) f (z) = (1 + i)(x + y)2
(i) f (z) = ln |z| + iArg z
Exercise 1.6
(a) Determine an analytic function whose imaginary part is 2x(1 − y).
(b) Determine an analytic function whose real part is e2x (x cos 2y−y sin 2y).
(c) Find p such that the function f (z) = r2 cos 2θ + ir2 sin pθ is analytic.
(d) Prove that there is no analytic function whose imaginary part is x2 −2y.
(e) Show that the function u = e−2xy sin(x2 − y 2 ) is harmonic.
p
(f) Show that the function f (z) = |xy| is not regular at the origin, al-
though all the R-C relations are satisfied. ◀
The ratio test for real series can be employed to investigate the absolute
convergence of complex power series.
1 |an+1 |
= lim (1.26)
R n→∞ |an |
Alternatively, the series (1.24) is absolutely convergent if |z| < R and diver-
gent if |z| > R.
Example 1.9 Find the part of the z-plane for which the following series are con-
vergent
∞
X zn
1.
n=0
n!
∞
X
2. n!z n
n=0
∞
X zn
3. ◀
n=0
n
Exercise 1.8 Find the part of the z-plane for which the following series are con-
vergent
∞
X n!
1. n
zn
n=0
(n + 1)
∞
X n
2. zn
n=0
n2 +1
∞
X n2 n
3. z ◀
n=0
3n
az 2 + bz + c = 0, (a ̸= 0)
−b + (b2 − 4ac)1/2
z=
2a
where the two roots are to be considered when b2 − 4ac ̸= 0.
2. Use the above result to show the roots of
z 2 + 2z + (1 − i) = 0
1 i 1 i
are −1 + √ + √ , and −1 − √ −√ ◀
2 2 2 2
1.5.1 Logarithms
The natural logarithm of z = x + iy denoted by ln z is defined as the inverse
of the exponential function; i.e., w = ln z is defined for z ̸= 0 by the relation
ew = z
If z = reiθ , then
ln z = Ln z ± 2nπi, (n = 0, 1, 2, 3, . . .) (1.36)
z c = ec ln z (c complex, z ̸= 0) (1.37)
Exercise 1.20 The inverse of sine w = sin−1 z is defined such that sin w = z and
1
so on. Using sin w = 2i (eiw − e−iw ) and similar relations show that
√
1. sin−1 z = −i ln(iz + 1 − z 2 )
√
2. cos−1 z = −i ln(z + z 2 − 1)
√
3. cosh−1 z = ln(z + z 2 − 1)
√
4. sinh−1 z = ln(z + z 2 + 1)
i i+z
5. tan−1 z = ln
2 i−z
1 1+z
6. tanh−1 z = ln ◀
2 1−z
Example 1.11 Given w = f (z) = z +(1−i) determine the region D′ of the w-plane
corresponding to the rectangular region D in the z-plane bounded by x = 0, y =
0, x = 1, y = 2. ◀
Suppose two curves C1 , C2 in the z-plane intersect at the point P and the
corresponding curves C1′ , C2′ in the w-plane intersect at P ′ under the trans-
formation w = f (z) (see Fig. 1.2). If the angle of intersection of the curves
at P is the same as the angle of intersection of the curves at P ′ , both in
magnitude and sense, then the transformation is said to be conformal at P .
Figure 1.2: Two curves C1 and C2 in the z-plane, which are mapped onto
C1′ and C2′ in the w-plane.
Exercise 1.22 Show that under the conformal transformation w = f (z), the
lengths of the arcs through P are magnified in the ratio ρ : 1, where ρ = |f ′ (z)|.
Thus an infinitesimal length in the z-plane is magnified by a factor |f ′ (z)| in the
w-plane and consequently infinitesimal ares in the z-plane are magnified by the
factor |f ′ (z)|2 in the w-plane. Also the tangent to the curve C at P is rotated
through an angle ϕ = Arg [f ′ (z)] under the given transformation.
Reiϕ = ρrei(θ+α)
⇒ R = ρr and ϕ = θ + α
3. Inversion: w = 1/z
Let z = reiθ and w = Reiϕ . Then
1 1
Reiϕ = e−iθ ⇒ R = , ϕ = −θ
r r
Thus the transformation maps the point P (r, θ) in the z-plane into the
point P ( 1r , −θ) in the w-plane.
az + b
4. Bilinear or Mobius transformation: w =
cz + d
For ad − bc ̸= 0, the bilinear transformation is a combination of i )
translation, ii ) rotation and magnification, and iii ) inversion. This
can be seen by rewriting w as
a bc − ad 1
w= +
c c2 d
z+
c
Exercise 1.23
1. Under w = eiπ/4 z, determine the image of the region bounded by the lines
x = 0, y = 0 and x + y = 1.
2. Find the image of the circle |z| = 2 under the transformation w = z + 3 + 2i.
3. Find the image of the following curves under the mapping w = 1/z
(a) the line y − x + 1 = 0
(b) the circle |z − 3| = 5.
4. Show that the map of the real axis of the z-plane on the w-plane by the
1
transformation w = z+i is a circle and find its center and radius.
5. Find and sketch the image of the following regions under the mapping w = ez ,
(a) |x| < 1, |y| < π/2
(b) x < 1, |y| ≤ π
(c) 0 ≤ y ≤ π/2.
2 2
−b
6. Show that the transformation w = z + a 4z transforms the circle |z| =
1
2 (a + b) in the z-plane into an ellipse of semi-axes a, b in the w-plane.
7. Find the electrostatic potential V (r, θ) in the space 0 < r < 1, 0 < θ < π/4,
bounded by the half planes θ = 0 and θ = π/4 and portion 0 ≤ θ ≤ π/4 of the
cylindrical surface r = 1, when V = 1 on the planar surfaces and V = 0 on
the cylindrical one. Verify that the solution obtained satisfies the boundary
conditions. ◀
ϕ(z)
If f (z) = , ϕ(a) ̸= 0, where ϕ(z) is analytic everywhere in a region
(z − a)n
including z = a, and if n is a positive integer, then f (z) has an isolated
singularity at z = a which is called a pole of order n. If n = 1, the pole is
often called a single pole; if n = 2, it is called a double pole, and so on.
z
For example, f (z) = has two singularities; a pole of or-
(z − 3)2 (z + 1)
3z − 1
der 2 at z = 3 and a single pole at z = −1. Similarly f (z) = 2 =
z +4
3z − 1
has two poles at z = ±2i.
(z + 2i)(z − 2i)
An alternative definition is that
For instance,
z3 z5
sin z 1
f (z) = = z− + − ···
z z 3! 5!
z2 z4
= 1− + − ···
3! 5!
therefore limz→0 f (z) = 1, and so f (z) has a removable singularity at z = 0.
Exercise 1.24 Find the singularities, if any, and describe their type (use power
series if needed)
z2
1.
(z + 1)3
sin mz
2. , m ̸= 0
z 2 + 2z + 1
1 − cos z
3.
z
1
−
4. e (z−1)2
sin z
5. ◀
z−π
R 1+i
Example 1.13 Evaluate 0
(x2 − iy)dz along paths a) y = x, b) y = x2 .
The Cauchy’s integral formulas show that if the function f (z) is known on
the closed curve C then it is also known within C, and the various deriva-
tives at points within C can be calculated. Thus if a function of complex
variable has a first derivative, it has all higher derivatives as well. This, of
course, is not necessarily true for functions of real variables.
3z 2 + z
I
2. 2
dz, C is the circle |z − 1| = 1
C z −1
e2z
I
3. 4
dz, C is the circle |z| = 2.
C (z + 1)
Exercise 1.28
3z 2 + 7z + 1
I
1. Evaluate dz, where C is (a) |z| = 1.5 (b) |z + i| = 1.
C z+1
I
cos πz
2. Evaluate 2−1
dz, around the rectangle with vertices (a) 2 ± i, −2 ± i (b)
C z
−i, 2 − i, 2 + i, i.
sin2 z
I
3. Evaluate 3
dz, where C is |z| = 1.
C (z − π/6)
4. Let C be the unit circle z = eiθ (−π ≤ θ ≤ π). First show that for any real
constant a, Z az
e
dz = 2πi
C z
Then write the integral in terms of θ to derive the integral formula
Z π
ea cos θ cos(a sin θ)dθ = π
0
4z 2 + z + 5
I
x2 y2
5. If f (ξ) = dz, where C is the ellipse 4 + 9 = 1, find
z−ξ
′ ′′
f (1), f (i), f (−1), f (−i). ◀
Exercise 1.30 Find the Taylor series of the following functions with the given
points as centers and determine the radius of convergence.
1. ez , πi
z
2. e , 1
3. e−2z , 0
1
4. , 1
z2
1
5. , 1+i
z+2
6. ln z, 1
7. sinh(z − 4i), 4i
z
8. , 2
(z + 1)(z + 2)
9. ln(1 + z), 0.
Exercise 1.31 Find the Maclaurin series by integrating that of the integrand term
by term
Z z t
e −1
1. dt
0 t
Z z
1 − cos t
2. dt
0 t2
Z z
2 2
3. erf(z) = √ e−t dt (the error function)
π 0
Z z
sin t
4. Si(z) = dt (the Sine integral)
0 t
Z z
5. S(z) = sin t2 dt (Fresnel integrals)
0
Z z
6. C(z) = cos t2 dt (Fresnel integrals.) ◀
0
Figure 1.3: The region of convergence R for a Laurent series of f (z) about
a point z = z0 where f (z) has a singularity.
where
I I
1 f (ξ) 1
an = dξ, bn = (ξ − z0 )n−1 f (ξ)dξ
2πi C (ξ − z0 )n+1 2πi C
1
4. , z = 0, −2
z(z + 2)3
Exercise 1.33 Expand the following functions in Laurent’s series
1
1. , |z| > 2
z−2
1
2. 2 , 1 < |z| < 3
z − 4z + 3
1
3. , |z| > 2
z(z − 1)(z − 2)
1 − cos z
4. , z=0
z3
ez
5. , z=1
(z − 1)2
4z 2 + 2z − 4
6. , 2 < |z − 2| < 3
z 3 − 4z
7. z 2 sinh( z1 ), z = 0. ◀
I
sin z
Example 1.20 Evaluate dz, around the unit circle C. ◀
C z4
1 dm−1
Res f (z) = lim [(z − z0 )m f (z)] (1.54)
z=z0 (m − 1)! z→z0 dz m−1
Example 1.21
z2
1. Determine the poles of the function f (z) = and the residue
(z − 1)2 (z + 2)
at each pole.
sin z
2. Find the sum of the residues of the function f (z) = at its poles inside
z cos z
the circle |z| = 2.
ez
I
Example 1.22 Evaluate dz, where C is the circle |z − 1| = 3.
(z + 1)2
IC
2z − 1
Example 1.23 Evaluate dz, where C is the circle |z| = 2.
C z(z + 1)(z − 3)
Exercise 1.36 Determine the poles and the residues at each pole.
2z + 1
1.
z2 −z−2
1 − e2z
2.
z4
z
3.
cos z
4. tan z.
Exercise 1.37 Find the residues at z = 0
1. z cos( z1 )
2. csc2 z
1 + ez
3. .
sin z + z cos z
Exercise 1.38 Evaluate the following integrals
I
sin πz
1. dz, C : |z − i| = 2
C z4
I
z
2. dz, C : |z − 2| = 1.5
C (z − 1)(z − 2)2
sin πz 2 + cos πz 2
I
3. 2 2
dz, C : |z| = 3
C (z − 1) (z − 2)
ez
I
4. dz, C : |z − i| = 1.5
C cos πz
I
dz
5. , C : |z| = 4
C sinh z
I
tan πz
6. dz, C : |z + 1.5i| = 1. ◀
C z3
Z 2π
F (cos θ, sin θ)dθ
0
Z 2π
Integrals of the type F (cos θ, sin θ)dθ, where F (cos θ, sin θ) is a rational
0
function of cos θ and sin θ:
z + z −1 z − z −1 dz
Z 2π I
F (cos θ, sin θ)dθ = F , (1.55)
0 C 2 2i iz
Z 2π
dθ
Exercise 1.39 Evaluate . ◀
0 2 + cos θ
Z ∞
f (x)
dx
−∞ F (x)
Z ∞
f (x)
Integrals of the type dx, where f (x) and F (x) are polynomials in
−∞ F (x)
x such that xf (x)
F (x) → 0 as x → ∞ (degree of F is at least two units higher
than f ) and F (x) has no zeros on the real axis:
I
f (z)
Consider dz over the closed contour C consisting of the real axis
C F (z)
from −R to R and the semi-circle C1 of radius R in the upper half plane
(Fig. 1.4).
I
f (z) f (z)
dz = 2πi(sum of residues of in the upper half plane)
C F (z) F (z)
or Z Z R
f (z) f (x) X f (z)
dz + dx = 2πi Res
C1 F (z) −R F (x) F (z)
∞
x2
Z
Exercise 1.40 Evaluate dx, (a > 0, b > 0) ◀
−∞ (x2 + a2 )(x2 + b2 )
Z ∞
f (x)
dx, F (x) has zeros on the real axis
−∞ F (x)
In such case we proceed in a manner similar as in the above case except that
the singularities on the real axis are encircled in a small semi-circle to avoid
their inclusion in C, i.e., the contour C is indented at these singularities
(Fig. 1.5).
Figure 1.5: An indented contour used when the integrand has a simple pole
on the real axis.
Exercise 1.41 Show that if f (z) has a simple pole at z = a on the real axis (Fig.
1.6), then Z
lim f (z)dz = πiRes f (z)
r→0 C2 z=a
Z ∞
dx
Example 1.24 Evaluate ◀
−∞ (x2 − 3x + 2)(x2 + 1)
Figure 1.6:
Fourier Integrals
Z ∞ Z ∞
f (x) f (x)
cos sx dx and sin sx dx, where f (x) and F (x) are de-
−∞ F (x) −∞ F (x)
fined as above.
I
f (z) isz
Consider e dz, then
C F (z)
Z ∞
f (x) X f (z) isz
cos sx dx = −2π Im Res [ e ]
−∞ F (x) F (z)
Z ∞
f (x) X f (z) isz
sin sx dx = 2π Re Res [ e ]
−∞ F (x) F (z)
∞
x2
Z
10. dx
−∞ x4 −1
Z ∞
sin mx
11. dx, m > 0, a > 0
0 x(x2 + a2 )
Z ∞
dθ
12.
0 (5 − 3 cos θ)2
Z ∞
sin x
13. dx
−∞ x4 + 4x + 5
Z ∞
(2n)!
14. sin2n θ dθ ans. π (n = 1, 2, . . .)
0 22n (n!)2
Z ∞
ln x
15. dx ans. −π/4 ◀
0 (x2 + 1)2
De Moivre's relation states that for a complex number z with modulus r = 1, zn = (cos nθ + i sin nθ). This can be used to derive trigonometric identities such as cos 2θ = 2cos² θ - 1 and sin 2θ = 2sin θ cos θ. For instance, applying de Moivre's theorem for n = 2 gives (cos θ + i sin θ)² = cos(2θ) + i sin(2θ). Expanding the left side and equating real and imaginary parts with the right side yields the identities: cos 2θ = cos² θ - sin² θ, which simplifies to cos 2θ = 2cos² θ - 1, and sin 2θ = 2sin θ cos θ .
The residue method simplifies evaluating certain definite real integrals by exploiting complex function integration over closed contours. A real integral over finite bounds can be transformed to a complex integral by contour integration if the integrand has isolated singularities within the contour. For instance, the integral ∫F(cos θ, sin θ)dθ from 0 to 2π can be solved using residue calculation within a closed curve C enclosing relevant singularities. The integral becomes ∫_C F(z)dz from which residues are computed to find the real integral value .
Cauchy's integral formulas state that if f(z) is analytic within and on a closed curve C, and a is any point inside C, then f(a) = (1/2πi)∫_C f(z)/(z-a) dz. The formula extends to derivatives, where the nth derivative at a is given by f⁽ⁿ⁾(a) = (n!/2πi)∫_C f(z)/(z-a)ⁿ⁺¹ dz. These formulas imply that the function value and all derivatives within the contour are determined by the values on the contour, highlighting holomorphic functions' unique extendability .
An analytic function of a complex variable is a function f(z) that has a derivative at point z and at every point in some neighborhood of z. The circle of convergence refers to the region within which a power series converges to an analytic function. For a series centered at z0, this convergence occurs within a circle in the complex plane of radius determined by the distance to the nearest singularity of the function. Inside this circle, the series f(z) = Σan(z−z0)^n describes an analytic function .
Taylor series are used to expand functions that are analytic within a certain region, particularly within a circle centered at z0. It is expressed as f(z) = Σaₙ(z−z0)ⁿ where aₙ = (1/n!)f⁽ⁿ⁾(z0). Laurent series, which extend Taylor series to include terms with negative exponents, expand functions having singularities. The region of convergence for Laurent series is an annulus where the function is analytic except at isolated singularities. These series allow evaluating values, and derivatives of functions in their respective regions of convergence .
To verify Euler’s formula in the complex plane, e^(iθ) = cos θ + i sin θ, one expands e^(iθ) using the power series expansion e^w = 1 + w + w²/2! + ..., where w is replaced by iθ. The resulting series naturally separates into real cosine and imaginary sine components, confirming e^(iθ) = cos θ + i sin θ. This identity underpins complex exponential functions' representation, linking trigonometric and exponential forms, essential for transforming, solving, and analyzing complex analysis problems in fields like signal processing and control systems .
The residue theorem states that for a function f(z) analytic except at isolated singularities within a closed contour C, the integral ∫_C f(z)dz = 2πi Σ Res(z=zj)f(z), where Res(z=zj) are the residues at the singular points zj. For a simple pole at z0, the residue is calculated as Res(z=z0)f(z) = lim_(z→z0)(z-z0)f(z). For higher order poles, it involves derivatives: Res(z=z0)= (1/(m−1)!) lim_(z→z0) dⁿ⁻¹/dzⁿ⁻¹((z-z0)ⁿf(z)), where m is the pole's order .
A complex number z in the form x + iy can be expressed in polar form as z = r(cos θ + i sin θ), where r = |z| = √(x² + y²) is the modulus, and θ is the argument arg z = tan⁻¹(y/x). The principal value of the argument is the value of θ such that -π < θ ≤ π. As an example, for the complex number 1 + i, the modulus r = √2 and the argument θ = π/4. Thus, its polar form is √2 (cos(π/4) + i sin(π/4)), and the principal value of the argument is π/4 .
When two complex numbers z1 = r1(cos θ1 + i sin θ1) and z2 = r2(cos θ2 + i sin θ2) are multiplied, their product in polar form is z1z2 = r1r2[cos(θ1 + θ2) + i sin(θ1 + θ2)]. This result illustrates that the modulus of the product is the product of the moduli (|z1z2| = |z1||z2|), and the argument of the product is the sum of their arguments (arg(z1z2) = arg(z1) + arg(z2)).
The region of convergence of a Laurent series is significantly affected by the presence of singular points. A Taylor series converges within a disk where the function is analytic, omitting singular points. However, a Laurent series converges in an annular region that is defined by the distances to the nearest singularities. This means the series is constructed around a singularity, converging in an area where the function behaves well except at those isolated singularities, thus capturing the function’s analytic periodicity and behavior near singular points .