0% found this document useful (0 votes)
6 views84 pages

Integration

This is very helpful.

Uploaded by

chandi.monohar
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
6 views84 pages

Integration

This is very helpful.

Uploaded by

chandi.monohar
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 84

Complex Integration

Pinaki Pal

Department of Mathematics
National Institute of Technology Durgapur
West Bengal, India
pinaki.pal@maths.nitdgp.ac.in

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 1 / 84


Complex Integration
Complex Integration:

Let C : z(t), a ≤ t ≤ b be a contour and f


be any complex function defined on C.
Let P : a = t0 < t1 < ..... < tn = b be a
partition of [a, b].
Corresponding to the partition P, the
curve C is divided in n smaller arcs
σk = zk −1 → zk , k = 1, 2, ...., n where
zk = z(tk .)
Let ζk = z(sk ), tk −1 ≤ sk ≤ tk be an
arbitrary point in σk .
n
X Figure: Complex Integration
Let SP = f (ζk )(zk − zk −1 ).
k =1

Let ||P|| := max |tk − tk −1 |.


1≤k ≤n

Choose n → ∞ in such a way that ||P|| → 0.


Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 2 / 84
Complex Integration
If lim SP exists, f is said to be integrable and written as
||P||→0

ˆ n
X
f (z)dz = lim f (ζk )(zk − zk −1 ).
C ||P||→0
k =1
˛
If C is a closed path the integral is denoted by f (z)dz.
C

Theorem
If f is continuous on a contour C, then f is integrable along C.
If f = u + iv is continuous on a contour C : z(t) = x(t) + iy (t), t ∈ [a, b] then

ˆ ˆ b ˆ b ˆ b
0
f (z)dz = f (z(t))z (t)dt = (udx − vdy ) + i (vdx + udy ).
C a a a

The length of the contour C : z(t) = x(t) + iy (t), t ∈ [a, b] is given by

ˆ ˆ b ˆ bq
0
L(C) := |dz| = |z (t)|dt = x 2 (t) + y 2 (t) dt
C a a

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 3 / 84


Complex Integration
ˆ ˆ ˆ
1 Linearity: [αf (z) + βg(z)]dz = α f (z)dz + β g(z)dz.
C C C
ˆ ˆ
2 f (z)dz = − f (z)dz.
−C C

Here if C is the curve joining the points from z0 to z1 then −C is the


curve joining the points from z1 to z0 .
ˆ ˆ ˆ
3 f (z)dz = f (z)dz + f (z)dz.
C1 +C2 C1 C2
4 M-L inequality: If L is the length of the curve C and M = max |f (z(t))|
t∈[a,b]
then ˆ ˆ
f (z)dz ≤ |f (z)||dz| ≤ ML.
C C
Hints:
ˆ ˆ b
0
f (z)dz = f (z(t))z (t)dt
C a
ˆ b ˆ
0
≤ |f (z(t))||z (t)|dt = |f (z)||dz|
a C
ˆ b
0
≤M |z (t)|dt = ML.
a
Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 4 / 84
Examples ˆ
dz 2π
Example: Show that ≤ where C : z(t) = 2eit , −π ≤ t ≤ π.
C z 2 + 10 3
Solution: For z ∈ C, |z + 10| ≥ 10 − |z|2 = 10 − |z(t)|2 = 10 − 4 = 6 and so
2

ˆ ˆ ˆ
dz |dz| 1 1 2π
2
= 2
≤ |dz| = × 4π = .
C z + 10 C |z + 10| 6 C 6 3

Theorem (Fundamental theorem of integration)


If a continuous function f has a primitive F in domain D i.e., F 0 (z) = f (z) for
all z ∈ D then for all paths C in D joining two points z0 and z1 in D, we have
ˆ
f (z) dz = F (z1 ) − F (z0 ).
C
Proof: Let z(t), t ∈ [a, b] be a parameterization of C with z0 = z(a), z1 = z(b). Then
ˆ ˆ b ˆ b ˆ b
0 0 0 dF (z(t))
f (z) dz = f (z(t))z (t) dt == F (z(t))z (t) dt = dt
C a a a dt

= F (z(b)) − F (z(a)) = F (z1 ) − F (z0 ).

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 5 / 84


Examples
ˆ y
Example: Find z dz from z = 0 to z = 4 + 2i
C 2i 4 + 2i
along the curve C given by
(a) z(t) = t 2 + it (b) the line from z = 0 to 2i
and then line from z = 2i to 4 + 2i. x
Solution: (a) For the curve z(t) = t 2 + it the point z = 0 and
z = 4 + 2i corresponds t = 0 and 2 respectively. Therefore
ˆ ˆ 2 ˆ 2
8
z dz = 2
(t + it)(2t + i) dt = (2t 3 − it 2 + t) dt = 10 − i.
C 0 0 3
(b) Let C = C1 + C2 where C1 : x = 0, 0 ≤ y ≤ 2 and
C2 : y = 2, 0 ≤ x ≤ 4. Then
ˆ ˆ ˆ ˆ 2 ˆ 4
z dz = z dz + z dz = (iy )i dy + (x + 2i) dx
C C1 C2 0 0
ˆ 2 ˆ 4
= y dy + (x − 2i) dx = 2 + (8 − 8i) = 10 − 8i
0 0
Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 6 / 84
Examples

ˆ
Example: Find 3z 2 dz from z = 0 to z = 4 + 2i along the curve C
C
given by
(a) z(t) = t 2 + it (b) the line from z = 0 to 2i and then line from
z = 2i to 4 + 2i.
Solution: Let f (z) = 3z 2 and F (z) = z 3 . Then F 0 (z) = f (z). Thus
ˆ
3z 2 dz = F (4 + 2i) − F (0) = (4 + 2i)3
C

where C is any curve joining z = 0 and z = 4 + 2i.

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 7 / 84


Cauchy’s Theorem

Theorem (Green’s Theorem)


Let M(x, y ) and N(x, y ) be continuous with continuous partial
derivative in a simply connected domain R whose boundary is a
simple closed contour. Then
ˆ ¨  
∂N ∂M
Mdx + Ndy = − dxdy
C R ∂x ∂y

where C is traversed in the positive sense.

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 8 / 84


Cauchy’s Theorem
Theorem (Cauchy’s weak Theorem)
If f (z) is analytic with a continuous derivative in a simply
ˆ connected domain
D, and C is closed contour lying in D, then we have f (z) dz = 0.
C

Proof:
Let f (z) = u(x, y ) + iv (x, y ). By C-R equation, we have
ux = vy , & uy = −vx for x, y ∈ D.
Since f 0 (z) = ux + ivx is continuous, all these partial derivatives are
continuous.
Let C be a simple closed contour.
Then by Green’s Theorem
ˆ ˆ ˆ ˆ
f (z) dz = (u + iv )(dx + idy ) = (udx − vdy ) + i (vdx + udy )
C
¨C ¨C C

= (−vx − uy )dxdy + i (ux − vy )dxdy


R R
=0.
Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 9 / 84
Cauchy’s Theorem
Theorem (Cauchy’s Theorem or Cauchy-Goursat Theorem)
If f is analytic in˛a simply connected domain D and C is any closed contour
lying in D, then f (z)dz = 0.
C

Remark: The domain bounded by a simple closed contour is always simply


connected domain.
Corollary
˛
If f is analytic within and on a simple closed contour C then f (z)dz = 0..
C

Corollary
Let f be analytic ˆin a simply connected domain D and a ∈ D. Then the
z
function F (z) = f (ξ) dξ, z ∈ D is analytic in D such that F 0 (z) = f (z) for
a
all z ∈ D.

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 10 / 84


Cauchy’s Theorem
Remark-1: Let ˆf be analytic in a SCD D and z0 and z1 be any two points
z1
inside D. Then f (z) dz is independent of the path in D joining the point z0
z0
and z1 .

Let C1 and C2 be two distinct curves


joining z0 and z1 .
Let C = C1 + (−C2 ). Then C is a closed
curve lying inside D.
˛
By Cauchy’s theorem f (z) dz = 0
C

ˆ
But ˆ ˆ
f (z) dz = f (z) dz + f (z) dz =
ˆC ˆC1 −C2

f (z) dz − f (z) dz
C1 C2
ˆ ˆ
Thus f (z) dz = f (z) dz.
C1 C2
Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 11 / 84
Cauchy’s Theorem
Remark-2: Suppose that f (z) is analytic
ˆ in a multiply connected domain D
and on its boundary C. Then we have f (z) dz = 0, where the integration is
C
performed along C in the positive sense.

Suppose we construct the line segment


AB, called a cross-cut, which connects
the outer boundary C1 with the inner
boundary C2 .
Then the domain bounded by the contour
C1 , the line segment AB, the contour C2 ,
and the line segment BA (traversed as
illustrated in Figure) is simply connected.
By Cauchy’s theorem ‰ ˆ fi ˆ
f (z) dz + f (z) dz + f (z) dz + f (z) dz = 0.
C1 AB C2 BA
ˆ ˆ
But f (z) dz = − f (z) dz.
AB BA
‰ fi ˆ
Thus f (z) dz + f (z) dz = 0 =⇒ f (z) dz = 0.
C1 C2 C

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 12 / 84


Cauchy’s Theorem
Remark-3: Let f (z) be analytic in a domain D bounded
‰ by two ‰simple closed
contour C1 and C2 and also on C1 and C2 . Then f (z) dz = f (z) dz
C1 C2
where C1 and C2 are both traversed counterclockwise.
Theorem (Cauchy’s Theorem for multiply connected domains)
Let D be a multiply connected domain bounded externally by a simple closed contour C and internally by n simple closed
nonintersecting contours C1 , C2 , . . . , Cn . Let f be analytic on D ∪ C1 ∪ C2 ∪ . . . ∪ Cn . Then

‰ n ‰
X
f (z) dz = f (z) dz
C k =1 Ck

where C and C1 , C2 , . . . , Cn are all traversed counterclockwise.

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 13 / 84


Cauchy’s Theorem

dz
Example: Evaluate , n ∈ Z where C is any closed contour.
C (z − a)n

Solution:
If a lies outside C then 1/(z − a)n is analytic inside and on C.

dz
By Cauchy’s theorem = 0.
C (z − a)n

If a lies inside C then consider a circle C 0 lying inside C of radius r with


center at z = a.
By Cauchy’s theorem for multiply connected domain,
‰ ‰
dz dz
= .
C (z − a)n C 0 (z − a)n

We know that
‰ (
dz 2πi, n=1
=
C0 (z − a)n 0, n 6= 1

Thus
‰ (
dz 2πi, n = 1
=
C (z − a)n 0, n=6 1

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 14 / 84


Cauchy’s Theorem
˛
dz
Example: Evaluate where C is the circle
C z2 + 1
(a) |z − i| = 1 (b) |z + i| = 1 (c) |z| = 2 (d) |z − 1| = 1.
Solution: Let
˛ ˛ ˛
dz 1 dz 1 dz
I= 2
= +
C z +1 2i C z −i 2i C z +i
1
(a) Let C : |z − i| = 1. In this case, is y
z +i
analytic within and on C. Then
˛ ˛
1 dz 1 dz 1
I= + = × 2πi + 0 = π
2i C z − i 2i C z + i 2i i
1
(b) Let C : |z + i| = 1. In this case, is
z −i x
analytic within and on C. Then
˛ ˛ −i
1 dz 1 dz 1
I= + =0+ × 2πi = π
2i C z − i 2i C z + i 2i
Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 15 / 84
Cauchy’s Theorem
(c) Let C : |z| = 2. In this case, both the
point i and −i lies inside C. The curve
C1 : |z − i| = 12 and C2 : |z + i| = 12 lies inside y
C. Then
‰ ‰
1 dz 1 dz i
I= +
2i C z − i 2i C z + i
‰ ‰ ‰ ‰ x
−i

1 dz dz dz dz
= + + +
2i C1 z − i C2 z − i C1 z + i C2 z + i
1
= (2πi + 0 + 0 + 2πi) = 2π.
2i
(d) Let C : |z − 1| = 1. In this case, both y
the points i and −i lies outside C and so
1
2
is analytic within and on C. Thus i
z +1
˛ 1 x
dz −i
I= 2
=0
C z +1
Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 16 / 84
Cauchy’s Integral Formula

Theorem (Cauchy’s Integral Formula)


Let f (z) be analytic in a simply connected
domain D. Then for any point a ∈ D and any
simple closed contour C enclosing a, we have
ˆ
1 f (z)
f (a) = dz
2πi C z − a

Theorem (Cauchy’s Integral Formula for derivatives)


Let f (z) be analytic in a simply connected domain D. Then for any
point a ∈ D and any simple closed contour C enclosing a, we have
ˆ
(n) n! f (z)
f (a) = dz n = 0, 1, 2, · · · .
2πi C (z − a)n+1

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 17 / 84


Cauchy’s Integral Formula
˛
ez
Example: Evaluate dz where C is the circle (a) |z| = 3
C z −2
(b) |z| = 1.
ez
Solution: The integrand is not analytic at z = 2.
z −2
(a) Let C : |z| = 3 and so z = 2 lies inside C. If f (z) = ez then f (z)
is analytic within and on C. Then by Cauchy’s integral formula
˛ ˛
ez f (z)
dz = dz = 2πi × f (2) = 2πie2
C z − 2 C z − 2

ez
(b) Let C : |z| = 1 and so z = 2 lies outside C. If f (z) = then
z −2
f (z) is analytic within and on C. Then by Cauchy’s integral theorem
˛ ˛
ez
dz = f (z) dz = 0.
C z −2 C

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 18 / 84


Cauchy’s Integral
˛ Formula
tan z
Example: Evaluate 2−1
dz where C is the circle |z| = 32 .
C z
tan z
Solution: The integrand 2 is not analytic at
z −1
z = i, −i, ± π2 , ± 3π
2 , . . ..

The points z = i, −i lies inside C : |z| = 23 . Then by Cauchy’s integral


formula
˛ ˛ y
tan z tan z
2
dz = dz
C z −1 C (z − 1)(z + 1)
˛ ˛
1 tan z 1 tan z i
= dz − dz
2 C (z − 1) 2 C (z + 1)
x
1 1 −i
= × 2πi tan 1 − × 2πi tan(−1)
2 2
= 2πi tan 1
Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 19 / 84
Cauchy’s Integral Formula
˛
e2z
Example: Evaluate dz where C is the circle |z| = 3.
C (z + 1)4
e2z
Solution: The integrand is not analytic at z = −1 and the
(z + 1)4
point z = −1 lies inside C.
Let f (z) = e2z . Then f (z) is analytic within and on C.
Then by Cauchy’s integral formula for derivatives we have
˛ ˛
3! f (z) 3 e2z
f (3) (−1) = 4
dz = dz.
2πi C (z + 1) πi C (z + 1)4

Now f 0 (z) = 2e2z , f 00 (z) = 4e2z , f 000 (z) = 8e2z .


˛
e2z πi 8πi
4
dz = f (3) (−1) = .
C (z + 1) 3 3e2

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 20 / 84


Cauchy’s Integral
˛ Formula
z
e
Example: Evaluate dz where C is the circle |z − 1| = 3.
C (z + 1)2 (z − 2)
Solution: The integrand is not analytic at z = −1, 2 and these points lies
inside C.
By partial fraction
1 1/9 1/9 1/3
= − − .
(z + 1)2 (z − 2) (z − 2) (z + 1) (z + 1)2
Let f (z) = ez . Then f (z) is analytic within and on C.
Then by Cauchy’s integral formula for derivatives we have
˛ ˛ ˛ ˛
ez 1 ez 1 ez 1 ez
2
dz = dz − dz − dz
C (z + 1) (z − 2) 9 C (z − 2) 9 C (z + 1) 3 C (z + 1)2

1 1 1
= × 2πif (2) − × 2πif (−1) − × 2πif 0 (−1)
9 9 3
2πi 2 2πi 2
= (e − e−1 − 3e−1 ) = (e − 4e−1 )
9 9
Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 21 / 84
Cauchy’s Integral
˛ Formula
z +4
Example: Evaluate dz where C is the circle
C z2 + 2z + 5
|z + 1 − i| = 2.
Solution: The integrand is not analytic at z = −1 ± 2i. Note that the
point −1 + 2i lies inside C and the point −1 − 2i lies outside C.
z +4
Let f (z) = . Then f (z) is analytic within and on C.
z + 1 + 2i
Then by Cauchy’s integral formula we have
˛ ˛
z +4 z +4
2
dz = dz
C z + 2z + 5 C (z + 1 + 2i)(z + 1 − 2i)
˛
f (z)
= dz = 2πi f (−1 + 2i)
C (z + 1 − 2i)

−1 + 2i + 4 π
= 2πi = (3 + 2i).
−1 + 2i + 1 + 2i 2

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 22 / 84


Cauchy’s Integral Formula
Theorem (Cauchy integral formula for multiply connected
domain)
Let D be a multiply connected domain bounded by two simple closed contour
C1 and C2 (C2 lying wholly within C1 ) and f (z) is analytic in D ∪ C1 ∪ C2 . If a
is any interior point of D, then
‰ ‰
n! f (z) n! f (z)
f (n) (a) = dz − dz, n = 0, 1, 2, . . . .
2πi C1 (z − a)n+1 2πi C2 (z − a)n+1

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 23 / 84


Theorem
Let f be analytic in a domain D. Then the derivatives of all orders of f
exist and are analytic in D.

Converse of Cauchy’s Theorem:

Theorem (Morera’s Theorem)


¸Let f (z) be continuous in a domain D with the property that
C f (z) dz = 0 for every simple closed contour C. Then f (z) is analytic.

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 24 / 84


Theorem (Cauchy Inequality)
Let f (z) be analytic in the open disk ∆(a, r ) = {z ∈ C : |z − a| < r } and
|f (z)| ≤ M for all z ∈ ∂∆(a, r ). Then

Mn!
|f (n) (a)| ≤ , n ∈ N.
rn
Proof: By Cauchy integral formula for derivatives, we have
˛
(n) n! f (z)
f (a) = dz, C : |z − a| = r
2πi (z − a)n+1
C

Then
˛ ˛
(n) n! |f (z)| Mn! Mn! Mn!
|f (a)| ≤ n+1
|dz| ≤ |dz| = 2πr = n .
2π |z − a| 2πr n+1 2πr n+1 r
C C

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 25 / 84


Theorem (Liouville’s Theorem)
Any bounded entire function is constant.

Proof:
Let f (z) be a bounded entire function.
Then there exists a positive constant M such that |f (z)| ≤ M for all
z ∈ C.
Let a be any point of the complex plane and C be the
circumference of the circle |z − a| = R.
M
Then, by Cauchy’s inequality, we have |f 0 (a)| ≤ .
R
Since f (z) is an entire function, R may be taken arbitrarily large
and, therefore, |f 0 (a)| ≤ M
R → 0 as R → ∞.
Thus f 0 (a) = 0. Since a is arbitrary, f 0 (z) = 0 for all z ∈ C.
Thus f is constant.
Example:
The function sin z is an entire function and it is not bounded.
The function cos z is an entire function and it is not bounded.
Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 26 / 84
Power Series
A series of the form

X
an (z − a)n = a0 + a1 (z − a) + a2 (z − a)2 + · · ·
n=0

is known as the power series about the point z = a where an and


a are fixed complex numbers and z is a complex variable.
P∞ n
The
P∞ power series n=0 an (z − a) is called absolutely convergent
if n=0 |an ||z − a|n is convergent.
For every power series ∞ n
P
n=0 an (z − a) there exist a real number
R such that for every z in |z − a| < R, the series is absolutely
convergent and for every z in |z − a| > R, the series is divergent.
The number R is called the radius of convergence of the power series and the circle |z − a| = R is called the circle of
convergence of the power series.

No general statement can be made about the convergence of a power series on the circle of convergence.

We write R = ∞ if the power series convergence for all z ∈ C and R = 0 if the power series convergence only at z = a.

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 27 / 84


Power Series

Radius of convergence of a power series:



X
If R is the radius of convergence of the power series an (z − a)n
n=0
then
1 an+1
= lim (Ratio Test)
R n→∞ an
or,
1
= lim |an |1/n (Root Test)
R n→∞

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 28 / 84


Power Series ∞
X zn
Example: Find the radius of convergence of the power series .
n!
n=0
1
Solution: Here an = n! and a = 0. Then

1 an+1 n! 1
= lim = lim = lim = 0.
R n→∞ an n→∞ (n + 1)! n→∞ n + 1

Thus the radius of convergence is R = ∞ and the series converges for all
z ∈ C.

X n
Example: Find the radius of convergence of the power series 2
zn.
4n + 1
n=0
n
Solution: Here an = 2
and a = 0. Then
4n + 1
1 an+1 n+1 4n2 + 1
= lim = lim 2
× = 1.
R n→∞ an n→∞ 4(n + 1) + 1 n
Thus the radius of convergence is R = 1 and the series converges for |z| < 1
and diverges for |z| > 1.
Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 29 / 84
Power Series

Example: Find the radius of convergence of the power series


X∞
(3 + i)−n z n .
n=0

Solution: Here an = (3 + i)−n and a = 0. Then

1 1 1
= lim |an |1/n = lim =√ .
R n→∞ n→∞ 3 + i 10

Thus the√ radius of convergence is R√ = 10 and the series converges
for |z| < 10 and diverges for |z| > 10.

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 30 / 84


Power Series

X
Example: Find the radius of convergence of the power series (3 + i)−n z 3n .
n=0

X
Solution: Let w = z 3 . Then the series becomes an w n where
n=0
an = (3 + i)−n . Then

1 1/n 1 1
= lim |an | = lim =√ .
R n→∞ n→∞ 3 + i 10

X √
Thus the series an w n convergence is converges for |w| < 10 and
n=0

diverges for |w| > 10.

X
Hence the power series (3 + i)−n z 3n convergence is converges for
n=0
|z| < 101/6 and diverges for |z| > 101/6 . Thus the radius of convergence of
the given series is R = 101/6 .
Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 31 / 84
Power Series

Theorem

X
Let R be the radius of convergence of the power series an (z − a)n
n=0
and it converges to the function f (z) in |z − a| < R. The f (z) is analytic
in |z − a| < R, i.e., a power series represents an analytic function
inside its circle of convergence.

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 32 / 84


Taylor Series
Theorem (Taylor’s theorem)
Let f (z) be analytic in a domain D whose boundary is C. Then for all
z ∈ D we have

X
f (z) = an (z − a)n , |z − a| < δ
n=0

f (n) (a)
where an = are called Taylor’s coefficients of f (z) and δ is the
n!
distance from a to the nearest point of C.

Remark:
The infinite series is called the Taylor’s series and

f (n) (a) 1 f (z)
an = = dz.
n! 2πi |z−a|=δ (z − a)n+1
If a = 0 then the Taylor’s series is called Maclaurin’s series.
Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 33 / 84
Taylor Series
When D is a disk then Taylor’s theorem can be written as:
Taylor’s theorem: Let f (z) be analytic in the disk |z − a| < R. Then
for all z in the disk
∞ (n)
X f (a)
f (z) = (z − a)n , |z − a| < R.
n!
n=0
∞ (n)
X f (a)
The Taylor series (z − a)n converges to f (z) in the disk
n!
n=0
|z − a| < R.
Remark:
Any function f (z) which is analytic at a point z0 must have a
Taylor’s series about z0 valid in some nbd of z0 .
If f is an entire function then the radius of convergence can be
chosen arbitrary large, i.e., the region of validity of the Taylor’s
series becomes |z − z0 | < ∞.
Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 34 / 84
Taylor Series
1
Example: Find the Taylor series of f (z) = about z = 0.
1−z
Solution: Clearly,
0 1 00 1.2 000 1.2.3 (n) n!
f (z) = , f (z) = , f (z) = ,...,f (z) =
(1 − z)2 (1 − z)3 (1 − z)4 (1 − z)n+1

Thus f (n) (0) = n! and so the Taylor series of f (z) about z = 0 is


∞ (n) ∞
X f (0) X
f (z) = (z − 0)n = zn = 1 + z + z2 + z3 + · · · .
n!
n=0 n=0

If R is the radius of convergence of the Taylor series then


1 an+1 1
= lim = lim = 1.
R n→∞ an n→∞ 1

1
Example: The Taylor series of f (z) = about z = 0 is
1+z
∞ (n) ∞
X f (0) X
f (z) = (z − 0)n = (−1)n z n , |z| < 1.
n!
n=0 n=0

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 35 / 84


Taylor Series

z +2
Example: Find the Taylor series of f (z) = about z = 0.
1 − z2
Solution: Here
z +2 3 1 1 1
f (z) = 2
= +
1−z 21−z 21+z
∞ ∞
! !
3 X n 1 X
= z + (−1)n z n , |z| < 1
2 2
n=0 n=0

= 2 + z + 2z 2 + z 3 + · · · , |z| < 1.

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 36 / 84


Taylor Series
1
Example: Find the Taylor series of f (z) = about z = 0.
(z − 2)(z − 3)
Solution:
1 1 1 1 1 1 1
f (z) = = − =− +
(z − 2)(z − 3) z −3 z −2 3 1 − z/3 2 1 − z/2
∞ ∞
! !
1 X n 1 X
=− (z/3) + (z/2)n
3 2
n=0 n=0

where the first series is valid in |z| < 3 and the second series is valid in
|z| < 2. Thus both series are valid in |z| < 2. Hence
∞  
X 1 1
f (z) = − zn, |z| < 2.
2n+1 3n+1
n=0

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 37 / 84


Laurent’s theorem: Laurent Series
Let f (z) be analytic in the annular region (annulus) D : R1 < |z − a| < R2 .
Then for each z ∈ D,
∞ ∞
X X bn
f (z) = an (z − a)n +
(z − a)n
n=0 n=1

with ‰
1 f (z)
an = dz and bn = a−n
2πi C (z − a)n+1
where C is any simple closed contour lying in D that makes a complete
counterclockwise revolution about a.
Alternatively, y

R2
X
f (z) = cn (z − a)n ,
n=−∞
a C
where R1
‰ z
1 f (z)
cn = dz. x
2πi C (z − a)n+1
Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 38 / 84
Laurent Series

Remark:
Suppose f (z) is analytic inside the disk |z − a| < R1 . Then by
Cauchy’s theorem

1 f (z)
bn = dz = 0
2πi C (z − a)−n+1

In this case, the Laurent series reduce to the Taylor series



X
f (z) = an (z − a)n .
n=0

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 39 / 84


Laurent Series
1
Example: Find the Taylor’s/Laurent’s series of f (z) = in
1−z
(i) |z| < 1 (ii) |z| > 1.
Solution: (i) Let |z| < 1. Then

1 X
f (z) = = zn.
1−z
n=0

(ii) Let 1 < |z| < ∞. Then


∞  n
1 1 1X 1 1
f (z) = = 1
 =− , <1
1−z −z 1 − z z z z
n=0


X 1
=− , 1 < |z| < ∞.
z n+1
n=0
1
Example: Find the Laurent’s series of f (z) = in |z| > 1.
1+z
Solution:
∞  n ∞
1 1 1 X n 1 X n 1
f (z) = =   = (−1) = (−1) , 1 < |z| < ∞.
1+z z 1 + z1 z n=0 z n=0
z n+1

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 40 / 84


Laurent Series
1
Example: Find the Taylor’s/Laurent’s series of f (z) = in
(z + 1)(z + 3)
(i) |z| < 1 (ii) 1 < |z| < 3 (iii) |z| > 3 (iv ) 0 < |z + 1| < 2
Solution: We have
1 1 1
f (z) = = −
(z + 1)(z + 3) 2(z + 1) 2(z + 3)
(i) Let |z| < 1. Then
1 1 1 1 z −1
f (z) = − = (1 + z)−1 − 1+
2(z + 1) 2(z + 3) 2 6 3

z2 z3
 
1 1 z
= (1 − z + z 2 − z 3 + · · · ) − 1− + − + ···
2 6 3 9 27
1 4 13 2
= − z+ z − ··· .
3 9 27
This is a Taylor’s series valid for |z| < 1.
Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 41 / 84
Laurent Series
(ii) Let 1 < |z| < 3. Then

−1
1 1 1 1 1 z −1
  
f (z) = − = 1+ − 1+
2(z + 1) 2(z + 3) 2z z 6 3

z2 z3
!
1 1 1 1 1 z
 
= 1− + − + ··· − 1− + − + ···
2z z z2 z3 6 3 9 27

2
z3
!
1 1 1 1 1 z z
 
= − + − + ··· + − + − + − ··· .
2z 2z 2 2z 3 2z 4 6 18 54 162

This is a Laurent’s series valid for 1 < |z| < 3.


(iii) Let |z| > 3. Then

1 1 1 1 −1 1 3 −1
   
f (z) = − = 1+ − 1+
2(z + 1) 2(z + 3) 2z z 2z z

1 1 1 1 1 3 9 27
   
= 1− + − + ··· − 1− + − + ···
2z z z 2 z 3 2z z z 2 z 3

1 4 13
= − + − ··· .
z2 z3 z4

This is a Laurent’s series valid for |z| > 3.

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 42 / 84


Laurent Series

(iv ) Let 0 < |z + 1| < 2. We substitute u = z + 1. Then 0 < |u| < 2


and so
1 1 1 1 1 1 u −1
f (z) = − = − = − 1+
2(z + 1) 2(z + 3) 2u 2(u + 2) 2u 4 2

u u2 u3
 
1 1
= − 1− + − + ···
2u 4 2 4 8

(z + 1) (z + 1)2 (z + 1)3
 
1 1
= − 1− + − + ··· .
2(z + 1) 4 2 4 8

This is a Laurent’s series valid for 0 < |z + 1| < 2.

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 43 / 84


Laurent Series
z
Example: Find the Taylor’s/Laurent’s series of f (z) = in
z 2 − 3z + 2

(i) |z| < 1 (ii) 1 < |z| < 2 (iii) |z| > 2.

Solution: We have
1 z 1 2
f (z) = = = − .
z 2 − 3z + 2 (z − 1)(z − 2) 1−z 2−z

(i) Let |z| < 1. Then

−1 ∞ ∞  n
1 2 z z

−1 n
X X
f (z) = − = (1 − z) − 1− = z − .
1−z 2−z 2 n=0 n=0
2

(ii) Let 1 < |z| < 2. Then

−1 −1 ∞  n ∞  n
1 2 1 1 z 1 X 1 z
  X
f (z) = − =− 1− − 1− =− − .
1−z 2−z z z 2 z n=0 z n=0
2

(iii) Let |z| > 2. Then

−1 −1 ∞  n ∞  n
1 2 1 1 2 2 1 X 1 2 X 2
 
f (z) = − =− 1− + 1− =− + .
1−z 2−z z z z z z n=0 z z n=0 z

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 44 / 84


Laurent Series
Example: Suppose that f (z) is an entire function and that
|f (z)| ≤ M|z|k as |z| → ∞ for some k > 0. Then f (z) is a polynomial of
degree at most k .
Solution: Since f (z) is entire function, we have
∞ ∞ (n)
X X f (0)
f (z) = an z n = zn, z ∈ C.
n!
n=0 n=0

By Cauchy’s inequality, on the circle |z| = R (R is a very large


number), we have

f (n) (0) MR k M
|an | = ≤ = n−k
n! Rn R

Letting R → ∞, we see that an = 0 whenever n > k . Hence, f (z) is a


polynomial of degree at most k .
Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 45 / 84
Zeros of analytic function
Definition
Let f (z) be analytic at z0 . Then z0 is called a zero of f (z) if f (z0 ) = 0.

Theorem (The Fundamental Theorem of Algebra)


Every nonconstant polynomial has at least one zero in C.

Theorem
Every polynomial of degree n has exactly n (not necessarily distinct)
zeros in C.

Theorem (Zeros are isolated)


Suppose f (z) is analytic at a point z = z0 . Then either f (z) ≡ 0 in
some neighborhood of z0 , or there exists a real number r such that
f (z) 6= 0 in the punctured disk 0 < |z − z0 | < r .

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 46 / 84


Zeros of analytic function
Definition
Let f (z) be analytic at z0 . Then f (z) has a Taylor series expansion in a
nbd of z0 as follows

X
f (z) = an (z − z0 )n , |z − z0 | < δ
n=0

f (n) (z0 )
where an = .
n!
If a0 = a1 = a2 = · · · = am−1 = 0 but am = 6 0 then f (z) can be written
as

X
f (z) = (z − z0 )m an (z − z0 )n−m = (z − z0 )m φ(z),
n=m

where φ(z) is analytic at z0 and φ(z0 ) 6= 0 and we say that f (z) has a
zero of order m at z = z0 .

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 47 / 84


Singularity
Singular points: A point z0 is called a singular point of a function f (z) if
f (z) is not analytic at z0 (may even be undefined at z0 ) but is analytic at
some point in every neighborhood of z0 . The function f (z) is said to have
a singularity at z0 .
Isolated singular point: The singular point z0 is called isolated singular
point of f (z) if there exist a nbd of z0 containing no other singular point of
f (z).
Non-isolated singular point: The singular point z0 is called a
non-isolated singular point of f (z) if every neighborhood of z0 contains at
least one singularity of f (z) other than z0 .
Example: Consider the function f (z) = |z|2 = zz. This function is nowhere
analytic. It has no singular point.
sin z
Example: Consider the function f (z) = tan z = . Singular points of f (z)
cos z
are given by
π 3π
cos z = 0 =⇒ z = ± , ± , · · · .
2 2
All these singular points are isolated.
Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 48 / 84
Singularity
1 sin z1
Example: Consider the function f (z) = tan = .
z cos z1
Singular points of f (z) are given by

1 1 π 2
cos = 0 =⇒ = (2n + 1) =⇒ z = , n ∈ Z.
z z 2 (2n + 1)π

All these singular points are isolated.


Note that f (z) is not defined at z = 0 but f (z) is analytic in some nbd of
z = 0. Thus z = 0 is also a singular points of f (z).
2
Since lim = 0, every nbd of z = 0 contains many other
n→∞ (2n + 1)π
singular point of f (z).
Thus z = 0 is a non-isolated singular point of f (z).

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 49 / 84


Singularity

Isolated singularity of a function f (z) at z = z0 can be further classified.

Let z = z0 be an isolated singularity of an analytic function f (z). Then in a deleted nbd of z = z0 , f (z) has a Laurent series
expansion of the form
∞ ∞
n −n
X X
f (z) = an (z − z0 ) + bn (z − z0 ) , 0 < |z − z0 | < δ.
n=0 n=1


−n
X
The term bn (z − z0 ) is called the principal part of f (z) at z = z0 . Now there are three possibilities.
n=1

1. Removable singularity:

If the principal part in Laurent expansion of f (z) does not contain any term, that is bn = 0 for all n ∈ N then z0 is called a
removable singularity of f (z).

If a function f (z) is not defined at z0 but lim f (z) exist then z0 is called a removable singularity of f (z).
z→z0

In this case, if we define f (z) at z0 as equal to lim f (z) then f (z) will be analytic at z0 .
z→z0

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 50 / 84


Singularity

2. Pole:
If the principal part has only a finite number of terms, that is bn = 0 for all n > m for some m ∈ N and bm 6= 0 then z0 is
called a pole of order m of f (z).

If m = 1 then z0 is called a simple pole. If m = 2 then z0 is called a double pole.


In this case, f (z) has the form
∞ m
n −n
X X
f (z) = an (z − z0 ) + bn (z − z0 ) .
n=0 n=1

If z0 is an isolated singularity and we can find a positive integer m such that

m
lim (z − z0 ) f (z) = A 6= 0
z→z0

then z0 is called a pole of order m of f (z).


φ(z)
An isolated singularity z0 of f (z) is a pole of order m iff f (z) can be expressed as f (z) = where φ(z) is
(z − z0 )m
analytic at z0 and φ(z0 ) 6= 0.
An isolated singularity z0 of f (z) is a pole of f (z) iff lim f (z) = ∞.
z→z0

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 51 / 84


Singularity
3. Essential Singularity:
If the principal part in Laurent expansion of f (z) contains an infinite
number of terms, then z0 is called an isolated essential singularity of
f (z).
In this case, f (z) has the form

X ∞
X
f (z) = an (z − z0 )n + bn (z − z0 )−n .
n=0 n=1

If z0 is a isolated singularity and there exist no positive integer m such


that
lim (z − z0 )m f (z) = A
z→z0

is called an essential singularity of f (z).


If z0 is a isolated singularity of f (z) and lim f (z) does not exist in C∞
z→z0
then z0 is called an essential singularity of f (z).
Remark: A point z0 is a pole of order m of f (z) iff z0 is a zero of order m of
1/f (z).
Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 52 / 84
Singularity
sin z
Example: Consider the function f (z) = .
z
sin z
Note that f (0) is not defined but lim = 1. Then z = 0 is a
z→0 z
removable singularity of f (z).
1 3
Example: Consider the function f (z) = 5
+ .
z(z − 2) (z − 2)2
f (z) has isolated singularity at z = 0, 2. Now,
 
1 3z 1
lim zf (z) = lim + =− .
z→0 z→0 (z − 2)5 (z − 2)2 32
 
5 1 3 1
lim (z − 2) f (z) = lim + 3z(z − 2) = .
z→0 z→2 z 2
Thus z = 0 is a simple pole and z = 2 is a pole of order 5 of f (z).
1
Example: The function f (z) = e z has essential singularity at z = 0
because
1 1 1 1
f (z) = e z = 1 + + + ··· .
z 2! z 2
Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 53 / 84
Singularity
sin z
Example: Find the singularities of the function f (z) = tan z =
cos z
and classify them.
Solution: Singularities of f (z) are given by
π
cos z = 0 =⇒ z = zn := (2n + 1) , n ∈ N.
2
Since lim f (z) does not exist, there are no removable singularity.
z→zn

z − zn 0
lim (z − zn )f (z) = lim ( form)
z→zn z→zn cot z 0
1
= lim = −1
z→zn − sec2 z
Thus all the singularities of f (z) are simple pole.

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 54 / 84


Singularity
1
Example: Find the nature of the singularities of f (z) = .
z(ez − 1)
Solution: Singularities of f (z) are given by

z = 0 & ez = 1 =⇒ z = 0, 2nπi, n ∈ Z.

Thus z = 0 is a double pole. All other poles are simple.


1
Example: Find the nature of the singularities of f (z) = z sin .
z
Solution: The only singularity of f (z) is at z = 0. Note that
 
1 1 1 1 1 1
f (z) = z sin = z − 3
+ 5
− ··· = 1 − 2
+ − ···
z z 3!z 5!z 3!z 5!z 4

Since the series does not terminate, z = 0 is an essential singularity of


f (z).

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 55 / 84


Singularity
Isolated singularity at ∞: A function f (z) has an isolated singularity at
z = ∞ if and only if f (1/z) has an isolated singularity at z = 0.
Moreover, we make the definition that the singularity of f (z) at z = ∞ is
removable, a pole, or essential according as the singularity of f (1/z) at z = 0
is removable, a pole, or essential.
Example:
1 The function f (z) = z 2 + 1 has a pole of order 2 at z = ∞ because
f (1/z) = (1/z 2 ) + 1 has a pole of order 2 at z = 0.
2 The function f (z) = ez has an isolated essential singularity at z = ∞
because f (1/z) = e1/z has an isolated essential singularity at z = 0.
1 z3
3 Let f (z) = . Then f (1/z) = 1+4z 2
which is analytic at z = 0.
z(z 2 + 4)
Thus f (z) is analytic at z = ∞.

Meromorphic function: A function f (z) is said to be meromorphic if it is


analytic in the finite complex plane C except possibly at a finite number of
poles.
Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 56 / 84
Residue
Residue at a finite point: We recall that if f (z) has an isolated
singularity at z0 , then in a deleted nbd of z = z0 , f (z) has a Laurent
series expansion of the

X ∞
X
f (z) = an (z − z0 )n + bn (z − z0 )−n , 0 < |z − z0 | < δ.
n=0 n=1

with ‰
1 f (z)
an = dz and bn = a−n
2πi C (z − a)n+1
where C is any simple closed contour lying in the nbd of z0 that makes
a complete counterclockwise revolution about z0 .
The coefficient b1 is called the residue of f (z) at z0 and is denoted by
Res [f (z); z0 ]. Thus

1
Res [f (z); z0 ] = b1 = f (z) dz.
2πi C

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 57 / 84


Residue
Residue at ∞: If f (z) has an isolated singularity at ∞, then in a deleted nbd
of ∞, f (z) has a Laurent series expansion of the

X ∞
X
f (z) = an z n + bn z −n , δ < |z| < ∞.
n=0 n=1

Let C be any simple closed contour lying in the nbd of ∞ that makes a
complete clockwise revolution about ∞. Then
 ∞  ∞ 
1 1 X 1 X
f (z) dz = an n
z dz + bn z −n dz = −b1 .
2πi C 2πi C 2πi C
n=0 n=1

Therefore, we define the residue of f (z) at z = ∞ as



1
Res [f (z); ∞] = f (z) dz
2πi C

= −b1 = −(coefficient of 1/z in the Laurent series expansion of f (z)).

Remark:    
1 1
Res [f (z); ∞] = −Res f ;0 .
z2 z

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 58 / 84


Residue
Theorem (Residue at a pole)
If f(z) has a pole of order m at z = z0 , then

1 d m−1
Res [f (z); z0 ] = lim [(z − z0 )m f (z)].
(m − 1)! z→z0 dz m−1

In particular, if f (z) has a simple pole at z0 , then

Res [f (z); z0 ] = lim (z − z0 )f (z).


z→z0

Theorem (Residue at a pole)


Let f (z) and g(z) be analytic at z0 . If g(z) has a simple pole at z0 and
f (z0 ) 6= 0, then  
f (z) f (z0 )
Res ; z0 = 0 .
g(z) g (z0 )

Remark: Let z0 is a essential singularity of f (z). To find Res [f (z); z0 ], we use


the Laurent series expansion of f (z) about z0 .
Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 59 / 84
Residue
Example: Find the singularities in the complex plane and the residue
z 2 − 2z
at those singular points of the function
(z + 1)2 (z 2 + 4)
Solution: The function f (z) has a pole of order 2 at z = −1 and
simple poles at z = ±2i. Therefore
1 d d z 2 − 2z
Res [f (z); −1] = lim [(z + 1)2 f (z)] = lim
(2 − 1)! z→−1 dz z→−1 dz (z 2 + 4)

(z 2 + 4)(2z − 2) − (z 2 − 2z)(2z) 14
= lim =− .
z→−1 (z 2 + 4)2 25

z 2 − 2z 7+i
Res [f (z); 2i] = lim (z − 2i)f (z) = lim 2
= .
z→2i z→2i (z + 1) (z + 2i) 25

z 2 − 2z 7−i
Res [f (z); −2i] = lim (z + 2i)f (z) = lim 2
= .
z→−2i z→−2i (z + 1) (z − 2i) 25
Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 60 / 84
Residue
Example: Find the singularities in the complex plane and the residue
2
ez
at those singular points of the function .
(z − i)3
Solution: The function f (z) has a pole of order 3 at z = i. Therefore
1 d2 1 d2 2
Res [f (z); i] = lim 2 [(z − i)3 f (z)] = lim 2 ez
(3 − 1)! z→i dz 2 z→i dz
1 2 2 1
lim (2z 2 ez + ez ) = − .
=
2 z→i e
Example: Find the singularities in the complex plane and the residue
sin z − z
at those singular points of the functions f (z) = .
z3
Solution: The function f (z) has pole of order 3 at z = 0. Therefore,
Therefore
1 d2 3 1
Res [f (z); 0] = lim [z f (z)] = lim (sin z − z) = 0
2 z→0 dz 2 2 z→0
Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 61 / 84
Residue
1/z
Example:˛ Find the singularities in the complex plane and the residue at those singular points of the function f (z) = e and
1/z
evaluate e dz.
|z|=1

Solution: The function


1/z 1 1 1
f (z) = e =1+ + + ···
z 2! z 2

has an isolated essential singularity at z = 0. Thus Res [f (z); 0] = b1 = 1 and so

˛
1/z
e dz = 2πi × Res [f (z); 0] = 2πi.
|z|=1

1
Example: Find the singularities in the complex plane and the residue at those singular points of the function f (z) = sin and
˛ z2
1
 
evaluate sin dz.
|z|=1 z2

Solution: The function


1 1 1 1
f (z) = sin = − + ···
z2 z2 3! z 6

has an isolated essential singularity at z = 0. Thus Res [f (z); 0] = b1 = 0 and so

˛
1
sin dz = 2πi × Res [f (z); 0] = 0.
|z|=1 z2

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 62 / 84


Residue
Example: Find the singularities in the extended complex plane and the residue at those singular points of the function
zn
f (z) = .
1+z
Solution: The function f (z) has an simple pole at z = −1. Now

1
f (1/z) =
z n−1 (1 + z)

which shows that z = ∞ is a pole of order n − 1 of f (z). Now

n n
Res [f (z); −1] = lim (z + 1)f (z) = lim z = (−1)
z→−1 z→−1

We know that
1 1
   
Res [f (z); ∞] = −Res f ;0 .
z2 z

1 1 1
 
If g(z) = f = then z = 0 is a pole of order n + 1 of g(z). Thus
z2 z z n+1 (1 + z)

1 dn n+1 1 dn −1
Res [f (z); ∞] = −Res [g(z); 0] = − lim [z g(z)] = − lim (1 + z)
n! z→0 dz n n! z→0 dz n

n+1 −(n+1) n+1


= (−1) lim (1 + z) = (−1) .
z→0

Remark: In the previous example, Res [f (z); −1] + Res [f (z); ∞] = 0.

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 63 / 84


Residue
Theorem (Cauchy’s Residue
Theorem)
Let f (z) be analytic inside and on a simple
closed contour C except for isolated
singularities at z1 , z2 , z3 , . . . , zn inside C. Then
ˆ n
X
f (z) dz = 2πi Res [f (z); zk ]
C k =1

Theorem (Residue Theorem for C∞ )


Suppose f(z) is analytic in C∞ except for isolated singularities at
z1 , z2 , z3 , . . . , zn , ∞. Then the sum of its residues (including the point at
infinity) is zero. That is,
n
X
Res [f (z); ∞] + Res [f (z); zk ] = 0
k =1

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 64 / 84


Residue ˆ
dz
Example: Evaluate .
|z|=2 z 2 (z 2− 1)
1
Solution: The function f (z) = has double pole at z = 0
− 1) z 2 (z 2
and simple pole at z = ±1. Note that all the singular points of f (z) lies
inside |z| = 2. Now
d d 1 −2z
Res [f (z); 0] = lim [(z − 0)2 f (z)] = lim 2
= lim 2 =
z→0 dz z→0 dz z − 1 z→0 (z − 1)2
1 1
Res [f (z); 1] = lim (z − 1)f (z) = lim 2 =
z→1 z→1 z (z + 1) 2
1 1
Res [f (z); −1] = lim (z + 1)f (z) = lim 2 =− .
z→−1 z→−1 z (z − 1) 2
Then by Cauchy’s Residue theorem
ˆ
dz
2 (z 2 − 1)
= 2πi(Res [f (z); 0] + Res [f (z); 1] + Res [f (z); −1]) = 0.
|z|=2 z

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 65 / 84


Residue
ˆ
dz
Example: Evaluate .
|z−1|=1/2 z 2 (z 2
− 1)
1
Solution: The function f (z) = has double pole at z = 0
− 1) z 2 (z 2
and simple pole at z = ±1. Note that only the pole z = 1 of f (z) lies
inside |z − 1| = 1/2. Now

1 1
Res [f (z); 1] = lim (z − 1)f (z) = lim =
z→1 z→1 z 2 (z+ 1) 2

Then by Cauchy’s Residue theorem


ˆ
dz
2 2
dz = 2πi × Res [f (z); 1] = πi.
|z|=2 z (z − 1)

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 66 / 84


Residue ˆ
1 − cos 2(z − 3)
Example: Evaluate dz.
|z−3|=1 (z − 3)3
Solution: First we note that
1 − cos 2(z − 3)
f (z) =
(z − 3)3
4(z − 3)2 16(z − 3)4
 
1
= 1−1+ − + ···
(z − 3)3 2! 4!
2 16(z − 3)
= − + ··· .
(z − 3) 4!
Thus f (z) has a simple pole at z = 3.
1
The Laurent’s series is in the power of z − 3. The coefficient of (z−3) is
2. Hence, Res [f (z); 3] = 2.
Then by Cauchy’s Residue theorem
ˆ
1 − cos 2(z − 3)
dz = 2πi × Res [f (z); 3] = 4πi.
|z−3|=1 (z − 3)3
Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 67 / 84
Residue ˆ
Example: Evaluate tan z dz.
|z|=2

sin z
Solution: The singularity of the function f (z) = tan z = are given by
cos z
π
cos z = 0 =⇒ z = (2n + 1) , n ∈ Z.
2
The singular points zn = (2n + 1) π2 are simple poles of f (z).
π
Note that only the pole z0 = and z−1 = − π2 of f (z) lies inside |z| = 2. Now
2

z − π2

π  π 1
Res [f (z); ] = limπ z − tan z = limπ = limπ =1
2 z→ 2 2 z→ 2 cot z z→ 2 csc2 z

z + π2

π  π 1
Res [f (z); − ] = lim π z + tan z = lim π = lim π = 1.
2 z→− 2 2 z→− 2 cot z z→− 2 csc2 z

Then by Cauchy’s Residue theorem


ˆ  π π 
tan z dz = 2πi Res [f (z); ] + Res [f (z); − ] = 4πi.
|z|=2 2 2

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 68 / 84


Residue ˆ
dz
Example: Evaluate .
|z|=2 (z n − 1)(z − 3)
1
Solution: The function f (z) = has simple pole at z = 3 and
(z n − 1)(z − 3)
at z = zk = e2k πi/n , k = 0, 1, 2, . . . , n − 1.
Note that the poles z = zk , k = 0, 1, 2, . . . , n − 1 of f (z) lies inside |z| = 2.
Then by Cauchy’s Residue theorem
ˆ Xn
f (z) dz = 2πi Res [f (z); zk ] = −2πi (Res [f (z); 3] + Res [f (z); ∞]) .
|z|=2 k =1

Now
1 1
Res [f (z); 3] = lim (z − 3)f (z) = lim = n ,
z→3 zn − 1 3 −1 z→1

z n−1
     
1 1
Res [f (z); ∞] = −Res f ; 0 = Res ; 0 = 0.
z2 z (1 − 3z)(1 − z n )
Therefore, ˆ
dz 2πi
n − 1)(z − 3)
dz = .
Pinaki Pal (NIT Durgapur) |z|=2 (zMA331; Odd Semester, 2022-23
1 − 3n 69 / 84
Problem set
Example: Discuss continuity of the function

 Re z , z 6= 0
z
f (z) =
0, z = 0.

Solution: Let z0 6= 0. Then


Re z Re z0
lim f (z) = lim = = f (z0 ).
z→z0 z→z0 z z0
But 
Re z 1, if z = x → 0
lim f (z) = lim =
z→0 z→0 z 0, if z = iy → 0.

Thus f (z) is continuous at all complex number except at the origin.

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 70 / 84


Problem set
xy
Example: Find the limit lim f (z) if exist where f (z) = + 2xi.
z→0 + y2 x2
xy
Solution: If f (z) = u(x, y ) + iv (x, y ) then u(x, y ) = 2 and
x + y2
v (x, y ) = 2x. Now
xy
lim u(x, y ) = lim
(x,y )→(0,0) (x,y )→(0,0) x 2 + y2
mx 2
= lim (along y = mx)
(x,y )→(0,0) x 2 + m2 x 2
m
= .
1 + m2
Since lim u(x, y ) does not exists, lim f (z) does not exists.
(x,y )→(0,0) z→0

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 71 / 84


Problem set

Example: Determine where the following functions satisfy the Cauchy Riemann equations and where the functions are
differentiable.
2
(i) f (z) = z (ii) f (z) = zRe z (iii) f (z) = 2z + 4z + 5 .

Solution: (i) We have


2
f (z) = z =⇒ fz (z) = 2z.

Thus f (z) satisfy the C-R equation only at the origin. Hence f (z) is not differentiable at all non zero points.

At z = 0, we have to check it separately by definition. (Home work!)

(ii) We have
z(z + z)
f (z) = zRe z = =⇒ fz (z) = z/2.
2
Thus f (z) satisfy the C-R equation only at the origin. Hence f (z) is not differentiable at all non zero points.

At z = 0, we have to check it separately by definition. (Home work!)

f (z) = 2z + 4z + 5 =⇒ fz (z) = 4.

Thus f (z) does not satisfy the C-R equation at any points of the complex plane. Hence f (z) is not differentiable at at any points of

the complex plane.

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 72 / 84


Problem set

Example: If f (z) is continuous at a point z0 , show that f (z) is also


continuous at z0 . Is the same true for differentiability at z0 ?
Solution: Let f (z) = u(x, y ) + iv (x, y ). If f (z) is continuous at a point
z0 then u(x, y ) and v (x, y ) is continuous at a point z0 . Thus
f (z) = u(x, y ) − iv (x, y ) is also continuous at z0 .
The same is not true for differentiability at z0 . For example, let
f (z) = z. Then f (z) is differentiable at z = 0 but f (z) = z is not
differentiable at z = 0.

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 73 / 84


Problem set
Example: Find the values of the constants a, b, c so that the following
functions becomes entire function:
(i) f (z) = x + ay − i(bx + cy ) (ii) f (z) = a(x 2 + y 2 ) + ibxy + c.
Solution: (i) If f (z) = x + ay − i(bx + cy ) is entire then it must satisfy the
C-R equation at all points. Here u(x, y ) = x + ay and v (x, y ) = −(bx + cy ).
Then

ux = vy =⇒ 1 = −c =⇒ c = −1
uy = −vx =⇒ a = b.

(ii) If f (z) = a(x 2 + y 2 ) + ibxy + c is entire then it must satisfy the C-R
equation at all points. Here u(x, y ) = a(x 2 + y 2 ) + c and v (x, y ) = bxy . Then

ux = vy =⇒ 2ax = bx =⇒ 2a = b
uy = −vx =⇒ 2ay = −by =⇒ 2a = −b.

Thus a = b = 0.

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 74 / 84


Problem set
∂u ∂u
Example: Let f (z) = u + iv be analytic. If = u1 (x, y ) and = u2 (x, y ) then show that
∂x ∂y

ˆ
f (z) = [u1 (z, 0) − iu2 (z, 0)] dz.

Solution: We know that


0
f (z) = ux + ivx = ux − iuy = u1 (x, y ) − iu2 (x, y ).

Substituting y = 0, we get
0
f (x) = u1 (x, 0) − iu2 (x, 0).

Replacing x by z, we get ˆ
0
f (z) = u1 (z, 0) − iu2 (z, 0) =⇒ [u1 (z, 0) − iu2 (z, 0)] dz.

∂v ∂v
Example: Let f (z) = u + iv be analytic. If = v1 (x, y ) and = v2 (x, y ) then show that
∂y ∂x

ˆ
f (z) = [v1 (z, 0) + iv2 (z, 0)] dz.

Remark: This method of constructing an analytic function is called Milne-Thomson’s method.

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 75 / 84


Problem set

Example: If u = e−x (x sin y − y cos y ) then find analytic function


f (z) = u + iv in terms of z.
Solution: We have,

ux = e−x sin y − xe−x sin y + ye−x cos y = u1 (x, y ),


uy = xe−x cos y + ye−x sin y − e−x cos y = u2 (x, y ).

Therefore, by Milne’s method


ˆ ˆ
f (z) = [u1 (z, 0) − iu2 (z, 0)] dz = [0 − i(ze−z − e−z )] dz = ize−z + c.

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 76 / 84


Problem set
Example: If u − v = (x − y )(x 2 + 4xy + y 2 ) then find analytic function
f (z) = u + iv in terms of z.
Solution: If f (z) = u + iv then if (z) = −v + iu. Thus
(1 + i)f (z) = (u − v ) + i(u + v ) = U + iV = F (z)
is analytic function. Here
U = u − v = (x − y )(x 2 + 4xy + y 2 ).
Hence,
Ux = 3x 2 + 6xy − 3y 2 = φ1 (x, y ), Uy = 3x 2 − 6xy − 3y 2 = φ2 (x, y ).
Therefore, by Milne’s method
ˆ ˆ
F (z) = [φ1 (z, 0) − iφ2 (z, 0)] dz = [3z 2 − i3z 2 ] dz = (1 − i)z 3 + c

Thus
1−i 3
F (z) = (1 + i)f (z) = (1 − i)z 3 + c =⇒ f (z) = z + c 0 = −iz 3 + c 0
1+i
Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 77 / 84
Problem set

X nk
Example: Find the radius of convergence of the power series zn.
an
n=1
k
n
Solution: Here an = .
an
k
(n + 1)k an

1 an+1 1 1 1
= lim = lim = lim 1 + = .
R n→∞ an n→∞ nk an+1 a n→∞ n a

Thus the radius of convergence of the power series is R = a.



X
Example: Find the radius of convergence of the power series n1/n (z + i)n .
n=1

Solution: Here an = n1/n .

1  1/n
1/n
= lim |an | = lim n1/n = 10 = 1.
R n→∞ n→∞

Thus the radius of convergence of the power series is R = 1.

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 78 / 84


Problem set
Example: Find the radius of convergence of the power series

X n! n
z .
nn
n=1
n!
Solution: Here an = .
nn
(n + 1)!nn nn 1 −n
 
1 an+1
= lim = lim = lim = lim 1 +
R n→∞ an n→∞ n!(n + 1)n+1 n→∞ (n + 1)n n→∞ n
Thus the radius of convergence of the power series is R = e.
Example: Find the radius of convergence of the power series

X 3n
z 2n .
n2 + 4n
n=1

X 3n
Solution: Let w = z 2 . Then the given series becomes w n.
n2 + 4n
n=1
3n
Here an = n2 +4n
.
1
Pinaki Pal (NIT Durgapur) an+1 n2 + 4n
MA331; Odd Semester, 2022-23 79 / 84
Problem set
ˆ
Example: Find z dz along the following curves:
C

(i) z(t) = e2it , t ∈ [−π, π] (ii) z(t) = t + it, t ∈ [0, 2].


Solution: (i) If C : z(t) = e2it , t ∈ [−π, π] then
ˆ ˆ π ˆ π ˆ π
0 −2it 2it
z dz = z(t)z (t) dt = e (2i)e dt = 2i dt = 4πi.
C −π −π −π

(ii) If C : z(t) = t + it, t ∈ [0, 2] then


ˆ ˆ 2
z dz = z(t)z 0 (t) dt
C 0
ˆ 2 ˆ 2
= (t − it)(1 + i) dt = (1 + i)(1 − i) t dt = 4.
0 0

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 80 / 84


Problem set

ˆ
2z + 1 3π
Example: Show that dz ≤ .
|z|=1 5 + z2 2
2z + 1
Solution: Let f (z) = . On |z| = 1, we have
5 + z2
2|z| + 1 3
|f (z)| ≤ 2
≤ .
5 − |z| 4

Then by ML-formula
ˆ ˆ ˆ
2z + 1 2z + 1 3 3 3π
dz ≤ |dz| ≤ |dz| = ×2π = .
|z|=1 5 + z2 |z|=1 5+z 2 4 |z|=1 4 2

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 81 / 84


Problem set
y

ˆ
2
Example: Evaluate |z| dz along the square with vertices 0, 1, 1 + i, i,
C C3
Solution: Let C = C1 + C2 + C3 + C4 where C1 : z(t) = t, t ∈ [0, 1],
C2 : z(t) = 1 + it, t ∈ [0, 1], C3 : z(t) = (1 − t) + i, t ∈ [0, 1], C4 C2
C4 : z(t) = i(1 − t), t ∈ [0, 1].

C1 x

ˆ ˆ ˆ ˆ ˆ
2 2 2 2 2
|z| dz = |z| dz + |z| dz + |z| dz + |z| dz
C C1 C2 C3 C4

ˆ 1 ˆ 1 ˆ 1 ˆ 1
2 2 2 2
= t dt + |1 + it| (i) dt + |(1 − t) + i| (−1) dt + |i(1 − t)| (−i) dt
0 0 0 0

ˆ 1 ˆ 1 ˆ 1 ˆ 1
2 2 2 2
= t dt + i (1 − t + 2it) dt − (−2t + t + 2i(1 − t)) dt − i (1 − t) dt
0 0 0 0

= ....

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 82 / 84


Problem set ˆ
y
Example: Evaluate z|z| dz along the
C
upper semicircle |z| = R from R to −R
and the line segment [−R, R].
Solution: Let C = C1 + C2 where
C1 : z(t) = Reit , t ∈ [0, π],
C2 : z(t) = t, t ∈ [−R, R]. x
ˆ ˆ ˆ
z|z| dz = z|z| dz + z|z| dz
C C1 C2
ˆ π ˆ R
= Reit |Reit |(iReit ) dt + t|t| dt
0 −R
ˆ π ˆ 0 ˆ R
3 2it 2
= iR e dt + (−t ) dt + (t 2 ) dt
0 −R 0

= ....
Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 83 / 84
Problem set ˆ
Example: Evaluate 4z 3 dz along the following curves:
C

(i) z(t) = t 2 + it, t ∈ [0, 2] (ii) z(t) = t + it, t ∈ [0, 2] .


ˆ
Solution: (i) Since the function f (z) = 4z 3 is analytic in C, 4z 3 dz
C
is independent of the path.
The initial and terminal points of the curve C are z0 = z(0) = 0 and
z1 = z(2) = 4 + 2i respectively.
Note that F (z) = z 4 is the anti-derivative of f (z). Thus
ˆ
4z 3 dz = F (z1 ) − F (z0 ) = (4 + 2i)4
C
(ii) The initial and terminal points of the curve C are z0 = z(0) = 0
and z1 = z(2) = 2 + 2i respectively. Thus
ˆ h iz1
4z 3 dz = z 4 = (2 + 2i)4
C z0

Pinaki Pal (NIT Durgapur) MA331; Odd Semester, 2022-23 84 / 84

You might also like