Mam 281 Num
Mam 281 Num
Functions
Solution. (a)
(b)
        (c)
                       1           1
               f (z) =    =
                     i − z −x + (1 − y)i
                     −x − (1 − y)i
                    = 2
                     x + (1 − y)2
                            x             1−y
                    =− 2           2
                                     −i 2
                       x + (1 − y)     x + (1 − y)2
        (d)
               f (z) = exp(z2 ) = exp((x + yi)2 )
                    = exp((x2 − y2 ) + 2xyi)
                           2 −y2
                    = ex           (cos(2xy) + i sin(2xy))
                         x2 −y2                     2 −y2
                    =e             cos(2xy) − iex           sin(2xy)
                                                                                             
     2. Suppose that f (z) = x2 − y2 − 2y + i(2x − 2xy), where z = x + iy. Use the expressions
                                           z+z                z−z
                                           x=     and y =
                                            2                  2i
        to write f (z) in terms of z and simplify the result.
        Solution. We have
               f (z) =      x2 − y2 − 2y + i(2x − 2xy)
                     =      x2 − y2 + i2x − i2xy − 2y
                     =      (x − iy)2 + i(2x + 2iy)
                     =      z2 + 2iz.
                                                                                             
     3. Suppose p(z) is a polynomial with real coefficients. Prove that
         (a) p(z) = p(z);
         (b) p(z) = 0 if and only if p(z) = 0;
         (c) the roots of p(z) = 0 appear in conjugate pairs, i.e., if z0 is a root of p(z) = 0,
             so is z0 .
  4. Let
                                                  z
                                          T (z) =    .
                                                z+1
     Find the inverse image of the disk |z| < 1/2 under T and sketch it.
                                                        1
           T −1 (D) = {z ∈ C : T (z) ∈ D} = {|T (z)| < }
                                                      2
                             z        1
                    = z:           <      = {2|z| < |z + 1|}.
                           z+1        2
     So
                                        
               −1                1  2
           T        (D) = z : z − <
                                 3  3
  5. Sketch the following sets in the complex plane C and determine whether they are
     open, closed, or neither; bounded; connected. Briefly state your reason.
      (a) |z + 3| < 1;
      (b) | Im(z)| ≥ 1;
      (c) 1 ≤ |z + 3| < 2.
     Solution. (a) Since {|z + 3| < 1} = {(x + 3)2 + y2 − 1 < 0} and f (x, y) = (x + 3)2 +
     y2 − 1 is a continuous function on R2 , the set is open. It is not closed since the only
     sets that are both open and closed in C are 0/ and C.
     Since
|z| = |z + 3 − 3| ≤ |z + 3| + | − 3| = |z + 3| + 3 < 4
     for all |z + 3| < 1, {|z + 3| < 1} ⊂ {|z| < 4} and hence it is bounded.
     It is connected since it is a convex set.                                            
     6. Show that
             | sin z|2 = (sin x)2 + (sinh y)2
       for all complex numbers z = x + yi.
       Proof.
                | sin(z)|2 = | sin(x + yi)|2 = | sin(x) cos(yi) + cos(x) sin(yi)|2
                          = | sin(x) cosh(y) − i cos(x) sinh(y)|2
                          = sin2 x cosh2 y + cos2 x sinh2 y
                          = sin2 x(1 + sinh2 y) + cos2 x sinh2 y
                          = sin2 x + (cos2 x + sin2 x) sinh2 y = (sin x)2 + (sinh y)2 .
                                                                                           
2.1 Basic notions                                                                          25
7. Show that
Proof.
  8. Show that
                                 tan z1 + tan z2
           tan(z1 + z2 ) =
                               1 − (tan z1 )(tan z2 )
     for all complex numbers z1 and z2 satisfying z1 , z2 , z1 + z2 6= nπ + π/2 for any integer
     n.
Proof. Since
     and
                                                 i(e−iz1 − eiz1 )
                                                                    −iz
                                                                     i(e 2 − eiz2 )
                                                                                   
                1 − (tan z1 )(tan z2 ) = 1 −
                                                   eiz1 + e−iz1        eiz2 + e−iz2
                 (e−iz1 + eiz1 )(e−iz2 + eiz2 ) + (e−iz1 − e−iz1 )(e−iz2 − eiz2 )
              =
                                  (e−iz1 + eiz1 )(e−iz2 + eiz2 )
                      ei(z1 +z2 ) + e−i(z1 +z2 )
              =2                                  ,
                   (eiz1 + e−iz1 )(eiz2 + e−iz2 )
we have
        Alternatively, we can argue as follows if we assume that the identity holds for z1 and
        z2 real. Let
                                                tan z1 + tan z2
              F(z1 , z2 ) = tan(z1 + z2 ) −                          .
                                              1 − (tan z1 )(tan z2 )
        We assume that F(z1 , z2 ) = 0 for all z1 , z2 ∈ R with z1 , z2 , z1 + z2 6= nπ + π/2.
        Fixing z1 ∈ R, we let f (z) = F(z1 , z). Then f (z) is analytic in its domain
                                      C\({nπ + π/2} ∪ {nπ + π/2 − z1 }).
        And we know that f (z) = 0 for z real. Therefore, by the uniqueness of analytic
        functions, f (z) ≡ 0 in its domain. So F(z1 , z2 ) = 0 for all z1 ∈ R and z2 ∈ C in its
        domain.
        Fixing z2 ∈ C, we let g(z) = F(z, z2 ). Then g(z) is analytic in its domain
                                      C\({nπ + π/2} ∪ {nπ + π/2 − z2 }).
        And we have proved that g(z) = 0 for z real. Therefore, by the uniqueness of analytic
        functions, g(z) ≡ 0 in its domain. Hence F(z1 , z2 ) = 0 for all z1 ∈ C and z2 ∈ C in
        its domain.                                                                        
        Solution. Since cos z = (eiz + e−iz )/2, it comes down to solve the equation eiz +
        e−iz = 6, i.e.,
              w + w−1 = 6 ⇔ w2 − 6w + 1 = 0
                                                                      √
        if we let w = eiz . The roots of w2 − 6w + 1 = 0 are w = 3 ± 2 2. Therefore, the
        solutions for cos z = 3 are
                             √                      √                           √
              iz = log(3 ± 2 2) ⇔ z = −i(ln(3 ± 2 2) + 2nπi) = 2nπ − i ln(3 ± 2 2)
        for n integers.                                                                          
                          π     
 10. Calculate sin             +i .
                           4
        Solution.
                     π     1
               sin      + i = (ei(π/4+i) − e−i(π/4+i) )
                      4       2i
                              1
                            = (e−1 eπi/4 − ee−πi/4 )
                              2i
                              1  −1      π       π           π    π 
                            =      e (cos + i sin ) − e(cos − i sin )
                              2i
                              √          4       4           4    4
                                          √             
                                 2     1       2        1
                            =       e+     +       e−       i
                               4       e      4         e
                                                                                                 
2.1 Basic notions                                                          27
                  π   
  11. Compute cos    +i .
                   3
     Solution.
                  π     1
            cos      + i = (ei(π/3+i) + e−i(π/3+i) )
                   3       2
                           1 −1 πi/3
                         = (e e       + ee−πi/3 )
                           2
                           1  −1     π        π         π    π 
                         =    e (cos + i sin ) + e(cos − i sin )
                           2          3        3         3    3
                                    √               
                           1      1        3i        1
                         =    e+      −        e−
                           4      e       4          e
Solution. We have
                                                    √
 13. Let f (z) be the principal branch of           3 z.
           Solution.
                                                                   √
                                1               1 πi          πi    3 i
                   f (−i) = exp( Log(−i)) = exp( (− )) = exp(− ) =   −
                                3               3  2          6    2   2
                                                                           
     Proof. Since
            f (z1 ) f (z2 )        1          1        1
                            = exp( Log z1 + Log z2 − Log(z1 z2 ))
               f (z1 z2 )          3          3        3
                                   1
                            = exp( (Log z1 + Log z2 − Log(z1 z2 )))
                                   3
                                    i                                      2nπi
                            = exp( (Arg z1 + Arg z2 − Arg(z1 z2 ))) = exp(      )
                                   3                                        3
     for some integer n, λ = exp(2nπi/3). Therefore,
                  
                  1 √
                               if n = 3k
           λ=         −1+   3i
                          2     if n = 3k + 1
                   −1−√3i
                  
                          2     if n = 3k + 2
     where k ∈ Z.                                                                       
(d − a)z = b.
     This equation has one solution b/(d − a), if d 6= a. It has no solution, if d = a and
     b 6= 0. And, finally, it has infinitely many solutions, if d = a and b = 0.
     Notice that in the last case we have d = a and b = c = 0. Since ad − bc 6= 0, then
     a = d 6= 0. Thus we have
                                                    az
                                           T (z) =     = z.
                                                    d
     That is the identity, which is excluded.
     (b) (i) From part (a), if c 6= 0 and (d − a)2 + 4bc 6= 0, we will have 2 fixed points.
     Hence, the function
                                                       1
                                              T (z) =
                                                       z
     is an example with two fixed points: −1 and 1.
     (ii) Now, a function with one fixed point, is the following
                                                    z
                                             T (z) = .
                                                    2
     (iii) Finally, with no fixed points, we have
T (z) = z + 1.
     Thus
                     ez − e−z         ez − e−z
                                                
            cosh z =          =                      = cosh z
                         2                2
                                                                                        
2.1 Basic notions                                                                          31
 18. Find all solutions z ∈ C of of the following (express your answers in the form x + iy):
      (a) log z = 4i;
     (b) zi = i.
exp (i log z) = i
     Thus
                                                                       π
                    arg(z) = 2kπ (k ∈ Z) and                ln |z| =     + 2nπ (n ∈ Z)
                                                                       2
     Hence,                                hπ           i
                                 z = exp        + 2nπ            (n ∈ Z).
                                            2
     Method two: Consider the following identity
Thus
     Thus
                               log z = −i log i − 2n1 π            (n1 ∈ Z)
     From the polar form of i, we have that r = 1 and Θ = π2 . Thus
                                          π         
                         log i = ln 1 + i    + 2n2 π     (n2 ∈ Z)
                                           2
     So                              π
                           h                   i        π
                 log z = −i ln 1 + i    + 2n2 π − 2n1 π = + 2π(n2 − n1 )
                                      2                  2
32                                                                         Chapter 2. Functions
            z(e2w + 1) = e2w − 1
                         z+1
                   e2w =
                         1 −z     
                               z+1
              2w log e = log
                               1−z
                                    
                         1       z+1
                     w =   log
                         2       1−z
     Hence                                                   
                                           −1      1      z+1
                                    tanh        z = log         .
                                                   2      1−z
                                                                                             
20. Find all solutions of the equation tanh z = i and express them in the form x + iy.
     Using the definition of log for i with r = 1 and Θ = π/2 we have that
                                      π            π       
                   log (i) = ln 1 + i    + 2nπ = i      + 2nπ    (n ∈ Z).
                                       2              2
     Therefore
                                  1 h π      i   π      
             z = tanh−1 (i) =        i   + 2nπ = i    + nπ
                                  2    2            4
     for n ∈ Z.
     Method two:
     We know that
                                        sinh z   −i sin(iz)
                             tanh z =          =            = −i tan(iz).
                                        cosh z    cos(iz)
     Thus,
                     tanh z = i    ⇐⇒      −i tan(iz) = i     ⇐⇒       tan(iz) = −1.
     Applying the inverse trigonometric function in both sides we have
∂ (Ω1 ∪ Ω2 ) ⊆ Ω1 ∪ Ω2 .
and
                       Bε (z) ∩ Ω1 6= 0/    or   Bε (z) ∩ Ω2 6= 0,
                                                                /    or both.
     Hence
                            Bε (z) ∩ Ω1 6= 0/    and Bε (z) ∩ Ωc1 6= 0,
                                                                     /
     or
                            Bε (z) ∩ Ω2 6= 0/    and Bε (z) ∩ Ωc2 6= 0,
                                                                     /
     or both. This means that z ∈ ∂ Ω1 or z ∈ ∂ Ω2 (or both). That is
z ∈ ∂ Ω1 ∪ ∂ Ω2 .
                     iz3 + 1         i(z3 + i3 )
                 lim         =  lim
                z→−i z2 + 1    z→−i z2 + 1
                                     i(z + i)(z2 − iz + i2 )
                             = lim
                               z→−i       (z + i)(z − i)
                                     i(z − iz + i2 )
                                         2
                             = lim
                               z→−i         z−i
                                limz→−i (z2 − iz + i2 )
                             =i
                                    limz→−i (z − i)
                                limz→−i z2 − i limz→−i z + limz→−i i2
                             =i
                                          limz→−i z − limz→−i i
                               i((−i) − i(−i) + i2 ) 3
                                       2
                             =                           =
                                         −i − i             2
          (b)
                     4 + z2          4 + z−2
                 lim         = lim
                z→∞ (z − 1)2   z→0 (z−1 − 1)2
                                    4z2 + 1    limz→0 (4z2 + 1)
                             = lim          =
                               z→0 (1 − z)2     limz→0 (1 − z)2
                               4(limz→0 z)2 + limz→0 1
                             =                          =1
                                (limz→0 1 − limz→0 z)2
(c) Since
                            Im(z)       y
                      lim         = lim = −i
                Re(z)=0,z→0   z     y→0 yi
          and
                            Im(z)       0
                      lim         = lim = 0
                Im(z)=0,z→0   z     x→0 x
                                         lim z2 + 42z3 = 0.
                                                      
                              ⇐⇒
                                         z→0
                            z4
        Therefore, lim            = ∞.
                     z→∞ z2 + 42z
        (c)
                  (az + b)3       (a/z + b)3       (a + bz)3 a3
               lim          = lim            = lim           = 3.
              z→∞ (cz + d)3   z→0 (c/z + d)3   z→0 (c + dz)3  c
                                                                                           
        However, lim z/z must be independent of direction of approach. Hence limit does
                     z→0
        not exist.                                                                         
2.2 Limits, Continuity and Differentiation                                                  37
     Proof. Let f (z) = u(x, y) + iv(x, y). Since f (z) is continuous at z0 = x0 + y0 i, u(x, y)
     and v(x, y) are continuous at (x0 , y0 ). Therefore,
     is continuous at (x0 , y0 ) since the sums and products of continuous functions are
     continuous. It follows that
                                           q
                                 | f (z)| = (u(x, y))2 + (v(x, y))2
  5. Let
                    (
                     z3 /z2      if z 6= 0
            f (z) =
                     0           if z = 0
     Show that
      (a) f (z) is continuous everywhere on C;
      (b) the complex derivative f 0 (0) does not exist.
     Proof. Since both z3 and z2 are continuous on C∗ = C\{0} and z2 6= 0, f (z) = z3 /z2
     is continuous on C∗ .
     At z = 0, we have
                                 z3
            lim | f (z)| = lim      = lim |z| = 0
            z→0           z→0    z2   z→0
     and hence limz→0 f (z) = 0 = f (0). So f is also continuous at 0 and hence continuous
     everywhere on C.
     The complex derivative f 0 (0), if exists, is given by
                  f (z) − f (0)       z3
            lim                 = lim 3 .
            z→0       z−0         z→0 z
                  z3       x3
             lim     = lim    = 1.
            z=x→0 z3   x→0 x3
                   z3       (−yi)3
              lim     = lim        = −1.
            z=yi→0 z3   x→0 (yi)3
     6. Show that f (z) in (2) is actually nowhere differentiable, i.e., the complex derivative
        f 0 (z) does not exist for any z ∈ C.
        9. Show that if f (z) satisfies the Cauchy-Riemann equations at z0 , so does ( f (z))n for
           every positive integer n.
           Proof. Since every polynomial is entire, 2z2 − 3 is entire; since both −z and ez are
           entire, their product −zez is entire; since ez and −z are entire, their composition e−z
           is entire. Finally, f (z) is the sum of 2z3 − 3, −zez and e−z and hence entire.      
        2. Let f (z) be an analytic function on a connected open set D. If there are two constants
           c1 and c2 ∈ C, not all zero, such that c1 f (z) + c2 f (z) = 0 for all z ∈ D, then f (z) is
           a constant on D.
        Proof. Since
                        
                ∂     ∂              ∂            ∂
                   +i      sin(z) =    sin(z) + i sin(z)
                ∂x    ∂y            ∂x            ∂y
                                           ∂z           ∂z
                                  = cos(z) + i cos(z)
                                           ∂x           ∂y
                                  = cos(z) + i cos(z)(−i) = 2 cos(z)
        sin(z) is not differentiable and hence not analytic at every point z satisfying cos(z) 6=
        0. At every point z0 satisfying cos(z0 ) = 0, i.e., z0 = nπ + π/2, sin(z) is not differ-
        entiable in |z − z0 | < r for all r > 0. Hence sin(z) is not analytic at z0 = nπ + π/2
        either. In conclusion, sin(z) is nowhere analytic.                                     
     4. Let f (z) = u(x, y) + iv(x, y) be an entire function satisfying u(x, y) ≤ x for all z =
        x + yi. Show that f (z) is a polynomial of degree at most one.
        Proof. Let g(z) = exp( f (z) − z). Then |g(z)| = exp(u(x, y) − x). Since u(x, y) ≤ x,
        |g(z)| ≤ 1 for all z. And since g(z) is entire, g(z) must be constant by Louville’s
        theorem. Therefore, g0 (z) ≡ 0. That is, ( f 0 (z) − 1) exp( f (z) − z) ≡ 0 and hence
         f 0 (z) = 1 for all z. So f (z) ≡ z + c for some constant c.                      
     5. Show that
                                                 3 −3xy2
              | exp(z3 + i) + exp(−iz2 )| ≤ ex             + e2xy
v(x, y) ≥ x
        for all z = x + yi, where u(x, y) = Re( f (z)) and v(x, y) = Im( f (z)). Show that f (z)
        is a polynomial of degree 1.
2.3 Analytic functions                                                                       41
     Since v(x, y) ≤ x, x − v(x, y) ≤ 0 and |g(z)| ≤ 1 for all z. And since g(z) is entire,
     g(z) must be constant by Louville’s theorem. Therefore, g0 (z) ≡ 0. That is, (i f 0 (z) +
     1) exp(i f (z) + z) ≡ 0 and hence f 0 (z) = i for all z. So f (z) ≡ iz + c for some constant
     c.                                                                                        
7. Show that the entire function cosh(z) takes every value in C infinitely many times.
     And since cosh(z + 2πi) = cosh(z), cosh(z0 + 2nπi) = w0 for all integers n. There-
     fore, cosh(z) takes every value w0 infinitely many times.                       
  8. Determine which of the following functions f (z) are entire and which are not? You
     must justify your answer. Also find the complex derivative f 0 (z) of f (z) if f (z) is
     entire. Here z = x + yi with x = Re(z) and y = Im(z).
                       1
      (a) f (z) =
                    1 + |z|2
          Solution. Since u(x, y) = Re( f (z)) = (1 + x2 + y2 )−1 and v(x, y) = 0, ux =
          2x(1 + x2 + y2 )−2 6= 0 = vy . Hence the Cauchy-Riemann equations fail for f (z)
          and f (z) is not entire.
                      z
      (b) f (z) = 2(3 ) (here 2z and 3z are taken to be the principle values of 2z and 3z ,
          respectively, by convention)
                                                       z
          Solution. Let g(z) = 2z and h(z) = 23 . Since both g(z) and h(z) are entire,
          f (z) = g(h(z)) is entire and
                                               z
                  f 0 (z) = g0 (h(z))h0 (z) = 23 3z (ln 2)(ln 3)
           by chain rule.
      (c) f (z) = (x2 − y2 ) − 2xyi
          Solution. Since
                           
                   ∂      ∂
                      +i      f = (2x − 2yi) + i(−2y − 2xi) = 4x − 4yi 6= 0,
                  ∂x     ∂y
           the Cauchy-Riemann equations fail for f (z) and hence f (z) is not entire.
42                                                                    Chapter 2. Functions
              the Cauchy-Riemann equations hold for f (z) everywhere. And since fx and fy
              are continous, f (z) is analytic on C. And f 0 (z) = fx = 2x + 2yi = 2z.
9. Let CR denote the upper half of the circle |z| = R for some R > 1. Show that
                   eiz      1
                 2
                       ≤
                z +z+1   (R − 1)2
we obtain
                    eiz         1
                           ≤
                z2 + z + 1   (R − 1)2
for z ∈ CR .
 10. Let
                       (
                        z2 /|z| if z 6= 0
               f (z) =
                        0       if z = 0
     Proof. Since both z and |z| are continuous on C, z2 /|z| is continuous on C∗ . There-
     fore, f (z) is continuous on C∗ . To see that it is continuous at 0, we just have to show
     that
                             z2
           lim f (z) = lim       = f (0) = 0.
           z→0           z→0 |z|
           w−1       2
               = 1−     ∈ (−∞, −1] ∪ (1, ∞)
           w+1      w+1
 12. Show that the following functions are defined on all of C, but are nowhere analytic
     (here z = x + iy):
       (a) z 7→ 2xy + i(x2 + y2 );
      (b) z 7→ ey eix .
Proof. (a) Notice that the real and imaginary components of the function
     are well defined. Hence the function f (z) is defined on all C. If f (z) were analytic
     then we will have
ux = vy ⇒ 2y = 2y (2.11)
and
     Equation (2.11) is true for all z ∈ C. However, equation (2.12) is true only on
     the imaginary axis. Hence, there is no point in C for which the functions f (z)
     is differentiable on a neighbourhood (since the Cauchy Riemann equations are
     necessary for differentiability) and therefore, f (z) is nowhere analytic.
     (b) Note that the real and imaginary components of the function
     are well defined. Hence the function f (z) is defined on all C. If f (z) were analytic
     then we will have
     and
                uy = −vx ⇒ ey cos x = −ey cos x ⇒ 2ey cos x = 0 ⇒ cos x = 0.
     On the one hand, we have that the roots of sin x are nπ (n = 0, ±1, ±2, . . .), but
     cos(nπ) = (−1)n 6= 0. On the other hand, the roots of cos x are (2n − 1)π/2 but
     sin((2n − 1)π/2) = − cos(nπ) = −(−1)n 6= 0. Consequently, the Cauchy-Riemann
     equations are not satisfied anywhere.                                            
uy = −vx ⇒ 0 = 0,
              which holds everywhere. Note also that the componentes of f (z), and all its first-
              order partials exist everywhere.
              Since the Cauchy-Riemann equations only hold at z = i, the function f (z) is only dif-
              ferentiable at z = i. Hence, in particular, it is not differentiable on any neighbourhood
              of any point, and therefore is nowhere analytic.                                       
         14. Verify that the following functions are analytic on their domain of definition, and
             state the derivative, (here z = x + iy = eiθ ):
               (a) z 7→ ln r + iθ , domain {z : r > 0, 0 < θ < 2π};
                        4z + 1
              (b) z 7→ 3        , domain C \ {0, 1, −1}.
                         z −z
              Solution. (a) We have ur = 1/r, vr = 0, uθ = 0, vθ = 1. Hence u, ur , uθ , v, vr , vθ
              are defined and continuous on the domain, with the Cauchy-Riemann equations
              being satisfied. That is
                                                    1
                          rur = vθ       ⇔     r·     = 1,     and     uθ = −vr   ⇔   0 = 0.
                                                    r
              The derivative is then
                                                                        
                                   0         −iθ                 −iθ    1    1   1
                                 f (z) = e         (ur + ivr ) = e         = iθ = ,
                                                                        r   re   z
              since z = reiθ . This is defined on the whole domain, Therefore the function f (z) is
              analytic there.
              (b) The functions is a rational function and hence exists and is differentiable as long
              as the denominator does not vanish, which is true on the whole domain. Hence f is
              analytic on the whole domain, with
     Thus
                           ∆u = uxx + uyy = 6y + 4 + (−6y − 4) = 0.
     Hence, u is harmonic.
     The harmonic conjugate of u will satisfy the Cauchy-Riemann equations and have
     continuos partials of all orders. By Cauchy-Riemann equations
ux = vy , vx = −uy ,
     Thus
                                          vx = 3y2 + 4y + g0 (x)
     Since vx = −uy ,
                                          ux = vy ,     vx = −uy ,
                            2x
     we have that vy =           . Thus
                         x2 + y2
                                              2x                y
                                     Z
                              v=                   dy = 2 arctan + g(x)
                                         x2 + y2                x
     So we have
                                                    −2y
                                          vx =               + g0 (x)
                                                   x2 + y2
2.3 Analytic functions                                                              47
     Since vx = −uy ,
             −2y                   −2y
                     + g0 (x) =
           x2 + y2                x2 + y2
                        g0 (x) = 0
                        g(x) = c c ∈ R
     Proof. Let n be the external unit normal to Ω. If U solves a Neumann problem then
     U satisfies the following conditions
           
           ∆U = 0, in Ω;
              dU
                  = g, on ∂ Ω
              dn
     Considering U + c, we have
∆(U + c) = ∆U = 0.
  3. Let Λ be the domain {w| Im w < π}. Denote the two components of the boundary
     of Λ by Γ1 = {w| Im w = 0} and Γ2 = {w| Im w = π}. Let C be an arbitrary real
     constant.
48                                                                       Chapter 2. Functions
                                        T        = 0,    T        = 1.
                                            Γ1               Γ2
     (b) For what values (if any) of C is T a bounded function on Λ, i.e. for what values
         of C does there exist an M > 0 such that |T (w)| ≤ M for all w ∈ Λ?
                                                        |C| µ
                                        |T (w0 )| >        e ,
                                                         2
     which tends to ∞ as µ → ∞. Therefore, T is unbounded on Λ.                            
      3. Complex Integrals
         Solution.
          (a)
                        Z 2          2    Z 2
                              t 2 + i dt =     (t 4 + 2it 2 + i2 )dt
                          1                    1
                                                                  2
                                              t5       2it 3              26 14
                                          =        +         −t       =      + i
                                              5         3         1        5  3
(b)
                                                        π/4
                                              e−2it
                        Z π/4
                                −2it
                                e      dt = −
                          0                     2i 0
                                            1+i 1 i
                                          =      = −
                                             2i     2 2
50                                                                              Chapter 3. Complex Integrals
         (c)
                                       1 ∞
                       Z ∞                    Z
                             tezt dt =       td(ezt )
                        0              z 0                   
                                       1
                                                     Z ∞
                                             zt ∞         zt
                                     =     te 0 −        e dt
                                       z              0
                                                                  
                                       1          zt   1      zt
                                     =     lim te −       lim e − 1
                                       z t→∞           z t→∞
                                       1
                                     = 2
                                       z
               where
                       lim tezt = lim ezt = 0
                       t→∞           t→∞
               because
                                                                          t                   1
                       lim |tezt | = lim tet Re(z) = lim                        = − lim           =0
                       t→∞               t→∞                 t→∞ e−xt               t→∞ xe−xt
               as x = Re(z) < 0.
                                              R
     2. Find the contour integral γ zdz for
         (a) γ is the triangle ABC oriented counterclockwise, where A = 0, B = 1 + i and
             C = −2;
         (b) γ is the circle |z − i| = 2 oriented counterclockwise.
       Solution.       (a)
                       Z            Z             Z               Z
                            zdz =         zdz +           zdz +               zdz
                        γ            AB            BC              CA
                                    Z 1
                                =         t(1 + i)d(t(1 + i))
                                     0
                                        Z 1
                                    +         (1 − t)(1 + i) − 2td((1 − t)(1 + i) − 2t)
                                          0
                                        Z 1
                                    +         −2(1 − t)d(−2(1 − t))
                                          0
                                    Z 1            Z 1                                 Z 1
                                =         2tdt +          ((2i − 4) + 10t)dt +                4(t − 1)dt
                                     0                0                                   0
                                = 1 + (2i − 4) + 5 − 2 = 2i
         (b)
                       Z 2π                                 Z 2π
                              i + 2eit d(i + 2eit ) =              2i(−i + 2e−it )eit dt = 8πi.
                        0                                    0
                                                                                                           
3.1 Contour integrals                                                                                        51
     Solution.
            Z                  Z               Z              Z
                    zdz =            zdz +            zdz +            zdz
                L               AB               BC               CA
                               Z 1             Z 1
                           =         tdt +          (1 − t) + tid((1 − t) + ti)
                                0               0
                                        Z 1
                                    +         (1 − t)id((1 − t)i)
                                         0
                               Z 1                       Z 1                           Z 1
                           =         tdt + (−1 + i)               ((1 − t) − ti)dt −         (1 − t)dt = i
                                0                             0                         0
                           z2 − 1
            f (z) =
                              z
     and the curve C is
      (a) the semicircle z = 2eiθ (0 ≤ θ ≤ π);
      (b) the semicircle z = 2eiθ (π ≤ θ ≤ 2π);
      (c) the circle z = 2eiθ (0 ≤ θ ≤ 2π).
     Solution.
      (a)
                                              Z π 2iθ
                                                 4e − 1
                      Z
                                                                                              π
                           f (z)dz =                              d(2eiθ ) = (2e2iθ − i)      0
                                                                                                  = −πi
                       C                       0       2eiθ
      (b)
                                              Z 2π 2iθ
                                                  4e − 1
                      Z
                                                                                               2π
                           f (z)dz =                               d(2eiθ ) = (2e2iθ − i)           = −πi
                       C                       π       2eiθ                                    π
= −(ln 2 + πi − ln 2) = −πi.
        For (b),
                                   2
                                                                      !
                              z2
              Z
                    f (z)dz =           − Log(2) − lim Log(z)
               C              2    −2
                                                         z→−2
                                                        Im(z)<0
                   Log(z2 )
                                                
                                        π + ln R
               Z
                            dz < 4π
                CR    z2                   R
        and then
                         Log(z2 )
                     Z
               lim                dz = 0.
              R→∞     CR   z2
| Log(z2 )| ≤ ln |z2 | + π = 2 ln R + π
                      Log(z2 )
                                                    
                                          π + 2 ln R
               Z
                               dz ≤ 2πR
                   CR   z2                   R2
                                                                   
                                         π/2 + ln R          π + ln R
                                  = 4π                < 4π              .
                                             R                  R
        And since
                                       
                             π + ln R               1
               lim 4π                       = 4π lim  =0
              R→∞               R               R→∞ R
                         Log(z2 )
                     Z
               lim                dz = 0.
              R→∞     CR   z2
                                                                                            
3.1 Contour integrals                                                                                                     53
                                                    1
                                                Z
                                                       dz = 0
                                                 C z+1
(b) Notice that the integrand f (z) = ez − 1/z is analytic on C. The function
F(z) = ez − Log z
         Thus
                Z                                 −1
                           1
                           z                                 1                 1
                       e −     dz = (ez − Log z)         =     − πi − e + 2πi = − e + πi.
                 C         z                                 e                 e
                                                    1
56                                                                          Chapter 3. Complex Integrals
                                                     2
        (c) Since the integrand f (z) = zez is analytic, the integral is path independent. An
        antiderivative of f (z) is
                                                        2
                                                     ez
                                             F(z) =       .
                                                      2
        Thus
                              2   i
                         ez               1 1
               Z
                     z2
                 ze dz =              =     − .
               C          2               2e 2
                                  0
        (d) Since the integrand f (z) = cosh z is analytic, the integral is path independent. An
        antiderivative of f (z) is
                                            F(z) = sinh z.
        Thus
                                          2πi
               Z
                   cosh zdz = sinh z              = sinh(2πi) − sinh(πi) = 0.
               C                          πi
2. Let CR be the circle with radius R, centre 0, positively oriented. Show that
                                                      z2 + 4z + 7
                                              Z
                                      lim           2      2
                                                                      dz = 0.
                                      R→∞      CR (z + 4)(z + 2z + 2)
                                                  z2 + 4z + 7
                                          Z
                                                2      2
                                                                  dz = 0.
                                            C (z + 4)(z + 2z + 2)
        Solution. Recall that for a contour C of length L and a piecewise continuous f (z) on
        C, if M is a nonnegative constant such that | f (z)| < M for all points z on C at which
        f (z) is defined, then
                                                     Z
                                                            f (z)dz < ML.
                                                        C
                                                              z2 + 4z + 7
                                              f (z) =                          .
                                                         (z2 + 4)(z2 + 2z + 2)
                                                             1 + 4z + z72            1
                                      | f (z)| =                                ≈
                                                     1 + z42 |z2 + 2z + 2|          |z|2
3.2 Cauchy Integral Theorem and Cauchy Integral Formula                                            57
    On the circle CR we have that |z| = R. Thus, for R large we have that
                                                                      2
                                                         | f (z)| <
                                                                      R2
    Since the length of CR is 2πR, then
                                                                       2         4π
                                    Z
                                             f (z)dz < ML =              2
                                                                           2πR =
                                        CR                             R          R
    which tends to 0 as R → ∞.
    On the other hand, notice that he singularities
    of the function
                                                           z2 + 4z + 7
                                          f (z) =
                                                      (z2 + 4)(z2 + 2z + 2)
    are inside C and since f (z) is analytic on the annulus defined by C and CR with
    R > 7, then                   Z            Z
                                     f (z)dz =     f (z)dz.
                                                C                 CR
    Thus                                  Z                           Z
                                   lim          f (z)dz = lim              f (z)dz = 0.
                                   R→∞ C                      R→∞ CR
    Hence                                            Z
                                                           f (z)dz = 0.
                                                      C
                                                                                                   
  3. Evaluate
                                             sin z
                                                     Z
                                                    dz,
                                         C (z + 1)7
    where C is the circle of radius 5, centre 0, positively oriented.
     4. Let C be the boundary of the triangle with vertices at the points 0, 3i and −4 oriented
        counterclockwise. Compute the contour integral
              Z
                   (ez − z)dz.
               C
     5. Compute
              Z 1
                       zi dz
               −1
zi = exp(i Log z)
        Solution. Note that zi+1 /(i + 1) is an anti-derivative of zi outside the branch locus
        (−∞, 0]. So
                                   zi+1            zi+1
              Z 1
                       zi dz =            − lim
                  −1               i + 1 1 Im(z)<0
                                            z→−1 i + 1
                                   1    exp((i + 1)(−πi))
                               =      −
                                 i+1           i+1
                                 1 + eπ   1 + eπ
                               =        =        (1 − i)
                                  i+1       2
                                                                                                                         
3.2 Cauchy Integral Theorem and Cauchy Integral Formula                                    59
  7. Let C1 denote the positively oriented boundary of the curve given by |x| + |y| = 2
     and C2 be the positively oriented circle |z| = 4. Apply Cauchy Integral Theorem to
     show that
           Z                 Z
                 f (z)dz =          f (z)dz
            C1                 C2
    when
                  z+1
     (a) f (z) = 2      ;
                 z +1
                   z+2
     (b) f (z) =           ;
                 sin(z/2)
                    sin(z)
     (c) f (z) = 2           .
                 z + 6z + 5
                                                 R             R
     Solution. By Cauchy Integral Theorem, C1 f (z)dz = C2 f (z)dz if f (z) is analytic
     on and between C1 and C2 . Hence it is enough to show that f (z) is analytic in
     {|x| + |y| ≥ 2, |z| ≤ 4}.
      (a) f (z) is analytic in {z 6= ±i}. Since ±i ∈ {|x| + |y| < 2}, f (z) is analytic in
           {|x| + |y| ≥ 2, |z| ≤ 4}.
      (b) f (z) is analytic in {z : sin(z/2) 6= 0} = {z 6= 2nπ : n ∈ Z}. Since 2nπ ∈ {|x| +
           |y| < 2} for n = 0 and |2nπ| > 4 for n 6= 0 and n ∈ Z, f (z) is analytic in
           {|x| + |y| ≥ 2, |z| ≤ 4}.
      (c) f (z) is analytic in {z 6= −1, −5}. Since −1 ∈ {|x| + |y| < 2} for n = 0 and
           | − 5| > 4, f (z) is analytic in {|x| + |y| ≥ 2, |z| ≤ 4}.
                                                                                         
60                                                            Chapter 3. Complex Integrals
     8. Let C denote the positively oriented boundary of the square whose sides lie along
              Z x = ±2 and y = ±2. Evaluate each of these integrals
        the lines
                   zdz
          (a)          ;
              ZC z + 1
                  cosh z
         (b)       2
                         dz;
              ZC z + z
                  tan(z/2)
          (c)              dz.
               C z − π/2
                        zdz
                    Z
                            = 2πi(−1) = −2πi.
                     C z+1
                           cosh z          cosh(z)
                    Z
                            2
                                  dz = 2πi                   = 2πi
                     |z|=r z + z            z+1       z=0
             and
                             cosh z          cosh z
                    Z
                              2 +z
                                    dz = 2πi                  = −2πi cosh(−1).
                     |z+1|=r z                 z      z=−1
             Hence
                       cosh z
                    Z
                        2
                              dz = 2πi(1 − cosh(−1)).
                     C z +z
         (c) Note that tan(z/2) is analytic in {z 6= (2n + 1)π : n ∈ Z} and hence analytic
             inside C. Therefore,
                       tan(z/2)
                    Z
                                dz = 2πi tan(π/4) = 2πi
                     C z − π/2
     9. Find the value of the integral g(z) around the circle |z − i| = 2 oriented counterclock-
        wise when
                        1
         (a) g(z) = 2       ;
                     z +4
                          1
         (b) g(z) = 2          .
                     z(z + 4)
3.2 Cauchy Integral Theorem and Cauchy Integral Formula                                       61
                                                 (z + 2i)−1
                  Z                     Z
                                                                                  π
                             g(z)dz =                       dz = 2πi(2i + 2i)−1 =
                   |z−i|=2               |z−i|=2    z − 2i                        2
                                              1
                  Z
                                                               πi
                           g(z)dz = 2πi                    =
                   |z|=r                    z2 + 4   z=0       2
            and
                                                   1
                  Z
                                                                          πi
                              g(z)dz = 2πi                          =−
                   |z−2i|=r                    z(z + 2i)    z=2i          4
 10. Compute the integrals of the following functions along the curves C1 = {|z| = 1}
     and C2 = {|z − 2| = 1}, both oriented counterclockwise:
             1
      (a)         ;
          2z − z2
            sinh z
      (b)             .
          (2z − z2 )2
Solution. (a)
                           dz                 (2 − z)−1
                  Z                  Z
                               2
                                 =                      dz = 2πi(2 − 0)−1 = πi
                   |z|=1 2z − z         |z|=1     z
(b)
                                                                                              
62                                                              Chapter 3. Complex Integrals
 11. Show that if f is analytic inside and on a simple closed curve C and z0 is not on C,
     then
                        f (m) (z)                                    f (z)
                       Z                                   Z
            (n − 1)!             n
                                   dz = (m + n − 1)!                      m+n
                                                                              dz
                     C (z − z0 )                               C (z − z0 )
     by Cauchy Integral Theorem, since f (m) z/(z −z0 )n and f (z)/(z −z0 )m+n are analytic
     on and inside C.
     If z0 lies inside C, then
                            f (m) (z)
                       Z
            (n − 1)!                 n
                                       dz = ( f (m) (z))(n−1)   z=z0
                                                                       = f (m+n−1) (z0 )
                         C (z − z0 )
     and
                                    f (z)
                             Z
            (m + n − 1)!                 m+n
                                             dz = f (m+n−1) (z0 )
                              C (z − z0 )
 12. Let f (z) be an entire function. Show that f (z) is a constant if | f (z)| ≤ ln(|z| + 1) for
     all z ∈ C.
     by L’Hospital (see Problem 8, section 2.2), we conclude that | f 0 (z0 )| = 0 and hence
     f 0 (z0 ) = 0 for every z0 ∈ C. Therefore, f (z) is a constant.                      
3.2 Cauchy Integral Theorem and Cauchy Integral Formula                              63
                              dz
                    Z
             lim                       =0
             N→∞ CN         z3 cos z
When y = ±Nπ,
| cos z|2 = (cos x)2 + (sinh y)2 ≥ (sinh y)2 = (sinh(Nπ))2 > 1
                 1                 1
                            ≤
              z3 cos z          N 3π 3
     and
                       dz     1                             8Nπ     8
             Z                                Z
                     3
                            ≤ 3 3                  |dz| =    3  3
                                                                  = 2 2
               CN   z cos z  N π              CN            N π    N π
     Since
                        8
             lim              =0
             N→∞ N 2 π 2
     we conclude
                              dz
                    Z
             lim                       =0
             N→∞ CN         z3 cos z
                              dz
                    Z
             lim                       = 0.
             N→∞ CN z2 sin z
| sin z|2 = (sin x)2 + (sinh y)2 ≥ (sin x)2 = (sin(Nπ + π/2))2 = 1
     we conclude
                           dz
                    Z
           lim                      =0
           N→∞ CN        z2 sin z
                                                                                            
                        z2011
           Z
               2011 + z2010 + z2009 + 1
                                        dz,
            Cz
    and hence
                 1 1     1      1   1      1
            1 = − − 2 − 2011 ≤    + 2 + 2011 .
                 z z   z       |z| |z| |z|
    When |z| ≥ 2,
             1   1      1  1 1   1
               + 2 + 2011 ≤ + + 2011 < 1.
            |z| |z| |z|    2 4 2
    This is a contradiction. Therefore, all roots of
                         z2011                                    z2011
            Z                                    Z
                2011 + z2010 + z2009 + 1
                                         dz =            2011 + z2010 + z2009 + 1
                                                                                  dz
             Cz                                   |z|=R z
for |z| = R,
                              z2009 − z + 1                2π(R2009 + R + 1)
            Z
                         2011 + z2010 + z2009 + 1)
                                                   dz ≤
                |z|=R z(z                               R2011 − R2010 − R2009 − 1
    and hence
                                   z2009 − z + 1
                  Z
            lim               2011 + z2010 + z2009 + 1)
                                                        dz = 0.
            R→∞      |z|=R z(z
    And we have
                                        dz
            Z                      Z
                      dz = 0 and           = 2πi.
             |z|=R                 |z|=R z
Therefore,
                         z2011
            Z
                2011 + z2010 + z2009 + 1
                                         dz = −2πi.
             Cz
                                                                                       
66                                                                            Chapter 3. Complex Integrals
 16. Calculate
                  z2008
           Z
               2009 + z + 1
                            dz
            Cz
     Solution. First, we prove that all zeroes of z2009 + z + 1 lie inside the circle |z| = 2.
     Otherwise, z2009 + z + 1 = 0 for some |z| ≥ 2. Then
                                                  1            1
           z2009 + z + 1 = 0 ⇒ 1 +                        +           =0
                                              z2008           z2009
     On the other hand,
                       1        1                     1               1                1           1
            1+             +           ≥ 1−                   −                ≥ 1−           −           >0
                  z2008        z2009              |z|2008          |z|2009            22008       22009
     for |z| ≥ 2. Contradiction. So all zeroes of z2009 + z + 1 lie inside the circle |z| = 2
     and hence z2008 /(z2009 + z + 1) is analytic in |z| ≥ 2. Therefore,
                      z2008                               z2008
           Z                                  Z
                   2009 + z + 1
                                dz =                   2009 + z + 1
                                                                    dz
            |z|=2 z                            |z|=R z
                                                                                                               
3.2 Cauchy Integral Theorem and Cauchy Integral Formula                           67
                      1                               deiθ
           Z                               Z π
                   2
                             dz =                2iθ − 8eiθ + 1
                C z − 8z + 1                −π e
                                                       eiθ
                                            Z π
                                         =i       2iθ − 8eiθ + 1
                                                                  dθ
                                             −π e
                                                        1
                                            Z π
                                         =i       iθ     −iθ − 8
                                                                 dθ
                                             −π e + e
                                             i π         1
                                               Z
                                         =−                   dθ
                                             2 −π 4 − cos θ
                                                       1
                                              Z π
                                         = −i                dθ
                                               0   4 − cos θ
     Therefore,
                        1
           Z π
                                    π
                              dθ = √
            0       4 − cos θ       15
                                                                                  
     for all complex numbers z1 and z2 . Show that f (z) is a polynomial of degree at most
     1.
     Proof. We have
             n                                     n
            ∑ f (zk ) = f (z1) + f (z2) + ∑ f (zk )
            k=1                                   k=3
                                             n
                       = f (z1 + z2 ) + ∑ f (zk )
                                            k=3
                                                            n
                       = f (z1 + z2 ) + f (z3 ) + ∑ f (zk )
                                                           k=4
                                                       n
                       = f (z1 + z2 + z3 ) + ∑ f (zk )
                                                   k=4
                                                                             !
                                                                    n
                       = . . . = f (z1 + z2 + . . . + zn ) = f      ∑ xk         .
                                                                   k=1
     Therefore,
                                                                                                    !
             n                                                                                 n
            ∑ f (zk ) = f (z1) + f (z2) + . . . + f (zn) = f (z1 + z2 + . . . + zn) = f ∑ xk
           k=1                                                                                k=1
     for all z ∈ C and all positive integer n. Let M be the maximum of | f (z)| for |z| = 1.
     Then
                           z
            | f (z)| = n f      ≤ nM
                            n
     for all z satisfying |z| = n.
     By Cauchy Integral Formula,
                      1                    f (z)
                             Z
             00
            f (z0 ) =                            3
                                                   dz
                      πi          |z|=n (z − z0 )
                f (z)      | f (z)|        nM
                      3
                        =           3
                                      ≤
             (z − z0 )    |z − z0 |     (n − |z0 |)3
             1               f (z)          2n2 M
                    Z
                                   3
                                     dz ≤              .
             πi     |z|=n (z − z0 )       (n − |z0 |)3
     And since
                 2n2 M               2M/n
            lim             = lim                = 0,
           n→∞ (n − |z0 |)3   n→∞ (1 − |z0 |/n)3
 20. Let f (z) be an entire function satisfying that | f (z)| ≤ |z|2 for all z. Show that
     f (z) ≡ az2 for some constant a satisfying |a| ≤ 1.
for |z − z0 | = R,
     we conclude that | f 000 (z0 )| = 0 and hence f 000 (z0 ) = 0 for every z0 ∈ C. Therefore,
     f 000 (z) ≡ 0, f 00 (z) ≡ 2a, f 0 (z) ≡ 2az + b and f (z) ≡ az2 + bz + c for some constants
     a, b and c.
     Since | f (z)| ≤ |z|2 , |az2 + bz + c| ≤ |z|2 for all z. Take z = 0 and we obtain |c| ≤ 0.
     Hence c = 0. Therefore, |az2 + bz| ≤ |z|2 and hence |az + b| ≤ |z| for all z. Take
     z = 0 again and we obtain |b| ≤ 0. Hence b = 0. So |az2 | ≤ |z|2 and hence |a| ≤ 1.
     In conclusion, f (z) = az2 with a satisfying |a| ≤ 1.                                    
 21. Let f (z) be a complex polynomial of degree at least 2 and R be a positive number
     such that f (z) 6= 0 for all |z| ≥ R. Show that
                        dz
           Z
                             = 0.
             |z|=R     f (z)
     we have
                 1                     1
                     ≤
               f (z)   |an |r − |an−1 |rn−1 − · · · − |a0 |
                             n
                        dz                    2πr
            Z
                             ≤
               |z|=r   f (z)   |an |rn − |an−1 |rn−1 − · · · − |a0 |
     And since n ≥ 2,
                                 2πr
                 lim
             r→∞ |an       |rn − |a
                              n−1 |r
                                     n−1 − · · · − |a |
                                                     0
                                         2π
            = lim                                                   =0
              r→∞ n|an |r n−1 − (n − 1)|an−1 |r n−1 − · · · − |a1 |
     by L’Hospital. Hence
                        dz                         dz
           Z                          Z
                            = lim                       = 0.
             |z|=R     f (z) r→∞         |z|=r    f (z)
                                                                                               
    3.3 Improper integrals                                                                           71
                eiz     1
               4
                    ≤ 4
              z +1   R −1
       and it follows that
                       eiz
              Z
                                πR
                      4
                           dz ≤ 4
                  CR z + 1     R −1
3.3 Improper integrals                                                73
     Since
                       πR
             lim             = 0,
             R→∞ R4 − 1
     we conclude that
                         eiz
                   Z
             lim        4
                             dz = 0.
             R→∞    CR z + 1
Therefore,
                 cos x          1 ∞ eix
             Z ∞                    Z
                            dx =            dx
              0    x4 + 1       2 −∞ x4 + 1
                                1          eiz
                                      Z
                              = lim             dz
                                2 R→∞ LR z4 + 1
                                    √           √ !          √ !!
                                πe− 2/2            2          2
                              =    √      cos        + sin        .
                                  2 2            2           2
                                                                      
      4. Series
                                        2      2
                                                 !
                              2       ez − e−z
                      z sinh(z ) = z
                                          2
                                                                   !
                                  z        ∞
                                               z2n    ∞
                                                            nz
                                                              2n
                                =          ∑       − ∑  (−1)
                                  2        n=0 n!    n=0     n!
                                      ∞
                                          1 − (−1)n z2n+1
                                =     ∑
                                      n=0      2      n!
                                       ∞
                                            z4m+3
                                =     ∑
                                      m=0 (2m + 1)!
  3. Let f (z) be a function analytic at 0 and g(z) = f (z2 ). Show that g(2n−1) (0) = 0 for
     all positive integers n.
                                           (z) = ∑∞       n
     Proof. Since f (z) is analytic at 0, f√      n=0 an z in some disk |z| < r. Therefore,
                2      ∞      2n
     g(z) = f (z ) = ∑n=0 an z in |z| < r and hence
             ∞
                g(m) (0) m    ∞
            ∑ m!        z  = ∑ anz2n
            m=0              n=0
     And since the power series representation of an analytic function is unique, we must
     have g(m) (0) = 0 for m is odd, i.e., m = 2n − 1 for all positive integers n.     
                                                                 1
  4. Find a power-series expansion of the function f (z) =          about the point 4i, and
                                                                3−z
     calculate the radius of convergence.
  5. Find a Laurent-series expansion of the function f (z) = z−1 sinh(z−1 ) about the point
     0, and classify the singularity at 0.
     Solution. For g(z) = sinh z we know that
                    (
            (n)       sinh z, when n is even;
           g (z) =
                      cosh z, when n is odd
     Thus
                    (
             (n)     sinh(0) = 0, when n is even;
            g (0) =
                     cosh(0) = 1, when n is odd
                                              z3 z5
                                         z+     + +···
                                              3! 5!
78                                                                       Chapter 4. Series
                                z2 z4 z6
                                                  
                      −2                                     6         12        2
                                                                                           
            f (z) =         1 −    +   −   + · · ·     1 + z   g(z) + z    (g(z))  + · · ·
                      z5        3! 5! 7!
                                                     
                        −2      2    2    2z                   6          12       2
                                                                                              
                  =         +      −    +    +  · · ·    1 +  z  g(z) + z    (g(z))  +  · · ·
                         z5    3!z3 5!z 7!
                                       −2 −1
     So the residue of f at z = 0 is      =    .                                                  
                                       5!   60
     and
                                             ∞               ∞
                                  z2 S =    ∑ cnzn+2 = ∑ cn−2zn
                                            n=0             n=2
     Then we have
                                 ∞                ∞              ∞
            S − zS − z2 S =     ∑ cnzn − ∑ cn−1zn − ∑ cn−2zn
                                n=0             n=1          n=2
                                                 ∞                   ∞       ∞
                           = c0 + c1 z + ∑ cn zn − c0 z − ∑ cn−1 zn − ∑ cn−2 zn
                                                n=2                  n=2    n=2
                                                      ∞
                           = c0 + (c1 − c0 )z + ∑ (cn − cn−1 − cn−2 )zn
                                                      n=2
S − zS − z2 S = 1
     Thus
                c0 = 1, c1 − c0 = 0, and cn − cn−1 − cn−2 = 0 for n ≥ 2.
     Therefore c0 = c1 = 1, and cn = cn−1 + cn−2 for n ≥ 2.                                       
80                                                                Chapter 4. Series
        and
                       1       1     1       1 ∞ (−1)n zn
               −            =−             =− ∑           .
                   2(z + 2)    4 1 + (z/2)   4 n=0 2n
        Therefore,
                            5   2     ∞
                                                  1 ∞ (−1)n zn
                f (z) = −     + 2 + 3 ∑ (−1)n zn − ∑
                            2z z     n=0          4 n=0 2n
                                  ∞
                          2   5
                     =      −   + ∑ (−1)n(3 − 2−n−2)zn
                          z2 2z n=0
                  3    3    1     3 ∞ (−1)n
                     =           = ∑
                z + 1 z 1 + (1/z) z n=0 zn
        and
                       1       1     1       1 ∞ (−1)n zn
               −            =−             =− ∑           .
                   2(z + 2)    4 1 + (z/2)   4 n=0 2n
        Therefore,
                            5   2 3 ∞ (−1)n 1 ∞ (−1)n zn
                f (z) = −     + 2+ ∑       − ∑
                            2z z  z n=0 zn  4 n=0 2n
                           ∞
                              3(−1)n 1   1    ∞
                     =    ∑ zn+1 z2 2z ∑ (−1)n2−n−2zn.
                                    −  +   −
                          n=2                n=0
4.1 Taylor and Laurent series                                                81
             3    3    1     3 ∞ (−1)n
                =           = ∑
           z + 1 z 1 + (1/z) z n=0 zn
     and
                   1       1      1       1 ∞ (−1)n 2n
           −            =−              =− ∑           .
               2(z + 2)    2z 1 + (2/z)   2z n=0 zn
Therefore,
                        5   2 3 ∞ (−1)n 1 ∞ (−1)n 2n
           f (z) = −      + 2+ ∑       − ∑
                        2z z  z n=0 zn  2z n=0 zn
                       ∞
                          (−1)n+1 (3 − 2n−2 )
                  =   ∑                       .
                      n=3         zn
                  z+4                  5        2     3    1
                               =           +         + −         .
           z2 (z2 + 3z + 2)        2(1 − w) (1 − w)2  w 2(w + 1)
               5    5 ∞
                   = ∑ wn ,
           2(1 − w) 2 n=0
                                    0               !
                                              ∞               ∞
               2                2
           (1 − w)2
                    =
                               1−w
                                          =   ∑ 2wn       =   ∑ 2(n + 1)wn
                                              n=0             n=0
     and
                  1        1 ∞
           −            = − ∑ (−1)n wn .
               2(w + 1)    2 n=0
     Therefore,
                        ∞ 
                              9 (−1)n
                                      
                   3
           f (z) = + ∑ 2n + −           wn
                   w n=0      2   2
                          ∞ 
                                9 (−1)n
                                         
                     3
                 =      + ∑ 2n + −         (z + 1)n .
                   z + 1 n=0    2    2
                                                                             
82                                                                       Chapter 4. Series
     9. Write the two Laurent series in powers of z that represent the function
                            1
              f (z) =
                        z(1 + z2 )
        in certain domains and specify these domains.
        Solution. Since f (z) is analytic at z 6= 0, ±i, it is analytic in 0 < |z| < 1 and 1 <
        |z| < ∞.
        For 0 < |z| < 1,
                                                 
                           1       1        1
               f (z) =           =
                       z(1 + z2 ) z 1 − (−z2 )
                       1 ∞               ∞
                     = ∑ (−1)n z2n = ∑ (−1)n z2n−1
                       z n=0            n=0
 10. Let
                            z2
              f (z) =
                        z2 − 3z + 2
        Find the Laurent series of f (z) in each of the following domains:
         (a) 1 < |z| < 2
         (b) 1 < |z − 3| < 2
                 z2               3z − 2           4   1
               2
                         = 1+                = 1+    −
              z − 3z + 2      (z − 2)(z − 1)      z−2 z−1
                  z2               2      1 1
                2
                          = 1−         −
               z − 3z + 2       1 − z/2 z 1 − 1/z
                                  ∞
                                            1 ∞
                          = 1 − 2 ∑ 2−n zn − ∑ z−n
                                 n=0        z n=0
                                      ∞           ∞
                             = −1 − ∑ 21−n zn − ∑ z−n
                                      n=1        n=1
4.1 Taylor and Laurent series                                                       83
     In 1 < |z − 3| < 2,
               z2                4             1
             2
                       = 1+            −
            z − 3z + 2      (z − 3) + 1 2 + (z − 3)
                                                                   
                              4          1            1       1
                       = 1+                        −
                            z − 3 1 + 1/(z − 3)       2 1 + (z − 3)/2
                              4 ∞                 −n    1 ∞
                       = 1+       ∑
                            z − 3 n=0
                                     (−1)n
                                           (z − 3)   −    ∑ (−1)n2−n(z − 3)n
                                                        2 n=0
                                     ∞                     ∞
                               1
                           =     + 4 ∑ (−1)n+1 (z − 3)−n − ∑ (−1)n 2−n−1 (z − 3)n
                               2    n=1                   n=1
 11. Let
                         z2
           f (z) =
                     z2 − z − 2
     Find the Laurent series of f (z) in each of the following domains:
      (a) 1 < |z| < 2
      (b) 0 < |z − 2| < 1
     ez − 1 has a zero at 0 of multiplicity one and hence f (z) has pole at 0 of order 1. So
     the Laurent series of f (z) is given by
                      ∞
                                      a−1
           f (z) =    ∑     an zn =       + a0 + a1 z + a2 z2 + a3 z3 + ∑ an zn
                     n=−1              z                               n≥4
     and
                1       2     1 1 z2         z6
            z 2   = f (z  ) =  2
                                 −   +    −     + ∑ an z2n .
           e −1               z    2   12   720  n≥4
               Since sin w has a zero of multiplicity one at w = 0, f (z) has a pole of order 2
               at z = nπ + π/2. So
                           1     a−2 a−1
                              2
                                = 2 +    + ∑ an wn .
                       (sin w)   w    w   n≥0
               Since
                                                     !2
                             2
                                    ∞
                                       (−1)n w2n+1                  ∞
                       (sin w) =   ∑ (2n + 1)!            = w2 + ∑ bn wn
                                   n=0                             n=4
               we have
                                                   !                     !
                                                               ∞
                             a−2 a−1
                       1=       +    + ∑ an wn            w2 + ∑ bn wn .
                             w2   w   n≥0                     n=4
                              1
                       (z − nπ − π/2)2
               with residue 0.                                                               
86                                                                     Chapter 4. Series
                                
                        3        1
     (b) f (z) = (1 − z ) exp
                                  z
                            z
         Solution. Since e = ∑∞          n
                                    n=0 z /n!,
                                               ∞
                      3         1                    1
                (1 − z ) exp         = (1 − z3 ) ∑      n
                                z               n=0 n!z
                                         ∞          ∞
                                               1            1
                                     =   ∑ n!zn − ∑ n!zn−3
                                         n=0       n=0
                                          ∞         ∞      3 3−n
                                             1       1        z
                                     =         −        −
                                         ∑ n!zn ∑ n!zn−3 ∑ n!
                                         n=0     n=4      n=0
                                               ∞      ∞                3 3−n
                                              1               1           z
                                     = 1+ ∑      n
                                                   − ∑            n
                                                                    − ∑
                                         n=1 n!z     n=1 (n + 3)!z    n=0 n!
                                       ∞                            3 3−n
                                           1        1       1           z
                                     =∑       −              n
                                                               + 1 − ∑
                                      n=1 n!     (n + 3)! z          n=0 n!
         and residue
                                 1  1  23
                Res f (z) =        − = .
                z=0              1! 4! 24
                                                                                      
                 sin z
     (c) f (z) = 2010
                z
         Solution. Since
                sin z   1 ∞ (−1)n z2n+1
                      =     ∑ (2n + 1)!
                z2010 z2010 n=0
                             ∞
                                (−1)n z2n−2009
                        =   ∑
                            n=0   (2n + 1)!
                            1004
                                (−1)n z2n−2009    ∞
                                                       (−1)n z2n−2009
                        =   ∑                  + ∑
                            n=0   (2n + 1)!     n=1005   (2n + 1)!
                         ez        ez                       e
                Res           =                     =−
                 z=1   1 − z2   (1 − z2 )0   z=1            2
          and
                       ez        ez                         1
                 Res        =                           =      .
                z=−1 1 − z2   (1 − z2 )0       z=−1         2e
                        e            1
                −            and
                    2(z − 1)     2e(z + 1)
          respectively.
                                                                                           
                                 
                         2       1
       (e) f (z) = (1 − z ) exp
                                 z
          Solution. The function has a singularity at 0 where
                                            ∞
                      2       1                     1
                (1 − z ) exp      = (1 − z2 ) ∑        n
                              z              n=0 (n!)z
                                         ∞                      ∞
                                                    1                 1
                                     =   ∑ (n!)zn − ∑ (n!)zn−2
                                         n=0                    n=0
                                                ∞             ∞
                                                     1               1                1
                                     = 1+ ∑              n
                                                           − ∑         n−2
                                                                           − (z2 + z + )
                                               n=1 (n!)z     n=3 (n!)z                2
                                                   ∞             ∞
                                                1       1                1
                                     = −z2 − z + + ∑        n
                                                              − ∑             n
                                                2 n=1 (n!)z     n=1 (n + 2)!z
                                                   ∞                  
                                                1       1        1
                                     = −z2 − z + + ∑       −             z−n
                                                2 n=1 n! (n + 2)!
               Res f (z) = 0
               z=kπ
                                                                                         
                   1 − cos z
     (g) f (z) =
                      z2
         Solution. The function has a singularity at 0 where
                                                  !
                1 − cos z   1       ∞
                                        (−1)n z2n       1 ∞ (−1)n+1 z2n
                          =    1 −  ∑                =    ∑ (2n)!
                   z2       z2     n=0 (2n)!           z2 n=1
                                  ∞
                                      (−1)n+1 z2n−2
                              =   ∑ (2n)!
                                  n=1
               Res f (z) = 0
               z=0
                                                                                         
4.2 Classification of singularities                                                        89
                        ez
      (h) f (z) =
                    z(z − 1)2
          Solution. The function has two singularities at 0 and 1. At z = 0,
                                      !                 !
                     ez      1 ∞ zn         ∞
                 z(z − 1)2
                           =    ∑ n! ∑ (n + 1)zn
                             z n=0        n=0
                                             !
                                     ∞
                             1             n
                           =    1 + ∑ an z
                             z      n=1
          So the principal part at 0 is 1/z, the function has a pole of order 1 at 0 and
                 Res f (z) = 1
                  z=0
                                                                                           
       (i) f (z) = tan z
          Solution. The function has singularities at {cos z = 0} = {z = kπ + π/2 : k ∈ Z.
          At z = kπ + π/2, we let w = z − kπ − π/2 and then
                                     π               π       cos w
                tan z = tan w + kπ +       = tan w +        =−
                                       2                2        sin w
          Since sin w has a zero of multiplicity 1 at w = 0, tan z has a pole of order 1 at
          z = kπ + π/2. Therefore
                                      cos w           cos w
                   Res tan z = Res −             =−                  = −1
                z=kπ+π/2         w=0     sin w         (sin w)0 w=0
          and the principal part of tan z at z = kπ + π/2 is
                     1          1
                 −     =−              .
                     w    z − kπ − π/2
                                                                                           
90                                                                                    Chapter 4. Series
                               
                       2       1
     (j) f (z) = (1 − z ) sin
                               z
         Solution. The function has a singularity at 0 where
                                                     (−1)n
                                          ∞
                     2       1
               (1 − z ) sin     = (1 − z2 ) ∑              2n+1
                             z             n=0 ((2n + 1)!)z
                                                  ∞
                                                          (−1)n           ∞
                                                                                  (−1)n
                                            =    ∑                2n+1
                                                                       − ∑                2n−1
                                                 n=0 ((2n + 1)!)z        n=0 ((2n + 1)!)z
                                                            ∞
                                                                 (−1)n          ∞
                                                                                       (−1)n
                                            = −z + ∑                    2n+1
                                                                             − ∑              2n−1
                                                        n=0 ((2n + 1)!)z       n=1 (2n + 1)!)z
                                                           (−1)n
                                                            ∞             ∞
                                                                                 (−1)n+1
                                            = −z + ∑              2n+1
                                                                       −  ∑               2n+1
                                                  n=0 ((2n + 1)!)z       n=0 ((2n + 3)!)z
                                                   ∞                               
                                                                  1           1
                                            = −z + ∑ (−1)n              +             z−2n−1
                                                  n=0         (2n + 1)!   (2n + 3)!
                Hence
                                                                   !
                                       a−2 a−1                                      ∞
                                                                                      (−1)n z2n
                       (z2 − z3 )          +   + ∑ an zn               = cos z = 1 + ∑          .
                                        z2   z  n≥0                                n=1 (2n)!
                       Res f (z) = 1.
                        z=0
                           cos(1)
                       −          .
                            z−1
                                                                                                    
       The function
                  1                       1
               2
                          =            √          √
              z − 4z + 1 (z − 2 − 3)(z − 2 + 3)
                                              √
       has a singularity in |z| < 1 at z = 2 − 3. Therefore,
                           dz                              1
              Z
                                     = 2πi Res√
               |z|=1   z2 − 4z + 1           z=2− 3    z2 − 4z + 1
                                                    1                      πi
                                     = 2πi                         √    = −√ .
                                             (z2 − 4z + 1)0    z=2− 3       3
       Therefore,
                       dθ
             Z π
                               π
                              =√
              0     2 − cos θ   3
                                                                                                
4.3 Applications of residues                                                                         93
  4. Evaluate the contour integral of the following functions around the circle |z| = 2011
     oriented counterclockwise:
             1
      (a)        ;
           sin z
               1
      (b) 2z       .
           e − ez
                         1        1
                  Res        =         = (−1)n .
                  z=nπ sin z   cos(nπ)
          Therefore,
                              dz                         1
                  Z
                                   = 2πi ∑ Res
                    |z|=2011 sin z      |nπ|<2011
                                                  z=nπ sin z
                               1                1
                   Res                  =                          = 1.
                  z=2nπi e2z − ez           2e2z − ez     z=2nπi
          Therefore,
                                   dz                                         1
                  Z
                                            = 2πi         ∑         Res
                    |z|=2011   e2z − ez             |2nπi|<2011
                                                                   z=2nπi e2z − ez
                                                                                                     
94                                                                            Chapter 4. Series
     5. Let
               f (z) = (z − a1 )(z − a2 )...(z − an )
       be a complex polynomial with n ≥ 2 distinct roots a1 , a2 , ..., an .
        (a) Prove that
                                              n
                                   dz                    1
                     Z
                                        = 2πi ∑
                         |z|=R    f (z)      k=1 ∏ j6=k (ak − a j )
                                                                                             
     6. Use Cauchy Integral Theorem or Residue Theorem to show that
                                              N
                1              dz      1        (−1)n
                     Z
                                     =   + 2 ∑ 2 2
               2πi   CN      z2 sin z 6      n=1 n π
     by Residue Theorem.
     At z = nπ for a nonzero integer n,
                    1          1                                   1        (−1)n
            Res          = 2                           =                  =
                  2
            z=nπ z sin z   z (sin z)0           z=nπ       n2 π 2 cos(nπ)    n2 π 2
     for n 6= 0.
     At z = 0, z2 sin z has a zero multiplicity 3 and hence 1/(z2 sin z) has a pole of order
     3. Suppose that the Laurent series of f (z) at z = 0 is given by
            a−3 a−2 a−1
                + 2 +   + ∑ an zn .
             z3   z   z  n≥0
     Then
                                                                  !
                  2           a−3 a−2 a−1
                z sin z           + 2 +   + ∑ an zn
                               z3   z   z  n≥0
                                      !                                               !
                         z2
            =         1 − + ∑ bn zn              a−3 + a−2 z + a−1 z2 + ∑ an zn           = 1.
                         3! n≥3                                              n≥3
                       1      1
            Res              = .
            z=0 z2 sin z      6
     Therefore,
                                     n
             1                dz               1
                  Z
                            2
                                  = ∑   Res 2
            2πi       CN   z sin z n=−N z=nπ z sin z
                                      1 n=−1 (−1)n n=N (−1)n
                                  =    + ∑ 2 2 +∑ 2 2.
                                      6 n=−N  n π  n=1 n π
        96                                                                   Chapter 4. Series
               We observe that
                      (−1)n      (−1)−n
                              =
                       n2 π 2   (−n)2 π 2
               and hence we obtain
                                                    N
                       1             dz      1        (−1)n
                            Z
                                           =   + 2 ∑ 2 2.
                      2πi     CN   z2 sin z 6      n=1 n π
                      1    ∞
                             (−1)n
                        +2 ∑ 2 2 = 0
                      6   n=1 n π
That is,
                      π2    ∞
                              (−1)n    ∞
                                          (−1)n+1
                         =−∑     2
                                    = ∑ n2 .
                      12   n=1 n      n=1
                                                         eix
                                                Z ∞               
                             cos x
                     Z ∞
                           4    2
                                     dx = Re           4   2
                                                                dx
                      −∞ x + x + 1                 −∞ x + x + 1
Actually, we have
                             cos x                      eix
                     Z ∞                         Z ∞
                           4    2
                                    dx =              4   2
                                                               dx
                       −∞ x + x + 1               −∞ x + x + 1
     where z1 , z2 , . . . , zn are the singularities of eiz /(z4 + z2 + 1) inside the region {|z| <
     R, Im(z) > 0}.
     We find the singularities of eiz /(z4 + z2 + 1) by solving z4 + z2 + 1 = 0: we observe
     that (z2 − 1)(z4 + z2 + 1) = z6 − 1. So the function has four singularities ±eπi/3 and
     ±e2πi/3 . Two of them eπi/3 and e2πi/3 lie above the real axis. Therefore,
                        eiz                  eiz
                 Z                     Z
                    4     2
                                dz +     4     2
                                                     dz
                LR z + z + 1         CR z + z + 1
                                 eiz                    eiz
                                                             
             = 2πi Res 4 2              + Res 4 2               .
                      z=eπi/3 z + z + 1    z=e2πi/3 z + z + 1
eiz /(z4 + z2 + 1)
     and
                                                                         √
                         eiz         eiz                          exp((− 3 − i)/2)
              Res 4 2           = 4 2                           =      √           .
             z=e2πi/3 z + z + 1  (z + z + 1)0        z=e2πi/3           3i + 3
Hence
                    eiz                   eiz                    √
                                                                                  
                                                                         1           1
             Z                    Z
                                                      π
                  4   2
                           dz +         4   2
                                                 dz =             3 cos     + 3 sin      .
              LR z + z + 1          CR z + z + 1      3                  2           2
                 eiz       1
               4   2
                      ≤ 4
              z +z +1  R − R2 − 1
                       eiz
             Z
                                     πR
                     4   2
                              dz ≤ 4
                 CR z + z + 1     R − R2 − 1
     Since
                         πR
             lim                = 0,
             R→∞ R4 − R2 − 1
we conclude that
                           eiz
                     Z
             lim         4   2
                                  dz = 0.
             R→∞     CR z + z + 1
98                                                                           Chapter 4. Series
       Therefore,
                      cos x                       eix
               Z ∞                         Z ∞
                    4    2
                             dx =             4     2
                                                           dx
                −∞ x + x + 1              −∞ x + x + 1
                                                       eiz
                                             Z
                                       = lim                  dz
                                         R→∞ LR z4 + z2 + 1
                                         π √
                                                                  
                                                        1            1
                                       =       3 cos        + 3 sin      .
                                         3              2            2
                                                                                            
     2. Compute the integral
                          sin x
               Z ∞
                                     dx.
                −∞     x2 + 2x + 2
       Consider the contour integral of eiz /(z2 + 2z2 + 2) along the path LR = [−R, R] and
       CR = {|z| = R, Im(z) ≥ 0}, oriented counterclockwise.
       Since eiz /(z2 + 2z + 2) has two isolated singularities at −1 ± i with −1 + i lying
       inside the curve LR ∪CR , we have
                          eiz                 eiz
                   Z                          Z
                      2      2
                                 dz +      2     2
                                                     dz
                  LR z + 2z + 2        CR z + 2z + 2
                                eiz
               = 2πi Res 2
                     z=−1+i z + 2z + 2
                            eiz
               = 2πi 2
                      (z + 2z + 2)0 z=−1+i
                 2πi exp(−i − 1) π
               =                  = (cos(1) − i sin(1))
                         2i          e
       by Cauchy Integral Theorem or residue theorem.
       For z lying on CR , y = Im(z) ≥ 0 and hence |eiz | = e−y ≤ 1. Hence
                    eiz           1
                            ≤ 2
               z2 + 2z2 + 2  R − 2R2 − 2
       and it follows that
                      eiz
               Z
                                     πR
                    2
                              dz ≤ 2
                CR z + 2z + 2     R − 2R2 − 2
       Since
                            πR
               lim                     = 0,
               R→∞ R2 − 2R2 − 2
4.3 Applications of residues                                     99
     we conclude that
                         eiz
                  Z
           lim        2     2
                                dz = 0.
          R→∞     CR z + 2z + 2
Therefore,
                                             eix
                                    Z                   
                  sin x
           Z ∞                            ∞
                2     2
                          dx = Im         2     2
                                                      dx
            −∞ x + 2x + 2             −∞ x + 2x + 2
                                                  eiz
                                        Z                   
                               = Im lim                   dz
                                     R→∞ LR z2 + 2z2 + 2
                                   π
                               = − sin(1).
                                   e
                                                                 
                          Bibliography
                         [1] Brown, J. W. & Churchill, R. V. (2009). Complex Variables and Applications. 8th
                             Edition. New York: McGraw-Hill Higher Education.
                         [2] Needham, T. (1997). Visual Complex Analysis. New York: The Clarendon Press,
                             Oxford University Press.