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MTH305

This document describes a course on Complex Analysis II. It includes: - The course code and title, as well as information about the course writer and editor. - An outline of Module 1, which covers functions of complex variables, limits and continuity, and convergence of sequences and series. - Detailed content on functions of complex variables, including definitions of complex variables and functions, transformations between the z-plane and w-plane, and elementary functions like polynomials, rational functions, and exponential and trigonometric functions.
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0% found this document useful (0 votes)
182 views83 pages

MTH305

This document describes a course on Complex Analysis II. It includes: - The course code and title, as well as information about the course writer and editor. - An outline of Module 1, which covers functions of complex variables, limits and continuity, and convergence of sequences and series. - Detailed content on functions of complex variables, including definitions of complex variables and functions, transformations between the z-plane and w-plane, and elementary functions like polynomials, rational functions, and exponential and trigonometric functions.
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
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MTH 305 COMPLEX ANALYSIS II

NATIONAL OPEN UNIVERSITY OF NIGERIA

SCHOOL OF SCIENCE AND TECHNOLOGY

COURSE CODE : MTH 305

COURSE TITLE: Complex Analysis II

33
MTH 305 COMPLEX ANALYSIS II

Course Code MTH 305


Course Title Complex Analysis II

Course Writer Dr. O.J. Adeniran


Dept. of Mathematics University of Agriculture
Abeokuta, Ogun State

Course Editor Dr. B. Abiola


School of Science and Tech.
National Open University of Nigeria

34
MTH 305 COMPLEX ANALYSIS II

MODULE 1
Unit 1 Function of Complex Variables
Unit 2 Limits and Continuity of Function of Complex Variables
Unit 3 Convergence of Sequence and Series of Complex Variables
Unit 4 Some Important Theorems

UNIT 1 FUNCTION OF COMPLEX VARIABLES

CONTENT
1.0 Introduction
2.0 Objectives
3.0 Main Content
3.1 Variables and functions
3.2 Transformation
3.3 The Elementary Functions
4.0 Conclusion
5.0 Summary
6.0 Tutor-Marked Assignment
7.0 References/Further Readings

1.0 INTRODUCTION

The set of real number is not adequate to handle some of the numbers we
come across in mathematics. We need another set – the complex numbers.
In this course we will do analysis on complex variables and establish those results
which are analogue to the real number systems.
2.0 OBJECTIVES

At the end of this unit, you will learn about:

• variables and functions of complex number


• functions and transformation or complex variables.

3.0 MAIN CONTENT

A symbol, such as z , which can stand for any complex number is called a
complex variable. If to each value a complex variable z can assume there
correspondence one or more values of a complex variable w, we say that W is a
function of z and write w = f ( z ) or w = g ( z ) etc. The variable z is sometimes
called an independent variable while w is called a dependent variable. The value
of a function at z = a is often written as f (a ) .

35
MTH 305 COMPLEX ANALYSIS II

e.g. f ( z ) = z z , for z = 3i , f ( z ) = f (3i) = −9 . If one value of w


corresponds to each value of z, we sat that w is a single-valued
function of z or that f (z ) each value of z, we say w is a multiple-
valued or many-valued function of z.
Example: if w = z 3 , then to each value of z there is only one value
of w. w = f ( z ) = z 3 is a single-valued function of z.

Example

If w = z
1
2

3.2 Transformations

If w = u + iv (where u and v are real) is a single-valued function of


z = u = iy (where x and y are real), we can write u + iv = f ( x + iy ) .
By equating real and imaginary parts this is equivalent to
u = u ( x, y ), v = v( x, y ). ………………………………………..…
……….(1)
Hence, given a point ( x, y ) in the z –plane, there corresponds a
point (u, v ) in the w plane. The set of equations (1) [or the
equivalent, w = f ( z ) ] is called a transformation.

Example 1
If w = z 2 , then
f ( z 2 ) = ( x + iy ) 2 = x 2 − y 2 + 2 xy

Hence, u ( x, y ) = x 2 − y 2
and v( x, y ) = 2 xy

Example 2
Let w = f (z ) =
1
for
z
z (.)

x − iy x − iy
f (z ) =
1 1
= = = 2
z x + iy ( x + iy )( x − iy ) x + y 3

36
MTH 305 COMPLEX ANALYSIS II

Hence,
x −y
u ( x, y ) = and v( x, y ) = 2
x +y22
x + y2
3.3 The Elementary Functions

1. Polynomial Functions: Polynomial functions P(z ) are defined as


P( z ) = a 0 z η + a1 z η −1 + ................. + aη −1 z + aη where
a 0 ≠ 0, a 1 ,........., a n are complex constants and η is a positive
integer called the degree of the polynomial P( z ) .
P( z )
2. Rational Algebraic Function are defined by F ( z ) = where
ϑ (z )
P(z ) and ϑ (z ) are polynomials.
3. Exponential Functions are defined by

w = f ( z ) = l x +iy = l x (Cos y - i Sin y)


where e is the natural base of logarithms. (e=2.71828). complex exponential
functions have properties similar to those of real exponential functions.
For example l z1 • l z 2 = l zi + z 2 , l z1 / l z 2 = l z1− z 2 l z1 • l z2 = l x1 (Cos y1+ i
siny1) • l x2 (Cos y2+i Sin y2)

= l x1 + l x2 ( Cos y1 + i Sin y1 ) (Cis y 2 + i Siny 2 )


= e x − e x (Cos yi + 1 Sin yi )(Cos y 2 + 1 Sin y 2 )
1 2

= e x + n2 [Cos y1 Cos y 2 + i Cos yi Sin y 2 + 1 Siny1 Cos y 2 − Sin y1 Sin y 2 ]


1

=e [(Cos y1 Cos y 2 − Sin y1 Sin y 2 ) + i (Cos y1 Sin y 2 + Sin y1 Cos y 2 )]


x1 + x 2

= e Cos ( y1 + y 2 ) + i Sin ( y1 + y 2 )
x +x 1 2

= e z +z 1 2

Note that when w = e z , the number w can be written as


w = ρe iφ where ρ = e x and φ = y
If we think of w = e z as a transformation from z to the w plane, we thus find that
any non zero point w = ρe iφ is the z- Log ρ + i φ

Therefore the range of the exponential function w = e z id the entire nonzero point
w = pe iφ is actually the image of an infinite number of points in the z plane under
the transformation w = e z . For in general, φ may have any one of the values

37
MTH 305 COMPLEX ANALYSIS II


φ = Φ + 2n −(n = 0, ± 1, ± 2...) where Φ denotes the principal value of arg w . It

then follows that w is the image of all the points.
z = log ρ + i Φ + iπ (1 n = 0, m 1, ± 2,....)

Example: find all values of z such that e z = −1

Solution
e z = e x e iy ,and − 1 = 1e iπ so that

e x e iy = 1e iπ

By equality of two complex numbers in exponential form, this


means that

e x − 1 and y = π + 2nπ where n is an integral.


n = log1 = 0, then
z = (2n + 1)π (n = 0, ± 1, ± 2.....)

Example: Find the values of z for which e 4 z = 1


Solution:

e4z = i
e 4 x .e 4 yi = e 1.i

So that, by equality, w have


e yx = e 0 ⇒ 4 x = 0 ⇒ n = 0 and
π
4 y = 2nπ +
2

1nπ 0 1π 0
y= + for (η = 0, ± 1, ± 2,...)
2 8
1 1
The solution is then nπ i c ± πc
2 8

38
MTH 305 COMPLEX ANALYSIS II

SELF ASSESSMENT EXERCISE


1 . Show that (i) ez = ex (ii) e z + 2 kπi
2. Find the value of z for which e 3 z = 1

4. Trigonometric Function: are defined in terms of exponential


functions as follows:
e − e −1z
iz
e iz + e −iz
Sin z = , Cos z =
2i 2

1 2 1 2i
Sec z = = iz , CSC Z = = iz
Cos z e + e −iz Sin z e − e −iz

Sin z e iz − e − iz Cos z
tan z = = iz Cot z =
( )
,
Cos z i e + e −iz Sin z

i (e iz + e − iz )
=
e iz − e −iz

Many properties satisfied by real trigonometric functions are also satisfied by


complex trigonometric function.
e.g.
Sin 2 z + Cos 2 z = 1, 1 + 1 tan 2 z = Sec 2 z , 1 + wt 2 z = csc 2 z.
Sin(− z ) = − Sin z Cos (− z ) = Cos z tan (− z ) = − tan z
Sin( z1 ± z 2 ) = Sin z1 Cosz 2 ± Cos z1 Sin z 2
Cos ( z1 ± z 2 ) = Cos z1 Cos z 2 ± Sin z1 Sin z 2
tan z1 ± tan z 2
tan ( z1 ± z 2 ) = .
1 − tan z1 tan z 2

Exercise
Prove that Sin 2 z 0 + Cos 2 z 0 = 1

Proof

e iz − e −1z e iz + e − iz
By definition, Sin z , Cos z =
2i 2
2
 e iz − e − iz   e iz + e −iz 
Then Sin z + Cos z = 
2 2
 +  
 2i   2 

39
MTH 305 COMPLEX ANALYSIS II

 e 2iz − 2 + e −2iz   e 2iz + 2 + e −2iz 


=   +  
 4   4 
= 1.
6. Hyperbolic Function: Are defined as follows:

e z − e−z e z + e−z e z − e−z


Sin hz = , Coshz = , tanh z = z
2 2 e + e −z
1 1 Coshz
Sechz = , Co sec hz = , Coth =
Coshz Sinhz Sinhz

The following properties hold:

Cosh 2 z − Sinh 2 z = 1, 1 − tanh 2 z = sec h 2 z , Coth 2 z − 1 = csc h 2 z


Sin h(− z ) = − Sinhz, Cosh(− z ) = Cosh z, tanh (− z ) = − tanh ( z )
Sinh( z1 ± z 2 ) = Sinhz1 Coshz 2 ± Cos hz1 Sin hz 2
Cosh( z1 ± z 2 ) = Cosh z1 Coshz 2 ± Sinh z1 Sinh z 2
tanh z1 ± tanh z 2
tanh ( z1 ± z 2 ) = .
1 ± tanh z1 tanh z 2

These properties can easily be proved from the definitions. For example, to show
that:

Cos h 2 z − Sin h 2 z = 1 , we observed that,


2 2
 e z + e−z   e z − e−z 
Cosh z − Sinh z = 
2 2
 −  
 2   2 
= 1
4
(e 2z
+ 2e 2 e − z + e −2 z ) − 14 (e 2 z − 2e z e − z + e 2 )
2

= 1
4
(e 2z
+ 2 + e −2 z − e 2 z + 2 − e −2 z )
= 4
4 = 1.

Exercise:

The proofs of others are left as exercise

Trigonometric and hyperbolic functions are related

For instance:

Sin iz = i Sin hz , Cosi z = Cosh z , tan i z = i tanh z.


Sinhiz = i Sin z , Cos hiz = Cos z , tan h i z = i tan z

40
MTH 305 COMPLEX ANALYSIS II

SELF ASSESSMENT EXERCISE


1. If Cos z = 2 , Find
(a) Cos 2 z
(b) Cos 3 z

2. Find U ( x, y ) and V ( x, y ) such that


(a) Sinh 2 z = µ + iv
(b) z Cosh z = µ + iv

3. Evaluate the following


π
(a) Sinh( )i
8
2n + 1)
(b) cosh π
2
πi
(3) Tan cosh
2
π (1 + i)
4. Show that Tanh =1
4
5. If tan z = u + iv show that
Sin 2 u Sin h 2 y
µ= , v=
Cos 2 u + Cos h 2 y Cos 2 u + Cos h 2 y

6. Logarithmic Functions

The natural logarithm function is the reverse of the exponential function and
can be defined as:

w = 1n z = 1 n r + 1 (φ + 2kπ ), k = 0, ± 1, ± 2.

Where z = re iQ = re i (Q + 2 k π )
1 ≠ z is a multiple valued function with the principled value. In i + iφ where
0 ≤ φ ≤ 2π or its equivalent.
For z = a w where a is real, w = log, z where a > 0, and a ≠ 0,1 , in this case,
1nz
z = e w In a and so w = .
In a

Exercises

Evaluate
(1)In (-40

41
MTH 305 COMPLEX ANALYSIS II

(2)In ( 3−i )
Solution
(i) In (-4)
z = −4 + 0i, r = z = − 4 7 + 0 2 = ±4.
0
arg z = tan −1 = tan −1 0 = 0 = π = π + 2k
4
In (-4) = In 4e i [ (π + 2 kπ )
]= ( )
In 4+ π + 2k π i for k = 0, ± 1, ± 2.......

(ii) In ( 3 −i )
z = 3 + −u, r = z = 3 2 + (− 1) = 2.
2

−1 26 334π 11π
arg z = tan −1 π=
=− + 2πk ≠ + 2kπ
3 180 180 6

In ( )
3 − i = In
 11   11π
 2e + 2kπ  = In 2 + 

+ 2kπ  i
 6   6 

SELF ASSESSMENT EXERCISE


1. Evaluate
 1 3 
(a) In  − − i 
 2 2 
1 3 
(b)In  − i 
2 2 
(c) (
In 3 − 2i )

7. Inverse Trigonometric Functions

To define the inverse sin function Sin −1 z , we write w = Sin −1 z


when z = Sin w . That is
e iw − e − iw
w = Sin −1 z , when z =
21
Which is equivalent to:
(e ) iw 2
− 2iz (e iw ) − 1 = 0 .

This is quadratic in w iw . Solving for e iw one have


e iw = 1z + (1 − z 2 ) 2
1

Taking logarithms of both sides and recalling that w = Sin −1 z , we have

42
MTH 305 COMPLEX ANALYSIS II

[
Sin −1 z = −i In iz − 1 − z 2 ]
Which is a multiple-valued function with infinitely many values at each z
.

Similarly,
[
Cos −1 z = −i In z + i 1 − z 2 ]
i 1 + z 
tan −1 z = In  
2 1 − z 

Which are also multiple valued functions?

Exercise

Find the values of Sin −1 2

Solution

[
Sin −1 2 = −i In 2i + 1 − 2 2 )
( )
= − i In 2i + 3i = −2 In 2 + 3 i ( )
= − i In(2 + j 3)e ( + 2 k ∧ )i

2

π 
= − i In (2 + j3) +  + 2kπ  i
2 
π
− i In (2 + j 3) + + 2kπ
2

SELF ASSESSMENT EXERCISE


1. Evaluate
(a) Cos −1 2
(b) Cos −1 2

8. Inverse Hyperbolic Functions

If z = Sinhw then w = Sinh −1 z is called the inverse hyperbolic sine of Z.


Other inverse hyperbolic functions are similarly defined.

{
Sin h −1 z = In z + z 2 + 1 }

43
MTH 305 COMPLEX ANALYSIS II

{
Cos h −1 z = In z + z 2 − 1 }
1 1+ z 
tan h −1 z = In  
2 1− z 

In each case, the constant 2k π i , k = 0, ± 1, ± 2... has been omitted. They are
all multiple valued functions.
{
Cos h −1i = In i + − 1 − 1 = In i = 2i { }
( π
) 
= In (1 + j 2 )i = In 1 + 2 exp  + 2 nπ i
2 
(
= In 1 = 2 + i ) π
2
+ 2 nπ

SELF ASSESSMENT EXERCISE

1. Find all the values of


(a) Sinh −1 i
(b) Sin h −1 [In (− 1)]

4.0 CONCLUSION
In this unit we considered in general, functions of complex variables and
considered various functions in these categories. Practice all exercises in this unit
to gain mastery of the topic.

5.0 SUMMARY

What we have learnt in this unit can be summarized as follows:


(a) Definition of Complex Variables
(b)Some Elementary functions of Complex Variables
© Transformation of Complex variables.

6.0 TUTOR-MARKED ASSIGNMENT

1. [
Show that Cos −1 z = − i In z + i 1 − z 2 ]
2. Show that: In (2 − 1) =
1
2
{ 2
}
In (u − 1) + y 2 + i tan −1
y
x −1
3. Evaluate the following
π
(a) Sinh( )i
8

44
MTH 305 COMPLEX ANALYSIS II

2n + 1)
(b) cosh π
2
πi
(3) Tan cosh
2
π (1 + i)
4. Show that Tanh =1
4
5. If tan z = u + iv show that
Sin 2 u Sin h 2 y
µ= , v=
Cos 2 u + Cos h 2 y Cos 2 u + Cos h 2 y

7.0 REFERENCES/FURTHER READINGS

Francis B. Hildebrand (1976) Advanced Calculus For Application 2nd Edition

45
MTH 305 COMPLEX ANALYSIS II

UNIT 2 LIMITS AND CONTINUITY OF FUNCTION OF


COMPLEX VARIABLES

CONTENTS
1.0 Introduction
2.0 Objectives
3.0 Main Content
3.1 Limits
3.2 Theorems on Limits
3.3 Continuity
4.0 Conclusion
5.0 Summary
6.0 Tutor-Marked Assignment
7.0 References/Further Readings

1.0 INTRODUCTION
In this unit, we will learnt about limits, and continuity in complex variables,
We shall establish some relevant theorems on limits and continuity.
2.0 OBJECTIVES

At the end of this unit, you should be able to:


• limit and continuity of functions of complex variables
• theorems related to limits and continuity of complex variables
• Answer all related questions on limits and continuity.

3.0 MAIN CONTENT


3.1 Limits

Definition: Let a function f be defined at all point Z in some


neighborhood Z 0 , except possibly for the point Z 0 itself. A complex
number L is said to be the limit of f ( z ) as Z approaches Z 0 if for
each positive number ε there is a positive number δ such that
f (z ) − L < ε whenever 0 < Z − Z 0 < δ

We write

lim
f (z ) = L
z→z

Example: Show that

46
MTH 305 COMPLEX ANALYSIS II

lim
z → 2i
( )
2 x + iy 2 = Atl z = x + iy

Solution
For each positive number ε . We must find a positive number ε such that
2 x + iy 2 − 4i < ε whenever 0 < z − 2i < δ

To do this, we must write

2 x + iy 2 − 4i ≤ 2 x + y 2 − 4 = 2 x + y − 2 y + 2

and thus note that the first of inequalities will be satisfied if


ε
2x < and y − 2 y + 2 < ε 2
2
The first of these inequalities is, of course, satisfied if x < ε 2 . To establish
conditions on y such that the second holds, we restrict y so that y − 2 < ε
and then observe that

y + 2 = ( y − 2) + 4 ≤ y − 2 + 4 < 5

ε 
Hence if y − 2 < min {ε 10 ,1}, if follows that y−2 y + 2 <  5 = ε
2
 10 

An appropriate value of δ
is now easily seen from the conditions that x be less than ε
4

and that y − 2

be less then min {ε 10 ,1}


δ = min {ε 10 ,1}

Note that the limit of a function f (z )

47
MTH 305 COMPLEX ANALYSIS II

at a point z 0

if it exists is unique. For suppose that


lim lim
f ( z ) = L0 and f ( z ) = L1
z → z0 z → z0

Then for an arbitrary positive number δ 0

and δ 1
© such that
f ( z ) − L0 < ε whenever 0 < z − L0 δ0
and f ( z ) − L1 < ε whenever 0 < z − L1 < δ 1

So if 0 < z − z 0 < δ where δ denotes the smaller of the two numbers


δ 0 and δ 1 , then
( f (z ) − Lo ) − ( f (z ) − L1 ) ≤ f ( z ) − Lo + f ( z ) − L1 < 2 ε

That is

L1 − Lo < 2 ε

But
L1 − L0 is a constant, and ε can be chosen arbitrarily small. Hence,
L1 − L0 = 0 or Li = L 0

Definition: The statement

lim
f ( z ) = L0
z→∞

Means that for each positive number ε there is a positive number δ such that

f ( z ) − L0 < ε whenever z <


1
δ
That is, the point L = f ( z ) lies in the ε nbd l − L0 < ε of L0 whenever the
point z lies in the nbd z > 1
δ of the point at infinity.

Example: Observe that

48
MTH 305 COMPLEX ANALYSIS II

lim 1
=0
z → ∞ z2

Since
1 1
− 0 < ε whenever z <
z 2
ε

Hence δ = ε

When L0 is the point at infinity and z 0 lies in the finite plane, we write
lim
f (z ) = ∞
z → z0

If for each ε there is a corresponding δ such that f ( z ) >


1
whenever
ε
0 < z − z0 < δ

Example: As expected
lim 1
=∞
z → 0 z2
1 1
for 2 > whenever 0 < z − ε < ε
z ε
3.2 Theorems on Limits

Theorem 1: Suppose that


f ( z ) = U x, y + V ( x, y ), z 0 = x0 + iy 0 and L0 = u 0 + iv0 Then
lim
f ( z ) = Lo …………………………………………………..(1
z → z0
)
If and only if
lim
u ( x, y ) = u 0 and
( x, y ) → ( x 0 , y 0 )
lim
v( x, y ) = v0 …….(2)
( x, y ) → ( x 0 , y 0 )
Proof

49
MTH 305 COMPLEX ANALYSIS II

Assume (1) is true, by the definition of limit, there is for each positive number ε ,
a positive number δ such that (u − u 0 ) + i (v − v0 ) < ε whenever
0 < (n − n0 ) + i ( y − y 0 ) < δ

Since u − u 0 ≤ (u − u 0 ) + i (v − v0 ) and
(u − u 0 ) + i (v − v0 )
v − v0 ≤ (v − v0 ) + i (v − v0 )
,

It follows that
u − u 0 < ε and v − v0 < δ
whenever
0 < (n + iy ) − (n = iy 0 ) < δ
which is statement (1), hence the proof

Theorem 2: Suppose that


lim lim
f ( z ) = L0 and f ( z ) = L0
z → z0 z → z0
then

lim
[ f (z ) + f (z )] = l0 + L0
z → z0
lim
[ f (z ) f (z )] = l0 L0
z → z0
if L0 ± 0,

lim f ( z ) l 0
=
z → z 0 f ( z ) L0

Proof: (Left as exercise)

SELF ASSESSMENT EXERCISE


1. Evaluate the following using theorems on limits

(a)
lim
z → z+i
(
z 2 + 10 z − 15 )
lim (4 z + 3)( z − 1)
(b)
z → z 2i z 2 − 2 z + 4

50
MTH 305 COMPLEX ANALYSIS II

lim ∧c z3 + 8
(c)
z → 2e z 4 + 4 z 2 + 16
3

(d)
lim
z → zi
(iz 4 + z 2 − 10i )

lim z2
(e) ∧
z → e 4 z4 + z +1

Show that
lim z3 + δ 3 3
∧ = − i
z → 2e 3
z + 4 z + 16 8 8
4 2

3.3 Continuity
Definition: A function f is continuous at a point z 0 if all the following
conditions are satisfied.
lim
(1) f ( z ) exists
z → z0
(2) f ( z 0 ) exists
lim
(3) f (z ) = f (z 0 )
z → z0

Note that statement (3) contains (1) and (2) and it say that for each positive
number ε there exist a positive number δ such that
f ( z ) − f ( z 0 ) < ε whenever z − z 0 < δ
a function of complex variable is said to be contours in a region R if it is
continuous at each point

Example: The function

f ( z ) = xy 2 + i (2 x − y )
is its everywhere in the complex plane because the component functions are
polynomials on x and y and are therefore continuous at each point (n, y )

Example: If

51
MTH 305 COMPLEX ANALYSIS II

z 2 z ≠ l 
 
f (z ) =  
 u z −1 
 
lim lim
f ( z ) = −1 But f (i ) = 0 . Hence, f ( z ) ≠ f (i )
z →i z →i

Therefore the function is not continuous at z = 1

Example: The function


f ( z ) = e xy + i Sin (n 2 − 2ny 3 )
is continuous for all z because of
the continuity of the polynomials on n

and y
as well as the continuity of the exponential and sine functions.

Theorem on Continuity
1. if f ( z ) and g ( z ) are its at z − z 0 . So also are the
functions f ( z ) ∗ g ( z ), f ( z ) − g ( z ), f ( z ) g ( z ), f ( z ) / g ( z ) , the last
only g ( z 0 ) ± 0 .
2. A function of a continuous function is its w = g [ f ( z )] is its f (z ) is its
3. If f ( z ) is continuous in a region, then the real and imaginary parts
of f (z ) and also it’s in the region.
4. If a function f (z ) is its in a closed region, it is bounded in the
region, i.e. there exists a constant M such that f ( z ) < M for all points z in
the region.
SELF ASSESSMENT EXERCISE
z2 + 4
1. Let f ( z ) = if z ± 2i while f (2i ) = 3 + 4i
z − 2i
lim
(a) Prove that f ( z ) exists and determine its value
z →i
(b)Is f (z ) its at z = 2i ? Explain?
(c) Is f (z ) its at point z ≠ 2i ?. Explain

52
MTH 305 COMPLEX ANALYSIS II

2. Find all possible points of discontinuity of the following function


2z − 3
(a) f ( z ) = 2
z + 2z + 2
3z 2 + 4
(b) f ( z ) = 2
z − 16
(c) f ( z ) = Cot z

Answer
(a ) −1 ± i
(b) ± 2, ± 2i
(c) kπ , k ≠ v, ±, ± 2.

3. For what values of z are each of the following function continuous

z
(a) f ( z ) =
z +1
2

(b) f ( z ) =
1
Sin z

4.0 CONCLUSION
In this unit we have studied limits of functions, continuity of functions of
complex variables in a manner similar to that of real variables. You are required
to master them properly so that you can be able to apply them when necessary.
5.0 SUMMARY
Recall the following points;
- Continuity in Complex variables can be treated analogously as in the real
variables
• If f (z ) is a continuous complex variable so also its real and imaginary
parts.
• A complex function f (z ) • is bounded if there exist a constant M>0
such that f ( z ) < M

53
MTH 305 COMPLEX ANALYSIS II

6.0 TUTOR-MARKED ASSIGNMENT

1. Prove that
lim 3z 4 − 2 z 3 + 8 z 2 − 2 z + 5
= 4 + 4i
z →i z −1
Is the function its at z − i ?

2. Factorized
(i) z 3 + 8
(ii) z 4 + 4 z 2 + 16

(b) (i) Show that


lim z3 + 8 3 3
∧ = − i
z → 2e z + 4 z + 16 8 8
3 4 2

(ii) Discuss the continuity of


z3 + 8
f (z ) = 4 at z = 2e ∧i 3
z + 4 z 2 + 16

7.0 REFERENCES/FURTHER READINGS

Francis B. Hildebrand (1976) Advanced Calculus For Application 2nd


Edition

54
MTH 305 COMPLEX ANALYSIS II

UNIT 3 CONVERGENCE OF SEQUENCE AND SERIES OF


COMPLEX VARIABLES

CONTENTS
1.0 Introduction
2.0 Objectives
3.0 Main Content
3.1 Definition
3.2 Taylor Series
3.3 Laurent Series
4.0 Conclusion
5.0 Summary
6.0 Tutor-Marked Assignment
7.0 References/Further Readings
1.0 INTRODUCTION

In this unit, you will learn about sequences and series of complex variables.
You will also learn about the convergence of these series and sequences.
All related theorems in real variables will be established for complex
variables. We shall consider Taylor and Laurent series.
2.0 OBJECTIVES

At the end of this unit, you should be able to:


• to define convergence of sequences and series on complex variables
• solve related problems on series and sequence.

3.0 MAIN CONTENT


3.1 Definition

An infinite sequence of complex numbers, z1 , z 2 ,......... z n ,...... has a limit


z if for each positive number ε there exists a positive integral
number such that
z n − z < ε whenever n > n0 .
If the limit exists, it is unique.
When the limit z exists, the sequence is said to converge to
z ; and we write

55
MTH 305 COMPLEX ANALYSIS II

lim
zn = z
n→∞
If the sequence has no limit, it diverges.
Theorem: Suppose that Z n = x n + iy n (n = 1, 2, .......) and z = x + iy .
Then
lim
z n = z …………………………………………………….(
n→∞
i)
If and only if
lim
x n = x and
n→∞
lim
y n = y …………………………………..(ii)
n→∞
Proof:
Assume (i) is true, for each positive number ε there exists a
positive integer number such that
(xn − x ) + i( y n − y ) < ε Whenever n > n0
But
xn − x ≤ (xn − x ) + i( y n − y )

And
y n − y ≤ (xn − x ) + i ( y n − y )

Consequently,

x n − x < ε and y n − y < ε whenever n > n0i and (3) are satisfied.

Conversely, form (3), for each positive number ε ©, there is positive


numbers n1 and n2 such that
ε
xn − x < whenever n > n1
2
And

ε
yn − y < whenever n > n2
2

56
MTH 305 COMPLEX ANALYSIS II

Hence if number is the larger of the two integers n1 and n2 ,


Then
ε ε
xn − x < and y n − y < whenever n > n0
2 2

But
(xn − x ) + i( y n − y ) ≤ xn − x + yn − y ,

And so
zn − z < ε whenever n > n0

Which is condition (2)


Definition: An infinite series of complex numbers

∑z
n =1
n = z1 + z 2 + ...... + z n + .... Converges to a sum S, called the sum of

the series, if the sequence


N
S N = ∑ z n = z1 + z 2 + .......... .. + z n ( N = 1, 2, ........) of partial sums
n =1

converges to S, we then write ∑z n =1
n =S

Note that since a sequence can have at most one limit, a series can have at must
one sum, when a series does not converge, we say that it diverge,
Theorem: Suppose that z n = x n + iy n (n = 1, 2,.....) and S = X + iY . then

∑z
n =1
n =S

If and only if
∞ ∞

∑ Xn = X
n =1
and ∑ Yn = Y
n =1

Definition: An infinite sequence of single valued functions of complex


variable
U 1 ( z ),U 2 ( z ), U 3 ( z ),......... ....., U n ( z ),.........
Denoted by {U n ( z )} , has a limit U ( z ) as n → ∞ , if given any positive
number ε we can find a number N (depending in general on both ε and
Z ) such that U n ( z ) − U (z ) < ε for all n > N .

57
MTH 305 COMPLEX ANALYSIS II

lim
We write U n (z ) = U (z ) . In such case, we say that the
n→∞
sequence converges or is convergent to U ( z ) .

If a sequence converges for all values of Z (points) in a region R, we call


R the region of convergence of the sequence. A sequence which is not
convergent at some value (point) Z is called divergent at Z.

Definition: The sum of { U n ( z ) }, denoted by {S n ( z )} is symbolized by



U 1 (z ) + U 2 (z ) + ≠ ∑ U n ( z ) is called an infinite series
n =1

lim
If Sn( z ) = S ( z ) , the series is said to be convergent and S(z) is its
n→∞
sum, otherwise the series is said to be divergent. If a series converges for
all values of Z (points) in a region R, we call R the region of
convergence of the series.

Definition (absolute convergence): A series ∑U (z ) is called
n =1
n

absolutely convergent of the series of absolute values.



i.e. ∑ U (z ) , converges
n =1
n

∞ ∞
If ∑U n (z ) converges but
n =1
∑ U (z )
n =1
n does not converge, we call

∑U (z ) conditionally convergent.
n =1
n

Definition: In the definition, if a number N depends only in ε and not


in Z, the sequence U N ( z ) is said to be uniformly convergent.
3.2 Taylor Series

Theorem (Taylor’s Theorem): Let f be analytic everywhere inside a


circle C with center at Z 0 and radius R. Then at each point Z inside C.

f 1 (z 0 ) "
( ) (n )
( )
f (z ) = f (z 0 ) + (z − z 0 ) + f z 0 (z − z 0 )2 + .......... + f z 0 (z − z 0 )n + .........
1 2! n!

That is, the power series have converge to f (z ) when z − z 0 < R .

58
MTH 305 COMPLEX ANALYSIS II

Proof
Let Z 0 be any point inside C. Construct a circle C, with centre at z 0 and
enclosing Z. Then by Cauchy’s integral formula
f (w )
f (z ) =
1

lni w − z
a
dw

For any point w on C1


(1)
C1
z .w
.z0 c0

We have
 
 
1 1 1  1 
= =  ( 
w − z (w − z 0 ) − ( z − z 0 ) (w − z 0 )  z − z0 ) 
1−
 w − z 0 
 (z − z 0 ) 
n −1
1   z − z 0   z − z 0  
2 n
 z − z0 
= 1 +  
 +
 
 + .......... + 
 
 +   
w − z0   w − z0   w − z0   w − z0   w − z0  

Or
1
=
1
+
z − z0
+
(z − z )2 + ........ + (z − z 0 )n−1 +  z − z 0  1

w − z w − z 0 (w − z 0 ) ( w − z ) 3 (w − z 0 )2  w − z 0 w= z

Proof

We first prove the theorem when z 0 = 0 and then extends to any z 0 .


Let z be any fixed point inside the circle C, centred now at the origin. Then let
z = r and note that r < R where R is the radius of C. Let S denote points lying on
a positively oriented circle C1about the origin with radius R1 where
r < R1 < R; then S = R1 . Since Z is interior to C1, and f is analytic within and
on the circle, the Cauchy integral formula gives
f (s )ds
f (z ) =
1

lπ i c1 s − z
……………………………………………………(2)

Now, we can write


1 1 1 
=  and using the first that
s − z s 1 − ( z s ) 

59
MTH 305 COMPLEX ANALYSIS II

cn
1
= 1 + c + c 2 + ..... + c n −1 + (n = 1, 2, .........) where C is any complex
1− c 1− c
number other than unity. Hence

1 1
= 1 + z s + ( z s ) + ...... + ( z s ) + s 
2 n −1 ( z )n 
s−z s 1 − ( z s )

and consequently
1 1 1Z 1 1 Z N −1 ZN
= + 2 + 3 Z 2 +,........ + +
s−z S S S SN (s − z )S N
………………………(2)
Multiply this equation through by f (s ) i and integrate wrt S, we have
2∧
1 f (s )ds 1 f (s ) z f (s )ds z 2 f (s ) z n −1 f (s )

2π i c s − z
= ∫
lπ i c1 s
ds + ∫ 2 + lπi ∫c1 s 3 ds + lπ i
lπ i c1 s

c1 sn
+

zn f (s )ds

lπ i c1 (s − z )S
N

In view of expression (2) and applying the this that


1 f (s )ds 1 f (s )ds f ( n ) ( 0)
lπi ∫C1 S n +1 lπi ∫C1 (S − i ) N +1
= =
n1

We can write the result as


f ' (0 ) f ' (0) 2 f (n −1) (0 ) N −1
f ( z ) = f (0 ) + z+ z + ........ + Z + f (z )
1! ∂! (n − 1)!

Where
zn f (s )ds
f (z ) = ∫ ………………………………………………..(4)
lπ i c1 (s − z )s
N

60
MTH 305 COMPLEX ANALYSIS II

• Recalling that z = r and δ = R1


, where r < R1 , we note that s − z ≥ s − z = R1 − r
• It follows from (4) that when M1 denotes the maximum of f (s ) on C1,

rn  M 1 R1  r   
N

• ρ n (z ) ≤  M1
lπ R1   ………………………..(
lπ   (R − r )R N R1 − r  R1   
 1 1 
5)
 r 
But   < 1 , and therefore
 R1 
lim
ρ N (z ) = 0
n→∞

So that
f ' (0 ) f ' (0 ) 2 f ( n ) ( 0) n
f ( z ) = f (0 ) + z+ z + ....... + z +
1! l! n!
…………………(6)

In the open disk z < R

This is a special case, of (1) and it is called the maclurin series.


Suppose now that f is as in the statement of the theorem, since f ( z ) is
analytic when z − z 0 < R , the composite function f ( z + z 0 ) is analytic
when ( z + z 0 ) − z 0 < R . But the last inequality is simply z < R; and if we
write g ( z ) = f ( z + z 0 ) , the analyticity of g inside the circle z = R implies
the existence of a Mcdanrim series representation.

g (n ) (0 ) n
g (z ) = ∑ z
n =0 n!

( z < R)

That is

f (n ) z 0 n
f (z + z 0 ) = ∑ z
n =0 n!

61
MTH 305 COMPLEX ANALYSIS II

Using z by z − z 0
in this equation, we arrive at the desired Taylor series representation for f ( z )
about the point z 0 .

f (n ) (z 0 )
f (z ) = ∑ ( z − z 0 )n
n =0 n !
( z − z0 < R)
.
Example: If f ( z ) = Sin z , then f (2 n ) (0 ) = 0 (n = 0, 1, 2.........)

and f (2 n +1) (0) = (− 1) (n = 0, 1, 2, ..........)


n

hence

z 2 n +1
Sin z = ∑ (− 1) , ( z < ∞)
n

n =0 (2n + 1)
The condition z < ∞ follows from the fact that the function is entire.
Differentiating each side of the above equation with respect to and interchanging
the symbols for differentiation and summation on the right-hand side, we have the
expression

z 2n
Cos z = ∑ (− 1)
n

n=0 ( )2π

Because Sin h z = −i sin (iz )


, replacing z
by iz
in each side of (∞ ) and multiply through the result by –c, we have

z 2 n+1
Sin h z = ∑
n = 0 (2n + 1)!

Differentiating each side of this equation gives



Z 2n
Cos h z = ∑
n = 0 (2 n )!

62
MTH 305 COMPLEX ANALYSIS II

3.3 Laurent Series

Theorem: Let C0 and C1 denote two positively oriented circles centred at a point
Z0, where C0 is smaller than C1. if a function f is analytic on C0 and C, and
throughout the annular domain between them, then at each point Z is the domain
f (z )
is represented by the equation.
∞ ∞
f ( z ) = ∑ C in ( z − z 0 ) + ∑
n

n=0 n =1

Where
f ( z )dz
an =
1
∫ (n = 0, 1, 2,........)
lπ i C 1 ( z − z 0 )
n +1

And
1 f ( z )dz
bn ∫
lπ i ( z − z 0 )
C0 n +1
(n = 1, 2, .............)

The series here is called a Laurent series


We let R0 and R1 denote the radius of C0 and C1 respectively. Thus R0
and R1 and if f is analytic at every point inside and on
C1 except at the point Z 0 itself, the radius R0 may be taken
arbitrarily small, expansion (1) then valid when
0 < z − z 0 < R1 If f

Is analytic at all points inside and on C1 , we need only write the integral in
expansion (3) as f ( z )( z − z 0 )
n −1
to see that it is analytic inside and on C 0 .
For n − 1 ≥ 0 when n is a positive integer. So all the coefficient bn are zero, and
because
1 f ( z )dz f (n ) (z )
lπ i ∫C1 ( z − z 0 )
n +1
= (n = 0,1, 2,......)
n!

Expansion (1) includes to a Taylor series about Z 0

4.0 CONCLUSION

63
MTH 305 COMPLEX ANALYSIS II

In this unit we have established condition for convergence of series in complex


variables. You are required to study this unit properly to be able to understand
subsequent units.

5.0 SUMMARY
The following definition is hereby recalled, to stress the importance of
convergence of series in complex variables
(1)An infinite sequence of complex numbers, z1 , z 2 ,......... z n ,...... has a limit z if
for each positive number ε there exists a positive integral number such that
zn − z < ε whenever n > n0 .
If the limit exists, it is unique.
When the limit z exists, the sequence is said to converge to z ; and
we write
lim
zn = z
n→∞

If the sequence has no limit, it diverges.


2. We have also stated theorems that can help us in proofing convergence
of series.
3. The Taylor and Laurent series have been applied in treating convergence
of series.

6.0 TUTOR-MARKED ASSIGNMENT

π
1. Expand the following complex variable using Taylor series about z=
2
(a) Tanz (b) Cosz

2 State the Laurent series for the above.

7.0 REFERENCES/FURTHER READINGS

Francis B. Hildebrand (1976) Advanced Calculus For Application 2nd


Edition

64
MTH 305 COMPLEX ANALYSIS II

65
MTH 305 COMPLEX ANALYSIS II

UNIT 4 SOME IMPORTANT THEOREMS

CONTENTS
1.0 Introduction
2.0 Objectives
3.0 Main Content
3.1Special Tests for Convergence
3.2 Theorem on Power Series
3.3 Laurent Theorem
3.4 Classification of Singularities
4.0 Conclusion
5.0 Summary
6.0 Tutor-Marked Assignment
7.0 References/Further Readings

1.0 INTRODUCTION

In this unit, we shall consider some related theorems on complex variables.


We shall consider theorems on test of convergence of complex variables

We shall also learn about singularities and classifications or singularities.


OBJECTIVES

At the end of this unit, you should be able to:


• state the important theorems on convergences of sequences and series of
complex variables
• be able to classify singularities on complex variables
• work problems on complex variables.

3.0 MAIN CONTENT

Theorem 1: The limit of a sequence, if it exists, is unique.

Theorem 2: Let {a n }be a real sequence with the property that

66
MTH 305 COMPLEX ANALYSIS II

(i) a nti ≥ a n or a nt1 ≤ a n


(ii) a n < Μ (a nt1 )

Then {a n } converges.

That is, every bounded monotonic (increasing or decreasing) sequence has a


limit.
Theorem 3: A necessary and sufficient conditions that {U n }converges is that
given ε > 0, we can find a number N such that U n − U q < ε for all
ρ > N , q > N . This is called Cauchy’s convergence criterion.
3.1 Special Tests for Convergence

Theorem 1: (comparison tests)


(a) If∑V n converges and U n ≤ Vn , then ∑U converges absolutely
n

(b)If ∑ V diverges and U n ≥ Vn


n , then ∑ U diverges but ∑ U may or
n n

may not converge.

Theorem 2: (Ratio Test)


lim U nt1
(a) If = L, then ∑ U n converges (absolutely)
n → ∞ Un
(b)If L < 1 and diverges if L > 1 . If L – 1, the test fails.

Theorem 3: (nth Root Test)


lim
(a) If n = L , then ∑ U n converges (absolutely)
n U
n→∞
(b)if L < 1 and diverges if L > 1. If L = 1, the test fails

Theorem 4: (Integral Test)


lim
(a) If f ( x ) ≥ 0 for x ≥ a, then ∑ f (x ) converges or diverges if m → ∞
∫ f (x )dx converge diverges.
M

Theorem 5: (Raabe’s Test)


lim  U 
(a) If n1 − nt1  = L, then ∑ U n converges (absolutely)
n→∞  Un 
(b)If L > 1 and diverges or converges conditionally if L < 1.
(c) If L = 1, the test fails.

67
MTH 305 COMPLEX ANALYSIS II

Theorem 6: (Gauss’ Test)


U nt1 L C
(a) If = 1 − + 2n where C n < M for all n > N , then ∑ U n converges
Un n n
(absolutely) if L > 1 and diverges or converges conditionally if L ≤ 1.

3.2 Theorems on Power Series

Note that a series of the form



a 0 + a1 ( z − z 0 ) + a 2 ( z − z 0 ) + ........... = ∑ a n ( z − z 0 ) is called a power series
n

n =0

in z − z 0
Theorem 1: A power series converges uniformly and absolutely in any
region which lies entirely inside its circle of convergence.

Theorem 2: (Abel’s Theorem)


Let ∑a n z n have radius of convergence ℜ and suppose that z 0 is a point on the
circle of convergence such that ∑a n
z converges.
n 0

lim
Then
z − z0
∑ a n z n = ∑ a n z 0n where z → z 0 from within the circle of
convergence.
Theorem 3: If ∑a n z n converges to zero for all Z such that z < R where
R > 0 , then a n = 0 . Equivalently. If ∑a n z n = ∑ bn z n for all Z such that
z < R, then a n = bn .

3.3 Laurent Series

If a function f fails to be analytic at a point z 0 , we cannot apply Taylor’s


theorem at that point. If is often possible, however, to find a series
representation for f (z ) involving both positive and negative powers of z − z 0 .
Theorem (Laurent Theorem): Let C 0 and C1 denote two positively
oriented circles centred at a point z 0 , where C 0 is smaller than C1 . If a
function f is analytic at C 0 and C1 , and throughout the annular

68
MTH 305 COMPLEX ANALYSIS II

domain between them, then at each point z in that domain f (z ) is


represented by the expansion.
∞ ∞
bn
f (z ) = ∑ an (z − z 0 ) + ∑
n
……………………………………….(1)
n =1 ( z − z 0 )
n
n =0

Where
f ( z )dz
an =
1
∫ (n − 0,1, 2, ............) …………………………..(2)
2πi 1 ( z − z 0 )nt1
C

And
1 f ( z )dz
bn = ∫
2πi C0 ( z − z 0 )− nt1
(n = 1, 2, ..........) …………………………..(3)

The series here is called a Laurent series.


Since the

f (z ) f (z )
two integrands and in expressions (2) and (3) are
(z − z 0 ) nt1
(z − z 0 )−nt1
analytic throughout the annular domain R0 z − z 0 < R1 , and in its boundary,
any simple closed contour C around the

domain in the

positive direction can be used as a path of integration instead of the circular paths
C 0 and C1 . Thus the Laurent series (1) can be written as

f (z ) = ∑ C (z − z ) (R
n = −0
n 0
n
0 < z − z 0 < R1 )

Where
1 f ( z )dz
Cn = ∫
2∧i C ( z − z 0 )
nt1

(n = 0, ± 1, ± 2, ..............)

Particular cases, of course, some of the coefficient may be zero.

69
MTH 305 COMPLEX ANALYSIS II

• Z0
C0
C1

Example: The expansion


ez 1 1 1 z z2
= + + + + + ........... 0< z <∞
z z z 2 z 2! 3! 4!

Follows from the Maclurin series representation



zn z z2 z3 z4
ez = ∑ =1+ + + + + .........
n=0 n! 1! 2! 3! 4!
( z < ∞)

3.4 Classification of Singularities


1. Poles: If f (z ) has the form
a −1 a−2
f ( z ) = a 0 + a1 ( z − z 0 ) + a 2 ( z − z 0 ) + ....... +
+
2
In which the
z − z 0 ( z − z 0 )2 z
principal part has only a finite number of terms given by
a +1 a −2 a−n
+ + ......... + Where a −n ≠ 0 , then z = z 0 is called a
z − z 0 (z − z 0 ) 2
( z − z 0 )n
pole of order n.
If n = 1, it is called a simple pole.
lim
If f (z ) has a pole at z = z 0 , then f (z ) = ∞ .
z → z0

2. Removable Singularities: If a single valued function f (z ) is not


lim
defined at z = z 0 but f ( z ) exist, then z = z 0 is a removable
z → z0
singularities. In such case, we define f (z ) at z = z 0 as equal to
lim
f (z ) .
z → z0

70
MTH 305 COMPLEX ANALYSIS II

Example: If f ( z ) =
Sin z
, then z = 0 is a removable singularities
z
lim Sin z
since f (0 ) is not defined but =1
z→0 z

Sin z 1  z2 z5 z7  z2 z4 z6
Note that = z − − +  =1− + − +
z z 3! 5! 7!  3! 5! 7!

3. Essential Singularities: If f (z ) is single valued, then any


singularity which is not a pole or removable singularity is called an essential
singularity. If z = a u an essential singularity of f ( z ) , the principal part of the
Laurent expansion has infinitely many terms
1 1 1
Example: Since e z = 1 + + + z3
1

2
z 2! z 3!
z = 0 is an essential singularity.
4. Branch Points: A point z = z 0 is called a branch point of the
multiple-valued function f ( z ) if the branches of f (z ) are interchanged
when Z describes a closed path about z 0 . Since each of the branches of a
multiple-valued function is analytic, all the theorems for analytic functions, in
particular Taylor’s theorem apply.
Example: The branch of f ( z ) = z 2 which has the value 1 for z = 1 , has a
1

Taylor series of the form


a 0 + a1 (2 − 1) + a 2 ( z − 1) + ...... With radius of convergence R = 1 [the
2

distance from Z=1 to the nearest singularity, namely the branch point z=0].
5. Singularities at Infinity: By letting z = 1 w in f ( z ) we obtain the
function f ( 1 w ) = f (w) . Then the nature of the singularity at z = ∞ [the point
at infinity] is defined to be the same as that of f (w) at w = 0 .

Example: If f ( z ) = z 3 has a pole of order 3 at z = ∞ , since


f (w) = f ( 1 w ) = 1 w3 has a pole of order 3 at w = 0 .

Similarly, f ( z ) = e z has an essential singularity at z = ∞ , since


f (w) = f ( 1 w ) = e w has an essential singularity at w = 0 .
1

4.0 CONCLUSION
This unit is a very important unit which must be studied properly and
understood before proceeding to other units.
5.0 SUMMARY

71
MTH 305 COMPLEX ANALYSIS II

Recall that in this unit we discussed very important theorems in the solution of
complex variables. We also discussed singularities, Laurent series and
application, we discussed branch. These are to aid in tackling any exercises on
complex variables.

6.0 TUTOR-MARKED ASSIGNMENT


1. State all the Convergent Tests listed in this unit
Sinz
2. If f ( z ) = determine the removable singularity and carry out the
z
expansion.
3. Define the essential singularity and determine the essential singularity for
1
f ( z) = e z

7.0 REFERENCES/FURTHER READINGS

Francis B. Hildebrand (1976) Advanced Calculus For Application 2nd


Edition

72
MTH 305 COMPLEX ANALYSIS II

MODULE 2

Unit 1 Some Examples on Taylor and Laurent Series


Unit 2 Analytic Functions
Unit 3 Principles of Analytic Continuation
Unit 4 Complex Integration

UNIT 1 SOME EXAMPLES ON TAYLOR AND LAURENT


SERIES

CONTENTS

8.0 Introduction
9.0 Objectives
10.0 Main Content
3.1 Some examples on Taylor and Laurent Series
4.0 Conclusion
5.0 Summary
6.0 Tutor-Marked Assignment
7.0 References/Further Readings

1.0 INTRODUCTION

This unit considers examples on Taylor and Laurent series of complex


variables.

The aim is to expose the students to more workable examples on complex


variables.

2.0 OBJECTIVES

The students will be able to:

• Solve problems successfully on complex variables using Taylor’s


Series and Laurent Series.

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MTH 305 COMPLEX ANALYSIS II

3.0 MAIN CONTENT

3.1 Examples on Taylor and Laurent Series

π
Example: Expand f ( z ) = Cos z in Taylor series about z= and
4
determine its region of convergence

Solution:

By Taylor series.

( z − z 0 )2
f ( z ) = f ( z 0 ) + f ' ( z 0 )( z − z 0 ) + f " ( z 0 ) + ..........
2!
f ( z ) = Cos z , f ' ( z ) = − Sin z , f " ( z ) = −Cos z , f " ' (a ) = Sin z
π  π  π  π 
f = 2
2 , f "  = − 2
2 , f "  = − 2
2 , f "'  = 2
2 ,…….
4 4 4 4
π ππ
2 3 4
  
2 z −  z − 
z − 
2
 π  4 2   4
4
f (z ) = 2 2 − 2 2  z −  − 2
2 + 2 +− ......
 4 2 4! 3!
  π
2
 π   π  
3 4
 z −  z −  z − 
  π  4  4 4 
f ( z ) = 2 1 −  z −  −
2
+ + −
  4 2 3! 4!

 
 
  π
2
 π   π  π 
3 5

  2 −   z −    z −   z −  
  4  4   π  4  4 
f (z ) = 2  1− + − .....  −  z −  − +
2  2 4!  4 3! 5! 
 
 
  
2n−2 2 n −1
π

z −  (− 1)n−1  z − π 
……….. (− 1)n −1 
4  4
.......
(2 n − z )! (2n − 1)!
2n−2 2 n −1
 n −1  π n −1  π 
 (− 1)  z −  (− 1)  z −  
2∞  4 ∞
 4
f (z ) = ∑ −∑ 
2  n =1 (2n − 2)! n =1 (2n − 1)! 
 
 
For the region of convergence, using ratio test

74
MTH 305 COMPLEX ANALYSIS II

2 n −1

(− 1)n−1  z − π  (− 1)2  z − π 
2n

Let U n =  4
, Un +1 =  4
(2n − 2)! 2n!
Also
2 n −1 2 n +1

(− 1)  z − π 
n −1
(− 1)  z − π 
n

Let  4
= Vn , Vn +1 =  4
(2n − 1)! (2n + 1)!
(− 1)n  z − π 
lim U n +1
=
lim  4
+
(2n − 2)!
n → ∞ Un n→∞ 2n  π
2 n− 2

(− 1) n −1
z − 
 4
π
lim (z − ) 2n
= − 4
n→∞  π
2 n−2

2n(2n − 1) z − 
 4
π
2
lim 1
= − z−
n → ∞ 2n(2n − 1) 4
π
2

z−
lim 4
= =0
n → ∞ − (2n(2n − 1))

2 n +1

(− 1)n  z − π 
Similarly
lim Vn+1
=
lim  4
+
(2n − 1)!
n → ∞ Vn n→∞ (2n + 1)!  π
2 n −1

(− 1) n −1
z − 
 4
π
2

z−
lim 4
= − =0
n → ∞ 2n(2n + 1)

π
This shows that the singularity of Cos z nearest to is at infinity. Hence the
4
series converges for all values of z i.e. z < ∞

Example: Expand f (z ) =
1
is a Laurent series valid for
z −3

75
MTH 305 COMPLEX ANALYSIS II

(a) a <3
(b) z >3

Solution:
For z < 3
1
=
1
=
1
=
1
(1 − z 3 )−1
(z − 3) − 3 + z − 3(1 − z 3 ) − 3
1  z z 2 z3  1 z z2 z3
= − 1 + + + ....... = − − − −
3  3 9 27  3 9 27 81

For z > 3
−1
1 1 1 3 1  3 9 27 
= = 1 −  = 1 + + 2 + 3 + .......
z −3  3 z  z  z z z z 
z 1 − 
 z
1 3 9 27
= + 2 + 3 + 4 + ........
z z z z

f (z ) =
z
Example: Expand in Laurent series valid for z <
(z − 1)(z − 2)
Solution

z 1 2
= +
(z − 1)(z − 2) z −1 2 − z

For z < ,
1
=
1
z − 1 1(1 − z )
[
= − 1 + z + z 2 + z 3 + z 4 + .... ]
= −1 − z − z 2 − z 3 − z 4 −

and

= 1(1 − z 2 )
2 2 −1
=
2 − z 2(1 − 2 ) z

= 1 + z 2 + z 2 4 + z 3 8 + z 4 16 + .........

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MTH 305 COMPLEX ANALYSIS II

Adding, we have

z 1 3
= − z − z 2 − 7 z 3 − 15 z 4 − .......... .
(z − 1)(2 − z ) 2 4 8 16

Example: Find the Laurent series for the function f (z ) = (z − 3) Sin


1
z+2
about z = −2 . Also state that type of singularity and the region of
convergence for the series.

Solution:

(z − 3) Sin 1
; z = −2 . Let z + 2 = u or z = u − 2 .
z+2
Then
1 
(z − 3) Sin 1
= (u − 5) Sin = (u − 5) −
1 1
+
1
+ ........
z+2 u  u 3!u
3
5!u 5

5 1 5 1
= 1 − − 2 + 3 + 4−
u 3!u 3!u 5!u
5 1 5 1
=1 − − + + .........
z + 2 6( z + 12) 2
6( z + 12 ) 120( z + 2 )
3 4

z = −2 is an essential singularity. The series converges for all values of


z + −2 .

4.0 CONCLUSION

In this unit we discussed Laurent series and Taylor series. We


applied them to solve some problems .You are to learn this unit very well .
You may wish to attempt the Tutor- Marked Assignment.

77
MTH 305 COMPLEX ANALYSIS II

5.0 SUMMARY

Recall in this unit that while Taylor series can be useful to analyze
functions , Laurent Series gives clearer and simple ways of handling
functions of complex variables. These were clearly demonstrated in the
examples we considered in this unit. Answer the Tutor Marked Assignment
at the end of this unit, for more understanding of the concept.

6.0 TUTOR-MARKED ASSIGNMENT

1. Expand the function in each of the following series:


(a) a Taylor series of powers of z for z < 1
(b) a Laurent series of powers of z for z > 1
(c) a Taylor series of power of z + 1 for z < 1

7.0 REFERENCES/FURTHER READINGS

Francis B Hildebrand (1976): Advanced Calculus for Application


2nd Edition.

78
MTH 305 COMPLEX ANALYSIS II

UNIT 2 ANALYTIC FUNCTIONS

CONTENTS

1.0 Introduction
2.0 Objectives
3.0 Main Content
3.1 Derivatives
3.2 Differentiation Formula
3.3 Cauchy-Riemann Equations
3.4 Sufficient Conditions
3.5 Polar Form
3.6 Summarizing Analytic Function
3.7 Harmonic Function
3.8 Solved Problems
4.0 Conclusion
5.0 Summary
6.0 Tutor-Marked Assignment
7.0 References/Further Readings

1.0 INTRODUCTION

In this unit we shall study analytic functions of complex variables. We shall


establish the condition for functions to be analytic.

All related theorems on analytic function will be considered.

2.0 OBJECTIVES

At the end of this unit, you should be to have learnt about:

• derivatives of complex variables


• Cauchy – Riemann equations
• polar form of complex variables
• harmonic functions.

79
MTH 305 COMPLEX ANALYSIS II

3.0 MAIN CONTENT

3.1 Derivatives

Definition: Let F be a …..whose domain of definition contains a nbd of a


point Z 0 . The derivative of f at Z 0 , written as f 1 (Z 0 ) , is defined as
lim f ( z ) − f (z 0 )
f 1 (z 0 ) = ..(3.1.1)
z → z0 z − z0

Provided this limit exists. The function f is said to be differentiable at z 0


when its derivative at z 0 exists.

Note that (3.1.1) is equivalent to


lim f ( z 0 + ∆z ) − f (z 0 )
f 1 (z 0 ) = … (3.1.2)
∆z → 0 ∆z
Where ∆z = z − z 0

Which is also the same as


dw lim ∆w
=
dz ∆z → 0 ∆z
Where f 1 (z ) = , ∆w = f ( z 0 + ∆z ) − f ( z 0 ) write z − z 0
dw
dz

Example: Suppose that


f (z ) = z 2
At any point z
lim ∆w lim ( z + ∆z ) − z 2 lim 2
= = (2 z + ∆z ) = 2 z
∆z → 0 ∆z ∆z → 0 ∆z ∆z → 0

= 2 z or f 1 ( z ) = 2 z
dw
Hence,
dz

Example: For the function f (z ) = z


2

∆w z + ∆z − z
= =
2
(z + ∆z ) z + ∆ z − z z
2
( )
∆z ∆z ∆z
∆z
= + ∆z + z
∆z

80
MTH 305 COMPLEX ANALYSIS II

∆w dw lim
When z = 0, this reduces to = ∆ z . Hence = = 0. at the origin
∆z dz ∆z → 0
dw
dz =0

If the limit of ∆w ∆z exists when z ≠ 0 , this limit may be found by letting the
variable ∆z = ∆x + 1 ∆y approach 0 in any manner. In particular, when
∆z approaches 0through the real values ∆z = ∆z + i 0 , we may write ∆ Z = ∆Z .
Hence if the limit of ∆w ∆z exists, its value must be z + z .
However, when ∆Z approaches 0 through the pure imaginary
Value, so that ∆ Z = −∆Z , the limit if found to be Z − Z . Since a limit is
unique,
it follows that Z + Z = Z − Z , or Z = 0 , if dw dz exists. But Z ≠ 0, and we may
conclude from this contradiction that dw / dz exists only at the origin.

From example above, it follows that:

(1) A function can be differentiable at a certain point but nowhere else


in any nbd of that point.

Since the real and imaging parts of f (z ) = z are µ (n, y ) = n 2 + y 2


2
(2)
and v(n, y ) = 0 .
Respectively, it also shows that the real and imaginary components
of a function of a complex variable can have continuous partial
derivatives of all orders at a point and yet the function many not
even be differentiable there.

The function f (z ) = z is its at each point in the plane since its


2
(3)
components functions are continuous at each point. So the continuity
of a function at a point does not imply the existence of a derivative
there.
It is, however, true that the existence of the derivative of a function at a
point implies the continuity of the function at that point.

3.2 Differentiation Formulae

Definition: Let F be a …..whose domain of definition contains a nbd of a


point Z 0 . The derivative of f at Z 0 , written as f 1 (Z 0 ) , is defined as
lim f ( z ) − f (z 0 )
f 1 (z 0 ) = ………………………………………..(3.1.1)
z → z0 z − z0

81
MTH 305 COMPLEX ANALYSIS II

Provided this limit exists. The function f is said to be differentiable at z 0


when its derivative at z 0 exists.

Note that (3.1.1) is equivalent to


lim f ( z 0 + ∆z ) − f (z 0 )
f 1 (z 0 ) = ……………………………………(3.1.2)
∆z → 0 ∆z
Where ∆z = z − z 0
Which is also the same as
dw lim ∆w
=
dz ∆z → 0 ∆z
Where f 1 (z ) = , ∆w = f ( z 0 + ∆z ) − f ( z 0 ) write z − z 0
dw
dz

Example: Suppose that


f (z ) = z 2
At any point z,
∆w
lim lim ( z + ∆z ) − z 2 lim 2
= = (2 z + ∆z ) = 2 z
∆z → 0 ∆z ∆z → 0 ∆z ∆z → 0

= 2 z or f 1 ( z ) = 2 z
dw
Hence,
dz

Example: For the function f (z ) = z


2

∆w z + ∆z − z (z + ∆ 2)(z + ∆ z ) − Z z
2 2

= =
∆z ∆z ∆Z
∆Z
= Z + ∆Z + Z
∆Z
∆w dw lim
When z=0, this reduces to = ∆ Z . Hence = = 0. at the origin
∆z dz ∆z → 0
dw
dz =0

If the limit of ∆w ∆z exists when z ≠ 0 , this limit may be found by letting the
variable ∆z = ∆x + 1 ∆y approach 0 in any manner. In particular, when
∆Z approaches 0 through the real values ∆Z = ∆n + i 0 , we may
write ∆ Z = ∆Z . Hence if the limit of ∆w ∆z exists, its value must be Z + Z .

However, when ∆Z approaches 0 through the pure imaginary value


∆Z = 0 + i∆y , so that ∆ Z = −∆Z , the limit if found to be Z − Z . Since a limit

82
MTH 305 COMPLEX ANALYSIS II

is unique, it follows that Z + Z = Z − Z , or Z = 0 , if dw dz exists. But


Z ≠ 0, and we may conclude from this contradiction that dw / dz exists only
at the origin.

From example above, it follows that:

(1) A function can be differentiable at a certain point but nowhere else


in any nbd of that point.

Since the real and imaging parts of f (z ) = z are u (x, y ) = x 2 + y 2


2
(2)
and v(x, y ) = 0 .
Respectively, it also shows that the real and imaginary components
of a function of a complex variable can have continuous partial
derivatives of all orders at a point and yet the function many not
even be differentiable there.

The function f (z ) = z is its at each point in the plane since its


2
(3)
components functions are continuous at each point. So the continuity
of a function at a point does not imply the existence of a derivative
there.

It is, however, true that the existence of the derivative of a function at a


point implies the continuity of the function at that point.

3.3 Cauchy-Riemann Equations

Suppose that
f ( z ) = u ( x. y ) + iv( x, y ) and that f 1 ( z 0 ) exists at a point z 0 = x0 + iy 0 . Then
the first order partial derivatives of u and v wrt n and y must exist at
( u 0 , y 0 ), and they must satisfy.

U x ( x0 y 0 ) = Vy ( x0 , y 0 ) and Uy ( x0 , y 0 ) = −V x ( x0 , y 0 ) at that point. … (1)


Also f i (z 0 ) is given in terms of the partial derivatives by either
f ( z 0 ) = U x ( x 0 , y 0 ) + iv ( x 0 y 0 )
1

or f 1 (z 0 ) = Vy (x0 , y 0 ) − Uy (x0 , y 0 )

Equation (1)… is referred to as Cauchy Riemann equation.

Example: the derivative of the function f (z ) = z 2 exists everywhere.

83
MTH 305 COMPLEX ANALYSIS II

To verify that the Cauchy-Riemann equations are satisfied everywhere, we


note that
f ( z ) = z 2 = x 2 − y 2 + i 2 xy so that
U ( x, y ) = x 2 − y 2 and V x ( xiy ) = 2 x
U x ( x, y ) = 2 x , V x ( xiy ) = 2 y
Uy( x, y ) = 2 y Vy ( x, y ) = 2 x
So that
U n (n, y ) = Vy (n, y ) = 2 x
Uy( x, y ) = −Vn ( x, y ) = −2 y
Also
f 1 ( z ) = U ( x0 , y 0 ) + iV (x, y ) = 2 x + i 2 y = 2 z

3.4 Sufficient Conditions

Satisfaction of the Cauchy – Riemann equations at a point z 0 = (x0 , y 0 ) is


not sufficient to ensure the existence of the derivative of a function f (z ) at
that point. The following theorem gives sufficient conditions.

Theorem: (Sufficiency Theorem) :


Let the function f (z ) = u (x, y ) + iv(x, y ) be defined throughout some ε - nbd
of a point z 0 = x0 − iy 0 suppose that the first-order partial derivatives of the
functions U and V with respect to n and y exist everywhere in that nbd they
are continuous at (x0 , y 0 ) . Then if these partial derivatives satisfy the
Cauchy-Riemann equations.

U x = V y , and ,U y = −Vx
At ( x0 , y 0 ) , the derivative f 1 (z 0 ) exists.

Proof: We shall leave the proof as exercise.

Example: suppose that


f ( z ) = e 9Cos y + i Sin y)
x

Where y is to be taken in radius when Cos y and Sin y are evaluated then

U ( x, y ) = e x Cosy and V ( x, y ) = e x Siny

84
MTH 305 COMPLEX ANALYSIS II

Since U x = V y and Uy = −Vx everywhere and since those derivatives are


everywhere continuous, the conditions in the theorem are satisfied at all
points in the complex plane. Thus, f 1 (z ) exists everywhere and

f ′( z ) = U x ( x, y ) = iV x ( x, y ) = e x (cos x + i sin y )

Note that f 1 (z ) = f (z )

Example: for the function


f ( z ) = z = U ( x, y ) = x 2 + y 2 and V ( x, y ) = 0 So that U x ( x, y ) = 2 x and
2

V y ( x, y ) = 0 while U y ( x, y ) = xy and V x ( x, y ) = 0 . Since U x ( x, y ) ≠ V y ( x, y )


unless x = y = 0 Cauchy-Riemann equations are not satisfied unless
x = y = 0 the derivative f ′( z ) cannot exist if z ≠ 0 and besides, the existence
of f ′(0) is not guaranteed unless conditions of theorem (3-4-1) are
satisfied.

If follows fromthe theorem (3.4.1) that the further


f ( z ) = z = ( x + y ) + 10 has derivative at z = 0 ; in fact, f ' (0) = 0 + 0 = 0 .
2 2 2

3.5 Polar Form

Cauchy-Riemann equations can be written in polar form. For


z = n + iy or z = r (Cos θ + i Sinθ ), we have
n = r cos θ , y = r sin θ , r = n 2 + y 2 . θ = tan −1 y n
Then,
∂r ∂θ  
Ur = Ur + Uθ = Ur 
x  + Uθ  − y 

∂r ∂x  x +y   x2 + y2

2 2
  
So that
1
Uy = Ur Sinθ + Uθ Cos θ ……………………………………………..(2)
r
∂r rθ 1
Vx = Vr + Vθ = Vr Cos θ − Vθ Sin θ
∂x rx r
So that
1
Vn = Vr Cosθ = Vθ Sin θ ………………………………………………(3)
r
∂r ∂θ 1
y = Vr + Vθ = Vr Sin θ Vθ Cos θ
∂y ∂y r
So that

85
MTH 305 COMPLEX ANALYSIS II

1
Vy = Vr Sinθ + Vθ Cosθ ……………………………………………..(4)
r

From the Cauchy-Riemann equation, Un = Vy , equating (1) and (4), we


have
 1   1 
Ur − Vθ  Cosθ − Vr + U θ  Sinθ = 0 ………………………………..(5)
 r   r 
From the Cauchy-Riemann equation, Uy = −Vn , equating (2) and (3), we
have
 1   1 
Ur − Vθ  Sin θ + Vr + U θ  Cos = 0 ………………………………….(6)
 r   r 

Multiplying (5) by cos θ , (6) by Sin θ and adding given


1
(Ur = − U θ ) …………………………………………………………..(7)
r

Also, multiplying (5) by − sin θ , (6) by Cosθ and adding given


1
Vr = − Uθ ……………………………………………………………..(8)
r
Equations (7) and (8) are the Cauchy-Riemann equations in polar form.

Theorem: Let the function


f ( z ) = U (r , θ ) + i v(r , θ )

Be defined throughout some ε neighborhood of a no zero point


f ( z ) = r0 (Cos θ 0 + i Sin θ 0 ) .

Suppose that the first order partial derivatives of the functions U and V wrt
r and θ exist everywhere on that neighborhood and that they are continuous
at (r0 , θ 0 ) . Then if those partial derivatives satisfy polar forms (7) and (8) of
the Cauchy-Riemann equations at (r0 , θ 0 ) , the derivatives f 1 (z 0 ) exists.

The derivative f 1 (z 0 ) is given as

f 1 ( z 0 ) = e −1θ [Ur (r0 ,θ 0 ) + i Vr ( z 0 ,θ 0 )]

Example: Consider the function


f (z ) =
1 1
= θ ,
r re

86
MTH 305 COMPLEX ANALYSIS II

Cosθ − Sinθ
U (r ,θ ) = and V (r ,θ ) = and the condition of the theorem are
r r
θ
satisfied at any nonzero point z = re i in the plane. Hence the derivative of
f exists there: and according to (9)
−1θ  Cosθ Sinθ 
f (z ) = e
1 1
− 2 +i  = − iθ =−
1

 r r2  ( )
re
2
z2

3.6 Analytic Functions

Definition: A function f of the complex variables z is analytic at a point


z 0 if its derivative exists not only at z 0 but also at each point z in some
neighborhood of z 0 . A function f is said to be analytic in a region R if it is
analytic at each point in ℜ . The term halomorphic is also used in literature
to denote analyticity.

If f (z ) = z 2 , then f is analytic everywhere. But the function f (z ) = z is not


analytic at any point since its derivative exists why at z = 0 and not
throughout any nbd.

An entire function is a function that is analytic at each point in the entire


plane. E.g. polynomial functions.

If a function f fails to be analytic at a point z 0 , buy is analytic at some


point in every nbd of z 0 , then z 0 is called a singular point or singularity of
f . For example, the function f ( z ) = 1 z , where derivative is f ( z ) = − 1 z is
2

analytic at every point except z = 0 hence it is not even defined. Therefore


the point z = 0 is a singular point.

If two functions are analytic in domain D, their sum and their product are
both analytic in D. similarly, their quotient is analytic in D provided the
function in the denominator does not vanish at any point in D.

3.7 Harmonic Functions

A real-valued function h of two real variables x and y is said to be


harmonic in a given domain in the xy plane if throughout that domain it has
continuous partial derivatives of first and second order and satisfies the
partial differential equation.

87
MTH 305 COMPLEX ANALYSIS II

hxx ( x, y ) + h yy ( x, y ) = 0 ………………………………………………(3.7.1)

Known as Laplace’s equation


If a function
f ( z ) = u ( x, y ) + i v ( x, y ) ……………………………………………...(3.7.2)

Is analytic in a domain D, then its component functions U and V are


harmonic in D. to show this,

Since f is analytic in D, the first order partial derivatives of its component


functions satisfy the Cauchy-Riemann equations throughout D.
Ux = Vy , Uy = −Vx …………………………………………….……..(3.7.3)

Differentiating both sides of these equating with respect to x , we have


Uxy = Vyy Uyy = −Vxy …………………………………………… (3.7.4)

The continuity of the partial derivatives ensures that Uyx = Uxy and
Vyx = Vxy . It then follows from (3.7.4) and (3.7.5) that
Uxx(n, y ) + Uyy ( x, y ) = 0 and Vxx( x, y ) + Vyy ( x, y ) = 0 .

Thus, if a function f (z ) = U (x, y ) + i V (x, y ) is analytic in a domain D, its


component functions U and V are harmonic in D.

3.8 Solved Problems

1. Verify that the real and imaginary parts of the function


f ( z ) = z 2 + 5 i z + 3 = i satisfy Cauchy-Riemann equation and deduce
the analyticity of the function.

Solution
f (z ) = z 2 + 5 i z + 3 − 1
= (x + iy )2 + 5 i (x + iy ) + 3 = 1
= x 2 − y 2 − 5 y + 3 + i (2 xy + 5 x − 1)
So that
U ( x, y ) = x 2 − y 2 − 5 y + 3, V ( x, y ) = 2 xy + 5 x − 1
Ux( x, y ) = 2 x, Uy ( x, y ) = −2 y − 5 = −(2 y + 5)
Vx( x, y ) = 2 y + 5 Vy ( x, y ) = 2 x
And since Ux(x, y ) = Vy (x, y ) = 2 x
And Uy(x, y ) = −Vx = −(2 y + 5)

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MTH 305 COMPLEX ANALYSIS II

The function satisfies Cauchy Riemann equation. Also, since the partial
derivatives are polynomial functions which are continuous, then the
function is analytic.

2. (a) Prove that the function U = 2 x(1 − y ) is harmonic


(b) Find a function V such that f (z ) = u + i v and express f (z ) in
terms of z .

Solutions

(a) U = 2 x(1 − y ) .
The function is harmonic if Uxx +Uyy = 0
Ux = 2(1 − y ), Uxx = 0
Uy = −2 x Uyy = 0
Uxx + Uyy = 0 + 0 = 0 . Hence the function is harmonic

(b) By Cauchy-Riemann equation

Example 2: show that the function U (x, y ) = y 3 − 3x 2 y is harmonic and find


its harmonic conjugate.

Solution

U ( x, y ) = y 3 − 3 x 2 y
Ux = −6 xy, Uxx = −6 y
Uy = 3 y 2 − 3x 2 Uyy = 6 y
And since
Uxx + Uyy = −6 y + 6 y = 0

The function
U ( x, y ) = y 3 3x 2 y is harmonic

To find the harmonic conjugate,


From
Ux( x, y ) = −6 xy, since Ux = Vy ,
Vy ( x, y ) = −6 xy

Find x, and integrate both sides with respect to y,


V ( x, y ) = −3xy 2 + φ ( x )
And since Uy = −Vx must hold, it follows from (x ) and (xr ) that

89
MTH 305 COMPLEX ANALYSIS II

3 y 2 − 3x 2 = 3 y 2 + φ (x )
1

So that
φ 1 ( x ) = 3 x 2 and φ ( x ) = 6 x + C
V ( x, y ) = −3 xy 2 + 6 x + C .
Is the harmonic conjugate of x / x, y )

The corresponding analytic function u


( ) (
f ( z ) = y 3 − 3 x 2 y + i x 3 − 3xy 2 + C )
Which is equivalent to
( )
f (z ) = i z 3 + 1

SELF ASSESSMENT EXERCISES

1. Verify that the real and imaginary parts of the following functions
satisfy the Cauchy-Riemann equations and thus deduce the
analyticity of each function
(a) f ( z ) = z 2 + 5iz + 3 = 1
(b) f ( z ) = ze − z
(c) f ( z ) = Sin 2 z

2. (a) Prove that the function U = 2 x(1 − y ) is harmonic


(b) Find a function v s. t f (z ) = u + iv is analytic
(c) Express f (z ) in terms of z

3. Verify that C – R equation are satisfied for the functions


2
(a) ez
(b) Cos 2 z
(c) Sinh 4 z

4. Determine which of the following functions are harmonic and find


their conjugates.
(a) 3x 2 y + 2 x 2 − y 3 − 2 y 2
(b) 2 xy + 3xy 2 − 2 y 3
(c) xe x cos y − ye x Sin y
(d) e −2 xy Sin (x 2 − y 2 )

5. (a) Prove that ψ = In [(x − 1 j 2 ) + (y − 2 j 2 )] is harmonic in every


region which does not include the point (1, 2)
(b) Find a function φ s. t ψ + iψ .1 analytic

90
MTH 305 COMPLEX ANALYSIS II

(c) Express ψ x iψ as a function of Z

6. If U and V are harmonic in a region R, prove that


(Uy − Vx ) + i (Ux + Vy ) is analytic in R.

4.0 CONCLUSION
This unit had been devoted to treatment of special class of function
usually dealt with both in real and complex functions. You are required to
master these functions so that you can be able to solve problems associated
with them.

5.0 SUMMARY

Recall that in this unit we considered derivatives in complex variables, we


derived the Cauchy Riemann equations for determining analytic functions
in complex variables, we also studied harmonic functions etc. Examples
were given to illustrate each of these functions.

6.0 TUTOR-MARKED ASSIGNMENT

1. (a) Prove that the function U = 2 x(1 − y ) is harmonic


(b) Find a function v s. t f (z ) = u + iv is analytic
(c) Express f (z ) in terms of z

2. Verify that C – R equation are satisfied for the functions


2
(a) ez
(b) Cos 2 z
(c) Sinh 4 z

3. Determine which of the following functions are harmonic and find


their conjugates.

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MTH 305 COMPLEX ANALYSIS II

(a) 3x 2 y + 2 x 2 − y 3 − 2 y 2
(b) 2 xy + 3xy 2 − 2 y 3
(c) xe x cos y − ye x Sin y

(d) (
e −2 xy Sin x 2 − y 2 )
4. (a) Prove that ψ = In [(x − 1 j 2 ) + (y − 2 j 2 )] is harmonic in every
region which does not include the point (1, 2)
(b) Find a function φ s. t ψ + iψ .1 analytic
(c) Express ψ x iψ as a function of Z

5. If U and V are harmonic in a region R, prove that


(Uy − Vx ) + i (Ux + Vy ) is analytic in R

7.0 REFERENCES/FURTHER READINGS

Francis B. Hildebrand (1976), Advanced Calculus for Application 2nd


Edition.

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MTH 305 COMPLEX ANALYSIS II

UNIT 3 PRINCIPLES OF ANALYTIC CONTINUATION

CONTENTS

1.0 Introduction
2.0 Objectives
3.0 Main Content
3.1 Residues and Residues Theorem
3.2 Calculation of Residues
3.3 Residues Theorem
11.0 Conclusion
12.0 Summary
13.0 Tutor-Marked Assignment
14.0 References/Further Readings

1.0 INTRODUCTION

We shall examine in this unit principle of analytic continuation and


establish conditions under which functions of complex variables will be
analytic in some regions.

2.0 OBJECTIVES

At the end of this unit, you should be able to:


• define residues and residues theorem
• do calculations of residues
• answer questions on residues.

93
MTH 305 COMPLEX ANALYSIS II

3.0 MAIN CONTENT

Suppose that inside some circle of convergence C1 with centre at a , f (z ) is


represented by a Taylor series expansion defined by:

f ( z ) = a 0 + a1 ( z − a ) + a 2 ( z − a) 2 + .......(1)

If the value of f (z ) is not known, choosing a point b inside C1 , we can find


the value of f (z ) and its derivatives at b. from (1) and thus arrive at a new
series
b0 + b1 ( z − b ) + b2 ( z − b ) + .......... + .......... ...................... ……………………(2)
2

Having circle of convergence C 2 . If C 2 extends beyond C1 , then the values


of and its durations can be obtained in this extended portion. In this case,
we say that f (z ) has been extended analytically beyond C1 and the process
is called analytic continuation or analytic extension. This process can be
repeated indefinitely.

Definition: Let F1 ( z ) be a function of z which is analytic in a region R1 .


Suppose that we can find a function F2 (z ) which is analytic in a region R2
and which is such that F1 (z ) = F2 (z ) in the region common to R1 and R2.
Then we say that F2 (z ) is an analytic continuation of F1 ( z ) .

3.1 Residues and Residues Theorems

Recall that a point z 0 is called a singular point of the function f if f fails


to be analytic at z 0 but is analytic at some point in every neighborhood of
z 0 . A singular point z 0 is said to be isolated if in addition, there is some
nbd of z 0 throughout which f is analytic except at the point itself.
When z 0 is an isolated singular point of a function f , there is a positive
number R, such that f is analytic at each point z for which 0 < z − z 0 < R1
consequently the function is represented by a series.
b1 b2 bη
f ( z ) = ∑ an( z − z 0 ) +
η
+ + ..... + + .........
n =0 z − z 0 (z − z 0 ) 2
(z − z )η

0 < z − z 0 < R1

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MTH 305 COMPLEX ANALYSIS II

Where the coefficients aη and bη have certain integral representations. In


particular

f ( z )dz
1
(η = 1, 2..........)
ηηi ∫ (z − z )η
bη = +1
….(2)
c 0

When C is any positively oriented simple closed contour around Z0 and


lying in the domain 0 < z − zη < R
When η = 1, this expression for bη can be written ∫ f (z )dz = 2ηi b
c
1 …(3)

1
The complex number b1 which is the coefficient of in expansion
(z − z 0 )
(1) called the residue of f at the isolated singular point z 0
Equation (3) provides a powerful method for conducting certain integral
around simple closed ……

Example

Consider the integral

e−z
∫ (z − 1)
c 2
dz

Is analytic within and on C except at the isolated singular point z =1. Thus,
according to equation (3), the value of integral (4) is ……times the …..of
f at z = 1. To determine this residue, we recall the maclaurin series
expansion.



ez = ∑ ( z < ∞)
n =o n1

From which it follows that


e−z e −1e − ( z −1) ∞
(− 1) (z − 1)η n−2
(0 < z − 1 < ∞)
=
(z − 1) (z − 1) n−0
2 2
= ∑ ηie

95
MTH 305 COMPLEX ANALYSIS II

In this Laurent series expansion, which can be written in the form (1), the
1 −1
coefficient of is . that is, the residue of f at z = 1 is −1 e . Hence
z −1
e

e i− z ) n(
∫c (z − 1)2 dz = e

3.2 Calculation of Residues

If z = z 0 is a pole of order K, there is a formula for bn given as

bn =
lim 1 d ii −i
z → z 0 (n − 1)! dz
{
n −1
}
(z − z 0 )n f (z ) ………………..(5)
If η = 1 (simple pole), the result is given as
b1 =
lim
(z − z 0 ) f (z )
z → z0
z → z0

Which is a special case − f (5) with η = 1 if one defines 0!= 1 .

Example
For each of the following functions, determine the poles and the residues at
the poles.
2z + 1  z +1
2

(a) (b)  
z −z−2  z −1
2

Solution

2z + 1 2z + 1
(a) = ……the function has two poles at z = −1 and
z − z − 2 ( z + 1)( z − 2 )
2

z = 2 both of under 1.

Residue at z = −1 ,
lim
(z + 1) f (z ) = lim (z + 1)(2 z + 1)
z → −1 z → −1 ( z + 1)( z − 2 )
lim 2 z + 1 1
= =
z → −1 z − 2 3

Residue at z = 2,

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MTH 305 COMPLEX ANALYSIS II

lim ( z − 2 )(2 z + 1) lim 2 z + 1 5


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

(b) z = 1 is a pole of order 2.


Residue at z = 1 is
lim y
z → 1 dz
{
(z − 1)2 (z + 1)2 / (z − 1)2 }
lim d
(z + 1)2 = lim 2(z + 1) = 4.
z → 1 dz z →1

3.3 Residue Theorem

Theorem: Let C be a positively oriented simple closed contour within and


on which a function f is analytic except for a finite number of singular
points z1, z2,… , zn interior to C. If B1, B2,…,Bn denote the residues of f at
these points respectively, then
∫ f (z )dz = 2πi (B1 + B2 + ......... + Bn ) …………………………………….(1)
c

Proof

Let the singular points zj ( j = 1,2,....n ) be centers of positively oriented


circles Cj which are interior to C and are so small that no two of the circles
have points in common.

c1
cn
c2 c3

The circles Cj together the simple closed contour C form the boundary of
a closed region throughout which f is analytic and whose interior is a
multiply connected domain. Hence, according to the extension of the
Cauchy-Goursat theorem to such regions.

∫ f (z )dz = ∫ f (z )dz
c c1
− ∫ f (z )dz − .......... − ∫ f (z )dz = 0
c2 cn

97
MTH 305 COMPLEX ANALYSIS II

This reduces to equation (1) because


∫ f (z )dz = 2π iBj (1, 2, ..........n)
c1

And the proof is complete.

Example: Let us use the theorem to evaluate


5z − 2
∫ z(z − 1)
c
dz

Where C is the circle z = 2 , described counterclockwise. The integrated has


the two singularities z = 0 and z = 1 , both of which are interior to C . We
can find the residues B1 at z = 0 and B2 at z = 1 with the aid of the
maclurin series.

1
= 1 + z + z 12 ............. ( z < 1)
1− z

We first write the Laurent expansion

5z − 2  5z − 1   − 1  
= 
2
 =  5 −  − 1 − z − z ..........
z ( z − 1)  z   1 − z   z
2
( )
= − 3 − 3 z............................... (0 < z < 1)
2
z
Of the integrand and conclude that B1 = 2 . Next, we observe that
5 z − 2  5( z − 1) + 3   1 
= 1 + ( z − 1) 
z ( z − 1)  z 
  
 3 
= 5 +  (1 − ( z − 1)) + ( z − 1) ........
2

 z −1

When 0 < z − 1 < 1 . The coefficient of 1


( Z −1) in the Laurent expansion which
is valid for 0 < z − 1 < 1 is therefore 3

Thus B2 = 3 , and
5z − 2
∫ z(z − 1)dz = 2π i(B
c
1 + B2 ) = 1 0 πi .

An alternative and simple way of solving the problem is to write the


integrand as the sum of its partial fractions. Then
5z − 2 2 3
∫ z (z − 1)dz = ∫ z dz + ∫ z − 1dz = 4π i + 6π i = 10π i
c c c

98
MTH 305 COMPLEX ANALYSIS II

4.0 CONCLUSION
The residue method learnt in this units allows us to handle integration with
ease. You are required to master this method very well.

5.0 SUMMARY

Recall that we started this unit by defining the residue theorem which is
now recalled for your understanding:

Let C be a positively oriented simple closed contour within and on which a


function f is analytic except for a finite number of singular points z1, z2,…,
zn interior to C. If B1, B2,…,Bn denote the residues of f at these points
respectively, then
∫ f (z )dz = 2πi (B1 + B2 + ......... + Bn ) .
c

This theorem form the basis for solves complex integration. You may wish
to answer the following tutor-marked assignment question.

6.0 TUTOR-MARKED ASSIGNMENT

1. Evaluate the integral

7z − 5
∫c z −1
dz

2. Evaluate
z+2
∫z 2
− 5z + 6
dz

5z − 2
3. ∫ z
dz
c
2
( z − 1)

99
MTH 305 COMPLEX ANALYSIS II

7.0 REFERENCES/FURTHER READING


Francis B. Hildebrand (1976), Advanced Calculus for Application 2nd
Edition.

100
MTH 305 COMPLEX ANALYSIS II

UNIT 4 COMPLEX INTEGRATION

CONTENTS

8.0 Introduction
9.0 Objectives
10.0 Main Content
3.1 Curves
3.2 Simply and Multiply Connected Regions
3.3 Complex Line Integral
3.4 Cauchy- Goursat Theorem
11.0 Conclusion
12.0 Summary
13.0 Tutor-Marked Assignment
14.0 References/Further Readings

2.0 INTRODUCTION

This unit will examine complex integration. The theorem on line integral,
such as greens theorem will also be examined.

3.0 OBJECTIVES

At the end of this unit, you should be able to:

• define integration on complex variables


• define the complex form of green’s Theorem
• learn about Cauchy-Goursat theorem
• learn about Cauchy integral
• solve related problems on complex integrations.

3.0 MAIN CONTENT

3.1 Curves

If φ (t ) and ψ (t ) are real functions of the real variable t assumed


continuous in t1 ≤ t ≤ t 2 , the parametric equations
Z = x + iy = φ (t ) + iψ (t ) = Z (t ) t1 ≤ t ≤ t 2

101
MTH 305 COMPLEX ANALYSIS II

Define a continuous curve or arc in the Z-plane joining points a = Z (t1 ) and
b = Z (t 2 ) as shown below

y b

O x

If t1 m t 2 while Z (t1 ) = Z (t 2 ) , i.e. a = b , the end point is coincide and the


curve is said to be closed. A close curve which does not intersect itself
anywhere is called a simple closed curve.

If φ (t ) and ψ (t ) have its derivations in t1 ≤ t ≤ t 2 , the curve is often called a


smooth curve or arc. A curve which is composed of a finite number of
smooth arcs is called a piecewise or sectionally smooth curve or sometimes
a contour. For example, the boundary of a square of a piecewise smooth
curve or contour.

3.2 Simply and Multiply Connected Regions


A region R is called simply connected if any simple closed curve which lies
in R can be shrunk to a point without leaving R. A region R which is not
simply connected is called multiply-connected e.g. z < 2 . < z < 2.

3.3 Complex Line Integrals

Suppose that the equation

z = z (t ) (a ≤ i ≤ b ) …………………………………………….. (4.1.1)

Represents a contour C , extending from a point z1 = z (a ) to a


point z 2 = z (b ) . Let the function f (z ) = µ (x, y ) + iv(x, y ) be piecewise
continuous on C . If z (t ) = µ (t ) + iy (t ) the function

102
MTH 305 COMPLEX ANALYSIS II

f [z (t )] = µ [x(t ), y(t )]+ i v [x(t ), y (t )] is piecewise continuous on the interval


a ≤ t ≤ b. We define the line integral or contour integral, of f along C as
follows:

∫ f (z )dz = ∫ [z(t )] z (t )dt ………………………………………….. (4.1.2)


b
1
c a

Note that since C is a contour, z (t ) is also piecewise continuous on the


integral a ≤ t ≤ b , and so the existence of integral (4.1.2) is ensured.

The integral on the right-hand side in equation (4.1.2) is the product of the
complex-valued functions.

µ [x(t ), y (t )] + i v [n(t ), y (t )], n1 (t ) + y 1 (t ) .


Of the real variable t . Thus
∫ f (z )dz = ∫ (µx ) ∫ (vn )
b b
1
− vy 1 dt + i 1
+ uy 1 dt …………………………. (4.1.3)
c a a

In terms of line integrals of real-valued functions of two real variables, then

∫ f (z )dz
c
= ∫ µdx − vdy + i ∫ vdu + udy ……………………………… (4.1.4)
c

Example: Find the value of the integral

I1 = ∫z
2
dz
c1

Where C1 is the line segment from z = 0 to z = 2 + i

Proof
Points of C1 lie on the line y = x 2 or x = 2 y . If the coordinate y is used as
the parameter, a parametric equation for C1 µ
z = 2y + i y (0 ≤ y ≤ 1)

Also, in C1 the integral z 2 becomes


z 2 = (2 y + iy ) = 3 y 2 + i 4 y 2
2

Therefore,
1
(
I1 = ∫ 3 y 2 + i 4 y 2
0
) (2 + i ) dy
= (3 + 4i ) (2 + i ) ∫ y 2 dy = 23 + 113 i
1

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MTH 305 COMPLEX ANALYSIS II

Example: Let C 2 denote the contour 0 AB shown below

y B2+1

0 A µ

Evaluate
I 2 = ∫ z 2 dz
c2

Solution
I 2 = ∫ z 2 dz = ∫ z 2 dz + ∫ z 2 dz
c2 0A AB

The parametric equation for path 0A is z = n + i 0 (1 ≤ x ≤ 2 ) and for the path


AB one can write Z = 2 + iy (0 ≤ y ≤ 1) .

Hence
∫ (2 + iy ) idy.
2 1
I 2 = ∫ x 2 dx +
2
0 0

∫ x dx + 2∫ (4 − y )dy + 4i ∫ ydy 


2 1 1
2 2
=
0 0 o 
2 11
= + i
3 3

Green’s Theorem in the plane

Let P(x , y ) and Q(x, y ) be its and have its partial derivatives in a region R
and on its bounding C . Green’s theorem states that
∫ Pdx + Qdy = ∫ ∫ (Q
c R
x − Py )dndy

The theorem is valid for both simple and multiple connected regions.

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MTH 305 COMPLEX ANALYSIS II

3.4 Complex Form of Green’s Theorem

( )
Let F z , z be its and have its derivations in a region R and on its bounding
C , where z = x + iy , z = x − iy are complex conjugate coordinates. The
Green’s theorem can be written in the complex form as

∫ F (z, z )dz = 2 i ∫∫ ∂ z
∂F
dA where dA represents the element of area dndy
c

Proof

Let F (z, z ) = P(x ) + i Q(x, y ) . Then using Green’s theorem, we have

∫ F (z z )dz = ∫ (P + iQ )( x, y)dz
c
1
c
= ∫ Pdn−, Qdy + i ∫ Qdn + P dy
c c

 ∂Q ∂P   ∂P ∂Q 
= − ∫∫  +  dndy + i ∫∫  −  dxdy
R ∂
R
∂y  R 
∂x ∂y 
 ∂P ∂Q   ∂P ∂Q 
= i ∫∫  −  +i +  dx dy
R 
∂x ∂y   ∂y ∂x 
∂F
= 2i ∫∫ dndy
R ∂Z

Example: Evaluate the integral

I = ∫ zdz
Where
(i) The path of integration C is the upper half of the circle z = 1 from
z = −1 to z = 1 .
(ii) Same points but along the lower semi circle C .

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MTH 305 COMPLEX ANALYSIS II

Solution

(i) The parametric representation z = e iεx (0 ≤∉≤ i ) and since


de ( )/ d ∉= ie
iQ
i∉


I = ∫ zdz = − ∫ e −i∉i e i∉d 0 = −π i
c
0

-1
1c

2∧
(ii) I = ∫ zdz = ∫ e −1Q i e i∉ d φ = π i

Example: Evaluate ∫ zdz from z = 0 to z = 4 + 2i along the curve C given by


(a) z = t + it (b) the line from z = 0 and z = 2i and then the line from z = 2i
2

to z = 4 + 2i

Solution

(a) The given integral equal,


∫ (n − iy )(dn + idy ) = ∫ ndk + ydy + i ∫ ndy − ydn
c c c

The parametric equations of C are n = t 2 , y = t from t = 0 to t = 2


Then the line integral equal
∫ (t )(2tdt ) + (t )(dt ) + i ∫ (t )(dt ) − (t )(dt − dt )
2 2
2 2
t =0 t =0

∫ (2i ) ( )
2 2 8i
= 3
+ t dt + i ∫ − t 2 dt = 10 −
0 0 3

(b) ∫ (x − iy )(dx + idy ) = ∫ xdx + ydy + i ∫ ndy − ydx


c c c

The line from Z = 0 to Z = 2i is the same as (0,0 ) to (0,2 ) for which


x = 0, dn = 0 and the line integral equals.

∫y =0 (Q )(0) + ydy + i ∫y =0 (0)dy − y(0) = ∫y =0 ydy = 2 .


4 2 2

106
MTH 305 COMPLEX ANALYSIS II

The line from z = 2i to z = 4 + 2i is the same as the line from (0,2 )


to (4,2 ) for which y = 2, dy = 0 and the line integral equals
4 4 4 4 − 2 xdx
∫0
xdx + 2 • 0 + i ∫ n • 0 − 2dn =
x =0 ∫
0
xdx + i ∫
0 8i
= 8 − 8i
Then the requires value = 2 + (8 − 8i ) = 10 .

3.4 Cauchy-Goursat Theorem

Suppose that two real-valued function P(n, y ) and Q(n, y ) together with
their partial derivatives of the first order, are continuous throughout a
closed region R consisting of points interior to and on a simple closed
contour C in the ny plane. By Green’s theorem, for line integrals,
∫ Pdn + Qdy = ∫∫ (φ x − Py )dndy.
c R

Consider a function
f ( z ) = u ( x, y ) + i v ( x, y )
Which is analytic throughout such a region R in the ny , or Z , plane, the
line integral of f along C can be written
∫ f (z )dz = ∫ ndn − vdy + i ∫ vdx + udy …………………………………(1)
c c c

Since f is its in R , the functions u and v are also its theorem i and if the
derivative f 1 of f is its in R , so are the first order partial derivatives of u
and v . By Green’s theorem, (1) could be written as
∫ f (z )dz = ∫∫ (− v x − u y )dndy + i ∫∫ (u x − v y )dndy ………………………. (2)
c R R

But in view of the Cauchy-Goursat equations


U x = V y , U y = −V x
The integrals of these two double integral are zero throughout R . So

Theorem: If f is analytic in R and f 1 is continuous then, ∫ f (z )dz = 0 .


c

This is known as Cauchy theorem.

Goursat proved that the condition of continuity of f 1 in the above Cauchy


theorem can be omitted.

Theorem: (Cauchy-Goursat theorem)


If a function f is analytic at all points interior to and in a simple closed
contour C , then

107
MTH 305 COMPLEX ANALYSIS II

∫ f (z )dz = 0 .
c

Cauchy-Goursat theorem can also be modified for the …… B of a multiply


connected domain.

Theorem: Let C be a simple closed contour and let Cj ( j = 1,2,....n) be a


finite number of simple closed contours inside C such that the regions
interior to each Cj have no points in common. Let R be the closed region
consisting of all points within and on C except for points interior to each
Cj . Let B and all the contours oriented boundary of R consisting of C and
all the contours Cj , described in a direction such that the interior points of
R lie to the left of B . Then, if f is analytic throughout R1 .

∫ f (z )dz = 0
B

y
C

C2
C1

As a consequence of Cauchy’s theorem, we have the following

Theorem: If f (z ) is analytic in a simply-connected region R, then ∫ f (z )dz


b

is independent of the path in R joining any two points a and b in R.

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MTH 305 COMPLEX ANALYSIS II

Proof

Consider the figure below

y
C1 B
A D b
a
E C2
x

By Cauchy’s theorem

ADBCA
∫ f (z )dz = 0
Or ∫ f (z )dz + ∫ f (z )dz
ADB BEA
= 0

Hence

∫ f (z )dz = − ∫ f (z )dz = ∫ f (z )dz


ADB BEA AEB

Thus

f ( z )dz = ∫ f ( z )dz = ∫ f (z )dz


b
∫C1 C2 a

This yields the required result.

Example: If C is the curve y = x 3 − 3 x 2 + 4 x − 1 joining the points (1, 1) and


(2, 3), show that
∫ (12 z − 4iz )dz is independent of the path joining (1, 1) and (2, 3)
2
c

Solution:

A (1, 1) → B (2, 1) → C (2, 3)

Along A (1, 1) to B (2, 1), y = 1, dy = 0. So that z = x 4i and dz = dx . Then

∫ {12(x4i ) }
2
− 4i ( x + i ) dx = 20 + 30i
2

x −1

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MTH 305 COMPLEX ANALYSIS II

Along B (2, 1) to C (2, 3), x = 2, dx = 0 so that z = 2 + iy and dz = idy . Then

∫ {12(2 + iy ) }
3
− 4i (2 + iy ) idy = −176 + 8i
2

y =1

y =1

So that
∫ (12 z − 41z )dz = 20 + 30i − 176 + 8i = −156 + 38i
2
c

The given integral equals


∫ (12 z ) ( )∫
2 + 3i 2 + 3i
2
− 4iz dz = 4 z 3 − 2iz 2 = −156 + 38i
1+ i 1+ i

Morera’s Theorem

Let f (z ) be continuous in a simply connected region R and suppose that


∫ f (z )dz = 0
1
c

Around every simple closed curve C in R . Then f (z ) is analytic in R .

This theorem is called the converse of Cauchy’s theorem and it can be


extended to multiply-connected regions.

Indefinite Integrals (Anti-derivatives)

Let f (z ) be a function which is continuous throughout a domain D , and


suppose that there is an analytic function F such that F 1 (z ) = f (z ) at each
point in D . The function F is said to be an anti derivative of f in the
domain D .

Cauchy Integral Formula

Theorem: Let f be analytic everywhere within and in a simple closed


contour C taken in the positive sense. If Z 0 is any point interior to C , then
f ( z )dz
f (z 0 ) =
1

2π i c Z − z 0

This formula is called the Cauchy integral formula. It says that that if a
function f is to be analytic within and on a simple closed contour C , then
the values of f interior to C are completely determined by the values of
f in C .

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MTH 305 COMPLEX ANALYSIS II

When the Cauchy integral formula is written as


f (a )dz
∫ Z−z = 2π i f ( z 0 ) ……………………………………………..(4)
c
0

It can be used to evaluate certain integrals along.

Simple closed contours

Example: Let C be the positively oriented circle z = since the function


( )
f ( z ) = 2 / 9 − z 2 is analytic within and in C and the point Z 0 = −i is interior
to C , then by Cauchy Integral formula

zdz z / 9 − z2 (
−i π
= 2πc  =
)
∫(
c )
9 − z (z + i )
2
= ∫c z − (− i )  10  δ

Proof

Since f is its at Z 0 , there corresponds to any positive number ε , however


small, a positive number δ such that

f ( z ) − f ( z 0 ) < ε whenever z − z 0 = ρ …………………………………(1)

Observe that the function f ( z ) ( z − z ) is analytic at all points within and in


0

C except at the point z 0 . Hence, by Cauchy-Goursat theorem for multiply


connected domain, it’s integral around the oriented boundary of the region
between C and C0 has value zero.

f ( z )dz f ( z )dz
∫ Z−z
c
0
−∫
C0 Z − z0
=0

y ε
ε
c p
z0

That is
f ( z )dz f ( z )dz
∫Z −Z
c
0
=∫
C0 Z − Z0

111
MTH 305 COMPLEX ANALYSIS II

This allows us to write

f ( z )dz f (z ) − f (z 0 )
− f ( z 0 )∫
dz
∫C Z − Z0 C 0 Z − Z
0
=∫
C 0 Z − Z0
dz …………………………(2)

dz
∫ = 2πi
C0 Z − Z0
And so equation (Z) becomes

f ( z )dz f (z ) − f (z 0 )
∫C Z − Z 0 − 2πi f ( z 0 ) = ∫C0 Z − Z 0 dz ……………………………….(3)

By (1) and noting that the length of C0 is 2∧ρ , by properties of integrals


f (z ) − f (z 0 ) ε
∫ dz < 2π ρ = 2πε
C0 Z − Z0 ρ

In view of (3) then


f (z )dz
∫ − 2πi f ( z 0 ) < 2π ε .
C Z − Z0

Since the left hand side of this inequality is a non negative constant which
is less than an arbitrary small positive number, it must be equal to zero.
Hence, equation for it valid and the theorem is proved.

Cauchy’s integral formula can also be extended to a multiply connected


(v )
region. With the understanding that f denotes f (z ) and that 0! = 1, we
z
can use mathematical induction to verify that
f ( z )dz
f (n ) (z 0 ) = (n = v,1, 2.)
n!

2π i (Z − Z 0 )
C n +1

When n = 0, this is just the Cauchy integral formula stated earlier.

Sin 6 Z
Example: Find the value of ∫ (Z − ) dz
C ∧
3
6

Where C is a circle z = 1

112
MTH 305 COMPLEX ANALYSIS II

Solution:

Sin 6 z 2πi f 2
(Sin )

∫ (Z − π ) dz = 6
3
C
6 21
6 x 2π i
=
2
[
5 Sin 4 π 6 Cos 2 π 6 − Sin 6 π 6 ]
= 2 1πi 16
Other Important Theorems

1. Cauchy’s inequality:
If f (z ) is analytic inside and on a circle C of radius r and centre at
Μ • n!
z ≠ a, then f (n ) (a ) ≤ n = 0, 1, 2,...........
rn
Where M is a constant such that f (z ) < M on C , i.e. M is an upper
bound of f (z ) on C .

2. Lowville’s Theorem:
Suppose that for all Z in the entire complex plane, (i) f (z ) is
analytic and (ii) f (z ) is bounded, i.e. f (z ) < M for some constant M,
then f (z ) must be a constant

3. Fundamental Theorem of Algebra:


Every polynomial P(z ) = a 0 + a1 z + a 2 z 2 + a n Z n = 0 with degree
π ≥ 1, and a n ≠ 0 has at least one root.

4. Maximum Modulus Theorem:


If f (z ) is analytic inside and on a simple closed curve C and is not
identically equal to a constant, then the maximum values of f (z )
occurs on C .

SELF ASSESSMENT EXERCISES


(2 ,5 )
1. Evaluate ∫( ) (3x + y )dx + (xy − x )dy
0 ,1
along
(a) the curve y = x 2 + 1
(b) the straight line joining (0, 1) and (2, 5)
(c) the straight line from (0, 1) to (0, 5) and then (0, 5) to (2, 5)

113
MTH 305 COMPLEX ANALYSIS II

∫ (x )
− iy 2 dz
2
2. Evaluate
C

(a) along the parabola…… y = 4n 2 from (1,4) to (2, 16)


(b) straight line from (1, 1) to (1, 8) and then from (1, 8) to (2, 8).

∫ (3xy + iy )dz
2 −i
2
3. Evaluate
−2+i

(a) along the curve x = 2t − 2 i − y = 1 + t − t 2


(b) along the straight line joining x = −2 + i and z = 2 − i

4. Evaluate
Sin πZ 2 + Cos πZ 2
(a) ∫C (Z − 1)(Z − 2) dz , where C is the circle Z = 3 .
e2z
(b) ∫C (Z + 1)4 dz where C is the circle Z =3

Sin 3 z
5. Evaluate ∫
C Z +π2
dz if C is the circle Z = 5

4.0 CONCLUSION

The materials in this unit must be learnt properly because they will keep on
re occurring as progress in the study of mathematics at higher level.

5.0 SUMMARY

We recap what we have learnt in this unit as follows:

You learnt about Cauchy-Goursat equations, Moreras Theorem and applied


it to indefinite integrals. We also consider Cauchy integral Formula

We considered some solved examples to illustrate the theory we have learnt


in this unit. You may which to answer the following tutor-marked
assignment

114
MTH 305 COMPLEX ANALYSIS II

6.0 TUTOR-MARKED ASSIGNMENT

∫ (3xy + iy )dz
2 −i
2
1. Evaluate
−2+i

(a) along the curve


(b) along the straight line joining x = −2 + i and z = 2 − i

2, Evaluate
Sin πz 2 + Cos πz 2
(a) ∫C (z − 1)(z − 2) dz , where C is the circle z = 3 .
e2z
(b) ∫C (z + 1)4 dz where C is the circle z =3

Sin 3 z
3.. Evaluate ∫
C z +π
2
dz if C is the circle z = 5

7.0 REFERENCES/FURTHER READINGS

Francis B. Hildebrand (1976), Advanced Calculus for Application 2nd


Edition.

115

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