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(Ex) 8 (1) 1

The document provides 4 exercises related to Cauchy's integral formula for analytic functions. The exercises involve proving the formula for multiply connected regions, evaluating integrals using the formula, and using partial fractions to evaluate integrals involving singularities inside the contour.

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0% found this document useful (0 votes)
19 views7 pages

(Ex) 8 (1) 1

The document provides 4 exercises related to Cauchy's integral formula for analytic functions. The exercises involve proving the formula for multiply connected regions, evaluating integrals using the formula, and using partial fractions to evaluate integrals involving singularities inside the contour.

Uploaded by

baewonyeong0575
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/ 7

8.

1 Cauchy’s Integral Formula: Exercises


1. Prove Cauchy’s integral formula for multiply connected regions.
Solution. Let D be a multiply connected domain such that @D = C [ (°C1 ) [ · · · [ (°Cn ),
where C, C1 , · · · , Cn are positively oriented simple closed contours, and C1 , · · · , Cn lie(s)
interior to C. Let z0 2 D be a point. If f (z) is analytic in a domain ≠ containing D then
Z X 1n Z
1 f (z) f (z)
f (z0 ) = dz ° dz.
2ºi C z ° z0 2ºi Ck z ° z0
k=1


D z0
Γ

-C1
-C2 -C n

Proof. Choose a small number ≤ > 0 such that {z | |z ° z0 | ∑ ≤} Ω D. Let D≤ = D ° {z |


|z ° z0 | ∑ ≤}. For simplicity, we denote by ° the circle {z | |z ° z0 | = ≤} oriented in
f (z)
the positive sense. Since is analytic in ≠ ° {z0 } (which contains the closure D≤ ),
z ° z0
Theorem 7.5 (or Cauchy’s theorem) implies that
Z Z
f (z) f (z)
0= dz = dz
@D≤ z ° z 0 C[(°°)[(°C1 )[···[(°Cn ) z ° z0
Z Z Xn Z
f (z) f (z) f (z)
= dz + dz + dz
z ° z 0 °° z ° z0 z ° z0
C k=1 °Ck
Z Z X n Z
f (z) f (z) f (z)
= dz ° dz ° dz.
C z ° z 0 ° z ° z0 Ck z ° z0
k=1

Then it follows from Cauchy’s integral formula (Theorem 8.1) that


Z Z X 1 n Z
1 f (z) 1 f (z) f (z)
f (z0 ) = dz = dz ° dz.
2ºi ° z ° z0 2ºi C z ° z0 2ºi Ck z ° z0
k=1

////
f (z)
Remark. Since is analytic in ≠ ° {z0 }, we can repeat the above argument to
(z ° z0 )m+1
conclude that
Z Xn Z
m! f (z) m! f (z)
f (z0 ) =
(m)
dz ° dz, m 2 N.
2ºi C (z ° z0 )m+1 2ºi Ck (z ° z0 )m+1
k=1
2. (a) If P (z) is a polynomial of degree n, prove that
Z
P (z)
dz = 0.
|z|=2 (z ° 1)n+2
Z
P (z) 2ºi
Solution. dz = P (n+1) (1) = 0. ( * P (n+1) (z) = 0.)
|z|=2 (z ° 1)n+2 (n + 1)!
(b) If n and m are positive integers, show that
Z Z
(n ° 1)!ez (m ° 1)!ez
dz = dz
C (z ° z0 ) C (z ° z0 )
n m

along any contour C containing z0 .


Solution. Cauchy’s integral formula(Theorem 8.2) implies that, for any n 2 N,
Z
(n ° 1)!ez dn°1 ØØ
dz = 2ºi Ø ez = 2ºiez0 .
C (z ° z0 )
n dz n°1 z=z0

3. Evaluate the following integrals, where C is the circle |z| = 3.


Z Ø
ez Ø
(a) dz = 2ºiez Ø = 2ºie2 .
C z ° 2 z=2
Z 2 Ø
ez 2Ø
(b) dz = 2ºiez Ø = 2ºie4 .
C z ° 2 z=2
Z
d ØØ Ø
2
ez z2 z2 Ø
(c) dz = 2ºi Ø e = 4ºize Ø = 8ºie4 .
C (z ° 2)
2 dz z=2 z=2
Z
ez sin z d ØØ
(d) dz = 2ºi Ø (ez sin z) = 2ºie2 (sin 2 + cos 2).
C (z ° 2)
2 dz z=2
Z
3z 4 + 2z ° 6 2ºi d2 ØØ
(e) dz = 2 Øz=2
(3z 4 + 2z ° 6) = ºi[36z 2 ]z=2 = 144ºi.
C (z ° 2) 3 2! dz
§

4. Use partial fractions to evaluate the following integrals.


(&
⌦o 7.5\
Ò ¶⌃
⌥ ◆6 x◆#
† å⇥ ◆ÿ
‘>⇡€¶√
⇧ ∫e ✓_
î vm⇥
˛ ◆. (d)\
¶s~
⌥ ”Z
ΩO‹ºñ–€¶%
⇧ ✓_
3 vm⇥
˛ ◆.)
Z
1
(a) dz The singularities ±1 are contained in |z| < 2.
|z|=2 z ° 1
2

Z Z Z ≥ 1
1 1 1 1 ¥
dz = dz = ° dz = 0.
|z|=2 z ° 1 |z|=2 (z ° 1)(z + 1) 2 |z|=2 z ° 1 z + 1
2

Z
1
(b) dz The singularities ±1 are contained in |z| < 2.
|z|=2 z2 +1
Z Z ≥ 1
1 1 1 ¥
dz = ° dz = º ° º = 0.
|z|=2 z +1
2 2i |z|=2 z ° i z+i
Z
1
(c) dz The singularities ±1, ±i are contained in |z| < 2.
|z|=2 z4 ° 1
Z Z ≥ 1
1 1 1 i i ¥
dz = ° ° + dz
|z|=2 z4 ° 1 4 |z|=2 z ° 1 z + 1 z + i z ° i
2ºi
= (1 ° 1 ° i + i) = 0.
4
Z
z 3 + 3z ° 1
(d) dz The singularities 1, °2 are contained in |z| < 3.
|z|=3 (z ° 1)(z + 2)
Z Z ≥ z 3 + 3z ° 1 z 3 + 3z ° 1 ¥
z 3 + 3z ° 1 1
dz = ° dz
|z|=3 (z ° 1)(z + 2) 3 |z|=3 z°1 z+2
2ºi 3
= ([z + 3z ° 1]z=1 ° [z 3 + 3z ° 1]z=°2 ) = 12ºi.
3
§
| (&
⌦o 7.5\
Ò ¶ s6
⌥ xÙ
† «€
 ¶s: 7
⇧ ß8{
· ⌃Ï̄
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h ¶s) Fix a small number ≤ > 0 such that
⌅€

{z | |z ° 1| ∑ ≤} [ {z | |z + 2| ∑ ≤} Ω {z | |z| < 3}

and {z | |z ° 1| ∑ ≤} \ {z | |z + 2| ∑ ≤} = ;. Then Theorem 7.5 implies that


Z Z Z
z 3 + 3z ° 1 z 3 + 3z ° 1 z 3 + 3z ° 1
dz = dz + dz
|z|=3 (z ° 1)(z + 2) |z°1|=≤ (z ° 1)(z + 2) |z+2|=≤ (z ° 1)(z + 2)
≥ z 3 + 3z ° 1 Ø z 3 + 3z ° 1 ØØ ¥
Ø
= 2ºi Ø + Ø = 12ºi.
z+2 z=1 z°1 z=°2

Z
z
5. Evaluate the integral I := dz, where C is the circle
(16 ° C + i) z 2 )(z
z
(Note that the function has three singularities at z = ±4, ° i. Fix a
(16 ° z 2 )(z + i)
constant 0 < ≤ ∑ 1/2. We use Theorem 7.5.)

(a) |z| = 2 : Only one singularity °i is located inside |z| = 2.


Z
z 2ºiz ØØ 2º
Solution. I = dz = 2 Øz=°i
= . ////
|z+i|=≤ (16 ° z 2 )(z + i) 16 ° z 17

(b) |z ° 4| = 2 : Only one singularity 4 is located inside |z ° 4| = 2.


Z Ø
z 2ºiz Ø ºi
Solution. I = dz = ° Ø =° . ////
|z°4|=≤ (16 ° z 2 )(z + i) (4 + z)(z + i) z=4 4 +i

(c) |z + 4| = 2 : Only one singularity °4 is located inside |z + 4| = 2.


Z Ø
z 2ºiz Ø ºi
Solution. I = dz = Ø = . ////
|z+4|=≤ (16 ° z 2 )(z + i) (4 ° z)(z + i) z=°4 4 °i

(d) |z| = 1/2 : No singularities are located inside |z| = 1/2, and Cauchy’s theorem implies
that I = 0. (* z/((16 ° z 2 )(z + i)) is analytic in |z| < 3/4.) ////
(e) |z| = 5 : Every singularity is contained in the domain |z| < 5.
Solution.
Z Z
z z
I= dz + dz
|z+i|=≤ (16 ° z 2 )(z + i)
|z°4|=≤ (16 ° z 2 )(z + i)
Z
z 2º ºi ºi
+ dz = ° + = 0.
|z+4|=≤ (16 ° z 2 )(z + i) 17 4 + i 4 °i


“ÏrÏ
⌧ r√
⌧ ∫\
¶ s6
⌥ xÙ
† «€
 ¶s (Optional): Since

z 4+i 1 4°i 1 i 1
= · ° · ° · ,
(16 ° z 2 )(z + i) 34 z + 4 34 z ° 4 17 z + i

it follows from Cauchy’s integral formula that


Z Z Z Z
z 4+i dz 4°i dz i dz
dz = ° °
|z|=5 (16 ° z )(z + i) 34 |z|=5 z + 4 34 |z|=5 z ° 4 17 |z|=5 z + i
2
≥4 + i 4 ° i i ¥
= 2ºi ° ° = 0.
34 34 17

6. Find the first five coe±cients in the Maclaurin expansion for


(Let O(z n ) denote a quantity z n f (z) where f (z) is bounded near the origin.)

z2 z3 z4
(a) ez sin z : Solution. Since ez = 1 + z + + + + z 5 R1 (z) and sin z =
2 6 24
z3
z° + z 5 R2 (z) for some (continuous) functions R1 (z), R2 (z) near the origin,
6
≥ z2 z3 z4 ¥≥ z3 ¥
ez sin z = 1 + z + + + + z 5 R1 (z) z ° + z 5 R2 (z)
2 6 24 6
3
z
= z + z2 + + O(z 5 ).
3

1 z2 z4
(b) : Solution. Since cos z = 1 ° + ° z 6 R(z) for a (continuous) function
cos z 2 24
R(z) near the origin,
1 1
= ≥ ¥
cos z z2 z4
1 ° 2 ° 24 + z 6 R(z)
≥ z2 z4 ¥ ≥ z2 z4 ¥2
=1+ ° + z 6 R(z) + ° + z 6 R(z) + O(z 6 )
2 24 2 24
1 2 5 4
= 1 + z + z + O(z ). 6
2 24
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X ¶ s6
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+ ∫ e
✓_
î vm⇥
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⌅ ~
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Ω O`
¶ Ê
⌥ º8⇤
◆ï∏
power series Ñ
⌅>
⇡ h_ ƒ
ª{9
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Ì Å _K
⌫ ⌃ıç
H∞
✏ †_
˙ vm⇥
˛ ◆.
2
(c) ez+z : Solution. Since z + z 2 = z(1 + z),

2 (z + z 2 )2 (z + z 2 )3 (z + z 2 )4
ez+z = 1 + (z + z 2 ) + + + + O(z 5 )
2 6 24
3 7 25
= 1 + z + z 2 + z 3 + z 4 + O(z 5 ).
2 6 24
z z
(d) e 1°z : Solution. Since = z + z 2 + z 3 + z 4 + z 5 R(z) for some (continuous)
1°z
function R(z), it follows that
2
z
+z 3 +z 4 +z 5 R(z)
e 1°z = ez+z = 1 + (z + z 2 + z 3 + z 4 + z 5 R(z))
+ (z + z 2 + z 3 + z 4 + z 5 R(z))2 + (z + z 2 + z 3 + z 4 + z 5 R(z))3
+ (z + z 2 + z 3 + z 4 + z 5 R(z))4 + O(z 5 )
= 1 + (z + z 2 + z 3 + z 4 + z 5 R(z)) + (z + z 2 + z 3 + z 4 R1 (z))2
+ (z + z 2 + z 3 R2 (z))3 + (z + z 2 R3 (z))4 + O(z 5 )
3 13 73
= 1 + z + z 2 + z 3 + z 4 + O(z 5 ).
2 6 24
§
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† å≤ö̇`
¶%
⌥ ⇧`
3 ¶√
⌥ ∫e✓_
î vm⇥
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⌥ {
ß
⇤◆ì
4 ¶z⇥
¥ù' ⌅ (a)_ ≤
ü◆Ä ö̇`
¶%
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3 ◆. ï
vm⇥
˛ ∏π
ߥ̇
° ò`¶ò
⌥ –9Ä⌅ ?taylor\¶z
⌥ ⇥
¥ùü.
'

7. Suppose f (z) and g(z) are analytic at z0 with

f (z0 ) = f 0 (z0 ) = · · · = f (n°1) (z0 ) = 0, g(z0 ) = g 0 (z0 ) = · · · = g (n°1) (z0 ) = 0.

If g (n) (z0 ) 6= 0, show that


f (z) f (n) (z0 )
lim = (n) .
z!z0 g(z) g (z0 )
This is a generalization of Theorem 5.7.
Solution.1 We use Theorem 8.3. There exist a constant ± > 0 and two functions R1 (z),
R2 (z) which are defined and continuous on N (z0 ; ±) such that
1
X f (k) (z0 )
f (z) = (z ° z0 )k = (z ° z0 )n R1 (z)
k!
k=0
≥ h f (n) (z ) f (n+1) (z ) i¥
0 0
= (z ° z0 )n + (z ° z0 ) + · · ·
n! (n + 1)!

and
1
X g (k) (z0 )
g(z) = (z ° z0 )k = (z ° z0 )n R2 (z)
k!
k=0
≥ h g (n) (z ) g (n+1) (z ) i¥
0 0
= (z ° z0 )n + (z ° z0 ) + · · ·
n! (n + 1)!
1 f (z)¸
< ¶"

g(z)\ ⇤/
4L√
庖
–Ñ⌅>
⇡ h◆ç
H√
✏ ∫Z
Oìr ◆≈
… “ ◆ö
∏m Ë
H#
⌫å⌧ ˙
<ø∫[
jØπ.
in N (z0 ; ±). Then it follows that

f (z) (z ° z0 )n R1 (z) R1 (z) R1 (z0 ) f (n) (z0 )


= = ! = (n)
g(z) (z ° z0 ) R2 (z)
n R2 (z) R2 (z0 ) g (z0 )
as z ! z0 . §
|z ¥|
⇥ ⌃&
9 ⇤ì
h ⌅> ⇢Ì
ñ`
fl ¶0
⌥ AK
⌫"

H⇥
✏ ◆6
ßı ∞
£ †s j
˙ t√
˛ ∫e
✓_
î ◆.
vm⇥
˛
f (z) f 0 (z) f (n°1) (z) f (n) (z) f (n) (z0 )
lim = lim 0 = · · · = lim (n°1) = lim (n) = (n) .
z!z0 g(z) z!z0 g (z) z!z0 g (z) z!z0 g (z) g (z0 )

8. Evaluate the following limits, using either the previous exercise or Theorem 8.3.
ez ° 1 ° z ez ° 1 ez 1
(a) lim = lim = lim = .
z!0 z 2 z!0 2z z!0 2 2
X1 n
z z2
§⇥◆èr€
… ¶s: Note that ez =
⇧ = 1+z+ + z 3 R(z) for z 2 C, where R(z) is
n=0
n! 2
continuous at the origin. Therefore the limit is equal to 1/2. ////

sin z cos z
(b) lim = lim = 1. ////
z!0 z ° z3 z!0 1 ° 3z 2
sin z cos z
(c) lim = lim = 1. ////
z!0 ez ° 1 z!0 ez

sin z ° z cos z ° 1 ° sin z


(d) lim = lim = lim = 0.
z!0 cos z ° 1 z!0 ° sin z z!0 ° cos z
X1
(°1)n z 2n+1 z3
§ ⇥
◆èr €
… ¶s: Recall that sin z =
⇧ = z° + z 5 R1 (z) and cos z =
n=0
(2n + 1)! 6
X1
(°1)n z 2n z2 4
= 1 ° z R2 (z), where R1 (z) and R2 (z) are continuous. Therefore the
n=0
(2n)! +
limit is equal to 0. §

9. If f (z) is analytic at z = z0 , and |f (n) (z0 )| ∑ nk for each n (k fixed), show that f (z) is
actually an entire function.
Solution. Recall that n! ∏ (n/e)n for n 2 N.2 Then it follows that
Ø f (n) (z ) Ø1/n nk/n nk/n e(n1/n )k
Ø 0 Ø
Ø Ø ∑ ∑ = !0 as n ! 1.
n! (n!)1/n n/e n
X1
f (n) (z0 )
By Theorem 6.12, the power series converges at every point in the complex
n=0
n!
plane, and hence entire.
X1
f (n) (z0 )
Since f (z) = in a neighborhood of z0 , f (z) is actually entire. (Refer to the
n=0
n!
identity theorem: Theorem 8.15.) §

2 6.4]

X ⌅_

É vÎ
˛H]
⌫j€¶s\
⇧ Å≈“$
⇤‹
3ºñ–e
✓6
î ß.
£
11. Suppose f (z) and g(z) are analytic in a simply connected domain D. Prove that
Z z1 Z z1
f (z)g 0 (z)dz = f (z1 )g(z1 ) ° f (z0 )g(z0 ) ° f 0 (z)g(z)dz,
z0 z0

where the path of integration is any contour from z0 to z1 that lies in D.


Solution. Since f 0 (z)g(z) and f (z)g 0 (z) are both analytic in D, the integrals are independent
of the choice of a contour from z0 to z1 . Integrate the both sides of the following identity,
and then apply Theorem 7.7.
d
(f (z)g(z)) = f 0 (z)g(z) + f (z)g 0 (z).
dz
§

12. Suppose f (z) is continuous, but not necessarily analytic, on a contour C. Show that the
function Z
f (≥)
F (z) = d≥
C ≥ °z
is analytic at each z not on C, with
Z
f (≥)
F 0 (z) = d≥.
C (≥ ° z)2

Solution. Follow the proof of Morera’s theorem. §

13. Choose a specific determination, find Maclaurin expansions for the following functions, and
state the region for which the expansion is valid.

(a) (1 + z)Æ , 0 < Æ < 1 (Principal branch)


Solution. (1 + z)Æ (Principal branch) is defined by (1 + z)Æ = eÆLog(1+z) , z 6= 0.
Since Log(1 + z) is analytic in D = C ° {x 2 R | x ∑ °1}, eÆLog(1+z) is also analytic
in D. Then Theorem 8.3 shows that (1 + z)Æ can be expressed as a Taylor series in
|z| < 1.3 Note that

d Æ
f 0 (z) = eÆLog(1+z) [ÆLog(1 + z)] = eÆLog(1+z) = Æ(1 + z)ư1 , |z| < 1
dz 1+z
..
.
√ !
Æ
f (n)
(z) = Æ(Æ ° 1) · · · (Æ ° n + 1)(1 + z) ưn
= n! (1 + z)ưn , |z| < 1,
n
√ !
Æ Æ(Æ ° 1) · · · (Æ ° n + 1)
where = .
n n!
1
√ !
X Æ n
Therefore (1 + z) =
Æ
z for |z| < 1. (binomial series) §
n=0
n

3 Note that N (0; 1) = {z | |z| < 1} is the largest open disk contained in D.

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