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Complex Analysis Intro

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Complex Analysis Intro

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Ibibi
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© © All Rights Reserved
Available Formats
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Complex Analysis

Introductory Notes

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[email protected]
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Complex Analysis:

Table of Contents
1 Topic Advice............................................................................................................... 3
2 Pre-Requisites ............................................................................................................ 4
2.1 Complex Numbers .......................................................................................................... 4
2.1.1 Jargon ............................................................................................................................................. 4
2.1.2 Important Results........................................................................................................................... 4
2.1.3 Conjugate Rules ............................................................................................................................. 4
2.1.4 Inequalities ..................................................................................................................................... 5
2.1.5 Modulus/Argument ....................................................................................................................... 5
2.1.6 Loci ................................................................................................................................................. 5

3 Basics......................................................................................................................... 6
3.1 Complex Differentiability ............................................................................................... 6
3.1.1 Differentiability Pointwise.............................................................................................................. 6
3.1.2 Differentiability In A Region ........................................................................................................... 7
3.1.2.1 Holomorphic ......................................................................................................................... 8
3.1.2.2 Analytic (aka regular) ............................................................................................................ 9
3.1.2.3 Entire .................................................................................................................................... 9
3.2 Other Important Definitions ........................................................................................... 9
3.2.1 Harmonic ........................................................................................................................................ 9
3.2.2 Singularities, Poles and Zeros......................................................................................................... 9
3.3 Contour Integrals ......................................................................................................... 10
3.3.1 What is a contour integral? .......................................................................................................... 10
3.3.2 Cauchy’s Theorem (aka Cauchy-Goursat) .................................................................................... 14
3.3.3 Cauchy Integral Formula .............................................................................................................. 14
3.3.4 Laurent Expansion ........................................................................................................................ 14
3.3.5 Residue Theorem ......................................................................................................................... 16
3.3.5.1 Definition ............................................................................................................................ 16
3.3.5.2 Residue Theorem................................................................................................................ 16
3.3.5.3 Calculating Residues ........................................................................................................... 16
3.3.6 Techniques Summary ................................................................................................................... 17
3.3.6.1 How To Choose a Contour and Contour Integration Techniques ....................................... 17
3.4 Triangle Inequality ....................................................................................................... 19
3.5 Estimation Lemma (aka ML Inequality Theorem) .......................................................... 19
3.6 Cauchy Inequality ......................................................................................................... 19
3.7 Jordan’s Lemma ........................................................................................................... 19

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1 Topic Advice
Functions in complex analysis behave much better than functions in real analysis. Consider the definition of derivative at a
point "! , which is formally the same for real functions of a real variable and for complex functions of a complex variable:
$(& '"))$(&! )
lim ! "
"→!
In the real case, ℎ is real, and approaches 0 along the real line, from the right and from the left. In the complex case, h is
complex, and approaches 0 from any possible direction. This makes it more difficult for the limit to exist, and thus for
complex functions of a complex variable to have a derivative. When such a function is viewed as a pair of real functions of
two real variables, that is, when we write
'(") = +(,, .) + 01(,, .) (where u and v are real valued)
*+ *. *+ *.
The existence of the above limit translates into the Cauchy-Riemann equations ,- = ,/ and ,/ = − ,-
This again shows that a function of the form +(,, .) + 01(,, .) is smooth in the complex sense only if it satisfies the
rigidity imposed by the Cauchy-Riemann Equations.

In complex analysis, the notion of pointwise differentiability is not enough and we in fact need differentiability "in nearby
neighbourhoods". A complex function '(") is said to be holomorphic at "! if there is a neighbourhood around "! in
which ' is differentiable. Every holomorphic function has a local representation as a convergent power series. While the
definition "differentiable in a neighbourhood" is a suitably-equivalent way of saying "holomorphic" in the context
of complex analysis, it is not necessarily the most informative way. The most informative definition of holomorphic is just
the extension of the one from real analysis: a complex '(") is holomorphic at z! iff its Taylor series expansion
at z! converges to f(z) in a neighbourhood of z! . In complex analysis, this is equivalent to the statement that it is
differentiable in a neighbourhood. In real analysis, it is not equivalent. In fact, in complex analysis the
following equivalences hold - all (complex-)differentiable functions are (complex-)smooth and all smooth functions are
holomorphic. However, the definitions of these terms need not be the same, even though we could do so because of
these equivalences.

The crux of most complex analysis courses is contour integration. Get good at the techniques!
Methods include:
• Direct integration of a complex-valued function along a curve in the complex plane (a contour)
• Application of Cauchy Integral Formula
• Application of the Residue Theorem

This along with differentiability is explained in more detail in the Appendix.

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2 Pre-Requisites
There aren’t many pre-requisites except enough calculus to have covered partial differential equations, a course in real
analysis and a little familiarity with metric spaces.

In detail:
• Sequences and series of numbers and of vectors
• Derivative in one variable
• Integration in one variable
• Integration with parameters
• Sequences and series of functions
• Uniform vs. pointwise convergence
• Derivative in several variables
• Line integrals
• Topology of metric spaces

Having a good basics of complex numbers mentioned below is vital!

2.1 Complex Numbers

2.1.1 Jargon

Consider " = , + 0., with ,, . ∈ ℝ


• , = 78(") means the real part of "
• . = 9:(") means the imaginary part of "
• " ∗ ;< "̅ = , − 0. is the complex conjugate of z

2.1.2 Important Results

• " = <(cos A + 0 sin A) = <8 23 (Note: <8 23 is Euler’s form)


Where:
|"| = <
arg " = A
" = <(cos A − 0 sin A) = <8 )23

• " 4 = < 4 (cos GA + 0 sin GA) = < 4 8 243 (by De Moivre’s Theorem)
• " )4 = < 4 (cos GA − 0 sin GA) = < 4 8 )243
• consider " = cos A + 0 sin A = 8 23
5
" + & = 2 cos A
5
" − = 20 sin A
&
5 & " '& #"
" 4 + & " = " 4 + " )4 = 2 cos GA so rearranging ⇒ cos GA = 6

4 5 4 )4 & " )& #"


" − =" −" = 20 sin GA so rearranging ⇒ sin GA =
&" 62

2.1.3 Conjugate Rules


• (" ± K)∗ = " ∗ ± K ∗
• ("K)∗ = " ∗ K ∗
& ∗ &∗
• L7M = 7∗ if K ≠ 0

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• ". " ∗ = |"|6

2.1.4 Inequalities
• |78(")| ≤ |"| and |9:(")| ≤ |"|
• |" + K| ≤ |"| + |K|
• |" + K| ≥ |"| − |K|
• |8 89:; | = 8 89:;

2.1.5 Modulus/Argument
• |"5 "6 | = |"5 ||"6 |
& |& |
• S&%S=|&% |
& &

• arg("5 "6 ) = arg("5 ) + arg ("6 ). This works like indices rules. When we multiply we add the powers
So [<5 (cos A5 + 0 sin A5 )][<6 (cos A6 + 0 sin A6 )] can be multiplied quickly and is
<5 <6 [cos(A5 + A6 ) +0 sin(A5 + A6 ) = <5 <6 8 2(3%'3&)
&
• V<W L %M = arg("5 ) − arg ("6 ) This works like indices rules. When we divide we subtract the powers
&&

8% (=>? 3% '2 ?@A 3% ) 8


So can be divided quickly and is 8% [cos(A5 − A6 ) + 0 sin(A5 − A6 )]
8& (=>? 3& '2 ?@A 3& ) &

2.1.6 Loci
|" − "B | = < is a circle of radius r centred at "!

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3 Basics

3.1 Complex Differentiability


Differentiable in Complex Analysis does not simply mean differentiable from the left or the right like
differentiation on the real line, we now look at all possible directions.

$(&! '"))$(&! )
You will be familiar that differentiable at a point "! means lim , but now ℎ is any tiny complex
"→! "
number and can go in ANY DIRECTION! Hence a derivative in two dimensions, rather than a derivative in one
direction.

3.1.1 Differentiability Pointwise


'(") = +(,, .) + 01(,, .) (where u and v are real functions and " = , + 0.) is differentiable at XC , if

*+ *. *+ *.
• the Cauchy Riemann Equations *- = */ and */ = − *- hold at "! (this is a necessary, but not
sufficient condition)
Note: It is also necessary that u and v be real differentiable which is a stronger condition than the
existence of the partial derivatives, but it is not necessary that these partial derivatives be continuous.

Ø How to show not pointwise complex differentiable?


Show the CRE’s do not hold

'(") = 2, + 0,. 6
Determine whether the function is differentiable

'(") = +(,, .)+0 1(,, .) so +(,, .) = 2, and 1(,, .) = ,. 6

*+
*-
=2

*+
=0
*/

*.
*-
= .6

*.
= 2,.
*/

*+ *.
*-
= */ ⟹ 2= 2,. ⟹ ,. = 1

*+ *.
*/
= − *- ⟹ 0= −. 6 ⟹ . = 0

'(") is not differentiable (and thus obviously not holomorphic)

Ø How to show pointwise complex differentiable?


Show the CRE’s hold
To find the points where complex differentiable, use the CRE’s to set up equations and solve.

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'(") = , 6 + 0. 6
Determine whether the function is differentiable

'(") = +(,, .) + 0 1(,, .) so +(,, .) = , 6 and 1(,, .) = . 6

*+
= 2,
*-

*+
=0
*/

*.
=0
*-

*.
*/
= 2.

*+ *.
= */ ⟹ 2, = 2. ⟹ , = .
*-

*+ *.
*/
= − *- ⟹ 0= 0

'(") is only differentiable at the points where " = , + 0,

3.1.2 Differentiability In A Region


If '(") = +(,, .) + 01(,, .) (where u and v are real functions and " = , + 0.) is differentiable in a region R,
around "! iff and the following conditions are fulfilled in R
*+ *. *+ *.
• the Cauchy Riemann Equations = and = − hold at "!
*- */ */ *-
*+ *. *+ *.
• , , , − *- are continuous at "!
*- */ */

Differentiable in a region R means holomorphic/analytic. See section 2.1.2.1 on holomorphic for more detail.

Ø How to show not holomorphic?


Show the CRE’s do not hold

Ø How to show holomorphic


The Cauchy Riemann equations are not sufficient to show holomorphic, but they are necessary.
To show the CRE’s are true for all values in a region then we can say holomorphic i.e. if they hold for all
(x,y) in that region. We also need the partial derivatives to be continuous.

'(") = " 6
Determine whether the function is holomorphic.

" = , + 0.
'(") = (, + 0.)6 = , 6 − . 6 + 02,.
'(") = +(,, .) + 0 1(,, .) so +(,, .) = , 6 − . 6 and 1(,, .) = 2,.

*+
*-
= 2,

*+
= −2.
*/

*.
*-
= 2.

*.
*/
= 2,

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*+ *. *+ *.
= ,/ and */ = − *- and hold for all (,, .) and the partial derivatives are continuous so ' is
*-
holomorphic

$(&! '"))$(")
Note: In addition to CREs’ you can also use the definition of derivative lim and approach
"→! "
horizontally (real line) and vertically (imaginary line) and show these are the same (this is how we prove
the CRE’s).

Determine whether f(z) = |z|6 is holomorphic

"! = ,! + 0.!
ℎ = ℎ5 + 0ℎ6

Horizontally: (real line) Vertically: (imaginary line)


$(&! '"% ))$(&!) $(&! '2"&))$(&! )
lim lim
"% →! &! '"% )&! "& →! &! '2"& )&!

$(&! '"% ))$(&! ) $(&! '2"&))$(&! )


= lim = lim
"% →! "% "& →! 2"&

|&! '"%|& )|&! |& |&! '2"& |& )|&!|&


= lim = lim
"% →! "% "& →! 2"&

|-! '2/! '"% |& )|-! '2/!|& |-! '2/! '2"&|& )|-! '2/! |&
= lim = lim
"% →! "% "& →! 2"&
& -! & '(/! '"& )& )(-! & '/! & )
(-! '"% )& '/! & )(-! & '/! & )
= lim = lim
"% →! "% "& →! 2"&

-! & '6-
! "% '"%
&
)-! & /! & '6/! "& '"& & )/! &
= lim = lim
"% →! "% "& →! 2"&

"% (6-! '"% ) "& (6/! '"& )


= lim = lim
"% →! "% "& →! 2"&

6/! '"&
= lim 2,! + ℎ5 = lim
"% →! "& →! 2

= 2,! = −2.! 0
2,! ≠ −2.! 0 except at (,! , .! ) = (0,0)

This is an example of complex variable function which is differentiable at a point (0,0) but not holomorphic at
that point. This function has a complex derivative at " = 0, but nowhere else (to be holomorphic, it must
differentiable in a neighbourhood of "! ). This is a great example to see that a function can be complex
differentiable at just one point "! without being complex differentiable in an open set (neighbourhood)
about that point).

3.1.2.1 Holomorphic

Holomorphic is defined with neighbourhoods etc and not fully equivalent to differentiability. The phrase
"holomorphic at a point z" means not just differentiable at z, but differentiable everywhere within some open
disk centred at z in the complex plane (in a neighbourhood of every point in a region R).

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Note: A function can be differentiable without being holomorphic.

Something to think about: Many students tend to think that " ∗ is holomorphic, when it is in fact not. Try and
prove why!

3.1.2.2 Analytic (aka regular)


Though the term “analytic function” is often used interchangeably with "holomorphic function", the word
"analytic" is defined in a broader sense to denote any function (real, complex, or of more general type).
Holomorphic functions are analytic and used interchangeably.
holomorphic↔analytic for complex analysis

If '(") is holomorphic/analytic in a region R, then the following holds in R


1) ' D ("), ' DD (") …derivatives of all orders exist
2) '(") can be represented as a power series in a neighbourhood of each point in its domain with some non-
zero radius of convergence that can be written as a convergent power series

3.1.2.3 Entire
Holomorphic implies differentiable on a certain given domain, whereas if a function is “entire”, it is differentiable
on the whole complex plane i.e. differentiable EVERYWHERE (ROC is infinite).

Be sure to understand the difference between differentiable and holomorphic and entire. Holomorphic means
differentiable on a certain given domain, where entire means differentiable on ALL of ℂ.

3.2 Other Important Definitions

3.2.1 Harmonic

A function +(,, .) is called harmonic if it is twice continuously differentiable and satisfies the following partial
differential (Laplace) equation:
*& + *& +
*- &
+ */& = 0
Note: If + and 1 satisfy the CRE’s, then both + and 1 are harmonic, where '(") = +(,, .) + 01(,, .)

3.2.2 Singularities, Poles and Zeros

A zero is just a place where the value of a complex function is zero. Formally we say, a point "! is called a zero of
order n for the function '(") if '(") is analytic at "! and '(") and its first n − 1 derivatives vanish at "! , but
' (4)("! ) ≠ 0 i.e. '("! ) = ' D ("! ) = ⋯ = ' 4)5("!) = 0 and ' (4) ("! ) ≠ 0

In order to determine the order of a zero we just have to check how many times we need to derive a function
until it is not equal to zero anymore.

'(") = (" + 4)6


Zero is " = −4
' D (") = 2(" + 4)

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' D (−4) = 0
' DD (−4) = 2 ≠ 0
So, order of zero here is 2

Notice how the order of a zero is equal to the power a parenthesis is raised to

A singularity is generally when a function is not defined in a point. There are three kinds of isolated singularities:

i. Removable singularities. These are functions which can be extended to a holomorphic function

&
f(z)= &
This is not defined at 0, but can be
extended to a holomorphic function by
letting f(0) = 1

ii. A pole is a point at which the function is undefined, as in infinite (this happens when you divide by
0, but the numerator is not 0).

E
'(") = &)5 has a simple pole (pole of order 1) at " = 1
and
E
f(") = &
has a double pole (pole of order 2) at " = 3
(&)E)

Formally we say, "! is a pole of order n of some analytic function '(") if lim (" − "! )4 × '(") ≠ 0
&→&!
(if the power is less than G, the limit is “infinity” or does not exist. If the power is more than G, the
limit is 0).
F(&)
This is the same as saying we should be able to write '(") as (&)& "
where W("! ) ≠ 0.
!)
F(&! )
In other words, a pole "! is a value of ", so that '("! ) = , hence '(") → ∞ as " → "!
!

5
Note: If "! is a zero of order n for '("), then "! is a pole of order n for $(&)

If '(") and W(") have zeros of orders m and n respectively at " = "! , then ℎ(") = '(")W(") has a
zero of order : + G at "! .
If '(") and W(") have poles of orders m and n respectively at " = "! , then ℎ(") = '(")W(") has a
pole of order : + G at "! .

Check power of parentheses to know order of pole

iii. Essential singularities. Essential singularities are singularities which are not removable nor poles. An
example of this is:
1 1 1 1
8,i j k = 1 + + + +∙∙∙
" " 2! " 6 3! " E

3.3 Contour Integrals

3.3.1 What is a contour integral?


In complex analysis, contour integration is a method of evaluating certain integrals along paths in the complex
plane. Why is the path chosen is important? Why do we need to know how we go from one point to another? In
the good old days, when we only needed one axis to describe our input variables, the only way to go from one
point to another was in a straight line.

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Now in complex analysis, we need two axes to describe our input variables. This means that we are no longer
limited to only one path and there are an infinite number of ways to do this since the only criteria we have is to
go from the starting point to the endpoint. This is why it is important to know what kind of path you’re taking
from the starting point to the endpoint since different paths, in general, give different answers (unless the
function has an antiderivative everywhere in the complex plane).

Formal definition
Let f : ℂ → ℂ be a continuous function on the directed smooth curve γ
Let z : ℝ → ℂ be any parametrization of γ that is consistent with its order (direction) i.e. if " = "(o), V ≤ o ≤ p
is a parametrization of q, then the line/path/contour integral along γ is denoted
G
r s(X)tX = r usvX(w)x × X′(w)z tw
I H
Make sure you understand that the product 'v"(o)x × "′(o)) is just a product of complex numbers.

Note:
• A smooth curve is a curve that doesn’t cross itself and has no sharp corners
• We need to find some parametrization "(o) of q, where a and b are the start and endpoints of the
variable t.
The standard parametrizations for three different smooth curves:

Straight line

Circle

Semi-Circle

Notice how if you plug in the lower limit you get your start point and plugging in the upper limit you get
your end point.

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• Why is the path of q so important? Why do we need to know how we go from one point to another?
As mentioned previously, different paths give different answers unless the function has an
antiderivative everywhere in the complex plane.

Common “Tricks”:
• ∫J('(") + W("))|" = ∫J '(")|" + ∫J W(")|"

• ∫J '(")|" = − ∫)J '(")|"

• If qE = q5 + q6 , then ∫J '(")|" = ∫J '(")|" + ∫J '(")|"


' % &

• Independence of paths:
Some functions don’t care which path you take when you integrate as long as the start and the
endpoints are the same, integration along different paths will yield the same results.
If the function is continuous on a contour q which is made up of a number of directed smooth curves
and the function has an antiderivative }(") on q (} D (") = '(")), ohen ∫J '(")|" = }("6 ) − }("5 )
So, you can skip the parametrization since the only thing that matters is the starting point and the
endpoint.

∫J "|"

Straight line parametrization:

§ "(o) = "5 + o("6 − "5 ), 0 ≤ o ≤ 1


= −0 + o(2 + 0 − −0)
= −0 + o(2 + 20)
§ " D (o) = 2 + 20

5
~; ∫J "|" = ∫! [−0 + o(2 + 20)][2 + 20]|o
5
= ∫! [(2 − 20) + (80)o]|o
= [(2 − 20)o + 40o 6 ]5!
= 2 + 20

Quarter circle parametrization:

EL
§ "(o) = 0 + 28 2K ≤o≤0
6
D (o) 2K
§ " = 208

!
~; ∫J "|" = ∫'((0 + 28 2K )(208 2K )|o
&

!
= ∫'((−28 2K + 408 62K )|o
&

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!
= u208 2K + 28 62K z'(
&

= 2 + 20

No parametrization:

6'2
&&
No idea how to parametrize this ∫J "|" = Ä 6 Å = 2 + 20
)2

Notice how all answers are the same. This function doesn’t care which path you take as long as the start and
endpoints are the same. This is because this function '(") = " has an antiderivative everywhere in the
complex plane, so the only thing that really matters when doing the calculations are the start and endpoints.

∫J "̅|"

q5 :
§ "(o) = 0 + o(1 − 0) = o, 0 ≤ o ≤ 1
§ " D (o) = 1

q6 :
§ "(o) = 1 + o(2 + 0 − 1), 0 ≤ o ≤ 1
= 1 + o(1 + 0)
§ " D (o) = 1 + 0

~; ∫J MJ 'J "̅|" = ∫J "̅|" + ∫J "̅|"


' % & % &
5 5
= ∫! o(1)|o + ∫! [1 + o(1 − 0)](É + Ñ)|o
E
=6

Note: No conjugate here, only s(XÖ) gets the conjugate

Note:
N 5
5 ∫: " D (o)|o (1)
∫J & |" = Ü &(K) &
[ln (")] && (2)
%

(1) (2)

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You may find it helpful to memorise the following: (if you have a closed contour)
∫ " 4 |" = 0 if G ≠ −1

2à0 (0' .;+ ℎV18 V âä;~8 â;Go;+< Kℎ0âℎ ;âGoV0G~ ;<0W0G)


∫ " 4 |" = á if G = −1
0 (0' .;+ ℎV18 V âä;~8 â;Go;+< Kℎ0âℎ |;8~GD o â;GoV0G ;<0W0G)

3.3.2 Cauchy’s Theorem (aka Cauchy-Goursat)


If '(") is holomorphic everywhere within some simply connected region then ∫O '(")|" = 0 for every simple
closed path C lying in the region. We need '(") to be continuous and have no singularities in the region to apply
this theorem!

This is perhaps the most important theorem in complex analysis!!!

3.3.3 Cauchy Integral Formula


Suppose C is a simple closed curve and the function f(z) is holomorphic on a region containing C and its interior.
5 $(&)
We assume C is oriented counter-clockwise. Then for any point "! inside C, '("! ) = 6L2 ∫J &)& |" where the
!
integral is a contour integral along the contour q enclosing the point "! .
Note: "! can be the singularity point
$(&)
So, ∫J &)& |" = 2à0'("! )
!

$(&)
If we remove the singularity "! then ∫J &)& |" = 0.
!
So, the main difference with Cauchy’s Theorem and Cauchy’s Integral formula is that we have to use Cauchy’s
Integral formula when dealing with a singularity.

Cauchy’s Integral Formula can be extended to Cauchy Integral formula for derivatives:
4! $(&)
' (4) (V) = 6L2 ∫J (&):)")% |"
$(&) 6L2
So, ∫J (&)& ")%
|" = ' (4) (")
!) 4!

3.3.4 Laurent Expansion

One of the shortcomings of the Taylor series is that the circle of convergence is often only a part of the region in
which '(") is analytic. As an example, the series
5
1+ " + " 6 + " E +... converges to '(") = 5)& only inside the circle |z| = 1 even though f(z) is analytic everywhere
except at z = 1.

The Laurent series is an attempt to represent '(") as a series over as large a region as possible. We expand the
series around a point of singularity up to, but not including the singularity itself. In other words, the Laurent
series still works if "! is an isolated singularity.

The figure below shows an annulus of convergence <5 < |" − "! | < <6 within which the Laurent series (which is an
extension of the Taylor series) will converge. The extension includes negative powers of (" − "! ).

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You will use this a lot for the Residue Theorem.

&
Find the Laurent expansion of W(") = (5'&)(5)&) in the following domains
i. |"| < 1
(hint: want to expand about z i.e. want in powers of z)
ii. |" − 1| > 2
(hint: want in powers of z-1)

&
i. (5'&)(5)&)

% %
)
= 5'&
&
+ &
5)&

5 5 5 5
= − 6 L5'&M + 6 L5)&M

5 5
= − 6 (1 − " + " 6 − " E + " Q + ⋯ ) + 6 (1 + " + " 6 + " E + " Q + ⋯ )

= " + "E + "R + ⋯

&
ii. (5'&)(5)&)

% %
)
= 5'&
&
+ &
5)&

% %
) )
= &)5'6
&
+ &)5
&

5 5 5 5
= − 6 L&)5'6M − 6 L&)5M (*)

5 5
L&)5'6M is not in the correct form that we need. However, L&)5M is

5
Consider L&)5'6M:

% %
5 5
L M=ç &
*#% é if dividing by 2 and L M=ç *#%
& é if dividing by " − 1
&)5'6 5' &)5'6 5'
& *#%

6
Here we have |" − 1| > 2 so |&)5| < 1 so use form 2

So * becomes

%
5 5 5
=− ç *#%
& é− L M
6 5' 6 &)5
*#%

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5 5 5 5 5
= − 6 × &)5 ç & é − 6 L&)5M
5'
*#%

5 5 5 5
= − 6(&)5) ç & é − 6 L&)5M
5'
*#%

5 6 6 6 6 E ()5)" 6"#% 5 5
= − 6(&)5) è1 − &)5 + L&)5M − L&)5M + ⋯ + (&)5)"
+ ⋯ ê − 6 L&)5M

5 6 4 5 5
= − 6(&)5) × ∑S 4
4M!(−1) L&)5M − 6 L&)5M

3.3.5 Residue Theorem

3.3.5.1 Definition

The residue theorem, sometimes called Cauchy's residue theorem, is a powerful tool to evaluate line
integrals of analytic functions over closed curves; it can often be used to compute real integrals and infinite
series as well. It generalizes Cauchy’s Theorem and Cauchy's integral formula.
:
The numerator of the term &)&
#%
, V)5 is called the residue of ' at the pole "! . We write <8~(', "! )= V)5
!

What is a residue?
As already mentioned, the holomorphic functions have an extraordinary property: if you compute an integral along
a path, the value of the integral does not depend on the path! More precisely, if the function is holomorphic
everywhere inside a closed path, the integral is just zero. But if the function has poles (zeroes at the
denominator, terms in the Laurent series), every pole brings a nonzero contribution called its residue. You can
shrink the path as much as you want, even turning it to infinitesimal circles around every pole, provided you keep
the poles in. So, the residues are what is left (as regards integration) after you removed all the holomorphic parts of
the domain.

What's so special about the V)5 term in the Laurent expansion?" The answer can be stated very simply and can
be understood without needing complex numbers: Every other term in the Laurent series integrates to a power
function. That one doesn't.

3.3.5.2 Residue Theorem

Let ' be holomorphic on an open set containing a contour q and its interior except for the poles "5 , "6 , … "T
inside q then ∫J '(")|" = 2à0 ∑ <8~0|+8~ . This is called the residue formula.

3.3.5.3 Calculating Residues


There are 3 common techniques to calculate residues

1) Use limits and find residue at SIMPLE pole


5 , "#%
lim Ä
(4)5)! &→UB;9 ,& "#%
((" − i;ä8)4 × '("))Å

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Note: Instead of taking the limit you can write what is in the bracket as (&)UB;9)"… and evaluate … at
f(singularity) i.e cover up pole in function and evaluate)

2) Expand about the pole (calculate derivatives)


W F ("#%) (UB;9)
Hint: Get the function in the form (&)UB;9)" Ä (4)5)!
Å

We only use this way if calculating derivatives is easy

3) Expanding about the pole (use Taylor expansion or Laurent series). We usually use this when the power of
the pole is high and hence calculating derivatives would be painful
W í0âì ;+o â;8''0â08Go '<;:
è ê
(&)UB;9)" o8<: K0oℎ G − 1 i;K8<
5
We usually get what is inside this bracket from putting in form 5±& form and expanding OR Laurent
series

3.3.6 Techniques Summary

3.3.6.1 How To Choose a Contour and Contour Integration Techniques

• Remember the definitions


A contour is a piecewise smooth curve
A contour is called simple if it does not cross itself
A contour â is closed if and only if the start point of â is equal to the end point of â
A contour is defined as "made up of a finite number of smooth paths

• Common (toy) contours include

The four most commonly used are circle/semi-circle, triangle, indented semi-circle and keyhole. A rectangular
contour depends on the nature of pole and residues of your function.

Quick hints:
6L
o If ∫! o<0W , use circular contour
o If ∫ ä;W , use an indented semi-circle around origin
o If ∫ â;:iä8, G+:p8< $8:OK2B4:; UB798 , use keyhole contour when we have branch cut
S S
o If ∫! with trig in it, write as ∫)S and use
§ indented semi-circle if poles (with estimation lemma for some of the paths)
§ semi-circle if no poles
Remember if â;~, we write as Re(8 2- ) and if ~0G, we write as 9:(8 2- )
S U(-) S U(-)
o If ∫)S or ∫)S 8 2:- i.e. have â;~ or ~0G in them and use
Y(-) Y(-)
§ indented semi-circle if poles (with Estimation or Jordan’s Lemma for some of the paths)
§ semi-circle if no poles
î(,) has degree 1 more than i(,), use Jordan’s Lemma to show top arc goes to 0

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î(,) has degree much bigger than i(,), use estimation lemma to show top arc goes to 0

Get good at picking your own contour (remember to take contour anticlockwise). For a simple contour, the
closed contour must enclose one or more poles otherwise the integral is zero.

Possible methods:
G
1) pick a path and use ∫I s(X)tX = ∫H usvX(w)x × X′(w)z tw
2) Pick a contour to avoid poles and use Cauchy’s Theorem to say equals zero
3) Pick a contour with poles and use Cauchy Integral or Residue Theorem
Remember: sometimes we use the fact that we know the answer to work backwards from one of the
paths giving what the integrand you’re trying to find (see * below)

S S
∫! or ∫)S integrals:
One very common use for contour integrals is the evaluation of integrals along the real line that are not readily
found by using only real variable methods. When choosing a contour to evaluate an integral on the real line, a
contour is generally chosen based on the range of integration and the position of poles in the complex plane.
Many cases can be solved by integrating around the top half of a circle with radius of infinity and integrating
along the entire real line.

For example, for an integral from −∞ to ∞along the real axis, the contour at left could be chosen if the function
f had no poles on the real line, and the middle contour could be chosen if it had a pole at the origin. To perform
an integral over the positive real axis from 0 to ∞ for a function with a pole at 0, the contour at right could be
chosen.

Sometimes you can use the fact that you know the answer is zero from the Cauchy Theorem or whatever
numerical answer is from Residue or Cauchy Integral Formula to work backwards to get the integral that you are
asked to find which is from ONE of the paths or two of them combined.
*In the common sketch example below, we know ∫J + ∫J + ∫J + ∫J = 0 and we can work out ∫J and ∫J
% & ' - % '
and cleverly combine ∫J and ∫J to give us what we want.
& -
S 5 S
We do this for trig types ∫! … = 6 ∫)S … (where … is trig)

q5 : use Estimation Lemma or Jordan’s Lemma to show → 0


qQ : Parametrize " = o
Z
∫[ …
)[
q6 : Parametrise " = o to get ∫)Z …
Z
Substitute " = −+ to get ∫[ …
Put + back as o
Then combine with qQ to get
Z
2 ∫[ …
If done correctly … should be same as … given in question
Send ! → 0, R→ ∞

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S
2 ∫! …
qE : Either use parametrisation " = ï8 2K , 0 ≤ o ≤ à OR expansion of 8 2& and then parametrization for
one part and estimation for other part to show → −à or −à0

As mentioned, get good at the techniques for this course for contour integration as this is the crux of Complex
analysis!! Methods include:
• Direct integration of a complex-valued function along a curve in the complex plane (a contour)
• Application of Cauchy Integral Formula
• Application of the Residue Theorem

The following topics will be stated only for further reading

3.4 Triangle Inequality


Suppose f(t) is a complex valued function of a real variable, defined on a ≤ t ≤ b. Then

• Triangle Inequality 1 for integrals


N N
S∫: '(o)|oS ≤ ∫: |'(o)||o
This is an IMPORTANT Lemma and used to prove the estimation lemma

• Triangle Inequality 2 for integrals


For any function f(z) and any curve γ, we have S∫J '(")|"S ≤ ∫J|'(")|||"|
This is also used to prove the estimation lemma below

3.5 Estimation Lemma (aka ML Inequality Theorem)

This is a very simple, yet very useful result in complex analysis


Let '(") be continuous on a curve q. If |'v"(o)x| ≤ : i.e. :={max{f(z)} then
&∈J
S∫J '(")|")S ≤ : ô(q), where ô(q) is the length of the curve q
The proof of this uses the two inequalities in the section above

Estimation lemma and triangle inequality 1 are often used to show contour parts of an integral go to 0

Some useful modulus results you will need when applying Estimation lemma are:
|e@] | = 1 where a is real ⇒|re@] | = |r||e@] | = |r|
&
|e@^ | = öe@(]'@_) ö = |e@] ||e@ _ | = |e@] ||e)_ | = |e)_ | = e)@`(^)
./
so similarly, |e@ab | = öe@(a=>? c'@a?@A c) ö = öe@a=>?c ööe)a?@A c ö = öe)a?@A c ö(1) = e)a?@Ac
Note: |e@^ | ≤ 1 for im(z) ≥ 0 (if im(z) < 0 then unbounded)

3.6 Cauchy Inequality


4! × `]e f$(&)g
|' (4) ("! )| ≤ ! |*#* |12
Z"
This comes from Cauchy Integral formula for n derivatives and then estimation lemma

3.7 Jordan’s Lemma


This comes from Cauchy Integral formula for n derivatives and then estimation lemma
lim ∫O '(")8 2:& |" = 0, where a is real
Z→S 2
This says, consider arc getting bigger and bigger, if we integrate along the arc we end up with 0
Consider semi-circle or contour to integrate across.
Let’s say upper arc (semi-circle arc with radius R).

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If we integrate along arc âZ and take the limit as R approaches infinity the value of the arc does not contribute
anything to our contour.

h(&)
Note: Most commonly look at '(") = i(&) where deg ú − deg í ≥ 1

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